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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 13 Dec 2011 11:40:08 -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/t1323794416fjpvui7raieuaxl.htm/, Retrieved Thu, 02 May 2024 18:22:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=154519, Retrieved Thu, 02 May 2024 18:22:58 +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 16:40:08] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154519&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]2 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=154519&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154519&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	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.142629	-1.1048	0.136828
2	-0.080824	-0.6261	0.266824
3	-0.001132	-0.0088	0.496515
4	-0.072975	-0.5653	0.287001
5	0.225195	1.7444	0.043109
6	0.019078	0.1478	0.441506
7	-0.308783	-2.3918	0.009958
8	-0.093986	-0.728	0.234719
9	0.166583	1.2903	0.10094
10	-0.135225	-1.0474	0.149548
11	-0.068886	-0.5336	0.297798
12	-0.149692	-1.1595	0.125421
13	-0.100323	-0.7771	0.220076
14	0.194258	1.5047	0.068822
15	0.05701	0.4416	0.330184
16	-0.146508	-1.1348	0.130477
17	0.120223	0.9312	0.177731
18	0.081749	0.6332	0.264495
19	0.103877	0.8046	0.212105
20	0.020747	0.1607	0.436432
21	0.04518	0.35	0.363795
22	-0.019126	-0.1481	0.441362
23	0.163185	1.264	0.105555
24	-0.131255	-1.0167	0.15669
25	-0.183524	-1.4216	0.080164
26	0.021493	0.1665	0.434166
27	0.085826	0.6648	0.25436
28	-0.061087	-0.4732	0.318901
29	-0.129689	-1.0046	0.15957
30	-0.135967	-1.0532	0.148237
31	-0.060523	-0.4688	0.320453
32	0.238905	1.8506	0.03458
33	-0.049965	-0.387	0.350053
34	-0.125569	-0.9727	0.167316
35	0.126467	0.9796	0.165606
36	-0.047031	-0.3643	0.358457

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.142629 & -1.1048 & 0.136828 \tabularnewline
2 & -0.080824 & -0.6261 & 0.266824 \tabularnewline
3 & -0.001132 & -0.0088 & 0.496515 \tabularnewline
4 & -0.072975 & -0.5653 & 0.287001 \tabularnewline
5 & 0.225195 & 1.7444 & 0.043109 \tabularnewline
6 & 0.019078 & 0.1478 & 0.441506 \tabularnewline
7 & -0.308783 & -2.3918 & 0.009958 \tabularnewline
8 & -0.093986 & -0.728 & 0.234719 \tabularnewline
9 & 0.166583 & 1.2903 & 0.10094 \tabularnewline
10 & -0.135225 & -1.0474 & 0.149548 \tabularnewline
11 & -0.068886 & -0.5336 & 0.297798 \tabularnewline
12 & -0.149692 & -1.1595 & 0.125421 \tabularnewline
13 & -0.100323 & -0.7771 & 0.220076 \tabularnewline
14 & 0.194258 & 1.5047 & 0.068822 \tabularnewline
15 & 0.05701 & 0.4416 & 0.330184 \tabularnewline
16 & -0.146508 & -1.1348 & 0.130477 \tabularnewline
17 & 0.120223 & 0.9312 & 0.177731 \tabularnewline
18 & 0.081749 & 0.6332 & 0.264495 \tabularnewline
19 & 0.103877 & 0.8046 & 0.212105 \tabularnewline
20 & 0.020747 & 0.1607 & 0.436432 \tabularnewline
21 & 0.04518 & 0.35 & 0.363795 \tabularnewline
22 & -0.019126 & -0.1481 & 0.441362 \tabularnewline
23 & 0.163185 & 1.264 & 0.105555 \tabularnewline
24 & -0.131255 & -1.0167 & 0.15669 \tabularnewline
25 & -0.183524 & -1.4216 & 0.080164 \tabularnewline
26 & 0.021493 & 0.1665 & 0.434166 \tabularnewline
27 & 0.085826 & 0.6648 & 0.25436 \tabularnewline
28 & -0.061087 & -0.4732 & 0.318901 \tabularnewline
29 & -0.129689 & -1.0046 & 0.15957 \tabularnewline
30 & -0.135967 & -1.0532 & 0.148237 \tabularnewline
31 & -0.060523 & -0.4688 & 0.320453 \tabularnewline
32 & 0.238905 & 1.8506 & 0.03458 \tabularnewline
33 & -0.049965 & -0.387 & 0.350053 \tabularnewline
34 & -0.125569 & -0.9727 & 0.167316 \tabularnewline
35 & 0.126467 & 0.9796 & 0.165606 \tabularnewline
36 & -0.047031 & -0.3643 & 0.358457 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154519&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]-0.142629[/C][C]-1.1048[/C][C]0.136828[/C][/ROW]
[ROW][C]2[/C][C]-0.080824[/C][C]-0.6261[/C][C]0.266824[/C][/ROW]
[ROW][C]3[/C][C]-0.001132[/C][C]-0.0088[/C][C]0.496515[/C][/ROW]
[ROW][C]4[/C][C]-0.072975[/C][C]-0.5653[/C][C]0.287001[/C][/ROW]
[ROW][C]5[/C][C]0.225195[/C][C]1.7444[/C][C]0.043109[/C][/ROW]
[ROW][C]6[/C][C]0.019078[/C][C]0.1478[/C][C]0.441506[/C][/ROW]
[ROW][C]7[/C][C]-0.308783[/C][C]-2.3918[/C][C]0.009958[/C][/ROW]
[ROW][C]8[/C][C]-0.093986[/C][C]-0.728[/C][C]0.234719[/C][/ROW]
[ROW][C]9[/C][C]0.166583[/C][C]1.2903[/C][C]0.10094[/C][/ROW]
[ROW][C]10[/C][C]-0.135225[/C][C]-1.0474[/C][C]0.149548[/C][/ROW]
[ROW][C]11[/C][C]-0.068886[/C][C]-0.5336[/C][C]0.297798[/C][/ROW]
[ROW][C]12[/C][C]-0.149692[/C][C]-1.1595[/C][C]0.125421[/C][/ROW]
[ROW][C]13[/C][C]-0.100323[/C][C]-0.7771[/C][C]0.220076[/C][/ROW]
[ROW][C]14[/C][C]0.194258[/C][C]1.5047[/C][C]0.068822[/C][/ROW]
[ROW][C]15[/C][C]0.05701[/C][C]0.4416[/C][C]0.330184[/C][/ROW]
[ROW][C]16[/C][C]-0.146508[/C][C]-1.1348[/C][C]0.130477[/C][/ROW]
[ROW][C]17[/C][C]0.120223[/C][C]0.9312[/C][C]0.177731[/C][/ROW]
[ROW][C]18[/C][C]0.081749[/C][C]0.6332[/C][C]0.264495[/C][/ROW]
[ROW][C]19[/C][C]0.103877[/C][C]0.8046[/C][C]0.212105[/C][/ROW]
[ROW][C]20[/C][C]0.020747[/C][C]0.1607[/C][C]0.436432[/C][/ROW]
[ROW][C]21[/C][C]0.04518[/C][C]0.35[/C][C]0.363795[/C][/ROW]
[ROW][C]22[/C][C]-0.019126[/C][C]-0.1481[/C][C]0.441362[/C][/ROW]
[ROW][C]23[/C][C]0.163185[/C][C]1.264[/C][C]0.105555[/C][/ROW]
[ROW][C]24[/C][C]-0.131255[/C][C]-1.0167[/C][C]0.15669[/C][/ROW]
[ROW][C]25[/C][C]-0.183524[/C][C]-1.4216[/C][C]0.080164[/C][/ROW]
[ROW][C]26[/C][C]0.021493[/C][C]0.1665[/C][C]0.434166[/C][/ROW]
[ROW][C]27[/C][C]0.085826[/C][C]0.6648[/C][C]0.25436[/C][/ROW]
[ROW][C]28[/C][C]-0.061087[/C][C]-0.4732[/C][C]0.318901[/C][/ROW]
[ROW][C]29[/C][C]-0.129689[/C][C]-1.0046[/C][C]0.15957[/C][/ROW]
[ROW][C]30[/C][C]-0.135967[/C][C]-1.0532[/C][C]0.148237[/C][/ROW]
[ROW][C]31[/C][C]-0.060523[/C][C]-0.4688[/C][C]0.320453[/C][/ROW]
[ROW][C]32[/C][C]0.238905[/C][C]1.8506[/C][C]0.03458[/C][/ROW]
[ROW][C]33[/C][C]-0.049965[/C][C]-0.387[/C][C]0.350053[/C][/ROW]
[ROW][C]34[/C][C]-0.125569[/C][C]-0.9727[/C][C]0.167316[/C][/ROW]
[ROW][C]35[/C][C]0.126467[/C][C]0.9796[/C][C]0.165606[/C][/ROW]
[ROW][C]36[/C][C]-0.047031[/C][C]-0.3643[/C][C]0.358457[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154519&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154519&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	-0.142629	-1.1048	0.136828
2	-0.080824	-0.6261	0.266824
3	-0.001132	-0.0088	0.496515
4	-0.072975	-0.5653	0.287001
5	0.225195	1.7444	0.043109
6	0.019078	0.1478	0.441506
7	-0.308783	-2.3918	0.009958
8	-0.093986	-0.728	0.234719
9	0.166583	1.2903	0.10094
10	-0.135225	-1.0474	0.149548
11	-0.068886	-0.5336	0.297798
12	-0.149692	-1.1595	0.125421
13	-0.100323	-0.7771	0.220076
14	0.194258	1.5047	0.068822
15	0.05701	0.4416	0.330184
16	-0.146508	-1.1348	0.130477
17	0.120223	0.9312	0.177731
18	0.081749	0.6332	0.264495
19	0.103877	0.8046	0.212105
20	0.020747	0.1607	0.436432
21	0.04518	0.35	0.363795
22	-0.019126	-0.1481	0.441362
23	0.163185	1.264	0.105555
24	-0.131255	-1.0167	0.15669
25	-0.183524	-1.4216	0.080164
26	0.021493	0.1665	0.434166
27	0.085826	0.6648	0.25436
28	-0.061087	-0.4732	0.318901
29	-0.129689	-1.0046	0.15957
30	-0.135967	-1.0532	0.148237
31	-0.060523	-0.4688	0.320453
32	0.238905	1.8506	0.03458
33	-0.049965	-0.387	0.350053
34	-0.125569	-0.9727	0.167316
35	0.126467	0.9796	0.165606
36	-0.047031	-0.3643	0.358457

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.142629	-1.1048	0.136828
2	-0.103268	-0.7999	0.213459
3	-0.029488	-0.2284	0.410052
4	-0.088896	-0.6886	0.246868
5	0.205004	1.588	0.058777
6	0.074429	0.5765	0.283208
7	-0.279209	-2.1627	0.017278
8	-0.201579	-1.5614	0.061842
9	0.135988	1.0534	0.148201
10	-0.176596	-1.3679	0.088221
11	-0.205936	-1.5952	0.057964
12	-0.111154	-0.861	0.196333
13	-0.078311	-0.6066	0.273205
14	-0.038679	-0.2996	0.382756
15	0.026763	0.2073	0.418237
16	-0.05148	-0.3988	0.345743
17	0.099821	0.7732	0.221218
18	0.060661	0.4699	0.320073
19	0.05461	0.423	0.336901
20	-0.078849	-0.6108	0.271833
21	0.178483	1.3825	0.085968
22	0.032988	0.2555	0.399595
23	0.049654	0.3846	0.350941
24	-0.15136	-1.1724	0.122829
25	-0.114266	-0.8851	0.189817
26	-0.059655	-0.4621	0.322846
27	0.174329	1.3503	0.090989
28	-0.075412	-0.5841	0.280657
29	-0.092683	-0.7179	0.237797
30	-0.033281	-0.2578	0.398724
31	-0.055473	-0.4297	0.334478
32	0.008472	0.0656	0.473948
33	0.050814	0.3936	0.347634
34	-0.039114	-0.303	0.381477
35	0.103968	0.8053	0.211905
36	-0.214306	-1.66	0.051065

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.142629 & -1.1048 & 0.136828 \tabularnewline
2 & -0.103268 & -0.7999 & 0.213459 \tabularnewline
3 & -0.029488 & -0.2284 & 0.410052 \tabularnewline
4 & -0.088896 & -0.6886 & 0.246868 \tabularnewline
5 & 0.205004 & 1.588 & 0.058777 \tabularnewline
6 & 0.074429 & 0.5765 & 0.283208 \tabularnewline
7 & -0.279209 & -2.1627 & 0.017278 \tabularnewline
8 & -0.201579 & -1.5614 & 0.061842 \tabularnewline
9 & 0.135988 & 1.0534 & 0.148201 \tabularnewline
10 & -0.176596 & -1.3679 & 0.088221 \tabularnewline
11 & -0.205936 & -1.5952 & 0.057964 \tabularnewline
12 & -0.111154 & -0.861 & 0.196333 \tabularnewline
13 & -0.078311 & -0.6066 & 0.273205 \tabularnewline
14 & -0.038679 & -0.2996 & 0.382756 \tabularnewline
15 & 0.026763 & 0.2073 & 0.418237 \tabularnewline
16 & -0.05148 & -0.3988 & 0.345743 \tabularnewline
17 & 0.099821 & 0.7732 & 0.221218 \tabularnewline
18 & 0.060661 & 0.4699 & 0.320073 \tabularnewline
19 & 0.05461 & 0.423 & 0.336901 \tabularnewline
20 & -0.078849 & -0.6108 & 0.271833 \tabularnewline
21 & 0.178483 & 1.3825 & 0.085968 \tabularnewline
22 & 0.032988 & 0.2555 & 0.399595 \tabularnewline
23 & 0.049654 & 0.3846 & 0.350941 \tabularnewline
24 & -0.15136 & -1.1724 & 0.122829 \tabularnewline
25 & -0.114266 & -0.8851 & 0.189817 \tabularnewline
26 & -0.059655 & -0.4621 & 0.322846 \tabularnewline
27 & 0.174329 & 1.3503 & 0.090989 \tabularnewline
28 & -0.075412 & -0.5841 & 0.280657 \tabularnewline
29 & -0.092683 & -0.7179 & 0.237797 \tabularnewline
30 & -0.033281 & -0.2578 & 0.398724 \tabularnewline
31 & -0.055473 & -0.4297 & 0.334478 \tabularnewline
32 & 0.008472 & 0.0656 & 0.473948 \tabularnewline
33 & 0.050814 & 0.3936 & 0.347634 \tabularnewline
34 & -0.039114 & -0.303 & 0.381477 \tabularnewline
35 & 0.103968 & 0.8053 & 0.211905 \tabularnewline
36 & -0.214306 & -1.66 & 0.051065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154519&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]-0.142629[/C][C]-1.1048[/C][C]0.136828[/C][/ROW]
[ROW][C]2[/C][C]-0.103268[/C][C]-0.7999[/C][C]0.213459[/C][/ROW]
[ROW][C]3[/C][C]-0.029488[/C][C]-0.2284[/C][C]0.410052[/C][/ROW]
[ROW][C]4[/C][C]-0.088896[/C][C]-0.6886[/C][C]0.246868[/C][/ROW]
[ROW][C]5[/C][C]0.205004[/C][C]1.588[/C][C]0.058777[/C][/ROW]
[ROW][C]6[/C][C]0.074429[/C][C]0.5765[/C][C]0.283208[/C][/ROW]
[ROW][C]7[/C][C]-0.279209[/C][C]-2.1627[/C][C]0.017278[/C][/ROW]
[ROW][C]8[/C][C]-0.201579[/C][C]-1.5614[/C][C]0.061842[/C][/ROW]
[ROW][C]9[/C][C]0.135988[/C][C]1.0534[/C][C]0.148201[/C][/ROW]
[ROW][C]10[/C][C]-0.176596[/C][C]-1.3679[/C][C]0.088221[/C][/ROW]
[ROW][C]11[/C][C]-0.205936[/C][C]-1.5952[/C][C]0.057964[/C][/ROW]
[ROW][C]12[/C][C]-0.111154[/C][C]-0.861[/C][C]0.196333[/C][/ROW]
[ROW][C]13[/C][C]-0.078311[/C][C]-0.6066[/C][C]0.273205[/C][/ROW]
[ROW][C]14[/C][C]-0.038679[/C][C]-0.2996[/C][C]0.382756[/C][/ROW]
[ROW][C]15[/C][C]0.026763[/C][C]0.2073[/C][C]0.418237[/C][/ROW]
[ROW][C]16[/C][C]-0.05148[/C][C]-0.3988[/C][C]0.345743[/C][/ROW]
[ROW][C]17[/C][C]0.099821[/C][C]0.7732[/C][C]0.221218[/C][/ROW]
[ROW][C]18[/C][C]0.060661[/C][C]0.4699[/C][C]0.320073[/C][/ROW]
[ROW][C]19[/C][C]0.05461[/C][C]0.423[/C][C]0.336901[/C][/ROW]
[ROW][C]20[/C][C]-0.078849[/C][C]-0.6108[/C][C]0.271833[/C][/ROW]
[ROW][C]21[/C][C]0.178483[/C][C]1.3825[/C][C]0.085968[/C][/ROW]
[ROW][C]22[/C][C]0.032988[/C][C]0.2555[/C][C]0.399595[/C][/ROW]
[ROW][C]23[/C][C]0.049654[/C][C]0.3846[/C][C]0.350941[/C][/ROW]
[ROW][C]24[/C][C]-0.15136[/C][C]-1.1724[/C][C]0.122829[/C][/ROW]
[ROW][C]25[/C][C]-0.114266[/C][C]-0.8851[/C][C]0.189817[/C][/ROW]
[ROW][C]26[/C][C]-0.059655[/C][C]-0.4621[/C][C]0.322846[/C][/ROW]
[ROW][C]27[/C][C]0.174329[/C][C]1.3503[/C][C]0.090989[/C][/ROW]
[ROW][C]28[/C][C]-0.075412[/C][C]-0.5841[/C][C]0.280657[/C][/ROW]
[ROW][C]29[/C][C]-0.092683[/C][C]-0.7179[/C][C]0.237797[/C][/ROW]
[ROW][C]30[/C][C]-0.033281[/C][C]-0.2578[/C][C]0.398724[/C][/ROW]
[ROW][C]31[/C][C]-0.055473[/C][C]-0.4297[/C][C]0.334478[/C][/ROW]
[ROW][C]32[/C][C]0.008472[/C][C]0.0656[/C][C]0.473948[/C][/ROW]
[ROW][C]33[/C][C]0.050814[/C][C]0.3936[/C][C]0.347634[/C][/ROW]
[ROW][C]34[/C][C]-0.039114[/C][C]-0.303[/C][C]0.381477[/C][/ROW]
[ROW][C]35[/C][C]0.103968[/C][C]0.8053[/C][C]0.211905[/C][/ROW]
[ROW][C]36[/C][C]-0.214306[/C][C]-1.66[/C][C]0.051065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154519&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154519&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	-0.142629	-1.1048	0.136828
2	-0.103268	-0.7999	0.213459
3	-0.029488	-0.2284	0.410052
4	-0.088896	-0.6886	0.246868
5	0.205004	1.588	0.058777
6	0.074429	0.5765	0.283208
7	-0.279209	-2.1627	0.017278
8	-0.201579	-1.5614	0.061842
9	0.135988	1.0534	0.148201
10	-0.176596	-1.3679	0.088221
11	-0.205936	-1.5952	0.057964
12	-0.111154	-0.861	0.196333
13	-0.078311	-0.6066	0.273205
14	-0.038679	-0.2996	0.382756
15	0.026763	0.2073	0.418237
16	-0.05148	-0.3988	0.345743
17	0.099821	0.7732	0.221218
18	0.060661	0.4699	0.320073
19	0.05461	0.423	0.336901
20	-0.078849	-0.6108	0.271833
21	0.178483	1.3825	0.085968
22	0.032988	0.2555	0.399595
23	0.049654	0.3846	0.350941
24	-0.15136	-1.1724	0.122829
25	-0.114266	-0.8851	0.189817
26	-0.059655	-0.4621	0.322846
27	0.174329	1.3503	0.090989
28	-0.075412	-0.5841	0.280657
29	-0.092683	-0.7179	0.237797
30	-0.033281	-0.2578	0.398724
31	-0.055473	-0.4297	0.334478
32	0.008472	0.0656	0.473948
33	0.050814	0.3936	0.347634
34	-0.039114	-0.303	0.381477
35	0.103968	0.8053	0.211905
36	-0.214306	-1.66	0.051065

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