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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 15:05:08 -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/19/t12612603951lgt1nh27kpnt19.htm/, Retrieved Sun, 05 May 2024 09:17:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69753, Retrieved Sun, 05 May 2024 09:17:31 +0000

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IsPrivate?

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User-defined keywords

ShwPaper seizoen & trend weggewerkt!

Estimated Impact

124

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Ws8.3ACF3] [2009-11-25 19:50:41] [e0fc65a5811681d807296d590d5b45de]
-    D            [(Partial) Autocorrelation Function] [paper seizoen & t...] [2009-12-19 22:05:08] [51108381f3361ca8af49c4f74052c840] [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=69753&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=69753&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69753&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	-0.289936	-2.227	0.014887
2	0.00448	0.0344	0.486333
3	-0.079049	-0.6072	0.273029
4	-0.165417	-1.2706	0.10443
5	0.029872	0.2294	0.409657
6	0.07499	0.576	0.283399
7	-0.065543	-0.5034	0.308264
8	-0.003795	-0.0292	0.48842
9	0.21039	1.616	0.055711
10	-0.058637	-0.4504	0.327036
11	-0.036783	-0.2825	0.389262
12	-0.244545	-1.8784	0.032636
13	-0.073556	-0.565	0.287109
14	0.015872	0.1219	0.45169
15	0.3087	2.3712	0.010508
16	-0.228834	-1.7577	0.041992
17	0.115699	0.8887	0.188886
18	0.067637	0.5195	0.302668
19	-0.175757	-1.35	0.091084
20	0.208338	1.6003	0.057439
21	-0.17768	-1.3648	0.088751
22	-0.106251	-0.8161	0.208853
23	0.137419	1.0555	0.147743
24	0.124442	0.9559	0.171523
25	-0.0242	-0.1859	0.426587
26	0.15667	1.2034	0.116813
27	-0.213191	-1.6376	0.053419
28	0.062377	0.4791	0.316809
29	-0.01087	-0.0835	0.466872
30	-0.083335	-0.6401	0.262291
31	-0.064816	-0.4979	0.310216
32	0.057349	0.4405	0.330589
33	0.139929	1.0748	0.143416
34	-0.078665	-0.6042	0.274001
35	0.137948	1.0596	0.146823
36	-0.232274	-1.7841	0.039772

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289936 & -2.227 & 0.014887 \tabularnewline
2 & 0.00448 & 0.0344 & 0.486333 \tabularnewline
3 & -0.079049 & -0.6072 & 0.273029 \tabularnewline
4 & -0.165417 & -1.2706 & 0.10443 \tabularnewline
5 & 0.029872 & 0.2294 & 0.409657 \tabularnewline
6 & 0.07499 & 0.576 & 0.283399 \tabularnewline
7 & -0.065543 & -0.5034 & 0.308264 \tabularnewline
8 & -0.003795 & -0.0292 & 0.48842 \tabularnewline
9 & 0.21039 & 1.616 & 0.055711 \tabularnewline
10 & -0.058637 & -0.4504 & 0.327036 \tabularnewline
11 & -0.036783 & -0.2825 & 0.389262 \tabularnewline
12 & -0.244545 & -1.8784 & 0.032636 \tabularnewline
13 & -0.073556 & -0.565 & 0.287109 \tabularnewline
14 & 0.015872 & 0.1219 & 0.45169 \tabularnewline
15 & 0.3087 & 2.3712 & 0.010508 \tabularnewline
16 & -0.228834 & -1.7577 & 0.041992 \tabularnewline
17 & 0.115699 & 0.8887 & 0.188886 \tabularnewline
18 & 0.067637 & 0.5195 & 0.302668 \tabularnewline
19 & -0.175757 & -1.35 & 0.091084 \tabularnewline
20 & 0.208338 & 1.6003 & 0.057439 \tabularnewline
21 & -0.17768 & -1.3648 & 0.088751 \tabularnewline
22 & -0.106251 & -0.8161 & 0.208853 \tabularnewline
23 & 0.137419 & 1.0555 & 0.147743 \tabularnewline
24 & 0.124442 & 0.9559 & 0.171523 \tabularnewline
25 & -0.0242 & -0.1859 & 0.426587 \tabularnewline
26 & 0.15667 & 1.2034 & 0.116813 \tabularnewline
27 & -0.213191 & -1.6376 & 0.053419 \tabularnewline
28 & 0.062377 & 0.4791 & 0.316809 \tabularnewline
29 & -0.01087 & -0.0835 & 0.466872 \tabularnewline
30 & -0.083335 & -0.6401 & 0.262291 \tabularnewline
31 & -0.064816 & -0.4979 & 0.310216 \tabularnewline
32 & 0.057349 & 0.4405 & 0.330589 \tabularnewline
33 & 0.139929 & 1.0748 & 0.143416 \tabularnewline
34 & -0.078665 & -0.6042 & 0.274001 \tabularnewline
35 & 0.137948 & 1.0596 & 0.146823 \tabularnewline
36 & -0.232274 & -1.7841 & 0.039772 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69753&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]-0.289936[/C][C]-2.227[/C][C]0.014887[/C][/ROW]
[ROW][C]2[/C][C]0.00448[/C][C]0.0344[/C][C]0.486333[/C][/ROW]
[ROW][C]3[/C][C]-0.079049[/C][C]-0.6072[/C][C]0.273029[/C][/ROW]
[ROW][C]4[/C][C]-0.165417[/C][C]-1.2706[/C][C]0.10443[/C][/ROW]
[ROW][C]5[/C][C]0.029872[/C][C]0.2294[/C][C]0.409657[/C][/ROW]
[ROW][C]6[/C][C]0.07499[/C][C]0.576[/C][C]0.283399[/C][/ROW]
[ROW][C]7[/C][C]-0.065543[/C][C]-0.5034[/C][C]0.308264[/C][/ROW]
[ROW][C]8[/C][C]-0.003795[/C][C]-0.0292[/C][C]0.48842[/C][/ROW]
[ROW][C]9[/C][C]0.21039[/C][C]1.616[/C][C]0.055711[/C][/ROW]
[ROW][C]10[/C][C]-0.058637[/C][C]-0.4504[/C][C]0.327036[/C][/ROW]
[ROW][C]11[/C][C]-0.036783[/C][C]-0.2825[/C][C]0.389262[/C][/ROW]
[ROW][C]12[/C][C]-0.244545[/C][C]-1.8784[/C][C]0.032636[/C][/ROW]
[ROW][C]13[/C][C]-0.073556[/C][C]-0.565[/C][C]0.287109[/C][/ROW]
[ROW][C]14[/C][C]0.015872[/C][C]0.1219[/C][C]0.45169[/C][/ROW]
[ROW][C]15[/C][C]0.3087[/C][C]2.3712[/C][C]0.010508[/C][/ROW]
[ROW][C]16[/C][C]-0.228834[/C][C]-1.7577[/C][C]0.041992[/C][/ROW]
[ROW][C]17[/C][C]0.115699[/C][C]0.8887[/C][C]0.188886[/C][/ROW]
[ROW][C]18[/C][C]0.067637[/C][C]0.5195[/C][C]0.302668[/C][/ROW]
[ROW][C]19[/C][C]-0.175757[/C][C]-1.35[/C][C]0.091084[/C][/ROW]
[ROW][C]20[/C][C]0.208338[/C][C]1.6003[/C][C]0.057439[/C][/ROW]
[ROW][C]21[/C][C]-0.17768[/C][C]-1.3648[/C][C]0.088751[/C][/ROW]
[ROW][C]22[/C][C]-0.106251[/C][C]-0.8161[/C][C]0.208853[/C][/ROW]
[ROW][C]23[/C][C]0.137419[/C][C]1.0555[/C][C]0.147743[/C][/ROW]
[ROW][C]24[/C][C]0.124442[/C][C]0.9559[/C][C]0.171523[/C][/ROW]
[ROW][C]25[/C][C]-0.0242[/C][C]-0.1859[/C][C]0.426587[/C][/ROW]
[ROW][C]26[/C][C]0.15667[/C][C]1.2034[/C][C]0.116813[/C][/ROW]
[ROW][C]27[/C][C]-0.213191[/C][C]-1.6376[/C][C]0.053419[/C][/ROW]
[ROW][C]28[/C][C]0.062377[/C][C]0.4791[/C][C]0.316809[/C][/ROW]
[ROW][C]29[/C][C]-0.01087[/C][C]-0.0835[/C][C]0.466872[/C][/ROW]
[ROW][C]30[/C][C]-0.083335[/C][C]-0.6401[/C][C]0.262291[/C][/ROW]
[ROW][C]31[/C][C]-0.064816[/C][C]-0.4979[/C][C]0.310216[/C][/ROW]
[ROW][C]32[/C][C]0.057349[/C][C]0.4405[/C][C]0.330589[/C][/ROW]
[ROW][C]33[/C][C]0.139929[/C][C]1.0748[/C][C]0.143416[/C][/ROW]
[ROW][C]34[/C][C]-0.078665[/C][C]-0.6042[/C][C]0.274001[/C][/ROW]
[ROW][C]35[/C][C]0.137948[/C][C]1.0596[/C][C]0.146823[/C][/ROW]
[ROW][C]36[/C][C]-0.232274[/C][C]-1.7841[/C][C]0.039772[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69753&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69753&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	-0.289936	-2.227	0.014887
2	0.00448	0.0344	0.486333
3	-0.079049	-0.6072	0.273029
4	-0.165417	-1.2706	0.10443
5	0.029872	0.2294	0.409657
6	0.07499	0.576	0.283399
7	-0.065543	-0.5034	0.308264
8	-0.003795	-0.0292	0.48842
9	0.21039	1.616	0.055711
10	-0.058637	-0.4504	0.327036
11	-0.036783	-0.2825	0.389262
12	-0.244545	-1.8784	0.032636
13	-0.073556	-0.565	0.287109
14	0.015872	0.1219	0.45169
15	0.3087	2.3712	0.010508
16	-0.228834	-1.7577	0.041992
17	0.115699	0.8887	0.188886
18	0.067637	0.5195	0.302668
19	-0.175757	-1.35	0.091084
20	0.208338	1.6003	0.057439
21	-0.17768	-1.3648	0.088751
22	-0.106251	-0.8161	0.208853
23	0.137419	1.0555	0.147743
24	0.124442	0.9559	0.171523
25	-0.0242	-0.1859	0.426587
26	0.15667	1.2034	0.116813
27	-0.213191	-1.6376	0.053419
28	0.062377	0.4791	0.316809
29	-0.01087	-0.0835	0.466872
30	-0.083335	-0.6401	0.262291
31	-0.064816	-0.4979	0.310216
32	0.057349	0.4405	0.330589
33	0.139929	1.0748	0.143416
34	-0.078665	-0.6042	0.274001
35	0.137948	1.0596	0.146823
36	-0.232274	-1.7841	0.039772

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.289936	-2.227	0.014887
2	-0.086887	-0.6674	0.253562
3	-0.11312	-0.8689	0.194214
4	-0.248892	-1.9118	0.030383
5	-0.132965	-1.0213	0.155636
6	0.003357	0.0258	0.489758
7	-0.106923	-0.8213	0.207393
8	-0.125632	-0.965	0.169242
9	0.193693	1.4878	0.071066
10	0.097982	0.7526	0.227337
11	-0.040831	-0.3136	0.377456
12	-0.292893	-2.2498	0.014104
13	-0.223651	-1.7179	0.04553
14	-0.187478	-1.44	0.07757
15	0.162036	1.2446	0.109096
16	-0.258623	-1.9865	0.025813
17	-0.120742	-0.9274	0.17874
18	0.119378	0.917	0.181448
19	-0.1105	-0.8488	0.199722
20	0.059326	0.4557	0.325142
21	-0.013031	-0.1001	0.460306
22	-0.110469	-0.8485	0.199786
23	-0.039175	-0.3009	0.382272
24	-0.040884	-0.314	0.377302
25	-0.049002	-0.3764	0.353989
26	0.172814	1.3274	0.094744
27	0.002289	0.0176	0.493015
28	0.07622	0.5855	0.280236
29	0.020539	0.1578	0.437591
30	-0.064247	-0.4935	0.311748
31	-0.044135	-0.339	0.367904
32	-0.057994	-0.4455	0.328808
33	0.100139	0.7692	0.222427
34	-0.033434	-0.2568	0.399108
35	-0.049128	-0.3774	0.353631
36	0.052336	0.402	0.344568

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289936 & -2.227 & 0.014887 \tabularnewline
2 & -0.086887 & -0.6674 & 0.253562 \tabularnewline
3 & -0.11312 & -0.8689 & 0.194214 \tabularnewline
4 & -0.248892 & -1.9118 & 0.030383 \tabularnewline
5 & -0.132965 & -1.0213 & 0.155636 \tabularnewline
6 & 0.003357 & 0.0258 & 0.489758 \tabularnewline
7 & -0.106923 & -0.8213 & 0.207393 \tabularnewline
8 & -0.125632 & -0.965 & 0.169242 \tabularnewline
9 & 0.193693 & 1.4878 & 0.071066 \tabularnewline
10 & 0.097982 & 0.7526 & 0.227337 \tabularnewline
11 & -0.040831 & -0.3136 & 0.377456 \tabularnewline
12 & -0.292893 & -2.2498 & 0.014104 \tabularnewline
13 & -0.223651 & -1.7179 & 0.04553 \tabularnewline
14 & -0.187478 & -1.44 & 0.07757 \tabularnewline
15 & 0.162036 & 1.2446 & 0.109096 \tabularnewline
16 & -0.258623 & -1.9865 & 0.025813 \tabularnewline
17 & -0.120742 & -0.9274 & 0.17874 \tabularnewline
18 & 0.119378 & 0.917 & 0.181448 \tabularnewline
19 & -0.1105 & -0.8488 & 0.199722 \tabularnewline
20 & 0.059326 & 0.4557 & 0.325142 \tabularnewline
21 & -0.013031 & -0.1001 & 0.460306 \tabularnewline
22 & -0.110469 & -0.8485 & 0.199786 \tabularnewline
23 & -0.039175 & -0.3009 & 0.382272 \tabularnewline
24 & -0.040884 & -0.314 & 0.377302 \tabularnewline
25 & -0.049002 & -0.3764 & 0.353989 \tabularnewline
26 & 0.172814 & 1.3274 & 0.094744 \tabularnewline
27 & 0.002289 & 0.0176 & 0.493015 \tabularnewline
28 & 0.07622 & 0.5855 & 0.280236 \tabularnewline
29 & 0.020539 & 0.1578 & 0.437591 \tabularnewline
30 & -0.064247 & -0.4935 & 0.311748 \tabularnewline
31 & -0.044135 & -0.339 & 0.367904 \tabularnewline
32 & -0.057994 & -0.4455 & 0.328808 \tabularnewline
33 & 0.100139 & 0.7692 & 0.222427 \tabularnewline
34 & -0.033434 & -0.2568 & 0.399108 \tabularnewline
35 & -0.049128 & -0.3774 & 0.353631 \tabularnewline
36 & 0.052336 & 0.402 & 0.344568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69753&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]-0.289936[/C][C]-2.227[/C][C]0.014887[/C][/ROW]
[ROW][C]2[/C][C]-0.086887[/C][C]-0.6674[/C][C]0.253562[/C][/ROW]
[ROW][C]3[/C][C]-0.11312[/C][C]-0.8689[/C][C]0.194214[/C][/ROW]
[ROW][C]4[/C][C]-0.248892[/C][C]-1.9118[/C][C]0.030383[/C][/ROW]
[ROW][C]5[/C][C]-0.132965[/C][C]-1.0213[/C][C]0.155636[/C][/ROW]
[ROW][C]6[/C][C]0.003357[/C][C]0.0258[/C][C]0.489758[/C][/ROW]
[ROW][C]7[/C][C]-0.106923[/C][C]-0.8213[/C][C]0.207393[/C][/ROW]
[ROW][C]8[/C][C]-0.125632[/C][C]-0.965[/C][C]0.169242[/C][/ROW]
[ROW][C]9[/C][C]0.193693[/C][C]1.4878[/C][C]0.071066[/C][/ROW]
[ROW][C]10[/C][C]0.097982[/C][C]0.7526[/C][C]0.227337[/C][/ROW]
[ROW][C]11[/C][C]-0.040831[/C][C]-0.3136[/C][C]0.377456[/C][/ROW]
[ROW][C]12[/C][C]-0.292893[/C][C]-2.2498[/C][C]0.014104[/C][/ROW]
[ROW][C]13[/C][C]-0.223651[/C][C]-1.7179[/C][C]0.04553[/C][/ROW]
[ROW][C]14[/C][C]-0.187478[/C][C]-1.44[/C][C]0.07757[/C][/ROW]
[ROW][C]15[/C][C]0.162036[/C][C]1.2446[/C][C]0.109096[/C][/ROW]
[ROW][C]16[/C][C]-0.258623[/C][C]-1.9865[/C][C]0.025813[/C][/ROW]
[ROW][C]17[/C][C]-0.120742[/C][C]-0.9274[/C][C]0.17874[/C][/ROW]
[ROW][C]18[/C][C]0.119378[/C][C]0.917[/C][C]0.181448[/C][/ROW]
[ROW][C]19[/C][C]-0.1105[/C][C]-0.8488[/C][C]0.199722[/C][/ROW]
[ROW][C]20[/C][C]0.059326[/C][C]0.4557[/C][C]0.325142[/C][/ROW]
[ROW][C]21[/C][C]-0.013031[/C][C]-0.1001[/C][C]0.460306[/C][/ROW]
[ROW][C]22[/C][C]-0.110469[/C][C]-0.8485[/C][C]0.199786[/C][/ROW]
[ROW][C]23[/C][C]-0.039175[/C][C]-0.3009[/C][C]0.382272[/C][/ROW]
[ROW][C]24[/C][C]-0.040884[/C][C]-0.314[/C][C]0.377302[/C][/ROW]
[ROW][C]25[/C][C]-0.049002[/C][C]-0.3764[/C][C]0.353989[/C][/ROW]
[ROW][C]26[/C][C]0.172814[/C][C]1.3274[/C][C]0.094744[/C][/ROW]
[ROW][C]27[/C][C]0.002289[/C][C]0.0176[/C][C]0.493015[/C][/ROW]
[ROW][C]28[/C][C]0.07622[/C][C]0.5855[/C][C]0.280236[/C][/ROW]
[ROW][C]29[/C][C]0.020539[/C][C]0.1578[/C][C]0.437591[/C][/ROW]
[ROW][C]30[/C][C]-0.064247[/C][C]-0.4935[/C][C]0.311748[/C][/ROW]
[ROW][C]31[/C][C]-0.044135[/C][C]-0.339[/C][C]0.367904[/C][/ROW]
[ROW][C]32[/C][C]-0.057994[/C][C]-0.4455[/C][C]0.328808[/C][/ROW]
[ROW][C]33[/C][C]0.100139[/C][C]0.7692[/C][C]0.222427[/C][/ROW]
[ROW][C]34[/C][C]-0.033434[/C][C]-0.2568[/C][C]0.399108[/C][/ROW]
[ROW][C]35[/C][C]-0.049128[/C][C]-0.3774[/C][C]0.353631[/C][/ROW]
[ROW][C]36[/C][C]0.052336[/C][C]0.402[/C][C]0.344568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69753&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69753&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	-0.289936	-2.227	0.014887
2	-0.086887	-0.6674	0.253562
3	-0.11312	-0.8689	0.194214
4	-0.248892	-1.9118	0.030383
5	-0.132965	-1.0213	0.155636
6	0.003357	0.0258	0.489758
7	-0.106923	-0.8213	0.207393
8	-0.125632	-0.965	0.169242
9	0.193693	1.4878	0.071066
10	0.097982	0.7526	0.227337
11	-0.040831	-0.3136	0.377456
12	-0.292893	-2.2498	0.014104
13	-0.223651	-1.7179	0.04553
14	-0.187478	-1.44	0.07757
15	0.162036	1.2446	0.109096
16	-0.258623	-1.9865	0.025813
17	-0.120742	-0.9274	0.17874
18	0.119378	0.917	0.181448
19	-0.1105	-0.8488	0.199722
20	0.059326	0.4557	0.325142
21	-0.013031	-0.1001	0.460306
22	-0.110469	-0.8485	0.199786
23	-0.039175	-0.3009	0.382272
24	-0.040884	-0.314	0.377302
25	-0.049002	-0.3764	0.353989
26	0.172814	1.3274	0.094744
27	0.002289	0.0176	0.493015
28	0.07622	0.5855	0.280236
29	0.020539	0.1578	0.437591
30	-0.064247	-0.4935	0.311748
31	-0.044135	-0.339	0.367904
32	-0.057994	-0.4455	0.328808
33	0.100139	0.7692	0.222427
34	-0.033434	-0.2568	0.399108
35	-0.049128	-0.3774	0.353631
36	0.052336	0.402	0.344568

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