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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 13:21:09 -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/07/t12286813266gbmwtvkgfdo1db.htm/, Retrieved Wed, 22 May 2024 15:18:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30299, Retrieved Wed, 22 May 2024 15:18:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

181

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

F     [Standard Deviation-Mean Plot] [step 1] [2008-12-06 12:33:55] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMP   [(Partial) Autocorrelation Function] [acf] [2008-12-07 20:04:18] [c45c87b96bbf32ffc2144fc37d767b2e]
-   P       [(Partial) Autocorrelation Function] [acf] [2008-12-07 20:21:09] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
F   P         [(Partial) Autocorrelation Function] [acf] [2008-12-07 23:16:53] [c45c87b96bbf32ffc2144fc37d767b2e] 

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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=30299&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=30299&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30299&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	-0.466265	-4.3987	1.5e-05
2	-0.059132	-0.5579	0.289173
3	0.007397	0.0698	0.472261
4	0.095602	0.9019	0.18477
5	-0.073511	-0.6935	0.244899
6	0.012647	0.1193	0.452647
7	0.071916	0.6785	0.249621
8	-0.208631	-1.9682	0.026078
9	0.231474	2.1837	0.015806
10	-0.097355	-0.9184	0.180435
11	0.14802	1.3964	0.08303
12	-0.268509	-2.5331	0.006528
13	0.014619	0.1379	0.445311
14	0.142533	1.3447	0.091077
15	-0.016346	-0.1542	0.438898
16	-0.049153	-0.4637	0.321994
17	-0.054966	-0.5185	0.302682
18	0.150418	1.419	0.07969
19	-0.052469	-0.495	0.310912
20	0.032915	0.3105	0.378447
21	-0.090713	-0.8558	0.197208
22	-0.05389	-0.5084	0.306216
23	0.213891	2.0178	0.02331
24	-0.178466	-1.6836	0.047878
25	0.073562	0.694	0.244751
26	-0.011628	-0.1097	0.456446
27	-0.008426	-0.0795	0.46841
28	-0.005912	-0.0558	0.477825
29	0.084266	0.795	0.214375
30	-0.042415	-0.4001	0.345006
31	-0.202353	-1.909	0.029743
32	0.18655	1.7599	0.04093
33	0.076352	0.7203	0.236613
34	-0.055244	-0.5212	0.301772
35	-0.140671	-1.3271	0.093937
36	0.192944	1.8202	0.036043

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.466265 & -4.3987 & 1.5e-05 \tabularnewline
2 & -0.059132 & -0.5579 & 0.289173 \tabularnewline
3 & 0.007397 & 0.0698 & 0.472261 \tabularnewline
4 & 0.095602 & 0.9019 & 0.18477 \tabularnewline
5 & -0.073511 & -0.6935 & 0.244899 \tabularnewline
6 & 0.012647 & 0.1193 & 0.452647 \tabularnewline
7 & 0.071916 & 0.6785 & 0.249621 \tabularnewline
8 & -0.208631 & -1.9682 & 0.026078 \tabularnewline
9 & 0.231474 & 2.1837 & 0.015806 \tabularnewline
10 & -0.097355 & -0.9184 & 0.180435 \tabularnewline
11 & 0.14802 & 1.3964 & 0.08303 \tabularnewline
12 & -0.268509 & -2.5331 & 0.006528 \tabularnewline
13 & 0.014619 & 0.1379 & 0.445311 \tabularnewline
14 & 0.142533 & 1.3447 & 0.091077 \tabularnewline
15 & -0.016346 & -0.1542 & 0.438898 \tabularnewline
16 & -0.049153 & -0.4637 & 0.321994 \tabularnewline
17 & -0.054966 & -0.5185 & 0.302682 \tabularnewline
18 & 0.150418 & 1.419 & 0.07969 \tabularnewline
19 & -0.052469 & -0.495 & 0.310912 \tabularnewline
20 & 0.032915 & 0.3105 & 0.378447 \tabularnewline
21 & -0.090713 & -0.8558 & 0.197208 \tabularnewline
22 & -0.05389 & -0.5084 & 0.306216 \tabularnewline
23 & 0.213891 & 2.0178 & 0.02331 \tabularnewline
24 & -0.178466 & -1.6836 & 0.047878 \tabularnewline
25 & 0.073562 & 0.694 & 0.244751 \tabularnewline
26 & -0.011628 & -0.1097 & 0.456446 \tabularnewline
27 & -0.008426 & -0.0795 & 0.46841 \tabularnewline
28 & -0.005912 & -0.0558 & 0.477825 \tabularnewline
29 & 0.084266 & 0.795 & 0.214375 \tabularnewline
30 & -0.042415 & -0.4001 & 0.345006 \tabularnewline
31 & -0.202353 & -1.909 & 0.029743 \tabularnewline
32 & 0.18655 & 1.7599 & 0.04093 \tabularnewline
33 & 0.076352 & 0.7203 & 0.236613 \tabularnewline
34 & -0.055244 & -0.5212 & 0.301772 \tabularnewline
35 & -0.140671 & -1.3271 & 0.093937 \tabularnewline
36 & 0.192944 & 1.8202 & 0.036043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30299&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]-0.466265[/C][C]-4.3987[/C][C]1.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.059132[/C][C]-0.5579[/C][C]0.289173[/C][/ROW]
[ROW][C]3[/C][C]0.007397[/C][C]0.0698[/C][C]0.472261[/C][/ROW]
[ROW][C]4[/C][C]0.095602[/C][C]0.9019[/C][C]0.18477[/C][/ROW]
[ROW][C]5[/C][C]-0.073511[/C][C]-0.6935[/C][C]0.244899[/C][/ROW]
[ROW][C]6[/C][C]0.012647[/C][C]0.1193[/C][C]0.452647[/C][/ROW]
[ROW][C]7[/C][C]0.071916[/C][C]0.6785[/C][C]0.249621[/C][/ROW]
[ROW][C]8[/C][C]-0.208631[/C][C]-1.9682[/C][C]0.026078[/C][/ROW]
[ROW][C]9[/C][C]0.231474[/C][C]2.1837[/C][C]0.015806[/C][/ROW]
[ROW][C]10[/C][C]-0.097355[/C][C]-0.9184[/C][C]0.180435[/C][/ROW]
[ROW][C]11[/C][C]0.14802[/C][C]1.3964[/C][C]0.08303[/C][/ROW]
[ROW][C]12[/C][C]-0.268509[/C][C]-2.5331[/C][C]0.006528[/C][/ROW]
[ROW][C]13[/C][C]0.014619[/C][C]0.1379[/C][C]0.445311[/C][/ROW]
[ROW][C]14[/C][C]0.142533[/C][C]1.3447[/C][C]0.091077[/C][/ROW]
[ROW][C]15[/C][C]-0.016346[/C][C]-0.1542[/C][C]0.438898[/C][/ROW]
[ROW][C]16[/C][C]-0.049153[/C][C]-0.4637[/C][C]0.321994[/C][/ROW]
[ROW][C]17[/C][C]-0.054966[/C][C]-0.5185[/C][C]0.302682[/C][/ROW]
[ROW][C]18[/C][C]0.150418[/C][C]1.419[/C][C]0.07969[/C][/ROW]
[ROW][C]19[/C][C]-0.052469[/C][C]-0.495[/C][C]0.310912[/C][/ROW]
[ROW][C]20[/C][C]0.032915[/C][C]0.3105[/C][C]0.378447[/C][/ROW]
[ROW][C]21[/C][C]-0.090713[/C][C]-0.8558[/C][C]0.197208[/C][/ROW]
[ROW][C]22[/C][C]-0.05389[/C][C]-0.5084[/C][C]0.306216[/C][/ROW]
[ROW][C]23[/C][C]0.213891[/C][C]2.0178[/C][C]0.02331[/C][/ROW]
[ROW][C]24[/C][C]-0.178466[/C][C]-1.6836[/C][C]0.047878[/C][/ROW]
[ROW][C]25[/C][C]0.073562[/C][C]0.694[/C][C]0.244751[/C][/ROW]
[ROW][C]26[/C][C]-0.011628[/C][C]-0.1097[/C][C]0.456446[/C][/ROW]
[ROW][C]27[/C][C]-0.008426[/C][C]-0.0795[/C][C]0.46841[/C][/ROW]
[ROW][C]28[/C][C]-0.005912[/C][C]-0.0558[/C][C]0.477825[/C][/ROW]
[ROW][C]29[/C][C]0.084266[/C][C]0.795[/C][C]0.214375[/C][/ROW]
[ROW][C]30[/C][C]-0.042415[/C][C]-0.4001[/C][C]0.345006[/C][/ROW]
[ROW][C]31[/C][C]-0.202353[/C][C]-1.909[/C][C]0.029743[/C][/ROW]
[ROW][C]32[/C][C]0.18655[/C][C]1.7599[/C][C]0.04093[/C][/ROW]
[ROW][C]33[/C][C]0.076352[/C][C]0.7203[/C][C]0.236613[/C][/ROW]
[ROW][C]34[/C][C]-0.055244[/C][C]-0.5212[/C][C]0.301772[/C][/ROW]
[ROW][C]35[/C][C]-0.140671[/C][C]-1.3271[/C][C]0.093937[/C][/ROW]
[ROW][C]36[/C][C]0.192944[/C][C]1.8202[/C][C]0.036043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30299&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30299&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	-0.466265	-4.3987	1.5e-05
2	-0.059132	-0.5579	0.289173
3	0.007397	0.0698	0.472261
4	0.095602	0.9019	0.18477
5	-0.073511	-0.6935	0.244899
6	0.012647	0.1193	0.452647
7	0.071916	0.6785	0.249621
8	-0.208631	-1.9682	0.026078
9	0.231474	2.1837	0.015806
10	-0.097355	-0.9184	0.180435
11	0.14802	1.3964	0.08303
12	-0.268509	-2.5331	0.006528
13	0.014619	0.1379	0.445311
14	0.142533	1.3447	0.091077
15	-0.016346	-0.1542	0.438898
16	-0.049153	-0.4637	0.321994
17	-0.054966	-0.5185	0.302682
18	0.150418	1.419	0.07969
19	-0.052469	-0.495	0.310912
20	0.032915	0.3105	0.378447
21	-0.090713	-0.8558	0.197208
22	-0.05389	-0.5084	0.306216
23	0.213891	2.0178	0.02331
24	-0.178466	-1.6836	0.047878
25	0.073562	0.694	0.244751
26	-0.011628	-0.1097	0.456446
27	-0.008426	-0.0795	0.46841
28	-0.005912	-0.0558	0.477825
29	0.084266	0.795	0.214375
30	-0.042415	-0.4001	0.345006
31	-0.202353	-1.909	0.029743
32	0.18655	1.7599	0.04093
33	0.076352	0.7203	0.236613
34	-0.055244	-0.5212	0.301772
35	-0.140671	-1.3271	0.093937
36	0.192944	1.8202	0.036043

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.466265	-4.3987	1.5e-05
2	-0.353356	-3.3336	0.000625
3	-0.284246	-2.6816	0.004367
4	-0.100108	-0.9444	0.173757
5	-0.103238	-0.9739	0.166362
6	-0.064909	-0.6123	0.270935
7	0.065055	0.6137	0.270481
8	-0.209933	-1.9805	0.025368
9	0.040862	0.3855	0.350395
10	-0.020124	-0.1898	0.42493
11	0.23418	2.2092	0.014862
12	-0.059285	-0.5593	0.288683
13	-0.265373	-2.5035	0.00706
14	-0.130335	-1.2296	0.111049
15	-0.080568	-0.7601	0.224609
16	-0.057725	-0.5446	0.293702
17	-0.097382	-0.9187	0.180369
18	0.001118	0.0106	0.495803
19	0.142237	1.3419	0.091527
20	0.084592	0.798	0.213485
21	0.028411	0.268	0.394647
22	-0.142557	-1.3449	0.091041
23	0.202769	1.9129	0.029487
24	-0.068496	-0.6462	0.25991
25	-0.139887	-1.3197	0.095161
26	-0.046463	-0.4383	0.331103
27	-0.05331	-0.5029	0.308129
28	0.0095	0.0896	0.464396
29	0.003668	0.0346	0.486236
30	0.12677	1.1959	0.117447
31	-0.020178	-0.1904	0.42473
32	-0.115261	-1.0874	0.139905
33	0.12351	1.1652	0.123527
34	0.033106	0.3123	0.377765
35	0.011159	0.1053	0.458199
36	0.1009	0.9519	0.171865

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.466265 & -4.3987 & 1.5e-05 \tabularnewline
2 & -0.353356 & -3.3336 & 0.000625 \tabularnewline
3 & -0.284246 & -2.6816 & 0.004367 \tabularnewline
4 & -0.100108 & -0.9444 & 0.173757 \tabularnewline
5 & -0.103238 & -0.9739 & 0.166362 \tabularnewline
6 & -0.064909 & -0.6123 & 0.270935 \tabularnewline
7 & 0.065055 & 0.6137 & 0.270481 \tabularnewline
8 & -0.209933 & -1.9805 & 0.025368 \tabularnewline
9 & 0.040862 & 0.3855 & 0.350395 \tabularnewline
10 & -0.020124 & -0.1898 & 0.42493 \tabularnewline
11 & 0.23418 & 2.2092 & 0.014862 \tabularnewline
12 & -0.059285 & -0.5593 & 0.288683 \tabularnewline
13 & -0.265373 & -2.5035 & 0.00706 \tabularnewline
14 & -0.130335 & -1.2296 & 0.111049 \tabularnewline
15 & -0.080568 & -0.7601 & 0.224609 \tabularnewline
16 & -0.057725 & -0.5446 & 0.293702 \tabularnewline
17 & -0.097382 & -0.9187 & 0.180369 \tabularnewline
18 & 0.001118 & 0.0106 & 0.495803 \tabularnewline
19 & 0.142237 & 1.3419 & 0.091527 \tabularnewline
20 & 0.084592 & 0.798 & 0.213485 \tabularnewline
21 & 0.028411 & 0.268 & 0.394647 \tabularnewline
22 & -0.142557 & -1.3449 & 0.091041 \tabularnewline
23 & 0.202769 & 1.9129 & 0.029487 \tabularnewline
24 & -0.068496 & -0.6462 & 0.25991 \tabularnewline
25 & -0.139887 & -1.3197 & 0.095161 \tabularnewline
26 & -0.046463 & -0.4383 & 0.331103 \tabularnewline
27 & -0.05331 & -0.5029 & 0.308129 \tabularnewline
28 & 0.0095 & 0.0896 & 0.464396 \tabularnewline
29 & 0.003668 & 0.0346 & 0.486236 \tabularnewline
30 & 0.12677 & 1.1959 & 0.117447 \tabularnewline
31 & -0.020178 & -0.1904 & 0.42473 \tabularnewline
32 & -0.115261 & -1.0874 & 0.139905 \tabularnewline
33 & 0.12351 & 1.1652 & 0.123527 \tabularnewline
34 & 0.033106 & 0.3123 & 0.377765 \tabularnewline
35 & 0.011159 & 0.1053 & 0.458199 \tabularnewline
36 & 0.1009 & 0.9519 & 0.171865 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30299&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]-0.466265[/C][C]-4.3987[/C][C]1.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.353356[/C][C]-3.3336[/C][C]0.000625[/C][/ROW]
[ROW][C]3[/C][C]-0.284246[/C][C]-2.6816[/C][C]0.004367[/C][/ROW]
[ROW][C]4[/C][C]-0.100108[/C][C]-0.9444[/C][C]0.173757[/C][/ROW]
[ROW][C]5[/C][C]-0.103238[/C][C]-0.9739[/C][C]0.166362[/C][/ROW]
[ROW][C]6[/C][C]-0.064909[/C][C]-0.6123[/C][C]0.270935[/C][/ROW]
[ROW][C]7[/C][C]0.065055[/C][C]0.6137[/C][C]0.270481[/C][/ROW]
[ROW][C]8[/C][C]-0.209933[/C][C]-1.9805[/C][C]0.025368[/C][/ROW]
[ROW][C]9[/C][C]0.040862[/C][C]0.3855[/C][C]0.350395[/C][/ROW]
[ROW][C]10[/C][C]-0.020124[/C][C]-0.1898[/C][C]0.42493[/C][/ROW]
[ROW][C]11[/C][C]0.23418[/C][C]2.2092[/C][C]0.014862[/C][/ROW]
[ROW][C]12[/C][C]-0.059285[/C][C]-0.5593[/C][C]0.288683[/C][/ROW]
[ROW][C]13[/C][C]-0.265373[/C][C]-2.5035[/C][C]0.00706[/C][/ROW]
[ROW][C]14[/C][C]-0.130335[/C][C]-1.2296[/C][C]0.111049[/C][/ROW]
[ROW][C]15[/C][C]-0.080568[/C][C]-0.7601[/C][C]0.224609[/C][/ROW]
[ROW][C]16[/C][C]-0.057725[/C][C]-0.5446[/C][C]0.293702[/C][/ROW]
[ROW][C]17[/C][C]-0.097382[/C][C]-0.9187[/C][C]0.180369[/C][/ROW]
[ROW][C]18[/C][C]0.001118[/C][C]0.0106[/C][C]0.495803[/C][/ROW]
[ROW][C]19[/C][C]0.142237[/C][C]1.3419[/C][C]0.091527[/C][/ROW]
[ROW][C]20[/C][C]0.084592[/C][C]0.798[/C][C]0.213485[/C][/ROW]
[ROW][C]21[/C][C]0.028411[/C][C]0.268[/C][C]0.394647[/C][/ROW]
[ROW][C]22[/C][C]-0.142557[/C][C]-1.3449[/C][C]0.091041[/C][/ROW]
[ROW][C]23[/C][C]0.202769[/C][C]1.9129[/C][C]0.029487[/C][/ROW]
[ROW][C]24[/C][C]-0.068496[/C][C]-0.6462[/C][C]0.25991[/C][/ROW]
[ROW][C]25[/C][C]-0.139887[/C][C]-1.3197[/C][C]0.095161[/C][/ROW]
[ROW][C]26[/C][C]-0.046463[/C][C]-0.4383[/C][C]0.331103[/C][/ROW]
[ROW][C]27[/C][C]-0.05331[/C][C]-0.5029[/C][C]0.308129[/C][/ROW]
[ROW][C]28[/C][C]0.0095[/C][C]0.0896[/C][C]0.464396[/C][/ROW]
[ROW][C]29[/C][C]0.003668[/C][C]0.0346[/C][C]0.486236[/C][/ROW]
[ROW][C]30[/C][C]0.12677[/C][C]1.1959[/C][C]0.117447[/C][/ROW]
[ROW][C]31[/C][C]-0.020178[/C][C]-0.1904[/C][C]0.42473[/C][/ROW]
[ROW][C]32[/C][C]-0.115261[/C][C]-1.0874[/C][C]0.139905[/C][/ROW]
[ROW][C]33[/C][C]0.12351[/C][C]1.1652[/C][C]0.123527[/C][/ROW]
[ROW][C]34[/C][C]0.033106[/C][C]0.3123[/C][C]0.377765[/C][/ROW]
[ROW][C]35[/C][C]0.011159[/C][C]0.1053[/C][C]0.458199[/C][/ROW]
[ROW][C]36[/C][C]0.1009[/C][C]0.9519[/C][C]0.171865[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30299&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30299&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	-0.466265	-4.3987	1.5e-05
2	-0.353356	-3.3336	0.000625
3	-0.284246	-2.6816	0.004367
4	-0.100108	-0.9444	0.173757
5	-0.103238	-0.9739	0.166362
6	-0.064909	-0.6123	0.270935
7	0.065055	0.6137	0.270481
8	-0.209933	-1.9805	0.025368
9	0.040862	0.3855	0.350395
10	-0.020124	-0.1898	0.42493
11	0.23418	2.2092	0.014862
12	-0.059285	-0.5593	0.288683
13	-0.265373	-2.5035	0.00706
14	-0.130335	-1.2296	0.111049
15	-0.080568	-0.7601	0.224609
16	-0.057725	-0.5446	0.293702
17	-0.097382	-0.9187	0.180369
18	0.001118	0.0106	0.495803
19	0.142237	1.3419	0.091527
20	0.084592	0.798	0.213485
21	0.028411	0.268	0.394647
22	-0.142557	-1.3449	0.091041
23	0.202769	1.9129	0.029487
24	-0.068496	-0.6462	0.25991
25	-0.139887	-1.3197	0.095161
26	-0.046463	-0.4383	0.331103
27	-0.05331	-0.5029	0.308129
28	0.0095	0.0896	0.464396
29	0.003668	0.0346	0.486236
30	0.12677	1.1959	0.117447
31	-0.020178	-0.1904	0.42473
32	-0.115261	-1.0874	0.139905
33	0.12351	1.1652	0.123527
34	0.033106	0.3123	0.377765
35	0.011159	0.1053	0.458199
36	0.1009	0.9519	0.171865

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = -0.1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; 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