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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:38:21 -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/t1229092819drbxa5fy6494pj8.htm/, Retrieved Fri, 17 May 2024 14:42:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32795, Retrieved Fri, 17 May 2024 14:42:16 +0000

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Estimated Impact

164

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] [ACF met alle juis...] [2008-12-07 12:01:48] [7a664918911e34206ce9d0436dd7c1c8]
-   PD      [(Partial) Autocorrelation Function] [Paper - Autocorre...] [2008-12-12 14:38:21] [98255691c21504803b38711776845ae0] [Current]
-   P         [(Partial) Autocorrelation Function] [Paper - autocorre...] [2008-12-19 16:40:53] [7a664918911e34206ce9d0436dd7c1c8] 

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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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32795&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32795&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32795&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.496936	-3.4068	0.000678
2	0.081681	0.56	0.289078
3	0.127481	0.874	0.193291
4	-0.092395	-0.6334	0.264763
5	0.016904	0.1159	0.454119
6	0.180397	1.2367	0.111164
7	-0.239314	-1.6407	0.053773
8	0.135507	0.929	0.178821
9	0.142669	0.9781	0.166519
10	-0.181022	-1.241	0.110378
11	0.127382	0.8733	0.193473
12	-0.181965	-1.2475	0.109199
13	-0.004583	-0.0314	0.487533
14	0.148694	1.0194	0.156618
15	-0.067737	-0.4644	0.322258
16	-0.176247	-1.2083	0.11649
17	0.183025	1.2548	0.107885
18	-0.068306	-0.4683	0.320874
19	-0.039137	-0.2683	0.394818
20	0.008637	0.0592	0.476516
21	-0.042707	-0.2928	0.385487
22	-0.044869	-0.3076	0.379872
23	0.041582	0.2851	0.38842
24	0.029113	0.1996	0.421332
25	-0.21037	-1.4422	0.077935
26	0.135757	0.9307	0.178382
27	-0.051393	-0.3523	0.363081
28	0.00863	0.0592	0.476535
29	0.010771	0.0738	0.470724
30	-0.088098	-0.604	0.274383
31	0.04251	0.2914	0.386002
32	0.076929	0.5274	0.300198
33	-0.105385	-0.7225	0.236788
34	0.066035	0.4527	0.326419
35	0.013774	0.0944	0.462586
36	-0.017754	-0.1217	0.451821

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.496936 & -3.4068 & 0.000678 \tabularnewline
2 & 0.081681 & 0.56 & 0.289078 \tabularnewline
3 & 0.127481 & 0.874 & 0.193291 \tabularnewline
4 & -0.092395 & -0.6334 & 0.264763 \tabularnewline
5 & 0.016904 & 0.1159 & 0.454119 \tabularnewline
6 & 0.180397 & 1.2367 & 0.111164 \tabularnewline
7 & -0.239314 & -1.6407 & 0.053773 \tabularnewline
8 & 0.135507 & 0.929 & 0.178821 \tabularnewline
9 & 0.142669 & 0.9781 & 0.166519 \tabularnewline
10 & -0.181022 & -1.241 & 0.110378 \tabularnewline
11 & 0.127382 & 0.8733 & 0.193473 \tabularnewline
12 & -0.181965 & -1.2475 & 0.109199 \tabularnewline
13 & -0.004583 & -0.0314 & 0.487533 \tabularnewline
14 & 0.148694 & 1.0194 & 0.156618 \tabularnewline
15 & -0.067737 & -0.4644 & 0.322258 \tabularnewline
16 & -0.176247 & -1.2083 & 0.11649 \tabularnewline
17 & 0.183025 & 1.2548 & 0.107885 \tabularnewline
18 & -0.068306 & -0.4683 & 0.320874 \tabularnewline
19 & -0.039137 & -0.2683 & 0.394818 \tabularnewline
20 & 0.008637 & 0.0592 & 0.476516 \tabularnewline
21 & -0.042707 & -0.2928 & 0.385487 \tabularnewline
22 & -0.044869 & -0.3076 & 0.379872 \tabularnewline
23 & 0.041582 & 0.2851 & 0.38842 \tabularnewline
24 & 0.029113 & 0.1996 & 0.421332 \tabularnewline
25 & -0.21037 & -1.4422 & 0.077935 \tabularnewline
26 & 0.135757 & 0.9307 & 0.178382 \tabularnewline
27 & -0.051393 & -0.3523 & 0.363081 \tabularnewline
28 & 0.00863 & 0.0592 & 0.476535 \tabularnewline
29 & 0.010771 & 0.0738 & 0.470724 \tabularnewline
30 & -0.088098 & -0.604 & 0.274383 \tabularnewline
31 & 0.04251 & 0.2914 & 0.386002 \tabularnewline
32 & 0.076929 & 0.5274 & 0.300198 \tabularnewline
33 & -0.105385 & -0.7225 & 0.236788 \tabularnewline
34 & 0.066035 & 0.4527 & 0.326419 \tabularnewline
35 & 0.013774 & 0.0944 & 0.462586 \tabularnewline
36 & -0.017754 & -0.1217 & 0.451821 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32795&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]-0.496936[/C][C]-3.4068[/C][C]0.000678[/C][/ROW]
[ROW][C]2[/C][C]0.081681[/C][C]0.56[/C][C]0.289078[/C][/ROW]
[ROW][C]3[/C][C]0.127481[/C][C]0.874[/C][C]0.193291[/C][/ROW]
[ROW][C]4[/C][C]-0.092395[/C][C]-0.6334[/C][C]0.264763[/C][/ROW]
[ROW][C]5[/C][C]0.016904[/C][C]0.1159[/C][C]0.454119[/C][/ROW]
[ROW][C]6[/C][C]0.180397[/C][C]1.2367[/C][C]0.111164[/C][/ROW]
[ROW][C]7[/C][C]-0.239314[/C][C]-1.6407[/C][C]0.053773[/C][/ROW]
[ROW][C]8[/C][C]0.135507[/C][C]0.929[/C][C]0.178821[/C][/ROW]
[ROW][C]9[/C][C]0.142669[/C][C]0.9781[/C][C]0.166519[/C][/ROW]
[ROW][C]10[/C][C]-0.181022[/C][C]-1.241[/C][C]0.110378[/C][/ROW]
[ROW][C]11[/C][C]0.127382[/C][C]0.8733[/C][C]0.193473[/C][/ROW]
[ROW][C]12[/C][C]-0.181965[/C][C]-1.2475[/C][C]0.109199[/C][/ROW]
[ROW][C]13[/C][C]-0.004583[/C][C]-0.0314[/C][C]0.487533[/C][/ROW]
[ROW][C]14[/C][C]0.148694[/C][C]1.0194[/C][C]0.156618[/C][/ROW]
[ROW][C]15[/C][C]-0.067737[/C][C]-0.4644[/C][C]0.322258[/C][/ROW]
[ROW][C]16[/C][C]-0.176247[/C][C]-1.2083[/C][C]0.11649[/C][/ROW]
[ROW][C]17[/C][C]0.183025[/C][C]1.2548[/C][C]0.107885[/C][/ROW]
[ROW][C]18[/C][C]-0.068306[/C][C]-0.4683[/C][C]0.320874[/C][/ROW]
[ROW][C]19[/C][C]-0.039137[/C][C]-0.2683[/C][C]0.394818[/C][/ROW]
[ROW][C]20[/C][C]0.008637[/C][C]0.0592[/C][C]0.476516[/C][/ROW]
[ROW][C]21[/C][C]-0.042707[/C][C]-0.2928[/C][C]0.385487[/C][/ROW]
[ROW][C]22[/C][C]-0.044869[/C][C]-0.3076[/C][C]0.379872[/C][/ROW]
[ROW][C]23[/C][C]0.041582[/C][C]0.2851[/C][C]0.38842[/C][/ROW]
[ROW][C]24[/C][C]0.029113[/C][C]0.1996[/C][C]0.421332[/C][/ROW]
[ROW][C]25[/C][C]-0.21037[/C][C]-1.4422[/C][C]0.077935[/C][/ROW]
[ROW][C]26[/C][C]0.135757[/C][C]0.9307[/C][C]0.178382[/C][/ROW]
[ROW][C]27[/C][C]-0.051393[/C][C]-0.3523[/C][C]0.363081[/C][/ROW]
[ROW][C]28[/C][C]0.00863[/C][C]0.0592[/C][C]0.476535[/C][/ROW]
[ROW][C]29[/C][C]0.010771[/C][C]0.0738[/C][C]0.470724[/C][/ROW]
[ROW][C]30[/C][C]-0.088098[/C][C]-0.604[/C][C]0.274383[/C][/ROW]
[ROW][C]31[/C][C]0.04251[/C][C]0.2914[/C][C]0.386002[/C][/ROW]
[ROW][C]32[/C][C]0.076929[/C][C]0.5274[/C][C]0.300198[/C][/ROW]
[ROW][C]33[/C][C]-0.105385[/C][C]-0.7225[/C][C]0.236788[/C][/ROW]
[ROW][C]34[/C][C]0.066035[/C][C]0.4527[/C][C]0.326419[/C][/ROW]
[ROW][C]35[/C][C]0.013774[/C][C]0.0944[/C][C]0.462586[/C][/ROW]
[ROW][C]36[/C][C]-0.017754[/C][C]-0.1217[/C][C]0.451821[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32795&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32795&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	-0.496936	-3.4068	0.000678
2	0.081681	0.56	0.289078
3	0.127481	0.874	0.193291
4	-0.092395	-0.6334	0.264763
5	0.016904	0.1159	0.454119
6	0.180397	1.2367	0.111164
7	-0.239314	-1.6407	0.053773
8	0.135507	0.929	0.178821
9	0.142669	0.9781	0.166519
10	-0.181022	-1.241	0.110378
11	0.127382	0.8733	0.193473
12	-0.181965	-1.2475	0.109199
13	-0.004583	-0.0314	0.487533
14	0.148694	1.0194	0.156618
15	-0.067737	-0.4644	0.322258
16	-0.176247	-1.2083	0.11649
17	0.183025	1.2548	0.107885
18	-0.068306	-0.4683	0.320874
19	-0.039137	-0.2683	0.394818
20	0.008637	0.0592	0.476516
21	-0.042707	-0.2928	0.385487
22	-0.044869	-0.3076	0.379872
23	0.041582	0.2851	0.38842
24	0.029113	0.1996	0.421332
25	-0.21037	-1.4422	0.077935
26	0.135757	0.9307	0.178382
27	-0.051393	-0.3523	0.363081
28	0.00863	0.0592	0.476535
29	0.010771	0.0738	0.470724
30	-0.088098	-0.604	0.274383
31	0.04251	0.2914	0.386002
32	0.076929	0.5274	0.300198
33	-0.105385	-0.7225	0.236788
34	0.066035	0.4527	0.326419
35	0.013774	0.0944	0.462586
36	-0.017754	-0.1217	0.451821

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.496936	-3.4068	0.000678
2	-0.219458	-1.5045	0.069568
3	0.094759	0.6496	0.259545
4	0.059873	0.4105	0.341664
5	0.001245	0.0085	0.496614
6	0.219543	1.5051	0.069493
7	-0.050585	-0.3468	0.365147
8	-0.034959	-0.2397	0.405816
9	0.208546	1.4297	0.079706
10	0.058832	0.4033	0.344267
11	0.03187	0.2185	0.413996
12	-0.268499	-1.8407	0.035989
13	-0.249457	-1.7102	0.046912
14	0.000292	0.002	0.499206
15	0.106964	0.7333	0.233506
16	-0.139518	-0.9565	0.171861
17	-0.103654	-0.7106	0.240417
18	0.065906	0.4518	0.326735
19	0.026598	0.1823	0.428047
20	-0.072623	-0.4979	0.310446
21	0.069332	0.4753	0.318383
22	-0.001867	-0.0128	0.494921
23	-0.189397	-1.2984	0.100236
24	-0.020874	-0.1431	0.44341
25	-0.169591	-1.1627	0.12542
26	-0.086059	-0.59	0.279011
27	-0.035753	-0.2451	0.403718
28	-0.024153	-0.1656	0.434598
29	0.04702	0.3224	0.374306
30	-0.012082	-0.0828	0.467168
31	0.04062	0.2785	0.390933
32	0.045709	0.3134	0.377696
33	0.046492	0.3187	0.37567
34	0.10457	0.7169	0.238492
35	-0.0266	-0.1824	0.428042
36	0.018878	0.1294	0.448788

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.496936 & -3.4068 & 0.000678 \tabularnewline
2 & -0.219458 & -1.5045 & 0.069568 \tabularnewline
3 & 0.094759 & 0.6496 & 0.259545 \tabularnewline
4 & 0.059873 & 0.4105 & 0.341664 \tabularnewline
5 & 0.001245 & 0.0085 & 0.496614 \tabularnewline
6 & 0.219543 & 1.5051 & 0.069493 \tabularnewline
7 & -0.050585 & -0.3468 & 0.365147 \tabularnewline
8 & -0.034959 & -0.2397 & 0.405816 \tabularnewline
9 & 0.208546 & 1.4297 & 0.079706 \tabularnewline
10 & 0.058832 & 0.4033 & 0.344267 \tabularnewline
11 & 0.03187 & 0.2185 & 0.413996 \tabularnewline
12 & -0.268499 & -1.8407 & 0.035989 \tabularnewline
13 & -0.249457 & -1.7102 & 0.046912 \tabularnewline
14 & 0.000292 & 0.002 & 0.499206 \tabularnewline
15 & 0.106964 & 0.7333 & 0.233506 \tabularnewline
16 & -0.139518 & -0.9565 & 0.171861 \tabularnewline
17 & -0.103654 & -0.7106 & 0.240417 \tabularnewline
18 & 0.065906 & 0.4518 & 0.326735 \tabularnewline
19 & 0.026598 & 0.1823 & 0.428047 \tabularnewline
20 & -0.072623 & -0.4979 & 0.310446 \tabularnewline
21 & 0.069332 & 0.4753 & 0.318383 \tabularnewline
22 & -0.001867 & -0.0128 & 0.494921 \tabularnewline
23 & -0.189397 & -1.2984 & 0.100236 \tabularnewline
24 & -0.020874 & -0.1431 & 0.44341 \tabularnewline
25 & -0.169591 & -1.1627 & 0.12542 \tabularnewline
26 & -0.086059 & -0.59 & 0.279011 \tabularnewline
27 & -0.035753 & -0.2451 & 0.403718 \tabularnewline
28 & -0.024153 & -0.1656 & 0.434598 \tabularnewline
29 & 0.04702 & 0.3224 & 0.374306 \tabularnewline
30 & -0.012082 & -0.0828 & 0.467168 \tabularnewline
31 & 0.04062 & 0.2785 & 0.390933 \tabularnewline
32 & 0.045709 & 0.3134 & 0.377696 \tabularnewline
33 & 0.046492 & 0.3187 & 0.37567 \tabularnewline
34 & 0.10457 & 0.7169 & 0.238492 \tabularnewline
35 & -0.0266 & -0.1824 & 0.428042 \tabularnewline
36 & 0.018878 & 0.1294 & 0.448788 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32795&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]-0.496936[/C][C]-3.4068[/C][C]0.000678[/C][/ROW]
[ROW][C]2[/C][C]-0.219458[/C][C]-1.5045[/C][C]0.069568[/C][/ROW]
[ROW][C]3[/C][C]0.094759[/C][C]0.6496[/C][C]0.259545[/C][/ROW]
[ROW][C]4[/C][C]0.059873[/C][C]0.4105[/C][C]0.341664[/C][/ROW]
[ROW][C]5[/C][C]0.001245[/C][C]0.0085[/C][C]0.496614[/C][/ROW]
[ROW][C]6[/C][C]0.219543[/C][C]1.5051[/C][C]0.069493[/C][/ROW]
[ROW][C]7[/C][C]-0.050585[/C][C]-0.3468[/C][C]0.365147[/C][/ROW]
[ROW][C]8[/C][C]-0.034959[/C][C]-0.2397[/C][C]0.405816[/C][/ROW]
[ROW][C]9[/C][C]0.208546[/C][C]1.4297[/C][C]0.079706[/C][/ROW]
[ROW][C]10[/C][C]0.058832[/C][C]0.4033[/C][C]0.344267[/C][/ROW]
[ROW][C]11[/C][C]0.03187[/C][C]0.2185[/C][C]0.413996[/C][/ROW]
[ROW][C]12[/C][C]-0.268499[/C][C]-1.8407[/C][C]0.035989[/C][/ROW]
[ROW][C]13[/C][C]-0.249457[/C][C]-1.7102[/C][C]0.046912[/C][/ROW]
[ROW][C]14[/C][C]0.000292[/C][C]0.002[/C][C]0.499206[/C][/ROW]
[ROW][C]15[/C][C]0.106964[/C][C]0.7333[/C][C]0.233506[/C][/ROW]
[ROW][C]16[/C][C]-0.139518[/C][C]-0.9565[/C][C]0.171861[/C][/ROW]
[ROW][C]17[/C][C]-0.103654[/C][C]-0.7106[/C][C]0.240417[/C][/ROW]
[ROW][C]18[/C][C]0.065906[/C][C]0.4518[/C][C]0.326735[/C][/ROW]
[ROW][C]19[/C][C]0.026598[/C][C]0.1823[/C][C]0.428047[/C][/ROW]
[ROW][C]20[/C][C]-0.072623[/C][C]-0.4979[/C][C]0.310446[/C][/ROW]
[ROW][C]21[/C][C]0.069332[/C][C]0.4753[/C][C]0.318383[/C][/ROW]
[ROW][C]22[/C][C]-0.001867[/C][C]-0.0128[/C][C]0.494921[/C][/ROW]
[ROW][C]23[/C][C]-0.189397[/C][C]-1.2984[/C][C]0.100236[/C][/ROW]
[ROW][C]24[/C][C]-0.020874[/C][C]-0.1431[/C][C]0.44341[/C][/ROW]
[ROW][C]25[/C][C]-0.169591[/C][C]-1.1627[/C][C]0.12542[/C][/ROW]
[ROW][C]26[/C][C]-0.086059[/C][C]-0.59[/C][C]0.279011[/C][/ROW]
[ROW][C]27[/C][C]-0.035753[/C][C]-0.2451[/C][C]0.403718[/C][/ROW]
[ROW][C]28[/C][C]-0.024153[/C][C]-0.1656[/C][C]0.434598[/C][/ROW]
[ROW][C]29[/C][C]0.04702[/C][C]0.3224[/C][C]0.374306[/C][/ROW]
[ROW][C]30[/C][C]-0.012082[/C][C]-0.0828[/C][C]0.467168[/C][/ROW]
[ROW][C]31[/C][C]0.04062[/C][C]0.2785[/C][C]0.390933[/C][/ROW]
[ROW][C]32[/C][C]0.045709[/C][C]0.3134[/C][C]0.377696[/C][/ROW]
[ROW][C]33[/C][C]0.046492[/C][C]0.3187[/C][C]0.37567[/C][/ROW]
[ROW][C]34[/C][C]0.10457[/C][C]0.7169[/C][C]0.238492[/C][/ROW]
[ROW][C]35[/C][C]-0.0266[/C][C]-0.1824[/C][C]0.428042[/C][/ROW]
[ROW][C]36[/C][C]0.018878[/C][C]0.1294[/C][C]0.448788[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32795&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32795&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	-0.496936	-3.4068	0.000678
2	-0.219458	-1.5045	0.069568
3	0.094759	0.6496	0.259545
4	0.059873	0.4105	0.341664
5	0.001245	0.0085	0.496614
6	0.219543	1.5051	0.069493
7	-0.050585	-0.3468	0.365147
8	-0.034959	-0.2397	0.405816
9	0.208546	1.4297	0.079706
10	0.058832	0.4033	0.344267
11	0.03187	0.2185	0.413996
12	-0.268499	-1.8407	0.035989
13	-0.249457	-1.7102	0.046912
14	0.000292	0.002	0.499206
15	0.106964	0.7333	0.233506
16	-0.139518	-0.9565	0.171861
17	-0.103654	-0.7106	0.240417
18	0.065906	0.4518	0.326735
19	0.026598	0.1823	0.428047
20	-0.072623	-0.4979	0.310446
21	0.069332	0.4753	0.318383
22	-0.001867	-0.0128	0.494921
23	-0.189397	-1.2984	0.100236
24	-0.020874	-0.1431	0.44341
25	-0.169591	-1.1627	0.12542
26	-0.086059	-0.59	0.279011
27	-0.035753	-0.2451	0.403718
28	-0.024153	-0.1656	0.434598
29	0.04702	0.3224	0.374306
30	-0.012082	-0.0828	0.467168
31	0.04062	0.2785	0.390933
32	0.045709	0.3134	0.377696
33	0.046492	0.3187	0.37567
34	0.10457	0.7169	0.238492
35	-0.0266	-0.1824	0.428042
36	0.018878	0.1294	0.448788

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.7 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.7 ; par3 = 1 ; 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