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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 13:26:32 -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/t126064963794yeawh1snelpgc.htm/, Retrieved Mon, 29 Apr 2024 15:12:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67141, Retrieved Mon, 29 Apr 2024 15:12:16 +0000

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Estimated Impact

146

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] [82d27727e9ba70a4d0e9e253f76836cf]
-    D            [(Partial) Autocorrelation Function] [aantal bouwvergun...] [2009-12-12 20:26:32] [03368d751914a6c247d86aff8eac7cbf] [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=67141&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=67141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67141&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	-0.51351	-3.5577	0.000427
2	0.131834	0.9134	0.182806
3	-0.111059	-0.7694	0.222701
4	0.138352	0.9585	0.171299
5	-0.116163	-0.8048	0.212451
6	-0.042263	-0.2928	0.385466
7	0.015315	0.1061	0.457971
8	0.138925	0.9625	0.17031
9	-0.068382	-0.4738	0.318908
10	0.043762	0.3032	0.381528
11	0.090087	0.6241	0.267746
12	-0.296238	-2.0524	0.022803
13	0.121462	0.8415	0.202116
14	-0.084623	-0.5863	0.280216
15	0.154156	1.068	0.145427
16	-0.257832	-1.7863	0.040183
17	0.213739	1.4808	0.072593
18	-0.038852	-0.2692	0.394474
19	0.077938	0.54	0.295857
20	-0.210732	-1.46	0.075403
21	0.068286	0.4731	0.319143
22	-0.0084	-0.0582	0.476918
23	0.044382	0.3075	0.379902
24	-0.099791	-0.6914	0.246331
25	0.069129	0.4789	0.317077
26	0.070944	0.4915	0.312652
27	-0.025111	-0.174	0.431308
28	-0.001348	-0.0093	0.496293
29	-0.031881	-0.2209	0.413063
30	0.051281	0.3553	0.361967
31	-0.094619	-0.6555	0.257625
32	0.087272	0.6046	0.274134
33	0.092995	0.6443	0.261227
34	-0.148665	-1.03	0.154091
35	0.093679	0.649	0.259708
36	0.06309	0.4371	0.332

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.51351 & -3.5577 & 0.000427 \tabularnewline
2 & 0.131834 & 0.9134 & 0.182806 \tabularnewline
3 & -0.111059 & -0.7694 & 0.222701 \tabularnewline
4 & 0.138352 & 0.9585 & 0.171299 \tabularnewline
5 & -0.116163 & -0.8048 & 0.212451 \tabularnewline
6 & -0.042263 & -0.2928 & 0.385466 \tabularnewline
7 & 0.015315 & 0.1061 & 0.457971 \tabularnewline
8 & 0.138925 & 0.9625 & 0.17031 \tabularnewline
9 & -0.068382 & -0.4738 & 0.318908 \tabularnewline
10 & 0.043762 & 0.3032 & 0.381528 \tabularnewline
11 & 0.090087 & 0.6241 & 0.267746 \tabularnewline
12 & -0.296238 & -2.0524 & 0.022803 \tabularnewline
13 & 0.121462 & 0.8415 & 0.202116 \tabularnewline
14 & -0.084623 & -0.5863 & 0.280216 \tabularnewline
15 & 0.154156 & 1.068 & 0.145427 \tabularnewline
16 & -0.257832 & -1.7863 & 0.040183 \tabularnewline
17 & 0.213739 & 1.4808 & 0.072593 \tabularnewline
18 & -0.038852 & -0.2692 & 0.394474 \tabularnewline
19 & 0.077938 & 0.54 & 0.295857 \tabularnewline
20 & -0.210732 & -1.46 & 0.075403 \tabularnewline
21 & 0.068286 & 0.4731 & 0.319143 \tabularnewline
22 & -0.0084 & -0.0582 & 0.476918 \tabularnewline
23 & 0.044382 & 0.3075 & 0.379902 \tabularnewline
24 & -0.099791 & -0.6914 & 0.246331 \tabularnewline
25 & 0.069129 & 0.4789 & 0.317077 \tabularnewline
26 & 0.070944 & 0.4915 & 0.312652 \tabularnewline
27 & -0.025111 & -0.174 & 0.431308 \tabularnewline
28 & -0.001348 & -0.0093 & 0.496293 \tabularnewline
29 & -0.031881 & -0.2209 & 0.413063 \tabularnewline
30 & 0.051281 & 0.3553 & 0.361967 \tabularnewline
31 & -0.094619 & -0.6555 & 0.257625 \tabularnewline
32 & 0.087272 & 0.6046 & 0.274134 \tabularnewline
33 & 0.092995 & 0.6443 & 0.261227 \tabularnewline
34 & -0.148665 & -1.03 & 0.154091 \tabularnewline
35 & 0.093679 & 0.649 & 0.259708 \tabularnewline
36 & 0.06309 & 0.4371 & 0.332 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67141&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]-0.51351[/C][C]-3.5577[/C][C]0.000427[/C][/ROW]
[ROW][C]2[/C][C]0.131834[/C][C]0.9134[/C][C]0.182806[/C][/ROW]
[ROW][C]3[/C][C]-0.111059[/C][C]-0.7694[/C][C]0.222701[/C][/ROW]
[ROW][C]4[/C][C]0.138352[/C][C]0.9585[/C][C]0.171299[/C][/ROW]
[ROW][C]5[/C][C]-0.116163[/C][C]-0.8048[/C][C]0.212451[/C][/ROW]
[ROW][C]6[/C][C]-0.042263[/C][C]-0.2928[/C][C]0.385466[/C][/ROW]
[ROW][C]7[/C][C]0.015315[/C][C]0.1061[/C][C]0.457971[/C][/ROW]
[ROW][C]8[/C][C]0.138925[/C][C]0.9625[/C][C]0.17031[/C][/ROW]
[ROW][C]9[/C][C]-0.068382[/C][C]-0.4738[/C][C]0.318908[/C][/ROW]
[ROW][C]10[/C][C]0.043762[/C][C]0.3032[/C][C]0.381528[/C][/ROW]
[ROW][C]11[/C][C]0.090087[/C][C]0.6241[/C][C]0.267746[/C][/ROW]
[ROW][C]12[/C][C]-0.296238[/C][C]-2.0524[/C][C]0.022803[/C][/ROW]
[ROW][C]13[/C][C]0.121462[/C][C]0.8415[/C][C]0.202116[/C][/ROW]
[ROW][C]14[/C][C]-0.084623[/C][C]-0.5863[/C][C]0.280216[/C][/ROW]
[ROW][C]15[/C][C]0.154156[/C][C]1.068[/C][C]0.145427[/C][/ROW]
[ROW][C]16[/C][C]-0.257832[/C][C]-1.7863[/C][C]0.040183[/C][/ROW]
[ROW][C]17[/C][C]0.213739[/C][C]1.4808[/C][C]0.072593[/C][/ROW]
[ROW][C]18[/C][C]-0.038852[/C][C]-0.2692[/C][C]0.394474[/C][/ROW]
[ROW][C]19[/C][C]0.077938[/C][C]0.54[/C][C]0.295857[/C][/ROW]
[ROW][C]20[/C][C]-0.210732[/C][C]-1.46[/C][C]0.075403[/C][/ROW]
[ROW][C]21[/C][C]0.068286[/C][C]0.4731[/C][C]0.319143[/C][/ROW]
[ROW][C]22[/C][C]-0.0084[/C][C]-0.0582[/C][C]0.476918[/C][/ROW]
[ROW][C]23[/C][C]0.044382[/C][C]0.3075[/C][C]0.379902[/C][/ROW]
[ROW][C]24[/C][C]-0.099791[/C][C]-0.6914[/C][C]0.246331[/C][/ROW]
[ROW][C]25[/C][C]0.069129[/C][C]0.4789[/C][C]0.317077[/C][/ROW]
[ROW][C]26[/C][C]0.070944[/C][C]0.4915[/C][C]0.312652[/C][/ROW]
[ROW][C]27[/C][C]-0.025111[/C][C]-0.174[/C][C]0.431308[/C][/ROW]
[ROW][C]28[/C][C]-0.001348[/C][C]-0.0093[/C][C]0.496293[/C][/ROW]
[ROW][C]29[/C][C]-0.031881[/C][C]-0.2209[/C][C]0.413063[/C][/ROW]
[ROW][C]30[/C][C]0.051281[/C][C]0.3553[/C][C]0.361967[/C][/ROW]
[ROW][C]31[/C][C]-0.094619[/C][C]-0.6555[/C][C]0.257625[/C][/ROW]
[ROW][C]32[/C][C]0.087272[/C][C]0.6046[/C][C]0.274134[/C][/ROW]
[ROW][C]33[/C][C]0.092995[/C][C]0.6443[/C][C]0.261227[/C][/ROW]
[ROW][C]34[/C][C]-0.148665[/C][C]-1.03[/C][C]0.154091[/C][/ROW]
[ROW][C]35[/C][C]0.093679[/C][C]0.649[/C][C]0.259708[/C][/ROW]
[ROW][C]36[/C][C]0.06309[/C][C]0.4371[/C][C]0.332[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67141&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	-0.51351	-3.5577	0.000427
2	0.131834	0.9134	0.182806
3	-0.111059	-0.7694	0.222701
4	0.138352	0.9585	0.171299
5	-0.116163	-0.8048	0.212451
6	-0.042263	-0.2928	0.385466
7	0.015315	0.1061	0.457971
8	0.138925	0.9625	0.17031
9	-0.068382	-0.4738	0.318908
10	0.043762	0.3032	0.381528
11	0.090087	0.6241	0.267746
12	-0.296238	-2.0524	0.022803
13	0.121462	0.8415	0.202116
14	-0.084623	-0.5863	0.280216
15	0.154156	1.068	0.145427
16	-0.257832	-1.7863	0.040183
17	0.213739	1.4808	0.072593
18	-0.038852	-0.2692	0.394474
19	0.077938	0.54	0.295857
20	-0.210732	-1.46	0.075403
21	0.068286	0.4731	0.319143
22	-0.0084	-0.0582	0.476918
23	0.044382	0.3075	0.379902
24	-0.099791	-0.6914	0.246331
25	0.069129	0.4789	0.317077
26	0.070944	0.4915	0.312652
27	-0.025111	-0.174	0.431308
28	-0.001348	-0.0093	0.496293
29	-0.031881	-0.2209	0.413063
30	0.051281	0.3553	0.361967
31	-0.094619	-0.6555	0.257625
32	0.087272	0.6046	0.274134
33	0.092995	0.6443	0.261227
34	-0.148665	-1.03	0.154091
35	0.093679	0.649	0.259708
36	0.06309	0.4371	0.332

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.51351	-3.5577	0.000427
2	-0.17908	-1.2407	0.110373
3	-0.172861	-1.1976	0.118474
4	0.023594	0.1635	0.435421
5	-0.038379	-0.2659	0.395728
6	-0.166342	-1.1524	0.127422
7	-0.132911	-0.9208	0.180871
8	0.102665	0.7113	0.240176
9	0.106095	0.735	0.232944
10	0.115594	0.8009	0.213579
11	0.241504	1.6732	0.050398
12	-0.257746	-1.7857	0.040232
13	-0.249162	-1.7262	0.045368
14	-0.193673	-1.3418	0.092986
15	0.045303	0.3139	0.37749
16	-0.161948	-1.122	0.13372
17	-0.072426	-0.5018	0.309058
18	-0.092288	-0.6394	0.262804
19	-0.011409	-0.079	0.468663
20	-0.040015	-0.2772	0.391396
21	-0.097276	-0.6739	0.251788
22	-0.047783	-0.3311	0.371023
23	0.082522	0.5717	0.285087
24	-0.076763	-0.5318	0.298649
25	-0.166572	-1.154	0.127097
26	-0.038475	-0.2666	0.395473
27	0.066591	0.4614	0.323314
28	-0.031578	-0.2188	0.413874
29	-0.008743	-0.0606	0.475977
30	0.030595	0.212	0.416514
31	-0.024993	-0.1732	0.431629
32	-0.082021	-0.5683	0.286255
33	0.199092	1.3794	0.08709
34	-0.056226	-0.3895	0.349297
35	0.026243	0.1818	0.428246
36	0.063797	0.442	0.330238

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.51351 & -3.5577 & 0.000427 \tabularnewline
2 & -0.17908 & -1.2407 & 0.110373 \tabularnewline
3 & -0.172861 & -1.1976 & 0.118474 \tabularnewline
4 & 0.023594 & 0.1635 & 0.435421 \tabularnewline
5 & -0.038379 & -0.2659 & 0.395728 \tabularnewline
6 & -0.166342 & -1.1524 & 0.127422 \tabularnewline
7 & -0.132911 & -0.9208 & 0.180871 \tabularnewline
8 & 0.102665 & 0.7113 & 0.240176 \tabularnewline
9 & 0.106095 & 0.735 & 0.232944 \tabularnewline
10 & 0.115594 & 0.8009 & 0.213579 \tabularnewline
11 & 0.241504 & 1.6732 & 0.050398 \tabularnewline
12 & -0.257746 & -1.7857 & 0.040232 \tabularnewline
13 & -0.249162 & -1.7262 & 0.045368 \tabularnewline
14 & -0.193673 & -1.3418 & 0.092986 \tabularnewline
15 & 0.045303 & 0.3139 & 0.37749 \tabularnewline
16 & -0.161948 & -1.122 & 0.13372 \tabularnewline
17 & -0.072426 & -0.5018 & 0.309058 \tabularnewline
18 & -0.092288 & -0.6394 & 0.262804 \tabularnewline
19 & -0.011409 & -0.079 & 0.468663 \tabularnewline
20 & -0.040015 & -0.2772 & 0.391396 \tabularnewline
21 & -0.097276 & -0.6739 & 0.251788 \tabularnewline
22 & -0.047783 & -0.3311 & 0.371023 \tabularnewline
23 & 0.082522 & 0.5717 & 0.285087 \tabularnewline
24 & -0.076763 & -0.5318 & 0.298649 \tabularnewline
25 & -0.166572 & -1.154 & 0.127097 \tabularnewline
26 & -0.038475 & -0.2666 & 0.395473 \tabularnewline
27 & 0.066591 & 0.4614 & 0.323314 \tabularnewline
28 & -0.031578 & -0.2188 & 0.413874 \tabularnewline
29 & -0.008743 & -0.0606 & 0.475977 \tabularnewline
30 & 0.030595 & 0.212 & 0.416514 \tabularnewline
31 & -0.024993 & -0.1732 & 0.431629 \tabularnewline
32 & -0.082021 & -0.5683 & 0.286255 \tabularnewline
33 & 0.199092 & 1.3794 & 0.08709 \tabularnewline
34 & -0.056226 & -0.3895 & 0.349297 \tabularnewline
35 & 0.026243 & 0.1818 & 0.428246 \tabularnewline
36 & 0.063797 & 0.442 & 0.330238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67141&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]-0.51351[/C][C]-3.5577[/C][C]0.000427[/C][/ROW]
[ROW][C]2[/C][C]-0.17908[/C][C]-1.2407[/C][C]0.110373[/C][/ROW]
[ROW][C]3[/C][C]-0.172861[/C][C]-1.1976[/C][C]0.118474[/C][/ROW]
[ROW][C]4[/C][C]0.023594[/C][C]0.1635[/C][C]0.435421[/C][/ROW]
[ROW][C]5[/C][C]-0.038379[/C][C]-0.2659[/C][C]0.395728[/C][/ROW]
[ROW][C]6[/C][C]-0.166342[/C][C]-1.1524[/C][C]0.127422[/C][/ROW]
[ROW][C]7[/C][C]-0.132911[/C][C]-0.9208[/C][C]0.180871[/C][/ROW]
[ROW][C]8[/C][C]0.102665[/C][C]0.7113[/C][C]0.240176[/C][/ROW]
[ROW][C]9[/C][C]0.106095[/C][C]0.735[/C][C]0.232944[/C][/ROW]
[ROW][C]10[/C][C]0.115594[/C][C]0.8009[/C][C]0.213579[/C][/ROW]
[ROW][C]11[/C][C]0.241504[/C][C]1.6732[/C][C]0.050398[/C][/ROW]
[ROW][C]12[/C][C]-0.257746[/C][C]-1.7857[/C][C]0.040232[/C][/ROW]
[ROW][C]13[/C][C]-0.249162[/C][C]-1.7262[/C][C]0.045368[/C][/ROW]
[ROW][C]14[/C][C]-0.193673[/C][C]-1.3418[/C][C]0.092986[/C][/ROW]
[ROW][C]15[/C][C]0.045303[/C][C]0.3139[/C][C]0.37749[/C][/ROW]
[ROW][C]16[/C][C]-0.161948[/C][C]-1.122[/C][C]0.13372[/C][/ROW]
[ROW][C]17[/C][C]-0.072426[/C][C]-0.5018[/C][C]0.309058[/C][/ROW]
[ROW][C]18[/C][C]-0.092288[/C][C]-0.6394[/C][C]0.262804[/C][/ROW]
[ROW][C]19[/C][C]-0.011409[/C][C]-0.079[/C][C]0.468663[/C][/ROW]
[ROW][C]20[/C][C]-0.040015[/C][C]-0.2772[/C][C]0.391396[/C][/ROW]
[ROW][C]21[/C][C]-0.097276[/C][C]-0.6739[/C][C]0.251788[/C][/ROW]
[ROW][C]22[/C][C]-0.047783[/C][C]-0.3311[/C][C]0.371023[/C][/ROW]
[ROW][C]23[/C][C]0.082522[/C][C]0.5717[/C][C]0.285087[/C][/ROW]
[ROW][C]24[/C][C]-0.076763[/C][C]-0.5318[/C][C]0.298649[/C][/ROW]
[ROW][C]25[/C][C]-0.166572[/C][C]-1.154[/C][C]0.127097[/C][/ROW]
[ROW][C]26[/C][C]-0.038475[/C][C]-0.2666[/C][C]0.395473[/C][/ROW]
[ROW][C]27[/C][C]0.066591[/C][C]0.4614[/C][C]0.323314[/C][/ROW]
[ROW][C]28[/C][C]-0.031578[/C][C]-0.2188[/C][C]0.413874[/C][/ROW]
[ROW][C]29[/C][C]-0.008743[/C][C]-0.0606[/C][C]0.475977[/C][/ROW]
[ROW][C]30[/C][C]0.030595[/C][C]0.212[/C][C]0.416514[/C][/ROW]
[ROW][C]31[/C][C]-0.024993[/C][C]-0.1732[/C][C]0.431629[/C][/ROW]
[ROW][C]32[/C][C]-0.082021[/C][C]-0.5683[/C][C]0.286255[/C][/ROW]
[ROW][C]33[/C][C]0.199092[/C][C]1.3794[/C][C]0.08709[/C][/ROW]
[ROW][C]34[/C][C]-0.056226[/C][C]-0.3895[/C][C]0.349297[/C][/ROW]
[ROW][C]35[/C][C]0.026243[/C][C]0.1818[/C][C]0.428246[/C][/ROW]
[ROW][C]36[/C][C]0.063797[/C][C]0.442[/C][C]0.330238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67141&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67141&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	-0.51351	-3.5577	0.000427
2	-0.17908	-1.2407	0.110373
3	-0.172861	-1.1976	0.118474
4	0.023594	0.1635	0.435421
5	-0.038379	-0.2659	0.395728
6	-0.166342	-1.1524	0.127422
7	-0.132911	-0.9208	0.180871
8	0.102665	0.7113	0.240176
9	0.106095	0.735	0.232944
10	0.115594	0.8009	0.213579
11	0.241504	1.6732	0.050398
12	-0.257746	-1.7857	0.040232
13	-0.249162	-1.7262	0.045368
14	-0.193673	-1.3418	0.092986
15	0.045303	0.3139	0.37749
16	-0.161948	-1.122	0.13372
17	-0.072426	-0.5018	0.309058
18	-0.092288	-0.6394	0.262804
19	-0.011409	-0.079	0.468663
20	-0.040015	-0.2772	0.391396
21	-0.097276	-0.6739	0.251788
22	-0.047783	-0.3311	0.371023
23	0.082522	0.5717	0.285087
24	-0.076763	-0.5318	0.298649
25	-0.166572	-1.154	0.127097
26	-0.038475	-0.2666	0.395473
27	0.066591	0.4614	0.323314
28	-0.031578	-0.2188	0.413874
29	-0.008743	-0.0606	0.475977
30	0.030595	0.212	0.416514
31	-0.024993	-0.1732	0.431629
32	-0.082021	-0.5683	0.286255
33	0.199092	1.3794	0.08709
34	-0.056226	-0.3895	0.349297
35	0.026243	0.1818	0.428246
36	0.063797	0.442	0.330238

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 = 1 ; 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