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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 04:58:57 -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/05/t12284784124kw82ka69nek51z.htm/, Retrieved Thu, 16 May 2024 19:21:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29204, Retrieved Thu, 16 May 2024 19:21:57 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

197

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

-     [Univariate Data Series] [Werkloosheid 25 t...] [2008-11-28 13:12:46] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment betw...] [2008-12-02 18:02:05] [6743688719638b0cb1c0a6e0bf433315]
- RMP     [Variance Reduction Matrix] [Total unemploymen...] [2008-12-03 16:40:35] [6743688719638b0cb1c0a6e0bf433315]
- RMP       [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 11:53:55] [6743688719638b0cb1c0a6e0bf433315]
-   P           [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 11:58:57] [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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29204&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29204&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29204&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.030779	0.2132	0.416022
2	0.017086	0.1184	0.453133
3	0.098619	0.6833	0.248865
4	0.088394	0.6124	0.271577
5	0.007472	0.0518	0.479465
6	0.029715	0.2059	0.418881
7	-0.002934	-0.0203	0.491932
8	0.142475	0.9871	0.164272
9	-0.068271	-0.473	0.319181
10	-0.172454	-1.1948	0.119018
11	0.108549	0.752	0.227847
12	-0.171346	-1.1871	0.120511
13	-0.203029	-1.4066	0.08299
14	0.012437	0.0862	0.465846
15	-0.010354	-0.0717	0.471555
16	-0.069798	-0.4836	0.315443
17	-0.052812	-0.3659	0.358028
18	0.040276	0.279	0.390707
19	0.089734	0.6217	0.268542
20	-0.019688	-0.1364	0.446038
21	-0.021843	-0.1513	0.440173
22	-0.018583	-0.1287	0.449048
23	0.107867	0.7473	0.229256
24	-0.174625	-1.2098	0.116133
25	-0.069082	-0.4786	0.317192
26	-0.031227	-0.2163	0.414818
27	-0.003913	-0.0271	0.489243
28	-0.074033	-0.5129	0.305181
29	0.027583	0.1911	0.424628
30	-0.058639	-0.4063	0.343177
31	-0.078826	-0.5461	0.293756
32	-0.155474	-1.0772	0.143398
33	-0.03749	-0.2597	0.398087
34	0.008591	0.0595	0.476392
35	-0.068642	-0.4756	0.31827
36	0.041914	0.2904	0.386386

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.030779 & 0.2132 & 0.416022 \tabularnewline
2 & 0.017086 & 0.1184 & 0.453133 \tabularnewline
3 & 0.098619 & 0.6833 & 0.248865 \tabularnewline
4 & 0.088394 & 0.6124 & 0.271577 \tabularnewline
5 & 0.007472 & 0.0518 & 0.479465 \tabularnewline
6 & 0.029715 & 0.2059 & 0.418881 \tabularnewline
7 & -0.002934 & -0.0203 & 0.491932 \tabularnewline
8 & 0.142475 & 0.9871 & 0.164272 \tabularnewline
9 & -0.068271 & -0.473 & 0.319181 \tabularnewline
10 & -0.172454 & -1.1948 & 0.119018 \tabularnewline
11 & 0.108549 & 0.752 & 0.227847 \tabularnewline
12 & -0.171346 & -1.1871 & 0.120511 \tabularnewline
13 & -0.203029 & -1.4066 & 0.08299 \tabularnewline
14 & 0.012437 & 0.0862 & 0.465846 \tabularnewline
15 & -0.010354 & -0.0717 & 0.471555 \tabularnewline
16 & -0.069798 & -0.4836 & 0.315443 \tabularnewline
17 & -0.052812 & -0.3659 & 0.358028 \tabularnewline
18 & 0.040276 & 0.279 & 0.390707 \tabularnewline
19 & 0.089734 & 0.6217 & 0.268542 \tabularnewline
20 & -0.019688 & -0.1364 & 0.446038 \tabularnewline
21 & -0.021843 & -0.1513 & 0.440173 \tabularnewline
22 & -0.018583 & -0.1287 & 0.449048 \tabularnewline
23 & 0.107867 & 0.7473 & 0.229256 \tabularnewline
24 & -0.174625 & -1.2098 & 0.116133 \tabularnewline
25 & -0.069082 & -0.4786 & 0.317192 \tabularnewline
26 & -0.031227 & -0.2163 & 0.414818 \tabularnewline
27 & -0.003913 & -0.0271 & 0.489243 \tabularnewline
28 & -0.074033 & -0.5129 & 0.305181 \tabularnewline
29 & 0.027583 & 0.1911 & 0.424628 \tabularnewline
30 & -0.058639 & -0.4063 & 0.343177 \tabularnewline
31 & -0.078826 & -0.5461 & 0.293756 \tabularnewline
32 & -0.155474 & -1.0772 & 0.143398 \tabularnewline
33 & -0.03749 & -0.2597 & 0.398087 \tabularnewline
34 & 0.008591 & 0.0595 & 0.476392 \tabularnewline
35 & -0.068642 & -0.4756 & 0.31827 \tabularnewline
36 & 0.041914 & 0.2904 & 0.386386 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29204&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]0.030779[/C][C]0.2132[/C][C]0.416022[/C][/ROW]
[ROW][C]2[/C][C]0.017086[/C][C]0.1184[/C][C]0.453133[/C][/ROW]
[ROW][C]3[/C][C]0.098619[/C][C]0.6833[/C][C]0.248865[/C][/ROW]
[ROW][C]4[/C][C]0.088394[/C][C]0.6124[/C][C]0.271577[/C][/ROW]
[ROW][C]5[/C][C]0.007472[/C][C]0.0518[/C][C]0.479465[/C][/ROW]
[ROW][C]6[/C][C]0.029715[/C][C]0.2059[/C][C]0.418881[/C][/ROW]
[ROW][C]7[/C][C]-0.002934[/C][C]-0.0203[/C][C]0.491932[/C][/ROW]
[ROW][C]8[/C][C]0.142475[/C][C]0.9871[/C][C]0.164272[/C][/ROW]
[ROW][C]9[/C][C]-0.068271[/C][C]-0.473[/C][C]0.319181[/C][/ROW]
[ROW][C]10[/C][C]-0.172454[/C][C]-1.1948[/C][C]0.119018[/C][/ROW]
[ROW][C]11[/C][C]0.108549[/C][C]0.752[/C][C]0.227847[/C][/ROW]
[ROW][C]12[/C][C]-0.171346[/C][C]-1.1871[/C][C]0.120511[/C][/ROW]
[ROW][C]13[/C][C]-0.203029[/C][C]-1.4066[/C][C]0.08299[/C][/ROW]
[ROW][C]14[/C][C]0.012437[/C][C]0.0862[/C][C]0.465846[/C][/ROW]
[ROW][C]15[/C][C]-0.010354[/C][C]-0.0717[/C][C]0.471555[/C][/ROW]
[ROW][C]16[/C][C]-0.069798[/C][C]-0.4836[/C][C]0.315443[/C][/ROW]
[ROW][C]17[/C][C]-0.052812[/C][C]-0.3659[/C][C]0.358028[/C][/ROW]
[ROW][C]18[/C][C]0.040276[/C][C]0.279[/C][C]0.390707[/C][/ROW]
[ROW][C]19[/C][C]0.089734[/C][C]0.6217[/C][C]0.268542[/C][/ROW]
[ROW][C]20[/C][C]-0.019688[/C][C]-0.1364[/C][C]0.446038[/C][/ROW]
[ROW][C]21[/C][C]-0.021843[/C][C]-0.1513[/C][C]0.440173[/C][/ROW]
[ROW][C]22[/C][C]-0.018583[/C][C]-0.1287[/C][C]0.449048[/C][/ROW]
[ROW][C]23[/C][C]0.107867[/C][C]0.7473[/C][C]0.229256[/C][/ROW]
[ROW][C]24[/C][C]-0.174625[/C][C]-1.2098[/C][C]0.116133[/C][/ROW]
[ROW][C]25[/C][C]-0.069082[/C][C]-0.4786[/C][C]0.317192[/C][/ROW]
[ROW][C]26[/C][C]-0.031227[/C][C]-0.2163[/C][C]0.414818[/C][/ROW]
[ROW][C]27[/C][C]-0.003913[/C][C]-0.0271[/C][C]0.489243[/C][/ROW]
[ROW][C]28[/C][C]-0.074033[/C][C]-0.5129[/C][C]0.305181[/C][/ROW]
[ROW][C]29[/C][C]0.027583[/C][C]0.1911[/C][C]0.424628[/C][/ROW]
[ROW][C]30[/C][C]-0.058639[/C][C]-0.4063[/C][C]0.343177[/C][/ROW]
[ROW][C]31[/C][C]-0.078826[/C][C]-0.5461[/C][C]0.293756[/C][/ROW]
[ROW][C]32[/C][C]-0.155474[/C][C]-1.0772[/C][C]0.143398[/C][/ROW]
[ROW][C]33[/C][C]-0.03749[/C][C]-0.2597[/C][C]0.398087[/C][/ROW]
[ROW][C]34[/C][C]0.008591[/C][C]0.0595[/C][C]0.476392[/C][/ROW]
[ROW][C]35[/C][C]-0.068642[/C][C]-0.4756[/C][C]0.31827[/C][/ROW]
[ROW][C]36[/C][C]0.041914[/C][C]0.2904[/C][C]0.386386[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29204&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29204&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	0.030779	0.2132	0.416022
2	0.017086	0.1184	0.453133
3	0.098619	0.6833	0.248865
4	0.088394	0.6124	0.271577
5	0.007472	0.0518	0.479465
6	0.029715	0.2059	0.418881
7	-0.002934	-0.0203	0.491932
8	0.142475	0.9871	0.164272
9	-0.068271	-0.473	0.319181
10	-0.172454	-1.1948	0.119018
11	0.108549	0.752	0.227847
12	-0.171346	-1.1871	0.120511
13	-0.203029	-1.4066	0.08299
14	0.012437	0.0862	0.465846
15	-0.010354	-0.0717	0.471555
16	-0.069798	-0.4836	0.315443
17	-0.052812	-0.3659	0.358028
18	0.040276	0.279	0.390707
19	0.089734	0.6217	0.268542
20	-0.019688	-0.1364	0.446038
21	-0.021843	-0.1513	0.440173
22	-0.018583	-0.1287	0.449048
23	0.107867	0.7473	0.229256
24	-0.174625	-1.2098	0.116133
25	-0.069082	-0.4786	0.317192
26	-0.031227	-0.2163	0.414818
27	-0.003913	-0.0271	0.489243
28	-0.074033	-0.5129	0.305181
29	0.027583	0.1911	0.424628
30	-0.058639	-0.4063	0.343177
31	-0.078826	-0.5461	0.293756
32	-0.155474	-1.0772	0.143398
33	-0.03749	-0.2597	0.398087
34	0.008591	0.0595	0.476392
35	-0.068642	-0.4756	0.31827
36	0.041914	0.2904	0.386386

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.030779	0.2132	0.416022
2	0.016154	0.1119	0.455678
3	0.097723	0.677	0.250814
4	0.083225	0.5766	0.283452
5	0.000275	0.0019	0.499244
6	0.017979	0.1246	0.450694
7	-0.021013	-0.1456	0.442431
8	0.13683	0.948	0.173943
9	-0.082378	-0.5707	0.285421
10	-0.18028	-1.249	0.108858
11	0.102327	0.7089	0.240894
12	-0.195802	-1.3566	0.090635
13	-0.166699	-1.1549	0.126919
14	0.042188	0.2923	0.385664
15	0.009964	0.069	0.472626
16	-0.030756	-0.2131	0.416083
17	-0.01007	-0.0698	0.472334
18	0.1197	0.8293	0.205518
19	0.058906	0.4081	0.342503
20	0.014709	0.1019	0.459627
21	0.055525	0.3847	0.351085
22	-0.157748	-1.0929	0.139943
23	0.091461	0.6337	0.264656
24	-0.193758	-1.3424	0.092891
25	-0.165572	-1.1471	0.12851
26	-0.098136	-0.6799	0.249916
27	-0.017263	-0.1196	0.452649
28	-0.013472	-0.0933	0.463012
29	0.033407	0.2314	0.408975
30	0.026416	0.183	0.427779
31	-0.029685	-0.2057	0.418962
32	-0.100204	-0.6942	0.245441
33	0.066725	0.4623	0.322982
34	-0.087603	-0.6069	0.273378
35	-0.041369	-0.2866	0.387821
36	0.074018	0.5128	0.305218

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.030779 & 0.2132 & 0.416022 \tabularnewline
2 & 0.016154 & 0.1119 & 0.455678 \tabularnewline
3 & 0.097723 & 0.677 & 0.250814 \tabularnewline
4 & 0.083225 & 0.5766 & 0.283452 \tabularnewline
5 & 0.000275 & 0.0019 & 0.499244 \tabularnewline
6 & 0.017979 & 0.1246 & 0.450694 \tabularnewline
7 & -0.021013 & -0.1456 & 0.442431 \tabularnewline
8 & 0.13683 & 0.948 & 0.173943 \tabularnewline
9 & -0.082378 & -0.5707 & 0.285421 \tabularnewline
10 & -0.18028 & -1.249 & 0.108858 \tabularnewline
11 & 0.102327 & 0.7089 & 0.240894 \tabularnewline
12 & -0.195802 & -1.3566 & 0.090635 \tabularnewline
13 & -0.166699 & -1.1549 & 0.126919 \tabularnewline
14 & 0.042188 & 0.2923 & 0.385664 \tabularnewline
15 & 0.009964 & 0.069 & 0.472626 \tabularnewline
16 & -0.030756 & -0.2131 & 0.416083 \tabularnewline
17 & -0.01007 & -0.0698 & 0.472334 \tabularnewline
18 & 0.1197 & 0.8293 & 0.205518 \tabularnewline
19 & 0.058906 & 0.4081 & 0.342503 \tabularnewline
20 & 0.014709 & 0.1019 & 0.459627 \tabularnewline
21 & 0.055525 & 0.3847 & 0.351085 \tabularnewline
22 & -0.157748 & -1.0929 & 0.139943 \tabularnewline
23 & 0.091461 & 0.6337 & 0.264656 \tabularnewline
24 & -0.193758 & -1.3424 & 0.092891 \tabularnewline
25 & -0.165572 & -1.1471 & 0.12851 \tabularnewline
26 & -0.098136 & -0.6799 & 0.249916 \tabularnewline
27 & -0.017263 & -0.1196 & 0.452649 \tabularnewline
28 & -0.013472 & -0.0933 & 0.463012 \tabularnewline
29 & 0.033407 & 0.2314 & 0.408975 \tabularnewline
30 & 0.026416 & 0.183 & 0.427779 \tabularnewline
31 & -0.029685 & -0.2057 & 0.418962 \tabularnewline
32 & -0.100204 & -0.6942 & 0.245441 \tabularnewline
33 & 0.066725 & 0.4623 & 0.322982 \tabularnewline
34 & -0.087603 & -0.6069 & 0.273378 \tabularnewline
35 & -0.041369 & -0.2866 & 0.387821 \tabularnewline
36 & 0.074018 & 0.5128 & 0.305218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29204&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]0.030779[/C][C]0.2132[/C][C]0.416022[/C][/ROW]
[ROW][C]2[/C][C]0.016154[/C][C]0.1119[/C][C]0.455678[/C][/ROW]
[ROW][C]3[/C][C]0.097723[/C][C]0.677[/C][C]0.250814[/C][/ROW]
[ROW][C]4[/C][C]0.083225[/C][C]0.5766[/C][C]0.283452[/C][/ROW]
[ROW][C]5[/C][C]0.000275[/C][C]0.0019[/C][C]0.499244[/C][/ROW]
[ROW][C]6[/C][C]0.017979[/C][C]0.1246[/C][C]0.450694[/C][/ROW]
[ROW][C]7[/C][C]-0.021013[/C][C]-0.1456[/C][C]0.442431[/C][/ROW]
[ROW][C]8[/C][C]0.13683[/C][C]0.948[/C][C]0.173943[/C][/ROW]
[ROW][C]9[/C][C]-0.082378[/C][C]-0.5707[/C][C]0.285421[/C][/ROW]
[ROW][C]10[/C][C]-0.18028[/C][C]-1.249[/C][C]0.108858[/C][/ROW]
[ROW][C]11[/C][C]0.102327[/C][C]0.7089[/C][C]0.240894[/C][/ROW]
[ROW][C]12[/C][C]-0.195802[/C][C]-1.3566[/C][C]0.090635[/C][/ROW]
[ROW][C]13[/C][C]-0.166699[/C][C]-1.1549[/C][C]0.126919[/C][/ROW]
[ROW][C]14[/C][C]0.042188[/C][C]0.2923[/C][C]0.385664[/C][/ROW]
[ROW][C]15[/C][C]0.009964[/C][C]0.069[/C][C]0.472626[/C][/ROW]
[ROW][C]16[/C][C]-0.030756[/C][C]-0.2131[/C][C]0.416083[/C][/ROW]
[ROW][C]17[/C][C]-0.01007[/C][C]-0.0698[/C][C]0.472334[/C][/ROW]
[ROW][C]18[/C][C]0.1197[/C][C]0.8293[/C][C]0.205518[/C][/ROW]
[ROW][C]19[/C][C]0.058906[/C][C]0.4081[/C][C]0.342503[/C][/ROW]
[ROW][C]20[/C][C]0.014709[/C][C]0.1019[/C][C]0.459627[/C][/ROW]
[ROW][C]21[/C][C]0.055525[/C][C]0.3847[/C][C]0.351085[/C][/ROW]
[ROW][C]22[/C][C]-0.157748[/C][C]-1.0929[/C][C]0.139943[/C][/ROW]
[ROW][C]23[/C][C]0.091461[/C][C]0.6337[/C][C]0.264656[/C][/ROW]
[ROW][C]24[/C][C]-0.193758[/C][C]-1.3424[/C][C]0.092891[/C][/ROW]
[ROW][C]25[/C][C]-0.165572[/C][C]-1.1471[/C][C]0.12851[/C][/ROW]
[ROW][C]26[/C][C]-0.098136[/C][C]-0.6799[/C][C]0.249916[/C][/ROW]
[ROW][C]27[/C][C]-0.017263[/C][C]-0.1196[/C][C]0.452649[/C][/ROW]
[ROW][C]28[/C][C]-0.013472[/C][C]-0.0933[/C][C]0.463012[/C][/ROW]
[ROW][C]29[/C][C]0.033407[/C][C]0.2314[/C][C]0.408975[/C][/ROW]
[ROW][C]30[/C][C]0.026416[/C][C]0.183[/C][C]0.427779[/C][/ROW]
[ROW][C]31[/C][C]-0.029685[/C][C]-0.2057[/C][C]0.418962[/C][/ROW]
[ROW][C]32[/C][C]-0.100204[/C][C]-0.6942[/C][C]0.245441[/C][/ROW]
[ROW][C]33[/C][C]0.066725[/C][C]0.4623[/C][C]0.322982[/C][/ROW]
[ROW][C]34[/C][C]-0.087603[/C][C]-0.6069[/C][C]0.273378[/C][/ROW]
[ROW][C]35[/C][C]-0.041369[/C][C]-0.2866[/C][C]0.387821[/C][/ROW]
[ROW][C]36[/C][C]0.074018[/C][C]0.5128[/C][C]0.305218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29204&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29204&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	0.030779	0.2132	0.416022
2	0.016154	0.1119	0.455678
3	0.097723	0.677	0.250814
4	0.083225	0.5766	0.283452
5	0.000275	0.0019	0.499244
6	0.017979	0.1246	0.450694
7	-0.021013	-0.1456	0.442431
8	0.13683	0.948	0.173943
9	-0.082378	-0.5707	0.285421
10	-0.18028	-1.249	0.108858
11	0.102327	0.7089	0.240894
12	-0.195802	-1.3566	0.090635
13	-0.166699	-1.1549	0.126919
14	0.042188	0.2923	0.385664
15	0.009964	0.069	0.472626
16	-0.030756	-0.2131	0.416083
17	-0.01007	-0.0698	0.472334
18	0.1197	0.8293	0.205518
19	0.058906	0.4081	0.342503
20	0.014709	0.1019	0.459627
21	0.055525	0.3847	0.351085
22	-0.157748	-1.0929	0.139943
23	0.091461	0.6337	0.264656
24	-0.193758	-1.3424	0.092891
25	-0.165572	-1.1471	0.12851
26	-0.098136	-0.6799	0.249916
27	-0.017263	-0.1196	0.452649
28	-0.013472	-0.0933	0.463012
29	0.033407	0.2314	0.408975
30	0.026416	0.183	0.427779
31	-0.029685	-0.2057	0.418962
32	-0.100204	-0.6942	0.245441
33	0.066725	0.4623	0.322982
34	-0.087603	-0.6069	0.273378
35	-0.041369	-0.2866	0.387821
36	0.074018	0.5128	0.305218

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