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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 06 Dec 2009 09:11:42 -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/06/t12601159922rbrwa4im9v5fzk.htm/, Retrieved Mon, 06 May 2024 07:32:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64442, Retrieved Mon, 06 May 2024 07:32:10 +0000

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Estimated Impact

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-12-06 16:11:42] [0545e25c765ce26b196961216dc11e13] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-06 17:30:05] [badc6a9acdc45286bea7f74742e15a21] 

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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	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=64442&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=64442&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64442&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	0.177324	1.7192	0.044433
2	-0.141039	-1.3674	0.087377
3	-0.329315	-3.1928	0.000958
4	-0.005857	-0.0568	0.477419
5	0.331817	3.2171	0.000888
6	0.201175	1.9505	0.02705
7	0.291944	2.8305	0.002842
8	-0.054494	-0.5283	0.299256
9	-0.361485	-3.5047	0.000351
10	-0.229508	-2.2252	0.014231
11	0.088583	0.8588	0.196306
12	0.642819	6.2324	0
13	0.075089	0.728	0.234209
14	-0.170906	-1.657	0.050427
15	-0.343036	-3.3259	0.000629
16	-0.046407	-0.4499	0.326899
17	0.164989	1.5996	0.056519
18	0.156014	1.5126	0.066867
19	0.196203	1.9023	0.030099
20	-0.048756	-0.4727	0.318758
21	-0.318645	-3.0894	0.001319
22	-0.222984	-2.1619	0.016582
23	0.086256	0.8363	0.202559
24	0.497005	4.8186	3e-06
25	0.077608	0.7524	0.226834
26	-0.199329	-1.9326	0.02815
27	-0.282398	-2.738	0.003697
28	-0.055558	-0.5387	0.295701
29	0.104048	1.0088	0.157835
30	0.12496	1.2115	0.114363
31	0.130925	1.2694	0.103722
32	-0.046001	-0.446	0.328313
33	-0.312178	-3.0267	0.001595
34	-0.161215	-1.563	0.060703
35	0.067907	0.6584	0.255952
36	0.370154	3.5888	0.000265

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177324 & 1.7192 & 0.044433 \tabularnewline
2 & -0.141039 & -1.3674 & 0.087377 \tabularnewline
3 & -0.329315 & -3.1928 & 0.000958 \tabularnewline
4 & -0.005857 & -0.0568 & 0.477419 \tabularnewline
5 & 0.331817 & 3.2171 & 0.000888 \tabularnewline
6 & 0.201175 & 1.9505 & 0.02705 \tabularnewline
7 & 0.291944 & 2.8305 & 0.002842 \tabularnewline
8 & -0.054494 & -0.5283 & 0.299256 \tabularnewline
9 & -0.361485 & -3.5047 & 0.000351 \tabularnewline
10 & -0.229508 & -2.2252 & 0.014231 \tabularnewline
11 & 0.088583 & 0.8588 & 0.196306 \tabularnewline
12 & 0.642819 & 6.2324 & 0 \tabularnewline
13 & 0.075089 & 0.728 & 0.234209 \tabularnewline
14 & -0.170906 & -1.657 & 0.050427 \tabularnewline
15 & -0.343036 & -3.3259 & 0.000629 \tabularnewline
16 & -0.046407 & -0.4499 & 0.326899 \tabularnewline
17 & 0.164989 & 1.5996 & 0.056519 \tabularnewline
18 & 0.156014 & 1.5126 & 0.066867 \tabularnewline
19 & 0.196203 & 1.9023 & 0.030099 \tabularnewline
20 & -0.048756 & -0.4727 & 0.318758 \tabularnewline
21 & -0.318645 & -3.0894 & 0.001319 \tabularnewline
22 & -0.222984 & -2.1619 & 0.016582 \tabularnewline
23 & 0.086256 & 0.8363 & 0.202559 \tabularnewline
24 & 0.497005 & 4.8186 & 3e-06 \tabularnewline
25 & 0.077608 & 0.7524 & 0.226834 \tabularnewline
26 & -0.199329 & -1.9326 & 0.02815 \tabularnewline
27 & -0.282398 & -2.738 & 0.003697 \tabularnewline
28 & -0.055558 & -0.5387 & 0.295701 \tabularnewline
29 & 0.104048 & 1.0088 & 0.157835 \tabularnewline
30 & 0.12496 & 1.2115 & 0.114363 \tabularnewline
31 & 0.130925 & 1.2694 & 0.103722 \tabularnewline
32 & -0.046001 & -0.446 & 0.328313 \tabularnewline
33 & -0.312178 & -3.0267 & 0.001595 \tabularnewline
34 & -0.161215 & -1.563 & 0.060703 \tabularnewline
35 & 0.067907 & 0.6584 & 0.255952 \tabularnewline
36 & 0.370154 & 3.5888 & 0.000265 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64442&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]0.177324[/C][C]1.7192[/C][C]0.044433[/C][/ROW]
[ROW][C]2[/C][C]-0.141039[/C][C]-1.3674[/C][C]0.087377[/C][/ROW]
[ROW][C]3[/C][C]-0.329315[/C][C]-3.1928[/C][C]0.000958[/C][/ROW]
[ROW][C]4[/C][C]-0.005857[/C][C]-0.0568[/C][C]0.477419[/C][/ROW]
[ROW][C]5[/C][C]0.331817[/C][C]3.2171[/C][C]0.000888[/C][/ROW]
[ROW][C]6[/C][C]0.201175[/C][C]1.9505[/C][C]0.02705[/C][/ROW]
[ROW][C]7[/C][C]0.291944[/C][C]2.8305[/C][C]0.002842[/C][/ROW]
[ROW][C]8[/C][C]-0.054494[/C][C]-0.5283[/C][C]0.299256[/C][/ROW]
[ROW][C]9[/C][C]-0.361485[/C][C]-3.5047[/C][C]0.000351[/C][/ROW]
[ROW][C]10[/C][C]-0.229508[/C][C]-2.2252[/C][C]0.014231[/C][/ROW]
[ROW][C]11[/C][C]0.088583[/C][C]0.8588[/C][C]0.196306[/C][/ROW]
[ROW][C]12[/C][C]0.642819[/C][C]6.2324[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.075089[/C][C]0.728[/C][C]0.234209[/C][/ROW]
[ROW][C]14[/C][C]-0.170906[/C][C]-1.657[/C][C]0.050427[/C][/ROW]
[ROW][C]15[/C][C]-0.343036[/C][C]-3.3259[/C][C]0.000629[/C][/ROW]
[ROW][C]16[/C][C]-0.046407[/C][C]-0.4499[/C][C]0.326899[/C][/ROW]
[ROW][C]17[/C][C]0.164989[/C][C]1.5996[/C][C]0.056519[/C][/ROW]
[ROW][C]18[/C][C]0.156014[/C][C]1.5126[/C][C]0.066867[/C][/ROW]
[ROW][C]19[/C][C]0.196203[/C][C]1.9023[/C][C]0.030099[/C][/ROW]
[ROW][C]20[/C][C]-0.048756[/C][C]-0.4727[/C][C]0.318758[/C][/ROW]
[ROW][C]21[/C][C]-0.318645[/C][C]-3.0894[/C][C]0.001319[/C][/ROW]
[ROW][C]22[/C][C]-0.222984[/C][C]-2.1619[/C][C]0.016582[/C][/ROW]
[ROW][C]23[/C][C]0.086256[/C][C]0.8363[/C][C]0.202559[/C][/ROW]
[ROW][C]24[/C][C]0.497005[/C][C]4.8186[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]0.077608[/C][C]0.7524[/C][C]0.226834[/C][/ROW]
[ROW][C]26[/C][C]-0.199329[/C][C]-1.9326[/C][C]0.02815[/C][/ROW]
[ROW][C]27[/C][C]-0.282398[/C][C]-2.738[/C][C]0.003697[/C][/ROW]
[ROW][C]28[/C][C]-0.055558[/C][C]-0.5387[/C][C]0.295701[/C][/ROW]
[ROW][C]29[/C][C]0.104048[/C][C]1.0088[/C][C]0.157835[/C][/ROW]
[ROW][C]30[/C][C]0.12496[/C][C]1.2115[/C][C]0.114363[/C][/ROW]
[ROW][C]31[/C][C]0.130925[/C][C]1.2694[/C][C]0.103722[/C][/ROW]
[ROW][C]32[/C][C]-0.046001[/C][C]-0.446[/C][C]0.328313[/C][/ROW]
[ROW][C]33[/C][C]-0.312178[/C][C]-3.0267[/C][C]0.001595[/C][/ROW]
[ROW][C]34[/C][C]-0.161215[/C][C]-1.563[/C][C]0.060703[/C][/ROW]
[ROW][C]35[/C][C]0.067907[/C][C]0.6584[/C][C]0.255952[/C][/ROW]
[ROW][C]36[/C][C]0.370154[/C][C]3.5888[/C][C]0.000265[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64442&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64442&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	0.177324	1.7192	0.044433
2	-0.141039	-1.3674	0.087377
3	-0.329315	-3.1928	0.000958
4	-0.005857	-0.0568	0.477419
5	0.331817	3.2171	0.000888
6	0.201175	1.9505	0.02705
7	0.291944	2.8305	0.002842
8	-0.054494	-0.5283	0.299256
9	-0.361485	-3.5047	0.000351
10	-0.229508	-2.2252	0.014231
11	0.088583	0.8588	0.196306
12	0.642819	6.2324	0
13	0.075089	0.728	0.234209
14	-0.170906	-1.657	0.050427
15	-0.343036	-3.3259	0.000629
16	-0.046407	-0.4499	0.326899
17	0.164989	1.5996	0.056519
18	0.156014	1.5126	0.066867
19	0.196203	1.9023	0.030099
20	-0.048756	-0.4727	0.318758
21	-0.318645	-3.0894	0.001319
22	-0.222984	-2.1619	0.016582
23	0.086256	0.8363	0.202559
24	0.497005	4.8186	3e-06
25	0.077608	0.7524	0.226834
26	-0.199329	-1.9326	0.02815
27	-0.282398	-2.738	0.003697
28	-0.055558	-0.5387	0.295701
29	0.104048	1.0088	0.157835
30	0.12496	1.2115	0.114363
31	0.130925	1.2694	0.103722
32	-0.046001	-0.446	0.328313
33	-0.312178	-3.0267	0.001595
34	-0.161215	-1.563	0.060703
35	0.067907	0.6584	0.255952
36	0.370154	3.5888	0.000265

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.177324	1.7192	0.044433
2	-0.178082	-1.7266	0.043765
3	-0.286054	-2.7734	0.003345
4	0.093134	0.903	0.184426
5	0.279543	2.7103	0.003996
6	0.019751	0.1915	0.424276
7	0.402852	3.9058	8.8e-05
8	0.063457	0.6152	0.269942
9	-0.406772	-3.9438	7.7e-05
10	-0.105081	-1.0188	0.155456
11	0.008078	0.0783	0.46887
12	0.405471	3.9312	8.1e-05
13	-0.152659	-1.4801	0.071097
14	0.049407	0.479	0.31652
15	-0.004926	-0.0478	0.481005
16	0.012887	0.1249	0.450418
17	-0.147138	-1.4266	0.07851
18	0.027582	0.2674	0.394867
19	-0.089817	-0.8708	0.193039
20	0.052195	0.506	0.307004
21	-0.016853	-0.1634	0.435278
22	0.035934	0.3484	0.364162
23	0.041725	0.4045	0.343368
24	0.130278	1.2631	0.10484
25	-0.027406	-0.2657	0.395524
26	-0.135453	-1.3133	0.096145
27	0.042589	0.4129	0.340304
28	-0.084389	-0.8182	0.207661
29	-0.079294	-0.7688	0.221976
30	-0.01526	-0.148	0.441349
31	0.016786	0.1627	0.435533
32	-0.040727	-0.3949	0.34692
33	0.031417	0.3046	0.380674
34	0.138011	1.3381	0.092052
35	-0.055762	-0.5406	0.295018
36	-0.03257	-0.3158	0.376435

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177324 & 1.7192 & 0.044433 \tabularnewline
2 & -0.178082 & -1.7266 & 0.043765 \tabularnewline
3 & -0.286054 & -2.7734 & 0.003345 \tabularnewline
4 & 0.093134 & 0.903 & 0.184426 \tabularnewline
5 & 0.279543 & 2.7103 & 0.003996 \tabularnewline
6 & 0.019751 & 0.1915 & 0.424276 \tabularnewline
7 & 0.402852 & 3.9058 & 8.8e-05 \tabularnewline
8 & 0.063457 & 0.6152 & 0.269942 \tabularnewline
9 & -0.406772 & -3.9438 & 7.7e-05 \tabularnewline
10 & -0.105081 & -1.0188 & 0.155456 \tabularnewline
11 & 0.008078 & 0.0783 & 0.46887 \tabularnewline
12 & 0.405471 & 3.9312 & 8.1e-05 \tabularnewline
13 & -0.152659 & -1.4801 & 0.071097 \tabularnewline
14 & 0.049407 & 0.479 & 0.31652 \tabularnewline
15 & -0.004926 & -0.0478 & 0.481005 \tabularnewline
16 & 0.012887 & 0.1249 & 0.450418 \tabularnewline
17 & -0.147138 & -1.4266 & 0.07851 \tabularnewline
18 & 0.027582 & 0.2674 & 0.394867 \tabularnewline
19 & -0.089817 & -0.8708 & 0.193039 \tabularnewline
20 & 0.052195 & 0.506 & 0.307004 \tabularnewline
21 & -0.016853 & -0.1634 & 0.435278 \tabularnewline
22 & 0.035934 & 0.3484 & 0.364162 \tabularnewline
23 & 0.041725 & 0.4045 & 0.343368 \tabularnewline
24 & 0.130278 & 1.2631 & 0.10484 \tabularnewline
25 & -0.027406 & -0.2657 & 0.395524 \tabularnewline
26 & -0.135453 & -1.3133 & 0.096145 \tabularnewline
27 & 0.042589 & 0.4129 & 0.340304 \tabularnewline
28 & -0.084389 & -0.8182 & 0.207661 \tabularnewline
29 & -0.079294 & -0.7688 & 0.221976 \tabularnewline
30 & -0.01526 & -0.148 & 0.441349 \tabularnewline
31 & 0.016786 & 0.1627 & 0.435533 \tabularnewline
32 & -0.040727 & -0.3949 & 0.34692 \tabularnewline
33 & 0.031417 & 0.3046 & 0.380674 \tabularnewline
34 & 0.138011 & 1.3381 & 0.092052 \tabularnewline
35 & -0.055762 & -0.5406 & 0.295018 \tabularnewline
36 & -0.03257 & -0.3158 & 0.376435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64442&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]0.177324[/C][C]1.7192[/C][C]0.044433[/C][/ROW]
[ROW][C]2[/C][C]-0.178082[/C][C]-1.7266[/C][C]0.043765[/C][/ROW]
[ROW][C]3[/C][C]-0.286054[/C][C]-2.7734[/C][C]0.003345[/C][/ROW]
[ROW][C]4[/C][C]0.093134[/C][C]0.903[/C][C]0.184426[/C][/ROW]
[ROW][C]5[/C][C]0.279543[/C][C]2.7103[/C][C]0.003996[/C][/ROW]
[ROW][C]6[/C][C]0.019751[/C][C]0.1915[/C][C]0.424276[/C][/ROW]
[ROW][C]7[/C][C]0.402852[/C][C]3.9058[/C][C]8.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.063457[/C][C]0.6152[/C][C]0.269942[/C][/ROW]
[ROW][C]9[/C][C]-0.406772[/C][C]-3.9438[/C][C]7.7e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.105081[/C][C]-1.0188[/C][C]0.155456[/C][/ROW]
[ROW][C]11[/C][C]0.008078[/C][C]0.0783[/C][C]0.46887[/C][/ROW]
[ROW][C]12[/C][C]0.405471[/C][C]3.9312[/C][C]8.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.152659[/C][C]-1.4801[/C][C]0.071097[/C][/ROW]
[ROW][C]14[/C][C]0.049407[/C][C]0.479[/C][C]0.31652[/C][/ROW]
[ROW][C]15[/C][C]-0.004926[/C][C]-0.0478[/C][C]0.481005[/C][/ROW]
[ROW][C]16[/C][C]0.012887[/C][C]0.1249[/C][C]0.450418[/C][/ROW]
[ROW][C]17[/C][C]-0.147138[/C][C]-1.4266[/C][C]0.07851[/C][/ROW]
[ROW][C]18[/C][C]0.027582[/C][C]0.2674[/C][C]0.394867[/C][/ROW]
[ROW][C]19[/C][C]-0.089817[/C][C]-0.8708[/C][C]0.193039[/C][/ROW]
[ROW][C]20[/C][C]0.052195[/C][C]0.506[/C][C]0.307004[/C][/ROW]
[ROW][C]21[/C][C]-0.016853[/C][C]-0.1634[/C][C]0.435278[/C][/ROW]
[ROW][C]22[/C][C]0.035934[/C][C]0.3484[/C][C]0.364162[/C][/ROW]
[ROW][C]23[/C][C]0.041725[/C][C]0.4045[/C][C]0.343368[/C][/ROW]
[ROW][C]24[/C][C]0.130278[/C][C]1.2631[/C][C]0.10484[/C][/ROW]
[ROW][C]25[/C][C]-0.027406[/C][C]-0.2657[/C][C]0.395524[/C][/ROW]
[ROW][C]26[/C][C]-0.135453[/C][C]-1.3133[/C][C]0.096145[/C][/ROW]
[ROW][C]27[/C][C]0.042589[/C][C]0.4129[/C][C]0.340304[/C][/ROW]
[ROW][C]28[/C][C]-0.084389[/C][C]-0.8182[/C][C]0.207661[/C][/ROW]
[ROW][C]29[/C][C]-0.079294[/C][C]-0.7688[/C][C]0.221976[/C][/ROW]
[ROW][C]30[/C][C]-0.01526[/C][C]-0.148[/C][C]0.441349[/C][/ROW]
[ROW][C]31[/C][C]0.016786[/C][C]0.1627[/C][C]0.435533[/C][/ROW]
[ROW][C]32[/C][C]-0.040727[/C][C]-0.3949[/C][C]0.34692[/C][/ROW]
[ROW][C]33[/C][C]0.031417[/C][C]0.3046[/C][C]0.380674[/C][/ROW]
[ROW][C]34[/C][C]0.138011[/C][C]1.3381[/C][C]0.092052[/C][/ROW]
[ROW][C]35[/C][C]-0.055762[/C][C]-0.5406[/C][C]0.295018[/C][/ROW]
[ROW][C]36[/C][C]-0.03257[/C][C]-0.3158[/C][C]0.376435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64442&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64442&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	0.177324	1.7192	0.044433
2	-0.178082	-1.7266	0.043765
3	-0.286054	-2.7734	0.003345
4	0.093134	0.903	0.184426
5	0.279543	2.7103	0.003996
6	0.019751	0.1915	0.424276
7	0.402852	3.9058	8.8e-05
8	0.063457	0.6152	0.269942
9	-0.406772	-3.9438	7.7e-05
10	-0.105081	-1.0188	0.155456
11	0.008078	0.0783	0.46887
12	0.405471	3.9312	8.1e-05
13	-0.152659	-1.4801	0.071097
14	0.049407	0.479	0.31652
15	-0.004926	-0.0478	0.481005
16	0.012887	0.1249	0.450418
17	-0.147138	-1.4266	0.07851
18	0.027582	0.2674	0.394867
19	-0.089817	-0.8708	0.193039
20	0.052195	0.506	0.307004
21	-0.016853	-0.1634	0.435278
22	0.035934	0.3484	0.364162
23	0.041725	0.4045	0.343368
24	0.130278	1.2631	0.10484
25	-0.027406	-0.2657	0.395524
26	-0.135453	-1.3133	0.096145
27	0.042589	0.4129	0.340304
28	-0.084389	-0.8182	0.207661
29	-0.079294	-0.7688	0.221976
30	-0.01526	-0.148	0.441349
31	0.016786	0.1627	0.435533
32	-0.040727	-0.3949	0.34692
33	0.031417	0.3046	0.380674
34	0.138011	1.3381	0.092052
35	-0.055762	-0.5406	0.295018
36	-0.03257	-0.3158	0.376435

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