Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 02 Dec 2011 12:03:39 -0500

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/02/t1322845439qp4o8chehzqgbad.htm/, Retrieved Mon, 29 Apr 2024 05:25:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150325, Retrieved Mon, 29 Apr 2024 05:25:41 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

110

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] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [9717cb857c153ca3061376906953b329]
- R PD            [(Partial) Autocorrelation Function] [Ws9 ACF] [2011-12-02 17:03:39] [c98b04636162cea751932dfe577607eb] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=150325&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=150325&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150325&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	0.557031	4.7593	5e-06
2	0.577073	4.9305	2e-06
3	0.429698	3.6713	0.000228
4	0.306892	2.6221	0.005315
5	0.161807	1.3825	0.08552
6	0.152913	1.3065	0.097744
7	-0.001145	-0.0098	0.496109
8	-0.048163	-0.4115	0.340953
9	-0.185345	-1.5836	0.058805
10	-0.328325	-2.8052	0.00322
11	-0.381929	-3.2632	0.000839
12	-0.5136	-4.3882	1.9e-05
13	-0.525143	-4.4868	1.3e-05
14	-0.505797	-4.3215	2.4e-05
15	-0.39695	-3.3915	0.000563
16	-0.397163	-3.3934	0.000559
17	-0.280813	-2.3993	0.009491
18	-0.239595	-2.0471	0.022124
19	-0.196337	-1.6775	0.048861
20	-0.103903	-0.8877	0.188797
21	-0.000481	-0.0041	0.498367
22	-0.009245	-0.079	0.468628
23	0.200775	1.7154	0.045255
24	0.139265	1.1899	0.118975
25	0.269067	2.2989	0.012187
26	0.331722	2.8342	0.002968
27	0.249359	2.1305	0.018249
28	0.217942	1.8621	0.033307
29	0.257006	2.1959	0.01564
30	0.182838	1.5622	0.061287
31	0.158628	1.3553	0.089748
32	0.107983	0.9226	0.179627
33	0.046806	0.3999	0.345196
34	0.019296	0.1649	0.434752
35	-0.059922	-0.512	0.305108
36	-0.106174	-0.9072	0.183656

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.557031 & 4.7593 & 5e-06 \tabularnewline
2 & 0.577073 & 4.9305 & 2e-06 \tabularnewline
3 & 0.429698 & 3.6713 & 0.000228 \tabularnewline
4 & 0.306892 & 2.6221 & 0.005315 \tabularnewline
5 & 0.161807 & 1.3825 & 0.08552 \tabularnewline
6 & 0.152913 & 1.3065 & 0.097744 \tabularnewline
7 & -0.001145 & -0.0098 & 0.496109 \tabularnewline
8 & -0.048163 & -0.4115 & 0.340953 \tabularnewline
9 & -0.185345 & -1.5836 & 0.058805 \tabularnewline
10 & -0.328325 & -2.8052 & 0.00322 \tabularnewline
11 & -0.381929 & -3.2632 & 0.000839 \tabularnewline
12 & -0.5136 & -4.3882 & 1.9e-05 \tabularnewline
13 & -0.525143 & -4.4868 & 1.3e-05 \tabularnewline
14 & -0.505797 & -4.3215 & 2.4e-05 \tabularnewline
15 & -0.39695 & -3.3915 & 0.000563 \tabularnewline
16 & -0.397163 & -3.3934 & 0.000559 \tabularnewline
17 & -0.280813 & -2.3993 & 0.009491 \tabularnewline
18 & -0.239595 & -2.0471 & 0.022124 \tabularnewline
19 & -0.196337 & -1.6775 & 0.048861 \tabularnewline
20 & -0.103903 & -0.8877 & 0.188797 \tabularnewline
21 & -0.000481 & -0.0041 & 0.498367 \tabularnewline
22 & -0.009245 & -0.079 & 0.468628 \tabularnewline
23 & 0.200775 & 1.7154 & 0.045255 \tabularnewline
24 & 0.139265 & 1.1899 & 0.118975 \tabularnewline
25 & 0.269067 & 2.2989 & 0.012187 \tabularnewline
26 & 0.331722 & 2.8342 & 0.002968 \tabularnewline
27 & 0.249359 & 2.1305 & 0.018249 \tabularnewline
28 & 0.217942 & 1.8621 & 0.033307 \tabularnewline
29 & 0.257006 & 2.1959 & 0.01564 \tabularnewline
30 & 0.182838 & 1.5622 & 0.061287 \tabularnewline
31 & 0.158628 & 1.3553 & 0.089748 \tabularnewline
32 & 0.107983 & 0.9226 & 0.179627 \tabularnewline
33 & 0.046806 & 0.3999 & 0.345196 \tabularnewline
34 & 0.019296 & 0.1649 & 0.434752 \tabularnewline
35 & -0.059922 & -0.512 & 0.305108 \tabularnewline
36 & -0.106174 & -0.9072 & 0.183656 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150325&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]0.557031[/C][C]4.7593[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.577073[/C][C]4.9305[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.429698[/C][C]3.6713[/C][C]0.000228[/C][/ROW]
[ROW][C]4[/C][C]0.306892[/C][C]2.6221[/C][C]0.005315[/C][/ROW]
[ROW][C]5[/C][C]0.161807[/C][C]1.3825[/C][C]0.08552[/C][/ROW]
[ROW][C]6[/C][C]0.152913[/C][C]1.3065[/C][C]0.097744[/C][/ROW]
[ROW][C]7[/C][C]-0.001145[/C][C]-0.0098[/C][C]0.496109[/C][/ROW]
[ROW][C]8[/C][C]-0.048163[/C][C]-0.4115[/C][C]0.340953[/C][/ROW]
[ROW][C]9[/C][C]-0.185345[/C][C]-1.5836[/C][C]0.058805[/C][/ROW]
[ROW][C]10[/C][C]-0.328325[/C][C]-2.8052[/C][C]0.00322[/C][/ROW]
[ROW][C]11[/C][C]-0.381929[/C][C]-3.2632[/C][C]0.000839[/C][/ROW]
[ROW][C]12[/C][C]-0.5136[/C][C]-4.3882[/C][C]1.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.525143[/C][C]-4.4868[/C][C]1.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.505797[/C][C]-4.3215[/C][C]2.4e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.39695[/C][C]-3.3915[/C][C]0.000563[/C][/ROW]
[ROW][C]16[/C][C]-0.397163[/C][C]-3.3934[/C][C]0.000559[/C][/ROW]
[ROW][C]17[/C][C]-0.280813[/C][C]-2.3993[/C][C]0.009491[/C][/ROW]
[ROW][C]18[/C][C]-0.239595[/C][C]-2.0471[/C][C]0.022124[/C][/ROW]
[ROW][C]19[/C][C]-0.196337[/C][C]-1.6775[/C][C]0.048861[/C][/ROW]
[ROW][C]20[/C][C]-0.103903[/C][C]-0.8877[/C][C]0.188797[/C][/ROW]
[ROW][C]21[/C][C]-0.000481[/C][C]-0.0041[/C][C]0.498367[/C][/ROW]
[ROW][C]22[/C][C]-0.009245[/C][C]-0.079[/C][C]0.468628[/C][/ROW]
[ROW][C]23[/C][C]0.200775[/C][C]1.7154[/C][C]0.045255[/C][/ROW]
[ROW][C]24[/C][C]0.139265[/C][C]1.1899[/C][C]0.118975[/C][/ROW]
[ROW][C]25[/C][C]0.269067[/C][C]2.2989[/C][C]0.012187[/C][/ROW]
[ROW][C]26[/C][C]0.331722[/C][C]2.8342[/C][C]0.002968[/C][/ROW]
[ROW][C]27[/C][C]0.249359[/C][C]2.1305[/C][C]0.018249[/C][/ROW]
[ROW][C]28[/C][C]0.217942[/C][C]1.8621[/C][C]0.033307[/C][/ROW]
[ROW][C]29[/C][C]0.257006[/C][C]2.1959[/C][C]0.01564[/C][/ROW]
[ROW][C]30[/C][C]0.182838[/C][C]1.5622[/C][C]0.061287[/C][/ROW]
[ROW][C]31[/C][C]0.158628[/C][C]1.3553[/C][C]0.089748[/C][/ROW]
[ROW][C]32[/C][C]0.107983[/C][C]0.9226[/C][C]0.179627[/C][/ROW]
[ROW][C]33[/C][C]0.046806[/C][C]0.3999[/C][C]0.345196[/C][/ROW]
[ROW][C]34[/C][C]0.019296[/C][C]0.1649[/C][C]0.434752[/C][/ROW]
[ROW][C]35[/C][C]-0.059922[/C][C]-0.512[/C][C]0.305108[/C][/ROW]
[ROW][C]36[/C][C]-0.106174[/C][C]-0.9072[/C][C]0.183656[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150325&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150325&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	0.557031	4.7593	5e-06
2	0.577073	4.9305	2e-06
3	0.429698	3.6713	0.000228
4	0.306892	2.6221	0.005315
5	0.161807	1.3825	0.08552
6	0.152913	1.3065	0.097744
7	-0.001145	-0.0098	0.496109
8	-0.048163	-0.4115	0.340953
9	-0.185345	-1.5836	0.058805
10	-0.328325	-2.8052	0.00322
11	-0.381929	-3.2632	0.000839
12	-0.5136	-4.3882	1.9e-05
13	-0.525143	-4.4868	1.3e-05
14	-0.505797	-4.3215	2.4e-05
15	-0.39695	-3.3915	0.000563
16	-0.397163	-3.3934	0.000559
17	-0.280813	-2.3993	0.009491
18	-0.239595	-2.0471	0.022124
19	-0.196337	-1.6775	0.048861
20	-0.103903	-0.8877	0.188797
21	-0.000481	-0.0041	0.498367
22	-0.009245	-0.079	0.468628
23	0.200775	1.7154	0.045255
24	0.139265	1.1899	0.118975
25	0.269067	2.2989	0.012187
26	0.331722	2.8342	0.002968
27	0.249359	2.1305	0.018249
28	0.217942	1.8621	0.033307
29	0.257006	2.1959	0.01564
30	0.182838	1.5622	0.061287
31	0.158628	1.3553	0.089748
32	0.107983	0.9226	0.179627
33	0.046806	0.3999	0.345196
34	0.019296	0.1649	0.434752
35	-0.059922	-0.512	0.305108
36	-0.106174	-0.9072	0.183656

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.557031	4.7593	5e-06
2	0.386809	3.3049	0.000737
3	0.029196	0.2494	0.401857
4	-0.117318	-1.0024	0.159739
5	-0.165037	-1.4101	0.081382
6	0.06793	0.5804	0.281718
7	-0.092525	-0.7905	0.215888
8	-0.088452	-0.7557	0.226121
9	-0.185867	-1.588	0.058299
10	-0.271454	-2.3193	0.01159
11	-0.097844	-0.836	0.202947
12	-0.208072	-1.7778	0.039803
13	-0.102598	-0.8766	0.19179
14	-0.030632	-0.2617	0.397138
15	0.144453	1.2342	0.110541
16	-0.015436	-0.1319	0.44772
17	-0.023958	-0.2047	0.419188
18	0.001874	0.016	0.493633
19	-0.080271	-0.6858	0.247496
20	0.024467	0.209	0.417497
21	0.031798	0.2717	0.393316
22	-0.204479	-1.7471	0.042415
23	0.085491	0.7304	0.23373
24	-0.184523	-1.5766	0.05961
25	0.037443	0.3199	0.374974
26	0.119849	1.024	0.154611
27	-0.161685	-1.3814	0.085679
28	-0.117957	-1.0078	0.158434
29	0.008068	0.0689	0.472614
30	0.076898	0.657	0.256618
31	-0.05156	-0.4405	0.330427
32	-0.163201	-1.3944	0.083714
33	-0.038409	-0.3282	0.371862
34	-0.019817	-0.1693	0.433009
35	0.006801	0.0581	0.476911
36	-0.096929	-0.8282	0.20514

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.557031 & 4.7593 & 5e-06 \tabularnewline
2 & 0.386809 & 3.3049 & 0.000737 \tabularnewline
3 & 0.029196 & 0.2494 & 0.401857 \tabularnewline
4 & -0.117318 & -1.0024 & 0.159739 \tabularnewline
5 & -0.165037 & -1.4101 & 0.081382 \tabularnewline
6 & 0.06793 & 0.5804 & 0.281718 \tabularnewline
7 & -0.092525 & -0.7905 & 0.215888 \tabularnewline
8 & -0.088452 & -0.7557 & 0.226121 \tabularnewline
9 & -0.185867 & -1.588 & 0.058299 \tabularnewline
10 & -0.271454 & -2.3193 & 0.01159 \tabularnewline
11 & -0.097844 & -0.836 & 0.202947 \tabularnewline
12 & -0.208072 & -1.7778 & 0.039803 \tabularnewline
13 & -0.102598 & -0.8766 & 0.19179 \tabularnewline
14 & -0.030632 & -0.2617 & 0.397138 \tabularnewline
15 & 0.144453 & 1.2342 & 0.110541 \tabularnewline
16 & -0.015436 & -0.1319 & 0.44772 \tabularnewline
17 & -0.023958 & -0.2047 & 0.419188 \tabularnewline
18 & 0.001874 & 0.016 & 0.493633 \tabularnewline
19 & -0.080271 & -0.6858 & 0.247496 \tabularnewline
20 & 0.024467 & 0.209 & 0.417497 \tabularnewline
21 & 0.031798 & 0.2717 & 0.393316 \tabularnewline
22 & -0.204479 & -1.7471 & 0.042415 \tabularnewline
23 & 0.085491 & 0.7304 & 0.23373 \tabularnewline
24 & -0.184523 & -1.5766 & 0.05961 \tabularnewline
25 & 0.037443 & 0.3199 & 0.374974 \tabularnewline
26 & 0.119849 & 1.024 & 0.154611 \tabularnewline
27 & -0.161685 & -1.3814 & 0.085679 \tabularnewline
28 & -0.117957 & -1.0078 & 0.158434 \tabularnewline
29 & 0.008068 & 0.0689 & 0.472614 \tabularnewline
30 & 0.076898 & 0.657 & 0.256618 \tabularnewline
31 & -0.05156 & -0.4405 & 0.330427 \tabularnewline
32 & -0.163201 & -1.3944 & 0.083714 \tabularnewline
33 & -0.038409 & -0.3282 & 0.371862 \tabularnewline
34 & -0.019817 & -0.1693 & 0.433009 \tabularnewline
35 & 0.006801 & 0.0581 & 0.476911 \tabularnewline
36 & -0.096929 & -0.8282 & 0.20514 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150325&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]0.557031[/C][C]4.7593[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.386809[/C][C]3.3049[/C][C]0.000737[/C][/ROW]
[ROW][C]3[/C][C]0.029196[/C][C]0.2494[/C][C]0.401857[/C][/ROW]
[ROW][C]4[/C][C]-0.117318[/C][C]-1.0024[/C][C]0.159739[/C][/ROW]
[ROW][C]5[/C][C]-0.165037[/C][C]-1.4101[/C][C]0.081382[/C][/ROW]
[ROW][C]6[/C][C]0.06793[/C][C]0.5804[/C][C]0.281718[/C][/ROW]
[ROW][C]7[/C][C]-0.092525[/C][C]-0.7905[/C][C]0.215888[/C][/ROW]
[ROW][C]8[/C][C]-0.088452[/C][C]-0.7557[/C][C]0.226121[/C][/ROW]
[ROW][C]9[/C][C]-0.185867[/C][C]-1.588[/C][C]0.058299[/C][/ROW]
[ROW][C]10[/C][C]-0.271454[/C][C]-2.3193[/C][C]0.01159[/C][/ROW]
[ROW][C]11[/C][C]-0.097844[/C][C]-0.836[/C][C]0.202947[/C][/ROW]
[ROW][C]12[/C][C]-0.208072[/C][C]-1.7778[/C][C]0.039803[/C][/ROW]
[ROW][C]13[/C][C]-0.102598[/C][C]-0.8766[/C][C]0.19179[/C][/ROW]
[ROW][C]14[/C][C]-0.030632[/C][C]-0.2617[/C][C]0.397138[/C][/ROW]
[ROW][C]15[/C][C]0.144453[/C][C]1.2342[/C][C]0.110541[/C][/ROW]
[ROW][C]16[/C][C]-0.015436[/C][C]-0.1319[/C][C]0.44772[/C][/ROW]
[ROW][C]17[/C][C]-0.023958[/C][C]-0.2047[/C][C]0.419188[/C][/ROW]
[ROW][C]18[/C][C]0.001874[/C][C]0.016[/C][C]0.493633[/C][/ROW]
[ROW][C]19[/C][C]-0.080271[/C][C]-0.6858[/C][C]0.247496[/C][/ROW]
[ROW][C]20[/C][C]0.024467[/C][C]0.209[/C][C]0.417497[/C][/ROW]
[ROW][C]21[/C][C]0.031798[/C][C]0.2717[/C][C]0.393316[/C][/ROW]
[ROW][C]22[/C][C]-0.204479[/C][C]-1.7471[/C][C]0.042415[/C][/ROW]
[ROW][C]23[/C][C]0.085491[/C][C]0.7304[/C][C]0.23373[/C][/ROW]
[ROW][C]24[/C][C]-0.184523[/C][C]-1.5766[/C][C]0.05961[/C][/ROW]
[ROW][C]25[/C][C]0.037443[/C][C]0.3199[/C][C]0.374974[/C][/ROW]
[ROW][C]26[/C][C]0.119849[/C][C]1.024[/C][C]0.154611[/C][/ROW]
[ROW][C]27[/C][C]-0.161685[/C][C]-1.3814[/C][C]0.085679[/C][/ROW]
[ROW][C]28[/C][C]-0.117957[/C][C]-1.0078[/C][C]0.158434[/C][/ROW]
[ROW][C]29[/C][C]0.008068[/C][C]0.0689[/C][C]0.472614[/C][/ROW]
[ROW][C]30[/C][C]0.076898[/C][C]0.657[/C][C]0.256618[/C][/ROW]
[ROW][C]31[/C][C]-0.05156[/C][C]-0.4405[/C][C]0.330427[/C][/ROW]
[ROW][C]32[/C][C]-0.163201[/C][C]-1.3944[/C][C]0.083714[/C][/ROW]
[ROW][C]33[/C][C]-0.038409[/C][C]-0.3282[/C][C]0.371862[/C][/ROW]
[ROW][C]34[/C][C]-0.019817[/C][C]-0.1693[/C][C]0.433009[/C][/ROW]
[ROW][C]35[/C][C]0.006801[/C][C]0.0581[/C][C]0.476911[/C][/ROW]
[ROW][C]36[/C][C]-0.096929[/C][C]-0.8282[/C][C]0.20514[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150325&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150325&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	0.557031	4.7593	5e-06
2	0.386809	3.3049	0.000737
3	0.029196	0.2494	0.401857
4	-0.117318	-1.0024	0.159739
5	-0.165037	-1.4101	0.081382
6	0.06793	0.5804	0.281718
7	-0.092525	-0.7905	0.215888
8	-0.088452	-0.7557	0.226121
9	-0.185867	-1.588	0.058299
10	-0.271454	-2.3193	0.01159
11	-0.097844	-0.836	0.202947
12	-0.208072	-1.7778	0.039803
13	-0.102598	-0.8766	0.19179
14	-0.030632	-0.2617	0.397138
15	0.144453	1.2342	0.110541
16	-0.015436	-0.1319	0.44772
17	-0.023958	-0.2047	0.419188
18	0.001874	0.016	0.493633
19	-0.080271	-0.6858	0.247496
20	0.024467	0.209	0.417497
21	0.031798	0.2717	0.393316
22	-0.204479	-1.7471	0.042415
23	0.085491	0.7304	0.23373
24	-0.184523	-1.5766	0.05961
25	0.037443	0.3199	0.374974
26	0.119849	1.024	0.154611
27	-0.161685	-1.3814	0.085679
28	-0.117957	-1.0078	0.158434
29	0.008068	0.0689	0.472614
30	0.076898	0.657	0.256618
31	-0.05156	-0.4405	0.330427
32	-0.163201	-1.3944	0.083714
33	-0.038409	-0.3282	0.371862
34	-0.019817	-0.1693	0.433009
35	0.006801	0.0581	0.476911
36	-0.096929	-0.8282	0.20514

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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