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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 11 Dec 2009 06:17:00 -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/t1260537564z3niyuliu45finj.htm/, Retrieved Sun, 28 Apr 2024 20:38:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66173, Retrieved Sun, 28 Apr 2024 20:38:42 +0000

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Estimated Impact

160

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 14:48:46] [b98453cac15ba1066b407e146608df68]
F   PD    [(Partial) Autocorrelation Function] [WS9] [2009-12-04 10:32:15] [b8b64ced21f32e31669b267b64eede7f]
-   P         [(Partial) Autocorrelation Function] [ws9] [2009-12-11 13:17:00] [d41d8cd98f00b204e9800998ecf8427e] [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=66173&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=66173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66173&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	-0.424377	-2.5106	0.008411
2	-0.292255	-1.729	0.04631
3	0.373343	2.2087	0.016917
4	-0.038918	-0.2302	0.409622
5	-0.151847	-0.8983	0.187572
6	0.073302	0.4337	0.333598
7	0.042191	0.2496	0.402176
8	0.010424	0.0617	0.475587
9	-0.149732	-0.8858	0.190879
10	0.181556	1.0741	0.145064
11	-0.056144	-0.3322	0.370879
12	-0.188416	-1.1147	0.136291
13	0.262772	1.5546	0.064522
14	-0.169596	-1.0033	0.161291
15	-0.037567	-0.2223	0.412705
16	0.085437	0.5055	0.308205
17	-0.041089	-0.2431	0.404679
18	-0.061196	-0.362	0.35975
19	0.154343	0.9131	0.183718
20	-0.099307	-0.5875	0.280317
21	-0.040564	-0.24	0.405874
22	0.03812	0.2255	0.411443
23	0.102488	0.6063	0.274105
24	-0.160947	-0.9522	0.17377
25	0.006998	0.0414	0.483605
26	0.222978	1.3192	0.097841
27	-0.127489	-0.7542	0.227877
28	-0.119896	-0.7093	0.241415
29	0.142288	0.8418	0.202811
30	-0.002032	-0.012	0.495237
31	-0.04659	-0.2756	0.392227
32	0.02514	0.1487	0.44131
33	-0.014916	-0.0882	0.465093
34	0.001496	0.0088	0.496495
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.424377 & -2.5106 & 0.008411 \tabularnewline
2 & -0.292255 & -1.729 & 0.04631 \tabularnewline
3 & 0.373343 & 2.2087 & 0.016917 \tabularnewline
4 & -0.038918 & -0.2302 & 0.409622 \tabularnewline
5 & -0.151847 & -0.8983 & 0.187572 \tabularnewline
6 & 0.073302 & 0.4337 & 0.333598 \tabularnewline
7 & 0.042191 & 0.2496 & 0.402176 \tabularnewline
8 & 0.010424 & 0.0617 & 0.475587 \tabularnewline
9 & -0.149732 & -0.8858 & 0.190879 \tabularnewline
10 & 0.181556 & 1.0741 & 0.145064 \tabularnewline
11 & -0.056144 & -0.3322 & 0.370879 \tabularnewline
12 & -0.188416 & -1.1147 & 0.136291 \tabularnewline
13 & 0.262772 & 1.5546 & 0.064522 \tabularnewline
14 & -0.169596 & -1.0033 & 0.161291 \tabularnewline
15 & -0.037567 & -0.2223 & 0.412705 \tabularnewline
16 & 0.085437 & 0.5055 & 0.308205 \tabularnewline
17 & -0.041089 & -0.2431 & 0.404679 \tabularnewline
18 & -0.061196 & -0.362 & 0.35975 \tabularnewline
19 & 0.154343 & 0.9131 & 0.183718 \tabularnewline
20 & -0.099307 & -0.5875 & 0.280317 \tabularnewline
21 & -0.040564 & -0.24 & 0.405874 \tabularnewline
22 & 0.03812 & 0.2255 & 0.411443 \tabularnewline
23 & 0.102488 & 0.6063 & 0.274105 \tabularnewline
24 & -0.160947 & -0.9522 & 0.17377 \tabularnewline
25 & 0.006998 & 0.0414 & 0.483605 \tabularnewline
26 & 0.222978 & 1.3192 & 0.097841 \tabularnewline
27 & -0.127489 & -0.7542 & 0.227877 \tabularnewline
28 & -0.119896 & -0.7093 & 0.241415 \tabularnewline
29 & 0.142288 & 0.8418 & 0.202811 \tabularnewline
30 & -0.002032 & -0.012 & 0.495237 \tabularnewline
31 & -0.04659 & -0.2756 & 0.392227 \tabularnewline
32 & 0.02514 & 0.1487 & 0.44131 \tabularnewline
33 & -0.014916 & -0.0882 & 0.465093 \tabularnewline
34 & 0.001496 & 0.0088 & 0.496495 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66173&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]-0.424377[/C][C]-2.5106[/C][C]0.008411[/C][/ROW]
[ROW][C]2[/C][C]-0.292255[/C][C]-1.729[/C][C]0.04631[/C][/ROW]
[ROW][C]3[/C][C]0.373343[/C][C]2.2087[/C][C]0.016917[/C][/ROW]
[ROW][C]4[/C][C]-0.038918[/C][C]-0.2302[/C][C]0.409622[/C][/ROW]
[ROW][C]5[/C][C]-0.151847[/C][C]-0.8983[/C][C]0.187572[/C][/ROW]
[ROW][C]6[/C][C]0.073302[/C][C]0.4337[/C][C]0.333598[/C][/ROW]
[ROW][C]7[/C][C]0.042191[/C][C]0.2496[/C][C]0.402176[/C][/ROW]
[ROW][C]8[/C][C]0.010424[/C][C]0.0617[/C][C]0.475587[/C][/ROW]
[ROW][C]9[/C][C]-0.149732[/C][C]-0.8858[/C][C]0.190879[/C][/ROW]
[ROW][C]10[/C][C]0.181556[/C][C]1.0741[/C][C]0.145064[/C][/ROW]
[ROW][C]11[/C][C]-0.056144[/C][C]-0.3322[/C][C]0.370879[/C][/ROW]
[ROW][C]12[/C][C]-0.188416[/C][C]-1.1147[/C][C]0.136291[/C][/ROW]
[ROW][C]13[/C][C]0.262772[/C][C]1.5546[/C][C]0.064522[/C][/ROW]
[ROW][C]14[/C][C]-0.169596[/C][C]-1.0033[/C][C]0.161291[/C][/ROW]
[ROW][C]15[/C][C]-0.037567[/C][C]-0.2223[/C][C]0.412705[/C][/ROW]
[ROW][C]16[/C][C]0.085437[/C][C]0.5055[/C][C]0.308205[/C][/ROW]
[ROW][C]17[/C][C]-0.041089[/C][C]-0.2431[/C][C]0.404679[/C][/ROW]
[ROW][C]18[/C][C]-0.061196[/C][C]-0.362[/C][C]0.35975[/C][/ROW]
[ROW][C]19[/C][C]0.154343[/C][C]0.9131[/C][C]0.183718[/C][/ROW]
[ROW][C]20[/C][C]-0.099307[/C][C]-0.5875[/C][C]0.280317[/C][/ROW]
[ROW][C]21[/C][C]-0.040564[/C][C]-0.24[/C][C]0.405874[/C][/ROW]
[ROW][C]22[/C][C]0.03812[/C][C]0.2255[/C][C]0.411443[/C][/ROW]
[ROW][C]23[/C][C]0.102488[/C][C]0.6063[/C][C]0.274105[/C][/ROW]
[ROW][C]24[/C][C]-0.160947[/C][C]-0.9522[/C][C]0.17377[/C][/ROW]
[ROW][C]25[/C][C]0.006998[/C][C]0.0414[/C][C]0.483605[/C][/ROW]
[ROW][C]26[/C][C]0.222978[/C][C]1.3192[/C][C]0.097841[/C][/ROW]
[ROW][C]27[/C][C]-0.127489[/C][C]-0.7542[/C][C]0.227877[/C][/ROW]
[ROW][C]28[/C][C]-0.119896[/C][C]-0.7093[/C][C]0.241415[/C][/ROW]
[ROW][C]29[/C][C]0.142288[/C][C]0.8418[/C][C]0.202811[/C][/ROW]
[ROW][C]30[/C][C]-0.002032[/C][C]-0.012[/C][C]0.495237[/C][/ROW]
[ROW][C]31[/C][C]-0.04659[/C][C]-0.2756[/C][C]0.392227[/C][/ROW]
[ROW][C]32[/C][C]0.02514[/C][C]0.1487[/C][C]0.44131[/C][/ROW]
[ROW][C]33[/C][C]-0.014916[/C][C]-0.0882[/C][C]0.465093[/C][/ROW]
[ROW][C]34[/C][C]0.001496[/C][C]0.0088[/C][C]0.496495[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66173&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	-0.424377	-2.5106	0.008411
2	-0.292255	-1.729	0.04631
3	0.373343	2.2087	0.016917
4	-0.038918	-0.2302	0.409622
5	-0.151847	-0.8983	0.187572
6	0.073302	0.4337	0.333598
7	0.042191	0.2496	0.402176
8	0.010424	0.0617	0.475587
9	-0.149732	-0.8858	0.190879
10	0.181556	1.0741	0.145064
11	-0.056144	-0.3322	0.370879
12	-0.188416	-1.1147	0.136291
13	0.262772	1.5546	0.064522
14	-0.169596	-1.0033	0.161291
15	-0.037567	-0.2223	0.412705
16	0.085437	0.5055	0.308205
17	-0.041089	-0.2431	0.404679
18	-0.061196	-0.362	0.35975
19	0.154343	0.9131	0.183718
20	-0.099307	-0.5875	0.280317
21	-0.040564	-0.24	0.405874
22	0.03812	0.2255	0.411443
23	0.102488	0.6063	0.274105
24	-0.160947	-0.9522	0.17377
25	0.006998	0.0414	0.483605
26	0.222978	1.3192	0.097841
27	-0.127489	-0.7542	0.227877
28	-0.119896	-0.7093	0.241415
29	0.142288	0.8418	0.202811
30	-0.002032	-0.012	0.495237
31	-0.04659	-0.2756	0.392227
32	0.02514	0.1487	0.44131
33	-0.014916	-0.0882	0.465093
34	0.001496	0.0088	0.496495
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.424377	-2.5106	0.008411
2	-0.576105	-3.4083	0.00083
3	-0.12162	-0.7195	0.238301
4	-0.012602	-0.0746	0.470496
5	0.044979	0.2661	0.395862
6	-0.003504	-0.0207	0.49179
7	-0.006832	-0.0404	0.483995
8	0.103543	0.6126	0.27206
9	-0.11303	-0.6687	0.254038
10	0.097212	0.5751	0.284447
11	-0.041985	-0.2484	0.402644
12	-0.187744	-1.1107	0.137133
13	0.020429	0.1209	0.452246
14	-0.220306	-1.3033	0.100482
15	-0.061122	-0.3616	0.359912
16	-0.195829	-1.1585	0.127244
17	-0.096197	-0.5691	0.286457
18	-0.20198	-1.1949	0.120074
19	0.106595	0.6306	0.26619
20	0.028375	0.1679	0.433827
21	-0.013564	-0.0802	0.468251
22	-0.037831	-0.2238	0.412102
23	0.01732	0.1025	0.459486
24	-0.071776	-0.4246	0.336852
25	-0.128916	-0.7627	0.225382
26	0.05255	0.3109	0.378864
27	0.069383	0.4105	0.341979
28	-0.015181	-0.0898	0.464474
29	-0.126366	-0.7476	0.229851
30	-0.17258	-1.021	0.15713
31	0.013562	0.0802	0.468253
32	-0.030013	-0.1776	0.430046
33	0.00103	0.0061	0.497587
34	-0.100207	-0.5928	0.278553
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.424377 & -2.5106 & 0.008411 \tabularnewline
2 & -0.576105 & -3.4083 & 0.00083 \tabularnewline
3 & -0.12162 & -0.7195 & 0.238301 \tabularnewline
4 & -0.012602 & -0.0746 & 0.470496 \tabularnewline
5 & 0.044979 & 0.2661 & 0.395862 \tabularnewline
6 & -0.003504 & -0.0207 & 0.49179 \tabularnewline
7 & -0.006832 & -0.0404 & 0.483995 \tabularnewline
8 & 0.103543 & 0.6126 & 0.27206 \tabularnewline
9 & -0.11303 & -0.6687 & 0.254038 \tabularnewline
10 & 0.097212 & 0.5751 & 0.284447 \tabularnewline
11 & -0.041985 & -0.2484 & 0.402644 \tabularnewline
12 & -0.187744 & -1.1107 & 0.137133 \tabularnewline
13 & 0.020429 & 0.1209 & 0.452246 \tabularnewline
14 & -0.220306 & -1.3033 & 0.100482 \tabularnewline
15 & -0.061122 & -0.3616 & 0.359912 \tabularnewline
16 & -0.195829 & -1.1585 & 0.127244 \tabularnewline
17 & -0.096197 & -0.5691 & 0.286457 \tabularnewline
18 & -0.20198 & -1.1949 & 0.120074 \tabularnewline
19 & 0.106595 & 0.6306 & 0.26619 \tabularnewline
20 & 0.028375 & 0.1679 & 0.433827 \tabularnewline
21 & -0.013564 & -0.0802 & 0.468251 \tabularnewline
22 & -0.037831 & -0.2238 & 0.412102 \tabularnewline
23 & 0.01732 & 0.1025 & 0.459486 \tabularnewline
24 & -0.071776 & -0.4246 & 0.336852 \tabularnewline
25 & -0.128916 & -0.7627 & 0.225382 \tabularnewline
26 & 0.05255 & 0.3109 & 0.378864 \tabularnewline
27 & 0.069383 & 0.4105 & 0.341979 \tabularnewline
28 & -0.015181 & -0.0898 & 0.464474 \tabularnewline
29 & -0.126366 & -0.7476 & 0.229851 \tabularnewline
30 & -0.17258 & -1.021 & 0.15713 \tabularnewline
31 & 0.013562 & 0.0802 & 0.468253 \tabularnewline
32 & -0.030013 & -0.1776 & 0.430046 \tabularnewline
33 & 0.00103 & 0.0061 & 0.497587 \tabularnewline
34 & -0.100207 & -0.5928 & 0.278553 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66173&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]-0.424377[/C][C]-2.5106[/C][C]0.008411[/C][/ROW]
[ROW][C]2[/C][C]-0.576105[/C][C]-3.4083[/C][C]0.00083[/C][/ROW]
[ROW][C]3[/C][C]-0.12162[/C][C]-0.7195[/C][C]0.238301[/C][/ROW]
[ROW][C]4[/C][C]-0.012602[/C][C]-0.0746[/C][C]0.470496[/C][/ROW]
[ROW][C]5[/C][C]0.044979[/C][C]0.2661[/C][C]0.395862[/C][/ROW]
[ROW][C]6[/C][C]-0.003504[/C][C]-0.0207[/C][C]0.49179[/C][/ROW]
[ROW][C]7[/C][C]-0.006832[/C][C]-0.0404[/C][C]0.483995[/C][/ROW]
[ROW][C]8[/C][C]0.103543[/C][C]0.6126[/C][C]0.27206[/C][/ROW]
[ROW][C]9[/C][C]-0.11303[/C][C]-0.6687[/C][C]0.254038[/C][/ROW]
[ROW][C]10[/C][C]0.097212[/C][C]0.5751[/C][C]0.284447[/C][/ROW]
[ROW][C]11[/C][C]-0.041985[/C][C]-0.2484[/C][C]0.402644[/C][/ROW]
[ROW][C]12[/C][C]-0.187744[/C][C]-1.1107[/C][C]0.137133[/C][/ROW]
[ROW][C]13[/C][C]0.020429[/C][C]0.1209[/C][C]0.452246[/C][/ROW]
[ROW][C]14[/C][C]-0.220306[/C][C]-1.3033[/C][C]0.100482[/C][/ROW]
[ROW][C]15[/C][C]-0.061122[/C][C]-0.3616[/C][C]0.359912[/C][/ROW]
[ROW][C]16[/C][C]-0.195829[/C][C]-1.1585[/C][C]0.127244[/C][/ROW]
[ROW][C]17[/C][C]-0.096197[/C][C]-0.5691[/C][C]0.286457[/C][/ROW]
[ROW][C]18[/C][C]-0.20198[/C][C]-1.1949[/C][C]0.120074[/C][/ROW]
[ROW][C]19[/C][C]0.106595[/C][C]0.6306[/C][C]0.26619[/C][/ROW]
[ROW][C]20[/C][C]0.028375[/C][C]0.1679[/C][C]0.433827[/C][/ROW]
[ROW][C]21[/C][C]-0.013564[/C][C]-0.0802[/C][C]0.468251[/C][/ROW]
[ROW][C]22[/C][C]-0.037831[/C][C]-0.2238[/C][C]0.412102[/C][/ROW]
[ROW][C]23[/C][C]0.01732[/C][C]0.1025[/C][C]0.459486[/C][/ROW]
[ROW][C]24[/C][C]-0.071776[/C][C]-0.4246[/C][C]0.336852[/C][/ROW]
[ROW][C]25[/C][C]-0.128916[/C][C]-0.7627[/C][C]0.225382[/C][/ROW]
[ROW][C]26[/C][C]0.05255[/C][C]0.3109[/C][C]0.378864[/C][/ROW]
[ROW][C]27[/C][C]0.069383[/C][C]0.4105[/C][C]0.341979[/C][/ROW]
[ROW][C]28[/C][C]-0.015181[/C][C]-0.0898[/C][C]0.464474[/C][/ROW]
[ROW][C]29[/C][C]-0.126366[/C][C]-0.7476[/C][C]0.229851[/C][/ROW]
[ROW][C]30[/C][C]-0.17258[/C][C]-1.021[/C][C]0.15713[/C][/ROW]
[ROW][C]31[/C][C]0.013562[/C][C]0.0802[/C][C]0.468253[/C][/ROW]
[ROW][C]32[/C][C]-0.030013[/C][C]-0.1776[/C][C]0.430046[/C][/ROW]
[ROW][C]33[/C][C]0.00103[/C][C]0.0061[/C][C]0.497587[/C][/ROW]
[ROW][C]34[/C][C]-0.100207[/C][C]-0.5928[/C][C]0.278553[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66173&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66173&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	-0.424377	-2.5106	0.008411
2	-0.576105	-3.4083	0.00083
3	-0.12162	-0.7195	0.238301
4	-0.012602	-0.0746	0.470496
5	0.044979	0.2661	0.395862
6	-0.003504	-0.0207	0.49179
7	-0.006832	-0.0404	0.483995
8	0.103543	0.6126	0.27206
9	-0.11303	-0.6687	0.254038
10	0.097212	0.5751	0.284447
11	-0.041985	-0.2484	0.402644
12	-0.187744	-1.1107	0.137133
13	0.020429	0.1209	0.452246
14	-0.220306	-1.3033	0.100482
15	-0.061122	-0.3616	0.359912
16	-0.195829	-1.1585	0.127244
17	-0.096197	-0.5691	0.286457
18	-0.20198	-1.1949	0.120074
19	0.106595	0.6306	0.26619
20	0.028375	0.1679	0.433827
21	-0.013564	-0.0802	0.468251
22	-0.037831	-0.2238	0.412102
23	0.01732	0.1025	0.459486
24	-0.071776	-0.4246	0.336852
25	-0.128916	-0.7627	0.225382
26	0.05255	0.3109	0.378864
27	0.069383	0.4105	0.341979
28	-0.015181	-0.0898	0.464474
29	-0.126366	-0.7476	0.229851
30	-0.17258	-1.021	0.15713
31	0.013562	0.0802	0.468253
32	-0.030013	-0.1776	0.430046
33	0.00103	0.0061	0.497587
34	-0.100207	-0.5928	0.278553
35	NA	NA	NA
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 2 ; 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