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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 08:55:37 -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/14/t1229270240hkhyhql9k9i1zup.htm/, Retrieved Wed, 15 May 2024 02:45:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33446, Retrieved Wed, 15 May 2024 02:45:11 +0000

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181

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-     [(Partial) Autocorrelation Function] [(P)ACF Totale omzet] [2007-12-20 14:02:48] [74be16979710d4c4e7c6647856088456]
- R PD    [(Partial) Autocorrelation Function] [werkloosheid] [2008-12-14 15:55:37] [5925747fb2a6bb4cfcd8015825ee5e92] [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	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=33446&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=33446&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33446&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	0.085673	0.7219	0.236364
2	0.135737	1.1437	0.128286
3	0.039502	0.3328	0.370115
4	0.02304	0.1941	0.423311
5	0.203189	1.7121	0.045622
6	0.049543	0.4175	0.338801
7	0.02612	0.2201	0.413217
8	-0.033576	-0.2829	0.389033
9	0.031316	0.2639	0.396323
10	-0.065117	-0.5487	0.29247
11	-0.008475	-0.0714	0.471634
12	-0.05198	-0.438	0.33136
13	0.049589	0.4178	0.338661
14	0.112356	0.9467	0.173494
15	-0.074338	-0.6264	0.266535
16	0.102859	0.8667	0.194513
17	-0.083315	-0.702	0.24248
18	0.15433	1.3004	0.098833
19	0.117443	0.9896	0.162866
20	-0.012862	-0.1084	0.457
21	0.069273	0.5837	0.280635
22	-0.130317	-1.0981	0.137943
23	0.105824	0.8917	0.187786
24	0.004525	0.0381	0.484846
25	-0.069809	-0.5882	0.279124
26	-0.152084	-1.2815	0.102097
27	0.081663	0.6881	0.246815
28	-0.036779	-0.3099	0.378771
29	0.039758	0.335	0.369304
30	0.022372	0.1885	0.425508
31	-0.12115	-1.0208	0.155402
32	0.006328	0.0533	0.478814
33	-0.153296	-1.2917	0.100326
34	-0.015254	-0.1285	0.449046
35	0.121328	1.0223	0.155049
36	0.092301	0.7777	0.219653

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.085673 & 0.7219 & 0.236364 \tabularnewline
2 & 0.135737 & 1.1437 & 0.128286 \tabularnewline
3 & 0.039502 & 0.3328 & 0.370115 \tabularnewline
4 & 0.02304 & 0.1941 & 0.423311 \tabularnewline
5 & 0.203189 & 1.7121 & 0.045622 \tabularnewline
6 & 0.049543 & 0.4175 & 0.338801 \tabularnewline
7 & 0.02612 & 0.2201 & 0.413217 \tabularnewline
8 & -0.033576 & -0.2829 & 0.389033 \tabularnewline
9 & 0.031316 & 0.2639 & 0.396323 \tabularnewline
10 & -0.065117 & -0.5487 & 0.29247 \tabularnewline
11 & -0.008475 & -0.0714 & 0.471634 \tabularnewline
12 & -0.05198 & -0.438 & 0.33136 \tabularnewline
13 & 0.049589 & 0.4178 & 0.338661 \tabularnewline
14 & 0.112356 & 0.9467 & 0.173494 \tabularnewline
15 & -0.074338 & -0.6264 & 0.266535 \tabularnewline
16 & 0.102859 & 0.8667 & 0.194513 \tabularnewline
17 & -0.083315 & -0.702 & 0.24248 \tabularnewline
18 & 0.15433 & 1.3004 & 0.098833 \tabularnewline
19 & 0.117443 & 0.9896 & 0.162866 \tabularnewline
20 & -0.012862 & -0.1084 & 0.457 \tabularnewline
21 & 0.069273 & 0.5837 & 0.280635 \tabularnewline
22 & -0.130317 & -1.0981 & 0.137943 \tabularnewline
23 & 0.105824 & 0.8917 & 0.187786 \tabularnewline
24 & 0.004525 & 0.0381 & 0.484846 \tabularnewline
25 & -0.069809 & -0.5882 & 0.279124 \tabularnewline
26 & -0.152084 & -1.2815 & 0.102097 \tabularnewline
27 & 0.081663 & 0.6881 & 0.246815 \tabularnewline
28 & -0.036779 & -0.3099 & 0.378771 \tabularnewline
29 & 0.039758 & 0.335 & 0.369304 \tabularnewline
30 & 0.022372 & 0.1885 & 0.425508 \tabularnewline
31 & -0.12115 & -1.0208 & 0.155402 \tabularnewline
32 & 0.006328 & 0.0533 & 0.478814 \tabularnewline
33 & -0.153296 & -1.2917 & 0.100326 \tabularnewline
34 & -0.015254 & -0.1285 & 0.449046 \tabularnewline
35 & 0.121328 & 1.0223 & 0.155049 \tabularnewline
36 & 0.092301 & 0.7777 & 0.219653 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33446&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]0.085673[/C][C]0.7219[/C][C]0.236364[/C][/ROW]
[ROW][C]2[/C][C]0.135737[/C][C]1.1437[/C][C]0.128286[/C][/ROW]
[ROW][C]3[/C][C]0.039502[/C][C]0.3328[/C][C]0.370115[/C][/ROW]
[ROW][C]4[/C][C]0.02304[/C][C]0.1941[/C][C]0.423311[/C][/ROW]
[ROW][C]5[/C][C]0.203189[/C][C]1.7121[/C][C]0.045622[/C][/ROW]
[ROW][C]6[/C][C]0.049543[/C][C]0.4175[/C][C]0.338801[/C][/ROW]
[ROW][C]7[/C][C]0.02612[/C][C]0.2201[/C][C]0.413217[/C][/ROW]
[ROW][C]8[/C][C]-0.033576[/C][C]-0.2829[/C][C]0.389033[/C][/ROW]
[ROW][C]9[/C][C]0.031316[/C][C]0.2639[/C][C]0.396323[/C][/ROW]
[ROW][C]10[/C][C]-0.065117[/C][C]-0.5487[/C][C]0.29247[/C][/ROW]
[ROW][C]11[/C][C]-0.008475[/C][C]-0.0714[/C][C]0.471634[/C][/ROW]
[ROW][C]12[/C][C]-0.05198[/C][C]-0.438[/C][C]0.33136[/C][/ROW]
[ROW][C]13[/C][C]0.049589[/C][C]0.4178[/C][C]0.338661[/C][/ROW]
[ROW][C]14[/C][C]0.112356[/C][C]0.9467[/C][C]0.173494[/C][/ROW]
[ROW][C]15[/C][C]-0.074338[/C][C]-0.6264[/C][C]0.266535[/C][/ROW]
[ROW][C]16[/C][C]0.102859[/C][C]0.8667[/C][C]0.194513[/C][/ROW]
[ROW][C]17[/C][C]-0.083315[/C][C]-0.702[/C][C]0.24248[/C][/ROW]
[ROW][C]18[/C][C]0.15433[/C][C]1.3004[/C][C]0.098833[/C][/ROW]
[ROW][C]19[/C][C]0.117443[/C][C]0.9896[/C][C]0.162866[/C][/ROW]
[ROW][C]20[/C][C]-0.012862[/C][C]-0.1084[/C][C]0.457[/C][/ROW]
[ROW][C]21[/C][C]0.069273[/C][C]0.5837[/C][C]0.280635[/C][/ROW]
[ROW][C]22[/C][C]-0.130317[/C][C]-1.0981[/C][C]0.137943[/C][/ROW]
[ROW][C]23[/C][C]0.105824[/C][C]0.8917[/C][C]0.187786[/C][/ROW]
[ROW][C]24[/C][C]0.004525[/C][C]0.0381[/C][C]0.484846[/C][/ROW]
[ROW][C]25[/C][C]-0.069809[/C][C]-0.5882[/C][C]0.279124[/C][/ROW]
[ROW][C]26[/C][C]-0.152084[/C][C]-1.2815[/C][C]0.102097[/C][/ROW]
[ROW][C]27[/C][C]0.081663[/C][C]0.6881[/C][C]0.246815[/C][/ROW]
[ROW][C]28[/C][C]-0.036779[/C][C]-0.3099[/C][C]0.378771[/C][/ROW]
[ROW][C]29[/C][C]0.039758[/C][C]0.335[/C][C]0.369304[/C][/ROW]
[ROW][C]30[/C][C]0.022372[/C][C]0.1885[/C][C]0.425508[/C][/ROW]
[ROW][C]31[/C][C]-0.12115[/C][C]-1.0208[/C][C]0.155402[/C][/ROW]
[ROW][C]32[/C][C]0.006328[/C][C]0.0533[/C][C]0.478814[/C][/ROW]
[ROW][C]33[/C][C]-0.153296[/C][C]-1.2917[/C][C]0.100326[/C][/ROW]
[ROW][C]34[/C][C]-0.015254[/C][C]-0.1285[/C][C]0.449046[/C][/ROW]
[ROW][C]35[/C][C]0.121328[/C][C]1.0223[/C][C]0.155049[/C][/ROW]
[ROW][C]36[/C][C]0.092301[/C][C]0.7777[/C][C]0.219653[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33446&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33446&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	0.085673	0.7219	0.236364
2	0.135737	1.1437	0.128286
3	0.039502	0.3328	0.370115
4	0.02304	0.1941	0.423311
5	0.203189	1.7121	0.045622
6	0.049543	0.4175	0.338801
7	0.02612	0.2201	0.413217
8	-0.033576	-0.2829	0.389033
9	0.031316	0.2639	0.396323
10	-0.065117	-0.5487	0.29247
11	-0.008475	-0.0714	0.471634
12	-0.05198	-0.438	0.33136
13	0.049589	0.4178	0.338661
14	0.112356	0.9467	0.173494
15	-0.074338	-0.6264	0.266535
16	0.102859	0.8667	0.194513
17	-0.083315	-0.702	0.24248
18	0.15433	1.3004	0.098833
19	0.117443	0.9896	0.162866
20	-0.012862	-0.1084	0.457
21	0.069273	0.5837	0.280635
22	-0.130317	-1.0981	0.137943
23	0.105824	0.8917	0.187786
24	0.004525	0.0381	0.484846
25	-0.069809	-0.5882	0.279124
26	-0.152084	-1.2815	0.102097
27	0.081663	0.6881	0.246815
28	-0.036779	-0.3099	0.378771
29	0.039758	0.335	0.369304
30	0.022372	0.1885	0.425508
31	-0.12115	-1.0208	0.155402
32	0.006328	0.0533	0.478814
33	-0.153296	-1.2917	0.100326
34	-0.015254	-0.1285	0.449046
35	0.121328	1.0223	0.155049
36	0.092301	0.7777	0.219653

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.085673	0.7219	0.236364
2	0.129347	1.0899	0.139723
3	0.018744	0.1579	0.437475
4	0.001246	0.0105	0.495825
5	0.198666	1.674	0.049267
6	0.018243	0.1537	0.439132
7	-0.032145	-0.2709	0.393644
8	-0.051308	-0.4323	0.333407
9	0.03843	0.3238	0.373514
10	-0.10506	-0.8853	0.189505
11	-0.019579	-0.165	0.434716
12	-0.031829	-0.2682	0.394663
13	0.086008	0.7247	0.235504
14	0.111966	0.9434	0.174327
15	-0.080564	-0.6788	0.249722
16	0.103565	0.8727	0.192898
17	-0.064775	-0.5458	0.293457
18	0.126448	1.0655	0.145137
19	0.067132	0.5657	0.286704
20	-0.052085	-0.4389	0.331042
21	0.023237	0.1958	0.422663
22	-0.132402	-1.1156	0.134169
23	0.079522	0.6701	0.252495
24	-0.008679	-0.0731	0.470955
25	-0.110394	-0.9302	0.177711
26	-0.137743	-1.1606	0.124838
27	0.17296	1.4574	0.074709
28	-0.026666	-0.2247	0.411433
29	0.040589	0.342	0.366678
30	0.043593	0.3673	0.357235
31	-0.037592	-0.3168	0.376178
32	-0.112871	-0.9511	0.172397
33	-0.137624	-1.1596	0.12504
34	-0.015117	-0.1274	0.449501
35	0.19925	1.6789	0.048783
36	0.12309	1.0372	0.151588

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.085673 & 0.7219 & 0.236364 \tabularnewline
2 & 0.129347 & 1.0899 & 0.139723 \tabularnewline
3 & 0.018744 & 0.1579 & 0.437475 \tabularnewline
4 & 0.001246 & 0.0105 & 0.495825 \tabularnewline
5 & 0.198666 & 1.674 & 0.049267 \tabularnewline
6 & 0.018243 & 0.1537 & 0.439132 \tabularnewline
7 & -0.032145 & -0.2709 & 0.393644 \tabularnewline
8 & -0.051308 & -0.4323 & 0.333407 \tabularnewline
9 & 0.03843 & 0.3238 & 0.373514 \tabularnewline
10 & -0.10506 & -0.8853 & 0.189505 \tabularnewline
11 & -0.019579 & -0.165 & 0.434716 \tabularnewline
12 & -0.031829 & -0.2682 & 0.394663 \tabularnewline
13 & 0.086008 & 0.7247 & 0.235504 \tabularnewline
14 & 0.111966 & 0.9434 & 0.174327 \tabularnewline
15 & -0.080564 & -0.6788 & 0.249722 \tabularnewline
16 & 0.103565 & 0.8727 & 0.192898 \tabularnewline
17 & -0.064775 & -0.5458 & 0.293457 \tabularnewline
18 & 0.126448 & 1.0655 & 0.145137 \tabularnewline
19 & 0.067132 & 0.5657 & 0.286704 \tabularnewline
20 & -0.052085 & -0.4389 & 0.331042 \tabularnewline
21 & 0.023237 & 0.1958 & 0.422663 \tabularnewline
22 & -0.132402 & -1.1156 & 0.134169 \tabularnewline
23 & 0.079522 & 0.6701 & 0.252495 \tabularnewline
24 & -0.008679 & -0.0731 & 0.470955 \tabularnewline
25 & -0.110394 & -0.9302 & 0.177711 \tabularnewline
26 & -0.137743 & -1.1606 & 0.124838 \tabularnewline
27 & 0.17296 & 1.4574 & 0.074709 \tabularnewline
28 & -0.026666 & -0.2247 & 0.411433 \tabularnewline
29 & 0.040589 & 0.342 & 0.366678 \tabularnewline
30 & 0.043593 & 0.3673 & 0.357235 \tabularnewline
31 & -0.037592 & -0.3168 & 0.376178 \tabularnewline
32 & -0.112871 & -0.9511 & 0.172397 \tabularnewline
33 & -0.137624 & -1.1596 & 0.12504 \tabularnewline
34 & -0.015117 & -0.1274 & 0.449501 \tabularnewline
35 & 0.19925 & 1.6789 & 0.048783 \tabularnewline
36 & 0.12309 & 1.0372 & 0.151588 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33446&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]0.085673[/C][C]0.7219[/C][C]0.236364[/C][/ROW]
[ROW][C]2[/C][C]0.129347[/C][C]1.0899[/C][C]0.139723[/C][/ROW]
[ROW][C]3[/C][C]0.018744[/C][C]0.1579[/C][C]0.437475[/C][/ROW]
[ROW][C]4[/C][C]0.001246[/C][C]0.0105[/C][C]0.495825[/C][/ROW]
[ROW][C]5[/C][C]0.198666[/C][C]1.674[/C][C]0.049267[/C][/ROW]
[ROW][C]6[/C][C]0.018243[/C][C]0.1537[/C][C]0.439132[/C][/ROW]
[ROW][C]7[/C][C]-0.032145[/C][C]-0.2709[/C][C]0.393644[/C][/ROW]
[ROW][C]8[/C][C]-0.051308[/C][C]-0.4323[/C][C]0.333407[/C][/ROW]
[ROW][C]9[/C][C]0.03843[/C][C]0.3238[/C][C]0.373514[/C][/ROW]
[ROW][C]10[/C][C]-0.10506[/C][C]-0.8853[/C][C]0.189505[/C][/ROW]
[ROW][C]11[/C][C]-0.019579[/C][C]-0.165[/C][C]0.434716[/C][/ROW]
[ROW][C]12[/C][C]-0.031829[/C][C]-0.2682[/C][C]0.394663[/C][/ROW]
[ROW][C]13[/C][C]0.086008[/C][C]0.7247[/C][C]0.235504[/C][/ROW]
[ROW][C]14[/C][C]0.111966[/C][C]0.9434[/C][C]0.174327[/C][/ROW]
[ROW][C]15[/C][C]-0.080564[/C][C]-0.6788[/C][C]0.249722[/C][/ROW]
[ROW][C]16[/C][C]0.103565[/C][C]0.8727[/C][C]0.192898[/C][/ROW]
[ROW][C]17[/C][C]-0.064775[/C][C]-0.5458[/C][C]0.293457[/C][/ROW]
[ROW][C]18[/C][C]0.126448[/C][C]1.0655[/C][C]0.145137[/C][/ROW]
[ROW][C]19[/C][C]0.067132[/C][C]0.5657[/C][C]0.286704[/C][/ROW]
[ROW][C]20[/C][C]-0.052085[/C][C]-0.4389[/C][C]0.331042[/C][/ROW]
[ROW][C]21[/C][C]0.023237[/C][C]0.1958[/C][C]0.422663[/C][/ROW]
[ROW][C]22[/C][C]-0.132402[/C][C]-1.1156[/C][C]0.134169[/C][/ROW]
[ROW][C]23[/C][C]0.079522[/C][C]0.6701[/C][C]0.252495[/C][/ROW]
[ROW][C]24[/C][C]-0.008679[/C][C]-0.0731[/C][C]0.470955[/C][/ROW]
[ROW][C]25[/C][C]-0.110394[/C][C]-0.9302[/C][C]0.177711[/C][/ROW]
[ROW][C]26[/C][C]-0.137743[/C][C]-1.1606[/C][C]0.124838[/C][/ROW]
[ROW][C]27[/C][C]0.17296[/C][C]1.4574[/C][C]0.074709[/C][/ROW]
[ROW][C]28[/C][C]-0.026666[/C][C]-0.2247[/C][C]0.411433[/C][/ROW]
[ROW][C]29[/C][C]0.040589[/C][C]0.342[/C][C]0.366678[/C][/ROW]
[ROW][C]30[/C][C]0.043593[/C][C]0.3673[/C][C]0.357235[/C][/ROW]
[ROW][C]31[/C][C]-0.037592[/C][C]-0.3168[/C][C]0.376178[/C][/ROW]
[ROW][C]32[/C][C]-0.112871[/C][C]-0.9511[/C][C]0.172397[/C][/ROW]
[ROW][C]33[/C][C]-0.137624[/C][C]-1.1596[/C][C]0.12504[/C][/ROW]
[ROW][C]34[/C][C]-0.015117[/C][C]-0.1274[/C][C]0.449501[/C][/ROW]
[ROW][C]35[/C][C]0.19925[/C][C]1.6789[/C][C]0.048783[/C][/ROW]
[ROW][C]36[/C][C]0.12309[/C][C]1.0372[/C][C]0.151588[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33446&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33446&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	0.085673	0.7219	0.236364
2	0.129347	1.0899	0.139723
3	0.018744	0.1579	0.437475
4	0.001246	0.0105	0.495825
5	0.198666	1.674	0.049267
6	0.018243	0.1537	0.439132
7	-0.032145	-0.2709	0.393644
8	-0.051308	-0.4323	0.333407
9	0.03843	0.3238	0.373514
10	-0.10506	-0.8853	0.189505
11	-0.019579	-0.165	0.434716
12	-0.031829	-0.2682	0.394663
13	0.086008	0.7247	0.235504
14	0.111966	0.9434	0.174327
15	-0.080564	-0.6788	0.249722
16	0.103565	0.8727	0.192898
17	-0.064775	-0.5458	0.293457
18	0.126448	1.0655	0.145137
19	0.067132	0.5657	0.286704
20	-0.052085	-0.4389	0.331042
21	0.023237	0.1958	0.422663
22	-0.132402	-1.1156	0.134169
23	0.079522	0.6701	0.252495
24	-0.008679	-0.0731	0.470955
25	-0.110394	-0.9302	0.177711
26	-0.137743	-1.1606	0.124838
27	0.17296	1.4574	0.074709
28	-0.026666	-0.2247	0.411433
29	0.040589	0.342	0.366678
30	0.043593	0.3673	0.357235
31	-0.037592	-0.3168	0.376178
32	-0.112871	-0.9511	0.172397
33	-0.137624	-1.1596	0.12504
34	-0.015117	-0.1274	0.449501
35	0.19925	1.6789	0.048783
36	0.12309	1.0372	0.151588

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 = -1.4 ; 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