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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 09:16:25 -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/16/t1260980638t5pp3cnvn9p0ayl.htm/, Retrieved Tue, 30 Apr 2024 17:10:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68459, Retrieved Tue, 30 Apr 2024 17:10:35 +0000

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Estimated Impact

127

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [] [2009-11-25 10:26:05] [3daae06e609b839af47edc9c5015e41f]
- R  D    [(Partial) Autocorrelation Function] [] [2009-12-16 16:16:25] [21503129a47c64de7f80e1fde84c3a45] [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=68459&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=68459&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68459&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	-0.060373	-0.4183	0.338806
2	0.00248	0.0172	0.493182
3	0.282459	1.9569	0.028093
4	-0.202054	-1.3999	0.083991
5	0.204574	1.4173	0.081423
6	0.142307	0.9859	0.164556
7	-0.300128	-2.0793	0.021476
8	-0.116228	-0.8053	0.212322
9	0.004092	0.0284	0.488749
10	-0.258998	-1.7944	0.039525
11	-0.08011	-0.555	0.290729
12	-0.012157	-0.0842	0.466615
13	-0.326559	-2.2625	0.014116
14	0.094304	0.6534	0.258321
15	0.041593	0.2882	0.38723
16	-0.217892	-1.5096	0.06885
17	0.187608	1.2998	0.099941
18	-0.016322	-0.1131	0.455219
19	-0.183623	-1.2722	0.10472
20	0.226627	1.5701	0.061478
21	0.060573	0.4197	0.338302
22	-0.035253	-0.2442	0.404042
23	0.323086	2.2384	0.014934
24	-0.085102	-0.5896	0.279112
25	-0.080365	-0.5568	0.29013
26	0.194803	1.3496	0.091733
27	-0.082166	-0.5693	0.285916
28	0.077552	0.5373	0.296774
29	-0.036764	-0.2547	0.400017
30	-0.220886	-1.5303	0.066248
31	0.013658	0.0946	0.462503
32	-0.045517	-0.3153	0.376931
33	-0.064557	-0.4473	0.328349
34	-0.134789	-0.9338	0.177528
35	-0.042357	-0.2935	0.385218
36	-0.012112	-0.0839	0.466737

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.060373 & -0.4183 & 0.338806 \tabularnewline
2 & 0.00248 & 0.0172 & 0.493182 \tabularnewline
3 & 0.282459 & 1.9569 & 0.028093 \tabularnewline
4 & -0.202054 & -1.3999 & 0.083991 \tabularnewline
5 & 0.204574 & 1.4173 & 0.081423 \tabularnewline
6 & 0.142307 & 0.9859 & 0.164556 \tabularnewline
7 & -0.300128 & -2.0793 & 0.021476 \tabularnewline
8 & -0.116228 & -0.8053 & 0.212322 \tabularnewline
9 & 0.004092 & 0.0284 & 0.488749 \tabularnewline
10 & -0.258998 & -1.7944 & 0.039525 \tabularnewline
11 & -0.08011 & -0.555 & 0.290729 \tabularnewline
12 & -0.012157 & -0.0842 & 0.466615 \tabularnewline
13 & -0.326559 & -2.2625 & 0.014116 \tabularnewline
14 & 0.094304 & 0.6534 & 0.258321 \tabularnewline
15 & 0.041593 & 0.2882 & 0.38723 \tabularnewline
16 & -0.217892 & -1.5096 & 0.06885 \tabularnewline
17 & 0.187608 & 1.2998 & 0.099941 \tabularnewline
18 & -0.016322 & -0.1131 & 0.455219 \tabularnewline
19 & -0.183623 & -1.2722 & 0.10472 \tabularnewline
20 & 0.226627 & 1.5701 & 0.061478 \tabularnewline
21 & 0.060573 & 0.4197 & 0.338302 \tabularnewline
22 & -0.035253 & -0.2442 & 0.404042 \tabularnewline
23 & 0.323086 & 2.2384 & 0.014934 \tabularnewline
24 & -0.085102 & -0.5896 & 0.279112 \tabularnewline
25 & -0.080365 & -0.5568 & 0.29013 \tabularnewline
26 & 0.194803 & 1.3496 & 0.091733 \tabularnewline
27 & -0.082166 & -0.5693 & 0.285916 \tabularnewline
28 & 0.077552 & 0.5373 & 0.296774 \tabularnewline
29 & -0.036764 & -0.2547 & 0.400017 \tabularnewline
30 & -0.220886 & -1.5303 & 0.066248 \tabularnewline
31 & 0.013658 & 0.0946 & 0.462503 \tabularnewline
32 & -0.045517 & -0.3153 & 0.376931 \tabularnewline
33 & -0.064557 & -0.4473 & 0.328349 \tabularnewline
34 & -0.134789 & -0.9338 & 0.177528 \tabularnewline
35 & -0.042357 & -0.2935 & 0.385218 \tabularnewline
36 & -0.012112 & -0.0839 & 0.466737 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68459&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]-0.060373[/C][C]-0.4183[/C][C]0.338806[/C][/ROW]
[ROW][C]2[/C][C]0.00248[/C][C]0.0172[/C][C]0.493182[/C][/ROW]
[ROW][C]3[/C][C]0.282459[/C][C]1.9569[/C][C]0.028093[/C][/ROW]
[ROW][C]4[/C][C]-0.202054[/C][C]-1.3999[/C][C]0.083991[/C][/ROW]
[ROW][C]5[/C][C]0.204574[/C][C]1.4173[/C][C]0.081423[/C][/ROW]
[ROW][C]6[/C][C]0.142307[/C][C]0.9859[/C][C]0.164556[/C][/ROW]
[ROW][C]7[/C][C]-0.300128[/C][C]-2.0793[/C][C]0.021476[/C][/ROW]
[ROW][C]8[/C][C]-0.116228[/C][C]-0.8053[/C][C]0.212322[/C][/ROW]
[ROW][C]9[/C][C]0.004092[/C][C]0.0284[/C][C]0.488749[/C][/ROW]
[ROW][C]10[/C][C]-0.258998[/C][C]-1.7944[/C][C]0.039525[/C][/ROW]
[ROW][C]11[/C][C]-0.08011[/C][C]-0.555[/C][C]0.290729[/C][/ROW]
[ROW][C]12[/C][C]-0.012157[/C][C]-0.0842[/C][C]0.466615[/C][/ROW]
[ROW][C]13[/C][C]-0.326559[/C][C]-2.2625[/C][C]0.014116[/C][/ROW]
[ROW][C]14[/C][C]0.094304[/C][C]0.6534[/C][C]0.258321[/C][/ROW]
[ROW][C]15[/C][C]0.041593[/C][C]0.2882[/C][C]0.38723[/C][/ROW]
[ROW][C]16[/C][C]-0.217892[/C][C]-1.5096[/C][C]0.06885[/C][/ROW]
[ROW][C]17[/C][C]0.187608[/C][C]1.2998[/C][C]0.099941[/C][/ROW]
[ROW][C]18[/C][C]-0.016322[/C][C]-0.1131[/C][C]0.455219[/C][/ROW]
[ROW][C]19[/C][C]-0.183623[/C][C]-1.2722[/C][C]0.10472[/C][/ROW]
[ROW][C]20[/C][C]0.226627[/C][C]1.5701[/C][C]0.061478[/C][/ROW]
[ROW][C]21[/C][C]0.060573[/C][C]0.4197[/C][C]0.338302[/C][/ROW]
[ROW][C]22[/C][C]-0.035253[/C][C]-0.2442[/C][C]0.404042[/C][/ROW]
[ROW][C]23[/C][C]0.323086[/C][C]2.2384[/C][C]0.014934[/C][/ROW]
[ROW][C]24[/C][C]-0.085102[/C][C]-0.5896[/C][C]0.279112[/C][/ROW]
[ROW][C]25[/C][C]-0.080365[/C][C]-0.5568[/C][C]0.29013[/C][/ROW]
[ROW][C]26[/C][C]0.194803[/C][C]1.3496[/C][C]0.091733[/C][/ROW]
[ROW][C]27[/C][C]-0.082166[/C][C]-0.5693[/C][C]0.285916[/C][/ROW]
[ROW][C]28[/C][C]0.077552[/C][C]0.5373[/C][C]0.296774[/C][/ROW]
[ROW][C]29[/C][C]-0.036764[/C][C]-0.2547[/C][C]0.400017[/C][/ROW]
[ROW][C]30[/C][C]-0.220886[/C][C]-1.5303[/C][C]0.066248[/C][/ROW]
[ROW][C]31[/C][C]0.013658[/C][C]0.0946[/C][C]0.462503[/C][/ROW]
[ROW][C]32[/C][C]-0.045517[/C][C]-0.3153[/C][C]0.376931[/C][/ROW]
[ROW][C]33[/C][C]-0.064557[/C][C]-0.4473[/C][C]0.328349[/C][/ROW]
[ROW][C]34[/C][C]-0.134789[/C][C]-0.9338[/C][C]0.177528[/C][/ROW]
[ROW][C]35[/C][C]-0.042357[/C][C]-0.2935[/C][C]0.385218[/C][/ROW]
[ROW][C]36[/C][C]-0.012112[/C][C]-0.0839[/C][C]0.466737[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68459&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68459&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	-0.060373	-0.4183	0.338806
2	0.00248	0.0172	0.493182
3	0.282459	1.9569	0.028093
4	-0.202054	-1.3999	0.083991
5	0.204574	1.4173	0.081423
6	0.142307	0.9859	0.164556
7	-0.300128	-2.0793	0.021476
8	-0.116228	-0.8053	0.212322
9	0.004092	0.0284	0.488749
10	-0.258998	-1.7944	0.039525
11	-0.08011	-0.555	0.290729
12	-0.012157	-0.0842	0.466615
13	-0.326559	-2.2625	0.014116
14	0.094304	0.6534	0.258321
15	0.041593	0.2882	0.38723
16	-0.217892	-1.5096	0.06885
17	0.187608	1.2998	0.099941
18	-0.016322	-0.1131	0.455219
19	-0.183623	-1.2722	0.10472
20	0.226627	1.5701	0.061478
21	0.060573	0.4197	0.338302
22	-0.035253	-0.2442	0.404042
23	0.323086	2.2384	0.014934
24	-0.085102	-0.5896	0.279112
25	-0.080365	-0.5568	0.29013
26	0.194803	1.3496	0.091733
27	-0.082166	-0.5693	0.285916
28	0.077552	0.5373	0.296774
29	-0.036764	-0.2547	0.400017
30	-0.220886	-1.5303	0.066248
31	0.013658	0.0946	0.462503
32	-0.045517	-0.3153	0.376931
33	-0.064557	-0.4473	0.328349
34	-0.134789	-0.9338	0.177528
35	-0.042357	-0.2935	0.385218
36	-0.012112	-0.0839	0.466737

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.060373	-0.4183	0.338806
2	-0.001169	-0.0081	0.496785
3	0.283573	1.9646	0.027629
4	-0.183354	-1.2703	0.105048
5	0.209898	1.4542	0.076197
6	0.077517	0.5371	0.296855
7	-0.22878	-1.585	0.059763
8	-0.311083	-2.1552	0.018093
9	0.026532	0.1838	0.427466
10	-0.170956	-1.1844	0.12104
11	-0.175658	-1.217	0.114778
12	0.025609	0.1774	0.42996
13	-0.10758	-0.7453	0.229851
14	0.054664	0.3787	0.353281
15	0.02078	0.144	0.443065
16	-0.07854	-0.5441	0.294432
17	0.012761	0.0884	0.46496
18	-0.027871	-0.1931	0.423848
19	-0.245736	-1.7025	0.047564
20	-0.052582	-0.3643	0.358617
21	0.11531	0.7989	0.214145
22	0.014176	0.0982	0.461087
23	0.170866	1.1838	0.121162
24	0.006589	0.0457	0.481888
25	-0.050992	-0.3533	0.362711
26	-0.14751	-1.022	0.155957
27	-0.039361	-0.2727	0.393128
28	0.048865	0.3385	0.368214
29	-0.250108	-1.7328	0.044777
30	-0.092198	-0.6388	0.263006
31	0.09607	0.6656	0.254429
32	-0.08167	-0.5658	0.287075
33	0.05709	0.3955	0.347102
34	-0.088933	-0.6161	0.270354
35	-0.022767	-0.1577	0.437664
36	0.061638	0.427	0.335628

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.060373 & -0.4183 & 0.338806 \tabularnewline
2 & -0.001169 & -0.0081 & 0.496785 \tabularnewline
3 & 0.283573 & 1.9646 & 0.027629 \tabularnewline
4 & -0.183354 & -1.2703 & 0.105048 \tabularnewline
5 & 0.209898 & 1.4542 & 0.076197 \tabularnewline
6 & 0.077517 & 0.5371 & 0.296855 \tabularnewline
7 & -0.22878 & -1.585 & 0.059763 \tabularnewline
8 & -0.311083 & -2.1552 & 0.018093 \tabularnewline
9 & 0.026532 & 0.1838 & 0.427466 \tabularnewline
10 & -0.170956 & -1.1844 & 0.12104 \tabularnewline
11 & -0.175658 & -1.217 & 0.114778 \tabularnewline
12 & 0.025609 & 0.1774 & 0.42996 \tabularnewline
13 & -0.10758 & -0.7453 & 0.229851 \tabularnewline
14 & 0.054664 & 0.3787 & 0.353281 \tabularnewline
15 & 0.02078 & 0.144 & 0.443065 \tabularnewline
16 & -0.07854 & -0.5441 & 0.294432 \tabularnewline
17 & 0.012761 & 0.0884 & 0.46496 \tabularnewline
18 & -0.027871 & -0.1931 & 0.423848 \tabularnewline
19 & -0.245736 & -1.7025 & 0.047564 \tabularnewline
20 & -0.052582 & -0.3643 & 0.358617 \tabularnewline
21 & 0.11531 & 0.7989 & 0.214145 \tabularnewline
22 & 0.014176 & 0.0982 & 0.461087 \tabularnewline
23 & 0.170866 & 1.1838 & 0.121162 \tabularnewline
24 & 0.006589 & 0.0457 & 0.481888 \tabularnewline
25 & -0.050992 & -0.3533 & 0.362711 \tabularnewline
26 & -0.14751 & -1.022 & 0.155957 \tabularnewline
27 & -0.039361 & -0.2727 & 0.393128 \tabularnewline
28 & 0.048865 & 0.3385 & 0.368214 \tabularnewline
29 & -0.250108 & -1.7328 & 0.044777 \tabularnewline
30 & -0.092198 & -0.6388 & 0.263006 \tabularnewline
31 & 0.09607 & 0.6656 & 0.254429 \tabularnewline
32 & -0.08167 & -0.5658 & 0.287075 \tabularnewline
33 & 0.05709 & 0.3955 & 0.347102 \tabularnewline
34 & -0.088933 & -0.6161 & 0.270354 \tabularnewline
35 & -0.022767 & -0.1577 & 0.437664 \tabularnewline
36 & 0.061638 & 0.427 & 0.335628 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68459&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]-0.060373[/C][C]-0.4183[/C][C]0.338806[/C][/ROW]
[ROW][C]2[/C][C]-0.001169[/C][C]-0.0081[/C][C]0.496785[/C][/ROW]
[ROW][C]3[/C][C]0.283573[/C][C]1.9646[/C][C]0.027629[/C][/ROW]
[ROW][C]4[/C][C]-0.183354[/C][C]-1.2703[/C][C]0.105048[/C][/ROW]
[ROW][C]5[/C][C]0.209898[/C][C]1.4542[/C][C]0.076197[/C][/ROW]
[ROW][C]6[/C][C]0.077517[/C][C]0.5371[/C][C]0.296855[/C][/ROW]
[ROW][C]7[/C][C]-0.22878[/C][C]-1.585[/C][C]0.059763[/C][/ROW]
[ROW][C]8[/C][C]-0.311083[/C][C]-2.1552[/C][C]0.018093[/C][/ROW]
[ROW][C]9[/C][C]0.026532[/C][C]0.1838[/C][C]0.427466[/C][/ROW]
[ROW][C]10[/C][C]-0.170956[/C][C]-1.1844[/C][C]0.12104[/C][/ROW]
[ROW][C]11[/C][C]-0.175658[/C][C]-1.217[/C][C]0.114778[/C][/ROW]
[ROW][C]12[/C][C]0.025609[/C][C]0.1774[/C][C]0.42996[/C][/ROW]
[ROW][C]13[/C][C]-0.10758[/C][C]-0.7453[/C][C]0.229851[/C][/ROW]
[ROW][C]14[/C][C]0.054664[/C][C]0.3787[/C][C]0.353281[/C][/ROW]
[ROW][C]15[/C][C]0.02078[/C][C]0.144[/C][C]0.443065[/C][/ROW]
[ROW][C]16[/C][C]-0.07854[/C][C]-0.5441[/C][C]0.294432[/C][/ROW]
[ROW][C]17[/C][C]0.012761[/C][C]0.0884[/C][C]0.46496[/C][/ROW]
[ROW][C]18[/C][C]-0.027871[/C][C]-0.1931[/C][C]0.423848[/C][/ROW]
[ROW][C]19[/C][C]-0.245736[/C][C]-1.7025[/C][C]0.047564[/C][/ROW]
[ROW][C]20[/C][C]-0.052582[/C][C]-0.3643[/C][C]0.358617[/C][/ROW]
[ROW][C]21[/C][C]0.11531[/C][C]0.7989[/C][C]0.214145[/C][/ROW]
[ROW][C]22[/C][C]0.014176[/C][C]0.0982[/C][C]0.461087[/C][/ROW]
[ROW][C]23[/C][C]0.170866[/C][C]1.1838[/C][C]0.121162[/C][/ROW]
[ROW][C]24[/C][C]0.006589[/C][C]0.0457[/C][C]0.481888[/C][/ROW]
[ROW][C]25[/C][C]-0.050992[/C][C]-0.3533[/C][C]0.362711[/C][/ROW]
[ROW][C]26[/C][C]-0.14751[/C][C]-1.022[/C][C]0.155957[/C][/ROW]
[ROW][C]27[/C][C]-0.039361[/C][C]-0.2727[/C][C]0.393128[/C][/ROW]
[ROW][C]28[/C][C]0.048865[/C][C]0.3385[/C][C]0.368214[/C][/ROW]
[ROW][C]29[/C][C]-0.250108[/C][C]-1.7328[/C][C]0.044777[/C][/ROW]
[ROW][C]30[/C][C]-0.092198[/C][C]-0.6388[/C][C]0.263006[/C][/ROW]
[ROW][C]31[/C][C]0.09607[/C][C]0.6656[/C][C]0.254429[/C][/ROW]
[ROW][C]32[/C][C]-0.08167[/C][C]-0.5658[/C][C]0.287075[/C][/ROW]
[ROW][C]33[/C][C]0.05709[/C][C]0.3955[/C][C]0.347102[/C][/ROW]
[ROW][C]34[/C][C]-0.088933[/C][C]-0.6161[/C][C]0.270354[/C][/ROW]
[ROW][C]35[/C][C]-0.022767[/C][C]-0.1577[/C][C]0.437664[/C][/ROW]
[ROW][C]36[/C][C]0.061638[/C][C]0.427[/C][C]0.335628[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68459&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68459&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	-0.060373	-0.4183	0.338806
2	-0.001169	-0.0081	0.496785
3	0.283573	1.9646	0.027629
4	-0.183354	-1.2703	0.105048
5	0.209898	1.4542	0.076197
6	0.077517	0.5371	0.296855
7	-0.22878	-1.585	0.059763
8	-0.311083	-2.1552	0.018093
9	0.026532	0.1838	0.427466
10	-0.170956	-1.1844	0.12104
11	-0.175658	-1.217	0.114778
12	0.025609	0.1774	0.42996
13	-0.10758	-0.7453	0.229851
14	0.054664	0.3787	0.353281
15	0.02078	0.144	0.443065
16	-0.07854	-0.5441	0.294432
17	0.012761	0.0884	0.46496
18	-0.027871	-0.1931	0.423848
19	-0.245736	-1.7025	0.047564
20	-0.052582	-0.3643	0.358617
21	0.11531	0.7989	0.214145
22	0.014176	0.0982	0.461087
23	0.170866	1.1838	0.121162
24	0.006589	0.0457	0.481888
25	-0.050992	-0.3533	0.362711
26	-0.14751	-1.022	0.155957
27	-0.039361	-0.2727	0.393128
28	0.048865	0.3385	0.368214
29	-0.250108	-1.7328	0.044777
30	-0.092198	-0.6388	0.263006
31	0.09607	0.6656	0.254429
32	-0.08167	-0.5658	0.287075
33	0.05709	0.3955	0.347102
34	-0.088933	-0.6161	0.270354
35	-0.022767	-0.1577	0.437664
36	0.061638	0.427	0.335628

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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