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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 13:14:07 -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/t12606488832a20tzu1hzu41hl.htm/, Retrieved Mon, 29 Apr 2024 15:06:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67140, Retrieved Mon, 29 Apr 2024 15:06:26 +0000

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Estimated Impact

117

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [] [2009-12-12 20:14:07] [03368d751914a6c247d86aff8eac7cbf] [Current]
-    D            [(Partial) Autocorrelation Function] [aantal bouwvergun...] [2009-12-12 20:26:32] [82d27727e9ba70a4d0e9e253f76836cf] 

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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=67140&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=67140&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67140&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	-0.538541	-4.1715	4.9e-05
2	0.0451	0.3493	0.364027
3	0.086728	0.6718	0.252146
4	-0.006796	-0.0526	0.479095
5	-0.0403	-0.3122	0.377998
6	-0.080418	-0.6229	0.267851
7	0.018719	0.145	0.442601
8	0.046386	0.3593	0.360315
9	0.00076	0.0059	0.497661
10	0.002302	0.0178	0.492916
11	-0.081676	-0.6327	0.264681
12	0.170547	1.3211	0.09575
13	-0.09019	-0.6986	0.243749
14	-0.082797	-0.6413	0.261871
15	0.172533	1.3364	0.093227
16	-0.147621	-1.1435	0.128694
17	0.068451	0.5302	0.298959
18	-0.095455	-0.7394	0.231275
19	0.162038	1.2551	0.107147
20	-0.232192	-1.7986	0.03856
21	0.195597	1.5151	0.0675
22	-0.079925	-0.6191	0.269099
23	-0.039571	-0.3065	0.380135
24	0.057134	0.4426	0.329837
25	0.048624	0.3766	0.353884
26	-0.080055	-0.6201	0.268769
27	0.06046	0.4683	0.320627
28	0.026692	0.2068	0.41845
29	-0.052377	-0.4057	0.343198
30	0.008288	0.0642	0.474513
31	-0.025757	-0.1995	0.421267
32	0.007687	0.0595	0.476359
33	0.051473	0.3987	0.345761
34	-0.003926	-0.0304	0.487919
35	-0.126032	-0.9762	0.166432
36	0.173993	1.3477	0.091404

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.538541 & -4.1715 & 4.9e-05 \tabularnewline
2 & 0.0451 & 0.3493 & 0.364027 \tabularnewline
3 & 0.086728 & 0.6718 & 0.252146 \tabularnewline
4 & -0.006796 & -0.0526 & 0.479095 \tabularnewline
5 & -0.0403 & -0.3122 & 0.377998 \tabularnewline
6 & -0.080418 & -0.6229 & 0.267851 \tabularnewline
7 & 0.018719 & 0.145 & 0.442601 \tabularnewline
8 & 0.046386 & 0.3593 & 0.360315 \tabularnewline
9 & 0.00076 & 0.0059 & 0.497661 \tabularnewline
10 & 0.002302 & 0.0178 & 0.492916 \tabularnewline
11 & -0.081676 & -0.6327 & 0.264681 \tabularnewline
12 & 0.170547 & 1.3211 & 0.09575 \tabularnewline
13 & -0.09019 & -0.6986 & 0.243749 \tabularnewline
14 & -0.082797 & -0.6413 & 0.261871 \tabularnewline
15 & 0.172533 & 1.3364 & 0.093227 \tabularnewline
16 & -0.147621 & -1.1435 & 0.128694 \tabularnewline
17 & 0.068451 & 0.5302 & 0.298959 \tabularnewline
18 & -0.095455 & -0.7394 & 0.231275 \tabularnewline
19 & 0.162038 & 1.2551 & 0.107147 \tabularnewline
20 & -0.232192 & -1.7986 & 0.03856 \tabularnewline
21 & 0.195597 & 1.5151 & 0.0675 \tabularnewline
22 & -0.079925 & -0.6191 & 0.269099 \tabularnewline
23 & -0.039571 & -0.3065 & 0.380135 \tabularnewline
24 & 0.057134 & 0.4426 & 0.329837 \tabularnewline
25 & 0.048624 & 0.3766 & 0.353884 \tabularnewline
26 & -0.080055 & -0.6201 & 0.268769 \tabularnewline
27 & 0.06046 & 0.4683 & 0.320627 \tabularnewline
28 & 0.026692 & 0.2068 & 0.41845 \tabularnewline
29 & -0.052377 & -0.4057 & 0.343198 \tabularnewline
30 & 0.008288 & 0.0642 & 0.474513 \tabularnewline
31 & -0.025757 & -0.1995 & 0.421267 \tabularnewline
32 & 0.007687 & 0.0595 & 0.476359 \tabularnewline
33 & 0.051473 & 0.3987 & 0.345761 \tabularnewline
34 & -0.003926 & -0.0304 & 0.487919 \tabularnewline
35 & -0.126032 & -0.9762 & 0.166432 \tabularnewline
36 & 0.173993 & 1.3477 & 0.091404 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67140&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]-0.538541[/C][C]-4.1715[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.0451[/C][C]0.3493[/C][C]0.364027[/C][/ROW]
[ROW][C]3[/C][C]0.086728[/C][C]0.6718[/C][C]0.252146[/C][/ROW]
[ROW][C]4[/C][C]-0.006796[/C][C]-0.0526[/C][C]0.479095[/C][/ROW]
[ROW][C]5[/C][C]-0.0403[/C][C]-0.3122[/C][C]0.377998[/C][/ROW]
[ROW][C]6[/C][C]-0.080418[/C][C]-0.6229[/C][C]0.267851[/C][/ROW]
[ROW][C]7[/C][C]0.018719[/C][C]0.145[/C][C]0.442601[/C][/ROW]
[ROW][C]8[/C][C]0.046386[/C][C]0.3593[/C][C]0.360315[/C][/ROW]
[ROW][C]9[/C][C]0.00076[/C][C]0.0059[/C][C]0.497661[/C][/ROW]
[ROW][C]10[/C][C]0.002302[/C][C]0.0178[/C][C]0.492916[/C][/ROW]
[ROW][C]11[/C][C]-0.081676[/C][C]-0.6327[/C][C]0.264681[/C][/ROW]
[ROW][C]12[/C][C]0.170547[/C][C]1.3211[/C][C]0.09575[/C][/ROW]
[ROW][C]13[/C][C]-0.09019[/C][C]-0.6986[/C][C]0.243749[/C][/ROW]
[ROW][C]14[/C][C]-0.082797[/C][C]-0.6413[/C][C]0.261871[/C][/ROW]
[ROW][C]15[/C][C]0.172533[/C][C]1.3364[/C][C]0.093227[/C][/ROW]
[ROW][C]16[/C][C]-0.147621[/C][C]-1.1435[/C][C]0.128694[/C][/ROW]
[ROW][C]17[/C][C]0.068451[/C][C]0.5302[/C][C]0.298959[/C][/ROW]
[ROW][C]18[/C][C]-0.095455[/C][C]-0.7394[/C][C]0.231275[/C][/ROW]
[ROW][C]19[/C][C]0.162038[/C][C]1.2551[/C][C]0.107147[/C][/ROW]
[ROW][C]20[/C][C]-0.232192[/C][C]-1.7986[/C][C]0.03856[/C][/ROW]
[ROW][C]21[/C][C]0.195597[/C][C]1.5151[/C][C]0.0675[/C][/ROW]
[ROW][C]22[/C][C]-0.079925[/C][C]-0.6191[/C][C]0.269099[/C][/ROW]
[ROW][C]23[/C][C]-0.039571[/C][C]-0.3065[/C][C]0.380135[/C][/ROW]
[ROW][C]24[/C][C]0.057134[/C][C]0.4426[/C][C]0.329837[/C][/ROW]
[ROW][C]25[/C][C]0.048624[/C][C]0.3766[/C][C]0.353884[/C][/ROW]
[ROW][C]26[/C][C]-0.080055[/C][C]-0.6201[/C][C]0.268769[/C][/ROW]
[ROW][C]27[/C][C]0.06046[/C][C]0.4683[/C][C]0.320627[/C][/ROW]
[ROW][C]28[/C][C]0.026692[/C][C]0.2068[/C][C]0.41845[/C][/ROW]
[ROW][C]29[/C][C]-0.052377[/C][C]-0.4057[/C][C]0.343198[/C][/ROW]
[ROW][C]30[/C][C]0.008288[/C][C]0.0642[/C][C]0.474513[/C][/ROW]
[ROW][C]31[/C][C]-0.025757[/C][C]-0.1995[/C][C]0.421267[/C][/ROW]
[ROW][C]32[/C][C]0.007687[/C][C]0.0595[/C][C]0.476359[/C][/ROW]
[ROW][C]33[/C][C]0.051473[/C][C]0.3987[/C][C]0.345761[/C][/ROW]
[ROW][C]34[/C][C]-0.003926[/C][C]-0.0304[/C][C]0.487919[/C][/ROW]
[ROW][C]35[/C][C]-0.126032[/C][C]-0.9762[/C][C]0.166432[/C][/ROW]
[ROW][C]36[/C][C]0.173993[/C][C]1.3477[/C][C]0.091404[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67140&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67140&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	-0.538541	-4.1715	4.9e-05
2	0.0451	0.3493	0.364027
3	0.086728	0.6718	0.252146
4	-0.006796	-0.0526	0.479095
5	-0.0403	-0.3122	0.377998
6	-0.080418	-0.6229	0.267851
7	0.018719	0.145	0.442601
8	0.046386	0.3593	0.360315
9	0.00076	0.0059	0.497661
10	0.002302	0.0178	0.492916
11	-0.081676	-0.6327	0.264681
12	0.170547	1.3211	0.09575
13	-0.09019	-0.6986	0.243749
14	-0.082797	-0.6413	0.261871
15	0.172533	1.3364	0.093227
16	-0.147621	-1.1435	0.128694
17	0.068451	0.5302	0.298959
18	-0.095455	-0.7394	0.231275
19	0.162038	1.2551	0.107147
20	-0.232192	-1.7986	0.03856
21	0.195597	1.5151	0.0675
22	-0.079925	-0.6191	0.269099
23	-0.039571	-0.3065	0.380135
24	0.057134	0.4426	0.329837
25	0.048624	0.3766	0.353884
26	-0.080055	-0.6201	0.268769
27	0.06046	0.4683	0.320627
28	0.026692	0.2068	0.41845
29	-0.052377	-0.4057	0.343198
30	0.008288	0.0642	0.474513
31	-0.025757	-0.1995	0.421267
32	0.007687	0.0595	0.476359
33	0.051473	0.3987	0.345761
34	-0.003926	-0.0304	0.487919
35	-0.126032	-0.9762	0.166432
36	0.173993	1.3477	0.091404

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.538541	-4.1715	4.9e-05
2	-0.34498	-2.6722	0.004844
3	-0.106143	-0.8222	0.207114
4	0.034058	0.2638	0.396413
5	0.01919	0.1486	0.441166
6	-0.160815	-1.2457	0.108864
7	-0.2313	-1.7916	0.039117
8	-0.121276	-0.9394	0.175647
9	0.032878	0.2547	0.399923
10	0.109249	0.8462	0.200391
11	-0.092701	-0.7181	0.237754
12	0.013982	0.1083	0.457057
13	0.022284	0.1726	0.431768
14	-0.087985	-0.6815	0.24908
15	0.105458	0.8169	0.208615
16	-0.012722	-0.0985	0.460914
17	-0.003269	-0.0253	0.48994
18	-0.14391	-1.1147	0.134707
19	0.08232	0.6376	0.263064
20	-0.178603	-1.3835	0.085826
21	0.006138	0.0475	0.481117
22	-0.0274	-0.2122	0.41632
23	-0.090534	-0.7013	0.242922
24	-0.106542	-0.8253	0.206244
25	0.056764	0.4397	0.330871
26	0.04973	0.3852	0.350723
27	0.015118	0.1171	0.453583
28	0.112615	0.8723	0.193257
29	0.021265	0.1647	0.43486
30	0.005909	0.0458	0.481823
31	-0.070352	-0.5449	0.293905
32	0.012275	0.0951	0.462284
33	0.107736	0.8345	0.20365
34	0.116108	0.8994	0.186026
35	-0.050511	-0.3913	0.348495
36	-0.078669	-0.6094	0.272291

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.538541 & -4.1715 & 4.9e-05 \tabularnewline
2 & -0.34498 & -2.6722 & 0.004844 \tabularnewline
3 & -0.106143 & -0.8222 & 0.207114 \tabularnewline
4 & 0.034058 & 0.2638 & 0.396413 \tabularnewline
5 & 0.01919 & 0.1486 & 0.441166 \tabularnewline
6 & -0.160815 & -1.2457 & 0.108864 \tabularnewline
7 & -0.2313 & -1.7916 & 0.039117 \tabularnewline
8 & -0.121276 & -0.9394 & 0.175647 \tabularnewline
9 & 0.032878 & 0.2547 & 0.399923 \tabularnewline
10 & 0.109249 & 0.8462 & 0.200391 \tabularnewline
11 & -0.092701 & -0.7181 & 0.237754 \tabularnewline
12 & 0.013982 & 0.1083 & 0.457057 \tabularnewline
13 & 0.022284 & 0.1726 & 0.431768 \tabularnewline
14 & -0.087985 & -0.6815 & 0.24908 \tabularnewline
15 & 0.105458 & 0.8169 & 0.208615 \tabularnewline
16 & -0.012722 & -0.0985 & 0.460914 \tabularnewline
17 & -0.003269 & -0.0253 & 0.48994 \tabularnewline
18 & -0.14391 & -1.1147 & 0.134707 \tabularnewline
19 & 0.08232 & 0.6376 & 0.263064 \tabularnewline
20 & -0.178603 & -1.3835 & 0.085826 \tabularnewline
21 & 0.006138 & 0.0475 & 0.481117 \tabularnewline
22 & -0.0274 & -0.2122 & 0.41632 \tabularnewline
23 & -0.090534 & -0.7013 & 0.242922 \tabularnewline
24 & -0.106542 & -0.8253 & 0.206244 \tabularnewline
25 & 0.056764 & 0.4397 & 0.330871 \tabularnewline
26 & 0.04973 & 0.3852 & 0.350723 \tabularnewline
27 & 0.015118 & 0.1171 & 0.453583 \tabularnewline
28 & 0.112615 & 0.8723 & 0.193257 \tabularnewline
29 & 0.021265 & 0.1647 & 0.43486 \tabularnewline
30 & 0.005909 & 0.0458 & 0.481823 \tabularnewline
31 & -0.070352 & -0.5449 & 0.293905 \tabularnewline
32 & 0.012275 & 0.0951 & 0.462284 \tabularnewline
33 & 0.107736 & 0.8345 & 0.20365 \tabularnewline
34 & 0.116108 & 0.8994 & 0.186026 \tabularnewline
35 & -0.050511 & -0.3913 & 0.348495 \tabularnewline
36 & -0.078669 & -0.6094 & 0.272291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67140&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]-0.538541[/C][C]-4.1715[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.34498[/C][C]-2.6722[/C][C]0.004844[/C][/ROW]
[ROW][C]3[/C][C]-0.106143[/C][C]-0.8222[/C][C]0.207114[/C][/ROW]
[ROW][C]4[/C][C]0.034058[/C][C]0.2638[/C][C]0.396413[/C][/ROW]
[ROW][C]5[/C][C]0.01919[/C][C]0.1486[/C][C]0.441166[/C][/ROW]
[ROW][C]6[/C][C]-0.160815[/C][C]-1.2457[/C][C]0.108864[/C][/ROW]
[ROW][C]7[/C][C]-0.2313[/C][C]-1.7916[/C][C]0.039117[/C][/ROW]
[ROW][C]8[/C][C]-0.121276[/C][C]-0.9394[/C][C]0.175647[/C][/ROW]
[ROW][C]9[/C][C]0.032878[/C][C]0.2547[/C][C]0.399923[/C][/ROW]
[ROW][C]10[/C][C]0.109249[/C][C]0.8462[/C][C]0.200391[/C][/ROW]
[ROW][C]11[/C][C]-0.092701[/C][C]-0.7181[/C][C]0.237754[/C][/ROW]
[ROW][C]12[/C][C]0.013982[/C][C]0.1083[/C][C]0.457057[/C][/ROW]
[ROW][C]13[/C][C]0.022284[/C][C]0.1726[/C][C]0.431768[/C][/ROW]
[ROW][C]14[/C][C]-0.087985[/C][C]-0.6815[/C][C]0.24908[/C][/ROW]
[ROW][C]15[/C][C]0.105458[/C][C]0.8169[/C][C]0.208615[/C][/ROW]
[ROW][C]16[/C][C]-0.012722[/C][C]-0.0985[/C][C]0.460914[/C][/ROW]
[ROW][C]17[/C][C]-0.003269[/C][C]-0.0253[/C][C]0.48994[/C][/ROW]
[ROW][C]18[/C][C]-0.14391[/C][C]-1.1147[/C][C]0.134707[/C][/ROW]
[ROW][C]19[/C][C]0.08232[/C][C]0.6376[/C][C]0.263064[/C][/ROW]
[ROW][C]20[/C][C]-0.178603[/C][C]-1.3835[/C][C]0.085826[/C][/ROW]
[ROW][C]21[/C][C]0.006138[/C][C]0.0475[/C][C]0.481117[/C][/ROW]
[ROW][C]22[/C][C]-0.0274[/C][C]-0.2122[/C][C]0.41632[/C][/ROW]
[ROW][C]23[/C][C]-0.090534[/C][C]-0.7013[/C][C]0.242922[/C][/ROW]
[ROW][C]24[/C][C]-0.106542[/C][C]-0.8253[/C][C]0.206244[/C][/ROW]
[ROW][C]25[/C][C]0.056764[/C][C]0.4397[/C][C]0.330871[/C][/ROW]
[ROW][C]26[/C][C]0.04973[/C][C]0.3852[/C][C]0.350723[/C][/ROW]
[ROW][C]27[/C][C]0.015118[/C][C]0.1171[/C][C]0.453583[/C][/ROW]
[ROW][C]28[/C][C]0.112615[/C][C]0.8723[/C][C]0.193257[/C][/ROW]
[ROW][C]29[/C][C]0.021265[/C][C]0.1647[/C][C]0.43486[/C][/ROW]
[ROW][C]30[/C][C]0.005909[/C][C]0.0458[/C][C]0.481823[/C][/ROW]
[ROW][C]31[/C][C]-0.070352[/C][C]-0.5449[/C][C]0.293905[/C][/ROW]
[ROW][C]32[/C][C]0.012275[/C][C]0.0951[/C][C]0.462284[/C][/ROW]
[ROW][C]33[/C][C]0.107736[/C][C]0.8345[/C][C]0.20365[/C][/ROW]
[ROW][C]34[/C][C]0.116108[/C][C]0.8994[/C][C]0.186026[/C][/ROW]
[ROW][C]35[/C][C]-0.050511[/C][C]-0.3913[/C][C]0.348495[/C][/ROW]
[ROW][C]36[/C][C]-0.078669[/C][C]-0.6094[/C][C]0.272291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67140&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67140&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	-0.538541	-4.1715	4.9e-05
2	-0.34498	-2.6722	0.004844
3	-0.106143	-0.8222	0.207114
4	0.034058	0.2638	0.396413
5	0.01919	0.1486	0.441166
6	-0.160815	-1.2457	0.108864
7	-0.2313	-1.7916	0.039117
8	-0.121276	-0.9394	0.175647
9	0.032878	0.2547	0.399923
10	0.109249	0.8462	0.200391
11	-0.092701	-0.7181	0.237754
12	0.013982	0.1083	0.457057
13	0.022284	0.1726	0.431768
14	-0.087985	-0.6815	0.24908
15	0.105458	0.8169	0.208615
16	-0.012722	-0.0985	0.460914
17	-0.003269	-0.0253	0.48994
18	-0.14391	-1.1147	0.134707
19	0.08232	0.6376	0.263064
20	-0.178603	-1.3835	0.085826
21	0.006138	0.0475	0.481117
22	-0.0274	-0.2122	0.41632
23	-0.090534	-0.7013	0.242922
24	-0.106542	-0.8253	0.206244
25	0.056764	0.4397	0.330871
26	0.04973	0.3852	0.350723
27	0.015118	0.1171	0.453583
28	0.112615	0.8723	0.193257
29	0.021265	0.1647	0.43486
30	0.005909	0.0458	0.481823
31	-0.070352	-0.5449	0.293905
32	0.012275	0.0951	0.462284
33	0.107736	0.8345	0.20365
34	0.116108	0.8994	0.186026
35	-0.050511	-0.3913	0.348495
36	-0.078669	-0.6094	0.272291

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 12 ;

Parameters (R input):

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