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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 09:54:54 -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/t1229619315e2a017g9jtij36o.htm/, Retrieved Sun, 12 May 2024 06:22:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34888, Retrieved Sun, 12 May 2024 06:22:28 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ACF

Estimated Impact

184

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [q1] [2008-12-08 12:37:39] [3ffd109c9e040b1ae7e5dbe576d4698c]
F    D    [Standard Deviation-Mean Plot] [SMP] [2008-12-08 12:41:29] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM        [Variance Reduction Matrix] [VRM] [2008-12-08 13:10:17] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM          [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:14:12] [3ffd109c9e040b1ae7e5dbe576d4698c]
F               [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:17:45] [3ffd109c9e040b1ae7e5dbe576d4698c]
- R P               [(Partial) Autocorrelation Function] [ACF] [2008-12-18 16:54:54] [962e6c9020896982bc8283b8971710a9] [Current]
-   P                 [(Partial) Autocorrelation Function] [ACF] [2008-12-24 13:04:28] [b28ef2aea2cd58ceb5ad90223572c703] 

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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=34888&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=34888&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34888&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	-0.077212	-0.5349	0.297581
2	0.091825	0.6362	0.263839
3	-0.13891	-0.9624	0.170337
4	0.045002	0.3118	0.378278
5	-0.218826	-1.5161	0.06803
6	0.013414	0.0929	0.463171
7	0.062307	0.4317	0.333955
8	-0.036507	-0.2529	0.400702
9	0.100854	0.6987	0.244044
10	-0.035118	-0.2433	0.404403
11	0.303079	2.0998	0.020514
12	-0.272631	-1.8888	0.032482
13	-0.016473	-0.1141	0.454805
14	0.002061	0.0143	0.494333
15	-0.057194	-0.3963	0.346837
16	-0.269854	-1.8696	0.033823
17	0.015562	0.1078	0.457295
18	0.006629	0.0459	0.481778
19	-0.069555	-0.4819	0.316037
20	0.109446	0.7583	0.226
21	-0.008974	-0.0622	0.475342
22	0.154465	1.0702	0.144949
23	-0.11627	-0.8055	0.21224
24	0.012334	0.0855	0.466128
25	-0.043936	-0.3044	0.38107
26	0.002161	0.015	0.494058
27	-0.068215	-0.4726	0.319317
28	0.058924	0.4082	0.342457
29	0.039578	0.2742	0.392551
30	-0.012337	-0.0855	0.466121
31	0.091384	0.6331	0.264828
32	0.062084	0.4301	0.334513
33	0.06039	0.4184	0.338763
34	-0.108766	-0.7535	0.2274
35	-0.054217	-0.3756	0.354425
36	-0.056206	-0.3894	0.349349

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.077212 & -0.5349 & 0.297581 \tabularnewline
2 & 0.091825 & 0.6362 & 0.263839 \tabularnewline
3 & -0.13891 & -0.9624 & 0.170337 \tabularnewline
4 & 0.045002 & 0.3118 & 0.378278 \tabularnewline
5 & -0.218826 & -1.5161 & 0.06803 \tabularnewline
6 & 0.013414 & 0.0929 & 0.463171 \tabularnewline
7 & 0.062307 & 0.4317 & 0.333955 \tabularnewline
8 & -0.036507 & -0.2529 & 0.400702 \tabularnewline
9 & 0.100854 & 0.6987 & 0.244044 \tabularnewline
10 & -0.035118 & -0.2433 & 0.404403 \tabularnewline
11 & 0.303079 & 2.0998 & 0.020514 \tabularnewline
12 & -0.272631 & -1.8888 & 0.032482 \tabularnewline
13 & -0.016473 & -0.1141 & 0.454805 \tabularnewline
14 & 0.002061 & 0.0143 & 0.494333 \tabularnewline
15 & -0.057194 & -0.3963 & 0.346837 \tabularnewline
16 & -0.269854 & -1.8696 & 0.033823 \tabularnewline
17 & 0.015562 & 0.1078 & 0.457295 \tabularnewline
18 & 0.006629 & 0.0459 & 0.481778 \tabularnewline
19 & -0.069555 & -0.4819 & 0.316037 \tabularnewline
20 & 0.109446 & 0.7583 & 0.226 \tabularnewline
21 & -0.008974 & -0.0622 & 0.475342 \tabularnewline
22 & 0.154465 & 1.0702 & 0.144949 \tabularnewline
23 & -0.11627 & -0.8055 & 0.21224 \tabularnewline
24 & 0.012334 & 0.0855 & 0.466128 \tabularnewline
25 & -0.043936 & -0.3044 & 0.38107 \tabularnewline
26 & 0.002161 & 0.015 & 0.494058 \tabularnewline
27 & -0.068215 & -0.4726 & 0.319317 \tabularnewline
28 & 0.058924 & 0.4082 & 0.342457 \tabularnewline
29 & 0.039578 & 0.2742 & 0.392551 \tabularnewline
30 & -0.012337 & -0.0855 & 0.466121 \tabularnewline
31 & 0.091384 & 0.6331 & 0.264828 \tabularnewline
32 & 0.062084 & 0.4301 & 0.334513 \tabularnewline
33 & 0.06039 & 0.4184 & 0.338763 \tabularnewline
34 & -0.108766 & -0.7535 & 0.2274 \tabularnewline
35 & -0.054217 & -0.3756 & 0.354425 \tabularnewline
36 & -0.056206 & -0.3894 & 0.349349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34888&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]-0.077212[/C][C]-0.5349[/C][C]0.297581[/C][/ROW]
[ROW][C]2[/C][C]0.091825[/C][C]0.6362[/C][C]0.263839[/C][/ROW]
[ROW][C]3[/C][C]-0.13891[/C][C]-0.9624[/C][C]0.170337[/C][/ROW]
[ROW][C]4[/C][C]0.045002[/C][C]0.3118[/C][C]0.378278[/C][/ROW]
[ROW][C]5[/C][C]-0.218826[/C][C]-1.5161[/C][C]0.06803[/C][/ROW]
[ROW][C]6[/C][C]0.013414[/C][C]0.0929[/C][C]0.463171[/C][/ROW]
[ROW][C]7[/C][C]0.062307[/C][C]0.4317[/C][C]0.333955[/C][/ROW]
[ROW][C]8[/C][C]-0.036507[/C][C]-0.2529[/C][C]0.400702[/C][/ROW]
[ROW][C]9[/C][C]0.100854[/C][C]0.6987[/C][C]0.244044[/C][/ROW]
[ROW][C]10[/C][C]-0.035118[/C][C]-0.2433[/C][C]0.404403[/C][/ROW]
[ROW][C]11[/C][C]0.303079[/C][C]2.0998[/C][C]0.020514[/C][/ROW]
[ROW][C]12[/C][C]-0.272631[/C][C]-1.8888[/C][C]0.032482[/C][/ROW]
[ROW][C]13[/C][C]-0.016473[/C][C]-0.1141[/C][C]0.454805[/C][/ROW]
[ROW][C]14[/C][C]0.002061[/C][C]0.0143[/C][C]0.494333[/C][/ROW]
[ROW][C]15[/C][C]-0.057194[/C][C]-0.3963[/C][C]0.346837[/C][/ROW]
[ROW][C]16[/C][C]-0.269854[/C][C]-1.8696[/C][C]0.033823[/C][/ROW]
[ROW][C]17[/C][C]0.015562[/C][C]0.1078[/C][C]0.457295[/C][/ROW]
[ROW][C]18[/C][C]0.006629[/C][C]0.0459[/C][C]0.481778[/C][/ROW]
[ROW][C]19[/C][C]-0.069555[/C][C]-0.4819[/C][C]0.316037[/C][/ROW]
[ROW][C]20[/C][C]0.109446[/C][C]0.7583[/C][C]0.226[/C][/ROW]
[ROW][C]21[/C][C]-0.008974[/C][C]-0.0622[/C][C]0.475342[/C][/ROW]
[ROW][C]22[/C][C]0.154465[/C][C]1.0702[/C][C]0.144949[/C][/ROW]
[ROW][C]23[/C][C]-0.11627[/C][C]-0.8055[/C][C]0.21224[/C][/ROW]
[ROW][C]24[/C][C]0.012334[/C][C]0.0855[/C][C]0.466128[/C][/ROW]
[ROW][C]25[/C][C]-0.043936[/C][C]-0.3044[/C][C]0.38107[/C][/ROW]
[ROW][C]26[/C][C]0.002161[/C][C]0.015[/C][C]0.494058[/C][/ROW]
[ROW][C]27[/C][C]-0.068215[/C][C]-0.4726[/C][C]0.319317[/C][/ROW]
[ROW][C]28[/C][C]0.058924[/C][C]0.4082[/C][C]0.342457[/C][/ROW]
[ROW][C]29[/C][C]0.039578[/C][C]0.2742[/C][C]0.392551[/C][/ROW]
[ROW][C]30[/C][C]-0.012337[/C][C]-0.0855[/C][C]0.466121[/C][/ROW]
[ROW][C]31[/C][C]0.091384[/C][C]0.6331[/C][C]0.264828[/C][/ROW]
[ROW][C]32[/C][C]0.062084[/C][C]0.4301[/C][C]0.334513[/C][/ROW]
[ROW][C]33[/C][C]0.06039[/C][C]0.4184[/C][C]0.338763[/C][/ROW]
[ROW][C]34[/C][C]-0.108766[/C][C]-0.7535[/C][C]0.2274[/C][/ROW]
[ROW][C]35[/C][C]-0.054217[/C][C]-0.3756[/C][C]0.354425[/C][/ROW]
[ROW][C]36[/C][C]-0.056206[/C][C]-0.3894[/C][C]0.349349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34888&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34888&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	-0.077212	-0.5349	0.297581
2	0.091825	0.6362	0.263839
3	-0.13891	-0.9624	0.170337
4	0.045002	0.3118	0.378278
5	-0.218826	-1.5161	0.06803
6	0.013414	0.0929	0.463171
7	0.062307	0.4317	0.333955
8	-0.036507	-0.2529	0.400702
9	0.100854	0.6987	0.244044
10	-0.035118	-0.2433	0.404403
11	0.303079	2.0998	0.020514
12	-0.272631	-1.8888	0.032482
13	-0.016473	-0.1141	0.454805
14	0.002061	0.0143	0.494333
15	-0.057194	-0.3963	0.346837
16	-0.269854	-1.8696	0.033823
17	0.015562	0.1078	0.457295
18	0.006629	0.0459	0.481778
19	-0.069555	-0.4819	0.316037
20	0.109446	0.7583	0.226
21	-0.008974	-0.0622	0.475342
22	0.154465	1.0702	0.144949
23	-0.11627	-0.8055	0.21224
24	0.012334	0.0855	0.466128
25	-0.043936	-0.3044	0.38107
26	0.002161	0.015	0.494058
27	-0.068215	-0.4726	0.319317
28	0.058924	0.4082	0.342457
29	0.039578	0.2742	0.392551
30	-0.012337	-0.0855	0.466121
31	0.091384	0.6331	0.264828
32	0.062084	0.4301	0.334513
33	0.06039	0.4184	0.338763
34	-0.108766	-0.7535	0.2274
35	-0.054217	-0.3756	0.354425
36	-0.056206	-0.3894	0.349349

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.077212	-0.5349	0.297581
2	0.086379	0.5984	0.276177
3	-0.127468	-0.8831	0.190785
4	0.020384	0.1412	0.444142
5	-0.198484	-1.3751	0.087737
6	-0.03439	-0.2383	0.406347
7	0.103882	0.7197	0.237594
8	-0.085107	-0.5896	0.279099
9	0.101691	0.7045	0.242252
10	-0.045102	-0.3125	0.378016
11	0.291381	2.0187	0.024559
12	-0.22474	-1.557	0.063015
13	-0.10839	-0.751	0.228174
14	0.172781	1.1971	0.11858
15	-0.192491	-1.3336	0.094312
16	-0.203059	-1.4068	0.082959
17	-0.066299	-0.4593	0.324033
18	-0.05766	-0.3995	0.345657
19	-0.036872	-0.2555	0.399731
20	-0.016484	-0.1142	0.454777
21	-0.038191	-0.2646	0.396226
22	0.109165	0.7563	0.226578
23	0.043441	0.301	0.382368
24	-0.067299	-0.4663	0.32157
25	-0.022769	-0.1577	0.437658
26	0.098631	0.6833	0.24884
27	0.07262	0.5031	0.308588
28	-0.145229	-1.0062	0.159688
29	0.000174	0.0012	0.499522
30	0.092167	0.6386	0.263075
31	-0.066269	-0.4591	0.324108
32	0.056148	0.389	0.349497
33	-0.02695	-0.1867	0.426335
34	-0.073929	-0.5122	0.305432
35	-0.032573	-0.2257	0.411207
36	-0.085591	-0.593	0.277986

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.077212 & -0.5349 & 0.297581 \tabularnewline
2 & 0.086379 & 0.5984 & 0.276177 \tabularnewline
3 & -0.127468 & -0.8831 & 0.190785 \tabularnewline
4 & 0.020384 & 0.1412 & 0.444142 \tabularnewline
5 & -0.198484 & -1.3751 & 0.087737 \tabularnewline
6 & -0.03439 & -0.2383 & 0.406347 \tabularnewline
7 & 0.103882 & 0.7197 & 0.237594 \tabularnewline
8 & -0.085107 & -0.5896 & 0.279099 \tabularnewline
9 & 0.101691 & 0.7045 & 0.242252 \tabularnewline
10 & -0.045102 & -0.3125 & 0.378016 \tabularnewline
11 & 0.291381 & 2.0187 & 0.024559 \tabularnewline
12 & -0.22474 & -1.557 & 0.063015 \tabularnewline
13 & -0.10839 & -0.751 & 0.228174 \tabularnewline
14 & 0.172781 & 1.1971 & 0.11858 \tabularnewline
15 & -0.192491 & -1.3336 & 0.094312 \tabularnewline
16 & -0.203059 & -1.4068 & 0.082959 \tabularnewline
17 & -0.066299 & -0.4593 & 0.324033 \tabularnewline
18 & -0.05766 & -0.3995 & 0.345657 \tabularnewline
19 & -0.036872 & -0.2555 & 0.399731 \tabularnewline
20 & -0.016484 & -0.1142 & 0.454777 \tabularnewline
21 & -0.038191 & -0.2646 & 0.396226 \tabularnewline
22 & 0.109165 & 0.7563 & 0.226578 \tabularnewline
23 & 0.043441 & 0.301 & 0.382368 \tabularnewline
24 & -0.067299 & -0.4663 & 0.32157 \tabularnewline
25 & -0.022769 & -0.1577 & 0.437658 \tabularnewline
26 & 0.098631 & 0.6833 & 0.24884 \tabularnewline
27 & 0.07262 & 0.5031 & 0.308588 \tabularnewline
28 & -0.145229 & -1.0062 & 0.159688 \tabularnewline
29 & 0.000174 & 0.0012 & 0.499522 \tabularnewline
30 & 0.092167 & 0.6386 & 0.263075 \tabularnewline
31 & -0.066269 & -0.4591 & 0.324108 \tabularnewline
32 & 0.056148 & 0.389 & 0.349497 \tabularnewline
33 & -0.02695 & -0.1867 & 0.426335 \tabularnewline
34 & -0.073929 & -0.5122 & 0.305432 \tabularnewline
35 & -0.032573 & -0.2257 & 0.411207 \tabularnewline
36 & -0.085591 & -0.593 & 0.277986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34888&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]-0.077212[/C][C]-0.5349[/C][C]0.297581[/C][/ROW]
[ROW][C]2[/C][C]0.086379[/C][C]0.5984[/C][C]0.276177[/C][/ROW]
[ROW][C]3[/C][C]-0.127468[/C][C]-0.8831[/C][C]0.190785[/C][/ROW]
[ROW][C]4[/C][C]0.020384[/C][C]0.1412[/C][C]0.444142[/C][/ROW]
[ROW][C]5[/C][C]-0.198484[/C][C]-1.3751[/C][C]0.087737[/C][/ROW]
[ROW][C]6[/C][C]-0.03439[/C][C]-0.2383[/C][C]0.406347[/C][/ROW]
[ROW][C]7[/C][C]0.103882[/C][C]0.7197[/C][C]0.237594[/C][/ROW]
[ROW][C]8[/C][C]-0.085107[/C][C]-0.5896[/C][C]0.279099[/C][/ROW]
[ROW][C]9[/C][C]0.101691[/C][C]0.7045[/C][C]0.242252[/C][/ROW]
[ROW][C]10[/C][C]-0.045102[/C][C]-0.3125[/C][C]0.378016[/C][/ROW]
[ROW][C]11[/C][C]0.291381[/C][C]2.0187[/C][C]0.024559[/C][/ROW]
[ROW][C]12[/C][C]-0.22474[/C][C]-1.557[/C][C]0.063015[/C][/ROW]
[ROW][C]13[/C][C]-0.10839[/C][C]-0.751[/C][C]0.228174[/C][/ROW]
[ROW][C]14[/C][C]0.172781[/C][C]1.1971[/C][C]0.11858[/C][/ROW]
[ROW][C]15[/C][C]-0.192491[/C][C]-1.3336[/C][C]0.094312[/C][/ROW]
[ROW][C]16[/C][C]-0.203059[/C][C]-1.4068[/C][C]0.082959[/C][/ROW]
[ROW][C]17[/C][C]-0.066299[/C][C]-0.4593[/C][C]0.324033[/C][/ROW]
[ROW][C]18[/C][C]-0.05766[/C][C]-0.3995[/C][C]0.345657[/C][/ROW]
[ROW][C]19[/C][C]-0.036872[/C][C]-0.2555[/C][C]0.399731[/C][/ROW]
[ROW][C]20[/C][C]-0.016484[/C][C]-0.1142[/C][C]0.454777[/C][/ROW]
[ROW][C]21[/C][C]-0.038191[/C][C]-0.2646[/C][C]0.396226[/C][/ROW]
[ROW][C]22[/C][C]0.109165[/C][C]0.7563[/C][C]0.226578[/C][/ROW]
[ROW][C]23[/C][C]0.043441[/C][C]0.301[/C][C]0.382368[/C][/ROW]
[ROW][C]24[/C][C]-0.067299[/C][C]-0.4663[/C][C]0.32157[/C][/ROW]
[ROW][C]25[/C][C]-0.022769[/C][C]-0.1577[/C][C]0.437658[/C][/ROW]
[ROW][C]26[/C][C]0.098631[/C][C]0.6833[/C][C]0.24884[/C][/ROW]
[ROW][C]27[/C][C]0.07262[/C][C]0.5031[/C][C]0.308588[/C][/ROW]
[ROW][C]28[/C][C]-0.145229[/C][C]-1.0062[/C][C]0.159688[/C][/ROW]
[ROW][C]29[/C][C]0.000174[/C][C]0.0012[/C][C]0.499522[/C][/ROW]
[ROW][C]30[/C][C]0.092167[/C][C]0.6386[/C][C]0.263075[/C][/ROW]
[ROW][C]31[/C][C]-0.066269[/C][C]-0.4591[/C][C]0.324108[/C][/ROW]
[ROW][C]32[/C][C]0.056148[/C][C]0.389[/C][C]0.349497[/C][/ROW]
[ROW][C]33[/C][C]-0.02695[/C][C]-0.1867[/C][C]0.426335[/C][/ROW]
[ROW][C]34[/C][C]-0.073929[/C][C]-0.5122[/C][C]0.305432[/C][/ROW]
[ROW][C]35[/C][C]-0.032573[/C][C]-0.2257[/C][C]0.411207[/C][/ROW]
[ROW][C]36[/C][C]-0.085591[/C][C]-0.593[/C][C]0.277986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34888&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34888&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	-0.077212	-0.5349	0.297581
2	0.086379	0.5984	0.276177
3	-0.127468	-0.8831	0.190785
4	0.020384	0.1412	0.444142
5	-0.198484	-1.3751	0.087737
6	-0.03439	-0.2383	0.406347
7	0.103882	0.7197	0.237594
8	-0.085107	-0.5896	0.279099
9	0.101691	0.7045	0.242252
10	-0.045102	-0.3125	0.378016
11	0.291381	2.0187	0.024559
12	-0.22474	-1.557	0.063015
13	-0.10839	-0.751	0.228174
14	0.172781	1.1971	0.11858
15	-0.192491	-1.3336	0.094312
16	-0.203059	-1.4068	0.082959
17	-0.066299	-0.4593	0.324033
18	-0.05766	-0.3995	0.345657
19	-0.036872	-0.2555	0.399731
20	-0.016484	-0.1142	0.454777
21	-0.038191	-0.2646	0.396226
22	0.109165	0.7563	0.226578
23	0.043441	0.301	0.382368
24	-0.067299	-0.4663	0.32157
25	-0.022769	-0.1577	0.437658
26	0.098631	0.6833	0.24884
27	0.07262	0.5031	0.308588
28	-0.145229	-1.0062	0.159688
29	0.000174	0.0012	0.499522
30	0.092167	0.6386	0.263075
31	-0.066269	-0.4591	0.324108
32	0.056148	0.389	0.349497
33	-0.02695	-0.1867	0.426335
34	-0.073929	-0.5122	0.305432
35	-0.032573	-0.2257	0.411207
36	-0.085591	-0.593	0.277986

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 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