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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 11 Dec 2009 11:59:22 -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/t1260557997n76vnmcvig32172.htm/, Retrieved Mon, 29 Apr 2024 03:37:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66670, Retrieved Mon, 29 Apr 2024 03:37:07 +0000

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Estimated Impact

194

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]
-   PD            [(Partial) Autocorrelation Function] [Paper ACF d=D=1] [2009-12-11 18:59:22] [dd4f17965cad1d38de7a1c062d32d75d] [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=66670&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=66670&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66670&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	0.140321	2.6101	0.004722
2	0.162767	3.0276	0.001325
3	0.201739	3.7526	0.000103
4	0.119592	2.2245	0.013379
5	0.117208	2.1802	0.014958
6	0.140669	2.6166	0.004635
7	0.015952	0.2967	0.383428
8	0.067435	1.2544	0.105277
9	0.039071	0.7268	0.233931
10	-0.030393	-0.5653	0.286102
11	0.021971	0.4087	0.341512
12	-0.225862	-4.2013	1.7e-05
13	0.038463	0.7155	0.237407
14	0.047056	0.8753	0.191011
15	0.00455	0.0846	0.466297
16	0.014056	0.2615	0.396946
17	0.032219	0.5993	0.274678
18	-0.001412	-0.0263	0.489527
19	0.034698	0.6454	0.259541
20	0.033284	0.6191	0.268122
21	0.064564	1.201	0.115293
22	-0.02822	-0.5249	0.299989
23	0.121175	2.254	0.012411
24	-0.110362	-2.0529	0.020419
25	-0.056441	-1.0499	0.147258
26	0.026952	0.5013	0.308226
27	-0.019888	-0.3699	0.355826
28	-0.022964	-0.4272	0.334765
29	0.064541	1.2005	0.115378
30	-0.111817	-2.0799	0.019134
31	-0.055574	-1.0337	0.15099
32	0.019249	0.3581	0.360262
33	-0.115312	-2.1449	0.016327
34	-0.03237	-0.6021	0.273744
35	-0.098337	-1.8292	0.034117
36	-0.013807	-0.2568	0.39873

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.140321 & 2.6101 & 0.004722 \tabularnewline
2 & 0.162767 & 3.0276 & 0.001325 \tabularnewline
3 & 0.201739 & 3.7526 & 0.000103 \tabularnewline
4 & 0.119592 & 2.2245 & 0.013379 \tabularnewline
5 & 0.117208 & 2.1802 & 0.014958 \tabularnewline
6 & 0.140669 & 2.6166 & 0.004635 \tabularnewline
7 & 0.015952 & 0.2967 & 0.383428 \tabularnewline
8 & 0.067435 & 1.2544 & 0.105277 \tabularnewline
9 & 0.039071 & 0.7268 & 0.233931 \tabularnewline
10 & -0.030393 & -0.5653 & 0.286102 \tabularnewline
11 & 0.021971 & 0.4087 & 0.341512 \tabularnewline
12 & -0.225862 & -4.2013 & 1.7e-05 \tabularnewline
13 & 0.038463 & 0.7155 & 0.237407 \tabularnewline
14 & 0.047056 & 0.8753 & 0.191011 \tabularnewline
15 & 0.00455 & 0.0846 & 0.466297 \tabularnewline
16 & 0.014056 & 0.2615 & 0.396946 \tabularnewline
17 & 0.032219 & 0.5993 & 0.274678 \tabularnewline
18 & -0.001412 & -0.0263 & 0.489527 \tabularnewline
19 & 0.034698 & 0.6454 & 0.259541 \tabularnewline
20 & 0.033284 & 0.6191 & 0.268122 \tabularnewline
21 & 0.064564 & 1.201 & 0.115293 \tabularnewline
22 & -0.02822 & -0.5249 & 0.299989 \tabularnewline
23 & 0.121175 & 2.254 & 0.012411 \tabularnewline
24 & -0.110362 & -2.0529 & 0.020419 \tabularnewline
25 & -0.056441 & -1.0499 & 0.147258 \tabularnewline
26 & 0.026952 & 0.5013 & 0.308226 \tabularnewline
27 & -0.019888 & -0.3699 & 0.355826 \tabularnewline
28 & -0.022964 & -0.4272 & 0.334765 \tabularnewline
29 & 0.064541 & 1.2005 & 0.115378 \tabularnewline
30 & -0.111817 & -2.0799 & 0.019134 \tabularnewline
31 & -0.055574 & -1.0337 & 0.15099 \tabularnewline
32 & 0.019249 & 0.3581 & 0.360262 \tabularnewline
33 & -0.115312 & -2.1449 & 0.016327 \tabularnewline
34 & -0.03237 & -0.6021 & 0.273744 \tabularnewline
35 & -0.098337 & -1.8292 & 0.034117 \tabularnewline
36 & -0.013807 & -0.2568 & 0.39873 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66670&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]0.140321[/C][C]2.6101[/C][C]0.004722[/C][/ROW]
[ROW][C]2[/C][C]0.162767[/C][C]3.0276[/C][C]0.001325[/C][/ROW]
[ROW][C]3[/C][C]0.201739[/C][C]3.7526[/C][C]0.000103[/C][/ROW]
[ROW][C]4[/C][C]0.119592[/C][C]2.2245[/C][C]0.013379[/C][/ROW]
[ROW][C]5[/C][C]0.117208[/C][C]2.1802[/C][C]0.014958[/C][/ROW]
[ROW][C]6[/C][C]0.140669[/C][C]2.6166[/C][C]0.004635[/C][/ROW]
[ROW][C]7[/C][C]0.015952[/C][C]0.2967[/C][C]0.383428[/C][/ROW]
[ROW][C]8[/C][C]0.067435[/C][C]1.2544[/C][C]0.105277[/C][/ROW]
[ROW][C]9[/C][C]0.039071[/C][C]0.7268[/C][C]0.233931[/C][/ROW]
[ROW][C]10[/C][C]-0.030393[/C][C]-0.5653[/C][C]0.286102[/C][/ROW]
[ROW][C]11[/C][C]0.021971[/C][C]0.4087[/C][C]0.341512[/C][/ROW]
[ROW][C]12[/C][C]-0.225862[/C][C]-4.2013[/C][C]1.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.038463[/C][C]0.7155[/C][C]0.237407[/C][/ROW]
[ROW][C]14[/C][C]0.047056[/C][C]0.8753[/C][C]0.191011[/C][/ROW]
[ROW][C]15[/C][C]0.00455[/C][C]0.0846[/C][C]0.466297[/C][/ROW]
[ROW][C]16[/C][C]0.014056[/C][C]0.2615[/C][C]0.396946[/C][/ROW]
[ROW][C]17[/C][C]0.032219[/C][C]0.5993[/C][C]0.274678[/C][/ROW]
[ROW][C]18[/C][C]-0.001412[/C][C]-0.0263[/C][C]0.489527[/C][/ROW]
[ROW][C]19[/C][C]0.034698[/C][C]0.6454[/C][C]0.259541[/C][/ROW]
[ROW][C]20[/C][C]0.033284[/C][C]0.6191[/C][C]0.268122[/C][/ROW]
[ROW][C]21[/C][C]0.064564[/C][C]1.201[/C][C]0.115293[/C][/ROW]
[ROW][C]22[/C][C]-0.02822[/C][C]-0.5249[/C][C]0.299989[/C][/ROW]
[ROW][C]23[/C][C]0.121175[/C][C]2.254[/C][C]0.012411[/C][/ROW]
[ROW][C]24[/C][C]-0.110362[/C][C]-2.0529[/C][C]0.020419[/C][/ROW]
[ROW][C]25[/C][C]-0.056441[/C][C]-1.0499[/C][C]0.147258[/C][/ROW]
[ROW][C]26[/C][C]0.026952[/C][C]0.5013[/C][C]0.308226[/C][/ROW]
[ROW][C]27[/C][C]-0.019888[/C][C]-0.3699[/C][C]0.355826[/C][/ROW]
[ROW][C]28[/C][C]-0.022964[/C][C]-0.4272[/C][C]0.334765[/C][/ROW]
[ROW][C]29[/C][C]0.064541[/C][C]1.2005[/C][C]0.115378[/C][/ROW]
[ROW][C]30[/C][C]-0.111817[/C][C]-2.0799[/C][C]0.019134[/C][/ROW]
[ROW][C]31[/C][C]-0.055574[/C][C]-1.0337[/C][C]0.15099[/C][/ROW]
[ROW][C]32[/C][C]0.019249[/C][C]0.3581[/C][C]0.360262[/C][/ROW]
[ROW][C]33[/C][C]-0.115312[/C][C]-2.1449[/C][C]0.016327[/C][/ROW]
[ROW][C]34[/C][C]-0.03237[/C][C]-0.6021[/C][C]0.273744[/C][/ROW]
[ROW][C]35[/C][C]-0.098337[/C][C]-1.8292[/C][C]0.034117[/C][/ROW]
[ROW][C]36[/C][C]-0.013807[/C][C]-0.2568[/C][C]0.39873[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66670&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66670&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	0.140321	2.6101	0.004722
2	0.162767	3.0276	0.001325
3	0.201739	3.7526	0.000103
4	0.119592	2.2245	0.013379
5	0.117208	2.1802	0.014958
6	0.140669	2.6166	0.004635
7	0.015952	0.2967	0.383428
8	0.067435	1.2544	0.105277
9	0.039071	0.7268	0.233931
10	-0.030393	-0.5653	0.286102
11	0.021971	0.4087	0.341512
12	-0.225862	-4.2013	1.7e-05
13	0.038463	0.7155	0.237407
14	0.047056	0.8753	0.191011
15	0.00455	0.0846	0.466297
16	0.014056	0.2615	0.396946
17	0.032219	0.5993	0.274678
18	-0.001412	-0.0263	0.489527
19	0.034698	0.6454	0.259541
20	0.033284	0.6191	0.268122
21	0.064564	1.201	0.115293
22	-0.02822	-0.5249	0.299989
23	0.121175	2.254	0.012411
24	-0.110362	-2.0529	0.020419
25	-0.056441	-1.0499	0.147258
26	0.026952	0.5013	0.308226
27	-0.019888	-0.3699	0.355826
28	-0.022964	-0.4272	0.334765
29	0.064541	1.2005	0.115378
30	-0.111817	-2.0799	0.019134
31	-0.055574	-1.0337	0.15099
32	0.019249	0.3581	0.360262
33	-0.115312	-2.1449	0.016327
34	-0.03237	-0.6021	0.273744
35	-0.098337	-1.8292	0.034117
36	-0.013807	-0.2568	0.39873

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.140321	2.6101	0.004722
2	0.14595	2.7148	0.003482
3	0.168593	3.136	0.00093
4	0.060349	1.1226	0.131203
5	0.051923	0.9658	0.167404
6	0.075511	1.4046	0.080521
7	-0.056856	-1.0576	0.145493
8	0.01249	0.2323	0.408208
9	-0.010379	-0.1931	0.42351
10	-0.060773	-1.1304	0.129535
11	0.0037	0.0688	0.472587
12	-0.254627	-4.7363	2e-06
13	0.103222	1.92	0.027837
14	0.091704	1.7058	0.044473
15	0.066814	1.2428	0.10739
16	0.025124	0.4673	0.320279
17	0.021012	0.3908	0.348079
18	0.02277	0.4235	0.336079
19	-0.020711	-0.3853	0.350143
20	0.018779	0.3493	0.363535
21	0.057237	1.0647	0.143885
22	-0.10768	-2.003	0.022981
23	0.128443	2.3892	0.008711
24	-0.260405	-4.8438	1e-06
25	-0.005349	-0.0995	0.460398
26	0.067778	1.2607	0.104127
27	0.017671	0.3287	0.371292
28	0.029444	0.5477	0.292132
29	0.06571	1.2223	0.111219
30	-0.102151	-1.9001	0.029124
31	-0.050542	-0.9401	0.1739
32	0.031279	0.5818	0.280533
33	-0.031104	-0.5786	0.281628
34	-0.092454	-1.7197	0.043186
35	0.001149	0.0214	0.491482
36	-0.071081	-1.3222	0.09349

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.140321 & 2.6101 & 0.004722 \tabularnewline
2 & 0.14595 & 2.7148 & 0.003482 \tabularnewline
3 & 0.168593 & 3.136 & 0.00093 \tabularnewline
4 & 0.060349 & 1.1226 & 0.131203 \tabularnewline
5 & 0.051923 & 0.9658 & 0.167404 \tabularnewline
6 & 0.075511 & 1.4046 & 0.080521 \tabularnewline
7 & -0.056856 & -1.0576 & 0.145493 \tabularnewline
8 & 0.01249 & 0.2323 & 0.408208 \tabularnewline
9 & -0.010379 & -0.1931 & 0.42351 \tabularnewline
10 & -0.060773 & -1.1304 & 0.129535 \tabularnewline
11 & 0.0037 & 0.0688 & 0.472587 \tabularnewline
12 & -0.254627 & -4.7363 & 2e-06 \tabularnewline
13 & 0.103222 & 1.92 & 0.027837 \tabularnewline
14 & 0.091704 & 1.7058 & 0.044473 \tabularnewline
15 & 0.066814 & 1.2428 & 0.10739 \tabularnewline
16 & 0.025124 & 0.4673 & 0.320279 \tabularnewline
17 & 0.021012 & 0.3908 & 0.348079 \tabularnewline
18 & 0.02277 & 0.4235 & 0.336079 \tabularnewline
19 & -0.020711 & -0.3853 & 0.350143 \tabularnewline
20 & 0.018779 & 0.3493 & 0.363535 \tabularnewline
21 & 0.057237 & 1.0647 & 0.143885 \tabularnewline
22 & -0.10768 & -2.003 & 0.022981 \tabularnewline
23 & 0.128443 & 2.3892 & 0.008711 \tabularnewline
24 & -0.260405 & -4.8438 & 1e-06 \tabularnewline
25 & -0.005349 & -0.0995 & 0.460398 \tabularnewline
26 & 0.067778 & 1.2607 & 0.104127 \tabularnewline
27 & 0.017671 & 0.3287 & 0.371292 \tabularnewline
28 & 0.029444 & 0.5477 & 0.292132 \tabularnewline
29 & 0.06571 & 1.2223 & 0.111219 \tabularnewline
30 & -0.102151 & -1.9001 & 0.029124 \tabularnewline
31 & -0.050542 & -0.9401 & 0.1739 \tabularnewline
32 & 0.031279 & 0.5818 & 0.280533 \tabularnewline
33 & -0.031104 & -0.5786 & 0.281628 \tabularnewline
34 & -0.092454 & -1.7197 & 0.043186 \tabularnewline
35 & 0.001149 & 0.0214 & 0.491482 \tabularnewline
36 & -0.071081 & -1.3222 & 0.09349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66670&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]0.140321[/C][C]2.6101[/C][C]0.004722[/C][/ROW]
[ROW][C]2[/C][C]0.14595[/C][C]2.7148[/C][C]0.003482[/C][/ROW]
[ROW][C]3[/C][C]0.168593[/C][C]3.136[/C][C]0.00093[/C][/ROW]
[ROW][C]4[/C][C]0.060349[/C][C]1.1226[/C][C]0.131203[/C][/ROW]
[ROW][C]5[/C][C]0.051923[/C][C]0.9658[/C][C]0.167404[/C][/ROW]
[ROW][C]6[/C][C]0.075511[/C][C]1.4046[/C][C]0.080521[/C][/ROW]
[ROW][C]7[/C][C]-0.056856[/C][C]-1.0576[/C][C]0.145493[/C][/ROW]
[ROW][C]8[/C][C]0.01249[/C][C]0.2323[/C][C]0.408208[/C][/ROW]
[ROW][C]9[/C][C]-0.010379[/C][C]-0.1931[/C][C]0.42351[/C][/ROW]
[ROW][C]10[/C][C]-0.060773[/C][C]-1.1304[/C][C]0.129535[/C][/ROW]
[ROW][C]11[/C][C]0.0037[/C][C]0.0688[/C][C]0.472587[/C][/ROW]
[ROW][C]12[/C][C]-0.254627[/C][C]-4.7363[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.103222[/C][C]1.92[/C][C]0.027837[/C][/ROW]
[ROW][C]14[/C][C]0.091704[/C][C]1.7058[/C][C]0.044473[/C][/ROW]
[ROW][C]15[/C][C]0.066814[/C][C]1.2428[/C][C]0.10739[/C][/ROW]
[ROW][C]16[/C][C]0.025124[/C][C]0.4673[/C][C]0.320279[/C][/ROW]
[ROW][C]17[/C][C]0.021012[/C][C]0.3908[/C][C]0.348079[/C][/ROW]
[ROW][C]18[/C][C]0.02277[/C][C]0.4235[/C][C]0.336079[/C][/ROW]
[ROW][C]19[/C][C]-0.020711[/C][C]-0.3853[/C][C]0.350143[/C][/ROW]
[ROW][C]20[/C][C]0.018779[/C][C]0.3493[/C][C]0.363535[/C][/ROW]
[ROW][C]21[/C][C]0.057237[/C][C]1.0647[/C][C]0.143885[/C][/ROW]
[ROW][C]22[/C][C]-0.10768[/C][C]-2.003[/C][C]0.022981[/C][/ROW]
[ROW][C]23[/C][C]0.128443[/C][C]2.3892[/C][C]0.008711[/C][/ROW]
[ROW][C]24[/C][C]-0.260405[/C][C]-4.8438[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.005349[/C][C]-0.0995[/C][C]0.460398[/C][/ROW]
[ROW][C]26[/C][C]0.067778[/C][C]1.2607[/C][C]0.104127[/C][/ROW]
[ROW][C]27[/C][C]0.017671[/C][C]0.3287[/C][C]0.371292[/C][/ROW]
[ROW][C]28[/C][C]0.029444[/C][C]0.5477[/C][C]0.292132[/C][/ROW]
[ROW][C]29[/C][C]0.06571[/C][C]1.2223[/C][C]0.111219[/C][/ROW]
[ROW][C]30[/C][C]-0.102151[/C][C]-1.9001[/C][C]0.029124[/C][/ROW]
[ROW][C]31[/C][C]-0.050542[/C][C]-0.9401[/C][C]0.1739[/C][/ROW]
[ROW][C]32[/C][C]0.031279[/C][C]0.5818[/C][C]0.280533[/C][/ROW]
[ROW][C]33[/C][C]-0.031104[/C][C]-0.5786[/C][C]0.281628[/C][/ROW]
[ROW][C]34[/C][C]-0.092454[/C][C]-1.7197[/C][C]0.043186[/C][/ROW]
[ROW][C]35[/C][C]0.001149[/C][C]0.0214[/C][C]0.491482[/C][/ROW]
[ROW][C]36[/C][C]-0.071081[/C][C]-1.3222[/C][C]0.09349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66670&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66670&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	0.140321	2.6101	0.004722
2	0.14595	2.7148	0.003482
3	0.168593	3.136	0.00093
4	0.060349	1.1226	0.131203
5	0.051923	0.9658	0.167404
6	0.075511	1.4046	0.080521
7	-0.056856	-1.0576	0.145493
8	0.01249	0.2323	0.408208
9	-0.010379	-0.1931	0.42351
10	-0.060773	-1.1304	0.129535
11	0.0037	0.0688	0.472587
12	-0.254627	-4.7363	2e-06
13	0.103222	1.92	0.027837
14	0.091704	1.7058	0.044473
15	0.066814	1.2428	0.10739
16	0.025124	0.4673	0.320279
17	0.021012	0.3908	0.348079
18	0.02277	0.4235	0.336079
19	-0.020711	-0.3853	0.350143
20	0.018779	0.3493	0.363535
21	0.057237	1.0647	0.143885
22	-0.10768	-2.003	0.022981
23	0.128443	2.3892	0.008711
24	-0.260405	-4.8438	1e-06
25	-0.005349	-0.0995	0.460398
26	0.067778	1.2607	0.104127
27	0.017671	0.3287	0.371292
28	0.029444	0.5477	0.292132
29	0.06571	1.2223	0.111219
30	-0.102151	-1.9001	0.029124
31	-0.050542	-0.9401	0.1739
32	0.031279	0.5818	0.280533
33	-0.031104	-0.5786	0.281628
34	-0.092454	-1.7197	0.043186
35	0.001149	0.0214	0.491482
36	-0.071081	-1.3222	0.09349

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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