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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 05 Dec 2011 11:27:57 -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/t1323102590rnzevqnc4w0fxxl.htm/, Retrieved Fri, 03 May 2024 11:53:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151044, Retrieved Fri, 03 May 2024 11:53:54 +0000

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Estimated Impact

103

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 16:27:57] [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=151044&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=151044&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151044&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	-0.476931	-5.4795	0
2	0.128544	1.4769	0.071048
3	-0.01181	-0.1357	0.446138
4	-0.131644	-1.5125	0.066402
5	0.037978	0.4363	0.331654
6	0.113788	1.3073	0.096688
7	-0.200822	-2.3073	0.011298
8	0.142024	1.6317	0.05256
9	0.145301	1.6694	0.048706
10	-0.207037	-2.3787	0.009404
11	0.083504	0.9594	0.169559
12	-0.17992	-2.0671	0.020338
13	-0.085602	-0.9835	0.163581
14	0.035582	0.4088	0.341674
15	0.17058	1.9598	0.026062
16	-0.186943	-2.1478	0.016777
17	0.134152	1.5413	0.06282
18	-0.013986	-0.1607	0.436292
19	-0.105488	-1.212	0.113846
20	0.099751	1.1461	0.126924
21	-0.031296	-0.3596	0.359873
22	-0.174974	-2.0103	0.023218
23	0.313015	3.5963	0.000227
24	-0.117306	-1.3477	0.090025
25	0.04258	0.4892	0.312755
26	0.141438	1.625	0.053273
27	-0.180275	-2.0712	0.020144
28	0.004676	0.0537	0.478617
29	0.157362	1.8079	0.036446
30	-0.173387	-1.9921	0.024213
31	0.072104	0.8284	0.204466
32	0.051888	0.5962	0.276048
33	-0.097895	-1.1247	0.131374
34	0.050049	0.575	0.283127
35	0.111554	1.2817	0.101105
36	-0.304191	-3.4949	0.000323

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.476931 & -5.4795 & 0 \tabularnewline
2 & 0.128544 & 1.4769 & 0.071048 \tabularnewline
3 & -0.01181 & -0.1357 & 0.446138 \tabularnewline
4 & -0.131644 & -1.5125 & 0.066402 \tabularnewline
5 & 0.037978 & 0.4363 & 0.331654 \tabularnewline
6 & 0.113788 & 1.3073 & 0.096688 \tabularnewline
7 & -0.200822 & -2.3073 & 0.011298 \tabularnewline
8 & 0.142024 & 1.6317 & 0.05256 \tabularnewline
9 & 0.145301 & 1.6694 & 0.048706 \tabularnewline
10 & -0.207037 & -2.3787 & 0.009404 \tabularnewline
11 & 0.083504 & 0.9594 & 0.169559 \tabularnewline
12 & -0.17992 & -2.0671 & 0.020338 \tabularnewline
13 & -0.085602 & -0.9835 & 0.163581 \tabularnewline
14 & 0.035582 & 0.4088 & 0.341674 \tabularnewline
15 & 0.17058 & 1.9598 & 0.026062 \tabularnewline
16 & -0.186943 & -2.1478 & 0.016777 \tabularnewline
17 & 0.134152 & 1.5413 & 0.06282 \tabularnewline
18 & -0.013986 & -0.1607 & 0.436292 \tabularnewline
19 & -0.105488 & -1.212 & 0.113846 \tabularnewline
20 & 0.099751 & 1.1461 & 0.126924 \tabularnewline
21 & -0.031296 & -0.3596 & 0.359873 \tabularnewline
22 & -0.174974 & -2.0103 & 0.023218 \tabularnewline
23 & 0.313015 & 3.5963 & 0.000227 \tabularnewline
24 & -0.117306 & -1.3477 & 0.090025 \tabularnewline
25 & 0.04258 & 0.4892 & 0.312755 \tabularnewline
26 & 0.141438 & 1.625 & 0.053273 \tabularnewline
27 & -0.180275 & -2.0712 & 0.020144 \tabularnewline
28 & 0.004676 & 0.0537 & 0.478617 \tabularnewline
29 & 0.157362 & 1.8079 & 0.036446 \tabularnewline
30 & -0.173387 & -1.9921 & 0.024213 \tabularnewline
31 & 0.072104 & 0.8284 & 0.204466 \tabularnewline
32 & 0.051888 & 0.5962 & 0.276048 \tabularnewline
33 & -0.097895 & -1.1247 & 0.131374 \tabularnewline
34 & 0.050049 & 0.575 & 0.283127 \tabularnewline
35 & 0.111554 & 1.2817 & 0.101105 \tabularnewline
36 & -0.304191 & -3.4949 & 0.000323 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151044&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]-0.476931[/C][C]-5.4795[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.128544[/C][C]1.4769[/C][C]0.071048[/C][/ROW]
[ROW][C]3[/C][C]-0.01181[/C][C]-0.1357[/C][C]0.446138[/C][/ROW]
[ROW][C]4[/C][C]-0.131644[/C][C]-1.5125[/C][C]0.066402[/C][/ROW]
[ROW][C]5[/C][C]0.037978[/C][C]0.4363[/C][C]0.331654[/C][/ROW]
[ROW][C]6[/C][C]0.113788[/C][C]1.3073[/C][C]0.096688[/C][/ROW]
[ROW][C]7[/C][C]-0.200822[/C][C]-2.3073[/C][C]0.011298[/C][/ROW]
[ROW][C]8[/C][C]0.142024[/C][C]1.6317[/C][C]0.05256[/C][/ROW]
[ROW][C]9[/C][C]0.145301[/C][C]1.6694[/C][C]0.048706[/C][/ROW]
[ROW][C]10[/C][C]-0.207037[/C][C]-2.3787[/C][C]0.009404[/C][/ROW]
[ROW][C]11[/C][C]0.083504[/C][C]0.9594[/C][C]0.169559[/C][/ROW]
[ROW][C]12[/C][C]-0.17992[/C][C]-2.0671[/C][C]0.020338[/C][/ROW]
[ROW][C]13[/C][C]-0.085602[/C][C]-0.9835[/C][C]0.163581[/C][/ROW]
[ROW][C]14[/C][C]0.035582[/C][C]0.4088[/C][C]0.341674[/C][/ROW]
[ROW][C]15[/C][C]0.17058[/C][C]1.9598[/C][C]0.026062[/C][/ROW]
[ROW][C]16[/C][C]-0.186943[/C][C]-2.1478[/C][C]0.016777[/C][/ROW]
[ROW][C]17[/C][C]0.134152[/C][C]1.5413[/C][C]0.06282[/C][/ROW]
[ROW][C]18[/C][C]-0.013986[/C][C]-0.1607[/C][C]0.436292[/C][/ROW]
[ROW][C]19[/C][C]-0.105488[/C][C]-1.212[/C][C]0.113846[/C][/ROW]
[ROW][C]20[/C][C]0.099751[/C][C]1.1461[/C][C]0.126924[/C][/ROW]
[ROW][C]21[/C][C]-0.031296[/C][C]-0.3596[/C][C]0.359873[/C][/ROW]
[ROW][C]22[/C][C]-0.174974[/C][C]-2.0103[/C][C]0.023218[/C][/ROW]
[ROW][C]23[/C][C]0.313015[/C][C]3.5963[/C][C]0.000227[/C][/ROW]
[ROW][C]24[/C][C]-0.117306[/C][C]-1.3477[/C][C]0.090025[/C][/ROW]
[ROW][C]25[/C][C]0.04258[/C][C]0.4892[/C][C]0.312755[/C][/ROW]
[ROW][C]26[/C][C]0.141438[/C][C]1.625[/C][C]0.053273[/C][/ROW]
[ROW][C]27[/C][C]-0.180275[/C][C]-2.0712[/C][C]0.020144[/C][/ROW]
[ROW][C]28[/C][C]0.004676[/C][C]0.0537[/C][C]0.478617[/C][/ROW]
[ROW][C]29[/C][C]0.157362[/C][C]1.8079[/C][C]0.036446[/C][/ROW]
[ROW][C]30[/C][C]-0.173387[/C][C]-1.9921[/C][C]0.024213[/C][/ROW]
[ROW][C]31[/C][C]0.072104[/C][C]0.8284[/C][C]0.204466[/C][/ROW]
[ROW][C]32[/C][C]0.051888[/C][C]0.5962[/C][C]0.276048[/C][/ROW]
[ROW][C]33[/C][C]-0.097895[/C][C]-1.1247[/C][C]0.131374[/C][/ROW]
[ROW][C]34[/C][C]0.050049[/C][C]0.575[/C][C]0.283127[/C][/ROW]
[ROW][C]35[/C][C]0.111554[/C][C]1.2817[/C][C]0.101105[/C][/ROW]
[ROW][C]36[/C][C]-0.304191[/C][C]-3.4949[/C][C]0.000323[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151044&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151044&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	-0.476931	-5.4795	0
2	0.128544	1.4769	0.071048
3	-0.01181	-0.1357	0.446138
4	-0.131644	-1.5125	0.066402
5	0.037978	0.4363	0.331654
6	0.113788	1.3073	0.096688
7	-0.200822	-2.3073	0.011298
8	0.142024	1.6317	0.05256
9	0.145301	1.6694	0.048706
10	-0.207037	-2.3787	0.009404
11	0.083504	0.9594	0.169559
12	-0.17992	-2.0671	0.020338
13	-0.085602	-0.9835	0.163581
14	0.035582	0.4088	0.341674
15	0.17058	1.9598	0.026062
16	-0.186943	-2.1478	0.016777
17	0.134152	1.5413	0.06282
18	-0.013986	-0.1607	0.436292
19	-0.105488	-1.212	0.113846
20	0.099751	1.1461	0.126924
21	-0.031296	-0.3596	0.359873
22	-0.174974	-2.0103	0.023218
23	0.313015	3.5963	0.000227
24	-0.117306	-1.3477	0.090025
25	0.04258	0.4892	0.312755
26	0.141438	1.625	0.053273
27	-0.180275	-2.0712	0.020144
28	0.004676	0.0537	0.478617
29	0.157362	1.8079	0.036446
30	-0.173387	-1.9921	0.024213
31	0.072104	0.8284	0.204466
32	0.051888	0.5962	0.276048
33	-0.097895	-1.1247	0.131374
34	0.050049	0.575	0.283127
35	0.111554	1.2817	0.101105
36	-0.304191	-3.4949	0.000323

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.476931	-5.4795	0
2	-0.128045	-1.4711	0.071819
3	-0.004898	-0.0563	0.477602
4	-0.162588	-1.868	0.03199
5	-0.135833	-1.5606	0.060506
6	0.10695	1.2288	0.110674
7	-0.12318	-1.4152	0.079678
8	-0.054765	-0.6292	0.265152
9	0.280545	3.2232	0.000799
10	0.015867	0.1823	0.427815
11	-0.117674	-1.352	0.089349
12	-0.222898	-2.5609	0.005782
13	-0.274183	-3.1501	0.00101
14	-0.346164	-3.9771	5.7e-05
15	0.042364	0.4867	0.313631
16	-0.033229	-0.3818	0.351624
17	-0.169956	-1.9526	0.026489
18	0.004287	0.0493	0.480395
19	-0.025952	-0.2982	0.383024
20	-0.058071	-0.6672	0.25291
21	0.137404	1.5786	0.058405
22	-0.107732	-1.2377	0.109004
23	-0.032687	-0.3755	0.35393
24	-0.090812	-1.0433	0.149347
25	-0.077237	-0.8874	0.188243
26	0.036812	0.4229	0.336515
27	0.053843	0.6186	0.268619
28	-0.06158	-0.7075	0.240252
29	0.053526	0.615	0.269816
30	0.041554	0.4774	0.316928
31	-0.014958	-0.1719	0.431908
32	-0.034513	-0.3965	0.346178
33	0.02803	0.322	0.373968
34	-0.160956	-1.8492	0.03333
35	0.115865	1.3312	0.092711
36	-0.088341	-1.015	0.155991

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.476931 & -5.4795 & 0 \tabularnewline
2 & -0.128045 & -1.4711 & 0.071819 \tabularnewline
3 & -0.004898 & -0.0563 & 0.477602 \tabularnewline
4 & -0.162588 & -1.868 & 0.03199 \tabularnewline
5 & -0.135833 & -1.5606 & 0.060506 \tabularnewline
6 & 0.10695 & 1.2288 & 0.110674 \tabularnewline
7 & -0.12318 & -1.4152 & 0.079678 \tabularnewline
8 & -0.054765 & -0.6292 & 0.265152 \tabularnewline
9 & 0.280545 & 3.2232 & 0.000799 \tabularnewline
10 & 0.015867 & 0.1823 & 0.427815 \tabularnewline
11 & -0.117674 & -1.352 & 0.089349 \tabularnewline
12 & -0.222898 & -2.5609 & 0.005782 \tabularnewline
13 & -0.274183 & -3.1501 & 0.00101 \tabularnewline
14 & -0.346164 & -3.9771 & 5.7e-05 \tabularnewline
15 & 0.042364 & 0.4867 & 0.313631 \tabularnewline
16 & -0.033229 & -0.3818 & 0.351624 \tabularnewline
17 & -0.169956 & -1.9526 & 0.026489 \tabularnewline
18 & 0.004287 & 0.0493 & 0.480395 \tabularnewline
19 & -0.025952 & -0.2982 & 0.383024 \tabularnewline
20 & -0.058071 & -0.6672 & 0.25291 \tabularnewline
21 & 0.137404 & 1.5786 & 0.058405 \tabularnewline
22 & -0.107732 & -1.2377 & 0.109004 \tabularnewline
23 & -0.032687 & -0.3755 & 0.35393 \tabularnewline
24 & -0.090812 & -1.0433 & 0.149347 \tabularnewline
25 & -0.077237 & -0.8874 & 0.188243 \tabularnewline
26 & 0.036812 & 0.4229 & 0.336515 \tabularnewline
27 & 0.053843 & 0.6186 & 0.268619 \tabularnewline
28 & -0.06158 & -0.7075 & 0.240252 \tabularnewline
29 & 0.053526 & 0.615 & 0.269816 \tabularnewline
30 & 0.041554 & 0.4774 & 0.316928 \tabularnewline
31 & -0.014958 & -0.1719 & 0.431908 \tabularnewline
32 & -0.034513 & -0.3965 & 0.346178 \tabularnewline
33 & 0.02803 & 0.322 & 0.373968 \tabularnewline
34 & -0.160956 & -1.8492 & 0.03333 \tabularnewline
35 & 0.115865 & 1.3312 & 0.092711 \tabularnewline
36 & -0.088341 & -1.015 & 0.155991 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151044&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]-0.476931[/C][C]-5.4795[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.128045[/C][C]-1.4711[/C][C]0.071819[/C][/ROW]
[ROW][C]3[/C][C]-0.004898[/C][C]-0.0563[/C][C]0.477602[/C][/ROW]
[ROW][C]4[/C][C]-0.162588[/C][C]-1.868[/C][C]0.03199[/C][/ROW]
[ROW][C]5[/C][C]-0.135833[/C][C]-1.5606[/C][C]0.060506[/C][/ROW]
[ROW][C]6[/C][C]0.10695[/C][C]1.2288[/C][C]0.110674[/C][/ROW]
[ROW][C]7[/C][C]-0.12318[/C][C]-1.4152[/C][C]0.079678[/C][/ROW]
[ROW][C]8[/C][C]-0.054765[/C][C]-0.6292[/C][C]0.265152[/C][/ROW]
[ROW][C]9[/C][C]0.280545[/C][C]3.2232[/C][C]0.000799[/C][/ROW]
[ROW][C]10[/C][C]0.015867[/C][C]0.1823[/C][C]0.427815[/C][/ROW]
[ROW][C]11[/C][C]-0.117674[/C][C]-1.352[/C][C]0.089349[/C][/ROW]
[ROW][C]12[/C][C]-0.222898[/C][C]-2.5609[/C][C]0.005782[/C][/ROW]
[ROW][C]13[/C][C]-0.274183[/C][C]-3.1501[/C][C]0.00101[/C][/ROW]
[ROW][C]14[/C][C]-0.346164[/C][C]-3.9771[/C][C]5.7e-05[/C][/ROW]
[ROW][C]15[/C][C]0.042364[/C][C]0.4867[/C][C]0.313631[/C][/ROW]
[ROW][C]16[/C][C]-0.033229[/C][C]-0.3818[/C][C]0.351624[/C][/ROW]
[ROW][C]17[/C][C]-0.169956[/C][C]-1.9526[/C][C]0.026489[/C][/ROW]
[ROW][C]18[/C][C]0.004287[/C][C]0.0493[/C][C]0.480395[/C][/ROW]
[ROW][C]19[/C][C]-0.025952[/C][C]-0.2982[/C][C]0.383024[/C][/ROW]
[ROW][C]20[/C][C]-0.058071[/C][C]-0.6672[/C][C]0.25291[/C][/ROW]
[ROW][C]21[/C][C]0.137404[/C][C]1.5786[/C][C]0.058405[/C][/ROW]
[ROW][C]22[/C][C]-0.107732[/C][C]-1.2377[/C][C]0.109004[/C][/ROW]
[ROW][C]23[/C][C]-0.032687[/C][C]-0.3755[/C][C]0.35393[/C][/ROW]
[ROW][C]24[/C][C]-0.090812[/C][C]-1.0433[/C][C]0.149347[/C][/ROW]
[ROW][C]25[/C][C]-0.077237[/C][C]-0.8874[/C][C]0.188243[/C][/ROW]
[ROW][C]26[/C][C]0.036812[/C][C]0.4229[/C][C]0.336515[/C][/ROW]
[ROW][C]27[/C][C]0.053843[/C][C]0.6186[/C][C]0.268619[/C][/ROW]
[ROW][C]28[/C][C]-0.06158[/C][C]-0.7075[/C][C]0.240252[/C][/ROW]
[ROW][C]29[/C][C]0.053526[/C][C]0.615[/C][C]0.269816[/C][/ROW]
[ROW][C]30[/C][C]0.041554[/C][C]0.4774[/C][C]0.316928[/C][/ROW]
[ROW][C]31[/C][C]-0.014958[/C][C]-0.1719[/C][C]0.431908[/C][/ROW]
[ROW][C]32[/C][C]-0.034513[/C][C]-0.3965[/C][C]0.346178[/C][/ROW]
[ROW][C]33[/C][C]0.02803[/C][C]0.322[/C][C]0.373968[/C][/ROW]
[ROW][C]34[/C][C]-0.160956[/C][C]-1.8492[/C][C]0.03333[/C][/ROW]
[ROW][C]35[/C][C]0.115865[/C][C]1.3312[/C][C]0.092711[/C][/ROW]
[ROW][C]36[/C][C]-0.088341[/C][C]-1.015[/C][C]0.155991[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151044&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151044&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	-0.476931	-5.4795	0
2	-0.128045	-1.4711	0.071819
3	-0.004898	-0.0563	0.477602
4	-0.162588	-1.868	0.03199
5	-0.135833	-1.5606	0.060506
6	0.10695	1.2288	0.110674
7	-0.12318	-1.4152	0.079678
8	-0.054765	-0.6292	0.265152
9	0.280545	3.2232	0.000799
10	0.015867	0.1823	0.427815
11	-0.117674	-1.352	0.089349
12	-0.222898	-2.5609	0.005782
13	-0.274183	-3.1501	0.00101
14	-0.346164	-3.9771	5.7e-05
15	0.042364	0.4867	0.313631
16	-0.033229	-0.3818	0.351624
17	-0.169956	-1.9526	0.026489
18	0.004287	0.0493	0.480395
19	-0.025952	-0.2982	0.383024
20	-0.058071	-0.6672	0.25291
21	0.137404	1.5786	0.058405
22	-0.107732	-1.2377	0.109004
23	-0.032687	-0.3755	0.35393
24	-0.090812	-1.0433	0.149347
25	-0.077237	-0.8874	0.188243
26	0.036812	0.4229	0.336515
27	0.053843	0.6186	0.268619
28	-0.06158	-0.7075	0.240252
29	0.053526	0.615	0.269816
30	0.041554	0.4774	0.316928
31	-0.014958	-0.1719	0.431908
32	-0.034513	-0.3965	0.346178
33	0.02803	0.322	0.373968
34	-0.160956	-1.8492	0.03333
35	0.115865	1.3312	0.092711
36	-0.088341	-1.015	0.155991

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 = 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