Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 04:23:27 -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/07/t1228649060suuyyvljlvqw1p7.htm/, Retrieved Wed, 22 May 2024 09:54:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29869, Retrieved Wed, 22 May 2024 09:54:39 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

226

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

-       [(Partial) Autocorrelation Function] [Bert Moons autoco...] [2008-12-07 11:23:27] [1828943283e41f5e3270e2e73d6433b4] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

4.8
5.5
5.4
5.9
5.8
5.1
4.1
4.4
3.6
3.5
3.1
2.9
2.2
1.4
1.2
1.3
1.3
1.3
1.8
1.8
1.8
1.7
2.1
2
1.7
1.9
2.3
2.4
2.5
2.8
2.6
2.2
2.8
2.8
2.8
2.3
2.2
3
2.9
2.7
2.7
2.3
2.4
2.8
2.3
2
1.9
2.3
2.7
1.8
2
2.1
2
2.4
1.7
1
1.2
1.4
1.7
1.8

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	'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 & 4 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=29869&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29869&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29869&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.905058	7.0105	0
2	0.783014	6.0652	0
3	0.667981	5.1742	1e-06
4	0.53049	4.1092	6.1e-05
5	0.387569	3.0021	0.001952
6	0.256197	1.9845	0.02589
7	0.148633	1.1513	0.127086
8	0.039137	0.3032	0.381411
9	-0.052439	-0.4062	0.343024
10	-0.125644	-0.9732	0.167172
11	-0.19939	-1.5445	0.063867
12	-0.275085	-2.1308	0.018607
13	-0.294644	-2.2823	0.013016
14	-0.277936	-2.1529	0.017679
15	-0.261196	-2.0232	0.023756
16	-0.251589	-1.9488	0.028
17	-0.233055	-1.8052	0.038028
18	-0.198419	-1.5369	0.064781
19	-0.175954	-1.3629	0.088998
20	-0.158042	-1.2242	0.112833
21	-0.128951	-0.9989	0.160939
22	-0.100015	-0.7747	0.220775
23	-0.078737	-0.6099	0.272116
24	-0.050162	-0.3886	0.349491
25	-0.005673	-0.0439	0.482548
26	0.020036	0.1552	0.438594
27	0.038119	0.2953	0.384404
28	0.062558	0.4846	0.314871
29	0.077456	0.6	0.275392
30	0.08807	0.6822	0.248873
31	0.099298	0.7692	0.222407
32	0.114442	0.8865	0.189454
33	0.115047	0.8912	0.188204
34	0.107946	0.8361	0.203196
35	0.099255	0.7688	0.222506
36	0.103325	0.8004	0.213332

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905058 & 7.0105 & 0 \tabularnewline
2 & 0.783014 & 6.0652 & 0 \tabularnewline
3 & 0.667981 & 5.1742 & 1e-06 \tabularnewline
4 & 0.53049 & 4.1092 & 6.1e-05 \tabularnewline
5 & 0.387569 & 3.0021 & 0.001952 \tabularnewline
6 & 0.256197 & 1.9845 & 0.02589 \tabularnewline
7 & 0.148633 & 1.1513 & 0.127086 \tabularnewline
8 & 0.039137 & 0.3032 & 0.381411 \tabularnewline
9 & -0.052439 & -0.4062 & 0.343024 \tabularnewline
10 & -0.125644 & -0.9732 & 0.167172 \tabularnewline
11 & -0.19939 & -1.5445 & 0.063867 \tabularnewline
12 & -0.275085 & -2.1308 & 0.018607 \tabularnewline
13 & -0.294644 & -2.2823 & 0.013016 \tabularnewline
14 & -0.277936 & -2.1529 & 0.017679 \tabularnewline
15 & -0.261196 & -2.0232 & 0.023756 \tabularnewline
16 & -0.251589 & -1.9488 & 0.028 \tabularnewline
17 & -0.233055 & -1.8052 & 0.038028 \tabularnewline
18 & -0.198419 & -1.5369 & 0.064781 \tabularnewline
19 & -0.175954 & -1.3629 & 0.088998 \tabularnewline
20 & -0.158042 & -1.2242 & 0.112833 \tabularnewline
21 & -0.128951 & -0.9989 & 0.160939 \tabularnewline
22 & -0.100015 & -0.7747 & 0.220775 \tabularnewline
23 & -0.078737 & -0.6099 & 0.272116 \tabularnewline
24 & -0.050162 & -0.3886 & 0.349491 \tabularnewline
25 & -0.005673 & -0.0439 & 0.482548 \tabularnewline
26 & 0.020036 & 0.1552 & 0.438594 \tabularnewline
27 & 0.038119 & 0.2953 & 0.384404 \tabularnewline
28 & 0.062558 & 0.4846 & 0.314871 \tabularnewline
29 & 0.077456 & 0.6 & 0.275392 \tabularnewline
30 & 0.08807 & 0.6822 & 0.248873 \tabularnewline
31 & 0.099298 & 0.7692 & 0.222407 \tabularnewline
32 & 0.114442 & 0.8865 & 0.189454 \tabularnewline
33 & 0.115047 & 0.8912 & 0.188204 \tabularnewline
34 & 0.107946 & 0.8361 & 0.203196 \tabularnewline
35 & 0.099255 & 0.7688 & 0.222506 \tabularnewline
36 & 0.103325 & 0.8004 & 0.213332 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29869&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]0.905058[/C][C]7.0105[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.783014[/C][C]6.0652[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.667981[/C][C]5.1742[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.53049[/C][C]4.1092[/C][C]6.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.387569[/C][C]3.0021[/C][C]0.001952[/C][/ROW]
[ROW][C]6[/C][C]0.256197[/C][C]1.9845[/C][C]0.02589[/C][/ROW]
[ROW][C]7[/C][C]0.148633[/C][C]1.1513[/C][C]0.127086[/C][/ROW]
[ROW][C]8[/C][C]0.039137[/C][C]0.3032[/C][C]0.381411[/C][/ROW]
[ROW][C]9[/C][C]-0.052439[/C][C]-0.4062[/C][C]0.343024[/C][/ROW]
[ROW][C]10[/C][C]-0.125644[/C][C]-0.9732[/C][C]0.167172[/C][/ROW]
[ROW][C]11[/C][C]-0.19939[/C][C]-1.5445[/C][C]0.063867[/C][/ROW]
[ROW][C]12[/C][C]-0.275085[/C][C]-2.1308[/C][C]0.018607[/C][/ROW]
[ROW][C]13[/C][C]-0.294644[/C][C]-2.2823[/C][C]0.013016[/C][/ROW]
[ROW][C]14[/C][C]-0.277936[/C][C]-2.1529[/C][C]0.017679[/C][/ROW]
[ROW][C]15[/C][C]-0.261196[/C][C]-2.0232[/C][C]0.023756[/C][/ROW]
[ROW][C]16[/C][C]-0.251589[/C][C]-1.9488[/C][C]0.028[/C][/ROW]
[ROW][C]17[/C][C]-0.233055[/C][C]-1.8052[/C][C]0.038028[/C][/ROW]
[ROW][C]18[/C][C]-0.198419[/C][C]-1.5369[/C][C]0.064781[/C][/ROW]
[ROW][C]19[/C][C]-0.175954[/C][C]-1.3629[/C][C]0.088998[/C][/ROW]
[ROW][C]20[/C][C]-0.158042[/C][C]-1.2242[/C][C]0.112833[/C][/ROW]
[ROW][C]21[/C][C]-0.128951[/C][C]-0.9989[/C][C]0.160939[/C][/ROW]
[ROW][C]22[/C][C]-0.100015[/C][C]-0.7747[/C][C]0.220775[/C][/ROW]
[ROW][C]23[/C][C]-0.078737[/C][C]-0.6099[/C][C]0.272116[/C][/ROW]
[ROW][C]24[/C][C]-0.050162[/C][C]-0.3886[/C][C]0.349491[/C][/ROW]
[ROW][C]25[/C][C]-0.005673[/C][C]-0.0439[/C][C]0.482548[/C][/ROW]
[ROW][C]26[/C][C]0.020036[/C][C]0.1552[/C][C]0.438594[/C][/ROW]
[ROW][C]27[/C][C]0.038119[/C][C]0.2953[/C][C]0.384404[/C][/ROW]
[ROW][C]28[/C][C]0.062558[/C][C]0.4846[/C][C]0.314871[/C][/ROW]
[ROW][C]29[/C][C]0.077456[/C][C]0.6[/C][C]0.275392[/C][/ROW]
[ROW][C]30[/C][C]0.08807[/C][C]0.6822[/C][C]0.248873[/C][/ROW]
[ROW][C]31[/C][C]0.099298[/C][C]0.7692[/C][C]0.222407[/C][/ROW]
[ROW][C]32[/C][C]0.114442[/C][C]0.8865[/C][C]0.189454[/C][/ROW]
[ROW][C]33[/C][C]0.115047[/C][C]0.8912[/C][C]0.188204[/C][/ROW]
[ROW][C]34[/C][C]0.107946[/C][C]0.8361[/C][C]0.203196[/C][/ROW]
[ROW][C]35[/C][C]0.099255[/C][C]0.7688[/C][C]0.222506[/C][/ROW]
[ROW][C]36[/C][C]0.103325[/C][C]0.8004[/C][C]0.213332[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29869&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29869&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	0.905058	7.0105	0
2	0.783014	6.0652	0
3	0.667981	5.1742	1e-06
4	0.53049	4.1092	6.1e-05
5	0.387569	3.0021	0.001952
6	0.256197	1.9845	0.02589
7	0.148633	1.1513	0.127086
8	0.039137	0.3032	0.381411
9	-0.052439	-0.4062	0.343024
10	-0.125644	-0.9732	0.167172
11	-0.19939	-1.5445	0.063867
12	-0.275085	-2.1308	0.018607
13	-0.294644	-2.2823	0.013016
14	-0.277936	-2.1529	0.017679
15	-0.261196	-2.0232	0.023756
16	-0.251589	-1.9488	0.028
17	-0.233055	-1.8052	0.038028
18	-0.198419	-1.5369	0.064781
19	-0.175954	-1.3629	0.088998
20	-0.158042	-1.2242	0.112833
21	-0.128951	-0.9989	0.160939
22	-0.100015	-0.7747	0.220775
23	-0.078737	-0.6099	0.272116
24	-0.050162	-0.3886	0.349491
25	-0.005673	-0.0439	0.482548
26	0.020036	0.1552	0.438594
27	0.038119	0.2953	0.384404
28	0.062558	0.4846	0.314871
29	0.077456	0.6	0.275392
30	0.08807	0.6822	0.248873
31	0.099298	0.7692	0.222407
32	0.114442	0.8865	0.189454
33	0.115047	0.8912	0.188204
34	0.107946	0.8361	0.203196
35	0.099255	0.7688	0.222506
36	0.103325	0.8004	0.213332

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.905058	7.0105	0
2	-0.199677	-1.5467	0.063598
3	-0.008513	-0.0659	0.473822
4	-0.21213	-1.6432	0.052791
5	-0.083126	-0.6439	0.261051
6	-0.0483	-0.3741	0.354814
7	0.03673	0.2845	0.388499
8	-0.133563	-1.0346	0.152509
9	0.015594	0.1208	0.45213
10	-0.05938	-0.46	0.323606
11	-0.099029	-0.7671	0.223022
12	-0.123903	-0.9597	0.170518
13	0.234015	1.8127	0.037443
14	0.052857	0.4094	0.341842
15	-0.01677	-0.1299	0.448539
16	-0.164592	-1.2749	0.103625
17	-0.022928	-0.1776	0.429819
18	0.045321	0.3511	0.363388
19	-0.015224	-0.1179	0.453261
20	-0.053076	-0.4111	0.341223
21	0.052207	0.4044	0.34368
22	-0.009133	-0.0707	0.471917
23	-0.04679	-0.3624	0.359152
24	-0.021945	-0.17	0.432796
25	0.151705	1.1751	0.122299
26	-0.025877	-0.2004	0.420907
27	0.023955	0.1856	0.42671
28	-0.071158	-0.5512	0.291776
29	-0.040291	-0.3121	0.378027
30	0.076938	0.596	0.276723
31	0.046563	0.3607	0.359803
32	-0.00697	-0.054	0.478561
33	-0.04485	-0.3474	0.36475
34	-0.003963	-0.0307	0.487807
35	-0.040122	-0.3108	0.37852
36	0.117341	0.9089	0.183515

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905058 & 7.0105 & 0 \tabularnewline
2 & -0.199677 & -1.5467 & 0.063598 \tabularnewline
3 & -0.008513 & -0.0659 & 0.473822 \tabularnewline
4 & -0.21213 & -1.6432 & 0.052791 \tabularnewline
5 & -0.083126 & -0.6439 & 0.261051 \tabularnewline
6 & -0.0483 & -0.3741 & 0.354814 \tabularnewline
7 & 0.03673 & 0.2845 & 0.388499 \tabularnewline
8 & -0.133563 & -1.0346 & 0.152509 \tabularnewline
9 & 0.015594 & 0.1208 & 0.45213 \tabularnewline
10 & -0.05938 & -0.46 & 0.323606 \tabularnewline
11 & -0.099029 & -0.7671 & 0.223022 \tabularnewline
12 & -0.123903 & -0.9597 & 0.170518 \tabularnewline
13 & 0.234015 & 1.8127 & 0.037443 \tabularnewline
14 & 0.052857 & 0.4094 & 0.341842 \tabularnewline
15 & -0.01677 & -0.1299 & 0.448539 \tabularnewline
16 & -0.164592 & -1.2749 & 0.103625 \tabularnewline
17 & -0.022928 & -0.1776 & 0.429819 \tabularnewline
18 & 0.045321 & 0.3511 & 0.363388 \tabularnewline
19 & -0.015224 & -0.1179 & 0.453261 \tabularnewline
20 & -0.053076 & -0.4111 & 0.341223 \tabularnewline
21 & 0.052207 & 0.4044 & 0.34368 \tabularnewline
22 & -0.009133 & -0.0707 & 0.471917 \tabularnewline
23 & -0.04679 & -0.3624 & 0.359152 \tabularnewline
24 & -0.021945 & -0.17 & 0.432796 \tabularnewline
25 & 0.151705 & 1.1751 & 0.122299 \tabularnewline
26 & -0.025877 & -0.2004 & 0.420907 \tabularnewline
27 & 0.023955 & 0.1856 & 0.42671 \tabularnewline
28 & -0.071158 & -0.5512 & 0.291776 \tabularnewline
29 & -0.040291 & -0.3121 & 0.378027 \tabularnewline
30 & 0.076938 & 0.596 & 0.276723 \tabularnewline
31 & 0.046563 & 0.3607 & 0.359803 \tabularnewline
32 & -0.00697 & -0.054 & 0.478561 \tabularnewline
33 & -0.04485 & -0.3474 & 0.36475 \tabularnewline
34 & -0.003963 & -0.0307 & 0.487807 \tabularnewline
35 & -0.040122 & -0.3108 & 0.37852 \tabularnewline
36 & 0.117341 & 0.9089 & 0.183515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29869&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]0.905058[/C][C]7.0105[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.199677[/C][C]-1.5467[/C][C]0.063598[/C][/ROW]
[ROW][C]3[/C][C]-0.008513[/C][C]-0.0659[/C][C]0.473822[/C][/ROW]
[ROW][C]4[/C][C]-0.21213[/C][C]-1.6432[/C][C]0.052791[/C][/ROW]
[ROW][C]5[/C][C]-0.083126[/C][C]-0.6439[/C][C]0.261051[/C][/ROW]
[ROW][C]6[/C][C]-0.0483[/C][C]-0.3741[/C][C]0.354814[/C][/ROW]
[ROW][C]7[/C][C]0.03673[/C][C]0.2845[/C][C]0.388499[/C][/ROW]
[ROW][C]8[/C][C]-0.133563[/C][C]-1.0346[/C][C]0.152509[/C][/ROW]
[ROW][C]9[/C][C]0.015594[/C][C]0.1208[/C][C]0.45213[/C][/ROW]
[ROW][C]10[/C][C]-0.05938[/C][C]-0.46[/C][C]0.323606[/C][/ROW]
[ROW][C]11[/C][C]-0.099029[/C][C]-0.7671[/C][C]0.223022[/C][/ROW]
[ROW][C]12[/C][C]-0.123903[/C][C]-0.9597[/C][C]0.170518[/C][/ROW]
[ROW][C]13[/C][C]0.234015[/C][C]1.8127[/C][C]0.037443[/C][/ROW]
[ROW][C]14[/C][C]0.052857[/C][C]0.4094[/C][C]0.341842[/C][/ROW]
[ROW][C]15[/C][C]-0.01677[/C][C]-0.1299[/C][C]0.448539[/C][/ROW]
[ROW][C]16[/C][C]-0.164592[/C][C]-1.2749[/C][C]0.103625[/C][/ROW]
[ROW][C]17[/C][C]-0.022928[/C][C]-0.1776[/C][C]0.429819[/C][/ROW]
[ROW][C]18[/C][C]0.045321[/C][C]0.3511[/C][C]0.363388[/C][/ROW]
[ROW][C]19[/C][C]-0.015224[/C][C]-0.1179[/C][C]0.453261[/C][/ROW]
[ROW][C]20[/C][C]-0.053076[/C][C]-0.4111[/C][C]0.341223[/C][/ROW]
[ROW][C]21[/C][C]0.052207[/C][C]0.4044[/C][C]0.34368[/C][/ROW]
[ROW][C]22[/C][C]-0.009133[/C][C]-0.0707[/C][C]0.471917[/C][/ROW]
[ROW][C]23[/C][C]-0.04679[/C][C]-0.3624[/C][C]0.359152[/C][/ROW]
[ROW][C]24[/C][C]-0.021945[/C][C]-0.17[/C][C]0.432796[/C][/ROW]
[ROW][C]25[/C][C]0.151705[/C][C]1.1751[/C][C]0.122299[/C][/ROW]
[ROW][C]26[/C][C]-0.025877[/C][C]-0.2004[/C][C]0.420907[/C][/ROW]
[ROW][C]27[/C][C]0.023955[/C][C]0.1856[/C][C]0.42671[/C][/ROW]
[ROW][C]28[/C][C]-0.071158[/C][C]-0.5512[/C][C]0.291776[/C][/ROW]
[ROW][C]29[/C][C]-0.040291[/C][C]-0.3121[/C][C]0.378027[/C][/ROW]
[ROW][C]30[/C][C]0.076938[/C][C]0.596[/C][C]0.276723[/C][/ROW]
[ROW][C]31[/C][C]0.046563[/C][C]0.3607[/C][C]0.359803[/C][/ROW]
[ROW][C]32[/C][C]-0.00697[/C][C]-0.054[/C][C]0.478561[/C][/ROW]
[ROW][C]33[/C][C]-0.04485[/C][C]-0.3474[/C][C]0.36475[/C][/ROW]
[ROW][C]34[/C][C]-0.003963[/C][C]-0.0307[/C][C]0.487807[/C][/ROW]
[ROW][C]35[/C][C]-0.040122[/C][C]-0.3108[/C][C]0.37852[/C][/ROW]
[ROW][C]36[/C][C]0.117341[/C][C]0.9089[/C][C]0.183515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29869&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29869&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	0.905058	7.0105	0
2	-0.199677	-1.5467	0.063598
3	-0.008513	-0.0659	0.473822
4	-0.21213	-1.6432	0.052791
5	-0.083126	-0.6439	0.261051
6	-0.0483	-0.3741	0.354814
7	0.03673	0.2845	0.388499
8	-0.133563	-1.0346	0.152509
9	0.015594	0.1208	0.45213
10	-0.05938	-0.46	0.323606
11	-0.099029	-0.7671	0.223022
12	-0.123903	-0.9597	0.170518
13	0.234015	1.8127	0.037443
14	0.052857	0.4094	0.341842
15	-0.01677	-0.1299	0.448539
16	-0.164592	-1.2749	0.103625
17	-0.022928	-0.1776	0.429819
18	0.045321	0.3511	0.363388
19	-0.015224	-0.1179	0.453261
20	-0.053076	-0.4111	0.341223
21	0.052207	0.4044	0.34368
22	-0.009133	-0.0707	0.471917
23	-0.04679	-0.3624	0.359152
24	-0.021945	-0.17	0.432796
25	0.151705	1.1751	0.122299
26	-0.025877	-0.2004	0.420907
27	0.023955	0.1856	0.42671
28	-0.071158	-0.5512	0.291776
29	-0.040291	-0.3121	0.378027
30	0.076938	0.596	0.276723
31	0.046563	0.3607	0.359803
32	-0.00697	-0.054	0.478561
33	-0.04485	-0.3474	0.36475
34	-0.003963	-0.0307	0.487807
35	-0.040122	-0.3108	0.37852
36	0.117341	0.9089	0.183515

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