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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 16:29:15 -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/22/t1229902264yvujyhslbhpsx1m.htm/, Retrieved Sun, 12 May 2024 22:12:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35907, Retrieved Sun, 12 May 2024 22:12:34 +0000

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Estimated Impact

205

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

-     [(Partial) Autocorrelation Function] [(P)ACF werkloosheid] [2008-12-21 22:54:14] [7a4703cb85a198d9845d72899eff0288]
-   P     [(Partial) Autocorrelation Function] [(P)ACF werkloosheid] [2008-12-21 23:29:15] [9f72e095d5529918bf5b0810c01bf6ce] [Current]
-   P       [(Partial) Autocorrelation Function] [(P)ACF werklooshe...] [2008-12-22 12:23:56] [7a4703cb85a198d9845d72899eff0288] 
-   P         [(Partial) Autocorrelation Function] [(P)ACF Werklooshe...] [2008-12-22 12:31:57] [7a4703cb85a198d9845d72899eff0288] 
- RMP         [Spectral Analysis] [Spectral analysis...] [2008-12-22 12:38:27] [7a4703cb85a198d9845d72899eff0288] 
-   P           [Spectral Analysis] [Spectral Analysis...] [2008-12-22 13:08:13] [7a4703cb85a198d9845d72899eff0288] 
-   P             [Spectral Analysis] [Spectral analysis...] [2008-12-22 13:40:53] [7a4703cb85a198d9845d72899eff0288] 
-   P               [Spectral Analysis] [Spectral Analysis...] [2008-12-22 13:59:31] [7a4703cb85a198d9845d72899eff0288] 
- RMP               [ARIMA Forecasting] [] [2008-12-22 19:20:32] [b98453cac15ba1066b407e146608df68] 
- RMPD          [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-23 13:32:19] [7a4703cb85a198d9845d72899eff0288] 

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Dataseries X:

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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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35907&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]0 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=35907&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35907&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.84321	5.0593	6e-06
2	0.62909	3.7745	0.000289
3	0.426632	2.5598	0.007409
4	0.278088	1.6685	0.051944
5	0.206877	1.2413	0.111268
6	0.134235	0.8054	0.212935
7	0.114923	0.6895	0.247452
8	0.111119	0.6667	0.254602
9	0.153679	0.9221	0.181315
10	0.223948	1.3437	0.093729
11	0.284774	1.7086	0.048063
12	0.29156	1.7494	0.044375
13	0.163773	0.9826	0.166172
14	0.020785	0.1247	0.450724
15	-0.109097	-0.6546	0.258449
16	-0.205943	-1.2357	0.112295
17	-0.265626	-1.5938	0.059867
18	-0.325423	-1.9525	0.029342
19	-0.311085	-1.8665	0.035066
20	-0.289219	-1.7353	0.04562
21	-0.233034	-1.3982	0.085303
22	-0.165851	-0.9951	0.163163
23	-0.104588	-0.6275	0.267136
24	-0.086426	-0.5186	0.303622
25	-0.136713	-0.8203	0.208729
26	-0.191051	-1.1463	0.129616
27	-0.263005	-1.578	0.061653
28	-0.318424	-1.9105	0.032027
29	-0.349043	-2.0943	0.02167
30	-0.351837	-2.111	0.02089
31	-0.269217	-1.6153	0.057488
32	-0.188697	-1.1322	0.132521
33	-0.120813	-0.7249	0.236605
34	-0.065796	-0.3948	0.347669
35	-0.031806	-0.1908	0.424864
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84321 & 5.0593 & 6e-06 \tabularnewline
2 & 0.62909 & 3.7745 & 0.000289 \tabularnewline
3 & 0.426632 & 2.5598 & 0.007409 \tabularnewline
4 & 0.278088 & 1.6685 & 0.051944 \tabularnewline
5 & 0.206877 & 1.2413 & 0.111268 \tabularnewline
6 & 0.134235 & 0.8054 & 0.212935 \tabularnewline
7 & 0.114923 & 0.6895 & 0.247452 \tabularnewline
8 & 0.111119 & 0.6667 & 0.254602 \tabularnewline
9 & 0.153679 & 0.9221 & 0.181315 \tabularnewline
10 & 0.223948 & 1.3437 & 0.093729 \tabularnewline
11 & 0.284774 & 1.7086 & 0.048063 \tabularnewline
12 & 0.29156 & 1.7494 & 0.044375 \tabularnewline
13 & 0.163773 & 0.9826 & 0.166172 \tabularnewline
14 & 0.020785 & 0.1247 & 0.450724 \tabularnewline
15 & -0.109097 & -0.6546 & 0.258449 \tabularnewline
16 & -0.205943 & -1.2357 & 0.112295 \tabularnewline
17 & -0.265626 & -1.5938 & 0.059867 \tabularnewline
18 & -0.325423 & -1.9525 & 0.029342 \tabularnewline
19 & -0.311085 & -1.8665 & 0.035066 \tabularnewline
20 & -0.289219 & -1.7353 & 0.04562 \tabularnewline
21 & -0.233034 & -1.3982 & 0.085303 \tabularnewline
22 & -0.165851 & -0.9951 & 0.163163 \tabularnewline
23 & -0.104588 & -0.6275 & 0.267136 \tabularnewline
24 & -0.086426 & -0.5186 & 0.303622 \tabularnewline
25 & -0.136713 & -0.8203 & 0.208729 \tabularnewline
26 & -0.191051 & -1.1463 & 0.129616 \tabularnewline
27 & -0.263005 & -1.578 & 0.061653 \tabularnewline
28 & -0.318424 & -1.9105 & 0.032027 \tabularnewline
29 & -0.349043 & -2.0943 & 0.02167 \tabularnewline
30 & -0.351837 & -2.111 & 0.02089 \tabularnewline
31 & -0.269217 & -1.6153 & 0.057488 \tabularnewline
32 & -0.188697 & -1.1322 & 0.132521 \tabularnewline
33 & -0.120813 & -0.7249 & 0.236605 \tabularnewline
34 & -0.065796 & -0.3948 & 0.347669 \tabularnewline
35 & -0.031806 & -0.1908 & 0.424864 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35907&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]0.84321[/C][C]5.0593[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.62909[/C][C]3.7745[/C][C]0.000289[/C][/ROW]
[ROW][C]3[/C][C]0.426632[/C][C]2.5598[/C][C]0.007409[/C][/ROW]
[ROW][C]4[/C][C]0.278088[/C][C]1.6685[/C][C]0.051944[/C][/ROW]
[ROW][C]5[/C][C]0.206877[/C][C]1.2413[/C][C]0.111268[/C][/ROW]
[ROW][C]6[/C][C]0.134235[/C][C]0.8054[/C][C]0.212935[/C][/ROW]
[ROW][C]7[/C][C]0.114923[/C][C]0.6895[/C][C]0.247452[/C][/ROW]
[ROW][C]8[/C][C]0.111119[/C][C]0.6667[/C][C]0.254602[/C][/ROW]
[ROW][C]9[/C][C]0.153679[/C][C]0.9221[/C][C]0.181315[/C][/ROW]
[ROW][C]10[/C][C]0.223948[/C][C]1.3437[/C][C]0.093729[/C][/ROW]
[ROW][C]11[/C][C]0.284774[/C][C]1.7086[/C][C]0.048063[/C][/ROW]
[ROW][C]12[/C][C]0.29156[/C][C]1.7494[/C][C]0.044375[/C][/ROW]
[ROW][C]13[/C][C]0.163773[/C][C]0.9826[/C][C]0.166172[/C][/ROW]
[ROW][C]14[/C][C]0.020785[/C][C]0.1247[/C][C]0.450724[/C][/ROW]
[ROW][C]15[/C][C]-0.109097[/C][C]-0.6546[/C][C]0.258449[/C][/ROW]
[ROW][C]16[/C][C]-0.205943[/C][C]-1.2357[/C][C]0.112295[/C][/ROW]
[ROW][C]17[/C][C]-0.265626[/C][C]-1.5938[/C][C]0.059867[/C][/ROW]
[ROW][C]18[/C][C]-0.325423[/C][C]-1.9525[/C][C]0.029342[/C][/ROW]
[ROW][C]19[/C][C]-0.311085[/C][C]-1.8665[/C][C]0.035066[/C][/ROW]
[ROW][C]20[/C][C]-0.289219[/C][C]-1.7353[/C][C]0.04562[/C][/ROW]
[ROW][C]21[/C][C]-0.233034[/C][C]-1.3982[/C][C]0.085303[/C][/ROW]
[ROW][C]22[/C][C]-0.165851[/C][C]-0.9951[/C][C]0.163163[/C][/ROW]
[ROW][C]23[/C][C]-0.104588[/C][C]-0.6275[/C][C]0.267136[/C][/ROW]
[ROW][C]24[/C][C]-0.086426[/C][C]-0.5186[/C][C]0.303622[/C][/ROW]
[ROW][C]25[/C][C]-0.136713[/C][C]-0.8203[/C][C]0.208729[/C][/ROW]
[ROW][C]26[/C][C]-0.191051[/C][C]-1.1463[/C][C]0.129616[/C][/ROW]
[ROW][C]27[/C][C]-0.263005[/C][C]-1.578[/C][C]0.061653[/C][/ROW]
[ROW][C]28[/C][C]-0.318424[/C][C]-1.9105[/C][C]0.032027[/C][/ROW]
[ROW][C]29[/C][C]-0.349043[/C][C]-2.0943[/C][C]0.02167[/C][/ROW]
[ROW][C]30[/C][C]-0.351837[/C][C]-2.111[/C][C]0.02089[/C][/ROW]
[ROW][C]31[/C][C]-0.269217[/C][C]-1.6153[/C][C]0.057488[/C][/ROW]
[ROW][C]32[/C][C]-0.188697[/C][C]-1.1322[/C][C]0.132521[/C][/ROW]
[ROW][C]33[/C][C]-0.120813[/C][C]-0.7249[/C][C]0.236605[/C][/ROW]
[ROW][C]34[/C][C]-0.065796[/C][C]-0.3948[/C][C]0.347669[/C][/ROW]
[ROW][C]35[/C][C]-0.031806[/C][C]-0.1908[/C][C]0.424864[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35907&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35907&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	0.84321	5.0593	6e-06
2	0.62909	3.7745	0.000289
3	0.426632	2.5598	0.007409
4	0.278088	1.6685	0.051944
5	0.206877	1.2413	0.111268
6	0.134235	0.8054	0.212935
7	0.114923	0.6895	0.247452
8	0.111119	0.6667	0.254602
9	0.153679	0.9221	0.181315
10	0.223948	1.3437	0.093729
11	0.284774	1.7086	0.048063
12	0.29156	1.7494	0.044375
13	0.163773	0.9826	0.166172
14	0.020785	0.1247	0.450724
15	-0.109097	-0.6546	0.258449
16	-0.205943	-1.2357	0.112295
17	-0.265626	-1.5938	0.059867
18	-0.325423	-1.9525	0.029342
19	-0.311085	-1.8665	0.035066
20	-0.289219	-1.7353	0.04562
21	-0.233034	-1.3982	0.085303
22	-0.165851	-0.9951	0.163163
23	-0.104588	-0.6275	0.267136
24	-0.086426	-0.5186	0.303622
25	-0.136713	-0.8203	0.208729
26	-0.191051	-1.1463	0.129616
27	-0.263005	-1.578	0.061653
28	-0.318424	-1.9105	0.032027
29	-0.349043	-2.0943	0.02167
30	-0.351837	-2.111	0.02089
31	-0.269217	-1.6153	0.057488
32	-0.188697	-1.1322	0.132521
33	-0.120813	-0.7249	0.236605
34	-0.065796	-0.3948	0.347669
35	-0.031806	-0.1908	0.424864
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.84321	5.0593	6e-06
2	-0.28344	-1.7006	0.048818
3	-0.0571	-0.3426	0.366945
4	0.04103	0.2462	0.403471
5	0.110784	0.6647	0.255238
6	-0.159391	-0.9563	0.172638
7	0.171267	1.0276	0.155496
8	-0.012915	-0.0775	0.469331
9	0.178944	1.0737	0.145059
10	0.060098	0.3606	0.360257
11	0.089268	0.5356	0.297762
12	-0.153197	-0.9192	0.182059
13	-0.330133	-1.9808	0.027647
14	0.030186	0.1811	0.428647
15	-0.056804	-0.3408	0.367608
16	-0.10076	-0.6046	0.274631
17	-0.085367	-0.5122	0.305819
18	-0.058234	-0.3494	0.364411
19	0.111992	0.672	0.252951
20	-0.140042	-0.8402	0.203157
21	0.041067	0.2464	0.403385
22	-0.031063	-0.1864	0.426597
23	0.09583	0.575	0.28444
24	-0.144108	-0.8646	0.196479
25	0.057999	0.348	0.364935
26	-0.050435	-0.3026	0.381965
27	-0.088447	-0.5307	0.299449
28	-0.06557	-0.3934	0.348165
29	0.045444	0.2727	0.393335
30	-0.00244	-0.0146	0.4942
31	0.12485	0.7491	0.229332
32	-0.07398	-0.4439	0.329894
33	-0.06474	-0.3884	0.349989
34	-0.026744	-0.1605	0.436705
35	0.003458	0.0207	0.491781
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84321 & 5.0593 & 6e-06 \tabularnewline
2 & -0.28344 & -1.7006 & 0.048818 \tabularnewline
3 & -0.0571 & -0.3426 & 0.366945 \tabularnewline
4 & 0.04103 & 0.2462 & 0.403471 \tabularnewline
5 & 0.110784 & 0.6647 & 0.255238 \tabularnewline
6 & -0.159391 & -0.9563 & 0.172638 \tabularnewline
7 & 0.171267 & 1.0276 & 0.155496 \tabularnewline
8 & -0.012915 & -0.0775 & 0.469331 \tabularnewline
9 & 0.178944 & 1.0737 & 0.145059 \tabularnewline
10 & 0.060098 & 0.3606 & 0.360257 \tabularnewline
11 & 0.089268 & 0.5356 & 0.297762 \tabularnewline
12 & -0.153197 & -0.9192 & 0.182059 \tabularnewline
13 & -0.330133 & -1.9808 & 0.027647 \tabularnewline
14 & 0.030186 & 0.1811 & 0.428647 \tabularnewline
15 & -0.056804 & -0.3408 & 0.367608 \tabularnewline
16 & -0.10076 & -0.6046 & 0.274631 \tabularnewline
17 & -0.085367 & -0.5122 & 0.305819 \tabularnewline
18 & -0.058234 & -0.3494 & 0.364411 \tabularnewline
19 & 0.111992 & 0.672 & 0.252951 \tabularnewline
20 & -0.140042 & -0.8402 & 0.203157 \tabularnewline
21 & 0.041067 & 0.2464 & 0.403385 \tabularnewline
22 & -0.031063 & -0.1864 & 0.426597 \tabularnewline
23 & 0.09583 & 0.575 & 0.28444 \tabularnewline
24 & -0.144108 & -0.8646 & 0.196479 \tabularnewline
25 & 0.057999 & 0.348 & 0.364935 \tabularnewline
26 & -0.050435 & -0.3026 & 0.381965 \tabularnewline
27 & -0.088447 & -0.5307 & 0.299449 \tabularnewline
28 & -0.06557 & -0.3934 & 0.348165 \tabularnewline
29 & 0.045444 & 0.2727 & 0.393335 \tabularnewline
30 & -0.00244 & -0.0146 & 0.4942 \tabularnewline
31 & 0.12485 & 0.7491 & 0.229332 \tabularnewline
32 & -0.07398 & -0.4439 & 0.329894 \tabularnewline
33 & -0.06474 & -0.3884 & 0.349989 \tabularnewline
34 & -0.026744 & -0.1605 & 0.436705 \tabularnewline
35 & 0.003458 & 0.0207 & 0.491781 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35907&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]0.84321[/C][C]5.0593[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.28344[/C][C]-1.7006[/C][C]0.048818[/C][/ROW]
[ROW][C]3[/C][C]-0.0571[/C][C]-0.3426[/C][C]0.366945[/C][/ROW]
[ROW][C]4[/C][C]0.04103[/C][C]0.2462[/C][C]0.403471[/C][/ROW]
[ROW][C]5[/C][C]0.110784[/C][C]0.6647[/C][C]0.255238[/C][/ROW]
[ROW][C]6[/C][C]-0.159391[/C][C]-0.9563[/C][C]0.172638[/C][/ROW]
[ROW][C]7[/C][C]0.171267[/C][C]1.0276[/C][C]0.155496[/C][/ROW]
[ROW][C]8[/C][C]-0.012915[/C][C]-0.0775[/C][C]0.469331[/C][/ROW]
[ROW][C]9[/C][C]0.178944[/C][C]1.0737[/C][C]0.145059[/C][/ROW]
[ROW][C]10[/C][C]0.060098[/C][C]0.3606[/C][C]0.360257[/C][/ROW]
[ROW][C]11[/C][C]0.089268[/C][C]0.5356[/C][C]0.297762[/C][/ROW]
[ROW][C]12[/C][C]-0.153197[/C][C]-0.9192[/C][C]0.182059[/C][/ROW]
[ROW][C]13[/C][C]-0.330133[/C][C]-1.9808[/C][C]0.027647[/C][/ROW]
[ROW][C]14[/C][C]0.030186[/C][C]0.1811[/C][C]0.428647[/C][/ROW]
[ROW][C]15[/C][C]-0.056804[/C][C]-0.3408[/C][C]0.367608[/C][/ROW]
[ROW][C]16[/C][C]-0.10076[/C][C]-0.6046[/C][C]0.274631[/C][/ROW]
[ROW][C]17[/C][C]-0.085367[/C][C]-0.5122[/C][C]0.305819[/C][/ROW]
[ROW][C]18[/C][C]-0.058234[/C][C]-0.3494[/C][C]0.364411[/C][/ROW]
[ROW][C]19[/C][C]0.111992[/C][C]0.672[/C][C]0.252951[/C][/ROW]
[ROW][C]20[/C][C]-0.140042[/C][C]-0.8402[/C][C]0.203157[/C][/ROW]
[ROW][C]21[/C][C]0.041067[/C][C]0.2464[/C][C]0.403385[/C][/ROW]
[ROW][C]22[/C][C]-0.031063[/C][C]-0.1864[/C][C]0.426597[/C][/ROW]
[ROW][C]23[/C][C]0.09583[/C][C]0.575[/C][C]0.28444[/C][/ROW]
[ROW][C]24[/C][C]-0.144108[/C][C]-0.8646[/C][C]0.196479[/C][/ROW]
[ROW][C]25[/C][C]0.057999[/C][C]0.348[/C][C]0.364935[/C][/ROW]
[ROW][C]26[/C][C]-0.050435[/C][C]-0.3026[/C][C]0.381965[/C][/ROW]
[ROW][C]27[/C][C]-0.088447[/C][C]-0.5307[/C][C]0.299449[/C][/ROW]
[ROW][C]28[/C][C]-0.06557[/C][C]-0.3934[/C][C]0.348165[/C][/ROW]
[ROW][C]29[/C][C]0.045444[/C][C]0.2727[/C][C]0.393335[/C][/ROW]
[ROW][C]30[/C][C]-0.00244[/C][C]-0.0146[/C][C]0.4942[/C][/ROW]
[ROW][C]31[/C][C]0.12485[/C][C]0.7491[/C][C]0.229332[/C][/ROW]
[ROW][C]32[/C][C]-0.07398[/C][C]-0.4439[/C][C]0.329894[/C][/ROW]
[ROW][C]33[/C][C]-0.06474[/C][C]-0.3884[/C][C]0.349989[/C][/ROW]
[ROW][C]34[/C][C]-0.026744[/C][C]-0.1605[/C][C]0.436705[/C][/ROW]
[ROW][C]35[/C][C]0.003458[/C][C]0.0207[/C][C]0.491781[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35907&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35907&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	0.84321	5.0593	6e-06
2	-0.28344	-1.7006	0.048818
3	-0.0571	-0.3426	0.366945
4	0.04103	0.2462	0.403471
5	0.110784	0.6647	0.255238
6	-0.159391	-0.9563	0.172638
7	0.171267	1.0276	0.155496
8	-0.012915	-0.0775	0.469331
9	0.178944	1.0737	0.145059
10	0.060098	0.3606	0.360257
11	0.089268	0.5356	0.297762
12	-0.153197	-0.9192	0.182059
13	-0.330133	-1.9808	0.027647
14	0.030186	0.1811	0.428647
15	-0.056804	-0.3408	0.367608
16	-0.10076	-0.6046	0.274631
17	-0.085367	-0.5122	0.305819
18	-0.058234	-0.3494	0.364411
19	0.111992	0.672	0.252951
20	-0.140042	-0.8402	0.203157
21	0.041067	0.2464	0.403385
22	-0.031063	-0.1864	0.426597
23	0.09583	0.575	0.28444
24	-0.144108	-0.8646	0.196479
25	0.057999	0.348	0.364935
26	-0.050435	-0.3026	0.381965
27	-0.088447	-0.5307	0.299449
28	-0.06557	-0.3934	0.348165
29	0.045444	0.2727	0.393335
30	-0.00244	-0.0146	0.4942
31	0.12485	0.7491	0.229332
32	-0.07398	-0.4439	0.329894
33	-0.06474	-0.3884	0.349989
34	-0.026744	-0.1605	0.436705
35	0.003458	0.0207	0.491781
36	NA	NA	NA

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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