Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 04:28:46 -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/09/t1228822201coe1kq6tq57vikn.htm/, Retrieved Sat, 18 May 2024 05:54:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31305, Retrieved Sat, 18 May 2024 05:54:05 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

166

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

F       [(Partial) Autocorrelation Function] [Stefan Temmerman] [2008-12-09 11:28:46] [30f7cb12a8cb61e43b87da59ece37a2f] [Current]

Feedback Forum

2008-12-15 17:10:48 [Gert-Jan Geudens] [reply] 
Goede conclusie. 
Een correlatiecoeffïenct is de weergave tussen een yt en yt met 1 periode opgeschoven. Als positieve coëfficiënten gevolgd worden door positieve en negatieve coëfficiënten door negatieve, dan is er sprake van autocorrelatie. 
 
We zien hier inderdaad enkel een lineaire trend en dus moeten we enkel niet-seizonaal differentiëren. 

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=31305&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=31305&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31305&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	0.957959	7.4203	0
2	0.919534	7.1227	0
3	0.881897	6.8311	0
4	0.828798	6.4198	0
5	0.777886	6.0255	0
6	0.73146	5.6659	0
7	0.677614	5.2488	1e-06
8	0.61539	4.7668	6e-06
9	0.554432	4.2946	3.2e-05
10	0.49601	3.8421	0.000148
11	0.444396	3.4423	0.000528
12	0.391831	3.0351	0.001776
13	0.344212	2.6663	0.004921
14	0.296586	2.2973	0.012552
15	0.249857	1.9354	0.02883
16	0.205351	1.5906	0.058473
17	0.163864	1.2693	0.104621
18	0.121204	0.9388	0.175789
19	0.075049	0.5813	0.281599
20	0.037576	0.2911	0.386004
21	-0.006367	-0.0493	0.480414
22	-0.047053	-0.3645	0.358395
23	-0.085966	-0.6659	0.254016
24	-0.122857	-0.9516	0.172547
25	-0.152232	-1.1792	0.12149
26	-0.180575	-1.3987	0.083521
27	-0.210957	-1.6341	0.053741
28	-0.240842	-1.8656	0.033498
29	-0.266072	-2.061	0.021823
30	-0.299226	-2.3178	0.011944
31	-0.320505	-2.4826	0.007928
32	-0.345766	-2.6783	0.004767
33	-0.367492	-2.8466	0.00302
34	-0.386994	-2.9976	0.001977
35	-0.405333	-3.1397	0.001312
36	-0.4185	-3.2417	0.000971

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.957959 & 7.4203 & 0 \tabularnewline
2 & 0.919534 & 7.1227 & 0 \tabularnewline
3 & 0.881897 & 6.8311 & 0 \tabularnewline
4 & 0.828798 & 6.4198 & 0 \tabularnewline
5 & 0.777886 & 6.0255 & 0 \tabularnewline
6 & 0.73146 & 5.6659 & 0 \tabularnewline
7 & 0.677614 & 5.2488 & 1e-06 \tabularnewline
8 & 0.61539 & 4.7668 & 6e-06 \tabularnewline
9 & 0.554432 & 4.2946 & 3.2e-05 \tabularnewline
10 & 0.49601 & 3.8421 & 0.000148 \tabularnewline
11 & 0.444396 & 3.4423 & 0.000528 \tabularnewline
12 & 0.391831 & 3.0351 & 0.001776 \tabularnewline
13 & 0.344212 & 2.6663 & 0.004921 \tabularnewline
14 & 0.296586 & 2.2973 & 0.012552 \tabularnewline
15 & 0.249857 & 1.9354 & 0.02883 \tabularnewline
16 & 0.205351 & 1.5906 & 0.058473 \tabularnewline
17 & 0.163864 & 1.2693 & 0.104621 \tabularnewline
18 & 0.121204 & 0.9388 & 0.175789 \tabularnewline
19 & 0.075049 & 0.5813 & 0.281599 \tabularnewline
20 & 0.037576 & 0.2911 & 0.386004 \tabularnewline
21 & -0.006367 & -0.0493 & 0.480414 \tabularnewline
22 & -0.047053 & -0.3645 & 0.358395 \tabularnewline
23 & -0.085966 & -0.6659 & 0.254016 \tabularnewline
24 & -0.122857 & -0.9516 & 0.172547 \tabularnewline
25 & -0.152232 & -1.1792 & 0.12149 \tabularnewline
26 & -0.180575 & -1.3987 & 0.083521 \tabularnewline
27 & -0.210957 & -1.6341 & 0.053741 \tabularnewline
28 & -0.240842 & -1.8656 & 0.033498 \tabularnewline
29 & -0.266072 & -2.061 & 0.021823 \tabularnewline
30 & -0.299226 & -2.3178 & 0.011944 \tabularnewline
31 & -0.320505 & -2.4826 & 0.007928 \tabularnewline
32 & -0.345766 & -2.6783 & 0.004767 \tabularnewline
33 & -0.367492 & -2.8466 & 0.00302 \tabularnewline
34 & -0.386994 & -2.9976 & 0.001977 \tabularnewline
35 & -0.405333 & -3.1397 & 0.001312 \tabularnewline
36 & -0.4185 & -3.2417 & 0.000971 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31305&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]0.957959[/C][C]7.4203[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.919534[/C][C]7.1227[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.881897[/C][C]6.8311[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.828798[/C][C]6.4198[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.777886[/C][C]6.0255[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.73146[/C][C]5.6659[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.677614[/C][C]5.2488[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.61539[/C][C]4.7668[/C][C]6e-06[/C][/ROW]
[ROW][C]9[/C][C]0.554432[/C][C]4.2946[/C][C]3.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.49601[/C][C]3.8421[/C][C]0.000148[/C][/ROW]
[ROW][C]11[/C][C]0.444396[/C][C]3.4423[/C][C]0.000528[/C][/ROW]
[ROW][C]12[/C][C]0.391831[/C][C]3.0351[/C][C]0.001776[/C][/ROW]
[ROW][C]13[/C][C]0.344212[/C][C]2.6663[/C][C]0.004921[/C][/ROW]
[ROW][C]14[/C][C]0.296586[/C][C]2.2973[/C][C]0.012552[/C][/ROW]
[ROW][C]15[/C][C]0.249857[/C][C]1.9354[/C][C]0.02883[/C][/ROW]
[ROW][C]16[/C][C]0.205351[/C][C]1.5906[/C][C]0.058473[/C][/ROW]
[ROW][C]17[/C][C]0.163864[/C][C]1.2693[/C][C]0.104621[/C][/ROW]
[ROW][C]18[/C][C]0.121204[/C][C]0.9388[/C][C]0.175789[/C][/ROW]
[ROW][C]19[/C][C]0.075049[/C][C]0.5813[/C][C]0.281599[/C][/ROW]
[ROW][C]20[/C][C]0.037576[/C][C]0.2911[/C][C]0.386004[/C][/ROW]
[ROW][C]21[/C][C]-0.006367[/C][C]-0.0493[/C][C]0.480414[/C][/ROW]
[ROW][C]22[/C][C]-0.047053[/C][C]-0.3645[/C][C]0.358395[/C][/ROW]
[ROW][C]23[/C][C]-0.085966[/C][C]-0.6659[/C][C]0.254016[/C][/ROW]
[ROW][C]24[/C][C]-0.122857[/C][C]-0.9516[/C][C]0.172547[/C][/ROW]
[ROW][C]25[/C][C]-0.152232[/C][C]-1.1792[/C][C]0.12149[/C][/ROW]
[ROW][C]26[/C][C]-0.180575[/C][C]-1.3987[/C][C]0.083521[/C][/ROW]
[ROW][C]27[/C][C]-0.210957[/C][C]-1.6341[/C][C]0.053741[/C][/ROW]
[ROW][C]28[/C][C]-0.240842[/C][C]-1.8656[/C][C]0.033498[/C][/ROW]
[ROW][C]29[/C][C]-0.266072[/C][C]-2.061[/C][C]0.021823[/C][/ROW]
[ROW][C]30[/C][C]-0.299226[/C][C]-2.3178[/C][C]0.011944[/C][/ROW]
[ROW][C]31[/C][C]-0.320505[/C][C]-2.4826[/C][C]0.007928[/C][/ROW]
[ROW][C]32[/C][C]-0.345766[/C][C]-2.6783[/C][C]0.004767[/C][/ROW]
[ROW][C]33[/C][C]-0.367492[/C][C]-2.8466[/C][C]0.00302[/C][/ROW]
[ROW][C]34[/C][C]-0.386994[/C][C]-2.9976[/C][C]0.001977[/C][/ROW]
[ROW][C]35[/C][C]-0.405333[/C][C]-3.1397[/C][C]0.001312[/C][/ROW]
[ROW][C]36[/C][C]-0.4185[/C][C]-3.2417[/C][C]0.000971[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31305&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31305&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	0.957959	7.4203	0
2	0.919534	7.1227	0
3	0.881897	6.8311	0
4	0.828798	6.4198	0
5	0.777886	6.0255	0
6	0.73146	5.6659	0
7	0.677614	5.2488	1e-06
8	0.61539	4.7668	6e-06
9	0.554432	4.2946	3.2e-05
10	0.49601	3.8421	0.000148
11	0.444396	3.4423	0.000528
12	0.391831	3.0351	0.001776
13	0.344212	2.6663	0.004921
14	0.296586	2.2973	0.012552
15	0.249857	1.9354	0.02883
16	0.205351	1.5906	0.058473
17	0.163864	1.2693	0.104621
18	0.121204	0.9388	0.175789
19	0.075049	0.5813	0.281599
20	0.037576	0.2911	0.386004
21	-0.006367	-0.0493	0.480414
22	-0.047053	-0.3645	0.358395
23	-0.085966	-0.6659	0.254016
24	-0.122857	-0.9516	0.172547
25	-0.152232	-1.1792	0.12149
26	-0.180575	-1.3987	0.083521
27	-0.210957	-1.6341	0.053741
28	-0.240842	-1.8656	0.033498
29	-0.266072	-2.061	0.021823
30	-0.299226	-2.3178	0.011944
31	-0.320505	-2.4826	0.007928
32	-0.345766	-2.6783	0.004767
33	-0.367492	-2.8466	0.00302
34	-0.386994	-2.9976	0.001977
35	-0.405333	-3.1397	0.001312
36	-0.4185	-3.2417	0.000971

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.957959	7.4203	0
2	0.022452	0.1739	0.431261
3	-0.008621	-0.0668	0.47349
4	-0.207095	-1.6041	0.056966
5	-0.01865	-0.1445	0.442811
6	0.025946	0.201	0.420697
7	-0.081454	-0.6309	0.265237
8	-0.152396	-1.1805	0.121238
9	-0.05502	-0.4262	0.33575
10	0.02086	0.1616	0.436089
11	0.093875	0.7272	0.234979
12	-0.05255	-0.4071	0.34271
13	-0.001803	-0.014	0.494452
14	-0.048592	-0.3764	0.353977
15	0.00754	0.0584	0.47681
16	-0.018959	-0.1469	0.441868
17	-0.020027	-0.1551	0.438622
18	-0.077974	-0.604	0.274065
19	-0.097396	-0.7544	0.226772
20	0.059965	0.4645	0.321989
21	-0.091225	-0.7066	0.241266
22	0.000791	0.0061	0.497566
23	-0.063187	-0.4894	0.313156
24	0.007338	0.0568	0.47743
25	0.079181	0.6133	0.270986
26	-0.018628	-0.1443	0.442878
27	-0.088536	-0.6858	0.247741
28	-0.080109	-0.6205	0.268631
29	0.019776	0.1532	0.439384
30	-0.106957	-0.8285	0.205339
31	0.06212	0.4812	0.316071
32	-0.131619	-1.0195	0.156026
33	0.022339	0.173	0.431602
34	-0.02232	-0.1729	0.43166
35	0.015726	0.1218	0.451727
36	0.020679	0.1602	0.43664

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.957959 & 7.4203 & 0 \tabularnewline
2 & 0.022452 & 0.1739 & 0.431261 \tabularnewline
3 & -0.008621 & -0.0668 & 0.47349 \tabularnewline
4 & -0.207095 & -1.6041 & 0.056966 \tabularnewline
5 & -0.01865 & -0.1445 & 0.442811 \tabularnewline
6 & 0.025946 & 0.201 & 0.420697 \tabularnewline
7 & -0.081454 & -0.6309 & 0.265237 \tabularnewline
8 & -0.152396 & -1.1805 & 0.121238 \tabularnewline
9 & -0.05502 & -0.4262 & 0.33575 \tabularnewline
10 & 0.02086 & 0.1616 & 0.436089 \tabularnewline
11 & 0.093875 & 0.7272 & 0.234979 \tabularnewline
12 & -0.05255 & -0.4071 & 0.34271 \tabularnewline
13 & -0.001803 & -0.014 & 0.494452 \tabularnewline
14 & -0.048592 & -0.3764 & 0.353977 \tabularnewline
15 & 0.00754 & 0.0584 & 0.47681 \tabularnewline
16 & -0.018959 & -0.1469 & 0.441868 \tabularnewline
17 & -0.020027 & -0.1551 & 0.438622 \tabularnewline
18 & -0.077974 & -0.604 & 0.274065 \tabularnewline
19 & -0.097396 & -0.7544 & 0.226772 \tabularnewline
20 & 0.059965 & 0.4645 & 0.321989 \tabularnewline
21 & -0.091225 & -0.7066 & 0.241266 \tabularnewline
22 & 0.000791 & 0.0061 & 0.497566 \tabularnewline
23 & -0.063187 & -0.4894 & 0.313156 \tabularnewline
24 & 0.007338 & 0.0568 & 0.47743 \tabularnewline
25 & 0.079181 & 0.6133 & 0.270986 \tabularnewline
26 & -0.018628 & -0.1443 & 0.442878 \tabularnewline
27 & -0.088536 & -0.6858 & 0.247741 \tabularnewline
28 & -0.080109 & -0.6205 & 0.268631 \tabularnewline
29 & 0.019776 & 0.1532 & 0.439384 \tabularnewline
30 & -0.106957 & -0.8285 & 0.205339 \tabularnewline
31 & 0.06212 & 0.4812 & 0.316071 \tabularnewline
32 & -0.131619 & -1.0195 & 0.156026 \tabularnewline
33 & 0.022339 & 0.173 & 0.431602 \tabularnewline
34 & -0.02232 & -0.1729 & 0.43166 \tabularnewline
35 & 0.015726 & 0.1218 & 0.451727 \tabularnewline
36 & 0.020679 & 0.1602 & 0.43664 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31305&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]0.957959[/C][C]7.4203[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.022452[/C][C]0.1739[/C][C]0.431261[/C][/ROW]
[ROW][C]3[/C][C]-0.008621[/C][C]-0.0668[/C][C]0.47349[/C][/ROW]
[ROW][C]4[/C][C]-0.207095[/C][C]-1.6041[/C][C]0.056966[/C][/ROW]
[ROW][C]5[/C][C]-0.01865[/C][C]-0.1445[/C][C]0.442811[/C][/ROW]
[ROW][C]6[/C][C]0.025946[/C][C]0.201[/C][C]0.420697[/C][/ROW]
[ROW][C]7[/C][C]-0.081454[/C][C]-0.6309[/C][C]0.265237[/C][/ROW]
[ROW][C]8[/C][C]-0.152396[/C][C]-1.1805[/C][C]0.121238[/C][/ROW]
[ROW][C]9[/C][C]-0.05502[/C][C]-0.4262[/C][C]0.33575[/C][/ROW]
[ROW][C]10[/C][C]0.02086[/C][C]0.1616[/C][C]0.436089[/C][/ROW]
[ROW][C]11[/C][C]0.093875[/C][C]0.7272[/C][C]0.234979[/C][/ROW]
[ROW][C]12[/C][C]-0.05255[/C][C]-0.4071[/C][C]0.34271[/C][/ROW]
[ROW][C]13[/C][C]-0.001803[/C][C]-0.014[/C][C]0.494452[/C][/ROW]
[ROW][C]14[/C][C]-0.048592[/C][C]-0.3764[/C][C]0.353977[/C][/ROW]
[ROW][C]15[/C][C]0.00754[/C][C]0.0584[/C][C]0.47681[/C][/ROW]
[ROW][C]16[/C][C]-0.018959[/C][C]-0.1469[/C][C]0.441868[/C][/ROW]
[ROW][C]17[/C][C]-0.020027[/C][C]-0.1551[/C][C]0.438622[/C][/ROW]
[ROW][C]18[/C][C]-0.077974[/C][C]-0.604[/C][C]0.274065[/C][/ROW]
[ROW][C]19[/C][C]-0.097396[/C][C]-0.7544[/C][C]0.226772[/C][/ROW]
[ROW][C]20[/C][C]0.059965[/C][C]0.4645[/C][C]0.321989[/C][/ROW]
[ROW][C]21[/C][C]-0.091225[/C][C]-0.7066[/C][C]0.241266[/C][/ROW]
[ROW][C]22[/C][C]0.000791[/C][C]0.0061[/C][C]0.497566[/C][/ROW]
[ROW][C]23[/C][C]-0.063187[/C][C]-0.4894[/C][C]0.313156[/C][/ROW]
[ROW][C]24[/C][C]0.007338[/C][C]0.0568[/C][C]0.47743[/C][/ROW]
[ROW][C]25[/C][C]0.079181[/C][C]0.6133[/C][C]0.270986[/C][/ROW]
[ROW][C]26[/C][C]-0.018628[/C][C]-0.1443[/C][C]0.442878[/C][/ROW]
[ROW][C]27[/C][C]-0.088536[/C][C]-0.6858[/C][C]0.247741[/C][/ROW]
[ROW][C]28[/C][C]-0.080109[/C][C]-0.6205[/C][C]0.268631[/C][/ROW]
[ROW][C]29[/C][C]0.019776[/C][C]0.1532[/C][C]0.439384[/C][/ROW]
[ROW][C]30[/C][C]-0.106957[/C][C]-0.8285[/C][C]0.205339[/C][/ROW]
[ROW][C]31[/C][C]0.06212[/C][C]0.4812[/C][C]0.316071[/C][/ROW]
[ROW][C]32[/C][C]-0.131619[/C][C]-1.0195[/C][C]0.156026[/C][/ROW]
[ROW][C]33[/C][C]0.022339[/C][C]0.173[/C][C]0.431602[/C][/ROW]
[ROW][C]34[/C][C]-0.02232[/C][C]-0.1729[/C][C]0.43166[/C][/ROW]
[ROW][C]35[/C][C]0.015726[/C][C]0.1218[/C][C]0.451727[/C][/ROW]
[ROW][C]36[/C][C]0.020679[/C][C]0.1602[/C][C]0.43664[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31305&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31305&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	0.957959	7.4203	0
2	0.022452	0.1739	0.431261
3	-0.008621	-0.0668	0.47349
4	-0.207095	-1.6041	0.056966
5	-0.01865	-0.1445	0.442811
6	0.025946	0.201	0.420697
7	-0.081454	-0.6309	0.265237
8	-0.152396	-1.1805	0.121238
9	-0.05502	-0.4262	0.33575
10	0.02086	0.1616	0.436089
11	0.093875	0.7272	0.234979
12	-0.05255	-0.4071	0.34271
13	-0.001803	-0.014	0.494452
14	-0.048592	-0.3764	0.353977
15	0.00754	0.0584	0.47681
16	-0.018959	-0.1469	0.441868
17	-0.020027	-0.1551	0.438622
18	-0.077974	-0.604	0.274065
19	-0.097396	-0.7544	0.226772
20	0.059965	0.4645	0.321989
21	-0.091225	-0.7066	0.241266
22	0.000791	0.0061	0.497566
23	-0.063187	-0.4894	0.313156
24	0.007338	0.0568	0.47743
25	0.079181	0.6133	0.270986
26	-0.018628	-0.1443	0.442878
27	-0.088536	-0.6858	0.247741
28	-0.080109	-0.6205	0.268631
29	0.019776	0.1532	0.439384
30	-0.106957	-0.8285	0.205339
31	0.06212	0.4812	0.316071
32	-0.131619	-1.0195	0.156026
33	0.022339	0.173	0.431602
34	-0.02232	-0.1729	0.43166
35	0.015726	0.1218	0.451727
36	0.020679	0.1602	0.43664

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.5 ; 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