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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2011 09:17:06 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/22/t1324563482bc5dlzl0g66ptix.htm/, Retrieved Thu, 31 Oct 2024 23:59:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159492, Retrieved Thu, 31 Oct 2024 23:59:10 +0000

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Estimated Impact

143

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Partial Autocorre...] [2011-12-07 13:38:09] [8e7c659e1b71a02d35eacc5210237549]
- R P             [(Partial) Autocorrelation Function] [Partial autocorre...] [2011-12-22 14:17:06] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-  M                [(Partial) Autocorrelation Function] [] [2012-12-18 11:13:12] [f810c1d88ae49fd60019f9e52bf9eae3] 

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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' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159492&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159492&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159492&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.439783	-3.4629	0.000487
2	-0.025308	-0.1993	0.42135
3	-0.006337	-0.0499	0.480181
4	-0.131059	-1.032	0.15305
5	0.216609	1.7056	0.046546
6	-0.001855	-0.0146	0.494196
7	-0.125075	-0.9848	0.164265
8	-0.089179	-0.7022	0.242593
9	0.29259	2.3039	0.012298
10	-0.175512	-1.382	0.085968
11	0.038871	0.3061	0.380287
12	-0.064769	-0.51	0.305933
13	-0.159611	-1.2568	0.106775
14	0.392086	3.0873	0.00151
15	-0.229945	-1.8106	0.037525
16	-0.024	-0.189	0.425365
17	0.029401	0.2315	0.408842
18	0.072629	0.5719	0.284736
19	0.006309	0.0497	0.480271
20	-0.018563	-0.1462	0.442133
21	-0.080554	-0.6343	0.264114
22	-0.111977	-0.8817	0.19067
23	0.326237	2.5688	0.006313
24	-0.162349	-1.2783	0.102947
25	0.022714	0.1788	0.42932
26	-0.066244	-0.5216	0.301903
27	0.005009	0.0394	0.484334
28	0.124848	0.9831	0.164701
29	-0.108467	-0.8541	0.198178
30	0.019053	0.15	0.440618
31	-0.143309	-1.1284	0.131746
32	0.173517	1.3663	0.088394
33	0.037819	0.2978	0.383432
34	-0.068515	-0.5395	0.295742
35	0.002237	0.0176	0.493001
36	-0.137991	-1.0865	0.140723

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.439783 & -3.4629 & 0.000487 \tabularnewline
2 & -0.025308 & -0.1993 & 0.42135 \tabularnewline
3 & -0.006337 & -0.0499 & 0.480181 \tabularnewline
4 & -0.131059 & -1.032 & 0.15305 \tabularnewline
5 & 0.216609 & 1.7056 & 0.046546 \tabularnewline
6 & -0.001855 & -0.0146 & 0.494196 \tabularnewline
7 & -0.125075 & -0.9848 & 0.164265 \tabularnewline
8 & -0.089179 & -0.7022 & 0.242593 \tabularnewline
9 & 0.29259 & 2.3039 & 0.012298 \tabularnewline
10 & -0.175512 & -1.382 & 0.085968 \tabularnewline
11 & 0.038871 & 0.3061 & 0.380287 \tabularnewline
12 & -0.064769 & -0.51 & 0.305933 \tabularnewline
13 & -0.159611 & -1.2568 & 0.106775 \tabularnewline
14 & 0.392086 & 3.0873 & 0.00151 \tabularnewline
15 & -0.229945 & -1.8106 & 0.037525 \tabularnewline
16 & -0.024 & -0.189 & 0.425365 \tabularnewline
17 & 0.029401 & 0.2315 & 0.408842 \tabularnewline
18 & 0.072629 & 0.5719 & 0.284736 \tabularnewline
19 & 0.006309 & 0.0497 & 0.480271 \tabularnewline
20 & -0.018563 & -0.1462 & 0.442133 \tabularnewline
21 & -0.080554 & -0.6343 & 0.264114 \tabularnewline
22 & -0.111977 & -0.8817 & 0.19067 \tabularnewline
23 & 0.326237 & 2.5688 & 0.006313 \tabularnewline
24 & -0.162349 & -1.2783 & 0.102947 \tabularnewline
25 & 0.022714 & 0.1788 & 0.42932 \tabularnewline
26 & -0.066244 & -0.5216 & 0.301903 \tabularnewline
27 & 0.005009 & 0.0394 & 0.484334 \tabularnewline
28 & 0.124848 & 0.9831 & 0.164701 \tabularnewline
29 & -0.108467 & -0.8541 & 0.198178 \tabularnewline
30 & 0.019053 & 0.15 & 0.440618 \tabularnewline
31 & -0.143309 & -1.1284 & 0.131746 \tabularnewline
32 & 0.173517 & 1.3663 & 0.088394 \tabularnewline
33 & 0.037819 & 0.2978 & 0.383432 \tabularnewline
34 & -0.068515 & -0.5395 & 0.295742 \tabularnewline
35 & 0.002237 & 0.0176 & 0.493001 \tabularnewline
36 & -0.137991 & -1.0865 & 0.140723 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159492&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]-0.439783[/C][C]-3.4629[/C][C]0.000487[/C][/ROW]
[ROW][C]2[/C][C]-0.025308[/C][C]-0.1993[/C][C]0.42135[/C][/ROW]
[ROW][C]3[/C][C]-0.006337[/C][C]-0.0499[/C][C]0.480181[/C][/ROW]
[ROW][C]4[/C][C]-0.131059[/C][C]-1.032[/C][C]0.15305[/C][/ROW]
[ROW][C]5[/C][C]0.216609[/C][C]1.7056[/C][C]0.046546[/C][/ROW]
[ROW][C]6[/C][C]-0.001855[/C][C]-0.0146[/C][C]0.494196[/C][/ROW]
[ROW][C]7[/C][C]-0.125075[/C][C]-0.9848[/C][C]0.164265[/C][/ROW]
[ROW][C]8[/C][C]-0.089179[/C][C]-0.7022[/C][C]0.242593[/C][/ROW]
[ROW][C]9[/C][C]0.29259[/C][C]2.3039[/C][C]0.012298[/C][/ROW]
[ROW][C]10[/C][C]-0.175512[/C][C]-1.382[/C][C]0.085968[/C][/ROW]
[ROW][C]11[/C][C]0.038871[/C][C]0.3061[/C][C]0.380287[/C][/ROW]
[ROW][C]12[/C][C]-0.064769[/C][C]-0.51[/C][C]0.305933[/C][/ROW]
[ROW][C]13[/C][C]-0.159611[/C][C]-1.2568[/C][C]0.106775[/C][/ROW]
[ROW][C]14[/C][C]0.392086[/C][C]3.0873[/C][C]0.00151[/C][/ROW]
[ROW][C]15[/C][C]-0.229945[/C][C]-1.8106[/C][C]0.037525[/C][/ROW]
[ROW][C]16[/C][C]-0.024[/C][C]-0.189[/C][C]0.425365[/C][/ROW]
[ROW][C]17[/C][C]0.029401[/C][C]0.2315[/C][C]0.408842[/C][/ROW]
[ROW][C]18[/C][C]0.072629[/C][C]0.5719[/C][C]0.284736[/C][/ROW]
[ROW][C]19[/C][C]0.006309[/C][C]0.0497[/C][C]0.480271[/C][/ROW]
[ROW][C]20[/C][C]-0.018563[/C][C]-0.1462[/C][C]0.442133[/C][/ROW]
[ROW][C]21[/C][C]-0.080554[/C][C]-0.6343[/C][C]0.264114[/C][/ROW]
[ROW][C]22[/C][C]-0.111977[/C][C]-0.8817[/C][C]0.19067[/C][/ROW]
[ROW][C]23[/C][C]0.326237[/C][C]2.5688[/C][C]0.006313[/C][/ROW]
[ROW][C]24[/C][C]-0.162349[/C][C]-1.2783[/C][C]0.102947[/C][/ROW]
[ROW][C]25[/C][C]0.022714[/C][C]0.1788[/C][C]0.42932[/C][/ROW]
[ROW][C]26[/C][C]-0.066244[/C][C]-0.5216[/C][C]0.301903[/C][/ROW]
[ROW][C]27[/C][C]0.005009[/C][C]0.0394[/C][C]0.484334[/C][/ROW]
[ROW][C]28[/C][C]0.124848[/C][C]0.9831[/C][C]0.164701[/C][/ROW]
[ROW][C]29[/C][C]-0.108467[/C][C]-0.8541[/C][C]0.198178[/C][/ROW]
[ROW][C]30[/C][C]0.019053[/C][C]0.15[/C][C]0.440618[/C][/ROW]
[ROW][C]31[/C][C]-0.143309[/C][C]-1.1284[/C][C]0.131746[/C][/ROW]
[ROW][C]32[/C][C]0.173517[/C][C]1.3663[/C][C]0.088394[/C][/ROW]
[ROW][C]33[/C][C]0.037819[/C][C]0.2978[/C][C]0.383432[/C][/ROW]
[ROW][C]34[/C][C]-0.068515[/C][C]-0.5395[/C][C]0.295742[/C][/ROW]
[ROW][C]35[/C][C]0.002237[/C][C]0.0176[/C][C]0.493001[/C][/ROW]
[ROW][C]36[/C][C]-0.137991[/C][C]-1.0865[/C][C]0.140723[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159492&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159492&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	-0.439783	-3.4629	0.000487
2	-0.025308	-0.1993	0.42135
3	-0.006337	-0.0499	0.480181
4	-0.131059	-1.032	0.15305
5	0.216609	1.7056	0.046546
6	-0.001855	-0.0146	0.494196
7	-0.125075	-0.9848	0.164265
8	-0.089179	-0.7022	0.242593
9	0.29259	2.3039	0.012298
10	-0.175512	-1.382	0.085968
11	0.038871	0.3061	0.380287
12	-0.064769	-0.51	0.305933
13	-0.159611	-1.2568	0.106775
14	0.392086	3.0873	0.00151
15	-0.229945	-1.8106	0.037525
16	-0.024	-0.189	0.425365
17	0.029401	0.2315	0.408842
18	0.072629	0.5719	0.284736
19	0.006309	0.0497	0.480271
20	-0.018563	-0.1462	0.442133
21	-0.080554	-0.6343	0.264114
22	-0.111977	-0.8817	0.19067
23	0.326237	2.5688	0.006313
24	-0.162349	-1.2783	0.102947
25	0.022714	0.1788	0.42932
26	-0.066244	-0.5216	0.301903
27	0.005009	0.0394	0.484334
28	0.124848	0.9831	0.164701
29	-0.108467	-0.8541	0.198178
30	0.019053	0.15	0.440618
31	-0.143309	-1.1284	0.131746
32	0.173517	1.3663	0.088394
33	0.037819	0.2978	0.383432
34	-0.068515	-0.5395	0.295742
35	0.002237	0.0176	0.493001
36	-0.137991	-1.0865	0.140723

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.439783	-3.4629	0.000487
2	-0.271162	-2.1351	0.018355
3	-0.186994	-1.4724	0.072986
4	-0.314314	-2.4749	0.008038
5	-0.033771	-0.2659	0.395595
6	0.081607	0.6426	0.261436
7	-0.055168	-0.4344	0.332755
8	-0.243368	-1.9163	0.029971
9	0.21758	1.7132	0.045834
10	0.038677	0.3045	0.380866
11	-0.046663	-0.3674	0.357276
12	-0.077526	-0.6104	0.271902
13	-0.205119	-1.6151	0.055682
14	0.141673	1.1155	0.134464
15	-0.082508	-0.6497	0.259153
16	-0.122284	-0.9629	0.169678
17	-0.006352	-0.05	0.480134
18	0.169827	1.3372	0.093018
19	0.047873	0.377	0.353747
20	-0.026734	-0.2105	0.416981
21	0.041252	0.3248	0.373205
22	-0.103439	-0.8145	0.209244
23	0.008158	0.0642	0.474494
24	0.02506	0.1973	0.42211
25	0.051931	0.4089	0.342009
26	-0.042613	-0.3355	0.369178
27	0.05061	0.3985	0.345814
28	0.02306	0.1816	0.428253
29	-0.039935	-0.3144	0.377119
30	0.051899	0.4087	0.342102
31	-0.137677	-1.0841	0.141266
32	-0.14053	-1.1065	0.136385
33	0.096858	0.7627	0.22428
34	0.014978	0.1179	0.453249
35	0.005146	0.0405	0.483905
36	-0.079302	-0.6244	0.267321

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.439783 & -3.4629 & 0.000487 \tabularnewline
2 & -0.271162 & -2.1351 & 0.018355 \tabularnewline
3 & -0.186994 & -1.4724 & 0.072986 \tabularnewline
4 & -0.314314 & -2.4749 & 0.008038 \tabularnewline
5 & -0.033771 & -0.2659 & 0.395595 \tabularnewline
6 & 0.081607 & 0.6426 & 0.261436 \tabularnewline
7 & -0.055168 & -0.4344 & 0.332755 \tabularnewline
8 & -0.243368 & -1.9163 & 0.029971 \tabularnewline
9 & 0.21758 & 1.7132 & 0.045834 \tabularnewline
10 & 0.038677 & 0.3045 & 0.380866 \tabularnewline
11 & -0.046663 & -0.3674 & 0.357276 \tabularnewline
12 & -0.077526 & -0.6104 & 0.271902 \tabularnewline
13 & -0.205119 & -1.6151 & 0.055682 \tabularnewline
14 & 0.141673 & 1.1155 & 0.134464 \tabularnewline
15 & -0.082508 & -0.6497 & 0.259153 \tabularnewline
16 & -0.122284 & -0.9629 & 0.169678 \tabularnewline
17 & -0.006352 & -0.05 & 0.480134 \tabularnewline
18 & 0.169827 & 1.3372 & 0.093018 \tabularnewline
19 & 0.047873 & 0.377 & 0.353747 \tabularnewline
20 & -0.026734 & -0.2105 & 0.416981 \tabularnewline
21 & 0.041252 & 0.3248 & 0.373205 \tabularnewline
22 & -0.103439 & -0.8145 & 0.209244 \tabularnewline
23 & 0.008158 & 0.0642 & 0.474494 \tabularnewline
24 & 0.02506 & 0.1973 & 0.42211 \tabularnewline
25 & 0.051931 & 0.4089 & 0.342009 \tabularnewline
26 & -0.042613 & -0.3355 & 0.369178 \tabularnewline
27 & 0.05061 & 0.3985 & 0.345814 \tabularnewline
28 & 0.02306 & 0.1816 & 0.428253 \tabularnewline
29 & -0.039935 & -0.3144 & 0.377119 \tabularnewline
30 & 0.051899 & 0.4087 & 0.342102 \tabularnewline
31 & -0.137677 & -1.0841 & 0.141266 \tabularnewline
32 & -0.14053 & -1.1065 & 0.136385 \tabularnewline
33 & 0.096858 & 0.7627 & 0.22428 \tabularnewline
34 & 0.014978 & 0.1179 & 0.453249 \tabularnewline
35 & 0.005146 & 0.0405 & 0.483905 \tabularnewline
36 & -0.079302 & -0.6244 & 0.267321 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159492&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]-0.439783[/C][C]-3.4629[/C][C]0.000487[/C][/ROW]
[ROW][C]2[/C][C]-0.271162[/C][C]-2.1351[/C][C]0.018355[/C][/ROW]
[ROW][C]3[/C][C]-0.186994[/C][C]-1.4724[/C][C]0.072986[/C][/ROW]
[ROW][C]4[/C][C]-0.314314[/C][C]-2.4749[/C][C]0.008038[/C][/ROW]
[ROW][C]5[/C][C]-0.033771[/C][C]-0.2659[/C][C]0.395595[/C][/ROW]
[ROW][C]6[/C][C]0.081607[/C][C]0.6426[/C][C]0.261436[/C][/ROW]
[ROW][C]7[/C][C]-0.055168[/C][C]-0.4344[/C][C]0.332755[/C][/ROW]
[ROW][C]8[/C][C]-0.243368[/C][C]-1.9163[/C][C]0.029971[/C][/ROW]
[ROW][C]9[/C][C]0.21758[/C][C]1.7132[/C][C]0.045834[/C][/ROW]
[ROW][C]10[/C][C]0.038677[/C][C]0.3045[/C][C]0.380866[/C][/ROW]
[ROW][C]11[/C][C]-0.046663[/C][C]-0.3674[/C][C]0.357276[/C][/ROW]
[ROW][C]12[/C][C]-0.077526[/C][C]-0.6104[/C][C]0.271902[/C][/ROW]
[ROW][C]13[/C][C]-0.205119[/C][C]-1.6151[/C][C]0.055682[/C][/ROW]
[ROW][C]14[/C][C]0.141673[/C][C]1.1155[/C][C]0.134464[/C][/ROW]
[ROW][C]15[/C][C]-0.082508[/C][C]-0.6497[/C][C]0.259153[/C][/ROW]
[ROW][C]16[/C][C]-0.122284[/C][C]-0.9629[/C][C]0.169678[/C][/ROW]
[ROW][C]17[/C][C]-0.006352[/C][C]-0.05[/C][C]0.480134[/C][/ROW]
[ROW][C]18[/C][C]0.169827[/C][C]1.3372[/C][C]0.093018[/C][/ROW]
[ROW][C]19[/C][C]0.047873[/C][C]0.377[/C][C]0.353747[/C][/ROW]
[ROW][C]20[/C][C]-0.026734[/C][C]-0.2105[/C][C]0.416981[/C][/ROW]
[ROW][C]21[/C][C]0.041252[/C][C]0.3248[/C][C]0.373205[/C][/ROW]
[ROW][C]22[/C][C]-0.103439[/C][C]-0.8145[/C][C]0.209244[/C][/ROW]
[ROW][C]23[/C][C]0.008158[/C][C]0.0642[/C][C]0.474494[/C][/ROW]
[ROW][C]24[/C][C]0.02506[/C][C]0.1973[/C][C]0.42211[/C][/ROW]
[ROW][C]25[/C][C]0.051931[/C][C]0.4089[/C][C]0.342009[/C][/ROW]
[ROW][C]26[/C][C]-0.042613[/C][C]-0.3355[/C][C]0.369178[/C][/ROW]
[ROW][C]27[/C][C]0.05061[/C][C]0.3985[/C][C]0.345814[/C][/ROW]
[ROW][C]28[/C][C]0.02306[/C][C]0.1816[/C][C]0.428253[/C][/ROW]
[ROW][C]29[/C][C]-0.039935[/C][C]-0.3144[/C][C]0.377119[/C][/ROW]
[ROW][C]30[/C][C]0.051899[/C][C]0.4087[/C][C]0.342102[/C][/ROW]
[ROW][C]31[/C][C]-0.137677[/C][C]-1.0841[/C][C]0.141266[/C][/ROW]
[ROW][C]32[/C][C]-0.14053[/C][C]-1.1065[/C][C]0.136385[/C][/ROW]
[ROW][C]33[/C][C]0.096858[/C][C]0.7627[/C][C]0.22428[/C][/ROW]
[ROW][C]34[/C][C]0.014978[/C][C]0.1179[/C][C]0.453249[/C][/ROW]
[ROW][C]35[/C][C]0.005146[/C][C]0.0405[/C][C]0.483905[/C][/ROW]
[ROW][C]36[/C][C]-0.079302[/C][C]-0.6244[/C][C]0.267321[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159492&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159492&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	-0.439783	-3.4629	0.000487
2	-0.271162	-2.1351	0.018355
3	-0.186994	-1.4724	0.072986
4	-0.314314	-2.4749	0.008038
5	-0.033771	-0.2659	0.395595
6	0.081607	0.6426	0.261436
7	-0.055168	-0.4344	0.332755
8	-0.243368	-1.9163	0.029971
9	0.21758	1.7132	0.045834
10	0.038677	0.3045	0.380866
11	-0.046663	-0.3674	0.357276
12	-0.077526	-0.6104	0.271902
13	-0.205119	-1.6151	0.055682
14	0.141673	1.1155	0.134464
15	-0.082508	-0.6497	0.259153
16	-0.122284	-0.9629	0.169678
17	-0.006352	-0.05	0.480134
18	0.169827	1.3372	0.093018
19	0.047873	0.377	0.353747
20	-0.026734	-0.2105	0.416981
21	0.041252	0.3248	0.373205
22	-0.103439	-0.8145	0.209244
23	0.008158	0.0642	0.474494
24	0.02506	0.1973	0.42211
25	0.051931	0.4089	0.342009
26	-0.042613	-0.3355	0.369178
27	0.05061	0.3985	0.345814
28	0.02306	0.1816	0.428253
29	-0.039935	-0.3144	0.377119
30	0.051899	0.4087	0.342102
31	-0.137677	-1.0841	0.141266
32	-0.14053	-1.1065	0.136385
33	0.096858	0.7627	0.22428
34	0.014978	0.1179	0.453249
35	0.005146	0.0405	0.483905
36	-0.079302	-0.6244	0.267321

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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