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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 12:05:23 -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/t1259175973hoaw20vd6gacsh4.htm/, Retrieved Mon, 29 Apr 2024 02:06:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59569, Retrieved Mon, 29 Apr 2024 02:06:18 +0000

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Estimated Impact

153

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 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [ws8_2] [2009-11-24 20:22:15] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D            [(Partial) Autocorrelation Function] [SHw WS8] [2009-11-25 19:05:23] [d9efc2d105d810fc0b0ac636e31105d1] [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=59569&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=59569&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59569&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	0.257209	1.9757	0.026438
2	-0.205354	-1.5774	0.06003
3	-0.308702	-2.3712	0.010508
4	-0.245035	-1.8822	0.032375
5	0.063713	0.4894	0.313189
6	0.149641	1.1494	0.127511
7	0.022297	0.1713	0.432301
8	-0.234385	-1.8003	0.038459
9	-0.258059	-1.9822	0.026061
10	-0.147015	-1.1292	0.131684
11	0.272094	2.09	0.020469
12	0.735522	5.6496	0
13	0.1328	1.0201	0.155933
14	-0.196771	-1.5114	0.068008
15	-0.292886	-2.2497	0.014106
16	-0.182953	-1.4053	0.082589
17	0.071103	0.5462	0.293511
18	0.089874	0.6903	0.246345
19	0.007487	0.0575	0.477166
20	-0.223731	-1.7185	0.045474
21	-0.198871	-1.5276	0.065983
22	-0.066499	-0.5108	0.305703
23	0.192492	1.4786	0.072289
24	0.488617	3.7531	0.000201
25	0.098242	0.7546	0.226742
26	-0.188143	-1.4452	0.076853
27	-0.242138	-1.8599	0.033944
28	-0.132412	-1.0171	0.156636
29	0.050015	0.3842	0.351115
30	0.066393	0.51	0.305985
31	-0.002696	-0.0207	0.491775
32	-0.168771	-1.2964	0.09995
33	-0.108703	-0.835	0.203553
34	-0.050709	-0.3895	0.349153
35	0.113456	0.8715	0.193515
36	0.335032	2.5734	0.006301

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.257209 & 1.9757 & 0.026438 \tabularnewline
2 & -0.205354 & -1.5774 & 0.06003 \tabularnewline
3 & -0.308702 & -2.3712 & 0.010508 \tabularnewline
4 & -0.245035 & -1.8822 & 0.032375 \tabularnewline
5 & 0.063713 & 0.4894 & 0.313189 \tabularnewline
6 & 0.149641 & 1.1494 & 0.127511 \tabularnewline
7 & 0.022297 & 0.1713 & 0.432301 \tabularnewline
8 & -0.234385 & -1.8003 & 0.038459 \tabularnewline
9 & -0.258059 & -1.9822 & 0.026061 \tabularnewline
10 & -0.147015 & -1.1292 & 0.131684 \tabularnewline
11 & 0.272094 & 2.09 & 0.020469 \tabularnewline
12 & 0.735522 & 5.6496 & 0 \tabularnewline
13 & 0.1328 & 1.0201 & 0.155933 \tabularnewline
14 & -0.196771 & -1.5114 & 0.068008 \tabularnewline
15 & -0.292886 & -2.2497 & 0.014106 \tabularnewline
16 & -0.182953 & -1.4053 & 0.082589 \tabularnewline
17 & 0.071103 & 0.5462 & 0.293511 \tabularnewline
18 & 0.089874 & 0.6903 & 0.246345 \tabularnewline
19 & 0.007487 & 0.0575 & 0.477166 \tabularnewline
20 & -0.223731 & -1.7185 & 0.045474 \tabularnewline
21 & -0.198871 & -1.5276 & 0.065983 \tabularnewline
22 & -0.066499 & -0.5108 & 0.305703 \tabularnewline
23 & 0.192492 & 1.4786 & 0.072289 \tabularnewline
24 & 0.488617 & 3.7531 & 0.000201 \tabularnewline
25 & 0.098242 & 0.7546 & 0.226742 \tabularnewline
26 & -0.188143 & -1.4452 & 0.076853 \tabularnewline
27 & -0.242138 & -1.8599 & 0.033944 \tabularnewline
28 & -0.132412 & -1.0171 & 0.156636 \tabularnewline
29 & 0.050015 & 0.3842 & 0.351115 \tabularnewline
30 & 0.066393 & 0.51 & 0.305985 \tabularnewline
31 & -0.002696 & -0.0207 & 0.491775 \tabularnewline
32 & -0.168771 & -1.2964 & 0.09995 \tabularnewline
33 & -0.108703 & -0.835 & 0.203553 \tabularnewline
34 & -0.050709 & -0.3895 & 0.349153 \tabularnewline
35 & 0.113456 & 0.8715 & 0.193515 \tabularnewline
36 & 0.335032 & 2.5734 & 0.006301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59569&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]0.257209[/C][C]1.9757[/C][C]0.026438[/C][/ROW]
[ROW][C]2[/C][C]-0.205354[/C][C]-1.5774[/C][C]0.06003[/C][/ROW]
[ROW][C]3[/C][C]-0.308702[/C][C]-2.3712[/C][C]0.010508[/C][/ROW]
[ROW][C]4[/C][C]-0.245035[/C][C]-1.8822[/C][C]0.032375[/C][/ROW]
[ROW][C]5[/C][C]0.063713[/C][C]0.4894[/C][C]0.313189[/C][/ROW]
[ROW][C]6[/C][C]0.149641[/C][C]1.1494[/C][C]0.127511[/C][/ROW]
[ROW][C]7[/C][C]0.022297[/C][C]0.1713[/C][C]0.432301[/C][/ROW]
[ROW][C]8[/C][C]-0.234385[/C][C]-1.8003[/C][C]0.038459[/C][/ROW]
[ROW][C]9[/C][C]-0.258059[/C][C]-1.9822[/C][C]0.026061[/C][/ROW]
[ROW][C]10[/C][C]-0.147015[/C][C]-1.1292[/C][C]0.131684[/C][/ROW]
[ROW][C]11[/C][C]0.272094[/C][C]2.09[/C][C]0.020469[/C][/ROW]
[ROW][C]12[/C][C]0.735522[/C][C]5.6496[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.1328[/C][C]1.0201[/C][C]0.155933[/C][/ROW]
[ROW][C]14[/C][C]-0.196771[/C][C]-1.5114[/C][C]0.068008[/C][/ROW]
[ROW][C]15[/C][C]-0.292886[/C][C]-2.2497[/C][C]0.014106[/C][/ROW]
[ROW][C]16[/C][C]-0.182953[/C][C]-1.4053[/C][C]0.082589[/C][/ROW]
[ROW][C]17[/C][C]0.071103[/C][C]0.5462[/C][C]0.293511[/C][/ROW]
[ROW][C]18[/C][C]0.089874[/C][C]0.6903[/C][C]0.246345[/C][/ROW]
[ROW][C]19[/C][C]0.007487[/C][C]0.0575[/C][C]0.477166[/C][/ROW]
[ROW][C]20[/C][C]-0.223731[/C][C]-1.7185[/C][C]0.045474[/C][/ROW]
[ROW][C]21[/C][C]-0.198871[/C][C]-1.5276[/C][C]0.065983[/C][/ROW]
[ROW][C]22[/C][C]-0.066499[/C][C]-0.5108[/C][C]0.305703[/C][/ROW]
[ROW][C]23[/C][C]0.192492[/C][C]1.4786[/C][C]0.072289[/C][/ROW]
[ROW][C]24[/C][C]0.488617[/C][C]3.7531[/C][C]0.000201[/C][/ROW]
[ROW][C]25[/C][C]0.098242[/C][C]0.7546[/C][C]0.226742[/C][/ROW]
[ROW][C]26[/C][C]-0.188143[/C][C]-1.4452[/C][C]0.076853[/C][/ROW]
[ROW][C]27[/C][C]-0.242138[/C][C]-1.8599[/C][C]0.033944[/C][/ROW]
[ROW][C]28[/C][C]-0.132412[/C][C]-1.0171[/C][C]0.156636[/C][/ROW]
[ROW][C]29[/C][C]0.050015[/C][C]0.3842[/C][C]0.351115[/C][/ROW]
[ROW][C]30[/C][C]0.066393[/C][C]0.51[/C][C]0.305985[/C][/ROW]
[ROW][C]31[/C][C]-0.002696[/C][C]-0.0207[/C][C]0.491775[/C][/ROW]
[ROW][C]32[/C][C]-0.168771[/C][C]-1.2964[/C][C]0.09995[/C][/ROW]
[ROW][C]33[/C][C]-0.108703[/C][C]-0.835[/C][C]0.203553[/C][/ROW]
[ROW][C]34[/C][C]-0.050709[/C][C]-0.3895[/C][C]0.349153[/C][/ROW]
[ROW][C]35[/C][C]0.113456[/C][C]0.8715[/C][C]0.193515[/C][/ROW]
[ROW][C]36[/C][C]0.335032[/C][C]2.5734[/C][C]0.006301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59569&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59569&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	0.257209	1.9757	0.026438
2	-0.205354	-1.5774	0.06003
3	-0.308702	-2.3712	0.010508
4	-0.245035	-1.8822	0.032375
5	0.063713	0.4894	0.313189
6	0.149641	1.1494	0.127511
7	0.022297	0.1713	0.432301
8	-0.234385	-1.8003	0.038459
9	-0.258059	-1.9822	0.026061
10	-0.147015	-1.1292	0.131684
11	0.272094	2.09	0.020469
12	0.735522	5.6496	0
13	0.1328	1.0201	0.155933
14	-0.196771	-1.5114	0.068008
15	-0.292886	-2.2497	0.014106
16	-0.182953	-1.4053	0.082589
17	0.071103	0.5462	0.293511
18	0.089874	0.6903	0.246345
19	0.007487	0.0575	0.477166
20	-0.223731	-1.7185	0.045474
21	-0.198871	-1.5276	0.065983
22	-0.066499	-0.5108	0.305703
23	0.192492	1.4786	0.072289
24	0.488617	3.7531	0.000201
25	0.098242	0.7546	0.226742
26	-0.188143	-1.4452	0.076853
27	-0.242138	-1.8599	0.033944
28	-0.132412	-1.0171	0.156636
29	0.050015	0.3842	0.351115
30	0.066393	0.51	0.305985
31	-0.002696	-0.0207	0.491775
32	-0.168771	-1.2964	0.09995
33	-0.108703	-0.835	0.203553
34	-0.050709	-0.3895	0.349153
35	0.113456	0.8715	0.193515
36	0.335032	2.5734	0.006301

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.257209	1.9757	0.026438
2	-0.290746	-2.2333	0.014669
3	-0.193874	-1.4892	0.070884
4	-0.190299	-1.4617	0.074563
5	0.074318	0.5708	0.285136
6	-0.037072	-0.2848	0.388414
7	-0.089242	-0.6855	0.247862
8	-0.268206	-2.0601	0.021903
9	-0.161384	-1.2396	0.110014
10	-0.23415	-1.7985	0.038603
11	0.176981	1.3594	0.089593
12	0.60079	4.6148	1.1e-05
13	-0.194436	-1.4935	0.070319
14	0.102838	0.7899	0.216371
15	-0.017577	-0.135	0.44653
16	0.06078	0.4669	0.321159
17	-0.103094	-0.7919	0.215802
18	-0.082324	-0.6323	0.264804
19	0.043916	0.3373	0.368534
20	-0.098347	-0.7554	0.226503
21	0.020018	0.1538	0.439162
22	0.002492	0.0191	0.492395
23	-0.205244	-1.5765	0.060128
24	-0.05576	-0.4283	0.334995
25	0.072895	0.5599	0.288828
26	-0.141917	-1.0901	0.140054
27	0.000602	0.0046	0.498164
28	-0.079386	-0.6098	0.272177
29	-0.005937	-0.0456	0.481891
30	-0.051326	-0.3942	0.347412
31	-0.063169	-0.4852	0.314662
32	0.070568	0.542	0.294914
33	-0.041539	-0.3191	0.375401
34	-0.100749	-0.7739	0.22105
35	0.012942	0.0994	0.460575
36	-0.063105	-0.4847	0.314835

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.257209 & 1.9757 & 0.026438 \tabularnewline
2 & -0.290746 & -2.2333 & 0.014669 \tabularnewline
3 & -0.193874 & -1.4892 & 0.070884 \tabularnewline
4 & -0.190299 & -1.4617 & 0.074563 \tabularnewline
5 & 0.074318 & 0.5708 & 0.285136 \tabularnewline
6 & -0.037072 & -0.2848 & 0.388414 \tabularnewline
7 & -0.089242 & -0.6855 & 0.247862 \tabularnewline
8 & -0.268206 & -2.0601 & 0.021903 \tabularnewline
9 & -0.161384 & -1.2396 & 0.110014 \tabularnewline
10 & -0.23415 & -1.7985 & 0.038603 \tabularnewline
11 & 0.176981 & 1.3594 & 0.089593 \tabularnewline
12 & 0.60079 & 4.6148 & 1.1e-05 \tabularnewline
13 & -0.194436 & -1.4935 & 0.070319 \tabularnewline
14 & 0.102838 & 0.7899 & 0.216371 \tabularnewline
15 & -0.017577 & -0.135 & 0.44653 \tabularnewline
16 & 0.06078 & 0.4669 & 0.321159 \tabularnewline
17 & -0.103094 & -0.7919 & 0.215802 \tabularnewline
18 & -0.082324 & -0.6323 & 0.264804 \tabularnewline
19 & 0.043916 & 0.3373 & 0.368534 \tabularnewline
20 & -0.098347 & -0.7554 & 0.226503 \tabularnewline
21 & 0.020018 & 0.1538 & 0.439162 \tabularnewline
22 & 0.002492 & 0.0191 & 0.492395 \tabularnewline
23 & -0.205244 & -1.5765 & 0.060128 \tabularnewline
24 & -0.05576 & -0.4283 & 0.334995 \tabularnewline
25 & 0.072895 & 0.5599 & 0.288828 \tabularnewline
26 & -0.141917 & -1.0901 & 0.140054 \tabularnewline
27 & 0.000602 & 0.0046 & 0.498164 \tabularnewline
28 & -0.079386 & -0.6098 & 0.272177 \tabularnewline
29 & -0.005937 & -0.0456 & 0.481891 \tabularnewline
30 & -0.051326 & -0.3942 & 0.347412 \tabularnewline
31 & -0.063169 & -0.4852 & 0.314662 \tabularnewline
32 & 0.070568 & 0.542 & 0.294914 \tabularnewline
33 & -0.041539 & -0.3191 & 0.375401 \tabularnewline
34 & -0.100749 & -0.7739 & 0.22105 \tabularnewline
35 & 0.012942 & 0.0994 & 0.460575 \tabularnewline
36 & -0.063105 & -0.4847 & 0.314835 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59569&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]0.257209[/C][C]1.9757[/C][C]0.026438[/C][/ROW]
[ROW][C]2[/C][C]-0.290746[/C][C]-2.2333[/C][C]0.014669[/C][/ROW]
[ROW][C]3[/C][C]-0.193874[/C][C]-1.4892[/C][C]0.070884[/C][/ROW]
[ROW][C]4[/C][C]-0.190299[/C][C]-1.4617[/C][C]0.074563[/C][/ROW]
[ROW][C]5[/C][C]0.074318[/C][C]0.5708[/C][C]0.285136[/C][/ROW]
[ROW][C]6[/C][C]-0.037072[/C][C]-0.2848[/C][C]0.388414[/C][/ROW]
[ROW][C]7[/C][C]-0.089242[/C][C]-0.6855[/C][C]0.247862[/C][/ROW]
[ROW][C]8[/C][C]-0.268206[/C][C]-2.0601[/C][C]0.021903[/C][/ROW]
[ROW][C]9[/C][C]-0.161384[/C][C]-1.2396[/C][C]0.110014[/C][/ROW]
[ROW][C]10[/C][C]-0.23415[/C][C]-1.7985[/C][C]0.038603[/C][/ROW]
[ROW][C]11[/C][C]0.176981[/C][C]1.3594[/C][C]0.089593[/C][/ROW]
[ROW][C]12[/C][C]0.60079[/C][C]4.6148[/C][C]1.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.194436[/C][C]-1.4935[/C][C]0.070319[/C][/ROW]
[ROW][C]14[/C][C]0.102838[/C][C]0.7899[/C][C]0.216371[/C][/ROW]
[ROW][C]15[/C][C]-0.017577[/C][C]-0.135[/C][C]0.44653[/C][/ROW]
[ROW][C]16[/C][C]0.06078[/C][C]0.4669[/C][C]0.321159[/C][/ROW]
[ROW][C]17[/C][C]-0.103094[/C][C]-0.7919[/C][C]0.215802[/C][/ROW]
[ROW][C]18[/C][C]-0.082324[/C][C]-0.6323[/C][C]0.264804[/C][/ROW]
[ROW][C]19[/C][C]0.043916[/C][C]0.3373[/C][C]0.368534[/C][/ROW]
[ROW][C]20[/C][C]-0.098347[/C][C]-0.7554[/C][C]0.226503[/C][/ROW]
[ROW][C]21[/C][C]0.020018[/C][C]0.1538[/C][C]0.439162[/C][/ROW]
[ROW][C]22[/C][C]0.002492[/C][C]0.0191[/C][C]0.492395[/C][/ROW]
[ROW][C]23[/C][C]-0.205244[/C][C]-1.5765[/C][C]0.060128[/C][/ROW]
[ROW][C]24[/C][C]-0.05576[/C][C]-0.4283[/C][C]0.334995[/C][/ROW]
[ROW][C]25[/C][C]0.072895[/C][C]0.5599[/C][C]0.288828[/C][/ROW]
[ROW][C]26[/C][C]-0.141917[/C][C]-1.0901[/C][C]0.140054[/C][/ROW]
[ROW][C]27[/C][C]0.000602[/C][C]0.0046[/C][C]0.498164[/C][/ROW]
[ROW][C]28[/C][C]-0.079386[/C][C]-0.6098[/C][C]0.272177[/C][/ROW]
[ROW][C]29[/C][C]-0.005937[/C][C]-0.0456[/C][C]0.481891[/C][/ROW]
[ROW][C]30[/C][C]-0.051326[/C][C]-0.3942[/C][C]0.347412[/C][/ROW]
[ROW][C]31[/C][C]-0.063169[/C][C]-0.4852[/C][C]0.314662[/C][/ROW]
[ROW][C]32[/C][C]0.070568[/C][C]0.542[/C][C]0.294914[/C][/ROW]
[ROW][C]33[/C][C]-0.041539[/C][C]-0.3191[/C][C]0.375401[/C][/ROW]
[ROW][C]34[/C][C]-0.100749[/C][C]-0.7739[/C][C]0.22105[/C][/ROW]
[ROW][C]35[/C][C]0.012942[/C][C]0.0994[/C][C]0.460575[/C][/ROW]
[ROW][C]36[/C][C]-0.063105[/C][C]-0.4847[/C][C]0.314835[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59569&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59569&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	0.257209	1.9757	0.026438
2	-0.290746	-2.2333	0.014669
3	-0.193874	-1.4892	0.070884
4	-0.190299	-1.4617	0.074563
5	0.074318	0.5708	0.285136
6	-0.037072	-0.2848	0.388414
7	-0.089242	-0.6855	0.247862
8	-0.268206	-2.0601	0.021903
9	-0.161384	-1.2396	0.110014
10	-0.23415	-1.7985	0.038603
11	0.176981	1.3594	0.089593
12	0.60079	4.6148	1.1e-05
13	-0.194436	-1.4935	0.070319
14	0.102838	0.7899	0.216371
15	-0.017577	-0.135	0.44653
16	0.06078	0.4669	0.321159
17	-0.103094	-0.7919	0.215802
18	-0.082324	-0.6323	0.264804
19	0.043916	0.3373	0.368534
20	-0.098347	-0.7554	0.226503
21	0.020018	0.1538	0.439162
22	0.002492	0.0191	0.492395
23	-0.205244	-1.5765	0.060128
24	-0.05576	-0.4283	0.334995
25	0.072895	0.5599	0.288828
26	-0.141917	-1.0901	0.140054
27	0.000602	0.0046	0.498164
28	-0.079386	-0.6098	0.272177
29	-0.005937	-0.0456	0.481891
30	-0.051326	-0.3942	0.347412
31	-0.063169	-0.4852	0.314662
32	0.070568	0.542	0.294914
33	-0.041539	-0.3191	0.375401
34	-0.100749	-0.7739	0.22105
35	0.012942	0.0994	0.460575
36	-0.063105	-0.4847	0.314835

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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