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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 10:51:28 -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/t1228499618kqmck0hxm0ak1g3.htm/, Retrieved Thu, 16 May 2024 06:21:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29365, Retrieved Thu, 16 May 2024 06:21:28 +0000

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User-defined keywords

Estimated Impact

184

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

F     [Variance Reduction Matrix] [step 2 uitvoer] [2008-12-05 17:47:26] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD    [(Partial) Autocorrelation Function] [step 2 uitvoer] [2008-12-05 17:51:28] [821c4b3d195be8e737cf8c9dc649d3cf] [Current]
-   P       [(Partial) Autocorrelation Function] [ACF] [2008-12-15 15:22:55] [415d0222c17b651a9576eaac006f530d] 

Feedback Forum

2008-12-15 15:25:09 [Natalie De Wilde] [reply] 
We zien inderdaad een seizoenale trend, maar je zegt dat er geen lange termijn trend is.De coefficienten vertonen een lichte daling. We moeten hier abstractie maken van enkele coefficienten, maar het er is toch wel een lange termijn trend te zien ook. 
2008-12-16 19:08:51 [Gert-Jan Geudens] [reply] 
Niet helemaal correct. Er is hier wel een lineaire trend. Je zal dus ook niet-seizonaal moeten differentiëren. Tevens is de seizonaliteit hier inderdaad zeer duidelijk zichtbaar.

Post a new message

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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=29365&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=29365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29365&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	0.451283	3.8293	0.000136
2	0.186979	1.5866	0.058497
3	0.335448	2.8464	0.002878
4	0.264393	2.2434	0.013973
5	0.247935	2.1038	0.019445
6	0.413921	3.5122	0.000386
7	0.233155	1.9784	0.025856
8	0.311324	2.6417	0.005056
9	0.249728	2.119	0.01877
10	0.000721	0.0061	0.497566
11	0.20127	1.7078	0.045988
12	0.52094	4.4203	1.7e-05
13	0.133873	1.136	0.129872
14	-0.008617	-0.0731	0.470958
15	0.067824	0.5755	0.283371
16	0.016274	0.1381	0.445277
17	0.084518	0.7172	0.237799
18	0.165087	1.4008	0.082784
19	0.004669	0.0396	0.484253
20	0.137703	1.1684	0.12324
21	0.054805	0.465	0.321655
22	-0.137514	-1.1668	0.123561
23	0.052697	0.4471	0.328055
24	0.248809	2.1112	0.019113
25	-0.031557	-0.2678	0.394822
26	-0.110443	-0.9371	0.17591
27	-0.12431	-1.0548	0.147521
28	-0.102845	-0.8727	0.192872
29	-0.037377	-0.3172	0.376022
30	-0.015875	-0.1347	0.446612
31	-0.094428	-0.8012	0.212813
32	-0.031653	-0.2686	0.39451
33	-0.123243	-1.0458	0.149586
34	-0.225342	-1.9121	0.029922
35	-0.083384	-0.7075	0.240759
36	0.043229	0.3668	0.357419

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.451283 & 3.8293 & 0.000136 \tabularnewline
2 & 0.186979 & 1.5866 & 0.058497 \tabularnewline
3 & 0.335448 & 2.8464 & 0.002878 \tabularnewline
4 & 0.264393 & 2.2434 & 0.013973 \tabularnewline
5 & 0.247935 & 2.1038 & 0.019445 \tabularnewline
6 & 0.413921 & 3.5122 & 0.000386 \tabularnewline
7 & 0.233155 & 1.9784 & 0.025856 \tabularnewline
8 & 0.311324 & 2.6417 & 0.005056 \tabularnewline
9 & 0.249728 & 2.119 & 0.01877 \tabularnewline
10 & 0.000721 & 0.0061 & 0.497566 \tabularnewline
11 & 0.20127 & 1.7078 & 0.045988 \tabularnewline
12 & 0.52094 & 4.4203 & 1.7e-05 \tabularnewline
13 & 0.133873 & 1.136 & 0.129872 \tabularnewline
14 & -0.008617 & -0.0731 & 0.470958 \tabularnewline
15 & 0.067824 & 0.5755 & 0.283371 \tabularnewline
16 & 0.016274 & 0.1381 & 0.445277 \tabularnewline
17 & 0.084518 & 0.7172 & 0.237799 \tabularnewline
18 & 0.165087 & 1.4008 & 0.082784 \tabularnewline
19 & 0.004669 & 0.0396 & 0.484253 \tabularnewline
20 & 0.137703 & 1.1684 & 0.12324 \tabularnewline
21 & 0.054805 & 0.465 & 0.321655 \tabularnewline
22 & -0.137514 & -1.1668 & 0.123561 \tabularnewline
23 & 0.052697 & 0.4471 & 0.328055 \tabularnewline
24 & 0.248809 & 2.1112 & 0.019113 \tabularnewline
25 & -0.031557 & -0.2678 & 0.394822 \tabularnewline
26 & -0.110443 & -0.9371 & 0.17591 \tabularnewline
27 & -0.12431 & -1.0548 & 0.147521 \tabularnewline
28 & -0.102845 & -0.8727 & 0.192872 \tabularnewline
29 & -0.037377 & -0.3172 & 0.376022 \tabularnewline
30 & -0.015875 & -0.1347 & 0.446612 \tabularnewline
31 & -0.094428 & -0.8012 & 0.212813 \tabularnewline
32 & -0.031653 & -0.2686 & 0.39451 \tabularnewline
33 & -0.123243 & -1.0458 & 0.149586 \tabularnewline
34 & -0.225342 & -1.9121 & 0.029922 \tabularnewline
35 & -0.083384 & -0.7075 & 0.240759 \tabularnewline
36 & 0.043229 & 0.3668 & 0.357419 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29365&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]0.451283[/C][C]3.8293[/C][C]0.000136[/C][/ROW]
[ROW][C]2[/C][C]0.186979[/C][C]1.5866[/C][C]0.058497[/C][/ROW]
[ROW][C]3[/C][C]0.335448[/C][C]2.8464[/C][C]0.002878[/C][/ROW]
[ROW][C]4[/C][C]0.264393[/C][C]2.2434[/C][C]0.013973[/C][/ROW]
[ROW][C]5[/C][C]0.247935[/C][C]2.1038[/C][C]0.019445[/C][/ROW]
[ROW][C]6[/C][C]0.413921[/C][C]3.5122[/C][C]0.000386[/C][/ROW]
[ROW][C]7[/C][C]0.233155[/C][C]1.9784[/C][C]0.025856[/C][/ROW]
[ROW][C]8[/C][C]0.311324[/C][C]2.6417[/C][C]0.005056[/C][/ROW]
[ROW][C]9[/C][C]0.249728[/C][C]2.119[/C][C]0.01877[/C][/ROW]
[ROW][C]10[/C][C]0.000721[/C][C]0.0061[/C][C]0.497566[/C][/ROW]
[ROW][C]11[/C][C]0.20127[/C][C]1.7078[/C][C]0.045988[/C][/ROW]
[ROW][C]12[/C][C]0.52094[/C][C]4.4203[/C][C]1.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.133873[/C][C]1.136[/C][C]0.129872[/C][/ROW]
[ROW][C]14[/C][C]-0.008617[/C][C]-0.0731[/C][C]0.470958[/C][/ROW]
[ROW][C]15[/C][C]0.067824[/C][C]0.5755[/C][C]0.283371[/C][/ROW]
[ROW][C]16[/C][C]0.016274[/C][C]0.1381[/C][C]0.445277[/C][/ROW]
[ROW][C]17[/C][C]0.084518[/C][C]0.7172[/C][C]0.237799[/C][/ROW]
[ROW][C]18[/C][C]0.165087[/C][C]1.4008[/C][C]0.082784[/C][/ROW]
[ROW][C]19[/C][C]0.004669[/C][C]0.0396[/C][C]0.484253[/C][/ROW]
[ROW][C]20[/C][C]0.137703[/C][C]1.1684[/C][C]0.12324[/C][/ROW]
[ROW][C]21[/C][C]0.054805[/C][C]0.465[/C][C]0.321655[/C][/ROW]
[ROW][C]22[/C][C]-0.137514[/C][C]-1.1668[/C][C]0.123561[/C][/ROW]
[ROW][C]23[/C][C]0.052697[/C][C]0.4471[/C][C]0.328055[/C][/ROW]
[ROW][C]24[/C][C]0.248809[/C][C]2.1112[/C][C]0.019113[/C][/ROW]
[ROW][C]25[/C][C]-0.031557[/C][C]-0.2678[/C][C]0.394822[/C][/ROW]
[ROW][C]26[/C][C]-0.110443[/C][C]-0.9371[/C][C]0.17591[/C][/ROW]
[ROW][C]27[/C][C]-0.12431[/C][C]-1.0548[/C][C]0.147521[/C][/ROW]
[ROW][C]28[/C][C]-0.102845[/C][C]-0.8727[/C][C]0.192872[/C][/ROW]
[ROW][C]29[/C][C]-0.037377[/C][C]-0.3172[/C][C]0.376022[/C][/ROW]
[ROW][C]30[/C][C]-0.015875[/C][C]-0.1347[/C][C]0.446612[/C][/ROW]
[ROW][C]31[/C][C]-0.094428[/C][C]-0.8012[/C][C]0.212813[/C][/ROW]
[ROW][C]32[/C][C]-0.031653[/C][C]-0.2686[/C][C]0.39451[/C][/ROW]
[ROW][C]33[/C][C]-0.123243[/C][C]-1.0458[/C][C]0.149586[/C][/ROW]
[ROW][C]34[/C][C]-0.225342[/C][C]-1.9121[/C][C]0.029922[/C][/ROW]
[ROW][C]35[/C][C]-0.083384[/C][C]-0.7075[/C][C]0.240759[/C][/ROW]
[ROW][C]36[/C][C]0.043229[/C][C]0.3668[/C][C]0.357419[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29365&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	0.451283	3.8293	0.000136
2	0.186979	1.5866	0.058497
3	0.335448	2.8464	0.002878
4	0.264393	2.2434	0.013973
5	0.247935	2.1038	0.019445
6	0.413921	3.5122	0.000386
7	0.233155	1.9784	0.025856
8	0.311324	2.6417	0.005056
9	0.249728	2.119	0.01877
10	0.000721	0.0061	0.497566
11	0.20127	1.7078	0.045988
12	0.52094	4.4203	1.7e-05
13	0.133873	1.136	0.129872
14	-0.008617	-0.0731	0.470958
15	0.067824	0.5755	0.283371
16	0.016274	0.1381	0.445277
17	0.084518	0.7172	0.237799
18	0.165087	1.4008	0.082784
19	0.004669	0.0396	0.484253
20	0.137703	1.1684	0.12324
21	0.054805	0.465	0.321655
22	-0.137514	-1.1668	0.123561
23	0.052697	0.4471	0.328055
24	0.248809	2.1112	0.019113
25	-0.031557	-0.2678	0.394822
26	-0.110443	-0.9371	0.17591
27	-0.12431	-1.0548	0.147521
28	-0.102845	-0.8727	0.192872
29	-0.037377	-0.3172	0.376022
30	-0.015875	-0.1347	0.446612
31	-0.094428	-0.8012	0.212813
32	-0.031653	-0.2686	0.39451
33	-0.123243	-1.0458	0.149586
34	-0.225342	-1.9121	0.029922
35	-0.083384	-0.7075	0.240759
36	0.043229	0.3668	0.357419

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.451283	3.8293	0.000136
2	-0.020942	-0.1777	0.429728
3	0.325066	2.7583	0.00368
4	-0.010142	-0.0861	0.465829
5	0.17449	1.4806	0.071538
6	0.254064	2.1558	0.017221
7	-0.119824	-1.0167	0.156341
8	0.328578	2.7881	0.003389
9	-0.259834	-2.2048	0.015333
10	-0.10886	-0.9237	0.179363
11	0.233901	1.9847	0.025494
12	0.278496	2.3631	0.010413
13	-0.327467	-2.7786	0.003479
14	-0.162639	-1.38	0.085923
15	-0.072154	-0.6122	0.271151
16	0.02995	0.2541	0.400057
17	0.066449	0.5638	0.287308
18	-0.054052	-0.4586	0.323935
19	-0.056189	-0.4768	0.317482
20	0.049089	0.4165	0.339128
21	0.009281	0.0788	0.468723
22	0.115995	0.9842	0.164145
23	-0.032081	-0.2722	0.393118
24	0.000315	0.0027	0.498939
25	-0.097786	-0.8297	0.204715
26	-0.075868	-0.6438	0.260888
27	-0.073987	-0.6278	0.266062
28	0.045436	0.3855	0.350488
29	-0.141253	-1.1986	0.117313
30	0.0122	0.1035	0.458919
31	0.029877	0.2535	0.400297
32	-0.147632	-1.2527	0.107185
33	0.106211	0.9012	0.185235
34	-0.033481	-0.2841	0.388577
35	0.055538	0.4713	0.319443
36	-0.033214	-0.2818	0.389441

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.451283 & 3.8293 & 0.000136 \tabularnewline
2 & -0.020942 & -0.1777 & 0.429728 \tabularnewline
3 & 0.325066 & 2.7583 & 0.00368 \tabularnewline
4 & -0.010142 & -0.0861 & 0.465829 \tabularnewline
5 & 0.17449 & 1.4806 & 0.071538 \tabularnewline
6 & 0.254064 & 2.1558 & 0.017221 \tabularnewline
7 & -0.119824 & -1.0167 & 0.156341 \tabularnewline
8 & 0.328578 & 2.7881 & 0.003389 \tabularnewline
9 & -0.259834 & -2.2048 & 0.015333 \tabularnewline
10 & -0.10886 & -0.9237 & 0.179363 \tabularnewline
11 & 0.233901 & 1.9847 & 0.025494 \tabularnewline
12 & 0.278496 & 2.3631 & 0.010413 \tabularnewline
13 & -0.327467 & -2.7786 & 0.003479 \tabularnewline
14 & -0.162639 & -1.38 & 0.085923 \tabularnewline
15 & -0.072154 & -0.6122 & 0.271151 \tabularnewline
16 & 0.02995 & 0.2541 & 0.400057 \tabularnewline
17 & 0.066449 & 0.5638 & 0.287308 \tabularnewline
18 & -0.054052 & -0.4586 & 0.323935 \tabularnewline
19 & -0.056189 & -0.4768 & 0.317482 \tabularnewline
20 & 0.049089 & 0.4165 & 0.339128 \tabularnewline
21 & 0.009281 & 0.0788 & 0.468723 \tabularnewline
22 & 0.115995 & 0.9842 & 0.164145 \tabularnewline
23 & -0.032081 & -0.2722 & 0.393118 \tabularnewline
24 & 0.000315 & 0.0027 & 0.498939 \tabularnewline
25 & -0.097786 & -0.8297 & 0.204715 \tabularnewline
26 & -0.075868 & -0.6438 & 0.260888 \tabularnewline
27 & -0.073987 & -0.6278 & 0.266062 \tabularnewline
28 & 0.045436 & 0.3855 & 0.350488 \tabularnewline
29 & -0.141253 & -1.1986 & 0.117313 \tabularnewline
30 & 0.0122 & 0.1035 & 0.458919 \tabularnewline
31 & 0.029877 & 0.2535 & 0.400297 \tabularnewline
32 & -0.147632 & -1.2527 & 0.107185 \tabularnewline
33 & 0.106211 & 0.9012 & 0.185235 \tabularnewline
34 & -0.033481 & -0.2841 & 0.388577 \tabularnewline
35 & 0.055538 & 0.4713 & 0.319443 \tabularnewline
36 & -0.033214 & -0.2818 & 0.389441 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29365&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]0.451283[/C][C]3.8293[/C][C]0.000136[/C][/ROW]
[ROW][C]2[/C][C]-0.020942[/C][C]-0.1777[/C][C]0.429728[/C][/ROW]
[ROW][C]3[/C][C]0.325066[/C][C]2.7583[/C][C]0.00368[/C][/ROW]
[ROW][C]4[/C][C]-0.010142[/C][C]-0.0861[/C][C]0.465829[/C][/ROW]
[ROW][C]5[/C][C]0.17449[/C][C]1.4806[/C][C]0.071538[/C][/ROW]
[ROW][C]6[/C][C]0.254064[/C][C]2.1558[/C][C]0.017221[/C][/ROW]
[ROW][C]7[/C][C]-0.119824[/C][C]-1.0167[/C][C]0.156341[/C][/ROW]
[ROW][C]8[/C][C]0.328578[/C][C]2.7881[/C][C]0.003389[/C][/ROW]
[ROW][C]9[/C][C]-0.259834[/C][C]-2.2048[/C][C]0.015333[/C][/ROW]
[ROW][C]10[/C][C]-0.10886[/C][C]-0.9237[/C][C]0.179363[/C][/ROW]
[ROW][C]11[/C][C]0.233901[/C][C]1.9847[/C][C]0.025494[/C][/ROW]
[ROW][C]12[/C][C]0.278496[/C][C]2.3631[/C][C]0.010413[/C][/ROW]
[ROW][C]13[/C][C]-0.327467[/C][C]-2.7786[/C][C]0.003479[/C][/ROW]
[ROW][C]14[/C][C]-0.162639[/C][C]-1.38[/C][C]0.085923[/C][/ROW]
[ROW][C]15[/C][C]-0.072154[/C][C]-0.6122[/C][C]0.271151[/C][/ROW]
[ROW][C]16[/C][C]0.02995[/C][C]0.2541[/C][C]0.400057[/C][/ROW]
[ROW][C]17[/C][C]0.066449[/C][C]0.5638[/C][C]0.287308[/C][/ROW]
[ROW][C]18[/C][C]-0.054052[/C][C]-0.4586[/C][C]0.323935[/C][/ROW]
[ROW][C]19[/C][C]-0.056189[/C][C]-0.4768[/C][C]0.317482[/C][/ROW]
[ROW][C]20[/C][C]0.049089[/C][C]0.4165[/C][C]0.339128[/C][/ROW]
[ROW][C]21[/C][C]0.009281[/C][C]0.0788[/C][C]0.468723[/C][/ROW]
[ROW][C]22[/C][C]0.115995[/C][C]0.9842[/C][C]0.164145[/C][/ROW]
[ROW][C]23[/C][C]-0.032081[/C][C]-0.2722[/C][C]0.393118[/C][/ROW]
[ROW][C]24[/C][C]0.000315[/C][C]0.0027[/C][C]0.498939[/C][/ROW]
[ROW][C]25[/C][C]-0.097786[/C][C]-0.8297[/C][C]0.204715[/C][/ROW]
[ROW][C]26[/C][C]-0.075868[/C][C]-0.6438[/C][C]0.260888[/C][/ROW]
[ROW][C]27[/C][C]-0.073987[/C][C]-0.6278[/C][C]0.266062[/C][/ROW]
[ROW][C]28[/C][C]0.045436[/C][C]0.3855[/C][C]0.350488[/C][/ROW]
[ROW][C]29[/C][C]-0.141253[/C][C]-1.1986[/C][C]0.117313[/C][/ROW]
[ROW][C]30[/C][C]0.0122[/C][C]0.1035[/C][C]0.458919[/C][/ROW]
[ROW][C]31[/C][C]0.029877[/C][C]0.2535[/C][C]0.400297[/C][/ROW]
[ROW][C]32[/C][C]-0.147632[/C][C]-1.2527[/C][C]0.107185[/C][/ROW]
[ROW][C]33[/C][C]0.106211[/C][C]0.9012[/C][C]0.185235[/C][/ROW]
[ROW][C]34[/C][C]-0.033481[/C][C]-0.2841[/C][C]0.388577[/C][/ROW]
[ROW][C]35[/C][C]0.055538[/C][C]0.4713[/C][C]0.319443[/C][/ROW]
[ROW][C]36[/C][C]-0.033214[/C][C]-0.2818[/C][C]0.389441[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29365&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29365&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	0.451283	3.8293	0.000136
2	-0.020942	-0.1777	0.429728
3	0.325066	2.7583	0.00368
4	-0.010142	-0.0861	0.465829
5	0.17449	1.4806	0.071538
6	0.254064	2.1558	0.017221
7	-0.119824	-1.0167	0.156341
8	0.328578	2.7881	0.003389
9	-0.259834	-2.2048	0.015333
10	-0.10886	-0.9237	0.179363
11	0.233901	1.9847	0.025494
12	0.278496	2.3631	0.010413
13	-0.327467	-2.7786	0.003479
14	-0.162639	-1.38	0.085923
15	-0.072154	-0.6122	0.271151
16	0.02995	0.2541	0.400057
17	0.066449	0.5638	0.287308
18	-0.054052	-0.4586	0.323935
19	-0.056189	-0.4768	0.317482
20	0.049089	0.4165	0.339128
21	0.009281	0.0788	0.468723
22	0.115995	0.9842	0.164145
23	-0.032081	-0.2722	0.393118
24	0.000315	0.0027	0.498939
25	-0.097786	-0.8297	0.204715
26	-0.075868	-0.6438	0.260888
27	-0.073987	-0.6278	0.266062
28	0.045436	0.3855	0.350488
29	-0.141253	-1.1986	0.117313
30	0.0122	0.1035	0.458919
31	0.029877	0.2535	0.400297
32	-0.147632	-1.2527	0.107185
33	0.106211	0.9012	0.185235
34	-0.033481	-0.2841	0.388577
35	0.055538	0.4713	0.319443
36	-0.033214	-0.2818	0.389441

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 = 0 ; 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