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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 11:37:03 -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/09/t1228847855k2ecoq19m4ej09q.htm/, Retrieved Fri, 17 May 2024 03:41:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31678, Retrieved Fri, 17 May 2024 03:41:14 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

170

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   [Standard Deviation-Mean Plot] [step 1] [2008-12-06 15:53:54] [74be16979710d4c4e7c6647856088456]
F RMPD      [(Partial) Autocorrelation Function] [step 2] [2008-12-09 18:37:03] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-16 18:02:14 [6066575aa30c0611e452e930b1dff53d] [reply] 
We zien inderdaad een piek op maand 12, 24 en 36. Deze hebben een dalend patroon. Het zal dus inderdaad nodig zijn om seizoenaal te differentiëren. We vermoeden een lange termijn trend, maar dit is niet zeker. 

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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	3 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 & 3 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=31678&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]3 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=31678&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31678&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.806708	7.9452	0
2	0.489825	4.8242	3e-06
3	0.222669	2.193	0.015348
4	0.078361	0.7718	0.221065
5	0.043411	0.4276	0.334963
6	0.020886	0.2057	0.418728
7	-0.009156	-0.0902	0.464166
8	-0.007117	-0.0701	0.47213
9	0.109557	1.079	0.14163
10	0.337788	3.3268	0.000621
11	0.601692	5.926	0
12	0.737254	7.2611	0
13	0.542282	5.3409	0
14	0.254093	2.5025	0.007002
15	0.012379	0.1219	0.451606
16	-0.117879	-1.161	0.124252
17	-0.158641	-1.5624	0.060721
18	-0.192772	-1.8986	0.030296
19	-0.226743	-2.2332	0.013918
20	-0.226904	-2.2347	0.013864
21	-0.121084	-1.1925	0.117979
22	0.078666	0.7748	0.22018
23	0.302588	2.9801	0.001821
24	0.412202	4.0597	5e-05
25	0.245486	2.4178	0.008742
26	0.003866	0.0381	0.484852
27	-0.192469	-1.8956	0.030495
28	-0.289439	-2.8506	0.002665
29	-0.312119	-3.074	0.001371
30	-0.331073	-3.2607	0.000767
31	-0.348731	-3.4346	0.000437
32	-0.341302	-3.3614	0.000555
33	-0.245857	-2.4214	0.00866
34	-0.077961	-0.7678	0.222229
35	0.110394	1.0873	0.139809
36	0.206172	2.0306	0.022519

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.806708 & 7.9452 & 0 \tabularnewline
2 & 0.489825 & 4.8242 & 3e-06 \tabularnewline
3 & 0.222669 & 2.193 & 0.015348 \tabularnewline
4 & 0.078361 & 0.7718 & 0.221065 \tabularnewline
5 & 0.043411 & 0.4276 & 0.334963 \tabularnewline
6 & 0.020886 & 0.2057 & 0.418728 \tabularnewline
7 & -0.009156 & -0.0902 & 0.464166 \tabularnewline
8 & -0.007117 & -0.0701 & 0.47213 \tabularnewline
9 & 0.109557 & 1.079 & 0.14163 \tabularnewline
10 & 0.337788 & 3.3268 & 0.000621 \tabularnewline
11 & 0.601692 & 5.926 & 0 \tabularnewline
12 & 0.737254 & 7.2611 & 0 \tabularnewline
13 & 0.542282 & 5.3409 & 0 \tabularnewline
14 & 0.254093 & 2.5025 & 0.007002 \tabularnewline
15 & 0.012379 & 0.1219 & 0.451606 \tabularnewline
16 & -0.117879 & -1.161 & 0.124252 \tabularnewline
17 & -0.158641 & -1.5624 & 0.060721 \tabularnewline
18 & -0.192772 & -1.8986 & 0.030296 \tabularnewline
19 & -0.226743 & -2.2332 & 0.013918 \tabularnewline
20 & -0.226904 & -2.2347 & 0.013864 \tabularnewline
21 & -0.121084 & -1.1925 & 0.117979 \tabularnewline
22 & 0.078666 & 0.7748 & 0.22018 \tabularnewline
23 & 0.302588 & 2.9801 & 0.001821 \tabularnewline
24 & 0.412202 & 4.0597 & 5e-05 \tabularnewline
25 & 0.245486 & 2.4178 & 0.008742 \tabularnewline
26 & 0.003866 & 0.0381 & 0.484852 \tabularnewline
27 & -0.192469 & -1.8956 & 0.030495 \tabularnewline
28 & -0.289439 & -2.8506 & 0.002665 \tabularnewline
29 & -0.312119 & -3.074 & 0.001371 \tabularnewline
30 & -0.331073 & -3.2607 & 0.000767 \tabularnewline
31 & -0.348731 & -3.4346 & 0.000437 \tabularnewline
32 & -0.341302 & -3.3614 & 0.000555 \tabularnewline
33 & -0.245857 & -2.4214 & 0.00866 \tabularnewline
34 & -0.077961 & -0.7678 & 0.222229 \tabularnewline
35 & 0.110394 & 1.0873 & 0.139809 \tabularnewline
36 & 0.206172 & 2.0306 & 0.022519 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31678&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]0.806708[/C][C]7.9452[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.489825[/C][C]4.8242[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.222669[/C][C]2.193[/C][C]0.015348[/C][/ROW]
[ROW][C]4[/C][C]0.078361[/C][C]0.7718[/C][C]0.221065[/C][/ROW]
[ROW][C]5[/C][C]0.043411[/C][C]0.4276[/C][C]0.334963[/C][/ROW]
[ROW][C]6[/C][C]0.020886[/C][C]0.2057[/C][C]0.418728[/C][/ROW]
[ROW][C]7[/C][C]-0.009156[/C][C]-0.0902[/C][C]0.464166[/C][/ROW]
[ROW][C]8[/C][C]-0.007117[/C][C]-0.0701[/C][C]0.47213[/C][/ROW]
[ROW][C]9[/C][C]0.109557[/C][C]1.079[/C][C]0.14163[/C][/ROW]
[ROW][C]10[/C][C]0.337788[/C][C]3.3268[/C][C]0.000621[/C][/ROW]
[ROW][C]11[/C][C]0.601692[/C][C]5.926[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.737254[/C][C]7.2611[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.542282[/C][C]5.3409[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.254093[/C][C]2.5025[/C][C]0.007002[/C][/ROW]
[ROW][C]15[/C][C]0.012379[/C][C]0.1219[/C][C]0.451606[/C][/ROW]
[ROW][C]16[/C][C]-0.117879[/C][C]-1.161[/C][C]0.124252[/C][/ROW]
[ROW][C]17[/C][C]-0.158641[/C][C]-1.5624[/C][C]0.060721[/C][/ROW]
[ROW][C]18[/C][C]-0.192772[/C][C]-1.8986[/C][C]0.030296[/C][/ROW]
[ROW][C]19[/C][C]-0.226743[/C][C]-2.2332[/C][C]0.013918[/C][/ROW]
[ROW][C]20[/C][C]-0.226904[/C][C]-2.2347[/C][C]0.013864[/C][/ROW]
[ROW][C]21[/C][C]-0.121084[/C][C]-1.1925[/C][C]0.117979[/C][/ROW]
[ROW][C]22[/C][C]0.078666[/C][C]0.7748[/C][C]0.22018[/C][/ROW]
[ROW][C]23[/C][C]0.302588[/C][C]2.9801[/C][C]0.001821[/C][/ROW]
[ROW][C]24[/C][C]0.412202[/C][C]4.0597[/C][C]5e-05[/C][/ROW]
[ROW][C]25[/C][C]0.245486[/C][C]2.4178[/C][C]0.008742[/C][/ROW]
[ROW][C]26[/C][C]0.003866[/C][C]0.0381[/C][C]0.484852[/C][/ROW]
[ROW][C]27[/C][C]-0.192469[/C][C]-1.8956[/C][C]0.030495[/C][/ROW]
[ROW][C]28[/C][C]-0.289439[/C][C]-2.8506[/C][C]0.002665[/C][/ROW]
[ROW][C]29[/C][C]-0.312119[/C][C]-3.074[/C][C]0.001371[/C][/ROW]
[ROW][C]30[/C][C]-0.331073[/C][C]-3.2607[/C][C]0.000767[/C][/ROW]
[ROW][C]31[/C][C]-0.348731[/C][C]-3.4346[/C][C]0.000437[/C][/ROW]
[ROW][C]32[/C][C]-0.341302[/C][C]-3.3614[/C][C]0.000555[/C][/ROW]
[ROW][C]33[/C][C]-0.245857[/C][C]-2.4214[/C][C]0.00866[/C][/ROW]
[ROW][C]34[/C][C]-0.077961[/C][C]-0.7678[/C][C]0.222229[/C][/ROW]
[ROW][C]35[/C][C]0.110394[/C][C]1.0873[/C][C]0.139809[/C][/ROW]
[ROW][C]36[/C][C]0.206172[/C][C]2.0306[/C][C]0.022519[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31678&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31678&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	0.806708	7.9452	0
2	0.489825	4.8242	3e-06
3	0.222669	2.193	0.015348
4	0.078361	0.7718	0.221065
5	0.043411	0.4276	0.334963
6	0.020886	0.2057	0.418728
7	-0.009156	-0.0902	0.464166
8	-0.007117	-0.0701	0.47213
9	0.109557	1.079	0.14163
10	0.337788	3.3268	0.000621
11	0.601692	5.926	0
12	0.737254	7.2611	0
13	0.542282	5.3409	0
14	0.254093	2.5025	0.007002
15	0.012379	0.1219	0.451606
16	-0.117879	-1.161	0.124252
17	-0.158641	-1.5624	0.060721
18	-0.192772	-1.8986	0.030296
19	-0.226743	-2.2332	0.013918
20	-0.226904	-2.2347	0.013864
21	-0.121084	-1.1925	0.117979
22	0.078666	0.7748	0.22018
23	0.302588	2.9801	0.001821
24	0.412202	4.0597	5e-05
25	0.245486	2.4178	0.008742
26	0.003866	0.0381	0.484852
27	-0.192469	-1.8956	0.030495
28	-0.289439	-2.8506	0.002665
29	-0.312119	-3.074	0.001371
30	-0.331073	-3.2607	0.000767
31	-0.348731	-3.4346	0.000437
32	-0.341302	-3.3614	0.000555
33	-0.245857	-2.4214	0.00866
34	-0.077961	-0.7678	0.222229
35	0.110394	1.0873	0.139809
36	0.206172	2.0306	0.022519

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.806708	7.9452	0
2	-0.460892	-4.5393	8e-06
3	0.062567	0.6162	0.2696
4	0.076372	0.7522	0.226884
5	0.044201	0.4353	0.332145
6	-0.139316	-1.3721	0.086597
7	0.024823	0.2445	0.403688
8	0.117422	1.1565	0.125164
9	0.327548	3.226	0.000856
10	0.298001	2.935	0.002082
11	0.360746	3.5529	0.000295
12	0.056907	0.5605	0.288226
13	-0.721107	-7.1021	0
14	0.227806	2.2436	0.013565
15	-0.170289	-1.6772	0.048366
16	-0.073266	-0.7216	0.236144
17	-0.075546	-0.744	0.229325
18	0.105009	1.0342	0.151803
19	-0.038695	-0.3811	0.351981
20	-0.14437	-1.4219	0.079134
21	-0.026285	-0.2589	0.398138
22	-0.075358	-0.7422	0.229882
23	-0.051145	-0.5037	0.3078
24	0.076184	0.7503	0.227436
25	-0.018659	-0.1838	0.427291
26	-0.051002	-0.5023	0.308294
27	0.075294	0.7416	0.230073
28	-0.022863	-0.2252	0.411157
29	-0.000658	-0.0065	0.497419
30	-0.008472	-0.0834	0.466838
31	0.02018	0.1988	0.421435
32	-0.087831	-0.865	0.194578
33	-0.071595	-0.7051	0.24121
34	-0.050881	-0.5011	0.308713
35	0.001888	0.0186	0.492602
36	0.006722	0.0662	0.473674

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.806708 & 7.9452 & 0 \tabularnewline
2 & -0.460892 & -4.5393 & 8e-06 \tabularnewline
3 & 0.062567 & 0.6162 & 0.2696 \tabularnewline
4 & 0.076372 & 0.7522 & 0.226884 \tabularnewline
5 & 0.044201 & 0.4353 & 0.332145 \tabularnewline
6 & -0.139316 & -1.3721 & 0.086597 \tabularnewline
7 & 0.024823 & 0.2445 & 0.403688 \tabularnewline
8 & 0.117422 & 1.1565 & 0.125164 \tabularnewline
9 & 0.327548 & 3.226 & 0.000856 \tabularnewline
10 & 0.298001 & 2.935 & 0.002082 \tabularnewline
11 & 0.360746 & 3.5529 & 0.000295 \tabularnewline
12 & 0.056907 & 0.5605 & 0.288226 \tabularnewline
13 & -0.721107 & -7.1021 & 0 \tabularnewline
14 & 0.227806 & 2.2436 & 0.013565 \tabularnewline
15 & -0.170289 & -1.6772 & 0.048366 \tabularnewline
16 & -0.073266 & -0.7216 & 0.236144 \tabularnewline
17 & -0.075546 & -0.744 & 0.229325 \tabularnewline
18 & 0.105009 & 1.0342 & 0.151803 \tabularnewline
19 & -0.038695 & -0.3811 & 0.351981 \tabularnewline
20 & -0.14437 & -1.4219 & 0.079134 \tabularnewline
21 & -0.026285 & -0.2589 & 0.398138 \tabularnewline
22 & -0.075358 & -0.7422 & 0.229882 \tabularnewline
23 & -0.051145 & -0.5037 & 0.3078 \tabularnewline
24 & 0.076184 & 0.7503 & 0.227436 \tabularnewline
25 & -0.018659 & -0.1838 & 0.427291 \tabularnewline
26 & -0.051002 & -0.5023 & 0.308294 \tabularnewline
27 & 0.075294 & 0.7416 & 0.230073 \tabularnewline
28 & -0.022863 & -0.2252 & 0.411157 \tabularnewline
29 & -0.000658 & -0.0065 & 0.497419 \tabularnewline
30 & -0.008472 & -0.0834 & 0.466838 \tabularnewline
31 & 0.02018 & 0.1988 & 0.421435 \tabularnewline
32 & -0.087831 & -0.865 & 0.194578 \tabularnewline
33 & -0.071595 & -0.7051 & 0.24121 \tabularnewline
34 & -0.050881 & -0.5011 & 0.308713 \tabularnewline
35 & 0.001888 & 0.0186 & 0.492602 \tabularnewline
36 & 0.006722 & 0.0662 & 0.473674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31678&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]0.806708[/C][C]7.9452[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.460892[/C][C]-4.5393[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.062567[/C][C]0.6162[/C][C]0.2696[/C][/ROW]
[ROW][C]4[/C][C]0.076372[/C][C]0.7522[/C][C]0.226884[/C][/ROW]
[ROW][C]5[/C][C]0.044201[/C][C]0.4353[/C][C]0.332145[/C][/ROW]
[ROW][C]6[/C][C]-0.139316[/C][C]-1.3721[/C][C]0.086597[/C][/ROW]
[ROW][C]7[/C][C]0.024823[/C][C]0.2445[/C][C]0.403688[/C][/ROW]
[ROW][C]8[/C][C]0.117422[/C][C]1.1565[/C][C]0.125164[/C][/ROW]
[ROW][C]9[/C][C]0.327548[/C][C]3.226[/C][C]0.000856[/C][/ROW]
[ROW][C]10[/C][C]0.298001[/C][C]2.935[/C][C]0.002082[/C][/ROW]
[ROW][C]11[/C][C]0.360746[/C][C]3.5529[/C][C]0.000295[/C][/ROW]
[ROW][C]12[/C][C]0.056907[/C][C]0.5605[/C][C]0.288226[/C][/ROW]
[ROW][C]13[/C][C]-0.721107[/C][C]-7.1021[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.227806[/C][C]2.2436[/C][C]0.013565[/C][/ROW]
[ROW][C]15[/C][C]-0.170289[/C][C]-1.6772[/C][C]0.048366[/C][/ROW]
[ROW][C]16[/C][C]-0.073266[/C][C]-0.7216[/C][C]0.236144[/C][/ROW]
[ROW][C]17[/C][C]-0.075546[/C][C]-0.744[/C][C]0.229325[/C][/ROW]
[ROW][C]18[/C][C]0.105009[/C][C]1.0342[/C][C]0.151803[/C][/ROW]
[ROW][C]19[/C][C]-0.038695[/C][C]-0.3811[/C][C]0.351981[/C][/ROW]
[ROW][C]20[/C][C]-0.14437[/C][C]-1.4219[/C][C]0.079134[/C][/ROW]
[ROW][C]21[/C][C]-0.026285[/C][C]-0.2589[/C][C]0.398138[/C][/ROW]
[ROW][C]22[/C][C]-0.075358[/C][C]-0.7422[/C][C]0.229882[/C][/ROW]
[ROW][C]23[/C][C]-0.051145[/C][C]-0.5037[/C][C]0.3078[/C][/ROW]
[ROW][C]24[/C][C]0.076184[/C][C]0.7503[/C][C]0.227436[/C][/ROW]
[ROW][C]25[/C][C]-0.018659[/C][C]-0.1838[/C][C]0.427291[/C][/ROW]
[ROW][C]26[/C][C]-0.051002[/C][C]-0.5023[/C][C]0.308294[/C][/ROW]
[ROW][C]27[/C][C]0.075294[/C][C]0.7416[/C][C]0.230073[/C][/ROW]
[ROW][C]28[/C][C]-0.022863[/C][C]-0.2252[/C][C]0.411157[/C][/ROW]
[ROW][C]29[/C][C]-0.000658[/C][C]-0.0065[/C][C]0.497419[/C][/ROW]
[ROW][C]30[/C][C]-0.008472[/C][C]-0.0834[/C][C]0.466838[/C][/ROW]
[ROW][C]31[/C][C]0.02018[/C][C]0.1988[/C][C]0.421435[/C][/ROW]
[ROW][C]32[/C][C]-0.087831[/C][C]-0.865[/C][C]0.194578[/C][/ROW]
[ROW][C]33[/C][C]-0.071595[/C][C]-0.7051[/C][C]0.24121[/C][/ROW]
[ROW][C]34[/C][C]-0.050881[/C][C]-0.5011[/C][C]0.308713[/C][/ROW]
[ROW][C]35[/C][C]0.001888[/C][C]0.0186[/C][C]0.492602[/C][/ROW]
[ROW][C]36[/C][C]0.006722[/C][C]0.0662[/C][C]0.473674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31678&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31678&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	0.806708	7.9452	0
2	-0.460892	-4.5393	8e-06
3	0.062567	0.6162	0.2696
4	0.076372	0.7522	0.226884
5	0.044201	0.4353	0.332145
6	-0.139316	-1.3721	0.086597
7	0.024823	0.2445	0.403688
8	0.117422	1.1565	0.125164
9	0.327548	3.226	0.000856
10	0.298001	2.935	0.002082
11	0.360746	3.5529	0.000295
12	0.056907	0.5605	0.288226
13	-0.721107	-7.1021	0
14	0.227806	2.2436	0.013565
15	-0.170289	-1.6772	0.048366
16	-0.073266	-0.7216	0.236144
17	-0.075546	-0.744	0.229325
18	0.105009	1.0342	0.151803
19	-0.038695	-0.3811	0.351981
20	-0.14437	-1.4219	0.079134
21	-0.026285	-0.2589	0.398138
22	-0.075358	-0.7422	0.229882
23	-0.051145	-0.5037	0.3078
24	0.076184	0.7503	0.227436
25	-0.018659	-0.1838	0.427291
26	-0.051002	-0.5023	0.308294
27	0.075294	0.7416	0.230073
28	-0.022863	-0.2252	0.411157
29	-0.000658	-0.0065	0.497419
30	-0.008472	-0.0834	0.466838
31	0.02018	0.1988	0.421435
32	-0.087831	-0.865	0.194578
33	-0.071595	-0.7051	0.24121
34	-0.050881	-0.5011	0.308713
35	0.001888	0.0186	0.492602
36	0.006722	0.0662	0.473674

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