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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 23 Dec 2008 09:28:25 -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/23/t1230049737rqw4swxfi77sraa.htm/, Retrieved Mon, 20 May 2024 07:49:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36346, Retrieved Mon, 20 May 2024 07:49:07 +0000

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IsPrivate?

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Estimated Impact

142

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

-     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-21 16:05:06] [005278dde49cfd8c32bf201feaeb19d6]
- R PD    [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-23 16:28:25] [44fbdf1868a3b8f737edae4578b93508] [Current]
-  MPD      [(Partial) Autocorrelation Function] [autocorrelatie fu...] [2009-12-19 17:04:11] [4b453aa14d54730625f8d3de5f1f6d82] 

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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	3 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 & 3 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=36346&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]3 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=36346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36346&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.017189	-0.2048	0.418998
2	-0.037815	-0.4506	0.326474
3	0.034568	0.4119	0.340509
4	0.087123	1.0382	0.150473
5	0.099333	1.1837	0.119258
6	0.081725	0.9739	0.165891
7	-0.002904	-0.0346	0.486223
8	0.08515	1.0147	0.155993
9	0.103452	1.2328	0.109848
10	-0.054458	-0.6489	0.258714
11	0.053963	0.643	0.260615
12	-0.228825	-2.7268	0.003601
13	0.016336	0.1947	0.422967
14	0.189565	2.2589	0.012706
15	0.019422	0.2314	0.408652
16	-0.07648	-0.9114	0.181824
17	-0.030695	-0.3658	0.35754
18	0.006347	0.0756	0.469909
19	0.000819	0.0098	0.496111
20	0.022258	0.2652	0.395608
21	0.034258	0.4082	0.34186
22	0.052055	0.6203	0.268023
23	0.149764	1.7846	0.038227
24	-0.117786	-1.4036	0.081313
25	-0.122819	-1.4636	0.072763
26	-0.120129	-1.4315	0.077241
27	0.06383	0.7606	0.224072
28	-0.021994	-0.2621	0.396815
29	0.093553	1.1148	0.133406
30	-0.093295	-1.1117	0.134064
31	-0.069996	-0.8341	0.202814
32	0.020882	0.2488	0.401923
33	-0.083392	-0.9937	0.161023
34	-0.098475	-1.1735	0.121287
35	-0.080967	-0.9648	0.168135
36	-0.013542	-0.1614	0.436016

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.017189 & -0.2048 & 0.418998 \tabularnewline
2 & -0.037815 & -0.4506 & 0.326474 \tabularnewline
3 & 0.034568 & 0.4119 & 0.340509 \tabularnewline
4 & 0.087123 & 1.0382 & 0.150473 \tabularnewline
5 & 0.099333 & 1.1837 & 0.119258 \tabularnewline
6 & 0.081725 & 0.9739 & 0.165891 \tabularnewline
7 & -0.002904 & -0.0346 & 0.486223 \tabularnewline
8 & 0.08515 & 1.0147 & 0.155993 \tabularnewline
9 & 0.103452 & 1.2328 & 0.109848 \tabularnewline
10 & -0.054458 & -0.6489 & 0.258714 \tabularnewline
11 & 0.053963 & 0.643 & 0.260615 \tabularnewline
12 & -0.228825 & -2.7268 & 0.003601 \tabularnewline
13 & 0.016336 & 0.1947 & 0.422967 \tabularnewline
14 & 0.189565 & 2.2589 & 0.012706 \tabularnewline
15 & 0.019422 & 0.2314 & 0.408652 \tabularnewline
16 & -0.07648 & -0.9114 & 0.181824 \tabularnewline
17 & -0.030695 & -0.3658 & 0.35754 \tabularnewline
18 & 0.006347 & 0.0756 & 0.469909 \tabularnewline
19 & 0.000819 & 0.0098 & 0.496111 \tabularnewline
20 & 0.022258 & 0.2652 & 0.395608 \tabularnewline
21 & 0.034258 & 0.4082 & 0.34186 \tabularnewline
22 & 0.052055 & 0.6203 & 0.268023 \tabularnewline
23 & 0.149764 & 1.7846 & 0.038227 \tabularnewline
24 & -0.117786 & -1.4036 & 0.081313 \tabularnewline
25 & -0.122819 & -1.4636 & 0.072763 \tabularnewline
26 & -0.120129 & -1.4315 & 0.077241 \tabularnewline
27 & 0.06383 & 0.7606 & 0.224072 \tabularnewline
28 & -0.021994 & -0.2621 & 0.396815 \tabularnewline
29 & 0.093553 & 1.1148 & 0.133406 \tabularnewline
30 & -0.093295 & -1.1117 & 0.134064 \tabularnewline
31 & -0.069996 & -0.8341 & 0.202814 \tabularnewline
32 & 0.020882 & 0.2488 & 0.401923 \tabularnewline
33 & -0.083392 & -0.9937 & 0.161023 \tabularnewline
34 & -0.098475 & -1.1735 & 0.121287 \tabularnewline
35 & -0.080967 & -0.9648 & 0.168135 \tabularnewline
36 & -0.013542 & -0.1614 & 0.436016 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36346&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]-0.017189[/C][C]-0.2048[/C][C]0.418998[/C][/ROW]
[ROW][C]2[/C][C]-0.037815[/C][C]-0.4506[/C][C]0.326474[/C][/ROW]
[ROW][C]3[/C][C]0.034568[/C][C]0.4119[/C][C]0.340509[/C][/ROW]
[ROW][C]4[/C][C]0.087123[/C][C]1.0382[/C][C]0.150473[/C][/ROW]
[ROW][C]5[/C][C]0.099333[/C][C]1.1837[/C][C]0.119258[/C][/ROW]
[ROW][C]6[/C][C]0.081725[/C][C]0.9739[/C][C]0.165891[/C][/ROW]
[ROW][C]7[/C][C]-0.002904[/C][C]-0.0346[/C][C]0.486223[/C][/ROW]
[ROW][C]8[/C][C]0.08515[/C][C]1.0147[/C][C]0.155993[/C][/ROW]
[ROW][C]9[/C][C]0.103452[/C][C]1.2328[/C][C]0.109848[/C][/ROW]
[ROW][C]10[/C][C]-0.054458[/C][C]-0.6489[/C][C]0.258714[/C][/ROW]
[ROW][C]11[/C][C]0.053963[/C][C]0.643[/C][C]0.260615[/C][/ROW]
[ROW][C]12[/C][C]-0.228825[/C][C]-2.7268[/C][C]0.003601[/C][/ROW]
[ROW][C]13[/C][C]0.016336[/C][C]0.1947[/C][C]0.422967[/C][/ROW]
[ROW][C]14[/C][C]0.189565[/C][C]2.2589[/C][C]0.012706[/C][/ROW]
[ROW][C]15[/C][C]0.019422[/C][C]0.2314[/C][C]0.408652[/C][/ROW]
[ROW][C]16[/C][C]-0.07648[/C][C]-0.9114[/C][C]0.181824[/C][/ROW]
[ROW][C]17[/C][C]-0.030695[/C][C]-0.3658[/C][C]0.35754[/C][/ROW]
[ROW][C]18[/C][C]0.006347[/C][C]0.0756[/C][C]0.469909[/C][/ROW]
[ROW][C]19[/C][C]0.000819[/C][C]0.0098[/C][C]0.496111[/C][/ROW]
[ROW][C]20[/C][C]0.022258[/C][C]0.2652[/C][C]0.395608[/C][/ROW]
[ROW][C]21[/C][C]0.034258[/C][C]0.4082[/C][C]0.34186[/C][/ROW]
[ROW][C]22[/C][C]0.052055[/C][C]0.6203[/C][C]0.268023[/C][/ROW]
[ROW][C]23[/C][C]0.149764[/C][C]1.7846[/C][C]0.038227[/C][/ROW]
[ROW][C]24[/C][C]-0.117786[/C][C]-1.4036[/C][C]0.081313[/C][/ROW]
[ROW][C]25[/C][C]-0.122819[/C][C]-1.4636[/C][C]0.072763[/C][/ROW]
[ROW][C]26[/C][C]-0.120129[/C][C]-1.4315[/C][C]0.077241[/C][/ROW]
[ROW][C]27[/C][C]0.06383[/C][C]0.7606[/C][C]0.224072[/C][/ROW]
[ROW][C]28[/C][C]-0.021994[/C][C]-0.2621[/C][C]0.396815[/C][/ROW]
[ROW][C]29[/C][C]0.093553[/C][C]1.1148[/C][C]0.133406[/C][/ROW]
[ROW][C]30[/C][C]-0.093295[/C][C]-1.1117[/C][C]0.134064[/C][/ROW]
[ROW][C]31[/C][C]-0.069996[/C][C]-0.8341[/C][C]0.202814[/C][/ROW]
[ROW][C]32[/C][C]0.020882[/C][C]0.2488[/C][C]0.401923[/C][/ROW]
[ROW][C]33[/C][C]-0.083392[/C][C]-0.9937[/C][C]0.161023[/C][/ROW]
[ROW][C]34[/C][C]-0.098475[/C][C]-1.1735[/C][C]0.121287[/C][/ROW]
[ROW][C]35[/C][C]-0.080967[/C][C]-0.9648[/C][C]0.168135[/C][/ROW]
[ROW][C]36[/C][C]-0.013542[/C][C]-0.1614[/C][C]0.436016[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36346&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	-0.017189	-0.2048	0.418998
2	-0.037815	-0.4506	0.326474
3	0.034568	0.4119	0.340509
4	0.087123	1.0382	0.150473
5	0.099333	1.1837	0.119258
6	0.081725	0.9739	0.165891
7	-0.002904	-0.0346	0.486223
8	0.08515	1.0147	0.155993
9	0.103452	1.2328	0.109848
10	-0.054458	-0.6489	0.258714
11	0.053963	0.643	0.260615
12	-0.228825	-2.7268	0.003601
13	0.016336	0.1947	0.422967
14	0.189565	2.2589	0.012706
15	0.019422	0.2314	0.408652
16	-0.07648	-0.9114	0.181824
17	-0.030695	-0.3658	0.35754
18	0.006347	0.0756	0.469909
19	0.000819	0.0098	0.496111
20	0.022258	0.2652	0.395608
21	0.034258	0.4082	0.34186
22	0.052055	0.6203	0.268023
23	0.149764	1.7846	0.038227
24	-0.117786	-1.4036	0.081313
25	-0.122819	-1.4636	0.072763
26	-0.120129	-1.4315	0.077241
27	0.06383	0.7606	0.224072
28	-0.021994	-0.2621	0.396815
29	0.093553	1.1148	0.133406
30	-0.093295	-1.1117	0.134064
31	-0.069996	-0.8341	0.202814
32	0.020882	0.2488	0.401923
33	-0.083392	-0.9937	0.161023
34	-0.098475	-1.1735	0.121287
35	-0.080967	-0.9648	0.168135
36	-0.013542	-0.1614	0.436016

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.017189	-0.2048	0.418998
2	-0.038122	-0.4543	0.325161
3	0.033296	0.3968	0.346068
4	0.087098	1.0379	0.150542
5	0.10613	1.2647	0.104027
6	0.093775	1.1175	0.132842
7	0.004484	0.0534	0.478731
8	0.079648	0.9491	0.172088
9	0.088322	1.0525	0.147185
10	-0.067987	-0.8102	0.209602
11	0.036871	0.4394	0.33053
12	-0.272026	-3.2416	0.000741
13	-0.028798	-0.3432	0.365988
14	0.152226	1.814	0.035896
15	0.035325	0.421	0.337214
16	-0.020299	-0.2419	0.404606
17	-0.020508	-0.2444	0.403644
18	0.016836	0.2006	0.420642
19	-0.022559	-0.2688	0.394229
20	0.031756	0.3784	0.352843
21	0.10428	1.2426	0.108024
22	0.005118	0.061	0.475725
23	0.1697	2.0222	0.022516
24	-0.174954	-2.0848	0.019438
25	-0.16982	-2.0236	0.022441
26	-0.122255	-1.4568	0.073685
27	0.02762	0.3291	0.371272
28	-0.0834	-0.9938	0.160999
29	0.115063	1.3711	0.086249
30	-0.015968	-0.1903	0.42468
31	-0.055318	-0.6592	0.255421
32	0.045592	0.5433	0.29389
33	0.007698	0.0917	0.463519
34	-0.105832	-1.2611	0.104664
35	-0.015862	-0.189	0.425173
36	-0.100369	-1.196	0.116839

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.017189 & -0.2048 & 0.418998 \tabularnewline
2 & -0.038122 & -0.4543 & 0.325161 \tabularnewline
3 & 0.033296 & 0.3968 & 0.346068 \tabularnewline
4 & 0.087098 & 1.0379 & 0.150542 \tabularnewline
5 & 0.10613 & 1.2647 & 0.104027 \tabularnewline
6 & 0.093775 & 1.1175 & 0.132842 \tabularnewline
7 & 0.004484 & 0.0534 & 0.478731 \tabularnewline
8 & 0.079648 & 0.9491 & 0.172088 \tabularnewline
9 & 0.088322 & 1.0525 & 0.147185 \tabularnewline
10 & -0.067987 & -0.8102 & 0.209602 \tabularnewline
11 & 0.036871 & 0.4394 & 0.33053 \tabularnewline
12 & -0.272026 & -3.2416 & 0.000741 \tabularnewline
13 & -0.028798 & -0.3432 & 0.365988 \tabularnewline
14 & 0.152226 & 1.814 & 0.035896 \tabularnewline
15 & 0.035325 & 0.421 & 0.337214 \tabularnewline
16 & -0.020299 & -0.2419 & 0.404606 \tabularnewline
17 & -0.020508 & -0.2444 & 0.403644 \tabularnewline
18 & 0.016836 & 0.2006 & 0.420642 \tabularnewline
19 & -0.022559 & -0.2688 & 0.394229 \tabularnewline
20 & 0.031756 & 0.3784 & 0.352843 \tabularnewline
21 & 0.10428 & 1.2426 & 0.108024 \tabularnewline
22 & 0.005118 & 0.061 & 0.475725 \tabularnewline
23 & 0.1697 & 2.0222 & 0.022516 \tabularnewline
24 & -0.174954 & -2.0848 & 0.019438 \tabularnewline
25 & -0.16982 & -2.0236 & 0.022441 \tabularnewline
26 & -0.122255 & -1.4568 & 0.073685 \tabularnewline
27 & 0.02762 & 0.3291 & 0.371272 \tabularnewline
28 & -0.0834 & -0.9938 & 0.160999 \tabularnewline
29 & 0.115063 & 1.3711 & 0.086249 \tabularnewline
30 & -0.015968 & -0.1903 & 0.42468 \tabularnewline
31 & -0.055318 & -0.6592 & 0.255421 \tabularnewline
32 & 0.045592 & 0.5433 & 0.29389 \tabularnewline
33 & 0.007698 & 0.0917 & 0.463519 \tabularnewline
34 & -0.105832 & -1.2611 & 0.104664 \tabularnewline
35 & -0.015862 & -0.189 & 0.425173 \tabularnewline
36 & -0.100369 & -1.196 & 0.116839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36346&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]-0.017189[/C][C]-0.2048[/C][C]0.418998[/C][/ROW]
[ROW][C]2[/C][C]-0.038122[/C][C]-0.4543[/C][C]0.325161[/C][/ROW]
[ROW][C]3[/C][C]0.033296[/C][C]0.3968[/C][C]0.346068[/C][/ROW]
[ROW][C]4[/C][C]0.087098[/C][C]1.0379[/C][C]0.150542[/C][/ROW]
[ROW][C]5[/C][C]0.10613[/C][C]1.2647[/C][C]0.104027[/C][/ROW]
[ROW][C]6[/C][C]0.093775[/C][C]1.1175[/C][C]0.132842[/C][/ROW]
[ROW][C]7[/C][C]0.004484[/C][C]0.0534[/C][C]0.478731[/C][/ROW]
[ROW][C]8[/C][C]0.079648[/C][C]0.9491[/C][C]0.172088[/C][/ROW]
[ROW][C]9[/C][C]0.088322[/C][C]1.0525[/C][C]0.147185[/C][/ROW]
[ROW][C]10[/C][C]-0.067987[/C][C]-0.8102[/C][C]0.209602[/C][/ROW]
[ROW][C]11[/C][C]0.036871[/C][C]0.4394[/C][C]0.33053[/C][/ROW]
[ROW][C]12[/C][C]-0.272026[/C][C]-3.2416[/C][C]0.000741[/C][/ROW]
[ROW][C]13[/C][C]-0.028798[/C][C]-0.3432[/C][C]0.365988[/C][/ROW]
[ROW][C]14[/C][C]0.152226[/C][C]1.814[/C][C]0.035896[/C][/ROW]
[ROW][C]15[/C][C]0.035325[/C][C]0.421[/C][C]0.337214[/C][/ROW]
[ROW][C]16[/C][C]-0.020299[/C][C]-0.2419[/C][C]0.404606[/C][/ROW]
[ROW][C]17[/C][C]-0.020508[/C][C]-0.2444[/C][C]0.403644[/C][/ROW]
[ROW][C]18[/C][C]0.016836[/C][C]0.2006[/C][C]0.420642[/C][/ROW]
[ROW][C]19[/C][C]-0.022559[/C][C]-0.2688[/C][C]0.394229[/C][/ROW]
[ROW][C]20[/C][C]0.031756[/C][C]0.3784[/C][C]0.352843[/C][/ROW]
[ROW][C]21[/C][C]0.10428[/C][C]1.2426[/C][C]0.108024[/C][/ROW]
[ROW][C]22[/C][C]0.005118[/C][C]0.061[/C][C]0.475725[/C][/ROW]
[ROW][C]23[/C][C]0.1697[/C][C]2.0222[/C][C]0.022516[/C][/ROW]
[ROW][C]24[/C][C]-0.174954[/C][C]-2.0848[/C][C]0.019438[/C][/ROW]
[ROW][C]25[/C][C]-0.16982[/C][C]-2.0236[/C][C]0.022441[/C][/ROW]
[ROW][C]26[/C][C]-0.122255[/C][C]-1.4568[/C][C]0.073685[/C][/ROW]
[ROW][C]27[/C][C]0.02762[/C][C]0.3291[/C][C]0.371272[/C][/ROW]
[ROW][C]28[/C][C]-0.0834[/C][C]-0.9938[/C][C]0.160999[/C][/ROW]
[ROW][C]29[/C][C]0.115063[/C][C]1.3711[/C][C]0.086249[/C][/ROW]
[ROW][C]30[/C][C]-0.015968[/C][C]-0.1903[/C][C]0.42468[/C][/ROW]
[ROW][C]31[/C][C]-0.055318[/C][C]-0.6592[/C][C]0.255421[/C][/ROW]
[ROW][C]32[/C][C]0.045592[/C][C]0.5433[/C][C]0.29389[/C][/ROW]
[ROW][C]33[/C][C]0.007698[/C][C]0.0917[/C][C]0.463519[/C][/ROW]
[ROW][C]34[/C][C]-0.105832[/C][C]-1.2611[/C][C]0.104664[/C][/ROW]
[ROW][C]35[/C][C]-0.015862[/C][C]-0.189[/C][C]0.425173[/C][/ROW]
[ROW][C]36[/C][C]-0.100369[/C][C]-1.196[/C][C]0.116839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36346&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36346&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	-0.017189	-0.2048	0.418998
2	-0.038122	-0.4543	0.325161
3	0.033296	0.3968	0.346068
4	0.087098	1.0379	0.150542
5	0.10613	1.2647	0.104027
6	0.093775	1.1175	0.132842
7	0.004484	0.0534	0.478731
8	0.079648	0.9491	0.172088
9	0.088322	1.0525	0.147185
10	-0.067987	-0.8102	0.209602
11	0.036871	0.4394	0.33053
12	-0.272026	-3.2416	0.000741
13	-0.028798	-0.3432	0.365988
14	0.152226	1.814	0.035896
15	0.035325	0.421	0.337214
16	-0.020299	-0.2419	0.404606
17	-0.020508	-0.2444	0.403644
18	0.016836	0.2006	0.420642
19	-0.022559	-0.2688	0.394229
20	0.031756	0.3784	0.352843
21	0.10428	1.2426	0.108024
22	0.005118	0.061	0.475725
23	0.1697	2.0222	0.022516
24	-0.174954	-2.0848	0.019438
25	-0.16982	-2.0236	0.022441
26	-0.122255	-1.4568	0.073685
27	0.02762	0.3291	0.371272
28	-0.0834	-0.9938	0.160999
29	0.115063	1.3711	0.086249
30	-0.015968	-0.1903	0.42468
31	-0.055318	-0.6592	0.255421
32	0.045592	0.5433	0.29389
33	0.007698	0.0917	0.463519
34	-0.105832	-1.2611	0.104664
35	-0.015862	-0.189	0.425173
36	-0.100369	-1.196	0.116839

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