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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 11 Dec 2009 01:30:06 -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/11/t1260520255sav9j54vxuudk7k.htm/, Retrieved Mon, 29 Apr 2024 01:06:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65875, Retrieved Mon, 29 Apr 2024 01:06:28 +0000

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Estimated Impact

155

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

F       [(Partial) Autocorrelation Function] [WS 9 ACF] [2009-12-11 08:30:06] [762da55b2e2304daaed24a7cc507d14d] [Current]

Feedback Forum

2009-12-14 18:56:09 [f1e24346ff4ab8a20729561498ad5c34] [reply] 
Je mag Lambda inderdaad afronden naar 1 omdat het betrouwbaarheidsinterval dit toelaat. Je mag afronden binnen het interval: (Lambda - 2*standaardfout; Lambda +2*standaardfout)

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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=65875&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=65875&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65875&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	0.006926	0.048	0.480964
2	0.23754	1.6457	0.053177
3	0.411957	2.8541	0.003177
4	-0.067709	-0.4691	0.32056
5	0.286346	1.9839	0.026503
6	0.174136	1.2064	0.116779
7	-0.12139	-0.841	0.202256
8	0.282796	1.9593	0.027951
9	0.045061	0.3122	0.378124
10	-0.099182	-0.6871	0.247648
11	0.087362	0.6053	0.273927
12	-0.14613	-1.0124	0.158207
13	-0.011341	-0.0786	0.46885
14	0.05024	0.3481	0.364653
15	-0.054102	-0.3748	0.35472
16	-0.009965	-0.069	0.472623
17	0.081879	0.5673	0.286586
18	-0.032932	-0.2282	0.410245
19	-0.133995	-0.9283	0.178937
20	0.02826	0.1958	0.422801
21	-0.038768	-0.2686	0.394697
22	-0.109924	-0.7616	0.22502
23	0.110892	0.7683	0.223041
24	-0.21549	-1.493	0.070997
25	-0.041986	-0.2909	0.386195
26	-0.017812	-0.1234	0.45115
27	-0.133909	-0.9277	0.179091
28	-0.152417	-1.056	0.148133
29	-0.116812	-0.8093	0.21117
30	-0.189766	-1.3147	0.097423
31	-0.074752	-0.5179	0.303454
32	-0.156816	-1.0865	0.141353
33	-0.19326	-1.3389	0.093447
34	-0.053902	-0.3734	0.355232
35	-0.125269	-0.8679	0.194887
36	-0.093261	-0.6461	0.260636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.006926 & 0.048 & 0.480964 \tabularnewline
2 & 0.23754 & 1.6457 & 0.053177 \tabularnewline
3 & 0.411957 & 2.8541 & 0.003177 \tabularnewline
4 & -0.067709 & -0.4691 & 0.32056 \tabularnewline
5 & 0.286346 & 1.9839 & 0.026503 \tabularnewline
6 & 0.174136 & 1.2064 & 0.116779 \tabularnewline
7 & -0.12139 & -0.841 & 0.202256 \tabularnewline
8 & 0.282796 & 1.9593 & 0.027951 \tabularnewline
9 & 0.045061 & 0.3122 & 0.378124 \tabularnewline
10 & -0.099182 & -0.6871 & 0.247648 \tabularnewline
11 & 0.087362 & 0.6053 & 0.273927 \tabularnewline
12 & -0.14613 & -1.0124 & 0.158207 \tabularnewline
13 & -0.011341 & -0.0786 & 0.46885 \tabularnewline
14 & 0.05024 & 0.3481 & 0.364653 \tabularnewline
15 & -0.054102 & -0.3748 & 0.35472 \tabularnewline
16 & -0.009965 & -0.069 & 0.472623 \tabularnewline
17 & 0.081879 & 0.5673 & 0.286586 \tabularnewline
18 & -0.032932 & -0.2282 & 0.410245 \tabularnewline
19 & -0.133995 & -0.9283 & 0.178937 \tabularnewline
20 & 0.02826 & 0.1958 & 0.422801 \tabularnewline
21 & -0.038768 & -0.2686 & 0.394697 \tabularnewline
22 & -0.109924 & -0.7616 & 0.22502 \tabularnewline
23 & 0.110892 & 0.7683 & 0.223041 \tabularnewline
24 & -0.21549 & -1.493 & 0.070997 \tabularnewline
25 & -0.041986 & -0.2909 & 0.386195 \tabularnewline
26 & -0.017812 & -0.1234 & 0.45115 \tabularnewline
27 & -0.133909 & -0.9277 & 0.179091 \tabularnewline
28 & -0.152417 & -1.056 & 0.148133 \tabularnewline
29 & -0.116812 & -0.8093 & 0.21117 \tabularnewline
30 & -0.189766 & -1.3147 & 0.097423 \tabularnewline
31 & -0.074752 & -0.5179 & 0.303454 \tabularnewline
32 & -0.156816 & -1.0865 & 0.141353 \tabularnewline
33 & -0.19326 & -1.3389 & 0.093447 \tabularnewline
34 & -0.053902 & -0.3734 & 0.355232 \tabularnewline
35 & -0.125269 & -0.8679 & 0.194887 \tabularnewline
36 & -0.093261 & -0.6461 & 0.260636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65875&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]0.006926[/C][C]0.048[/C][C]0.480964[/C][/ROW]
[ROW][C]2[/C][C]0.23754[/C][C]1.6457[/C][C]0.053177[/C][/ROW]
[ROW][C]3[/C][C]0.411957[/C][C]2.8541[/C][C]0.003177[/C][/ROW]
[ROW][C]4[/C][C]-0.067709[/C][C]-0.4691[/C][C]0.32056[/C][/ROW]
[ROW][C]5[/C][C]0.286346[/C][C]1.9839[/C][C]0.026503[/C][/ROW]
[ROW][C]6[/C][C]0.174136[/C][C]1.2064[/C][C]0.116779[/C][/ROW]
[ROW][C]7[/C][C]-0.12139[/C][C]-0.841[/C][C]0.202256[/C][/ROW]
[ROW][C]8[/C][C]0.282796[/C][C]1.9593[/C][C]0.027951[/C][/ROW]
[ROW][C]9[/C][C]0.045061[/C][C]0.3122[/C][C]0.378124[/C][/ROW]
[ROW][C]10[/C][C]-0.099182[/C][C]-0.6871[/C][C]0.247648[/C][/ROW]
[ROW][C]11[/C][C]0.087362[/C][C]0.6053[/C][C]0.273927[/C][/ROW]
[ROW][C]12[/C][C]-0.14613[/C][C]-1.0124[/C][C]0.158207[/C][/ROW]
[ROW][C]13[/C][C]-0.011341[/C][C]-0.0786[/C][C]0.46885[/C][/ROW]
[ROW][C]14[/C][C]0.05024[/C][C]0.3481[/C][C]0.364653[/C][/ROW]
[ROW][C]15[/C][C]-0.054102[/C][C]-0.3748[/C][C]0.35472[/C][/ROW]
[ROW][C]16[/C][C]-0.009965[/C][C]-0.069[/C][C]0.472623[/C][/ROW]
[ROW][C]17[/C][C]0.081879[/C][C]0.5673[/C][C]0.286586[/C][/ROW]
[ROW][C]18[/C][C]-0.032932[/C][C]-0.2282[/C][C]0.410245[/C][/ROW]
[ROW][C]19[/C][C]-0.133995[/C][C]-0.9283[/C][C]0.178937[/C][/ROW]
[ROW][C]20[/C][C]0.02826[/C][C]0.1958[/C][C]0.422801[/C][/ROW]
[ROW][C]21[/C][C]-0.038768[/C][C]-0.2686[/C][C]0.394697[/C][/ROW]
[ROW][C]22[/C][C]-0.109924[/C][C]-0.7616[/C][C]0.22502[/C][/ROW]
[ROW][C]23[/C][C]0.110892[/C][C]0.7683[/C][C]0.223041[/C][/ROW]
[ROW][C]24[/C][C]-0.21549[/C][C]-1.493[/C][C]0.070997[/C][/ROW]
[ROW][C]25[/C][C]-0.041986[/C][C]-0.2909[/C][C]0.386195[/C][/ROW]
[ROW][C]26[/C][C]-0.017812[/C][C]-0.1234[/C][C]0.45115[/C][/ROW]
[ROW][C]27[/C][C]-0.133909[/C][C]-0.9277[/C][C]0.179091[/C][/ROW]
[ROW][C]28[/C][C]-0.152417[/C][C]-1.056[/C][C]0.148133[/C][/ROW]
[ROW][C]29[/C][C]-0.116812[/C][C]-0.8093[/C][C]0.21117[/C][/ROW]
[ROW][C]30[/C][C]-0.189766[/C][C]-1.3147[/C][C]0.097423[/C][/ROW]
[ROW][C]31[/C][C]-0.074752[/C][C]-0.5179[/C][C]0.303454[/C][/ROW]
[ROW][C]32[/C][C]-0.156816[/C][C]-1.0865[/C][C]0.141353[/C][/ROW]
[ROW][C]33[/C][C]-0.19326[/C][C]-1.3389[/C][C]0.093447[/C][/ROW]
[ROW][C]34[/C][C]-0.053902[/C][C]-0.3734[/C][C]0.355232[/C][/ROW]
[ROW][C]35[/C][C]-0.125269[/C][C]-0.8679[/C][C]0.194887[/C][/ROW]
[ROW][C]36[/C][C]-0.093261[/C][C]-0.6461[/C][C]0.260636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65875&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65875&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	0.006926	0.048	0.480964
2	0.23754	1.6457	0.053177
3	0.411957	2.8541	0.003177
4	-0.067709	-0.4691	0.32056
5	0.286346	1.9839	0.026503
6	0.174136	1.2064	0.116779
7	-0.12139	-0.841	0.202256
8	0.282796	1.9593	0.027951
9	0.045061	0.3122	0.378124
10	-0.099182	-0.6871	0.247648
11	0.087362	0.6053	0.273927
12	-0.14613	-1.0124	0.158207
13	-0.011341	-0.0786	0.46885
14	0.05024	0.3481	0.364653
15	-0.054102	-0.3748	0.35472
16	-0.009965	-0.069	0.472623
17	0.081879	0.5673	0.286586
18	-0.032932	-0.2282	0.410245
19	-0.133995	-0.9283	0.178937
20	0.02826	0.1958	0.422801
21	-0.038768	-0.2686	0.394697
22	-0.109924	-0.7616	0.22502
23	0.110892	0.7683	0.223041
24	-0.21549	-1.493	0.070997
25	-0.041986	-0.2909	0.386195
26	-0.017812	-0.1234	0.45115
27	-0.133909	-0.9277	0.179091
28	-0.152417	-1.056	0.148133
29	-0.116812	-0.8093	0.21117
30	-0.189766	-1.3147	0.097423
31	-0.074752	-0.5179	0.303454
32	-0.156816	-1.0865	0.141353
33	-0.19326	-1.3389	0.093447
34	-0.053902	-0.3734	0.355232
35	-0.125269	-0.8679	0.194887
36	-0.093261	-0.6461	0.260636

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.006926	0.048	0.480964
2	0.237504	1.6455	0.053203
3	0.433532	3.0036	0.002115
4	-0.112689	-0.7807	0.219398
5	0.099984	0.6927	0.245914
6	0.081968	0.5679	0.286379
7	-0.171246	-1.1864	0.120647
8	0.081441	0.5642	0.28761
9	0.088203	0.6111	0.272013
10	-0.131055	-0.908	0.184215
11	-0.177656	-1.2308	0.11219
12	-0.086439	-0.5989	0.276038
13	0.063508	0.44	0.330957
14	0.048105	0.3333	0.370188
15	0.141585	0.9809	0.165773
16	-0.019876	-0.1377	0.445524
17	0.047375	0.3282	0.372086
18	0.015055	0.1043	0.458682
19	-0.238201	-1.6503	0.052705
20	-0.026078	-0.1807	0.428692
21	0.111111	0.7698	0.222595
22	-0.107178	-0.7426	0.230686
23	0.029986	0.2077	0.418152
24	-0.140024	-0.9701	0.168425
25	-0.044896	-0.3111	0.378555
26	-0.090202	-0.6249	0.267487
27	0.217495	1.5068	0.069201
28	-0.172638	-1.1961	0.118771
29	-0.187751	-1.3008	0.099772
30	-0.063679	-0.4412	0.330531
31	-0.045649	-0.3163	0.376586
32	-0.057326	-0.3972	0.346502
33	0.041727	0.2891	0.386877
34	0.067254	0.466	0.321679
35	-0.039812	-0.2758	0.391934
36	-0.002936	-0.0203	0.491928

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.006926 & 0.048 & 0.480964 \tabularnewline
2 & 0.237504 & 1.6455 & 0.053203 \tabularnewline
3 & 0.433532 & 3.0036 & 0.002115 \tabularnewline
4 & -0.112689 & -0.7807 & 0.219398 \tabularnewline
5 & 0.099984 & 0.6927 & 0.245914 \tabularnewline
6 & 0.081968 & 0.5679 & 0.286379 \tabularnewline
7 & -0.171246 & -1.1864 & 0.120647 \tabularnewline
8 & 0.081441 & 0.5642 & 0.28761 \tabularnewline
9 & 0.088203 & 0.6111 & 0.272013 \tabularnewline
10 & -0.131055 & -0.908 & 0.184215 \tabularnewline
11 & -0.177656 & -1.2308 & 0.11219 \tabularnewline
12 & -0.086439 & -0.5989 & 0.276038 \tabularnewline
13 & 0.063508 & 0.44 & 0.330957 \tabularnewline
14 & 0.048105 & 0.3333 & 0.370188 \tabularnewline
15 & 0.141585 & 0.9809 & 0.165773 \tabularnewline
16 & -0.019876 & -0.1377 & 0.445524 \tabularnewline
17 & 0.047375 & 0.3282 & 0.372086 \tabularnewline
18 & 0.015055 & 0.1043 & 0.458682 \tabularnewline
19 & -0.238201 & -1.6503 & 0.052705 \tabularnewline
20 & -0.026078 & -0.1807 & 0.428692 \tabularnewline
21 & 0.111111 & 0.7698 & 0.222595 \tabularnewline
22 & -0.107178 & -0.7426 & 0.230686 \tabularnewline
23 & 0.029986 & 0.2077 & 0.418152 \tabularnewline
24 & -0.140024 & -0.9701 & 0.168425 \tabularnewline
25 & -0.044896 & -0.3111 & 0.378555 \tabularnewline
26 & -0.090202 & -0.6249 & 0.267487 \tabularnewline
27 & 0.217495 & 1.5068 & 0.069201 \tabularnewline
28 & -0.172638 & -1.1961 & 0.118771 \tabularnewline
29 & -0.187751 & -1.3008 & 0.099772 \tabularnewline
30 & -0.063679 & -0.4412 & 0.330531 \tabularnewline
31 & -0.045649 & -0.3163 & 0.376586 \tabularnewline
32 & -0.057326 & -0.3972 & 0.346502 \tabularnewline
33 & 0.041727 & 0.2891 & 0.386877 \tabularnewline
34 & 0.067254 & 0.466 & 0.321679 \tabularnewline
35 & -0.039812 & -0.2758 & 0.391934 \tabularnewline
36 & -0.002936 & -0.0203 & 0.491928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65875&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]0.006926[/C][C]0.048[/C][C]0.480964[/C][/ROW]
[ROW][C]2[/C][C]0.237504[/C][C]1.6455[/C][C]0.053203[/C][/ROW]
[ROW][C]3[/C][C]0.433532[/C][C]3.0036[/C][C]0.002115[/C][/ROW]
[ROW][C]4[/C][C]-0.112689[/C][C]-0.7807[/C][C]0.219398[/C][/ROW]
[ROW][C]5[/C][C]0.099984[/C][C]0.6927[/C][C]0.245914[/C][/ROW]
[ROW][C]6[/C][C]0.081968[/C][C]0.5679[/C][C]0.286379[/C][/ROW]
[ROW][C]7[/C][C]-0.171246[/C][C]-1.1864[/C][C]0.120647[/C][/ROW]
[ROW][C]8[/C][C]0.081441[/C][C]0.5642[/C][C]0.28761[/C][/ROW]
[ROW][C]9[/C][C]0.088203[/C][C]0.6111[/C][C]0.272013[/C][/ROW]
[ROW][C]10[/C][C]-0.131055[/C][C]-0.908[/C][C]0.184215[/C][/ROW]
[ROW][C]11[/C][C]-0.177656[/C][C]-1.2308[/C][C]0.11219[/C][/ROW]
[ROW][C]12[/C][C]-0.086439[/C][C]-0.5989[/C][C]0.276038[/C][/ROW]
[ROW][C]13[/C][C]0.063508[/C][C]0.44[/C][C]0.330957[/C][/ROW]
[ROW][C]14[/C][C]0.048105[/C][C]0.3333[/C][C]0.370188[/C][/ROW]
[ROW][C]15[/C][C]0.141585[/C][C]0.9809[/C][C]0.165773[/C][/ROW]
[ROW][C]16[/C][C]-0.019876[/C][C]-0.1377[/C][C]0.445524[/C][/ROW]
[ROW][C]17[/C][C]0.047375[/C][C]0.3282[/C][C]0.372086[/C][/ROW]
[ROW][C]18[/C][C]0.015055[/C][C]0.1043[/C][C]0.458682[/C][/ROW]
[ROW][C]19[/C][C]-0.238201[/C][C]-1.6503[/C][C]0.052705[/C][/ROW]
[ROW][C]20[/C][C]-0.026078[/C][C]-0.1807[/C][C]0.428692[/C][/ROW]
[ROW][C]21[/C][C]0.111111[/C][C]0.7698[/C][C]0.222595[/C][/ROW]
[ROW][C]22[/C][C]-0.107178[/C][C]-0.7426[/C][C]0.230686[/C][/ROW]
[ROW][C]23[/C][C]0.029986[/C][C]0.2077[/C][C]0.418152[/C][/ROW]
[ROW][C]24[/C][C]-0.140024[/C][C]-0.9701[/C][C]0.168425[/C][/ROW]
[ROW][C]25[/C][C]-0.044896[/C][C]-0.3111[/C][C]0.378555[/C][/ROW]
[ROW][C]26[/C][C]-0.090202[/C][C]-0.6249[/C][C]0.267487[/C][/ROW]
[ROW][C]27[/C][C]0.217495[/C][C]1.5068[/C][C]0.069201[/C][/ROW]
[ROW][C]28[/C][C]-0.172638[/C][C]-1.1961[/C][C]0.118771[/C][/ROW]
[ROW][C]29[/C][C]-0.187751[/C][C]-1.3008[/C][C]0.099772[/C][/ROW]
[ROW][C]30[/C][C]-0.063679[/C][C]-0.4412[/C][C]0.330531[/C][/ROW]
[ROW][C]31[/C][C]-0.045649[/C][C]-0.3163[/C][C]0.376586[/C][/ROW]
[ROW][C]32[/C][C]-0.057326[/C][C]-0.3972[/C][C]0.346502[/C][/ROW]
[ROW][C]33[/C][C]0.041727[/C][C]0.2891[/C][C]0.386877[/C][/ROW]
[ROW][C]34[/C][C]0.067254[/C][C]0.466[/C][C]0.321679[/C][/ROW]
[ROW][C]35[/C][C]-0.039812[/C][C]-0.2758[/C][C]0.391934[/C][/ROW]
[ROW][C]36[/C][C]-0.002936[/C][C]-0.0203[/C][C]0.491928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65875&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65875&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	0.006926	0.048	0.480964
2	0.237504	1.6455	0.053203
3	0.433532	3.0036	0.002115
4	-0.112689	-0.7807	0.219398
5	0.099984	0.6927	0.245914
6	0.081968	0.5679	0.286379
7	-0.171246	-1.1864	0.120647
8	0.081441	0.5642	0.28761
9	0.088203	0.6111	0.272013
10	-0.131055	-0.908	0.184215
11	-0.177656	-1.2308	0.11219
12	-0.086439	-0.5989	0.276038
13	0.063508	0.44	0.330957
14	0.048105	0.3333	0.370188
15	0.141585	0.9809	0.165773
16	-0.019876	-0.1377	0.445524
17	0.047375	0.3282	0.372086
18	0.015055	0.1043	0.458682
19	-0.238201	-1.6503	0.052705
20	-0.026078	-0.1807	0.428692
21	0.111111	0.7698	0.222595
22	-0.107178	-0.7426	0.230686
23	0.029986	0.2077	0.418152
24	-0.140024	-0.9701	0.168425
25	-0.044896	-0.3111	0.378555
26	-0.090202	-0.6249	0.267487
27	0.217495	1.5068	0.069201
28	-0.172638	-1.1961	0.118771
29	-0.187751	-1.3008	0.099772
30	-0.063679	-0.4412	0.330531
31	-0.045649	-0.3163	0.376586
32	-0.057326	-0.3972	0.346502
33	0.041727	0.2891	0.386877
34	0.067254	0.466	0.321679
35	-0.039812	-0.2758	0.391934
36	-0.002936	-0.0203	0.491928

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.5 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1.5 ; par3 = 0 ; 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