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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 10:31:38 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t1228325590tqvvzgphx43tmgw.htm/, Retrieved Fri, 17 May 2024 16:23:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28815, Retrieved Fri, 17 May 2024 16:23:49 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

209

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

-     [Univariate Data Series] [Werkloosheid totalen] [2008-11-28 13:18:02] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Total unemployment] [2008-12-02 17:54:00] [6743688719638b0cb1c0a6e0bf433315]
- RMP     [(Partial) Autocorrelation Function] [total unemploymen...] [2008-12-03 17:15:32] [6743688719638b0cb1c0a6e0bf433315]
-             [(Partial) Autocorrelation Function] [total unemploymen...] [2008-12-03 17:31:38] [9b05d7ef5dbcfba4217d280d9092f628] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28815&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28815&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28815&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.237017	1.8359	0.035663
2	-0.17795	-1.3784	0.0866
3	-0.267263	-2.0702	0.021372
4	-0.246324	-1.908	0.030589
5	0.036376	0.2818	0.389547
6	0.155923	1.2078	0.115937
7	0.047	0.3641	0.358546
8	-0.281205	-2.1782	0.016666
9	-0.277886	-2.1525	0.017695
10	-0.16354	-1.2668	0.105065
11	0.272927	2.1141	0.019337
12	0.721557	5.5892	0
13	0.121672	0.9425	0.174866
14	-0.134022	-1.0381	0.151688
15	-0.256193	-1.9845	0.025891
16	-0.193454	-1.4985	0.069625
17	0.027739	0.2149	0.415302
18	0.111572	0.8642	0.19545
19	0.022445	0.1739	0.431283
20	-0.269073	-2.0842	0.020702
21	-0.227829	-1.7648	0.041347
22	-0.085419	-0.6617	0.255363
23	0.188942	1.4635	0.07427
24	0.490962	3.803	0.000169
25	0.095927	0.743	0.230176
26	-0.135642	-1.0507	0.148811
27	-0.219049	-1.6967	0.047463
28	-0.117763	-0.9122	0.182659
29	0.023502	0.182	0.42808
30	0.073836	0.5719	0.284752
31	0.007341	0.0569	0.477422
32	-0.212731	-1.6478	0.05231
33	-0.140983	-1.0921	0.139588
34	-0.075097	-0.5817	0.281474
35	0.137103	1.062	0.146247
36	0.35632	2.76	0.003827

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237017 & 1.8359 & 0.035663 \tabularnewline
2 & -0.17795 & -1.3784 & 0.0866 \tabularnewline
3 & -0.267263 & -2.0702 & 0.021372 \tabularnewline
4 & -0.246324 & -1.908 & 0.030589 \tabularnewline
5 & 0.036376 & 0.2818 & 0.389547 \tabularnewline
6 & 0.155923 & 1.2078 & 0.115937 \tabularnewline
7 & 0.047 & 0.3641 & 0.358546 \tabularnewline
8 & -0.281205 & -2.1782 & 0.016666 \tabularnewline
9 & -0.277886 & -2.1525 & 0.017695 \tabularnewline
10 & -0.16354 & -1.2668 & 0.105065 \tabularnewline
11 & 0.272927 & 2.1141 & 0.019337 \tabularnewline
12 & 0.721557 & 5.5892 & 0 \tabularnewline
13 & 0.121672 & 0.9425 & 0.174866 \tabularnewline
14 & -0.134022 & -1.0381 & 0.151688 \tabularnewline
15 & -0.256193 & -1.9845 & 0.025891 \tabularnewline
16 & -0.193454 & -1.4985 & 0.069625 \tabularnewline
17 & 0.027739 & 0.2149 & 0.415302 \tabularnewline
18 & 0.111572 & 0.8642 & 0.19545 \tabularnewline
19 & 0.022445 & 0.1739 & 0.431283 \tabularnewline
20 & -0.269073 & -2.0842 & 0.020702 \tabularnewline
21 & -0.227829 & -1.7648 & 0.041347 \tabularnewline
22 & -0.085419 & -0.6617 & 0.255363 \tabularnewline
23 & 0.188942 & 1.4635 & 0.07427 \tabularnewline
24 & 0.490962 & 3.803 & 0.000169 \tabularnewline
25 & 0.095927 & 0.743 & 0.230176 \tabularnewline
26 & -0.135642 & -1.0507 & 0.148811 \tabularnewline
27 & -0.219049 & -1.6967 & 0.047463 \tabularnewline
28 & -0.117763 & -0.9122 & 0.182659 \tabularnewline
29 & 0.023502 & 0.182 & 0.42808 \tabularnewline
30 & 0.073836 & 0.5719 & 0.284752 \tabularnewline
31 & 0.007341 & 0.0569 & 0.477422 \tabularnewline
32 & -0.212731 & -1.6478 & 0.05231 \tabularnewline
33 & -0.140983 & -1.0921 & 0.139588 \tabularnewline
34 & -0.075097 & -0.5817 & 0.281474 \tabularnewline
35 & 0.137103 & 1.062 & 0.146247 \tabularnewline
36 & 0.35632 & 2.76 & 0.003827 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28815&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]0.237017[/C][C]1.8359[/C][C]0.035663[/C][/ROW]
[ROW][C]2[/C][C]-0.17795[/C][C]-1.3784[/C][C]0.0866[/C][/ROW]
[ROW][C]3[/C][C]-0.267263[/C][C]-2.0702[/C][C]0.021372[/C][/ROW]
[ROW][C]4[/C][C]-0.246324[/C][C]-1.908[/C][C]0.030589[/C][/ROW]
[ROW][C]5[/C][C]0.036376[/C][C]0.2818[/C][C]0.389547[/C][/ROW]
[ROW][C]6[/C][C]0.155923[/C][C]1.2078[/C][C]0.115937[/C][/ROW]
[ROW][C]7[/C][C]0.047[/C][C]0.3641[/C][C]0.358546[/C][/ROW]
[ROW][C]8[/C][C]-0.281205[/C][C]-2.1782[/C][C]0.016666[/C][/ROW]
[ROW][C]9[/C][C]-0.277886[/C][C]-2.1525[/C][C]0.017695[/C][/ROW]
[ROW][C]10[/C][C]-0.16354[/C][C]-1.2668[/C][C]0.105065[/C][/ROW]
[ROW][C]11[/C][C]0.272927[/C][C]2.1141[/C][C]0.019337[/C][/ROW]
[ROW][C]12[/C][C]0.721557[/C][C]5.5892[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.121672[/C][C]0.9425[/C][C]0.174866[/C][/ROW]
[ROW][C]14[/C][C]-0.134022[/C][C]-1.0381[/C][C]0.151688[/C][/ROW]
[ROW][C]15[/C][C]-0.256193[/C][C]-1.9845[/C][C]0.025891[/C][/ROW]
[ROW][C]16[/C][C]-0.193454[/C][C]-1.4985[/C][C]0.069625[/C][/ROW]
[ROW][C]17[/C][C]0.027739[/C][C]0.2149[/C][C]0.415302[/C][/ROW]
[ROW][C]18[/C][C]0.111572[/C][C]0.8642[/C][C]0.19545[/C][/ROW]
[ROW][C]19[/C][C]0.022445[/C][C]0.1739[/C][C]0.431283[/C][/ROW]
[ROW][C]20[/C][C]-0.269073[/C][C]-2.0842[/C][C]0.020702[/C][/ROW]
[ROW][C]21[/C][C]-0.227829[/C][C]-1.7648[/C][C]0.041347[/C][/ROW]
[ROW][C]22[/C][C]-0.085419[/C][C]-0.6617[/C][C]0.255363[/C][/ROW]
[ROW][C]23[/C][C]0.188942[/C][C]1.4635[/C][C]0.07427[/C][/ROW]
[ROW][C]24[/C][C]0.490962[/C][C]3.803[/C][C]0.000169[/C][/ROW]
[ROW][C]25[/C][C]0.095927[/C][C]0.743[/C][C]0.230176[/C][/ROW]
[ROW][C]26[/C][C]-0.135642[/C][C]-1.0507[/C][C]0.148811[/C][/ROW]
[ROW][C]27[/C][C]-0.219049[/C][C]-1.6967[/C][C]0.047463[/C][/ROW]
[ROW][C]28[/C][C]-0.117763[/C][C]-0.9122[/C][C]0.182659[/C][/ROW]
[ROW][C]29[/C][C]0.023502[/C][C]0.182[/C][C]0.42808[/C][/ROW]
[ROW][C]30[/C][C]0.073836[/C][C]0.5719[/C][C]0.284752[/C][/ROW]
[ROW][C]31[/C][C]0.007341[/C][C]0.0569[/C][C]0.477422[/C][/ROW]
[ROW][C]32[/C][C]-0.212731[/C][C]-1.6478[/C][C]0.05231[/C][/ROW]
[ROW][C]33[/C][C]-0.140983[/C][C]-1.0921[/C][C]0.139588[/C][/ROW]
[ROW][C]34[/C][C]-0.075097[/C][C]-0.5817[/C][C]0.281474[/C][/ROW]
[ROW][C]35[/C][C]0.137103[/C][C]1.062[/C][C]0.146247[/C][/ROW]
[ROW][C]36[/C][C]0.35632[/C][C]2.76[/C][C]0.003827[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28815&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28815&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	0.237017	1.8359	0.035663
2	-0.17795	-1.3784	0.0866
3	-0.267263	-2.0702	0.021372
4	-0.246324	-1.908	0.030589
5	0.036376	0.2818	0.389547
6	0.155923	1.2078	0.115937
7	0.047	0.3641	0.358546
8	-0.281205	-2.1782	0.016666
9	-0.277886	-2.1525	0.017695
10	-0.16354	-1.2668	0.105065
11	0.272927	2.1141	0.019337
12	0.721557	5.5892	0
13	0.121672	0.9425	0.174866
14	-0.134022	-1.0381	0.151688
15	-0.256193	-1.9845	0.025891
16	-0.193454	-1.4985	0.069625
17	0.027739	0.2149	0.415302
18	0.111572	0.8642	0.19545
19	0.022445	0.1739	0.431283
20	-0.269073	-2.0842	0.020702
21	-0.227829	-1.7648	0.041347
22	-0.085419	-0.6617	0.255363
23	0.188942	1.4635	0.07427
24	0.490962	3.803	0.000169
25	0.095927	0.743	0.230176
26	-0.135642	-1.0507	0.148811
27	-0.219049	-1.6967	0.047463
28	-0.117763	-0.9122	0.182659
29	0.023502	0.182	0.42808
30	0.073836	0.5719	0.284752
31	0.007341	0.0569	0.477422
32	-0.212731	-1.6478	0.05231
33	-0.140983	-1.0921	0.139588
34	-0.075097	-0.5817	0.281474
35	0.137103	1.062	0.146247
36	0.35632	2.76	0.003827

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.237017	1.8359	0.035663
2	-0.248062	-1.9215	0.029713
3	-0.175929	-1.3627	0.089029
4	-0.200519	-1.5532	0.062815
5	0.063273	0.4901	0.312921
6	0.010862	0.0841	0.466615
7	-0.067986	-0.5266	0.3002
8	-0.335616	-2.5997	0.005865
9	-0.155693	-1.206	0.116277
10	-0.235782	-1.8264	0.036386
11	0.20159	1.5615	0.061832
12	0.569865	4.4142	2.1e-05
13	-0.175903	-1.3625	0.089061
14	0.097417	0.7546	0.226724
15	-0.069281	-0.5366	0.296748
16	0.023742	0.1839	0.427355
17	-0.086923	-0.6733	0.251671
18	-0.115617	-0.8956	0.187031
19	-0.021001	-0.1627	0.435663
20	-0.017783	-0.1377	0.445452
21	0.023803	0.1844	0.42717
22	0.0492	0.3811	0.352236
23	-0.257978	-1.9983	0.025112
24	0.030417	0.2356	0.40727
25	-0.008767	-0.0679	0.473043
26	-0.136833	-1.0599	0.146719
27	0.004177	0.0324	0.487148
28	-0.054491	-0.4221	0.337237
29	-0.001572	-0.0122	0.495163
30	-0.038178	-0.2957	0.38423
31	-0.074144	-0.5743	0.283951
32	0.029793	0.2308	0.409136
33	-0.03507	-0.2717	0.39341
34	-0.114426	-0.8863	0.189487
35	0.030505	0.2363	0.407006
36	-0.109245	-0.8462	0.2004

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237017 & 1.8359 & 0.035663 \tabularnewline
2 & -0.248062 & -1.9215 & 0.029713 \tabularnewline
3 & -0.175929 & -1.3627 & 0.089029 \tabularnewline
4 & -0.200519 & -1.5532 & 0.062815 \tabularnewline
5 & 0.063273 & 0.4901 & 0.312921 \tabularnewline
6 & 0.010862 & 0.0841 & 0.466615 \tabularnewline
7 & -0.067986 & -0.5266 & 0.3002 \tabularnewline
8 & -0.335616 & -2.5997 & 0.005865 \tabularnewline
9 & -0.155693 & -1.206 & 0.116277 \tabularnewline
10 & -0.235782 & -1.8264 & 0.036386 \tabularnewline
11 & 0.20159 & 1.5615 & 0.061832 \tabularnewline
12 & 0.569865 & 4.4142 & 2.1e-05 \tabularnewline
13 & -0.175903 & -1.3625 & 0.089061 \tabularnewline
14 & 0.097417 & 0.7546 & 0.226724 \tabularnewline
15 & -0.069281 & -0.5366 & 0.296748 \tabularnewline
16 & 0.023742 & 0.1839 & 0.427355 \tabularnewline
17 & -0.086923 & -0.6733 & 0.251671 \tabularnewline
18 & -0.115617 & -0.8956 & 0.187031 \tabularnewline
19 & -0.021001 & -0.1627 & 0.435663 \tabularnewline
20 & -0.017783 & -0.1377 & 0.445452 \tabularnewline
21 & 0.023803 & 0.1844 & 0.42717 \tabularnewline
22 & 0.0492 & 0.3811 & 0.352236 \tabularnewline
23 & -0.257978 & -1.9983 & 0.025112 \tabularnewline
24 & 0.030417 & 0.2356 & 0.40727 \tabularnewline
25 & -0.008767 & -0.0679 & 0.473043 \tabularnewline
26 & -0.136833 & -1.0599 & 0.146719 \tabularnewline
27 & 0.004177 & 0.0324 & 0.487148 \tabularnewline
28 & -0.054491 & -0.4221 & 0.337237 \tabularnewline
29 & -0.001572 & -0.0122 & 0.495163 \tabularnewline
30 & -0.038178 & -0.2957 & 0.38423 \tabularnewline
31 & -0.074144 & -0.5743 & 0.283951 \tabularnewline
32 & 0.029793 & 0.2308 & 0.409136 \tabularnewline
33 & -0.03507 & -0.2717 & 0.39341 \tabularnewline
34 & -0.114426 & -0.8863 & 0.189487 \tabularnewline
35 & 0.030505 & 0.2363 & 0.407006 \tabularnewline
36 & -0.109245 & -0.8462 & 0.2004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28815&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]0.237017[/C][C]1.8359[/C][C]0.035663[/C][/ROW]
[ROW][C]2[/C][C]-0.248062[/C][C]-1.9215[/C][C]0.029713[/C][/ROW]
[ROW][C]3[/C][C]-0.175929[/C][C]-1.3627[/C][C]0.089029[/C][/ROW]
[ROW][C]4[/C][C]-0.200519[/C][C]-1.5532[/C][C]0.062815[/C][/ROW]
[ROW][C]5[/C][C]0.063273[/C][C]0.4901[/C][C]0.312921[/C][/ROW]
[ROW][C]6[/C][C]0.010862[/C][C]0.0841[/C][C]0.466615[/C][/ROW]
[ROW][C]7[/C][C]-0.067986[/C][C]-0.5266[/C][C]0.3002[/C][/ROW]
[ROW][C]8[/C][C]-0.335616[/C][C]-2.5997[/C][C]0.005865[/C][/ROW]
[ROW][C]9[/C][C]-0.155693[/C][C]-1.206[/C][C]0.116277[/C][/ROW]
[ROW][C]10[/C][C]-0.235782[/C][C]-1.8264[/C][C]0.036386[/C][/ROW]
[ROW][C]11[/C][C]0.20159[/C][C]1.5615[/C][C]0.061832[/C][/ROW]
[ROW][C]12[/C][C]0.569865[/C][C]4.4142[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.175903[/C][C]-1.3625[/C][C]0.089061[/C][/ROW]
[ROW][C]14[/C][C]0.097417[/C][C]0.7546[/C][C]0.226724[/C][/ROW]
[ROW][C]15[/C][C]-0.069281[/C][C]-0.5366[/C][C]0.296748[/C][/ROW]
[ROW][C]16[/C][C]0.023742[/C][C]0.1839[/C][C]0.427355[/C][/ROW]
[ROW][C]17[/C][C]-0.086923[/C][C]-0.6733[/C][C]0.251671[/C][/ROW]
[ROW][C]18[/C][C]-0.115617[/C][C]-0.8956[/C][C]0.187031[/C][/ROW]
[ROW][C]19[/C][C]-0.021001[/C][C]-0.1627[/C][C]0.435663[/C][/ROW]
[ROW][C]20[/C][C]-0.017783[/C][C]-0.1377[/C][C]0.445452[/C][/ROW]
[ROW][C]21[/C][C]0.023803[/C][C]0.1844[/C][C]0.42717[/C][/ROW]
[ROW][C]22[/C][C]0.0492[/C][C]0.3811[/C][C]0.352236[/C][/ROW]
[ROW][C]23[/C][C]-0.257978[/C][C]-1.9983[/C][C]0.025112[/C][/ROW]
[ROW][C]24[/C][C]0.030417[/C][C]0.2356[/C][C]0.40727[/C][/ROW]
[ROW][C]25[/C][C]-0.008767[/C][C]-0.0679[/C][C]0.473043[/C][/ROW]
[ROW][C]26[/C][C]-0.136833[/C][C]-1.0599[/C][C]0.146719[/C][/ROW]
[ROW][C]27[/C][C]0.004177[/C][C]0.0324[/C][C]0.487148[/C][/ROW]
[ROW][C]28[/C][C]-0.054491[/C][C]-0.4221[/C][C]0.337237[/C][/ROW]
[ROW][C]29[/C][C]-0.001572[/C][C]-0.0122[/C][C]0.495163[/C][/ROW]
[ROW][C]30[/C][C]-0.038178[/C][C]-0.2957[/C][C]0.38423[/C][/ROW]
[ROW][C]31[/C][C]-0.074144[/C][C]-0.5743[/C][C]0.283951[/C][/ROW]
[ROW][C]32[/C][C]0.029793[/C][C]0.2308[/C][C]0.409136[/C][/ROW]
[ROW][C]33[/C][C]-0.03507[/C][C]-0.2717[/C][C]0.39341[/C][/ROW]
[ROW][C]34[/C][C]-0.114426[/C][C]-0.8863[/C][C]0.189487[/C][/ROW]
[ROW][C]35[/C][C]0.030505[/C][C]0.2363[/C][C]0.407006[/C][/ROW]
[ROW][C]36[/C][C]-0.109245[/C][C]-0.8462[/C][C]0.2004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28815&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28815&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	0.237017	1.8359	0.035663
2	-0.248062	-1.9215	0.029713
3	-0.175929	-1.3627	0.089029
4	-0.200519	-1.5532	0.062815
5	0.063273	0.4901	0.312921
6	0.010862	0.0841	0.466615
7	-0.067986	-0.5266	0.3002
8	-0.335616	-2.5997	0.005865
9	-0.155693	-1.206	0.116277
10	-0.235782	-1.8264	0.036386
11	0.20159	1.5615	0.061832
12	0.569865	4.4142	2.1e-05
13	-0.175903	-1.3625	0.089061
14	0.097417	0.7546	0.226724
15	-0.069281	-0.5366	0.296748
16	0.023742	0.1839	0.427355
17	-0.086923	-0.6733	0.251671
18	-0.115617	-0.8956	0.187031
19	-0.021001	-0.1627	0.435663
20	-0.017783	-0.1377	0.445452
21	0.023803	0.1844	0.42717
22	0.0492	0.3811	0.352236
23	-0.257978	-1.9983	0.025112
24	0.030417	0.2356	0.40727
25	-0.008767	-0.0679	0.473043
26	-0.136833	-1.0599	0.146719
27	0.004177	0.0324	0.487148
28	-0.054491	-0.4221	0.337237
29	-0.001572	-0.0122	0.495163
30	-0.038178	-0.2957	0.38423
31	-0.074144	-0.5743	0.283951
32	0.029793	0.2308	0.409136
33	-0.03507	-0.2717	0.39341
34	-0.114426	-0.8863	0.189487
35	0.030505	0.2363	0.407006
36	-0.109245	-0.8462	0.2004

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 = 1 ; 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