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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 10:51:15 -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/08/t1228758734cseywg8z7hq57sd.htm/, Retrieved Thu, 16 May 2024 07:33:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30628, Retrieved Thu, 16 May 2024 07:33:53 +0000

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Estimated Impact

184

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-08 10:48:08] [58bf45a666dc5198906262e8815a9722]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-08 11:24:27] [58bf45a666dc5198906262e8815a9722]
- RMP         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-08 17:51:15] [63db34dadd44fb018112addcdefe949f] [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=30628&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=30628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30628&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	0.89218	6.9108	0
2	0.793506	6.1465	0
3	0.712927	5.5223	0
4	0.636964	4.9339	3e-06
5	0.56885	4.4063	2.2e-05
6	0.509814	3.949	0.000104
7	0.459	3.5554	0.000372
8	0.396586	3.0719	0.001598
9	0.350209	2.7127	0.004348
10	0.315858	2.4466	0.008684
11	0.290257	2.2483	0.014121
12	0.247842	1.9198	0.029822
13	0.214094	1.6584	0.051231
14	0.187797	1.4547	0.075486
15	0.159181	1.233	0.111191
16	0.138476	1.0726	0.143867
17	0.122354	0.9478	0.173529
18	0.113572	0.8797	0.191259
19	0.093967	0.7279	0.234763
20	0.084094	0.6514	0.258642
21	0.082296	0.6375	0.263125
22	0.073471	0.5691	0.285704
23	0.039893	0.309	0.379194
24	0.005802	0.0449	0.482153
25	-0.019129	-0.1482	0.441352
26	-0.047992	-0.3717	0.355695
27	-0.078266	-0.6062	0.273318
28	-0.100009	-0.7747	0.220789
29	-0.124251	-0.9624	0.169844
30	-0.15045	-1.1654	0.124238
31	-0.160103	-1.2402	0.109874
32	-0.167198	-1.2951	0.100121
33	-0.180848	-1.4008	0.083205
34	-0.197632	-1.5309	0.065531
35	-0.214708	-1.6631	0.050752
36	-0.226963	-1.758	0.04192

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.89218 & 6.9108 & 0 \tabularnewline
2 & 0.793506 & 6.1465 & 0 \tabularnewline
3 & 0.712927 & 5.5223 & 0 \tabularnewline
4 & 0.636964 & 4.9339 & 3e-06 \tabularnewline
5 & 0.56885 & 4.4063 & 2.2e-05 \tabularnewline
6 & 0.509814 & 3.949 & 0.000104 \tabularnewline
7 & 0.459 & 3.5554 & 0.000372 \tabularnewline
8 & 0.396586 & 3.0719 & 0.001598 \tabularnewline
9 & 0.350209 & 2.7127 & 0.004348 \tabularnewline
10 & 0.315858 & 2.4466 & 0.008684 \tabularnewline
11 & 0.290257 & 2.2483 & 0.014121 \tabularnewline
12 & 0.247842 & 1.9198 & 0.029822 \tabularnewline
13 & 0.214094 & 1.6584 & 0.051231 \tabularnewline
14 & 0.187797 & 1.4547 & 0.075486 \tabularnewline
15 & 0.159181 & 1.233 & 0.111191 \tabularnewline
16 & 0.138476 & 1.0726 & 0.143867 \tabularnewline
17 & 0.122354 & 0.9478 & 0.173529 \tabularnewline
18 & 0.113572 & 0.8797 & 0.191259 \tabularnewline
19 & 0.093967 & 0.7279 & 0.234763 \tabularnewline
20 & 0.084094 & 0.6514 & 0.258642 \tabularnewline
21 & 0.082296 & 0.6375 & 0.263125 \tabularnewline
22 & 0.073471 & 0.5691 & 0.285704 \tabularnewline
23 & 0.039893 & 0.309 & 0.379194 \tabularnewline
24 & 0.005802 & 0.0449 & 0.482153 \tabularnewline
25 & -0.019129 & -0.1482 & 0.441352 \tabularnewline
26 & -0.047992 & -0.3717 & 0.355695 \tabularnewline
27 & -0.078266 & -0.6062 & 0.273318 \tabularnewline
28 & -0.100009 & -0.7747 & 0.220789 \tabularnewline
29 & -0.124251 & -0.9624 & 0.169844 \tabularnewline
30 & -0.15045 & -1.1654 & 0.124238 \tabularnewline
31 & -0.160103 & -1.2402 & 0.109874 \tabularnewline
32 & -0.167198 & -1.2951 & 0.100121 \tabularnewline
33 & -0.180848 & -1.4008 & 0.083205 \tabularnewline
34 & -0.197632 & -1.5309 & 0.065531 \tabularnewline
35 & -0.214708 & -1.6631 & 0.050752 \tabularnewline
36 & -0.226963 & -1.758 & 0.04192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30628&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]0.89218[/C][C]6.9108[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.793506[/C][C]6.1465[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.712927[/C][C]5.5223[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.636964[/C][C]4.9339[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.56885[/C][C]4.4063[/C][C]2.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.509814[/C][C]3.949[/C][C]0.000104[/C][/ROW]
[ROW][C]7[/C][C]0.459[/C][C]3.5554[/C][C]0.000372[/C][/ROW]
[ROW][C]8[/C][C]0.396586[/C][C]3.0719[/C][C]0.001598[/C][/ROW]
[ROW][C]9[/C][C]0.350209[/C][C]2.7127[/C][C]0.004348[/C][/ROW]
[ROW][C]10[/C][C]0.315858[/C][C]2.4466[/C][C]0.008684[/C][/ROW]
[ROW][C]11[/C][C]0.290257[/C][C]2.2483[/C][C]0.014121[/C][/ROW]
[ROW][C]12[/C][C]0.247842[/C][C]1.9198[/C][C]0.029822[/C][/ROW]
[ROW][C]13[/C][C]0.214094[/C][C]1.6584[/C][C]0.051231[/C][/ROW]
[ROW][C]14[/C][C]0.187797[/C][C]1.4547[/C][C]0.075486[/C][/ROW]
[ROW][C]15[/C][C]0.159181[/C][C]1.233[/C][C]0.111191[/C][/ROW]
[ROW][C]16[/C][C]0.138476[/C][C]1.0726[/C][C]0.143867[/C][/ROW]
[ROW][C]17[/C][C]0.122354[/C][C]0.9478[/C][C]0.173529[/C][/ROW]
[ROW][C]18[/C][C]0.113572[/C][C]0.8797[/C][C]0.191259[/C][/ROW]
[ROW][C]19[/C][C]0.093967[/C][C]0.7279[/C][C]0.234763[/C][/ROW]
[ROW][C]20[/C][C]0.084094[/C][C]0.6514[/C][C]0.258642[/C][/ROW]
[ROW][C]21[/C][C]0.082296[/C][C]0.6375[/C][C]0.263125[/C][/ROW]
[ROW][C]22[/C][C]0.073471[/C][C]0.5691[/C][C]0.285704[/C][/ROW]
[ROW][C]23[/C][C]0.039893[/C][C]0.309[/C][C]0.379194[/C][/ROW]
[ROW][C]24[/C][C]0.005802[/C][C]0.0449[/C][C]0.482153[/C][/ROW]
[ROW][C]25[/C][C]-0.019129[/C][C]-0.1482[/C][C]0.441352[/C][/ROW]
[ROW][C]26[/C][C]-0.047992[/C][C]-0.3717[/C][C]0.355695[/C][/ROW]
[ROW][C]27[/C][C]-0.078266[/C][C]-0.6062[/C][C]0.273318[/C][/ROW]
[ROW][C]28[/C][C]-0.100009[/C][C]-0.7747[/C][C]0.220789[/C][/ROW]
[ROW][C]29[/C][C]-0.124251[/C][C]-0.9624[/C][C]0.169844[/C][/ROW]
[ROW][C]30[/C][C]-0.15045[/C][C]-1.1654[/C][C]0.124238[/C][/ROW]
[ROW][C]31[/C][C]-0.160103[/C][C]-1.2402[/C][C]0.109874[/C][/ROW]
[ROW][C]32[/C][C]-0.167198[/C][C]-1.2951[/C][C]0.100121[/C][/ROW]
[ROW][C]33[/C][C]-0.180848[/C][C]-1.4008[/C][C]0.083205[/C][/ROW]
[ROW][C]34[/C][C]-0.197632[/C][C]-1.5309[/C][C]0.065531[/C][/ROW]
[ROW][C]35[/C][C]-0.214708[/C][C]-1.6631[/C][C]0.050752[/C][/ROW]
[ROW][C]36[/C][C]-0.226963[/C][C]-1.758[/C][C]0.04192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30628&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	0.89218	6.9108	0
2	0.793506	6.1465	0
3	0.712927	5.5223	0
4	0.636964	4.9339	3e-06
5	0.56885	4.4063	2.2e-05
6	0.509814	3.949	0.000104
7	0.459	3.5554	0.000372
8	0.396586	3.0719	0.001598
9	0.350209	2.7127	0.004348
10	0.315858	2.4466	0.008684
11	0.290257	2.2483	0.014121
12	0.247842	1.9198	0.029822
13	0.214094	1.6584	0.051231
14	0.187797	1.4547	0.075486
15	0.159181	1.233	0.111191
16	0.138476	1.0726	0.143867
17	0.122354	0.9478	0.173529
18	0.113572	0.8797	0.191259
19	0.093967	0.7279	0.234763
20	0.084094	0.6514	0.258642
21	0.082296	0.6375	0.263125
22	0.073471	0.5691	0.285704
23	0.039893	0.309	0.379194
24	0.005802	0.0449	0.482153
25	-0.019129	-0.1482	0.441352
26	-0.047992	-0.3717	0.355695
27	-0.078266	-0.6062	0.273318
28	-0.100009	-0.7747	0.220789
29	-0.124251	-0.9624	0.169844
30	-0.15045	-1.1654	0.124238
31	-0.160103	-1.2402	0.109874
32	-0.167198	-1.2951	0.100121
33	-0.180848	-1.4008	0.083205
34	-0.197632	-1.5309	0.065531
35	-0.214708	-1.6631	0.050752
36	-0.226963	-1.758	0.04192

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.89218	6.9108	0
2	-0.012157	-0.0942	0.462645
3	0.035375	0.274	0.392508
4	-0.018164	-0.1407	0.44429
5	0.00048	0.0037	0.498524
6	0.00748	0.0579	0.476994
7	0.010468	0.0811	0.467823
8	-0.081349	-0.6301	0.265502
9	0.041506	0.3215	0.374474
10	0.025685	0.199	0.421484
11	0.0321	0.2486	0.402241
12	-0.093042	-0.7207	0.236945
13	0.017382	0.1346	0.446675
14	0.006412	0.0497	0.480275
15	-0.014699	-0.1139	0.454866
16	0.012893	0.0999	0.46039
17	0.004964	0.0384	0.484729
18	0.026038	0.2017	0.420421
19	-0.03971	-0.3076	0.379729
20	0.027553	0.2134	0.415859
21	0.024996	0.1936	0.423563
22	-0.028193	-0.2184	0.413936
23	-0.122669	-0.9502	0.172913
24	-0.036384	-0.2818	0.389521
25	0.001435	0.0111	0.495585
26	-0.02776	-0.215	0.415237
27	-0.050986	-0.3949	0.347146
28	0.001296	0.01	0.49601
29	-0.040347	-0.3125	0.377862
30	-0.013063	-0.1012	0.459871
31	0.031214	0.2418	0.404888
32	-0.025321	-0.1961	0.422583
33	-0.040354	-0.3126	0.377843
34	-0.024681	-0.1912	0.424517
35	-0.037718	-0.2922	0.385584
36	-0.009408	-0.0729	0.471073

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.89218 & 6.9108 & 0 \tabularnewline
2 & -0.012157 & -0.0942 & 0.462645 \tabularnewline
3 & 0.035375 & 0.274 & 0.392508 \tabularnewline
4 & -0.018164 & -0.1407 & 0.44429 \tabularnewline
5 & 0.00048 & 0.0037 & 0.498524 \tabularnewline
6 & 0.00748 & 0.0579 & 0.476994 \tabularnewline
7 & 0.010468 & 0.0811 & 0.467823 \tabularnewline
8 & -0.081349 & -0.6301 & 0.265502 \tabularnewline
9 & 0.041506 & 0.3215 & 0.374474 \tabularnewline
10 & 0.025685 & 0.199 & 0.421484 \tabularnewline
11 & 0.0321 & 0.2486 & 0.402241 \tabularnewline
12 & -0.093042 & -0.7207 & 0.236945 \tabularnewline
13 & 0.017382 & 0.1346 & 0.446675 \tabularnewline
14 & 0.006412 & 0.0497 & 0.480275 \tabularnewline
15 & -0.014699 & -0.1139 & 0.454866 \tabularnewline
16 & 0.012893 & 0.0999 & 0.46039 \tabularnewline
17 & 0.004964 & 0.0384 & 0.484729 \tabularnewline
18 & 0.026038 & 0.2017 & 0.420421 \tabularnewline
19 & -0.03971 & -0.3076 & 0.379729 \tabularnewline
20 & 0.027553 & 0.2134 & 0.415859 \tabularnewline
21 & 0.024996 & 0.1936 & 0.423563 \tabularnewline
22 & -0.028193 & -0.2184 & 0.413936 \tabularnewline
23 & -0.122669 & -0.9502 & 0.172913 \tabularnewline
24 & -0.036384 & -0.2818 & 0.389521 \tabularnewline
25 & 0.001435 & 0.0111 & 0.495585 \tabularnewline
26 & -0.02776 & -0.215 & 0.415237 \tabularnewline
27 & -0.050986 & -0.3949 & 0.347146 \tabularnewline
28 & 0.001296 & 0.01 & 0.49601 \tabularnewline
29 & -0.040347 & -0.3125 & 0.377862 \tabularnewline
30 & -0.013063 & -0.1012 & 0.459871 \tabularnewline
31 & 0.031214 & 0.2418 & 0.404888 \tabularnewline
32 & -0.025321 & -0.1961 & 0.422583 \tabularnewline
33 & -0.040354 & -0.3126 & 0.377843 \tabularnewline
34 & -0.024681 & -0.1912 & 0.424517 \tabularnewline
35 & -0.037718 & -0.2922 & 0.385584 \tabularnewline
36 & -0.009408 & -0.0729 & 0.471073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30628&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]0.89218[/C][C]6.9108[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.012157[/C][C]-0.0942[/C][C]0.462645[/C][/ROW]
[ROW][C]3[/C][C]0.035375[/C][C]0.274[/C][C]0.392508[/C][/ROW]
[ROW][C]4[/C][C]-0.018164[/C][C]-0.1407[/C][C]0.44429[/C][/ROW]
[ROW][C]5[/C][C]0.00048[/C][C]0.0037[/C][C]0.498524[/C][/ROW]
[ROW][C]6[/C][C]0.00748[/C][C]0.0579[/C][C]0.476994[/C][/ROW]
[ROW][C]7[/C][C]0.010468[/C][C]0.0811[/C][C]0.467823[/C][/ROW]
[ROW][C]8[/C][C]-0.081349[/C][C]-0.6301[/C][C]0.265502[/C][/ROW]
[ROW][C]9[/C][C]0.041506[/C][C]0.3215[/C][C]0.374474[/C][/ROW]
[ROW][C]10[/C][C]0.025685[/C][C]0.199[/C][C]0.421484[/C][/ROW]
[ROW][C]11[/C][C]0.0321[/C][C]0.2486[/C][C]0.402241[/C][/ROW]
[ROW][C]12[/C][C]-0.093042[/C][C]-0.7207[/C][C]0.236945[/C][/ROW]
[ROW][C]13[/C][C]0.017382[/C][C]0.1346[/C][C]0.446675[/C][/ROW]
[ROW][C]14[/C][C]0.006412[/C][C]0.0497[/C][C]0.480275[/C][/ROW]
[ROW][C]15[/C][C]-0.014699[/C][C]-0.1139[/C][C]0.454866[/C][/ROW]
[ROW][C]16[/C][C]0.012893[/C][C]0.0999[/C][C]0.46039[/C][/ROW]
[ROW][C]17[/C][C]0.004964[/C][C]0.0384[/C][C]0.484729[/C][/ROW]
[ROW][C]18[/C][C]0.026038[/C][C]0.2017[/C][C]0.420421[/C][/ROW]
[ROW][C]19[/C][C]-0.03971[/C][C]-0.3076[/C][C]0.379729[/C][/ROW]
[ROW][C]20[/C][C]0.027553[/C][C]0.2134[/C][C]0.415859[/C][/ROW]
[ROW][C]21[/C][C]0.024996[/C][C]0.1936[/C][C]0.423563[/C][/ROW]
[ROW][C]22[/C][C]-0.028193[/C][C]-0.2184[/C][C]0.413936[/C][/ROW]
[ROW][C]23[/C][C]-0.122669[/C][C]-0.9502[/C][C]0.172913[/C][/ROW]
[ROW][C]24[/C][C]-0.036384[/C][C]-0.2818[/C][C]0.389521[/C][/ROW]
[ROW][C]25[/C][C]0.001435[/C][C]0.0111[/C][C]0.495585[/C][/ROW]
[ROW][C]26[/C][C]-0.02776[/C][C]-0.215[/C][C]0.415237[/C][/ROW]
[ROW][C]27[/C][C]-0.050986[/C][C]-0.3949[/C][C]0.347146[/C][/ROW]
[ROW][C]28[/C][C]0.001296[/C][C]0.01[/C][C]0.49601[/C][/ROW]
[ROW][C]29[/C][C]-0.040347[/C][C]-0.3125[/C][C]0.377862[/C][/ROW]
[ROW][C]30[/C][C]-0.013063[/C][C]-0.1012[/C][C]0.459871[/C][/ROW]
[ROW][C]31[/C][C]0.031214[/C][C]0.2418[/C][C]0.404888[/C][/ROW]
[ROW][C]32[/C][C]-0.025321[/C][C]-0.1961[/C][C]0.422583[/C][/ROW]
[ROW][C]33[/C][C]-0.040354[/C][C]-0.3126[/C][C]0.377843[/C][/ROW]
[ROW][C]34[/C][C]-0.024681[/C][C]-0.1912[/C][C]0.424517[/C][/ROW]
[ROW][C]35[/C][C]-0.037718[/C][C]-0.2922[/C][C]0.385584[/C][/ROW]
[ROW][C]36[/C][C]-0.009408[/C][C]-0.0729[/C][C]0.471073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30628&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30628&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	0.89218	6.9108	0
2	-0.012157	-0.0942	0.462645
3	0.035375	0.274	0.392508
4	-0.018164	-0.1407	0.44429
5	0.00048	0.0037	0.498524
6	0.00748	0.0579	0.476994
7	0.010468	0.0811	0.467823
8	-0.081349	-0.6301	0.265502
9	0.041506	0.3215	0.374474
10	0.025685	0.199	0.421484
11	0.0321	0.2486	0.402241
12	-0.093042	-0.7207	0.236945
13	0.017382	0.1346	0.446675
14	0.006412	0.0497	0.480275
15	-0.014699	-0.1139	0.454866
16	0.012893	0.0999	0.46039
17	0.004964	0.0384	0.484729
18	0.026038	0.2017	0.420421
19	-0.03971	-0.3076	0.379729
20	0.027553	0.2134	0.415859
21	0.024996	0.1936	0.423563
22	-0.028193	-0.2184	0.413936
23	-0.122669	-0.9502	0.172913
24	-0.036384	-0.2818	0.389521
25	0.001435	0.0111	0.495585
26	-0.02776	-0.215	0.415237
27	-0.050986	-0.3949	0.347146
28	0.001296	0.01	0.49601
29	-0.040347	-0.3125	0.377862
30	-0.013063	-0.1012	0.459871
31	0.031214	0.2418	0.404888
32	-0.025321	-0.1961	0.422583
33	-0.040354	-0.3126	0.377843
34	-0.024681	-0.1912	0.424517
35	-0.037718	-0.2922	0.385584
36	-0.009408	-0.0729	0.471073

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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