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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 09:04:10 -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/10/t1260461177qknl2besmcfpaft.htm/, Retrieved Tue, 23 Apr 2024 06:38:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65531, Retrieved Tue, 23 Apr 2024 06:38:44 +0000

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Estimated Impact

114

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   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-10 16:04:10] [66ffaa9e54a90d3ae4874684602d24e9] [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	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=65531&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=65531&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65531&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	0.20695	1.4188	0.081281
2	0.214552	1.4709	0.073992
3	0.481823	3.3032	0.000916
4	0.199195	1.3656	0.089281
5	0.161355	1.1062	0.137136
6	0.197097	1.3512	0.091545
7	0.02985	0.2046	0.419367
8	0.273729	1.8766	0.033395
9	-0.059967	-0.4111	0.341429
10	-0.109861	-0.7532	0.227553
11	0.284231	1.9486	0.028664
12	-0.108656	-0.7449	0.230018
13	-0.133324	-0.914	0.182685
14	0.109387	0.7499	0.228521
15	0.038285	0.2625	0.397053
16	-0.018879	-0.1294	0.448786
17	-0.011578	-0.0794	0.468537
18	-0.11014	-0.7551	0.226983
19	0.01022	0.0701	0.472221
20	-0.194471	-1.3332	0.094442
21	-0.221009	-1.5152	0.068214
22	-0.092211	-0.6322	0.26517
23	-0.17828	-1.2222	0.113858
24	-0.229831	-1.5756	0.060908
25	-0.160689	-1.1016	0.138116
26	-0.165267	-1.133	0.131478
27	-0.221313	-1.5172	0.067951
28	-0.184039	-1.2617	0.10664
29	-0.133908	-0.918	0.181646
30	-0.096735	-0.6632	0.255227
31	-0.068778	-0.4715	0.319726
32	-0.072238	-0.4952	0.31137
33	-0.034161	-0.2342	0.407926
34	-0.012168	-0.0834	0.466935
35	-0.020312	-0.1392	0.444924
36	-0.034909	-0.2393	0.405948

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20695 & 1.4188 & 0.081281 \tabularnewline
2 & 0.214552 & 1.4709 & 0.073992 \tabularnewline
3 & 0.481823 & 3.3032 & 0.000916 \tabularnewline
4 & 0.199195 & 1.3656 & 0.089281 \tabularnewline
5 & 0.161355 & 1.1062 & 0.137136 \tabularnewline
6 & 0.197097 & 1.3512 & 0.091545 \tabularnewline
7 & 0.02985 & 0.2046 & 0.419367 \tabularnewline
8 & 0.273729 & 1.8766 & 0.033395 \tabularnewline
9 & -0.059967 & -0.4111 & 0.341429 \tabularnewline
10 & -0.109861 & -0.7532 & 0.227553 \tabularnewline
11 & 0.284231 & 1.9486 & 0.028664 \tabularnewline
12 & -0.108656 & -0.7449 & 0.230018 \tabularnewline
13 & -0.133324 & -0.914 & 0.182685 \tabularnewline
14 & 0.109387 & 0.7499 & 0.228521 \tabularnewline
15 & 0.038285 & 0.2625 & 0.397053 \tabularnewline
16 & -0.018879 & -0.1294 & 0.448786 \tabularnewline
17 & -0.011578 & -0.0794 & 0.468537 \tabularnewline
18 & -0.11014 & -0.7551 & 0.226983 \tabularnewline
19 & 0.01022 & 0.0701 & 0.472221 \tabularnewline
20 & -0.194471 & -1.3332 & 0.094442 \tabularnewline
21 & -0.221009 & -1.5152 & 0.068214 \tabularnewline
22 & -0.092211 & -0.6322 & 0.26517 \tabularnewline
23 & -0.17828 & -1.2222 & 0.113858 \tabularnewline
24 & -0.229831 & -1.5756 & 0.060908 \tabularnewline
25 & -0.160689 & -1.1016 & 0.138116 \tabularnewline
26 & -0.165267 & -1.133 & 0.131478 \tabularnewline
27 & -0.221313 & -1.5172 & 0.067951 \tabularnewline
28 & -0.184039 & -1.2617 & 0.10664 \tabularnewline
29 & -0.133908 & -0.918 & 0.181646 \tabularnewline
30 & -0.096735 & -0.6632 & 0.255227 \tabularnewline
31 & -0.068778 & -0.4715 & 0.319726 \tabularnewline
32 & -0.072238 & -0.4952 & 0.31137 \tabularnewline
33 & -0.034161 & -0.2342 & 0.407926 \tabularnewline
34 & -0.012168 & -0.0834 & 0.466935 \tabularnewline
35 & -0.020312 & -0.1392 & 0.444924 \tabularnewline
36 & -0.034909 & -0.2393 & 0.405948 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65531&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]0.20695[/C][C]1.4188[/C][C]0.081281[/C][/ROW]
[ROW][C]2[/C][C]0.214552[/C][C]1.4709[/C][C]0.073992[/C][/ROW]
[ROW][C]3[/C][C]0.481823[/C][C]3.3032[/C][C]0.000916[/C][/ROW]
[ROW][C]4[/C][C]0.199195[/C][C]1.3656[/C][C]0.089281[/C][/ROW]
[ROW][C]5[/C][C]0.161355[/C][C]1.1062[/C][C]0.137136[/C][/ROW]
[ROW][C]6[/C][C]0.197097[/C][C]1.3512[/C][C]0.091545[/C][/ROW]
[ROW][C]7[/C][C]0.02985[/C][C]0.2046[/C][C]0.419367[/C][/ROW]
[ROW][C]8[/C][C]0.273729[/C][C]1.8766[/C][C]0.033395[/C][/ROW]
[ROW][C]9[/C][C]-0.059967[/C][C]-0.4111[/C][C]0.341429[/C][/ROW]
[ROW][C]10[/C][C]-0.109861[/C][C]-0.7532[/C][C]0.227553[/C][/ROW]
[ROW][C]11[/C][C]0.284231[/C][C]1.9486[/C][C]0.028664[/C][/ROW]
[ROW][C]12[/C][C]-0.108656[/C][C]-0.7449[/C][C]0.230018[/C][/ROW]
[ROW][C]13[/C][C]-0.133324[/C][C]-0.914[/C][C]0.182685[/C][/ROW]
[ROW][C]14[/C][C]0.109387[/C][C]0.7499[/C][C]0.228521[/C][/ROW]
[ROW][C]15[/C][C]0.038285[/C][C]0.2625[/C][C]0.397053[/C][/ROW]
[ROW][C]16[/C][C]-0.018879[/C][C]-0.1294[/C][C]0.448786[/C][/ROW]
[ROW][C]17[/C][C]-0.011578[/C][C]-0.0794[/C][C]0.468537[/C][/ROW]
[ROW][C]18[/C][C]-0.11014[/C][C]-0.7551[/C][C]0.226983[/C][/ROW]
[ROW][C]19[/C][C]0.01022[/C][C]0.0701[/C][C]0.472221[/C][/ROW]
[ROW][C]20[/C][C]-0.194471[/C][C]-1.3332[/C][C]0.094442[/C][/ROW]
[ROW][C]21[/C][C]-0.221009[/C][C]-1.5152[/C][C]0.068214[/C][/ROW]
[ROW][C]22[/C][C]-0.092211[/C][C]-0.6322[/C][C]0.26517[/C][/ROW]
[ROW][C]23[/C][C]-0.17828[/C][C]-1.2222[/C][C]0.113858[/C][/ROW]
[ROW][C]24[/C][C]-0.229831[/C][C]-1.5756[/C][C]0.060908[/C][/ROW]
[ROW][C]25[/C][C]-0.160689[/C][C]-1.1016[/C][C]0.138116[/C][/ROW]
[ROW][C]26[/C][C]-0.165267[/C][C]-1.133[/C][C]0.131478[/C][/ROW]
[ROW][C]27[/C][C]-0.221313[/C][C]-1.5172[/C][C]0.067951[/C][/ROW]
[ROW][C]28[/C][C]-0.184039[/C][C]-1.2617[/C][C]0.10664[/C][/ROW]
[ROW][C]29[/C][C]-0.133908[/C][C]-0.918[/C][C]0.181646[/C][/ROW]
[ROW][C]30[/C][C]-0.096735[/C][C]-0.6632[/C][C]0.255227[/C][/ROW]
[ROW][C]31[/C][C]-0.068778[/C][C]-0.4715[/C][C]0.319726[/C][/ROW]
[ROW][C]32[/C][C]-0.072238[/C][C]-0.4952[/C][C]0.31137[/C][/ROW]
[ROW][C]33[/C][C]-0.034161[/C][C]-0.2342[/C][C]0.407926[/C][/ROW]
[ROW][C]34[/C][C]-0.012168[/C][C]-0.0834[/C][C]0.466935[/C][/ROW]
[ROW][C]35[/C][C]-0.020312[/C][C]-0.1392[/C][C]0.444924[/C][/ROW]
[ROW][C]36[/C][C]-0.034909[/C][C]-0.2393[/C][C]0.405948[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65531&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65531&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	0.20695	1.4188	0.081281
2	0.214552	1.4709	0.073992
3	0.481823	3.3032	0.000916
4	0.199195	1.3656	0.089281
5	0.161355	1.1062	0.137136
6	0.197097	1.3512	0.091545
7	0.02985	0.2046	0.419367
8	0.273729	1.8766	0.033395
9	-0.059967	-0.4111	0.341429
10	-0.109861	-0.7532	0.227553
11	0.284231	1.9486	0.028664
12	-0.108656	-0.7449	0.230018
13	-0.133324	-0.914	0.182685
14	0.109387	0.7499	0.228521
15	0.038285	0.2625	0.397053
16	-0.018879	-0.1294	0.448786
17	-0.011578	-0.0794	0.468537
18	-0.11014	-0.7551	0.226983
19	0.01022	0.0701	0.472221
20	-0.194471	-1.3332	0.094442
21	-0.221009	-1.5152	0.068214
22	-0.092211	-0.6322	0.26517
23	-0.17828	-1.2222	0.113858
24	-0.229831	-1.5756	0.060908
25	-0.160689	-1.1016	0.138116
26	-0.165267	-1.133	0.131478
27	-0.221313	-1.5172	0.067951
28	-0.184039	-1.2617	0.10664
29	-0.133908	-0.918	0.181646
30	-0.096735	-0.6632	0.255227
31	-0.068778	-0.4715	0.319726
32	-0.072238	-0.4952	0.31137
33	-0.034161	-0.2342	0.407926
34	-0.012168	-0.0834	0.466935
35	-0.020312	-0.1392	0.444924
36	-0.034909	-0.2393	0.405948

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.20695	1.4188	0.081281
2	0.179408	1.23	0.112417
3	0.440712	3.0214	0.002031
4	0.056036	0.3842	0.351295
5	-0.005944	-0.0408	0.483833
6	-0.073713	-0.5054	0.307837
7	-0.146978	-1.0076	0.159396
8	0.255498	1.7516	0.043183
9	-0.22374	-1.5339	0.065881
10	-0.140433	-0.9628	0.170298
11	0.231774	1.589	0.059387
12	-0.110854	-0.76	0.225531
13	-0.028326	-0.1942	0.42343
14	-0.043123	-0.2956	0.384405
15	0.21999	1.5082	0.069102
16	-0.001365	-0.0094	0.496287
17	-0.085119	-0.5835	0.281157
18	-0.155543	-1.0664	0.145856
19	-0.191169	-1.3106	0.098183
20	-0.061624	-0.4225	0.337304
21	-0.062046	-0.4254	0.336256
22	-0.137089	-0.9398	0.176054
23	0.023351	0.1601	0.43675
24	0.091368	0.6264	0.267045
25	-0.000146	-0.001	0.499604
26	-0.066312	-0.4546	0.32574
27	-0.126885	-0.8699	0.194393
28	0.044489	0.305	0.380857
29	0.07813	0.5356	0.297369
30	-0.027578	-0.1891	0.425429
31	0.047128	0.3231	0.374028
32	-0.039381	-0.27	0.394178
33	0.075172	0.5154	0.304361
34	-0.048667	-0.3336	0.370066
35	0.038124	0.2614	0.397478
36	0.00185	0.0127	0.494968

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20695 & 1.4188 & 0.081281 \tabularnewline
2 & 0.179408 & 1.23 & 0.112417 \tabularnewline
3 & 0.440712 & 3.0214 & 0.002031 \tabularnewline
4 & 0.056036 & 0.3842 & 0.351295 \tabularnewline
5 & -0.005944 & -0.0408 & 0.483833 \tabularnewline
6 & -0.073713 & -0.5054 & 0.307837 \tabularnewline
7 & -0.146978 & -1.0076 & 0.159396 \tabularnewline
8 & 0.255498 & 1.7516 & 0.043183 \tabularnewline
9 & -0.22374 & -1.5339 & 0.065881 \tabularnewline
10 & -0.140433 & -0.9628 & 0.170298 \tabularnewline
11 & 0.231774 & 1.589 & 0.059387 \tabularnewline
12 & -0.110854 & -0.76 & 0.225531 \tabularnewline
13 & -0.028326 & -0.1942 & 0.42343 \tabularnewline
14 & -0.043123 & -0.2956 & 0.384405 \tabularnewline
15 & 0.21999 & 1.5082 & 0.069102 \tabularnewline
16 & -0.001365 & -0.0094 & 0.496287 \tabularnewline
17 & -0.085119 & -0.5835 & 0.281157 \tabularnewline
18 & -0.155543 & -1.0664 & 0.145856 \tabularnewline
19 & -0.191169 & -1.3106 & 0.098183 \tabularnewline
20 & -0.061624 & -0.4225 & 0.337304 \tabularnewline
21 & -0.062046 & -0.4254 & 0.336256 \tabularnewline
22 & -0.137089 & -0.9398 & 0.176054 \tabularnewline
23 & 0.023351 & 0.1601 & 0.43675 \tabularnewline
24 & 0.091368 & 0.6264 & 0.267045 \tabularnewline
25 & -0.000146 & -0.001 & 0.499604 \tabularnewline
26 & -0.066312 & -0.4546 & 0.32574 \tabularnewline
27 & -0.126885 & -0.8699 & 0.194393 \tabularnewline
28 & 0.044489 & 0.305 & 0.380857 \tabularnewline
29 & 0.07813 & 0.5356 & 0.297369 \tabularnewline
30 & -0.027578 & -0.1891 & 0.425429 \tabularnewline
31 & 0.047128 & 0.3231 & 0.374028 \tabularnewline
32 & -0.039381 & -0.27 & 0.394178 \tabularnewline
33 & 0.075172 & 0.5154 & 0.304361 \tabularnewline
34 & -0.048667 & -0.3336 & 0.370066 \tabularnewline
35 & 0.038124 & 0.2614 & 0.397478 \tabularnewline
36 & 0.00185 & 0.0127 & 0.494968 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65531&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]0.20695[/C][C]1.4188[/C][C]0.081281[/C][/ROW]
[ROW][C]2[/C][C]0.179408[/C][C]1.23[/C][C]0.112417[/C][/ROW]
[ROW][C]3[/C][C]0.440712[/C][C]3.0214[/C][C]0.002031[/C][/ROW]
[ROW][C]4[/C][C]0.056036[/C][C]0.3842[/C][C]0.351295[/C][/ROW]
[ROW][C]5[/C][C]-0.005944[/C][C]-0.0408[/C][C]0.483833[/C][/ROW]
[ROW][C]6[/C][C]-0.073713[/C][C]-0.5054[/C][C]0.307837[/C][/ROW]
[ROW][C]7[/C][C]-0.146978[/C][C]-1.0076[/C][C]0.159396[/C][/ROW]
[ROW][C]8[/C][C]0.255498[/C][C]1.7516[/C][C]0.043183[/C][/ROW]
[ROW][C]9[/C][C]-0.22374[/C][C]-1.5339[/C][C]0.065881[/C][/ROW]
[ROW][C]10[/C][C]-0.140433[/C][C]-0.9628[/C][C]0.170298[/C][/ROW]
[ROW][C]11[/C][C]0.231774[/C][C]1.589[/C][C]0.059387[/C][/ROW]
[ROW][C]12[/C][C]-0.110854[/C][C]-0.76[/C][C]0.225531[/C][/ROW]
[ROW][C]13[/C][C]-0.028326[/C][C]-0.1942[/C][C]0.42343[/C][/ROW]
[ROW][C]14[/C][C]-0.043123[/C][C]-0.2956[/C][C]0.384405[/C][/ROW]
[ROW][C]15[/C][C]0.21999[/C][C]1.5082[/C][C]0.069102[/C][/ROW]
[ROW][C]16[/C][C]-0.001365[/C][C]-0.0094[/C][C]0.496287[/C][/ROW]
[ROW][C]17[/C][C]-0.085119[/C][C]-0.5835[/C][C]0.281157[/C][/ROW]
[ROW][C]18[/C][C]-0.155543[/C][C]-1.0664[/C][C]0.145856[/C][/ROW]
[ROW][C]19[/C][C]-0.191169[/C][C]-1.3106[/C][C]0.098183[/C][/ROW]
[ROW][C]20[/C][C]-0.061624[/C][C]-0.4225[/C][C]0.337304[/C][/ROW]
[ROW][C]21[/C][C]-0.062046[/C][C]-0.4254[/C][C]0.336256[/C][/ROW]
[ROW][C]22[/C][C]-0.137089[/C][C]-0.9398[/C][C]0.176054[/C][/ROW]
[ROW][C]23[/C][C]0.023351[/C][C]0.1601[/C][C]0.43675[/C][/ROW]
[ROW][C]24[/C][C]0.091368[/C][C]0.6264[/C][C]0.267045[/C][/ROW]
[ROW][C]25[/C][C]-0.000146[/C][C]-0.001[/C][C]0.499604[/C][/ROW]
[ROW][C]26[/C][C]-0.066312[/C][C]-0.4546[/C][C]0.32574[/C][/ROW]
[ROW][C]27[/C][C]-0.126885[/C][C]-0.8699[/C][C]0.194393[/C][/ROW]
[ROW][C]28[/C][C]0.044489[/C][C]0.305[/C][C]0.380857[/C][/ROW]
[ROW][C]29[/C][C]0.07813[/C][C]0.5356[/C][C]0.297369[/C][/ROW]
[ROW][C]30[/C][C]-0.027578[/C][C]-0.1891[/C][C]0.425429[/C][/ROW]
[ROW][C]31[/C][C]0.047128[/C][C]0.3231[/C][C]0.374028[/C][/ROW]
[ROW][C]32[/C][C]-0.039381[/C][C]-0.27[/C][C]0.394178[/C][/ROW]
[ROW][C]33[/C][C]0.075172[/C][C]0.5154[/C][C]0.304361[/C][/ROW]
[ROW][C]34[/C][C]-0.048667[/C][C]-0.3336[/C][C]0.370066[/C][/ROW]
[ROW][C]35[/C][C]0.038124[/C][C]0.2614[/C][C]0.397478[/C][/ROW]
[ROW][C]36[/C][C]0.00185[/C][C]0.0127[/C][C]0.494968[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65531&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65531&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	0.20695	1.4188	0.081281
2	0.179408	1.23	0.112417
3	0.440712	3.0214	0.002031
4	0.056036	0.3842	0.351295
5	-0.005944	-0.0408	0.483833
6	-0.073713	-0.5054	0.307837
7	-0.146978	-1.0076	0.159396
8	0.255498	1.7516	0.043183
9	-0.22374	-1.5339	0.065881
10	-0.140433	-0.9628	0.170298
11	0.231774	1.589	0.059387
12	-0.110854	-0.76	0.225531
13	-0.028326	-0.1942	0.42343
14	-0.043123	-0.2956	0.384405
15	0.21999	1.5082	0.069102
16	-0.001365	-0.0094	0.496287
17	-0.085119	-0.5835	0.281157
18	-0.155543	-1.0664	0.145856
19	-0.191169	-1.3106	0.098183
20	-0.061624	-0.4225	0.337304
21	-0.062046	-0.4254	0.336256
22	-0.137089	-0.9398	0.176054
23	0.023351	0.1601	0.43675
24	0.091368	0.6264	0.267045
25	-0.000146	-0.001	0.499604
26	-0.066312	-0.4546	0.32574
27	-0.126885	-0.8699	0.194393
28	0.044489	0.305	0.380857
29	0.07813	0.5356	0.297369
30	-0.027578	-0.1891	0.425429
31	0.047128	0.3231	0.374028
32	-0.039381	-0.27	0.394178
33	0.075172	0.5154	0.304361
34	-0.048667	-0.3336	0.370066
35	0.038124	0.2614	0.397478
36	0.00185	0.0127	0.494968

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; 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