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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 06:22:37 -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/t1260624495dnwsspstp5wwmzc.htm/, Retrieved Mon, 29 Apr 2024 08:38:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66940, Retrieved Mon, 29 Apr 2024 08:38:56 +0000

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100

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 14:46:03] [b98453cac15ba1066b407e146608df68]
- R PD    [(Partial) Autocorrelation Function] [Partial correlation] [2009-12-08 19:01:11] [03557919bc1ce1475f4920f6a43c36b0]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-12 13:22:37] [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=66940&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=66940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66940&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	-0.399843	-2.7119	0.004689
2	0.120517	0.8174	0.208961
3	-0.09434	-0.6398	0.262725
4	0.116402	0.7895	0.216941
5	-0.174372	-1.1826	0.121513
6	0.123805	0.8397	0.202714
7	0.079361	0.5382	0.2965
8	-0.310185	-2.1038	0.020447
9	0.067047	0.4547	0.325719
10	0.028741	0.1949	0.423152
11	0.044278	0.3003	0.382648
12	-0.197039	-1.3364	0.093999
13	0.084551	0.5735	0.284566
14	-0.131561	-0.8923	0.18844
15	0.033021	0.224	0.411891
16	0.092842	0.6297	0.266008
17	0.177383	1.2031	0.117553
18	-0.187051	-1.2686	0.105476
19	0.058791	0.3987	0.345965
20	0.047006	0.3188	0.375656
21	-0.030281	-0.2054	0.419092
22	-0.043296	-0.2936	0.385175
23	0.057344	0.3889	0.349563
24	-0.042276	-0.2867	0.387804
25	-0.073423	-0.498	0.310437
26	0.161614	1.0961	0.139365
27	-0.055675	-0.3776	0.353731
28	-0.037824	-0.2565	0.39934
29	-0.075314	-0.5108	0.305966
30	0.0326	0.2211	0.412996
31	0.018667	0.1266	0.449903
32	0.006658	0.0452	0.482088
33	0.068669	0.4657	0.321801
34	-0.094187	-0.6388	0.263059
35	0.089546	0.6073	0.27331
36	-0.028304	-0.192	0.424306

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.399843 & -2.7119 & 0.004689 \tabularnewline
2 & 0.120517 & 0.8174 & 0.208961 \tabularnewline
3 & -0.09434 & -0.6398 & 0.262725 \tabularnewline
4 & 0.116402 & 0.7895 & 0.216941 \tabularnewline
5 & -0.174372 & -1.1826 & 0.121513 \tabularnewline
6 & 0.123805 & 0.8397 & 0.202714 \tabularnewline
7 & 0.079361 & 0.5382 & 0.2965 \tabularnewline
8 & -0.310185 & -2.1038 & 0.020447 \tabularnewline
9 & 0.067047 & 0.4547 & 0.325719 \tabularnewline
10 & 0.028741 & 0.1949 & 0.423152 \tabularnewline
11 & 0.044278 & 0.3003 & 0.382648 \tabularnewline
12 & -0.197039 & -1.3364 & 0.093999 \tabularnewline
13 & 0.084551 & 0.5735 & 0.284566 \tabularnewline
14 & -0.131561 & -0.8923 & 0.18844 \tabularnewline
15 & 0.033021 & 0.224 & 0.411891 \tabularnewline
16 & 0.092842 & 0.6297 & 0.266008 \tabularnewline
17 & 0.177383 & 1.2031 & 0.117553 \tabularnewline
18 & -0.187051 & -1.2686 & 0.105476 \tabularnewline
19 & 0.058791 & 0.3987 & 0.345965 \tabularnewline
20 & 0.047006 & 0.3188 & 0.375656 \tabularnewline
21 & -0.030281 & -0.2054 & 0.419092 \tabularnewline
22 & -0.043296 & -0.2936 & 0.385175 \tabularnewline
23 & 0.057344 & 0.3889 & 0.349563 \tabularnewline
24 & -0.042276 & -0.2867 & 0.387804 \tabularnewline
25 & -0.073423 & -0.498 & 0.310437 \tabularnewline
26 & 0.161614 & 1.0961 & 0.139365 \tabularnewline
27 & -0.055675 & -0.3776 & 0.353731 \tabularnewline
28 & -0.037824 & -0.2565 & 0.39934 \tabularnewline
29 & -0.075314 & -0.5108 & 0.305966 \tabularnewline
30 & 0.0326 & 0.2211 & 0.412996 \tabularnewline
31 & 0.018667 & 0.1266 & 0.449903 \tabularnewline
32 & 0.006658 & 0.0452 & 0.482088 \tabularnewline
33 & 0.068669 & 0.4657 & 0.321801 \tabularnewline
34 & -0.094187 & -0.6388 & 0.263059 \tabularnewline
35 & 0.089546 & 0.6073 & 0.27331 \tabularnewline
36 & -0.028304 & -0.192 & 0.424306 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66940&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]-0.399843[/C][C]-2.7119[/C][C]0.004689[/C][/ROW]
[ROW][C]2[/C][C]0.120517[/C][C]0.8174[/C][C]0.208961[/C][/ROW]
[ROW][C]3[/C][C]-0.09434[/C][C]-0.6398[/C][C]0.262725[/C][/ROW]
[ROW][C]4[/C][C]0.116402[/C][C]0.7895[/C][C]0.216941[/C][/ROW]
[ROW][C]5[/C][C]-0.174372[/C][C]-1.1826[/C][C]0.121513[/C][/ROW]
[ROW][C]6[/C][C]0.123805[/C][C]0.8397[/C][C]0.202714[/C][/ROW]
[ROW][C]7[/C][C]0.079361[/C][C]0.5382[/C][C]0.2965[/C][/ROW]
[ROW][C]8[/C][C]-0.310185[/C][C]-2.1038[/C][C]0.020447[/C][/ROW]
[ROW][C]9[/C][C]0.067047[/C][C]0.4547[/C][C]0.325719[/C][/ROW]
[ROW][C]10[/C][C]0.028741[/C][C]0.1949[/C][C]0.423152[/C][/ROW]
[ROW][C]11[/C][C]0.044278[/C][C]0.3003[/C][C]0.382648[/C][/ROW]
[ROW][C]12[/C][C]-0.197039[/C][C]-1.3364[/C][C]0.093999[/C][/ROW]
[ROW][C]13[/C][C]0.084551[/C][C]0.5735[/C][C]0.284566[/C][/ROW]
[ROW][C]14[/C][C]-0.131561[/C][C]-0.8923[/C][C]0.18844[/C][/ROW]
[ROW][C]15[/C][C]0.033021[/C][C]0.224[/C][C]0.411891[/C][/ROW]
[ROW][C]16[/C][C]0.092842[/C][C]0.6297[/C][C]0.266008[/C][/ROW]
[ROW][C]17[/C][C]0.177383[/C][C]1.2031[/C][C]0.117553[/C][/ROW]
[ROW][C]18[/C][C]-0.187051[/C][C]-1.2686[/C][C]0.105476[/C][/ROW]
[ROW][C]19[/C][C]0.058791[/C][C]0.3987[/C][C]0.345965[/C][/ROW]
[ROW][C]20[/C][C]0.047006[/C][C]0.3188[/C][C]0.375656[/C][/ROW]
[ROW][C]21[/C][C]-0.030281[/C][C]-0.2054[/C][C]0.419092[/C][/ROW]
[ROW][C]22[/C][C]-0.043296[/C][C]-0.2936[/C][C]0.385175[/C][/ROW]
[ROW][C]23[/C][C]0.057344[/C][C]0.3889[/C][C]0.349563[/C][/ROW]
[ROW][C]24[/C][C]-0.042276[/C][C]-0.2867[/C][C]0.387804[/C][/ROW]
[ROW][C]25[/C][C]-0.073423[/C][C]-0.498[/C][C]0.310437[/C][/ROW]
[ROW][C]26[/C][C]0.161614[/C][C]1.0961[/C][C]0.139365[/C][/ROW]
[ROW][C]27[/C][C]-0.055675[/C][C]-0.3776[/C][C]0.353731[/C][/ROW]
[ROW][C]28[/C][C]-0.037824[/C][C]-0.2565[/C][C]0.39934[/C][/ROW]
[ROW][C]29[/C][C]-0.075314[/C][C]-0.5108[/C][C]0.305966[/C][/ROW]
[ROW][C]30[/C][C]0.0326[/C][C]0.2211[/C][C]0.412996[/C][/ROW]
[ROW][C]31[/C][C]0.018667[/C][C]0.1266[/C][C]0.449903[/C][/ROW]
[ROW][C]32[/C][C]0.006658[/C][C]0.0452[/C][C]0.482088[/C][/ROW]
[ROW][C]33[/C][C]0.068669[/C][C]0.4657[/C][C]0.321801[/C][/ROW]
[ROW][C]34[/C][C]-0.094187[/C][C]-0.6388[/C][C]0.263059[/C][/ROW]
[ROW][C]35[/C][C]0.089546[/C][C]0.6073[/C][C]0.27331[/C][/ROW]
[ROW][C]36[/C][C]-0.028304[/C][C]-0.192[/C][C]0.424306[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66940&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	-0.399843	-2.7119	0.004689
2	0.120517	0.8174	0.208961
3	-0.09434	-0.6398	0.262725
4	0.116402	0.7895	0.216941
5	-0.174372	-1.1826	0.121513
6	0.123805	0.8397	0.202714
7	0.079361	0.5382	0.2965
8	-0.310185	-2.1038	0.020447
9	0.067047	0.4547	0.325719
10	0.028741	0.1949	0.423152
11	0.044278	0.3003	0.382648
12	-0.197039	-1.3364	0.093999
13	0.084551	0.5735	0.284566
14	-0.131561	-0.8923	0.18844
15	0.033021	0.224	0.411891
16	0.092842	0.6297	0.266008
17	0.177383	1.2031	0.117553
18	-0.187051	-1.2686	0.105476
19	0.058791	0.3987	0.345965
20	0.047006	0.3188	0.375656
21	-0.030281	-0.2054	0.419092
22	-0.043296	-0.2936	0.385175
23	0.057344	0.3889	0.349563
24	-0.042276	-0.2867	0.387804
25	-0.073423	-0.498	0.310437
26	0.161614	1.0961	0.139365
27	-0.055675	-0.3776	0.353731
28	-0.037824	-0.2565	0.39934
29	-0.075314	-0.5108	0.305966
30	0.0326	0.2211	0.412996
31	0.018667	0.1266	0.449903
32	0.006658	0.0452	0.482088
33	0.068669	0.4657	0.321801
34	-0.094187	-0.6388	0.263059
35	0.089546	0.6073	0.27331
36	-0.028304	-0.192	0.424306

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.399843	-2.7119	0.004689
2	-0.046847	-0.3177	0.376063
3	-0.074707	-0.5067	0.307397
4	0.067331	0.4567	0.325032
5	-0.120748	-0.819	0.208517
6	0.007473	0.0507	0.479899
7	0.172887	1.1726	0.123502
8	-0.294737	-1.999	0.025768
9	-0.177509	-1.2039	0.117389
10	0.005659	0.0384	0.484776
11	0.055088	0.3736	0.3552
12	-0.167268	-1.1345	0.131239
13	-0.195531	-1.3262	0.095668
14	-0.153899	-1.0438	0.151017
15	-0.019276	-0.1307	0.448276
16	0.024555	0.1665	0.434231
17	0.184173	1.2491	0.10897
18	-0.017774	-0.1205	0.452286
19	-0.018984	-0.1288	0.449057
20	0.002843	0.0193	0.492348
21	-0.071495	-0.4849	0.315024
22	-0.142551	-0.9668	0.169342
23	-0.082843	-0.5619	0.288466
24	-0.001904	-0.0129	0.494877
25	0.026593	0.1804	0.428829
26	0.058143	0.3943	0.347574
27	-0.021931	-0.1487	0.441204
28	-0.015833	-0.1074	0.457476
29	-0.034953	-0.2371	0.40683
30	-0.093612	-0.6349	0.264316
31	0.076323	0.5177	0.303591
32	0.007293	0.0495	0.480382
33	-0.008656	-0.0587	0.476719
34	-0.086317	-0.5854	0.28056
35	0.061788	0.4191	0.338559
36	0.025214	0.171	0.432482

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.399843 & -2.7119 & 0.004689 \tabularnewline
2 & -0.046847 & -0.3177 & 0.376063 \tabularnewline
3 & -0.074707 & -0.5067 & 0.307397 \tabularnewline
4 & 0.067331 & 0.4567 & 0.325032 \tabularnewline
5 & -0.120748 & -0.819 & 0.208517 \tabularnewline
6 & 0.007473 & 0.0507 & 0.479899 \tabularnewline
7 & 0.172887 & 1.1726 & 0.123502 \tabularnewline
8 & -0.294737 & -1.999 & 0.025768 \tabularnewline
9 & -0.177509 & -1.2039 & 0.117389 \tabularnewline
10 & 0.005659 & 0.0384 & 0.484776 \tabularnewline
11 & 0.055088 & 0.3736 & 0.3552 \tabularnewline
12 & -0.167268 & -1.1345 & 0.131239 \tabularnewline
13 & -0.195531 & -1.3262 & 0.095668 \tabularnewline
14 & -0.153899 & -1.0438 & 0.151017 \tabularnewline
15 & -0.019276 & -0.1307 & 0.448276 \tabularnewline
16 & 0.024555 & 0.1665 & 0.434231 \tabularnewline
17 & 0.184173 & 1.2491 & 0.10897 \tabularnewline
18 & -0.017774 & -0.1205 & 0.452286 \tabularnewline
19 & -0.018984 & -0.1288 & 0.449057 \tabularnewline
20 & 0.002843 & 0.0193 & 0.492348 \tabularnewline
21 & -0.071495 & -0.4849 & 0.315024 \tabularnewline
22 & -0.142551 & -0.9668 & 0.169342 \tabularnewline
23 & -0.082843 & -0.5619 & 0.288466 \tabularnewline
24 & -0.001904 & -0.0129 & 0.494877 \tabularnewline
25 & 0.026593 & 0.1804 & 0.428829 \tabularnewline
26 & 0.058143 & 0.3943 & 0.347574 \tabularnewline
27 & -0.021931 & -0.1487 & 0.441204 \tabularnewline
28 & -0.015833 & -0.1074 & 0.457476 \tabularnewline
29 & -0.034953 & -0.2371 & 0.40683 \tabularnewline
30 & -0.093612 & -0.6349 & 0.264316 \tabularnewline
31 & 0.076323 & 0.5177 & 0.303591 \tabularnewline
32 & 0.007293 & 0.0495 & 0.480382 \tabularnewline
33 & -0.008656 & -0.0587 & 0.476719 \tabularnewline
34 & -0.086317 & -0.5854 & 0.28056 \tabularnewline
35 & 0.061788 & 0.4191 & 0.338559 \tabularnewline
36 & 0.025214 & 0.171 & 0.432482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66940&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]-0.399843[/C][C]-2.7119[/C][C]0.004689[/C][/ROW]
[ROW][C]2[/C][C]-0.046847[/C][C]-0.3177[/C][C]0.376063[/C][/ROW]
[ROW][C]3[/C][C]-0.074707[/C][C]-0.5067[/C][C]0.307397[/C][/ROW]
[ROW][C]4[/C][C]0.067331[/C][C]0.4567[/C][C]0.325032[/C][/ROW]
[ROW][C]5[/C][C]-0.120748[/C][C]-0.819[/C][C]0.208517[/C][/ROW]
[ROW][C]6[/C][C]0.007473[/C][C]0.0507[/C][C]0.479899[/C][/ROW]
[ROW][C]7[/C][C]0.172887[/C][C]1.1726[/C][C]0.123502[/C][/ROW]
[ROW][C]8[/C][C]-0.294737[/C][C]-1.999[/C][C]0.025768[/C][/ROW]
[ROW][C]9[/C][C]-0.177509[/C][C]-1.2039[/C][C]0.117389[/C][/ROW]
[ROW][C]10[/C][C]0.005659[/C][C]0.0384[/C][C]0.484776[/C][/ROW]
[ROW][C]11[/C][C]0.055088[/C][C]0.3736[/C][C]0.3552[/C][/ROW]
[ROW][C]12[/C][C]-0.167268[/C][C]-1.1345[/C][C]0.131239[/C][/ROW]
[ROW][C]13[/C][C]-0.195531[/C][C]-1.3262[/C][C]0.095668[/C][/ROW]
[ROW][C]14[/C][C]-0.153899[/C][C]-1.0438[/C][C]0.151017[/C][/ROW]
[ROW][C]15[/C][C]-0.019276[/C][C]-0.1307[/C][C]0.448276[/C][/ROW]
[ROW][C]16[/C][C]0.024555[/C][C]0.1665[/C][C]0.434231[/C][/ROW]
[ROW][C]17[/C][C]0.184173[/C][C]1.2491[/C][C]0.10897[/C][/ROW]
[ROW][C]18[/C][C]-0.017774[/C][C]-0.1205[/C][C]0.452286[/C][/ROW]
[ROW][C]19[/C][C]-0.018984[/C][C]-0.1288[/C][C]0.449057[/C][/ROW]
[ROW][C]20[/C][C]0.002843[/C][C]0.0193[/C][C]0.492348[/C][/ROW]
[ROW][C]21[/C][C]-0.071495[/C][C]-0.4849[/C][C]0.315024[/C][/ROW]
[ROW][C]22[/C][C]-0.142551[/C][C]-0.9668[/C][C]0.169342[/C][/ROW]
[ROW][C]23[/C][C]-0.082843[/C][C]-0.5619[/C][C]0.288466[/C][/ROW]
[ROW][C]24[/C][C]-0.001904[/C][C]-0.0129[/C][C]0.494877[/C][/ROW]
[ROW][C]25[/C][C]0.026593[/C][C]0.1804[/C][C]0.428829[/C][/ROW]
[ROW][C]26[/C][C]0.058143[/C][C]0.3943[/C][C]0.347574[/C][/ROW]
[ROW][C]27[/C][C]-0.021931[/C][C]-0.1487[/C][C]0.441204[/C][/ROW]
[ROW][C]28[/C][C]-0.015833[/C][C]-0.1074[/C][C]0.457476[/C][/ROW]
[ROW][C]29[/C][C]-0.034953[/C][C]-0.2371[/C][C]0.40683[/C][/ROW]
[ROW][C]30[/C][C]-0.093612[/C][C]-0.6349[/C][C]0.264316[/C][/ROW]
[ROW][C]31[/C][C]0.076323[/C][C]0.5177[/C][C]0.303591[/C][/ROW]
[ROW][C]32[/C][C]0.007293[/C][C]0.0495[/C][C]0.480382[/C][/ROW]
[ROW][C]33[/C][C]-0.008656[/C][C]-0.0587[/C][C]0.476719[/C][/ROW]
[ROW][C]34[/C][C]-0.086317[/C][C]-0.5854[/C][C]0.28056[/C][/ROW]
[ROW][C]35[/C][C]0.061788[/C][C]0.4191[/C][C]0.338559[/C][/ROW]
[ROW][C]36[/C][C]0.025214[/C][C]0.171[/C][C]0.432482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66940&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66940&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	-0.399843	-2.7119	0.004689
2	-0.046847	-0.3177	0.376063
3	-0.074707	-0.5067	0.307397
4	0.067331	0.4567	0.325032
5	-0.120748	-0.819	0.208517
6	0.007473	0.0507	0.479899
7	0.172887	1.1726	0.123502
8	-0.294737	-1.999	0.025768
9	-0.177509	-1.2039	0.117389
10	0.005659	0.0384	0.484776
11	0.055088	0.3736	0.3552
12	-0.167268	-1.1345	0.131239
13	-0.195531	-1.3262	0.095668
14	-0.153899	-1.0438	0.151017
15	-0.019276	-0.1307	0.448276
16	0.024555	0.1665	0.434231
17	0.184173	1.2491	0.10897
18	-0.017774	-0.1205	0.452286
19	-0.018984	-0.1288	0.449057
20	0.002843	0.0193	0.492348
21	-0.071495	-0.4849	0.315024
22	-0.142551	-0.9668	0.169342
23	-0.082843	-0.5619	0.288466
24	-0.001904	-0.0129	0.494877
25	0.026593	0.1804	0.428829
26	0.058143	0.3943	0.347574
27	-0.021931	-0.1487	0.441204
28	-0.015833	-0.1074	0.457476
29	-0.034953	-0.2371	0.40683
30	-0.093612	-0.6349	0.264316
31	0.076323	0.5177	0.303591
32	0.007293	0.0495	0.480382
33	-0.008656	-0.0587	0.476719
34	-0.086317	-0.5854	0.28056
35	0.061788	0.4191	0.338559
36	0.025214	0.171	0.432482

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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