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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 30 Apr 2009 03:54:25 -0600

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/2009/Apr/30/t12410852879lypdlo81g8qxft.htm/, Retrieved Sat, 11 May 2024 13:12:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39454, Retrieved Sat, 11 May 2024 13:12:40 +0000

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IsPrivate?

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Estimated Impact

280

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-       [(Partial) Autocorrelation Function] [] [2009-04-30 09:54:25] [06deb41b065a40f2c80cc8da489fa5fe] [Current]

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Dataseries X:

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Histogram

Boxplots

4,43
4,43
4,44
4,44
4,44
4,45
4,47
4,48
4,48
4,5
4,52
4,52
4,53
4,53
4,63
4,66
4,67
4,68
4,69
4,69
4,7
4,71
4,72
4,72
4,72
4,73
4,74
4,76
4,81
4,82
4,83
4,83
4,84
4,89
4,92
4,95
4,95
5,01
5,05
5,08
5,11
5,14
5,17
5,18
5,2
5,22
5,24
5,28
5,29
5,33
5,4
5,43
5,46
5,46
5,46
5,47
5,49
5,5
5,54
5,55
5,55
5,56
5,6
5,61
5,63
5,64
5,66
5,67
5,69
5,77
5,77
5,78
5,8
5,82
5,85
5,87
5,88
5,9
5,91
5,94
5,97
5,98
6
6,01
6,02

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39454&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]0 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=39454&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39454&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.108364	0.9932	0.16174
2	-0.015896	-0.1457	0.442257
3	-0.036598	-0.3354	0.36907
4	0.00379	0.0347	0.486188
5	0.093023	0.8526	0.198161
6	-0.000246	-0.0023	0.499103
7	0.039759	0.3644	0.358239
8	0.011915	0.1092	0.45665
9	-0.094872	-0.8695	0.193521
10	-0.037778	-0.3462	0.365015
11	0.044696	0.4096	0.341553
12	0.066464	0.6092	0.272034
13	0.049333	0.4521	0.326165
14	0.010904	0.0999	0.460316
15	-0.131593	-1.2061	0.115588
16	-0.083553	-0.7658	0.222977
17	0.009633	0.0883	0.464927
18	-0.011068	-0.1014	0.459721
19	0.168205	1.5416	0.063462
20	-0.077468	-0.71	0.239833
21	-0.044988	-0.4123	0.340577
22	0.020014	0.1834	0.427451
23	0.137815	1.2631	0.105025
24	0.067502	0.6187	0.268904
25	-0.017094	-0.1567	0.43794
26	-0.209203	-1.9174	0.029295
27	-0.045744	-0.4193	0.338052
28	0.014156	0.1297	0.448539
29	-0.031925	-0.2926	0.385277
30	0.000938	0.0086	0.49658
31	-0.040424	-0.3705	0.355974
32	-0.007178	-0.0658	0.47385
33	-0.094453	-0.8657	0.194566
34	-0.073834	-0.6767	0.250229
35	0.098808	0.9056	0.183873
36	0.163044	1.4943	0.069419

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.108364 & 0.9932 & 0.16174 \tabularnewline
2 & -0.015896 & -0.1457 & 0.442257 \tabularnewline
3 & -0.036598 & -0.3354 & 0.36907 \tabularnewline
4 & 0.00379 & 0.0347 & 0.486188 \tabularnewline
5 & 0.093023 & 0.8526 & 0.198161 \tabularnewline
6 & -0.000246 & -0.0023 & 0.499103 \tabularnewline
7 & 0.039759 & 0.3644 & 0.358239 \tabularnewline
8 & 0.011915 & 0.1092 & 0.45665 \tabularnewline
9 & -0.094872 & -0.8695 & 0.193521 \tabularnewline
10 & -0.037778 & -0.3462 & 0.365015 \tabularnewline
11 & 0.044696 & 0.4096 & 0.341553 \tabularnewline
12 & 0.066464 & 0.6092 & 0.272034 \tabularnewline
13 & 0.049333 & 0.4521 & 0.326165 \tabularnewline
14 & 0.010904 & 0.0999 & 0.460316 \tabularnewline
15 & -0.131593 & -1.2061 & 0.115588 \tabularnewline
16 & -0.083553 & -0.7658 & 0.222977 \tabularnewline
17 & 0.009633 & 0.0883 & 0.464927 \tabularnewline
18 & -0.011068 & -0.1014 & 0.459721 \tabularnewline
19 & 0.168205 & 1.5416 & 0.063462 \tabularnewline
20 & -0.077468 & -0.71 & 0.239833 \tabularnewline
21 & -0.044988 & -0.4123 & 0.340577 \tabularnewline
22 & 0.020014 & 0.1834 & 0.427451 \tabularnewline
23 & 0.137815 & 1.2631 & 0.105025 \tabularnewline
24 & 0.067502 & 0.6187 & 0.268904 \tabularnewline
25 & -0.017094 & -0.1567 & 0.43794 \tabularnewline
26 & -0.209203 & -1.9174 & 0.029295 \tabularnewline
27 & -0.045744 & -0.4193 & 0.338052 \tabularnewline
28 & 0.014156 & 0.1297 & 0.448539 \tabularnewline
29 & -0.031925 & -0.2926 & 0.385277 \tabularnewline
30 & 0.000938 & 0.0086 & 0.49658 \tabularnewline
31 & -0.040424 & -0.3705 & 0.355974 \tabularnewline
32 & -0.007178 & -0.0658 & 0.47385 \tabularnewline
33 & -0.094453 & -0.8657 & 0.194566 \tabularnewline
34 & -0.073834 & -0.6767 & 0.250229 \tabularnewline
35 & 0.098808 & 0.9056 & 0.183873 \tabularnewline
36 & 0.163044 & 1.4943 & 0.069419 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39454&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]0.108364[/C][C]0.9932[/C][C]0.16174[/C][/ROW]
[ROW][C]2[/C][C]-0.015896[/C][C]-0.1457[/C][C]0.442257[/C][/ROW]
[ROW][C]3[/C][C]-0.036598[/C][C]-0.3354[/C][C]0.36907[/C][/ROW]
[ROW][C]4[/C][C]0.00379[/C][C]0.0347[/C][C]0.486188[/C][/ROW]
[ROW][C]5[/C][C]0.093023[/C][C]0.8526[/C][C]0.198161[/C][/ROW]
[ROW][C]6[/C][C]-0.000246[/C][C]-0.0023[/C][C]0.499103[/C][/ROW]
[ROW][C]7[/C][C]0.039759[/C][C]0.3644[/C][C]0.358239[/C][/ROW]
[ROW][C]8[/C][C]0.011915[/C][C]0.1092[/C][C]0.45665[/C][/ROW]
[ROW][C]9[/C][C]-0.094872[/C][C]-0.8695[/C][C]0.193521[/C][/ROW]
[ROW][C]10[/C][C]-0.037778[/C][C]-0.3462[/C][C]0.365015[/C][/ROW]
[ROW][C]11[/C][C]0.044696[/C][C]0.4096[/C][C]0.341553[/C][/ROW]
[ROW][C]12[/C][C]0.066464[/C][C]0.6092[/C][C]0.272034[/C][/ROW]
[ROW][C]13[/C][C]0.049333[/C][C]0.4521[/C][C]0.326165[/C][/ROW]
[ROW][C]14[/C][C]0.010904[/C][C]0.0999[/C][C]0.460316[/C][/ROW]
[ROW][C]15[/C][C]-0.131593[/C][C]-1.2061[/C][C]0.115588[/C][/ROW]
[ROW][C]16[/C][C]-0.083553[/C][C]-0.7658[/C][C]0.222977[/C][/ROW]
[ROW][C]17[/C][C]0.009633[/C][C]0.0883[/C][C]0.464927[/C][/ROW]
[ROW][C]18[/C][C]-0.011068[/C][C]-0.1014[/C][C]0.459721[/C][/ROW]
[ROW][C]19[/C][C]0.168205[/C][C]1.5416[/C][C]0.063462[/C][/ROW]
[ROW][C]20[/C][C]-0.077468[/C][C]-0.71[/C][C]0.239833[/C][/ROW]
[ROW][C]21[/C][C]-0.044988[/C][C]-0.4123[/C][C]0.340577[/C][/ROW]
[ROW][C]22[/C][C]0.020014[/C][C]0.1834[/C][C]0.427451[/C][/ROW]
[ROW][C]23[/C][C]0.137815[/C][C]1.2631[/C][C]0.105025[/C][/ROW]
[ROW][C]24[/C][C]0.067502[/C][C]0.6187[/C][C]0.268904[/C][/ROW]
[ROW][C]25[/C][C]-0.017094[/C][C]-0.1567[/C][C]0.43794[/C][/ROW]
[ROW][C]26[/C][C]-0.209203[/C][C]-1.9174[/C][C]0.029295[/C][/ROW]
[ROW][C]27[/C][C]-0.045744[/C][C]-0.4193[/C][C]0.338052[/C][/ROW]
[ROW][C]28[/C][C]0.014156[/C][C]0.1297[/C][C]0.448539[/C][/ROW]
[ROW][C]29[/C][C]-0.031925[/C][C]-0.2926[/C][C]0.385277[/C][/ROW]
[ROW][C]30[/C][C]0.000938[/C][C]0.0086[/C][C]0.49658[/C][/ROW]
[ROW][C]31[/C][C]-0.040424[/C][C]-0.3705[/C][C]0.355974[/C][/ROW]
[ROW][C]32[/C][C]-0.007178[/C][C]-0.0658[/C][C]0.47385[/C][/ROW]
[ROW][C]33[/C][C]-0.094453[/C][C]-0.8657[/C][C]0.194566[/C][/ROW]
[ROW][C]34[/C][C]-0.073834[/C][C]-0.6767[/C][C]0.250229[/C][/ROW]
[ROW][C]35[/C][C]0.098808[/C][C]0.9056[/C][C]0.183873[/C][/ROW]
[ROW][C]36[/C][C]0.163044[/C][C]1.4943[/C][C]0.069419[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39454&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39454&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	0.108364	0.9932	0.16174
2	-0.015896	-0.1457	0.442257
3	-0.036598	-0.3354	0.36907
4	0.00379	0.0347	0.486188
5	0.093023	0.8526	0.198161
6	-0.000246	-0.0023	0.499103
7	0.039759	0.3644	0.358239
8	0.011915	0.1092	0.45665
9	-0.094872	-0.8695	0.193521
10	-0.037778	-0.3462	0.365015
11	0.044696	0.4096	0.341553
12	0.066464	0.6092	0.272034
13	0.049333	0.4521	0.326165
14	0.010904	0.0999	0.460316
15	-0.131593	-1.2061	0.115588
16	-0.083553	-0.7658	0.222977
17	0.009633	0.0883	0.464927
18	-0.011068	-0.1014	0.459721
19	0.168205	1.5416	0.063462
20	-0.077468	-0.71	0.239833
21	-0.044988	-0.4123	0.340577
22	0.020014	0.1834	0.427451
23	0.137815	1.2631	0.105025
24	0.067502	0.6187	0.268904
25	-0.017094	-0.1567	0.43794
26	-0.209203	-1.9174	0.029295
27	-0.045744	-0.4193	0.338052
28	0.014156	0.1297	0.448539
29	-0.031925	-0.2926	0.385277
30	0.000938	0.0086	0.49658
31	-0.040424	-0.3705	0.355974
32	-0.007178	-0.0658	0.47385
33	-0.094453	-0.8657	0.194566
34	-0.073834	-0.6767	0.250229
35	0.098808	0.9056	0.183873
36	0.163044	1.4943	0.069419

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.108364	0.9932	0.16174
2	-0.027967	-0.2563	0.399163
3	-0.0322	-0.2951	0.384318
4	0.011085	0.1016	0.459659
5	0.091234	0.8362	0.202714
6	-0.021876	-0.2005	0.420789
7	0.046787	0.4288	0.334578
8	0.008556	0.0784	0.468841
9	-0.099386	-0.9109	0.18248
10	-0.022192	-0.2034	0.419659
11	0.053012	0.4859	0.314165
12	0.041338	0.3789	0.352871
13	0.037535	0.344	0.365847
14	0.024585	0.2253	0.411137
15	-0.135187	-1.239	0.109397
16	-0.059087	-0.5415	0.294785
17	0.02114	0.1937	0.423421
18	-0.043449	-0.3982	0.345739
19	0.170642	1.564	0.060793
20	-0.088779	-0.8137	0.209066
21	-0.01093	-0.1002	0.460222
22	0.04885	0.4477	0.327755
23	0.148285	1.3591	0.088883
24	-0.026828	-0.2459	0.403185
25	-0.017238	-0.158	0.437422
26	-0.230782	-2.1151	0.01869
27	0.001933	0.0177	0.492954
28	0.055071	0.5047	0.307532
29	-0.034295	-0.3143	0.377031
30	-0.033743	-0.3093	0.378943
31	-0.035747	-0.3276	0.372005
32	0.008043	0.0737	0.470707
33	-0.083526	-0.7655	0.223051
34	0.000386	0.0035	0.498593
35	0.062213	0.5702	0.285034
36	0.119899	1.0989	0.137477

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.108364 & 0.9932 & 0.16174 \tabularnewline
2 & -0.027967 & -0.2563 & 0.399163 \tabularnewline
3 & -0.0322 & -0.2951 & 0.384318 \tabularnewline
4 & 0.011085 & 0.1016 & 0.459659 \tabularnewline
5 & 0.091234 & 0.8362 & 0.202714 \tabularnewline
6 & -0.021876 & -0.2005 & 0.420789 \tabularnewline
7 & 0.046787 & 0.4288 & 0.334578 \tabularnewline
8 & 0.008556 & 0.0784 & 0.468841 \tabularnewline
9 & -0.099386 & -0.9109 & 0.18248 \tabularnewline
10 & -0.022192 & -0.2034 & 0.419659 \tabularnewline
11 & 0.053012 & 0.4859 & 0.314165 \tabularnewline
12 & 0.041338 & 0.3789 & 0.352871 \tabularnewline
13 & 0.037535 & 0.344 & 0.365847 \tabularnewline
14 & 0.024585 & 0.2253 & 0.411137 \tabularnewline
15 & -0.135187 & -1.239 & 0.109397 \tabularnewline
16 & -0.059087 & -0.5415 & 0.294785 \tabularnewline
17 & 0.02114 & 0.1937 & 0.423421 \tabularnewline
18 & -0.043449 & -0.3982 & 0.345739 \tabularnewline
19 & 0.170642 & 1.564 & 0.060793 \tabularnewline
20 & -0.088779 & -0.8137 & 0.209066 \tabularnewline
21 & -0.01093 & -0.1002 & 0.460222 \tabularnewline
22 & 0.04885 & 0.4477 & 0.327755 \tabularnewline
23 & 0.148285 & 1.3591 & 0.088883 \tabularnewline
24 & -0.026828 & -0.2459 & 0.403185 \tabularnewline
25 & -0.017238 & -0.158 & 0.437422 \tabularnewline
26 & -0.230782 & -2.1151 & 0.01869 \tabularnewline
27 & 0.001933 & 0.0177 & 0.492954 \tabularnewline
28 & 0.055071 & 0.5047 & 0.307532 \tabularnewline
29 & -0.034295 & -0.3143 & 0.377031 \tabularnewline
30 & -0.033743 & -0.3093 & 0.378943 \tabularnewline
31 & -0.035747 & -0.3276 & 0.372005 \tabularnewline
32 & 0.008043 & 0.0737 & 0.470707 \tabularnewline
33 & -0.083526 & -0.7655 & 0.223051 \tabularnewline
34 & 0.000386 & 0.0035 & 0.498593 \tabularnewline
35 & 0.062213 & 0.5702 & 0.285034 \tabularnewline
36 & 0.119899 & 1.0989 & 0.137477 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39454&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]0.108364[/C][C]0.9932[/C][C]0.16174[/C][/ROW]
[ROW][C]2[/C][C]-0.027967[/C][C]-0.2563[/C][C]0.399163[/C][/ROW]
[ROW][C]3[/C][C]-0.0322[/C][C]-0.2951[/C][C]0.384318[/C][/ROW]
[ROW][C]4[/C][C]0.011085[/C][C]0.1016[/C][C]0.459659[/C][/ROW]
[ROW][C]5[/C][C]0.091234[/C][C]0.8362[/C][C]0.202714[/C][/ROW]
[ROW][C]6[/C][C]-0.021876[/C][C]-0.2005[/C][C]0.420789[/C][/ROW]
[ROW][C]7[/C][C]0.046787[/C][C]0.4288[/C][C]0.334578[/C][/ROW]
[ROW][C]8[/C][C]0.008556[/C][C]0.0784[/C][C]0.468841[/C][/ROW]
[ROW][C]9[/C][C]-0.099386[/C][C]-0.9109[/C][C]0.18248[/C][/ROW]
[ROW][C]10[/C][C]-0.022192[/C][C]-0.2034[/C][C]0.419659[/C][/ROW]
[ROW][C]11[/C][C]0.053012[/C][C]0.4859[/C][C]0.314165[/C][/ROW]
[ROW][C]12[/C][C]0.041338[/C][C]0.3789[/C][C]0.352871[/C][/ROW]
[ROW][C]13[/C][C]0.037535[/C][C]0.344[/C][C]0.365847[/C][/ROW]
[ROW][C]14[/C][C]0.024585[/C][C]0.2253[/C][C]0.411137[/C][/ROW]
[ROW][C]15[/C][C]-0.135187[/C][C]-1.239[/C][C]0.109397[/C][/ROW]
[ROW][C]16[/C][C]-0.059087[/C][C]-0.5415[/C][C]0.294785[/C][/ROW]
[ROW][C]17[/C][C]0.02114[/C][C]0.1937[/C][C]0.423421[/C][/ROW]
[ROW][C]18[/C][C]-0.043449[/C][C]-0.3982[/C][C]0.345739[/C][/ROW]
[ROW][C]19[/C][C]0.170642[/C][C]1.564[/C][C]0.060793[/C][/ROW]
[ROW][C]20[/C][C]-0.088779[/C][C]-0.8137[/C][C]0.209066[/C][/ROW]
[ROW][C]21[/C][C]-0.01093[/C][C]-0.1002[/C][C]0.460222[/C][/ROW]
[ROW][C]22[/C][C]0.04885[/C][C]0.4477[/C][C]0.327755[/C][/ROW]
[ROW][C]23[/C][C]0.148285[/C][C]1.3591[/C][C]0.088883[/C][/ROW]
[ROW][C]24[/C][C]-0.026828[/C][C]-0.2459[/C][C]0.403185[/C][/ROW]
[ROW][C]25[/C][C]-0.017238[/C][C]-0.158[/C][C]0.437422[/C][/ROW]
[ROW][C]26[/C][C]-0.230782[/C][C]-2.1151[/C][C]0.01869[/C][/ROW]
[ROW][C]27[/C][C]0.001933[/C][C]0.0177[/C][C]0.492954[/C][/ROW]
[ROW][C]28[/C][C]0.055071[/C][C]0.5047[/C][C]0.307532[/C][/ROW]
[ROW][C]29[/C][C]-0.034295[/C][C]-0.3143[/C][C]0.377031[/C][/ROW]
[ROW][C]30[/C][C]-0.033743[/C][C]-0.3093[/C][C]0.378943[/C][/ROW]
[ROW][C]31[/C][C]-0.035747[/C][C]-0.3276[/C][C]0.372005[/C][/ROW]
[ROW][C]32[/C][C]0.008043[/C][C]0.0737[/C][C]0.470707[/C][/ROW]
[ROW][C]33[/C][C]-0.083526[/C][C]-0.7655[/C][C]0.223051[/C][/ROW]
[ROW][C]34[/C][C]0.000386[/C][C]0.0035[/C][C]0.498593[/C][/ROW]
[ROW][C]35[/C][C]0.062213[/C][C]0.5702[/C][C]0.285034[/C][/ROW]
[ROW][C]36[/C][C]0.119899[/C][C]1.0989[/C][C]0.137477[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39454&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39454&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	0.108364	0.9932	0.16174
2	-0.027967	-0.2563	0.399163
3	-0.0322	-0.2951	0.384318
4	0.011085	0.1016	0.459659
5	0.091234	0.8362	0.202714
6	-0.021876	-0.2005	0.420789
7	0.046787	0.4288	0.334578
8	0.008556	0.0784	0.468841
9	-0.099386	-0.9109	0.18248
10	-0.022192	-0.2034	0.419659
11	0.053012	0.4859	0.314165
12	0.041338	0.3789	0.352871
13	0.037535	0.344	0.365847
14	0.024585	0.2253	0.411137
15	-0.135187	-1.239	0.109397
16	-0.059087	-0.5415	0.294785
17	0.02114	0.1937	0.423421
18	-0.043449	-0.3982	0.345739
19	0.170642	1.564	0.060793
20	-0.088779	-0.8137	0.209066
21	-0.01093	-0.1002	0.460222
22	0.04885	0.4477	0.327755
23	0.148285	1.3591	0.088883
24	-0.026828	-0.2459	0.403185
25	-0.017238	-0.158	0.437422
26	-0.230782	-2.1151	0.01869
27	0.001933	0.0177	0.492954
28	0.055071	0.5047	0.307532
29	-0.034295	-0.3143	0.377031
30	-0.033743	-0.3093	0.378943
31	-0.035747	-0.3276	0.372005
32	0.008043	0.0737	0.470707
33	-0.083526	-0.7655	0.223051
34	0.000386	0.0035	0.498593
35	0.062213	0.5702	0.285034
36	0.119899	1.0989	0.137477

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 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