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(Partial) Autocorrelation Function voor differentiatie - Investeringsgoeder...

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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 15:39:37 -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/16/t1229467262l2hlia0ilu445kz.htm/, Retrieved Wed, 15 May 2024 00:40:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34233, Retrieved Wed, 15 May 2024 00:40:10 +0000

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180

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

-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-16 22:39:37] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- RMPD    [Univariate Data Series] [Univariate Data S...] [2008-12-16 23:20:43] [74be16979710d4c4e7c6647856088456] 
- RMPD    [Spectral Analysis] [Spectrale Analyse...] [2008-12-16 23:27:03] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34233&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34233&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.387081	2.9983	0.001973
2	0.148062	1.1469	0.127991
3	0.428542	3.3195	0.000769
4	0.170198	1.3183	0.096199
5	0.153073	1.1857	0.120209
6	0.404365	3.1322	0.001341
7	0.15523	1.2024	0.116966
8	0.134477	1.0417	0.150875
9	0.294766	2.2833	0.012986
10	0.011133	0.0862	0.465783
11	0.152928	1.1846	0.120428
12	0.585885	4.5382	1.4e-05
13	0.176315	1.3657	0.088561
14	-0.032147	-0.249	0.402103
15	0.200557	1.5535	0.062781
16	-0.028045	-0.2172	0.414381
17	-0.042718	-0.3309	0.370938
18	0.143346	1.1104	0.135638
19	-0.02309	-0.1789	0.429327
20	-0.056875	-0.4406	0.33056
21	0.051267	0.3971	0.346346
22	-0.174034	-1.3481	0.091353
23	-0.045351	-0.3513	0.363301
24	0.254485	1.9712	0.026657
25	0.008512	0.0659	0.473825
26	-0.156773	-1.2144	0.114684
27	-0.017946	-0.139	0.444954
28	-0.190782	-1.4778	0.072347
29	-0.210519	-1.6307	0.054099
30	-0.061753	-0.4783	0.317075
31	-0.130898	-1.0139	0.157343
32	-0.191611	-1.4842	0.071493
33	-0.109034	-0.8446	0.200851
34	-0.205828	-1.5943	0.058057
35	-0.177653	-1.3761	0.086954
36	0.036493	0.2827	0.389201

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.387081 & 2.9983 & 0.001973 \tabularnewline
2 & 0.148062 & 1.1469 & 0.127991 \tabularnewline
3 & 0.428542 & 3.3195 & 0.000769 \tabularnewline
4 & 0.170198 & 1.3183 & 0.096199 \tabularnewline
5 & 0.153073 & 1.1857 & 0.120209 \tabularnewline
6 & 0.404365 & 3.1322 & 0.001341 \tabularnewline
7 & 0.15523 & 1.2024 & 0.116966 \tabularnewline
8 & 0.134477 & 1.0417 & 0.150875 \tabularnewline
9 & 0.294766 & 2.2833 & 0.012986 \tabularnewline
10 & 0.011133 & 0.0862 & 0.465783 \tabularnewline
11 & 0.152928 & 1.1846 & 0.120428 \tabularnewline
12 & 0.585885 & 4.5382 & 1.4e-05 \tabularnewline
13 & 0.176315 & 1.3657 & 0.088561 \tabularnewline
14 & -0.032147 & -0.249 & 0.402103 \tabularnewline
15 & 0.200557 & 1.5535 & 0.062781 \tabularnewline
16 & -0.028045 & -0.2172 & 0.414381 \tabularnewline
17 & -0.042718 & -0.3309 & 0.370938 \tabularnewline
18 & 0.143346 & 1.1104 & 0.135638 \tabularnewline
19 & -0.02309 & -0.1789 & 0.429327 \tabularnewline
20 & -0.056875 & -0.4406 & 0.33056 \tabularnewline
21 & 0.051267 & 0.3971 & 0.346346 \tabularnewline
22 & -0.174034 & -1.3481 & 0.091353 \tabularnewline
23 & -0.045351 & -0.3513 & 0.363301 \tabularnewline
24 & 0.254485 & 1.9712 & 0.026657 \tabularnewline
25 & 0.008512 & 0.0659 & 0.473825 \tabularnewline
26 & -0.156773 & -1.2144 & 0.114684 \tabularnewline
27 & -0.017946 & -0.139 & 0.444954 \tabularnewline
28 & -0.190782 & -1.4778 & 0.072347 \tabularnewline
29 & -0.210519 & -1.6307 & 0.054099 \tabularnewline
30 & -0.061753 & -0.4783 & 0.317075 \tabularnewline
31 & -0.130898 & -1.0139 & 0.157343 \tabularnewline
32 & -0.191611 & -1.4842 & 0.071493 \tabularnewline
33 & -0.109034 & -0.8446 & 0.200851 \tabularnewline
34 & -0.205828 & -1.5943 & 0.058057 \tabularnewline
35 & -0.177653 & -1.3761 & 0.086954 \tabularnewline
36 & 0.036493 & 0.2827 & 0.389201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34233&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]0.387081[/C][C]2.9983[/C][C]0.001973[/C][/ROW]
[ROW][C]2[/C][C]0.148062[/C][C]1.1469[/C][C]0.127991[/C][/ROW]
[ROW][C]3[/C][C]0.428542[/C][C]3.3195[/C][C]0.000769[/C][/ROW]
[ROW][C]4[/C][C]0.170198[/C][C]1.3183[/C][C]0.096199[/C][/ROW]
[ROW][C]5[/C][C]0.153073[/C][C]1.1857[/C][C]0.120209[/C][/ROW]
[ROW][C]6[/C][C]0.404365[/C][C]3.1322[/C][C]0.001341[/C][/ROW]
[ROW][C]7[/C][C]0.15523[/C][C]1.2024[/C][C]0.116966[/C][/ROW]
[ROW][C]8[/C][C]0.134477[/C][C]1.0417[/C][C]0.150875[/C][/ROW]
[ROW][C]9[/C][C]0.294766[/C][C]2.2833[/C][C]0.012986[/C][/ROW]
[ROW][C]10[/C][C]0.011133[/C][C]0.0862[/C][C]0.465783[/C][/ROW]
[ROW][C]11[/C][C]0.152928[/C][C]1.1846[/C][C]0.120428[/C][/ROW]
[ROW][C]12[/C][C]0.585885[/C][C]4.5382[/C][C]1.4e-05[/C][/ROW]
[ROW][C]13[/C][C]0.176315[/C][C]1.3657[/C][C]0.088561[/C][/ROW]
[ROW][C]14[/C][C]-0.032147[/C][C]-0.249[/C][C]0.402103[/C][/ROW]
[ROW][C]15[/C][C]0.200557[/C][C]1.5535[/C][C]0.062781[/C][/ROW]
[ROW][C]16[/C][C]-0.028045[/C][C]-0.2172[/C][C]0.414381[/C][/ROW]
[ROW][C]17[/C][C]-0.042718[/C][C]-0.3309[/C][C]0.370938[/C][/ROW]
[ROW][C]18[/C][C]0.143346[/C][C]1.1104[/C][C]0.135638[/C][/ROW]
[ROW][C]19[/C][C]-0.02309[/C][C]-0.1789[/C][C]0.429327[/C][/ROW]
[ROW][C]20[/C][C]-0.056875[/C][C]-0.4406[/C][C]0.33056[/C][/ROW]
[ROW][C]21[/C][C]0.051267[/C][C]0.3971[/C][C]0.346346[/C][/ROW]
[ROW][C]22[/C][C]-0.174034[/C][C]-1.3481[/C][C]0.091353[/C][/ROW]
[ROW][C]23[/C][C]-0.045351[/C][C]-0.3513[/C][C]0.363301[/C][/ROW]
[ROW][C]24[/C][C]0.254485[/C][C]1.9712[/C][C]0.026657[/C][/ROW]
[ROW][C]25[/C][C]0.008512[/C][C]0.0659[/C][C]0.473825[/C][/ROW]
[ROW][C]26[/C][C]-0.156773[/C][C]-1.2144[/C][C]0.114684[/C][/ROW]
[ROW][C]27[/C][C]-0.017946[/C][C]-0.139[/C][C]0.444954[/C][/ROW]
[ROW][C]28[/C][C]-0.190782[/C][C]-1.4778[/C][C]0.072347[/C][/ROW]
[ROW][C]29[/C][C]-0.210519[/C][C]-1.6307[/C][C]0.054099[/C][/ROW]
[ROW][C]30[/C][C]-0.061753[/C][C]-0.4783[/C][C]0.317075[/C][/ROW]
[ROW][C]31[/C][C]-0.130898[/C][C]-1.0139[/C][C]0.157343[/C][/ROW]
[ROW][C]32[/C][C]-0.191611[/C][C]-1.4842[/C][C]0.071493[/C][/ROW]
[ROW][C]33[/C][C]-0.109034[/C][C]-0.8446[/C][C]0.200851[/C][/ROW]
[ROW][C]34[/C][C]-0.205828[/C][C]-1.5943[/C][C]0.058057[/C][/ROW]
[ROW][C]35[/C][C]-0.177653[/C][C]-1.3761[/C][C]0.086954[/C][/ROW]
[ROW][C]36[/C][C]0.036493[/C][C]0.2827[/C][C]0.389201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34233&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	0.387081	2.9983	0.001973
2	0.148062	1.1469	0.127991
3	0.428542	3.3195	0.000769
4	0.170198	1.3183	0.096199
5	0.153073	1.1857	0.120209
6	0.404365	3.1322	0.001341
7	0.15523	1.2024	0.116966
8	0.134477	1.0417	0.150875
9	0.294766	2.2833	0.012986
10	0.011133	0.0862	0.465783
11	0.152928	1.1846	0.120428
12	0.585885	4.5382	1.4e-05
13	0.176315	1.3657	0.088561
14	-0.032147	-0.249	0.402103
15	0.200557	1.5535	0.062781
16	-0.028045	-0.2172	0.414381
17	-0.042718	-0.3309	0.370938
18	0.143346	1.1104	0.135638
19	-0.02309	-0.1789	0.429327
20	-0.056875	-0.4406	0.33056
21	0.051267	0.3971	0.346346
22	-0.174034	-1.3481	0.091353
23	-0.045351	-0.3513	0.363301
24	0.254485	1.9712	0.026657
25	0.008512	0.0659	0.473825
26	-0.156773	-1.2144	0.114684
27	-0.017946	-0.139	0.444954
28	-0.190782	-1.4778	0.072347
29	-0.210519	-1.6307	0.054099
30	-0.061753	-0.4783	0.317075
31	-0.130898	-1.0139	0.157343
32	-0.191611	-1.4842	0.071493
33	-0.109034	-0.8446	0.200851
34	-0.205828	-1.5943	0.058057
35	-0.177653	-1.3761	0.086954
36	0.036493	0.2827	0.389201

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.387081	2.9983	0.001973
2	-0.002081	-0.0161	0.493597
3	0.437463	3.3886	0.000623
4	-0.204111	-1.581	0.059564
5	0.247141	1.9143	0.030174
6	0.143989	1.1153	0.134577
7	-0.076491	-0.5925	0.277872
8	0.125276	0.9704	0.167876
9	-0.021579	-0.1671	0.433908
10	-0.149362	-1.157	0.125939
11	0.263484	2.0409	0.022832
12	0.414158	3.2081	0.001073
13	-0.259973	-2.0137	0.024264
14	-0.185045	-1.4334	0.078474
15	-0.118362	-0.9168	0.181451
16	-0.05804	-0.4496	0.327319
17	0.017492	0.1355	0.446339
18	-0.17714	-1.3721	0.087568
19	0.064023	0.4959	0.310881
20	-0.111401	-0.8629	0.195813
21	0.017077	0.1323	0.447604
22	-0.033623	-0.2604	0.397706
23	0.092594	0.7172	0.238007
24	-0.047118	-0.365	0.358206
25	0.066131	0.5122	0.30518
26	-0.09211	-0.7135	0.239158
27	-0.063833	-0.4945	0.311397
28	-0.079486	-0.6157	0.270212
29	-0.05067	-0.3925	0.348043
30	-0.019313	-0.1496	0.440791
31	0.046327	0.3588	0.360485
32	-0.141098	-1.0929	0.139394
33	0.092232	0.7144	0.238866
34	0.054108	0.4191	0.338314
35	-0.074745	-0.579	0.282387
36	-0.025601	-0.1983	0.421739

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.387081 & 2.9983 & 0.001973 \tabularnewline
2 & -0.002081 & -0.0161 & 0.493597 \tabularnewline
3 & 0.437463 & 3.3886 & 0.000623 \tabularnewline
4 & -0.204111 & -1.581 & 0.059564 \tabularnewline
5 & 0.247141 & 1.9143 & 0.030174 \tabularnewline
6 & 0.143989 & 1.1153 & 0.134577 \tabularnewline
7 & -0.076491 & -0.5925 & 0.277872 \tabularnewline
8 & 0.125276 & 0.9704 & 0.167876 \tabularnewline
9 & -0.021579 & -0.1671 & 0.433908 \tabularnewline
10 & -0.149362 & -1.157 & 0.125939 \tabularnewline
11 & 0.263484 & 2.0409 & 0.022832 \tabularnewline
12 & 0.414158 & 3.2081 & 0.001073 \tabularnewline
13 & -0.259973 & -2.0137 & 0.024264 \tabularnewline
14 & -0.185045 & -1.4334 & 0.078474 \tabularnewline
15 & -0.118362 & -0.9168 & 0.181451 \tabularnewline
16 & -0.05804 & -0.4496 & 0.327319 \tabularnewline
17 & 0.017492 & 0.1355 & 0.446339 \tabularnewline
18 & -0.17714 & -1.3721 & 0.087568 \tabularnewline
19 & 0.064023 & 0.4959 & 0.310881 \tabularnewline
20 & -0.111401 & -0.8629 & 0.195813 \tabularnewline
21 & 0.017077 & 0.1323 & 0.447604 \tabularnewline
22 & -0.033623 & -0.2604 & 0.397706 \tabularnewline
23 & 0.092594 & 0.7172 & 0.238007 \tabularnewline
24 & -0.047118 & -0.365 & 0.358206 \tabularnewline
25 & 0.066131 & 0.5122 & 0.30518 \tabularnewline
26 & -0.09211 & -0.7135 & 0.239158 \tabularnewline
27 & -0.063833 & -0.4945 & 0.311397 \tabularnewline
28 & -0.079486 & -0.6157 & 0.270212 \tabularnewline
29 & -0.05067 & -0.3925 & 0.348043 \tabularnewline
30 & -0.019313 & -0.1496 & 0.440791 \tabularnewline
31 & 0.046327 & 0.3588 & 0.360485 \tabularnewline
32 & -0.141098 & -1.0929 & 0.139394 \tabularnewline
33 & 0.092232 & 0.7144 & 0.238866 \tabularnewline
34 & 0.054108 & 0.4191 & 0.338314 \tabularnewline
35 & -0.074745 & -0.579 & 0.282387 \tabularnewline
36 & -0.025601 & -0.1983 & 0.421739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34233&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]0.387081[/C][C]2.9983[/C][C]0.001973[/C][/ROW]
[ROW][C]2[/C][C]-0.002081[/C][C]-0.0161[/C][C]0.493597[/C][/ROW]
[ROW][C]3[/C][C]0.437463[/C][C]3.3886[/C][C]0.000623[/C][/ROW]
[ROW][C]4[/C][C]-0.204111[/C][C]-1.581[/C][C]0.059564[/C][/ROW]
[ROW][C]5[/C][C]0.247141[/C][C]1.9143[/C][C]0.030174[/C][/ROW]
[ROW][C]6[/C][C]0.143989[/C][C]1.1153[/C][C]0.134577[/C][/ROW]
[ROW][C]7[/C][C]-0.076491[/C][C]-0.5925[/C][C]0.277872[/C][/ROW]
[ROW][C]8[/C][C]0.125276[/C][C]0.9704[/C][C]0.167876[/C][/ROW]
[ROW][C]9[/C][C]-0.021579[/C][C]-0.1671[/C][C]0.433908[/C][/ROW]
[ROW][C]10[/C][C]-0.149362[/C][C]-1.157[/C][C]0.125939[/C][/ROW]
[ROW][C]11[/C][C]0.263484[/C][C]2.0409[/C][C]0.022832[/C][/ROW]
[ROW][C]12[/C][C]0.414158[/C][C]3.2081[/C][C]0.001073[/C][/ROW]
[ROW][C]13[/C][C]-0.259973[/C][C]-2.0137[/C][C]0.024264[/C][/ROW]
[ROW][C]14[/C][C]-0.185045[/C][C]-1.4334[/C][C]0.078474[/C][/ROW]
[ROW][C]15[/C][C]-0.118362[/C][C]-0.9168[/C][C]0.181451[/C][/ROW]
[ROW][C]16[/C][C]-0.05804[/C][C]-0.4496[/C][C]0.327319[/C][/ROW]
[ROW][C]17[/C][C]0.017492[/C][C]0.1355[/C][C]0.446339[/C][/ROW]
[ROW][C]18[/C][C]-0.17714[/C][C]-1.3721[/C][C]0.087568[/C][/ROW]
[ROW][C]19[/C][C]0.064023[/C][C]0.4959[/C][C]0.310881[/C][/ROW]
[ROW][C]20[/C][C]-0.111401[/C][C]-0.8629[/C][C]0.195813[/C][/ROW]
[ROW][C]21[/C][C]0.017077[/C][C]0.1323[/C][C]0.447604[/C][/ROW]
[ROW][C]22[/C][C]-0.033623[/C][C]-0.2604[/C][C]0.397706[/C][/ROW]
[ROW][C]23[/C][C]0.092594[/C][C]0.7172[/C][C]0.238007[/C][/ROW]
[ROW][C]24[/C][C]-0.047118[/C][C]-0.365[/C][C]0.358206[/C][/ROW]
[ROW][C]25[/C][C]0.066131[/C][C]0.5122[/C][C]0.30518[/C][/ROW]
[ROW][C]26[/C][C]-0.09211[/C][C]-0.7135[/C][C]0.239158[/C][/ROW]
[ROW][C]27[/C][C]-0.063833[/C][C]-0.4945[/C][C]0.311397[/C][/ROW]
[ROW][C]28[/C][C]-0.079486[/C][C]-0.6157[/C][C]0.270212[/C][/ROW]
[ROW][C]29[/C][C]-0.05067[/C][C]-0.3925[/C][C]0.348043[/C][/ROW]
[ROW][C]30[/C][C]-0.019313[/C][C]-0.1496[/C][C]0.440791[/C][/ROW]
[ROW][C]31[/C][C]0.046327[/C][C]0.3588[/C][C]0.360485[/C][/ROW]
[ROW][C]32[/C][C]-0.141098[/C][C]-1.0929[/C][C]0.139394[/C][/ROW]
[ROW][C]33[/C][C]0.092232[/C][C]0.7144[/C][C]0.238866[/C][/ROW]
[ROW][C]34[/C][C]0.054108[/C][C]0.4191[/C][C]0.338314[/C][/ROW]
[ROW][C]35[/C][C]-0.074745[/C][C]-0.579[/C][C]0.282387[/C][/ROW]
[ROW][C]36[/C][C]-0.025601[/C][C]-0.1983[/C][C]0.421739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34233&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	0.387081	2.9983	0.001973
2	-0.002081	-0.0161	0.493597
3	0.437463	3.3886	0.000623
4	-0.204111	-1.581	0.059564
5	0.247141	1.9143	0.030174
6	0.143989	1.1153	0.134577
7	-0.076491	-0.5925	0.277872
8	0.125276	0.9704	0.167876
9	-0.021579	-0.1671	0.433908
10	-0.149362	-1.157	0.125939
11	0.263484	2.0409	0.022832
12	0.414158	3.2081	0.001073
13	-0.259973	-2.0137	0.024264
14	-0.185045	-1.4334	0.078474
15	-0.118362	-0.9168	0.181451
16	-0.05804	-0.4496	0.327319
17	0.017492	0.1355	0.446339
18	-0.17714	-1.3721	0.087568
19	0.064023	0.4959	0.310881
20	-0.111401	-0.8629	0.195813
21	0.017077	0.1323	0.447604
22	-0.033623	-0.2604	0.397706
23	0.092594	0.7172	0.238007
24	-0.047118	-0.365	0.358206
25	0.066131	0.5122	0.30518
26	-0.09211	-0.7135	0.239158
27	-0.063833	-0.4945	0.311397
28	-0.079486	-0.6157	0.270212
29	-0.05067	-0.3925	0.348043
30	-0.019313	-0.1496	0.440791
31	0.046327	0.3588	0.360485
32	-0.141098	-1.0929	0.139394
33	0.092232	0.7144	0.238866
34	0.054108	0.4191	0.338314
35	-0.074745	-0.579	0.282387
36	-0.025601	-0.1983	0.421739

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 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

(Partial) Autocorrelation Function voor differentiatie - Investeringsgoeder...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code