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 15:57:31 -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/t1229468312dvsixouxaddodht.htm/, Retrieved Wed, 15 May 2024 16:18:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34238, Retrieved Wed, 15 May 2024 16:18:06 +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

224

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 14:03:24] [c45c87b96bbf32ffc2144fc37d767b2e]
-    D        [(Partial) Autocorrelation Function] [acf] [2008-12-16 22:57:31] [3dc594a6c62226e1e98766c4d385bfaa] [Current]

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=34238&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=34238&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34238&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	0.930059	9.6655	0
2	0.824712	8.5707	0
3	0.744184	7.7338	0
4	0.701963	7.295	0
5	0.696651	7.2398	0
6	0.685602	7.125	0
7	0.64807	6.7349	0
8	0.605263	6.2901	0
9	0.599811	6.2334	0
10	0.635023	6.5994	0
11	0.698075	7.2546	0
12	0.720298	7.4856	0
13	0.630478	6.5521	0
14	0.515535	5.3576	0
15	0.416657	4.33	1.7e-05
16	0.353829	3.6771	0.000185
17	0.326142	3.3894	0.000489
18	0.293869	3.054	0.001422
19	0.241942	2.5143	0.0067
20	0.187868	1.9524	0.02674
21	0.170982	1.7769	0.0392
22	0.19168	1.992	0.024448
23	0.234702	2.4391	0.008177
24	0.241211	2.5067	0.006837
25	0.157396	1.6357	0.052406
26	0.054195	0.5632	0.28723
27	-0.031096	-0.3232	0.373598
28	-0.082244	-0.8547	0.197304
29	-0.105857	-1.1001	0.136868
30	-0.134269	-1.3954	0.082884
31	-0.177487	-1.8445	0.033926
32	-0.220631	-2.2929	0.011896
33	-0.227854	-2.3679	0.009833
34	-0.202795	-2.1075	0.018694
35	-0.158584	-1.6481	0.051124
36	-0.147741	-1.5354	0.063809

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.930059 & 9.6655 & 0 \tabularnewline
2 & 0.824712 & 8.5707 & 0 \tabularnewline
3 & 0.744184 & 7.7338 & 0 \tabularnewline
4 & 0.701963 & 7.295 & 0 \tabularnewline
5 & 0.696651 & 7.2398 & 0 \tabularnewline
6 & 0.685602 & 7.125 & 0 \tabularnewline
7 & 0.64807 & 6.7349 & 0 \tabularnewline
8 & 0.605263 & 6.2901 & 0 \tabularnewline
9 & 0.599811 & 6.2334 & 0 \tabularnewline
10 & 0.635023 & 6.5994 & 0 \tabularnewline
11 & 0.698075 & 7.2546 & 0 \tabularnewline
12 & 0.720298 & 7.4856 & 0 \tabularnewline
13 & 0.630478 & 6.5521 & 0 \tabularnewline
14 & 0.515535 & 5.3576 & 0 \tabularnewline
15 & 0.416657 & 4.33 & 1.7e-05 \tabularnewline
16 & 0.353829 & 3.6771 & 0.000185 \tabularnewline
17 & 0.326142 & 3.3894 & 0.000489 \tabularnewline
18 & 0.293869 & 3.054 & 0.001422 \tabularnewline
19 & 0.241942 & 2.5143 & 0.0067 \tabularnewline
20 & 0.187868 & 1.9524 & 0.02674 \tabularnewline
21 & 0.170982 & 1.7769 & 0.0392 \tabularnewline
22 & 0.19168 & 1.992 & 0.024448 \tabularnewline
23 & 0.234702 & 2.4391 & 0.008177 \tabularnewline
24 & 0.241211 & 2.5067 & 0.006837 \tabularnewline
25 & 0.157396 & 1.6357 & 0.052406 \tabularnewline
26 & 0.054195 & 0.5632 & 0.28723 \tabularnewline
27 & -0.031096 & -0.3232 & 0.373598 \tabularnewline
28 & -0.082244 & -0.8547 & 0.197304 \tabularnewline
29 & -0.105857 & -1.1001 & 0.136868 \tabularnewline
30 & -0.134269 & -1.3954 & 0.082884 \tabularnewline
31 & -0.177487 & -1.8445 & 0.033926 \tabularnewline
32 & -0.220631 & -2.2929 & 0.011896 \tabularnewline
33 & -0.227854 & -2.3679 & 0.009833 \tabularnewline
34 & -0.202795 & -2.1075 & 0.018694 \tabularnewline
35 & -0.158584 & -1.6481 & 0.051124 \tabularnewline
36 & -0.147741 & -1.5354 & 0.063809 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34238&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]0.930059[/C][C]9.6655[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.824712[/C][C]8.5707[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.744184[/C][C]7.7338[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.701963[/C][C]7.295[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.696651[/C][C]7.2398[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.685602[/C][C]7.125[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.64807[/C][C]6.7349[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.605263[/C][C]6.2901[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.599811[/C][C]6.2334[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.635023[/C][C]6.5994[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.698075[/C][C]7.2546[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.720298[/C][C]7.4856[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.630478[/C][C]6.5521[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.515535[/C][C]5.3576[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.416657[/C][C]4.33[/C][C]1.7e-05[/C][/ROW]
[ROW][C]16[/C][C]0.353829[/C][C]3.6771[/C][C]0.000185[/C][/ROW]
[ROW][C]17[/C][C]0.326142[/C][C]3.3894[/C][C]0.000489[/C][/ROW]
[ROW][C]18[/C][C]0.293869[/C][C]3.054[/C][C]0.001422[/C][/ROW]
[ROW][C]19[/C][C]0.241942[/C][C]2.5143[/C][C]0.0067[/C][/ROW]
[ROW][C]20[/C][C]0.187868[/C][C]1.9524[/C][C]0.02674[/C][/ROW]
[ROW][C]21[/C][C]0.170982[/C][C]1.7769[/C][C]0.0392[/C][/ROW]
[ROW][C]22[/C][C]0.19168[/C][C]1.992[/C][C]0.024448[/C][/ROW]
[ROW][C]23[/C][C]0.234702[/C][C]2.4391[/C][C]0.008177[/C][/ROW]
[ROW][C]24[/C][C]0.241211[/C][C]2.5067[/C][C]0.006837[/C][/ROW]
[ROW][C]25[/C][C]0.157396[/C][C]1.6357[/C][C]0.052406[/C][/ROW]
[ROW][C]26[/C][C]0.054195[/C][C]0.5632[/C][C]0.28723[/C][/ROW]
[ROW][C]27[/C][C]-0.031096[/C][C]-0.3232[/C][C]0.373598[/C][/ROW]
[ROW][C]28[/C][C]-0.082244[/C][C]-0.8547[/C][C]0.197304[/C][/ROW]
[ROW][C]29[/C][C]-0.105857[/C][C]-1.1001[/C][C]0.136868[/C][/ROW]
[ROW][C]30[/C][C]-0.134269[/C][C]-1.3954[/C][C]0.082884[/C][/ROW]
[ROW][C]31[/C][C]-0.177487[/C][C]-1.8445[/C][C]0.033926[/C][/ROW]
[ROW][C]32[/C][C]-0.220631[/C][C]-2.2929[/C][C]0.011896[/C][/ROW]
[ROW][C]33[/C][C]-0.227854[/C][C]-2.3679[/C][C]0.009833[/C][/ROW]
[ROW][C]34[/C][C]-0.202795[/C][C]-2.1075[/C][C]0.018694[/C][/ROW]
[ROW][C]35[/C][C]-0.158584[/C][C]-1.6481[/C][C]0.051124[/C][/ROW]
[ROW][C]36[/C][C]-0.147741[/C][C]-1.5354[/C][C]0.063809[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34238&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34238&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	0.930059	9.6655	0
2	0.824712	8.5707	0
3	0.744184	7.7338	0
4	0.701963	7.295	0
5	0.696651	7.2398	0
6	0.685602	7.125	0
7	0.64807	6.7349	0
8	0.605263	6.2901	0
9	0.599811	6.2334	0
10	0.635023	6.5994	0
11	0.698075	7.2546	0
12	0.720298	7.4856	0
13	0.630478	6.5521	0
14	0.515535	5.3576	0
15	0.416657	4.33	1.7e-05
16	0.353829	3.6771	0.000185
17	0.326142	3.3894	0.000489
18	0.293869	3.054	0.001422
19	0.241942	2.5143	0.0067
20	0.187868	1.9524	0.02674
21	0.170982	1.7769	0.0392
22	0.19168	1.992	0.024448
23	0.234702	2.4391	0.008177
24	0.241211	2.5067	0.006837
25	0.157396	1.6357	0.052406
26	0.054195	0.5632	0.28723
27	-0.031096	-0.3232	0.373598
28	-0.082244	-0.8547	0.197304
29	-0.105857	-1.1001	0.136868
30	-0.134269	-1.3954	0.082884
31	-0.177487	-1.8445	0.033926
32	-0.220631	-2.2929	0.011896
33	-0.227854	-2.3679	0.009833
34	-0.202795	-2.1075	0.018694
35	-0.158584	-1.6481	0.051124
36	-0.147741	-1.5354	0.063809

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.930059	9.6655	0
2	-0.298515	-3.1023	0.001226
3	0.209977	2.1822	0.015633
4	0.141268	1.4681	0.072492
5	0.190875	1.9836	0.024917
6	-0.106636	-1.1082	0.135121
7	-0.058118	-0.604	0.273562
8	0.078873	0.8197	0.207104
9	0.289306	3.0066	0.001643
10	0.151873	1.5783	0.05871
11	0.234388	2.4358	0.008247
12	-0.255704	-2.6574	0.004535
13	-0.698149	-7.2554	0
14	0.084454	0.8777	0.191036
15	-0.166792	-1.7334	0.042943
16	-0.026987	-0.2805	0.38983
17	-0.046667	-0.485	0.314338
18	0.016948	0.1761	0.430261
19	0.09935	1.0325	0.152078
20	-0.007854	-0.0816	0.46755
21	0.027569	0.2865	0.387521
22	-0.101848	-1.0584	0.14611
23	-0.098875	-1.0275	0.153232
24	0.101007	1.0497	0.1481
25	-0.127886	-1.329	0.093319
26	0.014114	0.1467	0.44183
27	0.15067	1.5658	0.060159
28	-0.024817	-0.2579	0.398483
29	-0.032282	-0.3355	0.368956
30	-0.039694	-0.4125	0.340391
31	-0.0041	-0.0426	0.483048
32	-0.045094	-0.4686	0.320138
33	-0.049954	-0.5191	0.302364
34	-0.021468	-0.2231	0.411938
35	0.010861	0.1129	0.455173
36	0.0161	0.1673	0.433717

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.930059 & 9.6655 & 0 \tabularnewline
2 & -0.298515 & -3.1023 & 0.001226 \tabularnewline
3 & 0.209977 & 2.1822 & 0.015633 \tabularnewline
4 & 0.141268 & 1.4681 & 0.072492 \tabularnewline
5 & 0.190875 & 1.9836 & 0.024917 \tabularnewline
6 & -0.106636 & -1.1082 & 0.135121 \tabularnewline
7 & -0.058118 & -0.604 & 0.273562 \tabularnewline
8 & 0.078873 & 0.8197 & 0.207104 \tabularnewline
9 & 0.289306 & 3.0066 & 0.001643 \tabularnewline
10 & 0.151873 & 1.5783 & 0.05871 \tabularnewline
11 & 0.234388 & 2.4358 & 0.008247 \tabularnewline
12 & -0.255704 & -2.6574 & 0.004535 \tabularnewline
13 & -0.698149 & -7.2554 & 0 \tabularnewline
14 & 0.084454 & 0.8777 & 0.191036 \tabularnewline
15 & -0.166792 & -1.7334 & 0.042943 \tabularnewline
16 & -0.026987 & -0.2805 & 0.38983 \tabularnewline
17 & -0.046667 & -0.485 & 0.314338 \tabularnewline
18 & 0.016948 & 0.1761 & 0.430261 \tabularnewline
19 & 0.09935 & 1.0325 & 0.152078 \tabularnewline
20 & -0.007854 & -0.0816 & 0.46755 \tabularnewline
21 & 0.027569 & 0.2865 & 0.387521 \tabularnewline
22 & -0.101848 & -1.0584 & 0.14611 \tabularnewline
23 & -0.098875 & -1.0275 & 0.153232 \tabularnewline
24 & 0.101007 & 1.0497 & 0.1481 \tabularnewline
25 & -0.127886 & -1.329 & 0.093319 \tabularnewline
26 & 0.014114 & 0.1467 & 0.44183 \tabularnewline
27 & 0.15067 & 1.5658 & 0.060159 \tabularnewline
28 & -0.024817 & -0.2579 & 0.398483 \tabularnewline
29 & -0.032282 & -0.3355 & 0.368956 \tabularnewline
30 & -0.039694 & -0.4125 & 0.340391 \tabularnewline
31 & -0.0041 & -0.0426 & 0.483048 \tabularnewline
32 & -0.045094 & -0.4686 & 0.320138 \tabularnewline
33 & -0.049954 & -0.5191 & 0.302364 \tabularnewline
34 & -0.021468 & -0.2231 & 0.411938 \tabularnewline
35 & 0.010861 & 0.1129 & 0.455173 \tabularnewline
36 & 0.0161 & 0.1673 & 0.433717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34238&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]0.930059[/C][C]9.6655[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.298515[/C][C]-3.1023[/C][C]0.001226[/C][/ROW]
[ROW][C]3[/C][C]0.209977[/C][C]2.1822[/C][C]0.015633[/C][/ROW]
[ROW][C]4[/C][C]0.141268[/C][C]1.4681[/C][C]0.072492[/C][/ROW]
[ROW][C]5[/C][C]0.190875[/C][C]1.9836[/C][C]0.024917[/C][/ROW]
[ROW][C]6[/C][C]-0.106636[/C][C]-1.1082[/C][C]0.135121[/C][/ROW]
[ROW][C]7[/C][C]-0.058118[/C][C]-0.604[/C][C]0.273562[/C][/ROW]
[ROW][C]8[/C][C]0.078873[/C][C]0.8197[/C][C]0.207104[/C][/ROW]
[ROW][C]9[/C][C]0.289306[/C][C]3.0066[/C][C]0.001643[/C][/ROW]
[ROW][C]10[/C][C]0.151873[/C][C]1.5783[/C][C]0.05871[/C][/ROW]
[ROW][C]11[/C][C]0.234388[/C][C]2.4358[/C][C]0.008247[/C][/ROW]
[ROW][C]12[/C][C]-0.255704[/C][C]-2.6574[/C][C]0.004535[/C][/ROW]
[ROW][C]13[/C][C]-0.698149[/C][C]-7.2554[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.084454[/C][C]0.8777[/C][C]0.191036[/C][/ROW]
[ROW][C]15[/C][C]-0.166792[/C][C]-1.7334[/C][C]0.042943[/C][/ROW]
[ROW][C]16[/C][C]-0.026987[/C][C]-0.2805[/C][C]0.38983[/C][/ROW]
[ROW][C]17[/C][C]-0.046667[/C][C]-0.485[/C][C]0.314338[/C][/ROW]
[ROW][C]18[/C][C]0.016948[/C][C]0.1761[/C][C]0.430261[/C][/ROW]
[ROW][C]19[/C][C]0.09935[/C][C]1.0325[/C][C]0.152078[/C][/ROW]
[ROW][C]20[/C][C]-0.007854[/C][C]-0.0816[/C][C]0.46755[/C][/ROW]
[ROW][C]21[/C][C]0.027569[/C][C]0.2865[/C][C]0.387521[/C][/ROW]
[ROW][C]22[/C][C]-0.101848[/C][C]-1.0584[/C][C]0.14611[/C][/ROW]
[ROW][C]23[/C][C]-0.098875[/C][C]-1.0275[/C][C]0.153232[/C][/ROW]
[ROW][C]24[/C][C]0.101007[/C][C]1.0497[/C][C]0.1481[/C][/ROW]
[ROW][C]25[/C][C]-0.127886[/C][C]-1.329[/C][C]0.093319[/C][/ROW]
[ROW][C]26[/C][C]0.014114[/C][C]0.1467[/C][C]0.44183[/C][/ROW]
[ROW][C]27[/C][C]0.15067[/C][C]1.5658[/C][C]0.060159[/C][/ROW]
[ROW][C]28[/C][C]-0.024817[/C][C]-0.2579[/C][C]0.398483[/C][/ROW]
[ROW][C]29[/C][C]-0.032282[/C][C]-0.3355[/C][C]0.368956[/C][/ROW]
[ROW][C]30[/C][C]-0.039694[/C][C]-0.4125[/C][C]0.340391[/C][/ROW]
[ROW][C]31[/C][C]-0.0041[/C][C]-0.0426[/C][C]0.483048[/C][/ROW]
[ROW][C]32[/C][C]-0.045094[/C][C]-0.4686[/C][C]0.320138[/C][/ROW]
[ROW][C]33[/C][C]-0.049954[/C][C]-0.5191[/C][C]0.302364[/C][/ROW]
[ROW][C]34[/C][C]-0.021468[/C][C]-0.2231[/C][C]0.411938[/C][/ROW]
[ROW][C]35[/C][C]0.010861[/C][C]0.1129[/C][C]0.455173[/C][/ROW]
[ROW][C]36[/C][C]0.0161[/C][C]0.1673[/C][C]0.433717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34238&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34238&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	0.930059	9.6655	0
2	-0.298515	-3.1023	0.001226
3	0.209977	2.1822	0.015633
4	0.141268	1.4681	0.072492
5	0.190875	1.9836	0.024917
6	-0.106636	-1.1082	0.135121
7	-0.058118	-0.604	0.273562
8	0.078873	0.8197	0.207104
9	0.289306	3.0066	0.001643
10	0.151873	1.5783	0.05871
11	0.234388	2.4358	0.008247
12	-0.255704	-2.6574	0.004535
13	-0.698149	-7.2554	0
14	0.084454	0.8777	0.191036
15	-0.166792	-1.7334	0.042943
16	-0.026987	-0.2805	0.38983
17	-0.046667	-0.485	0.314338
18	0.016948	0.1761	0.430261
19	0.09935	1.0325	0.152078
20	-0.007854	-0.0816	0.46755
21	0.027569	0.2865	0.387521
22	-0.101848	-1.0584	0.14611
23	-0.098875	-1.0275	0.153232
24	0.101007	1.0497	0.1481
25	-0.127886	-1.329	0.093319
26	0.014114	0.1467	0.44183
27	0.15067	1.5658	0.060159
28	-0.024817	-0.2579	0.398483
29	-0.032282	-0.3355	0.368956
30	-0.039694	-0.4125	0.340391
31	-0.0041	-0.0426	0.483048
32	-0.045094	-0.4686	0.320138
33	-0.049954	-0.5191	0.302364
34	-0.021468	-0.2231	0.411938
35	0.010861	0.1129	0.455173
36	0.0161	0.1673	0.433717

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.0 ; 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

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code