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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 05 Dec 2011 11:21:21 -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/t1323102188ynyeov35tb7hydb.htm/, Retrieved Fri, 03 May 2024 04:21:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151039, Retrieved Fri, 03 May 2024 04:21:00 +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 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 16:43:02] [abc1cbe561c2c4615f632bb3153b1275]
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:21:21] [c897fb90cb9e1f725365d7e541ad7850] [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=151039&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=151039&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151039&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	0.525523	6.0606	0
2	0.504798	5.8216	0
3	0.370537	4.2732	1.8e-05
4	0.229419	2.6458	0.004566
5	0.219764	2.5344	0.006211
6	0.164021	1.8916	0.030361
7	0.000986	0.0114	0.495473
8	0.029364	0.3386	0.367708
9	-0.076333	-0.8803	0.190137
10	-0.307024	-3.5408	0.000275
11	-0.345015	-3.9789	5.7e-05
12	-0.471593	-5.4387	0
13	-0.426915	-4.9234	1e-06
14	-0.289453	-3.3381	0.000547
15	-0.183259	-2.1134	0.018215
16	-0.235878	-2.7203	0.003697
17	-0.112983	-1.303	0.097416
18	-0.107689	-1.2419	0.108225
19	-0.084342	-0.9727	0.16624
20	0.036128	0.4167	0.338803
21	0.054963	0.6339	0.26363
22	0.113597	1.3101	0.096215
23	0.335012	3.8635	8.7e-05
24	0.256133	2.9539	0.001856
25	0.297005	3.4252	0.000409
26	0.287731	3.3183	0.000584
27	0.138536	1.5977	0.056244
28	0.162742	1.8768	0.031366
29	0.17939	2.0688	0.02025
30	0.045606	0.526	0.299898
31	0.073458	0.8472	0.199214
32	0.020102	0.2318	0.408515
33	-0.064802	-0.7473	0.228089
34	-0.069728	-0.8041	0.211374
35	-0.111901	-1.2905	0.099556
36	-0.280957	-3.2402	0.000755

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.525523 & 6.0606 & 0 \tabularnewline
2 & 0.504798 & 5.8216 & 0 \tabularnewline
3 & 0.370537 & 4.2732 & 1.8e-05 \tabularnewline
4 & 0.229419 & 2.6458 & 0.004566 \tabularnewline
5 & 0.219764 & 2.5344 & 0.006211 \tabularnewline
6 & 0.164021 & 1.8916 & 0.030361 \tabularnewline
7 & 0.000986 & 0.0114 & 0.495473 \tabularnewline
8 & 0.029364 & 0.3386 & 0.367708 \tabularnewline
9 & -0.076333 & -0.8803 & 0.190137 \tabularnewline
10 & -0.307024 & -3.5408 & 0.000275 \tabularnewline
11 & -0.345015 & -3.9789 & 5.7e-05 \tabularnewline
12 & -0.471593 & -5.4387 & 0 \tabularnewline
13 & -0.426915 & -4.9234 & 1e-06 \tabularnewline
14 & -0.289453 & -3.3381 & 0.000547 \tabularnewline
15 & -0.183259 & -2.1134 & 0.018215 \tabularnewline
16 & -0.235878 & -2.7203 & 0.003697 \tabularnewline
17 & -0.112983 & -1.303 & 0.097416 \tabularnewline
18 & -0.107689 & -1.2419 & 0.108225 \tabularnewline
19 & -0.084342 & -0.9727 & 0.16624 \tabularnewline
20 & 0.036128 & 0.4167 & 0.338803 \tabularnewline
21 & 0.054963 & 0.6339 & 0.26363 \tabularnewline
22 & 0.113597 & 1.3101 & 0.096215 \tabularnewline
23 & 0.335012 & 3.8635 & 8.7e-05 \tabularnewline
24 & 0.256133 & 2.9539 & 0.001856 \tabularnewline
25 & 0.297005 & 3.4252 & 0.000409 \tabularnewline
26 & 0.287731 & 3.3183 & 0.000584 \tabularnewline
27 & 0.138536 & 1.5977 & 0.056244 \tabularnewline
28 & 0.162742 & 1.8768 & 0.031366 \tabularnewline
29 & 0.17939 & 2.0688 & 0.02025 \tabularnewline
30 & 0.045606 & 0.526 & 0.299898 \tabularnewline
31 & 0.073458 & 0.8472 & 0.199214 \tabularnewline
32 & 0.020102 & 0.2318 & 0.408515 \tabularnewline
33 & -0.064802 & -0.7473 & 0.228089 \tabularnewline
34 & -0.069728 & -0.8041 & 0.211374 \tabularnewline
35 & -0.111901 & -1.2905 & 0.099556 \tabularnewline
36 & -0.280957 & -3.2402 & 0.000755 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151039&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]0.525523[/C][C]6.0606[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.504798[/C][C]5.8216[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.370537[/C][C]4.2732[/C][C]1.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.229419[/C][C]2.6458[/C][C]0.004566[/C][/ROW]
[ROW][C]5[/C][C]0.219764[/C][C]2.5344[/C][C]0.006211[/C][/ROW]
[ROW][C]6[/C][C]0.164021[/C][C]1.8916[/C][C]0.030361[/C][/ROW]
[ROW][C]7[/C][C]0.000986[/C][C]0.0114[/C][C]0.495473[/C][/ROW]
[ROW][C]8[/C][C]0.029364[/C][C]0.3386[/C][C]0.367708[/C][/ROW]
[ROW][C]9[/C][C]-0.076333[/C][C]-0.8803[/C][C]0.190137[/C][/ROW]
[ROW][C]10[/C][C]-0.307024[/C][C]-3.5408[/C][C]0.000275[/C][/ROW]
[ROW][C]11[/C][C]-0.345015[/C][C]-3.9789[/C][C]5.7e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.471593[/C][C]-5.4387[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.426915[/C][C]-4.9234[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.289453[/C][C]-3.3381[/C][C]0.000547[/C][/ROW]
[ROW][C]15[/C][C]-0.183259[/C][C]-2.1134[/C][C]0.018215[/C][/ROW]
[ROW][C]16[/C][C]-0.235878[/C][C]-2.7203[/C][C]0.003697[/C][/ROW]
[ROW][C]17[/C][C]-0.112983[/C][C]-1.303[/C][C]0.097416[/C][/ROW]
[ROW][C]18[/C][C]-0.107689[/C][C]-1.2419[/C][C]0.108225[/C][/ROW]
[ROW][C]19[/C][C]-0.084342[/C][C]-0.9727[/C][C]0.16624[/C][/ROW]
[ROW][C]20[/C][C]0.036128[/C][C]0.4167[/C][C]0.338803[/C][/ROW]
[ROW][C]21[/C][C]0.054963[/C][C]0.6339[/C][C]0.26363[/C][/ROW]
[ROW][C]22[/C][C]0.113597[/C][C]1.3101[/C][C]0.096215[/C][/ROW]
[ROW][C]23[/C][C]0.335012[/C][C]3.8635[/C][C]8.7e-05[/C][/ROW]
[ROW][C]24[/C][C]0.256133[/C][C]2.9539[/C][C]0.001856[/C][/ROW]
[ROW][C]25[/C][C]0.297005[/C][C]3.4252[/C][C]0.000409[/C][/ROW]
[ROW][C]26[/C][C]0.287731[/C][C]3.3183[/C][C]0.000584[/C][/ROW]
[ROW][C]27[/C][C]0.138536[/C][C]1.5977[/C][C]0.056244[/C][/ROW]
[ROW][C]28[/C][C]0.162742[/C][C]1.8768[/C][C]0.031366[/C][/ROW]
[ROW][C]29[/C][C]0.17939[/C][C]2.0688[/C][C]0.02025[/C][/ROW]
[ROW][C]30[/C][C]0.045606[/C][C]0.526[/C][C]0.299898[/C][/ROW]
[ROW][C]31[/C][C]0.073458[/C][C]0.8472[/C][C]0.199214[/C][/ROW]
[ROW][C]32[/C][C]0.020102[/C][C]0.2318[/C][C]0.408515[/C][/ROW]
[ROW][C]33[/C][C]-0.064802[/C][C]-0.7473[/C][C]0.228089[/C][/ROW]
[ROW][C]34[/C][C]-0.069728[/C][C]-0.8041[/C][C]0.211374[/C][/ROW]
[ROW][C]35[/C][C]-0.111901[/C][C]-1.2905[/C][C]0.099556[/C][/ROW]
[ROW][C]36[/C][C]-0.280957[/C][C]-3.2402[/C][C]0.000755[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151039&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151039&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	0.525523	6.0606	0
2	0.504798	5.8216	0
3	0.370537	4.2732	1.8e-05
4	0.229419	2.6458	0.004566
5	0.219764	2.5344	0.006211
6	0.164021	1.8916	0.030361
7	0.000986	0.0114	0.495473
8	0.029364	0.3386	0.367708
9	-0.076333	-0.8803	0.190137
10	-0.307024	-3.5408	0.000275
11	-0.345015	-3.9789	5.7e-05
12	-0.471593	-5.4387	0
13	-0.426915	-4.9234	1e-06
14	-0.289453	-3.3381	0.000547
15	-0.183259	-2.1134	0.018215
16	-0.235878	-2.7203	0.003697
17	-0.112983	-1.303	0.097416
18	-0.107689	-1.2419	0.108225
19	-0.084342	-0.9727	0.16624
20	0.036128	0.4167	0.338803
21	0.054963	0.6339	0.26363
22	0.113597	1.3101	0.096215
23	0.335012	3.8635	8.7e-05
24	0.256133	2.9539	0.001856
25	0.297005	3.4252	0.000409
26	0.287731	3.3183	0.000584
27	0.138536	1.5977	0.056244
28	0.162742	1.8768	0.031366
29	0.17939	2.0688	0.02025
30	0.045606	0.526	0.299898
31	0.073458	0.8472	0.199214
32	0.020102	0.2318	0.408515
33	-0.064802	-0.7473	0.228089
34	-0.069728	-0.8041	0.211374
35	-0.111901	-1.2905	0.099556
36	-0.280957	-3.2402	0.000755

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.525523	6.0606	0
2	0.315855	3.6426	0.000193
3	0.035383	0.4081	0.341946
4	-0.109522	-1.2631	0.104388
5	0.054071	0.6236	0.266986
6	0.039054	0.4504	0.32658
7	-0.206313	-2.3793	0.009383
8	0.01302	0.1502	0.440436
9	-0.046082	-0.5314	0.297998
10	-0.384032	-4.4289	1e-05
11	-0.209539	-2.4165	0.008513
12	-0.128143	-1.4778	0.070911
13	0.013204	0.1523	0.4396
14	0.155949	1.7985	0.037183
15	0.302797	3.492	0.000326
16	-0.075636	-0.8723	0.192315
17	-0.014828	-0.171	0.432241
18	0.126197	1.4554	0.07396
19	-0.034403	-0.3968	0.346094
20	-0.008092	-0.0933	0.462895
21	0.01878	0.2166	0.414432
22	-0.159416	-1.8385	0.034112
23	0.076239	0.8792	0.190431
24	-0.020385	-0.2351	0.407251
25	0.067849	0.7825	0.217663
26	0.083291	0.9606	0.16926
27	-0.032332	-0.3729	0.354919
28	-0.064367	-0.7423	0.229603
29	0.059433	0.6854	0.247138
30	-0.060344	-0.6959	0.243845
31	-0.060487	-0.6976	0.24333
32	-0.008982	-0.1036	0.458828
33	0.037179	0.4288	0.334392
34	-0.045189	-0.5211	0.301566
35	0.177846	2.051	0.021114
36	-0.134741	-1.5539	0.061291

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.525523 & 6.0606 & 0 \tabularnewline
2 & 0.315855 & 3.6426 & 0.000193 \tabularnewline
3 & 0.035383 & 0.4081 & 0.341946 \tabularnewline
4 & -0.109522 & -1.2631 & 0.104388 \tabularnewline
5 & 0.054071 & 0.6236 & 0.266986 \tabularnewline
6 & 0.039054 & 0.4504 & 0.32658 \tabularnewline
7 & -0.206313 & -2.3793 & 0.009383 \tabularnewline
8 & 0.01302 & 0.1502 & 0.440436 \tabularnewline
9 & -0.046082 & -0.5314 & 0.297998 \tabularnewline
10 & -0.384032 & -4.4289 & 1e-05 \tabularnewline
11 & -0.209539 & -2.4165 & 0.008513 \tabularnewline
12 & -0.128143 & -1.4778 & 0.070911 \tabularnewline
13 & 0.013204 & 0.1523 & 0.4396 \tabularnewline
14 & 0.155949 & 1.7985 & 0.037183 \tabularnewline
15 & 0.302797 & 3.492 & 0.000326 \tabularnewline
16 & -0.075636 & -0.8723 & 0.192315 \tabularnewline
17 & -0.014828 & -0.171 & 0.432241 \tabularnewline
18 & 0.126197 & 1.4554 & 0.07396 \tabularnewline
19 & -0.034403 & -0.3968 & 0.346094 \tabularnewline
20 & -0.008092 & -0.0933 & 0.462895 \tabularnewline
21 & 0.01878 & 0.2166 & 0.414432 \tabularnewline
22 & -0.159416 & -1.8385 & 0.034112 \tabularnewline
23 & 0.076239 & 0.8792 & 0.190431 \tabularnewline
24 & -0.020385 & -0.2351 & 0.407251 \tabularnewline
25 & 0.067849 & 0.7825 & 0.217663 \tabularnewline
26 & 0.083291 & 0.9606 & 0.16926 \tabularnewline
27 & -0.032332 & -0.3729 & 0.354919 \tabularnewline
28 & -0.064367 & -0.7423 & 0.229603 \tabularnewline
29 & 0.059433 & 0.6854 & 0.247138 \tabularnewline
30 & -0.060344 & -0.6959 & 0.243845 \tabularnewline
31 & -0.060487 & -0.6976 & 0.24333 \tabularnewline
32 & -0.008982 & -0.1036 & 0.458828 \tabularnewline
33 & 0.037179 & 0.4288 & 0.334392 \tabularnewline
34 & -0.045189 & -0.5211 & 0.301566 \tabularnewline
35 & 0.177846 & 2.051 & 0.021114 \tabularnewline
36 & -0.134741 & -1.5539 & 0.061291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151039&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]0.525523[/C][C]6.0606[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.315855[/C][C]3.6426[/C][C]0.000193[/C][/ROW]
[ROW][C]3[/C][C]0.035383[/C][C]0.4081[/C][C]0.341946[/C][/ROW]
[ROW][C]4[/C][C]-0.109522[/C][C]-1.2631[/C][C]0.104388[/C][/ROW]
[ROW][C]5[/C][C]0.054071[/C][C]0.6236[/C][C]0.266986[/C][/ROW]
[ROW][C]6[/C][C]0.039054[/C][C]0.4504[/C][C]0.32658[/C][/ROW]
[ROW][C]7[/C][C]-0.206313[/C][C]-2.3793[/C][C]0.009383[/C][/ROW]
[ROW][C]8[/C][C]0.01302[/C][C]0.1502[/C][C]0.440436[/C][/ROW]
[ROW][C]9[/C][C]-0.046082[/C][C]-0.5314[/C][C]0.297998[/C][/ROW]
[ROW][C]10[/C][C]-0.384032[/C][C]-4.4289[/C][C]1e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.209539[/C][C]-2.4165[/C][C]0.008513[/C][/ROW]
[ROW][C]12[/C][C]-0.128143[/C][C]-1.4778[/C][C]0.070911[/C][/ROW]
[ROW][C]13[/C][C]0.013204[/C][C]0.1523[/C][C]0.4396[/C][/ROW]
[ROW][C]14[/C][C]0.155949[/C][C]1.7985[/C][C]0.037183[/C][/ROW]
[ROW][C]15[/C][C]0.302797[/C][C]3.492[/C][C]0.000326[/C][/ROW]
[ROW][C]16[/C][C]-0.075636[/C][C]-0.8723[/C][C]0.192315[/C][/ROW]
[ROW][C]17[/C][C]-0.014828[/C][C]-0.171[/C][C]0.432241[/C][/ROW]
[ROW][C]18[/C][C]0.126197[/C][C]1.4554[/C][C]0.07396[/C][/ROW]
[ROW][C]19[/C][C]-0.034403[/C][C]-0.3968[/C][C]0.346094[/C][/ROW]
[ROW][C]20[/C][C]-0.008092[/C][C]-0.0933[/C][C]0.462895[/C][/ROW]
[ROW][C]21[/C][C]0.01878[/C][C]0.2166[/C][C]0.414432[/C][/ROW]
[ROW][C]22[/C][C]-0.159416[/C][C]-1.8385[/C][C]0.034112[/C][/ROW]
[ROW][C]23[/C][C]0.076239[/C][C]0.8792[/C][C]0.190431[/C][/ROW]
[ROW][C]24[/C][C]-0.020385[/C][C]-0.2351[/C][C]0.407251[/C][/ROW]
[ROW][C]25[/C][C]0.067849[/C][C]0.7825[/C][C]0.217663[/C][/ROW]
[ROW][C]26[/C][C]0.083291[/C][C]0.9606[/C][C]0.16926[/C][/ROW]
[ROW][C]27[/C][C]-0.032332[/C][C]-0.3729[/C][C]0.354919[/C][/ROW]
[ROW][C]28[/C][C]-0.064367[/C][C]-0.7423[/C][C]0.229603[/C][/ROW]
[ROW][C]29[/C][C]0.059433[/C][C]0.6854[/C][C]0.247138[/C][/ROW]
[ROW][C]30[/C][C]-0.060344[/C][C]-0.6959[/C][C]0.243845[/C][/ROW]
[ROW][C]31[/C][C]-0.060487[/C][C]-0.6976[/C][C]0.24333[/C][/ROW]
[ROW][C]32[/C][C]-0.008982[/C][C]-0.1036[/C][C]0.458828[/C][/ROW]
[ROW][C]33[/C][C]0.037179[/C][C]0.4288[/C][C]0.334392[/C][/ROW]
[ROW][C]34[/C][C]-0.045189[/C][C]-0.5211[/C][C]0.301566[/C][/ROW]
[ROW][C]35[/C][C]0.177846[/C][C]2.051[/C][C]0.021114[/C][/ROW]
[ROW][C]36[/C][C]-0.134741[/C][C]-1.5539[/C][C]0.061291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151039&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151039&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	0.525523	6.0606	0
2	0.315855	3.6426	0.000193
3	0.035383	0.4081	0.341946
4	-0.109522	-1.2631	0.104388
5	0.054071	0.6236	0.266986
6	0.039054	0.4504	0.32658
7	-0.206313	-2.3793	0.009383
8	0.01302	0.1502	0.440436
9	-0.046082	-0.5314	0.297998
10	-0.384032	-4.4289	1e-05
11	-0.209539	-2.4165	0.008513
12	-0.128143	-1.4778	0.070911
13	0.013204	0.1523	0.4396
14	0.155949	1.7985	0.037183
15	0.302797	3.492	0.000326
16	-0.075636	-0.8723	0.192315
17	-0.014828	-0.171	0.432241
18	0.126197	1.4554	0.07396
19	-0.034403	-0.3968	0.346094
20	-0.008092	-0.0933	0.462895
21	0.01878	0.2166	0.414432
22	-0.159416	-1.8385	0.034112
23	0.076239	0.8792	0.190431
24	-0.020385	-0.2351	0.407251
25	0.067849	0.7825	0.217663
26	0.083291	0.9606	0.16926
27	-0.032332	-0.3729	0.354919
28	-0.064367	-0.7423	0.229603
29	0.059433	0.6854	0.247138
30	-0.060344	-0.6959	0.243845
31	-0.060487	-0.6976	0.24333
32	-0.008982	-0.1036	0.458828
33	0.037179	0.4288	0.334392
34	-0.045189	-0.5211	0.301566
35	0.177846	2.051	0.021114
36	-0.134741	-1.5539	0.061291

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 = 0.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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