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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 07:07:56 -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/t1229436519e756d70iel4z5ku.htm/, Retrieved Wed, 15 May 2024 15:29:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33953, Retrieved Wed, 15 May 2024 15:29:41 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

191

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

-     [Mean Plot] [Mean plot vervaar...] [2007-11-09 12:25:12] [74be16979710d4c4e7c6647856088456]
- R  D  [Mean Plot] [Mean plot Vlaams ...] [2008-12-13 21:24:44] [005293453b571dbccb80b45226e44173]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 16:50:50] [005293453b571dbccb80b45226e44173]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 17:00:55] [005293453b571dbccb80b45226e44173]
- RM          [(Partial) Autocorrelation Function] [partial autocorr ...] [2008-12-14 17:18:01] [005293453b571dbccb80b45226e44173]
-   P           [(Partial) Autocorrelation Function] [part autocorrelat...] [2008-12-14 18:33:57] [005293453b571dbccb80b45226e44173]
-    D            [(Partial) Autocorrelation Function] [part autocorr Waa...] [2008-12-14 18:53:41] [005293453b571dbccb80b45226e44173]
-    D              [(Partial) Autocorrelation Function] [part autocorr Bru...] [2008-12-14 18:56:03] [005293453b571dbccb80b45226e44173]
-   P                   [(Partial) Autocorrelation Function] [pacf Brussels hst...] [2008-12-16 14:07:56] [b0654df83a8a0e1de3ceb7bf60f0d58f] [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	'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=33953&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=33953&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33953&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	0.866584	6.0039	0
2	0.756748	5.2429	2e-06
3	0.656894	4.5511	1.8e-05
4	0.556724	3.8571	0.000171
5	0.47144	3.2662	0.001008
6	0.359138	2.4882	0.008182
7	0.280109	1.9407	0.029093
8	0.192424	1.3332	0.094387
9	0.111819	0.7747	0.221156
10	0.113226	0.7845	0.218313
11	0.087544	0.6065	0.273512
12	0.086361	0.5983	0.276218
13	0.062881	0.4356	0.332522
14	0.068054	0.4715	0.319714
15	0.105359	0.73	0.234484
16	0.075331	0.5219	0.302067
17	0.055485	0.3844	0.351185
18	0.017339	0.1201	0.452441
19	-0.038095	-0.2639	0.396481
20	-0.061545	-0.4264	0.335863
21	-0.130187	-0.902	0.185791
22	-0.218758	-1.5156	0.06809
23	-0.323403	-2.2406	0.014858
24	-0.384692	-2.6652	0.005225
25	-0.409599	-2.8378	0.003319
26	-0.395065	-2.7371	0.004333
27	-0.381069	-2.6401	0.005574
28	-0.366452	-2.5389	0.007209
29	-0.338419	-2.3446	0.011615
30	-0.305253	-2.1149	0.01983
31	-0.272059	-1.8849	0.032754
32	-0.220545	-1.528	0.06654
33	-0.183787	-1.2733	0.10452
34	-0.155294	-1.0759	0.143674
35	-0.126149	-0.874	0.193239
36	-0.093788	-0.6498	0.259466

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866584 & 6.0039 & 0 \tabularnewline
2 & 0.756748 & 5.2429 & 2e-06 \tabularnewline
3 & 0.656894 & 4.5511 & 1.8e-05 \tabularnewline
4 & 0.556724 & 3.8571 & 0.000171 \tabularnewline
5 & 0.47144 & 3.2662 & 0.001008 \tabularnewline
6 & 0.359138 & 2.4882 & 0.008182 \tabularnewline
7 & 0.280109 & 1.9407 & 0.029093 \tabularnewline
8 & 0.192424 & 1.3332 & 0.094387 \tabularnewline
9 & 0.111819 & 0.7747 & 0.221156 \tabularnewline
10 & 0.113226 & 0.7845 & 0.218313 \tabularnewline
11 & 0.087544 & 0.6065 & 0.273512 \tabularnewline
12 & 0.086361 & 0.5983 & 0.276218 \tabularnewline
13 & 0.062881 & 0.4356 & 0.332522 \tabularnewline
14 & 0.068054 & 0.4715 & 0.319714 \tabularnewline
15 & 0.105359 & 0.73 & 0.234484 \tabularnewline
16 & 0.075331 & 0.5219 & 0.302067 \tabularnewline
17 & 0.055485 & 0.3844 & 0.351185 \tabularnewline
18 & 0.017339 & 0.1201 & 0.452441 \tabularnewline
19 & -0.038095 & -0.2639 & 0.396481 \tabularnewline
20 & -0.061545 & -0.4264 & 0.335863 \tabularnewline
21 & -0.130187 & -0.902 & 0.185791 \tabularnewline
22 & -0.218758 & -1.5156 & 0.06809 \tabularnewline
23 & -0.323403 & -2.2406 & 0.014858 \tabularnewline
24 & -0.384692 & -2.6652 & 0.005225 \tabularnewline
25 & -0.409599 & -2.8378 & 0.003319 \tabularnewline
26 & -0.395065 & -2.7371 & 0.004333 \tabularnewline
27 & -0.381069 & -2.6401 & 0.005574 \tabularnewline
28 & -0.366452 & -2.5389 & 0.007209 \tabularnewline
29 & -0.338419 & -2.3446 & 0.011615 \tabularnewline
30 & -0.305253 & -2.1149 & 0.01983 \tabularnewline
31 & -0.272059 & -1.8849 & 0.032754 \tabularnewline
32 & -0.220545 & -1.528 & 0.06654 \tabularnewline
33 & -0.183787 & -1.2733 & 0.10452 \tabularnewline
34 & -0.155294 & -1.0759 & 0.143674 \tabularnewline
35 & -0.126149 & -0.874 & 0.193239 \tabularnewline
36 & -0.093788 & -0.6498 & 0.259466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33953&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]0.866584[/C][C]6.0039[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.756748[/C][C]5.2429[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.656894[/C][C]4.5511[/C][C]1.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.556724[/C][C]3.8571[/C][C]0.000171[/C][/ROW]
[ROW][C]5[/C][C]0.47144[/C][C]3.2662[/C][C]0.001008[/C][/ROW]
[ROW][C]6[/C][C]0.359138[/C][C]2.4882[/C][C]0.008182[/C][/ROW]
[ROW][C]7[/C][C]0.280109[/C][C]1.9407[/C][C]0.029093[/C][/ROW]
[ROW][C]8[/C][C]0.192424[/C][C]1.3332[/C][C]0.094387[/C][/ROW]
[ROW][C]9[/C][C]0.111819[/C][C]0.7747[/C][C]0.221156[/C][/ROW]
[ROW][C]10[/C][C]0.113226[/C][C]0.7845[/C][C]0.218313[/C][/ROW]
[ROW][C]11[/C][C]0.087544[/C][C]0.6065[/C][C]0.273512[/C][/ROW]
[ROW][C]12[/C][C]0.086361[/C][C]0.5983[/C][C]0.276218[/C][/ROW]
[ROW][C]13[/C][C]0.062881[/C][C]0.4356[/C][C]0.332522[/C][/ROW]
[ROW][C]14[/C][C]0.068054[/C][C]0.4715[/C][C]0.319714[/C][/ROW]
[ROW][C]15[/C][C]0.105359[/C][C]0.73[/C][C]0.234484[/C][/ROW]
[ROW][C]16[/C][C]0.075331[/C][C]0.5219[/C][C]0.302067[/C][/ROW]
[ROW][C]17[/C][C]0.055485[/C][C]0.3844[/C][C]0.351185[/C][/ROW]
[ROW][C]18[/C][C]0.017339[/C][C]0.1201[/C][C]0.452441[/C][/ROW]
[ROW][C]19[/C][C]-0.038095[/C][C]-0.2639[/C][C]0.396481[/C][/ROW]
[ROW][C]20[/C][C]-0.061545[/C][C]-0.4264[/C][C]0.335863[/C][/ROW]
[ROW][C]21[/C][C]-0.130187[/C][C]-0.902[/C][C]0.185791[/C][/ROW]
[ROW][C]22[/C][C]-0.218758[/C][C]-1.5156[/C][C]0.06809[/C][/ROW]
[ROW][C]23[/C][C]-0.323403[/C][C]-2.2406[/C][C]0.014858[/C][/ROW]
[ROW][C]24[/C][C]-0.384692[/C][C]-2.6652[/C][C]0.005225[/C][/ROW]
[ROW][C]25[/C][C]-0.409599[/C][C]-2.8378[/C][C]0.003319[/C][/ROW]
[ROW][C]26[/C][C]-0.395065[/C][C]-2.7371[/C][C]0.004333[/C][/ROW]
[ROW][C]27[/C][C]-0.381069[/C][C]-2.6401[/C][C]0.005574[/C][/ROW]
[ROW][C]28[/C][C]-0.366452[/C][C]-2.5389[/C][C]0.007209[/C][/ROW]
[ROW][C]29[/C][C]-0.338419[/C][C]-2.3446[/C][C]0.011615[/C][/ROW]
[ROW][C]30[/C][C]-0.305253[/C][C]-2.1149[/C][C]0.01983[/C][/ROW]
[ROW][C]31[/C][C]-0.272059[/C][C]-1.8849[/C][C]0.032754[/C][/ROW]
[ROW][C]32[/C][C]-0.220545[/C][C]-1.528[/C][C]0.06654[/C][/ROW]
[ROW][C]33[/C][C]-0.183787[/C][C]-1.2733[/C][C]0.10452[/C][/ROW]
[ROW][C]34[/C][C]-0.155294[/C][C]-1.0759[/C][C]0.143674[/C][/ROW]
[ROW][C]35[/C][C]-0.126149[/C][C]-0.874[/C][C]0.193239[/C][/ROW]
[ROW][C]36[/C][C]-0.093788[/C][C]-0.6498[/C][C]0.259466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33953&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33953&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	0.866584	6.0039	0
2	0.756748	5.2429	2e-06
3	0.656894	4.5511	1.8e-05
4	0.556724	3.8571	0.000171
5	0.47144	3.2662	0.001008
6	0.359138	2.4882	0.008182
7	0.280109	1.9407	0.029093
8	0.192424	1.3332	0.094387
9	0.111819	0.7747	0.221156
10	0.113226	0.7845	0.218313
11	0.087544	0.6065	0.273512
12	0.086361	0.5983	0.276218
13	0.062881	0.4356	0.332522
14	0.068054	0.4715	0.319714
15	0.105359	0.73	0.234484
16	0.075331	0.5219	0.302067
17	0.055485	0.3844	0.351185
18	0.017339	0.1201	0.452441
19	-0.038095	-0.2639	0.396481
20	-0.061545	-0.4264	0.335863
21	-0.130187	-0.902	0.185791
22	-0.218758	-1.5156	0.06809
23	-0.323403	-2.2406	0.014858
24	-0.384692	-2.6652	0.005225
25	-0.409599	-2.8378	0.003319
26	-0.395065	-2.7371	0.004333
27	-0.381069	-2.6401	0.005574
28	-0.366452	-2.5389	0.007209
29	-0.338419	-2.3446	0.011615
30	-0.305253	-2.1149	0.01983
31	-0.272059	-1.8849	0.032754
32	-0.220545	-1.528	0.06654
33	-0.183787	-1.2733	0.10452
34	-0.155294	-1.0759	0.143674
35	-0.126149	-0.874	0.193239
36	-0.093788	-0.6498	0.259466

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.866584	6.0039	0
2	0.023213	0.1608	0.436452
3	-0.015207	-0.1054	0.458266
4	-0.054962	-0.3808	0.352521
5	-0.002546	-0.0176	0.493001
6	-0.15859	-1.0987	0.138681
7	0.04436	0.3073	0.37996
8	-0.090314	-0.6257	0.267233
9	-0.035734	-0.2476	0.40276
10	0.259148	1.7954	0.039441
11	-0.075279	-0.5215	0.302191
12	0.061207	0.4241	0.33671
13	-0.092521	-0.641	0.262284
14	0.101312	0.7019	0.243063
15	0.072129	0.4997	0.309777
16	-0.197545	-1.3686	0.088744
17	-0.048347	-0.335	0.369559
18	-0.076676	-0.5312	0.298856
19	-0.063678	-0.4412	0.330534
20	0.044654	0.3094	0.37919
21	-0.148992	-1.0322	0.153565
22	-0.269803	-1.8693	0.033848
23	-0.078727	-0.5454	0.293988
24	0.118995	0.8244	0.206889
25	-0.04179	-0.2895	0.386711
26	0.223127	1.5459	0.064352
27	-0.116755	-0.8089	0.211282
28	0.032136	0.2226	0.412378
29	0.060102	0.4164	0.339486
30	-0.142278	-0.9857	0.164604
31	-0.053787	-0.3727	0.355525
32	0.016998	0.1178	0.453372
33	0.046839	0.3245	0.37348
34	0.045004	0.3118	0.378272
35	0.051927	0.3598	0.360301
36	-0.060722	-0.4207	0.337927

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866584 & 6.0039 & 0 \tabularnewline
2 & 0.023213 & 0.1608 & 0.436452 \tabularnewline
3 & -0.015207 & -0.1054 & 0.458266 \tabularnewline
4 & -0.054962 & -0.3808 & 0.352521 \tabularnewline
5 & -0.002546 & -0.0176 & 0.493001 \tabularnewline
6 & -0.15859 & -1.0987 & 0.138681 \tabularnewline
7 & 0.04436 & 0.3073 & 0.37996 \tabularnewline
8 & -0.090314 & -0.6257 & 0.267233 \tabularnewline
9 & -0.035734 & -0.2476 & 0.40276 \tabularnewline
10 & 0.259148 & 1.7954 & 0.039441 \tabularnewline
11 & -0.075279 & -0.5215 & 0.302191 \tabularnewline
12 & 0.061207 & 0.4241 & 0.33671 \tabularnewline
13 & -0.092521 & -0.641 & 0.262284 \tabularnewline
14 & 0.101312 & 0.7019 & 0.243063 \tabularnewline
15 & 0.072129 & 0.4997 & 0.309777 \tabularnewline
16 & -0.197545 & -1.3686 & 0.088744 \tabularnewline
17 & -0.048347 & -0.335 & 0.369559 \tabularnewline
18 & -0.076676 & -0.5312 & 0.298856 \tabularnewline
19 & -0.063678 & -0.4412 & 0.330534 \tabularnewline
20 & 0.044654 & 0.3094 & 0.37919 \tabularnewline
21 & -0.148992 & -1.0322 & 0.153565 \tabularnewline
22 & -0.269803 & -1.8693 & 0.033848 \tabularnewline
23 & -0.078727 & -0.5454 & 0.293988 \tabularnewline
24 & 0.118995 & 0.8244 & 0.206889 \tabularnewline
25 & -0.04179 & -0.2895 & 0.386711 \tabularnewline
26 & 0.223127 & 1.5459 & 0.064352 \tabularnewline
27 & -0.116755 & -0.8089 & 0.211282 \tabularnewline
28 & 0.032136 & 0.2226 & 0.412378 \tabularnewline
29 & 0.060102 & 0.4164 & 0.339486 \tabularnewline
30 & -0.142278 & -0.9857 & 0.164604 \tabularnewline
31 & -0.053787 & -0.3727 & 0.355525 \tabularnewline
32 & 0.016998 & 0.1178 & 0.453372 \tabularnewline
33 & 0.046839 & 0.3245 & 0.37348 \tabularnewline
34 & 0.045004 & 0.3118 & 0.378272 \tabularnewline
35 & 0.051927 & 0.3598 & 0.360301 \tabularnewline
36 & -0.060722 & -0.4207 & 0.337927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33953&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]0.866584[/C][C]6.0039[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.023213[/C][C]0.1608[/C][C]0.436452[/C][/ROW]
[ROW][C]3[/C][C]-0.015207[/C][C]-0.1054[/C][C]0.458266[/C][/ROW]
[ROW][C]4[/C][C]-0.054962[/C][C]-0.3808[/C][C]0.352521[/C][/ROW]
[ROW][C]5[/C][C]-0.002546[/C][C]-0.0176[/C][C]0.493001[/C][/ROW]
[ROW][C]6[/C][C]-0.15859[/C][C]-1.0987[/C][C]0.138681[/C][/ROW]
[ROW][C]7[/C][C]0.04436[/C][C]0.3073[/C][C]0.37996[/C][/ROW]
[ROW][C]8[/C][C]-0.090314[/C][C]-0.6257[/C][C]0.267233[/C][/ROW]
[ROW][C]9[/C][C]-0.035734[/C][C]-0.2476[/C][C]0.40276[/C][/ROW]
[ROW][C]10[/C][C]0.259148[/C][C]1.7954[/C][C]0.039441[/C][/ROW]
[ROW][C]11[/C][C]-0.075279[/C][C]-0.5215[/C][C]0.302191[/C][/ROW]
[ROW][C]12[/C][C]0.061207[/C][C]0.4241[/C][C]0.33671[/C][/ROW]
[ROW][C]13[/C][C]-0.092521[/C][C]-0.641[/C][C]0.262284[/C][/ROW]
[ROW][C]14[/C][C]0.101312[/C][C]0.7019[/C][C]0.243063[/C][/ROW]
[ROW][C]15[/C][C]0.072129[/C][C]0.4997[/C][C]0.309777[/C][/ROW]
[ROW][C]16[/C][C]-0.197545[/C][C]-1.3686[/C][C]0.088744[/C][/ROW]
[ROW][C]17[/C][C]-0.048347[/C][C]-0.335[/C][C]0.369559[/C][/ROW]
[ROW][C]18[/C][C]-0.076676[/C][C]-0.5312[/C][C]0.298856[/C][/ROW]
[ROW][C]19[/C][C]-0.063678[/C][C]-0.4412[/C][C]0.330534[/C][/ROW]
[ROW][C]20[/C][C]0.044654[/C][C]0.3094[/C][C]0.37919[/C][/ROW]
[ROW][C]21[/C][C]-0.148992[/C][C]-1.0322[/C][C]0.153565[/C][/ROW]
[ROW][C]22[/C][C]-0.269803[/C][C]-1.8693[/C][C]0.033848[/C][/ROW]
[ROW][C]23[/C][C]-0.078727[/C][C]-0.5454[/C][C]0.293988[/C][/ROW]
[ROW][C]24[/C][C]0.118995[/C][C]0.8244[/C][C]0.206889[/C][/ROW]
[ROW][C]25[/C][C]-0.04179[/C][C]-0.2895[/C][C]0.386711[/C][/ROW]
[ROW][C]26[/C][C]0.223127[/C][C]1.5459[/C][C]0.064352[/C][/ROW]
[ROW][C]27[/C][C]-0.116755[/C][C]-0.8089[/C][C]0.211282[/C][/ROW]
[ROW][C]28[/C][C]0.032136[/C][C]0.2226[/C][C]0.412378[/C][/ROW]
[ROW][C]29[/C][C]0.060102[/C][C]0.4164[/C][C]0.339486[/C][/ROW]
[ROW][C]30[/C][C]-0.142278[/C][C]-0.9857[/C][C]0.164604[/C][/ROW]
[ROW][C]31[/C][C]-0.053787[/C][C]-0.3727[/C][C]0.355525[/C][/ROW]
[ROW][C]32[/C][C]0.016998[/C][C]0.1178[/C][C]0.453372[/C][/ROW]
[ROW][C]33[/C][C]0.046839[/C][C]0.3245[/C][C]0.37348[/C][/ROW]
[ROW][C]34[/C][C]0.045004[/C][C]0.3118[/C][C]0.378272[/C][/ROW]
[ROW][C]35[/C][C]0.051927[/C][C]0.3598[/C][C]0.360301[/C][/ROW]
[ROW][C]36[/C][C]-0.060722[/C][C]-0.4207[/C][C]0.337927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33953&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33953&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	0.866584	6.0039	0
2	0.023213	0.1608	0.436452
3	-0.015207	-0.1054	0.458266
4	-0.054962	-0.3808	0.352521
5	-0.002546	-0.0176	0.493001
6	-0.15859	-1.0987	0.138681
7	0.04436	0.3073	0.37996
8	-0.090314	-0.6257	0.267233
9	-0.035734	-0.2476	0.40276
10	0.259148	1.7954	0.039441
11	-0.075279	-0.5215	0.302191
12	0.061207	0.4241	0.33671
13	-0.092521	-0.641	0.262284
14	0.101312	0.7019	0.243063
15	0.072129	0.4997	0.309777
16	-0.197545	-1.3686	0.088744
17	-0.048347	-0.335	0.369559
18	-0.076676	-0.5312	0.298856
19	-0.063678	-0.4412	0.330534
20	0.044654	0.3094	0.37919
21	-0.148992	-1.0322	0.153565
22	-0.269803	-1.8693	0.033848
23	-0.078727	-0.5454	0.293988
24	0.118995	0.8244	0.206889
25	-0.04179	-0.2895	0.386711
26	0.223127	1.5459	0.064352
27	-0.116755	-0.8089	0.211282
28	0.032136	0.2226	0.412378
29	0.060102	0.4164	0.339486
30	-0.142278	-0.9857	0.164604
31	-0.053787	-0.3727	0.355525
32	0.016998	0.1178	0.453372
33	0.046839	0.3245	0.37348
34	0.045004	0.3118	0.378272
35	0.051927	0.3598	0.360301
36	-0.060722	-0.4207	0.337927

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 = 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