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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 10 Dec 2011 07:46:37 -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/10/t1323521224gg9obow0r5g8phc.htm/, Retrieved Sun, 05 May 2024 00:42:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153500, Retrieved Sun, 05 May 2024 00:42:40 +0000

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Estimated Impact

127

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] [ws8] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:25:07] [814f53995537cd15c528d8efbf1cf544]
- R  D              [(Partial) Autocorrelation Function] [] [2011-12-10 12:46:37] [d41d8cd98f00b204e9800998ecf8427e] [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	'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153500&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153500&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153500&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.445679	4.3667	1.6e-05
2	0.238635	2.3381	0.010728
3	-0.010388	-0.1018	0.459571
4	-0.268135	-2.6272	0.005012
5	-0.352368	-3.4525	0.000414
6	-0.405123	-3.9694	7e-05
7	-0.32367	-3.1713	0.001019
8	-0.295987	-2.9001	0.002312
9	-0.014715	-0.1442	0.442833
10	0.160972	1.5772	0.05902
11	0.322334	3.1582	0.001061
12	0.644609	6.3159	0
13	0.31107	3.0478	0.001489
14	0.249792	2.4474	0.008102
15	0.033915	0.3323	0.370193
16	-0.170795	-1.6734	0.048748
17	-0.284227	-2.7848	0.003226
18	-0.361752	-3.5444	0.000305
19	-0.307704	-3.0149	0.001645
20	-0.302662	-2.9655	0.001906
21	-0.05968	-0.5847	0.280045
22	0.118084	1.157	0.125076
23	0.381476	3.7377	0.000158
24	0.616399	6.0395	0
25	0.270855	2.6538	0.004658
26	0.182467	1.7878	0.038481
27	-0.020751	-0.2033	0.41966
28	-0.226573	-2.22	0.014388
29	-0.286834	-2.8104	0.002999
30	-0.307435	-3.0122	0.001658
31	-0.250962	-2.4589	0.007863
32	-0.247618	-2.4261	0.008564
33	-0.044325	-0.4343	0.332524
34	0.051032	0.5	0.309105
35	0.275465	2.699	0.004109
36	0.417868	4.0942	4.4e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.445679 & 4.3667 & 1.6e-05 \tabularnewline
2 & 0.238635 & 2.3381 & 0.010728 \tabularnewline
3 & -0.010388 & -0.1018 & 0.459571 \tabularnewline
4 & -0.268135 & -2.6272 & 0.005012 \tabularnewline
5 & -0.352368 & -3.4525 & 0.000414 \tabularnewline
6 & -0.405123 & -3.9694 & 7e-05 \tabularnewline
7 & -0.32367 & -3.1713 & 0.001019 \tabularnewline
8 & -0.295987 & -2.9001 & 0.002312 \tabularnewline
9 & -0.014715 & -0.1442 & 0.442833 \tabularnewline
10 & 0.160972 & 1.5772 & 0.05902 \tabularnewline
11 & 0.322334 & 3.1582 & 0.001061 \tabularnewline
12 & 0.644609 & 6.3159 & 0 \tabularnewline
13 & 0.31107 & 3.0478 & 0.001489 \tabularnewline
14 & 0.249792 & 2.4474 & 0.008102 \tabularnewline
15 & 0.033915 & 0.3323 & 0.370193 \tabularnewline
16 & -0.170795 & -1.6734 & 0.048748 \tabularnewline
17 & -0.284227 & -2.7848 & 0.003226 \tabularnewline
18 & -0.361752 & -3.5444 & 0.000305 \tabularnewline
19 & -0.307704 & -3.0149 & 0.001645 \tabularnewline
20 & -0.302662 & -2.9655 & 0.001906 \tabularnewline
21 & -0.05968 & -0.5847 & 0.280045 \tabularnewline
22 & 0.118084 & 1.157 & 0.125076 \tabularnewline
23 & 0.381476 & 3.7377 & 0.000158 \tabularnewline
24 & 0.616399 & 6.0395 & 0 \tabularnewline
25 & 0.270855 & 2.6538 & 0.004658 \tabularnewline
26 & 0.182467 & 1.7878 & 0.038481 \tabularnewline
27 & -0.020751 & -0.2033 & 0.41966 \tabularnewline
28 & -0.226573 & -2.22 & 0.014388 \tabularnewline
29 & -0.286834 & -2.8104 & 0.002999 \tabularnewline
30 & -0.307435 & -3.0122 & 0.001658 \tabularnewline
31 & -0.250962 & -2.4589 & 0.007863 \tabularnewline
32 & -0.247618 & -2.4261 & 0.008564 \tabularnewline
33 & -0.044325 & -0.4343 & 0.332524 \tabularnewline
34 & 0.051032 & 0.5 & 0.309105 \tabularnewline
35 & 0.275465 & 2.699 & 0.004109 \tabularnewline
36 & 0.417868 & 4.0942 & 4.4e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153500&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]0.445679[/C][C]4.3667[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.238635[/C][C]2.3381[/C][C]0.010728[/C][/ROW]
[ROW][C]3[/C][C]-0.010388[/C][C]-0.1018[/C][C]0.459571[/C][/ROW]
[ROW][C]4[/C][C]-0.268135[/C][C]-2.6272[/C][C]0.005012[/C][/ROW]
[ROW][C]5[/C][C]-0.352368[/C][C]-3.4525[/C][C]0.000414[/C][/ROW]
[ROW][C]6[/C][C]-0.405123[/C][C]-3.9694[/C][C]7e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.32367[/C][C]-3.1713[/C][C]0.001019[/C][/ROW]
[ROW][C]8[/C][C]-0.295987[/C][C]-2.9001[/C][C]0.002312[/C][/ROW]
[ROW][C]9[/C][C]-0.014715[/C][C]-0.1442[/C][C]0.442833[/C][/ROW]
[ROW][C]10[/C][C]0.160972[/C][C]1.5772[/C][C]0.05902[/C][/ROW]
[ROW][C]11[/C][C]0.322334[/C][C]3.1582[/C][C]0.001061[/C][/ROW]
[ROW][C]12[/C][C]0.644609[/C][C]6.3159[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.31107[/C][C]3.0478[/C][C]0.001489[/C][/ROW]
[ROW][C]14[/C][C]0.249792[/C][C]2.4474[/C][C]0.008102[/C][/ROW]
[ROW][C]15[/C][C]0.033915[/C][C]0.3323[/C][C]0.370193[/C][/ROW]
[ROW][C]16[/C][C]-0.170795[/C][C]-1.6734[/C][C]0.048748[/C][/ROW]
[ROW][C]17[/C][C]-0.284227[/C][C]-2.7848[/C][C]0.003226[/C][/ROW]
[ROW][C]18[/C][C]-0.361752[/C][C]-3.5444[/C][C]0.000305[/C][/ROW]
[ROW][C]19[/C][C]-0.307704[/C][C]-3.0149[/C][C]0.001645[/C][/ROW]
[ROW][C]20[/C][C]-0.302662[/C][C]-2.9655[/C][C]0.001906[/C][/ROW]
[ROW][C]21[/C][C]-0.05968[/C][C]-0.5847[/C][C]0.280045[/C][/ROW]
[ROW][C]22[/C][C]0.118084[/C][C]1.157[/C][C]0.125076[/C][/ROW]
[ROW][C]23[/C][C]0.381476[/C][C]3.7377[/C][C]0.000158[/C][/ROW]
[ROW][C]24[/C][C]0.616399[/C][C]6.0395[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.270855[/C][C]2.6538[/C][C]0.004658[/C][/ROW]
[ROW][C]26[/C][C]0.182467[/C][C]1.7878[/C][C]0.038481[/C][/ROW]
[ROW][C]27[/C][C]-0.020751[/C][C]-0.2033[/C][C]0.41966[/C][/ROW]
[ROW][C]28[/C][C]-0.226573[/C][C]-2.22[/C][C]0.014388[/C][/ROW]
[ROW][C]29[/C][C]-0.286834[/C][C]-2.8104[/C][C]0.002999[/C][/ROW]
[ROW][C]30[/C][C]-0.307435[/C][C]-3.0122[/C][C]0.001658[/C][/ROW]
[ROW][C]31[/C][C]-0.250962[/C][C]-2.4589[/C][C]0.007863[/C][/ROW]
[ROW][C]32[/C][C]-0.247618[/C][C]-2.4261[/C][C]0.008564[/C][/ROW]
[ROW][C]33[/C][C]-0.044325[/C][C]-0.4343[/C][C]0.332524[/C][/ROW]
[ROW][C]34[/C][C]0.051032[/C][C]0.5[/C][C]0.309105[/C][/ROW]
[ROW][C]35[/C][C]0.275465[/C][C]2.699[/C][C]0.004109[/C][/ROW]
[ROW][C]36[/C][C]0.417868[/C][C]4.0942[/C][C]4.4e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153500&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153500&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	0.445679	4.3667	1.6e-05
2	0.238635	2.3381	0.010728
3	-0.010388	-0.1018	0.459571
4	-0.268135	-2.6272	0.005012
5	-0.352368	-3.4525	0.000414
6	-0.405123	-3.9694	7e-05
7	-0.32367	-3.1713	0.001019
8	-0.295987	-2.9001	0.002312
9	-0.014715	-0.1442	0.442833
10	0.160972	1.5772	0.05902
11	0.322334	3.1582	0.001061
12	0.644609	6.3159	0
13	0.31107	3.0478	0.001489
14	0.249792	2.4474	0.008102
15	0.033915	0.3323	0.370193
16	-0.170795	-1.6734	0.048748
17	-0.284227	-2.7848	0.003226
18	-0.361752	-3.5444	0.000305
19	-0.307704	-3.0149	0.001645
20	-0.302662	-2.9655	0.001906
21	-0.05968	-0.5847	0.280045
22	0.118084	1.157	0.125076
23	0.381476	3.7377	0.000158
24	0.616399	6.0395	0
25	0.270855	2.6538	0.004658
26	0.182467	1.7878	0.038481
27	-0.020751	-0.2033	0.41966
28	-0.226573	-2.22	0.014388
29	-0.286834	-2.8104	0.002999
30	-0.307435	-3.0122	0.001658
31	-0.250962	-2.4589	0.007863
32	-0.247618	-2.4261	0.008564
33	-0.044325	-0.4343	0.332524
34	0.051032	0.5	0.309105
35	0.275465	2.699	0.004109
36	0.417868	4.0942	4.4e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.445679	4.3667	1.6e-05
2	0.049921	0.4891	0.312935
3	-0.167234	-1.6385	0.05229
4	-0.280467	-2.748	0.003581
5	-0.155827	-1.5268	0.065051
6	-0.176867	-1.7329	0.043159
7	-0.097218	-0.9525	0.171608
8	-0.225464	-2.2091	0.014774
9	0.091048	0.8921	0.187288
10	0.056648	0.555	0.290082
11	0.110086	1.0786	0.14173
12	0.47152	4.6199	6e-06
13	-0.230962	-2.263	0.012946
14	0.11336	1.1107	0.134736
15	0.02576	0.2524	0.400637
16	-0.005459	-0.0535	0.478729
17	0.018341	0.1797	0.428881
18	-0.056239	-0.551	0.291447
19	-0.017588	-0.1723	0.431773
20	-0.025976	-0.2545	0.399823
21	-0.058342	-0.5716	0.284455
22	0.099019	0.9702	0.167197
23	0.253116	2.48	0.00744
24	0.167162	1.6378	0.052364
25	-0.208567	-2.0435	0.02187
26	-0.119886	-1.1746	0.121523
27	0.028439	0.2786	0.390558
28	-0.098184	-0.962	0.169234
29	0.055659	0.5453	0.293392
30	0.042089	0.4124	0.340487
31	0.042335	0.4148	0.339609
32	-0.006042	-0.0592	0.476458
33	-0.10561	-1.0348	0.15169
34	-0.096747	-0.9479	0.172774
35	0.002455	0.0241	0.490431
36	-0.096909	-0.9495	0.172371

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.445679 & 4.3667 & 1.6e-05 \tabularnewline
2 & 0.049921 & 0.4891 & 0.312935 \tabularnewline
3 & -0.167234 & -1.6385 & 0.05229 \tabularnewline
4 & -0.280467 & -2.748 & 0.003581 \tabularnewline
5 & -0.155827 & -1.5268 & 0.065051 \tabularnewline
6 & -0.176867 & -1.7329 & 0.043159 \tabularnewline
7 & -0.097218 & -0.9525 & 0.171608 \tabularnewline
8 & -0.225464 & -2.2091 & 0.014774 \tabularnewline
9 & 0.091048 & 0.8921 & 0.187288 \tabularnewline
10 & 0.056648 & 0.555 & 0.290082 \tabularnewline
11 & 0.110086 & 1.0786 & 0.14173 \tabularnewline
12 & 0.47152 & 4.6199 & 6e-06 \tabularnewline
13 & -0.230962 & -2.263 & 0.012946 \tabularnewline
14 & 0.11336 & 1.1107 & 0.134736 \tabularnewline
15 & 0.02576 & 0.2524 & 0.400637 \tabularnewline
16 & -0.005459 & -0.0535 & 0.478729 \tabularnewline
17 & 0.018341 & 0.1797 & 0.428881 \tabularnewline
18 & -0.056239 & -0.551 & 0.291447 \tabularnewline
19 & -0.017588 & -0.1723 & 0.431773 \tabularnewline
20 & -0.025976 & -0.2545 & 0.399823 \tabularnewline
21 & -0.058342 & -0.5716 & 0.284455 \tabularnewline
22 & 0.099019 & 0.9702 & 0.167197 \tabularnewline
23 & 0.253116 & 2.48 & 0.00744 \tabularnewline
24 & 0.167162 & 1.6378 & 0.052364 \tabularnewline
25 & -0.208567 & -2.0435 & 0.02187 \tabularnewline
26 & -0.119886 & -1.1746 & 0.121523 \tabularnewline
27 & 0.028439 & 0.2786 & 0.390558 \tabularnewline
28 & -0.098184 & -0.962 & 0.169234 \tabularnewline
29 & 0.055659 & 0.5453 & 0.293392 \tabularnewline
30 & 0.042089 & 0.4124 & 0.340487 \tabularnewline
31 & 0.042335 & 0.4148 & 0.339609 \tabularnewline
32 & -0.006042 & -0.0592 & 0.476458 \tabularnewline
33 & -0.10561 & -1.0348 & 0.15169 \tabularnewline
34 & -0.096747 & -0.9479 & 0.172774 \tabularnewline
35 & 0.002455 & 0.0241 & 0.490431 \tabularnewline
36 & -0.096909 & -0.9495 & 0.172371 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153500&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]0.445679[/C][C]4.3667[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.049921[/C][C]0.4891[/C][C]0.312935[/C][/ROW]
[ROW][C]3[/C][C]-0.167234[/C][C]-1.6385[/C][C]0.05229[/C][/ROW]
[ROW][C]4[/C][C]-0.280467[/C][C]-2.748[/C][C]0.003581[/C][/ROW]
[ROW][C]5[/C][C]-0.155827[/C][C]-1.5268[/C][C]0.065051[/C][/ROW]
[ROW][C]6[/C][C]-0.176867[/C][C]-1.7329[/C][C]0.043159[/C][/ROW]
[ROW][C]7[/C][C]-0.097218[/C][C]-0.9525[/C][C]0.171608[/C][/ROW]
[ROW][C]8[/C][C]-0.225464[/C][C]-2.2091[/C][C]0.014774[/C][/ROW]
[ROW][C]9[/C][C]0.091048[/C][C]0.8921[/C][C]0.187288[/C][/ROW]
[ROW][C]10[/C][C]0.056648[/C][C]0.555[/C][C]0.290082[/C][/ROW]
[ROW][C]11[/C][C]0.110086[/C][C]1.0786[/C][C]0.14173[/C][/ROW]
[ROW][C]12[/C][C]0.47152[/C][C]4.6199[/C][C]6e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.230962[/C][C]-2.263[/C][C]0.012946[/C][/ROW]
[ROW][C]14[/C][C]0.11336[/C][C]1.1107[/C][C]0.134736[/C][/ROW]
[ROW][C]15[/C][C]0.02576[/C][C]0.2524[/C][C]0.400637[/C][/ROW]
[ROW][C]16[/C][C]-0.005459[/C][C]-0.0535[/C][C]0.478729[/C][/ROW]
[ROW][C]17[/C][C]0.018341[/C][C]0.1797[/C][C]0.428881[/C][/ROW]
[ROW][C]18[/C][C]-0.056239[/C][C]-0.551[/C][C]0.291447[/C][/ROW]
[ROW][C]19[/C][C]-0.017588[/C][C]-0.1723[/C][C]0.431773[/C][/ROW]
[ROW][C]20[/C][C]-0.025976[/C][C]-0.2545[/C][C]0.399823[/C][/ROW]
[ROW][C]21[/C][C]-0.058342[/C][C]-0.5716[/C][C]0.284455[/C][/ROW]
[ROW][C]22[/C][C]0.099019[/C][C]0.9702[/C][C]0.167197[/C][/ROW]
[ROW][C]23[/C][C]0.253116[/C][C]2.48[/C][C]0.00744[/C][/ROW]
[ROW][C]24[/C][C]0.167162[/C][C]1.6378[/C][C]0.052364[/C][/ROW]
[ROW][C]25[/C][C]-0.208567[/C][C]-2.0435[/C][C]0.02187[/C][/ROW]
[ROW][C]26[/C][C]-0.119886[/C][C]-1.1746[/C][C]0.121523[/C][/ROW]
[ROW][C]27[/C][C]0.028439[/C][C]0.2786[/C][C]0.390558[/C][/ROW]
[ROW][C]28[/C][C]-0.098184[/C][C]-0.962[/C][C]0.169234[/C][/ROW]
[ROW][C]29[/C][C]0.055659[/C][C]0.5453[/C][C]0.293392[/C][/ROW]
[ROW][C]30[/C][C]0.042089[/C][C]0.4124[/C][C]0.340487[/C][/ROW]
[ROW][C]31[/C][C]0.042335[/C][C]0.4148[/C][C]0.339609[/C][/ROW]
[ROW][C]32[/C][C]-0.006042[/C][C]-0.0592[/C][C]0.476458[/C][/ROW]
[ROW][C]33[/C][C]-0.10561[/C][C]-1.0348[/C][C]0.15169[/C][/ROW]
[ROW][C]34[/C][C]-0.096747[/C][C]-0.9479[/C][C]0.172774[/C][/ROW]
[ROW][C]35[/C][C]0.002455[/C][C]0.0241[/C][C]0.490431[/C][/ROW]
[ROW][C]36[/C][C]-0.096909[/C][C]-0.9495[/C][C]0.172371[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153500&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153500&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	0.445679	4.3667	1.6e-05
2	0.049921	0.4891	0.312935
3	-0.167234	-1.6385	0.05229
4	-0.280467	-2.748	0.003581
5	-0.155827	-1.5268	0.065051
6	-0.176867	-1.7329	0.043159
7	-0.097218	-0.9525	0.171608
8	-0.225464	-2.2091	0.014774
9	0.091048	0.8921	0.187288
10	0.056648	0.555	0.290082
11	0.110086	1.0786	0.14173
12	0.47152	4.6199	6e-06
13	-0.230962	-2.263	0.012946
14	0.11336	1.1107	0.134736
15	0.02576	0.2524	0.400637
16	-0.005459	-0.0535	0.478729
17	0.018341	0.1797	0.428881
18	-0.056239	-0.551	0.291447
19	-0.017588	-0.1723	0.431773
20	-0.025976	-0.2545	0.399823
21	-0.058342	-0.5716	0.284455
22	0.099019	0.9702	0.167197
23	0.253116	2.48	0.00744
24	0.167162	1.6378	0.052364
25	-0.208567	-2.0435	0.02187
26	-0.119886	-1.1746	0.121523
27	0.028439	0.2786	0.390558
28	-0.098184	-0.962	0.169234
29	0.055659	0.5453	0.293392
30	0.042089	0.4124	0.340487
31	0.042335	0.4148	0.339609
32	-0.006042	-0.0592	0.476458
33	-0.10561	-1.0348	0.15169
34	-0.096747	-0.9479	0.172774
35	0.002455	0.0241	0.490431
36	-0.096909	-0.9495	0.172371

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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