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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 11:55:11 +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/21/t1292932485mntqkrbuikxqfw3.htm/, Retrieved Tue, 14 May 2024 17:15:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113326, Retrieved Tue, 14 May 2024 17:15:42 +0000

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Estimated Impact

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]
F    D        [(Partial) Autocorrelation Function] [] [2009-11-25 16:38:11] [cf890101a20378422561610e0d41fd9c]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-11 10:53:34] [cf890101a20378422561610e0d41fd9c]
- R  D              [(Partial) Autocorrelation Function] [] [2010-12-21 11:55:11] [7131fefee4115a2a717140ef0bdd6369] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113326&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113326&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.166186	1.3904	0.084405
2	-0.211386	-1.7686	0.04066
3	0.253745	2.123	0.018647
4	0.113131	0.9465	0.173569
5	0.030529	0.2554	0.399572
6	0.249068	2.0839	0.020413
7	0.01604	0.1342	0.446814
8	0.09845	0.8237	0.206456
9	0.193254	1.6169	0.055202
10	-0.179163	-1.499	0.069187
11	0.125501	1.05	0.148661
12	0.706076	5.9075	0
13	0.075215	0.6293	0.265602
14	-0.238499	-1.9954	0.024945
15	0.106888	0.8943	0.187115
16	0.020554	0.172	0.431979
17	0.013006	0.1088	0.456829
18	0.128648	1.0763	0.142734
19	-0.076109	-0.6368	0.263174
20	-0.03162	-0.2645	0.396067
21	0.080637	0.6747	0.251059
22	-0.237896	-1.9904	0.025228
23	-0.021454	-0.1795	0.429032
24	0.446354	3.7345	0.00019
25	-0.018925	-0.1583	0.437324
26	-0.325842	-2.7262	0.004045
27	-0.03355	-0.2807	0.389884
28	-0.043739	-0.366	0.357753
29	-0.071334	-0.5968	0.276276
30	-0.02199	-0.184	0.427278
31	-0.147841	-1.2369	0.110125
32	-0.114298	-0.9563	0.171109
33	-0.022437	-0.1877	0.425819
34	-0.223088	-1.8665	0.033081
35	-0.08697	-0.7276	0.23463
36	0.288422	2.4131	0.009219

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.166186 & 1.3904 & 0.084405 \tabularnewline
2 & -0.211386 & -1.7686 & 0.04066 \tabularnewline
3 & 0.253745 & 2.123 & 0.018647 \tabularnewline
4 & 0.113131 & 0.9465 & 0.173569 \tabularnewline
5 & 0.030529 & 0.2554 & 0.399572 \tabularnewline
6 & 0.249068 & 2.0839 & 0.020413 \tabularnewline
7 & 0.01604 & 0.1342 & 0.446814 \tabularnewline
8 & 0.09845 & 0.8237 & 0.206456 \tabularnewline
9 & 0.193254 & 1.6169 & 0.055202 \tabularnewline
10 & -0.179163 & -1.499 & 0.069187 \tabularnewline
11 & 0.125501 & 1.05 & 0.148661 \tabularnewline
12 & 0.706076 & 5.9075 & 0 \tabularnewline
13 & 0.075215 & 0.6293 & 0.265602 \tabularnewline
14 & -0.238499 & -1.9954 & 0.024945 \tabularnewline
15 & 0.106888 & 0.8943 & 0.187115 \tabularnewline
16 & 0.020554 & 0.172 & 0.431979 \tabularnewline
17 & 0.013006 & 0.1088 & 0.456829 \tabularnewline
18 & 0.128648 & 1.0763 & 0.142734 \tabularnewline
19 & -0.076109 & -0.6368 & 0.263174 \tabularnewline
20 & -0.03162 & -0.2645 & 0.396067 \tabularnewline
21 & 0.080637 & 0.6747 & 0.251059 \tabularnewline
22 & -0.237896 & -1.9904 & 0.025228 \tabularnewline
23 & -0.021454 & -0.1795 & 0.429032 \tabularnewline
24 & 0.446354 & 3.7345 & 0.00019 \tabularnewline
25 & -0.018925 & -0.1583 & 0.437324 \tabularnewline
26 & -0.325842 & -2.7262 & 0.004045 \tabularnewline
27 & -0.03355 & -0.2807 & 0.389884 \tabularnewline
28 & -0.043739 & -0.366 & 0.357753 \tabularnewline
29 & -0.071334 & -0.5968 & 0.276276 \tabularnewline
30 & -0.02199 & -0.184 & 0.427278 \tabularnewline
31 & -0.147841 & -1.2369 & 0.110125 \tabularnewline
32 & -0.114298 & -0.9563 & 0.171109 \tabularnewline
33 & -0.022437 & -0.1877 & 0.425819 \tabularnewline
34 & -0.223088 & -1.8665 & 0.033081 \tabularnewline
35 & -0.08697 & -0.7276 & 0.23463 \tabularnewline
36 & 0.288422 & 2.4131 & 0.009219 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113326&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]0.166186[/C][C]1.3904[/C][C]0.084405[/C][/ROW]
[ROW][C]2[/C][C]-0.211386[/C][C]-1.7686[/C][C]0.04066[/C][/ROW]
[ROW][C]3[/C][C]0.253745[/C][C]2.123[/C][C]0.018647[/C][/ROW]
[ROW][C]4[/C][C]0.113131[/C][C]0.9465[/C][C]0.173569[/C][/ROW]
[ROW][C]5[/C][C]0.030529[/C][C]0.2554[/C][C]0.399572[/C][/ROW]
[ROW][C]6[/C][C]0.249068[/C][C]2.0839[/C][C]0.020413[/C][/ROW]
[ROW][C]7[/C][C]0.01604[/C][C]0.1342[/C][C]0.446814[/C][/ROW]
[ROW][C]8[/C][C]0.09845[/C][C]0.8237[/C][C]0.206456[/C][/ROW]
[ROW][C]9[/C][C]0.193254[/C][C]1.6169[/C][C]0.055202[/C][/ROW]
[ROW][C]10[/C][C]-0.179163[/C][C]-1.499[/C][C]0.069187[/C][/ROW]
[ROW][C]11[/C][C]0.125501[/C][C]1.05[/C][C]0.148661[/C][/ROW]
[ROW][C]12[/C][C]0.706076[/C][C]5.9075[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.075215[/C][C]0.6293[/C][C]0.265602[/C][/ROW]
[ROW][C]14[/C][C]-0.238499[/C][C]-1.9954[/C][C]0.024945[/C][/ROW]
[ROW][C]15[/C][C]0.106888[/C][C]0.8943[/C][C]0.187115[/C][/ROW]
[ROW][C]16[/C][C]0.020554[/C][C]0.172[/C][C]0.431979[/C][/ROW]
[ROW][C]17[/C][C]0.013006[/C][C]0.1088[/C][C]0.456829[/C][/ROW]
[ROW][C]18[/C][C]0.128648[/C][C]1.0763[/C][C]0.142734[/C][/ROW]
[ROW][C]19[/C][C]-0.076109[/C][C]-0.6368[/C][C]0.263174[/C][/ROW]
[ROW][C]20[/C][C]-0.03162[/C][C]-0.2645[/C][C]0.396067[/C][/ROW]
[ROW][C]21[/C][C]0.080637[/C][C]0.6747[/C][C]0.251059[/C][/ROW]
[ROW][C]22[/C][C]-0.237896[/C][C]-1.9904[/C][C]0.025228[/C][/ROW]
[ROW][C]23[/C][C]-0.021454[/C][C]-0.1795[/C][C]0.429032[/C][/ROW]
[ROW][C]24[/C][C]0.446354[/C][C]3.7345[/C][C]0.00019[/C][/ROW]
[ROW][C]25[/C][C]-0.018925[/C][C]-0.1583[/C][C]0.437324[/C][/ROW]
[ROW][C]26[/C][C]-0.325842[/C][C]-2.7262[/C][C]0.004045[/C][/ROW]
[ROW][C]27[/C][C]-0.03355[/C][C]-0.2807[/C][C]0.389884[/C][/ROW]
[ROW][C]28[/C][C]-0.043739[/C][C]-0.366[/C][C]0.357753[/C][/ROW]
[ROW][C]29[/C][C]-0.071334[/C][C]-0.5968[/C][C]0.276276[/C][/ROW]
[ROW][C]30[/C][C]-0.02199[/C][C]-0.184[/C][C]0.427278[/C][/ROW]
[ROW][C]31[/C][C]-0.147841[/C][C]-1.2369[/C][C]0.110125[/C][/ROW]
[ROW][C]32[/C][C]-0.114298[/C][C]-0.9563[/C][C]0.171109[/C][/ROW]
[ROW][C]33[/C][C]-0.022437[/C][C]-0.1877[/C][C]0.425819[/C][/ROW]
[ROW][C]34[/C][C]-0.223088[/C][C]-1.8665[/C][C]0.033081[/C][/ROW]
[ROW][C]35[/C][C]-0.08697[/C][C]-0.7276[/C][C]0.23463[/C][/ROW]
[ROW][C]36[/C][C]0.288422[/C][C]2.4131[/C][C]0.009219[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113326&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	0.166186	1.3904	0.084405
2	-0.211386	-1.7686	0.04066
3	0.253745	2.123	0.018647
4	0.113131	0.9465	0.173569
5	0.030529	0.2554	0.399572
6	0.249068	2.0839	0.020413
7	0.01604	0.1342	0.446814
8	0.09845	0.8237	0.206456
9	0.193254	1.6169	0.055202
10	-0.179163	-1.499	0.069187
11	0.125501	1.05	0.148661
12	0.706076	5.9075	0
13	0.075215	0.6293	0.265602
14	-0.238499	-1.9954	0.024945
15	0.106888	0.8943	0.187115
16	0.020554	0.172	0.431979
17	0.013006	0.1088	0.456829
18	0.128648	1.0763	0.142734
19	-0.076109	-0.6368	0.263174
20	-0.03162	-0.2645	0.396067
21	0.080637	0.6747	0.251059
22	-0.237896	-1.9904	0.025228
23	-0.021454	-0.1795	0.429032
24	0.446354	3.7345	0.00019
25	-0.018925	-0.1583	0.437324
26	-0.325842	-2.7262	0.004045
27	-0.03355	-0.2807	0.389884
28	-0.043739	-0.366	0.357753
29	-0.071334	-0.5968	0.276276
30	-0.02199	-0.184	0.427278
31	-0.147841	-1.2369	0.110125
32	-0.114298	-0.9563	0.171109
33	-0.022437	-0.1877	0.425819
34	-0.223088	-1.8665	0.033081
35	-0.08697	-0.7276	0.23463
36	0.288422	2.4131	0.009219

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.166186	1.3904	0.084405
2	-0.245792	-2.0564	0.021735
3	0.370339	3.0985	0.0014
4	-0.116968	-0.9786	0.165568
5	0.242295	2.0272	0.023226
6	0.112307	0.9396	0.175319
7	-0.060931	-0.5098	0.305904
8	0.268245	2.2443	0.013989
9	-0.111161	-0.93	0.177773
10	-0.140899	-1.1788	0.121225
11	0.28617	2.3943	0.009668
12	0.54749	4.5806	1e-05
13	-0.132846	-1.1115	0.135085
14	-0.084468	-0.7067	0.241047
15	-0.273743	-2.2903	0.01251
16	-0.080794	-0.676	0.250644
17	0.003446	0.0288	0.488541
18	-0.120458	-1.0078	0.158504
19	-0.005278	-0.0442	0.48245
20	-0.237166	-1.9843	0.025574
21	0.076756	0.6422	0.261426
22	-0.205791	-1.7218	0.044764
23	-0.027295	-0.2284	0.410014
24	-0.020961	-0.1754	0.430646
25	-0.021987	-0.184	0.42729
26	-0.009534	-0.0798	0.468326
27	-0.070491	-0.5898	0.278621
28	0.082218	0.6879	0.246899
29	-0.155326	-1.2996	0.099009
30	-0.011575	-0.0968	0.461565
31	-0.030305	-0.2536	0.400293
32	0.019702	0.1648	0.434773
33	0.025926	0.2169	0.414452
34	0.074443	0.6228	0.267709
35	0.014201	0.1188	0.452881
36	0.054631	0.4571	0.324517

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.166186 & 1.3904 & 0.084405 \tabularnewline
2 & -0.245792 & -2.0564 & 0.021735 \tabularnewline
3 & 0.370339 & 3.0985 & 0.0014 \tabularnewline
4 & -0.116968 & -0.9786 & 0.165568 \tabularnewline
5 & 0.242295 & 2.0272 & 0.023226 \tabularnewline
6 & 0.112307 & 0.9396 & 0.175319 \tabularnewline
7 & -0.060931 & -0.5098 & 0.305904 \tabularnewline
8 & 0.268245 & 2.2443 & 0.013989 \tabularnewline
9 & -0.111161 & -0.93 & 0.177773 \tabularnewline
10 & -0.140899 & -1.1788 & 0.121225 \tabularnewline
11 & 0.28617 & 2.3943 & 0.009668 \tabularnewline
12 & 0.54749 & 4.5806 & 1e-05 \tabularnewline
13 & -0.132846 & -1.1115 & 0.135085 \tabularnewline
14 & -0.084468 & -0.7067 & 0.241047 \tabularnewline
15 & -0.273743 & -2.2903 & 0.01251 \tabularnewline
16 & -0.080794 & -0.676 & 0.250644 \tabularnewline
17 & 0.003446 & 0.0288 & 0.488541 \tabularnewline
18 & -0.120458 & -1.0078 & 0.158504 \tabularnewline
19 & -0.005278 & -0.0442 & 0.48245 \tabularnewline
20 & -0.237166 & -1.9843 & 0.025574 \tabularnewline
21 & 0.076756 & 0.6422 & 0.261426 \tabularnewline
22 & -0.205791 & -1.7218 & 0.044764 \tabularnewline
23 & -0.027295 & -0.2284 & 0.410014 \tabularnewline
24 & -0.020961 & -0.1754 & 0.430646 \tabularnewline
25 & -0.021987 & -0.184 & 0.42729 \tabularnewline
26 & -0.009534 & -0.0798 & 0.468326 \tabularnewline
27 & -0.070491 & -0.5898 & 0.278621 \tabularnewline
28 & 0.082218 & 0.6879 & 0.246899 \tabularnewline
29 & -0.155326 & -1.2996 & 0.099009 \tabularnewline
30 & -0.011575 & -0.0968 & 0.461565 \tabularnewline
31 & -0.030305 & -0.2536 & 0.400293 \tabularnewline
32 & 0.019702 & 0.1648 & 0.434773 \tabularnewline
33 & 0.025926 & 0.2169 & 0.414452 \tabularnewline
34 & 0.074443 & 0.6228 & 0.267709 \tabularnewline
35 & 0.014201 & 0.1188 & 0.452881 \tabularnewline
36 & 0.054631 & 0.4571 & 0.324517 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113326&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]0.166186[/C][C]1.3904[/C][C]0.084405[/C][/ROW]
[ROW][C]2[/C][C]-0.245792[/C][C]-2.0564[/C][C]0.021735[/C][/ROW]
[ROW][C]3[/C][C]0.370339[/C][C]3.0985[/C][C]0.0014[/C][/ROW]
[ROW][C]4[/C][C]-0.116968[/C][C]-0.9786[/C][C]0.165568[/C][/ROW]
[ROW][C]5[/C][C]0.242295[/C][C]2.0272[/C][C]0.023226[/C][/ROW]
[ROW][C]6[/C][C]0.112307[/C][C]0.9396[/C][C]0.175319[/C][/ROW]
[ROW][C]7[/C][C]-0.060931[/C][C]-0.5098[/C][C]0.305904[/C][/ROW]
[ROW][C]8[/C][C]0.268245[/C][C]2.2443[/C][C]0.013989[/C][/ROW]
[ROW][C]9[/C][C]-0.111161[/C][C]-0.93[/C][C]0.177773[/C][/ROW]
[ROW][C]10[/C][C]-0.140899[/C][C]-1.1788[/C][C]0.121225[/C][/ROW]
[ROW][C]11[/C][C]0.28617[/C][C]2.3943[/C][C]0.009668[/C][/ROW]
[ROW][C]12[/C][C]0.54749[/C][C]4.5806[/C][C]1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.132846[/C][C]-1.1115[/C][C]0.135085[/C][/ROW]
[ROW][C]14[/C][C]-0.084468[/C][C]-0.7067[/C][C]0.241047[/C][/ROW]
[ROW][C]15[/C][C]-0.273743[/C][C]-2.2903[/C][C]0.01251[/C][/ROW]
[ROW][C]16[/C][C]-0.080794[/C][C]-0.676[/C][C]0.250644[/C][/ROW]
[ROW][C]17[/C][C]0.003446[/C][C]0.0288[/C][C]0.488541[/C][/ROW]
[ROW][C]18[/C][C]-0.120458[/C][C]-1.0078[/C][C]0.158504[/C][/ROW]
[ROW][C]19[/C][C]-0.005278[/C][C]-0.0442[/C][C]0.48245[/C][/ROW]
[ROW][C]20[/C][C]-0.237166[/C][C]-1.9843[/C][C]0.025574[/C][/ROW]
[ROW][C]21[/C][C]0.076756[/C][C]0.6422[/C][C]0.261426[/C][/ROW]
[ROW][C]22[/C][C]-0.205791[/C][C]-1.7218[/C][C]0.044764[/C][/ROW]
[ROW][C]23[/C][C]-0.027295[/C][C]-0.2284[/C][C]0.410014[/C][/ROW]
[ROW][C]24[/C][C]-0.020961[/C][C]-0.1754[/C][C]0.430646[/C][/ROW]
[ROW][C]25[/C][C]-0.021987[/C][C]-0.184[/C][C]0.42729[/C][/ROW]
[ROW][C]26[/C][C]-0.009534[/C][C]-0.0798[/C][C]0.468326[/C][/ROW]
[ROW][C]27[/C][C]-0.070491[/C][C]-0.5898[/C][C]0.278621[/C][/ROW]
[ROW][C]28[/C][C]0.082218[/C][C]0.6879[/C][C]0.246899[/C][/ROW]
[ROW][C]29[/C][C]-0.155326[/C][C]-1.2996[/C][C]0.099009[/C][/ROW]
[ROW][C]30[/C][C]-0.011575[/C][C]-0.0968[/C][C]0.461565[/C][/ROW]
[ROW][C]31[/C][C]-0.030305[/C][C]-0.2536[/C][C]0.400293[/C][/ROW]
[ROW][C]32[/C][C]0.019702[/C][C]0.1648[/C][C]0.434773[/C][/ROW]
[ROW][C]33[/C][C]0.025926[/C][C]0.2169[/C][C]0.414452[/C][/ROW]
[ROW][C]34[/C][C]0.074443[/C][C]0.6228[/C][C]0.267709[/C][/ROW]
[ROW][C]35[/C][C]0.014201[/C][C]0.1188[/C][C]0.452881[/C][/ROW]
[ROW][C]36[/C][C]0.054631[/C][C]0.4571[/C][C]0.324517[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113326&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113326&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	0.166186	1.3904	0.084405
2	-0.245792	-2.0564	0.021735
3	0.370339	3.0985	0.0014
4	-0.116968	-0.9786	0.165568
5	0.242295	2.0272	0.023226
6	0.112307	0.9396	0.175319
7	-0.060931	-0.5098	0.305904
8	0.268245	2.2443	0.013989
9	-0.111161	-0.93	0.177773
10	-0.140899	-1.1788	0.121225
11	0.28617	2.3943	0.009668
12	0.54749	4.5806	1e-05
13	-0.132846	-1.1115	0.135085
14	-0.084468	-0.7067	0.241047
15	-0.273743	-2.2903	0.01251
16	-0.080794	-0.676	0.250644
17	0.003446	0.0288	0.488541
18	-0.120458	-1.0078	0.158504
19	-0.005278	-0.0442	0.48245
20	-0.237166	-1.9843	0.025574
21	0.076756	0.6422	0.261426
22	-0.205791	-1.7218	0.044764
23	-0.027295	-0.2284	0.410014
24	-0.020961	-0.1754	0.430646
25	-0.021987	-0.184	0.42729
26	-0.009534	-0.0798	0.468326
27	-0.070491	-0.5898	0.278621
28	0.082218	0.6879	0.246899
29	-0.155326	-1.2996	0.099009
30	-0.011575	-0.0968	0.461565
31	-0.030305	-0.2536	0.400293
32	0.019702	0.1648	0.434773
33	0.025926	0.2169	0.414452
34	0.074443	0.6228	0.267709
35	0.014201	0.1188	0.452881
36	0.054631	0.4571	0.324517

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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