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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 12:11:22 -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/t1229454722i198mxs30w4f6h0.htm/, Retrieved Wed, 15 May 2024 11:25:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34126, Retrieved Wed, 15 May 2024 11:25:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

199

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

-     [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [22f18fc6a98517db16300404be421f9a]
-    D  [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:08:07] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D    [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D        [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-16 19:11:22] [e8f764b122b426f433a1e1038b457077] [Current]
-   PD          [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:47:38] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:55:00] [4ddbf81f78ea7c738951638c7e93f6ee] 

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Dataseries X:

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Histogram

Boxplots

8,3
8,4
8,4
8,4
8,6
8,9
8,8
8,3
7,5
7,2
7,5
8,8
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,6
8,2
8,1
8
8,6
8,7
8,8
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8,1
8,2
8,1
8,1
7,9
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,6
6,2
6,2
6,8

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=34126&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=34126&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34126&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
0	1	7.746	0
1	0.877728	6.7989	0
2	0.659085	5.1052	2e-06
3	0.478904	3.7096	0.000228
4	0.422233	3.2706	0.00089
5	0.454813	3.523	0.000411
6	0.493275	3.8209	0.000159
7	0.469368	3.6357	0.000289
8	0.395621	3.0645	0.001632
9	0.324675	2.5149	0.007302
10	0.301856	2.3382	0.011365
11	0.307512	2.382	0.010204
12	0.298149	2.3095	0.012189
13	0.219371	1.6992	0.047227
14	0.11438	0.886	0.189582
15	0.046548	0.3606	0.359847
16	0.032994	0.2556	0.399577
17	0.036571	0.2833	0.38897
18	0.036948	0.2862	0.387857
19	0.001782	0.0138	0.494518
20	-0.058929	-0.4565	0.675147
21	-0.108693	-0.8419	0.798416
22	-0.132611	-1.0272	0.845776
23	-0.131631	-1.0196	0.843997
24	-0.135112	-1.0466	0.850252
25	-0.162811	-1.2611	0.893929
26	-0.197622	-1.5308	0.934459
27	-0.21499	-1.6653	0.949467
28	-0.207459	-1.607	0.943344
29	-0.195382	-1.5134	0.932289
30	-0.189737	-1.4697	0.926566
31	-0.202515	-1.5687	0.939008
32	-0.236011	-1.8281	0.963749
33	-0.258539	-2.0026	0.975129
34	-0.254252	-1.9694	0.973237
35	-0.222803	-1.7258	0.955237

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.877728 & 6.7989 & 0 \tabularnewline
2 & 0.659085 & 5.1052 & 2e-06 \tabularnewline
3 & 0.478904 & 3.7096 & 0.000228 \tabularnewline
4 & 0.422233 & 3.2706 & 0.00089 \tabularnewline
5 & 0.454813 & 3.523 & 0.000411 \tabularnewline
6 & 0.493275 & 3.8209 & 0.000159 \tabularnewline
7 & 0.469368 & 3.6357 & 0.000289 \tabularnewline
8 & 0.395621 & 3.0645 & 0.001632 \tabularnewline
9 & 0.324675 & 2.5149 & 0.007302 \tabularnewline
10 & 0.301856 & 2.3382 & 0.011365 \tabularnewline
11 & 0.307512 & 2.382 & 0.010204 \tabularnewline
12 & 0.298149 & 2.3095 & 0.012189 \tabularnewline
13 & 0.219371 & 1.6992 & 0.047227 \tabularnewline
14 & 0.11438 & 0.886 & 0.189582 \tabularnewline
15 & 0.046548 & 0.3606 & 0.359847 \tabularnewline
16 & 0.032994 & 0.2556 & 0.399577 \tabularnewline
17 & 0.036571 & 0.2833 & 0.38897 \tabularnewline
18 & 0.036948 & 0.2862 & 0.387857 \tabularnewline
19 & 0.001782 & 0.0138 & 0.494518 \tabularnewline
20 & -0.058929 & -0.4565 & 0.675147 \tabularnewline
21 & -0.108693 & -0.8419 & 0.798416 \tabularnewline
22 & -0.132611 & -1.0272 & 0.845776 \tabularnewline
23 & -0.131631 & -1.0196 & 0.843997 \tabularnewline
24 & -0.135112 & -1.0466 & 0.850252 \tabularnewline
25 & -0.162811 & -1.2611 & 0.893929 \tabularnewline
26 & -0.197622 & -1.5308 & 0.934459 \tabularnewline
27 & -0.21499 & -1.6653 & 0.949467 \tabularnewline
28 & -0.207459 & -1.607 & 0.943344 \tabularnewline
29 & -0.195382 & -1.5134 & 0.932289 \tabularnewline
30 & -0.189737 & -1.4697 & 0.926566 \tabularnewline
31 & -0.202515 & -1.5687 & 0.939008 \tabularnewline
32 & -0.236011 & -1.8281 & 0.963749 \tabularnewline
33 & -0.258539 & -2.0026 & 0.975129 \tabularnewline
34 & -0.254252 & -1.9694 & 0.973237 \tabularnewline
35 & -0.222803 & -1.7258 & 0.955237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34126&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.877728[/C][C]6.7989[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.659085[/C][C]5.1052[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.478904[/C][C]3.7096[/C][C]0.000228[/C][/ROW]
[ROW][C]4[/C][C]0.422233[/C][C]3.2706[/C][C]0.00089[/C][/ROW]
[ROW][C]5[/C][C]0.454813[/C][C]3.523[/C][C]0.000411[/C][/ROW]
[ROW][C]6[/C][C]0.493275[/C][C]3.8209[/C][C]0.000159[/C][/ROW]
[ROW][C]7[/C][C]0.469368[/C][C]3.6357[/C][C]0.000289[/C][/ROW]
[ROW][C]8[/C][C]0.395621[/C][C]3.0645[/C][C]0.001632[/C][/ROW]
[ROW][C]9[/C][C]0.324675[/C][C]2.5149[/C][C]0.007302[/C][/ROW]
[ROW][C]10[/C][C]0.301856[/C][C]2.3382[/C][C]0.011365[/C][/ROW]
[ROW][C]11[/C][C]0.307512[/C][C]2.382[/C][C]0.010204[/C][/ROW]
[ROW][C]12[/C][C]0.298149[/C][C]2.3095[/C][C]0.012189[/C][/ROW]
[ROW][C]13[/C][C]0.219371[/C][C]1.6992[/C][C]0.047227[/C][/ROW]
[ROW][C]14[/C][C]0.11438[/C][C]0.886[/C][C]0.189582[/C][/ROW]
[ROW][C]15[/C][C]0.046548[/C][C]0.3606[/C][C]0.359847[/C][/ROW]
[ROW][C]16[/C][C]0.032994[/C][C]0.2556[/C][C]0.399577[/C][/ROW]
[ROW][C]17[/C][C]0.036571[/C][C]0.2833[/C][C]0.38897[/C][/ROW]
[ROW][C]18[/C][C]0.036948[/C][C]0.2862[/C][C]0.387857[/C][/ROW]
[ROW][C]19[/C][C]0.001782[/C][C]0.0138[/C][C]0.494518[/C][/ROW]
[ROW][C]20[/C][C]-0.058929[/C][C]-0.4565[/C][C]0.675147[/C][/ROW]
[ROW][C]21[/C][C]-0.108693[/C][C]-0.8419[/C][C]0.798416[/C][/ROW]
[ROW][C]22[/C][C]-0.132611[/C][C]-1.0272[/C][C]0.845776[/C][/ROW]
[ROW][C]23[/C][C]-0.131631[/C][C]-1.0196[/C][C]0.843997[/C][/ROW]
[ROW][C]24[/C][C]-0.135112[/C][C]-1.0466[/C][C]0.850252[/C][/ROW]
[ROW][C]25[/C][C]-0.162811[/C][C]-1.2611[/C][C]0.893929[/C][/ROW]
[ROW][C]26[/C][C]-0.197622[/C][C]-1.5308[/C][C]0.934459[/C][/ROW]
[ROW][C]27[/C][C]-0.21499[/C][C]-1.6653[/C][C]0.949467[/C][/ROW]
[ROW][C]28[/C][C]-0.207459[/C][C]-1.607[/C][C]0.943344[/C][/ROW]
[ROW][C]29[/C][C]-0.195382[/C][C]-1.5134[/C][C]0.932289[/C][/ROW]
[ROW][C]30[/C][C]-0.189737[/C][C]-1.4697[/C][C]0.926566[/C][/ROW]
[ROW][C]31[/C][C]-0.202515[/C][C]-1.5687[/C][C]0.939008[/C][/ROW]
[ROW][C]32[/C][C]-0.236011[/C][C]-1.8281[/C][C]0.963749[/C][/ROW]
[ROW][C]33[/C][C]-0.258539[/C][C]-2.0026[/C][C]0.975129[/C][/ROW]
[ROW][C]34[/C][C]-0.254252[/C][C]-1.9694[/C][C]0.973237[/C][/ROW]
[ROW][C]35[/C][C]-0.222803[/C][C]-1.7258[/C][C]0.955237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34126&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34126&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
0	1	7.746	0
1	0.877728	6.7989	0
2	0.659085	5.1052	2e-06
3	0.478904	3.7096	0.000228
4	0.422233	3.2706	0.00089
5	0.454813	3.523	0.000411
6	0.493275	3.8209	0.000159
7	0.469368	3.6357	0.000289
8	0.395621	3.0645	0.001632
9	0.324675	2.5149	0.007302
10	0.301856	2.3382	0.011365
11	0.307512	2.382	0.010204
12	0.298149	2.3095	0.012189
13	0.219371	1.6992	0.047227
14	0.11438	0.886	0.189582
15	0.046548	0.3606	0.359847
16	0.032994	0.2556	0.399577
17	0.036571	0.2833	0.38897
18	0.036948	0.2862	0.387857
19	0.001782	0.0138	0.494518
20	-0.058929	-0.4565	0.675147
21	-0.108693	-0.8419	0.798416
22	-0.132611	-1.0272	0.845776
23	-0.131631	-1.0196	0.843997
24	-0.135112	-1.0466	0.850252
25	-0.162811	-1.2611	0.893929
26	-0.197622	-1.5308	0.934459
27	-0.21499	-1.6653	0.949467
28	-0.207459	-1.607	0.943344
29	-0.195382	-1.5134	0.932289
30	-0.189737	-1.4697	0.926566
31	-0.202515	-1.5687	0.939008
32	-0.236011	-1.8281	0.963749
33	-0.258539	-2.0026	0.975129
34	-0.254252	-1.9694	0.973237
35	-0.222803	-1.7258	0.955237

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.877728	6.7989	0
1	-0.484865	-3.7557	0.999804
2	0.259047	2.0066	0.024654
3	0.321278	2.4886	0.007809
4	0.025893	0.2006	0.420858
5	-0.027891	-0.216	0.585157
6	-0.062625	-0.4851	0.68531
7	0.062674	0.4855	0.314555
8	0.053748	0.4163	0.339326
9	0.048552	0.3761	0.35409
10	-0.087467	-0.6775	0.749659
11	-0.066383	-0.5142	0.6955
12	-0.228148	-1.7672	0.958862
13	0.097971	0.7589	0.225449
14	0.059163	0.4583	0.324205
15	-0.146083	-1.1316	0.868837
16	-0.113757	-0.8812	0.809125
17	0.143555	1.112	0.135293
18	-0.091364	-0.7077	0.759064
19	-0.083774	-0.6489	0.740564
20	0.055814	0.4323	0.333525
21	-0.084384	-0.6536	0.742078
22	0.042259	0.3273	0.372278
23	-0.065654	-0.5086	0.693536
24	-0.010485	-0.0812	0.53223
25	0.039794	0.3082	0.379484
26	-0.039209	-0.3037	0.618802
27	-0.01037	-0.0803	0.531878
28	0.030414	0.2356	0.407277
29	-0.032427	-0.2512	0.598732
30	-0.059789	-0.4631	0.677525
31	-0.028011	-0.217	0.585516
32	0.041924	0.3247	0.373253
33	-0.020722	-0.1605	0.56349
34	0.034523	0.2674	0.395033
35	-0.053789	-0.4167	0.660789

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.877728 & 6.7989 & 0 \tabularnewline
1 & -0.484865 & -3.7557 & 0.999804 \tabularnewline
2 & 0.259047 & 2.0066 & 0.024654 \tabularnewline
3 & 0.321278 & 2.4886 & 0.007809 \tabularnewline
4 & 0.025893 & 0.2006 & 0.420858 \tabularnewline
5 & -0.027891 & -0.216 & 0.585157 \tabularnewline
6 & -0.062625 & -0.4851 & 0.68531 \tabularnewline
7 & 0.062674 & 0.4855 & 0.314555 \tabularnewline
8 & 0.053748 & 0.4163 & 0.339326 \tabularnewline
9 & 0.048552 & 0.3761 & 0.35409 \tabularnewline
10 & -0.087467 & -0.6775 & 0.749659 \tabularnewline
11 & -0.066383 & -0.5142 & 0.6955 \tabularnewline
12 & -0.228148 & -1.7672 & 0.958862 \tabularnewline
13 & 0.097971 & 0.7589 & 0.225449 \tabularnewline
14 & 0.059163 & 0.4583 & 0.324205 \tabularnewline
15 & -0.146083 & -1.1316 & 0.868837 \tabularnewline
16 & -0.113757 & -0.8812 & 0.809125 \tabularnewline
17 & 0.143555 & 1.112 & 0.135293 \tabularnewline
18 & -0.091364 & -0.7077 & 0.759064 \tabularnewline
19 & -0.083774 & -0.6489 & 0.740564 \tabularnewline
20 & 0.055814 & 0.4323 & 0.333525 \tabularnewline
21 & -0.084384 & -0.6536 & 0.742078 \tabularnewline
22 & 0.042259 & 0.3273 & 0.372278 \tabularnewline
23 & -0.065654 & -0.5086 & 0.693536 \tabularnewline
24 & -0.010485 & -0.0812 & 0.53223 \tabularnewline
25 & 0.039794 & 0.3082 & 0.379484 \tabularnewline
26 & -0.039209 & -0.3037 & 0.618802 \tabularnewline
27 & -0.01037 & -0.0803 & 0.531878 \tabularnewline
28 & 0.030414 & 0.2356 & 0.407277 \tabularnewline
29 & -0.032427 & -0.2512 & 0.598732 \tabularnewline
30 & -0.059789 & -0.4631 & 0.677525 \tabularnewline
31 & -0.028011 & -0.217 & 0.585516 \tabularnewline
32 & 0.041924 & 0.3247 & 0.373253 \tabularnewline
33 & -0.020722 & -0.1605 & 0.56349 \tabularnewline
34 & 0.034523 & 0.2674 & 0.395033 \tabularnewline
35 & -0.053789 & -0.4167 & 0.660789 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34126&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]0[/C][C]0.877728[/C][C]6.7989[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.484865[/C][C]-3.7557[/C][C]0.999804[/C][/ROW]
[ROW][C]2[/C][C]0.259047[/C][C]2.0066[/C][C]0.024654[/C][/ROW]
[ROW][C]3[/C][C]0.321278[/C][C]2.4886[/C][C]0.007809[/C][/ROW]
[ROW][C]4[/C][C]0.025893[/C][C]0.2006[/C][C]0.420858[/C][/ROW]
[ROW][C]5[/C][C]-0.027891[/C][C]-0.216[/C][C]0.585157[/C][/ROW]
[ROW][C]6[/C][C]-0.062625[/C][C]-0.4851[/C][C]0.68531[/C][/ROW]
[ROW][C]7[/C][C]0.062674[/C][C]0.4855[/C][C]0.314555[/C][/ROW]
[ROW][C]8[/C][C]0.053748[/C][C]0.4163[/C][C]0.339326[/C][/ROW]
[ROW][C]9[/C][C]0.048552[/C][C]0.3761[/C][C]0.35409[/C][/ROW]
[ROW][C]10[/C][C]-0.087467[/C][C]-0.6775[/C][C]0.749659[/C][/ROW]
[ROW][C]11[/C][C]-0.066383[/C][C]-0.5142[/C][C]0.6955[/C][/ROW]
[ROW][C]12[/C][C]-0.228148[/C][C]-1.7672[/C][C]0.958862[/C][/ROW]
[ROW][C]13[/C][C]0.097971[/C][C]0.7589[/C][C]0.225449[/C][/ROW]
[ROW][C]14[/C][C]0.059163[/C][C]0.4583[/C][C]0.324205[/C][/ROW]
[ROW][C]15[/C][C]-0.146083[/C][C]-1.1316[/C][C]0.868837[/C][/ROW]
[ROW][C]16[/C][C]-0.113757[/C][C]-0.8812[/C][C]0.809125[/C][/ROW]
[ROW][C]17[/C][C]0.143555[/C][C]1.112[/C][C]0.135293[/C][/ROW]
[ROW][C]18[/C][C]-0.091364[/C][C]-0.7077[/C][C]0.759064[/C][/ROW]
[ROW][C]19[/C][C]-0.083774[/C][C]-0.6489[/C][C]0.740564[/C][/ROW]
[ROW][C]20[/C][C]0.055814[/C][C]0.4323[/C][C]0.333525[/C][/ROW]
[ROW][C]21[/C][C]-0.084384[/C][C]-0.6536[/C][C]0.742078[/C][/ROW]
[ROW][C]22[/C][C]0.042259[/C][C]0.3273[/C][C]0.372278[/C][/ROW]
[ROW][C]23[/C][C]-0.065654[/C][C]-0.5086[/C][C]0.693536[/C][/ROW]
[ROW][C]24[/C][C]-0.010485[/C][C]-0.0812[/C][C]0.53223[/C][/ROW]
[ROW][C]25[/C][C]0.039794[/C][C]0.3082[/C][C]0.379484[/C][/ROW]
[ROW][C]26[/C][C]-0.039209[/C][C]-0.3037[/C][C]0.618802[/C][/ROW]
[ROW][C]27[/C][C]-0.01037[/C][C]-0.0803[/C][C]0.531878[/C][/ROW]
[ROW][C]28[/C][C]0.030414[/C][C]0.2356[/C][C]0.407277[/C][/ROW]
[ROW][C]29[/C][C]-0.032427[/C][C]-0.2512[/C][C]0.598732[/C][/ROW]
[ROW][C]30[/C][C]-0.059789[/C][C]-0.4631[/C][C]0.677525[/C][/ROW]
[ROW][C]31[/C][C]-0.028011[/C][C]-0.217[/C][C]0.585516[/C][/ROW]
[ROW][C]32[/C][C]0.041924[/C][C]0.3247[/C][C]0.373253[/C][/ROW]
[ROW][C]33[/C][C]-0.020722[/C][C]-0.1605[/C][C]0.56349[/C][/ROW]
[ROW][C]34[/C][C]0.034523[/C][C]0.2674[/C][C]0.395033[/C][/ROW]
[ROW][C]35[/C][C]-0.053789[/C][C]-0.4167[/C][C]0.660789[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34126&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34126&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
0	0.877728	6.7989	0
1	-0.484865	-3.7557	0.999804
2	0.259047	2.0066	0.024654
3	0.321278	2.4886	0.007809
4	0.025893	0.2006	0.420858
5	-0.027891	-0.216	0.585157
6	-0.062625	-0.4851	0.68531
7	0.062674	0.4855	0.314555
8	0.053748	0.4163	0.339326
9	0.048552	0.3761	0.35409
10	-0.087467	-0.6775	0.749659
11	-0.066383	-0.5142	0.6955
12	-0.228148	-1.7672	0.958862
13	0.097971	0.7589	0.225449
14	0.059163	0.4583	0.324205
15	-0.146083	-1.1316	0.868837
16	-0.113757	-0.8812	0.809125
17	0.143555	1.112	0.135293
18	-0.091364	-0.7077	0.759064
19	-0.083774	-0.6489	0.740564
20	0.055814	0.4323	0.333525
21	-0.084384	-0.6536	0.742078
22	0.042259	0.3273	0.372278
23	-0.065654	-0.5086	0.693536
24	-0.010485	-0.0812	0.53223
25	0.039794	0.3082	0.379484
26	-0.039209	-0.3037	0.618802
27	-0.01037	-0.0803	0.531878
28	0.030414	0.2356	0.407277
29	-0.032427	-0.2512	0.598732
30	-0.059789	-0.4631	0.677525
31	-0.028011	-0.217	0.585516
32	0.041924	0.3247	0.373253
33	-0.020722	-0.1605	0.56349
34	0.034523	0.2674	0.395033
35	-0.053789	-0.4167	0.660789

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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 1:par1) {
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(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-1,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(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