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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 12:03:44 +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/t129293290519gynaaxi04oj5z.htm/, Retrieved Wed, 15 May 2024 10:46:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113335, Retrieved Wed, 15 May 2024 10:46:09 +0000

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Estimated Impact

141

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:18:51] [12d343c4448a5f9e527bb31caeac580b]
-   P   [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:27:26] [12d343c4448a5f9e527bb31caeac580b]
-  MPD    [(Partial) Autocorrelation Function] [] [2009-12-11 11:51:14] [cf890101a20378422561610e0d41fd9c]
- R PD        [(Partial) Autocorrelation Function] [] [2010-12-21 12:03:44] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113335&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113335&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113335&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.295168	2.2479	0.014199
2	0.254803	1.9405	0.028591
3	0.345618	2.6321	0.005427
4	0.02247	0.1711	0.432361
5	0.135045	1.0285	0.153998
6	0.307349	2.3407	0.011354
7	0.019913	0.1517	0.439992
8	0.351018	2.6733	0.00487
9	0.193454	1.4733	0.073038
10	0.058341	0.4443	0.329235
11	0.152443	1.161	0.125205
12	-0.189828	-1.4457	0.076823
13	-0.229277	-1.7461	0.043042
14	0.112762	0.8588	0.197002
15	-0.047441	-0.3613	0.359595
16	-0.025248	-0.1923	0.424097
17	0.129092	0.9831	0.164811
18	-0.092227	-0.7024	0.242626
19	-0.07734	-0.589	0.279072
20	-0.004235	-0.0323	0.487191
21	-0.169487	-1.2908	0.100951
22	-0.182033	-1.3863	0.085478
23	-0.08062	-0.614	0.270813
24	-0.184791	-1.4073	0.082333
25	-0.046804	-0.3564	0.3614
26	-0.142198	-1.0829	0.141657
27	-0.258789	-1.9709	0.026758
28	-0.088195	-0.6717	0.25223
29	-0.117982	-0.8985	0.186311
30	-0.283816	-2.1615	0.017399
31	-0.064417	-0.4906	0.312786
32	-0.197447	-1.5037	0.06904
33	-0.198922	-1.5149	0.067608
34	-0.051776	-0.3943	0.347399
35	-0.078321	-0.5965	0.27659
36	-0.064923	-0.4944	0.311431

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.295168 & 2.2479 & 0.014199 \tabularnewline
2 & 0.254803 & 1.9405 & 0.028591 \tabularnewline
3 & 0.345618 & 2.6321 & 0.005427 \tabularnewline
4 & 0.02247 & 0.1711 & 0.432361 \tabularnewline
5 & 0.135045 & 1.0285 & 0.153998 \tabularnewline
6 & 0.307349 & 2.3407 & 0.011354 \tabularnewline
7 & 0.019913 & 0.1517 & 0.439992 \tabularnewline
8 & 0.351018 & 2.6733 & 0.00487 \tabularnewline
9 & 0.193454 & 1.4733 & 0.073038 \tabularnewline
10 & 0.058341 & 0.4443 & 0.329235 \tabularnewline
11 & 0.152443 & 1.161 & 0.125205 \tabularnewline
12 & -0.189828 & -1.4457 & 0.076823 \tabularnewline
13 & -0.229277 & -1.7461 & 0.043042 \tabularnewline
14 & 0.112762 & 0.8588 & 0.197002 \tabularnewline
15 & -0.047441 & -0.3613 & 0.359595 \tabularnewline
16 & -0.025248 & -0.1923 & 0.424097 \tabularnewline
17 & 0.129092 & 0.9831 & 0.164811 \tabularnewline
18 & -0.092227 & -0.7024 & 0.242626 \tabularnewline
19 & -0.07734 & -0.589 & 0.279072 \tabularnewline
20 & -0.004235 & -0.0323 & 0.487191 \tabularnewline
21 & -0.169487 & -1.2908 & 0.100951 \tabularnewline
22 & -0.182033 & -1.3863 & 0.085478 \tabularnewline
23 & -0.08062 & -0.614 & 0.270813 \tabularnewline
24 & -0.184791 & -1.4073 & 0.082333 \tabularnewline
25 & -0.046804 & -0.3564 & 0.3614 \tabularnewline
26 & -0.142198 & -1.0829 & 0.141657 \tabularnewline
27 & -0.258789 & -1.9709 & 0.026758 \tabularnewline
28 & -0.088195 & -0.6717 & 0.25223 \tabularnewline
29 & -0.117982 & -0.8985 & 0.186311 \tabularnewline
30 & -0.283816 & -2.1615 & 0.017399 \tabularnewline
31 & -0.064417 & -0.4906 & 0.312786 \tabularnewline
32 & -0.197447 & -1.5037 & 0.06904 \tabularnewline
33 & -0.198922 & -1.5149 & 0.067608 \tabularnewline
34 & -0.051776 & -0.3943 & 0.347399 \tabularnewline
35 & -0.078321 & -0.5965 & 0.27659 \tabularnewline
36 & -0.064923 & -0.4944 & 0.311431 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113335&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]0.295168[/C][C]2.2479[/C][C]0.014199[/C][/ROW]
[ROW][C]2[/C][C]0.254803[/C][C]1.9405[/C][C]0.028591[/C][/ROW]
[ROW][C]3[/C][C]0.345618[/C][C]2.6321[/C][C]0.005427[/C][/ROW]
[ROW][C]4[/C][C]0.02247[/C][C]0.1711[/C][C]0.432361[/C][/ROW]
[ROW][C]5[/C][C]0.135045[/C][C]1.0285[/C][C]0.153998[/C][/ROW]
[ROW][C]6[/C][C]0.307349[/C][C]2.3407[/C][C]0.011354[/C][/ROW]
[ROW][C]7[/C][C]0.019913[/C][C]0.1517[/C][C]0.439992[/C][/ROW]
[ROW][C]8[/C][C]0.351018[/C][C]2.6733[/C][C]0.00487[/C][/ROW]
[ROW][C]9[/C][C]0.193454[/C][C]1.4733[/C][C]0.073038[/C][/ROW]
[ROW][C]10[/C][C]0.058341[/C][C]0.4443[/C][C]0.329235[/C][/ROW]
[ROW][C]11[/C][C]0.152443[/C][C]1.161[/C][C]0.125205[/C][/ROW]
[ROW][C]12[/C][C]-0.189828[/C][C]-1.4457[/C][C]0.076823[/C][/ROW]
[ROW][C]13[/C][C]-0.229277[/C][C]-1.7461[/C][C]0.043042[/C][/ROW]
[ROW][C]14[/C][C]0.112762[/C][C]0.8588[/C][C]0.197002[/C][/ROW]
[ROW][C]15[/C][C]-0.047441[/C][C]-0.3613[/C][C]0.359595[/C][/ROW]
[ROW][C]16[/C][C]-0.025248[/C][C]-0.1923[/C][C]0.424097[/C][/ROW]
[ROW][C]17[/C][C]0.129092[/C][C]0.9831[/C][C]0.164811[/C][/ROW]
[ROW][C]18[/C][C]-0.092227[/C][C]-0.7024[/C][C]0.242626[/C][/ROW]
[ROW][C]19[/C][C]-0.07734[/C][C]-0.589[/C][C]0.279072[/C][/ROW]
[ROW][C]20[/C][C]-0.004235[/C][C]-0.0323[/C][C]0.487191[/C][/ROW]
[ROW][C]21[/C][C]-0.169487[/C][C]-1.2908[/C][C]0.100951[/C][/ROW]
[ROW][C]22[/C][C]-0.182033[/C][C]-1.3863[/C][C]0.085478[/C][/ROW]
[ROW][C]23[/C][C]-0.08062[/C][C]-0.614[/C][C]0.270813[/C][/ROW]
[ROW][C]24[/C][C]-0.184791[/C][C]-1.4073[/C][C]0.082333[/C][/ROW]
[ROW][C]25[/C][C]-0.046804[/C][C]-0.3564[/C][C]0.3614[/C][/ROW]
[ROW][C]26[/C][C]-0.142198[/C][C]-1.0829[/C][C]0.141657[/C][/ROW]
[ROW][C]27[/C][C]-0.258789[/C][C]-1.9709[/C][C]0.026758[/C][/ROW]
[ROW][C]28[/C][C]-0.088195[/C][C]-0.6717[/C][C]0.25223[/C][/ROW]
[ROW][C]29[/C][C]-0.117982[/C][C]-0.8985[/C][C]0.186311[/C][/ROW]
[ROW][C]30[/C][C]-0.283816[/C][C]-2.1615[/C][C]0.017399[/C][/ROW]
[ROW][C]31[/C][C]-0.064417[/C][C]-0.4906[/C][C]0.312786[/C][/ROW]
[ROW][C]32[/C][C]-0.197447[/C][C]-1.5037[/C][C]0.06904[/C][/ROW]
[ROW][C]33[/C][C]-0.198922[/C][C]-1.5149[/C][C]0.067608[/C][/ROW]
[ROW][C]34[/C][C]-0.051776[/C][C]-0.3943[/C][C]0.347399[/C][/ROW]
[ROW][C]35[/C][C]-0.078321[/C][C]-0.5965[/C][C]0.27659[/C][/ROW]
[ROW][C]36[/C][C]-0.064923[/C][C]-0.4944[/C][C]0.311431[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113335&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113335&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	0.295168	2.2479	0.014199
2	0.254803	1.9405	0.028591
3	0.345618	2.6321	0.005427
4	0.02247	0.1711	0.432361
5	0.135045	1.0285	0.153998
6	0.307349	2.3407	0.011354
7	0.019913	0.1517	0.439992
8	0.351018	2.6733	0.00487
9	0.193454	1.4733	0.073038
10	0.058341	0.4443	0.329235
11	0.152443	1.161	0.125205
12	-0.189828	-1.4457	0.076823
13	-0.229277	-1.7461	0.043042
14	0.112762	0.8588	0.197002
15	-0.047441	-0.3613	0.359595
16	-0.025248	-0.1923	0.424097
17	0.129092	0.9831	0.164811
18	-0.092227	-0.7024	0.242626
19	-0.07734	-0.589	0.279072
20	-0.004235	-0.0323	0.487191
21	-0.169487	-1.2908	0.100951
22	-0.182033	-1.3863	0.085478
23	-0.08062	-0.614	0.270813
24	-0.184791	-1.4073	0.082333
25	-0.046804	-0.3564	0.3614
26	-0.142198	-1.0829	0.141657
27	-0.258789	-1.9709	0.026758
28	-0.088195	-0.6717	0.25223
29	-0.117982	-0.8985	0.186311
30	-0.283816	-2.1615	0.017399
31	-0.064417	-0.4906	0.312786
32	-0.197447	-1.5037	0.06904
33	-0.198922	-1.5149	0.067608
34	-0.051776	-0.3943	0.347399
35	-0.078321	-0.5965	0.27659
36	-0.064923	-0.4944	0.311431

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.295168	2.2479	0.014199
2	0.183682	1.3989	0.083587
3	0.260755	1.9859	0.025892
4	-0.184909	-1.4082	0.082201
5	0.074528	0.5676	0.286254
6	0.254708	1.9398	0.028636
7	-0.105094	-0.8004	0.213382
8	0.303876	2.3142	0.012108
9	-0.101838	-0.7756	0.220575
10	0.029183	0.2222	0.41245
11	-0.090946	-0.6926	0.245654
12	-0.363774	-2.7704	0.003755
13	-0.112464	-0.8565	0.197624
14	0.148233	1.1289	0.131792
15	0.177945	1.3552	0.090306
16	-0.167243	-1.2737	0.103928
17	0.03368	0.2565	0.399236
18	0.018852	0.1436	0.443167
19	-0.062369	-0.475	0.318288
20	0.107035	0.8152	0.209159
21	0.004182	0.0319	0.487349
22	-0.198442	-1.5113	0.068072
23	-0.039384	-0.2999	0.382646
24	-0.166009	-1.2643	0.105592
25	-0.089246	-0.6797	0.249706
26	-0.100821	-0.7678	0.222852
27	0.00512	0.039	0.484515
28	0.100505	0.7654	0.223561
29	0.027591	0.2101	0.417154
30	-0.096454	-0.7346	0.232779
31	-0.050381	-0.3837	0.351305
32	0.044967	0.3425	0.366621
33	0.104533	0.7961	0.21461
34	-0.100287	-0.7638	0.224052
35	0.080694	0.6145	0.27063
36	0.071864	0.5473	0.293137

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.295168 & 2.2479 & 0.014199 \tabularnewline
2 & 0.183682 & 1.3989 & 0.083587 \tabularnewline
3 & 0.260755 & 1.9859 & 0.025892 \tabularnewline
4 & -0.184909 & -1.4082 & 0.082201 \tabularnewline
5 & 0.074528 & 0.5676 & 0.286254 \tabularnewline
6 & 0.254708 & 1.9398 & 0.028636 \tabularnewline
7 & -0.105094 & -0.8004 & 0.213382 \tabularnewline
8 & 0.303876 & 2.3142 & 0.012108 \tabularnewline
9 & -0.101838 & -0.7756 & 0.220575 \tabularnewline
10 & 0.029183 & 0.2222 & 0.41245 \tabularnewline
11 & -0.090946 & -0.6926 & 0.245654 \tabularnewline
12 & -0.363774 & -2.7704 & 0.003755 \tabularnewline
13 & -0.112464 & -0.8565 & 0.197624 \tabularnewline
14 & 0.148233 & 1.1289 & 0.131792 \tabularnewline
15 & 0.177945 & 1.3552 & 0.090306 \tabularnewline
16 & -0.167243 & -1.2737 & 0.103928 \tabularnewline
17 & 0.03368 & 0.2565 & 0.399236 \tabularnewline
18 & 0.018852 & 0.1436 & 0.443167 \tabularnewline
19 & -0.062369 & -0.475 & 0.318288 \tabularnewline
20 & 0.107035 & 0.8152 & 0.209159 \tabularnewline
21 & 0.004182 & 0.0319 & 0.487349 \tabularnewline
22 & -0.198442 & -1.5113 & 0.068072 \tabularnewline
23 & -0.039384 & -0.2999 & 0.382646 \tabularnewline
24 & -0.166009 & -1.2643 & 0.105592 \tabularnewline
25 & -0.089246 & -0.6797 & 0.249706 \tabularnewline
26 & -0.100821 & -0.7678 & 0.222852 \tabularnewline
27 & 0.00512 & 0.039 & 0.484515 \tabularnewline
28 & 0.100505 & 0.7654 & 0.223561 \tabularnewline
29 & 0.027591 & 0.2101 & 0.417154 \tabularnewline
30 & -0.096454 & -0.7346 & 0.232779 \tabularnewline
31 & -0.050381 & -0.3837 & 0.351305 \tabularnewline
32 & 0.044967 & 0.3425 & 0.366621 \tabularnewline
33 & 0.104533 & 0.7961 & 0.21461 \tabularnewline
34 & -0.100287 & -0.7638 & 0.224052 \tabularnewline
35 & 0.080694 & 0.6145 & 0.27063 \tabularnewline
36 & 0.071864 & 0.5473 & 0.293137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113335&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]0.295168[/C][C]2.2479[/C][C]0.014199[/C][/ROW]
[ROW][C]2[/C][C]0.183682[/C][C]1.3989[/C][C]0.083587[/C][/ROW]
[ROW][C]3[/C][C]0.260755[/C][C]1.9859[/C][C]0.025892[/C][/ROW]
[ROW][C]4[/C][C]-0.184909[/C][C]-1.4082[/C][C]0.082201[/C][/ROW]
[ROW][C]5[/C][C]0.074528[/C][C]0.5676[/C][C]0.286254[/C][/ROW]
[ROW][C]6[/C][C]0.254708[/C][C]1.9398[/C][C]0.028636[/C][/ROW]
[ROW][C]7[/C][C]-0.105094[/C][C]-0.8004[/C][C]0.213382[/C][/ROW]
[ROW][C]8[/C][C]0.303876[/C][C]2.3142[/C][C]0.012108[/C][/ROW]
[ROW][C]9[/C][C]-0.101838[/C][C]-0.7756[/C][C]0.220575[/C][/ROW]
[ROW][C]10[/C][C]0.029183[/C][C]0.2222[/C][C]0.41245[/C][/ROW]
[ROW][C]11[/C][C]-0.090946[/C][C]-0.6926[/C][C]0.245654[/C][/ROW]
[ROW][C]12[/C][C]-0.363774[/C][C]-2.7704[/C][C]0.003755[/C][/ROW]
[ROW][C]13[/C][C]-0.112464[/C][C]-0.8565[/C][C]0.197624[/C][/ROW]
[ROW][C]14[/C][C]0.148233[/C][C]1.1289[/C][C]0.131792[/C][/ROW]
[ROW][C]15[/C][C]0.177945[/C][C]1.3552[/C][C]0.090306[/C][/ROW]
[ROW][C]16[/C][C]-0.167243[/C][C]-1.2737[/C][C]0.103928[/C][/ROW]
[ROW][C]17[/C][C]0.03368[/C][C]0.2565[/C][C]0.399236[/C][/ROW]
[ROW][C]18[/C][C]0.018852[/C][C]0.1436[/C][C]0.443167[/C][/ROW]
[ROW][C]19[/C][C]-0.062369[/C][C]-0.475[/C][C]0.318288[/C][/ROW]
[ROW][C]20[/C][C]0.107035[/C][C]0.8152[/C][C]0.209159[/C][/ROW]
[ROW][C]21[/C][C]0.004182[/C][C]0.0319[/C][C]0.487349[/C][/ROW]
[ROW][C]22[/C][C]-0.198442[/C][C]-1.5113[/C][C]0.068072[/C][/ROW]
[ROW][C]23[/C][C]-0.039384[/C][C]-0.2999[/C][C]0.382646[/C][/ROW]
[ROW][C]24[/C][C]-0.166009[/C][C]-1.2643[/C][C]0.105592[/C][/ROW]
[ROW][C]25[/C][C]-0.089246[/C][C]-0.6797[/C][C]0.249706[/C][/ROW]
[ROW][C]26[/C][C]-0.100821[/C][C]-0.7678[/C][C]0.222852[/C][/ROW]
[ROW][C]27[/C][C]0.00512[/C][C]0.039[/C][C]0.484515[/C][/ROW]
[ROW][C]28[/C][C]0.100505[/C][C]0.7654[/C][C]0.223561[/C][/ROW]
[ROW][C]29[/C][C]0.027591[/C][C]0.2101[/C][C]0.417154[/C][/ROW]
[ROW][C]30[/C][C]-0.096454[/C][C]-0.7346[/C][C]0.232779[/C][/ROW]
[ROW][C]31[/C][C]-0.050381[/C][C]-0.3837[/C][C]0.351305[/C][/ROW]
[ROW][C]32[/C][C]0.044967[/C][C]0.3425[/C][C]0.366621[/C][/ROW]
[ROW][C]33[/C][C]0.104533[/C][C]0.7961[/C][C]0.21461[/C][/ROW]
[ROW][C]34[/C][C]-0.100287[/C][C]-0.7638[/C][C]0.224052[/C][/ROW]
[ROW][C]35[/C][C]0.080694[/C][C]0.6145[/C][C]0.27063[/C][/ROW]
[ROW][C]36[/C][C]0.071864[/C][C]0.5473[/C][C]0.293137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113335&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113335&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	0.295168	2.2479	0.014199
2	0.183682	1.3989	0.083587
3	0.260755	1.9859	0.025892
4	-0.184909	-1.4082	0.082201
5	0.074528	0.5676	0.286254
6	0.254708	1.9398	0.028636
7	-0.105094	-0.8004	0.213382
8	0.303876	2.3142	0.012108
9	-0.101838	-0.7756	0.220575
10	0.029183	0.2222	0.41245
11	-0.090946	-0.6926	0.245654
12	-0.363774	-2.7704	0.003755
13	-0.112464	-0.8565	0.197624
14	0.148233	1.1289	0.131792
15	0.177945	1.3552	0.090306
16	-0.167243	-1.2737	0.103928
17	0.03368	0.2565	0.399236
18	0.018852	0.1436	0.443167
19	-0.062369	-0.475	0.318288
20	0.107035	0.8152	0.209159
21	0.004182	0.0319	0.487349
22	-0.198442	-1.5113	0.068072
23	-0.039384	-0.2999	0.382646
24	-0.166009	-1.2643	0.105592
25	-0.089246	-0.6797	0.249706
26	-0.100821	-0.7678	0.222852
27	0.00512	0.039	0.484515
28	0.100505	0.7654	0.223561
29	0.027591	0.2101	0.417154
30	-0.096454	-0.7346	0.232779
31	-0.050381	-0.3837	0.351305
32	0.044967	0.3425	0.366621
33	0.104533	0.7961	0.21461
34	-0.100287	-0.7638	0.224052
35	0.080694	0.6145	0.27063
36	0.071864	0.5473	0.293137

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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