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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 11:09:31 -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/t122875982742c57vqzu7s2pwj.htm/, Retrieved Thu, 16 May 2024 16:56:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30638, Retrieved Thu, 16 May 2024 16:56:20 +0000

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Original text written by user:

d=1

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

180

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]
- RMP   [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-08 10:48:08] [58bf45a666dc5198906262e8815a9722]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-08 11:24:27] [58bf45a666dc5198906262e8815a9722]
- RMP         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-08 18:09:31] [63db34dadd44fb018112addcdefe949f] [Current]

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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	'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 & 2 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=30638&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30638&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30638&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.203013	1.5594	0.062128
2	0.066302	0.5093	0.306229
3	0.150154	1.1534	0.126708
4	0.227746	1.7493	0.042715
5	0.046915	0.3604	0.359933
6	-0.041835	-0.3213	0.374544
7	0.219137	1.6832	0.048808
8	-0.016123	-0.1238	0.450929
9	-0.132012	-1.014	0.157361
10	0.087764	0.6741	0.251431
11	0.275752	2.1181	0.019195
12	-0.025595	-0.1966	0.42241
13	-0.119725	-0.9196	0.180756
14	-0.037614	-0.2889	0.386828
15	0.132308	1.0163	0.156823
16	-0.141926	-1.0902	0.140038
17	-0.185644	-1.426	0.079575
18	-0.056351	-0.4328	0.333356
19	-0.198989	-1.5285	0.065871
20	-0.151525	-1.1639	0.124578
21	-0.035466	-0.2724	0.393124
22	0.080357	0.6172	0.269728
23	-0.026172	-0.201	0.420684
24	-0.071736	-0.551	0.291853
25	0.127082	0.9761	0.166491
26	0.084321	0.6477	0.259851
27	0.003018	0.0232	0.490792
28	-0.027064	-0.2079	0.418017
29	-0.059012	-0.4533	0.326006
30	-0.086588	-0.6651	0.254289
31	-0.076756	-0.5896	0.278864
32	-0.017378	-0.1335	0.447133
33	0.040213	0.3089	0.379249
34	-0.065856	-0.5058	0.307424
35	0.021815	0.1676	0.43375
36	0.002084	0.016	0.49364

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.203013 & 1.5594 & 0.062128 \tabularnewline
2 & 0.066302 & 0.5093 & 0.306229 \tabularnewline
3 & 0.150154 & 1.1534 & 0.126708 \tabularnewline
4 & 0.227746 & 1.7493 & 0.042715 \tabularnewline
5 & 0.046915 & 0.3604 & 0.359933 \tabularnewline
6 & -0.041835 & -0.3213 & 0.374544 \tabularnewline
7 & 0.219137 & 1.6832 & 0.048808 \tabularnewline
8 & -0.016123 & -0.1238 & 0.450929 \tabularnewline
9 & -0.132012 & -1.014 & 0.157361 \tabularnewline
10 & 0.087764 & 0.6741 & 0.251431 \tabularnewline
11 & 0.275752 & 2.1181 & 0.019195 \tabularnewline
12 & -0.025595 & -0.1966 & 0.42241 \tabularnewline
13 & -0.119725 & -0.9196 & 0.180756 \tabularnewline
14 & -0.037614 & -0.2889 & 0.386828 \tabularnewline
15 & 0.132308 & 1.0163 & 0.156823 \tabularnewline
16 & -0.141926 & -1.0902 & 0.140038 \tabularnewline
17 & -0.185644 & -1.426 & 0.079575 \tabularnewline
18 & -0.056351 & -0.4328 & 0.333356 \tabularnewline
19 & -0.198989 & -1.5285 & 0.065871 \tabularnewline
20 & -0.151525 & -1.1639 & 0.124578 \tabularnewline
21 & -0.035466 & -0.2724 & 0.393124 \tabularnewline
22 & 0.080357 & 0.6172 & 0.269728 \tabularnewline
23 & -0.026172 & -0.201 & 0.420684 \tabularnewline
24 & -0.071736 & -0.551 & 0.291853 \tabularnewline
25 & 0.127082 & 0.9761 & 0.166491 \tabularnewline
26 & 0.084321 & 0.6477 & 0.259851 \tabularnewline
27 & 0.003018 & 0.0232 & 0.490792 \tabularnewline
28 & -0.027064 & -0.2079 & 0.418017 \tabularnewline
29 & -0.059012 & -0.4533 & 0.326006 \tabularnewline
30 & -0.086588 & -0.6651 & 0.254289 \tabularnewline
31 & -0.076756 & -0.5896 & 0.278864 \tabularnewline
32 & -0.017378 & -0.1335 & 0.447133 \tabularnewline
33 & 0.040213 & 0.3089 & 0.379249 \tabularnewline
34 & -0.065856 & -0.5058 & 0.307424 \tabularnewline
35 & 0.021815 & 0.1676 & 0.43375 \tabularnewline
36 & 0.002084 & 0.016 & 0.49364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30638&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]0.203013[/C][C]1.5594[/C][C]0.062128[/C][/ROW]
[ROW][C]2[/C][C]0.066302[/C][C]0.5093[/C][C]0.306229[/C][/ROW]
[ROW][C]3[/C][C]0.150154[/C][C]1.1534[/C][C]0.126708[/C][/ROW]
[ROW][C]4[/C][C]0.227746[/C][C]1.7493[/C][C]0.042715[/C][/ROW]
[ROW][C]5[/C][C]0.046915[/C][C]0.3604[/C][C]0.359933[/C][/ROW]
[ROW][C]6[/C][C]-0.041835[/C][C]-0.3213[/C][C]0.374544[/C][/ROW]
[ROW][C]7[/C][C]0.219137[/C][C]1.6832[/C][C]0.048808[/C][/ROW]
[ROW][C]8[/C][C]-0.016123[/C][C]-0.1238[/C][C]0.450929[/C][/ROW]
[ROW][C]9[/C][C]-0.132012[/C][C]-1.014[/C][C]0.157361[/C][/ROW]
[ROW][C]10[/C][C]0.087764[/C][C]0.6741[/C][C]0.251431[/C][/ROW]
[ROW][C]11[/C][C]0.275752[/C][C]2.1181[/C][C]0.019195[/C][/ROW]
[ROW][C]12[/C][C]-0.025595[/C][C]-0.1966[/C][C]0.42241[/C][/ROW]
[ROW][C]13[/C][C]-0.119725[/C][C]-0.9196[/C][C]0.180756[/C][/ROW]
[ROW][C]14[/C][C]-0.037614[/C][C]-0.2889[/C][C]0.386828[/C][/ROW]
[ROW][C]15[/C][C]0.132308[/C][C]1.0163[/C][C]0.156823[/C][/ROW]
[ROW][C]16[/C][C]-0.141926[/C][C]-1.0902[/C][C]0.140038[/C][/ROW]
[ROW][C]17[/C][C]-0.185644[/C][C]-1.426[/C][C]0.079575[/C][/ROW]
[ROW][C]18[/C][C]-0.056351[/C][C]-0.4328[/C][C]0.333356[/C][/ROW]
[ROW][C]19[/C][C]-0.198989[/C][C]-1.5285[/C][C]0.065871[/C][/ROW]
[ROW][C]20[/C][C]-0.151525[/C][C]-1.1639[/C][C]0.124578[/C][/ROW]
[ROW][C]21[/C][C]-0.035466[/C][C]-0.2724[/C][C]0.393124[/C][/ROW]
[ROW][C]22[/C][C]0.080357[/C][C]0.6172[/C][C]0.269728[/C][/ROW]
[ROW][C]23[/C][C]-0.026172[/C][C]-0.201[/C][C]0.420684[/C][/ROW]
[ROW][C]24[/C][C]-0.071736[/C][C]-0.551[/C][C]0.291853[/C][/ROW]
[ROW][C]25[/C][C]0.127082[/C][C]0.9761[/C][C]0.166491[/C][/ROW]
[ROW][C]26[/C][C]0.084321[/C][C]0.6477[/C][C]0.259851[/C][/ROW]
[ROW][C]27[/C][C]0.003018[/C][C]0.0232[/C][C]0.490792[/C][/ROW]
[ROW][C]28[/C][C]-0.027064[/C][C]-0.2079[/C][C]0.418017[/C][/ROW]
[ROW][C]29[/C][C]-0.059012[/C][C]-0.4533[/C][C]0.326006[/C][/ROW]
[ROW][C]30[/C][C]-0.086588[/C][C]-0.6651[/C][C]0.254289[/C][/ROW]
[ROW][C]31[/C][C]-0.076756[/C][C]-0.5896[/C][C]0.278864[/C][/ROW]
[ROW][C]32[/C][C]-0.017378[/C][C]-0.1335[/C][C]0.447133[/C][/ROW]
[ROW][C]33[/C][C]0.040213[/C][C]0.3089[/C][C]0.379249[/C][/ROW]
[ROW][C]34[/C][C]-0.065856[/C][C]-0.5058[/C][C]0.307424[/C][/ROW]
[ROW][C]35[/C][C]0.021815[/C][C]0.1676[/C][C]0.43375[/C][/ROW]
[ROW][C]36[/C][C]0.002084[/C][C]0.016[/C][C]0.49364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30638&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30638&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	0.203013	1.5594	0.062128
2	0.066302	0.5093	0.306229
3	0.150154	1.1534	0.126708
4	0.227746	1.7493	0.042715
5	0.046915	0.3604	0.359933
6	-0.041835	-0.3213	0.374544
7	0.219137	1.6832	0.048808
8	-0.016123	-0.1238	0.450929
9	-0.132012	-1.014	0.157361
10	0.087764	0.6741	0.251431
11	0.275752	2.1181	0.019195
12	-0.025595	-0.1966	0.42241
13	-0.119725	-0.9196	0.180756
14	-0.037614	-0.2889	0.386828
15	0.132308	1.0163	0.156823
16	-0.141926	-1.0902	0.140038
17	-0.185644	-1.426	0.079575
18	-0.056351	-0.4328	0.333356
19	-0.198989	-1.5285	0.065871
20	-0.151525	-1.1639	0.124578
21	-0.035466	-0.2724	0.393124
22	0.080357	0.6172	0.269728
23	-0.026172	-0.201	0.420684
24	-0.071736	-0.551	0.291853
25	0.127082	0.9761	0.166491
26	0.084321	0.6477	0.259851
27	0.003018	0.0232	0.490792
28	-0.027064	-0.2079	0.418017
29	-0.059012	-0.4533	0.326006
30	-0.086588	-0.6651	0.254289
31	-0.076756	-0.5896	0.278864
32	-0.017378	-0.1335	0.447133
33	0.040213	0.3089	0.379249
34	-0.065856	-0.5058	0.307424
35	0.021815	0.1676	0.43375
36	0.002084	0.016	0.49364

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.203013	1.5594	0.062128
2	0.026166	0.201	0.4207
3	0.137491	1.0561	0.147617
4	0.181651	1.3953	0.084079
5	-0.038652	-0.2969	0.383796
6	-0.077988	-0.599	0.275719
7	0.210222	1.6147	0.055851
8	-0.148951	-1.1441	0.128598
9	-0.119411	-0.9172	0.181382
10	0.157703	1.2113	0.115297
11	0.209758	1.6112	0.056238
12	-0.121407	-0.9325	0.177428
13	-0.067156	-0.5158	0.303949
14	-0.140066	-1.0759	0.143182
15	0.132277	1.016	0.15688
16	-0.111076	-0.8532	0.198503
17	-0.175908	-1.3512	0.090899
18	-0.092533	-0.7108	0.240016
19	-0.098289	-0.755	0.226634
20	0.054682	0.42	0.337998
21	0.075661	0.5812	0.281673
22	-0.032187	-0.2472	0.402794
23	0.109694	0.8426	0.201434
24	0.089357	0.6864	0.247586
25	0.100096	0.7689	0.222524
26	-0.040008	-0.3073	0.379844
27	0.020919	0.1607	0.436446
28	-0.018339	-0.1409	0.444229
29	-0.079953	-0.6141	0.270745
30	-0.109589	-0.8418	0.201658
31	-0.029802	-0.2289	0.409865
32	-0.048299	-0.371	0.355986
33	0.049863	0.383	0.351547
34	-0.04212	-0.3235	0.37372
35	0.022472	0.1726	0.431775
36	-0.116389	-0.894	0.187476

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.203013 & 1.5594 & 0.062128 \tabularnewline
2 & 0.026166 & 0.201 & 0.4207 \tabularnewline
3 & 0.137491 & 1.0561 & 0.147617 \tabularnewline
4 & 0.181651 & 1.3953 & 0.084079 \tabularnewline
5 & -0.038652 & -0.2969 & 0.383796 \tabularnewline
6 & -0.077988 & -0.599 & 0.275719 \tabularnewline
7 & 0.210222 & 1.6147 & 0.055851 \tabularnewline
8 & -0.148951 & -1.1441 & 0.128598 \tabularnewline
9 & -0.119411 & -0.9172 & 0.181382 \tabularnewline
10 & 0.157703 & 1.2113 & 0.115297 \tabularnewline
11 & 0.209758 & 1.6112 & 0.056238 \tabularnewline
12 & -0.121407 & -0.9325 & 0.177428 \tabularnewline
13 & -0.067156 & -0.5158 & 0.303949 \tabularnewline
14 & -0.140066 & -1.0759 & 0.143182 \tabularnewline
15 & 0.132277 & 1.016 & 0.15688 \tabularnewline
16 & -0.111076 & -0.8532 & 0.198503 \tabularnewline
17 & -0.175908 & -1.3512 & 0.090899 \tabularnewline
18 & -0.092533 & -0.7108 & 0.240016 \tabularnewline
19 & -0.098289 & -0.755 & 0.226634 \tabularnewline
20 & 0.054682 & 0.42 & 0.337998 \tabularnewline
21 & 0.075661 & 0.5812 & 0.281673 \tabularnewline
22 & -0.032187 & -0.2472 & 0.402794 \tabularnewline
23 & 0.109694 & 0.8426 & 0.201434 \tabularnewline
24 & 0.089357 & 0.6864 & 0.247586 \tabularnewline
25 & 0.100096 & 0.7689 & 0.222524 \tabularnewline
26 & -0.040008 & -0.3073 & 0.379844 \tabularnewline
27 & 0.020919 & 0.1607 & 0.436446 \tabularnewline
28 & -0.018339 & -0.1409 & 0.444229 \tabularnewline
29 & -0.079953 & -0.6141 & 0.270745 \tabularnewline
30 & -0.109589 & -0.8418 & 0.201658 \tabularnewline
31 & -0.029802 & -0.2289 & 0.409865 \tabularnewline
32 & -0.048299 & -0.371 & 0.355986 \tabularnewline
33 & 0.049863 & 0.383 & 0.351547 \tabularnewline
34 & -0.04212 & -0.3235 & 0.37372 \tabularnewline
35 & 0.022472 & 0.1726 & 0.431775 \tabularnewline
36 & -0.116389 & -0.894 & 0.187476 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30638&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]0.203013[/C][C]1.5594[/C][C]0.062128[/C][/ROW]
[ROW][C]2[/C][C]0.026166[/C][C]0.201[/C][C]0.4207[/C][/ROW]
[ROW][C]3[/C][C]0.137491[/C][C]1.0561[/C][C]0.147617[/C][/ROW]
[ROW][C]4[/C][C]0.181651[/C][C]1.3953[/C][C]0.084079[/C][/ROW]
[ROW][C]5[/C][C]-0.038652[/C][C]-0.2969[/C][C]0.383796[/C][/ROW]
[ROW][C]6[/C][C]-0.077988[/C][C]-0.599[/C][C]0.275719[/C][/ROW]
[ROW][C]7[/C][C]0.210222[/C][C]1.6147[/C][C]0.055851[/C][/ROW]
[ROW][C]8[/C][C]-0.148951[/C][C]-1.1441[/C][C]0.128598[/C][/ROW]
[ROW][C]9[/C][C]-0.119411[/C][C]-0.9172[/C][C]0.181382[/C][/ROW]
[ROW][C]10[/C][C]0.157703[/C][C]1.2113[/C][C]0.115297[/C][/ROW]
[ROW][C]11[/C][C]0.209758[/C][C]1.6112[/C][C]0.056238[/C][/ROW]
[ROW][C]12[/C][C]-0.121407[/C][C]-0.9325[/C][C]0.177428[/C][/ROW]
[ROW][C]13[/C][C]-0.067156[/C][C]-0.5158[/C][C]0.303949[/C][/ROW]
[ROW][C]14[/C][C]-0.140066[/C][C]-1.0759[/C][C]0.143182[/C][/ROW]
[ROW][C]15[/C][C]0.132277[/C][C]1.016[/C][C]0.15688[/C][/ROW]
[ROW][C]16[/C][C]-0.111076[/C][C]-0.8532[/C][C]0.198503[/C][/ROW]
[ROW][C]17[/C][C]-0.175908[/C][C]-1.3512[/C][C]0.090899[/C][/ROW]
[ROW][C]18[/C][C]-0.092533[/C][C]-0.7108[/C][C]0.240016[/C][/ROW]
[ROW][C]19[/C][C]-0.098289[/C][C]-0.755[/C][C]0.226634[/C][/ROW]
[ROW][C]20[/C][C]0.054682[/C][C]0.42[/C][C]0.337998[/C][/ROW]
[ROW][C]21[/C][C]0.075661[/C][C]0.5812[/C][C]0.281673[/C][/ROW]
[ROW][C]22[/C][C]-0.032187[/C][C]-0.2472[/C][C]0.402794[/C][/ROW]
[ROW][C]23[/C][C]0.109694[/C][C]0.8426[/C][C]0.201434[/C][/ROW]
[ROW][C]24[/C][C]0.089357[/C][C]0.6864[/C][C]0.247586[/C][/ROW]
[ROW][C]25[/C][C]0.100096[/C][C]0.7689[/C][C]0.222524[/C][/ROW]
[ROW][C]26[/C][C]-0.040008[/C][C]-0.3073[/C][C]0.379844[/C][/ROW]
[ROW][C]27[/C][C]0.020919[/C][C]0.1607[/C][C]0.436446[/C][/ROW]
[ROW][C]28[/C][C]-0.018339[/C][C]-0.1409[/C][C]0.444229[/C][/ROW]
[ROW][C]29[/C][C]-0.079953[/C][C]-0.6141[/C][C]0.270745[/C][/ROW]
[ROW][C]30[/C][C]-0.109589[/C][C]-0.8418[/C][C]0.201658[/C][/ROW]
[ROW][C]31[/C][C]-0.029802[/C][C]-0.2289[/C][C]0.409865[/C][/ROW]
[ROW][C]32[/C][C]-0.048299[/C][C]-0.371[/C][C]0.355986[/C][/ROW]
[ROW][C]33[/C][C]0.049863[/C][C]0.383[/C][C]0.351547[/C][/ROW]
[ROW][C]34[/C][C]-0.04212[/C][C]-0.3235[/C][C]0.37372[/C][/ROW]
[ROW][C]35[/C][C]0.022472[/C][C]0.1726[/C][C]0.431775[/C][/ROW]
[ROW][C]36[/C][C]-0.116389[/C][C]-0.894[/C][C]0.187476[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30638&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30638&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	0.203013	1.5594	0.062128
2	0.026166	0.201	0.4207
3	0.137491	1.0561	0.147617
4	0.181651	1.3953	0.084079
5	-0.038652	-0.2969	0.383796
6	-0.077988	-0.599	0.275719
7	0.210222	1.6147	0.055851
8	-0.148951	-1.1441	0.128598
9	-0.119411	-0.9172	0.181382
10	0.157703	1.2113	0.115297
11	0.209758	1.6112	0.056238
12	-0.121407	-0.9325	0.177428
13	-0.067156	-0.5158	0.303949
14	-0.140066	-1.0759	0.143182
15	0.132277	1.016	0.15688
16	-0.111076	-0.8532	0.198503
17	-0.175908	-1.3512	0.090899
18	-0.092533	-0.7108	0.240016
19	-0.098289	-0.755	0.226634
20	0.054682	0.42	0.337998
21	0.075661	0.5812	0.281673
22	-0.032187	-0.2472	0.402794
23	0.109694	0.8426	0.201434
24	0.089357	0.6864	0.247586
25	0.100096	0.7689	0.222524
26	-0.040008	-0.3073	0.379844
27	0.020919	0.1607	0.436446
28	-0.018339	-0.1409	0.444229
29	-0.079953	-0.6141	0.270745
30	-0.109589	-0.8418	0.201658
31	-0.029802	-0.2289	0.409865
32	-0.048299	-0.371	0.355986
33	0.049863	0.383	0.351547
34	-0.04212	-0.3235	0.37372
35	0.022472	0.1726	0.431775
36	-0.116389	-0.894	0.187476

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