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

Tue, 16 Dec 2008 04:38:28 -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/16/t1229427581pjv9bfy8ojfirnj.htm/, Retrieved Wed, 15 May 2024 18:03:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33917, Retrieved Wed, 15 May 2024 18:03:25 +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

240

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Standard Deviation-Mean Plot] [vraag 5] [2008-11-29 13:37:39] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMPD    [(Partial) Autocorrelation Function] [ACF] [2008-12-12 14:04:37] [c45c87b96bbf32ffc2144fc37d767b2e]
-   P         [(Partial) Autocorrelation Function] [ACF] [2008-12-16 11:38:28] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
-    D          [(Partial) Autocorrelation Function] [acf] [2008-12-16 22:59:25] [c45c87b96bbf32ffc2144fc37d767b2e] 

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	'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=33917&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=33917&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33917&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	0.004147	0.0391	0.48444
2	-0.014095	-0.133	0.44726
3	-0.011739	-0.1107	0.456034
4	0.097867	0.9233	0.179179
5	0.078194	0.7377	0.231323
6	0.080192	0.7565	0.225664
7	0.03194	0.3013	0.381935
8	0.112562	1.0619	0.145576
9	0.133906	1.2633	0.104896
10	-0.059801	-0.5642	0.287031
11	-0.044333	-0.4182	0.338391
12	-0.213712	-2.0162	0.0234
13	-0.000486	-0.0046	0.498177
14	0.228655	2.1571	0.016845
15	-0.006144	-0.058	0.476953
16	-0.027319	-0.2577	0.398605
17	-0.075662	-0.7138	0.238612
18	0.065139	0.6145	0.270219
19	0.07433	0.7012	0.242494
20	-0.004501	-0.0425	0.483114
21	0.042994	0.4056	0.343003
22	0.054974	0.5186	0.302655
23	0.181846	1.7155	0.044864
24	-0.08873	-0.8371	0.202397
25	-0.127231	-1.2003	0.116606
26	-0.169071	-1.595	0.057127
27	0.088005	0.8302	0.204313
28	-0.017636	-0.1664	0.43412
29	0.106762	1.0072	0.158287
30	-0.096138	-0.907	0.183439
31	-0.094845	-0.8948	0.186662
32	0.015913	0.1501	0.440504
33	-0.103309	-0.9746	0.166197
34	-0.094294	-0.8896	0.188048
35	-0.045665	-0.4308	0.333825
36	0.027706	0.2614	0.397202

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.004147 & 0.0391 & 0.48444 \tabularnewline
2 & -0.014095 & -0.133 & 0.44726 \tabularnewline
3 & -0.011739 & -0.1107 & 0.456034 \tabularnewline
4 & 0.097867 & 0.9233 & 0.179179 \tabularnewline
5 & 0.078194 & 0.7377 & 0.231323 \tabularnewline
6 & 0.080192 & 0.7565 & 0.225664 \tabularnewline
7 & 0.03194 & 0.3013 & 0.381935 \tabularnewline
8 & 0.112562 & 1.0619 & 0.145576 \tabularnewline
9 & 0.133906 & 1.2633 & 0.104896 \tabularnewline
10 & -0.059801 & -0.5642 & 0.287031 \tabularnewline
11 & -0.044333 & -0.4182 & 0.338391 \tabularnewline
12 & -0.213712 & -2.0162 & 0.0234 \tabularnewline
13 & -0.000486 & -0.0046 & 0.498177 \tabularnewline
14 & 0.228655 & 2.1571 & 0.016845 \tabularnewline
15 & -0.006144 & -0.058 & 0.476953 \tabularnewline
16 & -0.027319 & -0.2577 & 0.398605 \tabularnewline
17 & -0.075662 & -0.7138 & 0.238612 \tabularnewline
18 & 0.065139 & 0.6145 & 0.270219 \tabularnewline
19 & 0.07433 & 0.7012 & 0.242494 \tabularnewline
20 & -0.004501 & -0.0425 & 0.483114 \tabularnewline
21 & 0.042994 & 0.4056 & 0.343003 \tabularnewline
22 & 0.054974 & 0.5186 & 0.302655 \tabularnewline
23 & 0.181846 & 1.7155 & 0.044864 \tabularnewline
24 & -0.08873 & -0.8371 & 0.202397 \tabularnewline
25 & -0.127231 & -1.2003 & 0.116606 \tabularnewline
26 & -0.169071 & -1.595 & 0.057127 \tabularnewline
27 & 0.088005 & 0.8302 & 0.204313 \tabularnewline
28 & -0.017636 & -0.1664 & 0.43412 \tabularnewline
29 & 0.106762 & 1.0072 & 0.158287 \tabularnewline
30 & -0.096138 & -0.907 & 0.183439 \tabularnewline
31 & -0.094845 & -0.8948 & 0.186662 \tabularnewline
32 & 0.015913 & 0.1501 & 0.440504 \tabularnewline
33 & -0.103309 & -0.9746 & 0.166197 \tabularnewline
34 & -0.094294 & -0.8896 & 0.188048 \tabularnewline
35 & -0.045665 & -0.4308 & 0.333825 \tabularnewline
36 & 0.027706 & 0.2614 & 0.397202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33917&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]0.004147[/C][C]0.0391[/C][C]0.48444[/C][/ROW]
[ROW][C]2[/C][C]-0.014095[/C][C]-0.133[/C][C]0.44726[/C][/ROW]
[ROW][C]3[/C][C]-0.011739[/C][C]-0.1107[/C][C]0.456034[/C][/ROW]
[ROW][C]4[/C][C]0.097867[/C][C]0.9233[/C][C]0.179179[/C][/ROW]
[ROW][C]5[/C][C]0.078194[/C][C]0.7377[/C][C]0.231323[/C][/ROW]
[ROW][C]6[/C][C]0.080192[/C][C]0.7565[/C][C]0.225664[/C][/ROW]
[ROW][C]7[/C][C]0.03194[/C][C]0.3013[/C][C]0.381935[/C][/ROW]
[ROW][C]8[/C][C]0.112562[/C][C]1.0619[/C][C]0.145576[/C][/ROW]
[ROW][C]9[/C][C]0.133906[/C][C]1.2633[/C][C]0.104896[/C][/ROW]
[ROW][C]10[/C][C]-0.059801[/C][C]-0.5642[/C][C]0.287031[/C][/ROW]
[ROW][C]11[/C][C]-0.044333[/C][C]-0.4182[/C][C]0.338391[/C][/ROW]
[ROW][C]12[/C][C]-0.213712[/C][C]-2.0162[/C][C]0.0234[/C][/ROW]
[ROW][C]13[/C][C]-0.000486[/C][C]-0.0046[/C][C]0.498177[/C][/ROW]
[ROW][C]14[/C][C]0.228655[/C][C]2.1571[/C][C]0.016845[/C][/ROW]
[ROW][C]15[/C][C]-0.006144[/C][C]-0.058[/C][C]0.476953[/C][/ROW]
[ROW][C]16[/C][C]-0.027319[/C][C]-0.2577[/C][C]0.398605[/C][/ROW]
[ROW][C]17[/C][C]-0.075662[/C][C]-0.7138[/C][C]0.238612[/C][/ROW]
[ROW][C]18[/C][C]0.065139[/C][C]0.6145[/C][C]0.270219[/C][/ROW]
[ROW][C]19[/C][C]0.07433[/C][C]0.7012[/C][C]0.242494[/C][/ROW]
[ROW][C]20[/C][C]-0.004501[/C][C]-0.0425[/C][C]0.483114[/C][/ROW]
[ROW][C]21[/C][C]0.042994[/C][C]0.4056[/C][C]0.343003[/C][/ROW]
[ROW][C]22[/C][C]0.054974[/C][C]0.5186[/C][C]0.302655[/C][/ROW]
[ROW][C]23[/C][C]0.181846[/C][C]1.7155[/C][C]0.044864[/C][/ROW]
[ROW][C]24[/C][C]-0.08873[/C][C]-0.8371[/C][C]0.202397[/C][/ROW]
[ROW][C]25[/C][C]-0.127231[/C][C]-1.2003[/C][C]0.116606[/C][/ROW]
[ROW][C]26[/C][C]-0.169071[/C][C]-1.595[/C][C]0.057127[/C][/ROW]
[ROW][C]27[/C][C]0.088005[/C][C]0.8302[/C][C]0.204313[/C][/ROW]
[ROW][C]28[/C][C]-0.017636[/C][C]-0.1664[/C][C]0.43412[/C][/ROW]
[ROW][C]29[/C][C]0.106762[/C][C]1.0072[/C][C]0.158287[/C][/ROW]
[ROW][C]30[/C][C]-0.096138[/C][C]-0.907[/C][C]0.183439[/C][/ROW]
[ROW][C]31[/C][C]-0.094845[/C][C]-0.8948[/C][C]0.186662[/C][/ROW]
[ROW][C]32[/C][C]0.015913[/C][C]0.1501[/C][C]0.440504[/C][/ROW]
[ROW][C]33[/C][C]-0.103309[/C][C]-0.9746[/C][C]0.166197[/C][/ROW]
[ROW][C]34[/C][C]-0.094294[/C][C]-0.8896[/C][C]0.188048[/C][/ROW]
[ROW][C]35[/C][C]-0.045665[/C][C]-0.4308[/C][C]0.333825[/C][/ROW]
[ROW][C]36[/C][C]0.027706[/C][C]0.2614[/C][C]0.397202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33917&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33917&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	0.004147	0.0391	0.48444
2	-0.014095	-0.133	0.44726
3	-0.011739	-0.1107	0.456034
4	0.097867	0.9233	0.179179
5	0.078194	0.7377	0.231323
6	0.080192	0.7565	0.225664
7	0.03194	0.3013	0.381935
8	0.112562	1.0619	0.145576
9	0.133906	1.2633	0.104896
10	-0.059801	-0.5642	0.287031
11	-0.044333	-0.4182	0.338391
12	-0.213712	-2.0162	0.0234
13	-0.000486	-0.0046	0.498177
14	0.228655	2.1571	0.016845
15	-0.006144	-0.058	0.476953
16	-0.027319	-0.2577	0.398605
17	-0.075662	-0.7138	0.238612
18	0.065139	0.6145	0.270219
19	0.07433	0.7012	0.242494
20	-0.004501	-0.0425	0.483114
21	0.042994	0.4056	0.343003
22	0.054974	0.5186	0.302655
23	0.181846	1.7155	0.044864
24	-0.08873	-0.8371	0.202397
25	-0.127231	-1.2003	0.116606
26	-0.169071	-1.595	0.057127
27	0.088005	0.8302	0.204313
28	-0.017636	-0.1664	0.43412
29	0.106762	1.0072	0.158287
30	-0.096138	-0.907	0.183439
31	-0.094845	-0.8948	0.186662
32	0.015913	0.1501	0.440504
33	-0.103309	-0.9746	0.166197
34	-0.094294	-0.8896	0.188048
35	-0.045665	-0.4308	0.333825
36	0.027706	0.2614	0.397202

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.004147	0.0391	0.48444
2	-0.014112	-0.1331	0.447195
3	-0.011624	-0.1097	0.456464
4	0.097799	0.9226	0.179346
5	0.077734	0.7333	0.232638
6	0.083785	0.7904	0.215691
7	0.037975	0.3583	0.360499
8	0.110835	1.0456	0.149284
9	0.129669	1.2233	0.112223
10	-0.073034	-0.689	0.246309
11	-0.05829	-0.5499	0.291881
12	-0.262595	-2.4773	0.007563
13	-0.078031	-0.7361	0.231789
14	0.204666	1.9308	0.028345
15	-0.004995	-0.0471	0.481261
16	0.032011	0.302	0.38168
17	-0.053342	-0.5032	0.308025
18	0.077929	0.7352	0.232081
19	0.130801	1.234	0.11023
20	0.035904	0.3387	0.36781
21	0.116807	1.102	0.136726
22	-0.039374	-0.3715	0.355591
23	0.104647	0.9872	0.163101
24	-0.15207	-1.4346	0.077449
25	-0.205059	-1.9345	0.028113
26	-0.1626	-1.534	0.064293
27	-0.046388	-0.4376	0.331358
28	-0.109329	-1.0314	0.152573
29	0.120369	1.1356	0.129595
30	0.000458	0.0043	0.498281
31	0.042295	0.399	0.345421
32	0.108673	1.0252	0.154019
33	0.014784	0.1395	0.444697
34	0.009814	0.0926	0.463219
35	-0.00371	-0.035	0.486078
36	-0.060766	-0.5733	0.283956

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.004147 & 0.0391 & 0.48444 \tabularnewline
2 & -0.014112 & -0.1331 & 0.447195 \tabularnewline
3 & -0.011624 & -0.1097 & 0.456464 \tabularnewline
4 & 0.097799 & 0.9226 & 0.179346 \tabularnewline
5 & 0.077734 & 0.7333 & 0.232638 \tabularnewline
6 & 0.083785 & 0.7904 & 0.215691 \tabularnewline
7 & 0.037975 & 0.3583 & 0.360499 \tabularnewline
8 & 0.110835 & 1.0456 & 0.149284 \tabularnewline
9 & 0.129669 & 1.2233 & 0.112223 \tabularnewline
10 & -0.073034 & -0.689 & 0.246309 \tabularnewline
11 & -0.05829 & -0.5499 & 0.291881 \tabularnewline
12 & -0.262595 & -2.4773 & 0.007563 \tabularnewline
13 & -0.078031 & -0.7361 & 0.231789 \tabularnewline
14 & 0.204666 & 1.9308 & 0.028345 \tabularnewline
15 & -0.004995 & -0.0471 & 0.481261 \tabularnewline
16 & 0.032011 & 0.302 & 0.38168 \tabularnewline
17 & -0.053342 & -0.5032 & 0.308025 \tabularnewline
18 & 0.077929 & 0.7352 & 0.232081 \tabularnewline
19 & 0.130801 & 1.234 & 0.11023 \tabularnewline
20 & 0.035904 & 0.3387 & 0.36781 \tabularnewline
21 & 0.116807 & 1.102 & 0.136726 \tabularnewline
22 & -0.039374 & -0.3715 & 0.355591 \tabularnewline
23 & 0.104647 & 0.9872 & 0.163101 \tabularnewline
24 & -0.15207 & -1.4346 & 0.077449 \tabularnewline
25 & -0.205059 & -1.9345 & 0.028113 \tabularnewline
26 & -0.1626 & -1.534 & 0.064293 \tabularnewline
27 & -0.046388 & -0.4376 & 0.331358 \tabularnewline
28 & -0.109329 & -1.0314 & 0.152573 \tabularnewline
29 & 0.120369 & 1.1356 & 0.129595 \tabularnewline
30 & 0.000458 & 0.0043 & 0.498281 \tabularnewline
31 & 0.042295 & 0.399 & 0.345421 \tabularnewline
32 & 0.108673 & 1.0252 & 0.154019 \tabularnewline
33 & 0.014784 & 0.1395 & 0.444697 \tabularnewline
34 & 0.009814 & 0.0926 & 0.463219 \tabularnewline
35 & -0.00371 & -0.035 & 0.486078 \tabularnewline
36 & -0.060766 & -0.5733 & 0.283956 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33917&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]0.004147[/C][C]0.0391[/C][C]0.48444[/C][/ROW]
[ROW][C]2[/C][C]-0.014112[/C][C]-0.1331[/C][C]0.447195[/C][/ROW]
[ROW][C]3[/C][C]-0.011624[/C][C]-0.1097[/C][C]0.456464[/C][/ROW]
[ROW][C]4[/C][C]0.097799[/C][C]0.9226[/C][C]0.179346[/C][/ROW]
[ROW][C]5[/C][C]0.077734[/C][C]0.7333[/C][C]0.232638[/C][/ROW]
[ROW][C]6[/C][C]0.083785[/C][C]0.7904[/C][C]0.215691[/C][/ROW]
[ROW][C]7[/C][C]0.037975[/C][C]0.3583[/C][C]0.360499[/C][/ROW]
[ROW][C]8[/C][C]0.110835[/C][C]1.0456[/C][C]0.149284[/C][/ROW]
[ROW][C]9[/C][C]0.129669[/C][C]1.2233[/C][C]0.112223[/C][/ROW]
[ROW][C]10[/C][C]-0.073034[/C][C]-0.689[/C][C]0.246309[/C][/ROW]
[ROW][C]11[/C][C]-0.05829[/C][C]-0.5499[/C][C]0.291881[/C][/ROW]
[ROW][C]12[/C][C]-0.262595[/C][C]-2.4773[/C][C]0.007563[/C][/ROW]
[ROW][C]13[/C][C]-0.078031[/C][C]-0.7361[/C][C]0.231789[/C][/ROW]
[ROW][C]14[/C][C]0.204666[/C][C]1.9308[/C][C]0.028345[/C][/ROW]
[ROW][C]15[/C][C]-0.004995[/C][C]-0.0471[/C][C]0.481261[/C][/ROW]
[ROW][C]16[/C][C]0.032011[/C][C]0.302[/C][C]0.38168[/C][/ROW]
[ROW][C]17[/C][C]-0.053342[/C][C]-0.5032[/C][C]0.308025[/C][/ROW]
[ROW][C]18[/C][C]0.077929[/C][C]0.7352[/C][C]0.232081[/C][/ROW]
[ROW][C]19[/C][C]0.130801[/C][C]1.234[/C][C]0.11023[/C][/ROW]
[ROW][C]20[/C][C]0.035904[/C][C]0.3387[/C][C]0.36781[/C][/ROW]
[ROW][C]21[/C][C]0.116807[/C][C]1.102[/C][C]0.136726[/C][/ROW]
[ROW][C]22[/C][C]-0.039374[/C][C]-0.3715[/C][C]0.355591[/C][/ROW]
[ROW][C]23[/C][C]0.104647[/C][C]0.9872[/C][C]0.163101[/C][/ROW]
[ROW][C]24[/C][C]-0.15207[/C][C]-1.4346[/C][C]0.077449[/C][/ROW]
[ROW][C]25[/C][C]-0.205059[/C][C]-1.9345[/C][C]0.028113[/C][/ROW]
[ROW][C]26[/C][C]-0.1626[/C][C]-1.534[/C][C]0.064293[/C][/ROW]
[ROW][C]27[/C][C]-0.046388[/C][C]-0.4376[/C][C]0.331358[/C][/ROW]
[ROW][C]28[/C][C]-0.109329[/C][C]-1.0314[/C][C]0.152573[/C][/ROW]
[ROW][C]29[/C][C]0.120369[/C][C]1.1356[/C][C]0.129595[/C][/ROW]
[ROW][C]30[/C][C]0.000458[/C][C]0.0043[/C][C]0.498281[/C][/ROW]
[ROW][C]31[/C][C]0.042295[/C][C]0.399[/C][C]0.345421[/C][/ROW]
[ROW][C]32[/C][C]0.108673[/C][C]1.0252[/C][C]0.154019[/C][/ROW]
[ROW][C]33[/C][C]0.014784[/C][C]0.1395[/C][C]0.444697[/C][/ROW]
[ROW][C]34[/C][C]0.009814[/C][C]0.0926[/C][C]0.463219[/C][/ROW]
[ROW][C]35[/C][C]-0.00371[/C][C]-0.035[/C][C]0.486078[/C][/ROW]
[ROW][C]36[/C][C]-0.060766[/C][C]-0.5733[/C][C]0.283956[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33917&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33917&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	0.004147	0.0391	0.48444
2	-0.014112	-0.1331	0.447195
3	-0.011624	-0.1097	0.456464
4	0.097799	0.9226	0.179346
5	0.077734	0.7333	0.232638
6	0.083785	0.7904	0.215691
7	0.037975	0.3583	0.360499
8	0.110835	1.0456	0.149284
9	0.129669	1.2233	0.112223
10	-0.073034	-0.689	0.246309
11	-0.05829	-0.5499	0.291881
12	-0.262595	-2.4773	0.007563
13	-0.078031	-0.7361	0.231789
14	0.204666	1.9308	0.028345
15	-0.004995	-0.0471	0.481261
16	0.032011	0.302	0.38168
17	-0.053342	-0.5032	0.308025
18	0.077929	0.7352	0.232081
19	0.130801	1.234	0.11023
20	0.035904	0.3387	0.36781
21	0.116807	1.102	0.136726
22	-0.039374	-0.3715	0.355591
23	0.104647	0.9872	0.163101
24	-0.15207	-1.4346	0.077449
25	-0.205059	-1.9345	0.028113
26	-0.1626	-1.534	0.064293
27	-0.046388	-0.4376	0.331358
28	-0.109329	-1.0314	0.152573
29	0.120369	1.1356	0.129595
30	0.000458	0.0043	0.498281
31	0.042295	0.399	0.345421
32	0.108673	1.0252	0.154019
33	0.014784	0.1395	0.444697
34	0.009814	0.0926	0.463219
35	-0.00371	-0.035	0.486078
36	-0.060766	-0.5733	0.283956

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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