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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 07:43:20 -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/t1260629232fhgf1z5mvjwge4v.htm/, Retrieved Mon, 29 Apr 2024 14:30:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66993, Retrieved Mon, 29 Apr 2024 14:30:33 +0000

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Estimated Impact

111

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-       [(Partial) Autocorrelation Function] [] [2009-12-12 14:43:20] [a93df6747c5c78315f2ee9914aea3ec6] [Current]

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Dataseries X:

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2.64
2.75
2.7
2.87
3.03
3.14
3.02
2.86
3.07
2.93
2.83
2.72
2.73
2.72
2.77
2.61
2.47
2.3
2.38
2.43
2.39
2.6
2.84
2.87
2.92
3.08
3.33
3.48
3.57
3.66
3.77
3.75
3.75
3.81
3.82
3.89
4.05
4.1
4.07
4.26
4.4
4.61
4.63
4.48
4.46
4.45
4.32
4.52
4.21
3.97
4.12
4.5
4.73
5.26
5.2
4.94
4.95
4.52
3.85
3.41
2.95
2.68
2.53
2.44
2.16
2.2
2.1
2.29
2.03
2.05
1.94

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=66993&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=66993&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66993&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	-0.370095	-3.0742	0.001511
2	-0.048806	-0.4054	0.343214
3	0.064691	0.5374	0.296374
4	-0.009779	-0.0812	0.467747
5	-0.17833	-1.4813	0.071537
6	0.245089	2.0359	0.022803
7	-0.259298	-2.1539	0.017372
8	-0.073696	-0.6122	0.271219
9	0.085302	0.7086	0.24049
10	-0.011456	-0.0952	0.462231
11	0.042743	0.3551	0.361817
12	0.037315	0.31	0.378761
13	-0.136912	-1.1373	0.129679
14	0.206925	1.7188	0.045063
15	-0.063792	-0.5299	0.298944
16	0.021666	0.18	0.428851
17	-0.028109	-0.2335	0.408036
18	0.074338	0.6175	0.269469
19	-0.173857	-1.4442	0.076609
20	0.114949	0.9548	0.171497
21	-0.075108	-0.6239	0.267377
22	0.031204	0.2592	0.398128
23	0.005279	0.0438	0.482575
24	-0.078808	-0.6546	0.257441
25	0.03586	0.2979	0.383345
26	0.097581	0.8106	0.210199
27	-0.063349	-0.5262	0.300213
28	0.030828	0.2561	0.399328
29	0.012791	0.1063	0.457845
30	-0.068529	-0.5692	0.28552
31	0.063708	0.5292	0.299183
32	0.001021	0.0085	0.496628
33	-0.002122	-0.0176	0.492994
34	-0.022169	-0.1841	0.427219
35	0.022715	0.1887	0.425447
36	-0.094198	-0.7825	0.21831

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370095 & -3.0742 & 0.001511 \tabularnewline
2 & -0.048806 & -0.4054 & 0.343214 \tabularnewline
3 & 0.064691 & 0.5374 & 0.296374 \tabularnewline
4 & -0.009779 & -0.0812 & 0.467747 \tabularnewline
5 & -0.17833 & -1.4813 & 0.071537 \tabularnewline
6 & 0.245089 & 2.0359 & 0.022803 \tabularnewline
7 & -0.259298 & -2.1539 & 0.017372 \tabularnewline
8 & -0.073696 & -0.6122 & 0.271219 \tabularnewline
9 & 0.085302 & 0.7086 & 0.24049 \tabularnewline
10 & -0.011456 & -0.0952 & 0.462231 \tabularnewline
11 & 0.042743 & 0.3551 & 0.361817 \tabularnewline
12 & 0.037315 & 0.31 & 0.378761 \tabularnewline
13 & -0.136912 & -1.1373 & 0.129679 \tabularnewline
14 & 0.206925 & 1.7188 & 0.045063 \tabularnewline
15 & -0.063792 & -0.5299 & 0.298944 \tabularnewline
16 & 0.021666 & 0.18 & 0.428851 \tabularnewline
17 & -0.028109 & -0.2335 & 0.408036 \tabularnewline
18 & 0.074338 & 0.6175 & 0.269469 \tabularnewline
19 & -0.173857 & -1.4442 & 0.076609 \tabularnewline
20 & 0.114949 & 0.9548 & 0.171497 \tabularnewline
21 & -0.075108 & -0.6239 & 0.267377 \tabularnewline
22 & 0.031204 & 0.2592 & 0.398128 \tabularnewline
23 & 0.005279 & 0.0438 & 0.482575 \tabularnewline
24 & -0.078808 & -0.6546 & 0.257441 \tabularnewline
25 & 0.03586 & 0.2979 & 0.383345 \tabularnewline
26 & 0.097581 & 0.8106 & 0.210199 \tabularnewline
27 & -0.063349 & -0.5262 & 0.300213 \tabularnewline
28 & 0.030828 & 0.2561 & 0.399328 \tabularnewline
29 & 0.012791 & 0.1063 & 0.457845 \tabularnewline
30 & -0.068529 & -0.5692 & 0.28552 \tabularnewline
31 & 0.063708 & 0.5292 & 0.299183 \tabularnewline
32 & 0.001021 & 0.0085 & 0.496628 \tabularnewline
33 & -0.002122 & -0.0176 & 0.492994 \tabularnewline
34 & -0.022169 & -0.1841 & 0.427219 \tabularnewline
35 & 0.022715 & 0.1887 & 0.425447 \tabularnewline
36 & -0.094198 & -0.7825 & 0.21831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66993&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]-0.370095[/C][C]-3.0742[/C][C]0.001511[/C][/ROW]
[ROW][C]2[/C][C]-0.048806[/C][C]-0.4054[/C][C]0.343214[/C][/ROW]
[ROW][C]3[/C][C]0.064691[/C][C]0.5374[/C][C]0.296374[/C][/ROW]
[ROW][C]4[/C][C]-0.009779[/C][C]-0.0812[/C][C]0.467747[/C][/ROW]
[ROW][C]5[/C][C]-0.17833[/C][C]-1.4813[/C][C]0.071537[/C][/ROW]
[ROW][C]6[/C][C]0.245089[/C][C]2.0359[/C][C]0.022803[/C][/ROW]
[ROW][C]7[/C][C]-0.259298[/C][C]-2.1539[/C][C]0.017372[/C][/ROW]
[ROW][C]8[/C][C]-0.073696[/C][C]-0.6122[/C][C]0.271219[/C][/ROW]
[ROW][C]9[/C][C]0.085302[/C][C]0.7086[/C][C]0.24049[/C][/ROW]
[ROW][C]10[/C][C]-0.011456[/C][C]-0.0952[/C][C]0.462231[/C][/ROW]
[ROW][C]11[/C][C]0.042743[/C][C]0.3551[/C][C]0.361817[/C][/ROW]
[ROW][C]12[/C][C]0.037315[/C][C]0.31[/C][C]0.378761[/C][/ROW]
[ROW][C]13[/C][C]-0.136912[/C][C]-1.1373[/C][C]0.129679[/C][/ROW]
[ROW][C]14[/C][C]0.206925[/C][C]1.7188[/C][C]0.045063[/C][/ROW]
[ROW][C]15[/C][C]-0.063792[/C][C]-0.5299[/C][C]0.298944[/C][/ROW]
[ROW][C]16[/C][C]0.021666[/C][C]0.18[/C][C]0.428851[/C][/ROW]
[ROW][C]17[/C][C]-0.028109[/C][C]-0.2335[/C][C]0.408036[/C][/ROW]
[ROW][C]18[/C][C]0.074338[/C][C]0.6175[/C][C]0.269469[/C][/ROW]
[ROW][C]19[/C][C]-0.173857[/C][C]-1.4442[/C][C]0.076609[/C][/ROW]
[ROW][C]20[/C][C]0.114949[/C][C]0.9548[/C][C]0.171497[/C][/ROW]
[ROW][C]21[/C][C]-0.075108[/C][C]-0.6239[/C][C]0.267377[/C][/ROW]
[ROW][C]22[/C][C]0.031204[/C][C]0.2592[/C][C]0.398128[/C][/ROW]
[ROW][C]23[/C][C]0.005279[/C][C]0.0438[/C][C]0.482575[/C][/ROW]
[ROW][C]24[/C][C]-0.078808[/C][C]-0.6546[/C][C]0.257441[/C][/ROW]
[ROW][C]25[/C][C]0.03586[/C][C]0.2979[/C][C]0.383345[/C][/ROW]
[ROW][C]26[/C][C]0.097581[/C][C]0.8106[/C][C]0.210199[/C][/ROW]
[ROW][C]27[/C][C]-0.063349[/C][C]-0.5262[/C][C]0.300213[/C][/ROW]
[ROW][C]28[/C][C]0.030828[/C][C]0.2561[/C][C]0.399328[/C][/ROW]
[ROW][C]29[/C][C]0.012791[/C][C]0.1063[/C][C]0.457845[/C][/ROW]
[ROW][C]30[/C][C]-0.068529[/C][C]-0.5692[/C][C]0.28552[/C][/ROW]
[ROW][C]31[/C][C]0.063708[/C][C]0.5292[/C][C]0.299183[/C][/ROW]
[ROW][C]32[/C][C]0.001021[/C][C]0.0085[/C][C]0.496628[/C][/ROW]
[ROW][C]33[/C][C]-0.002122[/C][C]-0.0176[/C][C]0.492994[/C][/ROW]
[ROW][C]34[/C][C]-0.022169[/C][C]-0.1841[/C][C]0.427219[/C][/ROW]
[ROW][C]35[/C][C]0.022715[/C][C]0.1887[/C][C]0.425447[/C][/ROW]
[ROW][C]36[/C][C]-0.094198[/C][C]-0.7825[/C][C]0.21831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66993&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66993&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	-0.370095	-3.0742	0.001511
2	-0.048806	-0.4054	0.343214
3	0.064691	0.5374	0.296374
4	-0.009779	-0.0812	0.467747
5	-0.17833	-1.4813	0.071537
6	0.245089	2.0359	0.022803
7	-0.259298	-2.1539	0.017372
8	-0.073696	-0.6122	0.271219
9	0.085302	0.7086	0.24049
10	-0.011456	-0.0952	0.462231
11	0.042743	0.3551	0.361817
12	0.037315	0.31	0.378761
13	-0.136912	-1.1373	0.129679
14	0.206925	1.7188	0.045063
15	-0.063792	-0.5299	0.298944
16	0.021666	0.18	0.428851
17	-0.028109	-0.2335	0.408036
18	0.074338	0.6175	0.269469
19	-0.173857	-1.4442	0.076609
20	0.114949	0.9548	0.171497
21	-0.075108	-0.6239	0.267377
22	0.031204	0.2592	0.398128
23	0.005279	0.0438	0.482575
24	-0.078808	-0.6546	0.257441
25	0.03586	0.2979	0.383345
26	0.097581	0.8106	0.210199
27	-0.063349	-0.5262	0.300213
28	0.030828	0.2561	0.399328
29	0.012791	0.1063	0.457845
30	-0.068529	-0.5692	0.28552
31	0.063708	0.5292	0.299183
32	0.001021	0.0085	0.496628
33	-0.002122	-0.0176	0.492994
34	-0.022169	-0.1841	0.427219
35	0.022715	0.1887	0.425447
36	-0.094198	-0.7825	0.21831

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.370095	-3.0742	0.001511
2	-0.215261	-1.7881	0.039076
3	-0.044867	-0.3727	0.355259
4	-0.009928	-0.0825	0.467256
5	-0.211289	-1.7551	0.041841
6	0.106168	0.8819	0.190447
7	-0.203773	-1.6927	0.047515
8	-0.264503	-2.1971	0.015686
9	-0.163578	-1.3588	0.089321
10	-0.142382	-1.1827	0.120491
11	0.025482	0.2117	0.416494
12	-0.066083	-0.5489	0.292413
13	-0.194988	-1.6197	0.05493
14	0.080606	0.6696	0.252685
15	-0.093125	-0.7736	0.220919
16	0.000992	0.0082	0.496726
17	-0.082549	-0.6857	0.2476
18	0.058386	0.485	0.31461
19	-0.050122	-0.4163	0.339224
20	-0.100497	-0.8348	0.203359
21	-0.058441	-0.4854	0.314448
22	0.007011	0.0582	0.476864
23	0.039061	0.3245	0.373284
24	-0.163135	-1.3551	0.089903
25	-0.064491	-0.5357	0.296945
26	0.048861	0.4059	0.343048
27	-0.017503	-0.1454	0.442415
28	-0.042121	-0.3499	0.363747
29	-0.043348	-0.3601	0.359946
30	-0.028424	-0.2361	0.407024
31	0.016334	0.1357	0.446234
32	-0.127289	-1.0573	0.147022
33	0.10254	0.8518	0.198648
34	0.018637	0.1548	0.438711
35	0.068622	0.57	0.285258
36	-0.141908	-1.1788	0.121269

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370095 & -3.0742 & 0.001511 \tabularnewline
2 & -0.215261 & -1.7881 & 0.039076 \tabularnewline
3 & -0.044867 & -0.3727 & 0.355259 \tabularnewline
4 & -0.009928 & -0.0825 & 0.467256 \tabularnewline
5 & -0.211289 & -1.7551 & 0.041841 \tabularnewline
6 & 0.106168 & 0.8819 & 0.190447 \tabularnewline
7 & -0.203773 & -1.6927 & 0.047515 \tabularnewline
8 & -0.264503 & -2.1971 & 0.015686 \tabularnewline
9 & -0.163578 & -1.3588 & 0.089321 \tabularnewline
10 & -0.142382 & -1.1827 & 0.120491 \tabularnewline
11 & 0.025482 & 0.2117 & 0.416494 \tabularnewline
12 & -0.066083 & -0.5489 & 0.292413 \tabularnewline
13 & -0.194988 & -1.6197 & 0.05493 \tabularnewline
14 & 0.080606 & 0.6696 & 0.252685 \tabularnewline
15 & -0.093125 & -0.7736 & 0.220919 \tabularnewline
16 & 0.000992 & 0.0082 & 0.496726 \tabularnewline
17 & -0.082549 & -0.6857 & 0.2476 \tabularnewline
18 & 0.058386 & 0.485 & 0.31461 \tabularnewline
19 & -0.050122 & -0.4163 & 0.339224 \tabularnewline
20 & -0.100497 & -0.8348 & 0.203359 \tabularnewline
21 & -0.058441 & -0.4854 & 0.314448 \tabularnewline
22 & 0.007011 & 0.0582 & 0.476864 \tabularnewline
23 & 0.039061 & 0.3245 & 0.373284 \tabularnewline
24 & -0.163135 & -1.3551 & 0.089903 \tabularnewline
25 & -0.064491 & -0.5357 & 0.296945 \tabularnewline
26 & 0.048861 & 0.4059 & 0.343048 \tabularnewline
27 & -0.017503 & -0.1454 & 0.442415 \tabularnewline
28 & -0.042121 & -0.3499 & 0.363747 \tabularnewline
29 & -0.043348 & -0.3601 & 0.359946 \tabularnewline
30 & -0.028424 & -0.2361 & 0.407024 \tabularnewline
31 & 0.016334 & 0.1357 & 0.446234 \tabularnewline
32 & -0.127289 & -1.0573 & 0.147022 \tabularnewline
33 & 0.10254 & 0.8518 & 0.198648 \tabularnewline
34 & 0.018637 & 0.1548 & 0.438711 \tabularnewline
35 & 0.068622 & 0.57 & 0.285258 \tabularnewline
36 & -0.141908 & -1.1788 & 0.121269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66993&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]-0.370095[/C][C]-3.0742[/C][C]0.001511[/C][/ROW]
[ROW][C]2[/C][C]-0.215261[/C][C]-1.7881[/C][C]0.039076[/C][/ROW]
[ROW][C]3[/C][C]-0.044867[/C][C]-0.3727[/C][C]0.355259[/C][/ROW]
[ROW][C]4[/C][C]-0.009928[/C][C]-0.0825[/C][C]0.467256[/C][/ROW]
[ROW][C]5[/C][C]-0.211289[/C][C]-1.7551[/C][C]0.041841[/C][/ROW]
[ROW][C]6[/C][C]0.106168[/C][C]0.8819[/C][C]0.190447[/C][/ROW]
[ROW][C]7[/C][C]-0.203773[/C][C]-1.6927[/C][C]0.047515[/C][/ROW]
[ROW][C]8[/C][C]-0.264503[/C][C]-2.1971[/C][C]0.015686[/C][/ROW]
[ROW][C]9[/C][C]-0.163578[/C][C]-1.3588[/C][C]0.089321[/C][/ROW]
[ROW][C]10[/C][C]-0.142382[/C][C]-1.1827[/C][C]0.120491[/C][/ROW]
[ROW][C]11[/C][C]0.025482[/C][C]0.2117[/C][C]0.416494[/C][/ROW]
[ROW][C]12[/C][C]-0.066083[/C][C]-0.5489[/C][C]0.292413[/C][/ROW]
[ROW][C]13[/C][C]-0.194988[/C][C]-1.6197[/C][C]0.05493[/C][/ROW]
[ROW][C]14[/C][C]0.080606[/C][C]0.6696[/C][C]0.252685[/C][/ROW]
[ROW][C]15[/C][C]-0.093125[/C][C]-0.7736[/C][C]0.220919[/C][/ROW]
[ROW][C]16[/C][C]0.000992[/C][C]0.0082[/C][C]0.496726[/C][/ROW]
[ROW][C]17[/C][C]-0.082549[/C][C]-0.6857[/C][C]0.2476[/C][/ROW]
[ROW][C]18[/C][C]0.058386[/C][C]0.485[/C][C]0.31461[/C][/ROW]
[ROW][C]19[/C][C]-0.050122[/C][C]-0.4163[/C][C]0.339224[/C][/ROW]
[ROW][C]20[/C][C]-0.100497[/C][C]-0.8348[/C][C]0.203359[/C][/ROW]
[ROW][C]21[/C][C]-0.058441[/C][C]-0.4854[/C][C]0.314448[/C][/ROW]
[ROW][C]22[/C][C]0.007011[/C][C]0.0582[/C][C]0.476864[/C][/ROW]
[ROW][C]23[/C][C]0.039061[/C][C]0.3245[/C][C]0.373284[/C][/ROW]
[ROW][C]24[/C][C]-0.163135[/C][C]-1.3551[/C][C]0.089903[/C][/ROW]
[ROW][C]25[/C][C]-0.064491[/C][C]-0.5357[/C][C]0.296945[/C][/ROW]
[ROW][C]26[/C][C]0.048861[/C][C]0.4059[/C][C]0.343048[/C][/ROW]
[ROW][C]27[/C][C]-0.017503[/C][C]-0.1454[/C][C]0.442415[/C][/ROW]
[ROW][C]28[/C][C]-0.042121[/C][C]-0.3499[/C][C]0.363747[/C][/ROW]
[ROW][C]29[/C][C]-0.043348[/C][C]-0.3601[/C][C]0.359946[/C][/ROW]
[ROW][C]30[/C][C]-0.028424[/C][C]-0.2361[/C][C]0.407024[/C][/ROW]
[ROW][C]31[/C][C]0.016334[/C][C]0.1357[/C][C]0.446234[/C][/ROW]
[ROW][C]32[/C][C]-0.127289[/C][C]-1.0573[/C][C]0.147022[/C][/ROW]
[ROW][C]33[/C][C]0.10254[/C][C]0.8518[/C][C]0.198648[/C][/ROW]
[ROW][C]34[/C][C]0.018637[/C][C]0.1548[/C][C]0.438711[/C][/ROW]
[ROW][C]35[/C][C]0.068622[/C][C]0.57[/C][C]0.285258[/C][/ROW]
[ROW][C]36[/C][C]-0.141908[/C][C]-1.1788[/C][C]0.121269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66993&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66993&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	-0.370095	-3.0742	0.001511
2	-0.215261	-1.7881	0.039076
3	-0.044867	-0.3727	0.355259
4	-0.009928	-0.0825	0.467256
5	-0.211289	-1.7551	0.041841
6	0.106168	0.8819	0.190447
7	-0.203773	-1.6927	0.047515
8	-0.264503	-2.1971	0.015686
9	-0.163578	-1.3588	0.089321
10	-0.142382	-1.1827	0.120491
11	0.025482	0.2117	0.416494
12	-0.066083	-0.5489	0.292413
13	-0.194988	-1.6197	0.05493
14	0.080606	0.6696	0.252685
15	-0.093125	-0.7736	0.220919
16	0.000992	0.0082	0.496726
17	-0.082549	-0.6857	0.2476
18	0.058386	0.485	0.31461
19	-0.050122	-0.4163	0.339224
20	-0.100497	-0.8348	0.203359
21	-0.058441	-0.4854	0.314448
22	0.007011	0.0582	0.476864
23	0.039061	0.3245	0.373284
24	-0.163135	-1.3551	0.089903
25	-0.064491	-0.5357	0.296945
26	0.048861	0.4059	0.343048
27	-0.017503	-0.1454	0.442415
28	-0.042121	-0.3499	0.363747
29	-0.043348	-0.3601	0.359946
30	-0.028424	-0.2361	0.407024
31	0.016334	0.1357	0.446234
32	-0.127289	-1.0573	0.147022
33	0.10254	0.8518	0.198648
34	0.018637	0.1548	0.438711
35	0.068622	0.57	0.285258
36	-0.141908	-1.1788	0.121269

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; 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