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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 05:19:30 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t1228306843pjezau8m9k0b6ey.htm/, Retrieved Fri, 17 May 2024 13:06:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28642, Retrieved Fri, 17 May 2024 13:06:46 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

non stationary time series mannen ACF

Estimated Impact

178

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:38:02] [c96f3dce3a823a83b6ede18389e1cfd4]
-         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:19:30] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
F RMP       [Standard Deviation-Mean Plot] [non stationary ti...] [2008-12-03 13:39:32] [47f64d63202c1921bd27f3073f07a153] 

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Dataseries X:

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Histogram

Boxplots

7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4
6.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28642&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28642&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28642&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.891865	6.9657	0
2	0.704516	5.5024	0
3	0.524264	4.0946	6.3e-05
4	0.395203	3.0866	0.001522
5	0.348983	2.7256	0.004182
6	0.343829	2.6854	0.004659
7	0.341357	2.6661	0.004905
8	0.334839	2.6152	0.005611
9	0.33968	2.653	0.005079
10	0.345652	2.6996	0.004485
11	0.345495	2.6984	0.0045
12	0.345467	2.6982	0.004502
13	0.304452	2.3778	0.010282
14	0.263436	2.0575	0.02196
15	0.192003	1.4996	0.069439
16	0.095279	0.7442	0.22982
17	0.020769	0.1622	0.435838
18	-0.031948	-0.2495	0.401898
19	-0.064999	-0.5077	0.306763
20	-0.083484	-0.652	0.258416
21	-0.092084	-0.7192	0.237383
22	-0.111855	-0.8736	0.192876
23	-0.132732	-1.0367	0.15199
24	-0.13234	-1.0336	0.152701
25	-0.131184	-1.0246	0.154804
26	-0.121747	-0.9509	0.17271
27	-0.129584	-1.0121	0.157748
28	-0.160534	-1.2538	0.107348
29	-0.197192	-1.5401	0.064352
30	-0.24442	-1.909	0.030486
31	-0.282158	-2.2037	0.015664
32	-0.299414	-2.3385	0.011328
33	-0.284805	-2.2244	0.014916
34	-0.252657	-1.9733	0.026498
35	-0.208438	-1.628	0.054345
36	-0.173367	-1.354	0.090359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.891865 & 6.9657 & 0 \tabularnewline
2 & 0.704516 & 5.5024 & 0 \tabularnewline
3 & 0.524264 & 4.0946 & 6.3e-05 \tabularnewline
4 & 0.395203 & 3.0866 & 0.001522 \tabularnewline
5 & 0.348983 & 2.7256 & 0.004182 \tabularnewline
6 & 0.343829 & 2.6854 & 0.004659 \tabularnewline
7 & 0.341357 & 2.6661 & 0.004905 \tabularnewline
8 & 0.334839 & 2.6152 & 0.005611 \tabularnewline
9 & 0.33968 & 2.653 & 0.005079 \tabularnewline
10 & 0.345652 & 2.6996 & 0.004485 \tabularnewline
11 & 0.345495 & 2.6984 & 0.0045 \tabularnewline
12 & 0.345467 & 2.6982 & 0.004502 \tabularnewline
13 & 0.304452 & 2.3778 & 0.010282 \tabularnewline
14 & 0.263436 & 2.0575 & 0.02196 \tabularnewline
15 & 0.192003 & 1.4996 & 0.069439 \tabularnewline
16 & 0.095279 & 0.7442 & 0.22982 \tabularnewline
17 & 0.020769 & 0.1622 & 0.435838 \tabularnewline
18 & -0.031948 & -0.2495 & 0.401898 \tabularnewline
19 & -0.064999 & -0.5077 & 0.306763 \tabularnewline
20 & -0.083484 & -0.652 & 0.258416 \tabularnewline
21 & -0.092084 & -0.7192 & 0.237383 \tabularnewline
22 & -0.111855 & -0.8736 & 0.192876 \tabularnewline
23 & -0.132732 & -1.0367 & 0.15199 \tabularnewline
24 & -0.13234 & -1.0336 & 0.152701 \tabularnewline
25 & -0.131184 & -1.0246 & 0.154804 \tabularnewline
26 & -0.121747 & -0.9509 & 0.17271 \tabularnewline
27 & -0.129584 & -1.0121 & 0.157748 \tabularnewline
28 & -0.160534 & -1.2538 & 0.107348 \tabularnewline
29 & -0.197192 & -1.5401 & 0.064352 \tabularnewline
30 & -0.24442 & -1.909 & 0.030486 \tabularnewline
31 & -0.282158 & -2.2037 & 0.015664 \tabularnewline
32 & -0.299414 & -2.3385 & 0.011328 \tabularnewline
33 & -0.284805 & -2.2244 & 0.014916 \tabularnewline
34 & -0.252657 & -1.9733 & 0.026498 \tabularnewline
35 & -0.208438 & -1.628 & 0.054345 \tabularnewline
36 & -0.173367 & -1.354 & 0.090359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28642&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.891865[/C][C]6.9657[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.704516[/C][C]5.5024[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.524264[/C][C]4.0946[/C][C]6.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.395203[/C][C]3.0866[/C][C]0.001522[/C][/ROW]
[ROW][C]5[/C][C]0.348983[/C][C]2.7256[/C][C]0.004182[/C][/ROW]
[ROW][C]6[/C][C]0.343829[/C][C]2.6854[/C][C]0.004659[/C][/ROW]
[ROW][C]7[/C][C]0.341357[/C][C]2.6661[/C][C]0.004905[/C][/ROW]
[ROW][C]8[/C][C]0.334839[/C][C]2.6152[/C][C]0.005611[/C][/ROW]
[ROW][C]9[/C][C]0.33968[/C][C]2.653[/C][C]0.005079[/C][/ROW]
[ROW][C]10[/C][C]0.345652[/C][C]2.6996[/C][C]0.004485[/C][/ROW]
[ROW][C]11[/C][C]0.345495[/C][C]2.6984[/C][C]0.0045[/C][/ROW]
[ROW][C]12[/C][C]0.345467[/C][C]2.6982[/C][C]0.004502[/C][/ROW]
[ROW][C]13[/C][C]0.304452[/C][C]2.3778[/C][C]0.010282[/C][/ROW]
[ROW][C]14[/C][C]0.263436[/C][C]2.0575[/C][C]0.02196[/C][/ROW]
[ROW][C]15[/C][C]0.192003[/C][C]1.4996[/C][C]0.069439[/C][/ROW]
[ROW][C]16[/C][C]0.095279[/C][C]0.7442[/C][C]0.22982[/C][/ROW]
[ROW][C]17[/C][C]0.020769[/C][C]0.1622[/C][C]0.435838[/C][/ROW]
[ROW][C]18[/C][C]-0.031948[/C][C]-0.2495[/C][C]0.401898[/C][/ROW]
[ROW][C]19[/C][C]-0.064999[/C][C]-0.5077[/C][C]0.306763[/C][/ROW]
[ROW][C]20[/C][C]-0.083484[/C][C]-0.652[/C][C]0.258416[/C][/ROW]
[ROW][C]21[/C][C]-0.092084[/C][C]-0.7192[/C][C]0.237383[/C][/ROW]
[ROW][C]22[/C][C]-0.111855[/C][C]-0.8736[/C][C]0.192876[/C][/ROW]
[ROW][C]23[/C][C]-0.132732[/C][C]-1.0367[/C][C]0.15199[/C][/ROW]
[ROW][C]24[/C][C]-0.13234[/C][C]-1.0336[/C][C]0.152701[/C][/ROW]
[ROW][C]25[/C][C]-0.131184[/C][C]-1.0246[/C][C]0.154804[/C][/ROW]
[ROW][C]26[/C][C]-0.121747[/C][C]-0.9509[/C][C]0.17271[/C][/ROW]
[ROW][C]27[/C][C]-0.129584[/C][C]-1.0121[/C][C]0.157748[/C][/ROW]
[ROW][C]28[/C][C]-0.160534[/C][C]-1.2538[/C][C]0.107348[/C][/ROW]
[ROW][C]29[/C][C]-0.197192[/C][C]-1.5401[/C][C]0.064352[/C][/ROW]
[ROW][C]30[/C][C]-0.24442[/C][C]-1.909[/C][C]0.030486[/C][/ROW]
[ROW][C]31[/C][C]-0.282158[/C][C]-2.2037[/C][C]0.015664[/C][/ROW]
[ROW][C]32[/C][C]-0.299414[/C][C]-2.3385[/C][C]0.011328[/C][/ROW]
[ROW][C]33[/C][C]-0.284805[/C][C]-2.2244[/C][C]0.014916[/C][/ROW]
[ROW][C]34[/C][C]-0.252657[/C][C]-1.9733[/C][C]0.026498[/C][/ROW]
[ROW][C]35[/C][C]-0.208438[/C][C]-1.628[/C][C]0.054345[/C][/ROW]
[ROW][C]36[/C][C]-0.173367[/C][C]-1.354[/C][C]0.090359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28642&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28642&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.891865	6.9657	0
2	0.704516	5.5024	0
3	0.524264	4.0946	6.3e-05
4	0.395203	3.0866	0.001522
5	0.348983	2.7256	0.004182
6	0.343829	2.6854	0.004659
7	0.341357	2.6661	0.004905
8	0.334839	2.6152	0.005611
9	0.33968	2.653	0.005079
10	0.345652	2.6996	0.004485
11	0.345495	2.6984	0.0045
12	0.345467	2.6982	0.004502
13	0.304452	2.3778	0.010282
14	0.263436	2.0575	0.02196
15	0.192003	1.4996	0.069439
16	0.095279	0.7442	0.22982
17	0.020769	0.1622	0.435838
18	-0.031948	-0.2495	0.401898
19	-0.064999	-0.5077	0.306763
20	-0.083484	-0.652	0.258416
21	-0.092084	-0.7192	0.237383
22	-0.111855	-0.8736	0.192876
23	-0.132732	-1.0367	0.15199
24	-0.13234	-1.0336	0.152701
25	-0.131184	-1.0246	0.154804
26	-0.121747	-0.9509	0.17271
27	-0.129584	-1.0121	0.157748
28	-0.160534	-1.2538	0.107348
29	-0.197192	-1.5401	0.064352
30	-0.24442	-1.909	0.030486
31	-0.282158	-2.2037	0.015664
32	-0.299414	-2.3385	0.011328
33	-0.284805	-2.2244	0.014916
34	-0.252657	-1.9733	0.026498
35	-0.208438	-1.628	0.054345
36	-0.173367	-1.354	0.090359

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.891865	6.9657	0
2	-0.444374	-3.4707	0.00048
3	0.079414	0.6202	0.268704
4	0.096018	0.7499	0.228091
5	0.222608	1.7386	0.043573
6	-0.06063	-0.4735	0.318761
7	-0.006669	-0.0521	0.479314
8	0.073483	0.5739	0.284065
9	0.173448	1.3547	0.090259
10	-0.037595	-0.2936	0.38502
11	-0.007471	-0.0583	0.476831
12	0.083331	0.6508	0.258797
13	-0.189964	-1.4837	0.071523
14	0.185304	1.4473	0.076471
15	-0.367932	-2.8736	0.002788
16	0.021837	0.1706	0.432571
17	0.00692	0.054	0.478538
18	-0.039905	-0.3117	0.378176
19	-0.135603	-1.0591	0.146867
20	-0.042309	-0.3304	0.3711
21	0.033088	0.2584	0.398474
22	-0.114915	-0.8975	0.186486
23	0.029262	0.2285	0.409994
24	-0.009614	-0.0751	0.470194
25	0.099894	0.7802	0.219147
26	-0.1004	-0.7841	0.217994
27	0.022868	0.1786	0.42942
28	-0.064946	-0.5072	0.306907
29	0.035946	0.2808	0.389926
30	-0.085124	-0.6648	0.254328
31	-0.011024	-0.0861	0.465834
32	0.010412	0.0813	0.467728
33	0.094974	0.7418	0.230537
34	0.005079	0.0397	0.484243
35	-0.004746	-0.0371	0.485278
36	-0.061378	-0.4794	0.316693

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.891865 & 6.9657 & 0 \tabularnewline
2 & -0.444374 & -3.4707 & 0.00048 \tabularnewline
3 & 0.079414 & 0.6202 & 0.268704 \tabularnewline
4 & 0.096018 & 0.7499 & 0.228091 \tabularnewline
5 & 0.222608 & 1.7386 & 0.043573 \tabularnewline
6 & -0.06063 & -0.4735 & 0.318761 \tabularnewline
7 & -0.006669 & -0.0521 & 0.479314 \tabularnewline
8 & 0.073483 & 0.5739 & 0.284065 \tabularnewline
9 & 0.173448 & 1.3547 & 0.090259 \tabularnewline
10 & -0.037595 & -0.2936 & 0.38502 \tabularnewline
11 & -0.007471 & -0.0583 & 0.476831 \tabularnewline
12 & 0.083331 & 0.6508 & 0.258797 \tabularnewline
13 & -0.189964 & -1.4837 & 0.071523 \tabularnewline
14 & 0.185304 & 1.4473 & 0.076471 \tabularnewline
15 & -0.367932 & -2.8736 & 0.002788 \tabularnewline
16 & 0.021837 & 0.1706 & 0.432571 \tabularnewline
17 & 0.00692 & 0.054 & 0.478538 \tabularnewline
18 & -0.039905 & -0.3117 & 0.378176 \tabularnewline
19 & -0.135603 & -1.0591 & 0.146867 \tabularnewline
20 & -0.042309 & -0.3304 & 0.3711 \tabularnewline
21 & 0.033088 & 0.2584 & 0.398474 \tabularnewline
22 & -0.114915 & -0.8975 & 0.186486 \tabularnewline
23 & 0.029262 & 0.2285 & 0.409994 \tabularnewline
24 & -0.009614 & -0.0751 & 0.470194 \tabularnewline
25 & 0.099894 & 0.7802 & 0.219147 \tabularnewline
26 & -0.1004 & -0.7841 & 0.217994 \tabularnewline
27 & 0.022868 & 0.1786 & 0.42942 \tabularnewline
28 & -0.064946 & -0.5072 & 0.306907 \tabularnewline
29 & 0.035946 & 0.2808 & 0.389926 \tabularnewline
30 & -0.085124 & -0.6648 & 0.254328 \tabularnewline
31 & -0.011024 & -0.0861 & 0.465834 \tabularnewline
32 & 0.010412 & 0.0813 & 0.467728 \tabularnewline
33 & 0.094974 & 0.7418 & 0.230537 \tabularnewline
34 & 0.005079 & 0.0397 & 0.484243 \tabularnewline
35 & -0.004746 & -0.0371 & 0.485278 \tabularnewline
36 & -0.061378 & -0.4794 & 0.316693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28642&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.891865[/C][C]6.9657[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.444374[/C][C]-3.4707[/C][C]0.00048[/C][/ROW]
[ROW][C]3[/C][C]0.079414[/C][C]0.6202[/C][C]0.268704[/C][/ROW]
[ROW][C]4[/C][C]0.096018[/C][C]0.7499[/C][C]0.228091[/C][/ROW]
[ROW][C]5[/C][C]0.222608[/C][C]1.7386[/C][C]0.043573[/C][/ROW]
[ROW][C]6[/C][C]-0.06063[/C][C]-0.4735[/C][C]0.318761[/C][/ROW]
[ROW][C]7[/C][C]-0.006669[/C][C]-0.0521[/C][C]0.479314[/C][/ROW]
[ROW][C]8[/C][C]0.073483[/C][C]0.5739[/C][C]0.284065[/C][/ROW]
[ROW][C]9[/C][C]0.173448[/C][C]1.3547[/C][C]0.090259[/C][/ROW]
[ROW][C]10[/C][C]-0.037595[/C][C]-0.2936[/C][C]0.38502[/C][/ROW]
[ROW][C]11[/C][C]-0.007471[/C][C]-0.0583[/C][C]0.476831[/C][/ROW]
[ROW][C]12[/C][C]0.083331[/C][C]0.6508[/C][C]0.258797[/C][/ROW]
[ROW][C]13[/C][C]-0.189964[/C][C]-1.4837[/C][C]0.071523[/C][/ROW]
[ROW][C]14[/C][C]0.185304[/C][C]1.4473[/C][C]0.076471[/C][/ROW]
[ROW][C]15[/C][C]-0.367932[/C][C]-2.8736[/C][C]0.002788[/C][/ROW]
[ROW][C]16[/C][C]0.021837[/C][C]0.1706[/C][C]0.432571[/C][/ROW]
[ROW][C]17[/C][C]0.00692[/C][C]0.054[/C][C]0.478538[/C][/ROW]
[ROW][C]18[/C][C]-0.039905[/C][C]-0.3117[/C][C]0.378176[/C][/ROW]
[ROW][C]19[/C][C]-0.135603[/C][C]-1.0591[/C][C]0.146867[/C][/ROW]
[ROW][C]20[/C][C]-0.042309[/C][C]-0.3304[/C][C]0.3711[/C][/ROW]
[ROW][C]21[/C][C]0.033088[/C][C]0.2584[/C][C]0.398474[/C][/ROW]
[ROW][C]22[/C][C]-0.114915[/C][C]-0.8975[/C][C]0.186486[/C][/ROW]
[ROW][C]23[/C][C]0.029262[/C][C]0.2285[/C][C]0.409994[/C][/ROW]
[ROW][C]24[/C][C]-0.009614[/C][C]-0.0751[/C][C]0.470194[/C][/ROW]
[ROW][C]25[/C][C]0.099894[/C][C]0.7802[/C][C]0.219147[/C][/ROW]
[ROW][C]26[/C][C]-0.1004[/C][C]-0.7841[/C][C]0.217994[/C][/ROW]
[ROW][C]27[/C][C]0.022868[/C][C]0.1786[/C][C]0.42942[/C][/ROW]
[ROW][C]28[/C][C]-0.064946[/C][C]-0.5072[/C][C]0.306907[/C][/ROW]
[ROW][C]29[/C][C]0.035946[/C][C]0.2808[/C][C]0.389926[/C][/ROW]
[ROW][C]30[/C][C]-0.085124[/C][C]-0.6648[/C][C]0.254328[/C][/ROW]
[ROW][C]31[/C][C]-0.011024[/C][C]-0.0861[/C][C]0.465834[/C][/ROW]
[ROW][C]32[/C][C]0.010412[/C][C]0.0813[/C][C]0.467728[/C][/ROW]
[ROW][C]33[/C][C]0.094974[/C][C]0.7418[/C][C]0.230537[/C][/ROW]
[ROW][C]34[/C][C]0.005079[/C][C]0.0397[/C][C]0.484243[/C][/ROW]
[ROW][C]35[/C][C]-0.004746[/C][C]-0.0371[/C][C]0.485278[/C][/ROW]
[ROW][C]36[/C][C]-0.061378[/C][C]-0.4794[/C][C]0.316693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28642&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28642&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.891865	6.9657	0
2	-0.444374	-3.4707	0.00048
3	0.079414	0.6202	0.268704
4	0.096018	0.7499	0.228091
5	0.222608	1.7386	0.043573
6	-0.06063	-0.4735	0.318761
7	-0.006669	-0.0521	0.479314
8	0.073483	0.5739	0.284065
9	0.173448	1.3547	0.090259
10	-0.037595	-0.2936	0.38502
11	-0.007471	-0.0583	0.476831
12	0.083331	0.6508	0.258797
13	-0.189964	-1.4837	0.071523
14	0.185304	1.4473	0.076471
15	-0.367932	-2.8736	0.002788
16	0.021837	0.1706	0.432571
17	0.00692	0.054	0.478538
18	-0.039905	-0.3117	0.378176
19	-0.135603	-1.0591	0.146867
20	-0.042309	-0.3304	0.3711
21	0.033088	0.2584	0.398474
22	-0.114915	-0.8975	0.186486
23	0.029262	0.2285	0.409994
24	-0.009614	-0.0751	0.470194
25	0.099894	0.7802	0.219147
26	-0.1004	-0.7841	0.217994
27	0.022868	0.1786	0.42942
28	-0.064946	-0.5072	0.306907
29	0.035946	0.2808	0.389926
30	-0.085124	-0.6648	0.254328
31	-0.011024	-0.0861	0.465834
32	0.010412	0.0813	0.467728
33	0.094974	0.7418	0.230537
34	0.005079	0.0397	0.484243
35	-0.004746	-0.0371	0.485278
36	-0.061378	-0.4794	0.316693

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code