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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 06:22:45 -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/18/t1229606858kyai5oui83zn8jz.htm/, Retrieved Sat, 11 May 2024 13:23:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34742, Retrieved Sat, 11 May 2024 13:23:22 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

197

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]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:22:45] [e8f764b122b426f433a1e1038b457077] [Current]

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Dataseries X:

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34742&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34742&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34742&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	0.377994	2.9034	0.002593
2	-0.05572	-0.428	0.664892
3	-0.361966	-2.7803	0.996362
4	-0.441049	-3.3878	0.99937
5	-0.147176	-1.1305	0.868575
6	0.046895	0.3602	0.359989
7	0.103737	0.7968	0.214375
8	-0.050726	-0.3896	0.650895
9	-0.063802	-0.4901	0.687051
10	-0.072192	-0.5545	0.709338
11	-0.012601	-0.0968	0.538389
12	0.231125	1.7753	0.040503
13	0.055235	0.4243	0.336458
14	0.161837	1.2431	0.109375
15	0.088463	0.6795	0.249739
16	-0.064167	-0.4929	0.688036
17	-0.103357	-0.7939	0.784783
18	-0.112134	-0.8613	0.803725
19	-0.031117	-0.239	0.594038
20	-0.042889	-0.3294	0.628504
21	0.062691	0.4815	0.315956
22	-0.038487	-0.2956	0.615724
23	-0.136142	-1.0457	0.850024
24	-0.045645	-0.3506	0.636433
25	-0.061188	-0.47	0.679954
26	0.142362	1.0935	0.139308
27	0.180492	1.3864	0.085424
28	0.109338	0.8398	0.202194
29	0.079381	0.6097	0.272188
30	-0.037903	-0.2911	0.614016
31	-0.107365	-0.8247	0.793563
32	-0.178518	-1.3712	0.912251
33	-0.092567	-0.711	0.760063
34	-0.069909	-0.537	0.703349
35	0.064252	0.4935	0.311735

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.377994 & 2.9034 & 0.002593 \tabularnewline
2 & -0.05572 & -0.428 & 0.664892 \tabularnewline
3 & -0.361966 & -2.7803 & 0.996362 \tabularnewline
4 & -0.441049 & -3.3878 & 0.99937 \tabularnewline
5 & -0.147176 & -1.1305 & 0.868575 \tabularnewline
6 & 0.046895 & 0.3602 & 0.359989 \tabularnewline
7 & 0.103737 & 0.7968 & 0.214375 \tabularnewline
8 & -0.050726 & -0.3896 & 0.650895 \tabularnewline
9 & -0.063802 & -0.4901 & 0.687051 \tabularnewline
10 & -0.072192 & -0.5545 & 0.709338 \tabularnewline
11 & -0.012601 & -0.0968 & 0.538389 \tabularnewline
12 & 0.231125 & 1.7753 & 0.040503 \tabularnewline
13 & 0.055235 & 0.4243 & 0.336458 \tabularnewline
14 & 0.161837 & 1.2431 & 0.109375 \tabularnewline
15 & 0.088463 & 0.6795 & 0.249739 \tabularnewline
16 & -0.064167 & -0.4929 & 0.688036 \tabularnewline
17 & -0.103357 & -0.7939 & 0.784783 \tabularnewline
18 & -0.112134 & -0.8613 & 0.803725 \tabularnewline
19 & -0.031117 & -0.239 & 0.594038 \tabularnewline
20 & -0.042889 & -0.3294 & 0.628504 \tabularnewline
21 & 0.062691 & 0.4815 & 0.315956 \tabularnewline
22 & -0.038487 & -0.2956 & 0.615724 \tabularnewline
23 & -0.136142 & -1.0457 & 0.850024 \tabularnewline
24 & -0.045645 & -0.3506 & 0.636433 \tabularnewline
25 & -0.061188 & -0.47 & 0.679954 \tabularnewline
26 & 0.142362 & 1.0935 & 0.139308 \tabularnewline
27 & 0.180492 & 1.3864 & 0.085424 \tabularnewline
28 & 0.109338 & 0.8398 & 0.202194 \tabularnewline
29 & 0.079381 & 0.6097 & 0.272188 \tabularnewline
30 & -0.037903 & -0.2911 & 0.614016 \tabularnewline
31 & -0.107365 & -0.8247 & 0.793563 \tabularnewline
32 & -0.178518 & -1.3712 & 0.912251 \tabularnewline
33 & -0.092567 & -0.711 & 0.760063 \tabularnewline
34 & -0.069909 & -0.537 & 0.703349 \tabularnewline
35 & 0.064252 & 0.4935 & 0.311735 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34742&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.377994[/C][C]2.9034[/C][C]0.002593[/C][/ROW]
[ROW][C]2[/C][C]-0.05572[/C][C]-0.428[/C][C]0.664892[/C][/ROW]
[ROW][C]3[/C][C]-0.361966[/C][C]-2.7803[/C][C]0.996362[/C][/ROW]
[ROW][C]4[/C][C]-0.441049[/C][C]-3.3878[/C][C]0.99937[/C][/ROW]
[ROW][C]5[/C][C]-0.147176[/C][C]-1.1305[/C][C]0.868575[/C][/ROW]
[ROW][C]6[/C][C]0.046895[/C][C]0.3602[/C][C]0.359989[/C][/ROW]
[ROW][C]7[/C][C]0.103737[/C][C]0.7968[/C][C]0.214375[/C][/ROW]
[ROW][C]8[/C][C]-0.050726[/C][C]-0.3896[/C][C]0.650895[/C][/ROW]
[ROW][C]9[/C][C]-0.063802[/C][C]-0.4901[/C][C]0.687051[/C][/ROW]
[ROW][C]10[/C][C]-0.072192[/C][C]-0.5545[/C][C]0.709338[/C][/ROW]
[ROW][C]11[/C][C]-0.012601[/C][C]-0.0968[/C][C]0.538389[/C][/ROW]
[ROW][C]12[/C][C]0.231125[/C][C]1.7753[/C][C]0.040503[/C][/ROW]
[ROW][C]13[/C][C]0.055235[/C][C]0.4243[/C][C]0.336458[/C][/ROW]
[ROW][C]14[/C][C]0.161837[/C][C]1.2431[/C][C]0.109375[/C][/ROW]
[ROW][C]15[/C][C]0.088463[/C][C]0.6795[/C][C]0.249739[/C][/ROW]
[ROW][C]16[/C][C]-0.064167[/C][C]-0.4929[/C][C]0.688036[/C][/ROW]
[ROW][C]17[/C][C]-0.103357[/C][C]-0.7939[/C][C]0.784783[/C][/ROW]
[ROW][C]18[/C][C]-0.112134[/C][C]-0.8613[/C][C]0.803725[/C][/ROW]
[ROW][C]19[/C][C]-0.031117[/C][C]-0.239[/C][C]0.594038[/C][/ROW]
[ROW][C]20[/C][C]-0.042889[/C][C]-0.3294[/C][C]0.628504[/C][/ROW]
[ROW][C]21[/C][C]0.062691[/C][C]0.4815[/C][C]0.315956[/C][/ROW]
[ROW][C]22[/C][C]-0.038487[/C][C]-0.2956[/C][C]0.615724[/C][/ROW]
[ROW][C]23[/C][C]-0.136142[/C][C]-1.0457[/C][C]0.850024[/C][/ROW]
[ROW][C]24[/C][C]-0.045645[/C][C]-0.3506[/C][C]0.636433[/C][/ROW]
[ROW][C]25[/C][C]-0.061188[/C][C]-0.47[/C][C]0.679954[/C][/ROW]
[ROW][C]26[/C][C]0.142362[/C][C]1.0935[/C][C]0.139308[/C][/ROW]
[ROW][C]27[/C][C]0.180492[/C][C]1.3864[/C][C]0.085424[/C][/ROW]
[ROW][C]28[/C][C]0.109338[/C][C]0.8398[/C][C]0.202194[/C][/ROW]
[ROW][C]29[/C][C]0.079381[/C][C]0.6097[/C][C]0.272188[/C][/ROW]
[ROW][C]30[/C][C]-0.037903[/C][C]-0.2911[/C][C]0.614016[/C][/ROW]
[ROW][C]31[/C][C]-0.107365[/C][C]-0.8247[/C][C]0.793563[/C][/ROW]
[ROW][C]32[/C][C]-0.178518[/C][C]-1.3712[/C][C]0.912251[/C][/ROW]
[ROW][C]33[/C][C]-0.092567[/C][C]-0.711[/C][C]0.760063[/C][/ROW]
[ROW][C]34[/C][C]-0.069909[/C][C]-0.537[/C][C]0.703349[/C][/ROW]
[ROW][C]35[/C][C]0.064252[/C][C]0.4935[/C][C]0.311735[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34742&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34742&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	7.6811	0
1	0.377994	2.9034	0.002593
2	-0.05572	-0.428	0.664892
3	-0.361966	-2.7803	0.996362
4	-0.441049	-3.3878	0.99937
5	-0.147176	-1.1305	0.868575
6	0.046895	0.3602	0.359989
7	0.103737	0.7968	0.214375
8	-0.050726	-0.3896	0.650895
9	-0.063802	-0.4901	0.687051
10	-0.072192	-0.5545	0.709338
11	-0.012601	-0.0968	0.538389
12	0.231125	1.7753	0.040503
13	0.055235	0.4243	0.336458
14	0.161837	1.2431	0.109375
15	0.088463	0.6795	0.249739
16	-0.064167	-0.4929	0.688036
17	-0.103357	-0.7939	0.784783
18	-0.112134	-0.8613	0.803725
19	-0.031117	-0.239	0.594038
20	-0.042889	-0.3294	0.628504
21	0.062691	0.4815	0.315956
22	-0.038487	-0.2956	0.615724
23	-0.136142	-1.0457	0.850024
24	-0.045645	-0.3506	0.636433
25	-0.061188	-0.47	0.679954
26	0.142362	1.0935	0.139308
27	0.180492	1.3864	0.085424
28	0.109338	0.8398	0.202194
29	0.079381	0.6097	0.272188
30	-0.037903	-0.2911	0.614016
31	-0.107365	-0.8247	0.793563
32	-0.178518	-1.3712	0.912251
33	-0.092567	-0.711	0.760063
34	-0.069909	-0.537	0.703349
35	0.064252	0.4935	0.311735

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.377994	2.9034	0.002593
1	-0.231705	-1.7798	0.959867
2	-0.3063	-2.3527	0.989005
3	-0.254964	-1.9584	0.972543
4	0.053637	0.412	0.340917
5	-0.082698	-0.6352	0.736128
6	-0.133913	-1.0286	0.846067
7	-0.270687	-2.0792	0.979022
8	-0.016336	-0.1255	0.549713
9	-0.12418	-0.9538	0.827974
10	-0.128539	-0.9873	0.836243
11	0.132547	1.0181	0.156391
12	-0.246241	-1.8914	0.968259
13	0.247944	1.9045	0.030863
14	0.03749	0.288	0.387192
15	-0.017573	-0.135	0.553457
16	-0.025871	-0.1987	0.578417
17	0.113006	0.868	0.194451
18	0.071158	0.5466	0.293365
19	-0.037111	-0.2851	0.611701
20	0.070726	0.5433	0.294501
21	-0.067567	-0.519	0.697146
22	-0.101662	-0.7809	0.781003
23	-0.070656	-0.5427	0.705316
24	-0.038956	-0.2992	0.617089
25	-0.065801	-0.5054	0.692429
26	-0.011965	-0.0919	0.536458
27	-0.049683	-0.3816	0.647944
28	0.091362	0.7018	0.242794
29	-0.04019	-0.3087	0.620682
30	-0.051869	-0.3984	0.654117
31	-0.059291	-0.4554	0.674762
32	-0.069851	-0.5365	0.703198
33	-0.020161	-0.1549	0.561271
34	0.090547	0.6955	0.244735
35	0.056089	0.4308	0.334082

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.377994 & 2.9034 & 0.002593 \tabularnewline
1 & -0.231705 & -1.7798 & 0.959867 \tabularnewline
2 & -0.3063 & -2.3527 & 0.989005 \tabularnewline
3 & -0.254964 & -1.9584 & 0.972543 \tabularnewline
4 & 0.053637 & 0.412 & 0.340917 \tabularnewline
5 & -0.082698 & -0.6352 & 0.736128 \tabularnewline
6 & -0.133913 & -1.0286 & 0.846067 \tabularnewline
7 & -0.270687 & -2.0792 & 0.979022 \tabularnewline
8 & -0.016336 & -0.1255 & 0.549713 \tabularnewline
9 & -0.12418 & -0.9538 & 0.827974 \tabularnewline
10 & -0.128539 & -0.9873 & 0.836243 \tabularnewline
11 & 0.132547 & 1.0181 & 0.156391 \tabularnewline
12 & -0.246241 & -1.8914 & 0.968259 \tabularnewline
13 & 0.247944 & 1.9045 & 0.030863 \tabularnewline
14 & 0.03749 & 0.288 & 0.387192 \tabularnewline
15 & -0.017573 & -0.135 & 0.553457 \tabularnewline
16 & -0.025871 & -0.1987 & 0.578417 \tabularnewline
17 & 0.113006 & 0.868 & 0.194451 \tabularnewline
18 & 0.071158 & 0.5466 & 0.293365 \tabularnewline
19 & -0.037111 & -0.2851 & 0.611701 \tabularnewline
20 & 0.070726 & 0.5433 & 0.294501 \tabularnewline
21 & -0.067567 & -0.519 & 0.697146 \tabularnewline
22 & -0.101662 & -0.7809 & 0.781003 \tabularnewline
23 & -0.070656 & -0.5427 & 0.705316 \tabularnewline
24 & -0.038956 & -0.2992 & 0.617089 \tabularnewline
25 & -0.065801 & -0.5054 & 0.692429 \tabularnewline
26 & -0.011965 & -0.0919 & 0.536458 \tabularnewline
27 & -0.049683 & -0.3816 & 0.647944 \tabularnewline
28 & 0.091362 & 0.7018 & 0.242794 \tabularnewline
29 & -0.04019 & -0.3087 & 0.620682 \tabularnewline
30 & -0.051869 & -0.3984 & 0.654117 \tabularnewline
31 & -0.059291 & -0.4554 & 0.674762 \tabularnewline
32 & -0.069851 & -0.5365 & 0.703198 \tabularnewline
33 & -0.020161 & -0.1549 & 0.561271 \tabularnewline
34 & 0.090547 & 0.6955 & 0.244735 \tabularnewline
35 & 0.056089 & 0.4308 & 0.334082 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34742&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]0.377994[/C][C]2.9034[/C][C]0.002593[/C][/ROW]
[ROW][C]1[/C][C]-0.231705[/C][C]-1.7798[/C][C]0.959867[/C][/ROW]
[ROW][C]2[/C][C]-0.3063[/C][C]-2.3527[/C][C]0.989005[/C][/ROW]
[ROW][C]3[/C][C]-0.254964[/C][C]-1.9584[/C][C]0.972543[/C][/ROW]
[ROW][C]4[/C][C]0.053637[/C][C]0.412[/C][C]0.340917[/C][/ROW]
[ROW][C]5[/C][C]-0.082698[/C][C]-0.6352[/C][C]0.736128[/C][/ROW]
[ROW][C]6[/C][C]-0.133913[/C][C]-1.0286[/C][C]0.846067[/C][/ROW]
[ROW][C]7[/C][C]-0.270687[/C][C]-2.0792[/C][C]0.979022[/C][/ROW]
[ROW][C]8[/C][C]-0.016336[/C][C]-0.1255[/C][C]0.549713[/C][/ROW]
[ROW][C]9[/C][C]-0.12418[/C][C]-0.9538[/C][C]0.827974[/C][/ROW]
[ROW][C]10[/C][C]-0.128539[/C][C]-0.9873[/C][C]0.836243[/C][/ROW]
[ROW][C]11[/C][C]0.132547[/C][C]1.0181[/C][C]0.156391[/C][/ROW]
[ROW][C]12[/C][C]-0.246241[/C][C]-1.8914[/C][C]0.968259[/C][/ROW]
[ROW][C]13[/C][C]0.247944[/C][C]1.9045[/C][C]0.030863[/C][/ROW]
[ROW][C]14[/C][C]0.03749[/C][C]0.288[/C][C]0.387192[/C][/ROW]
[ROW][C]15[/C][C]-0.017573[/C][C]-0.135[/C][C]0.553457[/C][/ROW]
[ROW][C]16[/C][C]-0.025871[/C][C]-0.1987[/C][C]0.578417[/C][/ROW]
[ROW][C]17[/C][C]0.113006[/C][C]0.868[/C][C]0.194451[/C][/ROW]
[ROW][C]18[/C][C]0.071158[/C][C]0.5466[/C][C]0.293365[/C][/ROW]
[ROW][C]19[/C][C]-0.037111[/C][C]-0.2851[/C][C]0.611701[/C][/ROW]
[ROW][C]20[/C][C]0.070726[/C][C]0.5433[/C][C]0.294501[/C][/ROW]
[ROW][C]21[/C][C]-0.067567[/C][C]-0.519[/C][C]0.697146[/C][/ROW]
[ROW][C]22[/C][C]-0.101662[/C][C]-0.7809[/C][C]0.781003[/C][/ROW]
[ROW][C]23[/C][C]-0.070656[/C][C]-0.5427[/C][C]0.705316[/C][/ROW]
[ROW][C]24[/C][C]-0.038956[/C][C]-0.2992[/C][C]0.617089[/C][/ROW]
[ROW][C]25[/C][C]-0.065801[/C][C]-0.5054[/C][C]0.692429[/C][/ROW]
[ROW][C]26[/C][C]-0.011965[/C][C]-0.0919[/C][C]0.536458[/C][/ROW]
[ROW][C]27[/C][C]-0.049683[/C][C]-0.3816[/C][C]0.647944[/C][/ROW]
[ROW][C]28[/C][C]0.091362[/C][C]0.7018[/C][C]0.242794[/C][/ROW]
[ROW][C]29[/C][C]-0.04019[/C][C]-0.3087[/C][C]0.620682[/C][/ROW]
[ROW][C]30[/C][C]-0.051869[/C][C]-0.3984[/C][C]0.654117[/C][/ROW]
[ROW][C]31[/C][C]-0.059291[/C][C]-0.4554[/C][C]0.674762[/C][/ROW]
[ROW][C]32[/C][C]-0.069851[/C][C]-0.5365[/C][C]0.703198[/C][/ROW]
[ROW][C]33[/C][C]-0.020161[/C][C]-0.1549[/C][C]0.561271[/C][/ROW]
[ROW][C]34[/C][C]0.090547[/C][C]0.6955[/C][C]0.244735[/C][/ROW]
[ROW][C]35[/C][C]0.056089[/C][C]0.4308[/C][C]0.334082[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34742&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34742&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	0.377994	2.9034	0.002593
1	-0.231705	-1.7798	0.959867
2	-0.3063	-2.3527	0.989005
3	-0.254964	-1.9584	0.972543
4	0.053637	0.412	0.340917
5	-0.082698	-0.6352	0.736128
6	-0.133913	-1.0286	0.846067
7	-0.270687	-2.0792	0.979022
8	-0.016336	-0.1255	0.549713
9	-0.12418	-0.9538	0.827974
10	-0.128539	-0.9873	0.836243
11	0.132547	1.0181	0.156391
12	-0.246241	-1.8914	0.968259
13	0.247944	1.9045	0.030863
14	0.03749	0.288	0.387192
15	-0.017573	-0.135	0.553457
16	-0.025871	-0.1987	0.578417
17	0.113006	0.868	0.194451
18	0.071158	0.5466	0.293365
19	-0.037111	-0.2851	0.611701
20	0.070726	0.5433	0.294501
21	-0.067567	-0.519	0.697146
22	-0.101662	-0.7809	0.781003
23	-0.070656	-0.5427	0.705316
24	-0.038956	-0.2992	0.617089
25	-0.065801	-0.5054	0.692429
26	-0.011965	-0.0919	0.536458
27	-0.049683	-0.3816	0.647944
28	0.091362	0.7018	0.242794
29	-0.04019	-0.3087	0.620682
30	-0.051869	-0.3984	0.654117
31	-0.059291	-0.4554	0.674762
32	-0.069851	-0.5365	0.703198
33	-0.020161	-0.1549	0.561271
34	0.090547	0.6955	0.244735
35	0.056089	0.4308	0.334082

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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