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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 04:45:36 -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/05/t1228477666gkbgqr8xe6o8pfl.htm/, Retrieved Thu, 16 May 2024 07:28:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29195, Retrieved Thu, 16 May 2024 07:28:49 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

205

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

-     [Univariate Data Series] [Werkloosheid -25 ...] [2008-11-28 13:09:39] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment unde...] [2008-12-02 17:58:48] [6743688719638b0cb1c0a6e0bf433315]
F RMP     [Variance Reduction Matrix] [Total unemploymen...] [2008-12-03 16:34:29] [6743688719638b0cb1c0a6e0bf433315]
- RMP         [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 11:45:36] [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	4 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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29195&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]4 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=29195&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29195&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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.086173	-0.597	0.276648
2	0.153598	1.0642	0.146291
3	-0.18619	-1.29	0.101622
4	0.044582	0.3089	0.379377
5	-0.254278	-1.7617	0.042245
6	0.018436	0.1277	0.449448
7	0.049623	0.3438	0.36625
8	-0.000173	-0.0012	0.499523
9	0.057174	0.3961	0.346888
10	-0.052966	-0.367	0.357631
11	0.222687	1.5428	0.064721
12	-0.252395	-1.7486	0.043373
13	-0.003098	-0.0215	0.491483
14	-0.007742	-0.0536	0.478723
15	-0.045221	-0.3133	0.377705
16	-0.241797	-1.6752	0.050197
17	0.02419	0.1676	0.433802
18	-0.009118	-0.0632	0.474947
19	-0.02246	-0.1556	0.438499
20	0.042498	0.2944	0.384847
21	0.004723	0.0327	0.487017
22	0.160194	1.1099	0.136295
23	-0.093167	-0.6455	0.260846
24	0.028117	0.1948	0.423186
25	-0.047466	-0.3289	0.371848
26	0.046718	0.3237	0.373797
27	-0.086261	-0.5976	0.276446
28	0.063159	0.4376	0.331827
29	0.020953	0.1452	0.442594
30	-0.004042	-0.028	0.488887
31	0.090332	0.6258	0.267193
32	0.087129	0.6036	0.274461
33	0.055457	0.3842	0.351258
34	-0.115653	-0.8013	0.213462
35	-0.044185	-0.3061	0.380417
36	-0.096516	-0.6687	0.25345

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.086173 & -0.597 & 0.276648 \tabularnewline
2 & 0.153598 & 1.0642 & 0.146291 \tabularnewline
3 & -0.18619 & -1.29 & 0.101622 \tabularnewline
4 & 0.044582 & 0.3089 & 0.379377 \tabularnewline
5 & -0.254278 & -1.7617 & 0.042245 \tabularnewline
6 & 0.018436 & 0.1277 & 0.449448 \tabularnewline
7 & 0.049623 & 0.3438 & 0.36625 \tabularnewline
8 & -0.000173 & -0.0012 & 0.499523 \tabularnewline
9 & 0.057174 & 0.3961 & 0.346888 \tabularnewline
10 & -0.052966 & -0.367 & 0.357631 \tabularnewline
11 & 0.222687 & 1.5428 & 0.064721 \tabularnewline
12 & -0.252395 & -1.7486 & 0.043373 \tabularnewline
13 & -0.003098 & -0.0215 & 0.491483 \tabularnewline
14 & -0.007742 & -0.0536 & 0.478723 \tabularnewline
15 & -0.045221 & -0.3133 & 0.377705 \tabularnewline
16 & -0.241797 & -1.6752 & 0.050197 \tabularnewline
17 & 0.02419 & 0.1676 & 0.433802 \tabularnewline
18 & -0.009118 & -0.0632 & 0.474947 \tabularnewline
19 & -0.02246 & -0.1556 & 0.438499 \tabularnewline
20 & 0.042498 & 0.2944 & 0.384847 \tabularnewline
21 & 0.004723 & 0.0327 & 0.487017 \tabularnewline
22 & 0.160194 & 1.1099 & 0.136295 \tabularnewline
23 & -0.093167 & -0.6455 & 0.260846 \tabularnewline
24 & 0.028117 & 0.1948 & 0.423186 \tabularnewline
25 & -0.047466 & -0.3289 & 0.371848 \tabularnewline
26 & 0.046718 & 0.3237 & 0.373797 \tabularnewline
27 & -0.086261 & -0.5976 & 0.276446 \tabularnewline
28 & 0.063159 & 0.4376 & 0.331827 \tabularnewline
29 & 0.020953 & 0.1452 & 0.442594 \tabularnewline
30 & -0.004042 & -0.028 & 0.488887 \tabularnewline
31 & 0.090332 & 0.6258 & 0.267193 \tabularnewline
32 & 0.087129 & 0.6036 & 0.274461 \tabularnewline
33 & 0.055457 & 0.3842 & 0.351258 \tabularnewline
34 & -0.115653 & -0.8013 & 0.213462 \tabularnewline
35 & -0.044185 & -0.3061 & 0.380417 \tabularnewline
36 & -0.096516 & -0.6687 & 0.25345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29195&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]-0.086173[/C][C]-0.597[/C][C]0.276648[/C][/ROW]
[ROW][C]2[/C][C]0.153598[/C][C]1.0642[/C][C]0.146291[/C][/ROW]
[ROW][C]3[/C][C]-0.18619[/C][C]-1.29[/C][C]0.101622[/C][/ROW]
[ROW][C]4[/C][C]0.044582[/C][C]0.3089[/C][C]0.379377[/C][/ROW]
[ROW][C]5[/C][C]-0.254278[/C][C]-1.7617[/C][C]0.042245[/C][/ROW]
[ROW][C]6[/C][C]0.018436[/C][C]0.1277[/C][C]0.449448[/C][/ROW]
[ROW][C]7[/C][C]0.049623[/C][C]0.3438[/C][C]0.36625[/C][/ROW]
[ROW][C]8[/C][C]-0.000173[/C][C]-0.0012[/C][C]0.499523[/C][/ROW]
[ROW][C]9[/C][C]0.057174[/C][C]0.3961[/C][C]0.346888[/C][/ROW]
[ROW][C]10[/C][C]-0.052966[/C][C]-0.367[/C][C]0.357631[/C][/ROW]
[ROW][C]11[/C][C]0.222687[/C][C]1.5428[/C][C]0.064721[/C][/ROW]
[ROW][C]12[/C][C]-0.252395[/C][C]-1.7486[/C][C]0.043373[/C][/ROW]
[ROW][C]13[/C][C]-0.003098[/C][C]-0.0215[/C][C]0.491483[/C][/ROW]
[ROW][C]14[/C][C]-0.007742[/C][C]-0.0536[/C][C]0.478723[/C][/ROW]
[ROW][C]15[/C][C]-0.045221[/C][C]-0.3133[/C][C]0.377705[/C][/ROW]
[ROW][C]16[/C][C]-0.241797[/C][C]-1.6752[/C][C]0.050197[/C][/ROW]
[ROW][C]17[/C][C]0.02419[/C][C]0.1676[/C][C]0.433802[/C][/ROW]
[ROW][C]18[/C][C]-0.009118[/C][C]-0.0632[/C][C]0.474947[/C][/ROW]
[ROW][C]19[/C][C]-0.02246[/C][C]-0.1556[/C][C]0.438499[/C][/ROW]
[ROW][C]20[/C][C]0.042498[/C][C]0.2944[/C][C]0.384847[/C][/ROW]
[ROW][C]21[/C][C]0.004723[/C][C]0.0327[/C][C]0.487017[/C][/ROW]
[ROW][C]22[/C][C]0.160194[/C][C]1.1099[/C][C]0.136295[/C][/ROW]
[ROW][C]23[/C][C]-0.093167[/C][C]-0.6455[/C][C]0.260846[/C][/ROW]
[ROW][C]24[/C][C]0.028117[/C][C]0.1948[/C][C]0.423186[/C][/ROW]
[ROW][C]25[/C][C]-0.047466[/C][C]-0.3289[/C][C]0.371848[/C][/ROW]
[ROW][C]26[/C][C]0.046718[/C][C]0.3237[/C][C]0.373797[/C][/ROW]
[ROW][C]27[/C][C]-0.086261[/C][C]-0.5976[/C][C]0.276446[/C][/ROW]
[ROW][C]28[/C][C]0.063159[/C][C]0.4376[/C][C]0.331827[/C][/ROW]
[ROW][C]29[/C][C]0.020953[/C][C]0.1452[/C][C]0.442594[/C][/ROW]
[ROW][C]30[/C][C]-0.004042[/C][C]-0.028[/C][C]0.488887[/C][/ROW]
[ROW][C]31[/C][C]0.090332[/C][C]0.6258[/C][C]0.267193[/C][/ROW]
[ROW][C]32[/C][C]0.087129[/C][C]0.6036[/C][C]0.274461[/C][/ROW]
[ROW][C]33[/C][C]0.055457[/C][C]0.3842[/C][C]0.351258[/C][/ROW]
[ROW][C]34[/C][C]-0.115653[/C][C]-0.8013[/C][C]0.213462[/C][/ROW]
[ROW][C]35[/C][C]-0.044185[/C][C]-0.3061[/C][C]0.380417[/C][/ROW]
[ROW][C]36[/C][C]-0.096516[/C][C]-0.6687[/C][C]0.25345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29195&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29195&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	-0.086173	-0.597	0.276648
2	0.153598	1.0642	0.146291
3	-0.18619	-1.29	0.101622
4	0.044582	0.3089	0.379377
5	-0.254278	-1.7617	0.042245
6	0.018436	0.1277	0.449448
7	0.049623	0.3438	0.36625
8	-0.000173	-0.0012	0.499523
9	0.057174	0.3961	0.346888
10	-0.052966	-0.367	0.357631
11	0.222687	1.5428	0.064721
12	-0.252395	-1.7486	0.043373
13	-0.003098	-0.0215	0.491483
14	-0.007742	-0.0536	0.478723
15	-0.045221	-0.3133	0.377705
16	-0.241797	-1.6752	0.050197
17	0.02419	0.1676	0.433802
18	-0.009118	-0.0632	0.474947
19	-0.02246	-0.1556	0.438499
20	0.042498	0.2944	0.384847
21	0.004723	0.0327	0.487017
22	0.160194	1.1099	0.136295
23	-0.093167	-0.6455	0.260846
24	0.028117	0.1948	0.423186
25	-0.047466	-0.3289	0.371848
26	0.046718	0.3237	0.373797
27	-0.086261	-0.5976	0.276446
28	0.063159	0.4376	0.331827
29	0.020953	0.1452	0.442594
30	-0.004042	-0.028	0.488887
31	0.090332	0.6258	0.267193
32	0.087129	0.6036	0.274461
33	0.055457	0.3842	0.351258
34	-0.115653	-0.8013	0.213462
35	-0.044185	-0.3061	0.380417
36	-0.096516	-0.6687	0.25345

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.086173	-0.597	0.276648
2	0.147266	1.0203	0.156354
3	-0.16705	-1.1574	0.126427
4	0.000372	0.0026	0.498977
5	-0.213242	-1.4774	0.073052
6	-0.045461	-0.315	0.377078
7	0.122816	0.8509	0.199527
8	-0.071026	-0.4921	0.312451
9	0.043224	0.2995	0.382938
10	-0.076457	-0.5297	0.299378
11	0.21064	1.4594	0.07549
12	-0.197033	-1.3651	0.089296
13	-0.114891	-0.796	0.214978
14	0.156553	1.0846	0.141751
15	-0.177389	-1.229	0.112534
16	-0.209046	-1.4483	0.077016
17	-0.043101	-0.2986	0.383262
18	-0.047895	-0.3318	0.370733
19	-0.024126	-0.1671	0.433977
20	-0.048713	-0.3375	0.368608
21	-0.070704	-0.4899	0.313236
22	0.13672	0.9472	0.174134
23	0.00533	0.0369	0.485348
24	-0.073592	-0.5099	0.306242
25	-0.04984	-0.3453	0.365688
26	0.110053	0.7625	0.224755
27	0.035253	0.2442	0.404044
28	-0.17561	-1.2167	0.114841
29	0.032432	0.2247	0.411586
30	0.043717	0.3029	0.381644
31	0.033514	0.2322	0.408689
32	0.070245	0.4867	0.314354
33	-0.082742	-0.5733	0.284574
34	-0.020525	-0.1422	0.443759
35	-0.017501	-0.1212	0.452
36	-0.129602	-0.8979	0.186858

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.086173 & -0.597 & 0.276648 \tabularnewline
2 & 0.147266 & 1.0203 & 0.156354 \tabularnewline
3 & -0.16705 & -1.1574 & 0.126427 \tabularnewline
4 & 0.000372 & 0.0026 & 0.498977 \tabularnewline
5 & -0.213242 & -1.4774 & 0.073052 \tabularnewline
6 & -0.045461 & -0.315 & 0.377078 \tabularnewline
7 & 0.122816 & 0.8509 & 0.199527 \tabularnewline
8 & -0.071026 & -0.4921 & 0.312451 \tabularnewline
9 & 0.043224 & 0.2995 & 0.382938 \tabularnewline
10 & -0.076457 & -0.5297 & 0.299378 \tabularnewline
11 & 0.21064 & 1.4594 & 0.07549 \tabularnewline
12 & -0.197033 & -1.3651 & 0.089296 \tabularnewline
13 & -0.114891 & -0.796 & 0.214978 \tabularnewline
14 & 0.156553 & 1.0846 & 0.141751 \tabularnewline
15 & -0.177389 & -1.229 & 0.112534 \tabularnewline
16 & -0.209046 & -1.4483 & 0.077016 \tabularnewline
17 & -0.043101 & -0.2986 & 0.383262 \tabularnewline
18 & -0.047895 & -0.3318 & 0.370733 \tabularnewline
19 & -0.024126 & -0.1671 & 0.433977 \tabularnewline
20 & -0.048713 & -0.3375 & 0.368608 \tabularnewline
21 & -0.070704 & -0.4899 & 0.313236 \tabularnewline
22 & 0.13672 & 0.9472 & 0.174134 \tabularnewline
23 & 0.00533 & 0.0369 & 0.485348 \tabularnewline
24 & -0.073592 & -0.5099 & 0.306242 \tabularnewline
25 & -0.04984 & -0.3453 & 0.365688 \tabularnewline
26 & 0.110053 & 0.7625 & 0.224755 \tabularnewline
27 & 0.035253 & 0.2442 & 0.404044 \tabularnewline
28 & -0.17561 & -1.2167 & 0.114841 \tabularnewline
29 & 0.032432 & 0.2247 & 0.411586 \tabularnewline
30 & 0.043717 & 0.3029 & 0.381644 \tabularnewline
31 & 0.033514 & 0.2322 & 0.408689 \tabularnewline
32 & 0.070245 & 0.4867 & 0.314354 \tabularnewline
33 & -0.082742 & -0.5733 & 0.284574 \tabularnewline
34 & -0.020525 & -0.1422 & 0.443759 \tabularnewline
35 & -0.017501 & -0.1212 & 0.452 \tabularnewline
36 & -0.129602 & -0.8979 & 0.186858 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29195&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]-0.086173[/C][C]-0.597[/C][C]0.276648[/C][/ROW]
[ROW][C]2[/C][C]0.147266[/C][C]1.0203[/C][C]0.156354[/C][/ROW]
[ROW][C]3[/C][C]-0.16705[/C][C]-1.1574[/C][C]0.126427[/C][/ROW]
[ROW][C]4[/C][C]0.000372[/C][C]0.0026[/C][C]0.498977[/C][/ROW]
[ROW][C]5[/C][C]-0.213242[/C][C]-1.4774[/C][C]0.073052[/C][/ROW]
[ROW][C]6[/C][C]-0.045461[/C][C]-0.315[/C][C]0.377078[/C][/ROW]
[ROW][C]7[/C][C]0.122816[/C][C]0.8509[/C][C]0.199527[/C][/ROW]
[ROW][C]8[/C][C]-0.071026[/C][C]-0.4921[/C][C]0.312451[/C][/ROW]
[ROW][C]9[/C][C]0.043224[/C][C]0.2995[/C][C]0.382938[/C][/ROW]
[ROW][C]10[/C][C]-0.076457[/C][C]-0.5297[/C][C]0.299378[/C][/ROW]
[ROW][C]11[/C][C]0.21064[/C][C]1.4594[/C][C]0.07549[/C][/ROW]
[ROW][C]12[/C][C]-0.197033[/C][C]-1.3651[/C][C]0.089296[/C][/ROW]
[ROW][C]13[/C][C]-0.114891[/C][C]-0.796[/C][C]0.214978[/C][/ROW]
[ROW][C]14[/C][C]0.156553[/C][C]1.0846[/C][C]0.141751[/C][/ROW]
[ROW][C]15[/C][C]-0.177389[/C][C]-1.229[/C][C]0.112534[/C][/ROW]
[ROW][C]16[/C][C]-0.209046[/C][C]-1.4483[/C][C]0.077016[/C][/ROW]
[ROW][C]17[/C][C]-0.043101[/C][C]-0.2986[/C][C]0.383262[/C][/ROW]
[ROW][C]18[/C][C]-0.047895[/C][C]-0.3318[/C][C]0.370733[/C][/ROW]
[ROW][C]19[/C][C]-0.024126[/C][C]-0.1671[/C][C]0.433977[/C][/ROW]
[ROW][C]20[/C][C]-0.048713[/C][C]-0.3375[/C][C]0.368608[/C][/ROW]
[ROW][C]21[/C][C]-0.070704[/C][C]-0.4899[/C][C]0.313236[/C][/ROW]
[ROW][C]22[/C][C]0.13672[/C][C]0.9472[/C][C]0.174134[/C][/ROW]
[ROW][C]23[/C][C]0.00533[/C][C]0.0369[/C][C]0.485348[/C][/ROW]
[ROW][C]24[/C][C]-0.073592[/C][C]-0.5099[/C][C]0.306242[/C][/ROW]
[ROW][C]25[/C][C]-0.04984[/C][C]-0.3453[/C][C]0.365688[/C][/ROW]
[ROW][C]26[/C][C]0.110053[/C][C]0.7625[/C][C]0.224755[/C][/ROW]
[ROW][C]27[/C][C]0.035253[/C][C]0.2442[/C][C]0.404044[/C][/ROW]
[ROW][C]28[/C][C]-0.17561[/C][C]-1.2167[/C][C]0.114841[/C][/ROW]
[ROW][C]29[/C][C]0.032432[/C][C]0.2247[/C][C]0.411586[/C][/ROW]
[ROW][C]30[/C][C]0.043717[/C][C]0.3029[/C][C]0.381644[/C][/ROW]
[ROW][C]31[/C][C]0.033514[/C][C]0.2322[/C][C]0.408689[/C][/ROW]
[ROW][C]32[/C][C]0.070245[/C][C]0.4867[/C][C]0.314354[/C][/ROW]
[ROW][C]33[/C][C]-0.082742[/C][C]-0.5733[/C][C]0.284574[/C][/ROW]
[ROW][C]34[/C][C]-0.020525[/C][C]-0.1422[/C][C]0.443759[/C][/ROW]
[ROW][C]35[/C][C]-0.017501[/C][C]-0.1212[/C][C]0.452[/C][/ROW]
[ROW][C]36[/C][C]-0.129602[/C][C]-0.8979[/C][C]0.186858[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29195&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29195&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	-0.086173	-0.597	0.276648
2	0.147266	1.0203	0.156354
3	-0.16705	-1.1574	0.126427
4	0.000372	0.0026	0.498977
5	-0.213242	-1.4774	0.073052
6	-0.045461	-0.315	0.377078
7	0.122816	0.8509	0.199527
8	-0.071026	-0.4921	0.312451
9	0.043224	0.2995	0.382938
10	-0.076457	-0.5297	0.299378
11	0.21064	1.4594	0.07549
12	-0.197033	-1.3651	0.089296
13	-0.114891	-0.796	0.214978
14	0.156553	1.0846	0.141751
15	-0.177389	-1.229	0.112534
16	-0.209046	-1.4483	0.077016
17	-0.043101	-0.2986	0.383262
18	-0.047895	-0.3318	0.370733
19	-0.024126	-0.1671	0.433977
20	-0.048713	-0.3375	0.368608
21	-0.070704	-0.4899	0.313236
22	0.13672	0.9472	0.174134
23	0.00533	0.0369	0.485348
24	-0.073592	-0.5099	0.306242
25	-0.04984	-0.3453	0.365688
26	0.110053	0.7625	0.224755
27	0.035253	0.2442	0.404044
28	-0.17561	-1.2167	0.114841
29	0.032432	0.2247	0.411586
30	0.043717	0.3029	0.381644
31	0.033514	0.2322	0.408689
32	0.070245	0.4867	0.314354
33	-0.082742	-0.5733	0.284574
34	-0.020525	-0.1422	0.443759
35	-0.017501	-0.1212	0.452
36	-0.129602	-0.8979	0.186858

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 = 1 ; 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