Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 11 Dec 2009 11:26:44 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/11/t1260556085lny4b2g4oa7is7e.htm/, Retrieved Mon, 29 Apr 2024 00:07:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66636, Retrieved Mon, 29 Apr 2024 00:07:34 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

130

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]
-    D        [(Partial) Autocorrelation Function] [WS8.2] [2009-11-25 18:11:35] [626f1d98f4a7f05bcb9f17666b672c60]
-    D            [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-11 18:26:44] [dd4f17965cad1d38de7a1c062d32d75d] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=66636&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=66636&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66636&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	0.952277	18.0431	0
2	0.879128	16.6571	0
3	0.81734	15.4864	0
4	0.774599	14.6766	0
5	0.749046	14.1924	0
6	0.725363	13.7437	0
7	0.69978	13.2589	0
8	0.676879	12.825	0
9	0.671833	12.7294	0
10	0.686459	13.0065	0
11	0.713985	13.5281	0
12	0.719198	13.6269	0
13	0.654622	12.4033	0
14	0.56784	10.759	0
15	0.493047	9.3419	0
16	0.439056	8.3189	0
17	0.403659	7.6482	0
18	0.371497	7.0389	0
19	0.339054	6.4242	0
20	0.309983	5.8733	0
21	0.298815	5.6617	0
22	0.306824	5.8135	0
23	0.327656	6.2082	0
24	0.326956	6.1949	0
25	0.261454	4.9538	1e-06
26	0.175681	3.3287	0.000481
27	0.101685	1.9267	0.027405
28	0.048179	0.9129	0.180963
29	0.013388	0.2537	0.399949
30	-0.017646	-0.3343	0.36916
31	-0.047792	-0.9055	0.182898
32	-0.073484	-1.3923	0.082343
33	-0.081133	-1.5372	0.062557
34	-0.069053	-1.3084	0.095793
35	-0.044568	-0.8444	0.199491
36	-0.039612	-0.7505	0.22671

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.952277 & 18.0431 & 0 \tabularnewline
2 & 0.879128 & 16.6571 & 0 \tabularnewline
3 & 0.81734 & 15.4864 & 0 \tabularnewline
4 & 0.774599 & 14.6766 & 0 \tabularnewline
5 & 0.749046 & 14.1924 & 0 \tabularnewline
6 & 0.725363 & 13.7437 & 0 \tabularnewline
7 & 0.69978 & 13.2589 & 0 \tabularnewline
8 & 0.676879 & 12.825 & 0 \tabularnewline
9 & 0.671833 & 12.7294 & 0 \tabularnewline
10 & 0.686459 & 13.0065 & 0 \tabularnewline
11 & 0.713985 & 13.5281 & 0 \tabularnewline
12 & 0.719198 & 13.6269 & 0 \tabularnewline
13 & 0.654622 & 12.4033 & 0 \tabularnewline
14 & 0.56784 & 10.759 & 0 \tabularnewline
15 & 0.493047 & 9.3419 & 0 \tabularnewline
16 & 0.439056 & 8.3189 & 0 \tabularnewline
17 & 0.403659 & 7.6482 & 0 \tabularnewline
18 & 0.371497 & 7.0389 & 0 \tabularnewline
19 & 0.339054 & 6.4242 & 0 \tabularnewline
20 & 0.309983 & 5.8733 & 0 \tabularnewline
21 & 0.298815 & 5.6617 & 0 \tabularnewline
22 & 0.306824 & 5.8135 & 0 \tabularnewline
23 & 0.327656 & 6.2082 & 0 \tabularnewline
24 & 0.326956 & 6.1949 & 0 \tabularnewline
25 & 0.261454 & 4.9538 & 1e-06 \tabularnewline
26 & 0.175681 & 3.3287 & 0.000481 \tabularnewline
27 & 0.101685 & 1.9267 & 0.027405 \tabularnewline
28 & 0.048179 & 0.9129 & 0.180963 \tabularnewline
29 & 0.013388 & 0.2537 & 0.399949 \tabularnewline
30 & -0.017646 & -0.3343 & 0.36916 \tabularnewline
31 & -0.047792 & -0.9055 & 0.182898 \tabularnewline
32 & -0.073484 & -1.3923 & 0.082343 \tabularnewline
33 & -0.081133 & -1.5372 & 0.062557 \tabularnewline
34 & -0.069053 & -1.3084 & 0.095793 \tabularnewline
35 & -0.044568 & -0.8444 & 0.199491 \tabularnewline
36 & -0.039612 & -0.7505 & 0.22671 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66636&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]0.952277[/C][C]18.0431[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.879128[/C][C]16.6571[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.81734[/C][C]15.4864[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.774599[/C][C]14.6766[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.749046[/C][C]14.1924[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.725363[/C][C]13.7437[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.69978[/C][C]13.2589[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.676879[/C][C]12.825[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.671833[/C][C]12.7294[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.686459[/C][C]13.0065[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.713985[/C][C]13.5281[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.719198[/C][C]13.6269[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.654622[/C][C]12.4033[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.56784[/C][C]10.759[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.493047[/C][C]9.3419[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.439056[/C][C]8.3189[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.403659[/C][C]7.6482[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.371497[/C][C]7.0389[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.339054[/C][C]6.4242[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.309983[/C][C]5.8733[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.298815[/C][C]5.6617[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.306824[/C][C]5.8135[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.327656[/C][C]6.2082[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.326956[/C][C]6.1949[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.261454[/C][C]4.9538[/C][C]1e-06[/C][/ROW]
[ROW][C]26[/C][C]0.175681[/C][C]3.3287[/C][C]0.000481[/C][/ROW]
[ROW][C]27[/C][C]0.101685[/C][C]1.9267[/C][C]0.027405[/C][/ROW]
[ROW][C]28[/C][C]0.048179[/C][C]0.9129[/C][C]0.180963[/C][/ROW]
[ROW][C]29[/C][C]0.013388[/C][C]0.2537[/C][C]0.399949[/C][/ROW]
[ROW][C]30[/C][C]-0.017646[/C][C]-0.3343[/C][C]0.36916[/C][/ROW]
[ROW][C]31[/C][C]-0.047792[/C][C]-0.9055[/C][C]0.182898[/C][/ROW]
[ROW][C]32[/C][C]-0.073484[/C][C]-1.3923[/C][C]0.082343[/C][/ROW]
[ROW][C]33[/C][C]-0.081133[/C][C]-1.5372[/C][C]0.062557[/C][/ROW]
[ROW][C]34[/C][C]-0.069053[/C][C]-1.3084[/C][C]0.095793[/C][/ROW]
[ROW][C]35[/C][C]-0.044568[/C][C]-0.8444[/C][C]0.199491[/C][/ROW]
[ROW][C]36[/C][C]-0.039612[/C][C]-0.7505[/C][C]0.22671[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66636&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66636&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	0.952277	18.0431	0
2	0.879128	16.6571	0
3	0.81734	15.4864	0
4	0.774599	14.6766	0
5	0.749046	14.1924	0
6	0.725363	13.7437	0
7	0.69978	13.2589	0
8	0.676879	12.825	0
9	0.671833	12.7294	0
10	0.686459	13.0065	0
11	0.713985	13.5281	0
12	0.719198	13.6269	0
13	0.654622	12.4033	0
14	0.56784	10.759	0
15	0.493047	9.3419	0
16	0.439056	8.3189	0
17	0.403659	7.6482	0
18	0.371497	7.0389	0
19	0.339054	6.4242	0
20	0.309983	5.8733	0
21	0.298815	5.6617	0
22	0.306824	5.8135	0
23	0.327656	6.2082	0
24	0.326956	6.1949	0
25	0.261454	4.9538	1e-06
26	0.175681	3.3287	0.000481
27	0.101685	1.9267	0.027405
28	0.048179	0.9129	0.180963
29	0.013388	0.2537	0.399949
30	-0.017646	-0.3343	0.36916
31	-0.047792	-0.9055	0.182898
32	-0.073484	-1.3923	0.082343
33	-0.081133	-1.5372	0.062557
34	-0.069053	-1.3084	0.095793
35	-0.044568	-0.8444	0.199491
36	-0.039612	-0.7505	0.22671

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.952277	18.0431	0
2	-0.297339	-5.6338	0
3	0.169452	3.2107	0.000722
4	0.093704	1.7754	0.038337
5	0.102791	1.9476	0.02612
6	-0.039147	-0.7417	0.229367
7	0.032102	0.6082	0.271705
8	0.05533	1.0484	0.147588
9	0.201412	3.8162	8e-05
10	0.140343	2.6591	0.004093
11	0.15382	2.9145	0.001893
12	-0.220992	-4.1872	1.8e-05
13	-0.654637	-12.4036	0
14	0.025433	0.4819	0.315088
15	0.030973	0.5869	0.278833
16	0.032313	0.6122	0.270384
17	0.044192	0.8373	0.201487
18	0.017242	0.3267	0.372043
19	0.037272	0.7062	0.240262
20	-0.007315	-0.1386	0.444922
21	0.022278	0.4221	0.336598
22	-0.013473	-0.2553	0.39933
23	0.015578	0.2952	0.384019
24	-0.06605	-1.2515	0.105789
25	-0.288839	-5.4727	0
26	0.029192	0.5531	0.290265
27	-0.005881	-0.1114	0.455671
28	-0.018795	-0.3561	0.360981
29	0.007635	0.1447	0.442527
30	-0.002287	-0.0433	0.482733
31	0.023449	0.4443	0.328551
32	0.000573	0.0109	0.495672
33	0.007373	0.1397	0.444487
34	0.009454	0.1791	0.428968
35	-0.015422	-0.2922	0.385151
36	0.002341	0.0444	0.482322

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.952277 & 18.0431 & 0 \tabularnewline
2 & -0.297339 & -5.6338 & 0 \tabularnewline
3 & 0.169452 & 3.2107 & 0.000722 \tabularnewline
4 & 0.093704 & 1.7754 & 0.038337 \tabularnewline
5 & 0.102791 & 1.9476 & 0.02612 \tabularnewline
6 & -0.039147 & -0.7417 & 0.229367 \tabularnewline
7 & 0.032102 & 0.6082 & 0.271705 \tabularnewline
8 & 0.05533 & 1.0484 & 0.147588 \tabularnewline
9 & 0.201412 & 3.8162 & 8e-05 \tabularnewline
10 & 0.140343 & 2.6591 & 0.004093 \tabularnewline
11 & 0.15382 & 2.9145 & 0.001893 \tabularnewline
12 & -0.220992 & -4.1872 & 1.8e-05 \tabularnewline
13 & -0.654637 & -12.4036 & 0 \tabularnewline
14 & 0.025433 & 0.4819 & 0.315088 \tabularnewline
15 & 0.030973 & 0.5869 & 0.278833 \tabularnewline
16 & 0.032313 & 0.6122 & 0.270384 \tabularnewline
17 & 0.044192 & 0.8373 & 0.201487 \tabularnewline
18 & 0.017242 & 0.3267 & 0.372043 \tabularnewline
19 & 0.037272 & 0.7062 & 0.240262 \tabularnewline
20 & -0.007315 & -0.1386 & 0.444922 \tabularnewline
21 & 0.022278 & 0.4221 & 0.336598 \tabularnewline
22 & -0.013473 & -0.2553 & 0.39933 \tabularnewline
23 & 0.015578 & 0.2952 & 0.384019 \tabularnewline
24 & -0.06605 & -1.2515 & 0.105789 \tabularnewline
25 & -0.288839 & -5.4727 & 0 \tabularnewline
26 & 0.029192 & 0.5531 & 0.290265 \tabularnewline
27 & -0.005881 & -0.1114 & 0.455671 \tabularnewline
28 & -0.018795 & -0.3561 & 0.360981 \tabularnewline
29 & 0.007635 & 0.1447 & 0.442527 \tabularnewline
30 & -0.002287 & -0.0433 & 0.482733 \tabularnewline
31 & 0.023449 & 0.4443 & 0.328551 \tabularnewline
32 & 0.000573 & 0.0109 & 0.495672 \tabularnewline
33 & 0.007373 & 0.1397 & 0.444487 \tabularnewline
34 & 0.009454 & 0.1791 & 0.428968 \tabularnewline
35 & -0.015422 & -0.2922 & 0.385151 \tabularnewline
36 & 0.002341 & 0.0444 & 0.482322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66636&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]0.952277[/C][C]18.0431[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.297339[/C][C]-5.6338[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.169452[/C][C]3.2107[/C][C]0.000722[/C][/ROW]
[ROW][C]4[/C][C]0.093704[/C][C]1.7754[/C][C]0.038337[/C][/ROW]
[ROW][C]5[/C][C]0.102791[/C][C]1.9476[/C][C]0.02612[/C][/ROW]
[ROW][C]6[/C][C]-0.039147[/C][C]-0.7417[/C][C]0.229367[/C][/ROW]
[ROW][C]7[/C][C]0.032102[/C][C]0.6082[/C][C]0.271705[/C][/ROW]
[ROW][C]8[/C][C]0.05533[/C][C]1.0484[/C][C]0.147588[/C][/ROW]
[ROW][C]9[/C][C]0.201412[/C][C]3.8162[/C][C]8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.140343[/C][C]2.6591[/C][C]0.004093[/C][/ROW]
[ROW][C]11[/C][C]0.15382[/C][C]2.9145[/C][C]0.001893[/C][/ROW]
[ROW][C]12[/C][C]-0.220992[/C][C]-4.1872[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.654637[/C][C]-12.4036[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.025433[/C][C]0.4819[/C][C]0.315088[/C][/ROW]
[ROW][C]15[/C][C]0.030973[/C][C]0.5869[/C][C]0.278833[/C][/ROW]
[ROW][C]16[/C][C]0.032313[/C][C]0.6122[/C][C]0.270384[/C][/ROW]
[ROW][C]17[/C][C]0.044192[/C][C]0.8373[/C][C]0.201487[/C][/ROW]
[ROW][C]18[/C][C]0.017242[/C][C]0.3267[/C][C]0.372043[/C][/ROW]
[ROW][C]19[/C][C]0.037272[/C][C]0.7062[/C][C]0.240262[/C][/ROW]
[ROW][C]20[/C][C]-0.007315[/C][C]-0.1386[/C][C]0.444922[/C][/ROW]
[ROW][C]21[/C][C]0.022278[/C][C]0.4221[/C][C]0.336598[/C][/ROW]
[ROW][C]22[/C][C]-0.013473[/C][C]-0.2553[/C][C]0.39933[/C][/ROW]
[ROW][C]23[/C][C]0.015578[/C][C]0.2952[/C][C]0.384019[/C][/ROW]
[ROW][C]24[/C][C]-0.06605[/C][C]-1.2515[/C][C]0.105789[/C][/ROW]
[ROW][C]25[/C][C]-0.288839[/C][C]-5.4727[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.029192[/C][C]0.5531[/C][C]0.290265[/C][/ROW]
[ROW][C]27[/C][C]-0.005881[/C][C]-0.1114[/C][C]0.455671[/C][/ROW]
[ROW][C]28[/C][C]-0.018795[/C][C]-0.3561[/C][C]0.360981[/C][/ROW]
[ROW][C]29[/C][C]0.007635[/C][C]0.1447[/C][C]0.442527[/C][/ROW]
[ROW][C]30[/C][C]-0.002287[/C][C]-0.0433[/C][C]0.482733[/C][/ROW]
[ROW][C]31[/C][C]0.023449[/C][C]0.4443[/C][C]0.328551[/C][/ROW]
[ROW][C]32[/C][C]0.000573[/C][C]0.0109[/C][C]0.495672[/C][/ROW]
[ROW][C]33[/C][C]0.007373[/C][C]0.1397[/C][C]0.444487[/C][/ROW]
[ROW][C]34[/C][C]0.009454[/C][C]0.1791[/C][C]0.428968[/C][/ROW]
[ROW][C]35[/C][C]-0.015422[/C][C]-0.2922[/C][C]0.385151[/C][/ROW]
[ROW][C]36[/C][C]0.002341[/C][C]0.0444[/C][C]0.482322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66636&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66636&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	0.952277	18.0431	0
2	-0.297339	-5.6338	0
3	0.169452	3.2107	0.000722
4	0.093704	1.7754	0.038337
5	0.102791	1.9476	0.02612
6	-0.039147	-0.7417	0.229367
7	0.032102	0.6082	0.271705
8	0.05533	1.0484	0.147588
9	0.201412	3.8162	8e-05
10	0.140343	2.6591	0.004093
11	0.15382	2.9145	0.001893
12	-0.220992	-4.1872	1.8e-05
13	-0.654637	-12.4036	0
14	0.025433	0.4819	0.315088
15	0.030973	0.5869	0.278833
16	0.032313	0.6122	0.270384
17	0.044192	0.8373	0.201487
18	0.017242	0.3267	0.372043
19	0.037272	0.7062	0.240262
20	-0.007315	-0.1386	0.444922
21	0.022278	0.4221	0.336598
22	-0.013473	-0.2553	0.39933
23	0.015578	0.2952	0.384019
24	-0.06605	-1.2515	0.105789
25	-0.288839	-5.4727	0
26	0.029192	0.5531	0.290265
27	-0.005881	-0.1114	0.455671
28	-0.018795	-0.3561	0.360981
29	0.007635	0.1447	0.442527
30	-0.002287	-0.0433	0.482733
31	0.023449	0.4443	0.328551
32	0.000573	0.0109	0.495672
33	0.007373	0.1397	0.444487
34	0.009454	0.1791	0.428968
35	-0.015422	-0.2922	0.385151
36	0.002341	0.0444	0.482322

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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