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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 06:51:46 -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/11/t1229003586xmwmmfki1etdqcr.htm/, Retrieved Sat, 18 May 2024 05:10:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32233, Retrieved Sat, 18 May 2024 05:10:41 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

paper vrouw

Estimated Impact

194

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [(Partial) Autocorrelation Function] [(P)ACF] [2008-12-11 13:51:46] [bb7e3816cefc365f4d7adcd50784b783] [Current]

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Dataseries X:

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Histogram

Boxplots

9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32233&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32233&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.152825	0.8911	0.189566
2	-0.203774	-1.1882	0.121495
3	-0.466768	-2.7217	0.005084
4	-0.276249	-1.6108	0.058235
5	-0.018701	-0.109	0.456904
6	0.308321	1.7978	0.040547
7	0.20604	1.2014	0.118947
8	-0.053721	-0.3132	0.378004
9	-0.222637	-1.2982	0.10148
10	-0.112711	-0.6572	0.257734
11	0.134191	0.7825	0.21968
12	0.160843	0.9379	0.177464
13	0.032302	0.1883	0.425861
14	-0.024321	-0.1418	0.444032
15	-0.252223	-1.4707	0.075283
16	0.008085	0.0471	0.481337
17	0.144744	0.844	0.202286
18	0.174156	1.0155	0.158521
19	-0.021336	-0.1244	0.450863
20	-0.190252	-1.1094	0.137532
21	-0.225425	-1.3144	0.098748
22	-0.0215	-0.1254	0.450485
23	0.163341	0.9524	0.1738
24	0.321764	1.8762	0.034617
25	0.091181	0.5317	0.299205
26	-0.06433	-0.3751	0.354957
27	-0.257061	-1.4989	0.071562
28	-0.12608	-0.7352	0.233639
29	-0.03232	-0.1885	0.425819
30	0.195735	1.1413	0.130855
31	0.013571	0.0791	0.468697
32	-0.032248	-0.188	0.425982
33	-0.005439	-0.0317	0.487443
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.152825 & 0.8911 & 0.189566 \tabularnewline
2 & -0.203774 & -1.1882 & 0.121495 \tabularnewline
3 & -0.466768 & -2.7217 & 0.005084 \tabularnewline
4 & -0.276249 & -1.6108 & 0.058235 \tabularnewline
5 & -0.018701 & -0.109 & 0.456904 \tabularnewline
6 & 0.308321 & 1.7978 & 0.040547 \tabularnewline
7 & 0.20604 & 1.2014 & 0.118947 \tabularnewline
8 & -0.053721 & -0.3132 & 0.378004 \tabularnewline
9 & -0.222637 & -1.2982 & 0.10148 \tabularnewline
10 & -0.112711 & -0.6572 & 0.257734 \tabularnewline
11 & 0.134191 & 0.7825 & 0.21968 \tabularnewline
12 & 0.160843 & 0.9379 & 0.177464 \tabularnewline
13 & 0.032302 & 0.1883 & 0.425861 \tabularnewline
14 & -0.024321 & -0.1418 & 0.444032 \tabularnewline
15 & -0.252223 & -1.4707 & 0.075283 \tabularnewline
16 & 0.008085 & 0.0471 & 0.481337 \tabularnewline
17 & 0.144744 & 0.844 & 0.202286 \tabularnewline
18 & 0.174156 & 1.0155 & 0.158521 \tabularnewline
19 & -0.021336 & -0.1244 & 0.450863 \tabularnewline
20 & -0.190252 & -1.1094 & 0.137532 \tabularnewline
21 & -0.225425 & -1.3144 & 0.098748 \tabularnewline
22 & -0.0215 & -0.1254 & 0.450485 \tabularnewline
23 & 0.163341 & 0.9524 & 0.1738 \tabularnewline
24 & 0.321764 & 1.8762 & 0.034617 \tabularnewline
25 & 0.091181 & 0.5317 & 0.299205 \tabularnewline
26 & -0.06433 & -0.3751 & 0.354957 \tabularnewline
27 & -0.257061 & -1.4989 & 0.071562 \tabularnewline
28 & -0.12608 & -0.7352 & 0.233639 \tabularnewline
29 & -0.03232 & -0.1885 & 0.425819 \tabularnewline
30 & 0.195735 & 1.1413 & 0.130855 \tabularnewline
31 & 0.013571 & 0.0791 & 0.468697 \tabularnewline
32 & -0.032248 & -0.188 & 0.425982 \tabularnewline
33 & -0.005439 & -0.0317 & 0.487443 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32233&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]0.152825[/C][C]0.8911[/C][C]0.189566[/C][/ROW]
[ROW][C]2[/C][C]-0.203774[/C][C]-1.1882[/C][C]0.121495[/C][/ROW]
[ROW][C]3[/C][C]-0.466768[/C][C]-2.7217[/C][C]0.005084[/C][/ROW]
[ROW][C]4[/C][C]-0.276249[/C][C]-1.6108[/C][C]0.058235[/C][/ROW]
[ROW][C]5[/C][C]-0.018701[/C][C]-0.109[/C][C]0.456904[/C][/ROW]
[ROW][C]6[/C][C]0.308321[/C][C]1.7978[/C][C]0.040547[/C][/ROW]
[ROW][C]7[/C][C]0.20604[/C][C]1.2014[/C][C]0.118947[/C][/ROW]
[ROW][C]8[/C][C]-0.053721[/C][C]-0.3132[/C][C]0.378004[/C][/ROW]
[ROW][C]9[/C][C]-0.222637[/C][C]-1.2982[/C][C]0.10148[/C][/ROW]
[ROW][C]10[/C][C]-0.112711[/C][C]-0.6572[/C][C]0.257734[/C][/ROW]
[ROW][C]11[/C][C]0.134191[/C][C]0.7825[/C][C]0.21968[/C][/ROW]
[ROW][C]12[/C][C]0.160843[/C][C]0.9379[/C][C]0.177464[/C][/ROW]
[ROW][C]13[/C][C]0.032302[/C][C]0.1883[/C][C]0.425861[/C][/ROW]
[ROW][C]14[/C][C]-0.024321[/C][C]-0.1418[/C][C]0.444032[/C][/ROW]
[ROW][C]15[/C][C]-0.252223[/C][C]-1.4707[/C][C]0.075283[/C][/ROW]
[ROW][C]16[/C][C]0.008085[/C][C]0.0471[/C][C]0.481337[/C][/ROW]
[ROW][C]17[/C][C]0.144744[/C][C]0.844[/C][C]0.202286[/C][/ROW]
[ROW][C]18[/C][C]0.174156[/C][C]1.0155[/C][C]0.158521[/C][/ROW]
[ROW][C]19[/C][C]-0.021336[/C][C]-0.1244[/C][C]0.450863[/C][/ROW]
[ROW][C]20[/C][C]-0.190252[/C][C]-1.1094[/C][C]0.137532[/C][/ROW]
[ROW][C]21[/C][C]-0.225425[/C][C]-1.3144[/C][C]0.098748[/C][/ROW]
[ROW][C]22[/C][C]-0.0215[/C][C]-0.1254[/C][C]0.450485[/C][/ROW]
[ROW][C]23[/C][C]0.163341[/C][C]0.9524[/C][C]0.1738[/C][/ROW]
[ROW][C]24[/C][C]0.321764[/C][C]1.8762[/C][C]0.034617[/C][/ROW]
[ROW][C]25[/C][C]0.091181[/C][C]0.5317[/C][C]0.299205[/C][/ROW]
[ROW][C]26[/C][C]-0.06433[/C][C]-0.3751[/C][C]0.354957[/C][/ROW]
[ROW][C]27[/C][C]-0.257061[/C][C]-1.4989[/C][C]0.071562[/C][/ROW]
[ROW][C]28[/C][C]-0.12608[/C][C]-0.7352[/C][C]0.233639[/C][/ROW]
[ROW][C]29[/C][C]-0.03232[/C][C]-0.1885[/C][C]0.425819[/C][/ROW]
[ROW][C]30[/C][C]0.195735[/C][C]1.1413[/C][C]0.130855[/C][/ROW]
[ROW][C]31[/C][C]0.013571[/C][C]0.0791[/C][C]0.468697[/C][/ROW]
[ROW][C]32[/C][C]-0.032248[/C][C]-0.188[/C][C]0.425982[/C][/ROW]
[ROW][C]33[/C][C]-0.005439[/C][C]-0.0317[/C][C]0.487443[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/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=32233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32233&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	0.152825	0.8911	0.189566
2	-0.203774	-1.1882	0.121495
3	-0.466768	-2.7217	0.005084
4	-0.276249	-1.6108	0.058235
5	-0.018701	-0.109	0.456904
6	0.308321	1.7978	0.040547
7	0.20604	1.2014	0.118947
8	-0.053721	-0.3132	0.378004
9	-0.222637	-1.2982	0.10148
10	-0.112711	-0.6572	0.257734
11	0.134191	0.7825	0.21968
12	0.160843	0.9379	0.177464
13	0.032302	0.1883	0.425861
14	-0.024321	-0.1418	0.444032
15	-0.252223	-1.4707	0.075283
16	0.008085	0.0471	0.481337
17	0.144744	0.844	0.202286
18	0.174156	1.0155	0.158521
19	-0.021336	-0.1244	0.450863
20	-0.190252	-1.1094	0.137532
21	-0.225425	-1.3144	0.098748
22	-0.0215	-0.1254	0.450485
23	0.163341	0.9524	0.1738
24	0.321764	1.8762	0.034617
25	0.091181	0.5317	0.299205
26	-0.06433	-0.3751	0.354957
27	-0.257061	-1.4989	0.071562
28	-0.12608	-0.7352	0.233639
29	-0.03232	-0.1885	0.425819
30	0.195735	1.1413	0.130855
31	0.013571	0.0791	0.468697
32	-0.032248	-0.188	0.425982
33	-0.005439	-0.0317	0.487443
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.152825	0.8911	0.189566
2	-0.232561	-1.3561	0.09201
3	-0.425236	-2.4795	0.009136
4	-0.26503	-1.5454	0.065756
5	-0.222365	-1.2966	0.101751
6	0.00049	0.0029	0.498868
7	-0.101785	-0.5935	0.278386
8	-0.214578	-1.2512	0.109702
9	-0.211025	-1.2305	0.113482
10	-0.119474	-0.6966	0.24538
11	0.037001	0.2158	0.415234
12	-0.071136	-0.4148	0.34045
13	-0.144947	-0.8452	0.20196
14	0.035203	0.2053	0.419294
15	-0.216471	-1.2622	0.107728
16	0.072607	0.4234	0.337346
17	0.060861	0.3549	0.362436
18	0.02568	0.1497	0.440927
19	0.023279	0.1357	0.446415
20	-0.111576	-0.6506	0.25984
21	-0.094344	-0.5501	0.292918
22	-0.094885	-0.5533	0.291849
23	-0.125353	-0.7309	0.234916
24	0.09293	0.5419	0.29572
25	-0.058884	-0.3433	0.366726
26	0.170558	0.9945	0.163498
27	0.022539	0.1314	0.448107
28	0.040481	0.236	0.407407
29	0.06067	0.3538	0.362851
30	0.064528	0.3763	0.354531
31	-0.063778	-0.3719	0.356142
32	-0.047999	-0.2799	0.390633
33	0.113351	0.6609	0.256552
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.152825 & 0.8911 & 0.189566 \tabularnewline
2 & -0.232561 & -1.3561 & 0.09201 \tabularnewline
3 & -0.425236 & -2.4795 & 0.009136 \tabularnewline
4 & -0.26503 & -1.5454 & 0.065756 \tabularnewline
5 & -0.222365 & -1.2966 & 0.101751 \tabularnewline
6 & 0.00049 & 0.0029 & 0.498868 \tabularnewline
7 & -0.101785 & -0.5935 & 0.278386 \tabularnewline
8 & -0.214578 & -1.2512 & 0.109702 \tabularnewline
9 & -0.211025 & -1.2305 & 0.113482 \tabularnewline
10 & -0.119474 & -0.6966 & 0.24538 \tabularnewline
11 & 0.037001 & 0.2158 & 0.415234 \tabularnewline
12 & -0.071136 & -0.4148 & 0.34045 \tabularnewline
13 & -0.144947 & -0.8452 & 0.20196 \tabularnewline
14 & 0.035203 & 0.2053 & 0.419294 \tabularnewline
15 & -0.216471 & -1.2622 & 0.107728 \tabularnewline
16 & 0.072607 & 0.4234 & 0.337346 \tabularnewline
17 & 0.060861 & 0.3549 & 0.362436 \tabularnewline
18 & 0.02568 & 0.1497 & 0.440927 \tabularnewline
19 & 0.023279 & 0.1357 & 0.446415 \tabularnewline
20 & -0.111576 & -0.6506 & 0.25984 \tabularnewline
21 & -0.094344 & -0.5501 & 0.292918 \tabularnewline
22 & -0.094885 & -0.5533 & 0.291849 \tabularnewline
23 & -0.125353 & -0.7309 & 0.234916 \tabularnewline
24 & 0.09293 & 0.5419 & 0.29572 \tabularnewline
25 & -0.058884 & -0.3433 & 0.366726 \tabularnewline
26 & 0.170558 & 0.9945 & 0.163498 \tabularnewline
27 & 0.022539 & 0.1314 & 0.448107 \tabularnewline
28 & 0.040481 & 0.236 & 0.407407 \tabularnewline
29 & 0.06067 & 0.3538 & 0.362851 \tabularnewline
30 & 0.064528 & 0.3763 & 0.354531 \tabularnewline
31 & -0.063778 & -0.3719 & 0.356142 \tabularnewline
32 & -0.047999 & -0.2799 & 0.390633 \tabularnewline
33 & 0.113351 & 0.6609 & 0.256552 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32233&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]0.152825[/C][C]0.8911[/C][C]0.189566[/C][/ROW]
[ROW][C]2[/C][C]-0.232561[/C][C]-1.3561[/C][C]0.09201[/C][/ROW]
[ROW][C]3[/C][C]-0.425236[/C][C]-2.4795[/C][C]0.009136[/C][/ROW]
[ROW][C]4[/C][C]-0.26503[/C][C]-1.5454[/C][C]0.065756[/C][/ROW]
[ROW][C]5[/C][C]-0.222365[/C][C]-1.2966[/C][C]0.101751[/C][/ROW]
[ROW][C]6[/C][C]0.00049[/C][C]0.0029[/C][C]0.498868[/C][/ROW]
[ROW][C]7[/C][C]-0.101785[/C][C]-0.5935[/C][C]0.278386[/C][/ROW]
[ROW][C]8[/C][C]-0.214578[/C][C]-1.2512[/C][C]0.109702[/C][/ROW]
[ROW][C]9[/C][C]-0.211025[/C][C]-1.2305[/C][C]0.113482[/C][/ROW]
[ROW][C]10[/C][C]-0.119474[/C][C]-0.6966[/C][C]0.24538[/C][/ROW]
[ROW][C]11[/C][C]0.037001[/C][C]0.2158[/C][C]0.415234[/C][/ROW]
[ROW][C]12[/C][C]-0.071136[/C][C]-0.4148[/C][C]0.34045[/C][/ROW]
[ROW][C]13[/C][C]-0.144947[/C][C]-0.8452[/C][C]0.20196[/C][/ROW]
[ROW][C]14[/C][C]0.035203[/C][C]0.2053[/C][C]0.419294[/C][/ROW]
[ROW][C]15[/C][C]-0.216471[/C][C]-1.2622[/C][C]0.107728[/C][/ROW]
[ROW][C]16[/C][C]0.072607[/C][C]0.4234[/C][C]0.337346[/C][/ROW]
[ROW][C]17[/C][C]0.060861[/C][C]0.3549[/C][C]0.362436[/C][/ROW]
[ROW][C]18[/C][C]0.02568[/C][C]0.1497[/C][C]0.440927[/C][/ROW]
[ROW][C]19[/C][C]0.023279[/C][C]0.1357[/C][C]0.446415[/C][/ROW]
[ROW][C]20[/C][C]-0.111576[/C][C]-0.6506[/C][C]0.25984[/C][/ROW]
[ROW][C]21[/C][C]-0.094344[/C][C]-0.5501[/C][C]0.292918[/C][/ROW]
[ROW][C]22[/C][C]-0.094885[/C][C]-0.5533[/C][C]0.291849[/C][/ROW]
[ROW][C]23[/C][C]-0.125353[/C][C]-0.7309[/C][C]0.234916[/C][/ROW]
[ROW][C]24[/C][C]0.09293[/C][C]0.5419[/C][C]0.29572[/C][/ROW]
[ROW][C]25[/C][C]-0.058884[/C][C]-0.3433[/C][C]0.366726[/C][/ROW]
[ROW][C]26[/C][C]0.170558[/C][C]0.9945[/C][C]0.163498[/C][/ROW]
[ROW][C]27[/C][C]0.022539[/C][C]0.1314[/C][C]0.448107[/C][/ROW]
[ROW][C]28[/C][C]0.040481[/C][C]0.236[/C][C]0.407407[/C][/ROW]
[ROW][C]29[/C][C]0.06067[/C][C]0.3538[/C][C]0.362851[/C][/ROW]
[ROW][C]30[/C][C]0.064528[/C][C]0.3763[/C][C]0.354531[/C][/ROW]
[ROW][C]31[/C][C]-0.063778[/C][C]-0.3719[/C][C]0.356142[/C][/ROW]
[ROW][C]32[/C][C]-0.047999[/C][C]-0.2799[/C][C]0.390633[/C][/ROW]
[ROW][C]33[/C][C]0.113351[/C][C]0.6609[/C][C]0.256552[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/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=32233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32233&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	0.152825	0.8911	0.189566
2	-0.232561	-1.3561	0.09201
3	-0.425236	-2.4795	0.009136
4	-0.26503	-1.5454	0.065756
5	-0.222365	-1.2966	0.101751
6	0.00049	0.0029	0.498868
7	-0.101785	-0.5935	0.278386
8	-0.214578	-1.2512	0.109702
9	-0.211025	-1.2305	0.113482
10	-0.119474	-0.6966	0.24538
11	0.037001	0.2158	0.415234
12	-0.071136	-0.4148	0.34045
13	-0.144947	-0.8452	0.20196
14	0.035203	0.2053	0.419294
15	-0.216471	-1.2622	0.107728
16	0.072607	0.4234	0.337346
17	0.060861	0.3549	0.362436
18	0.02568	0.1497	0.440927
19	0.023279	0.1357	0.446415
20	-0.111576	-0.6506	0.25984
21	-0.094344	-0.5501	0.292918
22	-0.094885	-0.5533	0.291849
23	-0.125353	-0.7309	0.234916
24	0.09293	0.5419	0.29572
25	-0.058884	-0.3433	0.366726
26	0.170558	0.9945	0.163498
27	0.022539	0.1314	0.448107
28	0.040481	0.236	0.407407
29	0.06067	0.3538	0.362851
30	0.064528	0.3763	0.354531
31	-0.063778	-0.3719	0.356142
32	-0.047999	-0.2799	0.390633
33	0.113351	0.6609	0.256552
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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