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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 09:38:49 -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/t12606360806g3it4tytuu0b2p.htm/, Retrieved Mon, 29 Apr 2024 15:35:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67053, Retrieved Mon, 29 Apr 2024 15:35:18 +0000

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User-defined keywords

Estimated Impact

136

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 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP] [2009-12-12 16:38:49] [4f297b039e1043ebee7ff7a83b1eaaaa] [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=67053&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=67053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67053&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	0.979064	10.5902	0
2	0.952807	10.3062	0
3	0.926662	10.0234	0
4	0.895841	9.69	0
5	0.870159	9.4122	0
6	0.848023	9.1728	0
7	0.829634	8.9739	0
8	0.815559	8.8216	0
9	0.805075	8.7082	0
10	0.796779	8.6185	0
11	0.783506	8.4749	0
12	0.759885	8.2194	0
13	0.732404	7.9222	0
14	0.707496	7.6527	0
15	0.681269	7.3691	0
16	0.654835	7.0831	0
17	0.630924	6.8245	0
18	0.607177	6.5676	0
19	0.581361	6.2884	0
20	0.555695	6.0108	0
21	0.529112	5.7232	0
22	0.498389	5.3909	0
23	0.462989	5.008	1e-06
24	0.427829	4.6277	5e-06
25	0.394031	4.2621	2.1e-05
26	0.357824	3.8705	9e-05
27	0.323353	3.4976	0.000332
28	0.290412	3.1413	0.001065
29	0.25752	2.7855	0.003118
30	0.225493	2.4391	0.008113
31	0.194565	2.1045	0.018736
32	0.165577	1.791	0.03794
33	0.140319	1.5178	0.065884
34	0.114592	1.2395	0.10882
35	0.09032	0.977	0.165302
36	0.066692	0.7214	0.236055

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.979064 & 10.5902 & 0 \tabularnewline
2 & 0.952807 & 10.3062 & 0 \tabularnewline
3 & 0.926662 & 10.0234 & 0 \tabularnewline
4 & 0.895841 & 9.69 & 0 \tabularnewline
5 & 0.870159 & 9.4122 & 0 \tabularnewline
6 & 0.848023 & 9.1728 & 0 \tabularnewline
7 & 0.829634 & 8.9739 & 0 \tabularnewline
8 & 0.815559 & 8.8216 & 0 \tabularnewline
9 & 0.805075 & 8.7082 & 0 \tabularnewline
10 & 0.796779 & 8.6185 & 0 \tabularnewline
11 & 0.783506 & 8.4749 & 0 \tabularnewline
12 & 0.759885 & 8.2194 & 0 \tabularnewline
13 & 0.732404 & 7.9222 & 0 \tabularnewline
14 & 0.707496 & 7.6527 & 0 \tabularnewline
15 & 0.681269 & 7.3691 & 0 \tabularnewline
16 & 0.654835 & 7.0831 & 0 \tabularnewline
17 & 0.630924 & 6.8245 & 0 \tabularnewline
18 & 0.607177 & 6.5676 & 0 \tabularnewline
19 & 0.581361 & 6.2884 & 0 \tabularnewline
20 & 0.555695 & 6.0108 & 0 \tabularnewline
21 & 0.529112 & 5.7232 & 0 \tabularnewline
22 & 0.498389 & 5.3909 & 0 \tabularnewline
23 & 0.462989 & 5.008 & 1e-06 \tabularnewline
24 & 0.427829 & 4.6277 & 5e-06 \tabularnewline
25 & 0.394031 & 4.2621 & 2.1e-05 \tabularnewline
26 & 0.357824 & 3.8705 & 9e-05 \tabularnewline
27 & 0.323353 & 3.4976 & 0.000332 \tabularnewline
28 & 0.290412 & 3.1413 & 0.001065 \tabularnewline
29 & 0.25752 & 2.7855 & 0.003118 \tabularnewline
30 & 0.225493 & 2.4391 & 0.008113 \tabularnewline
31 & 0.194565 & 2.1045 & 0.018736 \tabularnewline
32 & 0.165577 & 1.791 & 0.03794 \tabularnewline
33 & 0.140319 & 1.5178 & 0.065884 \tabularnewline
34 & 0.114592 & 1.2395 & 0.10882 \tabularnewline
35 & 0.09032 & 0.977 & 0.165302 \tabularnewline
36 & 0.066692 & 0.7214 & 0.236055 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67053&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]0.979064[/C][C]10.5902[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.952807[/C][C]10.3062[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.926662[/C][C]10.0234[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.895841[/C][C]9.69[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.870159[/C][C]9.4122[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.848023[/C][C]9.1728[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.829634[/C][C]8.9739[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.815559[/C][C]8.8216[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.805075[/C][C]8.7082[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.796779[/C][C]8.6185[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.783506[/C][C]8.4749[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.759885[/C][C]8.2194[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.732404[/C][C]7.9222[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.707496[/C][C]7.6527[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.681269[/C][C]7.3691[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.654835[/C][C]7.0831[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.630924[/C][C]6.8245[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.607177[/C][C]6.5676[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.581361[/C][C]6.2884[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.555695[/C][C]6.0108[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.529112[/C][C]5.7232[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.498389[/C][C]5.3909[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.462989[/C][C]5.008[/C][C]1e-06[/C][/ROW]
[ROW][C]24[/C][C]0.427829[/C][C]4.6277[/C][C]5e-06[/C][/ROW]
[ROW][C]25[/C][C]0.394031[/C][C]4.2621[/C][C]2.1e-05[/C][/ROW]
[ROW][C]26[/C][C]0.357824[/C][C]3.8705[/C][C]9e-05[/C][/ROW]
[ROW][C]27[/C][C]0.323353[/C][C]3.4976[/C][C]0.000332[/C][/ROW]
[ROW][C]28[/C][C]0.290412[/C][C]3.1413[/C][C]0.001065[/C][/ROW]
[ROW][C]29[/C][C]0.25752[/C][C]2.7855[/C][C]0.003118[/C][/ROW]
[ROW][C]30[/C][C]0.225493[/C][C]2.4391[/C][C]0.008113[/C][/ROW]
[ROW][C]31[/C][C]0.194565[/C][C]2.1045[/C][C]0.018736[/C][/ROW]
[ROW][C]32[/C][C]0.165577[/C][C]1.791[/C][C]0.03794[/C][/ROW]
[ROW][C]33[/C][C]0.140319[/C][C]1.5178[/C][C]0.065884[/C][/ROW]
[ROW][C]34[/C][C]0.114592[/C][C]1.2395[/C][C]0.10882[/C][/ROW]
[ROW][C]35[/C][C]0.09032[/C][C]0.977[/C][C]0.165302[/C][/ROW]
[ROW][C]36[/C][C]0.066692[/C][C]0.7214[/C][C]0.236055[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67053&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67053&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	0.979064	10.5902	0
2	0.952807	10.3062	0
3	0.926662	10.0234	0
4	0.895841	9.69	0
5	0.870159	9.4122	0
6	0.848023	9.1728	0
7	0.829634	8.9739	0
8	0.815559	8.8216	0
9	0.805075	8.7082	0
10	0.796779	8.6185	0
11	0.783506	8.4749	0
12	0.759885	8.2194	0
13	0.732404	7.9222	0
14	0.707496	7.6527	0
15	0.681269	7.3691	0
16	0.654835	7.0831	0
17	0.630924	6.8245	0
18	0.607177	6.5676	0
19	0.581361	6.2884	0
20	0.555695	6.0108	0
21	0.529112	5.7232	0
22	0.498389	5.3909	0
23	0.462989	5.008	1e-06
24	0.427829	4.6277	5e-06
25	0.394031	4.2621	2.1e-05
26	0.357824	3.8705	9e-05
27	0.323353	3.4976	0.000332
28	0.290412	3.1413	0.001065
29	0.25752	2.7855	0.003118
30	0.225493	2.4391	0.008113
31	0.194565	2.1045	0.018736
32	0.165577	1.791	0.03794
33	0.140319	1.5178	0.065884
34	0.114592	1.2395	0.10882
35	0.09032	0.977	0.165302
36	0.066692	0.7214	0.236055

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.979064	10.5902	0
2	-0.138974	-1.5032	0.067737
3	0.005516	0.0597	0.476262
4	-0.131426	-1.4216	0.078903
5	0.142334	1.5396	0.063181
6	0.031687	0.3428	0.3662
7	0.086043	0.9307	0.176962
8	0.040965	0.4431	0.329254
9	0.069543	0.7522	0.226715
10	0.025141	0.2719	0.393071
11	-0.13312	-1.4399	0.076281
12	-0.233191	-2.5224	0.0065
13	-0.042278	-0.4573	0.32415
14	0.126754	1.3711	0.086491
15	-0.009853	-0.1066	0.457654
16	-0.050432	-0.5455	0.293224
17	-0.020225	-0.2188	0.413605
18	-0.035238	-0.3812	0.351887
19	-0.123224	-1.3329	0.092581
20	-0.069947	-0.7566	0.225408
21	-0.044774	-0.4843	0.314537
22	-0.034439	-0.3725	0.355092
23	-0.066849	-0.7231	0.235537
24	-0.004854	-0.0525	0.479108
25	-0.034684	-0.3752	0.354107
26	-0.112172	-1.2133	0.113725
27	-0.014376	-0.1555	0.438346
28	-0.047702	-0.516	0.303421
29	-0.015385	-0.1664	0.434061
30	-0.009359	-0.1012	0.459768
31	0.003591	0.0388	0.48454
32	0.022891	0.2476	0.402436
33	0.120347	1.3018	0.097779
34	-0.027667	-0.2993	0.382634
35	-0.007918	-0.0856	0.465946
36	-0.034322	-0.3712	0.355562

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.979064 & 10.5902 & 0 \tabularnewline
2 & -0.138974 & -1.5032 & 0.067737 \tabularnewline
3 & 0.005516 & 0.0597 & 0.476262 \tabularnewline
4 & -0.131426 & -1.4216 & 0.078903 \tabularnewline
5 & 0.142334 & 1.5396 & 0.063181 \tabularnewline
6 & 0.031687 & 0.3428 & 0.3662 \tabularnewline
7 & 0.086043 & 0.9307 & 0.176962 \tabularnewline
8 & 0.040965 & 0.4431 & 0.329254 \tabularnewline
9 & 0.069543 & 0.7522 & 0.226715 \tabularnewline
10 & 0.025141 & 0.2719 & 0.393071 \tabularnewline
11 & -0.13312 & -1.4399 & 0.076281 \tabularnewline
12 & -0.233191 & -2.5224 & 0.0065 \tabularnewline
13 & -0.042278 & -0.4573 & 0.32415 \tabularnewline
14 & 0.126754 & 1.3711 & 0.086491 \tabularnewline
15 & -0.009853 & -0.1066 & 0.457654 \tabularnewline
16 & -0.050432 & -0.5455 & 0.293224 \tabularnewline
17 & -0.020225 & -0.2188 & 0.413605 \tabularnewline
18 & -0.035238 & -0.3812 & 0.351887 \tabularnewline
19 & -0.123224 & -1.3329 & 0.092581 \tabularnewline
20 & -0.069947 & -0.7566 & 0.225408 \tabularnewline
21 & -0.044774 & -0.4843 & 0.314537 \tabularnewline
22 & -0.034439 & -0.3725 & 0.355092 \tabularnewline
23 & -0.066849 & -0.7231 & 0.235537 \tabularnewline
24 & -0.004854 & -0.0525 & 0.479108 \tabularnewline
25 & -0.034684 & -0.3752 & 0.354107 \tabularnewline
26 & -0.112172 & -1.2133 & 0.113725 \tabularnewline
27 & -0.014376 & -0.1555 & 0.438346 \tabularnewline
28 & -0.047702 & -0.516 & 0.303421 \tabularnewline
29 & -0.015385 & -0.1664 & 0.434061 \tabularnewline
30 & -0.009359 & -0.1012 & 0.459768 \tabularnewline
31 & 0.003591 & 0.0388 & 0.48454 \tabularnewline
32 & 0.022891 & 0.2476 & 0.402436 \tabularnewline
33 & 0.120347 & 1.3018 & 0.097779 \tabularnewline
34 & -0.027667 & -0.2993 & 0.382634 \tabularnewline
35 & -0.007918 & -0.0856 & 0.465946 \tabularnewline
36 & -0.034322 & -0.3712 & 0.355562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67053&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]0.979064[/C][C]10.5902[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.138974[/C][C]-1.5032[/C][C]0.067737[/C][/ROW]
[ROW][C]3[/C][C]0.005516[/C][C]0.0597[/C][C]0.476262[/C][/ROW]
[ROW][C]4[/C][C]-0.131426[/C][C]-1.4216[/C][C]0.078903[/C][/ROW]
[ROW][C]5[/C][C]0.142334[/C][C]1.5396[/C][C]0.063181[/C][/ROW]
[ROW][C]6[/C][C]0.031687[/C][C]0.3428[/C][C]0.3662[/C][/ROW]
[ROW][C]7[/C][C]0.086043[/C][C]0.9307[/C][C]0.176962[/C][/ROW]
[ROW][C]8[/C][C]0.040965[/C][C]0.4431[/C][C]0.329254[/C][/ROW]
[ROW][C]9[/C][C]0.069543[/C][C]0.7522[/C][C]0.226715[/C][/ROW]
[ROW][C]10[/C][C]0.025141[/C][C]0.2719[/C][C]0.393071[/C][/ROW]
[ROW][C]11[/C][C]-0.13312[/C][C]-1.4399[/C][C]0.076281[/C][/ROW]
[ROW][C]12[/C][C]-0.233191[/C][C]-2.5224[/C][C]0.0065[/C][/ROW]
[ROW][C]13[/C][C]-0.042278[/C][C]-0.4573[/C][C]0.32415[/C][/ROW]
[ROW][C]14[/C][C]0.126754[/C][C]1.3711[/C][C]0.086491[/C][/ROW]
[ROW][C]15[/C][C]-0.009853[/C][C]-0.1066[/C][C]0.457654[/C][/ROW]
[ROW][C]16[/C][C]-0.050432[/C][C]-0.5455[/C][C]0.293224[/C][/ROW]
[ROW][C]17[/C][C]-0.020225[/C][C]-0.2188[/C][C]0.413605[/C][/ROW]
[ROW][C]18[/C][C]-0.035238[/C][C]-0.3812[/C][C]0.351887[/C][/ROW]
[ROW][C]19[/C][C]-0.123224[/C][C]-1.3329[/C][C]0.092581[/C][/ROW]
[ROW][C]20[/C][C]-0.069947[/C][C]-0.7566[/C][C]0.225408[/C][/ROW]
[ROW][C]21[/C][C]-0.044774[/C][C]-0.4843[/C][C]0.314537[/C][/ROW]
[ROW][C]22[/C][C]-0.034439[/C][C]-0.3725[/C][C]0.355092[/C][/ROW]
[ROW][C]23[/C][C]-0.066849[/C][C]-0.7231[/C][C]0.235537[/C][/ROW]
[ROW][C]24[/C][C]-0.004854[/C][C]-0.0525[/C][C]0.479108[/C][/ROW]
[ROW][C]25[/C][C]-0.034684[/C][C]-0.3752[/C][C]0.354107[/C][/ROW]
[ROW][C]26[/C][C]-0.112172[/C][C]-1.2133[/C][C]0.113725[/C][/ROW]
[ROW][C]27[/C][C]-0.014376[/C][C]-0.1555[/C][C]0.438346[/C][/ROW]
[ROW][C]28[/C][C]-0.047702[/C][C]-0.516[/C][C]0.303421[/C][/ROW]
[ROW][C]29[/C][C]-0.015385[/C][C]-0.1664[/C][C]0.434061[/C][/ROW]
[ROW][C]30[/C][C]-0.009359[/C][C]-0.1012[/C][C]0.459768[/C][/ROW]
[ROW][C]31[/C][C]0.003591[/C][C]0.0388[/C][C]0.48454[/C][/ROW]
[ROW][C]32[/C][C]0.022891[/C][C]0.2476[/C][C]0.402436[/C][/ROW]
[ROW][C]33[/C][C]0.120347[/C][C]1.3018[/C][C]0.097779[/C][/ROW]
[ROW][C]34[/C][C]-0.027667[/C][C]-0.2993[/C][C]0.382634[/C][/ROW]
[ROW][C]35[/C][C]-0.007918[/C][C]-0.0856[/C][C]0.465946[/C][/ROW]
[ROW][C]36[/C][C]-0.034322[/C][C]-0.3712[/C][C]0.355562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67053&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67053&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	0.979064	10.5902	0
2	-0.138974	-1.5032	0.067737
3	0.005516	0.0597	0.476262
4	-0.131426	-1.4216	0.078903
5	0.142334	1.5396	0.063181
6	0.031687	0.3428	0.3662
7	0.086043	0.9307	0.176962
8	0.040965	0.4431	0.329254
9	0.069543	0.7522	0.226715
10	0.025141	0.2719	0.393071
11	-0.13312	-1.4399	0.076281
12	-0.233191	-2.5224	0.0065
13	-0.042278	-0.4573	0.32415
14	0.126754	1.3711	0.086491
15	-0.009853	-0.1066	0.457654
16	-0.050432	-0.5455	0.293224
17	-0.020225	-0.2188	0.413605
18	-0.035238	-0.3812	0.351887
19	-0.123224	-1.3329	0.092581
20	-0.069947	-0.7566	0.225408
21	-0.044774	-0.4843	0.314537
22	-0.034439	-0.3725	0.355092
23	-0.066849	-0.7231	0.235537
24	-0.004854	-0.0525	0.479108
25	-0.034684	-0.3752	0.354107
26	-0.112172	-1.2133	0.113725
27	-0.014376	-0.1555	0.438346
28	-0.047702	-0.516	0.303421
29	-0.015385	-0.1664	0.434061
30	-0.009359	-0.1012	0.459768
31	0.003591	0.0388	0.48454
32	0.022891	0.2476	0.402436
33	0.120347	1.3018	0.097779
34	-0.027667	-0.2993	0.382634
35	-0.007918	-0.0856	0.465946
36	-0.034322	-0.3712	0.355562

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.7 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.7 ; 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