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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 05:17:37 -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/t1259842750u9pmecenbobsgyr.htm/, Retrieved Thu, 25 Apr 2024 06:32:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62693, Retrieved Thu, 25 Apr 2024 06:32:11 +0000

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112

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-       [(Partial) Autocorrelation Function] [] [2009-12-03 12:17:37] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62693&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]1 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=62693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62693&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.333732	-2.4066	0.009845
2	-0.134352	-0.9688	0.168559
3	-0.087628	-0.6319	0.265112
4	0.027964	0.2017	0.420487
5	0.242956	1.752	0.042836
6	-0.622555	-4.4893	2e-05
7	0.422267	3.045	0.001824
8	0.145176	1.0469	0.149999
9	-0.009098	-0.0656	0.47397
10	-0.131013	-0.9447	0.174578
11	-0.190606	-1.3745	0.087594
12	0.404472	2.9167	0.002606
13	-0.315151	-2.2726	0.013607
14	-9.2e-05	-7e-04	0.499736
15	0.073408	0.5294	0.299406
16	0.076385	0.5508	0.292057
17	0.095641	0.6897	0.246732
18	-0.379262	-2.7349	0.004257
19	0.281992	2.0335	0.023561
20	-0.015775	-0.1138	0.454935
21	-0.007215	-0.052	0.479352
22	-0.042155	-0.304	0.381176
23	-0.103403	-0.7456	0.229619
24	0.299001	2.1561	0.01786
25	-0.28123	-2.028	0.02385
26	0.024097	0.1738	0.431363
27	0.102068	0.736	0.232512
28	0.007374	0.0532	0.478897
29	0.055259	0.3985	0.345954
30	-0.282154	-2.0346	0.0235
31	0.214685	1.5481	0.06383
32	0.011304	0.0815	0.467673
33	-0.066815	-0.4818	0.315982
34	-0.005418	-0.0391	0.484492
35	-0.001206	-0.0087	0.496547
36	0.152921	1.1027	0.137612

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.333732 & -2.4066 & 0.009845 \tabularnewline
2 & -0.134352 & -0.9688 & 0.168559 \tabularnewline
3 & -0.087628 & -0.6319 & 0.265112 \tabularnewline
4 & 0.027964 & 0.2017 & 0.420487 \tabularnewline
5 & 0.242956 & 1.752 & 0.042836 \tabularnewline
6 & -0.622555 & -4.4893 & 2e-05 \tabularnewline
7 & 0.422267 & 3.045 & 0.001824 \tabularnewline
8 & 0.145176 & 1.0469 & 0.149999 \tabularnewline
9 & -0.009098 & -0.0656 & 0.47397 \tabularnewline
10 & -0.131013 & -0.9447 & 0.174578 \tabularnewline
11 & -0.190606 & -1.3745 & 0.087594 \tabularnewline
12 & 0.404472 & 2.9167 & 0.002606 \tabularnewline
13 & -0.315151 & -2.2726 & 0.013607 \tabularnewline
14 & -9.2e-05 & -7e-04 & 0.499736 \tabularnewline
15 & 0.073408 & 0.5294 & 0.299406 \tabularnewline
16 & 0.076385 & 0.5508 & 0.292057 \tabularnewline
17 & 0.095641 & 0.6897 & 0.246732 \tabularnewline
18 & -0.379262 & -2.7349 & 0.004257 \tabularnewline
19 & 0.281992 & 2.0335 & 0.023561 \tabularnewline
20 & -0.015775 & -0.1138 & 0.454935 \tabularnewline
21 & -0.007215 & -0.052 & 0.479352 \tabularnewline
22 & -0.042155 & -0.304 & 0.381176 \tabularnewline
23 & -0.103403 & -0.7456 & 0.229619 \tabularnewline
24 & 0.299001 & 2.1561 & 0.01786 \tabularnewline
25 & -0.28123 & -2.028 & 0.02385 \tabularnewline
26 & 0.024097 & 0.1738 & 0.431363 \tabularnewline
27 & 0.102068 & 0.736 & 0.232512 \tabularnewline
28 & 0.007374 & 0.0532 & 0.478897 \tabularnewline
29 & 0.055259 & 0.3985 & 0.345954 \tabularnewline
30 & -0.282154 & -2.0346 & 0.0235 \tabularnewline
31 & 0.214685 & 1.5481 & 0.06383 \tabularnewline
32 & 0.011304 & 0.0815 & 0.467673 \tabularnewline
33 & -0.066815 & -0.4818 & 0.315982 \tabularnewline
34 & -0.005418 & -0.0391 & 0.484492 \tabularnewline
35 & -0.001206 & -0.0087 & 0.496547 \tabularnewline
36 & 0.152921 & 1.1027 & 0.137612 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62693&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]-0.333732[/C][C]-2.4066[/C][C]0.009845[/C][/ROW]
[ROW][C]2[/C][C]-0.134352[/C][C]-0.9688[/C][C]0.168559[/C][/ROW]
[ROW][C]3[/C][C]-0.087628[/C][C]-0.6319[/C][C]0.265112[/C][/ROW]
[ROW][C]4[/C][C]0.027964[/C][C]0.2017[/C][C]0.420487[/C][/ROW]
[ROW][C]5[/C][C]0.242956[/C][C]1.752[/C][C]0.042836[/C][/ROW]
[ROW][C]6[/C][C]-0.622555[/C][C]-4.4893[/C][C]2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.422267[/C][C]3.045[/C][C]0.001824[/C][/ROW]
[ROW][C]8[/C][C]0.145176[/C][C]1.0469[/C][C]0.149999[/C][/ROW]
[ROW][C]9[/C][C]-0.009098[/C][C]-0.0656[/C][C]0.47397[/C][/ROW]
[ROW][C]10[/C][C]-0.131013[/C][C]-0.9447[/C][C]0.174578[/C][/ROW]
[ROW][C]11[/C][C]-0.190606[/C][C]-1.3745[/C][C]0.087594[/C][/ROW]
[ROW][C]12[/C][C]0.404472[/C][C]2.9167[/C][C]0.002606[/C][/ROW]
[ROW][C]13[/C][C]-0.315151[/C][C]-2.2726[/C][C]0.013607[/C][/ROW]
[ROW][C]14[/C][C]-9.2e-05[/C][C]-7e-04[/C][C]0.499736[/C][/ROW]
[ROW][C]15[/C][C]0.073408[/C][C]0.5294[/C][C]0.299406[/C][/ROW]
[ROW][C]16[/C][C]0.076385[/C][C]0.5508[/C][C]0.292057[/C][/ROW]
[ROW][C]17[/C][C]0.095641[/C][C]0.6897[/C][C]0.246732[/C][/ROW]
[ROW][C]18[/C][C]-0.379262[/C][C]-2.7349[/C][C]0.004257[/C][/ROW]
[ROW][C]19[/C][C]0.281992[/C][C]2.0335[/C][C]0.023561[/C][/ROW]
[ROW][C]20[/C][C]-0.015775[/C][C]-0.1138[/C][C]0.454935[/C][/ROW]
[ROW][C]21[/C][C]-0.007215[/C][C]-0.052[/C][C]0.479352[/C][/ROW]
[ROW][C]22[/C][C]-0.042155[/C][C]-0.304[/C][C]0.381176[/C][/ROW]
[ROW][C]23[/C][C]-0.103403[/C][C]-0.7456[/C][C]0.229619[/C][/ROW]
[ROW][C]24[/C][C]0.299001[/C][C]2.1561[/C][C]0.01786[/C][/ROW]
[ROW][C]25[/C][C]-0.28123[/C][C]-2.028[/C][C]0.02385[/C][/ROW]
[ROW][C]26[/C][C]0.024097[/C][C]0.1738[/C][C]0.431363[/C][/ROW]
[ROW][C]27[/C][C]0.102068[/C][C]0.736[/C][C]0.232512[/C][/ROW]
[ROW][C]28[/C][C]0.007374[/C][C]0.0532[/C][C]0.478897[/C][/ROW]
[ROW][C]29[/C][C]0.055259[/C][C]0.3985[/C][C]0.345954[/C][/ROW]
[ROW][C]30[/C][C]-0.282154[/C][C]-2.0346[/C][C]0.0235[/C][/ROW]
[ROW][C]31[/C][C]0.214685[/C][C]1.5481[/C][C]0.06383[/C][/ROW]
[ROW][C]32[/C][C]0.011304[/C][C]0.0815[/C][C]0.467673[/C][/ROW]
[ROW][C]33[/C][C]-0.066815[/C][C]-0.4818[/C][C]0.315982[/C][/ROW]
[ROW][C]34[/C][C]-0.005418[/C][C]-0.0391[/C][C]0.484492[/C][/ROW]
[ROW][C]35[/C][C]-0.001206[/C][C]-0.0087[/C][C]0.496547[/C][/ROW]
[ROW][C]36[/C][C]0.152921[/C][C]1.1027[/C][C]0.137612[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62693&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	-0.333732	-2.4066	0.009845
2	-0.134352	-0.9688	0.168559
3	-0.087628	-0.6319	0.265112
4	0.027964	0.2017	0.420487
5	0.242956	1.752	0.042836
6	-0.622555	-4.4893	2e-05
7	0.422267	3.045	0.001824
8	0.145176	1.0469	0.149999
9	-0.009098	-0.0656	0.47397
10	-0.131013	-0.9447	0.174578
11	-0.190606	-1.3745	0.087594
12	0.404472	2.9167	0.002606
13	-0.315151	-2.2726	0.013607
14	-9.2e-05	-7e-04	0.499736
15	0.073408	0.5294	0.299406
16	0.076385	0.5508	0.292057
17	0.095641	0.6897	0.246732
18	-0.379262	-2.7349	0.004257
19	0.281992	2.0335	0.023561
20	-0.015775	-0.1138	0.454935
21	-0.007215	-0.052	0.479352
22	-0.042155	-0.304	0.381176
23	-0.103403	-0.7456	0.229619
24	0.299001	2.1561	0.01786
25	-0.28123	-2.028	0.02385
26	0.024097	0.1738	0.431363
27	0.102068	0.736	0.232512
28	0.007374	0.0532	0.478897
29	0.055259	0.3985	0.345954
30	-0.282154	-2.0346	0.0235
31	0.214685	1.5481	0.06383
32	0.011304	0.0815	0.467673
33	-0.066815	-0.4818	0.315982
34	-0.005418	-0.0391	0.484492
35	-0.001206	-0.0087	0.496547
36	0.152921	1.1027	0.137612

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.333732	-2.4066	0.009845
2	-0.276528	-1.9941	0.0257
3	-0.288971	-2.0838	0.021055
4	-0.221367	-1.5963	0.058241
5	0.12355	0.8909	0.188534
6	-0.691936	-4.9896	4e-06
7	-0.051227	-0.3694	0.356663
8	0.078016	0.5626	0.288069
9	-0.017552	-0.1266	0.449885
10	-0.041243	-0.2974	0.383671
11	0.081575	0.5882	0.279458
12	-0.012992	-0.0937	0.462859
13	0.000976	0.007	0.497206
14	0.103623	0.7472	0.229144
15	0.036427	0.2627	0.396919
16	-0.081864	-0.5903	0.278762
17	0.051371	0.3704	0.356278
18	-0.17082	-1.2318	0.111783
19	-0.053466	-0.3855	0.350701
20	-0.005897	-0.0425	0.483123
21	0.059056	0.4259	0.335985
22	-0.012749	-0.0919	0.463552
23	-0.008576	-0.0618	0.475462
24	0.047001	0.3389	0.368015
25	-0.019644	-0.1417	0.443949
26	-0.07586	-0.547	0.293348
27	0.198156	1.4289	0.079503
28	-0.033626	-0.2425	0.40468
29	-0.086082	-0.6207	0.268739
30	-0.055776	-0.4022	0.344592
31	-0.129022	-0.9304	0.178234
32	-0.112688	-0.8126	0.210074
33	0.085318	0.6152	0.270542
34	-0.123626	-0.8915	0.188389
35	-0.022861	-0.1649	0.43485
36	-0.097871	-0.7058	0.241744

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.333732 & -2.4066 & 0.009845 \tabularnewline
2 & -0.276528 & -1.9941 & 0.0257 \tabularnewline
3 & -0.288971 & -2.0838 & 0.021055 \tabularnewline
4 & -0.221367 & -1.5963 & 0.058241 \tabularnewline
5 & 0.12355 & 0.8909 & 0.188534 \tabularnewline
6 & -0.691936 & -4.9896 & 4e-06 \tabularnewline
7 & -0.051227 & -0.3694 & 0.356663 \tabularnewline
8 & 0.078016 & 0.5626 & 0.288069 \tabularnewline
9 & -0.017552 & -0.1266 & 0.449885 \tabularnewline
10 & -0.041243 & -0.2974 & 0.383671 \tabularnewline
11 & 0.081575 & 0.5882 & 0.279458 \tabularnewline
12 & -0.012992 & -0.0937 & 0.462859 \tabularnewline
13 & 0.000976 & 0.007 & 0.497206 \tabularnewline
14 & 0.103623 & 0.7472 & 0.229144 \tabularnewline
15 & 0.036427 & 0.2627 & 0.396919 \tabularnewline
16 & -0.081864 & -0.5903 & 0.278762 \tabularnewline
17 & 0.051371 & 0.3704 & 0.356278 \tabularnewline
18 & -0.17082 & -1.2318 & 0.111783 \tabularnewline
19 & -0.053466 & -0.3855 & 0.350701 \tabularnewline
20 & -0.005897 & -0.0425 & 0.483123 \tabularnewline
21 & 0.059056 & 0.4259 & 0.335985 \tabularnewline
22 & -0.012749 & -0.0919 & 0.463552 \tabularnewline
23 & -0.008576 & -0.0618 & 0.475462 \tabularnewline
24 & 0.047001 & 0.3389 & 0.368015 \tabularnewline
25 & -0.019644 & -0.1417 & 0.443949 \tabularnewline
26 & -0.07586 & -0.547 & 0.293348 \tabularnewline
27 & 0.198156 & 1.4289 & 0.079503 \tabularnewline
28 & -0.033626 & -0.2425 & 0.40468 \tabularnewline
29 & -0.086082 & -0.6207 & 0.268739 \tabularnewline
30 & -0.055776 & -0.4022 & 0.344592 \tabularnewline
31 & -0.129022 & -0.9304 & 0.178234 \tabularnewline
32 & -0.112688 & -0.8126 & 0.210074 \tabularnewline
33 & 0.085318 & 0.6152 & 0.270542 \tabularnewline
34 & -0.123626 & -0.8915 & 0.188389 \tabularnewline
35 & -0.022861 & -0.1649 & 0.43485 \tabularnewline
36 & -0.097871 & -0.7058 & 0.241744 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62693&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]-0.333732[/C][C]-2.4066[/C][C]0.009845[/C][/ROW]
[ROW][C]2[/C][C]-0.276528[/C][C]-1.9941[/C][C]0.0257[/C][/ROW]
[ROW][C]3[/C][C]-0.288971[/C][C]-2.0838[/C][C]0.021055[/C][/ROW]
[ROW][C]4[/C][C]-0.221367[/C][C]-1.5963[/C][C]0.058241[/C][/ROW]
[ROW][C]5[/C][C]0.12355[/C][C]0.8909[/C][C]0.188534[/C][/ROW]
[ROW][C]6[/C][C]-0.691936[/C][C]-4.9896[/C][C]4e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.051227[/C][C]-0.3694[/C][C]0.356663[/C][/ROW]
[ROW][C]8[/C][C]0.078016[/C][C]0.5626[/C][C]0.288069[/C][/ROW]
[ROW][C]9[/C][C]-0.017552[/C][C]-0.1266[/C][C]0.449885[/C][/ROW]
[ROW][C]10[/C][C]-0.041243[/C][C]-0.2974[/C][C]0.383671[/C][/ROW]
[ROW][C]11[/C][C]0.081575[/C][C]0.5882[/C][C]0.279458[/C][/ROW]
[ROW][C]12[/C][C]-0.012992[/C][C]-0.0937[/C][C]0.462859[/C][/ROW]
[ROW][C]13[/C][C]0.000976[/C][C]0.007[/C][C]0.497206[/C][/ROW]
[ROW][C]14[/C][C]0.103623[/C][C]0.7472[/C][C]0.229144[/C][/ROW]
[ROW][C]15[/C][C]0.036427[/C][C]0.2627[/C][C]0.396919[/C][/ROW]
[ROW][C]16[/C][C]-0.081864[/C][C]-0.5903[/C][C]0.278762[/C][/ROW]
[ROW][C]17[/C][C]0.051371[/C][C]0.3704[/C][C]0.356278[/C][/ROW]
[ROW][C]18[/C][C]-0.17082[/C][C]-1.2318[/C][C]0.111783[/C][/ROW]
[ROW][C]19[/C][C]-0.053466[/C][C]-0.3855[/C][C]0.350701[/C][/ROW]
[ROW][C]20[/C][C]-0.005897[/C][C]-0.0425[/C][C]0.483123[/C][/ROW]
[ROW][C]21[/C][C]0.059056[/C][C]0.4259[/C][C]0.335985[/C][/ROW]
[ROW][C]22[/C][C]-0.012749[/C][C]-0.0919[/C][C]0.463552[/C][/ROW]
[ROW][C]23[/C][C]-0.008576[/C][C]-0.0618[/C][C]0.475462[/C][/ROW]
[ROW][C]24[/C][C]0.047001[/C][C]0.3389[/C][C]0.368015[/C][/ROW]
[ROW][C]25[/C][C]-0.019644[/C][C]-0.1417[/C][C]0.443949[/C][/ROW]
[ROW][C]26[/C][C]-0.07586[/C][C]-0.547[/C][C]0.293348[/C][/ROW]
[ROW][C]27[/C][C]0.198156[/C][C]1.4289[/C][C]0.079503[/C][/ROW]
[ROW][C]28[/C][C]-0.033626[/C][C]-0.2425[/C][C]0.40468[/C][/ROW]
[ROW][C]29[/C][C]-0.086082[/C][C]-0.6207[/C][C]0.268739[/C][/ROW]
[ROW][C]30[/C][C]-0.055776[/C][C]-0.4022[/C][C]0.344592[/C][/ROW]
[ROW][C]31[/C][C]-0.129022[/C][C]-0.9304[/C][C]0.178234[/C][/ROW]
[ROW][C]32[/C][C]-0.112688[/C][C]-0.8126[/C][C]0.210074[/C][/ROW]
[ROW][C]33[/C][C]0.085318[/C][C]0.6152[/C][C]0.270542[/C][/ROW]
[ROW][C]34[/C][C]-0.123626[/C][C]-0.8915[/C][C]0.188389[/C][/ROW]
[ROW][C]35[/C][C]-0.022861[/C][C]-0.1649[/C][C]0.43485[/C][/ROW]
[ROW][C]36[/C][C]-0.097871[/C][C]-0.7058[/C][C]0.241744[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62693&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62693&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	-0.333732	-2.4066	0.009845
2	-0.276528	-1.9941	0.0257
3	-0.288971	-2.0838	0.021055
4	-0.221367	-1.5963	0.058241
5	0.12355	0.8909	0.188534
6	-0.691936	-4.9896	4e-06
7	-0.051227	-0.3694	0.356663
8	0.078016	0.5626	0.288069
9	-0.017552	-0.1266	0.449885
10	-0.041243	-0.2974	0.383671
11	0.081575	0.5882	0.279458
12	-0.012992	-0.0937	0.462859
13	0.000976	0.007	0.497206
14	0.103623	0.7472	0.229144
15	0.036427	0.2627	0.396919
16	-0.081864	-0.5903	0.278762
17	0.051371	0.3704	0.356278
18	-0.17082	-1.2318	0.111783
19	-0.053466	-0.3855	0.350701
20	-0.005897	-0.0425	0.483123
21	0.059056	0.4259	0.335985
22	-0.012749	-0.0919	0.463552
23	-0.008576	-0.0618	0.475462
24	0.047001	0.3389	0.368015
25	-0.019644	-0.1417	0.443949
26	-0.07586	-0.547	0.293348
27	0.198156	1.4289	0.079503
28	-0.033626	-0.2425	0.40468
29	-0.086082	-0.6207	0.268739
30	-0.055776	-0.4022	0.344592
31	-0.129022	-0.9304	0.178234
32	-0.112688	-0.8126	0.210074
33	0.085318	0.6152	0.270542
34	-0.123626	-0.8915	0.188389
35	-0.022861	-0.1649	0.43485
36	-0.097871	-0.7058	0.241744

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 6 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 6 ; 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