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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 10:38:11 -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/2008/Dec/03/t1228326256m112hydkkejfd68.htm/, Retrieved Fri, 17 May 2024 14:27:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28817, Retrieved Fri, 17 May 2024 14:27:42 +0000

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Estimated Impact

165

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

-       [(Partial) Autocorrelation Function] [(P)ACF Algemeen i...] [2008-12-03 17:38:11] [d41d8cd98f00b204e9800998ecf8427e] [Current]
F   P     [(Partial) Autocorrelation Function] [(P)ACF Algemeen i...] [2008-12-09 15:27:54] [74be16979710d4c4e7c6647856088456] 

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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=28817&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=28817&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28817&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	0.280092	2.1876	0.016271
2	0.364026	2.8431	0.003035
3	0.44554	3.4798	0.000466
4	0.157535	1.2304	0.111638
5	0.271011	2.1167	0.019188
6	0.196276	1.533	0.065228
7	-0.111711	-0.8725	0.193181
8	0.065978	0.5153	0.304101
9	-0.04659	-0.3639	0.358604
10	-0.174707	-1.3645	0.088711
11	-0.111945	-0.8743	0.192686
12	-0.362095	-2.828	0.003164
13	-0.241975	-1.8899	0.031764
14	-0.215402	-1.6823	0.048807
15	-0.243728	-1.9036	0.030843
16	-0.205918	-1.6083	0.05647
17	-0.088965	-0.6948	0.244897
18	-0.110301	-0.8615	0.196174
19	-0.025581	-0.1998	0.421153
20	0.037242	0.2909	0.38607
21	0.110432	0.8625	0.195896
22	-0.024407	-0.1906	0.424725
23	0.19088	1.4908	0.07058
24	0.024727	0.1931	0.423753
25	0.114699	0.8958	0.186933
26	0.278756	2.1772	0.016674
27	0.048312	0.3773	0.353619
28	0.111972	0.8745	0.192631
29	0.172881	1.3502	0.090963
30	0.061968	0.484	0.315066
31	0.079104	0.6178	0.269495
32	0.047146	0.3682	0.35699
33	-0.097915	-0.7647	0.223687
34	0.077277	0.6036	0.274189
35	-0.035129	-0.2744	0.392366
36	-0.065894	-0.5147	0.304328

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.280092 & 2.1876 & 0.016271 \tabularnewline
2 & 0.364026 & 2.8431 & 0.003035 \tabularnewline
3 & 0.44554 & 3.4798 & 0.000466 \tabularnewline
4 & 0.157535 & 1.2304 & 0.111638 \tabularnewline
5 & 0.271011 & 2.1167 & 0.019188 \tabularnewline
6 & 0.196276 & 1.533 & 0.065228 \tabularnewline
7 & -0.111711 & -0.8725 & 0.193181 \tabularnewline
8 & 0.065978 & 0.5153 & 0.304101 \tabularnewline
9 & -0.04659 & -0.3639 & 0.358604 \tabularnewline
10 & -0.174707 & -1.3645 & 0.088711 \tabularnewline
11 & -0.111945 & -0.8743 & 0.192686 \tabularnewline
12 & -0.362095 & -2.828 & 0.003164 \tabularnewline
13 & -0.241975 & -1.8899 & 0.031764 \tabularnewline
14 & -0.215402 & -1.6823 & 0.048807 \tabularnewline
15 & -0.243728 & -1.9036 & 0.030843 \tabularnewline
16 & -0.205918 & -1.6083 & 0.05647 \tabularnewline
17 & -0.088965 & -0.6948 & 0.244897 \tabularnewline
18 & -0.110301 & -0.8615 & 0.196174 \tabularnewline
19 & -0.025581 & -0.1998 & 0.421153 \tabularnewline
20 & 0.037242 & 0.2909 & 0.38607 \tabularnewline
21 & 0.110432 & 0.8625 & 0.195896 \tabularnewline
22 & -0.024407 & -0.1906 & 0.424725 \tabularnewline
23 & 0.19088 & 1.4908 & 0.07058 \tabularnewline
24 & 0.024727 & 0.1931 & 0.423753 \tabularnewline
25 & 0.114699 & 0.8958 & 0.186933 \tabularnewline
26 & 0.278756 & 2.1772 & 0.016674 \tabularnewline
27 & 0.048312 & 0.3773 & 0.353619 \tabularnewline
28 & 0.111972 & 0.8745 & 0.192631 \tabularnewline
29 & 0.172881 & 1.3502 & 0.090963 \tabularnewline
30 & 0.061968 & 0.484 & 0.315066 \tabularnewline
31 & 0.079104 & 0.6178 & 0.269495 \tabularnewline
32 & 0.047146 & 0.3682 & 0.35699 \tabularnewline
33 & -0.097915 & -0.7647 & 0.223687 \tabularnewline
34 & 0.077277 & 0.6036 & 0.274189 \tabularnewline
35 & -0.035129 & -0.2744 & 0.392366 \tabularnewline
36 & -0.065894 & -0.5147 & 0.304328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28817&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]0.280092[/C][C]2.1876[/C][C]0.016271[/C][/ROW]
[ROW][C]2[/C][C]0.364026[/C][C]2.8431[/C][C]0.003035[/C][/ROW]
[ROW][C]3[/C][C]0.44554[/C][C]3.4798[/C][C]0.000466[/C][/ROW]
[ROW][C]4[/C][C]0.157535[/C][C]1.2304[/C][C]0.111638[/C][/ROW]
[ROW][C]5[/C][C]0.271011[/C][C]2.1167[/C][C]0.019188[/C][/ROW]
[ROW][C]6[/C][C]0.196276[/C][C]1.533[/C][C]0.065228[/C][/ROW]
[ROW][C]7[/C][C]-0.111711[/C][C]-0.8725[/C][C]0.193181[/C][/ROW]
[ROW][C]8[/C][C]0.065978[/C][C]0.5153[/C][C]0.304101[/C][/ROW]
[ROW][C]9[/C][C]-0.04659[/C][C]-0.3639[/C][C]0.358604[/C][/ROW]
[ROW][C]10[/C][C]-0.174707[/C][C]-1.3645[/C][C]0.088711[/C][/ROW]
[ROW][C]11[/C][C]-0.111945[/C][C]-0.8743[/C][C]0.192686[/C][/ROW]
[ROW][C]12[/C][C]-0.362095[/C][C]-2.828[/C][C]0.003164[/C][/ROW]
[ROW][C]13[/C][C]-0.241975[/C][C]-1.8899[/C][C]0.031764[/C][/ROW]
[ROW][C]14[/C][C]-0.215402[/C][C]-1.6823[/C][C]0.048807[/C][/ROW]
[ROW][C]15[/C][C]-0.243728[/C][C]-1.9036[/C][C]0.030843[/C][/ROW]
[ROW][C]16[/C][C]-0.205918[/C][C]-1.6083[/C][C]0.05647[/C][/ROW]
[ROW][C]17[/C][C]-0.088965[/C][C]-0.6948[/C][C]0.244897[/C][/ROW]
[ROW][C]18[/C][C]-0.110301[/C][C]-0.8615[/C][C]0.196174[/C][/ROW]
[ROW][C]19[/C][C]-0.025581[/C][C]-0.1998[/C][C]0.421153[/C][/ROW]
[ROW][C]20[/C][C]0.037242[/C][C]0.2909[/C][C]0.38607[/C][/ROW]
[ROW][C]21[/C][C]0.110432[/C][C]0.8625[/C][C]0.195896[/C][/ROW]
[ROW][C]22[/C][C]-0.024407[/C][C]-0.1906[/C][C]0.424725[/C][/ROW]
[ROW][C]23[/C][C]0.19088[/C][C]1.4908[/C][C]0.07058[/C][/ROW]
[ROW][C]24[/C][C]0.024727[/C][C]0.1931[/C][C]0.423753[/C][/ROW]
[ROW][C]25[/C][C]0.114699[/C][C]0.8958[/C][C]0.186933[/C][/ROW]
[ROW][C]26[/C][C]0.278756[/C][C]2.1772[/C][C]0.016674[/C][/ROW]
[ROW][C]27[/C][C]0.048312[/C][C]0.3773[/C][C]0.353619[/C][/ROW]
[ROW][C]28[/C][C]0.111972[/C][C]0.8745[/C][C]0.192631[/C][/ROW]
[ROW][C]29[/C][C]0.172881[/C][C]1.3502[/C][C]0.090963[/C][/ROW]
[ROW][C]30[/C][C]0.061968[/C][C]0.484[/C][C]0.315066[/C][/ROW]
[ROW][C]31[/C][C]0.079104[/C][C]0.6178[/C][C]0.269495[/C][/ROW]
[ROW][C]32[/C][C]0.047146[/C][C]0.3682[/C][C]0.35699[/C][/ROW]
[ROW][C]33[/C][C]-0.097915[/C][C]-0.7647[/C][C]0.223687[/C][/ROW]
[ROW][C]34[/C][C]0.077277[/C][C]0.6036[/C][C]0.274189[/C][/ROW]
[ROW][C]35[/C][C]-0.035129[/C][C]-0.2744[/C][C]0.392366[/C][/ROW]
[ROW][C]36[/C][C]-0.065894[/C][C]-0.5147[/C][C]0.304328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28817&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28817&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	0.280092	2.1876	0.016271
2	0.364026	2.8431	0.003035
3	0.44554	3.4798	0.000466
4	0.157535	1.2304	0.111638
5	0.271011	2.1167	0.019188
6	0.196276	1.533	0.065228
7	-0.111711	-0.8725	0.193181
8	0.065978	0.5153	0.304101
9	-0.04659	-0.3639	0.358604
10	-0.174707	-1.3645	0.088711
11	-0.111945	-0.8743	0.192686
12	-0.362095	-2.828	0.003164
13	-0.241975	-1.8899	0.031764
14	-0.215402	-1.6823	0.048807
15	-0.243728	-1.9036	0.030843
16	-0.205918	-1.6083	0.05647
17	-0.088965	-0.6948	0.244897
18	-0.110301	-0.8615	0.196174
19	-0.025581	-0.1998	0.421153
20	0.037242	0.2909	0.38607
21	0.110432	0.8625	0.195896
22	-0.024407	-0.1906	0.424725
23	0.19088	1.4908	0.07058
24	0.024727	0.1931	0.423753
25	0.114699	0.8958	0.186933
26	0.278756	2.1772	0.016674
27	0.048312	0.3773	0.353619
28	0.111972	0.8745	0.192631
29	0.172881	1.3502	0.090963
30	0.061968	0.484	0.315066
31	0.079104	0.6178	0.269495
32	0.047146	0.3682	0.35699
33	-0.097915	-0.7647	0.223687
34	0.077277	0.6036	0.274189
35	-0.035129	-0.2744	0.392366
36	-0.065894	-0.5147	0.304328

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.280092	2.1876	0.016271
2	0.309885	2.4203	0.009251
3	0.346171	2.7037	0.004437
4	-0.090285	-0.7052	0.2417
5	0.042564	0.3324	0.370351
6	-0.008012	-0.0626	0.475154
7	-0.316185	-2.4695	0.008173
8	-0.057309	-0.4476	0.328015
9	-0.008187	-0.0639	0.474613
10	-0.062471	-0.4879	0.313679
11	-0.094888	-0.7411	0.230739
12	-0.268344	-2.0958	0.020127
13	-0.007663	-0.0598	0.476236
14	-0.00947	-0.074	0.470641
15	0.132897	1.038	0.151693
16	0.023182	0.1811	0.42846
17	0.180834	1.4124	0.081463
18	0.085676	0.6691	0.252963
19	-0.057378	-0.4481	0.327822
20	0.035394	0.2764	0.391574
21	0.165332	1.2913	0.100739
22	-0.227296	-1.7752	0.040424
23	0.023523	0.1837	0.427421
24	-0.255875	-1.9985	0.025065
25	0.027392	0.2139	0.415656
26	0.153756	1.2009	0.117222
27	0.000752	0.0059	0.497667
28	-0.010282	-0.0803	0.468129
29	0.053817	0.4203	0.337863
30	0.162471	1.2689	0.104642
31	-0.064579	-0.5044	0.307908
32	-0.008931	-0.0698	0.472309
33	0.082197	0.642	0.261647
34	-0.031528	-0.2462	0.403161
35	-0.018819	-0.147	0.441815
36	-0.155153	-1.2118	0.115134

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.280092 & 2.1876 & 0.016271 \tabularnewline
2 & 0.309885 & 2.4203 & 0.009251 \tabularnewline
3 & 0.346171 & 2.7037 & 0.004437 \tabularnewline
4 & -0.090285 & -0.7052 & 0.2417 \tabularnewline
5 & 0.042564 & 0.3324 & 0.370351 \tabularnewline
6 & -0.008012 & -0.0626 & 0.475154 \tabularnewline
7 & -0.316185 & -2.4695 & 0.008173 \tabularnewline
8 & -0.057309 & -0.4476 & 0.328015 \tabularnewline
9 & -0.008187 & -0.0639 & 0.474613 \tabularnewline
10 & -0.062471 & -0.4879 & 0.313679 \tabularnewline
11 & -0.094888 & -0.7411 & 0.230739 \tabularnewline
12 & -0.268344 & -2.0958 & 0.020127 \tabularnewline
13 & -0.007663 & -0.0598 & 0.476236 \tabularnewline
14 & -0.00947 & -0.074 & 0.470641 \tabularnewline
15 & 0.132897 & 1.038 & 0.151693 \tabularnewline
16 & 0.023182 & 0.1811 & 0.42846 \tabularnewline
17 & 0.180834 & 1.4124 & 0.081463 \tabularnewline
18 & 0.085676 & 0.6691 & 0.252963 \tabularnewline
19 & -0.057378 & -0.4481 & 0.327822 \tabularnewline
20 & 0.035394 & 0.2764 & 0.391574 \tabularnewline
21 & 0.165332 & 1.2913 & 0.100739 \tabularnewline
22 & -0.227296 & -1.7752 & 0.040424 \tabularnewline
23 & 0.023523 & 0.1837 & 0.427421 \tabularnewline
24 & -0.255875 & -1.9985 & 0.025065 \tabularnewline
25 & 0.027392 & 0.2139 & 0.415656 \tabularnewline
26 & 0.153756 & 1.2009 & 0.117222 \tabularnewline
27 & 0.000752 & 0.0059 & 0.497667 \tabularnewline
28 & -0.010282 & -0.0803 & 0.468129 \tabularnewline
29 & 0.053817 & 0.4203 & 0.337863 \tabularnewline
30 & 0.162471 & 1.2689 & 0.104642 \tabularnewline
31 & -0.064579 & -0.5044 & 0.307908 \tabularnewline
32 & -0.008931 & -0.0698 & 0.472309 \tabularnewline
33 & 0.082197 & 0.642 & 0.261647 \tabularnewline
34 & -0.031528 & -0.2462 & 0.403161 \tabularnewline
35 & -0.018819 & -0.147 & 0.441815 \tabularnewline
36 & -0.155153 & -1.2118 & 0.115134 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28817&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]0.280092[/C][C]2.1876[/C][C]0.016271[/C][/ROW]
[ROW][C]2[/C][C]0.309885[/C][C]2.4203[/C][C]0.009251[/C][/ROW]
[ROW][C]3[/C][C]0.346171[/C][C]2.7037[/C][C]0.004437[/C][/ROW]
[ROW][C]4[/C][C]-0.090285[/C][C]-0.7052[/C][C]0.2417[/C][/ROW]
[ROW][C]5[/C][C]0.042564[/C][C]0.3324[/C][C]0.370351[/C][/ROW]
[ROW][C]6[/C][C]-0.008012[/C][C]-0.0626[/C][C]0.475154[/C][/ROW]
[ROW][C]7[/C][C]-0.316185[/C][C]-2.4695[/C][C]0.008173[/C][/ROW]
[ROW][C]8[/C][C]-0.057309[/C][C]-0.4476[/C][C]0.328015[/C][/ROW]
[ROW][C]9[/C][C]-0.008187[/C][C]-0.0639[/C][C]0.474613[/C][/ROW]
[ROW][C]10[/C][C]-0.062471[/C][C]-0.4879[/C][C]0.313679[/C][/ROW]
[ROW][C]11[/C][C]-0.094888[/C][C]-0.7411[/C][C]0.230739[/C][/ROW]
[ROW][C]12[/C][C]-0.268344[/C][C]-2.0958[/C][C]0.020127[/C][/ROW]
[ROW][C]13[/C][C]-0.007663[/C][C]-0.0598[/C][C]0.476236[/C][/ROW]
[ROW][C]14[/C][C]-0.00947[/C][C]-0.074[/C][C]0.470641[/C][/ROW]
[ROW][C]15[/C][C]0.132897[/C][C]1.038[/C][C]0.151693[/C][/ROW]
[ROW][C]16[/C][C]0.023182[/C][C]0.1811[/C][C]0.42846[/C][/ROW]
[ROW][C]17[/C][C]0.180834[/C][C]1.4124[/C][C]0.081463[/C][/ROW]
[ROW][C]18[/C][C]0.085676[/C][C]0.6691[/C][C]0.252963[/C][/ROW]
[ROW][C]19[/C][C]-0.057378[/C][C]-0.4481[/C][C]0.327822[/C][/ROW]
[ROW][C]20[/C][C]0.035394[/C][C]0.2764[/C][C]0.391574[/C][/ROW]
[ROW][C]21[/C][C]0.165332[/C][C]1.2913[/C][C]0.100739[/C][/ROW]
[ROW][C]22[/C][C]-0.227296[/C][C]-1.7752[/C][C]0.040424[/C][/ROW]
[ROW][C]23[/C][C]0.023523[/C][C]0.1837[/C][C]0.427421[/C][/ROW]
[ROW][C]24[/C][C]-0.255875[/C][C]-1.9985[/C][C]0.025065[/C][/ROW]
[ROW][C]25[/C][C]0.027392[/C][C]0.2139[/C][C]0.415656[/C][/ROW]
[ROW][C]26[/C][C]0.153756[/C][C]1.2009[/C][C]0.117222[/C][/ROW]
[ROW][C]27[/C][C]0.000752[/C][C]0.0059[/C][C]0.497667[/C][/ROW]
[ROW][C]28[/C][C]-0.010282[/C][C]-0.0803[/C][C]0.468129[/C][/ROW]
[ROW][C]29[/C][C]0.053817[/C][C]0.4203[/C][C]0.337863[/C][/ROW]
[ROW][C]30[/C][C]0.162471[/C][C]1.2689[/C][C]0.104642[/C][/ROW]
[ROW][C]31[/C][C]-0.064579[/C][C]-0.5044[/C][C]0.307908[/C][/ROW]
[ROW][C]32[/C][C]-0.008931[/C][C]-0.0698[/C][C]0.472309[/C][/ROW]
[ROW][C]33[/C][C]0.082197[/C][C]0.642[/C][C]0.261647[/C][/ROW]
[ROW][C]34[/C][C]-0.031528[/C][C]-0.2462[/C][C]0.403161[/C][/ROW]
[ROW][C]35[/C][C]-0.018819[/C][C]-0.147[/C][C]0.441815[/C][/ROW]
[ROW][C]36[/C][C]-0.155153[/C][C]-1.2118[/C][C]0.115134[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28817&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28817&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	0.280092	2.1876	0.016271
2	0.309885	2.4203	0.009251
3	0.346171	2.7037	0.004437
4	-0.090285	-0.7052	0.2417
5	0.042564	0.3324	0.370351
6	-0.008012	-0.0626	0.475154
7	-0.316185	-2.4695	0.008173
8	-0.057309	-0.4476	0.328015
9	-0.008187	-0.0639	0.474613
10	-0.062471	-0.4879	0.313679
11	-0.094888	-0.7411	0.230739
12	-0.268344	-2.0958	0.020127
13	-0.007663	-0.0598	0.476236
14	-0.00947	-0.074	0.470641
15	0.132897	1.038	0.151693
16	0.023182	0.1811	0.42846
17	0.180834	1.4124	0.081463
18	0.085676	0.6691	0.252963
19	-0.057378	-0.4481	0.327822
20	0.035394	0.2764	0.391574
21	0.165332	1.2913	0.100739
22	-0.227296	-1.7752	0.040424
23	0.023523	0.1837	0.427421
24	-0.255875	-1.9985	0.025065
25	0.027392	0.2139	0.415656
26	0.153756	1.2009	0.117222
27	0.000752	0.0059	0.497667
28	-0.010282	-0.0803	0.468129
29	0.053817	0.4203	0.337863
30	0.162471	1.2689	0.104642
31	-0.064579	-0.5044	0.307908
32	-0.008931	-0.0698	0.472309
33	0.082197	0.642	0.261647
34	-0.031528	-0.2462	0.403161
35	-0.018819	-0.147	0.441815
36	-0.155153	-1.2118	0.115134

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.4 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.4 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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