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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 03:17:41 -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/2009/Dec/17/t1261045166w868021ufyr7q0f.htm/, Retrieved Tue, 30 Apr 2024 05:58:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68694, Retrieved Tue, 30 Apr 2024 05:58:04 +0000

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-       [(Partial) Autocorrelation Function] [autocorrelatie na...] [2009-12-17 10:17:41] [a5b01ef1969ffd97a40c5fefe56a50d0] [Current]

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Dataseries X:

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1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5

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=68694&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=68694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68694&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	0.079789	0.618	0.269443
2	-0.073334	-0.568	0.286063
3	0.010733	0.0831	0.467009
4	0.065322	0.506	0.307363
5	0.207598	1.608	0.056538
6	0.110256	0.854	0.198241
7	-0.171652	-1.3296	0.09434
8	0.092366	0.7155	0.238548
9	-0.012728	-0.0986	0.460896
10	0.04272	0.3309	0.370934
11	0.185855	1.4396	0.077585
12	-0.315496	-2.4438	0.008745
13	-0.090613	-0.7019	0.242732
14	0.182783	1.4158	0.080997
15	-0.01069	-0.0828	0.467141
16	-0.005512	-0.0427	0.483043
17	-0.118284	-0.9162	0.181608
18	-0.070421	-0.5455	0.293724
19	0.122107	0.9458	0.174014
20	-0.158793	-1.23	0.111748
21	-0.129984	-1.0068	0.159025
22	-0.056602	-0.4384	0.331322
23	-0.155831	-1.2071	0.116073
24	-0.017702	-0.1371	0.445698
25	0.104287	0.8078	0.211198
26	-0.182385	-1.4127	0.081449
27	-0.059518	-0.461	0.323224
28	-0.064091	-0.4964	0.310696
29	-0.032013	-0.248	0.402502
30	0.081364	0.6302	0.265464
31	-0.04512	-0.3495	0.36397
32	0.019463	0.1508	0.440336
33	0.063086	0.4887	0.313432
34	-0.05615	-0.4349	0.332585
35	0.032662	0.253	0.400568
36	0.025753	0.1995	0.421279

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.079789 & 0.618 & 0.269443 \tabularnewline
2 & -0.073334 & -0.568 & 0.286063 \tabularnewline
3 & 0.010733 & 0.0831 & 0.467009 \tabularnewline
4 & 0.065322 & 0.506 & 0.307363 \tabularnewline
5 & 0.207598 & 1.608 & 0.056538 \tabularnewline
6 & 0.110256 & 0.854 & 0.198241 \tabularnewline
7 & -0.171652 & -1.3296 & 0.09434 \tabularnewline
8 & 0.092366 & 0.7155 & 0.238548 \tabularnewline
9 & -0.012728 & -0.0986 & 0.460896 \tabularnewline
10 & 0.04272 & 0.3309 & 0.370934 \tabularnewline
11 & 0.185855 & 1.4396 & 0.077585 \tabularnewline
12 & -0.315496 & -2.4438 & 0.008745 \tabularnewline
13 & -0.090613 & -0.7019 & 0.242732 \tabularnewline
14 & 0.182783 & 1.4158 & 0.080997 \tabularnewline
15 & -0.01069 & -0.0828 & 0.467141 \tabularnewline
16 & -0.005512 & -0.0427 & 0.483043 \tabularnewline
17 & -0.118284 & -0.9162 & 0.181608 \tabularnewline
18 & -0.070421 & -0.5455 & 0.293724 \tabularnewline
19 & 0.122107 & 0.9458 & 0.174014 \tabularnewline
20 & -0.158793 & -1.23 & 0.111748 \tabularnewline
21 & -0.129984 & -1.0068 & 0.159025 \tabularnewline
22 & -0.056602 & -0.4384 & 0.331322 \tabularnewline
23 & -0.155831 & -1.2071 & 0.116073 \tabularnewline
24 & -0.017702 & -0.1371 & 0.445698 \tabularnewline
25 & 0.104287 & 0.8078 & 0.211198 \tabularnewline
26 & -0.182385 & -1.4127 & 0.081449 \tabularnewline
27 & -0.059518 & -0.461 & 0.323224 \tabularnewline
28 & -0.064091 & -0.4964 & 0.310696 \tabularnewline
29 & -0.032013 & -0.248 & 0.402502 \tabularnewline
30 & 0.081364 & 0.6302 & 0.265464 \tabularnewline
31 & -0.04512 & -0.3495 & 0.36397 \tabularnewline
32 & 0.019463 & 0.1508 & 0.440336 \tabularnewline
33 & 0.063086 & 0.4887 & 0.313432 \tabularnewline
34 & -0.05615 & -0.4349 & 0.332585 \tabularnewline
35 & 0.032662 & 0.253 & 0.400568 \tabularnewline
36 & 0.025753 & 0.1995 & 0.421279 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68694&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]0.079789[/C][C]0.618[/C][C]0.269443[/C][/ROW]
[ROW][C]2[/C][C]-0.073334[/C][C]-0.568[/C][C]0.286063[/C][/ROW]
[ROW][C]3[/C][C]0.010733[/C][C]0.0831[/C][C]0.467009[/C][/ROW]
[ROW][C]4[/C][C]0.065322[/C][C]0.506[/C][C]0.307363[/C][/ROW]
[ROW][C]5[/C][C]0.207598[/C][C]1.608[/C][C]0.056538[/C][/ROW]
[ROW][C]6[/C][C]0.110256[/C][C]0.854[/C][C]0.198241[/C][/ROW]
[ROW][C]7[/C][C]-0.171652[/C][C]-1.3296[/C][C]0.09434[/C][/ROW]
[ROW][C]8[/C][C]0.092366[/C][C]0.7155[/C][C]0.238548[/C][/ROW]
[ROW][C]9[/C][C]-0.012728[/C][C]-0.0986[/C][C]0.460896[/C][/ROW]
[ROW][C]10[/C][C]0.04272[/C][C]0.3309[/C][C]0.370934[/C][/ROW]
[ROW][C]11[/C][C]0.185855[/C][C]1.4396[/C][C]0.077585[/C][/ROW]
[ROW][C]12[/C][C]-0.315496[/C][C]-2.4438[/C][C]0.008745[/C][/ROW]
[ROW][C]13[/C][C]-0.090613[/C][C]-0.7019[/C][C]0.242732[/C][/ROW]
[ROW][C]14[/C][C]0.182783[/C][C]1.4158[/C][C]0.080997[/C][/ROW]
[ROW][C]15[/C][C]-0.01069[/C][C]-0.0828[/C][C]0.467141[/C][/ROW]
[ROW][C]16[/C][C]-0.005512[/C][C]-0.0427[/C][C]0.483043[/C][/ROW]
[ROW][C]17[/C][C]-0.118284[/C][C]-0.9162[/C][C]0.181608[/C][/ROW]
[ROW][C]18[/C][C]-0.070421[/C][C]-0.5455[/C][C]0.293724[/C][/ROW]
[ROW][C]19[/C][C]0.122107[/C][C]0.9458[/C][C]0.174014[/C][/ROW]
[ROW][C]20[/C][C]-0.158793[/C][C]-1.23[/C][C]0.111748[/C][/ROW]
[ROW][C]21[/C][C]-0.129984[/C][C]-1.0068[/C][C]0.159025[/C][/ROW]
[ROW][C]22[/C][C]-0.056602[/C][C]-0.4384[/C][C]0.331322[/C][/ROW]
[ROW][C]23[/C][C]-0.155831[/C][C]-1.2071[/C][C]0.116073[/C][/ROW]
[ROW][C]24[/C][C]-0.017702[/C][C]-0.1371[/C][C]0.445698[/C][/ROW]
[ROW][C]25[/C][C]0.104287[/C][C]0.8078[/C][C]0.211198[/C][/ROW]
[ROW][C]26[/C][C]-0.182385[/C][C]-1.4127[/C][C]0.081449[/C][/ROW]
[ROW][C]27[/C][C]-0.059518[/C][C]-0.461[/C][C]0.323224[/C][/ROW]
[ROW][C]28[/C][C]-0.064091[/C][C]-0.4964[/C][C]0.310696[/C][/ROW]
[ROW][C]29[/C][C]-0.032013[/C][C]-0.248[/C][C]0.402502[/C][/ROW]
[ROW][C]30[/C][C]0.081364[/C][C]0.6302[/C][C]0.265464[/C][/ROW]
[ROW][C]31[/C][C]-0.04512[/C][C]-0.3495[/C][C]0.36397[/C][/ROW]
[ROW][C]32[/C][C]0.019463[/C][C]0.1508[/C][C]0.440336[/C][/ROW]
[ROW][C]33[/C][C]0.063086[/C][C]0.4887[/C][C]0.313432[/C][/ROW]
[ROW][C]34[/C][C]-0.05615[/C][C]-0.4349[/C][C]0.332585[/C][/ROW]
[ROW][C]35[/C][C]0.032662[/C][C]0.253[/C][C]0.400568[/C][/ROW]
[ROW][C]36[/C][C]0.025753[/C][C]0.1995[/C][C]0.421279[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68694&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	0.079789	0.618	0.269443
2	-0.073334	-0.568	0.286063
3	0.010733	0.0831	0.467009
4	0.065322	0.506	0.307363
5	0.207598	1.608	0.056538
6	0.110256	0.854	0.198241
7	-0.171652	-1.3296	0.09434
8	0.092366	0.7155	0.238548
9	-0.012728	-0.0986	0.460896
10	0.04272	0.3309	0.370934
11	0.185855	1.4396	0.077585
12	-0.315496	-2.4438	0.008745
13	-0.090613	-0.7019	0.242732
14	0.182783	1.4158	0.080997
15	-0.01069	-0.0828	0.467141
16	-0.005512	-0.0427	0.483043
17	-0.118284	-0.9162	0.181608
18	-0.070421	-0.5455	0.293724
19	0.122107	0.9458	0.174014
20	-0.158793	-1.23	0.111748
21	-0.129984	-1.0068	0.159025
22	-0.056602	-0.4384	0.331322
23	-0.155831	-1.2071	0.116073
24	-0.017702	-0.1371	0.445698
25	0.104287	0.8078	0.211198
26	-0.182385	-1.4127	0.081449
27	-0.059518	-0.461	0.323224
28	-0.064091	-0.4964	0.310696
29	-0.032013	-0.248	0.402502
30	0.081364	0.6302	0.265464
31	-0.04512	-0.3495	0.36397
32	0.019463	0.1508	0.440336
33	0.063086	0.4887	0.313432
34	-0.05615	-0.4349	0.332585
35	0.032662	0.253	0.400568
36	0.025753	0.1995	0.421279

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.079789	0.618	0.269443
2	-0.080211	-0.6213	0.268375
3	0.023757	0.184	0.42731
4	0.05721	0.4431	0.329626
5	0.20293	1.5719	0.060618
6	0.091539	0.7091	0.240518
7	-0.166538	-1.29	0.101
8	0.129421	1.0025	0.160066
9	-0.089126	-0.6904	0.246313
10	0.026606	0.2061	0.418709
11	0.166172	1.2872	0.10149
12	-0.3504	-2.7142	0.004331
13	0.017679	0.1369	0.445769
14	0.146458	1.1345	0.130558
15	-0.075128	-0.5819	0.281394
16	-0.013294	-0.103	0.459162
17	-0.028509	-0.2208	0.412987
18	0.055808	0.4323	0.333541
19	-0.065533	-0.5076	0.306791
20	-0.153887	-1.192	0.118976
21	-0.035765	-0.277	0.391353
22	-0.138427	-1.0723	0.143951
23	0.002585	0.02	0.492046
24	-0.113327	-0.8778	0.191769
25	0.100684	0.7799	0.219258
26	-0.040095	-0.3106	0.378601
27	-0.045266	-0.3506	0.363549
28	0.026655	0.2065	0.418563
29	-0.117891	-0.9132	0.182401
30	0.104294	0.8079	0.211181
31	0.06275	0.4861	0.314348
32	0.009295	0.072	0.471421
33	-0.005393	-0.0418	0.483409
34	-0.027826	-0.2155	0.41504
35	0.044234	0.3426	0.366536
36	-0.120905	-0.9365	0.176379

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.079789 & 0.618 & 0.269443 \tabularnewline
2 & -0.080211 & -0.6213 & 0.268375 \tabularnewline
3 & 0.023757 & 0.184 & 0.42731 \tabularnewline
4 & 0.05721 & 0.4431 & 0.329626 \tabularnewline
5 & 0.20293 & 1.5719 & 0.060618 \tabularnewline
6 & 0.091539 & 0.7091 & 0.240518 \tabularnewline
7 & -0.166538 & -1.29 & 0.101 \tabularnewline
8 & 0.129421 & 1.0025 & 0.160066 \tabularnewline
9 & -0.089126 & -0.6904 & 0.246313 \tabularnewline
10 & 0.026606 & 0.2061 & 0.418709 \tabularnewline
11 & 0.166172 & 1.2872 & 0.10149 \tabularnewline
12 & -0.3504 & -2.7142 & 0.004331 \tabularnewline
13 & 0.017679 & 0.1369 & 0.445769 \tabularnewline
14 & 0.146458 & 1.1345 & 0.130558 \tabularnewline
15 & -0.075128 & -0.5819 & 0.281394 \tabularnewline
16 & -0.013294 & -0.103 & 0.459162 \tabularnewline
17 & -0.028509 & -0.2208 & 0.412987 \tabularnewline
18 & 0.055808 & 0.4323 & 0.333541 \tabularnewline
19 & -0.065533 & -0.5076 & 0.306791 \tabularnewline
20 & -0.153887 & -1.192 & 0.118976 \tabularnewline
21 & -0.035765 & -0.277 & 0.391353 \tabularnewline
22 & -0.138427 & -1.0723 & 0.143951 \tabularnewline
23 & 0.002585 & 0.02 & 0.492046 \tabularnewline
24 & -0.113327 & -0.8778 & 0.191769 \tabularnewline
25 & 0.100684 & 0.7799 & 0.219258 \tabularnewline
26 & -0.040095 & -0.3106 & 0.378601 \tabularnewline
27 & -0.045266 & -0.3506 & 0.363549 \tabularnewline
28 & 0.026655 & 0.2065 & 0.418563 \tabularnewline
29 & -0.117891 & -0.9132 & 0.182401 \tabularnewline
30 & 0.104294 & 0.8079 & 0.211181 \tabularnewline
31 & 0.06275 & 0.4861 & 0.314348 \tabularnewline
32 & 0.009295 & 0.072 & 0.471421 \tabularnewline
33 & -0.005393 & -0.0418 & 0.483409 \tabularnewline
34 & -0.027826 & -0.2155 & 0.41504 \tabularnewline
35 & 0.044234 & 0.3426 & 0.366536 \tabularnewline
36 & -0.120905 & -0.9365 & 0.176379 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68694&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]0.079789[/C][C]0.618[/C][C]0.269443[/C][/ROW]
[ROW][C]2[/C][C]-0.080211[/C][C]-0.6213[/C][C]0.268375[/C][/ROW]
[ROW][C]3[/C][C]0.023757[/C][C]0.184[/C][C]0.42731[/C][/ROW]
[ROW][C]4[/C][C]0.05721[/C][C]0.4431[/C][C]0.329626[/C][/ROW]
[ROW][C]5[/C][C]0.20293[/C][C]1.5719[/C][C]0.060618[/C][/ROW]
[ROW][C]6[/C][C]0.091539[/C][C]0.7091[/C][C]0.240518[/C][/ROW]
[ROW][C]7[/C][C]-0.166538[/C][C]-1.29[/C][C]0.101[/C][/ROW]
[ROW][C]8[/C][C]0.129421[/C][C]1.0025[/C][C]0.160066[/C][/ROW]
[ROW][C]9[/C][C]-0.089126[/C][C]-0.6904[/C][C]0.246313[/C][/ROW]
[ROW][C]10[/C][C]0.026606[/C][C]0.2061[/C][C]0.418709[/C][/ROW]
[ROW][C]11[/C][C]0.166172[/C][C]1.2872[/C][C]0.10149[/C][/ROW]
[ROW][C]12[/C][C]-0.3504[/C][C]-2.7142[/C][C]0.004331[/C][/ROW]
[ROW][C]13[/C][C]0.017679[/C][C]0.1369[/C][C]0.445769[/C][/ROW]
[ROW][C]14[/C][C]0.146458[/C][C]1.1345[/C][C]0.130558[/C][/ROW]
[ROW][C]15[/C][C]-0.075128[/C][C]-0.5819[/C][C]0.281394[/C][/ROW]
[ROW][C]16[/C][C]-0.013294[/C][C]-0.103[/C][C]0.459162[/C][/ROW]
[ROW][C]17[/C][C]-0.028509[/C][C]-0.2208[/C][C]0.412987[/C][/ROW]
[ROW][C]18[/C][C]0.055808[/C][C]0.4323[/C][C]0.333541[/C][/ROW]
[ROW][C]19[/C][C]-0.065533[/C][C]-0.5076[/C][C]0.306791[/C][/ROW]
[ROW][C]20[/C][C]-0.153887[/C][C]-1.192[/C][C]0.118976[/C][/ROW]
[ROW][C]21[/C][C]-0.035765[/C][C]-0.277[/C][C]0.391353[/C][/ROW]
[ROW][C]22[/C][C]-0.138427[/C][C]-1.0723[/C][C]0.143951[/C][/ROW]
[ROW][C]23[/C][C]0.002585[/C][C]0.02[/C][C]0.492046[/C][/ROW]
[ROW][C]24[/C][C]-0.113327[/C][C]-0.8778[/C][C]0.191769[/C][/ROW]
[ROW][C]25[/C][C]0.100684[/C][C]0.7799[/C][C]0.219258[/C][/ROW]
[ROW][C]26[/C][C]-0.040095[/C][C]-0.3106[/C][C]0.378601[/C][/ROW]
[ROW][C]27[/C][C]-0.045266[/C][C]-0.3506[/C][C]0.363549[/C][/ROW]
[ROW][C]28[/C][C]0.026655[/C][C]0.2065[/C][C]0.418563[/C][/ROW]
[ROW][C]29[/C][C]-0.117891[/C][C]-0.9132[/C][C]0.182401[/C][/ROW]
[ROW][C]30[/C][C]0.104294[/C][C]0.8079[/C][C]0.211181[/C][/ROW]
[ROW][C]31[/C][C]0.06275[/C][C]0.4861[/C][C]0.314348[/C][/ROW]
[ROW][C]32[/C][C]0.009295[/C][C]0.072[/C][C]0.471421[/C][/ROW]
[ROW][C]33[/C][C]-0.005393[/C][C]-0.0418[/C][C]0.483409[/C][/ROW]
[ROW][C]34[/C][C]-0.027826[/C][C]-0.2155[/C][C]0.41504[/C][/ROW]
[ROW][C]35[/C][C]0.044234[/C][C]0.3426[/C][C]0.366536[/C][/ROW]
[ROW][C]36[/C][C]-0.120905[/C][C]-0.9365[/C][C]0.176379[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68694&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68694&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	0.079789	0.618	0.269443
2	-0.080211	-0.6213	0.268375
3	0.023757	0.184	0.42731
4	0.05721	0.4431	0.329626
5	0.20293	1.5719	0.060618
6	0.091539	0.7091	0.240518
7	-0.166538	-1.29	0.101
8	0.129421	1.0025	0.160066
9	-0.089126	-0.6904	0.246313
10	0.026606	0.2061	0.418709
11	0.166172	1.2872	0.10149
12	-0.3504	-2.7142	0.004331
13	0.017679	0.1369	0.445769
14	0.146458	1.1345	0.130558
15	-0.075128	-0.5819	0.281394
16	-0.013294	-0.103	0.459162
17	-0.028509	-0.2208	0.412987
18	0.055808	0.4323	0.333541
19	-0.065533	-0.5076	0.306791
20	-0.153887	-1.192	0.118976
21	-0.035765	-0.277	0.391353
22	-0.138427	-1.0723	0.143951
23	0.002585	0.02	0.492046
24	-0.113327	-0.8778	0.191769
25	0.100684	0.7799	0.219258
26	-0.040095	-0.3106	0.378601
27	-0.045266	-0.3506	0.363549
28	0.026655	0.2065	0.418563
29	-0.117891	-0.9132	0.182401
30	0.104294	0.8079	0.211181
31	0.06275	0.4861	0.314348
32	0.009295	0.072	0.471421
33	-0.005393	-0.0418	0.483409
34	-0.027826	-0.2155	0.41504
35	0.044234	0.3426	0.366536
36	-0.120905	-0.9365	0.176379

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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