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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 01 Dec 2011 08:26:13 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/01/t13227460323zvv3uvnz1juo8j.htm/, Retrieved Sat, 27 Apr 2024 04:30:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149529, Retrieved Sat, 27 Apr 2024 04:30:52 +0000

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User-defined keywords

Estimated Impact

139

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [WS 9 Autocorrelatie ] [2010-12-03 12:44:11] [8081b8996d5947580de3eb171e82db4f]
-   P       [(Partial) Autocorrelation Function] [Verbetering WS9] [2010-12-14 19:15:43] [3635fb7041b1998c5a1332cf9de22bce]
- R PD          [(Partial) Autocorrelation Function] [] [2011-12-01 13:26:13] [e232377fd09030116200e3da7df6eeaf] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2011-12-01 13:37:46] [d6b4d011b409693eac2700c83288e3e7] 
- R PD            [(Partial) Autocorrelation Function] [] [2011-12-01 13:48:23] [d6b4d011b409693eac2700c83288e3e7] 

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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' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149529&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149529&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149529&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.422144	3.582	0.000308
2	0.449178	3.8114	0.000144
3	0.463704	3.9347	9.5e-05
4	0.192002	1.6292	0.05382
5	0.265374	2.2518	0.013694
6	0.218367	1.8529	0.033997
7	0.183185	1.5544	0.062239
8	0.176877	1.5009	0.068884
9	0.363387	3.0834	0.00145
10	0.285156	2.4196	0.009031
11	0.258546	2.1938	0.015738
12	0.554777	4.7074	6e-06
13	0.203294	1.725	0.044409
14	0.268553	2.2787	0.012825
15	0.181682	1.5416	0.063774
16	0.007254	0.0615	0.475546
17	0.015296	0.1298	0.448548
18	-0.043481	-0.3689	0.356626
19	0.028468	0.2416	0.404904
20	-0.003314	-0.0281	0.488823
21	0.145693	1.2362	0.110193
22	0.116771	0.9908	0.162541
23	0.075333	0.6392	0.262355
24	0.2673	2.2681	0.013161
25	0.07858	0.6668	0.253524
26	0.049612	0.421	0.337513
27	0.004136	0.0351	0.486052
28	-0.083945	-0.7123	0.239293
29	-0.129633	-1.1	0.137505
30	-0.151708	-1.2873	0.101059
31	-0.11544	-0.9795	0.165296
32	-0.143913	-1.2211	0.113008
33	-0.021329	-0.181	0.428444
34	-0.033341	-0.2829	0.389031
35	-0.096824	-0.8216	0.207014
36	0.050591	0.4293	0.334502

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.422144 & 3.582 & 0.000308 \tabularnewline
2 & 0.449178 & 3.8114 & 0.000144 \tabularnewline
3 & 0.463704 & 3.9347 & 9.5e-05 \tabularnewline
4 & 0.192002 & 1.6292 & 0.05382 \tabularnewline
5 & 0.265374 & 2.2518 & 0.013694 \tabularnewline
6 & 0.218367 & 1.8529 & 0.033997 \tabularnewline
7 & 0.183185 & 1.5544 & 0.062239 \tabularnewline
8 & 0.176877 & 1.5009 & 0.068884 \tabularnewline
9 & 0.363387 & 3.0834 & 0.00145 \tabularnewline
10 & 0.285156 & 2.4196 & 0.009031 \tabularnewline
11 & 0.258546 & 2.1938 & 0.015738 \tabularnewline
12 & 0.554777 & 4.7074 & 6e-06 \tabularnewline
13 & 0.203294 & 1.725 & 0.044409 \tabularnewline
14 & 0.268553 & 2.2787 & 0.012825 \tabularnewline
15 & 0.181682 & 1.5416 & 0.063774 \tabularnewline
16 & 0.007254 & 0.0615 & 0.475546 \tabularnewline
17 & 0.015296 & 0.1298 & 0.448548 \tabularnewline
18 & -0.043481 & -0.3689 & 0.356626 \tabularnewline
19 & 0.028468 & 0.2416 & 0.404904 \tabularnewline
20 & -0.003314 & -0.0281 & 0.488823 \tabularnewline
21 & 0.145693 & 1.2362 & 0.110193 \tabularnewline
22 & 0.116771 & 0.9908 & 0.162541 \tabularnewline
23 & 0.075333 & 0.6392 & 0.262355 \tabularnewline
24 & 0.2673 & 2.2681 & 0.013161 \tabularnewline
25 & 0.07858 & 0.6668 & 0.253524 \tabularnewline
26 & 0.049612 & 0.421 & 0.337513 \tabularnewline
27 & 0.004136 & 0.0351 & 0.486052 \tabularnewline
28 & -0.083945 & -0.7123 & 0.239293 \tabularnewline
29 & -0.129633 & -1.1 & 0.137505 \tabularnewline
30 & -0.151708 & -1.2873 & 0.101059 \tabularnewline
31 & -0.11544 & -0.9795 & 0.165296 \tabularnewline
32 & -0.143913 & -1.2211 & 0.113008 \tabularnewline
33 & -0.021329 & -0.181 & 0.428444 \tabularnewline
34 & -0.033341 & -0.2829 & 0.389031 \tabularnewline
35 & -0.096824 & -0.8216 & 0.207014 \tabularnewline
36 & 0.050591 & 0.4293 & 0.334502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149529&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]0.422144[/C][C]3.582[/C][C]0.000308[/C][/ROW]
[ROW][C]2[/C][C]0.449178[/C][C]3.8114[/C][C]0.000144[/C][/ROW]
[ROW][C]3[/C][C]0.463704[/C][C]3.9347[/C][C]9.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.192002[/C][C]1.6292[/C][C]0.05382[/C][/ROW]
[ROW][C]5[/C][C]0.265374[/C][C]2.2518[/C][C]0.013694[/C][/ROW]
[ROW][C]6[/C][C]0.218367[/C][C]1.8529[/C][C]0.033997[/C][/ROW]
[ROW][C]7[/C][C]0.183185[/C][C]1.5544[/C][C]0.062239[/C][/ROW]
[ROW][C]8[/C][C]0.176877[/C][C]1.5009[/C][C]0.068884[/C][/ROW]
[ROW][C]9[/C][C]0.363387[/C][C]3.0834[/C][C]0.00145[/C][/ROW]
[ROW][C]10[/C][C]0.285156[/C][C]2.4196[/C][C]0.009031[/C][/ROW]
[ROW][C]11[/C][C]0.258546[/C][C]2.1938[/C][C]0.015738[/C][/ROW]
[ROW][C]12[/C][C]0.554777[/C][C]4.7074[/C][C]6e-06[/C][/ROW]
[ROW][C]13[/C][C]0.203294[/C][C]1.725[/C][C]0.044409[/C][/ROW]
[ROW][C]14[/C][C]0.268553[/C][C]2.2787[/C][C]0.012825[/C][/ROW]
[ROW][C]15[/C][C]0.181682[/C][C]1.5416[/C][C]0.063774[/C][/ROW]
[ROW][C]16[/C][C]0.007254[/C][C]0.0615[/C][C]0.475546[/C][/ROW]
[ROW][C]17[/C][C]0.015296[/C][C]0.1298[/C][C]0.448548[/C][/ROW]
[ROW][C]18[/C][C]-0.043481[/C][C]-0.3689[/C][C]0.356626[/C][/ROW]
[ROW][C]19[/C][C]0.028468[/C][C]0.2416[/C][C]0.404904[/C][/ROW]
[ROW][C]20[/C][C]-0.003314[/C][C]-0.0281[/C][C]0.488823[/C][/ROW]
[ROW][C]21[/C][C]0.145693[/C][C]1.2362[/C][C]0.110193[/C][/ROW]
[ROW][C]22[/C][C]0.116771[/C][C]0.9908[/C][C]0.162541[/C][/ROW]
[ROW][C]23[/C][C]0.075333[/C][C]0.6392[/C][C]0.262355[/C][/ROW]
[ROW][C]24[/C][C]0.2673[/C][C]2.2681[/C][C]0.013161[/C][/ROW]
[ROW][C]25[/C][C]0.07858[/C][C]0.6668[/C][C]0.253524[/C][/ROW]
[ROW][C]26[/C][C]0.049612[/C][C]0.421[/C][C]0.337513[/C][/ROW]
[ROW][C]27[/C][C]0.004136[/C][C]0.0351[/C][C]0.486052[/C][/ROW]
[ROW][C]28[/C][C]-0.083945[/C][C]-0.7123[/C][C]0.239293[/C][/ROW]
[ROW][C]29[/C][C]-0.129633[/C][C]-1.1[/C][C]0.137505[/C][/ROW]
[ROW][C]30[/C][C]-0.151708[/C][C]-1.2873[/C][C]0.101059[/C][/ROW]
[ROW][C]31[/C][C]-0.11544[/C][C]-0.9795[/C][C]0.165296[/C][/ROW]
[ROW][C]32[/C][C]-0.143913[/C][C]-1.2211[/C][C]0.113008[/C][/ROW]
[ROW][C]33[/C][C]-0.021329[/C][C]-0.181[/C][C]0.428444[/C][/ROW]
[ROW][C]34[/C][C]-0.033341[/C][C]-0.2829[/C][C]0.389031[/C][/ROW]
[ROW][C]35[/C][C]-0.096824[/C][C]-0.8216[/C][C]0.207014[/C][/ROW]
[ROW][C]36[/C][C]0.050591[/C][C]0.4293[/C][C]0.334502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149529&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149529&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	0.422144	3.582	0.000308
2	0.449178	3.8114	0.000144
3	0.463704	3.9347	9.5e-05
4	0.192002	1.6292	0.05382
5	0.265374	2.2518	0.013694
6	0.218367	1.8529	0.033997
7	0.183185	1.5544	0.062239
8	0.176877	1.5009	0.068884
9	0.363387	3.0834	0.00145
10	0.285156	2.4196	0.009031
11	0.258546	2.1938	0.015738
12	0.554777	4.7074	6e-06
13	0.203294	1.725	0.044409
14	0.268553	2.2787	0.012825
15	0.181682	1.5416	0.063774
16	0.007254	0.0615	0.475546
17	0.015296	0.1298	0.448548
18	-0.043481	-0.3689	0.356626
19	0.028468	0.2416	0.404904
20	-0.003314	-0.0281	0.488823
21	0.145693	1.2362	0.110193
22	0.116771	0.9908	0.162541
23	0.075333	0.6392	0.262355
24	0.2673	2.2681	0.013161
25	0.07858	0.6668	0.253524
26	0.049612	0.421	0.337513
27	0.004136	0.0351	0.486052
28	-0.083945	-0.7123	0.239293
29	-0.129633	-1.1	0.137505
30	-0.151708	-1.2873	0.101059
31	-0.11544	-0.9795	0.165296
32	-0.143913	-1.2211	0.113008
33	-0.021329	-0.181	0.428444
34	-0.033341	-0.2829	0.389031
35	-0.096824	-0.8216	0.207014
36	0.050591	0.4293	0.334502

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.422144	3.582	0.000308
2	0.329733	2.7979	0.003297
3	0.269528	2.287	0.012568
4	-0.18495	-1.5694	0.060475
5	0.030721	0.2607	0.397542
6	0.049417	0.4193	0.338116
7	0.094828	0.8046	0.211838
8	-0.023159	-0.1965	0.422381
9	0.328683	2.789	0.00338
10	0.076983	0.6532	0.257847
11	-0.047192	-0.4004	0.345011
12	0.364285	3.0911	0.001418
13	-0.194683	-1.6519	0.051451
14	-0.097676	-0.8288	0.204975
15	-0.242109	-2.0544	0.021786
16	-0.00798	-0.0677	0.473101
17	-0.191188	-1.6223	0.054557
18	-0.077563	-0.6581	0.256272
19	0.153039	1.2986	0.099116
20	0.048974	0.4156	0.339486
21	-0.002089	-0.0177	0.492952
22	0.017003	0.1443	0.442845
23	0.004051	0.0344	0.486335
24	0.011019	0.0935	0.462885
25	0.05173	0.4389	0.33101
26	-0.121375	-1.0299	0.153252
27	0.000884	0.0075	0.497018
28	-0.012422	-0.1054	0.458176
29	-0.011785	-0.1	0.460313
30	-0.062275	-0.5284	0.299418
31	-0.077513	-0.6577	0.256409
32	0.006586	0.0559	0.477794
33	-0.099874	-0.8475	0.199773
34	-0.028462	-0.2415	0.404925
35	-0.081598	-0.6924	0.245462
36	0.057879	0.4911	0.312417

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.422144 & 3.582 & 0.000308 \tabularnewline
2 & 0.329733 & 2.7979 & 0.003297 \tabularnewline
3 & 0.269528 & 2.287 & 0.012568 \tabularnewline
4 & -0.18495 & -1.5694 & 0.060475 \tabularnewline
5 & 0.030721 & 0.2607 & 0.397542 \tabularnewline
6 & 0.049417 & 0.4193 & 0.338116 \tabularnewline
7 & 0.094828 & 0.8046 & 0.211838 \tabularnewline
8 & -0.023159 & -0.1965 & 0.422381 \tabularnewline
9 & 0.328683 & 2.789 & 0.00338 \tabularnewline
10 & 0.076983 & 0.6532 & 0.257847 \tabularnewline
11 & -0.047192 & -0.4004 & 0.345011 \tabularnewline
12 & 0.364285 & 3.0911 & 0.001418 \tabularnewline
13 & -0.194683 & -1.6519 & 0.051451 \tabularnewline
14 & -0.097676 & -0.8288 & 0.204975 \tabularnewline
15 & -0.242109 & -2.0544 & 0.021786 \tabularnewline
16 & -0.00798 & -0.0677 & 0.473101 \tabularnewline
17 & -0.191188 & -1.6223 & 0.054557 \tabularnewline
18 & -0.077563 & -0.6581 & 0.256272 \tabularnewline
19 & 0.153039 & 1.2986 & 0.099116 \tabularnewline
20 & 0.048974 & 0.4156 & 0.339486 \tabularnewline
21 & -0.002089 & -0.0177 & 0.492952 \tabularnewline
22 & 0.017003 & 0.1443 & 0.442845 \tabularnewline
23 & 0.004051 & 0.0344 & 0.486335 \tabularnewline
24 & 0.011019 & 0.0935 & 0.462885 \tabularnewline
25 & 0.05173 & 0.4389 & 0.33101 \tabularnewline
26 & -0.121375 & -1.0299 & 0.153252 \tabularnewline
27 & 0.000884 & 0.0075 & 0.497018 \tabularnewline
28 & -0.012422 & -0.1054 & 0.458176 \tabularnewline
29 & -0.011785 & -0.1 & 0.460313 \tabularnewline
30 & -0.062275 & -0.5284 & 0.299418 \tabularnewline
31 & -0.077513 & -0.6577 & 0.256409 \tabularnewline
32 & 0.006586 & 0.0559 & 0.477794 \tabularnewline
33 & -0.099874 & -0.8475 & 0.199773 \tabularnewline
34 & -0.028462 & -0.2415 & 0.404925 \tabularnewline
35 & -0.081598 & -0.6924 & 0.245462 \tabularnewline
36 & 0.057879 & 0.4911 & 0.312417 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149529&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]0.422144[/C][C]3.582[/C][C]0.000308[/C][/ROW]
[ROW][C]2[/C][C]0.329733[/C][C]2.7979[/C][C]0.003297[/C][/ROW]
[ROW][C]3[/C][C]0.269528[/C][C]2.287[/C][C]0.012568[/C][/ROW]
[ROW][C]4[/C][C]-0.18495[/C][C]-1.5694[/C][C]0.060475[/C][/ROW]
[ROW][C]5[/C][C]0.030721[/C][C]0.2607[/C][C]0.397542[/C][/ROW]
[ROW][C]6[/C][C]0.049417[/C][C]0.4193[/C][C]0.338116[/C][/ROW]
[ROW][C]7[/C][C]0.094828[/C][C]0.8046[/C][C]0.211838[/C][/ROW]
[ROW][C]8[/C][C]-0.023159[/C][C]-0.1965[/C][C]0.422381[/C][/ROW]
[ROW][C]9[/C][C]0.328683[/C][C]2.789[/C][C]0.00338[/C][/ROW]
[ROW][C]10[/C][C]0.076983[/C][C]0.6532[/C][C]0.257847[/C][/ROW]
[ROW][C]11[/C][C]-0.047192[/C][C]-0.4004[/C][C]0.345011[/C][/ROW]
[ROW][C]12[/C][C]0.364285[/C][C]3.0911[/C][C]0.001418[/C][/ROW]
[ROW][C]13[/C][C]-0.194683[/C][C]-1.6519[/C][C]0.051451[/C][/ROW]
[ROW][C]14[/C][C]-0.097676[/C][C]-0.8288[/C][C]0.204975[/C][/ROW]
[ROW][C]15[/C][C]-0.242109[/C][C]-2.0544[/C][C]0.021786[/C][/ROW]
[ROW][C]16[/C][C]-0.00798[/C][C]-0.0677[/C][C]0.473101[/C][/ROW]
[ROW][C]17[/C][C]-0.191188[/C][C]-1.6223[/C][C]0.054557[/C][/ROW]
[ROW][C]18[/C][C]-0.077563[/C][C]-0.6581[/C][C]0.256272[/C][/ROW]
[ROW][C]19[/C][C]0.153039[/C][C]1.2986[/C][C]0.099116[/C][/ROW]
[ROW][C]20[/C][C]0.048974[/C][C]0.4156[/C][C]0.339486[/C][/ROW]
[ROW][C]21[/C][C]-0.002089[/C][C]-0.0177[/C][C]0.492952[/C][/ROW]
[ROW][C]22[/C][C]0.017003[/C][C]0.1443[/C][C]0.442845[/C][/ROW]
[ROW][C]23[/C][C]0.004051[/C][C]0.0344[/C][C]0.486335[/C][/ROW]
[ROW][C]24[/C][C]0.011019[/C][C]0.0935[/C][C]0.462885[/C][/ROW]
[ROW][C]25[/C][C]0.05173[/C][C]0.4389[/C][C]0.33101[/C][/ROW]
[ROW][C]26[/C][C]-0.121375[/C][C]-1.0299[/C][C]0.153252[/C][/ROW]
[ROW][C]27[/C][C]0.000884[/C][C]0.0075[/C][C]0.497018[/C][/ROW]
[ROW][C]28[/C][C]-0.012422[/C][C]-0.1054[/C][C]0.458176[/C][/ROW]
[ROW][C]29[/C][C]-0.011785[/C][C]-0.1[/C][C]0.460313[/C][/ROW]
[ROW][C]30[/C][C]-0.062275[/C][C]-0.5284[/C][C]0.299418[/C][/ROW]
[ROW][C]31[/C][C]-0.077513[/C][C]-0.6577[/C][C]0.256409[/C][/ROW]
[ROW][C]32[/C][C]0.006586[/C][C]0.0559[/C][C]0.477794[/C][/ROW]
[ROW][C]33[/C][C]-0.099874[/C][C]-0.8475[/C][C]0.199773[/C][/ROW]
[ROW][C]34[/C][C]-0.028462[/C][C]-0.2415[/C][C]0.404925[/C][/ROW]
[ROW][C]35[/C][C]-0.081598[/C][C]-0.6924[/C][C]0.245462[/C][/ROW]
[ROW][C]36[/C][C]0.057879[/C][C]0.4911[/C][C]0.312417[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149529&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149529&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	0.422144	3.582	0.000308
2	0.329733	2.7979	0.003297
3	0.269528	2.287	0.012568
4	-0.18495	-1.5694	0.060475
5	0.030721	0.2607	0.397542
6	0.049417	0.4193	0.338116
7	0.094828	0.8046	0.211838
8	-0.023159	-0.1965	0.422381
9	0.328683	2.789	0.00338
10	0.076983	0.6532	0.257847
11	-0.047192	-0.4004	0.345011
12	0.364285	3.0911	0.001418
13	-0.194683	-1.6519	0.051451
14	-0.097676	-0.8288	0.204975
15	-0.242109	-2.0544	0.021786
16	-0.00798	-0.0677	0.473101
17	-0.191188	-1.6223	0.054557
18	-0.077563	-0.6581	0.256272
19	0.153039	1.2986	0.099116
20	0.048974	0.4156	0.339486
21	-0.002089	-0.0177	0.492952
22	0.017003	0.1443	0.442845
23	0.004051	0.0344	0.486335
24	0.011019	0.0935	0.462885
25	0.05173	0.4389	0.33101
26	-0.121375	-1.0299	0.153252
27	0.000884	0.0075	0.497018
28	-0.012422	-0.1054	0.458176
29	-0.011785	-0.1	0.460313
30	-0.062275	-0.5284	0.299418
31	-0.077513	-0.6577	0.256409
32	0.006586	0.0559	0.477794
33	-0.099874	-0.8475	0.199773
34	-0.028462	-0.2415	0.404925
35	-0.081598	-0.6924	0.245462
36	0.057879	0.4911	0.312417

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 ; par8 = ;

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