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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 05:41:59 -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/2009/Dec/01/t1259671362aialomxj3138cbo.htm/, Retrieved Fri, 19 Apr 2024 08:34:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62012, Retrieved Fri, 19 Apr 2024 08:34:53 +0000

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Estimated Impact

154

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   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-01 12:41:59] [c60887983b0820a525cba943a935572d] [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=62012&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=62012&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62012&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	0.29685	2.2801	0.013114
2	-0.137592	-1.0569	0.147441
3	-0.26914	-2.0673	0.02155
4	-0.229534	-1.7631	0.041532
5	-0.0517	-0.3971	0.346357
6	0.02363	0.1815	0.428296
7	-0.055019	-0.4226	0.337058
8	-0.257935	-1.9812	0.026116
9	-0.23335	-1.7924	0.039098
10	-0.112675	-0.8655	0.195142
11	0.272482	2.093	0.02033
12	0.768737	5.9048	0
13	0.206335	1.5849	0.059169
14	-0.125745	-0.9659	0.169026
15	-0.222825	-1.7116	0.046116
16	-0.179939	-1.3821	0.08607
17	-0.031698	-0.2435	0.40424
18	0.033163	0.2547	0.39991
19	-0.068634	-0.5272	0.30002
20	-0.221472	-1.7012	0.047089
21	-0.193993	-1.4901	0.070764
22	-0.098481	-0.7564	0.226195
23	0.211463	1.6243	0.054824
24	0.556634	4.2756	3.5e-05
25	0.125249	0.9621	0.169975
26	-0.107557	-0.8262	0.206021
27	-0.1321	-1.0147	0.157201
28	-0.105889	-0.8133	0.209645
29	-0.00184	-0.0141	0.494385
30	0.011183	0.0859	0.465919
31	-0.054996	-0.4224	0.337123
32	-0.177696	-1.3649	0.088732
33	-0.13695	-1.0519	0.148559
34	-0.058965	-0.4529	0.326135
35	0.141966	1.0905	0.139972
36	0.349255	2.6827	0.00473

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.29685 & 2.2801 & 0.013114 \tabularnewline
2 & -0.137592 & -1.0569 & 0.147441 \tabularnewline
3 & -0.26914 & -2.0673 & 0.02155 \tabularnewline
4 & -0.229534 & -1.7631 & 0.041532 \tabularnewline
5 & -0.0517 & -0.3971 & 0.346357 \tabularnewline
6 & 0.02363 & 0.1815 & 0.428296 \tabularnewline
7 & -0.055019 & -0.4226 & 0.337058 \tabularnewline
8 & -0.257935 & -1.9812 & 0.026116 \tabularnewline
9 & -0.23335 & -1.7924 & 0.039098 \tabularnewline
10 & -0.112675 & -0.8655 & 0.195142 \tabularnewline
11 & 0.272482 & 2.093 & 0.02033 \tabularnewline
12 & 0.768737 & 5.9048 & 0 \tabularnewline
13 & 0.206335 & 1.5849 & 0.059169 \tabularnewline
14 & -0.125745 & -0.9659 & 0.169026 \tabularnewline
15 & -0.222825 & -1.7116 & 0.046116 \tabularnewline
16 & -0.179939 & -1.3821 & 0.08607 \tabularnewline
17 & -0.031698 & -0.2435 & 0.40424 \tabularnewline
18 & 0.033163 & 0.2547 & 0.39991 \tabularnewline
19 & -0.068634 & -0.5272 & 0.30002 \tabularnewline
20 & -0.221472 & -1.7012 & 0.047089 \tabularnewline
21 & -0.193993 & -1.4901 & 0.070764 \tabularnewline
22 & -0.098481 & -0.7564 & 0.226195 \tabularnewline
23 & 0.211463 & 1.6243 & 0.054824 \tabularnewline
24 & 0.556634 & 4.2756 & 3.5e-05 \tabularnewline
25 & 0.125249 & 0.9621 & 0.169975 \tabularnewline
26 & -0.107557 & -0.8262 & 0.206021 \tabularnewline
27 & -0.1321 & -1.0147 & 0.157201 \tabularnewline
28 & -0.105889 & -0.8133 & 0.209645 \tabularnewline
29 & -0.00184 & -0.0141 & 0.494385 \tabularnewline
30 & 0.011183 & 0.0859 & 0.465919 \tabularnewline
31 & -0.054996 & -0.4224 & 0.337123 \tabularnewline
32 & -0.177696 & -1.3649 & 0.088732 \tabularnewline
33 & -0.13695 & -1.0519 & 0.148559 \tabularnewline
34 & -0.058965 & -0.4529 & 0.326135 \tabularnewline
35 & 0.141966 & 1.0905 & 0.139972 \tabularnewline
36 & 0.349255 & 2.6827 & 0.00473 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62012&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]0.29685[/C][C]2.2801[/C][C]0.013114[/C][/ROW]
[ROW][C]2[/C][C]-0.137592[/C][C]-1.0569[/C][C]0.147441[/C][/ROW]
[ROW][C]3[/C][C]-0.26914[/C][C]-2.0673[/C][C]0.02155[/C][/ROW]
[ROW][C]4[/C][C]-0.229534[/C][C]-1.7631[/C][C]0.041532[/C][/ROW]
[ROW][C]5[/C][C]-0.0517[/C][C]-0.3971[/C][C]0.346357[/C][/ROW]
[ROW][C]6[/C][C]0.02363[/C][C]0.1815[/C][C]0.428296[/C][/ROW]
[ROW][C]7[/C][C]-0.055019[/C][C]-0.4226[/C][C]0.337058[/C][/ROW]
[ROW][C]8[/C][C]-0.257935[/C][C]-1.9812[/C][C]0.026116[/C][/ROW]
[ROW][C]9[/C][C]-0.23335[/C][C]-1.7924[/C][C]0.039098[/C][/ROW]
[ROW][C]10[/C][C]-0.112675[/C][C]-0.8655[/C][C]0.195142[/C][/ROW]
[ROW][C]11[/C][C]0.272482[/C][C]2.093[/C][C]0.02033[/C][/ROW]
[ROW][C]12[/C][C]0.768737[/C][C]5.9048[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.206335[/C][C]1.5849[/C][C]0.059169[/C][/ROW]
[ROW][C]14[/C][C]-0.125745[/C][C]-0.9659[/C][C]0.169026[/C][/ROW]
[ROW][C]15[/C][C]-0.222825[/C][C]-1.7116[/C][C]0.046116[/C][/ROW]
[ROW][C]16[/C][C]-0.179939[/C][C]-1.3821[/C][C]0.08607[/C][/ROW]
[ROW][C]17[/C][C]-0.031698[/C][C]-0.2435[/C][C]0.40424[/C][/ROW]
[ROW][C]18[/C][C]0.033163[/C][C]0.2547[/C][C]0.39991[/C][/ROW]
[ROW][C]19[/C][C]-0.068634[/C][C]-0.5272[/C][C]0.30002[/C][/ROW]
[ROW][C]20[/C][C]-0.221472[/C][C]-1.7012[/C][C]0.047089[/C][/ROW]
[ROW][C]21[/C][C]-0.193993[/C][C]-1.4901[/C][C]0.070764[/C][/ROW]
[ROW][C]22[/C][C]-0.098481[/C][C]-0.7564[/C][C]0.226195[/C][/ROW]
[ROW][C]23[/C][C]0.211463[/C][C]1.6243[/C][C]0.054824[/C][/ROW]
[ROW][C]24[/C][C]0.556634[/C][C]4.2756[/C][C]3.5e-05[/C][/ROW]
[ROW][C]25[/C][C]0.125249[/C][C]0.9621[/C][C]0.169975[/C][/ROW]
[ROW][C]26[/C][C]-0.107557[/C][C]-0.8262[/C][C]0.206021[/C][/ROW]
[ROW][C]27[/C][C]-0.1321[/C][C]-1.0147[/C][C]0.157201[/C][/ROW]
[ROW][C]28[/C][C]-0.105889[/C][C]-0.8133[/C][C]0.209645[/C][/ROW]
[ROW][C]29[/C][C]-0.00184[/C][C]-0.0141[/C][C]0.494385[/C][/ROW]
[ROW][C]30[/C][C]0.011183[/C][C]0.0859[/C][C]0.465919[/C][/ROW]
[ROW][C]31[/C][C]-0.054996[/C][C]-0.4224[/C][C]0.337123[/C][/ROW]
[ROW][C]32[/C][C]-0.177696[/C][C]-1.3649[/C][C]0.088732[/C][/ROW]
[ROW][C]33[/C][C]-0.13695[/C][C]-1.0519[/C][C]0.148559[/C][/ROW]
[ROW][C]34[/C][C]-0.058965[/C][C]-0.4529[/C][C]0.326135[/C][/ROW]
[ROW][C]35[/C][C]0.141966[/C][C]1.0905[/C][C]0.139972[/C][/ROW]
[ROW][C]36[/C][C]0.349255[/C][C]2.6827[/C][C]0.00473[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62012&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62012&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	0.29685	2.2801	0.013114
2	-0.137592	-1.0569	0.147441
3	-0.26914	-2.0673	0.02155
4	-0.229534	-1.7631	0.041532
5	-0.0517	-0.3971	0.346357
6	0.02363	0.1815	0.428296
7	-0.055019	-0.4226	0.337058
8	-0.257935	-1.9812	0.026116
9	-0.23335	-1.7924	0.039098
10	-0.112675	-0.8655	0.195142
11	0.272482	2.093	0.02033
12	0.768737	5.9048	0
13	0.206335	1.5849	0.059169
14	-0.125745	-0.9659	0.169026
15	-0.222825	-1.7116	0.046116
16	-0.179939	-1.3821	0.08607
17	-0.031698	-0.2435	0.40424
18	0.033163	0.2547	0.39991
19	-0.068634	-0.5272	0.30002
20	-0.221472	-1.7012	0.047089
21	-0.193993	-1.4901	0.070764
22	-0.098481	-0.7564	0.226195
23	0.211463	1.6243	0.054824
24	0.556634	4.2756	3.5e-05
25	0.125249	0.9621	0.169975
26	-0.107557	-0.8262	0.206021
27	-0.1321	-1.0147	0.157201
28	-0.105889	-0.8133	0.209645
29	-0.00184	-0.0141	0.494385
30	0.011183	0.0859	0.465919
31	-0.054996	-0.4224	0.337123
32	-0.177696	-1.3649	0.088732
33	-0.13695	-1.0519	0.148559
34	-0.058965	-0.4529	0.326135
35	0.141966	1.0905	0.139972
36	0.349255	2.6827	0.00473

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.29685	2.2801	0.013114
2	-0.247524	-1.9013	0.031077
3	-0.16905	-1.2985	0.099584
4	-0.139964	-1.0751	0.143357
5	-0.016994	-0.1305	0.448295
6	-0.070168	-0.539	0.295967
7	-0.15244	-1.1709	0.12317
8	-0.315686	-2.4248	0.009198
9	-0.20941	-1.6085	0.056532
10	-0.261585	-2.0093	0.024545
11	0.105727	0.8121	0.209998
12	0.639301	4.9106	4e-06
13	-0.240187	-1.8449	0.035036
14	0.088186	0.6774	0.25041
15	0.049906	0.3833	0.351425
16	-0.050583	-0.3885	0.34951
17	0.028315	0.2175	0.414287
18	-0.011896	-0.0914	0.463752
19	-0.052082	-0.4001	0.345281
20	0.11464	0.8806	0.191062
21	-0.077917	-0.5985	0.275901
22	-0.022312	-0.1714	0.432254
23	-0.067606	-0.5193	0.30275
24	-0.098598	-0.7573	0.225929
25	-0.03852	-0.2959	0.38418
26	-0.031222	-0.2398	0.405652
27	0.05715	0.439	0.331141
28	0.009672	0.0743	0.470516
29	-0.016892	-0.1297	0.448604
30	-0.068261	-0.5243	0.301009
31	0.074714	0.5739	0.284113
32	-0.053395	-0.4101	0.341597
33	0.051109	0.3926	0.348024
34	0.043507	0.3342	0.369713
35	-0.074464	-0.572	0.284757
36	-0.081627	-0.627	0.266541

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.29685 & 2.2801 & 0.013114 \tabularnewline
2 & -0.247524 & -1.9013 & 0.031077 \tabularnewline
3 & -0.16905 & -1.2985 & 0.099584 \tabularnewline
4 & -0.139964 & -1.0751 & 0.143357 \tabularnewline
5 & -0.016994 & -0.1305 & 0.448295 \tabularnewline
6 & -0.070168 & -0.539 & 0.295967 \tabularnewline
7 & -0.15244 & -1.1709 & 0.12317 \tabularnewline
8 & -0.315686 & -2.4248 & 0.009198 \tabularnewline
9 & -0.20941 & -1.6085 & 0.056532 \tabularnewline
10 & -0.261585 & -2.0093 & 0.024545 \tabularnewline
11 & 0.105727 & 0.8121 & 0.209998 \tabularnewline
12 & 0.639301 & 4.9106 & 4e-06 \tabularnewline
13 & -0.240187 & -1.8449 & 0.035036 \tabularnewline
14 & 0.088186 & 0.6774 & 0.25041 \tabularnewline
15 & 0.049906 & 0.3833 & 0.351425 \tabularnewline
16 & -0.050583 & -0.3885 & 0.34951 \tabularnewline
17 & 0.028315 & 0.2175 & 0.414287 \tabularnewline
18 & -0.011896 & -0.0914 & 0.463752 \tabularnewline
19 & -0.052082 & -0.4001 & 0.345281 \tabularnewline
20 & 0.11464 & 0.8806 & 0.191062 \tabularnewline
21 & -0.077917 & -0.5985 & 0.275901 \tabularnewline
22 & -0.022312 & -0.1714 & 0.432254 \tabularnewline
23 & -0.067606 & -0.5193 & 0.30275 \tabularnewline
24 & -0.098598 & -0.7573 & 0.225929 \tabularnewline
25 & -0.03852 & -0.2959 & 0.38418 \tabularnewline
26 & -0.031222 & -0.2398 & 0.405652 \tabularnewline
27 & 0.05715 & 0.439 & 0.331141 \tabularnewline
28 & 0.009672 & 0.0743 & 0.470516 \tabularnewline
29 & -0.016892 & -0.1297 & 0.448604 \tabularnewline
30 & -0.068261 & -0.5243 & 0.301009 \tabularnewline
31 & 0.074714 & 0.5739 & 0.284113 \tabularnewline
32 & -0.053395 & -0.4101 & 0.341597 \tabularnewline
33 & 0.051109 & 0.3926 & 0.348024 \tabularnewline
34 & 0.043507 & 0.3342 & 0.369713 \tabularnewline
35 & -0.074464 & -0.572 & 0.284757 \tabularnewline
36 & -0.081627 & -0.627 & 0.266541 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62012&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]0.29685[/C][C]2.2801[/C][C]0.013114[/C][/ROW]
[ROW][C]2[/C][C]-0.247524[/C][C]-1.9013[/C][C]0.031077[/C][/ROW]
[ROW][C]3[/C][C]-0.16905[/C][C]-1.2985[/C][C]0.099584[/C][/ROW]
[ROW][C]4[/C][C]-0.139964[/C][C]-1.0751[/C][C]0.143357[/C][/ROW]
[ROW][C]5[/C][C]-0.016994[/C][C]-0.1305[/C][C]0.448295[/C][/ROW]
[ROW][C]6[/C][C]-0.070168[/C][C]-0.539[/C][C]0.295967[/C][/ROW]
[ROW][C]7[/C][C]-0.15244[/C][C]-1.1709[/C][C]0.12317[/C][/ROW]
[ROW][C]8[/C][C]-0.315686[/C][C]-2.4248[/C][C]0.009198[/C][/ROW]
[ROW][C]9[/C][C]-0.20941[/C][C]-1.6085[/C][C]0.056532[/C][/ROW]
[ROW][C]10[/C][C]-0.261585[/C][C]-2.0093[/C][C]0.024545[/C][/ROW]
[ROW][C]11[/C][C]0.105727[/C][C]0.8121[/C][C]0.209998[/C][/ROW]
[ROW][C]12[/C][C]0.639301[/C][C]4.9106[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.240187[/C][C]-1.8449[/C][C]0.035036[/C][/ROW]
[ROW][C]14[/C][C]0.088186[/C][C]0.6774[/C][C]0.25041[/C][/ROW]
[ROW][C]15[/C][C]0.049906[/C][C]0.3833[/C][C]0.351425[/C][/ROW]
[ROW][C]16[/C][C]-0.050583[/C][C]-0.3885[/C][C]0.34951[/C][/ROW]
[ROW][C]17[/C][C]0.028315[/C][C]0.2175[/C][C]0.414287[/C][/ROW]
[ROW][C]18[/C][C]-0.011896[/C][C]-0.0914[/C][C]0.463752[/C][/ROW]
[ROW][C]19[/C][C]-0.052082[/C][C]-0.4001[/C][C]0.345281[/C][/ROW]
[ROW][C]20[/C][C]0.11464[/C][C]0.8806[/C][C]0.191062[/C][/ROW]
[ROW][C]21[/C][C]-0.077917[/C][C]-0.5985[/C][C]0.275901[/C][/ROW]
[ROW][C]22[/C][C]-0.022312[/C][C]-0.1714[/C][C]0.432254[/C][/ROW]
[ROW][C]23[/C][C]-0.067606[/C][C]-0.5193[/C][C]0.30275[/C][/ROW]
[ROW][C]24[/C][C]-0.098598[/C][C]-0.7573[/C][C]0.225929[/C][/ROW]
[ROW][C]25[/C][C]-0.03852[/C][C]-0.2959[/C][C]0.38418[/C][/ROW]
[ROW][C]26[/C][C]-0.031222[/C][C]-0.2398[/C][C]0.405652[/C][/ROW]
[ROW][C]27[/C][C]0.05715[/C][C]0.439[/C][C]0.331141[/C][/ROW]
[ROW][C]28[/C][C]0.009672[/C][C]0.0743[/C][C]0.470516[/C][/ROW]
[ROW][C]29[/C][C]-0.016892[/C][C]-0.1297[/C][C]0.448604[/C][/ROW]
[ROW][C]30[/C][C]-0.068261[/C][C]-0.5243[/C][C]0.301009[/C][/ROW]
[ROW][C]31[/C][C]0.074714[/C][C]0.5739[/C][C]0.284113[/C][/ROW]
[ROW][C]32[/C][C]-0.053395[/C][C]-0.4101[/C][C]0.341597[/C][/ROW]
[ROW][C]33[/C][C]0.051109[/C][C]0.3926[/C][C]0.348024[/C][/ROW]
[ROW][C]34[/C][C]0.043507[/C][C]0.3342[/C][C]0.369713[/C][/ROW]
[ROW][C]35[/C][C]-0.074464[/C][C]-0.572[/C][C]0.284757[/C][/ROW]
[ROW][C]36[/C][C]-0.081627[/C][C]-0.627[/C][C]0.266541[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62012&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62012&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	0.29685	2.2801	0.013114
2	-0.247524	-1.9013	0.031077
3	-0.16905	-1.2985	0.099584
4	-0.139964	-1.0751	0.143357
5	-0.016994	-0.1305	0.448295
6	-0.070168	-0.539	0.295967
7	-0.15244	-1.1709	0.12317
8	-0.315686	-2.4248	0.009198
9	-0.20941	-1.6085	0.056532
10	-0.261585	-2.0093	0.024545
11	0.105727	0.8121	0.209998
12	0.639301	4.9106	4e-06
13	-0.240187	-1.8449	0.035036
14	0.088186	0.6774	0.25041
15	0.049906	0.3833	0.351425
16	-0.050583	-0.3885	0.34951
17	0.028315	0.2175	0.414287
18	-0.011896	-0.0914	0.463752
19	-0.052082	-0.4001	0.345281
20	0.11464	0.8806	0.191062
21	-0.077917	-0.5985	0.275901
22	-0.022312	-0.1714	0.432254
23	-0.067606	-0.5193	0.30275
24	-0.098598	-0.7573	0.225929
25	-0.03852	-0.2959	0.38418
26	-0.031222	-0.2398	0.405652
27	0.05715	0.439	0.331141
28	0.009672	0.0743	0.470516
29	-0.016892	-0.1297	0.448604
30	-0.068261	-0.5243	0.301009
31	0.074714	0.5739	0.284113
32	-0.053395	-0.4101	0.341597
33	0.051109	0.3926	0.348024
34	0.043507	0.3342	0.369713
35	-0.074464	-0.572	0.284757
36	-0.081627	-0.627	0.266541

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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