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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 05:07:39 -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/25/t1259150988cq7ylzpcsh8cg9i.htm/, Retrieved Thu, 02 May 2024 15:17:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59351, Retrieved Thu, 02 May 2024 15:17:38 +0000

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Estimated Impact

167

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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-25 12:07:39] [4672b66a35a4d755714bdcf00037725e] [Current]
-   P             [(Partial) Autocorrelation Function] [ACF D=1, d=1] [2009-12-03 15:46:01] [4f1a20f787b3465111b61213cdeef1a9] 

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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=59351&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=59351&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59351&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	0.312633	1.9272	0.030728
2	0.130804	0.8063	0.212535
3	-0.138249	-0.8522	0.199715
4	-0.168582	-1.0392	0.152637
5	-0.092465	-0.57	0.286018
6	0.015097	0.0931	0.46317
7	0.070649	0.4355	0.332827
8	0.16862	1.0394	0.152584
9	0.142715	0.8798	0.192262
10	-0.197101	-1.215	0.115929
11	-0.342041	-2.1085	0.020819
12	-0.432376	-2.6653	0.005614
13	-0.237901	-1.4665	0.075367
14	0.04768	0.2939	0.385209
15	0.039643	0.2444	0.404127
16	0.046206	0.2848	0.388658
17	-0.03301	-0.2035	0.419921
18	-0.01654	-0.102	0.459662
19	-0.173812	-1.0714	0.145363
20	-0.063694	-0.3926	0.348391
21	0.038708	0.2386	0.406344
22	0.032151	0.1982	0.421976
23	0.25355	1.563	0.063173
24	0.078263	0.4824	0.316129
25	0.11823	0.7288	0.23529
26	0.048507	0.299	0.383277
27	0.010987	0.0677	0.473179
28	-0.056404	-0.3477	0.364993
29	0.044208	0.2725	0.393351
30	-0.055545	-0.3424	0.366966
31	0.007826	0.0482	0.480887
32	-0.036184	-0.2231	0.412345
33	-0.061692	-0.3803	0.352921
34	0.014311	0.0882	0.465084
35	0.001566	0.0097	0.496174
36	-0.015661	-0.0965	0.461799

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312633 & 1.9272 & 0.030728 \tabularnewline
2 & 0.130804 & 0.8063 & 0.212535 \tabularnewline
3 & -0.138249 & -0.8522 & 0.199715 \tabularnewline
4 & -0.168582 & -1.0392 & 0.152637 \tabularnewline
5 & -0.092465 & -0.57 & 0.286018 \tabularnewline
6 & 0.015097 & 0.0931 & 0.46317 \tabularnewline
7 & 0.070649 & 0.4355 & 0.332827 \tabularnewline
8 & 0.16862 & 1.0394 & 0.152584 \tabularnewline
9 & 0.142715 & 0.8798 & 0.192262 \tabularnewline
10 & -0.197101 & -1.215 & 0.115929 \tabularnewline
11 & -0.342041 & -2.1085 & 0.020819 \tabularnewline
12 & -0.432376 & -2.6653 & 0.005614 \tabularnewline
13 & -0.237901 & -1.4665 & 0.075367 \tabularnewline
14 & 0.04768 & 0.2939 & 0.385209 \tabularnewline
15 & 0.039643 & 0.2444 & 0.404127 \tabularnewline
16 & 0.046206 & 0.2848 & 0.388658 \tabularnewline
17 & -0.03301 & -0.2035 & 0.419921 \tabularnewline
18 & -0.01654 & -0.102 & 0.459662 \tabularnewline
19 & -0.173812 & -1.0714 & 0.145363 \tabularnewline
20 & -0.063694 & -0.3926 & 0.348391 \tabularnewline
21 & 0.038708 & 0.2386 & 0.406344 \tabularnewline
22 & 0.032151 & 0.1982 & 0.421976 \tabularnewline
23 & 0.25355 & 1.563 & 0.063173 \tabularnewline
24 & 0.078263 & 0.4824 & 0.316129 \tabularnewline
25 & 0.11823 & 0.7288 & 0.23529 \tabularnewline
26 & 0.048507 & 0.299 & 0.383277 \tabularnewline
27 & 0.010987 & 0.0677 & 0.473179 \tabularnewline
28 & -0.056404 & -0.3477 & 0.364993 \tabularnewline
29 & 0.044208 & 0.2725 & 0.393351 \tabularnewline
30 & -0.055545 & -0.3424 & 0.366966 \tabularnewline
31 & 0.007826 & 0.0482 & 0.480887 \tabularnewline
32 & -0.036184 & -0.2231 & 0.412345 \tabularnewline
33 & -0.061692 & -0.3803 & 0.352921 \tabularnewline
34 & 0.014311 & 0.0882 & 0.465084 \tabularnewline
35 & 0.001566 & 0.0097 & 0.496174 \tabularnewline
36 & -0.015661 & -0.0965 & 0.461799 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59351&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]0.312633[/C][C]1.9272[/C][C]0.030728[/C][/ROW]
[ROW][C]2[/C][C]0.130804[/C][C]0.8063[/C][C]0.212535[/C][/ROW]
[ROW][C]3[/C][C]-0.138249[/C][C]-0.8522[/C][C]0.199715[/C][/ROW]
[ROW][C]4[/C][C]-0.168582[/C][C]-1.0392[/C][C]0.152637[/C][/ROW]
[ROW][C]5[/C][C]-0.092465[/C][C]-0.57[/C][C]0.286018[/C][/ROW]
[ROW][C]6[/C][C]0.015097[/C][C]0.0931[/C][C]0.46317[/C][/ROW]
[ROW][C]7[/C][C]0.070649[/C][C]0.4355[/C][C]0.332827[/C][/ROW]
[ROW][C]8[/C][C]0.16862[/C][C]1.0394[/C][C]0.152584[/C][/ROW]
[ROW][C]9[/C][C]0.142715[/C][C]0.8798[/C][C]0.192262[/C][/ROW]
[ROW][C]10[/C][C]-0.197101[/C][C]-1.215[/C][C]0.115929[/C][/ROW]
[ROW][C]11[/C][C]-0.342041[/C][C]-2.1085[/C][C]0.020819[/C][/ROW]
[ROW][C]12[/C][C]-0.432376[/C][C]-2.6653[/C][C]0.005614[/C][/ROW]
[ROW][C]13[/C][C]-0.237901[/C][C]-1.4665[/C][C]0.075367[/C][/ROW]
[ROW][C]14[/C][C]0.04768[/C][C]0.2939[/C][C]0.385209[/C][/ROW]
[ROW][C]15[/C][C]0.039643[/C][C]0.2444[/C][C]0.404127[/C][/ROW]
[ROW][C]16[/C][C]0.046206[/C][C]0.2848[/C][C]0.388658[/C][/ROW]
[ROW][C]17[/C][C]-0.03301[/C][C]-0.2035[/C][C]0.419921[/C][/ROW]
[ROW][C]18[/C][C]-0.01654[/C][C]-0.102[/C][C]0.459662[/C][/ROW]
[ROW][C]19[/C][C]-0.173812[/C][C]-1.0714[/C][C]0.145363[/C][/ROW]
[ROW][C]20[/C][C]-0.063694[/C][C]-0.3926[/C][C]0.348391[/C][/ROW]
[ROW][C]21[/C][C]0.038708[/C][C]0.2386[/C][C]0.406344[/C][/ROW]
[ROW][C]22[/C][C]0.032151[/C][C]0.1982[/C][C]0.421976[/C][/ROW]
[ROW][C]23[/C][C]0.25355[/C][C]1.563[/C][C]0.063173[/C][/ROW]
[ROW][C]24[/C][C]0.078263[/C][C]0.4824[/C][C]0.316129[/C][/ROW]
[ROW][C]25[/C][C]0.11823[/C][C]0.7288[/C][C]0.23529[/C][/ROW]
[ROW][C]26[/C][C]0.048507[/C][C]0.299[/C][C]0.383277[/C][/ROW]
[ROW][C]27[/C][C]0.010987[/C][C]0.0677[/C][C]0.473179[/C][/ROW]
[ROW][C]28[/C][C]-0.056404[/C][C]-0.3477[/C][C]0.364993[/C][/ROW]
[ROW][C]29[/C][C]0.044208[/C][C]0.2725[/C][C]0.393351[/C][/ROW]
[ROW][C]30[/C][C]-0.055545[/C][C]-0.3424[/C][C]0.366966[/C][/ROW]
[ROW][C]31[/C][C]0.007826[/C][C]0.0482[/C][C]0.480887[/C][/ROW]
[ROW][C]32[/C][C]-0.036184[/C][C]-0.2231[/C][C]0.412345[/C][/ROW]
[ROW][C]33[/C][C]-0.061692[/C][C]-0.3803[/C][C]0.352921[/C][/ROW]
[ROW][C]34[/C][C]0.014311[/C][C]0.0882[/C][C]0.465084[/C][/ROW]
[ROW][C]35[/C][C]0.001566[/C][C]0.0097[/C][C]0.496174[/C][/ROW]
[ROW][C]36[/C][C]-0.015661[/C][C]-0.0965[/C][C]0.461799[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59351&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59351&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	0.312633	1.9272	0.030728
2	0.130804	0.8063	0.212535
3	-0.138249	-0.8522	0.199715
4	-0.168582	-1.0392	0.152637
5	-0.092465	-0.57	0.286018
6	0.015097	0.0931	0.46317
7	0.070649	0.4355	0.332827
8	0.16862	1.0394	0.152584
9	0.142715	0.8798	0.192262
10	-0.197101	-1.215	0.115929
11	-0.342041	-2.1085	0.020819
12	-0.432376	-2.6653	0.005614
13	-0.237901	-1.4665	0.075367
14	0.04768	0.2939	0.385209
15	0.039643	0.2444	0.404127
16	0.046206	0.2848	0.388658
17	-0.03301	-0.2035	0.419921
18	-0.01654	-0.102	0.459662
19	-0.173812	-1.0714	0.145363
20	-0.063694	-0.3926	0.348391
21	0.038708	0.2386	0.406344
22	0.032151	0.1982	0.421976
23	0.25355	1.563	0.063173
24	0.078263	0.4824	0.316129
25	0.11823	0.7288	0.23529
26	0.048507	0.299	0.383277
27	0.010987	0.0677	0.473179
28	-0.056404	-0.3477	0.364993
29	0.044208	0.2725	0.393351
30	-0.055545	-0.3424	0.366966
31	0.007826	0.0482	0.480887
32	-0.036184	-0.2231	0.412345
33	-0.061692	-0.3803	0.352921
34	0.014311	0.0882	0.465084
35	0.001566	0.0097	0.496174
36	-0.015661	-0.0965	0.461799

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.312633	1.9272	0.030728
2	0.036647	0.2259	0.411243
3	-0.209867	-1.2937	0.101787
4	-0.085135	-0.5248	0.301384
5	0.025961	0.16	0.436851
6	0.046247	0.2851	0.388564
7	0.020536	0.1266	0.449966
8	0.121828	0.751	0.22864
9	0.064183	0.3956	0.347288
10	-0.322037	-1.9852	0.027189
11	-0.240855	-1.4847	0.072932
12	-0.205524	-1.2669	0.106445
13	-0.060159	-0.3708	0.356407
14	0.111496	0.6873	0.248031
15	-0.132569	-0.8172	0.209451
16	-0.106991	-0.6595	0.256765
17	-0.095216	-0.5869	0.280354
18	0.067338	0.4151	0.340203
19	-0.095282	-0.5874	0.280219
20	0.054229	0.3343	0.369999
21	0.116573	0.7186	0.23839
22	-0.294406	-1.8148	0.038724
23	0.035865	0.2211	0.413104
24	-0.087034	-0.5365	0.297366
25	0.097698	0.6023	0.275291
26	0.097808	0.6029	0.275069
27	-0.093577	-0.5768	0.283722
28	-0.138403	-0.8532	0.199454
29	-0.049565	-0.3055	0.380812
30	-0.103664	-0.639	0.263319
31	-0.002405	-0.0148	0.494125
32	-0.110897	-0.6836	0.249183
33	0.0382	0.2355	0.407551
34	-0.087135	-0.5371	0.297153
35	-0.031509	-0.1942	0.423513
36	0.070769	0.4362	0.332562

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312633 & 1.9272 & 0.030728 \tabularnewline
2 & 0.036647 & 0.2259 & 0.411243 \tabularnewline
3 & -0.209867 & -1.2937 & 0.101787 \tabularnewline
4 & -0.085135 & -0.5248 & 0.301384 \tabularnewline
5 & 0.025961 & 0.16 & 0.436851 \tabularnewline
6 & 0.046247 & 0.2851 & 0.388564 \tabularnewline
7 & 0.020536 & 0.1266 & 0.449966 \tabularnewline
8 & 0.121828 & 0.751 & 0.22864 \tabularnewline
9 & 0.064183 & 0.3956 & 0.347288 \tabularnewline
10 & -0.322037 & -1.9852 & 0.027189 \tabularnewline
11 & -0.240855 & -1.4847 & 0.072932 \tabularnewline
12 & -0.205524 & -1.2669 & 0.106445 \tabularnewline
13 & -0.060159 & -0.3708 & 0.356407 \tabularnewline
14 & 0.111496 & 0.6873 & 0.248031 \tabularnewline
15 & -0.132569 & -0.8172 & 0.209451 \tabularnewline
16 & -0.106991 & -0.6595 & 0.256765 \tabularnewline
17 & -0.095216 & -0.5869 & 0.280354 \tabularnewline
18 & 0.067338 & 0.4151 & 0.340203 \tabularnewline
19 & -0.095282 & -0.5874 & 0.280219 \tabularnewline
20 & 0.054229 & 0.3343 & 0.369999 \tabularnewline
21 & 0.116573 & 0.7186 & 0.23839 \tabularnewline
22 & -0.294406 & -1.8148 & 0.038724 \tabularnewline
23 & 0.035865 & 0.2211 & 0.413104 \tabularnewline
24 & -0.087034 & -0.5365 & 0.297366 \tabularnewline
25 & 0.097698 & 0.6023 & 0.275291 \tabularnewline
26 & 0.097808 & 0.6029 & 0.275069 \tabularnewline
27 & -0.093577 & -0.5768 & 0.283722 \tabularnewline
28 & -0.138403 & -0.8532 & 0.199454 \tabularnewline
29 & -0.049565 & -0.3055 & 0.380812 \tabularnewline
30 & -0.103664 & -0.639 & 0.263319 \tabularnewline
31 & -0.002405 & -0.0148 & 0.494125 \tabularnewline
32 & -0.110897 & -0.6836 & 0.249183 \tabularnewline
33 & 0.0382 & 0.2355 & 0.407551 \tabularnewline
34 & -0.087135 & -0.5371 & 0.297153 \tabularnewline
35 & -0.031509 & -0.1942 & 0.423513 \tabularnewline
36 & 0.070769 & 0.4362 & 0.332562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59351&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]0.312633[/C][C]1.9272[/C][C]0.030728[/C][/ROW]
[ROW][C]2[/C][C]0.036647[/C][C]0.2259[/C][C]0.411243[/C][/ROW]
[ROW][C]3[/C][C]-0.209867[/C][C]-1.2937[/C][C]0.101787[/C][/ROW]
[ROW][C]4[/C][C]-0.085135[/C][C]-0.5248[/C][C]0.301384[/C][/ROW]
[ROW][C]5[/C][C]0.025961[/C][C]0.16[/C][C]0.436851[/C][/ROW]
[ROW][C]6[/C][C]0.046247[/C][C]0.2851[/C][C]0.388564[/C][/ROW]
[ROW][C]7[/C][C]0.020536[/C][C]0.1266[/C][C]0.449966[/C][/ROW]
[ROW][C]8[/C][C]0.121828[/C][C]0.751[/C][C]0.22864[/C][/ROW]
[ROW][C]9[/C][C]0.064183[/C][C]0.3956[/C][C]0.347288[/C][/ROW]
[ROW][C]10[/C][C]-0.322037[/C][C]-1.9852[/C][C]0.027189[/C][/ROW]
[ROW][C]11[/C][C]-0.240855[/C][C]-1.4847[/C][C]0.072932[/C][/ROW]
[ROW][C]12[/C][C]-0.205524[/C][C]-1.2669[/C][C]0.106445[/C][/ROW]
[ROW][C]13[/C][C]-0.060159[/C][C]-0.3708[/C][C]0.356407[/C][/ROW]
[ROW][C]14[/C][C]0.111496[/C][C]0.6873[/C][C]0.248031[/C][/ROW]
[ROW][C]15[/C][C]-0.132569[/C][C]-0.8172[/C][C]0.209451[/C][/ROW]
[ROW][C]16[/C][C]-0.106991[/C][C]-0.6595[/C][C]0.256765[/C][/ROW]
[ROW][C]17[/C][C]-0.095216[/C][C]-0.5869[/C][C]0.280354[/C][/ROW]
[ROW][C]18[/C][C]0.067338[/C][C]0.4151[/C][C]0.340203[/C][/ROW]
[ROW][C]19[/C][C]-0.095282[/C][C]-0.5874[/C][C]0.280219[/C][/ROW]
[ROW][C]20[/C][C]0.054229[/C][C]0.3343[/C][C]0.369999[/C][/ROW]
[ROW][C]21[/C][C]0.116573[/C][C]0.7186[/C][C]0.23839[/C][/ROW]
[ROW][C]22[/C][C]-0.294406[/C][C]-1.8148[/C][C]0.038724[/C][/ROW]
[ROW][C]23[/C][C]0.035865[/C][C]0.2211[/C][C]0.413104[/C][/ROW]
[ROW][C]24[/C][C]-0.087034[/C][C]-0.5365[/C][C]0.297366[/C][/ROW]
[ROW][C]25[/C][C]0.097698[/C][C]0.6023[/C][C]0.275291[/C][/ROW]
[ROW][C]26[/C][C]0.097808[/C][C]0.6029[/C][C]0.275069[/C][/ROW]
[ROW][C]27[/C][C]-0.093577[/C][C]-0.5768[/C][C]0.283722[/C][/ROW]
[ROW][C]28[/C][C]-0.138403[/C][C]-0.8532[/C][C]0.199454[/C][/ROW]
[ROW][C]29[/C][C]-0.049565[/C][C]-0.3055[/C][C]0.380812[/C][/ROW]
[ROW][C]30[/C][C]-0.103664[/C][C]-0.639[/C][C]0.263319[/C][/ROW]
[ROW][C]31[/C][C]-0.002405[/C][C]-0.0148[/C][C]0.494125[/C][/ROW]
[ROW][C]32[/C][C]-0.110897[/C][C]-0.6836[/C][C]0.249183[/C][/ROW]
[ROW][C]33[/C][C]0.0382[/C][C]0.2355[/C][C]0.407551[/C][/ROW]
[ROW][C]34[/C][C]-0.087135[/C][C]-0.5371[/C][C]0.297153[/C][/ROW]
[ROW][C]35[/C][C]-0.031509[/C][C]-0.1942[/C][C]0.423513[/C][/ROW]
[ROW][C]36[/C][C]0.070769[/C][C]0.4362[/C][C]0.332562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59351&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59351&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	0.312633	1.9272	0.030728
2	0.036647	0.2259	0.411243
3	-0.209867	-1.2937	0.101787
4	-0.085135	-0.5248	0.301384
5	0.025961	0.16	0.436851
6	0.046247	0.2851	0.388564
7	0.020536	0.1266	0.449966
8	0.121828	0.751	0.22864
9	0.064183	0.3956	0.347288
10	-0.322037	-1.9852	0.027189
11	-0.240855	-1.4847	0.072932
12	-0.205524	-1.2669	0.106445
13	-0.060159	-0.3708	0.356407
14	0.111496	0.6873	0.248031
15	-0.132569	-0.8172	0.209451
16	-0.106991	-0.6595	0.256765
17	-0.095216	-0.5869	0.280354
18	0.067338	0.4151	0.340203
19	-0.095282	-0.5874	0.280219
20	0.054229	0.3343	0.369999
21	0.116573	0.7186	0.23839
22	-0.294406	-1.8148	0.038724
23	0.035865	0.2211	0.413104
24	-0.087034	-0.5365	0.297366
25	0.097698	0.6023	0.275291
26	0.097808	0.6029	0.275069
27	-0.093577	-0.5768	0.283722
28	-0.138403	-0.8532	0.199454
29	-0.049565	-0.3055	0.380812
30	-0.103664	-0.639	0.263319
31	-0.002405	-0.0148	0.494125
32	-0.110897	-0.6836	0.249183
33	0.0382	0.2355	0.407551
34	-0.087135	-0.5371	0.297153
35	-0.031509	-0.1942	0.423513
36	0.070769	0.4362	0.332562

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; 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