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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:23:51 -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/12/t12290918749jkdu8k5wamp1zc.htm/, Retrieved Fri, 17 May 2024 15:34:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32780, Retrieved Fri, 17 May 2024 15:34:47 +0000

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Estimated Impact

182

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-12 14:23:51] [8758b22b4a10c08c31202f233362e983] [Current]
-   P     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-18 11:02:03] [1ce0d16c8f4225c977b42c8fa93bc163] 
-   P       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-22 09:50:48] [1ce0d16c8f4225c977b42c8fa93bc163] 
-             [(Partial) Autocorrelation Function] [4] [2008-12-22 16:45:30] [76963dc1903f0f612b6153510a3818cf] 
-           [(Partial) Autocorrelation Function] [] [2008-12-22 16:44:06] [76963dc1903f0f612b6153510a3818cf] 
-   P     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-18 11:12:14] [1ce0d16c8f4225c977b42c8fa93bc163] 
-   P       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 17:12:46] [1ce0d16c8f4225c977b42c8fa93bc163] 
-   P       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 17:12:46] [1ce0d16c8f4225c977b42c8fa93bc163] 
-   P       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 19:24:43] [1ce0d16c8f4225c977b42c8fa93bc163] 
-   P         [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 19:52:27] [1ce0d16c8f4225c977b42c8fa93bc163] 

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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	'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=32780&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=32780&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32780&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	0.298241	2.3672	0.010504
2	0.241499	1.9168	0.029898
3	0.236842	1.8799	0.032376
4	0.216987	1.7223	0.044962
5	0.379317	3.0107	0.001873
6	0.257202	2.0415	0.022698
7	0.102873	0.8165	0.208638
8	0.163762	1.2998	0.099199
9	0.301329	2.3917	0.009883
10	0.054684	0.434	0.33287
11	0.046357	0.3679	0.357073
12	-0.024242	-0.1924	0.424018
13	-0.003051	-0.0242	0.490378
14	0.248199	1.97	0.026618
15	-0.031922	-0.2534	0.400402
16	0.007453	0.0592	0.476508
17	0.065666	0.5212	0.302025
18	0.056605	0.4493	0.327382
19	-0.019127	-0.1518	0.439908
20	-0.084026	-0.6669	0.253624
21	-0.128593	-1.0207	0.155656
22	-0.048323	-0.3836	0.3513
23	0.148082	1.1754	0.122136
24	-0.095485	-0.7579	0.225671
25	-0.115085	-0.9135	0.182242
26	-0.15029	-1.1929	0.118693
27	-0.095233	-0.7559	0.226268
28	-0.062765	-0.4982	0.310045
29	-0.167223	-1.3273	0.094602
30	-0.162553	-1.2902	0.100845
31	-0.158008	-1.2541	0.107211
32	0.009615	0.0763	0.469704
33	-0.063636	-0.5051	0.307626
34	-0.163166	-1.2951	0.100008
35	-0.158183	-1.2555	0.106961
36	-0.174971	-1.3888	0.084894

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.298241 & 2.3672 & 0.010504 \tabularnewline
2 & 0.241499 & 1.9168 & 0.029898 \tabularnewline
3 & 0.236842 & 1.8799 & 0.032376 \tabularnewline
4 & 0.216987 & 1.7223 & 0.044962 \tabularnewline
5 & 0.379317 & 3.0107 & 0.001873 \tabularnewline
6 & 0.257202 & 2.0415 & 0.022698 \tabularnewline
7 & 0.102873 & 0.8165 & 0.208638 \tabularnewline
8 & 0.163762 & 1.2998 & 0.099199 \tabularnewline
9 & 0.301329 & 2.3917 & 0.009883 \tabularnewline
10 & 0.054684 & 0.434 & 0.33287 \tabularnewline
11 & 0.046357 & 0.3679 & 0.357073 \tabularnewline
12 & -0.024242 & -0.1924 & 0.424018 \tabularnewline
13 & -0.003051 & -0.0242 & 0.490378 \tabularnewline
14 & 0.248199 & 1.97 & 0.026618 \tabularnewline
15 & -0.031922 & -0.2534 & 0.400402 \tabularnewline
16 & 0.007453 & 0.0592 & 0.476508 \tabularnewline
17 & 0.065666 & 0.5212 & 0.302025 \tabularnewline
18 & 0.056605 & 0.4493 & 0.327382 \tabularnewline
19 & -0.019127 & -0.1518 & 0.439908 \tabularnewline
20 & -0.084026 & -0.6669 & 0.253624 \tabularnewline
21 & -0.128593 & -1.0207 & 0.155656 \tabularnewline
22 & -0.048323 & -0.3836 & 0.3513 \tabularnewline
23 & 0.148082 & 1.1754 & 0.122136 \tabularnewline
24 & -0.095485 & -0.7579 & 0.225671 \tabularnewline
25 & -0.115085 & -0.9135 & 0.182242 \tabularnewline
26 & -0.15029 & -1.1929 & 0.118693 \tabularnewline
27 & -0.095233 & -0.7559 & 0.226268 \tabularnewline
28 & -0.062765 & -0.4982 & 0.310045 \tabularnewline
29 & -0.167223 & -1.3273 & 0.094602 \tabularnewline
30 & -0.162553 & -1.2902 & 0.100845 \tabularnewline
31 & -0.158008 & -1.2541 & 0.107211 \tabularnewline
32 & 0.009615 & 0.0763 & 0.469704 \tabularnewline
33 & -0.063636 & -0.5051 & 0.307626 \tabularnewline
34 & -0.163166 & -1.2951 & 0.100008 \tabularnewline
35 & -0.158183 & -1.2555 & 0.106961 \tabularnewline
36 & -0.174971 & -1.3888 & 0.084894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32780&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]0.298241[/C][C]2.3672[/C][C]0.010504[/C][/ROW]
[ROW][C]2[/C][C]0.241499[/C][C]1.9168[/C][C]0.029898[/C][/ROW]
[ROW][C]3[/C][C]0.236842[/C][C]1.8799[/C][C]0.032376[/C][/ROW]
[ROW][C]4[/C][C]0.216987[/C][C]1.7223[/C][C]0.044962[/C][/ROW]
[ROW][C]5[/C][C]0.379317[/C][C]3.0107[/C][C]0.001873[/C][/ROW]
[ROW][C]6[/C][C]0.257202[/C][C]2.0415[/C][C]0.022698[/C][/ROW]
[ROW][C]7[/C][C]0.102873[/C][C]0.8165[/C][C]0.208638[/C][/ROW]
[ROW][C]8[/C][C]0.163762[/C][C]1.2998[/C][C]0.099199[/C][/ROW]
[ROW][C]9[/C][C]0.301329[/C][C]2.3917[/C][C]0.009883[/C][/ROW]
[ROW][C]10[/C][C]0.054684[/C][C]0.434[/C][C]0.33287[/C][/ROW]
[ROW][C]11[/C][C]0.046357[/C][C]0.3679[/C][C]0.357073[/C][/ROW]
[ROW][C]12[/C][C]-0.024242[/C][C]-0.1924[/C][C]0.424018[/C][/ROW]
[ROW][C]13[/C][C]-0.003051[/C][C]-0.0242[/C][C]0.490378[/C][/ROW]
[ROW][C]14[/C][C]0.248199[/C][C]1.97[/C][C]0.026618[/C][/ROW]
[ROW][C]15[/C][C]-0.031922[/C][C]-0.2534[/C][C]0.400402[/C][/ROW]
[ROW][C]16[/C][C]0.007453[/C][C]0.0592[/C][C]0.476508[/C][/ROW]
[ROW][C]17[/C][C]0.065666[/C][C]0.5212[/C][C]0.302025[/C][/ROW]
[ROW][C]18[/C][C]0.056605[/C][C]0.4493[/C][C]0.327382[/C][/ROW]
[ROW][C]19[/C][C]-0.019127[/C][C]-0.1518[/C][C]0.439908[/C][/ROW]
[ROW][C]20[/C][C]-0.084026[/C][C]-0.6669[/C][C]0.253624[/C][/ROW]
[ROW][C]21[/C][C]-0.128593[/C][C]-1.0207[/C][C]0.155656[/C][/ROW]
[ROW][C]22[/C][C]-0.048323[/C][C]-0.3836[/C][C]0.3513[/C][/ROW]
[ROW][C]23[/C][C]0.148082[/C][C]1.1754[/C][C]0.122136[/C][/ROW]
[ROW][C]24[/C][C]-0.095485[/C][C]-0.7579[/C][C]0.225671[/C][/ROW]
[ROW][C]25[/C][C]-0.115085[/C][C]-0.9135[/C][C]0.182242[/C][/ROW]
[ROW][C]26[/C][C]-0.15029[/C][C]-1.1929[/C][C]0.118693[/C][/ROW]
[ROW][C]27[/C][C]-0.095233[/C][C]-0.7559[/C][C]0.226268[/C][/ROW]
[ROW][C]28[/C][C]-0.062765[/C][C]-0.4982[/C][C]0.310045[/C][/ROW]
[ROW][C]29[/C][C]-0.167223[/C][C]-1.3273[/C][C]0.094602[/C][/ROW]
[ROW][C]30[/C][C]-0.162553[/C][C]-1.2902[/C][C]0.100845[/C][/ROW]
[ROW][C]31[/C][C]-0.158008[/C][C]-1.2541[/C][C]0.107211[/C][/ROW]
[ROW][C]32[/C][C]0.009615[/C][C]0.0763[/C][C]0.469704[/C][/ROW]
[ROW][C]33[/C][C]-0.063636[/C][C]-0.5051[/C][C]0.307626[/C][/ROW]
[ROW][C]34[/C][C]-0.163166[/C][C]-1.2951[/C][C]0.100008[/C][/ROW]
[ROW][C]35[/C][C]-0.158183[/C][C]-1.2555[/C][C]0.106961[/C][/ROW]
[ROW][C]36[/C][C]-0.174971[/C][C]-1.3888[/C][C]0.084894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32780&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32780&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	0.298241	2.3672	0.010504
2	0.241499	1.9168	0.029898
3	0.236842	1.8799	0.032376
4	0.216987	1.7223	0.044962
5	0.379317	3.0107	0.001873
6	0.257202	2.0415	0.022698
7	0.102873	0.8165	0.208638
8	0.163762	1.2998	0.099199
9	0.301329	2.3917	0.009883
10	0.054684	0.434	0.33287
11	0.046357	0.3679	0.357073
12	-0.024242	-0.1924	0.424018
13	-0.003051	-0.0242	0.490378
14	0.248199	1.97	0.026618
15	-0.031922	-0.2534	0.400402
16	0.007453	0.0592	0.476508
17	0.065666	0.5212	0.302025
18	0.056605	0.4493	0.327382
19	-0.019127	-0.1518	0.439908
20	-0.084026	-0.6669	0.253624
21	-0.128593	-1.0207	0.155656
22	-0.048323	-0.3836	0.3513
23	0.148082	1.1754	0.122136
24	-0.095485	-0.7579	0.225671
25	-0.115085	-0.9135	0.182242
26	-0.15029	-1.1929	0.118693
27	-0.095233	-0.7559	0.226268
28	-0.062765	-0.4982	0.310045
29	-0.167223	-1.3273	0.094602
30	-0.162553	-1.2902	0.100845
31	-0.158008	-1.2541	0.107211
32	0.009615	0.0763	0.469704
33	-0.063636	-0.5051	0.307626
34	-0.163166	-1.2951	0.100008
35	-0.158183	-1.2555	0.106961
36	-0.174971	-1.3888	0.084894

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.298241	2.3672	0.010504
2	0.167445	1.3291	0.094311
3	0.14335	1.1378	0.129755
4	0.102926	0.817	0.208517
5	0.286782	2.2763	0.013119
6	0.069087	0.5484	0.292692
7	-0.104707	-0.8311	0.204531
8	0.025858	0.2052	0.419021
9	0.211568	1.6793	0.049027
10	-0.223441	-1.7735	0.040489
11	-0.128385	-1.019	0.156045
12	-0.069434	-0.5511	0.291752
13	-0.028397	-0.2254	0.411201
14	0.178454	1.4164	0.080786
15	-0.130635	-1.0369	0.151877
16	0.086138	0.6837	0.248336
17	0.121875	0.9674	0.168534
18	0.021945	0.1742	0.43114
19	-0.170374	-1.3523	0.090556
20	-0.100334	-0.7964	0.214402
21	-0.034755	-0.2759	0.391779
22	-0.075284	-0.5975	0.276141
23	0.095135	0.7551	0.226499
24	-0.017703	-0.1405	0.44435
25	-0.056253	-0.4465	0.328385
26	-0.070433	-0.559	0.289057
27	0.037523	0.2978	0.383407
28	-0.082451	-0.6544	0.257607
29	-0.042108	-0.3342	0.369661
30	-0.00838	-0.0665	0.473589
31	-0.093351	-0.741	0.230738
32	0.083088	0.6595	0.255992
33	0.106525	0.8455	0.200512
34	-0.077492	-0.6151	0.270361
35	-0.001226	-0.0097	0.496134
36	-0.052665	-0.418	0.338679

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.298241 & 2.3672 & 0.010504 \tabularnewline
2 & 0.167445 & 1.3291 & 0.094311 \tabularnewline
3 & 0.14335 & 1.1378 & 0.129755 \tabularnewline
4 & 0.102926 & 0.817 & 0.208517 \tabularnewline
5 & 0.286782 & 2.2763 & 0.013119 \tabularnewline
6 & 0.069087 & 0.5484 & 0.292692 \tabularnewline
7 & -0.104707 & -0.8311 & 0.204531 \tabularnewline
8 & 0.025858 & 0.2052 & 0.419021 \tabularnewline
9 & 0.211568 & 1.6793 & 0.049027 \tabularnewline
10 & -0.223441 & -1.7735 & 0.040489 \tabularnewline
11 & -0.128385 & -1.019 & 0.156045 \tabularnewline
12 & -0.069434 & -0.5511 & 0.291752 \tabularnewline
13 & -0.028397 & -0.2254 & 0.411201 \tabularnewline
14 & 0.178454 & 1.4164 & 0.080786 \tabularnewline
15 & -0.130635 & -1.0369 & 0.151877 \tabularnewline
16 & 0.086138 & 0.6837 & 0.248336 \tabularnewline
17 & 0.121875 & 0.9674 & 0.168534 \tabularnewline
18 & 0.021945 & 0.1742 & 0.43114 \tabularnewline
19 & -0.170374 & -1.3523 & 0.090556 \tabularnewline
20 & -0.100334 & -0.7964 & 0.214402 \tabularnewline
21 & -0.034755 & -0.2759 & 0.391779 \tabularnewline
22 & -0.075284 & -0.5975 & 0.276141 \tabularnewline
23 & 0.095135 & 0.7551 & 0.226499 \tabularnewline
24 & -0.017703 & -0.1405 & 0.44435 \tabularnewline
25 & -0.056253 & -0.4465 & 0.328385 \tabularnewline
26 & -0.070433 & -0.559 & 0.289057 \tabularnewline
27 & 0.037523 & 0.2978 & 0.383407 \tabularnewline
28 & -0.082451 & -0.6544 & 0.257607 \tabularnewline
29 & -0.042108 & -0.3342 & 0.369661 \tabularnewline
30 & -0.00838 & -0.0665 & 0.473589 \tabularnewline
31 & -0.093351 & -0.741 & 0.230738 \tabularnewline
32 & 0.083088 & 0.6595 & 0.255992 \tabularnewline
33 & 0.106525 & 0.8455 & 0.200512 \tabularnewline
34 & -0.077492 & -0.6151 & 0.270361 \tabularnewline
35 & -0.001226 & -0.0097 & 0.496134 \tabularnewline
36 & -0.052665 & -0.418 & 0.338679 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32780&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]0.298241[/C][C]2.3672[/C][C]0.010504[/C][/ROW]
[ROW][C]2[/C][C]0.167445[/C][C]1.3291[/C][C]0.094311[/C][/ROW]
[ROW][C]3[/C][C]0.14335[/C][C]1.1378[/C][C]0.129755[/C][/ROW]
[ROW][C]4[/C][C]0.102926[/C][C]0.817[/C][C]0.208517[/C][/ROW]
[ROW][C]5[/C][C]0.286782[/C][C]2.2763[/C][C]0.013119[/C][/ROW]
[ROW][C]6[/C][C]0.069087[/C][C]0.5484[/C][C]0.292692[/C][/ROW]
[ROW][C]7[/C][C]-0.104707[/C][C]-0.8311[/C][C]0.204531[/C][/ROW]
[ROW][C]8[/C][C]0.025858[/C][C]0.2052[/C][C]0.419021[/C][/ROW]
[ROW][C]9[/C][C]0.211568[/C][C]1.6793[/C][C]0.049027[/C][/ROW]
[ROW][C]10[/C][C]-0.223441[/C][C]-1.7735[/C][C]0.040489[/C][/ROW]
[ROW][C]11[/C][C]-0.128385[/C][C]-1.019[/C][C]0.156045[/C][/ROW]
[ROW][C]12[/C][C]-0.069434[/C][C]-0.5511[/C][C]0.291752[/C][/ROW]
[ROW][C]13[/C][C]-0.028397[/C][C]-0.2254[/C][C]0.411201[/C][/ROW]
[ROW][C]14[/C][C]0.178454[/C][C]1.4164[/C][C]0.080786[/C][/ROW]
[ROW][C]15[/C][C]-0.130635[/C][C]-1.0369[/C][C]0.151877[/C][/ROW]
[ROW][C]16[/C][C]0.086138[/C][C]0.6837[/C][C]0.248336[/C][/ROW]
[ROW][C]17[/C][C]0.121875[/C][C]0.9674[/C][C]0.168534[/C][/ROW]
[ROW][C]18[/C][C]0.021945[/C][C]0.1742[/C][C]0.43114[/C][/ROW]
[ROW][C]19[/C][C]-0.170374[/C][C]-1.3523[/C][C]0.090556[/C][/ROW]
[ROW][C]20[/C][C]-0.100334[/C][C]-0.7964[/C][C]0.214402[/C][/ROW]
[ROW][C]21[/C][C]-0.034755[/C][C]-0.2759[/C][C]0.391779[/C][/ROW]
[ROW][C]22[/C][C]-0.075284[/C][C]-0.5975[/C][C]0.276141[/C][/ROW]
[ROW][C]23[/C][C]0.095135[/C][C]0.7551[/C][C]0.226499[/C][/ROW]
[ROW][C]24[/C][C]-0.017703[/C][C]-0.1405[/C][C]0.44435[/C][/ROW]
[ROW][C]25[/C][C]-0.056253[/C][C]-0.4465[/C][C]0.328385[/C][/ROW]
[ROW][C]26[/C][C]-0.070433[/C][C]-0.559[/C][C]0.289057[/C][/ROW]
[ROW][C]27[/C][C]0.037523[/C][C]0.2978[/C][C]0.383407[/C][/ROW]
[ROW][C]28[/C][C]-0.082451[/C][C]-0.6544[/C][C]0.257607[/C][/ROW]
[ROW][C]29[/C][C]-0.042108[/C][C]-0.3342[/C][C]0.369661[/C][/ROW]
[ROW][C]30[/C][C]-0.00838[/C][C]-0.0665[/C][C]0.473589[/C][/ROW]
[ROW][C]31[/C][C]-0.093351[/C][C]-0.741[/C][C]0.230738[/C][/ROW]
[ROW][C]32[/C][C]0.083088[/C][C]0.6595[/C][C]0.255992[/C][/ROW]
[ROW][C]33[/C][C]0.106525[/C][C]0.8455[/C][C]0.200512[/C][/ROW]
[ROW][C]34[/C][C]-0.077492[/C][C]-0.6151[/C][C]0.270361[/C][/ROW]
[ROW][C]35[/C][C]-0.001226[/C][C]-0.0097[/C][C]0.496134[/C][/ROW]
[ROW][C]36[/C][C]-0.052665[/C][C]-0.418[/C][C]0.338679[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32780&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32780&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	0.298241	2.3672	0.010504
2	0.167445	1.3291	0.094311
3	0.14335	1.1378	0.129755
4	0.102926	0.817	0.208517
5	0.286782	2.2763	0.013119
6	0.069087	0.5484	0.292692
7	-0.104707	-0.8311	0.204531
8	0.025858	0.2052	0.419021
9	0.211568	1.6793	0.049027
10	-0.223441	-1.7735	0.040489
11	-0.128385	-1.019	0.156045
12	-0.069434	-0.5511	0.291752
13	-0.028397	-0.2254	0.411201
14	0.178454	1.4164	0.080786
15	-0.130635	-1.0369	0.151877
16	0.086138	0.6837	0.248336
17	0.121875	0.9674	0.168534
18	0.021945	0.1742	0.43114
19	-0.170374	-1.3523	0.090556
20	-0.100334	-0.7964	0.214402
21	-0.034755	-0.2759	0.391779
22	-0.075284	-0.5975	0.276141
23	0.095135	0.7551	0.226499
24	-0.017703	-0.1405	0.44435
25	-0.056253	-0.4465	0.328385
26	-0.070433	-0.559	0.289057
27	0.037523	0.2978	0.383407
28	-0.082451	-0.6544	0.257607
29	-0.042108	-0.3342	0.369661
30	-0.00838	-0.0665	0.473589
31	-0.093351	-0.741	0.230738
32	0.083088	0.6595	0.255992
33	0.106525	0.8455	0.200512
34	-0.077492	-0.6151	0.270361
35	-0.001226	-0.0097	0.496134
36	-0.052665	-0.418	0.338679

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; 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