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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 06:59:46 -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/08/t1228744915ydkl67ni99sbmlt.htm/, Retrieved Thu, 16 May 2024 13:45:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30498, Retrieved Thu, 16 May 2024 13:45:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

175

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

-     [Variance Reduction Matrix] [VRM PAPER] [2008-12-08 12:10:16] [547636b63517c1c2916a747d66b36ebf]
- RMPD  [Spectral Analysis] [SPECTRUM zonder a...] [2008-12-08 12:48:15] [547636b63517c1c2916a747d66b36ebf]
-   P     [Spectral Analysis] [SPECTRUM met aang...] [2008-12-08 12:53:34] [547636b63517c1c2916a747d66b36ebf]
- RMP       [Standard Deviation-Mean Plot] [SDMP PAPER LAMBDA...] [2008-12-08 13:40:16] [547636b63517c1c2916a747d66b36ebf]
- RM            [(Partial) Autocorrelation Function] [PACF zonder aagep...] [2008-12-08 13:59:46] [e11d930c9e2984715c66c796cf63ef19] [Current]
-                 [(Partial) Autocorrelation Function] [PACF met aangepas...] [2008-12-08 14:08:36] [547636b63517c1c2916a747d66b36ebf] 

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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=30498&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=30498&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30498&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	0.566966	4.3917	2.3e-05
2	0.412083	3.192	0.001125
3	0.509393	3.9457	0.000106
4	0.572262	4.4327	2e-05
5	0.439546	3.4047	0.000593
6	0.471897	3.6553	0.000271
7	0.354053	2.7425	0.004013
8	0.428772	3.3213	0.000765
9	0.324456	2.5132	0.007333
10	0.174748	1.3536	0.090471
11	0.246147	1.9066	0.030679
12	0.47856	3.7069	0.00023
13	0.164238	1.2722	0.104108
14	0.087487	0.6777	0.250294
15	0.132117	1.0234	0.15512
16	0.184663	1.4304	0.078896
17	0.096273	0.7457	0.229371
18	0.10107	0.7829	0.218387
19	0.018543	0.1436	0.443135
20	0.105208	0.8149	0.209165
21	0.019009	0.1472	0.441716
22	-0.082707	-0.6406	0.262095
23	0.007029	0.0545	0.478379
24	0.118958	0.9214	0.180255
25	-0.085726	-0.664	0.254608
26	-0.109543	-0.8485	0.199761
27	-0.095138	-0.7369	0.232018
28	-0.052081	-0.4034	0.344037
29	-0.130811	-1.0133	0.157502
30	-0.131934	-1.022	0.155453
31	-0.179539	-1.3907	0.084726
32	-0.106233	-0.8229	0.206917
33	-0.181803	-1.4082	0.08211
34	-0.237999	-1.8435	0.035096
35	-0.171281	-1.3267	0.094812
36	-0.10172	-0.7879	0.216923

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.566966 & 4.3917 & 2.3e-05 \tabularnewline
2 & 0.412083 & 3.192 & 0.001125 \tabularnewline
3 & 0.509393 & 3.9457 & 0.000106 \tabularnewline
4 & 0.572262 & 4.4327 & 2e-05 \tabularnewline
5 & 0.439546 & 3.4047 & 0.000593 \tabularnewline
6 & 0.471897 & 3.6553 & 0.000271 \tabularnewline
7 & 0.354053 & 2.7425 & 0.004013 \tabularnewline
8 & 0.428772 & 3.3213 & 0.000765 \tabularnewline
9 & 0.324456 & 2.5132 & 0.007333 \tabularnewline
10 & 0.174748 & 1.3536 & 0.090471 \tabularnewline
11 & 0.246147 & 1.9066 & 0.030679 \tabularnewline
12 & 0.47856 & 3.7069 & 0.00023 \tabularnewline
13 & 0.164238 & 1.2722 & 0.104108 \tabularnewline
14 & 0.087487 & 0.6777 & 0.250294 \tabularnewline
15 & 0.132117 & 1.0234 & 0.15512 \tabularnewline
16 & 0.184663 & 1.4304 & 0.078896 \tabularnewline
17 & 0.096273 & 0.7457 & 0.229371 \tabularnewline
18 & 0.10107 & 0.7829 & 0.218387 \tabularnewline
19 & 0.018543 & 0.1436 & 0.443135 \tabularnewline
20 & 0.105208 & 0.8149 & 0.209165 \tabularnewline
21 & 0.019009 & 0.1472 & 0.441716 \tabularnewline
22 & -0.082707 & -0.6406 & 0.262095 \tabularnewline
23 & 0.007029 & 0.0545 & 0.478379 \tabularnewline
24 & 0.118958 & 0.9214 & 0.180255 \tabularnewline
25 & -0.085726 & -0.664 & 0.254608 \tabularnewline
26 & -0.109543 & -0.8485 & 0.199761 \tabularnewline
27 & -0.095138 & -0.7369 & 0.232018 \tabularnewline
28 & -0.052081 & -0.4034 & 0.344037 \tabularnewline
29 & -0.130811 & -1.0133 & 0.157502 \tabularnewline
30 & -0.131934 & -1.022 & 0.155453 \tabularnewline
31 & -0.179539 & -1.3907 & 0.084726 \tabularnewline
32 & -0.106233 & -0.8229 & 0.206917 \tabularnewline
33 & -0.181803 & -1.4082 & 0.08211 \tabularnewline
34 & -0.237999 & -1.8435 & 0.035096 \tabularnewline
35 & -0.171281 & -1.3267 & 0.094812 \tabularnewline
36 & -0.10172 & -0.7879 & 0.216923 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30498&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]0.566966[/C][C]4.3917[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.412083[/C][C]3.192[/C][C]0.001125[/C][/ROW]
[ROW][C]3[/C][C]0.509393[/C][C]3.9457[/C][C]0.000106[/C][/ROW]
[ROW][C]4[/C][C]0.572262[/C][C]4.4327[/C][C]2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.439546[/C][C]3.4047[/C][C]0.000593[/C][/ROW]
[ROW][C]6[/C][C]0.471897[/C][C]3.6553[/C][C]0.000271[/C][/ROW]
[ROW][C]7[/C][C]0.354053[/C][C]2.7425[/C][C]0.004013[/C][/ROW]
[ROW][C]8[/C][C]0.428772[/C][C]3.3213[/C][C]0.000765[/C][/ROW]
[ROW][C]9[/C][C]0.324456[/C][C]2.5132[/C][C]0.007333[/C][/ROW]
[ROW][C]10[/C][C]0.174748[/C][C]1.3536[/C][C]0.090471[/C][/ROW]
[ROW][C]11[/C][C]0.246147[/C][C]1.9066[/C][C]0.030679[/C][/ROW]
[ROW][C]12[/C][C]0.47856[/C][C]3.7069[/C][C]0.00023[/C][/ROW]
[ROW][C]13[/C][C]0.164238[/C][C]1.2722[/C][C]0.104108[/C][/ROW]
[ROW][C]14[/C][C]0.087487[/C][C]0.6777[/C][C]0.250294[/C][/ROW]
[ROW][C]15[/C][C]0.132117[/C][C]1.0234[/C][C]0.15512[/C][/ROW]
[ROW][C]16[/C][C]0.184663[/C][C]1.4304[/C][C]0.078896[/C][/ROW]
[ROW][C]17[/C][C]0.096273[/C][C]0.7457[/C][C]0.229371[/C][/ROW]
[ROW][C]18[/C][C]0.10107[/C][C]0.7829[/C][C]0.218387[/C][/ROW]
[ROW][C]19[/C][C]0.018543[/C][C]0.1436[/C][C]0.443135[/C][/ROW]
[ROW][C]20[/C][C]0.105208[/C][C]0.8149[/C][C]0.209165[/C][/ROW]
[ROW][C]21[/C][C]0.019009[/C][C]0.1472[/C][C]0.441716[/C][/ROW]
[ROW][C]22[/C][C]-0.082707[/C][C]-0.6406[/C][C]0.262095[/C][/ROW]
[ROW][C]23[/C][C]0.007029[/C][C]0.0545[/C][C]0.478379[/C][/ROW]
[ROW][C]24[/C][C]0.118958[/C][C]0.9214[/C][C]0.180255[/C][/ROW]
[ROW][C]25[/C][C]-0.085726[/C][C]-0.664[/C][C]0.254608[/C][/ROW]
[ROW][C]26[/C][C]-0.109543[/C][C]-0.8485[/C][C]0.199761[/C][/ROW]
[ROW][C]27[/C][C]-0.095138[/C][C]-0.7369[/C][C]0.232018[/C][/ROW]
[ROW][C]28[/C][C]-0.052081[/C][C]-0.4034[/C][C]0.344037[/C][/ROW]
[ROW][C]29[/C][C]-0.130811[/C][C]-1.0133[/C][C]0.157502[/C][/ROW]
[ROW][C]30[/C][C]-0.131934[/C][C]-1.022[/C][C]0.155453[/C][/ROW]
[ROW][C]31[/C][C]-0.179539[/C][C]-1.3907[/C][C]0.084726[/C][/ROW]
[ROW][C]32[/C][C]-0.106233[/C][C]-0.8229[/C][C]0.206917[/C][/ROW]
[ROW][C]33[/C][C]-0.181803[/C][C]-1.4082[/C][C]0.08211[/C][/ROW]
[ROW][C]34[/C][C]-0.237999[/C][C]-1.8435[/C][C]0.035096[/C][/ROW]
[ROW][C]35[/C][C]-0.171281[/C][C]-1.3267[/C][C]0.094812[/C][/ROW]
[ROW][C]36[/C][C]-0.10172[/C][C]-0.7879[/C][C]0.216923[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30498&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30498&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	0.566966	4.3917	2.3e-05
2	0.412083	3.192	0.001125
3	0.509393	3.9457	0.000106
4	0.572262	4.4327	2e-05
5	0.439546	3.4047	0.000593
6	0.471897	3.6553	0.000271
7	0.354053	2.7425	0.004013
8	0.428772	3.3213	0.000765
9	0.324456	2.5132	0.007333
10	0.174748	1.3536	0.090471
11	0.246147	1.9066	0.030679
12	0.47856	3.7069	0.00023
13	0.164238	1.2722	0.104108
14	0.087487	0.6777	0.250294
15	0.132117	1.0234	0.15512
16	0.184663	1.4304	0.078896
17	0.096273	0.7457	0.229371
18	0.10107	0.7829	0.218387
19	0.018543	0.1436	0.443135
20	0.105208	0.8149	0.209165
21	0.019009	0.1472	0.441716
22	-0.082707	-0.6406	0.262095
23	0.007029	0.0545	0.478379
24	0.118958	0.9214	0.180255
25	-0.085726	-0.664	0.254608
26	-0.109543	-0.8485	0.199761
27	-0.095138	-0.7369	0.232018
28	-0.052081	-0.4034	0.344037
29	-0.130811	-1.0133	0.157502
30	-0.131934	-1.022	0.155453
31	-0.179539	-1.3907	0.084726
32	-0.106233	-0.8229	0.206917
33	-0.181803	-1.4082	0.08211
34	-0.237999	-1.8435	0.035096
35	-0.171281	-1.3267	0.094812
36	-0.10172	-0.7879	0.216923

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.566966	4.3917	2.3e-05
2	0.133569	1.0346	0.1525
3	0.346967	2.6876	0.00465
4	0.279954	2.1685	0.017047
5	0.006818	0.0528	0.479029
6	0.19306	1.4954	0.070021
7	-0.200617	-1.554	0.062725
8	0.1911	1.4803	0.072019
9	-0.220215	-1.7058	0.046611
10	-0.236099	-1.8288	0.036199
11	0.147942	1.146	0.128183
12	0.298982	2.3159	0.011999
13	-0.302831	-2.3457	0.011157
14	0.021355	0.1654	0.434587
15	-0.136241	-1.0553	0.147755
16	0.039346	0.3048	0.380796
17	-0.006243	-0.0484	0.480795
18	-0.034462	-0.2669	0.395214
19	0.056184	0.4352	0.332491
20	-0.048087	-0.3725	0.355425
21	-0.000294	-0.0023	0.499095
22	-0.012294	-0.0952	0.462226
23	0.061388	0.4755	0.318074
24	-0.093699	-0.7258	0.235394
25	0.001959	0.0152	0.493973
26	-0.047967	-0.3716	0.355767
27	-0.062497	-0.4841	0.315039
28	-0.00391	-0.0303	0.487969
29	-0.133838	-1.0367	0.152017
30	0.050914	0.3944	0.347349
31	-0.050177	-0.3887	0.34945
32	-0.008468	-0.0656	0.473961
33	0.038756	0.3002	0.38253
34	-0.036259	-0.2809	0.38989
35	0.000982	0.0076	0.496977
36	0.016257	0.1259	0.450107

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.566966 & 4.3917 & 2.3e-05 \tabularnewline
2 & 0.133569 & 1.0346 & 0.1525 \tabularnewline
3 & 0.346967 & 2.6876 & 0.00465 \tabularnewline
4 & 0.279954 & 2.1685 & 0.017047 \tabularnewline
5 & 0.006818 & 0.0528 & 0.479029 \tabularnewline
6 & 0.19306 & 1.4954 & 0.070021 \tabularnewline
7 & -0.200617 & -1.554 & 0.062725 \tabularnewline
8 & 0.1911 & 1.4803 & 0.072019 \tabularnewline
9 & -0.220215 & -1.7058 & 0.046611 \tabularnewline
10 & -0.236099 & -1.8288 & 0.036199 \tabularnewline
11 & 0.147942 & 1.146 & 0.128183 \tabularnewline
12 & 0.298982 & 2.3159 & 0.011999 \tabularnewline
13 & -0.302831 & -2.3457 & 0.011157 \tabularnewline
14 & 0.021355 & 0.1654 & 0.434587 \tabularnewline
15 & -0.136241 & -1.0553 & 0.147755 \tabularnewline
16 & 0.039346 & 0.3048 & 0.380796 \tabularnewline
17 & -0.006243 & -0.0484 & 0.480795 \tabularnewline
18 & -0.034462 & -0.2669 & 0.395214 \tabularnewline
19 & 0.056184 & 0.4352 & 0.332491 \tabularnewline
20 & -0.048087 & -0.3725 & 0.355425 \tabularnewline
21 & -0.000294 & -0.0023 & 0.499095 \tabularnewline
22 & -0.012294 & -0.0952 & 0.462226 \tabularnewline
23 & 0.061388 & 0.4755 & 0.318074 \tabularnewline
24 & -0.093699 & -0.7258 & 0.235394 \tabularnewline
25 & 0.001959 & 0.0152 & 0.493973 \tabularnewline
26 & -0.047967 & -0.3716 & 0.355767 \tabularnewline
27 & -0.062497 & -0.4841 & 0.315039 \tabularnewline
28 & -0.00391 & -0.0303 & 0.487969 \tabularnewline
29 & -0.133838 & -1.0367 & 0.152017 \tabularnewline
30 & 0.050914 & 0.3944 & 0.347349 \tabularnewline
31 & -0.050177 & -0.3887 & 0.34945 \tabularnewline
32 & -0.008468 & -0.0656 & 0.473961 \tabularnewline
33 & 0.038756 & 0.3002 & 0.38253 \tabularnewline
34 & -0.036259 & -0.2809 & 0.38989 \tabularnewline
35 & 0.000982 & 0.0076 & 0.496977 \tabularnewline
36 & 0.016257 & 0.1259 & 0.450107 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30498&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]0.566966[/C][C]4.3917[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.133569[/C][C]1.0346[/C][C]0.1525[/C][/ROW]
[ROW][C]3[/C][C]0.346967[/C][C]2.6876[/C][C]0.00465[/C][/ROW]
[ROW][C]4[/C][C]0.279954[/C][C]2.1685[/C][C]0.017047[/C][/ROW]
[ROW][C]5[/C][C]0.006818[/C][C]0.0528[/C][C]0.479029[/C][/ROW]
[ROW][C]6[/C][C]0.19306[/C][C]1.4954[/C][C]0.070021[/C][/ROW]
[ROW][C]7[/C][C]-0.200617[/C][C]-1.554[/C][C]0.062725[/C][/ROW]
[ROW][C]8[/C][C]0.1911[/C][C]1.4803[/C][C]0.072019[/C][/ROW]
[ROW][C]9[/C][C]-0.220215[/C][C]-1.7058[/C][C]0.046611[/C][/ROW]
[ROW][C]10[/C][C]-0.236099[/C][C]-1.8288[/C][C]0.036199[/C][/ROW]
[ROW][C]11[/C][C]0.147942[/C][C]1.146[/C][C]0.128183[/C][/ROW]
[ROW][C]12[/C][C]0.298982[/C][C]2.3159[/C][C]0.011999[/C][/ROW]
[ROW][C]13[/C][C]-0.302831[/C][C]-2.3457[/C][C]0.011157[/C][/ROW]
[ROW][C]14[/C][C]0.021355[/C][C]0.1654[/C][C]0.434587[/C][/ROW]
[ROW][C]15[/C][C]-0.136241[/C][C]-1.0553[/C][C]0.147755[/C][/ROW]
[ROW][C]16[/C][C]0.039346[/C][C]0.3048[/C][C]0.380796[/C][/ROW]
[ROW][C]17[/C][C]-0.006243[/C][C]-0.0484[/C][C]0.480795[/C][/ROW]
[ROW][C]18[/C][C]-0.034462[/C][C]-0.2669[/C][C]0.395214[/C][/ROW]
[ROW][C]19[/C][C]0.056184[/C][C]0.4352[/C][C]0.332491[/C][/ROW]
[ROW][C]20[/C][C]-0.048087[/C][C]-0.3725[/C][C]0.355425[/C][/ROW]
[ROW][C]21[/C][C]-0.000294[/C][C]-0.0023[/C][C]0.499095[/C][/ROW]
[ROW][C]22[/C][C]-0.012294[/C][C]-0.0952[/C][C]0.462226[/C][/ROW]
[ROW][C]23[/C][C]0.061388[/C][C]0.4755[/C][C]0.318074[/C][/ROW]
[ROW][C]24[/C][C]-0.093699[/C][C]-0.7258[/C][C]0.235394[/C][/ROW]
[ROW][C]25[/C][C]0.001959[/C][C]0.0152[/C][C]0.493973[/C][/ROW]
[ROW][C]26[/C][C]-0.047967[/C][C]-0.3716[/C][C]0.355767[/C][/ROW]
[ROW][C]27[/C][C]-0.062497[/C][C]-0.4841[/C][C]0.315039[/C][/ROW]
[ROW][C]28[/C][C]-0.00391[/C][C]-0.0303[/C][C]0.487969[/C][/ROW]
[ROW][C]29[/C][C]-0.133838[/C][C]-1.0367[/C][C]0.152017[/C][/ROW]
[ROW][C]30[/C][C]0.050914[/C][C]0.3944[/C][C]0.347349[/C][/ROW]
[ROW][C]31[/C][C]-0.050177[/C][C]-0.3887[/C][C]0.34945[/C][/ROW]
[ROW][C]32[/C][C]-0.008468[/C][C]-0.0656[/C][C]0.473961[/C][/ROW]
[ROW][C]33[/C][C]0.038756[/C][C]0.3002[/C][C]0.38253[/C][/ROW]
[ROW][C]34[/C][C]-0.036259[/C][C]-0.2809[/C][C]0.38989[/C][/ROW]
[ROW][C]35[/C][C]0.000982[/C][C]0.0076[/C][C]0.496977[/C][/ROW]
[ROW][C]36[/C][C]0.016257[/C][C]0.1259[/C][C]0.450107[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30498&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30498&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	0.566966	4.3917	2.3e-05
2	0.133569	1.0346	0.1525
3	0.346967	2.6876	0.00465
4	0.279954	2.1685	0.017047
5	0.006818	0.0528	0.479029
6	0.19306	1.4954	0.070021
7	-0.200617	-1.554	0.062725
8	0.1911	1.4803	0.072019
9	-0.220215	-1.7058	0.046611
10	-0.236099	-1.8288	0.036199
11	0.147942	1.146	0.128183
12	0.298982	2.3159	0.011999
13	-0.302831	-2.3457	0.011157
14	0.021355	0.1654	0.434587
15	-0.136241	-1.0553	0.147755
16	0.039346	0.3048	0.380796
17	-0.006243	-0.0484	0.480795
18	-0.034462	-0.2669	0.395214
19	0.056184	0.4352	0.332491
20	-0.048087	-0.3725	0.355425
21	-0.000294	-0.0023	0.499095
22	-0.012294	-0.0952	0.462226
23	0.061388	0.4755	0.318074
24	-0.093699	-0.7258	0.235394
25	0.001959	0.0152	0.493973
26	-0.047967	-0.3716	0.355767
27	-0.062497	-0.4841	0.315039
28	-0.00391	-0.0303	0.487969
29	-0.133838	-1.0367	0.152017
30	0.050914	0.3944	0.347349
31	-0.050177	-0.3887	0.34945
32	-0.008468	-0.0656	0.473961
33	0.038756	0.3002	0.38253
34	-0.036259	-0.2809	0.38989
35	0.000982	0.0076	0.496977
36	0.016257	0.1259	0.450107

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 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