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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 07:13:47 -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/08/t12287456703f0yim9x7m0bx0p.htm/, Retrieved Thu, 16 May 2024 19:38:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30508, Retrieved Thu, 16 May 2024 19:38:29 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ACF d=1 D=0

Estimated Impact

159

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   [(Partial) Autocorrelation Function] [ARMA processing Q2] [2008-12-08 12:50:33] [c96f3dce3a823a83b6ede18389e1cfd4]
F   PD    [(Partial) Autocorrelation Function] [ARMA processing Q...] [2008-12-08 14:09:16] [c96f3dce3a823a83b6ede18389e1cfd4]
-   P         [(Partial) Autocorrelation Function] [ARMA processing Q...] [2008-12-08 14:13:47] [3bdbbe597ac6c61989658933956ee6ac] [Current]

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Dataseries X:

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Histogram

Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8

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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30508&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30508&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30508&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.373381	2.8922	0.002661
2	-0.215777	-1.6714	0.049925
3	-0.577946	-4.4767	1.7e-05
4	-0.444338	-3.4418	0.000529
5	0.004632	0.0359	0.48575
6	0.369453	2.8618	0.002896
7	0.277516	2.1496	0.017813
8	-0.008841	-0.0685	0.472815
9	-0.244175	-1.8914	0.031702
10	-0.192604	-1.4919	0.070482
11	0.048496	0.3756	0.354253
12	0.363517	2.8158	0.003287
13	0.085608	0.6631	0.254897
14	-0.071469	-0.5536	0.290957
15	-0.200089	-1.5499	0.063214
16	-0.115503	-0.8947	0.187266
17	0.016993	0.1316	0.447861
18	0.174833	1.3543	0.090367
19	0.116911	0.9056	0.184387
20	-0.039499	-0.306	0.380348
21	-0.129658	-1.0043	0.159628
22	-0.102431	-0.7934	0.215328
23	-0.011286	-0.0874	0.465312
24	0.130769	1.0129	0.15758
25	0.015266	0.1183	0.453132
26	-0.042323	-0.3278	0.372091
27	-0.090018	-0.6973	0.244162
28	-0.015103	-0.117	0.45363
29	0.039025	0.3023	0.38174
30	0.09482	0.7345	0.232761
31	0.073914	0.5725	0.284548
32	-0.072047	-0.5581	0.289436
33	-0.110516	-0.8561	0.197688
34	-0.078175	-0.6055	0.27355
35	-0.009041	-0.07	0.472201
36	0.120565	0.9339	0.177052

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.373381 & 2.8922 & 0.002661 \tabularnewline
2 & -0.215777 & -1.6714 & 0.049925 \tabularnewline
3 & -0.577946 & -4.4767 & 1.7e-05 \tabularnewline
4 & -0.444338 & -3.4418 & 0.000529 \tabularnewline
5 & 0.004632 & 0.0359 & 0.48575 \tabularnewline
6 & 0.369453 & 2.8618 & 0.002896 \tabularnewline
7 & 0.277516 & 2.1496 & 0.017813 \tabularnewline
8 & -0.008841 & -0.0685 & 0.472815 \tabularnewline
9 & -0.244175 & -1.8914 & 0.031702 \tabularnewline
10 & -0.192604 & -1.4919 & 0.070482 \tabularnewline
11 & 0.048496 & 0.3756 & 0.354253 \tabularnewline
12 & 0.363517 & 2.8158 & 0.003287 \tabularnewline
13 & 0.085608 & 0.6631 & 0.254897 \tabularnewline
14 & -0.071469 & -0.5536 & 0.290957 \tabularnewline
15 & -0.200089 & -1.5499 & 0.063214 \tabularnewline
16 & -0.115503 & -0.8947 & 0.187266 \tabularnewline
17 & 0.016993 & 0.1316 & 0.447861 \tabularnewline
18 & 0.174833 & 1.3543 & 0.090367 \tabularnewline
19 & 0.116911 & 0.9056 & 0.184387 \tabularnewline
20 & -0.039499 & -0.306 & 0.380348 \tabularnewline
21 & -0.129658 & -1.0043 & 0.159628 \tabularnewline
22 & -0.102431 & -0.7934 & 0.215328 \tabularnewline
23 & -0.011286 & -0.0874 & 0.465312 \tabularnewline
24 & 0.130769 & 1.0129 & 0.15758 \tabularnewline
25 & 0.015266 & 0.1183 & 0.453132 \tabularnewline
26 & -0.042323 & -0.3278 & 0.372091 \tabularnewline
27 & -0.090018 & -0.6973 & 0.244162 \tabularnewline
28 & -0.015103 & -0.117 & 0.45363 \tabularnewline
29 & 0.039025 & 0.3023 & 0.38174 \tabularnewline
30 & 0.09482 & 0.7345 & 0.232761 \tabularnewline
31 & 0.073914 & 0.5725 & 0.284548 \tabularnewline
32 & -0.072047 & -0.5581 & 0.289436 \tabularnewline
33 & -0.110516 & -0.8561 & 0.197688 \tabularnewline
34 & -0.078175 & -0.6055 & 0.27355 \tabularnewline
35 & -0.009041 & -0.07 & 0.472201 \tabularnewline
36 & 0.120565 & 0.9339 & 0.177052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30508&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]0.373381[/C][C]2.8922[/C][C]0.002661[/C][/ROW]
[ROW][C]2[/C][C]-0.215777[/C][C]-1.6714[/C][C]0.049925[/C][/ROW]
[ROW][C]3[/C][C]-0.577946[/C][C]-4.4767[/C][C]1.7e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.444338[/C][C]-3.4418[/C][C]0.000529[/C][/ROW]
[ROW][C]5[/C][C]0.004632[/C][C]0.0359[/C][C]0.48575[/C][/ROW]
[ROW][C]6[/C][C]0.369453[/C][C]2.8618[/C][C]0.002896[/C][/ROW]
[ROW][C]7[/C][C]0.277516[/C][C]2.1496[/C][C]0.017813[/C][/ROW]
[ROW][C]8[/C][C]-0.008841[/C][C]-0.0685[/C][C]0.472815[/C][/ROW]
[ROW][C]9[/C][C]-0.244175[/C][C]-1.8914[/C][C]0.031702[/C][/ROW]
[ROW][C]10[/C][C]-0.192604[/C][C]-1.4919[/C][C]0.070482[/C][/ROW]
[ROW][C]11[/C][C]0.048496[/C][C]0.3756[/C][C]0.354253[/C][/ROW]
[ROW][C]12[/C][C]0.363517[/C][C]2.8158[/C][C]0.003287[/C][/ROW]
[ROW][C]13[/C][C]0.085608[/C][C]0.6631[/C][C]0.254897[/C][/ROW]
[ROW][C]14[/C][C]-0.071469[/C][C]-0.5536[/C][C]0.290957[/C][/ROW]
[ROW][C]15[/C][C]-0.200089[/C][C]-1.5499[/C][C]0.063214[/C][/ROW]
[ROW][C]16[/C][C]-0.115503[/C][C]-0.8947[/C][C]0.187266[/C][/ROW]
[ROW][C]17[/C][C]0.016993[/C][C]0.1316[/C][C]0.447861[/C][/ROW]
[ROW][C]18[/C][C]0.174833[/C][C]1.3543[/C][C]0.090367[/C][/ROW]
[ROW][C]19[/C][C]0.116911[/C][C]0.9056[/C][C]0.184387[/C][/ROW]
[ROW][C]20[/C][C]-0.039499[/C][C]-0.306[/C][C]0.380348[/C][/ROW]
[ROW][C]21[/C][C]-0.129658[/C][C]-1.0043[/C][C]0.159628[/C][/ROW]
[ROW][C]22[/C][C]-0.102431[/C][C]-0.7934[/C][C]0.215328[/C][/ROW]
[ROW][C]23[/C][C]-0.011286[/C][C]-0.0874[/C][C]0.465312[/C][/ROW]
[ROW][C]24[/C][C]0.130769[/C][C]1.0129[/C][C]0.15758[/C][/ROW]
[ROW][C]25[/C][C]0.015266[/C][C]0.1183[/C][C]0.453132[/C][/ROW]
[ROW][C]26[/C][C]-0.042323[/C][C]-0.3278[/C][C]0.372091[/C][/ROW]
[ROW][C]27[/C][C]-0.090018[/C][C]-0.6973[/C][C]0.244162[/C][/ROW]
[ROW][C]28[/C][C]-0.015103[/C][C]-0.117[/C][C]0.45363[/C][/ROW]
[ROW][C]29[/C][C]0.039025[/C][C]0.3023[/C][C]0.38174[/C][/ROW]
[ROW][C]30[/C][C]0.09482[/C][C]0.7345[/C][C]0.232761[/C][/ROW]
[ROW][C]31[/C][C]0.073914[/C][C]0.5725[/C][C]0.284548[/C][/ROW]
[ROW][C]32[/C][C]-0.072047[/C][C]-0.5581[/C][C]0.289436[/C][/ROW]
[ROW][C]33[/C][C]-0.110516[/C][C]-0.8561[/C][C]0.197688[/C][/ROW]
[ROW][C]34[/C][C]-0.078175[/C][C]-0.6055[/C][C]0.27355[/C][/ROW]
[ROW][C]35[/C][C]-0.009041[/C][C]-0.07[/C][C]0.472201[/C][/ROW]
[ROW][C]36[/C][C]0.120565[/C][C]0.9339[/C][C]0.177052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30508&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30508&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	0.373381	2.8922	0.002661
2	-0.215777	-1.6714	0.049925
3	-0.577946	-4.4767	1.7e-05
4	-0.444338	-3.4418	0.000529
5	0.004632	0.0359	0.48575
6	0.369453	2.8618	0.002896
7	0.277516	2.1496	0.017813
8	-0.008841	-0.0685	0.472815
9	-0.244175	-1.8914	0.031702
10	-0.192604	-1.4919	0.070482
11	0.048496	0.3756	0.354253
12	0.363517	2.8158	0.003287
13	0.085608	0.6631	0.254897
14	-0.071469	-0.5536	0.290957
15	-0.200089	-1.5499	0.063214
16	-0.115503	-0.8947	0.187266
17	0.016993	0.1316	0.447861
18	0.174833	1.3543	0.090367
19	0.116911	0.9056	0.184387
20	-0.039499	-0.306	0.380348
21	-0.129658	-1.0043	0.159628
22	-0.102431	-0.7934	0.215328
23	-0.011286	-0.0874	0.465312
24	0.130769	1.0129	0.15758
25	0.015266	0.1183	0.453132
26	-0.042323	-0.3278	0.372091
27	-0.090018	-0.6973	0.244162
28	-0.015103	-0.117	0.45363
29	0.039025	0.3023	0.38174
30	0.09482	0.7345	0.232761
31	0.073914	0.5725	0.284548
32	-0.072047	-0.5581	0.289436
33	-0.110516	-0.8561	0.197688
34	-0.078175	-0.6055	0.27355
35	-0.009041	-0.07	0.472201
36	0.120565	0.9339	0.177052

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.373381	2.8922	0.002661
2	-0.412731	-3.197	0.001108
3	-0.434209	-3.3634	0.000673
4	-0.208095	-1.6119	0.056116
5	-0.016916	-0.131	0.448093
6	0.032614	0.2526	0.400709
7	-0.187558	-1.4528	0.075742
8	-0.119487	-0.9255	0.179195
9	-0.079932	-0.6191	0.269081
10	0.001278	0.0099	0.496067
11	0.029044	0.225	0.411383
12	0.279422	2.1644	0.017212
13	-0.298613	-2.313	0.012083
14	0.184565	1.4296	0.079005
15	0.109178	0.8457	0.200544
16	0.082502	0.6391	0.262609
17	-0.097259	-0.7534	0.227089
18	0.108121	0.8375	0.202816
19	0.094259	0.7301	0.234077
20	-0.065355	-0.5062	0.307271
21	0.034972	0.2709	0.3937
22	-0.013625	-0.1055	0.458149
23	-0.052371	-0.4057	0.343217
24	-0.081646	-0.6324	0.264756
25	-0.003737	-0.0289	0.488502
26	-0.171676	-1.3298	0.094309
27	-0.093803	-0.7266	0.23515
28	-0.033458	-0.2592	0.398197
29	-0.019809	-0.1534	0.439285
30	-0.147735	-1.1443	0.128512
31	0.073373	0.5683	0.28596
32	-0.089582	-0.6939	0.245211
33	-0.023352	-0.1809	0.428533
34	-0.032015	-0.248	0.402495
35	0.006784	0.0526	0.479132
36	0.048547	0.376	0.354105

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.373381 & 2.8922 & 0.002661 \tabularnewline
2 & -0.412731 & -3.197 & 0.001108 \tabularnewline
3 & -0.434209 & -3.3634 & 0.000673 \tabularnewline
4 & -0.208095 & -1.6119 & 0.056116 \tabularnewline
5 & -0.016916 & -0.131 & 0.448093 \tabularnewline
6 & 0.032614 & 0.2526 & 0.400709 \tabularnewline
7 & -0.187558 & -1.4528 & 0.075742 \tabularnewline
8 & -0.119487 & -0.9255 & 0.179195 \tabularnewline
9 & -0.079932 & -0.6191 & 0.269081 \tabularnewline
10 & 0.001278 & 0.0099 & 0.496067 \tabularnewline
11 & 0.029044 & 0.225 & 0.411383 \tabularnewline
12 & 0.279422 & 2.1644 & 0.017212 \tabularnewline
13 & -0.298613 & -2.313 & 0.012083 \tabularnewline
14 & 0.184565 & 1.4296 & 0.079005 \tabularnewline
15 & 0.109178 & 0.8457 & 0.200544 \tabularnewline
16 & 0.082502 & 0.6391 & 0.262609 \tabularnewline
17 & -0.097259 & -0.7534 & 0.227089 \tabularnewline
18 & 0.108121 & 0.8375 & 0.202816 \tabularnewline
19 & 0.094259 & 0.7301 & 0.234077 \tabularnewline
20 & -0.065355 & -0.5062 & 0.307271 \tabularnewline
21 & 0.034972 & 0.2709 & 0.3937 \tabularnewline
22 & -0.013625 & -0.1055 & 0.458149 \tabularnewline
23 & -0.052371 & -0.4057 & 0.343217 \tabularnewline
24 & -0.081646 & -0.6324 & 0.264756 \tabularnewline
25 & -0.003737 & -0.0289 & 0.488502 \tabularnewline
26 & -0.171676 & -1.3298 & 0.094309 \tabularnewline
27 & -0.093803 & -0.7266 & 0.23515 \tabularnewline
28 & -0.033458 & -0.2592 & 0.398197 \tabularnewline
29 & -0.019809 & -0.1534 & 0.439285 \tabularnewline
30 & -0.147735 & -1.1443 & 0.128512 \tabularnewline
31 & 0.073373 & 0.5683 & 0.28596 \tabularnewline
32 & -0.089582 & -0.6939 & 0.245211 \tabularnewline
33 & -0.023352 & -0.1809 & 0.428533 \tabularnewline
34 & -0.032015 & -0.248 & 0.402495 \tabularnewline
35 & 0.006784 & 0.0526 & 0.479132 \tabularnewline
36 & 0.048547 & 0.376 & 0.354105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30508&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]0.373381[/C][C]2.8922[/C][C]0.002661[/C][/ROW]
[ROW][C]2[/C][C]-0.412731[/C][C]-3.197[/C][C]0.001108[/C][/ROW]
[ROW][C]3[/C][C]-0.434209[/C][C]-3.3634[/C][C]0.000673[/C][/ROW]
[ROW][C]4[/C][C]-0.208095[/C][C]-1.6119[/C][C]0.056116[/C][/ROW]
[ROW][C]5[/C][C]-0.016916[/C][C]-0.131[/C][C]0.448093[/C][/ROW]
[ROW][C]6[/C][C]0.032614[/C][C]0.2526[/C][C]0.400709[/C][/ROW]
[ROW][C]7[/C][C]-0.187558[/C][C]-1.4528[/C][C]0.075742[/C][/ROW]
[ROW][C]8[/C][C]-0.119487[/C][C]-0.9255[/C][C]0.179195[/C][/ROW]
[ROW][C]9[/C][C]-0.079932[/C][C]-0.6191[/C][C]0.269081[/C][/ROW]
[ROW][C]10[/C][C]0.001278[/C][C]0.0099[/C][C]0.496067[/C][/ROW]
[ROW][C]11[/C][C]0.029044[/C][C]0.225[/C][C]0.411383[/C][/ROW]
[ROW][C]12[/C][C]0.279422[/C][C]2.1644[/C][C]0.017212[/C][/ROW]
[ROW][C]13[/C][C]-0.298613[/C][C]-2.313[/C][C]0.012083[/C][/ROW]
[ROW][C]14[/C][C]0.184565[/C][C]1.4296[/C][C]0.079005[/C][/ROW]
[ROW][C]15[/C][C]0.109178[/C][C]0.8457[/C][C]0.200544[/C][/ROW]
[ROW][C]16[/C][C]0.082502[/C][C]0.6391[/C][C]0.262609[/C][/ROW]
[ROW][C]17[/C][C]-0.097259[/C][C]-0.7534[/C][C]0.227089[/C][/ROW]
[ROW][C]18[/C][C]0.108121[/C][C]0.8375[/C][C]0.202816[/C][/ROW]
[ROW][C]19[/C][C]0.094259[/C][C]0.7301[/C][C]0.234077[/C][/ROW]
[ROW][C]20[/C][C]-0.065355[/C][C]-0.5062[/C][C]0.307271[/C][/ROW]
[ROW][C]21[/C][C]0.034972[/C][C]0.2709[/C][C]0.3937[/C][/ROW]
[ROW][C]22[/C][C]-0.013625[/C][C]-0.1055[/C][C]0.458149[/C][/ROW]
[ROW][C]23[/C][C]-0.052371[/C][C]-0.4057[/C][C]0.343217[/C][/ROW]
[ROW][C]24[/C][C]-0.081646[/C][C]-0.6324[/C][C]0.264756[/C][/ROW]
[ROW][C]25[/C][C]-0.003737[/C][C]-0.0289[/C][C]0.488502[/C][/ROW]
[ROW][C]26[/C][C]-0.171676[/C][C]-1.3298[/C][C]0.094309[/C][/ROW]
[ROW][C]27[/C][C]-0.093803[/C][C]-0.7266[/C][C]0.23515[/C][/ROW]
[ROW][C]28[/C][C]-0.033458[/C][C]-0.2592[/C][C]0.398197[/C][/ROW]
[ROW][C]29[/C][C]-0.019809[/C][C]-0.1534[/C][C]0.439285[/C][/ROW]
[ROW][C]30[/C][C]-0.147735[/C][C]-1.1443[/C][C]0.128512[/C][/ROW]
[ROW][C]31[/C][C]0.073373[/C][C]0.5683[/C][C]0.28596[/C][/ROW]
[ROW][C]32[/C][C]-0.089582[/C][C]-0.6939[/C][C]0.245211[/C][/ROW]
[ROW][C]33[/C][C]-0.023352[/C][C]-0.1809[/C][C]0.428533[/C][/ROW]
[ROW][C]34[/C][C]-0.032015[/C][C]-0.248[/C][C]0.402495[/C][/ROW]
[ROW][C]35[/C][C]0.006784[/C][C]0.0526[/C][C]0.479132[/C][/ROW]
[ROW][C]36[/C][C]0.048547[/C][C]0.376[/C][C]0.354105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30508&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30508&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	0.373381	2.8922	0.002661
2	-0.412731	-3.197	0.001108
3	-0.434209	-3.3634	0.000673
4	-0.208095	-1.6119	0.056116
5	-0.016916	-0.131	0.448093
6	0.032614	0.2526	0.400709
7	-0.187558	-1.4528	0.075742
8	-0.119487	-0.9255	0.179195
9	-0.079932	-0.6191	0.269081
10	0.001278	0.0099	0.496067
11	0.029044	0.225	0.411383
12	0.279422	2.1644	0.017212
13	-0.298613	-2.313	0.012083
14	0.184565	1.4296	0.079005
15	0.109178	0.8457	0.200544
16	0.082502	0.6391	0.262609
17	-0.097259	-0.7534	0.227089
18	0.108121	0.8375	0.202816
19	0.094259	0.7301	0.234077
20	-0.065355	-0.5062	0.307271
21	0.034972	0.2709	0.3937
22	-0.013625	-0.1055	0.458149
23	-0.052371	-0.4057	0.343217
24	-0.081646	-0.6324	0.264756
25	-0.003737	-0.0289	0.488502
26	-0.171676	-1.3298	0.094309
27	-0.093803	-0.7266	0.23515
28	-0.033458	-0.2592	0.398197
29	-0.019809	-0.1534	0.439285
30	-0.147735	-1.1443	0.128512
31	0.073373	0.5683	0.28596
32	-0.089582	-0.6939	0.245211
33	-0.023352	-0.1809	0.428533
34	-0.032015	-0.248	0.402495
35	0.006784	0.0526	0.479132
36	0.048547	0.376	0.354105

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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