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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 04 Dec 2008 09:11:33 -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/04/t1228407119cc0dadeadlzv4vp.htm/, Retrieved Fri, 17 May 2024 06:37:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28950, Retrieved Fri, 17 May 2024 06:37:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

240

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [] [2008-12-02 21:28:41] [74be16979710d4c4e7c6647856088456]
F   PD    [Cross Correlation Function] [] [2008-12-02 21:39:53] [74be16979710d4c4e7c6647856088456]
- RMPD        [(Partial) Autocorrelation Function] [] [2008-12-04 16:11:33] [e02910eed3830f1815f587e12f46cbdb] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28950&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28950&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28950&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.16531	1.1453	0.128881
2	0.177121	1.2271	0.112879
3	0.465728	3.2267	0.001129
4	0.042611	0.2952	0.384549
5	0.093185	0.6456	0.260806
6	0.211663	1.4664	0.074524
7	-0.053613	-0.3714	0.355971
8	-0.011701	-0.0811	0.467864
9	0.057203	0.3963	0.346816
10	-0.203551	-1.4102	0.082458
11	-0.220645	-1.5287	0.066455
12	-0.193214	-1.3386	0.093499
13	-0.243572	-1.6875	0.048996
14	-0.229694	-1.5914	0.059046
15	-0.148959	-1.032	0.153618
16	-0.218743	-1.5155	0.068103
17	-0.142711	-0.9887	0.163876
18	0.072104	0.4996	0.309836
19	-0.130959	-0.9073	0.184387
20	0.001955	0.0135	0.494625
21	0.143122	0.9916	0.163188
22	-0.011963	-0.0829	0.467145
23	0.287348	1.9908	0.026106
24	0.051575	0.3573	0.361208
25	0.060725	0.4207	0.337919
26	0.253001	1.7528	0.043007
27	0.074542	0.5164	0.303957
28	0.023202	0.1607	0.436485
29	0.178431	1.2362	0.111198
30	0.044648	0.3093	0.379204
31	0.03272	0.2267	0.410813
32	0.072845	0.5047	0.308045
33	-0.088976	-0.6164	0.270258
34	-0.129869	-0.8998	0.18637
35	-0.112358	-0.7784	0.220065
36	-0.083809	-0.5806	0.282097

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16531 & 1.1453 & 0.128881 \tabularnewline
2 & 0.177121 & 1.2271 & 0.112879 \tabularnewline
3 & 0.465728 & 3.2267 & 0.001129 \tabularnewline
4 & 0.042611 & 0.2952 & 0.384549 \tabularnewline
5 & 0.093185 & 0.6456 & 0.260806 \tabularnewline
6 & 0.211663 & 1.4664 & 0.074524 \tabularnewline
7 & -0.053613 & -0.3714 & 0.355971 \tabularnewline
8 & -0.011701 & -0.0811 & 0.467864 \tabularnewline
9 & 0.057203 & 0.3963 & 0.346816 \tabularnewline
10 & -0.203551 & -1.4102 & 0.082458 \tabularnewline
11 & -0.220645 & -1.5287 & 0.066455 \tabularnewline
12 & -0.193214 & -1.3386 & 0.093499 \tabularnewline
13 & -0.243572 & -1.6875 & 0.048996 \tabularnewline
14 & -0.229694 & -1.5914 & 0.059046 \tabularnewline
15 & -0.148959 & -1.032 & 0.153618 \tabularnewline
16 & -0.218743 & -1.5155 & 0.068103 \tabularnewline
17 & -0.142711 & -0.9887 & 0.163876 \tabularnewline
18 & 0.072104 & 0.4996 & 0.309836 \tabularnewline
19 & -0.130959 & -0.9073 & 0.184387 \tabularnewline
20 & 0.001955 & 0.0135 & 0.494625 \tabularnewline
21 & 0.143122 & 0.9916 & 0.163188 \tabularnewline
22 & -0.011963 & -0.0829 & 0.467145 \tabularnewline
23 & 0.287348 & 1.9908 & 0.026106 \tabularnewline
24 & 0.051575 & 0.3573 & 0.361208 \tabularnewline
25 & 0.060725 & 0.4207 & 0.337919 \tabularnewline
26 & 0.253001 & 1.7528 & 0.043007 \tabularnewline
27 & 0.074542 & 0.5164 & 0.303957 \tabularnewline
28 & 0.023202 & 0.1607 & 0.436485 \tabularnewline
29 & 0.178431 & 1.2362 & 0.111198 \tabularnewline
30 & 0.044648 & 0.3093 & 0.379204 \tabularnewline
31 & 0.03272 & 0.2267 & 0.410813 \tabularnewline
32 & 0.072845 & 0.5047 & 0.308045 \tabularnewline
33 & -0.088976 & -0.6164 & 0.270258 \tabularnewline
34 & -0.129869 & -0.8998 & 0.18637 \tabularnewline
35 & -0.112358 & -0.7784 & 0.220065 \tabularnewline
36 & -0.083809 & -0.5806 & 0.282097 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28950&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]0.16531[/C][C]1.1453[/C][C]0.128881[/C][/ROW]
[ROW][C]2[/C][C]0.177121[/C][C]1.2271[/C][C]0.112879[/C][/ROW]
[ROW][C]3[/C][C]0.465728[/C][C]3.2267[/C][C]0.001129[/C][/ROW]
[ROW][C]4[/C][C]0.042611[/C][C]0.2952[/C][C]0.384549[/C][/ROW]
[ROW][C]5[/C][C]0.093185[/C][C]0.6456[/C][C]0.260806[/C][/ROW]
[ROW][C]6[/C][C]0.211663[/C][C]1.4664[/C][C]0.074524[/C][/ROW]
[ROW][C]7[/C][C]-0.053613[/C][C]-0.3714[/C][C]0.355971[/C][/ROW]
[ROW][C]8[/C][C]-0.011701[/C][C]-0.0811[/C][C]0.467864[/C][/ROW]
[ROW][C]9[/C][C]0.057203[/C][C]0.3963[/C][C]0.346816[/C][/ROW]
[ROW][C]10[/C][C]-0.203551[/C][C]-1.4102[/C][C]0.082458[/C][/ROW]
[ROW][C]11[/C][C]-0.220645[/C][C]-1.5287[/C][C]0.066455[/C][/ROW]
[ROW][C]12[/C][C]-0.193214[/C][C]-1.3386[/C][C]0.093499[/C][/ROW]
[ROW][C]13[/C][C]-0.243572[/C][C]-1.6875[/C][C]0.048996[/C][/ROW]
[ROW][C]14[/C][C]-0.229694[/C][C]-1.5914[/C][C]0.059046[/C][/ROW]
[ROW][C]15[/C][C]-0.148959[/C][C]-1.032[/C][C]0.153618[/C][/ROW]
[ROW][C]16[/C][C]-0.218743[/C][C]-1.5155[/C][C]0.068103[/C][/ROW]
[ROW][C]17[/C][C]-0.142711[/C][C]-0.9887[/C][C]0.163876[/C][/ROW]
[ROW][C]18[/C][C]0.072104[/C][C]0.4996[/C][C]0.309836[/C][/ROW]
[ROW][C]19[/C][C]-0.130959[/C][C]-0.9073[/C][C]0.184387[/C][/ROW]
[ROW][C]20[/C][C]0.001955[/C][C]0.0135[/C][C]0.494625[/C][/ROW]
[ROW][C]21[/C][C]0.143122[/C][C]0.9916[/C][C]0.163188[/C][/ROW]
[ROW][C]22[/C][C]-0.011963[/C][C]-0.0829[/C][C]0.467145[/C][/ROW]
[ROW][C]23[/C][C]0.287348[/C][C]1.9908[/C][C]0.026106[/C][/ROW]
[ROW][C]24[/C][C]0.051575[/C][C]0.3573[/C][C]0.361208[/C][/ROW]
[ROW][C]25[/C][C]0.060725[/C][C]0.4207[/C][C]0.337919[/C][/ROW]
[ROW][C]26[/C][C]0.253001[/C][C]1.7528[/C][C]0.043007[/C][/ROW]
[ROW][C]27[/C][C]0.074542[/C][C]0.5164[/C][C]0.303957[/C][/ROW]
[ROW][C]28[/C][C]0.023202[/C][C]0.1607[/C][C]0.436485[/C][/ROW]
[ROW][C]29[/C][C]0.178431[/C][C]1.2362[/C][C]0.111198[/C][/ROW]
[ROW][C]30[/C][C]0.044648[/C][C]0.3093[/C][C]0.379204[/C][/ROW]
[ROW][C]31[/C][C]0.03272[/C][C]0.2267[/C][C]0.410813[/C][/ROW]
[ROW][C]32[/C][C]0.072845[/C][C]0.5047[/C][C]0.308045[/C][/ROW]
[ROW][C]33[/C][C]-0.088976[/C][C]-0.6164[/C][C]0.270258[/C][/ROW]
[ROW][C]34[/C][C]-0.129869[/C][C]-0.8998[/C][C]0.18637[/C][/ROW]
[ROW][C]35[/C][C]-0.112358[/C][C]-0.7784[/C][C]0.220065[/C][/ROW]
[ROW][C]36[/C][C]-0.083809[/C][C]-0.5806[/C][C]0.282097[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28950&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28950&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	0.16531	1.1453	0.128881
2	0.177121	1.2271	0.112879
3	0.465728	3.2267	0.001129
4	0.042611	0.2952	0.384549
5	0.093185	0.6456	0.260806
6	0.211663	1.4664	0.074524
7	-0.053613	-0.3714	0.355971
8	-0.011701	-0.0811	0.467864
9	0.057203	0.3963	0.346816
10	-0.203551	-1.4102	0.082458
11	-0.220645	-1.5287	0.066455
12	-0.193214	-1.3386	0.093499
13	-0.243572	-1.6875	0.048996
14	-0.229694	-1.5914	0.059046
15	-0.148959	-1.032	0.153618
16	-0.218743	-1.5155	0.068103
17	-0.142711	-0.9887	0.163876
18	0.072104	0.4996	0.309836
19	-0.130959	-0.9073	0.184387
20	0.001955	0.0135	0.494625
21	0.143122	0.9916	0.163188
22	-0.011963	-0.0829	0.467145
23	0.287348	1.9908	0.026106
24	0.051575	0.3573	0.361208
25	0.060725	0.4207	0.337919
26	0.253001	1.7528	0.043007
27	0.074542	0.5164	0.303957
28	0.023202	0.1607	0.436485
29	0.178431	1.2362	0.111198
30	0.044648	0.3093	0.379204
31	0.03272	0.2267	0.410813
32	0.072845	0.5047	0.308045
33	-0.088976	-0.6164	0.270258
34	-0.129869	-0.8998	0.18637
35	-0.112358	-0.7784	0.220065
36	-0.083809	-0.5806	0.282097

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.16531	1.1453	0.128881
2	0.154002	1.067	0.145663
3	0.43755	3.0314	0.001958
4	-0.104075	-0.7211	0.237187
5	-0.02791	-0.1934	0.423744
6	0.013023	0.0902	0.464243
7	-0.075163	-0.5207	0.30247
8	-0.064834	-0.4492	0.32766
9	-0.015037	-0.1042	0.45873
10	-0.169765	-1.1762	0.122664
11	-0.218711	-1.5153	0.068131
12	-0.19714	-1.3658	0.089179
13	-0.016677	-0.1155	0.45425
14	-0.014589	-0.1011	0.459957
15	0.055616	0.3853	0.350852
16	-0.049201	-0.3409	0.367343
17	0.031786	0.2202	0.413318
18	0.250632	1.7364	0.044452
19	0.010569	0.0732	0.470966
20	0.074596	0.5168	0.303828
21	0.028978	0.2008	0.420865
22	-0.028892	-0.2002	0.421098
23	0.238552	1.6527	0.052456
24	-0.28215	-1.9548	0.028222
25	-0.039944	-0.2767	0.391583
26	-0.104091	-0.7212	0.237153
27	-0.034871	-0.2416	0.405063
28	-0.096256	-0.6669	0.254021
29	0.016332	0.1132	0.45519
30	0.108315	0.7504	0.228329
31	0.08759	0.6068	0.273408
32	0.025759	0.1785	0.429556
33	0.049905	0.3458	0.36552
34	-0.065669	-0.455	0.325592
35	-0.058753	-0.4071	0.34289
36	-0.033575	-0.2326	0.408526

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16531 & 1.1453 & 0.128881 \tabularnewline
2 & 0.154002 & 1.067 & 0.145663 \tabularnewline
3 & 0.43755 & 3.0314 & 0.001958 \tabularnewline
4 & -0.104075 & -0.7211 & 0.237187 \tabularnewline
5 & -0.02791 & -0.1934 & 0.423744 \tabularnewline
6 & 0.013023 & 0.0902 & 0.464243 \tabularnewline
7 & -0.075163 & -0.5207 & 0.30247 \tabularnewline
8 & -0.064834 & -0.4492 & 0.32766 \tabularnewline
9 & -0.015037 & -0.1042 & 0.45873 \tabularnewline
10 & -0.169765 & -1.1762 & 0.122664 \tabularnewline
11 & -0.218711 & -1.5153 & 0.068131 \tabularnewline
12 & -0.19714 & -1.3658 & 0.089179 \tabularnewline
13 & -0.016677 & -0.1155 & 0.45425 \tabularnewline
14 & -0.014589 & -0.1011 & 0.459957 \tabularnewline
15 & 0.055616 & 0.3853 & 0.350852 \tabularnewline
16 & -0.049201 & -0.3409 & 0.367343 \tabularnewline
17 & 0.031786 & 0.2202 & 0.413318 \tabularnewline
18 & 0.250632 & 1.7364 & 0.044452 \tabularnewline
19 & 0.010569 & 0.0732 & 0.470966 \tabularnewline
20 & 0.074596 & 0.5168 & 0.303828 \tabularnewline
21 & 0.028978 & 0.2008 & 0.420865 \tabularnewline
22 & -0.028892 & -0.2002 & 0.421098 \tabularnewline
23 & 0.238552 & 1.6527 & 0.052456 \tabularnewline
24 & -0.28215 & -1.9548 & 0.028222 \tabularnewline
25 & -0.039944 & -0.2767 & 0.391583 \tabularnewline
26 & -0.104091 & -0.7212 & 0.237153 \tabularnewline
27 & -0.034871 & -0.2416 & 0.405063 \tabularnewline
28 & -0.096256 & -0.6669 & 0.254021 \tabularnewline
29 & 0.016332 & 0.1132 & 0.45519 \tabularnewline
30 & 0.108315 & 0.7504 & 0.228329 \tabularnewline
31 & 0.08759 & 0.6068 & 0.273408 \tabularnewline
32 & 0.025759 & 0.1785 & 0.429556 \tabularnewline
33 & 0.049905 & 0.3458 & 0.36552 \tabularnewline
34 & -0.065669 & -0.455 & 0.325592 \tabularnewline
35 & -0.058753 & -0.4071 & 0.34289 \tabularnewline
36 & -0.033575 & -0.2326 & 0.408526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28950&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]0.16531[/C][C]1.1453[/C][C]0.128881[/C][/ROW]
[ROW][C]2[/C][C]0.154002[/C][C]1.067[/C][C]0.145663[/C][/ROW]
[ROW][C]3[/C][C]0.43755[/C][C]3.0314[/C][C]0.001958[/C][/ROW]
[ROW][C]4[/C][C]-0.104075[/C][C]-0.7211[/C][C]0.237187[/C][/ROW]
[ROW][C]5[/C][C]-0.02791[/C][C]-0.1934[/C][C]0.423744[/C][/ROW]
[ROW][C]6[/C][C]0.013023[/C][C]0.0902[/C][C]0.464243[/C][/ROW]
[ROW][C]7[/C][C]-0.075163[/C][C]-0.5207[/C][C]0.30247[/C][/ROW]
[ROW][C]8[/C][C]-0.064834[/C][C]-0.4492[/C][C]0.32766[/C][/ROW]
[ROW][C]9[/C][C]-0.015037[/C][C]-0.1042[/C][C]0.45873[/C][/ROW]
[ROW][C]10[/C][C]-0.169765[/C][C]-1.1762[/C][C]0.122664[/C][/ROW]
[ROW][C]11[/C][C]-0.218711[/C][C]-1.5153[/C][C]0.068131[/C][/ROW]
[ROW][C]12[/C][C]-0.19714[/C][C]-1.3658[/C][C]0.089179[/C][/ROW]
[ROW][C]13[/C][C]-0.016677[/C][C]-0.1155[/C][C]0.45425[/C][/ROW]
[ROW][C]14[/C][C]-0.014589[/C][C]-0.1011[/C][C]0.459957[/C][/ROW]
[ROW][C]15[/C][C]0.055616[/C][C]0.3853[/C][C]0.350852[/C][/ROW]
[ROW][C]16[/C][C]-0.049201[/C][C]-0.3409[/C][C]0.367343[/C][/ROW]
[ROW][C]17[/C][C]0.031786[/C][C]0.2202[/C][C]0.413318[/C][/ROW]
[ROW][C]18[/C][C]0.250632[/C][C]1.7364[/C][C]0.044452[/C][/ROW]
[ROW][C]19[/C][C]0.010569[/C][C]0.0732[/C][C]0.470966[/C][/ROW]
[ROW][C]20[/C][C]0.074596[/C][C]0.5168[/C][C]0.303828[/C][/ROW]
[ROW][C]21[/C][C]0.028978[/C][C]0.2008[/C][C]0.420865[/C][/ROW]
[ROW][C]22[/C][C]-0.028892[/C][C]-0.2002[/C][C]0.421098[/C][/ROW]
[ROW][C]23[/C][C]0.238552[/C][C]1.6527[/C][C]0.052456[/C][/ROW]
[ROW][C]24[/C][C]-0.28215[/C][C]-1.9548[/C][C]0.028222[/C][/ROW]
[ROW][C]25[/C][C]-0.039944[/C][C]-0.2767[/C][C]0.391583[/C][/ROW]
[ROW][C]26[/C][C]-0.104091[/C][C]-0.7212[/C][C]0.237153[/C][/ROW]
[ROW][C]27[/C][C]-0.034871[/C][C]-0.2416[/C][C]0.405063[/C][/ROW]
[ROW][C]28[/C][C]-0.096256[/C][C]-0.6669[/C][C]0.254021[/C][/ROW]
[ROW][C]29[/C][C]0.016332[/C][C]0.1132[/C][C]0.45519[/C][/ROW]
[ROW][C]30[/C][C]0.108315[/C][C]0.7504[/C][C]0.228329[/C][/ROW]
[ROW][C]31[/C][C]0.08759[/C][C]0.6068[/C][C]0.273408[/C][/ROW]
[ROW][C]32[/C][C]0.025759[/C][C]0.1785[/C][C]0.429556[/C][/ROW]
[ROW][C]33[/C][C]0.049905[/C][C]0.3458[/C][C]0.36552[/C][/ROW]
[ROW][C]34[/C][C]-0.065669[/C][C]-0.455[/C][C]0.325592[/C][/ROW]
[ROW][C]35[/C][C]-0.058753[/C][C]-0.4071[/C][C]0.34289[/C][/ROW]
[ROW][C]36[/C][C]-0.033575[/C][C]-0.2326[/C][C]0.408526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28950&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28950&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	0.16531	1.1453	0.128881
2	0.154002	1.067	0.145663
3	0.43755	3.0314	0.001958
4	-0.104075	-0.7211	0.237187
5	-0.02791	-0.1934	0.423744
6	0.013023	0.0902	0.464243
7	-0.075163	-0.5207	0.30247
8	-0.064834	-0.4492	0.32766
9	-0.015037	-0.1042	0.45873
10	-0.169765	-1.1762	0.122664
11	-0.218711	-1.5153	0.068131
12	-0.19714	-1.3658	0.089179
13	-0.016677	-0.1155	0.45425
14	-0.014589	-0.1011	0.459957
15	0.055616	0.3853	0.350852
16	-0.049201	-0.3409	0.367343
17	0.031786	0.2202	0.413318
18	0.250632	1.7364	0.044452
19	0.010569	0.0732	0.470966
20	0.074596	0.5168	0.303828
21	0.028978	0.2008	0.420865
22	-0.028892	-0.2002	0.421098
23	0.238552	1.6527	0.052456
24	-0.28215	-1.9548	0.028222
25	-0.039944	-0.2767	0.391583
26	-0.104091	-0.7212	0.237153
27	-0.034871	-0.2416	0.405063
28	-0.096256	-0.6669	0.254021
29	0.016332	0.1132	0.45519
30	0.108315	0.7504	0.228329
31	0.08759	0.6068	0.273408
32	0.025759	0.1785	0.429556
33	0.049905	0.3458	0.36552
34	-0.065669	-0.455	0.325592
35	-0.058753	-0.4071	0.34289
36	-0.033575	-0.2326	0.408526

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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