Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 08:47:44 -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/14/t12292697777qoc8oip84trx3z.htm/, Retrieved Wed, 15 May 2024 21:42:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33441, Retrieved Wed, 15 May 2024 21:42:06 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

177

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

-     [(Partial) Autocorrelation Function] [(P)ACF Totale omzet] [2007-12-20 14:02:48] [74be16979710d4c4e7c6647856088456]
- R PD    [(Partial) Autocorrelation Function] [invoer] [2008-12-14 15:47:44] [5925747fb2a6bb4cfcd8015825ee5e92] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33441&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33441&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33441&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.518569	-4.3695	2.1e-05
2	0.084284	0.7102	0.239957
3	0.196934	1.6594	0.050724
4	-0.148377	-1.2503	0.107656
5	-0.027964	-0.2356	0.407201
6	0.201401	1.697	0.047035
7	-0.209715	-1.7671	0.040755
8	0.076828	0.6474	0.259741
9	0.116237	0.9794	0.165346
10	-0.142162	-1.1979	0.117474
11	0.030869	0.2601	0.397767
12	0.019948	0.1681	0.433498
13	-0.197921	-1.6677	0.049889
14	0.074194	0.6252	0.266932
15	0.118367	0.9974	0.160984
16	-0.270743	-2.2813	0.012766
17	0.146607	1.2353	0.110389
18	0.166003	1.3988	0.083118
19	-0.239316	-2.0165	0.023765
20	0.098149	0.827	0.205499
21	0.157734	1.3291	0.094037
22	-0.302843	-2.5518	0.006435
23	0.346916	2.9232	0.002323
24	-0.160571	-1.353	0.090174
25	-0.079038	-0.666	0.253788
26	0.254251	2.1424	0.017797
27	-0.207646	-1.7497	0.042249
28	0.068433	0.5766	0.283006
29	0.07564	0.6374	0.262973
30	-0.157798	-1.3296	0.093948
31	-0.005385	-0.0454	0.481967
32	0.106399	0.8965	0.1865
33	-0.144675	-1.2191	0.113429
34	-0.058517	-0.4931	0.311741
35	0.123693	1.0423	0.150414
36	-0.102992	-0.8678	0.194207

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.518569 & -4.3695 & 2.1e-05 \tabularnewline
2 & 0.084284 & 0.7102 & 0.239957 \tabularnewline
3 & 0.196934 & 1.6594 & 0.050724 \tabularnewline
4 & -0.148377 & -1.2503 & 0.107656 \tabularnewline
5 & -0.027964 & -0.2356 & 0.407201 \tabularnewline
6 & 0.201401 & 1.697 & 0.047035 \tabularnewline
7 & -0.209715 & -1.7671 & 0.040755 \tabularnewline
8 & 0.076828 & 0.6474 & 0.259741 \tabularnewline
9 & 0.116237 & 0.9794 & 0.165346 \tabularnewline
10 & -0.142162 & -1.1979 & 0.117474 \tabularnewline
11 & 0.030869 & 0.2601 & 0.397767 \tabularnewline
12 & 0.019948 & 0.1681 & 0.433498 \tabularnewline
13 & -0.197921 & -1.6677 & 0.049889 \tabularnewline
14 & 0.074194 & 0.6252 & 0.266932 \tabularnewline
15 & 0.118367 & 0.9974 & 0.160984 \tabularnewline
16 & -0.270743 & -2.2813 & 0.012766 \tabularnewline
17 & 0.146607 & 1.2353 & 0.110389 \tabularnewline
18 & 0.166003 & 1.3988 & 0.083118 \tabularnewline
19 & -0.239316 & -2.0165 & 0.023765 \tabularnewline
20 & 0.098149 & 0.827 & 0.205499 \tabularnewline
21 & 0.157734 & 1.3291 & 0.094037 \tabularnewline
22 & -0.302843 & -2.5518 & 0.006435 \tabularnewline
23 & 0.346916 & 2.9232 & 0.002323 \tabularnewline
24 & -0.160571 & -1.353 & 0.090174 \tabularnewline
25 & -0.079038 & -0.666 & 0.253788 \tabularnewline
26 & 0.254251 & 2.1424 & 0.017797 \tabularnewline
27 & -0.207646 & -1.7497 & 0.042249 \tabularnewline
28 & 0.068433 & 0.5766 & 0.283006 \tabularnewline
29 & 0.07564 & 0.6374 & 0.262973 \tabularnewline
30 & -0.157798 & -1.3296 & 0.093948 \tabularnewline
31 & -0.005385 & -0.0454 & 0.481967 \tabularnewline
32 & 0.106399 & 0.8965 & 0.1865 \tabularnewline
33 & -0.144675 & -1.2191 & 0.113429 \tabularnewline
34 & -0.058517 & -0.4931 & 0.311741 \tabularnewline
35 & 0.123693 & 1.0423 & 0.150414 \tabularnewline
36 & -0.102992 & -0.8678 & 0.194207 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33441&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]-0.518569[/C][C]-4.3695[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.084284[/C][C]0.7102[/C][C]0.239957[/C][/ROW]
[ROW][C]3[/C][C]0.196934[/C][C]1.6594[/C][C]0.050724[/C][/ROW]
[ROW][C]4[/C][C]-0.148377[/C][C]-1.2503[/C][C]0.107656[/C][/ROW]
[ROW][C]5[/C][C]-0.027964[/C][C]-0.2356[/C][C]0.407201[/C][/ROW]
[ROW][C]6[/C][C]0.201401[/C][C]1.697[/C][C]0.047035[/C][/ROW]
[ROW][C]7[/C][C]-0.209715[/C][C]-1.7671[/C][C]0.040755[/C][/ROW]
[ROW][C]8[/C][C]0.076828[/C][C]0.6474[/C][C]0.259741[/C][/ROW]
[ROW][C]9[/C][C]0.116237[/C][C]0.9794[/C][C]0.165346[/C][/ROW]
[ROW][C]10[/C][C]-0.142162[/C][C]-1.1979[/C][C]0.117474[/C][/ROW]
[ROW][C]11[/C][C]0.030869[/C][C]0.2601[/C][C]0.397767[/C][/ROW]
[ROW][C]12[/C][C]0.019948[/C][C]0.1681[/C][C]0.433498[/C][/ROW]
[ROW][C]13[/C][C]-0.197921[/C][C]-1.6677[/C][C]0.049889[/C][/ROW]
[ROW][C]14[/C][C]0.074194[/C][C]0.6252[/C][C]0.266932[/C][/ROW]
[ROW][C]15[/C][C]0.118367[/C][C]0.9974[/C][C]0.160984[/C][/ROW]
[ROW][C]16[/C][C]-0.270743[/C][C]-2.2813[/C][C]0.012766[/C][/ROW]
[ROW][C]17[/C][C]0.146607[/C][C]1.2353[/C][C]0.110389[/C][/ROW]
[ROW][C]18[/C][C]0.166003[/C][C]1.3988[/C][C]0.083118[/C][/ROW]
[ROW][C]19[/C][C]-0.239316[/C][C]-2.0165[/C][C]0.023765[/C][/ROW]
[ROW][C]20[/C][C]0.098149[/C][C]0.827[/C][C]0.205499[/C][/ROW]
[ROW][C]21[/C][C]0.157734[/C][C]1.3291[/C][C]0.094037[/C][/ROW]
[ROW][C]22[/C][C]-0.302843[/C][C]-2.5518[/C][C]0.006435[/C][/ROW]
[ROW][C]23[/C][C]0.346916[/C][C]2.9232[/C][C]0.002323[/C][/ROW]
[ROW][C]24[/C][C]-0.160571[/C][C]-1.353[/C][C]0.090174[/C][/ROW]
[ROW][C]25[/C][C]-0.079038[/C][C]-0.666[/C][C]0.253788[/C][/ROW]
[ROW][C]26[/C][C]0.254251[/C][C]2.1424[/C][C]0.017797[/C][/ROW]
[ROW][C]27[/C][C]-0.207646[/C][C]-1.7497[/C][C]0.042249[/C][/ROW]
[ROW][C]28[/C][C]0.068433[/C][C]0.5766[/C][C]0.283006[/C][/ROW]
[ROW][C]29[/C][C]0.07564[/C][C]0.6374[/C][C]0.262973[/C][/ROW]
[ROW][C]30[/C][C]-0.157798[/C][C]-1.3296[/C][C]0.093948[/C][/ROW]
[ROW][C]31[/C][C]-0.005385[/C][C]-0.0454[/C][C]0.481967[/C][/ROW]
[ROW][C]32[/C][C]0.106399[/C][C]0.8965[/C][C]0.1865[/C][/ROW]
[ROW][C]33[/C][C]-0.144675[/C][C]-1.2191[/C][C]0.113429[/C][/ROW]
[ROW][C]34[/C][C]-0.058517[/C][C]-0.4931[/C][C]0.311741[/C][/ROW]
[ROW][C]35[/C][C]0.123693[/C][C]1.0423[/C][C]0.150414[/C][/ROW]
[ROW][C]36[/C][C]-0.102992[/C][C]-0.8678[/C][C]0.194207[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33441&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33441&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	-0.518569	-4.3695	2.1e-05
2	0.084284	0.7102	0.239957
3	0.196934	1.6594	0.050724
4	-0.148377	-1.2503	0.107656
5	-0.027964	-0.2356	0.407201
6	0.201401	1.697	0.047035
7	-0.209715	-1.7671	0.040755
8	0.076828	0.6474	0.259741
9	0.116237	0.9794	0.165346
10	-0.142162	-1.1979	0.117474
11	0.030869	0.2601	0.397767
12	0.019948	0.1681	0.433498
13	-0.197921	-1.6677	0.049889
14	0.074194	0.6252	0.266932
15	0.118367	0.9974	0.160984
16	-0.270743	-2.2813	0.012766
17	0.146607	1.2353	0.110389
18	0.166003	1.3988	0.083118
19	-0.239316	-2.0165	0.023765
20	0.098149	0.827	0.205499
21	0.157734	1.3291	0.094037
22	-0.302843	-2.5518	0.006435
23	0.346916	2.9232	0.002323
24	-0.160571	-1.353	0.090174
25	-0.079038	-0.666	0.253788
26	0.254251	2.1424	0.017797
27	-0.207646	-1.7497	0.042249
28	0.068433	0.5766	0.283006
29	0.07564	0.6374	0.262973
30	-0.157798	-1.3296	0.093948
31	-0.005385	-0.0454	0.481967
32	0.106399	0.8965	0.1865
33	-0.144675	-1.2191	0.113429
34	-0.058517	-0.4931	0.311741
35	0.123693	1.0423	0.150414
36	-0.102992	-0.8678	0.194207

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.518569	-4.3695	2.1e-05
2	-0.252542	-2.128	0.018407
3	0.17637	1.4861	0.070837
4	0.111367	0.9384	0.175612
5	-0.090526	-0.7628	0.224058
6	0.110712	0.9329	0.177024
7	-0.021708	-0.1829	0.427692
8	-0.040844	-0.3442	0.365872
9	0.098689	0.8316	0.204221
10	0.044705	0.3767	0.353762
11	-0.056598	-0.4769	0.317448
12	-0.112252	-0.9459	0.173716
13	-0.257148	-2.1668	0.016805
14	-0.214952	-1.8112	0.037169
15	0.124357	1.0478	0.149132
16	-0.037256	-0.3139	0.377251
17	-0.101051	-0.8515	0.198685
18	0.248291	2.0921	0.020001
19	0.179707	1.5142	0.067203
20	-0.067945	-0.5725	0.284391
21	0.154917	1.3054	0.097994
22	0.008268	0.0697	0.472328
23	0.175931	1.4824	0.071327
24	-0.065145	-0.5489	0.292389
25	-0.226805	-1.9111	0.030015
26	0.013188	0.1111	0.455916
27	-0.160148	-1.3494	0.090743
28	-0.032731	-0.2758	0.391752
29	-0.039552	-0.3333	0.369957
30	-0.041011	-0.3456	0.365346
31	-0.001725	-0.0145	0.494222
32	-0.060652	-0.5111	0.305446
33	0.002547	0.0215	0.49147
34	-0.014391	-0.1213	0.451912
35	0.011255	0.0948	0.462356
36	-0.009764	-0.0823	0.46733

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.518569 & -4.3695 & 2.1e-05 \tabularnewline
2 & -0.252542 & -2.128 & 0.018407 \tabularnewline
3 & 0.17637 & 1.4861 & 0.070837 \tabularnewline
4 & 0.111367 & 0.9384 & 0.175612 \tabularnewline
5 & -0.090526 & -0.7628 & 0.224058 \tabularnewline
6 & 0.110712 & 0.9329 & 0.177024 \tabularnewline
7 & -0.021708 & -0.1829 & 0.427692 \tabularnewline
8 & -0.040844 & -0.3442 & 0.365872 \tabularnewline
9 & 0.098689 & 0.8316 & 0.204221 \tabularnewline
10 & 0.044705 & 0.3767 & 0.353762 \tabularnewline
11 & -0.056598 & -0.4769 & 0.317448 \tabularnewline
12 & -0.112252 & -0.9459 & 0.173716 \tabularnewline
13 & -0.257148 & -2.1668 & 0.016805 \tabularnewline
14 & -0.214952 & -1.8112 & 0.037169 \tabularnewline
15 & 0.124357 & 1.0478 & 0.149132 \tabularnewline
16 & -0.037256 & -0.3139 & 0.377251 \tabularnewline
17 & -0.101051 & -0.8515 & 0.198685 \tabularnewline
18 & 0.248291 & 2.0921 & 0.020001 \tabularnewline
19 & 0.179707 & 1.5142 & 0.067203 \tabularnewline
20 & -0.067945 & -0.5725 & 0.284391 \tabularnewline
21 & 0.154917 & 1.3054 & 0.097994 \tabularnewline
22 & 0.008268 & 0.0697 & 0.472328 \tabularnewline
23 & 0.175931 & 1.4824 & 0.071327 \tabularnewline
24 & -0.065145 & -0.5489 & 0.292389 \tabularnewline
25 & -0.226805 & -1.9111 & 0.030015 \tabularnewline
26 & 0.013188 & 0.1111 & 0.455916 \tabularnewline
27 & -0.160148 & -1.3494 & 0.090743 \tabularnewline
28 & -0.032731 & -0.2758 & 0.391752 \tabularnewline
29 & -0.039552 & -0.3333 & 0.369957 \tabularnewline
30 & -0.041011 & -0.3456 & 0.365346 \tabularnewline
31 & -0.001725 & -0.0145 & 0.494222 \tabularnewline
32 & -0.060652 & -0.5111 & 0.305446 \tabularnewline
33 & 0.002547 & 0.0215 & 0.49147 \tabularnewline
34 & -0.014391 & -0.1213 & 0.451912 \tabularnewline
35 & 0.011255 & 0.0948 & 0.462356 \tabularnewline
36 & -0.009764 & -0.0823 & 0.46733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33441&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]-0.518569[/C][C]-4.3695[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.252542[/C][C]-2.128[/C][C]0.018407[/C][/ROW]
[ROW][C]3[/C][C]0.17637[/C][C]1.4861[/C][C]0.070837[/C][/ROW]
[ROW][C]4[/C][C]0.111367[/C][C]0.9384[/C][C]0.175612[/C][/ROW]
[ROW][C]5[/C][C]-0.090526[/C][C]-0.7628[/C][C]0.224058[/C][/ROW]
[ROW][C]6[/C][C]0.110712[/C][C]0.9329[/C][C]0.177024[/C][/ROW]
[ROW][C]7[/C][C]-0.021708[/C][C]-0.1829[/C][C]0.427692[/C][/ROW]
[ROW][C]8[/C][C]-0.040844[/C][C]-0.3442[/C][C]0.365872[/C][/ROW]
[ROW][C]9[/C][C]0.098689[/C][C]0.8316[/C][C]0.204221[/C][/ROW]
[ROW][C]10[/C][C]0.044705[/C][C]0.3767[/C][C]0.353762[/C][/ROW]
[ROW][C]11[/C][C]-0.056598[/C][C]-0.4769[/C][C]0.317448[/C][/ROW]
[ROW][C]12[/C][C]-0.112252[/C][C]-0.9459[/C][C]0.173716[/C][/ROW]
[ROW][C]13[/C][C]-0.257148[/C][C]-2.1668[/C][C]0.016805[/C][/ROW]
[ROW][C]14[/C][C]-0.214952[/C][C]-1.8112[/C][C]0.037169[/C][/ROW]
[ROW][C]15[/C][C]0.124357[/C][C]1.0478[/C][C]0.149132[/C][/ROW]
[ROW][C]16[/C][C]-0.037256[/C][C]-0.3139[/C][C]0.377251[/C][/ROW]
[ROW][C]17[/C][C]-0.101051[/C][C]-0.8515[/C][C]0.198685[/C][/ROW]
[ROW][C]18[/C][C]0.248291[/C][C]2.0921[/C][C]0.020001[/C][/ROW]
[ROW][C]19[/C][C]0.179707[/C][C]1.5142[/C][C]0.067203[/C][/ROW]
[ROW][C]20[/C][C]-0.067945[/C][C]-0.5725[/C][C]0.284391[/C][/ROW]
[ROW][C]21[/C][C]0.154917[/C][C]1.3054[/C][C]0.097994[/C][/ROW]
[ROW][C]22[/C][C]0.008268[/C][C]0.0697[/C][C]0.472328[/C][/ROW]
[ROW][C]23[/C][C]0.175931[/C][C]1.4824[/C][C]0.071327[/C][/ROW]
[ROW][C]24[/C][C]-0.065145[/C][C]-0.5489[/C][C]0.292389[/C][/ROW]
[ROW][C]25[/C][C]-0.226805[/C][C]-1.9111[/C][C]0.030015[/C][/ROW]
[ROW][C]26[/C][C]0.013188[/C][C]0.1111[/C][C]0.455916[/C][/ROW]
[ROW][C]27[/C][C]-0.160148[/C][C]-1.3494[/C][C]0.090743[/C][/ROW]
[ROW][C]28[/C][C]-0.032731[/C][C]-0.2758[/C][C]0.391752[/C][/ROW]
[ROW][C]29[/C][C]-0.039552[/C][C]-0.3333[/C][C]0.369957[/C][/ROW]
[ROW][C]30[/C][C]-0.041011[/C][C]-0.3456[/C][C]0.365346[/C][/ROW]
[ROW][C]31[/C][C]-0.001725[/C][C]-0.0145[/C][C]0.494222[/C][/ROW]
[ROW][C]32[/C][C]-0.060652[/C][C]-0.5111[/C][C]0.305446[/C][/ROW]
[ROW][C]33[/C][C]0.002547[/C][C]0.0215[/C][C]0.49147[/C][/ROW]
[ROW][C]34[/C][C]-0.014391[/C][C]-0.1213[/C][C]0.451912[/C][/ROW]
[ROW][C]35[/C][C]0.011255[/C][C]0.0948[/C][C]0.462356[/C][/ROW]
[ROW][C]36[/C][C]-0.009764[/C][C]-0.0823[/C][C]0.46733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33441&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33441&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	-0.518569	-4.3695	2.1e-05
2	-0.252542	-2.128	0.018407
3	0.17637	1.4861	0.070837
4	0.111367	0.9384	0.175612
5	-0.090526	-0.7628	0.224058
6	0.110712	0.9329	0.177024
7	-0.021708	-0.1829	0.427692
8	-0.040844	-0.3442	0.365872
9	0.098689	0.8316	0.204221
10	0.044705	0.3767	0.353762
11	-0.056598	-0.4769	0.317448
12	-0.112252	-0.9459	0.173716
13	-0.257148	-2.1668	0.016805
14	-0.214952	-1.8112	0.037169
15	0.124357	1.0478	0.149132
16	-0.037256	-0.3139	0.377251
17	-0.101051	-0.8515	0.198685
18	0.248291	2.0921	0.020001
19	0.179707	1.5142	0.067203
20	-0.067945	-0.5725	0.284391
21	0.154917	1.3054	0.097994
22	0.008268	0.0697	0.472328
23	0.175931	1.4824	0.071327
24	-0.065145	-0.5489	0.292389
25	-0.226805	-1.9111	0.030015
26	0.013188	0.1111	0.455916
27	-0.160148	-1.3494	0.090743
28	-0.032731	-0.2758	0.391752
29	-0.039552	-0.3333	0.369957
30	-0.041011	-0.3456	0.365346
31	-0.001725	-0.0145	0.494222
32	-0.060652	-0.5111	0.305446
33	0.002547	0.0215	0.49147
34	-0.014391	-0.1213	0.451912
35	0.011255	0.0948	0.462356
36	-0.009764	-0.0823	0.46733

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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