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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 13:04:18 -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/07/t12286803852a1d5v65c4jckwa.htm/, Retrieved Sat, 18 May 2024 12:22:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30290, Retrieved Sat, 18 May 2024 12:22:29 +0000

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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)

F     [Standard Deviation-Mean Plot] [step 1] [2008-12-06 12:33:55] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMP     [(Partial) Autocorrelation Function] [acf] [2008-12-07 20:04:18] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
-   P       [(Partial) Autocorrelation Function] [acf] [2008-12-07 20:21:09] [c45c87b96bbf32ffc2144fc37d767b2e] 
F   P         [(Partial) Autocorrelation Function] [acf] [2008-12-07 23:16:53] [c45c87b96bbf32ffc2144fc37d767b2e] 
- RMP       [Spectral Analysis] [rp] [2008-12-07 20:26:25] [c45c87b96bbf32ffc2144fc37d767b2e] 

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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=30290&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=30290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30290&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	-0.48052	-4.8292	2e-06
2	-0.05971	-0.6001	0.274898
3	0.159583	1.6038	0.055942
4	-0.132643	-1.333	0.092757
5	0.009126	0.0917	0.463552
6	0.067898	0.6824	0.248284
7	-0.010134	-0.1018	0.459541
8	-0.194529	-1.955	0.026674
9	0.247774	2.4901	0.007201
10	-0.138039	-1.3873	0.084205
11	-0.101652	-1.0216	0.154709
12	0.328288	3.2993	0.00067
13	-0.215017	-2.1609	0.016534
14	0.061393	0.617	0.269316
15	0.076854	0.7724	0.220849
16	-0.158914	-1.5971	0.056687
17	0.041344	0.4155	0.339326
18	0.117258	1.1784	0.120697
19	-0.132621	-1.3328	0.092794
20	-0.032191	-0.3235	0.373487
21	0.091011	0.9146	0.181277
22	-0.105629	-1.0616	0.145484
23	0.059636	0.5993	0.275147
24	0.095917	0.964	0.168685
25	-0.109013	-1.0956	0.137937
26	0.051732	0.5199	0.302134
27	0.02723	0.2737	0.392453
28	-0.115307	-1.1588	0.12463
29	0.114537	1.1511	0.126208
30	-0.019939	-0.2004	0.42079
31	-0.161671	-1.6248	0.053664
32	0.122538	1.2315	0.1105
33	0.022964	0.2308	0.408973
34	-0.004268	-0.0429	0.482936
35	-0.096542	-0.9702	0.167123
36	0.169626	1.7047	0.04566

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.48052 & -4.8292 & 2e-06 \tabularnewline
2 & -0.05971 & -0.6001 & 0.274898 \tabularnewline
3 & 0.159583 & 1.6038 & 0.055942 \tabularnewline
4 & -0.132643 & -1.333 & 0.092757 \tabularnewline
5 & 0.009126 & 0.0917 & 0.463552 \tabularnewline
6 & 0.067898 & 0.6824 & 0.248284 \tabularnewline
7 & -0.010134 & -0.1018 & 0.459541 \tabularnewline
8 & -0.194529 & -1.955 & 0.026674 \tabularnewline
9 & 0.247774 & 2.4901 & 0.007201 \tabularnewline
10 & -0.138039 & -1.3873 & 0.084205 \tabularnewline
11 & -0.101652 & -1.0216 & 0.154709 \tabularnewline
12 & 0.328288 & 3.2993 & 0.00067 \tabularnewline
13 & -0.215017 & -2.1609 & 0.016534 \tabularnewline
14 & 0.061393 & 0.617 & 0.269316 \tabularnewline
15 & 0.076854 & 0.7724 & 0.220849 \tabularnewline
16 & -0.158914 & -1.5971 & 0.056687 \tabularnewline
17 & 0.041344 & 0.4155 & 0.339326 \tabularnewline
18 & 0.117258 & 1.1784 & 0.120697 \tabularnewline
19 & -0.132621 & -1.3328 & 0.092794 \tabularnewline
20 & -0.032191 & -0.3235 & 0.373487 \tabularnewline
21 & 0.091011 & 0.9146 & 0.181277 \tabularnewline
22 & -0.105629 & -1.0616 & 0.145484 \tabularnewline
23 & 0.059636 & 0.5993 & 0.275147 \tabularnewline
24 & 0.095917 & 0.964 & 0.168685 \tabularnewline
25 & -0.109013 & -1.0956 & 0.137937 \tabularnewline
26 & 0.051732 & 0.5199 & 0.302134 \tabularnewline
27 & 0.02723 & 0.2737 & 0.392453 \tabularnewline
28 & -0.115307 & -1.1588 & 0.12463 \tabularnewline
29 & 0.114537 & 1.1511 & 0.126208 \tabularnewline
30 & -0.019939 & -0.2004 & 0.42079 \tabularnewline
31 & -0.161671 & -1.6248 & 0.053664 \tabularnewline
32 & 0.122538 & 1.2315 & 0.1105 \tabularnewline
33 & 0.022964 & 0.2308 & 0.408973 \tabularnewline
34 & -0.004268 & -0.0429 & 0.482936 \tabularnewline
35 & -0.096542 & -0.9702 & 0.167123 \tabularnewline
36 & 0.169626 & 1.7047 & 0.04566 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30290&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]-0.48052[/C][C]-4.8292[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.05971[/C][C]-0.6001[/C][C]0.274898[/C][/ROW]
[ROW][C]3[/C][C]0.159583[/C][C]1.6038[/C][C]0.055942[/C][/ROW]
[ROW][C]4[/C][C]-0.132643[/C][C]-1.333[/C][C]0.092757[/C][/ROW]
[ROW][C]5[/C][C]0.009126[/C][C]0.0917[/C][C]0.463552[/C][/ROW]
[ROW][C]6[/C][C]0.067898[/C][C]0.6824[/C][C]0.248284[/C][/ROW]
[ROW][C]7[/C][C]-0.010134[/C][C]-0.1018[/C][C]0.459541[/C][/ROW]
[ROW][C]8[/C][C]-0.194529[/C][C]-1.955[/C][C]0.026674[/C][/ROW]
[ROW][C]9[/C][C]0.247774[/C][C]2.4901[/C][C]0.007201[/C][/ROW]
[ROW][C]10[/C][C]-0.138039[/C][C]-1.3873[/C][C]0.084205[/C][/ROW]
[ROW][C]11[/C][C]-0.101652[/C][C]-1.0216[/C][C]0.154709[/C][/ROW]
[ROW][C]12[/C][C]0.328288[/C][C]3.2993[/C][C]0.00067[/C][/ROW]
[ROW][C]13[/C][C]-0.215017[/C][C]-2.1609[/C][C]0.016534[/C][/ROW]
[ROW][C]14[/C][C]0.061393[/C][C]0.617[/C][C]0.269316[/C][/ROW]
[ROW][C]15[/C][C]0.076854[/C][C]0.7724[/C][C]0.220849[/C][/ROW]
[ROW][C]16[/C][C]-0.158914[/C][C]-1.5971[/C][C]0.056687[/C][/ROW]
[ROW][C]17[/C][C]0.041344[/C][C]0.4155[/C][C]0.339326[/C][/ROW]
[ROW][C]18[/C][C]0.117258[/C][C]1.1784[/C][C]0.120697[/C][/ROW]
[ROW][C]19[/C][C]-0.132621[/C][C]-1.3328[/C][C]0.092794[/C][/ROW]
[ROW][C]20[/C][C]-0.032191[/C][C]-0.3235[/C][C]0.373487[/C][/ROW]
[ROW][C]21[/C][C]0.091011[/C][C]0.9146[/C][C]0.181277[/C][/ROW]
[ROW][C]22[/C][C]-0.105629[/C][C]-1.0616[/C][C]0.145484[/C][/ROW]
[ROW][C]23[/C][C]0.059636[/C][C]0.5993[/C][C]0.275147[/C][/ROW]
[ROW][C]24[/C][C]0.095917[/C][C]0.964[/C][C]0.168685[/C][/ROW]
[ROW][C]25[/C][C]-0.109013[/C][C]-1.0956[/C][C]0.137937[/C][/ROW]
[ROW][C]26[/C][C]0.051732[/C][C]0.5199[/C][C]0.302134[/C][/ROW]
[ROW][C]27[/C][C]0.02723[/C][C]0.2737[/C][C]0.392453[/C][/ROW]
[ROW][C]28[/C][C]-0.115307[/C][C]-1.1588[/C][C]0.12463[/C][/ROW]
[ROW][C]29[/C][C]0.114537[/C][C]1.1511[/C][C]0.126208[/C][/ROW]
[ROW][C]30[/C][C]-0.019939[/C][C]-0.2004[/C][C]0.42079[/C][/ROW]
[ROW][C]31[/C][C]-0.161671[/C][C]-1.6248[/C][C]0.053664[/C][/ROW]
[ROW][C]32[/C][C]0.122538[/C][C]1.2315[/C][C]0.1105[/C][/ROW]
[ROW][C]33[/C][C]0.022964[/C][C]0.2308[/C][C]0.408973[/C][/ROW]
[ROW][C]34[/C][C]-0.004268[/C][C]-0.0429[/C][C]0.482936[/C][/ROW]
[ROW][C]35[/C][C]-0.096542[/C][C]-0.9702[/C][C]0.167123[/C][/ROW]
[ROW][C]36[/C][C]0.169626[/C][C]1.7047[/C][C]0.04566[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30290&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	-0.48052	-4.8292	2e-06
2	-0.05971	-0.6001	0.274898
3	0.159583	1.6038	0.055942
4	-0.132643	-1.333	0.092757
5	0.009126	0.0917	0.463552
6	0.067898	0.6824	0.248284
7	-0.010134	-0.1018	0.459541
8	-0.194529	-1.955	0.026674
9	0.247774	2.4901	0.007201
10	-0.138039	-1.3873	0.084205
11	-0.101652	-1.0216	0.154709
12	0.328288	3.2993	0.00067
13	-0.215017	-2.1609	0.016534
14	0.061393	0.617	0.269316
15	0.076854	0.7724	0.220849
16	-0.158914	-1.5971	0.056687
17	0.041344	0.4155	0.339326
18	0.117258	1.1784	0.120697
19	-0.132621	-1.3328	0.092794
20	-0.032191	-0.3235	0.373487
21	0.091011	0.9146	0.181277
22	-0.105629	-1.0616	0.145484
23	0.059636	0.5993	0.275147
24	0.095917	0.964	0.168685
25	-0.109013	-1.0956	0.137937
26	0.051732	0.5199	0.302134
27	0.02723	0.2737	0.392453
28	-0.115307	-1.1588	0.12463
29	0.114537	1.1511	0.126208
30	-0.019939	-0.2004	0.42079
31	-0.161671	-1.6248	0.053664
32	0.122538	1.2315	0.1105
33	0.022964	0.2308	0.408973
34	-0.004268	-0.0429	0.482936
35	-0.096542	-0.9702	0.167123
36	0.169626	1.7047	0.04566

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.48052	-4.8292	2e-06
2	-0.377856	-3.7974	0.000125
3	-0.093309	-0.9377	0.175306
4	-0.141453	-1.4216	0.079113
5	-0.131891	-1.3255	0.094
6	-0.0502	-0.5045	0.307503
7	0.026053	0.2618	0.396993
8	-0.25779	-2.5908	0.005496
9	-0.020383	-0.2048	0.419054
10	-0.10769	-1.0823	0.140855
11	-0.243236	-2.4445	0.008119
12	0.11029	1.1084	0.135162
13	0.038141	0.3833	0.351148
14	0.122156	1.2277	0.111215
15	0.158139	1.5893	0.057562
16	-0.019991	-0.2009	0.420589
17	-0.00788	-0.0792	0.468519
18	0.08005	0.8045	0.211502
19	-0.018784	-0.1888	0.425325
20	0.003283	0.033	0.486871
21	-0.079427	-0.7982	0.213306
22	-0.087305	-0.8774	0.191176
23	-0.009574	-0.0962	0.461768
24	-0.018419	-0.1851	0.426759
25	0.017456	0.1754	0.430545
26	0.023099	0.2321	0.408447
27	-0.036213	-0.3639	0.358334
28	-0.071386	-0.7174	0.237387
29	0.023738	0.2386	0.405963
30	-0.032001	-0.3216	0.374207
31	-0.178376	-1.7927	0.038011
32	-0.126459	-1.2709	0.103343
33	-0.031795	-0.3195	0.374988
34	0.17102	1.7187	0.044363
35	-0.097127	-0.9761	0.165669
36	0.052796	0.5306	0.298434

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.48052 & -4.8292 & 2e-06 \tabularnewline
2 & -0.377856 & -3.7974 & 0.000125 \tabularnewline
3 & -0.093309 & -0.9377 & 0.175306 \tabularnewline
4 & -0.141453 & -1.4216 & 0.079113 \tabularnewline
5 & -0.131891 & -1.3255 & 0.094 \tabularnewline
6 & -0.0502 & -0.5045 & 0.307503 \tabularnewline
7 & 0.026053 & 0.2618 & 0.396993 \tabularnewline
8 & -0.25779 & -2.5908 & 0.005496 \tabularnewline
9 & -0.020383 & -0.2048 & 0.419054 \tabularnewline
10 & -0.10769 & -1.0823 & 0.140855 \tabularnewline
11 & -0.243236 & -2.4445 & 0.008119 \tabularnewline
12 & 0.11029 & 1.1084 & 0.135162 \tabularnewline
13 & 0.038141 & 0.3833 & 0.351148 \tabularnewline
14 & 0.122156 & 1.2277 & 0.111215 \tabularnewline
15 & 0.158139 & 1.5893 & 0.057562 \tabularnewline
16 & -0.019991 & -0.2009 & 0.420589 \tabularnewline
17 & -0.00788 & -0.0792 & 0.468519 \tabularnewline
18 & 0.08005 & 0.8045 & 0.211502 \tabularnewline
19 & -0.018784 & -0.1888 & 0.425325 \tabularnewline
20 & 0.003283 & 0.033 & 0.486871 \tabularnewline
21 & -0.079427 & -0.7982 & 0.213306 \tabularnewline
22 & -0.087305 & -0.8774 & 0.191176 \tabularnewline
23 & -0.009574 & -0.0962 & 0.461768 \tabularnewline
24 & -0.018419 & -0.1851 & 0.426759 \tabularnewline
25 & 0.017456 & 0.1754 & 0.430545 \tabularnewline
26 & 0.023099 & 0.2321 & 0.408447 \tabularnewline
27 & -0.036213 & -0.3639 & 0.358334 \tabularnewline
28 & -0.071386 & -0.7174 & 0.237387 \tabularnewline
29 & 0.023738 & 0.2386 & 0.405963 \tabularnewline
30 & -0.032001 & -0.3216 & 0.374207 \tabularnewline
31 & -0.178376 & -1.7927 & 0.038011 \tabularnewline
32 & -0.126459 & -1.2709 & 0.103343 \tabularnewline
33 & -0.031795 & -0.3195 & 0.374988 \tabularnewline
34 & 0.17102 & 1.7187 & 0.044363 \tabularnewline
35 & -0.097127 & -0.9761 & 0.165669 \tabularnewline
36 & 0.052796 & 0.5306 & 0.298434 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30290&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]-0.48052[/C][C]-4.8292[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.377856[/C][C]-3.7974[/C][C]0.000125[/C][/ROW]
[ROW][C]3[/C][C]-0.093309[/C][C]-0.9377[/C][C]0.175306[/C][/ROW]
[ROW][C]4[/C][C]-0.141453[/C][C]-1.4216[/C][C]0.079113[/C][/ROW]
[ROW][C]5[/C][C]-0.131891[/C][C]-1.3255[/C][C]0.094[/C][/ROW]
[ROW][C]6[/C][C]-0.0502[/C][C]-0.5045[/C][C]0.307503[/C][/ROW]
[ROW][C]7[/C][C]0.026053[/C][C]0.2618[/C][C]0.396993[/C][/ROW]
[ROW][C]8[/C][C]-0.25779[/C][C]-2.5908[/C][C]0.005496[/C][/ROW]
[ROW][C]9[/C][C]-0.020383[/C][C]-0.2048[/C][C]0.419054[/C][/ROW]
[ROW][C]10[/C][C]-0.10769[/C][C]-1.0823[/C][C]0.140855[/C][/ROW]
[ROW][C]11[/C][C]-0.243236[/C][C]-2.4445[/C][C]0.008119[/C][/ROW]
[ROW][C]12[/C][C]0.11029[/C][C]1.1084[/C][C]0.135162[/C][/ROW]
[ROW][C]13[/C][C]0.038141[/C][C]0.3833[/C][C]0.351148[/C][/ROW]
[ROW][C]14[/C][C]0.122156[/C][C]1.2277[/C][C]0.111215[/C][/ROW]
[ROW][C]15[/C][C]0.158139[/C][C]1.5893[/C][C]0.057562[/C][/ROW]
[ROW][C]16[/C][C]-0.019991[/C][C]-0.2009[/C][C]0.420589[/C][/ROW]
[ROW][C]17[/C][C]-0.00788[/C][C]-0.0792[/C][C]0.468519[/C][/ROW]
[ROW][C]18[/C][C]0.08005[/C][C]0.8045[/C][C]0.211502[/C][/ROW]
[ROW][C]19[/C][C]-0.018784[/C][C]-0.1888[/C][C]0.425325[/C][/ROW]
[ROW][C]20[/C][C]0.003283[/C][C]0.033[/C][C]0.486871[/C][/ROW]
[ROW][C]21[/C][C]-0.079427[/C][C]-0.7982[/C][C]0.213306[/C][/ROW]
[ROW][C]22[/C][C]-0.087305[/C][C]-0.8774[/C][C]0.191176[/C][/ROW]
[ROW][C]23[/C][C]-0.009574[/C][C]-0.0962[/C][C]0.461768[/C][/ROW]
[ROW][C]24[/C][C]-0.018419[/C][C]-0.1851[/C][C]0.426759[/C][/ROW]
[ROW][C]25[/C][C]0.017456[/C][C]0.1754[/C][C]0.430545[/C][/ROW]
[ROW][C]26[/C][C]0.023099[/C][C]0.2321[/C][C]0.408447[/C][/ROW]
[ROW][C]27[/C][C]-0.036213[/C][C]-0.3639[/C][C]0.358334[/C][/ROW]
[ROW][C]28[/C][C]-0.071386[/C][C]-0.7174[/C][C]0.237387[/C][/ROW]
[ROW][C]29[/C][C]0.023738[/C][C]0.2386[/C][C]0.405963[/C][/ROW]
[ROW][C]30[/C][C]-0.032001[/C][C]-0.3216[/C][C]0.374207[/C][/ROW]
[ROW][C]31[/C][C]-0.178376[/C][C]-1.7927[/C][C]0.038011[/C][/ROW]
[ROW][C]32[/C][C]-0.126459[/C][C]-1.2709[/C][C]0.103343[/C][/ROW]
[ROW][C]33[/C][C]-0.031795[/C][C]-0.3195[/C][C]0.374988[/C][/ROW]
[ROW][C]34[/C][C]0.17102[/C][C]1.7187[/C][C]0.044363[/C][/ROW]
[ROW][C]35[/C][C]-0.097127[/C][C]-0.9761[/C][C]0.165669[/C][/ROW]
[ROW][C]36[/C][C]0.052796[/C][C]0.5306[/C][C]0.298434[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30290&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30290&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	-0.48052	-4.8292	2e-06
2	-0.377856	-3.7974	0.000125
3	-0.093309	-0.9377	0.175306
4	-0.141453	-1.4216	0.079113
5	-0.131891	-1.3255	0.094
6	-0.0502	-0.5045	0.307503
7	0.026053	0.2618	0.396993
8	-0.25779	-2.5908	0.005496
9	-0.020383	-0.2048	0.419054
10	-0.10769	-1.0823	0.140855
11	-0.243236	-2.4445	0.008119
12	0.11029	1.1084	0.135162
13	0.038141	0.3833	0.351148
14	0.122156	1.2277	0.111215
15	0.158139	1.5893	0.057562
16	-0.019991	-0.2009	0.420589
17	-0.00788	-0.0792	0.468519
18	0.08005	0.8045	0.211502
19	-0.018784	-0.1888	0.425325
20	0.003283	0.033	0.486871
21	-0.079427	-0.7982	0.213306
22	-0.087305	-0.8774	0.191176
23	-0.009574	-0.0962	0.461768
24	-0.018419	-0.1851	0.426759
25	0.017456	0.1754	0.430545
26	0.023099	0.2321	0.408447
27	-0.036213	-0.3639	0.358334
28	-0.071386	-0.7174	0.237387
29	0.023738	0.2386	0.405963
30	-0.032001	-0.3216	0.374207
31	-0.178376	-1.7927	0.038011
32	-0.126459	-1.2709	0.103343
33	-0.031795	-0.3195	0.374988
34	0.17102	1.7187	0.044363
35	-0.097127	-0.9761	0.165669
36	0.052796	0.5306	0.298434

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; par3 = 1 ; 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