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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 06 Dec 2011 10:48:17 -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/06/t1323186531yecuh5qtinitncd.htm/, Retrieved Mon, 29 Apr 2024 00:51:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151694, Retrieved Mon, 29 Apr 2024 00:51:17 +0000

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-       [(Partial) Autocorrelation Function] [WS 9 - ACF] [2011-12-06 15:48:17] [e598b5cd83fcb010b35e92a01f5e81e9] [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	'AstonUniversity' @ aston.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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151694&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151694&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	'AstonUniversity' @ aston.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.23355	-2.1277	0.018163
2	-0.296564	-2.7018	0.00418
3	0.100104	0.912	0.182208
4	-0.128196	-1.1679	0.123092
5	0.045794	0.4172	0.338804
6	0.051261	0.467	0.320857
7	-0.018579	-0.1693	0.433
8	-0.125685	-1.145	0.127741
9	0.113955	1.0382	0.1511
10	0.307459	2.8011	0.003168
11	-0.136135	-1.2402	0.109189
12	-0.364284	-3.3188	0.000672
13	0.081667	0.744	0.229482
14	0.074219	0.6762	0.250407
15	0.022938	0.209	0.417492
16	0.029921	0.2726	0.39292
17	0.010716	0.0976	0.461233
18	-0.024991	-0.2277	0.41023
19	-0.058736	-0.5351	0.297003
20	0.162969	1.4847	0.070704
21	-0.126911	-1.1562	0.125455
22	-0.163924	-1.4934	0.06956
23	0.188027	1.713	0.045222
24	-0.019249	-0.1754	0.43061
25	-0.014783	-0.1347	0.446596
26	-0.010964	-0.0999	0.460337
27	0.057172	0.5209	0.301926
28	-0.00148	-0.0135	0.494639
29	-0.074885	-0.6822	0.248495
30	0.130187	1.1861	0.119492
31	-0.080816	-0.7363	0.231821
32	-0.053116	-0.4839	0.314861
33	0.116599	1.0623	0.145598
34	-0.054532	-0.4968	0.310318
35	-0.009454	-0.0861	0.465785
36	0.028938	0.2636	0.396356

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.23355 & -2.1277 & 0.018163 \tabularnewline
2 & -0.296564 & -2.7018 & 0.00418 \tabularnewline
3 & 0.100104 & 0.912 & 0.182208 \tabularnewline
4 & -0.128196 & -1.1679 & 0.123092 \tabularnewline
5 & 0.045794 & 0.4172 & 0.338804 \tabularnewline
6 & 0.051261 & 0.467 & 0.320857 \tabularnewline
7 & -0.018579 & -0.1693 & 0.433 \tabularnewline
8 & -0.125685 & -1.145 & 0.127741 \tabularnewline
9 & 0.113955 & 1.0382 & 0.1511 \tabularnewline
10 & 0.307459 & 2.8011 & 0.003168 \tabularnewline
11 & -0.136135 & -1.2402 & 0.109189 \tabularnewline
12 & -0.364284 & -3.3188 & 0.000672 \tabularnewline
13 & 0.081667 & 0.744 & 0.229482 \tabularnewline
14 & 0.074219 & 0.6762 & 0.250407 \tabularnewline
15 & 0.022938 & 0.209 & 0.417492 \tabularnewline
16 & 0.029921 & 0.2726 & 0.39292 \tabularnewline
17 & 0.010716 & 0.0976 & 0.461233 \tabularnewline
18 & -0.024991 & -0.2277 & 0.41023 \tabularnewline
19 & -0.058736 & -0.5351 & 0.297003 \tabularnewline
20 & 0.162969 & 1.4847 & 0.070704 \tabularnewline
21 & -0.126911 & -1.1562 & 0.125455 \tabularnewline
22 & -0.163924 & -1.4934 & 0.06956 \tabularnewline
23 & 0.188027 & 1.713 & 0.045222 \tabularnewline
24 & -0.019249 & -0.1754 & 0.43061 \tabularnewline
25 & -0.014783 & -0.1347 & 0.446596 \tabularnewline
26 & -0.010964 & -0.0999 & 0.460337 \tabularnewline
27 & 0.057172 & 0.5209 & 0.301926 \tabularnewline
28 & -0.00148 & -0.0135 & 0.494639 \tabularnewline
29 & -0.074885 & -0.6822 & 0.248495 \tabularnewline
30 & 0.130187 & 1.1861 & 0.119492 \tabularnewline
31 & -0.080816 & -0.7363 & 0.231821 \tabularnewline
32 & -0.053116 & -0.4839 & 0.314861 \tabularnewline
33 & 0.116599 & 1.0623 & 0.145598 \tabularnewline
34 & -0.054532 & -0.4968 & 0.310318 \tabularnewline
35 & -0.009454 & -0.0861 & 0.465785 \tabularnewline
36 & 0.028938 & 0.2636 & 0.396356 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151694&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]-0.23355[/C][C]-2.1277[/C][C]0.018163[/C][/ROW]
[ROW][C]2[/C][C]-0.296564[/C][C]-2.7018[/C][C]0.00418[/C][/ROW]
[ROW][C]3[/C][C]0.100104[/C][C]0.912[/C][C]0.182208[/C][/ROW]
[ROW][C]4[/C][C]-0.128196[/C][C]-1.1679[/C][C]0.123092[/C][/ROW]
[ROW][C]5[/C][C]0.045794[/C][C]0.4172[/C][C]0.338804[/C][/ROW]
[ROW][C]6[/C][C]0.051261[/C][C]0.467[/C][C]0.320857[/C][/ROW]
[ROW][C]7[/C][C]-0.018579[/C][C]-0.1693[/C][C]0.433[/C][/ROW]
[ROW][C]8[/C][C]-0.125685[/C][C]-1.145[/C][C]0.127741[/C][/ROW]
[ROW][C]9[/C][C]0.113955[/C][C]1.0382[/C][C]0.1511[/C][/ROW]
[ROW][C]10[/C][C]0.307459[/C][C]2.8011[/C][C]0.003168[/C][/ROW]
[ROW][C]11[/C][C]-0.136135[/C][C]-1.2402[/C][C]0.109189[/C][/ROW]
[ROW][C]12[/C][C]-0.364284[/C][C]-3.3188[/C][C]0.000672[/C][/ROW]
[ROW][C]13[/C][C]0.081667[/C][C]0.744[/C][C]0.229482[/C][/ROW]
[ROW][C]14[/C][C]0.074219[/C][C]0.6762[/C][C]0.250407[/C][/ROW]
[ROW][C]15[/C][C]0.022938[/C][C]0.209[/C][C]0.417492[/C][/ROW]
[ROW][C]16[/C][C]0.029921[/C][C]0.2726[/C][C]0.39292[/C][/ROW]
[ROW][C]17[/C][C]0.010716[/C][C]0.0976[/C][C]0.461233[/C][/ROW]
[ROW][C]18[/C][C]-0.024991[/C][C]-0.2277[/C][C]0.41023[/C][/ROW]
[ROW][C]19[/C][C]-0.058736[/C][C]-0.5351[/C][C]0.297003[/C][/ROW]
[ROW][C]20[/C][C]0.162969[/C][C]1.4847[/C][C]0.070704[/C][/ROW]
[ROW][C]21[/C][C]-0.126911[/C][C]-1.1562[/C][C]0.125455[/C][/ROW]
[ROW][C]22[/C][C]-0.163924[/C][C]-1.4934[/C][C]0.06956[/C][/ROW]
[ROW][C]23[/C][C]0.188027[/C][C]1.713[/C][C]0.045222[/C][/ROW]
[ROW][C]24[/C][C]-0.019249[/C][C]-0.1754[/C][C]0.43061[/C][/ROW]
[ROW][C]25[/C][C]-0.014783[/C][C]-0.1347[/C][C]0.446596[/C][/ROW]
[ROW][C]26[/C][C]-0.010964[/C][C]-0.0999[/C][C]0.460337[/C][/ROW]
[ROW][C]27[/C][C]0.057172[/C][C]0.5209[/C][C]0.301926[/C][/ROW]
[ROW][C]28[/C][C]-0.00148[/C][C]-0.0135[/C][C]0.494639[/C][/ROW]
[ROW][C]29[/C][C]-0.074885[/C][C]-0.6822[/C][C]0.248495[/C][/ROW]
[ROW][C]30[/C][C]0.130187[/C][C]1.1861[/C][C]0.119492[/C][/ROW]
[ROW][C]31[/C][C]-0.080816[/C][C]-0.7363[/C][C]0.231821[/C][/ROW]
[ROW][C]32[/C][C]-0.053116[/C][C]-0.4839[/C][C]0.314861[/C][/ROW]
[ROW][C]33[/C][C]0.116599[/C][C]1.0623[/C][C]0.145598[/C][/ROW]
[ROW][C]34[/C][C]-0.054532[/C][C]-0.4968[/C][C]0.310318[/C][/ROW]
[ROW][C]35[/C][C]-0.009454[/C][C]-0.0861[/C][C]0.465785[/C][/ROW]
[ROW][C]36[/C][C]0.028938[/C][C]0.2636[/C][C]0.396356[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151694&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	-0.23355	-2.1277	0.018163
2	-0.296564	-2.7018	0.00418
3	0.100104	0.912	0.182208
4	-0.128196	-1.1679	0.123092
5	0.045794	0.4172	0.338804
6	0.051261	0.467	0.320857
7	-0.018579	-0.1693	0.433
8	-0.125685	-1.145	0.127741
9	0.113955	1.0382	0.1511
10	0.307459	2.8011	0.003168
11	-0.136135	-1.2402	0.109189
12	-0.364284	-3.3188	0.000672
13	0.081667	0.744	0.229482
14	0.074219	0.6762	0.250407
15	0.022938	0.209	0.417492
16	0.029921	0.2726	0.39292
17	0.010716	0.0976	0.461233
18	-0.024991	-0.2277	0.41023
19	-0.058736	-0.5351	0.297003
20	0.162969	1.4847	0.070704
21	-0.126911	-1.1562	0.125455
22	-0.163924	-1.4934	0.06956
23	0.188027	1.713	0.045222
24	-0.019249	-0.1754	0.43061
25	-0.014783	-0.1347	0.446596
26	-0.010964	-0.0999	0.460337
27	0.057172	0.5209	0.301926
28	-0.00148	-0.0135	0.494639
29	-0.074885	-0.6822	0.248495
30	0.130187	1.1861	0.119492
31	-0.080816	-0.7363	0.231821
32	-0.053116	-0.4839	0.314861
33	0.116599	1.0623	0.145598
34	-0.054532	-0.4968	0.310318
35	-0.009454	-0.0861	0.465785
36	0.028938	0.2636	0.396356

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.23355	-2.1277	0.018163
2	-0.371366	-3.3833	0.000548
3	-0.100131	-0.9122	0.182142
4	-0.291789	-2.6583	0.00471
5	-0.108893	-0.9921	0.162025
6	-0.133729	-1.2183	0.113275
7	-0.065377	-0.5956	0.276526
8	-0.260737	-2.3754	0.009916
9	-0.046948	-0.4277	0.334983
10	0.298676	2.7211	0.003963
11	0.219594	2.0006	0.024352
12	-0.218599	-1.9915	0.024855
13	-0.138597	-1.2627	0.10512
14	-0.093357	-0.8505	0.19874
15	-0.034648	-0.3157	0.376526
16	-0.189522	-1.7266	0.043977
17	-0.028648	-0.261	0.397371
18	0.040231	0.3665	0.357453
19	-0.161746	-1.4736	0.072189
20	-0.101657	-0.9261	0.178528
21	-0.047772	-0.4352	0.332264
22	0.05331	0.4857	0.314237
23	0.079683	0.7259	0.234956
24	-0.174708	-1.5917	0.057631
25	-0.123541	-1.1255	0.131808
26	-0.208378	-1.8984	0.030559
27	-0.045926	-0.4184	0.338366
28	-0.055656	-0.5071	0.306731
29	-0.035062	-0.3194	0.375101
30	0.100119	0.9121	0.182171
31	-0.007337	-0.0668	0.473435
32	-0.000398	-0.0036	0.498557
33	0.008061	0.0734	0.470818
34	0.02481	0.226	0.410867
35	0.109495	0.9975	0.1607
36	-0.034363	-0.3131	0.37751

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.23355 & -2.1277 & 0.018163 \tabularnewline
2 & -0.371366 & -3.3833 & 0.000548 \tabularnewline
3 & -0.100131 & -0.9122 & 0.182142 \tabularnewline
4 & -0.291789 & -2.6583 & 0.00471 \tabularnewline
5 & -0.108893 & -0.9921 & 0.162025 \tabularnewline
6 & -0.133729 & -1.2183 & 0.113275 \tabularnewline
7 & -0.065377 & -0.5956 & 0.276526 \tabularnewline
8 & -0.260737 & -2.3754 & 0.009916 \tabularnewline
9 & -0.046948 & -0.4277 & 0.334983 \tabularnewline
10 & 0.298676 & 2.7211 & 0.003963 \tabularnewline
11 & 0.219594 & 2.0006 & 0.024352 \tabularnewline
12 & -0.218599 & -1.9915 & 0.024855 \tabularnewline
13 & -0.138597 & -1.2627 & 0.10512 \tabularnewline
14 & -0.093357 & -0.8505 & 0.19874 \tabularnewline
15 & -0.034648 & -0.3157 & 0.376526 \tabularnewline
16 & -0.189522 & -1.7266 & 0.043977 \tabularnewline
17 & -0.028648 & -0.261 & 0.397371 \tabularnewline
18 & 0.040231 & 0.3665 & 0.357453 \tabularnewline
19 & -0.161746 & -1.4736 & 0.072189 \tabularnewline
20 & -0.101657 & -0.9261 & 0.178528 \tabularnewline
21 & -0.047772 & -0.4352 & 0.332264 \tabularnewline
22 & 0.05331 & 0.4857 & 0.314237 \tabularnewline
23 & 0.079683 & 0.7259 & 0.234956 \tabularnewline
24 & -0.174708 & -1.5917 & 0.057631 \tabularnewline
25 & -0.123541 & -1.1255 & 0.131808 \tabularnewline
26 & -0.208378 & -1.8984 & 0.030559 \tabularnewline
27 & -0.045926 & -0.4184 & 0.338366 \tabularnewline
28 & -0.055656 & -0.5071 & 0.306731 \tabularnewline
29 & -0.035062 & -0.3194 & 0.375101 \tabularnewline
30 & 0.100119 & 0.9121 & 0.182171 \tabularnewline
31 & -0.007337 & -0.0668 & 0.473435 \tabularnewline
32 & -0.000398 & -0.0036 & 0.498557 \tabularnewline
33 & 0.008061 & 0.0734 & 0.470818 \tabularnewline
34 & 0.02481 & 0.226 & 0.410867 \tabularnewline
35 & 0.109495 & 0.9975 & 0.1607 \tabularnewline
36 & -0.034363 & -0.3131 & 0.37751 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151694&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]-0.23355[/C][C]-2.1277[/C][C]0.018163[/C][/ROW]
[ROW][C]2[/C][C]-0.371366[/C][C]-3.3833[/C][C]0.000548[/C][/ROW]
[ROW][C]3[/C][C]-0.100131[/C][C]-0.9122[/C][C]0.182142[/C][/ROW]
[ROW][C]4[/C][C]-0.291789[/C][C]-2.6583[/C][C]0.00471[/C][/ROW]
[ROW][C]5[/C][C]-0.108893[/C][C]-0.9921[/C][C]0.162025[/C][/ROW]
[ROW][C]6[/C][C]-0.133729[/C][C]-1.2183[/C][C]0.113275[/C][/ROW]
[ROW][C]7[/C][C]-0.065377[/C][C]-0.5956[/C][C]0.276526[/C][/ROW]
[ROW][C]8[/C][C]-0.260737[/C][C]-2.3754[/C][C]0.009916[/C][/ROW]
[ROW][C]9[/C][C]-0.046948[/C][C]-0.4277[/C][C]0.334983[/C][/ROW]
[ROW][C]10[/C][C]0.298676[/C][C]2.7211[/C][C]0.003963[/C][/ROW]
[ROW][C]11[/C][C]0.219594[/C][C]2.0006[/C][C]0.024352[/C][/ROW]
[ROW][C]12[/C][C]-0.218599[/C][C]-1.9915[/C][C]0.024855[/C][/ROW]
[ROW][C]13[/C][C]-0.138597[/C][C]-1.2627[/C][C]0.10512[/C][/ROW]
[ROW][C]14[/C][C]-0.093357[/C][C]-0.8505[/C][C]0.19874[/C][/ROW]
[ROW][C]15[/C][C]-0.034648[/C][C]-0.3157[/C][C]0.376526[/C][/ROW]
[ROW][C]16[/C][C]-0.189522[/C][C]-1.7266[/C][C]0.043977[/C][/ROW]
[ROW][C]17[/C][C]-0.028648[/C][C]-0.261[/C][C]0.397371[/C][/ROW]
[ROW][C]18[/C][C]0.040231[/C][C]0.3665[/C][C]0.357453[/C][/ROW]
[ROW][C]19[/C][C]-0.161746[/C][C]-1.4736[/C][C]0.072189[/C][/ROW]
[ROW][C]20[/C][C]-0.101657[/C][C]-0.9261[/C][C]0.178528[/C][/ROW]
[ROW][C]21[/C][C]-0.047772[/C][C]-0.4352[/C][C]0.332264[/C][/ROW]
[ROW][C]22[/C][C]0.05331[/C][C]0.4857[/C][C]0.314237[/C][/ROW]
[ROW][C]23[/C][C]0.079683[/C][C]0.7259[/C][C]0.234956[/C][/ROW]
[ROW][C]24[/C][C]-0.174708[/C][C]-1.5917[/C][C]0.057631[/C][/ROW]
[ROW][C]25[/C][C]-0.123541[/C][C]-1.1255[/C][C]0.131808[/C][/ROW]
[ROW][C]26[/C][C]-0.208378[/C][C]-1.8984[/C][C]0.030559[/C][/ROW]
[ROW][C]27[/C][C]-0.045926[/C][C]-0.4184[/C][C]0.338366[/C][/ROW]
[ROW][C]28[/C][C]-0.055656[/C][C]-0.5071[/C][C]0.306731[/C][/ROW]
[ROW][C]29[/C][C]-0.035062[/C][C]-0.3194[/C][C]0.375101[/C][/ROW]
[ROW][C]30[/C][C]0.100119[/C][C]0.9121[/C][C]0.182171[/C][/ROW]
[ROW][C]31[/C][C]-0.007337[/C][C]-0.0668[/C][C]0.473435[/C][/ROW]
[ROW][C]32[/C][C]-0.000398[/C][C]-0.0036[/C][C]0.498557[/C][/ROW]
[ROW][C]33[/C][C]0.008061[/C][C]0.0734[/C][C]0.470818[/C][/ROW]
[ROW][C]34[/C][C]0.02481[/C][C]0.226[/C][C]0.410867[/C][/ROW]
[ROW][C]35[/C][C]0.109495[/C][C]0.9975[/C][C]0.1607[/C][/ROW]
[ROW][C]36[/C][C]-0.034363[/C][C]-0.3131[/C][C]0.37751[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151694&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151694&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	-0.23355	-2.1277	0.018163
2	-0.371366	-3.3833	0.000548
3	-0.100131	-0.9122	0.182142
4	-0.291789	-2.6583	0.00471
5	-0.108893	-0.9921	0.162025
6	-0.133729	-1.2183	0.113275
7	-0.065377	-0.5956	0.276526
8	-0.260737	-2.3754	0.009916
9	-0.046948	-0.4277	0.334983
10	0.298676	2.7211	0.003963
11	0.219594	2.0006	0.024352
12	-0.218599	-1.9915	0.024855
13	-0.138597	-1.2627	0.10512
14	-0.093357	-0.8505	0.19874
15	-0.034648	-0.3157	0.376526
16	-0.189522	-1.7266	0.043977
17	-0.028648	-0.261	0.397371
18	0.040231	0.3665	0.357453
19	-0.161746	-1.4736	0.072189
20	-0.101657	-0.9261	0.178528
21	-0.047772	-0.4352	0.332264
22	0.05331	0.4857	0.314237
23	0.079683	0.7259	0.234956
24	-0.174708	-1.5917	0.057631
25	-0.123541	-1.1255	0.131808
26	-0.208378	-1.8984	0.030559
27	-0.045926	-0.4184	0.338366
28	-0.055656	-0.5071	0.306731
29	-0.035062	-0.3194	0.375101
30	0.100119	0.9121	0.182171
31	-0.007337	-0.0668	0.473435
32	-0.000398	-0.0036	0.498557
33	0.008061	0.0734	0.470818
34	0.02481	0.226	0.410867
35	0.109495	0.9975	0.1607
36	-0.034363	-0.3131	0.37751

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