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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 12:52:27 -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/19/t1229716910mscaekwbgitei3c.htm/, Retrieved Wed, 15 May 2024 23:49:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35256, Retrieved Wed, 15 May 2024 23:49:07 +0000

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Estimated Impact

188

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

-     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-12 14:23:51] [1ce0d16c8f4225c977b42c8fa93bc163]
-   P   [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-18 11:12:14] [1ce0d16c8f4225c977b42c8fa93bc163]
-   P     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 19:24:43] [1ce0d16c8f4225c977b42c8fa93bc163]
-   P         [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-19 19:52:27] [8758b22b4a10c08c31202f233362e983] [Current]

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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	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=35256&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=35256&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35256&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	0.120232	0.8586	0.197281
2	-0.089672	-0.6404	0.262395
3	-0.044192	-0.3156	0.376799
4	0.006851	0.0489	0.480585
5	0.212932	1.5206	0.067263
6	0.012201	0.0871	0.465454
7	-0.185915	-1.3277	0.095095
8	0.115071	0.8218	0.207516
9	0.259888	1.856	0.03462
10	-0.000833	-0.0059	0.497638
11	-0.12693	-0.9065	0.184478
12	-0.385114	-2.7503	0.00411
13	-0.033379	-0.2384	0.406272
14	0.326635	2.3326	0.011825
15	-0.047024	-0.3358	0.369194
16	-0.033152	-0.2368	0.406898
17	-0.034205	-0.2443	0.404
18	0.024779	0.177	0.430121
19	0.043337	0.3095	0.379105
20	-0.139178	-0.9939	0.162474
21	-0.217931	-1.5563	0.062906
22	0.018852	0.1346	0.446718
23	0.192296	1.3733	0.087838
24	-0.013017	-0.093	0.463151
25	-0.109685	-0.7833	0.218534
26	-0.222044	-1.5857	0.059493
27	-0.080924	-0.5779	0.282933
28	0.051327	0.3666	0.357735
29	-0.119157	-0.8509	0.199388
30	-0.111341	-0.7951	0.21511
31	-0.095742	-0.6837	0.248618
32	0.069541	0.4966	0.310794
33	0.051386	0.367	0.357579
34	-0.071047	-0.5074	0.307039
35	-0.104249	-0.7445	0.229999
36	0.018898	0.135	0.446589

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.120232 & 0.8586 & 0.197281 \tabularnewline
2 & -0.089672 & -0.6404 & 0.262395 \tabularnewline
3 & -0.044192 & -0.3156 & 0.376799 \tabularnewline
4 & 0.006851 & 0.0489 & 0.480585 \tabularnewline
5 & 0.212932 & 1.5206 & 0.067263 \tabularnewline
6 & 0.012201 & 0.0871 & 0.465454 \tabularnewline
7 & -0.185915 & -1.3277 & 0.095095 \tabularnewline
8 & 0.115071 & 0.8218 & 0.207516 \tabularnewline
9 & 0.259888 & 1.856 & 0.03462 \tabularnewline
10 & -0.000833 & -0.0059 & 0.497638 \tabularnewline
11 & -0.12693 & -0.9065 & 0.184478 \tabularnewline
12 & -0.385114 & -2.7503 & 0.00411 \tabularnewline
13 & -0.033379 & -0.2384 & 0.406272 \tabularnewline
14 & 0.326635 & 2.3326 & 0.011825 \tabularnewline
15 & -0.047024 & -0.3358 & 0.369194 \tabularnewline
16 & -0.033152 & -0.2368 & 0.406898 \tabularnewline
17 & -0.034205 & -0.2443 & 0.404 \tabularnewline
18 & 0.024779 & 0.177 & 0.430121 \tabularnewline
19 & 0.043337 & 0.3095 & 0.379105 \tabularnewline
20 & -0.139178 & -0.9939 & 0.162474 \tabularnewline
21 & -0.217931 & -1.5563 & 0.062906 \tabularnewline
22 & 0.018852 & 0.1346 & 0.446718 \tabularnewline
23 & 0.192296 & 1.3733 & 0.087838 \tabularnewline
24 & -0.013017 & -0.093 & 0.463151 \tabularnewline
25 & -0.109685 & -0.7833 & 0.218534 \tabularnewline
26 & -0.222044 & -1.5857 & 0.059493 \tabularnewline
27 & -0.080924 & -0.5779 & 0.282933 \tabularnewline
28 & 0.051327 & 0.3666 & 0.357735 \tabularnewline
29 & -0.119157 & -0.8509 & 0.199388 \tabularnewline
30 & -0.111341 & -0.7951 & 0.21511 \tabularnewline
31 & -0.095742 & -0.6837 & 0.248618 \tabularnewline
32 & 0.069541 & 0.4966 & 0.310794 \tabularnewline
33 & 0.051386 & 0.367 & 0.357579 \tabularnewline
34 & -0.071047 & -0.5074 & 0.307039 \tabularnewline
35 & -0.104249 & -0.7445 & 0.229999 \tabularnewline
36 & 0.018898 & 0.135 & 0.446589 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35256&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]0.120232[/C][C]0.8586[/C][C]0.197281[/C][/ROW]
[ROW][C]2[/C][C]-0.089672[/C][C]-0.6404[/C][C]0.262395[/C][/ROW]
[ROW][C]3[/C][C]-0.044192[/C][C]-0.3156[/C][C]0.376799[/C][/ROW]
[ROW][C]4[/C][C]0.006851[/C][C]0.0489[/C][C]0.480585[/C][/ROW]
[ROW][C]5[/C][C]0.212932[/C][C]1.5206[/C][C]0.067263[/C][/ROW]
[ROW][C]6[/C][C]0.012201[/C][C]0.0871[/C][C]0.465454[/C][/ROW]
[ROW][C]7[/C][C]-0.185915[/C][C]-1.3277[/C][C]0.095095[/C][/ROW]
[ROW][C]8[/C][C]0.115071[/C][C]0.8218[/C][C]0.207516[/C][/ROW]
[ROW][C]9[/C][C]0.259888[/C][C]1.856[/C][C]0.03462[/C][/ROW]
[ROW][C]10[/C][C]-0.000833[/C][C]-0.0059[/C][C]0.497638[/C][/ROW]
[ROW][C]11[/C][C]-0.12693[/C][C]-0.9065[/C][C]0.184478[/C][/ROW]
[ROW][C]12[/C][C]-0.385114[/C][C]-2.7503[/C][C]0.00411[/C][/ROW]
[ROW][C]13[/C][C]-0.033379[/C][C]-0.2384[/C][C]0.406272[/C][/ROW]
[ROW][C]14[/C][C]0.326635[/C][C]2.3326[/C][C]0.011825[/C][/ROW]
[ROW][C]15[/C][C]-0.047024[/C][C]-0.3358[/C][C]0.369194[/C][/ROW]
[ROW][C]16[/C][C]-0.033152[/C][C]-0.2368[/C][C]0.406898[/C][/ROW]
[ROW][C]17[/C][C]-0.034205[/C][C]-0.2443[/C][C]0.404[/C][/ROW]
[ROW][C]18[/C][C]0.024779[/C][C]0.177[/C][C]0.430121[/C][/ROW]
[ROW][C]19[/C][C]0.043337[/C][C]0.3095[/C][C]0.379105[/C][/ROW]
[ROW][C]20[/C][C]-0.139178[/C][C]-0.9939[/C][C]0.162474[/C][/ROW]
[ROW][C]21[/C][C]-0.217931[/C][C]-1.5563[/C][C]0.062906[/C][/ROW]
[ROW][C]22[/C][C]0.018852[/C][C]0.1346[/C][C]0.446718[/C][/ROW]
[ROW][C]23[/C][C]0.192296[/C][C]1.3733[/C][C]0.087838[/C][/ROW]
[ROW][C]24[/C][C]-0.013017[/C][C]-0.093[/C][C]0.463151[/C][/ROW]
[ROW][C]25[/C][C]-0.109685[/C][C]-0.7833[/C][C]0.218534[/C][/ROW]
[ROW][C]26[/C][C]-0.222044[/C][C]-1.5857[/C][C]0.059493[/C][/ROW]
[ROW][C]27[/C][C]-0.080924[/C][C]-0.5779[/C][C]0.282933[/C][/ROW]
[ROW][C]28[/C][C]0.051327[/C][C]0.3666[/C][C]0.357735[/C][/ROW]
[ROW][C]29[/C][C]-0.119157[/C][C]-0.8509[/C][C]0.199388[/C][/ROW]
[ROW][C]30[/C][C]-0.111341[/C][C]-0.7951[/C][C]0.21511[/C][/ROW]
[ROW][C]31[/C][C]-0.095742[/C][C]-0.6837[/C][C]0.248618[/C][/ROW]
[ROW][C]32[/C][C]0.069541[/C][C]0.4966[/C][C]0.310794[/C][/ROW]
[ROW][C]33[/C][C]0.051386[/C][C]0.367[/C][C]0.357579[/C][/ROW]
[ROW][C]34[/C][C]-0.071047[/C][C]-0.5074[/C][C]0.307039[/C][/ROW]
[ROW][C]35[/C][C]-0.104249[/C][C]-0.7445[/C][C]0.229999[/C][/ROW]
[ROW][C]36[/C][C]0.018898[/C][C]0.135[/C][C]0.446589[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35256&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35256&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	0.120232	0.8586	0.197281
2	-0.089672	-0.6404	0.262395
3	-0.044192	-0.3156	0.376799
4	0.006851	0.0489	0.480585
5	0.212932	1.5206	0.067263
6	0.012201	0.0871	0.465454
7	-0.185915	-1.3277	0.095095
8	0.115071	0.8218	0.207516
9	0.259888	1.856	0.03462
10	-0.000833	-0.0059	0.497638
11	-0.12693	-0.9065	0.184478
12	-0.385114	-2.7503	0.00411
13	-0.033379	-0.2384	0.406272
14	0.326635	2.3326	0.011825
15	-0.047024	-0.3358	0.369194
16	-0.033152	-0.2368	0.406898
17	-0.034205	-0.2443	0.404
18	0.024779	0.177	0.430121
19	0.043337	0.3095	0.379105
20	-0.139178	-0.9939	0.162474
21	-0.217931	-1.5563	0.062906
22	0.018852	0.1346	0.446718
23	0.192296	1.3733	0.087838
24	-0.013017	-0.093	0.463151
25	-0.109685	-0.7833	0.218534
26	-0.222044	-1.5857	0.059493
27	-0.080924	-0.5779	0.282933
28	0.051327	0.3666	0.357735
29	-0.119157	-0.8509	0.199388
30	-0.111341	-0.7951	0.21511
31	-0.095742	-0.6837	0.248618
32	0.069541	0.4966	0.310794
33	0.051386	0.367	0.357579
34	-0.071047	-0.5074	0.307039
35	-0.104249	-0.7445	0.229999
36	0.018898	0.135	0.446589

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.120232	0.8586	0.197281
2	-0.105655	-0.7545	0.227001
3	-0.02008	-0.1434	0.443271
4	0.005966	0.0426	0.483092
5	0.210369	1.5023	0.069589
6	-0.045047	-0.3217	0.374498
7	-0.153793	-1.0983	0.138615
8	0.183639	1.3114	0.09779
9	0.222536	1.5892	0.059095
10	-0.120355	-0.8595	0.197043
11	-0.108127	-0.7722	0.221785
12	-0.31349	-2.2388	0.014781
13	0.00109	0.0078	0.496909
14	0.250685	1.7902	0.039676
15	-0.084731	-0.6051	0.273899
16	0.071207	0.5085	0.306641
17	0.016289	0.1163	0.453925
18	-0.025162	-0.1797	0.429052
19	-0.133121	-0.9507	0.173128
20	-0.008198	-0.0585	0.476772
21	0.021581	0.1541	0.439061
22	-0.081749	-0.5838	0.280961
23	0.053498	0.382	0.352006
24	-0.144962	-1.0352	0.152722
25	-0.087423	-0.6243	0.267599
26	0.002	0.0143	0.494329
27	-0.117331	-0.8379	0.202995
28	-0.00789	-0.0563	0.477643
29	-0.021886	-0.1563	0.438209
30	-0.057439	-0.4102	0.34169
31	-0.187766	-1.3409	0.092945
32	0.012767	0.0912	0.463855
33	0.051875	0.3705	0.356288
34	-0.011258	-0.0804	0.468118
35	0.123717	0.8835	0.190551
36	-0.000713	-0.0051	0.49798

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.120232 & 0.8586 & 0.197281 \tabularnewline
2 & -0.105655 & -0.7545 & 0.227001 \tabularnewline
3 & -0.02008 & -0.1434 & 0.443271 \tabularnewline
4 & 0.005966 & 0.0426 & 0.483092 \tabularnewline
5 & 0.210369 & 1.5023 & 0.069589 \tabularnewline
6 & -0.045047 & -0.3217 & 0.374498 \tabularnewline
7 & -0.153793 & -1.0983 & 0.138615 \tabularnewline
8 & 0.183639 & 1.3114 & 0.09779 \tabularnewline
9 & 0.222536 & 1.5892 & 0.059095 \tabularnewline
10 & -0.120355 & -0.8595 & 0.197043 \tabularnewline
11 & -0.108127 & -0.7722 & 0.221785 \tabularnewline
12 & -0.31349 & -2.2388 & 0.014781 \tabularnewline
13 & 0.00109 & 0.0078 & 0.496909 \tabularnewline
14 & 0.250685 & 1.7902 & 0.039676 \tabularnewline
15 & -0.084731 & -0.6051 & 0.273899 \tabularnewline
16 & 0.071207 & 0.5085 & 0.306641 \tabularnewline
17 & 0.016289 & 0.1163 & 0.453925 \tabularnewline
18 & -0.025162 & -0.1797 & 0.429052 \tabularnewline
19 & -0.133121 & -0.9507 & 0.173128 \tabularnewline
20 & -0.008198 & -0.0585 & 0.476772 \tabularnewline
21 & 0.021581 & 0.1541 & 0.439061 \tabularnewline
22 & -0.081749 & -0.5838 & 0.280961 \tabularnewline
23 & 0.053498 & 0.382 & 0.352006 \tabularnewline
24 & -0.144962 & -1.0352 & 0.152722 \tabularnewline
25 & -0.087423 & -0.6243 & 0.267599 \tabularnewline
26 & 0.002 & 0.0143 & 0.494329 \tabularnewline
27 & -0.117331 & -0.8379 & 0.202995 \tabularnewline
28 & -0.00789 & -0.0563 & 0.477643 \tabularnewline
29 & -0.021886 & -0.1563 & 0.438209 \tabularnewline
30 & -0.057439 & -0.4102 & 0.34169 \tabularnewline
31 & -0.187766 & -1.3409 & 0.092945 \tabularnewline
32 & 0.012767 & 0.0912 & 0.463855 \tabularnewline
33 & 0.051875 & 0.3705 & 0.356288 \tabularnewline
34 & -0.011258 & -0.0804 & 0.468118 \tabularnewline
35 & 0.123717 & 0.8835 & 0.190551 \tabularnewline
36 & -0.000713 & -0.0051 & 0.49798 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35256&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]0.120232[/C][C]0.8586[/C][C]0.197281[/C][/ROW]
[ROW][C]2[/C][C]-0.105655[/C][C]-0.7545[/C][C]0.227001[/C][/ROW]
[ROW][C]3[/C][C]-0.02008[/C][C]-0.1434[/C][C]0.443271[/C][/ROW]
[ROW][C]4[/C][C]0.005966[/C][C]0.0426[/C][C]0.483092[/C][/ROW]
[ROW][C]5[/C][C]0.210369[/C][C]1.5023[/C][C]0.069589[/C][/ROW]
[ROW][C]6[/C][C]-0.045047[/C][C]-0.3217[/C][C]0.374498[/C][/ROW]
[ROW][C]7[/C][C]-0.153793[/C][C]-1.0983[/C][C]0.138615[/C][/ROW]
[ROW][C]8[/C][C]0.183639[/C][C]1.3114[/C][C]0.09779[/C][/ROW]
[ROW][C]9[/C][C]0.222536[/C][C]1.5892[/C][C]0.059095[/C][/ROW]
[ROW][C]10[/C][C]-0.120355[/C][C]-0.8595[/C][C]0.197043[/C][/ROW]
[ROW][C]11[/C][C]-0.108127[/C][C]-0.7722[/C][C]0.221785[/C][/ROW]
[ROW][C]12[/C][C]-0.31349[/C][C]-2.2388[/C][C]0.014781[/C][/ROW]
[ROW][C]13[/C][C]0.00109[/C][C]0.0078[/C][C]0.496909[/C][/ROW]
[ROW][C]14[/C][C]0.250685[/C][C]1.7902[/C][C]0.039676[/C][/ROW]
[ROW][C]15[/C][C]-0.084731[/C][C]-0.6051[/C][C]0.273899[/C][/ROW]
[ROW][C]16[/C][C]0.071207[/C][C]0.5085[/C][C]0.306641[/C][/ROW]
[ROW][C]17[/C][C]0.016289[/C][C]0.1163[/C][C]0.453925[/C][/ROW]
[ROW][C]18[/C][C]-0.025162[/C][C]-0.1797[/C][C]0.429052[/C][/ROW]
[ROW][C]19[/C][C]-0.133121[/C][C]-0.9507[/C][C]0.173128[/C][/ROW]
[ROW][C]20[/C][C]-0.008198[/C][C]-0.0585[/C][C]0.476772[/C][/ROW]
[ROW][C]21[/C][C]0.021581[/C][C]0.1541[/C][C]0.439061[/C][/ROW]
[ROW][C]22[/C][C]-0.081749[/C][C]-0.5838[/C][C]0.280961[/C][/ROW]
[ROW][C]23[/C][C]0.053498[/C][C]0.382[/C][C]0.352006[/C][/ROW]
[ROW][C]24[/C][C]-0.144962[/C][C]-1.0352[/C][C]0.152722[/C][/ROW]
[ROW][C]25[/C][C]-0.087423[/C][C]-0.6243[/C][C]0.267599[/C][/ROW]
[ROW][C]26[/C][C]0.002[/C][C]0.0143[/C][C]0.494329[/C][/ROW]
[ROW][C]27[/C][C]-0.117331[/C][C]-0.8379[/C][C]0.202995[/C][/ROW]
[ROW][C]28[/C][C]-0.00789[/C][C]-0.0563[/C][C]0.477643[/C][/ROW]
[ROW][C]29[/C][C]-0.021886[/C][C]-0.1563[/C][C]0.438209[/C][/ROW]
[ROW][C]30[/C][C]-0.057439[/C][C]-0.4102[/C][C]0.34169[/C][/ROW]
[ROW][C]31[/C][C]-0.187766[/C][C]-1.3409[/C][C]0.092945[/C][/ROW]
[ROW][C]32[/C][C]0.012767[/C][C]0.0912[/C][C]0.463855[/C][/ROW]
[ROW][C]33[/C][C]0.051875[/C][C]0.3705[/C][C]0.356288[/C][/ROW]
[ROW][C]34[/C][C]-0.011258[/C][C]-0.0804[/C][C]0.468118[/C][/ROW]
[ROW][C]35[/C][C]0.123717[/C][C]0.8835[/C][C]0.190551[/C][/ROW]
[ROW][C]36[/C][C]-0.000713[/C][C]-0.0051[/C][C]0.49798[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35256&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35256&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	0.120232	0.8586	0.197281
2	-0.105655	-0.7545	0.227001
3	-0.02008	-0.1434	0.443271
4	0.005966	0.0426	0.483092
5	0.210369	1.5023	0.069589
6	-0.045047	-0.3217	0.374498
7	-0.153793	-1.0983	0.138615
8	0.183639	1.3114	0.09779
9	0.222536	1.5892	0.059095
10	-0.120355	-0.8595	0.197043
11	-0.108127	-0.7722	0.221785
12	-0.31349	-2.2388	0.014781
13	0.00109	0.0078	0.496909
14	0.250685	1.7902	0.039676
15	-0.084731	-0.6051	0.273899
16	0.071207	0.5085	0.306641
17	0.016289	0.1163	0.453925
18	-0.025162	-0.1797	0.429052
19	-0.133121	-0.9507	0.173128
20	-0.008198	-0.0585	0.476772
21	0.021581	0.1541	0.439061
22	-0.081749	-0.5838	0.280961
23	0.053498	0.382	0.352006
24	-0.144962	-1.0352	0.152722
25	-0.087423	-0.6243	0.267599
26	0.002	0.0143	0.494329
27	-0.117331	-0.8379	0.202995
28	-0.00789	-0.0563	0.477643
29	-0.021886	-0.1563	0.438209
30	-0.057439	-0.4102	0.34169
31	-0.187766	-1.3409	0.092945
32	0.012767	0.0912	0.463855
33	0.051875	0.3705	0.356288
34	-0.011258	-0.0804	0.468118
35	0.123717	0.8835	0.190551
36	-0.000713	-0.0051	0.49798

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 = 2 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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