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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 13 Dec 2011 11:27:53 -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/13/t1323793685q0sx50mbsly7gvy.htm/, Retrieved Thu, 02 May 2024 19:20:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=154499, Retrieved Thu, 02 May 2024 19:20:51 +0000

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

-     [(Partial) Autocorrelation Function] [] [2011-12-13 16:22:12] [d6b4d011b409693eac2700c83288e3e7]
-    D  [(Partial) Autocorrelation Function] [] [2011-12-13 16:25:51] [d6b4d011b409693eac2700c83288e3e7]
-   P       [(Partial) Autocorrelation Function] [] [2011-12-13 16:27:53] [e232377fd09030116200e3da7df6eeaf] [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=154499&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=154499&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154499&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	0.416188	3.5315	0.000363
2	0.441557	3.7467	0.000179
3	0.463116	3.9297	9.7e-05
4	0.192889	1.6367	0.053026
5	0.260345	2.2091	0.015175
6	0.22081	1.8736	0.03252
7	0.181265	1.5381	0.064206
8	0.177018	1.5021	0.068729
9	0.369015	3.1312	0.001258
10	0.280379	2.3791	0.010004
11	0.248478	2.1084	0.019238
12	0.557492	4.7305	5e-06
13	0.197625	1.6769	0.048949
14	0.264894	2.2477	0.01383
15	0.189544	1.6083	0.056069
16	0.003838	0.0326	0.487056
17	0.013289	0.1128	0.455267
18	-0.043765	-0.3714	0.35573
19	0.024952	0.2117	0.41646
20	-0.002732	-0.0232	0.490785
21	0.1499	1.2719	0.103744
22	0.111451	0.9457	0.173734
23	0.070893	0.6016	0.274681
24	0.272832	2.3151	0.011732
25	0.073147	0.6207	0.268387
26	0.047196	0.4005	0.344999
27	0.008151	0.0692	0.472524
28	-0.087481	-0.7423	0.230161
29	-0.128244	-1.0882	0.140072
30	-0.150973	-1.2811	0.102143
31	-0.116453	-0.9881	0.163197
32	-0.142577	-1.2098	0.115155
33	-0.013512	-0.1147	0.454519
34	-0.033619	-0.2853	0.388129
35	-0.097199	-0.8248	0.206117
36	0.058324	0.4949	0.311091

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.416188 & 3.5315 & 0.000363 \tabularnewline
2 & 0.441557 & 3.7467 & 0.000179 \tabularnewline
3 & 0.463116 & 3.9297 & 9.7e-05 \tabularnewline
4 & 0.192889 & 1.6367 & 0.053026 \tabularnewline
5 & 0.260345 & 2.2091 & 0.015175 \tabularnewline
6 & 0.22081 & 1.8736 & 0.03252 \tabularnewline
7 & 0.181265 & 1.5381 & 0.064206 \tabularnewline
8 & 0.177018 & 1.5021 & 0.068729 \tabularnewline
9 & 0.369015 & 3.1312 & 0.001258 \tabularnewline
10 & 0.280379 & 2.3791 & 0.010004 \tabularnewline
11 & 0.248478 & 2.1084 & 0.019238 \tabularnewline
12 & 0.557492 & 4.7305 & 5e-06 \tabularnewline
13 & 0.197625 & 1.6769 & 0.048949 \tabularnewline
14 & 0.264894 & 2.2477 & 0.01383 \tabularnewline
15 & 0.189544 & 1.6083 & 0.056069 \tabularnewline
16 & 0.003838 & 0.0326 & 0.487056 \tabularnewline
17 & 0.013289 & 0.1128 & 0.455267 \tabularnewline
18 & -0.043765 & -0.3714 & 0.35573 \tabularnewline
19 & 0.024952 & 0.2117 & 0.41646 \tabularnewline
20 & -0.002732 & -0.0232 & 0.490785 \tabularnewline
21 & 0.1499 & 1.2719 & 0.103744 \tabularnewline
22 & 0.111451 & 0.9457 & 0.173734 \tabularnewline
23 & 0.070893 & 0.6016 & 0.274681 \tabularnewline
24 & 0.272832 & 2.3151 & 0.011732 \tabularnewline
25 & 0.073147 & 0.6207 & 0.268387 \tabularnewline
26 & 0.047196 & 0.4005 & 0.344999 \tabularnewline
27 & 0.008151 & 0.0692 & 0.472524 \tabularnewline
28 & -0.087481 & -0.7423 & 0.230161 \tabularnewline
29 & -0.128244 & -1.0882 & 0.140072 \tabularnewline
30 & -0.150973 & -1.2811 & 0.102143 \tabularnewline
31 & -0.116453 & -0.9881 & 0.163197 \tabularnewline
32 & -0.142577 & -1.2098 & 0.115155 \tabularnewline
33 & -0.013512 & -0.1147 & 0.454519 \tabularnewline
34 & -0.033619 & -0.2853 & 0.388129 \tabularnewline
35 & -0.097199 & -0.8248 & 0.206117 \tabularnewline
36 & 0.058324 & 0.4949 & 0.311091 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154499&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]0.416188[/C][C]3.5315[/C][C]0.000363[/C][/ROW]
[ROW][C]2[/C][C]0.441557[/C][C]3.7467[/C][C]0.000179[/C][/ROW]
[ROW][C]3[/C][C]0.463116[/C][C]3.9297[/C][C]9.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.192889[/C][C]1.6367[/C][C]0.053026[/C][/ROW]
[ROW][C]5[/C][C]0.260345[/C][C]2.2091[/C][C]0.015175[/C][/ROW]
[ROW][C]6[/C][C]0.22081[/C][C]1.8736[/C][C]0.03252[/C][/ROW]
[ROW][C]7[/C][C]0.181265[/C][C]1.5381[/C][C]0.064206[/C][/ROW]
[ROW][C]8[/C][C]0.177018[/C][C]1.5021[/C][C]0.068729[/C][/ROW]
[ROW][C]9[/C][C]0.369015[/C][C]3.1312[/C][C]0.001258[/C][/ROW]
[ROW][C]10[/C][C]0.280379[/C][C]2.3791[/C][C]0.010004[/C][/ROW]
[ROW][C]11[/C][C]0.248478[/C][C]2.1084[/C][C]0.019238[/C][/ROW]
[ROW][C]12[/C][C]0.557492[/C][C]4.7305[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]0.197625[/C][C]1.6769[/C][C]0.048949[/C][/ROW]
[ROW][C]14[/C][C]0.264894[/C][C]2.2477[/C][C]0.01383[/C][/ROW]
[ROW][C]15[/C][C]0.189544[/C][C]1.6083[/C][C]0.056069[/C][/ROW]
[ROW][C]16[/C][C]0.003838[/C][C]0.0326[/C][C]0.487056[/C][/ROW]
[ROW][C]17[/C][C]0.013289[/C][C]0.1128[/C][C]0.455267[/C][/ROW]
[ROW][C]18[/C][C]-0.043765[/C][C]-0.3714[/C][C]0.35573[/C][/ROW]
[ROW][C]19[/C][C]0.024952[/C][C]0.2117[/C][C]0.41646[/C][/ROW]
[ROW][C]20[/C][C]-0.002732[/C][C]-0.0232[/C][C]0.490785[/C][/ROW]
[ROW][C]21[/C][C]0.1499[/C][C]1.2719[/C][C]0.103744[/C][/ROW]
[ROW][C]22[/C][C]0.111451[/C][C]0.9457[/C][C]0.173734[/C][/ROW]
[ROW][C]23[/C][C]0.070893[/C][C]0.6016[/C][C]0.274681[/C][/ROW]
[ROW][C]24[/C][C]0.272832[/C][C]2.3151[/C][C]0.011732[/C][/ROW]
[ROW][C]25[/C][C]0.073147[/C][C]0.6207[/C][C]0.268387[/C][/ROW]
[ROW][C]26[/C][C]0.047196[/C][C]0.4005[/C][C]0.344999[/C][/ROW]
[ROW][C]27[/C][C]0.008151[/C][C]0.0692[/C][C]0.472524[/C][/ROW]
[ROW][C]28[/C][C]-0.087481[/C][C]-0.7423[/C][C]0.230161[/C][/ROW]
[ROW][C]29[/C][C]-0.128244[/C][C]-1.0882[/C][C]0.140072[/C][/ROW]
[ROW][C]30[/C][C]-0.150973[/C][C]-1.2811[/C][C]0.102143[/C][/ROW]
[ROW][C]31[/C][C]-0.116453[/C][C]-0.9881[/C][C]0.163197[/C][/ROW]
[ROW][C]32[/C][C]-0.142577[/C][C]-1.2098[/C][C]0.115155[/C][/ROW]
[ROW][C]33[/C][C]-0.013512[/C][C]-0.1147[/C][C]0.454519[/C][/ROW]
[ROW][C]34[/C][C]-0.033619[/C][C]-0.2853[/C][C]0.388129[/C][/ROW]
[ROW][C]35[/C][C]-0.097199[/C][C]-0.8248[/C][C]0.206117[/C][/ROW]
[ROW][C]36[/C][C]0.058324[/C][C]0.4949[/C][C]0.311091[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154499&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154499&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	0.416188	3.5315	0.000363
2	0.441557	3.7467	0.000179
3	0.463116	3.9297	9.7e-05
4	0.192889	1.6367	0.053026
5	0.260345	2.2091	0.015175
6	0.22081	1.8736	0.03252
7	0.181265	1.5381	0.064206
8	0.177018	1.5021	0.068729
9	0.369015	3.1312	0.001258
10	0.280379	2.3791	0.010004
11	0.248478	2.1084	0.019238
12	0.557492	4.7305	5e-06
13	0.197625	1.6769	0.048949
14	0.264894	2.2477	0.01383
15	0.189544	1.6083	0.056069
16	0.003838	0.0326	0.487056
17	0.013289	0.1128	0.455267
18	-0.043765	-0.3714	0.35573
19	0.024952	0.2117	0.41646
20	-0.002732	-0.0232	0.490785
21	0.1499	1.2719	0.103744
22	0.111451	0.9457	0.173734
23	0.070893	0.6016	0.274681
24	0.272832	2.3151	0.011732
25	0.073147	0.6207	0.268387
26	0.047196	0.4005	0.344999
27	0.008151	0.0692	0.472524
28	-0.087481	-0.7423	0.230161
29	-0.128244	-1.0882	0.140072
30	-0.150973	-1.2811	0.102143
31	-0.116453	-0.9881	0.163197
32	-0.142577	-1.2098	0.115155
33	-0.013512	-0.1147	0.454519
34	-0.033619	-0.2853	0.388129
35	-0.097199	-0.8248	0.206117
36	0.058324	0.4949	0.311091

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.416188	3.5315	0.000363
2	0.324562	2.754	0.003724
3	0.275671	2.3391	0.011053
4	-0.175113	-1.4859	0.070837
5	0.024072	0.2043	0.419363
6	0.049187	0.4174	0.338828
7	0.091808	0.779	0.219261
8	-0.01596	-0.1354	0.446325
9	0.330878	2.8076	0.003209
10	0.069945	0.5935	0.277352
11	-0.060423	-0.5127	0.304864
12	0.376277	3.1928	0.001045
13	-0.196993	-1.6715	0.049478
14	-0.089466	-0.7591	0.225122
15	-0.229678	-1.9489	0.027603
16	-0.023317	-0.1978	0.421861
17	-0.195594	-1.6597	0.050665
18	-0.093495	-0.7933	0.215095
19	0.162551	1.3793	0.086037
20	0.048197	0.409	0.341888
21	0.001925	0.0163	0.493508
22	0.013842	0.1175	0.453413
23	0.011756	0.0998	0.460408
24	0.016341	0.1387	0.445054
25	0.051292	0.4352	0.332349
26	-0.1257	-1.0666	0.144858
27	-0.002255	-0.0191	0.492392
28	-0.015435	-0.131	0.448083
29	-0.019002	-0.1612	0.436178
30	-0.046412	-0.3938	0.347439
31	-0.076491	-0.649	0.259186
32	0.010835	0.0919	0.463502
33	-0.099147	-0.8413	0.201485
34	-0.032266	-0.2738	0.392515
35	-0.083428	-0.7079	0.240644
36	0.052794	0.448	0.327759

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.416188 & 3.5315 & 0.000363 \tabularnewline
2 & 0.324562 & 2.754 & 0.003724 \tabularnewline
3 & 0.275671 & 2.3391 & 0.011053 \tabularnewline
4 & -0.175113 & -1.4859 & 0.070837 \tabularnewline
5 & 0.024072 & 0.2043 & 0.419363 \tabularnewline
6 & 0.049187 & 0.4174 & 0.338828 \tabularnewline
7 & 0.091808 & 0.779 & 0.219261 \tabularnewline
8 & -0.01596 & -0.1354 & 0.446325 \tabularnewline
9 & 0.330878 & 2.8076 & 0.003209 \tabularnewline
10 & 0.069945 & 0.5935 & 0.277352 \tabularnewline
11 & -0.060423 & -0.5127 & 0.304864 \tabularnewline
12 & 0.376277 & 3.1928 & 0.001045 \tabularnewline
13 & -0.196993 & -1.6715 & 0.049478 \tabularnewline
14 & -0.089466 & -0.7591 & 0.225122 \tabularnewline
15 & -0.229678 & -1.9489 & 0.027603 \tabularnewline
16 & -0.023317 & -0.1978 & 0.421861 \tabularnewline
17 & -0.195594 & -1.6597 & 0.050665 \tabularnewline
18 & -0.093495 & -0.7933 & 0.215095 \tabularnewline
19 & 0.162551 & 1.3793 & 0.086037 \tabularnewline
20 & 0.048197 & 0.409 & 0.341888 \tabularnewline
21 & 0.001925 & 0.0163 & 0.493508 \tabularnewline
22 & 0.013842 & 0.1175 & 0.453413 \tabularnewline
23 & 0.011756 & 0.0998 & 0.460408 \tabularnewline
24 & 0.016341 & 0.1387 & 0.445054 \tabularnewline
25 & 0.051292 & 0.4352 & 0.332349 \tabularnewline
26 & -0.1257 & -1.0666 & 0.144858 \tabularnewline
27 & -0.002255 & -0.0191 & 0.492392 \tabularnewline
28 & -0.015435 & -0.131 & 0.448083 \tabularnewline
29 & -0.019002 & -0.1612 & 0.436178 \tabularnewline
30 & -0.046412 & -0.3938 & 0.347439 \tabularnewline
31 & -0.076491 & -0.649 & 0.259186 \tabularnewline
32 & 0.010835 & 0.0919 & 0.463502 \tabularnewline
33 & -0.099147 & -0.8413 & 0.201485 \tabularnewline
34 & -0.032266 & -0.2738 & 0.392515 \tabularnewline
35 & -0.083428 & -0.7079 & 0.240644 \tabularnewline
36 & 0.052794 & 0.448 & 0.327759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154499&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]0.416188[/C][C]3.5315[/C][C]0.000363[/C][/ROW]
[ROW][C]2[/C][C]0.324562[/C][C]2.754[/C][C]0.003724[/C][/ROW]
[ROW][C]3[/C][C]0.275671[/C][C]2.3391[/C][C]0.011053[/C][/ROW]
[ROW][C]4[/C][C]-0.175113[/C][C]-1.4859[/C][C]0.070837[/C][/ROW]
[ROW][C]5[/C][C]0.024072[/C][C]0.2043[/C][C]0.419363[/C][/ROW]
[ROW][C]6[/C][C]0.049187[/C][C]0.4174[/C][C]0.338828[/C][/ROW]
[ROW][C]7[/C][C]0.091808[/C][C]0.779[/C][C]0.219261[/C][/ROW]
[ROW][C]8[/C][C]-0.01596[/C][C]-0.1354[/C][C]0.446325[/C][/ROW]
[ROW][C]9[/C][C]0.330878[/C][C]2.8076[/C][C]0.003209[/C][/ROW]
[ROW][C]10[/C][C]0.069945[/C][C]0.5935[/C][C]0.277352[/C][/ROW]
[ROW][C]11[/C][C]-0.060423[/C][C]-0.5127[/C][C]0.304864[/C][/ROW]
[ROW][C]12[/C][C]0.376277[/C][C]3.1928[/C][C]0.001045[/C][/ROW]
[ROW][C]13[/C][C]-0.196993[/C][C]-1.6715[/C][C]0.049478[/C][/ROW]
[ROW][C]14[/C][C]-0.089466[/C][C]-0.7591[/C][C]0.225122[/C][/ROW]
[ROW][C]15[/C][C]-0.229678[/C][C]-1.9489[/C][C]0.027603[/C][/ROW]
[ROW][C]16[/C][C]-0.023317[/C][C]-0.1978[/C][C]0.421861[/C][/ROW]
[ROW][C]17[/C][C]-0.195594[/C][C]-1.6597[/C][C]0.050665[/C][/ROW]
[ROW][C]18[/C][C]-0.093495[/C][C]-0.7933[/C][C]0.215095[/C][/ROW]
[ROW][C]19[/C][C]0.162551[/C][C]1.3793[/C][C]0.086037[/C][/ROW]
[ROW][C]20[/C][C]0.048197[/C][C]0.409[/C][C]0.341888[/C][/ROW]
[ROW][C]21[/C][C]0.001925[/C][C]0.0163[/C][C]0.493508[/C][/ROW]
[ROW][C]22[/C][C]0.013842[/C][C]0.1175[/C][C]0.453413[/C][/ROW]
[ROW][C]23[/C][C]0.011756[/C][C]0.0998[/C][C]0.460408[/C][/ROW]
[ROW][C]24[/C][C]0.016341[/C][C]0.1387[/C][C]0.445054[/C][/ROW]
[ROW][C]25[/C][C]0.051292[/C][C]0.4352[/C][C]0.332349[/C][/ROW]
[ROW][C]26[/C][C]-0.1257[/C][C]-1.0666[/C][C]0.144858[/C][/ROW]
[ROW][C]27[/C][C]-0.002255[/C][C]-0.0191[/C][C]0.492392[/C][/ROW]
[ROW][C]28[/C][C]-0.015435[/C][C]-0.131[/C][C]0.448083[/C][/ROW]
[ROW][C]29[/C][C]-0.019002[/C][C]-0.1612[/C][C]0.436178[/C][/ROW]
[ROW][C]30[/C][C]-0.046412[/C][C]-0.3938[/C][C]0.347439[/C][/ROW]
[ROW][C]31[/C][C]-0.076491[/C][C]-0.649[/C][C]0.259186[/C][/ROW]
[ROW][C]32[/C][C]0.010835[/C][C]0.0919[/C][C]0.463502[/C][/ROW]
[ROW][C]33[/C][C]-0.099147[/C][C]-0.8413[/C][C]0.201485[/C][/ROW]
[ROW][C]34[/C][C]-0.032266[/C][C]-0.2738[/C][C]0.392515[/C][/ROW]
[ROW][C]35[/C][C]-0.083428[/C][C]-0.7079[/C][C]0.240644[/C][/ROW]
[ROW][C]36[/C][C]0.052794[/C][C]0.448[/C][C]0.327759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154499&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154499&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	0.416188	3.5315	0.000363
2	0.324562	2.754	0.003724
3	0.275671	2.3391	0.011053
4	-0.175113	-1.4859	0.070837
5	0.024072	0.2043	0.419363
6	0.049187	0.4174	0.338828
7	0.091808	0.779	0.219261
8	-0.01596	-0.1354	0.446325
9	0.330878	2.8076	0.003209
10	0.069945	0.5935	0.277352
11	-0.060423	-0.5127	0.304864
12	0.376277	3.1928	0.001045
13	-0.196993	-1.6715	0.049478
14	-0.089466	-0.7591	0.225122
15	-0.229678	-1.9489	0.027603
16	-0.023317	-0.1978	0.421861
17	-0.195594	-1.6597	0.050665
18	-0.093495	-0.7933	0.215095
19	0.162551	1.3793	0.086037
20	0.048197	0.409	0.341888
21	0.001925	0.0163	0.493508
22	0.013842	0.1175	0.453413
23	0.011756	0.0998	0.460408
24	0.016341	0.1387	0.445054
25	0.051292	0.4352	0.332349
26	-0.1257	-1.0666	0.144858
27	-0.002255	-0.0191	0.492392
28	-0.015435	-0.131	0.448083
29	-0.019002	-0.1612	0.436178
30	-0.046412	-0.3938	0.347439
31	-0.076491	-0.649	0.259186
32	0.010835	0.0919	0.463502
33	-0.099147	-0.8413	0.201485
34	-0.032266	-0.2738	0.392515
35	-0.083428	-0.7079	0.240644
36	0.052794	0.448	0.327759

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; 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