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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 07:58:28 -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/2008/Dec/11/t12290075491m9oi9ae5m8rgep.htm/, Retrieved Fri, 17 May 2024 04:19:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32290, Retrieved Fri, 17 May 2024 04:19:38 +0000

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Estimated Impact

162

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

-     [Standard Deviation-Mean Plot] [Standard Mean Plo...] [2008-12-11 14:31:22] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMPD    [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-11 14:58:28] [8758b22b4a10c08c31202f233362e983] [Current]
- RMP       [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-11 15:05:26] [1ce0d16c8f4225c977b42c8fa93bc163] 

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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' @ 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=32290&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=32290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32290&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	0.293287	2.4886	0.007569
2	0.199867	1.6959	0.04711
3	0.24275	2.0598	0.021517
4	0.207393	1.7598	0.041345
5	0.339786	2.8832	0.002594
6	0.268644	2.2795	0.012801
7	0.159524	1.3536	0.090049
8	0.220385	1.87	0.032773
9	0.32508	2.7584	0.003679
10	0.106143	0.9007	0.185387
11	0.1135	0.9631	0.169366
12	0.002484	0.0211	0.491621
13	0.044348	0.3763	0.353898
14	0.334081	2.8348	0.002974
15	0.111299	0.9444	0.174061
16	0.090702	0.7696	0.222018
17	0.12017	1.0197	0.155648
18	0.137552	1.1672	0.123497
19	-0.008335	-0.0707	0.471907
20	-0.033036	-0.2803	0.390018
21	-0.041989	-0.3563	0.361333
22	-0.045154	-0.3831	0.351372
23	0.127521	1.0821	0.14142
24	-0.011906	-0.101	0.459904
25	-0.065197	-0.5532	0.290915
26	-0.136634	-1.1594	0.125066
27	-0.067476	-0.5726	0.284366
28	-0.113043	-0.9592	0.170333
29	-0.151893	-1.2889	0.100786
30	-0.158986	-1.349	0.090775
31	-0.155522	-1.3196	0.095567
32	0.06134	0.5205	0.302161
33	-0.082574	-0.7007	0.242884
34	-0.179052	-1.5193	0.066532
35	-0.154088	-1.3075	0.097605
36	-0.243359	-2.065	0.021264

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.293287 & 2.4886 & 0.007569 \tabularnewline
2 & 0.199867 & 1.6959 & 0.04711 \tabularnewline
3 & 0.24275 & 2.0598 & 0.021517 \tabularnewline
4 & 0.207393 & 1.7598 & 0.041345 \tabularnewline
5 & 0.339786 & 2.8832 & 0.002594 \tabularnewline
6 & 0.268644 & 2.2795 & 0.012801 \tabularnewline
7 & 0.159524 & 1.3536 & 0.090049 \tabularnewline
8 & 0.220385 & 1.87 & 0.032773 \tabularnewline
9 & 0.32508 & 2.7584 & 0.003679 \tabularnewline
10 & 0.106143 & 0.9007 & 0.185387 \tabularnewline
11 & 0.1135 & 0.9631 & 0.169366 \tabularnewline
12 & 0.002484 & 0.0211 & 0.491621 \tabularnewline
13 & 0.044348 & 0.3763 & 0.353898 \tabularnewline
14 & 0.334081 & 2.8348 & 0.002974 \tabularnewline
15 & 0.111299 & 0.9444 & 0.174061 \tabularnewline
16 & 0.090702 & 0.7696 & 0.222018 \tabularnewline
17 & 0.12017 & 1.0197 & 0.155648 \tabularnewline
18 & 0.137552 & 1.1672 & 0.123497 \tabularnewline
19 & -0.008335 & -0.0707 & 0.471907 \tabularnewline
20 & -0.033036 & -0.2803 & 0.390018 \tabularnewline
21 & -0.041989 & -0.3563 & 0.361333 \tabularnewline
22 & -0.045154 & -0.3831 & 0.351372 \tabularnewline
23 & 0.127521 & 1.0821 & 0.14142 \tabularnewline
24 & -0.011906 & -0.101 & 0.459904 \tabularnewline
25 & -0.065197 & -0.5532 & 0.290915 \tabularnewline
26 & -0.136634 & -1.1594 & 0.125066 \tabularnewline
27 & -0.067476 & -0.5726 & 0.284366 \tabularnewline
28 & -0.113043 & -0.9592 & 0.170333 \tabularnewline
29 & -0.151893 & -1.2889 & 0.100786 \tabularnewline
30 & -0.158986 & -1.349 & 0.090775 \tabularnewline
31 & -0.155522 & -1.3196 & 0.095567 \tabularnewline
32 & 0.06134 & 0.5205 & 0.302161 \tabularnewline
33 & -0.082574 & -0.7007 & 0.242884 \tabularnewline
34 & -0.179052 & -1.5193 & 0.066532 \tabularnewline
35 & -0.154088 & -1.3075 & 0.097605 \tabularnewline
36 & -0.243359 & -2.065 & 0.021264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32290&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]0.293287[/C][C]2.4886[/C][C]0.007569[/C][/ROW]
[ROW][C]2[/C][C]0.199867[/C][C]1.6959[/C][C]0.04711[/C][/ROW]
[ROW][C]3[/C][C]0.24275[/C][C]2.0598[/C][C]0.021517[/C][/ROW]
[ROW][C]4[/C][C]0.207393[/C][C]1.7598[/C][C]0.041345[/C][/ROW]
[ROW][C]5[/C][C]0.339786[/C][C]2.8832[/C][C]0.002594[/C][/ROW]
[ROW][C]6[/C][C]0.268644[/C][C]2.2795[/C][C]0.012801[/C][/ROW]
[ROW][C]7[/C][C]0.159524[/C][C]1.3536[/C][C]0.090049[/C][/ROW]
[ROW][C]8[/C][C]0.220385[/C][C]1.87[/C][C]0.032773[/C][/ROW]
[ROW][C]9[/C][C]0.32508[/C][C]2.7584[/C][C]0.003679[/C][/ROW]
[ROW][C]10[/C][C]0.106143[/C][C]0.9007[/C][C]0.185387[/C][/ROW]
[ROW][C]11[/C][C]0.1135[/C][C]0.9631[/C][C]0.169366[/C][/ROW]
[ROW][C]12[/C][C]0.002484[/C][C]0.0211[/C][C]0.491621[/C][/ROW]
[ROW][C]13[/C][C]0.044348[/C][C]0.3763[/C][C]0.353898[/C][/ROW]
[ROW][C]14[/C][C]0.334081[/C][C]2.8348[/C][C]0.002974[/C][/ROW]
[ROW][C]15[/C][C]0.111299[/C][C]0.9444[/C][C]0.174061[/C][/ROW]
[ROW][C]16[/C][C]0.090702[/C][C]0.7696[/C][C]0.222018[/C][/ROW]
[ROW][C]17[/C][C]0.12017[/C][C]1.0197[/C][C]0.155648[/C][/ROW]
[ROW][C]18[/C][C]0.137552[/C][C]1.1672[/C][C]0.123497[/C][/ROW]
[ROW][C]19[/C][C]-0.008335[/C][C]-0.0707[/C][C]0.471907[/C][/ROW]
[ROW][C]20[/C][C]-0.033036[/C][C]-0.2803[/C][C]0.390018[/C][/ROW]
[ROW][C]21[/C][C]-0.041989[/C][C]-0.3563[/C][C]0.361333[/C][/ROW]
[ROW][C]22[/C][C]-0.045154[/C][C]-0.3831[/C][C]0.351372[/C][/ROW]
[ROW][C]23[/C][C]0.127521[/C][C]1.0821[/C][C]0.14142[/C][/ROW]
[ROW][C]24[/C][C]-0.011906[/C][C]-0.101[/C][C]0.459904[/C][/ROW]
[ROW][C]25[/C][C]-0.065197[/C][C]-0.5532[/C][C]0.290915[/C][/ROW]
[ROW][C]26[/C][C]-0.136634[/C][C]-1.1594[/C][C]0.125066[/C][/ROW]
[ROW][C]27[/C][C]-0.067476[/C][C]-0.5726[/C][C]0.284366[/C][/ROW]
[ROW][C]28[/C][C]-0.113043[/C][C]-0.9592[/C][C]0.170333[/C][/ROW]
[ROW][C]29[/C][C]-0.151893[/C][C]-1.2889[/C][C]0.100786[/C][/ROW]
[ROW][C]30[/C][C]-0.158986[/C][C]-1.349[/C][C]0.090775[/C][/ROW]
[ROW][C]31[/C][C]-0.155522[/C][C]-1.3196[/C][C]0.095567[/C][/ROW]
[ROW][C]32[/C][C]0.06134[/C][C]0.5205[/C][C]0.302161[/C][/ROW]
[ROW][C]33[/C][C]-0.082574[/C][C]-0.7007[/C][C]0.242884[/C][/ROW]
[ROW][C]34[/C][C]-0.179052[/C][C]-1.5193[/C][C]0.066532[/C][/ROW]
[ROW][C]35[/C][C]-0.154088[/C][C]-1.3075[/C][C]0.097605[/C][/ROW]
[ROW][C]36[/C][C]-0.243359[/C][C]-2.065[/C][C]0.021264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32290&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	0.293287	2.4886	0.007569
2	0.199867	1.6959	0.04711
3	0.24275	2.0598	0.021517
4	0.207393	1.7598	0.041345
5	0.339786	2.8832	0.002594
6	0.268644	2.2795	0.012801
7	0.159524	1.3536	0.090049
8	0.220385	1.87	0.032773
9	0.32508	2.7584	0.003679
10	0.106143	0.9007	0.185387
11	0.1135	0.9631	0.169366
12	0.002484	0.0211	0.491621
13	0.044348	0.3763	0.353898
14	0.334081	2.8348	0.002974
15	0.111299	0.9444	0.174061
16	0.090702	0.7696	0.222018
17	0.12017	1.0197	0.155648
18	0.137552	1.1672	0.123497
19	-0.008335	-0.0707	0.471907
20	-0.033036	-0.2803	0.390018
21	-0.041989	-0.3563	0.361333
22	-0.045154	-0.3831	0.351372
23	0.127521	1.0821	0.14142
24	-0.011906	-0.101	0.459904
25	-0.065197	-0.5532	0.290915
26	-0.136634	-1.1594	0.125066
27	-0.067476	-0.5726	0.284366
28	-0.113043	-0.9592	0.170333
29	-0.151893	-1.2889	0.100786
30	-0.158986	-1.349	0.090775
31	-0.155522	-1.3196	0.095567
32	0.06134	0.5205	0.302161
33	-0.082574	-0.7007	0.242884
34	-0.179052	-1.5193	0.066532
35	-0.154088	-1.3075	0.097605
36	-0.243359	-2.065	0.021264

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.293287	2.4886	0.007569
2	0.124565	1.057	0.14703
3	0.172149	1.4607	0.07422
4	0.095885	0.8136	0.209275
5	0.252859	2.1456	0.01764
6	0.100264	0.8508	0.19886
7	-0.007378	-0.0626	0.475126
8	0.076902	0.6525	0.258068
9	0.195317	1.6573	0.050903
10	-0.145554	-1.2351	0.11041
11	-0.050769	-0.4308	0.333954
12	-0.175114	-1.4859	0.070837
13	-0.048432	-0.411	0.34116
14	0.249498	2.1171	0.018855
15	-0.035463	-0.3009	0.382174
16	0.045665	0.3875	0.349773
17	0.05653	0.4797	0.316458
18	0.093149	0.7904	0.215945
19	-0.217156	-1.8426	0.03475
20	-0.151363	-1.2844	0.101567
21	-0.04253	-0.3609	0.359622
22	-0.139031	-1.1797	0.120998
23	0.010922	0.0927	0.46321
24	0.017808	0.1511	0.440156
25	-0.013773	-0.1169	0.453645
26	-0.050729	-0.4305	0.334076
27	0.08492	0.7206	0.236754
28	-0.126851	-1.0764	0.142679
29	-0.082052	-0.6962	0.244261
30	-0.068476	-0.581	0.281514
31	-0.105965	-0.8991	0.185788
32	0.090839	0.7708	0.221676
33	0.088468	0.7507	0.227648
34	-0.023904	-0.2028	0.41992
35	0.042987	0.3648	0.35818
36	-0.080024	-0.679	0.249649

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.293287 & 2.4886 & 0.007569 \tabularnewline
2 & 0.124565 & 1.057 & 0.14703 \tabularnewline
3 & 0.172149 & 1.4607 & 0.07422 \tabularnewline
4 & 0.095885 & 0.8136 & 0.209275 \tabularnewline
5 & 0.252859 & 2.1456 & 0.01764 \tabularnewline
6 & 0.100264 & 0.8508 & 0.19886 \tabularnewline
7 & -0.007378 & -0.0626 & 0.475126 \tabularnewline
8 & 0.076902 & 0.6525 & 0.258068 \tabularnewline
9 & 0.195317 & 1.6573 & 0.050903 \tabularnewline
10 & -0.145554 & -1.2351 & 0.11041 \tabularnewline
11 & -0.050769 & -0.4308 & 0.333954 \tabularnewline
12 & -0.175114 & -1.4859 & 0.070837 \tabularnewline
13 & -0.048432 & -0.411 & 0.34116 \tabularnewline
14 & 0.249498 & 2.1171 & 0.018855 \tabularnewline
15 & -0.035463 & -0.3009 & 0.382174 \tabularnewline
16 & 0.045665 & 0.3875 & 0.349773 \tabularnewline
17 & 0.05653 & 0.4797 & 0.316458 \tabularnewline
18 & 0.093149 & 0.7904 & 0.215945 \tabularnewline
19 & -0.217156 & -1.8426 & 0.03475 \tabularnewline
20 & -0.151363 & -1.2844 & 0.101567 \tabularnewline
21 & -0.04253 & -0.3609 & 0.359622 \tabularnewline
22 & -0.139031 & -1.1797 & 0.120998 \tabularnewline
23 & 0.010922 & 0.0927 & 0.46321 \tabularnewline
24 & 0.017808 & 0.1511 & 0.440156 \tabularnewline
25 & -0.013773 & -0.1169 & 0.453645 \tabularnewline
26 & -0.050729 & -0.4305 & 0.334076 \tabularnewline
27 & 0.08492 & 0.7206 & 0.236754 \tabularnewline
28 & -0.126851 & -1.0764 & 0.142679 \tabularnewline
29 & -0.082052 & -0.6962 & 0.244261 \tabularnewline
30 & -0.068476 & -0.581 & 0.281514 \tabularnewline
31 & -0.105965 & -0.8991 & 0.185788 \tabularnewline
32 & 0.090839 & 0.7708 & 0.221676 \tabularnewline
33 & 0.088468 & 0.7507 & 0.227648 \tabularnewline
34 & -0.023904 & -0.2028 & 0.41992 \tabularnewline
35 & 0.042987 & 0.3648 & 0.35818 \tabularnewline
36 & -0.080024 & -0.679 & 0.249649 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32290&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]0.293287[/C][C]2.4886[/C][C]0.007569[/C][/ROW]
[ROW][C]2[/C][C]0.124565[/C][C]1.057[/C][C]0.14703[/C][/ROW]
[ROW][C]3[/C][C]0.172149[/C][C]1.4607[/C][C]0.07422[/C][/ROW]
[ROW][C]4[/C][C]0.095885[/C][C]0.8136[/C][C]0.209275[/C][/ROW]
[ROW][C]5[/C][C]0.252859[/C][C]2.1456[/C][C]0.01764[/C][/ROW]
[ROW][C]6[/C][C]0.100264[/C][C]0.8508[/C][C]0.19886[/C][/ROW]
[ROW][C]7[/C][C]-0.007378[/C][C]-0.0626[/C][C]0.475126[/C][/ROW]
[ROW][C]8[/C][C]0.076902[/C][C]0.6525[/C][C]0.258068[/C][/ROW]
[ROW][C]9[/C][C]0.195317[/C][C]1.6573[/C][C]0.050903[/C][/ROW]
[ROW][C]10[/C][C]-0.145554[/C][C]-1.2351[/C][C]0.11041[/C][/ROW]
[ROW][C]11[/C][C]-0.050769[/C][C]-0.4308[/C][C]0.333954[/C][/ROW]
[ROW][C]12[/C][C]-0.175114[/C][C]-1.4859[/C][C]0.070837[/C][/ROW]
[ROW][C]13[/C][C]-0.048432[/C][C]-0.411[/C][C]0.34116[/C][/ROW]
[ROW][C]14[/C][C]0.249498[/C][C]2.1171[/C][C]0.018855[/C][/ROW]
[ROW][C]15[/C][C]-0.035463[/C][C]-0.3009[/C][C]0.382174[/C][/ROW]
[ROW][C]16[/C][C]0.045665[/C][C]0.3875[/C][C]0.349773[/C][/ROW]
[ROW][C]17[/C][C]0.05653[/C][C]0.4797[/C][C]0.316458[/C][/ROW]
[ROW][C]18[/C][C]0.093149[/C][C]0.7904[/C][C]0.215945[/C][/ROW]
[ROW][C]19[/C][C]-0.217156[/C][C]-1.8426[/C][C]0.03475[/C][/ROW]
[ROW][C]20[/C][C]-0.151363[/C][C]-1.2844[/C][C]0.101567[/C][/ROW]
[ROW][C]21[/C][C]-0.04253[/C][C]-0.3609[/C][C]0.359622[/C][/ROW]
[ROW][C]22[/C][C]-0.139031[/C][C]-1.1797[/C][C]0.120998[/C][/ROW]
[ROW][C]23[/C][C]0.010922[/C][C]0.0927[/C][C]0.46321[/C][/ROW]
[ROW][C]24[/C][C]0.017808[/C][C]0.1511[/C][C]0.440156[/C][/ROW]
[ROW][C]25[/C][C]-0.013773[/C][C]-0.1169[/C][C]0.453645[/C][/ROW]
[ROW][C]26[/C][C]-0.050729[/C][C]-0.4305[/C][C]0.334076[/C][/ROW]
[ROW][C]27[/C][C]0.08492[/C][C]0.7206[/C][C]0.236754[/C][/ROW]
[ROW][C]28[/C][C]-0.126851[/C][C]-1.0764[/C][C]0.142679[/C][/ROW]
[ROW][C]29[/C][C]-0.082052[/C][C]-0.6962[/C][C]0.244261[/C][/ROW]
[ROW][C]30[/C][C]-0.068476[/C][C]-0.581[/C][C]0.281514[/C][/ROW]
[ROW][C]31[/C][C]-0.105965[/C][C]-0.8991[/C][C]0.185788[/C][/ROW]
[ROW][C]32[/C][C]0.090839[/C][C]0.7708[/C][C]0.221676[/C][/ROW]
[ROW][C]33[/C][C]0.088468[/C][C]0.7507[/C][C]0.227648[/C][/ROW]
[ROW][C]34[/C][C]-0.023904[/C][C]-0.2028[/C][C]0.41992[/C][/ROW]
[ROW][C]35[/C][C]0.042987[/C][C]0.3648[/C][C]0.35818[/C][/ROW]
[ROW][C]36[/C][C]-0.080024[/C][C]-0.679[/C][C]0.249649[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32290&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32290&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	0.293287	2.4886	0.007569
2	0.124565	1.057	0.14703
3	0.172149	1.4607	0.07422
4	0.095885	0.8136	0.209275
5	0.252859	2.1456	0.01764
6	0.100264	0.8508	0.19886
7	-0.007378	-0.0626	0.475126
8	0.076902	0.6525	0.258068
9	0.195317	1.6573	0.050903
10	-0.145554	-1.2351	0.11041
11	-0.050769	-0.4308	0.333954
12	-0.175114	-1.4859	0.070837
13	-0.048432	-0.411	0.34116
14	0.249498	2.1171	0.018855
15	-0.035463	-0.3009	0.382174
16	0.045665	0.3875	0.349773
17	0.05653	0.4797	0.316458
18	0.093149	0.7904	0.215945
19	-0.217156	-1.8426	0.03475
20	-0.151363	-1.2844	0.101567
21	-0.04253	-0.3609	0.359622
22	-0.139031	-1.1797	0.120998
23	0.010922	0.0927	0.46321
24	0.017808	0.1511	0.440156
25	-0.013773	-0.1169	0.453645
26	-0.050729	-0.4305	0.334076
27	0.08492	0.7206	0.236754
28	-0.126851	-1.0764	0.142679
29	-0.082052	-0.6962	0.244261
30	-0.068476	-0.581	0.281514
31	-0.105965	-0.8991	0.185788
32	0.090839	0.7708	0.221676
33	0.088468	0.7507	0.227648
34	-0.023904	-0.2028	0.41992
35	0.042987	0.3648	0.35818
36	-0.080024	-0.679	0.249649

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; 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