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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 02:26:06 -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/12/t1260610142lxtyv654s226tym.htm/, Retrieved Mon, 29 Apr 2024 11:30:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66854, Retrieved Mon, 29 Apr 2024 11:30:06 +0000

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Estimated Impact

191

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]
- R  D          [(Partial) Autocorrelation Function] [aantal bouwvergun...] [2009-12-12 09:26:06] [03368d751914a6c247d86aff8eac7cbf] [Current]
-    D            [(Partial) Autocorrelation Function] [ACF d = 0 en D = 0] [2009-12-20 23:38:21] [76ab39dc7a55316678260825bd5ad46c] 

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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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66854&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]4 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=66854&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66854&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.269297	2.1033	0.019787
2	0.317233	2.4777	0.008005
3	0.281543	2.1989	0.015843
4	0.15138	1.1823	0.120834
5	0.059738	0.4666	0.321236
6	0.000699	0.0055	0.49783
7	0.059755	0.4667	0.321188
8	0.128199	1.0013	0.160327
9	0.075933	0.5931	0.277669
10	0.099161	0.7745	0.220821
11	0.053727	0.4196	0.338119
12	0.14875	1.1618	0.124927
13	0.015364	0.12	0.45244
14	-0.03726	-0.291	0.386016
15	0.02711	0.2117	0.416511
16	-0.101969	-0.7964	0.214443
17	-0.089841	-0.7017	0.242774
18	-0.150613	-1.1763	0.122018
19	-0.056533	-0.4415	0.330192
20	-0.154792	-1.209	0.115671
21	0.017887	0.1397	0.444676
22	-0.071617	-0.5593	0.288987
23	-0.027625	-0.2158	0.414949
24	0.046586	0.3638	0.358616
25	0.052048	0.4065	0.342896
26	-0.025649	-0.2003	0.420947
27	-0.013002	-0.1016	0.459723
28	-0.048882	-0.3818	0.351977
29	-0.127897	-0.9989	0.160894
30	-0.145759	-1.1384	0.129699
31	-0.160178	-1.251	0.10785
32	-0.131038	-1.0234	0.15507
33	-0.081461	-0.6362	0.263504
34	-0.162794	-1.2715	0.104196
35	-0.168666	-1.3173	0.096329
36	-0.026871	-0.2099	0.417235

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.269297 & 2.1033 & 0.019787 \tabularnewline
2 & 0.317233 & 2.4777 & 0.008005 \tabularnewline
3 & 0.281543 & 2.1989 & 0.015843 \tabularnewline
4 & 0.15138 & 1.1823 & 0.120834 \tabularnewline
5 & 0.059738 & 0.4666 & 0.321236 \tabularnewline
6 & 0.000699 & 0.0055 & 0.49783 \tabularnewline
7 & 0.059755 & 0.4667 & 0.321188 \tabularnewline
8 & 0.128199 & 1.0013 & 0.160327 \tabularnewline
9 & 0.075933 & 0.5931 & 0.277669 \tabularnewline
10 & 0.099161 & 0.7745 & 0.220821 \tabularnewline
11 & 0.053727 & 0.4196 & 0.338119 \tabularnewline
12 & 0.14875 & 1.1618 & 0.124927 \tabularnewline
13 & 0.015364 & 0.12 & 0.45244 \tabularnewline
14 & -0.03726 & -0.291 & 0.386016 \tabularnewline
15 & 0.02711 & 0.2117 & 0.416511 \tabularnewline
16 & -0.101969 & -0.7964 & 0.214443 \tabularnewline
17 & -0.089841 & -0.7017 & 0.242774 \tabularnewline
18 & -0.150613 & -1.1763 & 0.122018 \tabularnewline
19 & -0.056533 & -0.4415 & 0.330192 \tabularnewline
20 & -0.154792 & -1.209 & 0.115671 \tabularnewline
21 & 0.017887 & 0.1397 & 0.444676 \tabularnewline
22 & -0.071617 & -0.5593 & 0.288987 \tabularnewline
23 & -0.027625 & -0.2158 & 0.414949 \tabularnewline
24 & 0.046586 & 0.3638 & 0.358616 \tabularnewline
25 & 0.052048 & 0.4065 & 0.342896 \tabularnewline
26 & -0.025649 & -0.2003 & 0.420947 \tabularnewline
27 & -0.013002 & -0.1016 & 0.459723 \tabularnewline
28 & -0.048882 & -0.3818 & 0.351977 \tabularnewline
29 & -0.127897 & -0.9989 & 0.160894 \tabularnewline
30 & -0.145759 & -1.1384 & 0.129699 \tabularnewline
31 & -0.160178 & -1.251 & 0.10785 \tabularnewline
32 & -0.131038 & -1.0234 & 0.15507 \tabularnewline
33 & -0.081461 & -0.6362 & 0.263504 \tabularnewline
34 & -0.162794 & -1.2715 & 0.104196 \tabularnewline
35 & -0.168666 & -1.3173 & 0.096329 \tabularnewline
36 & -0.026871 & -0.2099 & 0.417235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66854&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]0.269297[/C][C]2.1033[/C][C]0.019787[/C][/ROW]
[ROW][C]2[/C][C]0.317233[/C][C]2.4777[/C][C]0.008005[/C][/ROW]
[ROW][C]3[/C][C]0.281543[/C][C]2.1989[/C][C]0.015843[/C][/ROW]
[ROW][C]4[/C][C]0.15138[/C][C]1.1823[/C][C]0.120834[/C][/ROW]
[ROW][C]5[/C][C]0.059738[/C][C]0.4666[/C][C]0.321236[/C][/ROW]
[ROW][C]6[/C][C]0.000699[/C][C]0.0055[/C][C]0.49783[/C][/ROW]
[ROW][C]7[/C][C]0.059755[/C][C]0.4667[/C][C]0.321188[/C][/ROW]
[ROW][C]8[/C][C]0.128199[/C][C]1.0013[/C][C]0.160327[/C][/ROW]
[ROW][C]9[/C][C]0.075933[/C][C]0.5931[/C][C]0.277669[/C][/ROW]
[ROW][C]10[/C][C]0.099161[/C][C]0.7745[/C][C]0.220821[/C][/ROW]
[ROW][C]11[/C][C]0.053727[/C][C]0.4196[/C][C]0.338119[/C][/ROW]
[ROW][C]12[/C][C]0.14875[/C][C]1.1618[/C][C]0.124927[/C][/ROW]
[ROW][C]13[/C][C]0.015364[/C][C]0.12[/C][C]0.45244[/C][/ROW]
[ROW][C]14[/C][C]-0.03726[/C][C]-0.291[/C][C]0.386016[/C][/ROW]
[ROW][C]15[/C][C]0.02711[/C][C]0.2117[/C][C]0.416511[/C][/ROW]
[ROW][C]16[/C][C]-0.101969[/C][C]-0.7964[/C][C]0.214443[/C][/ROW]
[ROW][C]17[/C][C]-0.089841[/C][C]-0.7017[/C][C]0.242774[/C][/ROW]
[ROW][C]18[/C][C]-0.150613[/C][C]-1.1763[/C][C]0.122018[/C][/ROW]
[ROW][C]19[/C][C]-0.056533[/C][C]-0.4415[/C][C]0.330192[/C][/ROW]
[ROW][C]20[/C][C]-0.154792[/C][C]-1.209[/C][C]0.115671[/C][/ROW]
[ROW][C]21[/C][C]0.017887[/C][C]0.1397[/C][C]0.444676[/C][/ROW]
[ROW][C]22[/C][C]-0.071617[/C][C]-0.5593[/C][C]0.288987[/C][/ROW]
[ROW][C]23[/C][C]-0.027625[/C][C]-0.2158[/C][C]0.414949[/C][/ROW]
[ROW][C]24[/C][C]0.046586[/C][C]0.3638[/C][C]0.358616[/C][/ROW]
[ROW][C]25[/C][C]0.052048[/C][C]0.4065[/C][C]0.342896[/C][/ROW]
[ROW][C]26[/C][C]-0.025649[/C][C]-0.2003[/C][C]0.420947[/C][/ROW]
[ROW][C]27[/C][C]-0.013002[/C][C]-0.1016[/C][C]0.459723[/C][/ROW]
[ROW][C]28[/C][C]-0.048882[/C][C]-0.3818[/C][C]0.351977[/C][/ROW]
[ROW][C]29[/C][C]-0.127897[/C][C]-0.9989[/C][C]0.160894[/C][/ROW]
[ROW][C]30[/C][C]-0.145759[/C][C]-1.1384[/C][C]0.129699[/C][/ROW]
[ROW][C]31[/C][C]-0.160178[/C][C]-1.251[/C][C]0.10785[/C][/ROW]
[ROW][C]32[/C][C]-0.131038[/C][C]-1.0234[/C][C]0.15507[/C][/ROW]
[ROW][C]33[/C][C]-0.081461[/C][C]-0.6362[/C][C]0.263504[/C][/ROW]
[ROW][C]34[/C][C]-0.162794[/C][C]-1.2715[/C][C]0.104196[/C][/ROW]
[ROW][C]35[/C][C]-0.168666[/C][C]-1.3173[/C][C]0.096329[/C][/ROW]
[ROW][C]36[/C][C]-0.026871[/C][C]-0.2099[/C][C]0.417235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66854&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66854&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	0.269297	2.1033	0.019787
2	0.317233	2.4777	0.008005
3	0.281543	2.1989	0.015843
4	0.15138	1.1823	0.120834
5	0.059738	0.4666	0.321236
6	0.000699	0.0055	0.49783
7	0.059755	0.4667	0.321188
8	0.128199	1.0013	0.160327
9	0.075933	0.5931	0.277669
10	0.099161	0.7745	0.220821
11	0.053727	0.4196	0.338119
12	0.14875	1.1618	0.124927
13	0.015364	0.12	0.45244
14	-0.03726	-0.291	0.386016
15	0.02711	0.2117	0.416511
16	-0.101969	-0.7964	0.214443
17	-0.089841	-0.7017	0.242774
18	-0.150613	-1.1763	0.122018
19	-0.056533	-0.4415	0.330192
20	-0.154792	-1.209	0.115671
21	0.017887	0.1397	0.444676
22	-0.071617	-0.5593	0.288987
23	-0.027625	-0.2158	0.414949
24	0.046586	0.3638	0.358616
25	0.052048	0.4065	0.342896
26	-0.025649	-0.2003	0.420947
27	-0.013002	-0.1016	0.459723
28	-0.048882	-0.3818	0.351977
29	-0.127897	-0.9989	0.160894
30	-0.145759	-1.1384	0.129699
31	-0.160178	-1.251	0.10785
32	-0.131038	-1.0234	0.15507
33	-0.081461	-0.6362	0.263504
34	-0.162794	-1.2715	0.104196
35	-0.168666	-1.3173	0.096329
36	-0.026871	-0.2099	0.417235

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.269297	2.1033	0.019787
2	0.263847	2.0607	0.021801
3	0.17105	1.3359	0.093266
4	-0.012815	-0.1001	0.460301
5	-0.096443	-0.7532	0.227102
6	-0.091635	-0.7157	0.238457
7	0.068277	0.5333	0.297897
8	0.178948	1.3976	0.083643
9	0.053038	0.4142	0.340076
10	-0.004461	-0.0348	0.48616
11	-0.088807	-0.6936	0.24528
12	0.090274	0.7051	0.241728
13	-0.02871	-0.2242	0.411663
14	-0.08024	-0.6267	0.2666
15	0.010143	0.0792	0.468558
16	-0.115896	-0.9052	0.184466
17	-0.05139	-0.4014	0.344776
18	-0.089589	-0.6997	0.243384
19	0.059549	0.4651	0.321761
20	-0.107945	-0.8431	0.20124
21	0.144612	1.1295	0.131564
22	-0.048897	-0.3819	0.351932
23	-0.01084	-0.0847	0.466403
24	0.061996	0.4842	0.314988
25	0.098937	0.7727	0.221336
26	-0.020246	-0.1581	0.437439
27	-0.069496	-0.5428	0.294628
28	-0.03318	-0.2591	0.398197
29	-0.139967	-1.0932	0.139307
30	-0.032682	-0.2553	0.399694
31	-0.075888	-0.5927	0.277786
32	0.010183	0.0795	0.468434
33	-0.017709	-0.1383	0.445224
34	-0.145524	-1.1366	0.130079
35	-0.133771	-1.0448	0.150122
36	0.037032	0.2892	0.386694

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.269297 & 2.1033 & 0.019787 \tabularnewline
2 & 0.263847 & 2.0607 & 0.021801 \tabularnewline
3 & 0.17105 & 1.3359 & 0.093266 \tabularnewline
4 & -0.012815 & -0.1001 & 0.460301 \tabularnewline
5 & -0.096443 & -0.7532 & 0.227102 \tabularnewline
6 & -0.091635 & -0.7157 & 0.238457 \tabularnewline
7 & 0.068277 & 0.5333 & 0.297897 \tabularnewline
8 & 0.178948 & 1.3976 & 0.083643 \tabularnewline
9 & 0.053038 & 0.4142 & 0.340076 \tabularnewline
10 & -0.004461 & -0.0348 & 0.48616 \tabularnewline
11 & -0.088807 & -0.6936 & 0.24528 \tabularnewline
12 & 0.090274 & 0.7051 & 0.241728 \tabularnewline
13 & -0.02871 & -0.2242 & 0.411663 \tabularnewline
14 & -0.08024 & -0.6267 & 0.2666 \tabularnewline
15 & 0.010143 & 0.0792 & 0.468558 \tabularnewline
16 & -0.115896 & -0.9052 & 0.184466 \tabularnewline
17 & -0.05139 & -0.4014 & 0.344776 \tabularnewline
18 & -0.089589 & -0.6997 & 0.243384 \tabularnewline
19 & 0.059549 & 0.4651 & 0.321761 \tabularnewline
20 & -0.107945 & -0.8431 & 0.20124 \tabularnewline
21 & 0.144612 & 1.1295 & 0.131564 \tabularnewline
22 & -0.048897 & -0.3819 & 0.351932 \tabularnewline
23 & -0.01084 & -0.0847 & 0.466403 \tabularnewline
24 & 0.061996 & 0.4842 & 0.314988 \tabularnewline
25 & 0.098937 & 0.7727 & 0.221336 \tabularnewline
26 & -0.020246 & -0.1581 & 0.437439 \tabularnewline
27 & -0.069496 & -0.5428 & 0.294628 \tabularnewline
28 & -0.03318 & -0.2591 & 0.398197 \tabularnewline
29 & -0.139967 & -1.0932 & 0.139307 \tabularnewline
30 & -0.032682 & -0.2553 & 0.399694 \tabularnewline
31 & -0.075888 & -0.5927 & 0.277786 \tabularnewline
32 & 0.010183 & 0.0795 & 0.468434 \tabularnewline
33 & -0.017709 & -0.1383 & 0.445224 \tabularnewline
34 & -0.145524 & -1.1366 & 0.130079 \tabularnewline
35 & -0.133771 & -1.0448 & 0.150122 \tabularnewline
36 & 0.037032 & 0.2892 & 0.386694 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66854&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]0.269297[/C][C]2.1033[/C][C]0.019787[/C][/ROW]
[ROW][C]2[/C][C]0.263847[/C][C]2.0607[/C][C]0.021801[/C][/ROW]
[ROW][C]3[/C][C]0.17105[/C][C]1.3359[/C][C]0.093266[/C][/ROW]
[ROW][C]4[/C][C]-0.012815[/C][C]-0.1001[/C][C]0.460301[/C][/ROW]
[ROW][C]5[/C][C]-0.096443[/C][C]-0.7532[/C][C]0.227102[/C][/ROW]
[ROW][C]6[/C][C]-0.091635[/C][C]-0.7157[/C][C]0.238457[/C][/ROW]
[ROW][C]7[/C][C]0.068277[/C][C]0.5333[/C][C]0.297897[/C][/ROW]
[ROW][C]8[/C][C]0.178948[/C][C]1.3976[/C][C]0.083643[/C][/ROW]
[ROW][C]9[/C][C]0.053038[/C][C]0.4142[/C][C]0.340076[/C][/ROW]
[ROW][C]10[/C][C]-0.004461[/C][C]-0.0348[/C][C]0.48616[/C][/ROW]
[ROW][C]11[/C][C]-0.088807[/C][C]-0.6936[/C][C]0.24528[/C][/ROW]
[ROW][C]12[/C][C]0.090274[/C][C]0.7051[/C][C]0.241728[/C][/ROW]
[ROW][C]13[/C][C]-0.02871[/C][C]-0.2242[/C][C]0.411663[/C][/ROW]
[ROW][C]14[/C][C]-0.08024[/C][C]-0.6267[/C][C]0.2666[/C][/ROW]
[ROW][C]15[/C][C]0.010143[/C][C]0.0792[/C][C]0.468558[/C][/ROW]
[ROW][C]16[/C][C]-0.115896[/C][C]-0.9052[/C][C]0.184466[/C][/ROW]
[ROW][C]17[/C][C]-0.05139[/C][C]-0.4014[/C][C]0.344776[/C][/ROW]
[ROW][C]18[/C][C]-0.089589[/C][C]-0.6997[/C][C]0.243384[/C][/ROW]
[ROW][C]19[/C][C]0.059549[/C][C]0.4651[/C][C]0.321761[/C][/ROW]
[ROW][C]20[/C][C]-0.107945[/C][C]-0.8431[/C][C]0.20124[/C][/ROW]
[ROW][C]21[/C][C]0.144612[/C][C]1.1295[/C][C]0.131564[/C][/ROW]
[ROW][C]22[/C][C]-0.048897[/C][C]-0.3819[/C][C]0.351932[/C][/ROW]
[ROW][C]23[/C][C]-0.01084[/C][C]-0.0847[/C][C]0.466403[/C][/ROW]
[ROW][C]24[/C][C]0.061996[/C][C]0.4842[/C][C]0.314988[/C][/ROW]
[ROW][C]25[/C][C]0.098937[/C][C]0.7727[/C][C]0.221336[/C][/ROW]
[ROW][C]26[/C][C]-0.020246[/C][C]-0.1581[/C][C]0.437439[/C][/ROW]
[ROW][C]27[/C][C]-0.069496[/C][C]-0.5428[/C][C]0.294628[/C][/ROW]
[ROW][C]28[/C][C]-0.03318[/C][C]-0.2591[/C][C]0.398197[/C][/ROW]
[ROW][C]29[/C][C]-0.139967[/C][C]-1.0932[/C][C]0.139307[/C][/ROW]
[ROW][C]30[/C][C]-0.032682[/C][C]-0.2553[/C][C]0.399694[/C][/ROW]
[ROW][C]31[/C][C]-0.075888[/C][C]-0.5927[/C][C]0.277786[/C][/ROW]
[ROW][C]32[/C][C]0.010183[/C][C]0.0795[/C][C]0.468434[/C][/ROW]
[ROW][C]33[/C][C]-0.017709[/C][C]-0.1383[/C][C]0.445224[/C][/ROW]
[ROW][C]34[/C][C]-0.145524[/C][C]-1.1366[/C][C]0.130079[/C][/ROW]
[ROW][C]35[/C][C]-0.133771[/C][C]-1.0448[/C][C]0.150122[/C][/ROW]
[ROW][C]36[/C][C]0.037032[/C][C]0.2892[/C][C]0.386694[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66854&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66854&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	0.269297	2.1033	0.019787
2	0.263847	2.0607	0.021801
3	0.17105	1.3359	0.093266
4	-0.012815	-0.1001	0.460301
5	-0.096443	-0.7532	0.227102
6	-0.091635	-0.7157	0.238457
7	0.068277	0.5333	0.297897
8	0.178948	1.3976	0.083643
9	0.053038	0.4142	0.340076
10	-0.004461	-0.0348	0.48616
11	-0.088807	-0.6936	0.24528
12	0.090274	0.7051	0.241728
13	-0.02871	-0.2242	0.411663
14	-0.08024	-0.6267	0.2666
15	0.010143	0.0792	0.468558
16	-0.115896	-0.9052	0.184466
17	-0.05139	-0.4014	0.344776
18	-0.089589	-0.6997	0.243384
19	0.059549	0.4651	0.321761
20	-0.107945	-0.8431	0.20124
21	0.144612	1.1295	0.131564
22	-0.048897	-0.3819	0.351932
23	-0.01084	-0.0847	0.466403
24	0.061996	0.4842	0.314988
25	0.098937	0.7727	0.221336
26	-0.020246	-0.1581	0.437439
27	-0.069496	-0.5428	0.294628
28	-0.03318	-0.2591	0.398197
29	-0.139967	-1.0932	0.139307
30	-0.032682	-0.2553	0.399694
31	-0.075888	-0.5927	0.277786
32	0.010183	0.0795	0.468434
33	-0.017709	-0.1383	0.445224
34	-0.145524	-1.1366	0.130079
35	-0.133771	-1.0448	0.150122
36	0.037032	0.2892	0.386694

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