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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 03:39:07 -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/03/t12598367898oxq4rozo9agwuq.htm/, Retrieved Thu, 18 Apr 2024 01:43:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62672, Retrieved Thu, 18 Apr 2024 01:43:32 +0000

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Estimated Impact

161

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 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-03 10:03:52] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   P       [(Partial) Autocorrelation Function] [] [2009-12-03 10:05:50] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-03 10:39:07] [5858ea01c9bd81debbf921a11363ad90] [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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62672&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]4 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=62672&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62672&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.414835	-4.0645	4.9e-05
2	0.132778	1.301	0.098195
3	-0.102127	-1.0006	0.159759
4	-0.097845	-0.9587	0.170063
5	0.020432	0.2002	0.420879
6	0.06893	0.6754	0.25053
7	-0.107198	-1.0503	0.148104
8	0.106063	1.0392	0.150661
9	0.152443	1.4936	0.069275
10	-0.103282	-1.012	0.157052
11	0.010758	0.1054	0.458136
12	-0.239193	-2.3436	0.01058
13	-0.074458	-0.7295	0.233724
14	0.00398	0.039	0.484487
15	0.17807	1.7447	0.042117
16	-0.090375	-0.8855	0.189052
17	0.038531	0.3775	0.35331
18	0.061712	0.6046	0.273419
19	-0.115829	-1.1349	0.129624
20	0.020175	0.1977	0.421861
21	0.000381	0.0037	0.498515
22	-0.225046	-2.205	0.014921
23	0.306093	2.9991	0.001724
24	-0.060756	-0.5953	0.276526
25	0.127123	1.2455	0.107981
26	0.039679	0.3888	0.349151
27	-0.084527	-0.8282	0.204809
28	-0.102449	-1.0038	0.159002
29	0.162144	1.5887	0.05771
30	-0.168622	-1.6521	0.050886
31	0.107297	1.0513	0.147883
32	-0.00397	-0.0389	0.484524
33	0.035427	0.3471	0.364635
34	0.033088	0.3242	0.373249
35	0.002374	0.0233	0.490747
36	-0.182558	-1.7887	0.038409

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.414835 & -4.0645 & 4.9e-05 \tabularnewline
2 & 0.132778 & 1.301 & 0.098195 \tabularnewline
3 & -0.102127 & -1.0006 & 0.159759 \tabularnewline
4 & -0.097845 & -0.9587 & 0.170063 \tabularnewline
5 & 0.020432 & 0.2002 & 0.420879 \tabularnewline
6 & 0.06893 & 0.6754 & 0.25053 \tabularnewline
7 & -0.107198 & -1.0503 & 0.148104 \tabularnewline
8 & 0.106063 & 1.0392 & 0.150661 \tabularnewline
9 & 0.152443 & 1.4936 & 0.069275 \tabularnewline
10 & -0.103282 & -1.012 & 0.157052 \tabularnewline
11 & 0.010758 & 0.1054 & 0.458136 \tabularnewline
12 & -0.239193 & -2.3436 & 0.01058 \tabularnewline
13 & -0.074458 & -0.7295 & 0.233724 \tabularnewline
14 & 0.00398 & 0.039 & 0.484487 \tabularnewline
15 & 0.17807 & 1.7447 & 0.042117 \tabularnewline
16 & -0.090375 & -0.8855 & 0.189052 \tabularnewline
17 & 0.038531 & 0.3775 & 0.35331 \tabularnewline
18 & 0.061712 & 0.6046 & 0.273419 \tabularnewline
19 & -0.115829 & -1.1349 & 0.129624 \tabularnewline
20 & 0.020175 & 0.1977 & 0.421861 \tabularnewline
21 & 0.000381 & 0.0037 & 0.498515 \tabularnewline
22 & -0.225046 & -2.205 & 0.014921 \tabularnewline
23 & 0.306093 & 2.9991 & 0.001724 \tabularnewline
24 & -0.060756 & -0.5953 & 0.276526 \tabularnewline
25 & 0.127123 & 1.2455 & 0.107981 \tabularnewline
26 & 0.039679 & 0.3888 & 0.349151 \tabularnewline
27 & -0.084527 & -0.8282 & 0.204809 \tabularnewline
28 & -0.102449 & -1.0038 & 0.159002 \tabularnewline
29 & 0.162144 & 1.5887 & 0.05771 \tabularnewline
30 & -0.168622 & -1.6521 & 0.050886 \tabularnewline
31 & 0.107297 & 1.0513 & 0.147883 \tabularnewline
32 & -0.00397 & -0.0389 & 0.484524 \tabularnewline
33 & 0.035427 & 0.3471 & 0.364635 \tabularnewline
34 & 0.033088 & 0.3242 & 0.373249 \tabularnewline
35 & 0.002374 & 0.0233 & 0.490747 \tabularnewline
36 & -0.182558 & -1.7887 & 0.038409 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62672&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]-0.414835[/C][C]-4.0645[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.132778[/C][C]1.301[/C][C]0.098195[/C][/ROW]
[ROW][C]3[/C][C]-0.102127[/C][C]-1.0006[/C][C]0.159759[/C][/ROW]
[ROW][C]4[/C][C]-0.097845[/C][C]-0.9587[/C][C]0.170063[/C][/ROW]
[ROW][C]5[/C][C]0.020432[/C][C]0.2002[/C][C]0.420879[/C][/ROW]
[ROW][C]6[/C][C]0.06893[/C][C]0.6754[/C][C]0.25053[/C][/ROW]
[ROW][C]7[/C][C]-0.107198[/C][C]-1.0503[/C][C]0.148104[/C][/ROW]
[ROW][C]8[/C][C]0.106063[/C][C]1.0392[/C][C]0.150661[/C][/ROW]
[ROW][C]9[/C][C]0.152443[/C][C]1.4936[/C][C]0.069275[/C][/ROW]
[ROW][C]10[/C][C]-0.103282[/C][C]-1.012[/C][C]0.157052[/C][/ROW]
[ROW][C]11[/C][C]0.010758[/C][C]0.1054[/C][C]0.458136[/C][/ROW]
[ROW][C]12[/C][C]-0.239193[/C][C]-2.3436[/C][C]0.01058[/C][/ROW]
[ROW][C]13[/C][C]-0.074458[/C][C]-0.7295[/C][C]0.233724[/C][/ROW]
[ROW][C]14[/C][C]0.00398[/C][C]0.039[/C][C]0.484487[/C][/ROW]
[ROW][C]15[/C][C]0.17807[/C][C]1.7447[/C][C]0.042117[/C][/ROW]
[ROW][C]16[/C][C]-0.090375[/C][C]-0.8855[/C][C]0.189052[/C][/ROW]
[ROW][C]17[/C][C]0.038531[/C][C]0.3775[/C][C]0.35331[/C][/ROW]
[ROW][C]18[/C][C]0.061712[/C][C]0.6046[/C][C]0.273419[/C][/ROW]
[ROW][C]19[/C][C]-0.115829[/C][C]-1.1349[/C][C]0.129624[/C][/ROW]
[ROW][C]20[/C][C]0.020175[/C][C]0.1977[/C][C]0.421861[/C][/ROW]
[ROW][C]21[/C][C]0.000381[/C][C]0.0037[/C][C]0.498515[/C][/ROW]
[ROW][C]22[/C][C]-0.225046[/C][C]-2.205[/C][C]0.014921[/C][/ROW]
[ROW][C]23[/C][C]0.306093[/C][C]2.9991[/C][C]0.001724[/C][/ROW]
[ROW][C]24[/C][C]-0.060756[/C][C]-0.5953[/C][C]0.276526[/C][/ROW]
[ROW][C]25[/C][C]0.127123[/C][C]1.2455[/C][C]0.107981[/C][/ROW]
[ROW][C]26[/C][C]0.039679[/C][C]0.3888[/C][C]0.349151[/C][/ROW]
[ROW][C]27[/C][C]-0.084527[/C][C]-0.8282[/C][C]0.204809[/C][/ROW]
[ROW][C]28[/C][C]-0.102449[/C][C]-1.0038[/C][C]0.159002[/C][/ROW]
[ROW][C]29[/C][C]0.162144[/C][C]1.5887[/C][C]0.05771[/C][/ROW]
[ROW][C]30[/C][C]-0.168622[/C][C]-1.6521[/C][C]0.050886[/C][/ROW]
[ROW][C]31[/C][C]0.107297[/C][C]1.0513[/C][C]0.147883[/C][/ROW]
[ROW][C]32[/C][C]-0.00397[/C][C]-0.0389[/C][C]0.484524[/C][/ROW]
[ROW][C]33[/C][C]0.035427[/C][C]0.3471[/C][C]0.364635[/C][/ROW]
[ROW][C]34[/C][C]0.033088[/C][C]0.3242[/C][C]0.373249[/C][/ROW]
[ROW][C]35[/C][C]0.002374[/C][C]0.0233[/C][C]0.490747[/C][/ROW]
[ROW][C]36[/C][C]-0.182558[/C][C]-1.7887[/C][C]0.038409[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62672&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62672&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	-0.414835	-4.0645	4.9e-05
2	0.132778	1.301	0.098195
3	-0.102127	-1.0006	0.159759
4	-0.097845	-0.9587	0.170063
5	0.020432	0.2002	0.420879
6	0.06893	0.6754	0.25053
7	-0.107198	-1.0503	0.148104
8	0.106063	1.0392	0.150661
9	0.152443	1.4936	0.069275
10	-0.103282	-1.012	0.157052
11	0.010758	0.1054	0.458136
12	-0.239193	-2.3436	0.01058
13	-0.074458	-0.7295	0.233724
14	0.00398	0.039	0.484487
15	0.17807	1.7447	0.042117
16	-0.090375	-0.8855	0.189052
17	0.038531	0.3775	0.35331
18	0.061712	0.6046	0.273419
19	-0.115829	-1.1349	0.129624
20	0.020175	0.1977	0.421861
21	0.000381	0.0037	0.498515
22	-0.225046	-2.205	0.014921
23	0.306093	2.9991	0.001724
24	-0.060756	-0.5953	0.276526
25	0.127123	1.2455	0.107981
26	0.039679	0.3888	0.349151
27	-0.084527	-0.8282	0.204809
28	-0.102449	-1.0038	0.159002
29	0.162144	1.5887	0.05771
30	-0.168622	-1.6521	0.050886
31	0.107297	1.0513	0.147883
32	-0.00397	-0.0389	0.484524
33	0.035427	0.3471	0.364635
34	0.033088	0.3242	0.373249
35	0.002374	0.0233	0.490747
36	-0.182558	-1.7887	0.038409

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.414835	-4.0645	4.9e-05
2	-0.047481	-0.4652	0.321415
3	-0.077632	-0.7606	0.224369
4	-0.199765	-1.9573	0.026609
5	-0.120325	-1.1789	0.120667
6	0.042484	0.4163	0.339076
7	-0.107775	-1.056	0.146815
8	-0.017194	-0.1685	0.433284
9	0.267346	2.6194	0.005119
10	0.091966	0.9011	0.1849
11	-0.039524	-0.3873	0.349713
12	-0.254358	-2.4922	0.007205
13	-0.309141	-3.029	0.001576
14	-0.307016	-3.0081	0.001678
15	-0.01035	-0.1014	0.45972
16	-0.056317	-0.5518	0.291188
17	-0.178798	-1.7519	0.041496
18	0.030443	0.2983	0.383066
19	-0.016325	-0.16	0.436627
20	-0.057662	-0.565	0.286708
21	0.170586	1.6714	0.04895
22	-0.129998	-1.2737	0.10292
23	0.007908	0.0775	0.469201
24	-0.098182	-0.962	0.169237
25	-0.03461	-0.3391	0.367634
26	0.027483	0.2693	0.394149
27	0.056656	0.5551	0.290053
28	-0.088329	-0.8654	0.194477
29	0.04731	0.4635	0.322012
30	-0.029633	-0.2903	0.386089
31	0.0264	0.2587	0.398225
32	-0.058121	-0.5695	0.285184
33	0.006971	0.0683	0.472842
34	-0.074398	-0.7289	0.233904
35	0.009795	0.096	0.461874
36	-0.147062	-1.4409	0.076432

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.414835 & -4.0645 & 4.9e-05 \tabularnewline
2 & -0.047481 & -0.4652 & 0.321415 \tabularnewline
3 & -0.077632 & -0.7606 & 0.224369 \tabularnewline
4 & -0.199765 & -1.9573 & 0.026609 \tabularnewline
5 & -0.120325 & -1.1789 & 0.120667 \tabularnewline
6 & 0.042484 & 0.4163 & 0.339076 \tabularnewline
7 & -0.107775 & -1.056 & 0.146815 \tabularnewline
8 & -0.017194 & -0.1685 & 0.433284 \tabularnewline
9 & 0.267346 & 2.6194 & 0.005119 \tabularnewline
10 & 0.091966 & 0.9011 & 0.1849 \tabularnewline
11 & -0.039524 & -0.3873 & 0.349713 \tabularnewline
12 & -0.254358 & -2.4922 & 0.007205 \tabularnewline
13 & -0.309141 & -3.029 & 0.001576 \tabularnewline
14 & -0.307016 & -3.0081 & 0.001678 \tabularnewline
15 & -0.01035 & -0.1014 & 0.45972 \tabularnewline
16 & -0.056317 & -0.5518 & 0.291188 \tabularnewline
17 & -0.178798 & -1.7519 & 0.041496 \tabularnewline
18 & 0.030443 & 0.2983 & 0.383066 \tabularnewline
19 & -0.016325 & -0.16 & 0.436627 \tabularnewline
20 & -0.057662 & -0.565 & 0.286708 \tabularnewline
21 & 0.170586 & 1.6714 & 0.04895 \tabularnewline
22 & -0.129998 & -1.2737 & 0.10292 \tabularnewline
23 & 0.007908 & 0.0775 & 0.469201 \tabularnewline
24 & -0.098182 & -0.962 & 0.169237 \tabularnewline
25 & -0.03461 & -0.3391 & 0.367634 \tabularnewline
26 & 0.027483 & 0.2693 & 0.394149 \tabularnewline
27 & 0.056656 & 0.5551 & 0.290053 \tabularnewline
28 & -0.088329 & -0.8654 & 0.194477 \tabularnewline
29 & 0.04731 & 0.4635 & 0.322012 \tabularnewline
30 & -0.029633 & -0.2903 & 0.386089 \tabularnewline
31 & 0.0264 & 0.2587 & 0.398225 \tabularnewline
32 & -0.058121 & -0.5695 & 0.285184 \tabularnewline
33 & 0.006971 & 0.0683 & 0.472842 \tabularnewline
34 & -0.074398 & -0.7289 & 0.233904 \tabularnewline
35 & 0.009795 & 0.096 & 0.461874 \tabularnewline
36 & -0.147062 & -1.4409 & 0.076432 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62672&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]-0.414835[/C][C]-4.0645[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.047481[/C][C]-0.4652[/C][C]0.321415[/C][/ROW]
[ROW][C]3[/C][C]-0.077632[/C][C]-0.7606[/C][C]0.224369[/C][/ROW]
[ROW][C]4[/C][C]-0.199765[/C][C]-1.9573[/C][C]0.026609[/C][/ROW]
[ROW][C]5[/C][C]-0.120325[/C][C]-1.1789[/C][C]0.120667[/C][/ROW]
[ROW][C]6[/C][C]0.042484[/C][C]0.4163[/C][C]0.339076[/C][/ROW]
[ROW][C]7[/C][C]-0.107775[/C][C]-1.056[/C][C]0.146815[/C][/ROW]
[ROW][C]8[/C][C]-0.017194[/C][C]-0.1685[/C][C]0.433284[/C][/ROW]
[ROW][C]9[/C][C]0.267346[/C][C]2.6194[/C][C]0.005119[/C][/ROW]
[ROW][C]10[/C][C]0.091966[/C][C]0.9011[/C][C]0.1849[/C][/ROW]
[ROW][C]11[/C][C]-0.039524[/C][C]-0.3873[/C][C]0.349713[/C][/ROW]
[ROW][C]12[/C][C]-0.254358[/C][C]-2.4922[/C][C]0.007205[/C][/ROW]
[ROW][C]13[/C][C]-0.309141[/C][C]-3.029[/C][C]0.001576[/C][/ROW]
[ROW][C]14[/C][C]-0.307016[/C][C]-3.0081[/C][C]0.001678[/C][/ROW]
[ROW][C]15[/C][C]-0.01035[/C][C]-0.1014[/C][C]0.45972[/C][/ROW]
[ROW][C]16[/C][C]-0.056317[/C][C]-0.5518[/C][C]0.291188[/C][/ROW]
[ROW][C]17[/C][C]-0.178798[/C][C]-1.7519[/C][C]0.041496[/C][/ROW]
[ROW][C]18[/C][C]0.030443[/C][C]0.2983[/C][C]0.383066[/C][/ROW]
[ROW][C]19[/C][C]-0.016325[/C][C]-0.16[/C][C]0.436627[/C][/ROW]
[ROW][C]20[/C][C]-0.057662[/C][C]-0.565[/C][C]0.286708[/C][/ROW]
[ROW][C]21[/C][C]0.170586[/C][C]1.6714[/C][C]0.04895[/C][/ROW]
[ROW][C]22[/C][C]-0.129998[/C][C]-1.2737[/C][C]0.10292[/C][/ROW]
[ROW][C]23[/C][C]0.007908[/C][C]0.0775[/C][C]0.469201[/C][/ROW]
[ROW][C]24[/C][C]-0.098182[/C][C]-0.962[/C][C]0.169237[/C][/ROW]
[ROW][C]25[/C][C]-0.03461[/C][C]-0.3391[/C][C]0.367634[/C][/ROW]
[ROW][C]26[/C][C]0.027483[/C][C]0.2693[/C][C]0.394149[/C][/ROW]
[ROW][C]27[/C][C]0.056656[/C][C]0.5551[/C][C]0.290053[/C][/ROW]
[ROW][C]28[/C][C]-0.088329[/C][C]-0.8654[/C][C]0.194477[/C][/ROW]
[ROW][C]29[/C][C]0.04731[/C][C]0.4635[/C][C]0.322012[/C][/ROW]
[ROW][C]30[/C][C]-0.029633[/C][C]-0.2903[/C][C]0.386089[/C][/ROW]
[ROW][C]31[/C][C]0.0264[/C][C]0.2587[/C][C]0.398225[/C][/ROW]
[ROW][C]32[/C][C]-0.058121[/C][C]-0.5695[/C][C]0.285184[/C][/ROW]
[ROW][C]33[/C][C]0.006971[/C][C]0.0683[/C][C]0.472842[/C][/ROW]
[ROW][C]34[/C][C]-0.074398[/C][C]-0.7289[/C][C]0.233904[/C][/ROW]
[ROW][C]35[/C][C]0.009795[/C][C]0.096[/C][C]0.461874[/C][/ROW]
[ROW][C]36[/C][C]-0.147062[/C][C]-1.4409[/C][C]0.076432[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62672&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62672&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	-0.414835	-4.0645	4.9e-05
2	-0.047481	-0.4652	0.321415
3	-0.077632	-0.7606	0.224369
4	-0.199765	-1.9573	0.026609
5	-0.120325	-1.1789	0.120667
6	0.042484	0.4163	0.339076
7	-0.107775	-1.056	0.146815
8	-0.017194	-0.1685	0.433284
9	0.267346	2.6194	0.005119
10	0.091966	0.9011	0.1849
11	-0.039524	-0.3873	0.349713
12	-0.254358	-2.4922	0.007205
13	-0.309141	-3.029	0.001576
14	-0.307016	-3.0081	0.001678
15	-0.01035	-0.1014	0.45972
16	-0.056317	-0.5518	0.291188
17	-0.178798	-1.7519	0.041496
18	0.030443	0.2983	0.383066
19	-0.016325	-0.16	0.436627
20	-0.057662	-0.565	0.286708
21	0.170586	1.6714	0.04895
22	-0.129998	-1.2737	0.10292
23	0.007908	0.0775	0.469201
24	-0.098182	-0.962	0.169237
25	-0.03461	-0.3391	0.367634
26	0.027483	0.2693	0.394149
27	0.056656	0.5551	0.290053
28	-0.088329	-0.8654	0.194477
29	0.04731	0.4635	0.322012
30	-0.029633	-0.2903	0.386089
31	0.0264	0.2587	0.398225
32	-0.058121	-0.5695	0.285184
33	0.006971	0.0683	0.472842
34	-0.074398	-0.7289	0.233904
35	0.009795	0.096	0.461874
36	-0.147062	-1.4409	0.076432

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

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