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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 06:55:00 -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/t12296085686l20wu3kqf5z0ws.htm/, Retrieved Sun, 12 May 2024 05:03:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34772, Retrieved Sun, 12 May 2024 05:03:13 +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] [4ddbf81f78ea7c738951638c7e93f6ee]
-   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] [e8f764b122b426f433a1e1038b457077] [Current]

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Dataseries X:

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34772&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34772&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34772&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.8557	0
1	0.447173	3.0657	0.001797
2	-0.085344	-0.5851	0.719356
3	-0.406285	-2.7853	0.996158
4	-0.531507	-3.6438	0.999665
5	-0.227784	-1.5616	0.937455
6	0.049897	0.3421	0.36691
7	0.164733	1.1294	0.132241
8	0.206868	1.4182	0.081362
9	0.032426	0.2223	0.412521
10	-0.046139	-0.3163	0.623416
11	0.058451	0.4007	0.345221
12	0.017395	0.1193	0.45279
13	0.025376	0.174	0.431319
14	-0.000798	-0.0055	0.502171
15	-0.093147	-0.6386	0.736903
16	-0.132861	-0.9108	0.816488
17	-0.136102	-0.9331	0.822224
18	0.002154	0.0148	0.49414
19	0.066917	0.4588	0.324261
20	0.147598	1.0119	0.158388
21	0.098492	0.6752	0.25142
22	-0.016545	-0.1134	0.544913
23	-0.042231	-0.2895	0.613273
24	-0.067125	-0.4602	0.676247
25	0.039051	0.2677	0.395044
26	0.113206	0.7761	0.220788
27	-0.02763	-0.1894	0.574711
28	-0.130408	-0.894	0.81207
29	-0.151642	-1.0396	0.848079
30	-0.087916	-0.6027	0.725204
31	0.175432	1.2027	0.117558
32	0.238914	1.6379	0.054059
33	0.135099	0.9262	0.179539
34	0.022929	0.1572	0.437884
35	-0.184082	-1.262	0.893413

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.447173 & 3.0657 & 0.001797 \tabularnewline
2 & -0.085344 & -0.5851 & 0.719356 \tabularnewline
3 & -0.406285 & -2.7853 & 0.996158 \tabularnewline
4 & -0.531507 & -3.6438 & 0.999665 \tabularnewline
5 & -0.227784 & -1.5616 & 0.937455 \tabularnewline
6 & 0.049897 & 0.3421 & 0.36691 \tabularnewline
7 & 0.164733 & 1.1294 & 0.132241 \tabularnewline
8 & 0.206868 & 1.4182 & 0.081362 \tabularnewline
9 & 0.032426 & 0.2223 & 0.412521 \tabularnewline
10 & -0.046139 & -0.3163 & 0.623416 \tabularnewline
11 & 0.058451 & 0.4007 & 0.345221 \tabularnewline
12 & 0.017395 & 0.1193 & 0.45279 \tabularnewline
13 & 0.025376 & 0.174 & 0.431319 \tabularnewline
14 & -0.000798 & -0.0055 & 0.502171 \tabularnewline
15 & -0.093147 & -0.6386 & 0.736903 \tabularnewline
16 & -0.132861 & -0.9108 & 0.816488 \tabularnewline
17 & -0.136102 & -0.9331 & 0.822224 \tabularnewline
18 & 0.002154 & 0.0148 & 0.49414 \tabularnewline
19 & 0.066917 & 0.4588 & 0.324261 \tabularnewline
20 & 0.147598 & 1.0119 & 0.158388 \tabularnewline
21 & 0.098492 & 0.6752 & 0.25142 \tabularnewline
22 & -0.016545 & -0.1134 & 0.544913 \tabularnewline
23 & -0.042231 & -0.2895 & 0.613273 \tabularnewline
24 & -0.067125 & -0.4602 & 0.676247 \tabularnewline
25 & 0.039051 & 0.2677 & 0.395044 \tabularnewline
26 & 0.113206 & 0.7761 & 0.220788 \tabularnewline
27 & -0.02763 & -0.1894 & 0.574711 \tabularnewline
28 & -0.130408 & -0.894 & 0.81207 \tabularnewline
29 & -0.151642 & -1.0396 & 0.848079 \tabularnewline
30 & -0.087916 & -0.6027 & 0.725204 \tabularnewline
31 & 0.175432 & 1.2027 & 0.117558 \tabularnewline
32 & 0.238914 & 1.6379 & 0.054059 \tabularnewline
33 & 0.135099 & 0.9262 & 0.179539 \tabularnewline
34 & 0.022929 & 0.1572 & 0.437884 \tabularnewline
35 & -0.184082 & -1.262 & 0.893413 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34772&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]0.447173[/C][C]3.0657[/C][C]0.001797[/C][/ROW]
[ROW][C]2[/C][C]-0.085344[/C][C]-0.5851[/C][C]0.719356[/C][/ROW]
[ROW][C]3[/C][C]-0.406285[/C][C]-2.7853[/C][C]0.996158[/C][/ROW]
[ROW][C]4[/C][C]-0.531507[/C][C]-3.6438[/C][C]0.999665[/C][/ROW]
[ROW][C]5[/C][C]-0.227784[/C][C]-1.5616[/C][C]0.937455[/C][/ROW]
[ROW][C]6[/C][C]0.049897[/C][C]0.3421[/C][C]0.36691[/C][/ROW]
[ROW][C]7[/C][C]0.164733[/C][C]1.1294[/C][C]0.132241[/C][/ROW]
[ROW][C]8[/C][C]0.206868[/C][C]1.4182[/C][C]0.081362[/C][/ROW]
[ROW][C]9[/C][C]0.032426[/C][C]0.2223[/C][C]0.412521[/C][/ROW]
[ROW][C]10[/C][C]-0.046139[/C][C]-0.3163[/C][C]0.623416[/C][/ROW]
[ROW][C]11[/C][C]0.058451[/C][C]0.4007[/C][C]0.345221[/C][/ROW]
[ROW][C]12[/C][C]0.017395[/C][C]0.1193[/C][C]0.45279[/C][/ROW]
[ROW][C]13[/C][C]0.025376[/C][C]0.174[/C][C]0.431319[/C][/ROW]
[ROW][C]14[/C][C]-0.000798[/C][C]-0.0055[/C][C]0.502171[/C][/ROW]
[ROW][C]15[/C][C]-0.093147[/C][C]-0.6386[/C][C]0.736903[/C][/ROW]
[ROW][C]16[/C][C]-0.132861[/C][C]-0.9108[/C][C]0.816488[/C][/ROW]
[ROW][C]17[/C][C]-0.136102[/C][C]-0.9331[/C][C]0.822224[/C][/ROW]
[ROW][C]18[/C][C]0.002154[/C][C]0.0148[/C][C]0.49414[/C][/ROW]
[ROW][C]19[/C][C]0.066917[/C][C]0.4588[/C][C]0.324261[/C][/ROW]
[ROW][C]20[/C][C]0.147598[/C][C]1.0119[/C][C]0.158388[/C][/ROW]
[ROW][C]21[/C][C]0.098492[/C][C]0.6752[/C][C]0.25142[/C][/ROW]
[ROW][C]22[/C][C]-0.016545[/C][C]-0.1134[/C][C]0.544913[/C][/ROW]
[ROW][C]23[/C][C]-0.042231[/C][C]-0.2895[/C][C]0.613273[/C][/ROW]
[ROW][C]24[/C][C]-0.067125[/C][C]-0.4602[/C][C]0.676247[/C][/ROW]
[ROW][C]25[/C][C]0.039051[/C][C]0.2677[/C][C]0.395044[/C][/ROW]
[ROW][C]26[/C][C]0.113206[/C][C]0.7761[/C][C]0.220788[/C][/ROW]
[ROW][C]27[/C][C]-0.02763[/C][C]-0.1894[/C][C]0.574711[/C][/ROW]
[ROW][C]28[/C][C]-0.130408[/C][C]-0.894[/C][C]0.81207[/C][/ROW]
[ROW][C]29[/C][C]-0.151642[/C][C]-1.0396[/C][C]0.848079[/C][/ROW]
[ROW][C]30[/C][C]-0.087916[/C][C]-0.6027[/C][C]0.725204[/C][/ROW]
[ROW][C]31[/C][C]0.175432[/C][C]1.2027[/C][C]0.117558[/C][/ROW]
[ROW][C]32[/C][C]0.238914[/C][C]1.6379[/C][C]0.054059[/C][/ROW]
[ROW][C]33[/C][C]0.135099[/C][C]0.9262[/C][C]0.179539[/C][/ROW]
[ROW][C]34[/C][C]0.022929[/C][C]0.1572[/C][C]0.437884[/C][/ROW]
[ROW][C]35[/C][C]-0.184082[/C][C]-1.262[/C][C]0.893413[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34772&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34772&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	0.447173	3.0657	0.001797
2	-0.085344	-0.5851	0.719356
3	-0.406285	-2.7853	0.996158
4	-0.531507	-3.6438	0.999665
5	-0.227784	-1.5616	0.937455
6	0.049897	0.3421	0.36691
7	0.164733	1.1294	0.132241
8	0.206868	1.4182	0.081362
9	0.032426	0.2223	0.412521
10	-0.046139	-0.3163	0.623416
11	0.058451	0.4007	0.345221
12	0.017395	0.1193	0.45279
13	0.025376	0.174	0.431319
14	-0.000798	-0.0055	0.502171
15	-0.093147	-0.6386	0.736903
16	-0.132861	-0.9108	0.816488
17	-0.136102	-0.9331	0.822224
18	0.002154	0.0148	0.49414
19	0.066917	0.4588	0.324261
20	0.147598	1.0119	0.158388
21	0.098492	0.6752	0.25142
22	-0.016545	-0.1134	0.544913
23	-0.042231	-0.2895	0.613273
24	-0.067125	-0.4602	0.676247
25	0.039051	0.2677	0.395044
26	0.113206	0.7761	0.220788
27	-0.02763	-0.1894	0.574711
28	-0.130408	-0.894	0.81207
29	-0.151642	-1.0396	0.848079
30	-0.087916	-0.6027	0.725204
31	0.175432	1.2027	0.117558
32	0.238914	1.6379	0.054059
33	0.135099	0.9262	0.179539
34	0.022929	0.1572	0.437884
35	-0.184082	-1.262	0.893413

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.447173	3.0657	0.001797
1	-0.356618	-2.4449	0.990853
2	-0.279313	-1.9149	0.969197
3	-0.336402	-2.3063	0.987223
4	0.0548	0.3757	0.354418
5	-0.13238	-0.9076	0.815628
6	-0.127066	-0.8711	0.805942
7	-0.034934	-0.2395	0.594118
8	-0.159624	-1.0943	0.860306
9	0.003964	0.0272	0.489219
10	0.146978	1.0076	0.159396
11	-0.078987	-0.5415	0.704641
12	0.029909	0.205	0.419211
13	0.024801	0.17	0.43286
14	0.013995	0.0959	0.461987
15	-0.121225	-0.8311	0.794934
16	-0.079392	-0.5443	0.705592
17	0.066481	0.4558	0.325326
18	-0.175448	-1.2028	0.882463
19	0.105408	0.7226	0.236742
20	-0.119311	-0.818	0.791244
21	-0.060941	-0.4178	0.661
22	0.036591	0.2509	0.401509
23	-0.014576	-0.0999	0.539588
24	0.154151	1.0568	0.148
25	0.011265	0.0772	0.469386
26	-0.080999	-0.5553	0.709338
27	-0.043657	-0.2993	0.616983
28	-0.048031	-0.3293	0.628298
29	0.061681	0.4229	0.337162
30	0.097694	0.6698	0.253144
31	-0.016835	-0.1154	0.545695
32	-0.017196	-0.1179	0.546672
33	0.033801	0.2317	0.408878
34	0.025249	0.1731	0.431659
35	-0.12406	-0.8505	0.800324

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.447173 & 3.0657 & 0.001797 \tabularnewline
1 & -0.356618 & -2.4449 & 0.990853 \tabularnewline
2 & -0.279313 & -1.9149 & 0.969197 \tabularnewline
3 & -0.336402 & -2.3063 & 0.987223 \tabularnewline
4 & 0.0548 & 0.3757 & 0.354418 \tabularnewline
5 & -0.13238 & -0.9076 & 0.815628 \tabularnewline
6 & -0.127066 & -0.8711 & 0.805942 \tabularnewline
7 & -0.034934 & -0.2395 & 0.594118 \tabularnewline
8 & -0.159624 & -1.0943 & 0.860306 \tabularnewline
9 & 0.003964 & 0.0272 & 0.489219 \tabularnewline
10 & 0.146978 & 1.0076 & 0.159396 \tabularnewline
11 & -0.078987 & -0.5415 & 0.704641 \tabularnewline
12 & 0.029909 & 0.205 & 0.419211 \tabularnewline
13 & 0.024801 & 0.17 & 0.43286 \tabularnewline
14 & 0.013995 & 0.0959 & 0.461987 \tabularnewline
15 & -0.121225 & -0.8311 & 0.794934 \tabularnewline
16 & -0.079392 & -0.5443 & 0.705592 \tabularnewline
17 & 0.066481 & 0.4558 & 0.325326 \tabularnewline
18 & -0.175448 & -1.2028 & 0.882463 \tabularnewline
19 & 0.105408 & 0.7226 & 0.236742 \tabularnewline
20 & -0.119311 & -0.818 & 0.791244 \tabularnewline
21 & -0.060941 & -0.4178 & 0.661 \tabularnewline
22 & 0.036591 & 0.2509 & 0.401509 \tabularnewline
23 & -0.014576 & -0.0999 & 0.539588 \tabularnewline
24 & 0.154151 & 1.0568 & 0.148 \tabularnewline
25 & 0.011265 & 0.0772 & 0.469386 \tabularnewline
26 & -0.080999 & -0.5553 & 0.709338 \tabularnewline
27 & -0.043657 & -0.2993 & 0.616983 \tabularnewline
28 & -0.048031 & -0.3293 & 0.628298 \tabularnewline
29 & 0.061681 & 0.4229 & 0.337162 \tabularnewline
30 & 0.097694 & 0.6698 & 0.253144 \tabularnewline
31 & -0.016835 & -0.1154 & 0.545695 \tabularnewline
32 & -0.017196 & -0.1179 & 0.546672 \tabularnewline
33 & 0.033801 & 0.2317 & 0.408878 \tabularnewline
34 & 0.025249 & 0.1731 & 0.431659 \tabularnewline
35 & -0.12406 & -0.8505 & 0.800324 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34772&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]0.447173[/C][C]3.0657[/C][C]0.001797[/C][/ROW]
[ROW][C]1[/C][C]-0.356618[/C][C]-2.4449[/C][C]0.990853[/C][/ROW]
[ROW][C]2[/C][C]-0.279313[/C][C]-1.9149[/C][C]0.969197[/C][/ROW]
[ROW][C]3[/C][C]-0.336402[/C][C]-2.3063[/C][C]0.987223[/C][/ROW]
[ROW][C]4[/C][C]0.0548[/C][C]0.3757[/C][C]0.354418[/C][/ROW]
[ROW][C]5[/C][C]-0.13238[/C][C]-0.9076[/C][C]0.815628[/C][/ROW]
[ROW][C]6[/C][C]-0.127066[/C][C]-0.8711[/C][C]0.805942[/C][/ROW]
[ROW][C]7[/C][C]-0.034934[/C][C]-0.2395[/C][C]0.594118[/C][/ROW]
[ROW][C]8[/C][C]-0.159624[/C][C]-1.0943[/C][C]0.860306[/C][/ROW]
[ROW][C]9[/C][C]0.003964[/C][C]0.0272[/C][C]0.489219[/C][/ROW]
[ROW][C]10[/C][C]0.146978[/C][C]1.0076[/C][C]0.159396[/C][/ROW]
[ROW][C]11[/C][C]-0.078987[/C][C]-0.5415[/C][C]0.704641[/C][/ROW]
[ROW][C]12[/C][C]0.029909[/C][C]0.205[/C][C]0.419211[/C][/ROW]
[ROW][C]13[/C][C]0.024801[/C][C]0.17[/C][C]0.43286[/C][/ROW]
[ROW][C]14[/C][C]0.013995[/C][C]0.0959[/C][C]0.461987[/C][/ROW]
[ROW][C]15[/C][C]-0.121225[/C][C]-0.8311[/C][C]0.794934[/C][/ROW]
[ROW][C]16[/C][C]-0.079392[/C][C]-0.5443[/C][C]0.705592[/C][/ROW]
[ROW][C]17[/C][C]0.066481[/C][C]0.4558[/C][C]0.325326[/C][/ROW]
[ROW][C]18[/C][C]-0.175448[/C][C]-1.2028[/C][C]0.882463[/C][/ROW]
[ROW][C]19[/C][C]0.105408[/C][C]0.7226[/C][C]0.236742[/C][/ROW]
[ROW][C]20[/C][C]-0.119311[/C][C]-0.818[/C][C]0.791244[/C][/ROW]
[ROW][C]21[/C][C]-0.060941[/C][C]-0.4178[/C][C]0.661[/C][/ROW]
[ROW][C]22[/C][C]0.036591[/C][C]0.2509[/C][C]0.401509[/C][/ROW]
[ROW][C]23[/C][C]-0.014576[/C][C]-0.0999[/C][C]0.539588[/C][/ROW]
[ROW][C]24[/C][C]0.154151[/C][C]1.0568[/C][C]0.148[/C][/ROW]
[ROW][C]25[/C][C]0.011265[/C][C]0.0772[/C][C]0.469386[/C][/ROW]
[ROW][C]26[/C][C]-0.080999[/C][C]-0.5553[/C][C]0.709338[/C][/ROW]
[ROW][C]27[/C][C]-0.043657[/C][C]-0.2993[/C][C]0.616983[/C][/ROW]
[ROW][C]28[/C][C]-0.048031[/C][C]-0.3293[/C][C]0.628298[/C][/ROW]
[ROW][C]29[/C][C]0.061681[/C][C]0.4229[/C][C]0.337162[/C][/ROW]
[ROW][C]30[/C][C]0.097694[/C][C]0.6698[/C][C]0.253144[/C][/ROW]
[ROW][C]31[/C][C]-0.016835[/C][C]-0.1154[/C][C]0.545695[/C][/ROW]
[ROW][C]32[/C][C]-0.017196[/C][C]-0.1179[/C][C]0.546672[/C][/ROW]
[ROW][C]33[/C][C]0.033801[/C][C]0.2317[/C][C]0.408878[/C][/ROW]
[ROW][C]34[/C][C]0.025249[/C][C]0.1731[/C][C]0.431659[/C][/ROW]
[ROW][C]35[/C][C]-0.12406[/C][C]-0.8505[/C][C]0.800324[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34772&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34772&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	0.447173	3.0657	0.001797
1	-0.356618	-2.4449	0.990853
2	-0.279313	-1.9149	0.969197
3	-0.336402	-2.3063	0.987223
4	0.0548	0.3757	0.354418
5	-0.13238	-0.9076	0.815628
6	-0.127066	-0.8711	0.805942
7	-0.034934	-0.2395	0.594118
8	-0.159624	-1.0943	0.860306
9	0.003964	0.0272	0.489219
10	0.146978	1.0076	0.159396
11	-0.078987	-0.5415	0.704641
12	0.029909	0.205	0.419211
13	0.024801	0.17	0.43286
14	0.013995	0.0959	0.461987
15	-0.121225	-0.8311	0.794934
16	-0.079392	-0.5443	0.705592
17	0.066481	0.4558	0.325326
18	-0.175448	-1.2028	0.882463
19	0.105408	0.7226	0.236742
20	-0.119311	-0.818	0.791244
21	-0.060941	-0.4178	0.661
22	0.036591	0.2509	0.401509
23	-0.014576	-0.0999	0.539588
24	0.154151	1.0568	0.148
25	0.011265	0.0772	0.469386
26	-0.080999	-0.5553	0.709338
27	-0.043657	-0.2993	0.616983
28	-0.048031	-0.3293	0.628298
29	0.061681	0.4229	0.337162
30	0.097694	0.6698	0.253144
31	-0.016835	-0.1154	0.545695
32	-0.017196	-0.1179	0.546672
33	0.033801	0.2317	0.408878
34	0.025249	0.1731	0.431659
35	-0.12406	-0.8505	0.800324

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