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 12:14:05 -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/t1229454941rq8c5wv8e12c1av.htm/, Retrieved Wed, 15 May 2024 06:16:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34129, Retrieved Wed, 15 May 2024 06:16:49 +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

204

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

-     [(Partial) Autocorrelation Function] [paper auto 5] [2007-12-01 12:30:22] [22f18fc6a98517db16300404be421f9a]
-    D    [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:14:05] [e8f764b122b426f433a1e1038b457077] [Current]
-    D      [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:16:48] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D        [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:19:27] [4ddbf81f78ea7c738951638c7e93f6ee] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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

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=34129&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=34129&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34129&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	6.8557	0
1	0.474968	3.2562	0.001049
2	-0.088003	-0.6033	0.725401
3	-0.394805	-2.7066	0.995278
4	-0.455426	-3.1222	0.998466
5	-0.162904	-1.1168	0.865125
6	0.060546	0.4151	0.339986
7	0.12025	0.8244	0.20694
8	0.113232	0.7763	0.220736
9	-0.073588	-0.5045	0.691864
10	-0.015303	-0.1049	0.541555
11	0.046065	0.3158	0.376773
12	-0.027234	-0.1867	0.573654
13	0.033988	0.233	0.408384
14	0.008564	0.0587	0.476717
15	-0.068212	-0.4676	0.678897
16	-0.101664	-0.697	0.755373
17	-0.193369	-1.3257	0.904322
18	-0.054215	-0.3717	0.6441
19	0.113674	0.7793	0.219852
20	0.202945	1.3913	0.085339
21	0.253887	1.7406	0.044152
22	0.00573	0.0393	0.484417
23	-0.241987	-1.659	0.948111
24	-0.283419	-1.943	0.970992
25	-0.128502	-0.881	0.808591
26	0.191629	1.3137	0.097655
27	0.283984	1.9469	0.028768
28	0.156984	1.0762	0.143659
29	0.016571	0.1136	0.455018
30	-0.15948	-1.0933	0.860091
31	-0.124643	-0.8545	0.801422
32	-0.006245	-0.0428	0.516984
33	0.020514	0.1406	0.444378
34	0.036504	0.2503	0.401739
35	0.010297	0.0706	0.472012

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.474968 & 3.2562 & 0.001049 \tabularnewline
2 & -0.088003 & -0.6033 & 0.725401 \tabularnewline
3 & -0.394805 & -2.7066 & 0.995278 \tabularnewline
4 & -0.455426 & -3.1222 & 0.998466 \tabularnewline
5 & -0.162904 & -1.1168 & 0.865125 \tabularnewline
6 & 0.060546 & 0.4151 & 0.339986 \tabularnewline
7 & 0.12025 & 0.8244 & 0.20694 \tabularnewline
8 & 0.113232 & 0.7763 & 0.220736 \tabularnewline
9 & -0.073588 & -0.5045 & 0.691864 \tabularnewline
10 & -0.015303 & -0.1049 & 0.541555 \tabularnewline
11 & 0.046065 & 0.3158 & 0.376773 \tabularnewline
12 & -0.027234 & -0.1867 & 0.573654 \tabularnewline
13 & 0.033988 & 0.233 & 0.408384 \tabularnewline
14 & 0.008564 & 0.0587 & 0.476717 \tabularnewline
15 & -0.068212 & -0.4676 & 0.678897 \tabularnewline
16 & -0.101664 & -0.697 & 0.755373 \tabularnewline
17 & -0.193369 & -1.3257 & 0.904322 \tabularnewline
18 & -0.054215 & -0.3717 & 0.6441 \tabularnewline
19 & 0.113674 & 0.7793 & 0.219852 \tabularnewline
20 & 0.202945 & 1.3913 & 0.085339 \tabularnewline
21 & 0.253887 & 1.7406 & 0.044152 \tabularnewline
22 & 0.00573 & 0.0393 & 0.484417 \tabularnewline
23 & -0.241987 & -1.659 & 0.948111 \tabularnewline
24 & -0.283419 & -1.943 & 0.970992 \tabularnewline
25 & -0.128502 & -0.881 & 0.808591 \tabularnewline
26 & 0.191629 & 1.3137 & 0.097655 \tabularnewline
27 & 0.283984 & 1.9469 & 0.028768 \tabularnewline
28 & 0.156984 & 1.0762 & 0.143659 \tabularnewline
29 & 0.016571 & 0.1136 & 0.455018 \tabularnewline
30 & -0.15948 & -1.0933 & 0.860091 \tabularnewline
31 & -0.124643 & -0.8545 & 0.801422 \tabularnewline
32 & -0.006245 & -0.0428 & 0.516984 \tabularnewline
33 & 0.020514 & 0.1406 & 0.444378 \tabularnewline
34 & 0.036504 & 0.2503 & 0.401739 \tabularnewline
35 & 0.010297 & 0.0706 & 0.472012 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34129&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]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.474968[/C][C]3.2562[/C][C]0.001049[/C][/ROW]
[ROW][C]2[/C][C]-0.088003[/C][C]-0.6033[/C][C]0.725401[/C][/ROW]
[ROW][C]3[/C][C]-0.394805[/C][C]-2.7066[/C][C]0.995278[/C][/ROW]
[ROW][C]4[/C][C]-0.455426[/C][C]-3.1222[/C][C]0.998466[/C][/ROW]
[ROW][C]5[/C][C]-0.162904[/C][C]-1.1168[/C][C]0.865125[/C][/ROW]
[ROW][C]6[/C][C]0.060546[/C][C]0.4151[/C][C]0.339986[/C][/ROW]
[ROW][C]7[/C][C]0.12025[/C][C]0.8244[/C][C]0.20694[/C][/ROW]
[ROW][C]8[/C][C]0.113232[/C][C]0.7763[/C][C]0.220736[/C][/ROW]
[ROW][C]9[/C][C]-0.073588[/C][C]-0.5045[/C][C]0.691864[/C][/ROW]
[ROW][C]10[/C][C]-0.015303[/C][C]-0.1049[/C][C]0.541555[/C][/ROW]
[ROW][C]11[/C][C]0.046065[/C][C]0.3158[/C][C]0.376773[/C][/ROW]
[ROW][C]12[/C][C]-0.027234[/C][C]-0.1867[/C][C]0.573654[/C][/ROW]
[ROW][C]13[/C][C]0.033988[/C][C]0.233[/C][C]0.408384[/C][/ROW]
[ROW][C]14[/C][C]0.008564[/C][C]0.0587[/C][C]0.476717[/C][/ROW]
[ROW][C]15[/C][C]-0.068212[/C][C]-0.4676[/C][C]0.678897[/C][/ROW]
[ROW][C]16[/C][C]-0.101664[/C][C]-0.697[/C][C]0.755373[/C][/ROW]
[ROW][C]17[/C][C]-0.193369[/C][C]-1.3257[/C][C]0.904322[/C][/ROW]
[ROW][C]18[/C][C]-0.054215[/C][C]-0.3717[/C][C]0.6441[/C][/ROW]
[ROW][C]19[/C][C]0.113674[/C][C]0.7793[/C][C]0.219852[/C][/ROW]
[ROW][C]20[/C][C]0.202945[/C][C]1.3913[/C][C]0.085339[/C][/ROW]
[ROW][C]21[/C][C]0.253887[/C][C]1.7406[/C][C]0.044152[/C][/ROW]
[ROW][C]22[/C][C]0.00573[/C][C]0.0393[/C][C]0.484417[/C][/ROW]
[ROW][C]23[/C][C]-0.241987[/C][C]-1.659[/C][C]0.948111[/C][/ROW]
[ROW][C]24[/C][C]-0.283419[/C][C]-1.943[/C][C]0.970992[/C][/ROW]
[ROW][C]25[/C][C]-0.128502[/C][C]-0.881[/C][C]0.808591[/C][/ROW]
[ROW][C]26[/C][C]0.191629[/C][C]1.3137[/C][C]0.097655[/C][/ROW]
[ROW][C]27[/C][C]0.283984[/C][C]1.9469[/C][C]0.028768[/C][/ROW]
[ROW][C]28[/C][C]0.156984[/C][C]1.0762[/C][C]0.143659[/C][/ROW]
[ROW][C]29[/C][C]0.016571[/C][C]0.1136[/C][C]0.455018[/C][/ROW]
[ROW][C]30[/C][C]-0.15948[/C][C]-1.0933[/C][C]0.860091[/C][/ROW]
[ROW][C]31[/C][C]-0.124643[/C][C]-0.8545[/C][C]0.801422[/C][/ROW]
[ROW][C]32[/C][C]-0.006245[/C][C]-0.0428[/C][C]0.516984[/C][/ROW]
[ROW][C]33[/C][C]0.020514[/C][C]0.1406[/C][C]0.444378[/C][/ROW]
[ROW][C]34[/C][C]0.036504[/C][C]0.2503[/C][C]0.401739[/C][/ROW]
[ROW][C]35[/C][C]0.010297[/C][C]0.0706[/C][C]0.472012[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34129&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34129&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	6.8557	0
1	0.474968	3.2562	0.001049
2	-0.088003	-0.6033	0.725401
3	-0.394805	-2.7066	0.995278
4	-0.455426	-3.1222	0.998466
5	-0.162904	-1.1168	0.865125
6	0.060546	0.4151	0.339986
7	0.12025	0.8244	0.20694
8	0.113232	0.7763	0.220736
9	-0.073588	-0.5045	0.691864
10	-0.015303	-0.1049	0.541555
11	0.046065	0.3158	0.376773
12	-0.027234	-0.1867	0.573654
13	0.033988	0.233	0.408384
14	0.008564	0.0587	0.476717
15	-0.068212	-0.4676	0.678897
16	-0.101664	-0.697	0.755373
17	-0.193369	-1.3257	0.904322
18	-0.054215	-0.3717	0.6441
19	0.113674	0.7793	0.219852
20	0.202945	1.3913	0.085339
21	0.253887	1.7406	0.044152
22	0.00573	0.0393	0.484417
23	-0.241987	-1.659	0.948111
24	-0.283419	-1.943	0.970992
25	-0.128502	-0.881	0.808591
26	0.191629	1.3137	0.097655
27	0.283984	1.9469	0.028768
28	0.156984	1.0762	0.143659
29	0.016571	0.1136	0.455018
30	-0.15948	-1.0933	0.860091
31	-0.124643	-0.8545	0.801422
32	-0.006245	-0.0428	0.516984
33	0.020514	0.1406	0.444378
34	0.036504	0.2503	0.401739
35	0.010297	0.0706	0.472012

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.474968	3.2562	0.001049
1	-0.404952	-2.7762	0.996064
2	-0.222024	-1.5221	0.93266
3	-0.234949	-1.6107	0.943032
4	0.094734	0.6495	0.259601
5	-0.144462	-0.9904	0.836471
6	-0.081917	-0.5616	0.711469
7	-0.021831	-0.1497	0.559167
8	-0.210043	-1.44	0.92175
9	0.194332	1.3323	0.094597
10	-0.10241	-0.7021	0.756957
11	-0.113412	-0.7775	0.779624
12	0.090633	0.6213	0.268686
13	-0.032325	-0.2216	0.587212
14	-0.094062	-0.6449	0.738922
15	-0.141618	-0.9709	0.831712
16	-0.159926	-1.0964	0.860754
17	0.033015	0.2263	0.41096
18	-0.012385	-0.0849	0.533651
19	0.049497	0.3393	0.367935
20	0.007344	0.0503	0.48003
21	-0.148697	-1.0194	0.843387
22	-0.087432	-0.5994	0.72411
23	-0.131851	-0.9039	0.814677
24	0.084596	0.58	0.282355
25	0.062344	0.4274	0.335517
26	-0.037871	-0.2596	0.601859
27	0.005591	0.0383	0.484794
28	0.005643	0.0387	0.484653
29	0.001906	0.0131	0.494815
30	0.026614	0.1825	0.428004
31	-0.024708	-0.1694	0.566893
32	-0.012771	-0.0876	0.534698
33	-0.029484	-0.2021	0.579657
34	0.08426	0.5777	0.283125
35	-0.135373	-0.9281	0.820944

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.474968 & 3.2562 & 0.001049 \tabularnewline
1 & -0.404952 & -2.7762 & 0.996064 \tabularnewline
2 & -0.222024 & -1.5221 & 0.93266 \tabularnewline
3 & -0.234949 & -1.6107 & 0.943032 \tabularnewline
4 & 0.094734 & 0.6495 & 0.259601 \tabularnewline
5 & -0.144462 & -0.9904 & 0.836471 \tabularnewline
6 & -0.081917 & -0.5616 & 0.711469 \tabularnewline
7 & -0.021831 & -0.1497 & 0.559167 \tabularnewline
8 & -0.210043 & -1.44 & 0.92175 \tabularnewline
9 & 0.194332 & 1.3323 & 0.094597 \tabularnewline
10 & -0.10241 & -0.7021 & 0.756957 \tabularnewline
11 & -0.113412 & -0.7775 & 0.779624 \tabularnewline
12 & 0.090633 & 0.6213 & 0.268686 \tabularnewline
13 & -0.032325 & -0.2216 & 0.587212 \tabularnewline
14 & -0.094062 & -0.6449 & 0.738922 \tabularnewline
15 & -0.141618 & -0.9709 & 0.831712 \tabularnewline
16 & -0.159926 & -1.0964 & 0.860754 \tabularnewline
17 & 0.033015 & 0.2263 & 0.41096 \tabularnewline
18 & -0.012385 & -0.0849 & 0.533651 \tabularnewline
19 & 0.049497 & 0.3393 & 0.367935 \tabularnewline
20 & 0.007344 & 0.0503 & 0.48003 \tabularnewline
21 & -0.148697 & -1.0194 & 0.843387 \tabularnewline
22 & -0.087432 & -0.5994 & 0.72411 \tabularnewline
23 & -0.131851 & -0.9039 & 0.814677 \tabularnewline
24 & 0.084596 & 0.58 & 0.282355 \tabularnewline
25 & 0.062344 & 0.4274 & 0.335517 \tabularnewline
26 & -0.037871 & -0.2596 & 0.601859 \tabularnewline
27 & 0.005591 & 0.0383 & 0.484794 \tabularnewline
28 & 0.005643 & 0.0387 & 0.484653 \tabularnewline
29 & 0.001906 & 0.0131 & 0.494815 \tabularnewline
30 & 0.026614 & 0.1825 & 0.428004 \tabularnewline
31 & -0.024708 & -0.1694 & 0.566893 \tabularnewline
32 & -0.012771 & -0.0876 & 0.534698 \tabularnewline
33 & -0.029484 & -0.2021 & 0.579657 \tabularnewline
34 & 0.08426 & 0.5777 & 0.283125 \tabularnewline
35 & -0.135373 & -0.9281 & 0.820944 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34129&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]0.474968[/C][C]3.2562[/C][C]0.001049[/C][/ROW]
[ROW][C]1[/C][C]-0.404952[/C][C]-2.7762[/C][C]0.996064[/C][/ROW]
[ROW][C]2[/C][C]-0.222024[/C][C]-1.5221[/C][C]0.93266[/C][/ROW]
[ROW][C]3[/C][C]-0.234949[/C][C]-1.6107[/C][C]0.943032[/C][/ROW]
[ROW][C]4[/C][C]0.094734[/C][C]0.6495[/C][C]0.259601[/C][/ROW]
[ROW][C]5[/C][C]-0.144462[/C][C]-0.9904[/C][C]0.836471[/C][/ROW]
[ROW][C]6[/C][C]-0.081917[/C][C]-0.5616[/C][C]0.711469[/C][/ROW]
[ROW][C]7[/C][C]-0.021831[/C][C]-0.1497[/C][C]0.559167[/C][/ROW]
[ROW][C]8[/C][C]-0.210043[/C][C]-1.44[/C][C]0.92175[/C][/ROW]
[ROW][C]9[/C][C]0.194332[/C][C]1.3323[/C][C]0.094597[/C][/ROW]
[ROW][C]10[/C][C]-0.10241[/C][C]-0.7021[/C][C]0.756957[/C][/ROW]
[ROW][C]11[/C][C]-0.113412[/C][C]-0.7775[/C][C]0.779624[/C][/ROW]
[ROW][C]12[/C][C]0.090633[/C][C]0.6213[/C][C]0.268686[/C][/ROW]
[ROW][C]13[/C][C]-0.032325[/C][C]-0.2216[/C][C]0.587212[/C][/ROW]
[ROW][C]14[/C][C]-0.094062[/C][C]-0.6449[/C][C]0.738922[/C][/ROW]
[ROW][C]15[/C][C]-0.141618[/C][C]-0.9709[/C][C]0.831712[/C][/ROW]
[ROW][C]16[/C][C]-0.159926[/C][C]-1.0964[/C][C]0.860754[/C][/ROW]
[ROW][C]17[/C][C]0.033015[/C][C]0.2263[/C][C]0.41096[/C][/ROW]
[ROW][C]18[/C][C]-0.012385[/C][C]-0.0849[/C][C]0.533651[/C][/ROW]
[ROW][C]19[/C][C]0.049497[/C][C]0.3393[/C][C]0.367935[/C][/ROW]
[ROW][C]20[/C][C]0.007344[/C][C]0.0503[/C][C]0.48003[/C][/ROW]
[ROW][C]21[/C][C]-0.148697[/C][C]-1.0194[/C][C]0.843387[/C][/ROW]
[ROW][C]22[/C][C]-0.087432[/C][C]-0.5994[/C][C]0.72411[/C][/ROW]
[ROW][C]23[/C][C]-0.131851[/C][C]-0.9039[/C][C]0.814677[/C][/ROW]
[ROW][C]24[/C][C]0.084596[/C][C]0.58[/C][C]0.282355[/C][/ROW]
[ROW][C]25[/C][C]0.062344[/C][C]0.4274[/C][C]0.335517[/C][/ROW]
[ROW][C]26[/C][C]-0.037871[/C][C]-0.2596[/C][C]0.601859[/C][/ROW]
[ROW][C]27[/C][C]0.005591[/C][C]0.0383[/C][C]0.484794[/C][/ROW]
[ROW][C]28[/C][C]0.005643[/C][C]0.0387[/C][C]0.484653[/C][/ROW]
[ROW][C]29[/C][C]0.001906[/C][C]0.0131[/C][C]0.494815[/C][/ROW]
[ROW][C]30[/C][C]0.026614[/C][C]0.1825[/C][C]0.428004[/C][/ROW]
[ROW][C]31[/C][C]-0.024708[/C][C]-0.1694[/C][C]0.566893[/C][/ROW]
[ROW][C]32[/C][C]-0.012771[/C][C]-0.0876[/C][C]0.534698[/C][/ROW]
[ROW][C]33[/C][C]-0.029484[/C][C]-0.2021[/C][C]0.579657[/C][/ROW]
[ROW][C]34[/C][C]0.08426[/C][C]0.5777[/C][C]0.283125[/C][/ROW]
[ROW][C]35[/C][C]-0.135373[/C][C]-0.9281[/C][C]0.820944[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34129&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34129&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	0.474968	3.2562	0.001049
1	-0.404952	-2.7762	0.996064
2	-0.222024	-1.5221	0.93266
3	-0.234949	-1.6107	0.943032
4	0.094734	0.6495	0.259601
5	-0.144462	-0.9904	0.836471
6	-0.081917	-0.5616	0.711469
7	-0.021831	-0.1497	0.559167
8	-0.210043	-1.44	0.92175
9	0.194332	1.3323	0.094597
10	-0.10241	-0.7021	0.756957
11	-0.113412	-0.7775	0.779624
12	0.090633	0.6213	0.268686
13	-0.032325	-0.2216	0.587212
14	-0.094062	-0.6449	0.738922
15	-0.141618	-0.9709	0.831712
16	-0.159926	-1.0964	0.860754
17	0.033015	0.2263	0.41096
18	-0.012385	-0.0849	0.533651
19	0.049497	0.3393	0.367935
20	0.007344	0.0503	0.48003
21	-0.148697	-1.0194	0.843387
22	-0.087432	-0.5994	0.72411
23	-0.131851	-0.9039	0.814677
24	0.084596	0.58	0.282355
25	0.062344	0.4274	0.335517
26	-0.037871	-0.2596	0.601859
27	0.005591	0.0383	0.484794
28	0.005643	0.0387	0.484653
29	0.001906	0.0131	0.494815
30	0.026614	0.1825	0.428004
31	-0.024708	-0.1694	0.566893
32	-0.012771	-0.0876	0.534698
33	-0.029484	-0.2021	0.579657
34	0.08426	0.5777	0.283125
35	-0.135373	-0.9281	0.820944

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 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