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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 04:29:09 -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/07/t12286494145ott92cp32mfx01.htm/, Retrieved Sat, 18 May 2024 20:42:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29871, Retrieved Sat, 18 May 2024 20:42:44 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

204

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

-       [(Partial) Autocorrelation Function] [paper - autocorre...] [2008-12-07 11:29:09] [1828943283e41f5e3270e2e73d6433b4] [Current]
-   PD    [(Partial) Autocorrelation Function] [paper - inflatie ...] [2008-12-13 15:31:10] [b6c777429d07a05453509ef079833861] 
- RMP       [ARIMA Backward Selection] [paper - inflatie ...] [2008-12-13 15:44:09] [b6c777429d07a05453509ef079833861] 
-   PD        [ARIMA Backward Selection] [paper - inflatie ...] [2008-12-14 10:34:20] [b6c777429d07a05453509ef079833861] 

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Dataseries X:

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Histogram

Boxplots

19,2
26,6
26,6
31,4
31,2
26,4
20,7
20,7
15
13,3
8,7
10,2
4,3
-0,1
-4,6
-3,9
-3,5
-3,4
-2,5
-1,1
0,3
-0,9
3,6
2,7
-0,2
-1
5,8
6,4
9,6
13,2
10,6
10,9
12,9
15,9
12,2
9,1
9
17,4
14,7
17
13,7
9,5
14,8
13,6
12,6
8,9
10,2
12,7
16
10,4
9,9
9,5
8,6
10
3,5
-4,2
-4,4
-1,5
-0,1
0,8

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	'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 & 2 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=29871&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29871&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29871&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.906444	7.0213	0
2	0.782094	6.0581	0
3	0.651353	5.0454	2e-06
4	0.516806	4.0032	8.7e-05
5	0.36624	2.8369	0.003102
6	0.225587	1.7474	0.042843
7	0.089725	0.695	0.244867
8	-0.027006	-0.2092	0.417506
9	-0.111455	-0.8633	0.195698
10	-0.19082	-1.4781	0.072308
11	-0.271602	-2.1038	0.019797
12	-0.372947	-2.8888	0.002686
13	-0.41499	-3.2145	0.001052
14	-0.426961	-3.3072	0.000798
15	-0.427306	-3.3099	0.000791
16	-0.433375	-3.3569	0.000686
17	-0.428104	-3.3161	0.000777
18	-0.408917	-3.1675	0.001209
19	-0.377356	-2.923	0.002442
20	-0.340839	-2.6401	0.005274
21	-0.309147	-2.3946	0.009888
22	-0.278311	-2.1558	0.01756
23	-0.25036	-1.9393	0.028587
24	-0.199508	-1.5454	0.063756
25	-0.139172	-1.078	0.142669
26	-0.081593	-0.632	0.264889
27	-0.038785	-0.3004	0.382444
28	0.011405	0.0883	0.46495
29	0.046995	0.364	0.35856
30	0.089051	0.6898	0.246493
31	0.130134	1.008	0.158749
32	0.153327	1.1877	0.119823
33	0.170324	1.3193	0.096036
34	0.187494	1.4523	0.075811
35	0.210179	1.628	0.054379
36	0.232492	1.8009	0.038375

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906444 & 7.0213 & 0 \tabularnewline
2 & 0.782094 & 6.0581 & 0 \tabularnewline
3 & 0.651353 & 5.0454 & 2e-06 \tabularnewline
4 & 0.516806 & 4.0032 & 8.7e-05 \tabularnewline
5 & 0.36624 & 2.8369 & 0.003102 \tabularnewline
6 & 0.225587 & 1.7474 & 0.042843 \tabularnewline
7 & 0.089725 & 0.695 & 0.244867 \tabularnewline
8 & -0.027006 & -0.2092 & 0.417506 \tabularnewline
9 & -0.111455 & -0.8633 & 0.195698 \tabularnewline
10 & -0.19082 & -1.4781 & 0.072308 \tabularnewline
11 & -0.271602 & -2.1038 & 0.019797 \tabularnewline
12 & -0.372947 & -2.8888 & 0.002686 \tabularnewline
13 & -0.41499 & -3.2145 & 0.001052 \tabularnewline
14 & -0.426961 & -3.3072 & 0.000798 \tabularnewline
15 & -0.427306 & -3.3099 & 0.000791 \tabularnewline
16 & -0.433375 & -3.3569 & 0.000686 \tabularnewline
17 & -0.428104 & -3.3161 & 0.000777 \tabularnewline
18 & -0.408917 & -3.1675 & 0.001209 \tabularnewline
19 & -0.377356 & -2.923 & 0.002442 \tabularnewline
20 & -0.340839 & -2.6401 & 0.005274 \tabularnewline
21 & -0.309147 & -2.3946 & 0.009888 \tabularnewline
22 & -0.278311 & -2.1558 & 0.01756 \tabularnewline
23 & -0.25036 & -1.9393 & 0.028587 \tabularnewline
24 & -0.199508 & -1.5454 & 0.063756 \tabularnewline
25 & -0.139172 & -1.078 & 0.142669 \tabularnewline
26 & -0.081593 & -0.632 & 0.264889 \tabularnewline
27 & -0.038785 & -0.3004 & 0.382444 \tabularnewline
28 & 0.011405 & 0.0883 & 0.46495 \tabularnewline
29 & 0.046995 & 0.364 & 0.35856 \tabularnewline
30 & 0.089051 & 0.6898 & 0.246493 \tabularnewline
31 & 0.130134 & 1.008 & 0.158749 \tabularnewline
32 & 0.153327 & 1.1877 & 0.119823 \tabularnewline
33 & 0.170324 & 1.3193 & 0.096036 \tabularnewline
34 & 0.187494 & 1.4523 & 0.075811 \tabularnewline
35 & 0.210179 & 1.628 & 0.054379 \tabularnewline
36 & 0.232492 & 1.8009 & 0.038375 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29871&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]0.906444[/C][C]7.0213[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.782094[/C][C]6.0581[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.651353[/C][C]5.0454[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.516806[/C][C]4.0032[/C][C]8.7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.36624[/C][C]2.8369[/C][C]0.003102[/C][/ROW]
[ROW][C]6[/C][C]0.225587[/C][C]1.7474[/C][C]0.042843[/C][/ROW]
[ROW][C]7[/C][C]0.089725[/C][C]0.695[/C][C]0.244867[/C][/ROW]
[ROW][C]8[/C][C]-0.027006[/C][C]-0.2092[/C][C]0.417506[/C][/ROW]
[ROW][C]9[/C][C]-0.111455[/C][C]-0.8633[/C][C]0.195698[/C][/ROW]
[ROW][C]10[/C][C]-0.19082[/C][C]-1.4781[/C][C]0.072308[/C][/ROW]
[ROW][C]11[/C][C]-0.271602[/C][C]-2.1038[/C][C]0.019797[/C][/ROW]
[ROW][C]12[/C][C]-0.372947[/C][C]-2.8888[/C][C]0.002686[/C][/ROW]
[ROW][C]13[/C][C]-0.41499[/C][C]-3.2145[/C][C]0.001052[/C][/ROW]
[ROW][C]14[/C][C]-0.426961[/C][C]-3.3072[/C][C]0.000798[/C][/ROW]
[ROW][C]15[/C][C]-0.427306[/C][C]-3.3099[/C][C]0.000791[/C][/ROW]
[ROW][C]16[/C][C]-0.433375[/C][C]-3.3569[/C][C]0.000686[/C][/ROW]
[ROW][C]17[/C][C]-0.428104[/C][C]-3.3161[/C][C]0.000777[/C][/ROW]
[ROW][C]18[/C][C]-0.408917[/C][C]-3.1675[/C][C]0.001209[/C][/ROW]
[ROW][C]19[/C][C]-0.377356[/C][C]-2.923[/C][C]0.002442[/C][/ROW]
[ROW][C]20[/C][C]-0.340839[/C][C]-2.6401[/C][C]0.005274[/C][/ROW]
[ROW][C]21[/C][C]-0.309147[/C][C]-2.3946[/C][C]0.009888[/C][/ROW]
[ROW][C]22[/C][C]-0.278311[/C][C]-2.1558[/C][C]0.01756[/C][/ROW]
[ROW][C]23[/C][C]-0.25036[/C][C]-1.9393[/C][C]0.028587[/C][/ROW]
[ROW][C]24[/C][C]-0.199508[/C][C]-1.5454[/C][C]0.063756[/C][/ROW]
[ROW][C]25[/C][C]-0.139172[/C][C]-1.078[/C][C]0.142669[/C][/ROW]
[ROW][C]26[/C][C]-0.081593[/C][C]-0.632[/C][C]0.264889[/C][/ROW]
[ROW][C]27[/C][C]-0.038785[/C][C]-0.3004[/C][C]0.382444[/C][/ROW]
[ROW][C]28[/C][C]0.011405[/C][C]0.0883[/C][C]0.46495[/C][/ROW]
[ROW][C]29[/C][C]0.046995[/C][C]0.364[/C][C]0.35856[/C][/ROW]
[ROW][C]30[/C][C]0.089051[/C][C]0.6898[/C][C]0.246493[/C][/ROW]
[ROW][C]31[/C][C]0.130134[/C][C]1.008[/C][C]0.158749[/C][/ROW]
[ROW][C]32[/C][C]0.153327[/C][C]1.1877[/C][C]0.119823[/C][/ROW]
[ROW][C]33[/C][C]0.170324[/C][C]1.3193[/C][C]0.096036[/C][/ROW]
[ROW][C]34[/C][C]0.187494[/C][C]1.4523[/C][C]0.075811[/C][/ROW]
[ROW][C]35[/C][C]0.210179[/C][C]1.628[/C][C]0.054379[/C][/ROW]
[ROW][C]36[/C][C]0.232492[/C][C]1.8009[/C][C]0.038375[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29871&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29871&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	0.906444	7.0213	0
2	0.782094	6.0581	0
3	0.651353	5.0454	2e-06
4	0.516806	4.0032	8.7e-05
5	0.36624	2.8369	0.003102
6	0.225587	1.7474	0.042843
7	0.089725	0.695	0.244867
8	-0.027006	-0.2092	0.417506
9	-0.111455	-0.8633	0.195698
10	-0.19082	-1.4781	0.072308
11	-0.271602	-2.1038	0.019797
12	-0.372947	-2.8888	0.002686
13	-0.41499	-3.2145	0.001052
14	-0.426961	-3.3072	0.000798
15	-0.427306	-3.3099	0.000791
16	-0.433375	-3.3569	0.000686
17	-0.428104	-3.3161	0.000777
18	-0.408917	-3.1675	0.001209
19	-0.377356	-2.923	0.002442
20	-0.340839	-2.6401	0.005274
21	-0.309147	-2.3946	0.009888
22	-0.278311	-2.1558	0.01756
23	-0.25036	-1.9393	0.028587
24	-0.199508	-1.5454	0.063756
25	-0.139172	-1.078	0.142669
26	-0.081593	-0.632	0.264889
27	-0.038785	-0.3004	0.382444
28	0.011405	0.0883	0.46495
29	0.046995	0.364	0.35856
30	0.089051	0.6898	0.246493
31	0.130134	1.008	0.158749
32	0.153327	1.1877	0.119823
33	0.170324	1.3193	0.096036
34	0.187494	1.4523	0.075811
35	0.210179	1.628	0.054379
36	0.232492	1.8009	0.038375

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.906444	7.0213	0
2	-0.221725	-1.7175	0.045525
3	-0.081236	-0.6293	0.265786
4	-0.095566	-0.7403	0.231017
5	-0.179732	-1.3922	0.084501
6	-0.025839	-0.2001	0.42102
7	-0.104353	-0.8083	0.211052
8	-0.012045	-0.0933	0.462989
9	0.057158	0.4427	0.329771
10	-0.136727	-1.0591	0.146904
11	-0.120939	-0.9368	0.176311
12	-0.277731	-2.1513	0.017745
13	0.242681	1.8798	0.032497
14	-0.003149	-0.0244	0.490311
15	-0.057426	-0.4448	0.329024
16	-0.113209	-0.8769	0.192016
17	-0.104031	-0.8058	0.211763
18	0.01196	0.0926	0.463249
19	-0.06502	-0.5036	0.308177
20	-0.042288	-0.3276	0.372192
21	-0.002729	-0.0211	0.491604
22	-0.067629	-0.5239	0.301155
23	-0.076496	-0.5925	0.277859
24	-0.061271	-0.4746	0.318396
25	0.088531	0.6858	0.247753
26	0.021539	0.1668	0.434029
27	-0.08211	-0.636	0.26359
28	-0.011352	-0.0879	0.465111
29	-0.175524	-1.3596	0.089522
30	0.121538	0.9414	0.175129
31	0.022881	0.1772	0.429959
32	-0.088925	-0.6888	0.246799
33	0.043685	0.3384	0.368127
34	-0.065756	-0.5093	0.306191
35	0.037053	0.287	0.387545
36	0.031787	0.2462	0.403176

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906444 & 7.0213 & 0 \tabularnewline
2 & -0.221725 & -1.7175 & 0.045525 \tabularnewline
3 & -0.081236 & -0.6293 & 0.265786 \tabularnewline
4 & -0.095566 & -0.7403 & 0.231017 \tabularnewline
5 & -0.179732 & -1.3922 & 0.084501 \tabularnewline
6 & -0.025839 & -0.2001 & 0.42102 \tabularnewline
7 & -0.104353 & -0.8083 & 0.211052 \tabularnewline
8 & -0.012045 & -0.0933 & 0.462989 \tabularnewline
9 & 0.057158 & 0.4427 & 0.329771 \tabularnewline
10 & -0.136727 & -1.0591 & 0.146904 \tabularnewline
11 & -0.120939 & -0.9368 & 0.176311 \tabularnewline
12 & -0.277731 & -2.1513 & 0.017745 \tabularnewline
13 & 0.242681 & 1.8798 & 0.032497 \tabularnewline
14 & -0.003149 & -0.0244 & 0.490311 \tabularnewline
15 & -0.057426 & -0.4448 & 0.329024 \tabularnewline
16 & -0.113209 & -0.8769 & 0.192016 \tabularnewline
17 & -0.104031 & -0.8058 & 0.211763 \tabularnewline
18 & 0.01196 & 0.0926 & 0.463249 \tabularnewline
19 & -0.06502 & -0.5036 & 0.308177 \tabularnewline
20 & -0.042288 & -0.3276 & 0.372192 \tabularnewline
21 & -0.002729 & -0.0211 & 0.491604 \tabularnewline
22 & -0.067629 & -0.5239 & 0.301155 \tabularnewline
23 & -0.076496 & -0.5925 & 0.277859 \tabularnewline
24 & -0.061271 & -0.4746 & 0.318396 \tabularnewline
25 & 0.088531 & 0.6858 & 0.247753 \tabularnewline
26 & 0.021539 & 0.1668 & 0.434029 \tabularnewline
27 & -0.08211 & -0.636 & 0.26359 \tabularnewline
28 & -0.011352 & -0.0879 & 0.465111 \tabularnewline
29 & -0.175524 & -1.3596 & 0.089522 \tabularnewline
30 & 0.121538 & 0.9414 & 0.175129 \tabularnewline
31 & 0.022881 & 0.1772 & 0.429959 \tabularnewline
32 & -0.088925 & -0.6888 & 0.246799 \tabularnewline
33 & 0.043685 & 0.3384 & 0.368127 \tabularnewline
34 & -0.065756 & -0.5093 & 0.306191 \tabularnewline
35 & 0.037053 & 0.287 & 0.387545 \tabularnewline
36 & 0.031787 & 0.2462 & 0.403176 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29871&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]0.906444[/C][C]7.0213[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.221725[/C][C]-1.7175[/C][C]0.045525[/C][/ROW]
[ROW][C]3[/C][C]-0.081236[/C][C]-0.6293[/C][C]0.265786[/C][/ROW]
[ROW][C]4[/C][C]-0.095566[/C][C]-0.7403[/C][C]0.231017[/C][/ROW]
[ROW][C]5[/C][C]-0.179732[/C][C]-1.3922[/C][C]0.084501[/C][/ROW]
[ROW][C]6[/C][C]-0.025839[/C][C]-0.2001[/C][C]0.42102[/C][/ROW]
[ROW][C]7[/C][C]-0.104353[/C][C]-0.8083[/C][C]0.211052[/C][/ROW]
[ROW][C]8[/C][C]-0.012045[/C][C]-0.0933[/C][C]0.462989[/C][/ROW]
[ROW][C]9[/C][C]0.057158[/C][C]0.4427[/C][C]0.329771[/C][/ROW]
[ROW][C]10[/C][C]-0.136727[/C][C]-1.0591[/C][C]0.146904[/C][/ROW]
[ROW][C]11[/C][C]-0.120939[/C][C]-0.9368[/C][C]0.176311[/C][/ROW]
[ROW][C]12[/C][C]-0.277731[/C][C]-2.1513[/C][C]0.017745[/C][/ROW]
[ROW][C]13[/C][C]0.242681[/C][C]1.8798[/C][C]0.032497[/C][/ROW]
[ROW][C]14[/C][C]-0.003149[/C][C]-0.0244[/C][C]0.490311[/C][/ROW]
[ROW][C]15[/C][C]-0.057426[/C][C]-0.4448[/C][C]0.329024[/C][/ROW]
[ROW][C]16[/C][C]-0.113209[/C][C]-0.8769[/C][C]0.192016[/C][/ROW]
[ROW][C]17[/C][C]-0.104031[/C][C]-0.8058[/C][C]0.211763[/C][/ROW]
[ROW][C]18[/C][C]0.01196[/C][C]0.0926[/C][C]0.463249[/C][/ROW]
[ROW][C]19[/C][C]-0.06502[/C][C]-0.5036[/C][C]0.308177[/C][/ROW]
[ROW][C]20[/C][C]-0.042288[/C][C]-0.3276[/C][C]0.372192[/C][/ROW]
[ROW][C]21[/C][C]-0.002729[/C][C]-0.0211[/C][C]0.491604[/C][/ROW]
[ROW][C]22[/C][C]-0.067629[/C][C]-0.5239[/C][C]0.301155[/C][/ROW]
[ROW][C]23[/C][C]-0.076496[/C][C]-0.5925[/C][C]0.277859[/C][/ROW]
[ROW][C]24[/C][C]-0.061271[/C][C]-0.4746[/C][C]0.318396[/C][/ROW]
[ROW][C]25[/C][C]0.088531[/C][C]0.6858[/C][C]0.247753[/C][/ROW]
[ROW][C]26[/C][C]0.021539[/C][C]0.1668[/C][C]0.434029[/C][/ROW]
[ROW][C]27[/C][C]-0.08211[/C][C]-0.636[/C][C]0.26359[/C][/ROW]
[ROW][C]28[/C][C]-0.011352[/C][C]-0.0879[/C][C]0.465111[/C][/ROW]
[ROW][C]29[/C][C]-0.175524[/C][C]-1.3596[/C][C]0.089522[/C][/ROW]
[ROW][C]30[/C][C]0.121538[/C][C]0.9414[/C][C]0.175129[/C][/ROW]
[ROW][C]31[/C][C]0.022881[/C][C]0.1772[/C][C]0.429959[/C][/ROW]
[ROW][C]32[/C][C]-0.088925[/C][C]-0.6888[/C][C]0.246799[/C][/ROW]
[ROW][C]33[/C][C]0.043685[/C][C]0.3384[/C][C]0.368127[/C][/ROW]
[ROW][C]34[/C][C]-0.065756[/C][C]-0.5093[/C][C]0.306191[/C][/ROW]
[ROW][C]35[/C][C]0.037053[/C][C]0.287[/C][C]0.387545[/C][/ROW]
[ROW][C]36[/C][C]0.031787[/C][C]0.2462[/C][C]0.403176[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29871&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29871&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	0.906444	7.0213	0
2	-0.221725	-1.7175	0.045525
3	-0.081236	-0.6293	0.265786
4	-0.095566	-0.7403	0.231017
5	-0.179732	-1.3922	0.084501
6	-0.025839	-0.2001	0.42102
7	-0.104353	-0.8083	0.211052
8	-0.012045	-0.0933	0.462989
9	0.057158	0.4427	0.329771
10	-0.136727	-1.0591	0.146904
11	-0.120939	-0.9368	0.176311
12	-0.277731	-2.1513	0.017745
13	0.242681	1.8798	0.032497
14	-0.003149	-0.0244	0.490311
15	-0.057426	-0.4448	0.329024
16	-0.113209	-0.8769	0.192016
17	-0.104031	-0.8058	0.211763
18	0.01196	0.0926	0.463249
19	-0.06502	-0.5036	0.308177
20	-0.042288	-0.3276	0.372192
21	-0.002729	-0.0211	0.491604
22	-0.067629	-0.5239	0.301155
23	-0.076496	-0.5925	0.277859
24	-0.061271	-0.4746	0.318396
25	0.088531	0.6858	0.247753
26	0.021539	0.1668	0.434029
27	-0.08211	-0.636	0.26359
28	-0.011352	-0.0879	0.465111
29	-0.175524	-1.3596	0.089522
30	0.121538	0.9414	0.175129
31	0.022881	0.1772	0.429959
32	-0.088925	-0.6888	0.246799
33	0.043685	0.3384	0.368127
34	-0.065756	-0.5093	0.306191
35	0.037053	0.287	0.387545
36	0.031787	0.2462	0.403176

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