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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 05:02:38 -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/05/t122847884073e2820i6c687e2.htm/, Retrieved Thu, 16 May 2024 22:39:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29207, Retrieved Thu, 16 May 2024 22:39:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

236

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

-     [Univariate Data Series] [Werkloosheid 50 e...] [2008-11-28 13:15:36] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment from...] [2008-12-02 18:04:33] [6743688719638b0cb1c0a6e0bf433315]
- RMP     [Variance Reduction Matrix] [unemployment abov...] [2008-12-03 16:43:35] [6743688719638b0cb1c0a6e0bf433315]
- RMP         [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 12:02:38] [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	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=29207&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=29207&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29207&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	0.062242	0.4312	0.334117
2	0.137452	0.9523	0.172858
3	-0.020702	-0.1434	0.443276
4	0.023726	0.1644	0.435061
5	0.012678	0.0878	0.465186
6	0.031861	0.2207	0.413116
7	-0.072456	-0.502	0.308984
8	0.002464	0.0171	0.493226
9	-0.054766	-0.3794	0.353022
10	-0.025479	-0.1765	0.430313
11	-0.03601	-0.2495	0.402026
12	-0.429569	-2.9761	0.002281
13	-0.063837	-0.4423	0.330138
14	0.049347	0.3419	0.366963
15	0.101789	0.7052	0.242042
16	0.09635	0.6675	0.253814
17	0.036462	0.2526	0.40082
18	0.005615	0.0389	0.484565
19	0.114929	0.7963	0.214902
20	-0.006207	-0.043	0.482939
21	0.089266	0.6185	0.269601
22	-0.025592	-0.1773	0.430007
23	-0.143477	-0.994	0.162595
24	-0.044616	-0.3091	0.379289
25	0.113863	0.7889	0.217036
26	-0.116601	-0.8078	0.211585
27	-0.085381	-0.5915	0.278469
28	-0.128251	-0.8886	0.189338
29	-0.032293	-0.2237	0.411958
30	-0.037721	-0.2613	0.397474
31	-0.088671	-0.6143	0.270949
32	-0.04802	-0.3327	0.370408
33	0.014716	0.102	0.459608
34	-0.054676	-0.3788	0.353252
35	0.245522	1.701	0.047704
36	-0.012816	-0.0888	0.46481

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.062242 & 0.4312 & 0.334117 \tabularnewline
2 & 0.137452 & 0.9523 & 0.172858 \tabularnewline
3 & -0.020702 & -0.1434 & 0.443276 \tabularnewline
4 & 0.023726 & 0.1644 & 0.435061 \tabularnewline
5 & 0.012678 & 0.0878 & 0.465186 \tabularnewline
6 & 0.031861 & 0.2207 & 0.413116 \tabularnewline
7 & -0.072456 & -0.502 & 0.308984 \tabularnewline
8 & 0.002464 & 0.0171 & 0.493226 \tabularnewline
9 & -0.054766 & -0.3794 & 0.353022 \tabularnewline
10 & -0.025479 & -0.1765 & 0.430313 \tabularnewline
11 & -0.03601 & -0.2495 & 0.402026 \tabularnewline
12 & -0.429569 & -2.9761 & 0.002281 \tabularnewline
13 & -0.063837 & -0.4423 & 0.330138 \tabularnewline
14 & 0.049347 & 0.3419 & 0.366963 \tabularnewline
15 & 0.101789 & 0.7052 & 0.242042 \tabularnewline
16 & 0.09635 & 0.6675 & 0.253814 \tabularnewline
17 & 0.036462 & 0.2526 & 0.40082 \tabularnewline
18 & 0.005615 & 0.0389 & 0.484565 \tabularnewline
19 & 0.114929 & 0.7963 & 0.214902 \tabularnewline
20 & -0.006207 & -0.043 & 0.482939 \tabularnewline
21 & 0.089266 & 0.6185 & 0.269601 \tabularnewline
22 & -0.025592 & -0.1773 & 0.430007 \tabularnewline
23 & -0.143477 & -0.994 & 0.162595 \tabularnewline
24 & -0.044616 & -0.3091 & 0.379289 \tabularnewline
25 & 0.113863 & 0.7889 & 0.217036 \tabularnewline
26 & -0.116601 & -0.8078 & 0.211585 \tabularnewline
27 & -0.085381 & -0.5915 & 0.278469 \tabularnewline
28 & -0.128251 & -0.8886 & 0.189338 \tabularnewline
29 & -0.032293 & -0.2237 & 0.411958 \tabularnewline
30 & -0.037721 & -0.2613 & 0.397474 \tabularnewline
31 & -0.088671 & -0.6143 & 0.270949 \tabularnewline
32 & -0.04802 & -0.3327 & 0.370408 \tabularnewline
33 & 0.014716 & 0.102 & 0.459608 \tabularnewline
34 & -0.054676 & -0.3788 & 0.353252 \tabularnewline
35 & 0.245522 & 1.701 & 0.047704 \tabularnewline
36 & -0.012816 & -0.0888 & 0.46481 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29207&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]0.062242[/C][C]0.4312[/C][C]0.334117[/C][/ROW]
[ROW][C]2[/C][C]0.137452[/C][C]0.9523[/C][C]0.172858[/C][/ROW]
[ROW][C]3[/C][C]-0.020702[/C][C]-0.1434[/C][C]0.443276[/C][/ROW]
[ROW][C]4[/C][C]0.023726[/C][C]0.1644[/C][C]0.435061[/C][/ROW]
[ROW][C]5[/C][C]0.012678[/C][C]0.0878[/C][C]0.465186[/C][/ROW]
[ROW][C]6[/C][C]0.031861[/C][C]0.2207[/C][C]0.413116[/C][/ROW]
[ROW][C]7[/C][C]-0.072456[/C][C]-0.502[/C][C]0.308984[/C][/ROW]
[ROW][C]8[/C][C]0.002464[/C][C]0.0171[/C][C]0.493226[/C][/ROW]
[ROW][C]9[/C][C]-0.054766[/C][C]-0.3794[/C][C]0.353022[/C][/ROW]
[ROW][C]10[/C][C]-0.025479[/C][C]-0.1765[/C][C]0.430313[/C][/ROW]
[ROW][C]11[/C][C]-0.03601[/C][C]-0.2495[/C][C]0.402026[/C][/ROW]
[ROW][C]12[/C][C]-0.429569[/C][C]-2.9761[/C][C]0.002281[/C][/ROW]
[ROW][C]13[/C][C]-0.063837[/C][C]-0.4423[/C][C]0.330138[/C][/ROW]
[ROW][C]14[/C][C]0.049347[/C][C]0.3419[/C][C]0.366963[/C][/ROW]
[ROW][C]15[/C][C]0.101789[/C][C]0.7052[/C][C]0.242042[/C][/ROW]
[ROW][C]16[/C][C]0.09635[/C][C]0.6675[/C][C]0.253814[/C][/ROW]
[ROW][C]17[/C][C]0.036462[/C][C]0.2526[/C][C]0.40082[/C][/ROW]
[ROW][C]18[/C][C]0.005615[/C][C]0.0389[/C][C]0.484565[/C][/ROW]
[ROW][C]19[/C][C]0.114929[/C][C]0.7963[/C][C]0.214902[/C][/ROW]
[ROW][C]20[/C][C]-0.006207[/C][C]-0.043[/C][C]0.482939[/C][/ROW]
[ROW][C]21[/C][C]0.089266[/C][C]0.6185[/C][C]0.269601[/C][/ROW]
[ROW][C]22[/C][C]-0.025592[/C][C]-0.1773[/C][C]0.430007[/C][/ROW]
[ROW][C]23[/C][C]-0.143477[/C][C]-0.994[/C][C]0.162595[/C][/ROW]
[ROW][C]24[/C][C]-0.044616[/C][C]-0.3091[/C][C]0.379289[/C][/ROW]
[ROW][C]25[/C][C]0.113863[/C][C]0.7889[/C][C]0.217036[/C][/ROW]
[ROW][C]26[/C][C]-0.116601[/C][C]-0.8078[/C][C]0.211585[/C][/ROW]
[ROW][C]27[/C][C]-0.085381[/C][C]-0.5915[/C][C]0.278469[/C][/ROW]
[ROW][C]28[/C][C]-0.128251[/C][C]-0.8886[/C][C]0.189338[/C][/ROW]
[ROW][C]29[/C][C]-0.032293[/C][C]-0.2237[/C][C]0.411958[/C][/ROW]
[ROW][C]30[/C][C]-0.037721[/C][C]-0.2613[/C][C]0.397474[/C][/ROW]
[ROW][C]31[/C][C]-0.088671[/C][C]-0.6143[/C][C]0.270949[/C][/ROW]
[ROW][C]32[/C][C]-0.04802[/C][C]-0.3327[/C][C]0.370408[/C][/ROW]
[ROW][C]33[/C][C]0.014716[/C][C]0.102[/C][C]0.459608[/C][/ROW]
[ROW][C]34[/C][C]-0.054676[/C][C]-0.3788[/C][C]0.353252[/C][/ROW]
[ROW][C]35[/C][C]0.245522[/C][C]1.701[/C][C]0.047704[/C][/ROW]
[ROW][C]36[/C][C]-0.012816[/C][C]-0.0888[/C][C]0.46481[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29207&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29207&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	0.062242	0.4312	0.334117
2	0.137452	0.9523	0.172858
3	-0.020702	-0.1434	0.443276
4	0.023726	0.1644	0.435061
5	0.012678	0.0878	0.465186
6	0.031861	0.2207	0.413116
7	-0.072456	-0.502	0.308984
8	0.002464	0.0171	0.493226
9	-0.054766	-0.3794	0.353022
10	-0.025479	-0.1765	0.430313
11	-0.03601	-0.2495	0.402026
12	-0.429569	-2.9761	0.002281
13	-0.063837	-0.4423	0.330138
14	0.049347	0.3419	0.366963
15	0.101789	0.7052	0.242042
16	0.09635	0.6675	0.253814
17	0.036462	0.2526	0.40082
18	0.005615	0.0389	0.484565
19	0.114929	0.7963	0.214902
20	-0.006207	-0.043	0.482939
21	0.089266	0.6185	0.269601
22	-0.025592	-0.1773	0.430007
23	-0.143477	-0.994	0.162595
24	-0.044616	-0.3091	0.379289
25	0.113863	0.7889	0.217036
26	-0.116601	-0.8078	0.211585
27	-0.085381	-0.5915	0.278469
28	-0.128251	-0.8886	0.189338
29	-0.032293	-0.2237	0.411958
30	-0.037721	-0.2613	0.397474
31	-0.088671	-0.6143	0.270949
32	-0.04802	-0.3327	0.370408
33	0.014716	0.102	0.459608
34	-0.054676	-0.3788	0.353252
35	0.245522	1.701	0.047704
36	-0.012816	-0.0888	0.46481

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.062242	0.4312	0.334117
2	0.134098	0.9291	0.178754
3	-0.037269	-0.2582	0.398676
4	0.00876	0.0607	0.475929
5	0.019159	0.1327	0.447478
6	0.025417	0.1761	0.430481
7	-0.080989	-0.5611	0.288666
8	0.004595	0.0318	0.487368
9	-0.034003	-0.2356	0.40738
10	-0.027583	-0.1911	0.424628
11	-0.020585	-0.1426	0.443594
12	-0.434181	-3.0081	0.002089
13	-0.007286	-0.0505	0.479974
14	0.201168	1.3937	0.084909
15	0.09705	0.6724	0.252283
16	0.069188	0.4793	0.316935
17	0.016541	0.1146	0.45462
18	0.003703	0.0257	0.489818
19	0.068068	0.4716	0.319679
20	-0.03628	-0.2514	0.401306
21	0.027287	0.189	0.425426
22	-0.02797	-0.1938	0.423582
23	-0.217325	-1.5057	0.069352
24	-0.295106	-2.0446	0.023202
25	0.188502	1.306	0.098892
26	0.071806	0.4975	0.310558
27	-0.049799	-0.345	0.365793
28	-0.013838	-0.0959	0.462009
29	0.005004	0.0347	0.486243
30	-0.029848	-0.2068	0.418524
31	-0.058363	-0.4043	0.343876
32	-0.055481	-0.3844	0.351195
33	0.124195	0.8604	0.196909
34	-0.106079	-0.7349	0.232977
35	-0.000289	-0.002	0.499206
36	-0.188665	-1.3071	0.098702

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.062242 & 0.4312 & 0.334117 \tabularnewline
2 & 0.134098 & 0.9291 & 0.178754 \tabularnewline
3 & -0.037269 & -0.2582 & 0.398676 \tabularnewline
4 & 0.00876 & 0.0607 & 0.475929 \tabularnewline
5 & 0.019159 & 0.1327 & 0.447478 \tabularnewline
6 & 0.025417 & 0.1761 & 0.430481 \tabularnewline
7 & -0.080989 & -0.5611 & 0.288666 \tabularnewline
8 & 0.004595 & 0.0318 & 0.487368 \tabularnewline
9 & -0.034003 & -0.2356 & 0.40738 \tabularnewline
10 & -0.027583 & -0.1911 & 0.424628 \tabularnewline
11 & -0.020585 & -0.1426 & 0.443594 \tabularnewline
12 & -0.434181 & -3.0081 & 0.002089 \tabularnewline
13 & -0.007286 & -0.0505 & 0.479974 \tabularnewline
14 & 0.201168 & 1.3937 & 0.084909 \tabularnewline
15 & 0.09705 & 0.6724 & 0.252283 \tabularnewline
16 & 0.069188 & 0.4793 & 0.316935 \tabularnewline
17 & 0.016541 & 0.1146 & 0.45462 \tabularnewline
18 & 0.003703 & 0.0257 & 0.489818 \tabularnewline
19 & 0.068068 & 0.4716 & 0.319679 \tabularnewline
20 & -0.03628 & -0.2514 & 0.401306 \tabularnewline
21 & 0.027287 & 0.189 & 0.425426 \tabularnewline
22 & -0.02797 & -0.1938 & 0.423582 \tabularnewline
23 & -0.217325 & -1.5057 & 0.069352 \tabularnewline
24 & -0.295106 & -2.0446 & 0.023202 \tabularnewline
25 & 0.188502 & 1.306 & 0.098892 \tabularnewline
26 & 0.071806 & 0.4975 & 0.310558 \tabularnewline
27 & -0.049799 & -0.345 & 0.365793 \tabularnewline
28 & -0.013838 & -0.0959 & 0.462009 \tabularnewline
29 & 0.005004 & 0.0347 & 0.486243 \tabularnewline
30 & -0.029848 & -0.2068 & 0.418524 \tabularnewline
31 & -0.058363 & -0.4043 & 0.343876 \tabularnewline
32 & -0.055481 & -0.3844 & 0.351195 \tabularnewline
33 & 0.124195 & 0.8604 & 0.196909 \tabularnewline
34 & -0.106079 & -0.7349 & 0.232977 \tabularnewline
35 & -0.000289 & -0.002 & 0.499206 \tabularnewline
36 & -0.188665 & -1.3071 & 0.098702 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29207&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]0.062242[/C][C]0.4312[/C][C]0.334117[/C][/ROW]
[ROW][C]2[/C][C]0.134098[/C][C]0.9291[/C][C]0.178754[/C][/ROW]
[ROW][C]3[/C][C]-0.037269[/C][C]-0.2582[/C][C]0.398676[/C][/ROW]
[ROW][C]4[/C][C]0.00876[/C][C]0.0607[/C][C]0.475929[/C][/ROW]
[ROW][C]5[/C][C]0.019159[/C][C]0.1327[/C][C]0.447478[/C][/ROW]
[ROW][C]6[/C][C]0.025417[/C][C]0.1761[/C][C]0.430481[/C][/ROW]
[ROW][C]7[/C][C]-0.080989[/C][C]-0.5611[/C][C]0.288666[/C][/ROW]
[ROW][C]8[/C][C]0.004595[/C][C]0.0318[/C][C]0.487368[/C][/ROW]
[ROW][C]9[/C][C]-0.034003[/C][C]-0.2356[/C][C]0.40738[/C][/ROW]
[ROW][C]10[/C][C]-0.027583[/C][C]-0.1911[/C][C]0.424628[/C][/ROW]
[ROW][C]11[/C][C]-0.020585[/C][C]-0.1426[/C][C]0.443594[/C][/ROW]
[ROW][C]12[/C][C]-0.434181[/C][C]-3.0081[/C][C]0.002089[/C][/ROW]
[ROW][C]13[/C][C]-0.007286[/C][C]-0.0505[/C][C]0.479974[/C][/ROW]
[ROW][C]14[/C][C]0.201168[/C][C]1.3937[/C][C]0.084909[/C][/ROW]
[ROW][C]15[/C][C]0.09705[/C][C]0.6724[/C][C]0.252283[/C][/ROW]
[ROW][C]16[/C][C]0.069188[/C][C]0.4793[/C][C]0.316935[/C][/ROW]
[ROW][C]17[/C][C]0.016541[/C][C]0.1146[/C][C]0.45462[/C][/ROW]
[ROW][C]18[/C][C]0.003703[/C][C]0.0257[/C][C]0.489818[/C][/ROW]
[ROW][C]19[/C][C]0.068068[/C][C]0.4716[/C][C]0.319679[/C][/ROW]
[ROW][C]20[/C][C]-0.03628[/C][C]-0.2514[/C][C]0.401306[/C][/ROW]
[ROW][C]21[/C][C]0.027287[/C][C]0.189[/C][C]0.425426[/C][/ROW]
[ROW][C]22[/C][C]-0.02797[/C][C]-0.1938[/C][C]0.423582[/C][/ROW]
[ROW][C]23[/C][C]-0.217325[/C][C]-1.5057[/C][C]0.069352[/C][/ROW]
[ROW][C]24[/C][C]-0.295106[/C][C]-2.0446[/C][C]0.023202[/C][/ROW]
[ROW][C]25[/C][C]0.188502[/C][C]1.306[/C][C]0.098892[/C][/ROW]
[ROW][C]26[/C][C]0.071806[/C][C]0.4975[/C][C]0.310558[/C][/ROW]
[ROW][C]27[/C][C]-0.049799[/C][C]-0.345[/C][C]0.365793[/C][/ROW]
[ROW][C]28[/C][C]-0.013838[/C][C]-0.0959[/C][C]0.462009[/C][/ROW]
[ROW][C]29[/C][C]0.005004[/C][C]0.0347[/C][C]0.486243[/C][/ROW]
[ROW][C]30[/C][C]-0.029848[/C][C]-0.2068[/C][C]0.418524[/C][/ROW]
[ROW][C]31[/C][C]-0.058363[/C][C]-0.4043[/C][C]0.343876[/C][/ROW]
[ROW][C]32[/C][C]-0.055481[/C][C]-0.3844[/C][C]0.351195[/C][/ROW]
[ROW][C]33[/C][C]0.124195[/C][C]0.8604[/C][C]0.196909[/C][/ROW]
[ROW][C]34[/C][C]-0.106079[/C][C]-0.7349[/C][C]0.232977[/C][/ROW]
[ROW][C]35[/C][C]-0.000289[/C][C]-0.002[/C][C]0.499206[/C][/ROW]
[ROW][C]36[/C][C]-0.188665[/C][C]-1.3071[/C][C]0.098702[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29207&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29207&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	0.062242	0.4312	0.334117
2	0.134098	0.9291	0.178754
3	-0.037269	-0.2582	0.398676
4	0.00876	0.0607	0.475929
5	0.019159	0.1327	0.447478
6	0.025417	0.1761	0.430481
7	-0.080989	-0.5611	0.288666
8	0.004595	0.0318	0.487368
9	-0.034003	-0.2356	0.40738
10	-0.027583	-0.1911	0.424628
11	-0.020585	-0.1426	0.443594
12	-0.434181	-3.0081	0.002089
13	-0.007286	-0.0505	0.479974
14	0.201168	1.3937	0.084909
15	0.09705	0.6724	0.252283
16	0.069188	0.4793	0.316935
17	0.016541	0.1146	0.45462
18	0.003703	0.0257	0.489818
19	0.068068	0.4716	0.319679
20	-0.03628	-0.2514	0.401306
21	0.027287	0.189	0.425426
22	-0.02797	-0.1938	0.423582
23	-0.217325	-1.5057	0.069352
24	-0.295106	-2.0446	0.023202
25	0.188502	1.306	0.098892
26	0.071806	0.4975	0.310558
27	-0.049799	-0.345	0.365793
28	-0.013838	-0.0959	0.462009
29	0.005004	0.0347	0.486243
30	-0.029848	-0.2068	0.418524
31	-0.058363	-0.4043	0.343876
32	-0.055481	-0.3844	0.351195
33	0.124195	0.8604	0.196909
34	-0.106079	-0.7349	0.232977
35	-0.000289	-0.002	0.499206
36	-0.188665	-1.3071	0.098702

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