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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 11:12:25 -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/06/t12285872596ghzzdgi2nk8dzz.htm/, Retrieved Fri, 17 May 2024 04:43:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29788, Retrieved Fri, 17 May 2024 04:43:26 +0000

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Estimated Impact

218

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Variance Reduction Matrix] [step 2] [2008-12-06 09:12:19] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
F RMPD      [(Partial) Autocorrelation Function] [step 2] [2008-12-06 18:12:25] [a9e6d7cd6e144e8b311d9f96a24c5a25] [Current]

Feedback Forum

2008-12-13 11:08:25 [Sam De Cuyper] [reply] 
Klopt maar er is ook sprake van seizoenaliteit. Dit is te zien in lag 12 en 24, waar de waarde voor de waarneming iets hoger is. . Alle waarnemingen liggen buiten het 95% betrouwbaarheidsinterval. Dit wil zeggen dat er nog (niet toevallige) voorspelbare componenten aanwezig zijn die moeten geëlimineerd worden. Op het eerste zicht is seizoenaliteit niet aanwezig.
2008-12-16 19:02:14 [Kevin Vermeiren] [reply] 
Het klopt dat er een duidelijke lange termijn trend zichtbaar is. De student besluit terecht te differentiëren met parameter d=1. 

Post a new message

Dataseries X:

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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	'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29788&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29788&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29788&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.741582	7.113	0
2	0.630108	6.0438	0
3	0.624296	5.988	0
4	0.604743	5.8005	0
5	0.610914	5.8597	0
6	0.581614	5.5786	0
7	0.520466	4.9921	1e-06
8	0.476132	4.5669	8e-06
9	0.44718	4.2892	2.2e-05
10	0.41335	3.9647	7.3e-05
11	0.454654	4.3609	1.7e-05
12	0.563129	5.4013	0
13	0.407441	3.908	8.9e-05
14	0.345193	3.311	0.000665
15	0.319755	3.067	0.00142
16	0.340681	3.2677	0.000763
17	0.38396	3.6828	0.000195
18	0.351929	3.3756	0.00054
19	0.335446	3.2175	0.000893
20	0.304867	2.9242	0.002174
21	0.236344	2.2669	0.012868
22	0.207065	1.9861	0.024999
23	0.253065	2.4273	0.008579
24	0.27102	2.5995	0.005437
25	0.15566	1.493	0.069425
26	0.100789	0.9667	0.168107
27	0.030725	0.2947	0.384443
28	0.042349	0.4062	0.342769
29	0.062555	0.6	0.274987
30	0.01893	0.1816	0.428158
31	0.00651	0.0624	0.475173
32	-0.031531	-0.3024	0.381501
33	-0.082863	-0.7948	0.21439
34	-0.072528	-0.6957	0.244198
35	-0.030712	-0.2946	0.384489
36	-0.008102	-0.0777	0.469112

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.741582 & 7.113 & 0 \tabularnewline
2 & 0.630108 & 6.0438 & 0 \tabularnewline
3 & 0.624296 & 5.988 & 0 \tabularnewline
4 & 0.604743 & 5.8005 & 0 \tabularnewline
5 & 0.610914 & 5.8597 & 0 \tabularnewline
6 & 0.581614 & 5.5786 & 0 \tabularnewline
7 & 0.520466 & 4.9921 & 1e-06 \tabularnewline
8 & 0.476132 & 4.5669 & 8e-06 \tabularnewline
9 & 0.44718 & 4.2892 & 2.2e-05 \tabularnewline
10 & 0.41335 & 3.9647 & 7.3e-05 \tabularnewline
11 & 0.454654 & 4.3609 & 1.7e-05 \tabularnewline
12 & 0.563129 & 5.4013 & 0 \tabularnewline
13 & 0.407441 & 3.908 & 8.9e-05 \tabularnewline
14 & 0.345193 & 3.311 & 0.000665 \tabularnewline
15 & 0.319755 & 3.067 & 0.00142 \tabularnewline
16 & 0.340681 & 3.2677 & 0.000763 \tabularnewline
17 & 0.38396 & 3.6828 & 0.000195 \tabularnewline
18 & 0.351929 & 3.3756 & 0.00054 \tabularnewline
19 & 0.335446 & 3.2175 & 0.000893 \tabularnewline
20 & 0.304867 & 2.9242 & 0.002174 \tabularnewline
21 & 0.236344 & 2.2669 & 0.012868 \tabularnewline
22 & 0.207065 & 1.9861 & 0.024999 \tabularnewline
23 & 0.253065 & 2.4273 & 0.008579 \tabularnewline
24 & 0.27102 & 2.5995 & 0.005437 \tabularnewline
25 & 0.15566 & 1.493 & 0.069425 \tabularnewline
26 & 0.100789 & 0.9667 & 0.168107 \tabularnewline
27 & 0.030725 & 0.2947 & 0.384443 \tabularnewline
28 & 0.042349 & 0.4062 & 0.342769 \tabularnewline
29 & 0.062555 & 0.6 & 0.274987 \tabularnewline
30 & 0.01893 & 0.1816 & 0.428158 \tabularnewline
31 & 0.00651 & 0.0624 & 0.475173 \tabularnewline
32 & -0.031531 & -0.3024 & 0.381501 \tabularnewline
33 & -0.082863 & -0.7948 & 0.21439 \tabularnewline
34 & -0.072528 & -0.6957 & 0.244198 \tabularnewline
35 & -0.030712 & -0.2946 & 0.384489 \tabularnewline
36 & -0.008102 & -0.0777 & 0.469112 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29788&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]0.741582[/C][C]7.113[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.630108[/C][C]6.0438[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.624296[/C][C]5.988[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.604743[/C][C]5.8005[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.610914[/C][C]5.8597[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.581614[/C][C]5.5786[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.520466[/C][C]4.9921[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.476132[/C][C]4.5669[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.44718[/C][C]4.2892[/C][C]2.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.41335[/C][C]3.9647[/C][C]7.3e-05[/C][/ROW]
[ROW][C]11[/C][C]0.454654[/C][C]4.3609[/C][C]1.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.563129[/C][C]5.4013[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.407441[/C][C]3.908[/C][C]8.9e-05[/C][/ROW]
[ROW][C]14[/C][C]0.345193[/C][C]3.311[/C][C]0.000665[/C][/ROW]
[ROW][C]15[/C][C]0.319755[/C][C]3.067[/C][C]0.00142[/C][/ROW]
[ROW][C]16[/C][C]0.340681[/C][C]3.2677[/C][C]0.000763[/C][/ROW]
[ROW][C]17[/C][C]0.38396[/C][C]3.6828[/C][C]0.000195[/C][/ROW]
[ROW][C]18[/C][C]0.351929[/C][C]3.3756[/C][C]0.00054[/C][/ROW]
[ROW][C]19[/C][C]0.335446[/C][C]3.2175[/C][C]0.000893[/C][/ROW]
[ROW][C]20[/C][C]0.304867[/C][C]2.9242[/C][C]0.002174[/C][/ROW]
[ROW][C]21[/C][C]0.236344[/C][C]2.2669[/C][C]0.012868[/C][/ROW]
[ROW][C]22[/C][C]0.207065[/C][C]1.9861[/C][C]0.024999[/C][/ROW]
[ROW][C]23[/C][C]0.253065[/C][C]2.4273[/C][C]0.008579[/C][/ROW]
[ROW][C]24[/C][C]0.27102[/C][C]2.5995[/C][C]0.005437[/C][/ROW]
[ROW][C]25[/C][C]0.15566[/C][C]1.493[/C][C]0.069425[/C][/ROW]
[ROW][C]26[/C][C]0.100789[/C][C]0.9667[/C][C]0.168107[/C][/ROW]
[ROW][C]27[/C][C]0.030725[/C][C]0.2947[/C][C]0.384443[/C][/ROW]
[ROW][C]28[/C][C]0.042349[/C][C]0.4062[/C][C]0.342769[/C][/ROW]
[ROW][C]29[/C][C]0.062555[/C][C]0.6[/C][C]0.274987[/C][/ROW]
[ROW][C]30[/C][C]0.01893[/C][C]0.1816[/C][C]0.428158[/C][/ROW]
[ROW][C]31[/C][C]0.00651[/C][C]0.0624[/C][C]0.475173[/C][/ROW]
[ROW][C]32[/C][C]-0.031531[/C][C]-0.3024[/C][C]0.381501[/C][/ROW]
[ROW][C]33[/C][C]-0.082863[/C][C]-0.7948[/C][C]0.21439[/C][/ROW]
[ROW][C]34[/C][C]-0.072528[/C][C]-0.6957[/C][C]0.244198[/C][/ROW]
[ROW][C]35[/C][C]-0.030712[/C][C]-0.2946[/C][C]0.384489[/C][/ROW]
[ROW][C]36[/C][C]-0.008102[/C][C]-0.0777[/C][C]0.469112[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29788&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29788&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	0.741582	7.113	0
2	0.630108	6.0438	0
3	0.624296	5.988	0
4	0.604743	5.8005	0
5	0.610914	5.8597	0
6	0.581614	5.5786	0
7	0.520466	4.9921	1e-06
8	0.476132	4.5669	8e-06
9	0.44718	4.2892	2.2e-05
10	0.41335	3.9647	7.3e-05
11	0.454654	4.3609	1.7e-05
12	0.563129	5.4013	0
13	0.407441	3.908	8.9e-05
14	0.345193	3.311	0.000665
15	0.319755	3.067	0.00142
16	0.340681	3.2677	0.000763
17	0.38396	3.6828	0.000195
18	0.351929	3.3756	0.00054
19	0.335446	3.2175	0.000893
20	0.304867	2.9242	0.002174
21	0.236344	2.2669	0.012868
22	0.207065	1.9861	0.024999
23	0.253065	2.4273	0.008579
24	0.27102	2.5995	0.005437
25	0.15566	1.493	0.069425
26	0.100789	0.9667	0.168107
27	0.030725	0.2947	0.384443
28	0.042349	0.4062	0.342769
29	0.062555	0.6	0.274987
30	0.01893	0.1816	0.428158
31	0.00651	0.0624	0.475173
32	-0.031531	-0.3024	0.381501
33	-0.082863	-0.7948	0.21439
34	-0.072528	-0.6957	0.244198
35	-0.030712	-0.2946	0.384489
36	-0.008102	-0.0777	0.469112

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.741582	7.113	0
2	0.178122	1.7085	0.045459
3	0.2482	2.3806	0.009672
4	0.124382	1.193	0.117962
5	0.170714	1.6374	0.052479
6	0.041497	0.398	0.345766
7	-0.039559	-0.3794	0.352618
8	-0.041345	-0.3966	0.346302
9	-0.02829	-0.2713	0.393365
10	-0.044318	-0.4251	0.335884
11	0.157194	1.5078	0.067522
12	0.347126	3.3295	0.000626
13	-0.319236	-3.062	0.001441
14	-0.036863	-0.3536	0.362234
15	-0.133841	-1.2838	0.101225
16	0.098217	0.9421	0.174314
17	0.06848	0.6568	0.256461
18	0.009883	0.0948	0.462344
19	0.117785	1.1298	0.130758
20	-0.047266	-0.4534	0.32568
21	-0.175564	-1.6839	0.047791
22	-0.084479	-0.8103	0.20993
23	0.050342	0.4829	0.315171
24	-0.086571	-0.8304	0.204242
25	-0.050149	-0.481	0.315824
26	-0.028847	-0.2767	0.39132
27	-0.103169	-0.9896	0.162492
28	-0.049753	-0.4772	0.317172
29	-0.064254	-0.6163	0.269607
30	0.02172	0.2083	0.417714
31	0.000594	0.0057	0.497733
32	-0.024437	-0.2344	0.407602
33	0.029315	0.2812	0.389602
34	0.064367	0.6174	0.269252
35	-0.03385	-0.3247	0.373081
36	0.027119	0.2601	0.397678

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.741582 & 7.113 & 0 \tabularnewline
2 & 0.178122 & 1.7085 & 0.045459 \tabularnewline
3 & 0.2482 & 2.3806 & 0.009672 \tabularnewline
4 & 0.124382 & 1.193 & 0.117962 \tabularnewline
5 & 0.170714 & 1.6374 & 0.052479 \tabularnewline
6 & 0.041497 & 0.398 & 0.345766 \tabularnewline
7 & -0.039559 & -0.3794 & 0.352618 \tabularnewline
8 & -0.041345 & -0.3966 & 0.346302 \tabularnewline
9 & -0.02829 & -0.2713 & 0.393365 \tabularnewline
10 & -0.044318 & -0.4251 & 0.335884 \tabularnewline
11 & 0.157194 & 1.5078 & 0.067522 \tabularnewline
12 & 0.347126 & 3.3295 & 0.000626 \tabularnewline
13 & -0.319236 & -3.062 & 0.001441 \tabularnewline
14 & -0.036863 & -0.3536 & 0.362234 \tabularnewline
15 & -0.133841 & -1.2838 & 0.101225 \tabularnewline
16 & 0.098217 & 0.9421 & 0.174314 \tabularnewline
17 & 0.06848 & 0.6568 & 0.256461 \tabularnewline
18 & 0.009883 & 0.0948 & 0.462344 \tabularnewline
19 & 0.117785 & 1.1298 & 0.130758 \tabularnewline
20 & -0.047266 & -0.4534 & 0.32568 \tabularnewline
21 & -0.175564 & -1.6839 & 0.047791 \tabularnewline
22 & -0.084479 & -0.8103 & 0.20993 \tabularnewline
23 & 0.050342 & 0.4829 & 0.315171 \tabularnewline
24 & -0.086571 & -0.8304 & 0.204242 \tabularnewline
25 & -0.050149 & -0.481 & 0.315824 \tabularnewline
26 & -0.028847 & -0.2767 & 0.39132 \tabularnewline
27 & -0.103169 & -0.9896 & 0.162492 \tabularnewline
28 & -0.049753 & -0.4772 & 0.317172 \tabularnewline
29 & -0.064254 & -0.6163 & 0.269607 \tabularnewline
30 & 0.02172 & 0.2083 & 0.417714 \tabularnewline
31 & 0.000594 & 0.0057 & 0.497733 \tabularnewline
32 & -0.024437 & -0.2344 & 0.407602 \tabularnewline
33 & 0.029315 & 0.2812 & 0.389602 \tabularnewline
34 & 0.064367 & 0.6174 & 0.269252 \tabularnewline
35 & -0.03385 & -0.3247 & 0.373081 \tabularnewline
36 & 0.027119 & 0.2601 & 0.397678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29788&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]0.741582[/C][C]7.113[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.178122[/C][C]1.7085[/C][C]0.045459[/C][/ROW]
[ROW][C]3[/C][C]0.2482[/C][C]2.3806[/C][C]0.009672[/C][/ROW]
[ROW][C]4[/C][C]0.124382[/C][C]1.193[/C][C]0.117962[/C][/ROW]
[ROW][C]5[/C][C]0.170714[/C][C]1.6374[/C][C]0.052479[/C][/ROW]
[ROW][C]6[/C][C]0.041497[/C][C]0.398[/C][C]0.345766[/C][/ROW]
[ROW][C]7[/C][C]-0.039559[/C][C]-0.3794[/C][C]0.352618[/C][/ROW]
[ROW][C]8[/C][C]-0.041345[/C][C]-0.3966[/C][C]0.346302[/C][/ROW]
[ROW][C]9[/C][C]-0.02829[/C][C]-0.2713[/C][C]0.393365[/C][/ROW]
[ROW][C]10[/C][C]-0.044318[/C][C]-0.4251[/C][C]0.335884[/C][/ROW]
[ROW][C]11[/C][C]0.157194[/C][C]1.5078[/C][C]0.067522[/C][/ROW]
[ROW][C]12[/C][C]0.347126[/C][C]3.3295[/C][C]0.000626[/C][/ROW]
[ROW][C]13[/C][C]-0.319236[/C][C]-3.062[/C][C]0.001441[/C][/ROW]
[ROW][C]14[/C][C]-0.036863[/C][C]-0.3536[/C][C]0.362234[/C][/ROW]
[ROW][C]15[/C][C]-0.133841[/C][C]-1.2838[/C][C]0.101225[/C][/ROW]
[ROW][C]16[/C][C]0.098217[/C][C]0.9421[/C][C]0.174314[/C][/ROW]
[ROW][C]17[/C][C]0.06848[/C][C]0.6568[/C][C]0.256461[/C][/ROW]
[ROW][C]18[/C][C]0.009883[/C][C]0.0948[/C][C]0.462344[/C][/ROW]
[ROW][C]19[/C][C]0.117785[/C][C]1.1298[/C][C]0.130758[/C][/ROW]
[ROW][C]20[/C][C]-0.047266[/C][C]-0.4534[/C][C]0.32568[/C][/ROW]
[ROW][C]21[/C][C]-0.175564[/C][C]-1.6839[/C][C]0.047791[/C][/ROW]
[ROW][C]22[/C][C]-0.084479[/C][C]-0.8103[/C][C]0.20993[/C][/ROW]
[ROW][C]23[/C][C]0.050342[/C][C]0.4829[/C][C]0.315171[/C][/ROW]
[ROW][C]24[/C][C]-0.086571[/C][C]-0.8304[/C][C]0.204242[/C][/ROW]
[ROW][C]25[/C][C]-0.050149[/C][C]-0.481[/C][C]0.315824[/C][/ROW]
[ROW][C]26[/C][C]-0.028847[/C][C]-0.2767[/C][C]0.39132[/C][/ROW]
[ROW][C]27[/C][C]-0.103169[/C][C]-0.9896[/C][C]0.162492[/C][/ROW]
[ROW][C]28[/C][C]-0.049753[/C][C]-0.4772[/C][C]0.317172[/C][/ROW]
[ROW][C]29[/C][C]-0.064254[/C][C]-0.6163[/C][C]0.269607[/C][/ROW]
[ROW][C]30[/C][C]0.02172[/C][C]0.2083[/C][C]0.417714[/C][/ROW]
[ROW][C]31[/C][C]0.000594[/C][C]0.0057[/C][C]0.497733[/C][/ROW]
[ROW][C]32[/C][C]-0.024437[/C][C]-0.2344[/C][C]0.407602[/C][/ROW]
[ROW][C]33[/C][C]0.029315[/C][C]0.2812[/C][C]0.389602[/C][/ROW]
[ROW][C]34[/C][C]0.064367[/C][C]0.6174[/C][C]0.269252[/C][/ROW]
[ROW][C]35[/C][C]-0.03385[/C][C]-0.3247[/C][C]0.373081[/C][/ROW]
[ROW][C]36[/C][C]0.027119[/C][C]0.2601[/C][C]0.397678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29788&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29788&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	0.741582	7.113	0
2	0.178122	1.7085	0.045459
3	0.2482	2.3806	0.009672
4	0.124382	1.193	0.117962
5	0.170714	1.6374	0.052479
6	0.041497	0.398	0.345766
7	-0.039559	-0.3794	0.352618
8	-0.041345	-0.3966	0.346302
9	-0.02829	-0.2713	0.393365
10	-0.044318	-0.4251	0.335884
11	0.157194	1.5078	0.067522
12	0.347126	3.3295	0.000626
13	-0.319236	-3.062	0.001441
14	-0.036863	-0.3536	0.362234
15	-0.133841	-1.2838	0.101225
16	0.098217	0.9421	0.174314
17	0.06848	0.6568	0.256461
18	0.009883	0.0948	0.462344
19	0.117785	1.1298	0.130758
20	-0.047266	-0.4534	0.32568
21	-0.175564	-1.6839	0.047791
22	-0.084479	-0.8103	0.20993
23	0.050342	0.4829	0.315171
24	-0.086571	-0.8304	0.204242
25	-0.050149	-0.481	0.315824
26	-0.028847	-0.2767	0.39132
27	-0.103169	-0.9896	0.162492
28	-0.049753	-0.4772	0.317172
29	-0.064254	-0.6163	0.269607
30	0.02172	0.2083	0.417714
31	0.000594	0.0057	0.497733
32	-0.024437	-0.2344	0.407602
33	0.029315	0.2812	0.389602
34	0.064367	0.6174	0.269252
35	-0.03385	-0.3247	0.373081
36	0.027119	0.2601	0.397678

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