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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 05 Dec 2011 10:01:18 -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/05/t1323097289keibrct75fky3qf.htm/, Retrieved Fri, 03 May 2024 07:57:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150970, Retrieved Fri, 03 May 2024 07:57:11 +0000

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Estimated Impact

115

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD  [(Partial) Autocorrelation Function] [] [2011-12-01 17:46:48] [86f7284edee3dbb8ea5c7e2dec87d892]
- R P     [(Partial) Autocorrelation Function] [] [2011-12-05 14:45:05] [86f7284edee3dbb8ea5c7e2dec87d892]
-   P         [(Partial) Autocorrelation Function] [] [2011-12-05 15:01:18] [79818163420d1233b8d9d93d595e6c9e] [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' @ 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=150970&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=150970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150970&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	-0.170115	-1.1662	0.124699
2	-0.152398	-1.0448	0.150732
3	0.033598	0.2303	0.409414
4	0.117444	0.8052	0.212392
5	0.087054	0.5968	0.276748
6	0.107505	0.737	0.232387
7	0.016123	0.1105	0.456229
8	-0.025429	-0.1743	0.431177
9	0.024182	0.1658	0.434519
10	-0.046406	-0.3181	0.375893
11	0.1049	0.7192	0.237802
12	-0.087894	-0.6026	0.274845
13	-0.014544	-0.0997	0.460499
14	-0.034808	-0.2386	0.406214
15	0.142775	0.9788	0.166342
16	-0.161151	-1.1048	0.137436
17	0.155306	1.0647	0.14622
18	-0.067831	-0.465	0.322031
19	-0.123993	-0.8501	0.199803
20	0.128713	0.8824	0.191023
21	0.01008	0.0691	0.4726
22	-0.126391	-0.8665	0.195311
23	0.149524	1.0251	0.155285
24	-0.026135	-0.1792	0.429287
25	-0.091832	-0.6296	0.266014
26	0.081464	0.5585	0.289581
27	-0.023273	-0.1595	0.43696
28	-0.04791	-0.3285	0.372014
29	-0.041539	-0.2848	0.388532
30	0.02251	0.1543	0.43901
31	-0.090074	-0.6175	0.269936
32	0.010723	0.0735	0.470856
33	0.053977	0.37	0.356505
34	-0.096563	-0.662	0.255602
35	-0.141908	-0.9729	0.167798
36	-0.137842	-0.945	0.174747

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.170115 & -1.1662 & 0.124699 \tabularnewline
2 & -0.152398 & -1.0448 & 0.150732 \tabularnewline
3 & 0.033598 & 0.2303 & 0.409414 \tabularnewline
4 & 0.117444 & 0.8052 & 0.212392 \tabularnewline
5 & 0.087054 & 0.5968 & 0.276748 \tabularnewline
6 & 0.107505 & 0.737 & 0.232387 \tabularnewline
7 & 0.016123 & 0.1105 & 0.456229 \tabularnewline
8 & -0.025429 & -0.1743 & 0.431177 \tabularnewline
9 & 0.024182 & 0.1658 & 0.434519 \tabularnewline
10 & -0.046406 & -0.3181 & 0.375893 \tabularnewline
11 & 0.1049 & 0.7192 & 0.237802 \tabularnewline
12 & -0.087894 & -0.6026 & 0.274845 \tabularnewline
13 & -0.014544 & -0.0997 & 0.460499 \tabularnewline
14 & -0.034808 & -0.2386 & 0.406214 \tabularnewline
15 & 0.142775 & 0.9788 & 0.166342 \tabularnewline
16 & -0.161151 & -1.1048 & 0.137436 \tabularnewline
17 & 0.155306 & 1.0647 & 0.14622 \tabularnewline
18 & -0.067831 & -0.465 & 0.322031 \tabularnewline
19 & -0.123993 & -0.8501 & 0.199803 \tabularnewline
20 & 0.128713 & 0.8824 & 0.191023 \tabularnewline
21 & 0.01008 & 0.0691 & 0.4726 \tabularnewline
22 & -0.126391 & -0.8665 & 0.195311 \tabularnewline
23 & 0.149524 & 1.0251 & 0.155285 \tabularnewline
24 & -0.026135 & -0.1792 & 0.429287 \tabularnewline
25 & -0.091832 & -0.6296 & 0.266014 \tabularnewline
26 & 0.081464 & 0.5585 & 0.289581 \tabularnewline
27 & -0.023273 & -0.1595 & 0.43696 \tabularnewline
28 & -0.04791 & -0.3285 & 0.372014 \tabularnewline
29 & -0.041539 & -0.2848 & 0.388532 \tabularnewline
30 & 0.02251 & 0.1543 & 0.43901 \tabularnewline
31 & -0.090074 & -0.6175 & 0.269936 \tabularnewline
32 & 0.010723 & 0.0735 & 0.470856 \tabularnewline
33 & 0.053977 & 0.37 & 0.356505 \tabularnewline
34 & -0.096563 & -0.662 & 0.255602 \tabularnewline
35 & -0.141908 & -0.9729 & 0.167798 \tabularnewline
36 & -0.137842 & -0.945 & 0.174747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150970&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]-0.170115[/C][C]-1.1662[/C][C]0.124699[/C][/ROW]
[ROW][C]2[/C][C]-0.152398[/C][C]-1.0448[/C][C]0.150732[/C][/ROW]
[ROW][C]3[/C][C]0.033598[/C][C]0.2303[/C][C]0.409414[/C][/ROW]
[ROW][C]4[/C][C]0.117444[/C][C]0.8052[/C][C]0.212392[/C][/ROW]
[ROW][C]5[/C][C]0.087054[/C][C]0.5968[/C][C]0.276748[/C][/ROW]
[ROW][C]6[/C][C]0.107505[/C][C]0.737[/C][C]0.232387[/C][/ROW]
[ROW][C]7[/C][C]0.016123[/C][C]0.1105[/C][C]0.456229[/C][/ROW]
[ROW][C]8[/C][C]-0.025429[/C][C]-0.1743[/C][C]0.431177[/C][/ROW]
[ROW][C]9[/C][C]0.024182[/C][C]0.1658[/C][C]0.434519[/C][/ROW]
[ROW][C]10[/C][C]-0.046406[/C][C]-0.3181[/C][C]0.375893[/C][/ROW]
[ROW][C]11[/C][C]0.1049[/C][C]0.7192[/C][C]0.237802[/C][/ROW]
[ROW][C]12[/C][C]-0.087894[/C][C]-0.6026[/C][C]0.274845[/C][/ROW]
[ROW][C]13[/C][C]-0.014544[/C][C]-0.0997[/C][C]0.460499[/C][/ROW]
[ROW][C]14[/C][C]-0.034808[/C][C]-0.2386[/C][C]0.406214[/C][/ROW]
[ROW][C]15[/C][C]0.142775[/C][C]0.9788[/C][C]0.166342[/C][/ROW]
[ROW][C]16[/C][C]-0.161151[/C][C]-1.1048[/C][C]0.137436[/C][/ROW]
[ROW][C]17[/C][C]0.155306[/C][C]1.0647[/C][C]0.14622[/C][/ROW]
[ROW][C]18[/C][C]-0.067831[/C][C]-0.465[/C][C]0.322031[/C][/ROW]
[ROW][C]19[/C][C]-0.123993[/C][C]-0.8501[/C][C]0.199803[/C][/ROW]
[ROW][C]20[/C][C]0.128713[/C][C]0.8824[/C][C]0.191023[/C][/ROW]
[ROW][C]21[/C][C]0.01008[/C][C]0.0691[/C][C]0.4726[/C][/ROW]
[ROW][C]22[/C][C]-0.126391[/C][C]-0.8665[/C][C]0.195311[/C][/ROW]
[ROW][C]23[/C][C]0.149524[/C][C]1.0251[/C][C]0.155285[/C][/ROW]
[ROW][C]24[/C][C]-0.026135[/C][C]-0.1792[/C][C]0.429287[/C][/ROW]
[ROW][C]25[/C][C]-0.091832[/C][C]-0.6296[/C][C]0.266014[/C][/ROW]
[ROW][C]26[/C][C]0.081464[/C][C]0.5585[/C][C]0.289581[/C][/ROW]
[ROW][C]27[/C][C]-0.023273[/C][C]-0.1595[/C][C]0.43696[/C][/ROW]
[ROW][C]28[/C][C]-0.04791[/C][C]-0.3285[/C][C]0.372014[/C][/ROW]
[ROW][C]29[/C][C]-0.041539[/C][C]-0.2848[/C][C]0.388532[/C][/ROW]
[ROW][C]30[/C][C]0.02251[/C][C]0.1543[/C][C]0.43901[/C][/ROW]
[ROW][C]31[/C][C]-0.090074[/C][C]-0.6175[/C][C]0.269936[/C][/ROW]
[ROW][C]32[/C][C]0.010723[/C][C]0.0735[/C][C]0.470856[/C][/ROW]
[ROW][C]33[/C][C]0.053977[/C][C]0.37[/C][C]0.356505[/C][/ROW]
[ROW][C]34[/C][C]-0.096563[/C][C]-0.662[/C][C]0.255602[/C][/ROW]
[ROW][C]35[/C][C]-0.141908[/C][C]-0.9729[/C][C]0.167798[/C][/ROW]
[ROW][C]36[/C][C]-0.137842[/C][C]-0.945[/C][C]0.174747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150970&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	-0.170115	-1.1662	0.124699
2	-0.152398	-1.0448	0.150732
3	0.033598	0.2303	0.409414
4	0.117444	0.8052	0.212392
5	0.087054	0.5968	0.276748
6	0.107505	0.737	0.232387
7	0.016123	0.1105	0.456229
8	-0.025429	-0.1743	0.431177
9	0.024182	0.1658	0.434519
10	-0.046406	-0.3181	0.375893
11	0.1049	0.7192	0.237802
12	-0.087894	-0.6026	0.274845
13	-0.014544	-0.0997	0.460499
14	-0.034808	-0.2386	0.406214
15	0.142775	0.9788	0.166342
16	-0.161151	-1.1048	0.137436
17	0.155306	1.0647	0.14622
18	-0.067831	-0.465	0.322031
19	-0.123993	-0.8501	0.199803
20	0.128713	0.8824	0.191023
21	0.01008	0.0691	0.4726
22	-0.126391	-0.8665	0.195311
23	0.149524	1.0251	0.155285
24	-0.026135	-0.1792	0.429287
25	-0.091832	-0.6296	0.266014
26	0.081464	0.5585	0.289581
27	-0.023273	-0.1595	0.43696
28	-0.04791	-0.3285	0.372014
29	-0.041539	-0.2848	0.388532
30	0.02251	0.1543	0.43901
31	-0.090074	-0.6175	0.269936
32	0.010723	0.0735	0.470856
33	0.053977	0.37	0.356505
34	-0.096563	-0.662	0.255602
35	-0.141908	-0.9729	0.167798
36	-0.137842	-0.945	0.174747

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.170115	-1.1662	0.124699
2	-0.186742	-1.2802	0.103372
3	-0.030875	-0.2117	0.416642
4	0.095866	0.6572	0.257121
5	0.141848	0.9725	0.1679
6	0.208484	1.4293	0.079767
7	0.135039	0.9258	0.179645
8	0.044504	0.3051	0.380818
9	0.007119	0.0488	0.480641
10	-0.124834	-0.8558	0.19822
11	0.002018	0.0138	0.49451
12	-0.154614	-1.06	0.147286
13	-0.077935	-0.5343	0.297828
14	-0.094957	-0.651	0.25911
15	0.136533	0.936	0.177022
16	-0.080539	-0.5522	0.291731
17	0.239202	1.6399	0.053853
18	0.022536	0.1545	0.43894
19	-0.064255	-0.4405	0.330794
20	0.067435	0.4623	0.322996
21	-0.044881	-0.3077	0.37984
22	-0.184665	-1.266	0.105877
23	0.120682	0.8274	0.206109
24	-0.061627	-0.4225	0.337296
25	-0.004353	-0.0298	0.488159
26	0.051002	0.3497	0.36408
27	0.054916	0.3765	0.354124
28	-0.096923	-0.6645	0.254818
29	-0.038836	-0.2662	0.395607
30	-0.086346	-0.592	0.278358
31	-0.148856	-1.0205	0.156357
32	-0.127754	-0.8758	0.192786
33	0.172567	1.1831	0.121368
34	-0.085382	-0.5853	0.280557
35	-0.084102	-0.5766	0.28349
36	-0.152719	-1.047	0.15023

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.170115 & -1.1662 & 0.124699 \tabularnewline
2 & -0.186742 & -1.2802 & 0.103372 \tabularnewline
3 & -0.030875 & -0.2117 & 0.416642 \tabularnewline
4 & 0.095866 & 0.6572 & 0.257121 \tabularnewline
5 & 0.141848 & 0.9725 & 0.1679 \tabularnewline
6 & 0.208484 & 1.4293 & 0.079767 \tabularnewline
7 & 0.135039 & 0.9258 & 0.179645 \tabularnewline
8 & 0.044504 & 0.3051 & 0.380818 \tabularnewline
9 & 0.007119 & 0.0488 & 0.480641 \tabularnewline
10 & -0.124834 & -0.8558 & 0.19822 \tabularnewline
11 & 0.002018 & 0.0138 & 0.49451 \tabularnewline
12 & -0.154614 & -1.06 & 0.147286 \tabularnewline
13 & -0.077935 & -0.5343 & 0.297828 \tabularnewline
14 & -0.094957 & -0.651 & 0.25911 \tabularnewline
15 & 0.136533 & 0.936 & 0.177022 \tabularnewline
16 & -0.080539 & -0.5522 & 0.291731 \tabularnewline
17 & 0.239202 & 1.6399 & 0.053853 \tabularnewline
18 & 0.022536 & 0.1545 & 0.43894 \tabularnewline
19 & -0.064255 & -0.4405 & 0.330794 \tabularnewline
20 & 0.067435 & 0.4623 & 0.322996 \tabularnewline
21 & -0.044881 & -0.3077 & 0.37984 \tabularnewline
22 & -0.184665 & -1.266 & 0.105877 \tabularnewline
23 & 0.120682 & 0.8274 & 0.206109 \tabularnewline
24 & -0.061627 & -0.4225 & 0.337296 \tabularnewline
25 & -0.004353 & -0.0298 & 0.488159 \tabularnewline
26 & 0.051002 & 0.3497 & 0.36408 \tabularnewline
27 & 0.054916 & 0.3765 & 0.354124 \tabularnewline
28 & -0.096923 & -0.6645 & 0.254818 \tabularnewline
29 & -0.038836 & -0.2662 & 0.395607 \tabularnewline
30 & -0.086346 & -0.592 & 0.278358 \tabularnewline
31 & -0.148856 & -1.0205 & 0.156357 \tabularnewline
32 & -0.127754 & -0.8758 & 0.192786 \tabularnewline
33 & 0.172567 & 1.1831 & 0.121368 \tabularnewline
34 & -0.085382 & -0.5853 & 0.280557 \tabularnewline
35 & -0.084102 & -0.5766 & 0.28349 \tabularnewline
36 & -0.152719 & -1.047 & 0.15023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150970&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]-0.170115[/C][C]-1.1662[/C][C]0.124699[/C][/ROW]
[ROW][C]2[/C][C]-0.186742[/C][C]-1.2802[/C][C]0.103372[/C][/ROW]
[ROW][C]3[/C][C]-0.030875[/C][C]-0.2117[/C][C]0.416642[/C][/ROW]
[ROW][C]4[/C][C]0.095866[/C][C]0.6572[/C][C]0.257121[/C][/ROW]
[ROW][C]5[/C][C]0.141848[/C][C]0.9725[/C][C]0.1679[/C][/ROW]
[ROW][C]6[/C][C]0.208484[/C][C]1.4293[/C][C]0.079767[/C][/ROW]
[ROW][C]7[/C][C]0.135039[/C][C]0.9258[/C][C]0.179645[/C][/ROW]
[ROW][C]8[/C][C]0.044504[/C][C]0.3051[/C][C]0.380818[/C][/ROW]
[ROW][C]9[/C][C]0.007119[/C][C]0.0488[/C][C]0.480641[/C][/ROW]
[ROW][C]10[/C][C]-0.124834[/C][C]-0.8558[/C][C]0.19822[/C][/ROW]
[ROW][C]11[/C][C]0.002018[/C][C]0.0138[/C][C]0.49451[/C][/ROW]
[ROW][C]12[/C][C]-0.154614[/C][C]-1.06[/C][C]0.147286[/C][/ROW]
[ROW][C]13[/C][C]-0.077935[/C][C]-0.5343[/C][C]0.297828[/C][/ROW]
[ROW][C]14[/C][C]-0.094957[/C][C]-0.651[/C][C]0.25911[/C][/ROW]
[ROW][C]15[/C][C]0.136533[/C][C]0.936[/C][C]0.177022[/C][/ROW]
[ROW][C]16[/C][C]-0.080539[/C][C]-0.5522[/C][C]0.291731[/C][/ROW]
[ROW][C]17[/C][C]0.239202[/C][C]1.6399[/C][C]0.053853[/C][/ROW]
[ROW][C]18[/C][C]0.022536[/C][C]0.1545[/C][C]0.43894[/C][/ROW]
[ROW][C]19[/C][C]-0.064255[/C][C]-0.4405[/C][C]0.330794[/C][/ROW]
[ROW][C]20[/C][C]0.067435[/C][C]0.4623[/C][C]0.322996[/C][/ROW]
[ROW][C]21[/C][C]-0.044881[/C][C]-0.3077[/C][C]0.37984[/C][/ROW]
[ROW][C]22[/C][C]-0.184665[/C][C]-1.266[/C][C]0.105877[/C][/ROW]
[ROW][C]23[/C][C]0.120682[/C][C]0.8274[/C][C]0.206109[/C][/ROW]
[ROW][C]24[/C][C]-0.061627[/C][C]-0.4225[/C][C]0.337296[/C][/ROW]
[ROW][C]25[/C][C]-0.004353[/C][C]-0.0298[/C][C]0.488159[/C][/ROW]
[ROW][C]26[/C][C]0.051002[/C][C]0.3497[/C][C]0.36408[/C][/ROW]
[ROW][C]27[/C][C]0.054916[/C][C]0.3765[/C][C]0.354124[/C][/ROW]
[ROW][C]28[/C][C]-0.096923[/C][C]-0.6645[/C][C]0.254818[/C][/ROW]
[ROW][C]29[/C][C]-0.038836[/C][C]-0.2662[/C][C]0.395607[/C][/ROW]
[ROW][C]30[/C][C]-0.086346[/C][C]-0.592[/C][C]0.278358[/C][/ROW]
[ROW][C]31[/C][C]-0.148856[/C][C]-1.0205[/C][C]0.156357[/C][/ROW]
[ROW][C]32[/C][C]-0.127754[/C][C]-0.8758[/C][C]0.192786[/C][/ROW]
[ROW][C]33[/C][C]0.172567[/C][C]1.1831[/C][C]0.121368[/C][/ROW]
[ROW][C]34[/C][C]-0.085382[/C][C]-0.5853[/C][C]0.280557[/C][/ROW]
[ROW][C]35[/C][C]-0.084102[/C][C]-0.5766[/C][C]0.28349[/C][/ROW]
[ROW][C]36[/C][C]-0.152719[/C][C]-1.047[/C][C]0.15023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150970&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	-0.170115	-1.1662	0.124699
2	-0.186742	-1.2802	0.103372
3	-0.030875	-0.2117	0.416642
4	0.095866	0.6572	0.257121
5	0.141848	0.9725	0.1679
6	0.208484	1.4293	0.079767
7	0.135039	0.9258	0.179645
8	0.044504	0.3051	0.380818
9	0.007119	0.0488	0.480641
10	-0.124834	-0.8558	0.19822
11	0.002018	0.0138	0.49451
12	-0.154614	-1.06	0.147286
13	-0.077935	-0.5343	0.297828
14	-0.094957	-0.651	0.25911
15	0.136533	0.936	0.177022
16	-0.080539	-0.5522	0.291731
17	0.239202	1.6399	0.053853
18	0.022536	0.1545	0.43894
19	-0.064255	-0.4405	0.330794
20	0.067435	0.4623	0.322996
21	-0.044881	-0.3077	0.37984
22	-0.184665	-1.266	0.105877
23	0.120682	0.8274	0.206109
24	-0.061627	-0.4225	0.337296
25	-0.004353	-0.0298	0.488159
26	0.051002	0.3497	0.36408
27	0.054916	0.3765	0.354124
28	-0.096923	-0.6645	0.254818
29	-0.038836	-0.2662	0.395607
30	-0.086346	-0.592	0.278358
31	-0.148856	-1.0205	0.156357
32	-0.127754	-0.8758	0.192786
33	0.172567	1.1831	0.121368
34	-0.085382	-0.5853	0.280557
35	-0.084102	-0.5766	0.28349
36	-0.152719	-1.047	0.15023

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 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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