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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 30 Nov 2009 11:48:24 -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/Nov/30/t1259606946avbcwmvgf1iyfzp.htm/, Retrieved Wed, 01 May 2024 19:27:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61855, Retrieved Wed, 01 May 2024 19:27:02 +0000

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Estimated Impact

142

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

F     [(Partial) Autocorrelation Function] [acf methode] [2009-11-25 20:17:41] [21324e9cdf3569788a3d630236984d87]
-   P     [(Partial) Autocorrelation Function] [acf methode] [2009-11-30 18:48:24] [bef26de542bed2eafc60fe4615b06e47] [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=61855&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=61855&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61855&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	0.514089	3.9821	9.4e-05
2	0.286353	2.2181	0.015173
3	0.339561	2.6302	0.005413
4	0.327069	2.5335	0.006962
5	0.38416	2.9757	0.002104
6	0.399257	3.0926	0.001505
7	0.259675	2.0114	0.024389
8	0.101437	0.7857	0.217558
9	-0.013223	-0.1024	0.459382
10	-0.122561	-0.9494	0.173124
11	0.027485	0.2129	0.416063
12	0.33501	2.595	0.005937
13	-0.010602	-0.0821	0.467412
14	-0.256963	-1.9904	0.025553
15	-0.158708	-1.2293	0.11187
16	-0.130946	-1.0143	0.157256
17	-0.063386	-0.491	0.312614
18	-0.048742	-0.3776	0.353546
19	-0.118147	-0.9152	0.181885
20	-0.221249	-1.7138	0.045865
21	-0.28031	-2.1713	0.016938
22	-0.306575	-2.3747	0.010388
23	-0.196204	-1.5198	0.066909
24	-0.001257	-0.0097	0.496133
25	-0.19587	-1.5172	0.067233
26	-0.402158	-3.1151	0.00141
27	-0.282134	-2.1854	0.016387
28	-0.217903	-1.6879	0.048314
29	-0.188856	-1.4629	0.074361
30	-0.125673	-0.9735	0.167116
31	-0.166988	-1.2935	0.1004
32	-0.212469	-1.6458	0.052519
33	-0.226377	-1.7535	0.042311
34	-0.158773	-1.2298	0.111778
35	-0.114699	-0.8885	0.188922
36	0.038476	0.298	0.383355

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.514089 & 3.9821 & 9.4e-05 \tabularnewline
2 & 0.286353 & 2.2181 & 0.015173 \tabularnewline
3 & 0.339561 & 2.6302 & 0.005413 \tabularnewline
4 & 0.327069 & 2.5335 & 0.006962 \tabularnewline
5 & 0.38416 & 2.9757 & 0.002104 \tabularnewline
6 & 0.399257 & 3.0926 & 0.001505 \tabularnewline
7 & 0.259675 & 2.0114 & 0.024389 \tabularnewline
8 & 0.101437 & 0.7857 & 0.217558 \tabularnewline
9 & -0.013223 & -0.1024 & 0.459382 \tabularnewline
10 & -0.122561 & -0.9494 & 0.173124 \tabularnewline
11 & 0.027485 & 0.2129 & 0.416063 \tabularnewline
12 & 0.33501 & 2.595 & 0.005937 \tabularnewline
13 & -0.010602 & -0.0821 & 0.467412 \tabularnewline
14 & -0.256963 & -1.9904 & 0.025553 \tabularnewline
15 & -0.158708 & -1.2293 & 0.11187 \tabularnewline
16 & -0.130946 & -1.0143 & 0.157256 \tabularnewline
17 & -0.063386 & -0.491 & 0.312614 \tabularnewline
18 & -0.048742 & -0.3776 & 0.353546 \tabularnewline
19 & -0.118147 & -0.9152 & 0.181885 \tabularnewline
20 & -0.221249 & -1.7138 & 0.045865 \tabularnewline
21 & -0.28031 & -2.1713 & 0.016938 \tabularnewline
22 & -0.306575 & -2.3747 & 0.010388 \tabularnewline
23 & -0.196204 & -1.5198 & 0.066909 \tabularnewline
24 & -0.001257 & -0.0097 & 0.496133 \tabularnewline
25 & -0.19587 & -1.5172 & 0.067233 \tabularnewline
26 & -0.402158 & -3.1151 & 0.00141 \tabularnewline
27 & -0.282134 & -2.1854 & 0.016387 \tabularnewline
28 & -0.217903 & -1.6879 & 0.048314 \tabularnewline
29 & -0.188856 & -1.4629 & 0.074361 \tabularnewline
30 & -0.125673 & -0.9735 & 0.167116 \tabularnewline
31 & -0.166988 & -1.2935 & 0.1004 \tabularnewline
32 & -0.212469 & -1.6458 & 0.052519 \tabularnewline
33 & -0.226377 & -1.7535 & 0.042311 \tabularnewline
34 & -0.158773 & -1.2298 & 0.111778 \tabularnewline
35 & -0.114699 & -0.8885 & 0.188922 \tabularnewline
36 & 0.038476 & 0.298 & 0.383355 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61855&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]0.514089[/C][C]3.9821[/C][C]9.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.286353[/C][C]2.2181[/C][C]0.015173[/C][/ROW]
[ROW][C]3[/C][C]0.339561[/C][C]2.6302[/C][C]0.005413[/C][/ROW]
[ROW][C]4[/C][C]0.327069[/C][C]2.5335[/C][C]0.006962[/C][/ROW]
[ROW][C]5[/C][C]0.38416[/C][C]2.9757[/C][C]0.002104[/C][/ROW]
[ROW][C]6[/C][C]0.399257[/C][C]3.0926[/C][C]0.001505[/C][/ROW]
[ROW][C]7[/C][C]0.259675[/C][C]2.0114[/C][C]0.024389[/C][/ROW]
[ROW][C]8[/C][C]0.101437[/C][C]0.7857[/C][C]0.217558[/C][/ROW]
[ROW][C]9[/C][C]-0.013223[/C][C]-0.1024[/C][C]0.459382[/C][/ROW]
[ROW][C]10[/C][C]-0.122561[/C][C]-0.9494[/C][C]0.173124[/C][/ROW]
[ROW][C]11[/C][C]0.027485[/C][C]0.2129[/C][C]0.416063[/C][/ROW]
[ROW][C]12[/C][C]0.33501[/C][C]2.595[/C][C]0.005937[/C][/ROW]
[ROW][C]13[/C][C]-0.010602[/C][C]-0.0821[/C][C]0.467412[/C][/ROW]
[ROW][C]14[/C][C]-0.256963[/C][C]-1.9904[/C][C]0.025553[/C][/ROW]
[ROW][C]15[/C][C]-0.158708[/C][C]-1.2293[/C][C]0.11187[/C][/ROW]
[ROW][C]16[/C][C]-0.130946[/C][C]-1.0143[/C][C]0.157256[/C][/ROW]
[ROW][C]17[/C][C]-0.063386[/C][C]-0.491[/C][C]0.312614[/C][/ROW]
[ROW][C]18[/C][C]-0.048742[/C][C]-0.3776[/C][C]0.353546[/C][/ROW]
[ROW][C]19[/C][C]-0.118147[/C][C]-0.9152[/C][C]0.181885[/C][/ROW]
[ROW][C]20[/C][C]-0.221249[/C][C]-1.7138[/C][C]0.045865[/C][/ROW]
[ROW][C]21[/C][C]-0.28031[/C][C]-2.1713[/C][C]0.016938[/C][/ROW]
[ROW][C]22[/C][C]-0.306575[/C][C]-2.3747[/C][C]0.010388[/C][/ROW]
[ROW][C]23[/C][C]-0.196204[/C][C]-1.5198[/C][C]0.066909[/C][/ROW]
[ROW][C]24[/C][C]-0.001257[/C][C]-0.0097[/C][C]0.496133[/C][/ROW]
[ROW][C]25[/C][C]-0.19587[/C][C]-1.5172[/C][C]0.067233[/C][/ROW]
[ROW][C]26[/C][C]-0.402158[/C][C]-3.1151[/C][C]0.00141[/C][/ROW]
[ROW][C]27[/C][C]-0.282134[/C][C]-2.1854[/C][C]0.016387[/C][/ROW]
[ROW][C]28[/C][C]-0.217903[/C][C]-1.6879[/C][C]0.048314[/C][/ROW]
[ROW][C]29[/C][C]-0.188856[/C][C]-1.4629[/C][C]0.074361[/C][/ROW]
[ROW][C]30[/C][C]-0.125673[/C][C]-0.9735[/C][C]0.167116[/C][/ROW]
[ROW][C]31[/C][C]-0.166988[/C][C]-1.2935[/C][C]0.1004[/C][/ROW]
[ROW][C]32[/C][C]-0.212469[/C][C]-1.6458[/C][C]0.052519[/C][/ROW]
[ROW][C]33[/C][C]-0.226377[/C][C]-1.7535[/C][C]0.042311[/C][/ROW]
[ROW][C]34[/C][C]-0.158773[/C][C]-1.2298[/C][C]0.111778[/C][/ROW]
[ROW][C]35[/C][C]-0.114699[/C][C]-0.8885[/C][C]0.188922[/C][/ROW]
[ROW][C]36[/C][C]0.038476[/C][C]0.298[/C][C]0.383355[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61855&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61855&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	0.514089	3.9821	9.4e-05
2	0.286353	2.2181	0.015173
3	0.339561	2.6302	0.005413
4	0.327069	2.5335	0.006962
5	0.38416	2.9757	0.002104
6	0.399257	3.0926	0.001505
7	0.259675	2.0114	0.024389
8	0.101437	0.7857	0.217558
9	-0.013223	-0.1024	0.459382
10	-0.122561	-0.9494	0.173124
11	0.027485	0.2129	0.416063
12	0.33501	2.595	0.005937
13	-0.010602	-0.0821	0.467412
14	-0.256963	-1.9904	0.025553
15	-0.158708	-1.2293	0.11187
16	-0.130946	-1.0143	0.157256
17	-0.063386	-0.491	0.312614
18	-0.048742	-0.3776	0.353546
19	-0.118147	-0.9152	0.181885
20	-0.221249	-1.7138	0.045865
21	-0.28031	-2.1713	0.016938
22	-0.306575	-2.3747	0.010388
23	-0.196204	-1.5198	0.066909
24	-0.001257	-0.0097	0.496133
25	-0.19587	-1.5172	0.067233
26	-0.402158	-3.1151	0.00141
27	-0.282134	-2.1854	0.016387
28	-0.217903	-1.6879	0.048314
29	-0.188856	-1.4629	0.074361
30	-0.125673	-0.9735	0.167116
31	-0.166988	-1.2935	0.1004
32	-0.212469	-1.6458	0.052519
33	-0.226377	-1.7535	0.042311
34	-0.158773	-1.2298	0.111778
35	-0.114699	-0.8885	0.188922
36	0.038476	0.298	0.383355

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.514089	3.9821	9.4e-05
2	0.029991	0.2323	0.408543
3	0.246713	1.911	0.030391
4	0.087006	0.6739	0.251468
5	0.228013	1.7662	0.041226
6	0.126405	0.9791	0.165725
7	-0.055646	-0.431	0.333996
8	-0.171624	-1.3294	0.094375
9	-0.241126	-1.8678	0.033341
10	-0.322286	-2.4964	0.007655
11	0.063175	0.4894	0.313187
12	0.540671	4.188	4.7e-05
13	-0.229463	-1.7774	0.040285
14	-0.229359	-1.7766	0.040351
15	0.008563	0.0663	0.473668
16	0.022862	0.1771	0.430019
17	-0.050683	-0.3926	0.348008
18	-0.19276	-1.4931	0.070323
19	-0.024499	-0.1898	0.425067
20	-0.021352	-0.1654	0.434596
21	0.050845	0.3938	0.347545
22	0.068847	0.5333	0.297904
23	-0.125292	-0.9705	0.167845
24	-0.196274	-1.5203	0.06684
25	0.020944	0.1622	0.435835
26	0.034501	0.2672	0.395099
27	-0.016173	-0.1253	0.450363
28	-0.109123	-0.8453	0.20066
29	-0.111731	-0.8655	0.195117
30	0.145955	1.1306	0.131369
31	0.036515	0.2828	0.389136
32	-0.008159	-0.0632	0.47491
33	-0.140487	-1.0882	0.140428
34	0.060151	0.4659	0.321476
35	-0.095257	-0.7379	0.23174
36	0.023823	0.1845	0.42711

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.514089 & 3.9821 & 9.4e-05 \tabularnewline
2 & 0.029991 & 0.2323 & 0.408543 \tabularnewline
3 & 0.246713 & 1.911 & 0.030391 \tabularnewline
4 & 0.087006 & 0.6739 & 0.251468 \tabularnewline
5 & 0.228013 & 1.7662 & 0.041226 \tabularnewline
6 & 0.126405 & 0.9791 & 0.165725 \tabularnewline
7 & -0.055646 & -0.431 & 0.333996 \tabularnewline
8 & -0.171624 & -1.3294 & 0.094375 \tabularnewline
9 & -0.241126 & -1.8678 & 0.033341 \tabularnewline
10 & -0.322286 & -2.4964 & 0.007655 \tabularnewline
11 & 0.063175 & 0.4894 & 0.313187 \tabularnewline
12 & 0.540671 & 4.188 & 4.7e-05 \tabularnewline
13 & -0.229463 & -1.7774 & 0.040285 \tabularnewline
14 & -0.229359 & -1.7766 & 0.040351 \tabularnewline
15 & 0.008563 & 0.0663 & 0.473668 \tabularnewline
16 & 0.022862 & 0.1771 & 0.430019 \tabularnewline
17 & -0.050683 & -0.3926 & 0.348008 \tabularnewline
18 & -0.19276 & -1.4931 & 0.070323 \tabularnewline
19 & -0.024499 & -0.1898 & 0.425067 \tabularnewline
20 & -0.021352 & -0.1654 & 0.434596 \tabularnewline
21 & 0.050845 & 0.3938 & 0.347545 \tabularnewline
22 & 0.068847 & 0.5333 & 0.297904 \tabularnewline
23 & -0.125292 & -0.9705 & 0.167845 \tabularnewline
24 & -0.196274 & -1.5203 & 0.06684 \tabularnewline
25 & 0.020944 & 0.1622 & 0.435835 \tabularnewline
26 & 0.034501 & 0.2672 & 0.395099 \tabularnewline
27 & -0.016173 & -0.1253 & 0.450363 \tabularnewline
28 & -0.109123 & -0.8453 & 0.20066 \tabularnewline
29 & -0.111731 & -0.8655 & 0.195117 \tabularnewline
30 & 0.145955 & 1.1306 & 0.131369 \tabularnewline
31 & 0.036515 & 0.2828 & 0.389136 \tabularnewline
32 & -0.008159 & -0.0632 & 0.47491 \tabularnewline
33 & -0.140487 & -1.0882 & 0.140428 \tabularnewline
34 & 0.060151 & 0.4659 & 0.321476 \tabularnewline
35 & -0.095257 & -0.7379 & 0.23174 \tabularnewline
36 & 0.023823 & 0.1845 & 0.42711 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61855&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]0.514089[/C][C]3.9821[/C][C]9.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.029991[/C][C]0.2323[/C][C]0.408543[/C][/ROW]
[ROW][C]3[/C][C]0.246713[/C][C]1.911[/C][C]0.030391[/C][/ROW]
[ROW][C]4[/C][C]0.087006[/C][C]0.6739[/C][C]0.251468[/C][/ROW]
[ROW][C]5[/C][C]0.228013[/C][C]1.7662[/C][C]0.041226[/C][/ROW]
[ROW][C]6[/C][C]0.126405[/C][C]0.9791[/C][C]0.165725[/C][/ROW]
[ROW][C]7[/C][C]-0.055646[/C][C]-0.431[/C][C]0.333996[/C][/ROW]
[ROW][C]8[/C][C]-0.171624[/C][C]-1.3294[/C][C]0.094375[/C][/ROW]
[ROW][C]9[/C][C]-0.241126[/C][C]-1.8678[/C][C]0.033341[/C][/ROW]
[ROW][C]10[/C][C]-0.322286[/C][C]-2.4964[/C][C]0.007655[/C][/ROW]
[ROW][C]11[/C][C]0.063175[/C][C]0.4894[/C][C]0.313187[/C][/ROW]
[ROW][C]12[/C][C]0.540671[/C][C]4.188[/C][C]4.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.229463[/C][C]-1.7774[/C][C]0.040285[/C][/ROW]
[ROW][C]14[/C][C]-0.229359[/C][C]-1.7766[/C][C]0.040351[/C][/ROW]
[ROW][C]15[/C][C]0.008563[/C][C]0.0663[/C][C]0.473668[/C][/ROW]
[ROW][C]16[/C][C]0.022862[/C][C]0.1771[/C][C]0.430019[/C][/ROW]
[ROW][C]17[/C][C]-0.050683[/C][C]-0.3926[/C][C]0.348008[/C][/ROW]
[ROW][C]18[/C][C]-0.19276[/C][C]-1.4931[/C][C]0.070323[/C][/ROW]
[ROW][C]19[/C][C]-0.024499[/C][C]-0.1898[/C][C]0.425067[/C][/ROW]
[ROW][C]20[/C][C]-0.021352[/C][C]-0.1654[/C][C]0.434596[/C][/ROW]
[ROW][C]21[/C][C]0.050845[/C][C]0.3938[/C][C]0.347545[/C][/ROW]
[ROW][C]22[/C][C]0.068847[/C][C]0.5333[/C][C]0.297904[/C][/ROW]
[ROW][C]23[/C][C]-0.125292[/C][C]-0.9705[/C][C]0.167845[/C][/ROW]
[ROW][C]24[/C][C]-0.196274[/C][C]-1.5203[/C][C]0.06684[/C][/ROW]
[ROW][C]25[/C][C]0.020944[/C][C]0.1622[/C][C]0.435835[/C][/ROW]
[ROW][C]26[/C][C]0.034501[/C][C]0.2672[/C][C]0.395099[/C][/ROW]
[ROW][C]27[/C][C]-0.016173[/C][C]-0.1253[/C][C]0.450363[/C][/ROW]
[ROW][C]28[/C][C]-0.109123[/C][C]-0.8453[/C][C]0.20066[/C][/ROW]
[ROW][C]29[/C][C]-0.111731[/C][C]-0.8655[/C][C]0.195117[/C][/ROW]
[ROW][C]30[/C][C]0.145955[/C][C]1.1306[/C][C]0.131369[/C][/ROW]
[ROW][C]31[/C][C]0.036515[/C][C]0.2828[/C][C]0.389136[/C][/ROW]
[ROW][C]32[/C][C]-0.008159[/C][C]-0.0632[/C][C]0.47491[/C][/ROW]
[ROW][C]33[/C][C]-0.140487[/C][C]-1.0882[/C][C]0.140428[/C][/ROW]
[ROW][C]34[/C][C]0.060151[/C][C]0.4659[/C][C]0.321476[/C][/ROW]
[ROW][C]35[/C][C]-0.095257[/C][C]-0.7379[/C][C]0.23174[/C][/ROW]
[ROW][C]36[/C][C]0.023823[/C][C]0.1845[/C][C]0.42711[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61855&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61855&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	0.514089	3.9821	9.4e-05
2	0.029991	0.2323	0.408543
3	0.246713	1.911	0.030391
4	0.087006	0.6739	0.251468
5	0.228013	1.7662	0.041226
6	0.126405	0.9791	0.165725
7	-0.055646	-0.431	0.333996
8	-0.171624	-1.3294	0.094375
9	-0.241126	-1.8678	0.033341
10	-0.322286	-2.4964	0.007655
11	0.063175	0.4894	0.313187
12	0.540671	4.188	4.7e-05
13	-0.229463	-1.7774	0.040285
14	-0.229359	-1.7766	0.040351
15	0.008563	0.0663	0.473668
16	0.022862	0.1771	0.430019
17	-0.050683	-0.3926	0.348008
18	-0.19276	-1.4931	0.070323
19	-0.024499	-0.1898	0.425067
20	-0.021352	-0.1654	0.434596
21	0.050845	0.3938	0.347545
22	0.068847	0.5333	0.297904
23	-0.125292	-0.9705	0.167845
24	-0.196274	-1.5203	0.06684
25	0.020944	0.1622	0.435835
26	0.034501	0.2672	0.395099
27	-0.016173	-0.1253	0.450363
28	-0.109123	-0.8453	0.20066
29	-0.111731	-0.8655	0.195117
30	0.145955	1.1306	0.131369
31	0.036515	0.2828	0.389136
32	-0.008159	-0.0632	0.47491
33	-0.140487	-1.0882	0.140428
34	0.060151	0.4659	0.321476
35	-0.095257	-0.7379	0.23174
36	0.023823	0.1845	0.42711

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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