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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 12:28:55 -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/t1228764566vgjg6lecenoaei2.htm/, Retrieved Thu, 16 May 2024 14:13:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30812, Retrieved Thu, 16 May 2024 14:13:29 +0000

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Estimated Impact

164

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

F     [(Partial) Autocorrelation Function] [] [2008-12-07 13:32:26] [a4ee3bef49b119f4bd2e925060c84f5e]
F   P     [(Partial) Autocorrelation Function] [] [2008-12-08 19:28:55] [3762bf489501725951ad2579179cae2a] [Current]

Feedback Forum

2008-12-15 22:47:23 [Kenny Simons] [reply] 
Bij de grafiek van de ACF zien we duidelijk een langetermijn trend. Dit kunnen we concluderen door telkens naar de eerste 5 coëfficiënten te zien. We zien dat deze een dalende lijn vertonen en dat ze allemaal buiten het betrouwbaarheidsinterval liggen, ze zijn met andere woorden allemaal significant positief. Seizoenaliteit kan je moeilijk af lezen van deze grafiek, daardoor gaan we eerst de lange termijn trend uit ons reeks halen door d op 1 te zetten. Dit heb je helaas niet gedaan. 
 
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/09/t1228777516czdy059hmqcpt6d.htm 
 
Door nu onze tijdreeks éénmaal te differentiëren hebben we de langetermijn trend uit onze reeks gehaald en hebben we nu wel een beter zicht op seizoenaliteit. We zien dat we hier duidelijk te maken hebben met seizoenaliteit. Dit zien we aan de lags 12,24,36,48,60, deze zijn allemaal positief en significant. Daardoor gaan we nu D ook op 1 zetten. Zo kunnen we de seizoenaliteit ook uit onze tijdreeks halen.  
 
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/09/t1228777615atr92h2ujx5d2tc.htm 
 
Door nu ook D op 1 te zetten hebben we ook de seizoenaliteit uit onze reeks kunnen halen. We hebben onze tijdreeks stationair kunnen maken. Toch valt er nog een patroon op te merken, maar dit patroon kunnen we toewijzen aan een ARMA-proces.  

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30812&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]3 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=30812&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30812&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.956469	18.4477	0
2	0.912065	17.5913	0
3	0.877384	16.9224	0
4	0.86144	16.6149	0
5	0.851011	16.4137	0
6	0.820173	15.8189	0
7	0.798786	15.4064	0
8	0.760298	14.6641	0
9	0.730191	14.0834	0
10	0.719513	13.8775	0
11	0.723691	13.9581	0
12	0.727977	14.0407	0
13	0.675414	13.0269	0
14	0.625089	12.0563	0
15	0.589903	11.3776	0
16	0.576729	11.1235	0
17	0.574072	11.0723	0
18	0.555414	10.7124	0
19	0.548374	10.5767	0
20	0.524465	10.1155	0
21	0.509184	9.8208	0
22	0.513276	9.8997	0
23	0.528901	10.2011	0
24	0.546318	10.537	0
25	0.508314	9.804	0
26	0.47117	9.0876	0
27	0.446899	8.6195	0
28	0.441821	8.5215	0
29	0.443651	8.5568	0
30	0.428002	8.255	0
31	0.421992	8.1391	0
32	0.399225	7.7	0
33	0.385918	7.4433	0
34	0.389156	7.5058	0
35	0.404112	7.7942	0
36	0.421291	8.1256	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956469 & 18.4477 & 0 \tabularnewline
2 & 0.912065 & 17.5913 & 0 \tabularnewline
3 & 0.877384 & 16.9224 & 0 \tabularnewline
4 & 0.86144 & 16.6149 & 0 \tabularnewline
5 & 0.851011 & 16.4137 & 0 \tabularnewline
6 & 0.820173 & 15.8189 & 0 \tabularnewline
7 & 0.798786 & 15.4064 & 0 \tabularnewline
8 & 0.760298 & 14.6641 & 0 \tabularnewline
9 & 0.730191 & 14.0834 & 0 \tabularnewline
10 & 0.719513 & 13.8775 & 0 \tabularnewline
11 & 0.723691 & 13.9581 & 0 \tabularnewline
12 & 0.727977 & 14.0407 & 0 \tabularnewline
13 & 0.675414 & 13.0269 & 0 \tabularnewline
14 & 0.625089 & 12.0563 & 0 \tabularnewline
15 & 0.589903 & 11.3776 & 0 \tabularnewline
16 & 0.576729 & 11.1235 & 0 \tabularnewline
17 & 0.574072 & 11.0723 & 0 \tabularnewline
18 & 0.555414 & 10.7124 & 0 \tabularnewline
19 & 0.548374 & 10.5767 & 0 \tabularnewline
20 & 0.524465 & 10.1155 & 0 \tabularnewline
21 & 0.509184 & 9.8208 & 0 \tabularnewline
22 & 0.513276 & 9.8997 & 0 \tabularnewline
23 & 0.528901 & 10.2011 & 0 \tabularnewline
24 & 0.546318 & 10.537 & 0 \tabularnewline
25 & 0.508314 & 9.804 & 0 \tabularnewline
26 & 0.47117 & 9.0876 & 0 \tabularnewline
27 & 0.446899 & 8.6195 & 0 \tabularnewline
28 & 0.441821 & 8.5215 & 0 \tabularnewline
29 & 0.443651 & 8.5568 & 0 \tabularnewline
30 & 0.428002 & 8.255 & 0 \tabularnewline
31 & 0.421992 & 8.1391 & 0 \tabularnewline
32 & 0.399225 & 7.7 & 0 \tabularnewline
33 & 0.385918 & 7.4433 & 0 \tabularnewline
34 & 0.389156 & 7.5058 & 0 \tabularnewline
35 & 0.404112 & 7.7942 & 0 \tabularnewline
36 & 0.421291 & 8.1256 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30812&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]0.956469[/C][C]18.4477[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.912065[/C][C]17.5913[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.877384[/C][C]16.9224[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.86144[/C][C]16.6149[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.851011[/C][C]16.4137[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.820173[/C][C]15.8189[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.798786[/C][C]15.4064[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.760298[/C][C]14.6641[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.730191[/C][C]14.0834[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.719513[/C][C]13.8775[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.723691[/C][C]13.9581[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.727977[/C][C]14.0407[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.675414[/C][C]13.0269[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.625089[/C][C]12.0563[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.589903[/C][C]11.3776[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.576729[/C][C]11.1235[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.574072[/C][C]11.0723[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.555414[/C][C]10.7124[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.548374[/C][C]10.5767[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.524465[/C][C]10.1155[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.509184[/C][C]9.8208[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.513276[/C][C]9.8997[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.528901[/C][C]10.2011[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.546318[/C][C]10.537[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.508314[/C][C]9.804[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.47117[/C][C]9.0876[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.446899[/C][C]8.6195[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.441821[/C][C]8.5215[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.443651[/C][C]8.5568[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.428002[/C][C]8.255[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.421992[/C][C]8.1391[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.399225[/C][C]7.7[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.385918[/C][C]7.4433[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.389156[/C][C]7.5058[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.404112[/C][C]7.7942[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.421291[/C][C]8.1256[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30812&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30812&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	0.956469	18.4477	0
2	0.912065	17.5913	0
3	0.877384	16.9224	0
4	0.86144	16.6149	0
5	0.851011	16.4137	0
6	0.820173	15.8189	0
7	0.798786	15.4064	0
8	0.760298	14.6641	0
9	0.730191	14.0834	0
10	0.719513	13.8775	0
11	0.723691	13.9581	0
12	0.727977	14.0407	0
13	0.675414	13.0269	0
14	0.625089	12.0563	0
15	0.589903	11.3776	0
16	0.576729	11.1235	0
17	0.574072	11.0723	0
18	0.555414	10.7124	0
19	0.548374	10.5767	0
20	0.524465	10.1155	0
21	0.509184	9.8208	0
22	0.513276	9.8997	0
23	0.528901	10.2011	0
24	0.546318	10.537	0
25	0.508314	9.804	0
26	0.47117	9.0876	0
27	0.446899	8.6195	0
28	0.441821	8.5215	0
29	0.443651	8.5568	0
30	0.428002	8.255	0
31	0.421992	8.1391	0
32	0.399225	7.7	0
33	0.385918	7.4433	0
34	0.389156	7.5058	0
35	0.404112	7.7942	0
36	0.421291	8.1256	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.956469	18.4477	0
2	-0.032497	-0.6268	0.265592
3	0.091171	1.7584	0.039747
4	0.20072	3.8713	6.4e-05
5	0.069561	1.3416	0.090265
6	-0.209037	-4.0318	3.4e-05
7	0.166857	3.2182	0.000702
8	-0.254774	-4.9139	1e-06
9	0.048356	0.9327	0.175803
10	0.232208	4.4787	5e-06
11	0.166825	3.2176	0.000703
12	-0.034933	-0.6738	0.250442
13	-0.556401	-10.7315	0
14	0.044746	0.863	0.194337
15	0.140223	2.7045	0.003577
16	0.080985	1.562	0.05957
17	0.150262	2.8982	0.001988
18	0.053743	1.0366	0.150306
19	0.105205	2.0291	0.021579
20	-0.072138	-1.3914	0.082475
21	0.00276	0.0532	0.47879
22	0.062961	1.2143	0.112692
23	-0.032876	-0.6341	0.263205
24	0.065585	1.265	0.10334
25	-0.266582	-5.1417	0
26	-0.005407	-0.1043	0.458498
27	0.046998	0.9065	0.182637
28	-0.001174	-0.0226	0.490971
29	-0.009349	-0.1803	0.428501
30	0.016935	0.3266	0.372067
31	0.047887	0.9236	0.178143
32	-0.000869	-0.0168	0.493319
33	0.062127	1.1983	0.11579
34	0.012223	0.2357	0.406878
35	0.009834	0.1897	0.424833
36	0.04483	0.8647	0.193892

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956469 & 18.4477 & 0 \tabularnewline
2 & -0.032497 & -0.6268 & 0.265592 \tabularnewline
3 & 0.091171 & 1.7584 & 0.039747 \tabularnewline
4 & 0.20072 & 3.8713 & 6.4e-05 \tabularnewline
5 & 0.069561 & 1.3416 & 0.090265 \tabularnewline
6 & -0.209037 & -4.0318 & 3.4e-05 \tabularnewline
7 & 0.166857 & 3.2182 & 0.000702 \tabularnewline
8 & -0.254774 & -4.9139 & 1e-06 \tabularnewline
9 & 0.048356 & 0.9327 & 0.175803 \tabularnewline
10 & 0.232208 & 4.4787 & 5e-06 \tabularnewline
11 & 0.166825 & 3.2176 & 0.000703 \tabularnewline
12 & -0.034933 & -0.6738 & 0.250442 \tabularnewline
13 & -0.556401 & -10.7315 & 0 \tabularnewline
14 & 0.044746 & 0.863 & 0.194337 \tabularnewline
15 & 0.140223 & 2.7045 & 0.003577 \tabularnewline
16 & 0.080985 & 1.562 & 0.05957 \tabularnewline
17 & 0.150262 & 2.8982 & 0.001988 \tabularnewline
18 & 0.053743 & 1.0366 & 0.150306 \tabularnewline
19 & 0.105205 & 2.0291 & 0.021579 \tabularnewline
20 & -0.072138 & -1.3914 & 0.082475 \tabularnewline
21 & 0.00276 & 0.0532 & 0.47879 \tabularnewline
22 & 0.062961 & 1.2143 & 0.112692 \tabularnewline
23 & -0.032876 & -0.6341 & 0.263205 \tabularnewline
24 & 0.065585 & 1.265 & 0.10334 \tabularnewline
25 & -0.266582 & -5.1417 & 0 \tabularnewline
26 & -0.005407 & -0.1043 & 0.458498 \tabularnewline
27 & 0.046998 & 0.9065 & 0.182637 \tabularnewline
28 & -0.001174 & -0.0226 & 0.490971 \tabularnewline
29 & -0.009349 & -0.1803 & 0.428501 \tabularnewline
30 & 0.016935 & 0.3266 & 0.372067 \tabularnewline
31 & 0.047887 & 0.9236 & 0.178143 \tabularnewline
32 & -0.000869 & -0.0168 & 0.493319 \tabularnewline
33 & 0.062127 & 1.1983 & 0.11579 \tabularnewline
34 & 0.012223 & 0.2357 & 0.406878 \tabularnewline
35 & 0.009834 & 0.1897 & 0.424833 \tabularnewline
36 & 0.04483 & 0.8647 & 0.193892 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30812&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]0.956469[/C][C]18.4477[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.032497[/C][C]-0.6268[/C][C]0.265592[/C][/ROW]
[ROW][C]3[/C][C]0.091171[/C][C]1.7584[/C][C]0.039747[/C][/ROW]
[ROW][C]4[/C][C]0.20072[/C][C]3.8713[/C][C]6.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.069561[/C][C]1.3416[/C][C]0.090265[/C][/ROW]
[ROW][C]6[/C][C]-0.209037[/C][C]-4.0318[/C][C]3.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.166857[/C][C]3.2182[/C][C]0.000702[/C][/ROW]
[ROW][C]8[/C][C]-0.254774[/C][C]-4.9139[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.048356[/C][C]0.9327[/C][C]0.175803[/C][/ROW]
[ROW][C]10[/C][C]0.232208[/C][C]4.4787[/C][C]5e-06[/C][/ROW]
[ROW][C]11[/C][C]0.166825[/C][C]3.2176[/C][C]0.000703[/C][/ROW]
[ROW][C]12[/C][C]-0.034933[/C][C]-0.6738[/C][C]0.250442[/C][/ROW]
[ROW][C]13[/C][C]-0.556401[/C][C]-10.7315[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.044746[/C][C]0.863[/C][C]0.194337[/C][/ROW]
[ROW][C]15[/C][C]0.140223[/C][C]2.7045[/C][C]0.003577[/C][/ROW]
[ROW][C]16[/C][C]0.080985[/C][C]1.562[/C][C]0.05957[/C][/ROW]
[ROW][C]17[/C][C]0.150262[/C][C]2.8982[/C][C]0.001988[/C][/ROW]
[ROW][C]18[/C][C]0.053743[/C][C]1.0366[/C][C]0.150306[/C][/ROW]
[ROW][C]19[/C][C]0.105205[/C][C]2.0291[/C][C]0.021579[/C][/ROW]
[ROW][C]20[/C][C]-0.072138[/C][C]-1.3914[/C][C]0.082475[/C][/ROW]
[ROW][C]21[/C][C]0.00276[/C][C]0.0532[/C][C]0.47879[/C][/ROW]
[ROW][C]22[/C][C]0.062961[/C][C]1.2143[/C][C]0.112692[/C][/ROW]
[ROW][C]23[/C][C]-0.032876[/C][C]-0.6341[/C][C]0.263205[/C][/ROW]
[ROW][C]24[/C][C]0.065585[/C][C]1.265[/C][C]0.10334[/C][/ROW]
[ROW][C]25[/C][C]-0.266582[/C][C]-5.1417[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.005407[/C][C]-0.1043[/C][C]0.458498[/C][/ROW]
[ROW][C]27[/C][C]0.046998[/C][C]0.9065[/C][C]0.182637[/C][/ROW]
[ROW][C]28[/C][C]-0.001174[/C][C]-0.0226[/C][C]0.490971[/C][/ROW]
[ROW][C]29[/C][C]-0.009349[/C][C]-0.1803[/C][C]0.428501[/C][/ROW]
[ROW][C]30[/C][C]0.016935[/C][C]0.3266[/C][C]0.372067[/C][/ROW]
[ROW][C]31[/C][C]0.047887[/C][C]0.9236[/C][C]0.178143[/C][/ROW]
[ROW][C]32[/C][C]-0.000869[/C][C]-0.0168[/C][C]0.493319[/C][/ROW]
[ROW][C]33[/C][C]0.062127[/C][C]1.1983[/C][C]0.11579[/C][/ROW]
[ROW][C]34[/C][C]0.012223[/C][C]0.2357[/C][C]0.406878[/C][/ROW]
[ROW][C]35[/C][C]0.009834[/C][C]0.1897[/C][C]0.424833[/C][/ROW]
[ROW][C]36[/C][C]0.04483[/C][C]0.8647[/C][C]0.193892[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30812&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30812&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	0.956469	18.4477	0
2	-0.032497	-0.6268	0.265592
3	0.091171	1.7584	0.039747
4	0.20072	3.8713	6.4e-05
5	0.069561	1.3416	0.090265
6	-0.209037	-4.0318	3.4e-05
7	0.166857	3.2182	0.000702
8	-0.254774	-4.9139	1e-06
9	0.048356	0.9327	0.175803
10	0.232208	4.4787	5e-06
11	0.166825	3.2176	0.000703
12	-0.034933	-0.6738	0.250442
13	-0.556401	-10.7315	0
14	0.044746	0.863	0.194337
15	0.140223	2.7045	0.003577
16	0.080985	1.562	0.05957
17	0.150262	2.8982	0.001988
18	0.053743	1.0366	0.150306
19	0.105205	2.0291	0.021579
20	-0.072138	-1.3914	0.082475
21	0.00276	0.0532	0.47879
22	0.062961	1.2143	0.112692
23	-0.032876	-0.6341	0.263205
24	0.065585	1.265	0.10334
25	-0.266582	-5.1417	0
26	-0.005407	-0.1043	0.458498
27	0.046998	0.9065	0.182637
28	-0.001174	-0.0226	0.490971
29	-0.009349	-0.1803	0.428501
30	0.016935	0.3266	0.372067
31	0.047887	0.9236	0.178143
32	-0.000869	-0.0168	0.493319
33	0.062127	1.1983	0.11579
34	0.012223	0.2357	0.406878
35	0.009834	0.1897	0.424833
36	0.04483	0.8647	0.193892

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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