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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 09:40:53 -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/19/t1229704953huli2do689vx2gq.htm/, Retrieved Wed, 15 May 2024 07:14:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35218, Retrieved Wed, 15 May 2024 07:14:14 +0000

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Estimated Impact

163

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]
F RMP   [(Partial) Autocorrelation Function] [ACF met alle juis...] [2008-12-07 12:01:48] [7a664918911e34206ce9d0436dd7c1c8]
-   PD    [(Partial) Autocorrelation Function] [Paper - Autocorre...] [2008-12-12 14:38:21] [7a664918911e34206ce9d0436dd7c1c8]
-   P         [(Partial) Autocorrelation Function] [Paper - autocorre...] [2008-12-19 16:40:53] [98255691c21504803b38711776845ae0] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35218&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35218&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35218&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.491762	-3.3714	0.000752
2	0.087785	0.6018	0.275091
3	0.117916	0.8084	0.21147
4	-0.084371	-0.5784	0.282872
5	0.017076	0.1171	0.453653
6	0.16432	1.1265	0.132832
7	-0.220537	-1.5119	0.068624
8	0.139084	0.9535	0.172605
9	0.125032	0.8572	0.197849
10	-0.152775	-1.0474	0.150142
11	0.106057	0.7271	0.235388
12	-0.183936	-1.261	0.106766
13	0.013964	0.0957	0.462071
14	0.133798	0.9173	0.181841
15	-0.070053	-0.4803	0.316636
16	-0.161076	-1.1043	0.137546
17	0.168675	1.1564	0.126686
18	-0.068549	-0.4699	0.320282
19	-0.032375	-0.2219	0.412657
20	0.004799	0.0329	0.486946
21	-0.044333	-0.3039	0.38126
22	-0.043308	-0.2969	0.383924
23	0.032482	0.2227	0.412373
24	0.037994	0.2605	0.397819
25	-0.218	-1.4945	0.07086
26	0.13766	0.9438	0.175062
27	-0.052559	-0.3603	0.360109
28	0.007979	0.0547	0.478305
29	0.00827	0.0567	0.477513
30	-0.089327	-0.6124	0.271614
31	0.049998	0.3428	0.366651
32	0.070762	0.4851	0.314923
33	-0.102569	-0.7032	0.242708
34	0.068449	0.4693	0.320525
35	0.00692	0.0474	0.481182
36	-0.012651	-0.0867	0.465627

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.491762 & -3.3714 & 0.000752 \tabularnewline
2 & 0.087785 & 0.6018 & 0.275091 \tabularnewline
3 & 0.117916 & 0.8084 & 0.21147 \tabularnewline
4 & -0.084371 & -0.5784 & 0.282872 \tabularnewline
5 & 0.017076 & 0.1171 & 0.453653 \tabularnewline
6 & 0.16432 & 1.1265 & 0.132832 \tabularnewline
7 & -0.220537 & -1.5119 & 0.068624 \tabularnewline
8 & 0.139084 & 0.9535 & 0.172605 \tabularnewline
9 & 0.125032 & 0.8572 & 0.197849 \tabularnewline
10 & -0.152775 & -1.0474 & 0.150142 \tabularnewline
11 & 0.106057 & 0.7271 & 0.235388 \tabularnewline
12 & -0.183936 & -1.261 & 0.106766 \tabularnewline
13 & 0.013964 & 0.0957 & 0.462071 \tabularnewline
14 & 0.133798 & 0.9173 & 0.181841 \tabularnewline
15 & -0.070053 & -0.4803 & 0.316636 \tabularnewline
16 & -0.161076 & -1.1043 & 0.137546 \tabularnewline
17 & 0.168675 & 1.1564 & 0.126686 \tabularnewline
18 & -0.068549 & -0.4699 & 0.320282 \tabularnewline
19 & -0.032375 & -0.2219 & 0.412657 \tabularnewline
20 & 0.004799 & 0.0329 & 0.486946 \tabularnewline
21 & -0.044333 & -0.3039 & 0.38126 \tabularnewline
22 & -0.043308 & -0.2969 & 0.383924 \tabularnewline
23 & 0.032482 & 0.2227 & 0.412373 \tabularnewline
24 & 0.037994 & 0.2605 & 0.397819 \tabularnewline
25 & -0.218 & -1.4945 & 0.07086 \tabularnewline
26 & 0.13766 & 0.9438 & 0.175062 \tabularnewline
27 & -0.052559 & -0.3603 & 0.360109 \tabularnewline
28 & 0.007979 & 0.0547 & 0.478305 \tabularnewline
29 & 0.00827 & 0.0567 & 0.477513 \tabularnewline
30 & -0.089327 & -0.6124 & 0.271614 \tabularnewline
31 & 0.049998 & 0.3428 & 0.366651 \tabularnewline
32 & 0.070762 & 0.4851 & 0.314923 \tabularnewline
33 & -0.102569 & -0.7032 & 0.242708 \tabularnewline
34 & 0.068449 & 0.4693 & 0.320525 \tabularnewline
35 & 0.00692 & 0.0474 & 0.481182 \tabularnewline
36 & -0.012651 & -0.0867 & 0.465627 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35218&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]-0.491762[/C][C]-3.3714[/C][C]0.000752[/C][/ROW]
[ROW][C]2[/C][C]0.087785[/C][C]0.6018[/C][C]0.275091[/C][/ROW]
[ROW][C]3[/C][C]0.117916[/C][C]0.8084[/C][C]0.21147[/C][/ROW]
[ROW][C]4[/C][C]-0.084371[/C][C]-0.5784[/C][C]0.282872[/C][/ROW]
[ROW][C]5[/C][C]0.017076[/C][C]0.1171[/C][C]0.453653[/C][/ROW]
[ROW][C]6[/C][C]0.16432[/C][C]1.1265[/C][C]0.132832[/C][/ROW]
[ROW][C]7[/C][C]-0.220537[/C][C]-1.5119[/C][C]0.068624[/C][/ROW]
[ROW][C]8[/C][C]0.139084[/C][C]0.9535[/C][C]0.172605[/C][/ROW]
[ROW][C]9[/C][C]0.125032[/C][C]0.8572[/C][C]0.197849[/C][/ROW]
[ROW][C]10[/C][C]-0.152775[/C][C]-1.0474[/C][C]0.150142[/C][/ROW]
[ROW][C]11[/C][C]0.106057[/C][C]0.7271[/C][C]0.235388[/C][/ROW]
[ROW][C]12[/C][C]-0.183936[/C][C]-1.261[/C][C]0.106766[/C][/ROW]
[ROW][C]13[/C][C]0.013964[/C][C]0.0957[/C][C]0.462071[/C][/ROW]
[ROW][C]14[/C][C]0.133798[/C][C]0.9173[/C][C]0.181841[/C][/ROW]
[ROW][C]15[/C][C]-0.070053[/C][C]-0.4803[/C][C]0.316636[/C][/ROW]
[ROW][C]16[/C][C]-0.161076[/C][C]-1.1043[/C][C]0.137546[/C][/ROW]
[ROW][C]17[/C][C]0.168675[/C][C]1.1564[/C][C]0.126686[/C][/ROW]
[ROW][C]18[/C][C]-0.068549[/C][C]-0.4699[/C][C]0.320282[/C][/ROW]
[ROW][C]19[/C][C]-0.032375[/C][C]-0.2219[/C][C]0.412657[/C][/ROW]
[ROW][C]20[/C][C]0.004799[/C][C]0.0329[/C][C]0.486946[/C][/ROW]
[ROW][C]21[/C][C]-0.044333[/C][C]-0.3039[/C][C]0.38126[/C][/ROW]
[ROW][C]22[/C][C]-0.043308[/C][C]-0.2969[/C][C]0.383924[/C][/ROW]
[ROW][C]23[/C][C]0.032482[/C][C]0.2227[/C][C]0.412373[/C][/ROW]
[ROW][C]24[/C][C]0.037994[/C][C]0.2605[/C][C]0.397819[/C][/ROW]
[ROW][C]25[/C][C]-0.218[/C][C]-1.4945[/C][C]0.07086[/C][/ROW]
[ROW][C]26[/C][C]0.13766[/C][C]0.9438[/C][C]0.175062[/C][/ROW]
[ROW][C]27[/C][C]-0.052559[/C][C]-0.3603[/C][C]0.360109[/C][/ROW]
[ROW][C]28[/C][C]0.007979[/C][C]0.0547[/C][C]0.478305[/C][/ROW]
[ROW][C]29[/C][C]0.00827[/C][C]0.0567[/C][C]0.477513[/C][/ROW]
[ROW][C]30[/C][C]-0.089327[/C][C]-0.6124[/C][C]0.271614[/C][/ROW]
[ROW][C]31[/C][C]0.049998[/C][C]0.3428[/C][C]0.366651[/C][/ROW]
[ROW][C]32[/C][C]0.070762[/C][C]0.4851[/C][C]0.314923[/C][/ROW]
[ROW][C]33[/C][C]-0.102569[/C][C]-0.7032[/C][C]0.242708[/C][/ROW]
[ROW][C]34[/C][C]0.068449[/C][C]0.4693[/C][C]0.320525[/C][/ROW]
[ROW][C]35[/C][C]0.00692[/C][C]0.0474[/C][C]0.481182[/C][/ROW]
[ROW][C]36[/C][C]-0.012651[/C][C]-0.0867[/C][C]0.465627[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35218&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35218&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	-0.491762	-3.3714	0.000752
2	0.087785	0.6018	0.275091
3	0.117916	0.8084	0.21147
4	-0.084371	-0.5784	0.282872
5	0.017076	0.1171	0.453653
6	0.16432	1.1265	0.132832
7	-0.220537	-1.5119	0.068624
8	0.139084	0.9535	0.172605
9	0.125032	0.8572	0.197849
10	-0.152775	-1.0474	0.150142
11	0.106057	0.7271	0.235388
12	-0.183936	-1.261	0.106766
13	0.013964	0.0957	0.462071
14	0.133798	0.9173	0.181841
15	-0.070053	-0.4803	0.316636
16	-0.161076	-1.1043	0.137546
17	0.168675	1.1564	0.126686
18	-0.068549	-0.4699	0.320282
19	-0.032375	-0.2219	0.412657
20	0.004799	0.0329	0.486946
21	-0.044333	-0.3039	0.38126
22	-0.043308	-0.2969	0.383924
23	0.032482	0.2227	0.412373
24	0.037994	0.2605	0.397819
25	-0.218	-1.4945	0.07086
26	0.13766	0.9438	0.175062
27	-0.052559	-0.3603	0.360109
28	0.007979	0.0547	0.478305
29	0.00827	0.0567	0.477513
30	-0.089327	-0.6124	0.271614
31	0.049998	0.3428	0.366651
32	0.070762	0.4851	0.314923
33	-0.102569	-0.7032	0.242708
34	0.068449	0.4693	0.320525
35	0.00692	0.0474	0.481182
36	-0.012651	-0.0867	0.465627

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.491762	-3.3714	0.000752
2	-0.20318	-1.3929	0.085097
3	0.096221	0.6597	0.256347
4	0.060055	0.4117	0.341209
5	0.003619	0.0248	0.490155
6	0.199882	1.3703	0.088549
7	-0.05335	-0.3657	0.358097
8	-0.015385	-0.1055	0.458225
9	0.204985	1.4053	0.083253
10	0.071696	0.4915	0.312671
11	0.027686	0.1898	0.425141
12	-0.275757	-1.8905	0.032433
13	-0.242386	-1.6617	0.051613
14	0.011731	0.0804	0.468122
15	0.111907	0.7672	0.223402
16	-0.143331	-0.9826	0.16541
17	-0.109599	-0.7514	0.228086
18	0.044634	0.306	0.380479
19	0.01437	0.0985	0.46097
20	-0.041681	-0.2858	0.388162
21	0.077616	0.5321	0.298578
22	-0.018866	-0.1293	0.44882
23	-0.202327	-1.3871	0.08598
24	-0.014393	-0.0987	0.460908
25	-0.16044	-1.0999	0.138485
26	-0.066965	-0.4591	0.324143
27	-0.031427	-0.2155	0.415173
28	-0.033552	-0.23	0.409536
29	0.033164	0.2274	0.410566
30	-0.028694	-0.1967	0.42245
31	0.045678	0.3132	0.377775
32	0.07262	0.4979	0.310452
33	0.057898	0.3969	0.346607
34	0.081241	0.557	0.290098
35	-0.030512	-0.2092	0.417607
36	0.028586	0.196	0.422737

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.491762 & -3.3714 & 0.000752 \tabularnewline
2 & -0.20318 & -1.3929 & 0.085097 \tabularnewline
3 & 0.096221 & 0.6597 & 0.256347 \tabularnewline
4 & 0.060055 & 0.4117 & 0.341209 \tabularnewline
5 & 0.003619 & 0.0248 & 0.490155 \tabularnewline
6 & 0.199882 & 1.3703 & 0.088549 \tabularnewline
7 & -0.05335 & -0.3657 & 0.358097 \tabularnewline
8 & -0.015385 & -0.1055 & 0.458225 \tabularnewline
9 & 0.204985 & 1.4053 & 0.083253 \tabularnewline
10 & 0.071696 & 0.4915 & 0.312671 \tabularnewline
11 & 0.027686 & 0.1898 & 0.425141 \tabularnewline
12 & -0.275757 & -1.8905 & 0.032433 \tabularnewline
13 & -0.242386 & -1.6617 & 0.051613 \tabularnewline
14 & 0.011731 & 0.0804 & 0.468122 \tabularnewline
15 & 0.111907 & 0.7672 & 0.223402 \tabularnewline
16 & -0.143331 & -0.9826 & 0.16541 \tabularnewline
17 & -0.109599 & -0.7514 & 0.228086 \tabularnewline
18 & 0.044634 & 0.306 & 0.380479 \tabularnewline
19 & 0.01437 & 0.0985 & 0.46097 \tabularnewline
20 & -0.041681 & -0.2858 & 0.388162 \tabularnewline
21 & 0.077616 & 0.5321 & 0.298578 \tabularnewline
22 & -0.018866 & -0.1293 & 0.44882 \tabularnewline
23 & -0.202327 & -1.3871 & 0.08598 \tabularnewline
24 & -0.014393 & -0.0987 & 0.460908 \tabularnewline
25 & -0.16044 & -1.0999 & 0.138485 \tabularnewline
26 & -0.066965 & -0.4591 & 0.324143 \tabularnewline
27 & -0.031427 & -0.2155 & 0.415173 \tabularnewline
28 & -0.033552 & -0.23 & 0.409536 \tabularnewline
29 & 0.033164 & 0.2274 & 0.410566 \tabularnewline
30 & -0.028694 & -0.1967 & 0.42245 \tabularnewline
31 & 0.045678 & 0.3132 & 0.377775 \tabularnewline
32 & 0.07262 & 0.4979 & 0.310452 \tabularnewline
33 & 0.057898 & 0.3969 & 0.346607 \tabularnewline
34 & 0.081241 & 0.557 & 0.290098 \tabularnewline
35 & -0.030512 & -0.2092 & 0.417607 \tabularnewline
36 & 0.028586 & 0.196 & 0.422737 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35218&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]-0.491762[/C][C]-3.3714[/C][C]0.000752[/C][/ROW]
[ROW][C]2[/C][C]-0.20318[/C][C]-1.3929[/C][C]0.085097[/C][/ROW]
[ROW][C]3[/C][C]0.096221[/C][C]0.6597[/C][C]0.256347[/C][/ROW]
[ROW][C]4[/C][C]0.060055[/C][C]0.4117[/C][C]0.341209[/C][/ROW]
[ROW][C]5[/C][C]0.003619[/C][C]0.0248[/C][C]0.490155[/C][/ROW]
[ROW][C]6[/C][C]0.199882[/C][C]1.3703[/C][C]0.088549[/C][/ROW]
[ROW][C]7[/C][C]-0.05335[/C][C]-0.3657[/C][C]0.358097[/C][/ROW]
[ROW][C]8[/C][C]-0.015385[/C][C]-0.1055[/C][C]0.458225[/C][/ROW]
[ROW][C]9[/C][C]0.204985[/C][C]1.4053[/C][C]0.083253[/C][/ROW]
[ROW][C]10[/C][C]0.071696[/C][C]0.4915[/C][C]0.312671[/C][/ROW]
[ROW][C]11[/C][C]0.027686[/C][C]0.1898[/C][C]0.425141[/C][/ROW]
[ROW][C]12[/C][C]-0.275757[/C][C]-1.8905[/C][C]0.032433[/C][/ROW]
[ROW][C]13[/C][C]-0.242386[/C][C]-1.6617[/C][C]0.051613[/C][/ROW]
[ROW][C]14[/C][C]0.011731[/C][C]0.0804[/C][C]0.468122[/C][/ROW]
[ROW][C]15[/C][C]0.111907[/C][C]0.7672[/C][C]0.223402[/C][/ROW]
[ROW][C]16[/C][C]-0.143331[/C][C]-0.9826[/C][C]0.16541[/C][/ROW]
[ROW][C]17[/C][C]-0.109599[/C][C]-0.7514[/C][C]0.228086[/C][/ROW]
[ROW][C]18[/C][C]0.044634[/C][C]0.306[/C][C]0.380479[/C][/ROW]
[ROW][C]19[/C][C]0.01437[/C][C]0.0985[/C][C]0.46097[/C][/ROW]
[ROW][C]20[/C][C]-0.041681[/C][C]-0.2858[/C][C]0.388162[/C][/ROW]
[ROW][C]21[/C][C]0.077616[/C][C]0.5321[/C][C]0.298578[/C][/ROW]
[ROW][C]22[/C][C]-0.018866[/C][C]-0.1293[/C][C]0.44882[/C][/ROW]
[ROW][C]23[/C][C]-0.202327[/C][C]-1.3871[/C][C]0.08598[/C][/ROW]
[ROW][C]24[/C][C]-0.014393[/C][C]-0.0987[/C][C]0.460908[/C][/ROW]
[ROW][C]25[/C][C]-0.16044[/C][C]-1.0999[/C][C]0.138485[/C][/ROW]
[ROW][C]26[/C][C]-0.066965[/C][C]-0.4591[/C][C]0.324143[/C][/ROW]
[ROW][C]27[/C][C]-0.031427[/C][C]-0.2155[/C][C]0.415173[/C][/ROW]
[ROW][C]28[/C][C]-0.033552[/C][C]-0.23[/C][C]0.409536[/C][/ROW]
[ROW][C]29[/C][C]0.033164[/C][C]0.2274[/C][C]0.410566[/C][/ROW]
[ROW][C]30[/C][C]-0.028694[/C][C]-0.1967[/C][C]0.42245[/C][/ROW]
[ROW][C]31[/C][C]0.045678[/C][C]0.3132[/C][C]0.377775[/C][/ROW]
[ROW][C]32[/C][C]0.07262[/C][C]0.4979[/C][C]0.310452[/C][/ROW]
[ROW][C]33[/C][C]0.057898[/C][C]0.3969[/C][C]0.346607[/C][/ROW]
[ROW][C]34[/C][C]0.081241[/C][C]0.557[/C][C]0.290098[/C][/ROW]
[ROW][C]35[/C][C]-0.030512[/C][C]-0.2092[/C][C]0.417607[/C][/ROW]
[ROW][C]36[/C][C]0.028586[/C][C]0.196[/C][C]0.422737[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35218&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35218&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	-0.491762	-3.3714	0.000752
2	-0.20318	-1.3929	0.085097
3	0.096221	0.6597	0.256347
4	0.060055	0.4117	0.341209
5	0.003619	0.0248	0.490155
6	0.199882	1.3703	0.088549
7	-0.05335	-0.3657	0.358097
8	-0.015385	-0.1055	0.458225
9	0.204985	1.4053	0.083253
10	0.071696	0.4915	0.312671
11	0.027686	0.1898	0.425141
12	-0.275757	-1.8905	0.032433
13	-0.242386	-1.6617	0.051613
14	0.011731	0.0804	0.468122
15	0.111907	0.7672	0.223402
16	-0.143331	-0.9826	0.16541
17	-0.109599	-0.7514	0.228086
18	0.044634	0.306	0.380479
19	0.01437	0.0985	0.46097
20	-0.041681	-0.2858	0.388162
21	0.077616	0.5321	0.298578
22	-0.018866	-0.1293	0.44882
23	-0.202327	-1.3871	0.08598
24	-0.014393	-0.0987	0.460908
25	-0.16044	-1.0999	0.138485
26	-0.066965	-0.4591	0.324143
27	-0.031427	-0.2155	0.415173
28	-0.033552	-0.23	0.409536
29	0.033164	0.2274	0.410566
30	-0.028694	-0.1967	0.42245
31	0.045678	0.3132	0.377775
32	0.07262	0.4979	0.310452
33	0.057898	0.3969	0.346607
34	0.081241	0.557	0.290098
35	-0.030512	-0.2092	0.417607
36	0.028586	0.196	0.422737

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.0 ; par3 = 1 ; 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