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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 19:55:19 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t1291665220up2p4drst8k1kmv.htm/, Retrieved Sun, 28 Apr 2024 22:36:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105836, Retrieved Sun, 28 Apr 2024 22:36:49 +0000

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Estimated Impact

152

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]
-   P           [(Partial) Autocorrelation Function] [WS8_seizonaliteit1] [2009-11-25 17:44:58] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:55:19] [da925928e5a77063c5ecc7b801d712e1] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105836&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105836&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105836&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.144163	1.1073	0.136321
2	0.114767	0.8815	0.1908
3	-0.047313	-0.3634	0.358797
4	-0.038607	-0.2965	0.383927
5	-0.123433	-0.9481	0.173471
6	0.093164	0.7156	0.238528
7	-0.035003	-0.2689	0.394485
8	-0.041581	-0.3194	0.375281
9	0.024812	0.1906	0.424753
10	0.057732	0.4434	0.329531
11	-0.164885	-1.2665	0.105155
12	-0.295979	-2.2735	0.013327
13	0.03802	0.292	0.385641
14	-0.054571	-0.4192	0.338307
15	0.017731	0.1362	0.446064
16	-0.022815	-0.1752	0.430742
17	0.097133	0.7461	0.229287
18	-0.077093	-0.5922	0.278003
19	0.103527	0.7952	0.214842
20	0.010572	0.0812	0.467778
21	-0.097952	-0.7524	0.227405
22	-0.223404	-1.716	0.045705
23	0.084869	0.6519	0.258502
24	-0.155555	-1.1948	0.118465
25	0.001748	0.0134	0.494666
26	-0.070397	-0.5407	0.295366
27	-0.018904	-0.1452	0.442522
28	-0.066107	-0.5078	0.306751
29	0.010691	0.0821	0.467416
30	0.049273	0.3785	0.35322
31	-0.00145	-0.0111	0.495576
32	0.040498	0.3111	0.37842
33	0.064907	0.4986	0.309971
34	-0.02755	-0.2116	0.416567
35	-0.07789	-0.5983	0.27597
36	0.006692	0.0514	0.479589

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144163 & 1.1073 & 0.136321 \tabularnewline
2 & 0.114767 & 0.8815 & 0.1908 \tabularnewline
3 & -0.047313 & -0.3634 & 0.358797 \tabularnewline
4 & -0.038607 & -0.2965 & 0.383927 \tabularnewline
5 & -0.123433 & -0.9481 & 0.173471 \tabularnewline
6 & 0.093164 & 0.7156 & 0.238528 \tabularnewline
7 & -0.035003 & -0.2689 & 0.394485 \tabularnewline
8 & -0.041581 & -0.3194 & 0.375281 \tabularnewline
9 & 0.024812 & 0.1906 & 0.424753 \tabularnewline
10 & 0.057732 & 0.4434 & 0.329531 \tabularnewline
11 & -0.164885 & -1.2665 & 0.105155 \tabularnewline
12 & -0.295979 & -2.2735 & 0.013327 \tabularnewline
13 & 0.03802 & 0.292 & 0.385641 \tabularnewline
14 & -0.054571 & -0.4192 & 0.338307 \tabularnewline
15 & 0.017731 & 0.1362 & 0.446064 \tabularnewline
16 & -0.022815 & -0.1752 & 0.430742 \tabularnewline
17 & 0.097133 & 0.7461 & 0.229287 \tabularnewline
18 & -0.077093 & -0.5922 & 0.278003 \tabularnewline
19 & 0.103527 & 0.7952 & 0.214842 \tabularnewline
20 & 0.010572 & 0.0812 & 0.467778 \tabularnewline
21 & -0.097952 & -0.7524 & 0.227405 \tabularnewline
22 & -0.223404 & -1.716 & 0.045705 \tabularnewline
23 & 0.084869 & 0.6519 & 0.258502 \tabularnewline
24 & -0.155555 & -1.1948 & 0.118465 \tabularnewline
25 & 0.001748 & 0.0134 & 0.494666 \tabularnewline
26 & -0.070397 & -0.5407 & 0.295366 \tabularnewline
27 & -0.018904 & -0.1452 & 0.442522 \tabularnewline
28 & -0.066107 & -0.5078 & 0.306751 \tabularnewline
29 & 0.010691 & 0.0821 & 0.467416 \tabularnewline
30 & 0.049273 & 0.3785 & 0.35322 \tabularnewline
31 & -0.00145 & -0.0111 & 0.495576 \tabularnewline
32 & 0.040498 & 0.3111 & 0.37842 \tabularnewline
33 & 0.064907 & 0.4986 & 0.309971 \tabularnewline
34 & -0.02755 & -0.2116 & 0.416567 \tabularnewline
35 & -0.07789 & -0.5983 & 0.27597 \tabularnewline
36 & 0.006692 & 0.0514 & 0.479589 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105836&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]0.144163[/C][C]1.1073[/C][C]0.136321[/C][/ROW]
[ROW][C]2[/C][C]0.114767[/C][C]0.8815[/C][C]0.1908[/C][/ROW]
[ROW][C]3[/C][C]-0.047313[/C][C]-0.3634[/C][C]0.358797[/C][/ROW]
[ROW][C]4[/C][C]-0.038607[/C][C]-0.2965[/C][C]0.383927[/C][/ROW]
[ROW][C]5[/C][C]-0.123433[/C][C]-0.9481[/C][C]0.173471[/C][/ROW]
[ROW][C]6[/C][C]0.093164[/C][C]0.7156[/C][C]0.238528[/C][/ROW]
[ROW][C]7[/C][C]-0.035003[/C][C]-0.2689[/C][C]0.394485[/C][/ROW]
[ROW][C]8[/C][C]-0.041581[/C][C]-0.3194[/C][C]0.375281[/C][/ROW]
[ROW][C]9[/C][C]0.024812[/C][C]0.1906[/C][C]0.424753[/C][/ROW]
[ROW][C]10[/C][C]0.057732[/C][C]0.4434[/C][C]0.329531[/C][/ROW]
[ROW][C]11[/C][C]-0.164885[/C][C]-1.2665[/C][C]0.105155[/C][/ROW]
[ROW][C]12[/C][C]-0.295979[/C][C]-2.2735[/C][C]0.013327[/C][/ROW]
[ROW][C]13[/C][C]0.03802[/C][C]0.292[/C][C]0.385641[/C][/ROW]
[ROW][C]14[/C][C]-0.054571[/C][C]-0.4192[/C][C]0.338307[/C][/ROW]
[ROW][C]15[/C][C]0.017731[/C][C]0.1362[/C][C]0.446064[/C][/ROW]
[ROW][C]16[/C][C]-0.022815[/C][C]-0.1752[/C][C]0.430742[/C][/ROW]
[ROW][C]17[/C][C]0.097133[/C][C]0.7461[/C][C]0.229287[/C][/ROW]
[ROW][C]18[/C][C]-0.077093[/C][C]-0.5922[/C][C]0.278003[/C][/ROW]
[ROW][C]19[/C][C]0.103527[/C][C]0.7952[/C][C]0.214842[/C][/ROW]
[ROW][C]20[/C][C]0.010572[/C][C]0.0812[/C][C]0.467778[/C][/ROW]
[ROW][C]21[/C][C]-0.097952[/C][C]-0.7524[/C][C]0.227405[/C][/ROW]
[ROW][C]22[/C][C]-0.223404[/C][C]-1.716[/C][C]0.045705[/C][/ROW]
[ROW][C]23[/C][C]0.084869[/C][C]0.6519[/C][C]0.258502[/C][/ROW]
[ROW][C]24[/C][C]-0.155555[/C][C]-1.1948[/C][C]0.118465[/C][/ROW]
[ROW][C]25[/C][C]0.001748[/C][C]0.0134[/C][C]0.494666[/C][/ROW]
[ROW][C]26[/C][C]-0.070397[/C][C]-0.5407[/C][C]0.295366[/C][/ROW]
[ROW][C]27[/C][C]-0.018904[/C][C]-0.1452[/C][C]0.442522[/C][/ROW]
[ROW][C]28[/C][C]-0.066107[/C][C]-0.5078[/C][C]0.306751[/C][/ROW]
[ROW][C]29[/C][C]0.010691[/C][C]0.0821[/C][C]0.467416[/C][/ROW]
[ROW][C]30[/C][C]0.049273[/C][C]0.3785[/C][C]0.35322[/C][/ROW]
[ROW][C]31[/C][C]-0.00145[/C][C]-0.0111[/C][C]0.495576[/C][/ROW]
[ROW][C]32[/C][C]0.040498[/C][C]0.3111[/C][C]0.37842[/C][/ROW]
[ROW][C]33[/C][C]0.064907[/C][C]0.4986[/C][C]0.309971[/C][/ROW]
[ROW][C]34[/C][C]-0.02755[/C][C]-0.2116[/C][C]0.416567[/C][/ROW]
[ROW][C]35[/C][C]-0.07789[/C][C]-0.5983[/C][C]0.27597[/C][/ROW]
[ROW][C]36[/C][C]0.006692[/C][C]0.0514[/C][C]0.479589[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105836&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105836&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	0.144163	1.1073	0.136321
2	0.114767	0.8815	0.1908
3	-0.047313	-0.3634	0.358797
4	-0.038607	-0.2965	0.383927
5	-0.123433	-0.9481	0.173471
6	0.093164	0.7156	0.238528
7	-0.035003	-0.2689	0.394485
8	-0.041581	-0.3194	0.375281
9	0.024812	0.1906	0.424753
10	0.057732	0.4434	0.329531
11	-0.164885	-1.2665	0.105155
12	-0.295979	-2.2735	0.013327
13	0.03802	0.292	0.385641
14	-0.054571	-0.4192	0.338307
15	0.017731	0.1362	0.446064
16	-0.022815	-0.1752	0.430742
17	0.097133	0.7461	0.229287
18	-0.077093	-0.5922	0.278003
19	0.103527	0.7952	0.214842
20	0.010572	0.0812	0.467778
21	-0.097952	-0.7524	0.227405
22	-0.223404	-1.716	0.045705
23	0.084869	0.6519	0.258502
24	-0.155555	-1.1948	0.118465
25	0.001748	0.0134	0.494666
26	-0.070397	-0.5407	0.295366
27	-0.018904	-0.1452	0.442522
28	-0.066107	-0.5078	0.306751
29	0.010691	0.0821	0.467416
30	0.049273	0.3785	0.35322
31	-0.00145	-0.0111	0.495576
32	0.040498	0.3111	0.37842
33	0.064907	0.4986	0.309971
34	-0.02755	-0.2116	0.416567
35	-0.07789	-0.5983	0.27597
36	0.006692	0.0514	0.479589

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.144163	1.1073	0.136321
2	0.095979	0.7372	0.231952
3	-0.078444	-0.6025	0.274561
4	-0.034188	-0.2626	0.396887
5	-0.103444	-0.7946	0.215024
6	0.133963	1.029	0.153842
7	-0.047787	-0.3671	0.357443
8	-0.073428	-0.564	0.287443
9	0.05721	0.4394	0.330975
10	0.053468	0.4107	0.341392
11	-0.184625	-1.4181	0.080706
12	-0.315278	-2.4217	0.00927
13	0.20086	1.5428	0.064109
14	0.014733	0.1132	0.455143
15	-0.084624	-0.65	0.259105
16	-0.116903	-0.8979	0.186431
17	0.174447	1.34	0.092699
18	0.010446	0.0802	0.468162
19	-0.066889	-0.5138	0.30466
20	-0.016793	-0.129	0.448903
21	-0.028014	-0.2152	0.415183
22	-0.196481	-1.5092	0.068292
23	-0.003187	-0.0245	0.490275
24	-0.172252	-1.3231	0.095454
25	0.089942	0.6909	0.246183
26	-0.14867	-1.142	0.129042
27	-0.074007	-0.5685	0.285941
28	0.008421	0.0647	0.474322
29	0.000542	0.0042	0.498346
30	0.03372	0.259	0.398265
31	0.006102	0.0469	0.481387
32	0.021272	0.1634	0.435383
33	-0.072782	-0.559	0.289122
34	-0.172223	-1.3229	0.095491
35	0.000878	0.0067	0.49732
36	-0.115335	-0.8859	0.189633

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144163 & 1.1073 & 0.136321 \tabularnewline
2 & 0.095979 & 0.7372 & 0.231952 \tabularnewline
3 & -0.078444 & -0.6025 & 0.274561 \tabularnewline
4 & -0.034188 & -0.2626 & 0.396887 \tabularnewline
5 & -0.103444 & -0.7946 & 0.215024 \tabularnewline
6 & 0.133963 & 1.029 & 0.153842 \tabularnewline
7 & -0.047787 & -0.3671 & 0.357443 \tabularnewline
8 & -0.073428 & -0.564 & 0.287443 \tabularnewline
9 & 0.05721 & 0.4394 & 0.330975 \tabularnewline
10 & 0.053468 & 0.4107 & 0.341392 \tabularnewline
11 & -0.184625 & -1.4181 & 0.080706 \tabularnewline
12 & -0.315278 & -2.4217 & 0.00927 \tabularnewline
13 & 0.20086 & 1.5428 & 0.064109 \tabularnewline
14 & 0.014733 & 0.1132 & 0.455143 \tabularnewline
15 & -0.084624 & -0.65 & 0.259105 \tabularnewline
16 & -0.116903 & -0.8979 & 0.186431 \tabularnewline
17 & 0.174447 & 1.34 & 0.092699 \tabularnewline
18 & 0.010446 & 0.0802 & 0.468162 \tabularnewline
19 & -0.066889 & -0.5138 & 0.30466 \tabularnewline
20 & -0.016793 & -0.129 & 0.448903 \tabularnewline
21 & -0.028014 & -0.2152 & 0.415183 \tabularnewline
22 & -0.196481 & -1.5092 & 0.068292 \tabularnewline
23 & -0.003187 & -0.0245 & 0.490275 \tabularnewline
24 & -0.172252 & -1.3231 & 0.095454 \tabularnewline
25 & 0.089942 & 0.6909 & 0.246183 \tabularnewline
26 & -0.14867 & -1.142 & 0.129042 \tabularnewline
27 & -0.074007 & -0.5685 & 0.285941 \tabularnewline
28 & 0.008421 & 0.0647 & 0.474322 \tabularnewline
29 & 0.000542 & 0.0042 & 0.498346 \tabularnewline
30 & 0.03372 & 0.259 & 0.398265 \tabularnewline
31 & 0.006102 & 0.0469 & 0.481387 \tabularnewline
32 & 0.021272 & 0.1634 & 0.435383 \tabularnewline
33 & -0.072782 & -0.559 & 0.289122 \tabularnewline
34 & -0.172223 & -1.3229 & 0.095491 \tabularnewline
35 & 0.000878 & 0.0067 & 0.49732 \tabularnewline
36 & -0.115335 & -0.8859 & 0.189633 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105836&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]0.144163[/C][C]1.1073[/C][C]0.136321[/C][/ROW]
[ROW][C]2[/C][C]0.095979[/C][C]0.7372[/C][C]0.231952[/C][/ROW]
[ROW][C]3[/C][C]-0.078444[/C][C]-0.6025[/C][C]0.274561[/C][/ROW]
[ROW][C]4[/C][C]-0.034188[/C][C]-0.2626[/C][C]0.396887[/C][/ROW]
[ROW][C]5[/C][C]-0.103444[/C][C]-0.7946[/C][C]0.215024[/C][/ROW]
[ROW][C]6[/C][C]0.133963[/C][C]1.029[/C][C]0.153842[/C][/ROW]
[ROW][C]7[/C][C]-0.047787[/C][C]-0.3671[/C][C]0.357443[/C][/ROW]
[ROW][C]8[/C][C]-0.073428[/C][C]-0.564[/C][C]0.287443[/C][/ROW]
[ROW][C]9[/C][C]0.05721[/C][C]0.4394[/C][C]0.330975[/C][/ROW]
[ROW][C]10[/C][C]0.053468[/C][C]0.4107[/C][C]0.341392[/C][/ROW]
[ROW][C]11[/C][C]-0.184625[/C][C]-1.4181[/C][C]0.080706[/C][/ROW]
[ROW][C]12[/C][C]-0.315278[/C][C]-2.4217[/C][C]0.00927[/C][/ROW]
[ROW][C]13[/C][C]0.20086[/C][C]1.5428[/C][C]0.064109[/C][/ROW]
[ROW][C]14[/C][C]0.014733[/C][C]0.1132[/C][C]0.455143[/C][/ROW]
[ROW][C]15[/C][C]-0.084624[/C][C]-0.65[/C][C]0.259105[/C][/ROW]
[ROW][C]16[/C][C]-0.116903[/C][C]-0.8979[/C][C]0.186431[/C][/ROW]
[ROW][C]17[/C][C]0.174447[/C][C]1.34[/C][C]0.092699[/C][/ROW]
[ROW][C]18[/C][C]0.010446[/C][C]0.0802[/C][C]0.468162[/C][/ROW]
[ROW][C]19[/C][C]-0.066889[/C][C]-0.5138[/C][C]0.30466[/C][/ROW]
[ROW][C]20[/C][C]-0.016793[/C][C]-0.129[/C][C]0.448903[/C][/ROW]
[ROW][C]21[/C][C]-0.028014[/C][C]-0.2152[/C][C]0.415183[/C][/ROW]
[ROW][C]22[/C][C]-0.196481[/C][C]-1.5092[/C][C]0.068292[/C][/ROW]
[ROW][C]23[/C][C]-0.003187[/C][C]-0.0245[/C][C]0.490275[/C][/ROW]
[ROW][C]24[/C][C]-0.172252[/C][C]-1.3231[/C][C]0.095454[/C][/ROW]
[ROW][C]25[/C][C]0.089942[/C][C]0.6909[/C][C]0.246183[/C][/ROW]
[ROW][C]26[/C][C]-0.14867[/C][C]-1.142[/C][C]0.129042[/C][/ROW]
[ROW][C]27[/C][C]-0.074007[/C][C]-0.5685[/C][C]0.285941[/C][/ROW]
[ROW][C]28[/C][C]0.008421[/C][C]0.0647[/C][C]0.474322[/C][/ROW]
[ROW][C]29[/C][C]0.000542[/C][C]0.0042[/C][C]0.498346[/C][/ROW]
[ROW][C]30[/C][C]0.03372[/C][C]0.259[/C][C]0.398265[/C][/ROW]
[ROW][C]31[/C][C]0.006102[/C][C]0.0469[/C][C]0.481387[/C][/ROW]
[ROW][C]32[/C][C]0.021272[/C][C]0.1634[/C][C]0.435383[/C][/ROW]
[ROW][C]33[/C][C]-0.072782[/C][C]-0.559[/C][C]0.289122[/C][/ROW]
[ROW][C]34[/C][C]-0.172223[/C][C]-1.3229[/C][C]0.095491[/C][/ROW]
[ROW][C]35[/C][C]0.000878[/C][C]0.0067[/C][C]0.49732[/C][/ROW]
[ROW][C]36[/C][C]-0.115335[/C][C]-0.8859[/C][C]0.189633[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105836&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105836&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	0.144163	1.1073	0.136321
2	0.095979	0.7372	0.231952
3	-0.078444	-0.6025	0.274561
4	-0.034188	-0.2626	0.396887
5	-0.103444	-0.7946	0.215024
6	0.133963	1.029	0.153842
7	-0.047787	-0.3671	0.357443
8	-0.073428	-0.564	0.287443
9	0.05721	0.4394	0.330975
10	0.053468	0.4107	0.341392
11	-0.184625	-1.4181	0.080706
12	-0.315278	-2.4217	0.00927
13	0.20086	1.5428	0.064109
14	0.014733	0.1132	0.455143
15	-0.084624	-0.65	0.259105
16	-0.116903	-0.8979	0.186431
17	0.174447	1.34	0.092699
18	0.010446	0.0802	0.468162
19	-0.066889	-0.5138	0.30466
20	-0.016793	-0.129	0.448903
21	-0.028014	-0.2152	0.415183
22	-0.196481	-1.5092	0.068292
23	-0.003187	-0.0245	0.490275
24	-0.172252	-1.3231	0.095454
25	0.089942	0.6909	0.246183
26	-0.14867	-1.142	0.129042
27	-0.074007	-0.5685	0.285941
28	0.008421	0.0647	0.474322
29	0.000542	0.0042	0.498346
30	0.03372	0.259	0.398265
31	0.006102	0.0469	0.481387
32	0.021272	0.1634	0.435383
33	-0.072782	-0.559	0.289122
34	-0.172223	-1.3229	0.095491
35	0.000878	0.0067	0.49732
36	-0.115335	-0.8859	0.189633

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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