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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 23 Nov 2009 14:12:39 -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/Nov/23/t1259010845cd4gch12enqksq1.htm/, Retrieved Sun, 28 Apr 2024 19:54:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58910, Retrieved Sun, 28 Apr 2024 19:54:38 +0000

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Estimated Impact

227

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]
- RMPD        [(Partial) Autocorrelation Function] [Autocorrelatie mo...] [2009-11-23 21:04:43] [0df1a6455bedfaf424729b1e006090d0]
-   PD            [(Partial) Autocorrelation Function] [Autocorrelatie mo...] [2009-11-23 21:12:39] [e339dd08bcbfc073ac7494f09a949034] [Current]

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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=58910&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=58910&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58910&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	0.614068	4.2098	5.7e-05
2	-0.010503	-0.072	0.471452
3	-0.518978	-3.5579	0.000433
4	-0.640176	-4.3888	3.2e-05
5	-0.322877	-2.2135	0.015875
6	0.143997	0.9872	0.164301
7	0.457974	3.1397	0.001461
8	0.463226	3.1757	0.00132
9	0.186938	1.2816	0.103138
10	-0.207014	-1.4192	0.081217
11	-0.446149	-3.0586	0.001832
12	-0.500137	-3.4288	0.000636
13	-0.25116	-1.7219	0.045835
14	0.092264	0.6325	0.265052
15	0.307949	2.1112	0.020051
16	0.277607	1.9032	0.031576
17	0.133357	0.9142	0.182627
18	-0.059635	-0.4088	0.342258
19	-0.226463	-1.5526	0.063619
20	-0.212526	-1.457	0.075882
21	-0.125656	-0.8615	0.196682
22	0.037296	0.2557	0.399654
23	0.174106	1.1936	0.11931
24	0.206156	1.4133	0.082073
25	0.12847	0.8807	0.191468
26	0.005903	0.0405	0.483945
27	-0.155503	-1.0661	0.145918
28	-0.185372	-1.2708	0.105018
29	-0.134003	-0.9187	0.181476
30	-0.053294	-0.3654	0.358239
31	0.090481	0.6203	0.269027
32	0.156943	1.0759	0.143722
33	0.130677	0.8959	0.187442
34	0.032455	0.2225	0.412444
35	-0.058755	-0.4028	0.34446
36	-0.081589	-0.5593	0.28929

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.614068 & 4.2098 & 5.7e-05 \tabularnewline
2 & -0.010503 & -0.072 & 0.471452 \tabularnewline
3 & -0.518978 & -3.5579 & 0.000433 \tabularnewline
4 & -0.640176 & -4.3888 & 3.2e-05 \tabularnewline
5 & -0.322877 & -2.2135 & 0.015875 \tabularnewline
6 & 0.143997 & 0.9872 & 0.164301 \tabularnewline
7 & 0.457974 & 3.1397 & 0.001461 \tabularnewline
8 & 0.463226 & 3.1757 & 0.00132 \tabularnewline
9 & 0.186938 & 1.2816 & 0.103138 \tabularnewline
10 & -0.207014 & -1.4192 & 0.081217 \tabularnewline
11 & -0.446149 & -3.0586 & 0.001832 \tabularnewline
12 & -0.500137 & -3.4288 & 0.000636 \tabularnewline
13 & -0.25116 & -1.7219 & 0.045835 \tabularnewline
14 & 0.092264 & 0.6325 & 0.265052 \tabularnewline
15 & 0.307949 & 2.1112 & 0.020051 \tabularnewline
16 & 0.277607 & 1.9032 & 0.031576 \tabularnewline
17 & 0.133357 & 0.9142 & 0.182627 \tabularnewline
18 & -0.059635 & -0.4088 & 0.342258 \tabularnewline
19 & -0.226463 & -1.5526 & 0.063619 \tabularnewline
20 & -0.212526 & -1.457 & 0.075882 \tabularnewline
21 & -0.125656 & -0.8615 & 0.196682 \tabularnewline
22 & 0.037296 & 0.2557 & 0.399654 \tabularnewline
23 & 0.174106 & 1.1936 & 0.11931 \tabularnewline
24 & 0.206156 & 1.4133 & 0.082073 \tabularnewline
25 & 0.12847 & 0.8807 & 0.191468 \tabularnewline
26 & 0.005903 & 0.0405 & 0.483945 \tabularnewline
27 & -0.155503 & -1.0661 & 0.145918 \tabularnewline
28 & -0.185372 & -1.2708 & 0.105018 \tabularnewline
29 & -0.134003 & -0.9187 & 0.181476 \tabularnewline
30 & -0.053294 & -0.3654 & 0.358239 \tabularnewline
31 & 0.090481 & 0.6203 & 0.269027 \tabularnewline
32 & 0.156943 & 1.0759 & 0.143722 \tabularnewline
33 & 0.130677 & 0.8959 & 0.187442 \tabularnewline
34 & 0.032455 & 0.2225 & 0.412444 \tabularnewline
35 & -0.058755 & -0.4028 & 0.34446 \tabularnewline
36 & -0.081589 & -0.5593 & 0.28929 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58910&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]0.614068[/C][C]4.2098[/C][C]5.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.010503[/C][C]-0.072[/C][C]0.471452[/C][/ROW]
[ROW][C]3[/C][C]-0.518978[/C][C]-3.5579[/C][C]0.000433[/C][/ROW]
[ROW][C]4[/C][C]-0.640176[/C][C]-4.3888[/C][C]3.2e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.322877[/C][C]-2.2135[/C][C]0.015875[/C][/ROW]
[ROW][C]6[/C][C]0.143997[/C][C]0.9872[/C][C]0.164301[/C][/ROW]
[ROW][C]7[/C][C]0.457974[/C][C]3.1397[/C][C]0.001461[/C][/ROW]
[ROW][C]8[/C][C]0.463226[/C][C]3.1757[/C][C]0.00132[/C][/ROW]
[ROW][C]9[/C][C]0.186938[/C][C]1.2816[/C][C]0.103138[/C][/ROW]
[ROW][C]10[/C][C]-0.207014[/C][C]-1.4192[/C][C]0.081217[/C][/ROW]
[ROW][C]11[/C][C]-0.446149[/C][C]-3.0586[/C][C]0.001832[/C][/ROW]
[ROW][C]12[/C][C]-0.500137[/C][C]-3.4288[/C][C]0.000636[/C][/ROW]
[ROW][C]13[/C][C]-0.25116[/C][C]-1.7219[/C][C]0.045835[/C][/ROW]
[ROW][C]14[/C][C]0.092264[/C][C]0.6325[/C][C]0.265052[/C][/ROW]
[ROW][C]15[/C][C]0.307949[/C][C]2.1112[/C][C]0.020051[/C][/ROW]
[ROW][C]16[/C][C]0.277607[/C][C]1.9032[/C][C]0.031576[/C][/ROW]
[ROW][C]17[/C][C]0.133357[/C][C]0.9142[/C][C]0.182627[/C][/ROW]
[ROW][C]18[/C][C]-0.059635[/C][C]-0.4088[/C][C]0.342258[/C][/ROW]
[ROW][C]19[/C][C]-0.226463[/C][C]-1.5526[/C][C]0.063619[/C][/ROW]
[ROW][C]20[/C][C]-0.212526[/C][C]-1.457[/C][C]0.075882[/C][/ROW]
[ROW][C]21[/C][C]-0.125656[/C][C]-0.8615[/C][C]0.196682[/C][/ROW]
[ROW][C]22[/C][C]0.037296[/C][C]0.2557[/C][C]0.399654[/C][/ROW]
[ROW][C]23[/C][C]0.174106[/C][C]1.1936[/C][C]0.11931[/C][/ROW]
[ROW][C]24[/C][C]0.206156[/C][C]1.4133[/C][C]0.082073[/C][/ROW]
[ROW][C]25[/C][C]0.12847[/C][C]0.8807[/C][C]0.191468[/C][/ROW]
[ROW][C]26[/C][C]0.005903[/C][C]0.0405[/C][C]0.483945[/C][/ROW]
[ROW][C]27[/C][C]-0.155503[/C][C]-1.0661[/C][C]0.145918[/C][/ROW]
[ROW][C]28[/C][C]-0.185372[/C][C]-1.2708[/C][C]0.105018[/C][/ROW]
[ROW][C]29[/C][C]-0.134003[/C][C]-0.9187[/C][C]0.181476[/C][/ROW]
[ROW][C]30[/C][C]-0.053294[/C][C]-0.3654[/C][C]0.358239[/C][/ROW]
[ROW][C]31[/C][C]0.090481[/C][C]0.6203[/C][C]0.269027[/C][/ROW]
[ROW][C]32[/C][C]0.156943[/C][C]1.0759[/C][C]0.143722[/C][/ROW]
[ROW][C]33[/C][C]0.130677[/C][C]0.8959[/C][C]0.187442[/C][/ROW]
[ROW][C]34[/C][C]0.032455[/C][C]0.2225[/C][C]0.412444[/C][/ROW]
[ROW][C]35[/C][C]-0.058755[/C][C]-0.4028[/C][C]0.34446[/C][/ROW]
[ROW][C]36[/C][C]-0.081589[/C][C]-0.5593[/C][C]0.28929[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58910&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58910&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	0.614068	4.2098	5.7e-05
2	-0.010503	-0.072	0.471452
3	-0.518978	-3.5579	0.000433
4	-0.640176	-4.3888	3.2e-05
5	-0.322877	-2.2135	0.015875
6	0.143997	0.9872	0.164301
7	0.457974	3.1397	0.001461
8	0.463226	3.1757	0.00132
9	0.186938	1.2816	0.103138
10	-0.207014	-1.4192	0.081217
11	-0.446149	-3.0586	0.001832
12	-0.500137	-3.4288	0.000636
13	-0.25116	-1.7219	0.045835
14	0.092264	0.6325	0.265052
15	0.307949	2.1112	0.020051
16	0.277607	1.9032	0.031576
17	0.133357	0.9142	0.182627
18	-0.059635	-0.4088	0.342258
19	-0.226463	-1.5526	0.063619
20	-0.212526	-1.457	0.075882
21	-0.125656	-0.8615	0.196682
22	0.037296	0.2557	0.399654
23	0.174106	1.1936	0.11931
24	0.206156	1.4133	0.082073
25	0.12847	0.8807	0.191468
26	0.005903	0.0405	0.483945
27	-0.155503	-1.0661	0.145918
28	-0.185372	-1.2708	0.105018
29	-0.134003	-0.9187	0.181476
30	-0.053294	-0.3654	0.358239
31	0.090481	0.6203	0.269027
32	0.156943	1.0759	0.143722
33	0.130677	0.8959	0.187442
34	0.032455	0.2225	0.412444
35	-0.058755	-0.4028	0.34446
36	-0.081589	-0.5593	0.28929

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.614068	4.2098	5.7e-05
2	-0.622202	-4.2656	4.8e-05
3	-0.331202	-2.2706	0.013898
4	-0.087786	-0.6018	0.275089
5	0.149576	1.0254	0.155202
6	0.031249	0.2142	0.415646
7	0.025263	0.1732	0.431622
8	0.056376	0.3865	0.350437
9	0.007747	0.0531	0.478934
10	-0.144839	-0.993	0.162905
11	-0.04888	-0.3351	0.369519
12	-0.329399	-2.2582	0.014307
13	0.058931	0.404	0.34402
14	-0.126481	-0.8671	0.195145
15	-0.122246	-0.8381	0.203114
16	-0.201806	-1.3835	0.086522
17	0.260958	1.789	0.040027
18	-0.009736	-0.0667	0.473532
19	-0.161941	-1.1102	0.136278
20	0.081187	0.5566	0.290225
21	-0.07692	-0.5273	0.300221
22	-0.057437	-0.3938	0.347766
23	-0.037841	-0.2594	0.39822
24	-0.133531	-0.9154	0.182316
25	-0.044555	-0.3055	0.380685
26	0.026071	0.1787	0.429459
27	-0.17898	-1.227	0.112962
28	-0.04173	-0.2861	0.388035
29	-0.075897	-0.5203	0.30264
30	-0.041459	-0.2842	0.388741
31	-0.077689	-0.5326	0.298406
32	-0.061449	-0.4213	0.337737
33	-0.089243	-0.6118	0.271804
34	-0.033004	-0.2263	0.410989
35	-0.000805	-0.0055	0.497811
36	0.100981	0.6923	0.24608

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.614068 & 4.2098 & 5.7e-05 \tabularnewline
2 & -0.622202 & -4.2656 & 4.8e-05 \tabularnewline
3 & -0.331202 & -2.2706 & 0.013898 \tabularnewline
4 & -0.087786 & -0.6018 & 0.275089 \tabularnewline
5 & 0.149576 & 1.0254 & 0.155202 \tabularnewline
6 & 0.031249 & 0.2142 & 0.415646 \tabularnewline
7 & 0.025263 & 0.1732 & 0.431622 \tabularnewline
8 & 0.056376 & 0.3865 & 0.350437 \tabularnewline
9 & 0.007747 & 0.0531 & 0.478934 \tabularnewline
10 & -0.144839 & -0.993 & 0.162905 \tabularnewline
11 & -0.04888 & -0.3351 & 0.369519 \tabularnewline
12 & -0.329399 & -2.2582 & 0.014307 \tabularnewline
13 & 0.058931 & 0.404 & 0.34402 \tabularnewline
14 & -0.126481 & -0.8671 & 0.195145 \tabularnewline
15 & -0.122246 & -0.8381 & 0.203114 \tabularnewline
16 & -0.201806 & -1.3835 & 0.086522 \tabularnewline
17 & 0.260958 & 1.789 & 0.040027 \tabularnewline
18 & -0.009736 & -0.0667 & 0.473532 \tabularnewline
19 & -0.161941 & -1.1102 & 0.136278 \tabularnewline
20 & 0.081187 & 0.5566 & 0.290225 \tabularnewline
21 & -0.07692 & -0.5273 & 0.300221 \tabularnewline
22 & -0.057437 & -0.3938 & 0.347766 \tabularnewline
23 & -0.037841 & -0.2594 & 0.39822 \tabularnewline
24 & -0.133531 & -0.9154 & 0.182316 \tabularnewline
25 & -0.044555 & -0.3055 & 0.380685 \tabularnewline
26 & 0.026071 & 0.1787 & 0.429459 \tabularnewline
27 & -0.17898 & -1.227 & 0.112962 \tabularnewline
28 & -0.04173 & -0.2861 & 0.388035 \tabularnewline
29 & -0.075897 & -0.5203 & 0.30264 \tabularnewline
30 & -0.041459 & -0.2842 & 0.388741 \tabularnewline
31 & -0.077689 & -0.5326 & 0.298406 \tabularnewline
32 & -0.061449 & -0.4213 & 0.337737 \tabularnewline
33 & -0.089243 & -0.6118 & 0.271804 \tabularnewline
34 & -0.033004 & -0.2263 & 0.410989 \tabularnewline
35 & -0.000805 & -0.0055 & 0.497811 \tabularnewline
36 & 0.100981 & 0.6923 & 0.24608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58910&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]0.614068[/C][C]4.2098[/C][C]5.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.622202[/C][C]-4.2656[/C][C]4.8e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.331202[/C][C]-2.2706[/C][C]0.013898[/C][/ROW]
[ROW][C]4[/C][C]-0.087786[/C][C]-0.6018[/C][C]0.275089[/C][/ROW]
[ROW][C]5[/C][C]0.149576[/C][C]1.0254[/C][C]0.155202[/C][/ROW]
[ROW][C]6[/C][C]0.031249[/C][C]0.2142[/C][C]0.415646[/C][/ROW]
[ROW][C]7[/C][C]0.025263[/C][C]0.1732[/C][C]0.431622[/C][/ROW]
[ROW][C]8[/C][C]0.056376[/C][C]0.3865[/C][C]0.350437[/C][/ROW]
[ROW][C]9[/C][C]0.007747[/C][C]0.0531[/C][C]0.478934[/C][/ROW]
[ROW][C]10[/C][C]-0.144839[/C][C]-0.993[/C][C]0.162905[/C][/ROW]
[ROW][C]11[/C][C]-0.04888[/C][C]-0.3351[/C][C]0.369519[/C][/ROW]
[ROW][C]12[/C][C]-0.329399[/C][C]-2.2582[/C][C]0.014307[/C][/ROW]
[ROW][C]13[/C][C]0.058931[/C][C]0.404[/C][C]0.34402[/C][/ROW]
[ROW][C]14[/C][C]-0.126481[/C][C]-0.8671[/C][C]0.195145[/C][/ROW]
[ROW][C]15[/C][C]-0.122246[/C][C]-0.8381[/C][C]0.203114[/C][/ROW]
[ROW][C]16[/C][C]-0.201806[/C][C]-1.3835[/C][C]0.086522[/C][/ROW]
[ROW][C]17[/C][C]0.260958[/C][C]1.789[/C][C]0.040027[/C][/ROW]
[ROW][C]18[/C][C]-0.009736[/C][C]-0.0667[/C][C]0.473532[/C][/ROW]
[ROW][C]19[/C][C]-0.161941[/C][C]-1.1102[/C][C]0.136278[/C][/ROW]
[ROW][C]20[/C][C]0.081187[/C][C]0.5566[/C][C]0.290225[/C][/ROW]
[ROW][C]21[/C][C]-0.07692[/C][C]-0.5273[/C][C]0.300221[/C][/ROW]
[ROW][C]22[/C][C]-0.057437[/C][C]-0.3938[/C][C]0.347766[/C][/ROW]
[ROW][C]23[/C][C]-0.037841[/C][C]-0.2594[/C][C]0.39822[/C][/ROW]
[ROW][C]24[/C][C]-0.133531[/C][C]-0.9154[/C][C]0.182316[/C][/ROW]
[ROW][C]25[/C][C]-0.044555[/C][C]-0.3055[/C][C]0.380685[/C][/ROW]
[ROW][C]26[/C][C]0.026071[/C][C]0.1787[/C][C]0.429459[/C][/ROW]
[ROW][C]27[/C][C]-0.17898[/C][C]-1.227[/C][C]0.112962[/C][/ROW]
[ROW][C]28[/C][C]-0.04173[/C][C]-0.2861[/C][C]0.388035[/C][/ROW]
[ROW][C]29[/C][C]-0.075897[/C][C]-0.5203[/C][C]0.30264[/C][/ROW]
[ROW][C]30[/C][C]-0.041459[/C][C]-0.2842[/C][C]0.388741[/C][/ROW]
[ROW][C]31[/C][C]-0.077689[/C][C]-0.5326[/C][C]0.298406[/C][/ROW]
[ROW][C]32[/C][C]-0.061449[/C][C]-0.4213[/C][C]0.337737[/C][/ROW]
[ROW][C]33[/C][C]-0.089243[/C][C]-0.6118[/C][C]0.271804[/C][/ROW]
[ROW][C]34[/C][C]-0.033004[/C][C]-0.2263[/C][C]0.410989[/C][/ROW]
[ROW][C]35[/C][C]-0.000805[/C][C]-0.0055[/C][C]0.497811[/C][/ROW]
[ROW][C]36[/C][C]0.100981[/C][C]0.6923[/C][C]0.24608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58910&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58910&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	0.614068	4.2098	5.7e-05
2	-0.622202	-4.2656	4.8e-05
3	-0.331202	-2.2706	0.013898
4	-0.087786	-0.6018	0.275089
5	0.149576	1.0254	0.155202
6	0.031249	0.2142	0.415646
7	0.025263	0.1732	0.431622
8	0.056376	0.3865	0.350437
9	0.007747	0.0531	0.478934
10	-0.144839	-0.993	0.162905
11	-0.04888	-0.3351	0.369519
12	-0.329399	-2.2582	0.014307
13	0.058931	0.404	0.34402
14	-0.126481	-0.8671	0.195145
15	-0.122246	-0.8381	0.203114
16	-0.201806	-1.3835	0.086522
17	0.260958	1.789	0.040027
18	-0.009736	-0.0667	0.473532
19	-0.161941	-1.1102	0.136278
20	0.081187	0.5566	0.290225
21	-0.07692	-0.5273	0.300221
22	-0.057437	-0.3938	0.347766
23	-0.037841	-0.2594	0.39822
24	-0.133531	-0.9154	0.182316
25	-0.044555	-0.3055	0.380685
26	0.026071	0.1787	0.429459
27	-0.17898	-1.227	0.112962
28	-0.04173	-0.2861	0.388035
29	-0.075897	-0.5203	0.30264
30	-0.041459	-0.2842	0.388741
31	-0.077689	-0.5326	0.298406
32	-0.061449	-0.4213	0.337737
33	-0.089243	-0.6118	0.271804
34	-0.033004	-0.2263	0.410989
35	-0.000805	-0.0055	0.497811
36	0.100981	0.6923	0.24608

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 = 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 ;

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