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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 08:06:49 -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/18/t12611489016a215qlwmyas6o4.htm/, Retrieved Sat, 27 Apr 2024 19:38:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69389, Retrieved Sat, 27 Apr 2024 19:38:50 +0000

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Estimated Impact

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] [] [2009-12-15 13:32:12] [1c68450965e88b7c1ed117c35898acdf]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-18 15:06:49] [cb3e966d7bf80cd999a0432e97d174a7] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69389&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]2 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=69389&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69389&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.140706	0.9646	0.169833
2	0.241448	1.6553	0.052265
3	0.332209	2.2775	0.013674
4	0.222535	1.5256	0.066903
5	0.06233	0.4273	0.33555
6	0.178835	1.226	0.113147
7	0.015925	0.1092	0.456763
8	0.12474	0.8552	0.198396
9	0.000918	0.0063	0.497503
10	-0.094908	-0.6507	0.259219
11	0.273733	1.8766	0.033393
12	-0.168847	-1.1576	0.126447
13	-0.078408	-0.5375	0.296715
14	0.09049	0.6204	0.269006
15	0.075793	0.5196	0.302886
16	-0.096579	-0.6621	0.255567
17	0.056831	0.3896	0.34929
18	-0.152501	-1.0455	0.150571
19	-0.029038	-0.1991	0.421531
20	-0.146817	-1.0065	0.159659
21	-0.207686	-1.4238	0.080551
22	-0.086076	-0.5901	0.278973
23	-0.201691	-1.3827	0.086642
24	-0.20182	-1.3836	0.086508
25	-0.10151	-0.6959	0.244953
26	-0.098172	-0.673	0.252112
27	-0.242375	-1.6616	0.051621
28	-0.115019	-0.7885	0.217172
29	-0.115842	-0.7942	0.215543
30	-0.075458	-0.5173	0.303682
31	-0.044329	-0.3039	0.381272
32	-0.057191	-0.3921	0.348384
33	-0.033514	-0.2298	0.409637
34	-0.00322	-0.0221	0.491241
35	0.004457	0.0306	0.487876
36	0.004323	0.0296	0.488242

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.140706 & 0.9646 & 0.169833 \tabularnewline
2 & 0.241448 & 1.6553 & 0.052265 \tabularnewline
3 & 0.332209 & 2.2775 & 0.013674 \tabularnewline
4 & 0.222535 & 1.5256 & 0.066903 \tabularnewline
5 & 0.06233 & 0.4273 & 0.33555 \tabularnewline
6 & 0.178835 & 1.226 & 0.113147 \tabularnewline
7 & 0.015925 & 0.1092 & 0.456763 \tabularnewline
8 & 0.12474 & 0.8552 & 0.198396 \tabularnewline
9 & 0.000918 & 0.0063 & 0.497503 \tabularnewline
10 & -0.094908 & -0.6507 & 0.259219 \tabularnewline
11 & 0.273733 & 1.8766 & 0.033393 \tabularnewline
12 & -0.168847 & -1.1576 & 0.126447 \tabularnewline
13 & -0.078408 & -0.5375 & 0.296715 \tabularnewline
14 & 0.09049 & 0.6204 & 0.269006 \tabularnewline
15 & 0.075793 & 0.5196 & 0.302886 \tabularnewline
16 & -0.096579 & -0.6621 & 0.255567 \tabularnewline
17 & 0.056831 & 0.3896 & 0.34929 \tabularnewline
18 & -0.152501 & -1.0455 & 0.150571 \tabularnewline
19 & -0.029038 & -0.1991 & 0.421531 \tabularnewline
20 & -0.146817 & -1.0065 & 0.159659 \tabularnewline
21 & -0.207686 & -1.4238 & 0.080551 \tabularnewline
22 & -0.086076 & -0.5901 & 0.278973 \tabularnewline
23 & -0.201691 & -1.3827 & 0.086642 \tabularnewline
24 & -0.20182 & -1.3836 & 0.086508 \tabularnewline
25 & -0.10151 & -0.6959 & 0.244953 \tabularnewline
26 & -0.098172 & -0.673 & 0.252112 \tabularnewline
27 & -0.242375 & -1.6616 & 0.051621 \tabularnewline
28 & -0.115019 & -0.7885 & 0.217172 \tabularnewline
29 & -0.115842 & -0.7942 & 0.215543 \tabularnewline
30 & -0.075458 & -0.5173 & 0.303682 \tabularnewline
31 & -0.044329 & -0.3039 & 0.381272 \tabularnewline
32 & -0.057191 & -0.3921 & 0.348384 \tabularnewline
33 & -0.033514 & -0.2298 & 0.409637 \tabularnewline
34 & -0.00322 & -0.0221 & 0.491241 \tabularnewline
35 & 0.004457 & 0.0306 & 0.487876 \tabularnewline
36 & 0.004323 & 0.0296 & 0.488242 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69389&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]0.140706[/C][C]0.9646[/C][C]0.169833[/C][/ROW]
[ROW][C]2[/C][C]0.241448[/C][C]1.6553[/C][C]0.052265[/C][/ROW]
[ROW][C]3[/C][C]0.332209[/C][C]2.2775[/C][C]0.013674[/C][/ROW]
[ROW][C]4[/C][C]0.222535[/C][C]1.5256[/C][C]0.066903[/C][/ROW]
[ROW][C]5[/C][C]0.06233[/C][C]0.4273[/C][C]0.33555[/C][/ROW]
[ROW][C]6[/C][C]0.178835[/C][C]1.226[/C][C]0.113147[/C][/ROW]
[ROW][C]7[/C][C]0.015925[/C][C]0.1092[/C][C]0.456763[/C][/ROW]
[ROW][C]8[/C][C]0.12474[/C][C]0.8552[/C][C]0.198396[/C][/ROW]
[ROW][C]9[/C][C]0.000918[/C][C]0.0063[/C][C]0.497503[/C][/ROW]
[ROW][C]10[/C][C]-0.094908[/C][C]-0.6507[/C][C]0.259219[/C][/ROW]
[ROW][C]11[/C][C]0.273733[/C][C]1.8766[/C][C]0.033393[/C][/ROW]
[ROW][C]12[/C][C]-0.168847[/C][C]-1.1576[/C][C]0.126447[/C][/ROW]
[ROW][C]13[/C][C]-0.078408[/C][C]-0.5375[/C][C]0.296715[/C][/ROW]
[ROW][C]14[/C][C]0.09049[/C][C]0.6204[/C][C]0.269006[/C][/ROW]
[ROW][C]15[/C][C]0.075793[/C][C]0.5196[/C][C]0.302886[/C][/ROW]
[ROW][C]16[/C][C]-0.096579[/C][C]-0.6621[/C][C]0.255567[/C][/ROW]
[ROW][C]17[/C][C]0.056831[/C][C]0.3896[/C][C]0.34929[/C][/ROW]
[ROW][C]18[/C][C]-0.152501[/C][C]-1.0455[/C][C]0.150571[/C][/ROW]
[ROW][C]19[/C][C]-0.029038[/C][C]-0.1991[/C][C]0.421531[/C][/ROW]
[ROW][C]20[/C][C]-0.146817[/C][C]-1.0065[/C][C]0.159659[/C][/ROW]
[ROW][C]21[/C][C]-0.207686[/C][C]-1.4238[/C][C]0.080551[/C][/ROW]
[ROW][C]22[/C][C]-0.086076[/C][C]-0.5901[/C][C]0.278973[/C][/ROW]
[ROW][C]23[/C][C]-0.201691[/C][C]-1.3827[/C][C]0.086642[/C][/ROW]
[ROW][C]24[/C][C]-0.20182[/C][C]-1.3836[/C][C]0.086508[/C][/ROW]
[ROW][C]25[/C][C]-0.10151[/C][C]-0.6959[/C][C]0.244953[/C][/ROW]
[ROW][C]26[/C][C]-0.098172[/C][C]-0.673[/C][C]0.252112[/C][/ROW]
[ROW][C]27[/C][C]-0.242375[/C][C]-1.6616[/C][C]0.051621[/C][/ROW]
[ROW][C]28[/C][C]-0.115019[/C][C]-0.7885[/C][C]0.217172[/C][/ROW]
[ROW][C]29[/C][C]-0.115842[/C][C]-0.7942[/C][C]0.215543[/C][/ROW]
[ROW][C]30[/C][C]-0.075458[/C][C]-0.5173[/C][C]0.303682[/C][/ROW]
[ROW][C]31[/C][C]-0.044329[/C][C]-0.3039[/C][C]0.381272[/C][/ROW]
[ROW][C]32[/C][C]-0.057191[/C][C]-0.3921[/C][C]0.348384[/C][/ROW]
[ROW][C]33[/C][C]-0.033514[/C][C]-0.2298[/C][C]0.409637[/C][/ROW]
[ROW][C]34[/C][C]-0.00322[/C][C]-0.0221[/C][C]0.491241[/C][/ROW]
[ROW][C]35[/C][C]0.004457[/C][C]0.0306[/C][C]0.487876[/C][/ROW]
[ROW][C]36[/C][C]0.004323[/C][C]0.0296[/C][C]0.488242[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69389&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69389&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	0.140706	0.9646	0.169833
2	0.241448	1.6553	0.052265
3	0.332209	2.2775	0.013674
4	0.222535	1.5256	0.066903
5	0.06233	0.4273	0.33555
6	0.178835	1.226	0.113147
7	0.015925	0.1092	0.456763
8	0.12474	0.8552	0.198396
9	0.000918	0.0063	0.497503
10	-0.094908	-0.6507	0.259219
11	0.273733	1.8766	0.033393
12	-0.168847	-1.1576	0.126447
13	-0.078408	-0.5375	0.296715
14	0.09049	0.6204	0.269006
15	0.075793	0.5196	0.302886
16	-0.096579	-0.6621	0.255567
17	0.056831	0.3896	0.34929
18	-0.152501	-1.0455	0.150571
19	-0.029038	-0.1991	0.421531
20	-0.146817	-1.0065	0.159659
21	-0.207686	-1.4238	0.080551
22	-0.086076	-0.5901	0.278973
23	-0.201691	-1.3827	0.086642
24	-0.20182	-1.3836	0.086508
25	-0.10151	-0.6959	0.244953
26	-0.098172	-0.673	0.252112
27	-0.242375	-1.6616	0.051621
28	-0.115019	-0.7885	0.217172
29	-0.115842	-0.7942	0.215543
30	-0.075458	-0.5173	0.303682
31	-0.044329	-0.3039	0.381272
32	-0.057191	-0.3921	0.348384
33	-0.033514	-0.2298	0.409637
34	-0.00322	-0.0221	0.491241
35	0.004457	0.0306	0.487876
36	0.004323	0.0296	0.488242

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.140706	0.9646	0.169833
2	0.226127	1.5502	0.063895
3	0.294707	2.0204	0.02453
4	0.141508	0.9701	0.168474
5	-0.099428	-0.6816	0.249404
6	0.0156	0.107	0.457642
7	-0.109275	-0.7491	0.22875
8	0.087646	0.6009	0.275407
9	-0.043585	-0.2988	0.383203
10	-0.158133	-1.0841	0.141924
11	0.327862	2.2477	0.014663
12	-0.247406	-1.6961	0.048238
13	-0.057459	-0.3939	0.347711
14	0.057729	0.3958	0.347033
15	0.136853	0.9382	0.176464
16	0.023387	0.1603	0.436653
17	-0.121293	-0.8315	0.204936
18	-0.175961	-1.2063	0.116865
19	-0.084849	-0.5817	0.281776
20	-0.061733	-0.4232	0.337034
21	-0.070801	-0.4854	0.314828
22	-0.102122	-0.7001	0.243654
23	0.013164	0.0902	0.464237
24	0.030729	0.2107	0.417027
25	-0.055156	-0.3781	0.353519
26	-0.005567	-0.0382	0.484859
27	-0.078215	-0.5362	0.297169
28	-0.072619	-0.4978	0.310456
29	0.085514	0.5863	0.280254
30	-0.062181	-0.4263	0.335921
31	0.098937	0.6783	0.250461
32	0.006527	0.0447	0.482248
33	-0.027229	-0.1867	0.42636
34	0.023059	0.1581	0.437533
35	0.047519	0.3258	0.373022
36	0.051957	0.3562	0.361642

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.140706 & 0.9646 & 0.169833 \tabularnewline
2 & 0.226127 & 1.5502 & 0.063895 \tabularnewline
3 & 0.294707 & 2.0204 & 0.02453 \tabularnewline
4 & 0.141508 & 0.9701 & 0.168474 \tabularnewline
5 & -0.099428 & -0.6816 & 0.249404 \tabularnewline
6 & 0.0156 & 0.107 & 0.457642 \tabularnewline
7 & -0.109275 & -0.7491 & 0.22875 \tabularnewline
8 & 0.087646 & 0.6009 & 0.275407 \tabularnewline
9 & -0.043585 & -0.2988 & 0.383203 \tabularnewline
10 & -0.158133 & -1.0841 & 0.141924 \tabularnewline
11 & 0.327862 & 2.2477 & 0.014663 \tabularnewline
12 & -0.247406 & -1.6961 & 0.048238 \tabularnewline
13 & -0.057459 & -0.3939 & 0.347711 \tabularnewline
14 & 0.057729 & 0.3958 & 0.347033 \tabularnewline
15 & 0.136853 & 0.9382 & 0.176464 \tabularnewline
16 & 0.023387 & 0.1603 & 0.436653 \tabularnewline
17 & -0.121293 & -0.8315 & 0.204936 \tabularnewline
18 & -0.175961 & -1.2063 & 0.116865 \tabularnewline
19 & -0.084849 & -0.5817 & 0.281776 \tabularnewline
20 & -0.061733 & -0.4232 & 0.337034 \tabularnewline
21 & -0.070801 & -0.4854 & 0.314828 \tabularnewline
22 & -0.102122 & -0.7001 & 0.243654 \tabularnewline
23 & 0.013164 & 0.0902 & 0.464237 \tabularnewline
24 & 0.030729 & 0.2107 & 0.417027 \tabularnewline
25 & -0.055156 & -0.3781 & 0.353519 \tabularnewline
26 & -0.005567 & -0.0382 & 0.484859 \tabularnewline
27 & -0.078215 & -0.5362 & 0.297169 \tabularnewline
28 & -0.072619 & -0.4978 & 0.310456 \tabularnewline
29 & 0.085514 & 0.5863 & 0.280254 \tabularnewline
30 & -0.062181 & -0.4263 & 0.335921 \tabularnewline
31 & 0.098937 & 0.6783 & 0.250461 \tabularnewline
32 & 0.006527 & 0.0447 & 0.482248 \tabularnewline
33 & -0.027229 & -0.1867 & 0.42636 \tabularnewline
34 & 0.023059 & 0.1581 & 0.437533 \tabularnewline
35 & 0.047519 & 0.3258 & 0.373022 \tabularnewline
36 & 0.051957 & 0.3562 & 0.361642 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69389&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]0.140706[/C][C]0.9646[/C][C]0.169833[/C][/ROW]
[ROW][C]2[/C][C]0.226127[/C][C]1.5502[/C][C]0.063895[/C][/ROW]
[ROW][C]3[/C][C]0.294707[/C][C]2.0204[/C][C]0.02453[/C][/ROW]
[ROW][C]4[/C][C]0.141508[/C][C]0.9701[/C][C]0.168474[/C][/ROW]
[ROW][C]5[/C][C]-0.099428[/C][C]-0.6816[/C][C]0.249404[/C][/ROW]
[ROW][C]6[/C][C]0.0156[/C][C]0.107[/C][C]0.457642[/C][/ROW]
[ROW][C]7[/C][C]-0.109275[/C][C]-0.7491[/C][C]0.22875[/C][/ROW]
[ROW][C]8[/C][C]0.087646[/C][C]0.6009[/C][C]0.275407[/C][/ROW]
[ROW][C]9[/C][C]-0.043585[/C][C]-0.2988[/C][C]0.383203[/C][/ROW]
[ROW][C]10[/C][C]-0.158133[/C][C]-1.0841[/C][C]0.141924[/C][/ROW]
[ROW][C]11[/C][C]0.327862[/C][C]2.2477[/C][C]0.014663[/C][/ROW]
[ROW][C]12[/C][C]-0.247406[/C][C]-1.6961[/C][C]0.048238[/C][/ROW]
[ROW][C]13[/C][C]-0.057459[/C][C]-0.3939[/C][C]0.347711[/C][/ROW]
[ROW][C]14[/C][C]0.057729[/C][C]0.3958[/C][C]0.347033[/C][/ROW]
[ROW][C]15[/C][C]0.136853[/C][C]0.9382[/C][C]0.176464[/C][/ROW]
[ROW][C]16[/C][C]0.023387[/C][C]0.1603[/C][C]0.436653[/C][/ROW]
[ROW][C]17[/C][C]-0.121293[/C][C]-0.8315[/C][C]0.204936[/C][/ROW]
[ROW][C]18[/C][C]-0.175961[/C][C]-1.2063[/C][C]0.116865[/C][/ROW]
[ROW][C]19[/C][C]-0.084849[/C][C]-0.5817[/C][C]0.281776[/C][/ROW]
[ROW][C]20[/C][C]-0.061733[/C][C]-0.4232[/C][C]0.337034[/C][/ROW]
[ROW][C]21[/C][C]-0.070801[/C][C]-0.4854[/C][C]0.314828[/C][/ROW]
[ROW][C]22[/C][C]-0.102122[/C][C]-0.7001[/C][C]0.243654[/C][/ROW]
[ROW][C]23[/C][C]0.013164[/C][C]0.0902[/C][C]0.464237[/C][/ROW]
[ROW][C]24[/C][C]0.030729[/C][C]0.2107[/C][C]0.417027[/C][/ROW]
[ROW][C]25[/C][C]-0.055156[/C][C]-0.3781[/C][C]0.353519[/C][/ROW]
[ROW][C]26[/C][C]-0.005567[/C][C]-0.0382[/C][C]0.484859[/C][/ROW]
[ROW][C]27[/C][C]-0.078215[/C][C]-0.5362[/C][C]0.297169[/C][/ROW]
[ROW][C]28[/C][C]-0.072619[/C][C]-0.4978[/C][C]0.310456[/C][/ROW]
[ROW][C]29[/C][C]0.085514[/C][C]0.5863[/C][C]0.280254[/C][/ROW]
[ROW][C]30[/C][C]-0.062181[/C][C]-0.4263[/C][C]0.335921[/C][/ROW]
[ROW][C]31[/C][C]0.098937[/C][C]0.6783[/C][C]0.250461[/C][/ROW]
[ROW][C]32[/C][C]0.006527[/C][C]0.0447[/C][C]0.482248[/C][/ROW]
[ROW][C]33[/C][C]-0.027229[/C][C]-0.1867[/C][C]0.42636[/C][/ROW]
[ROW][C]34[/C][C]0.023059[/C][C]0.1581[/C][C]0.437533[/C][/ROW]
[ROW][C]35[/C][C]0.047519[/C][C]0.3258[/C][C]0.373022[/C][/ROW]
[ROW][C]36[/C][C]0.051957[/C][C]0.3562[/C][C]0.361642[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69389&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69389&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	0.140706	0.9646	0.169833
2	0.226127	1.5502	0.063895
3	0.294707	2.0204	0.02453
4	0.141508	0.9701	0.168474
5	-0.099428	-0.6816	0.249404
6	0.0156	0.107	0.457642
7	-0.109275	-0.7491	0.22875
8	0.087646	0.6009	0.275407
9	-0.043585	-0.2988	0.383203
10	-0.158133	-1.0841	0.141924
11	0.327862	2.2477	0.014663
12	-0.247406	-1.6961	0.048238
13	-0.057459	-0.3939	0.347711
14	0.057729	0.3958	0.347033
15	0.136853	0.9382	0.176464
16	0.023387	0.1603	0.436653
17	-0.121293	-0.8315	0.204936
18	-0.175961	-1.2063	0.116865
19	-0.084849	-0.5817	0.281776
20	-0.061733	-0.4232	0.337034
21	-0.070801	-0.4854	0.314828
22	-0.102122	-0.7001	0.243654
23	0.013164	0.0902	0.464237
24	0.030729	0.2107	0.417027
25	-0.055156	-0.3781	0.353519
26	-0.005567	-0.0382	0.484859
27	-0.078215	-0.5362	0.297169
28	-0.072619	-0.4978	0.310456
29	0.085514	0.5863	0.280254
30	-0.062181	-0.4263	0.335921
31	0.098937	0.6783	0.250461
32	0.006527	0.0447	0.482248
33	-0.027229	-0.1867	0.42636
34	0.023059	0.1581	0.437533
35	0.047519	0.3258	0.373022
36	0.051957	0.3562	0.361642

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

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