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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 14 Dec 2011 10:17:30 -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/14/t1323876010xhoq8jyzrtfeqny.htm/, Retrieved Wed, 01 May 2024 18:59:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=155046, Retrieved Wed, 01 May 2024 18:59:33 +0000

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-       [(Partial) Autocorrelation Function] [] [2011-12-14 15:17:30] [d34c5d8ebaf8c35edbecb57bc39ed04e] [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=155046&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=155046&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155046&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	-0.534494	-4.1055	6.3e-05
2	-0.007377	-0.0567	0.477503
3	0.092268	0.7087	0.240643
4	-0.197589	-1.5177	0.067214
5	0.243471	1.8701	0.033214
6	0.047044	0.3614	0.359564
7	-0.236563	-1.8171	0.037143
8	-0.005211	-0.04	0.484103
9	0.221536	1.7017	0.047043
10	-0.156572	-1.2027	0.116957
11	0.079065	0.6073	0.272987
12	-0.062518	-0.4802	0.316428
13	-0.109823	-0.8436	0.201159
14	0.187494	1.4402	0.077553
15	0.018816	0.1445	0.442788
16	-0.189396	-1.4548	0.075515
17	0.130546	1.0027	0.160041
18	-0.035352	-0.2715	0.393461
19	0.048075	0.3693	0.356624
20	-0.048115	-0.3696	0.356509
21	0.042083	0.3232	0.373825
22	-0.101565	-0.7801	0.219215
23	0.195594	1.5024	0.069166
24	-0.100652	-0.7731	0.221269
25	-0.109819	-0.8435	0.201168
26	0.072673	0.5582	0.289405
27	0.072148	0.5542	0.290776
28	-0.021891	-0.1681	0.433521
29	-0.02951	-0.2267	0.410731
30	-0.032505	-0.2497	0.401852
31	-0.098815	-0.759	0.225433
32	0.251165	1.9292	0.029258
33	-0.098071	-0.7533	0.227134
34	-0.126204	-0.9694	0.168154
35	0.175	1.3442	0.092015
36	-0.171389	-1.3165	0.096554

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.534494 & -4.1055 & 6.3e-05 \tabularnewline
2 & -0.007377 & -0.0567 & 0.477503 \tabularnewline
3 & 0.092268 & 0.7087 & 0.240643 \tabularnewline
4 & -0.197589 & -1.5177 & 0.067214 \tabularnewline
5 & 0.243471 & 1.8701 & 0.033214 \tabularnewline
6 & 0.047044 & 0.3614 & 0.359564 \tabularnewline
7 & -0.236563 & -1.8171 & 0.037143 \tabularnewline
8 & -0.005211 & -0.04 & 0.484103 \tabularnewline
9 & 0.221536 & 1.7017 & 0.047043 \tabularnewline
10 & -0.156572 & -1.2027 & 0.116957 \tabularnewline
11 & 0.079065 & 0.6073 & 0.272987 \tabularnewline
12 & -0.062518 & -0.4802 & 0.316428 \tabularnewline
13 & -0.109823 & -0.8436 & 0.201159 \tabularnewline
14 & 0.187494 & 1.4402 & 0.077553 \tabularnewline
15 & 0.018816 & 0.1445 & 0.442788 \tabularnewline
16 & -0.189396 & -1.4548 & 0.075515 \tabularnewline
17 & 0.130546 & 1.0027 & 0.160041 \tabularnewline
18 & -0.035352 & -0.2715 & 0.393461 \tabularnewline
19 & 0.048075 & 0.3693 & 0.356624 \tabularnewline
20 & -0.048115 & -0.3696 & 0.356509 \tabularnewline
21 & 0.042083 & 0.3232 & 0.373825 \tabularnewline
22 & -0.101565 & -0.7801 & 0.219215 \tabularnewline
23 & 0.195594 & 1.5024 & 0.069166 \tabularnewline
24 & -0.100652 & -0.7731 & 0.221269 \tabularnewline
25 & -0.109819 & -0.8435 & 0.201168 \tabularnewline
26 & 0.072673 & 0.5582 & 0.289405 \tabularnewline
27 & 0.072148 & 0.5542 & 0.290776 \tabularnewline
28 & -0.021891 & -0.1681 & 0.433521 \tabularnewline
29 & -0.02951 & -0.2267 & 0.410731 \tabularnewline
30 & -0.032505 & -0.2497 & 0.401852 \tabularnewline
31 & -0.098815 & -0.759 & 0.225433 \tabularnewline
32 & 0.251165 & 1.9292 & 0.029258 \tabularnewline
33 & -0.098071 & -0.7533 & 0.227134 \tabularnewline
34 & -0.126204 & -0.9694 & 0.168154 \tabularnewline
35 & 0.175 & 1.3442 & 0.092015 \tabularnewline
36 & -0.171389 & -1.3165 & 0.096554 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155046&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]-0.534494[/C][C]-4.1055[/C][C]6.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.007377[/C][C]-0.0567[/C][C]0.477503[/C][/ROW]
[ROW][C]3[/C][C]0.092268[/C][C]0.7087[/C][C]0.240643[/C][/ROW]
[ROW][C]4[/C][C]-0.197589[/C][C]-1.5177[/C][C]0.067214[/C][/ROW]
[ROW][C]5[/C][C]0.243471[/C][C]1.8701[/C][C]0.033214[/C][/ROW]
[ROW][C]6[/C][C]0.047044[/C][C]0.3614[/C][C]0.359564[/C][/ROW]
[ROW][C]7[/C][C]-0.236563[/C][C]-1.8171[/C][C]0.037143[/C][/ROW]
[ROW][C]8[/C][C]-0.005211[/C][C]-0.04[/C][C]0.484103[/C][/ROW]
[ROW][C]9[/C][C]0.221536[/C][C]1.7017[/C][C]0.047043[/C][/ROW]
[ROW][C]10[/C][C]-0.156572[/C][C]-1.2027[/C][C]0.116957[/C][/ROW]
[ROW][C]11[/C][C]0.079065[/C][C]0.6073[/C][C]0.272987[/C][/ROW]
[ROW][C]12[/C][C]-0.062518[/C][C]-0.4802[/C][C]0.316428[/C][/ROW]
[ROW][C]13[/C][C]-0.109823[/C][C]-0.8436[/C][C]0.201159[/C][/ROW]
[ROW][C]14[/C][C]0.187494[/C][C]1.4402[/C][C]0.077553[/C][/ROW]
[ROW][C]15[/C][C]0.018816[/C][C]0.1445[/C][C]0.442788[/C][/ROW]
[ROW][C]16[/C][C]-0.189396[/C][C]-1.4548[/C][C]0.075515[/C][/ROW]
[ROW][C]17[/C][C]0.130546[/C][C]1.0027[/C][C]0.160041[/C][/ROW]
[ROW][C]18[/C][C]-0.035352[/C][C]-0.2715[/C][C]0.393461[/C][/ROW]
[ROW][C]19[/C][C]0.048075[/C][C]0.3693[/C][C]0.356624[/C][/ROW]
[ROW][C]20[/C][C]-0.048115[/C][C]-0.3696[/C][C]0.356509[/C][/ROW]
[ROW][C]21[/C][C]0.042083[/C][C]0.3232[/C][C]0.373825[/C][/ROW]
[ROW][C]22[/C][C]-0.101565[/C][C]-0.7801[/C][C]0.219215[/C][/ROW]
[ROW][C]23[/C][C]0.195594[/C][C]1.5024[/C][C]0.069166[/C][/ROW]
[ROW][C]24[/C][C]-0.100652[/C][C]-0.7731[/C][C]0.221269[/C][/ROW]
[ROW][C]25[/C][C]-0.109819[/C][C]-0.8435[/C][C]0.201168[/C][/ROW]
[ROW][C]26[/C][C]0.072673[/C][C]0.5582[/C][C]0.289405[/C][/ROW]
[ROW][C]27[/C][C]0.072148[/C][C]0.5542[/C][C]0.290776[/C][/ROW]
[ROW][C]28[/C][C]-0.021891[/C][C]-0.1681[/C][C]0.433521[/C][/ROW]
[ROW][C]29[/C][C]-0.02951[/C][C]-0.2267[/C][C]0.410731[/C][/ROW]
[ROW][C]30[/C][C]-0.032505[/C][C]-0.2497[/C][C]0.401852[/C][/ROW]
[ROW][C]31[/C][C]-0.098815[/C][C]-0.759[/C][C]0.225433[/C][/ROW]
[ROW][C]32[/C][C]0.251165[/C][C]1.9292[/C][C]0.029258[/C][/ROW]
[ROW][C]33[/C][C]-0.098071[/C][C]-0.7533[/C][C]0.227134[/C][/ROW]
[ROW][C]34[/C][C]-0.126204[/C][C]-0.9694[/C][C]0.168154[/C][/ROW]
[ROW][C]35[/C][C]0.175[/C][C]1.3442[/C][C]0.092015[/C][/ROW]
[ROW][C]36[/C][C]-0.171389[/C][C]-1.3165[/C][C]0.096554[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155046&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155046&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	-0.534494	-4.1055	6.3e-05
2	-0.007377	-0.0567	0.477503
3	0.092268	0.7087	0.240643
4	-0.197589	-1.5177	0.067214
5	0.243471	1.8701	0.033214
6	0.047044	0.3614	0.359564
7	-0.236563	-1.8171	0.037143
8	-0.005211	-0.04	0.484103
9	0.221536	1.7017	0.047043
10	-0.156572	-1.2027	0.116957
11	0.079065	0.6073	0.272987
12	-0.062518	-0.4802	0.316428
13	-0.109823	-0.8436	0.201159
14	0.187494	1.4402	0.077553
15	0.018816	0.1445	0.442788
16	-0.189396	-1.4548	0.075515
17	0.130546	1.0027	0.160041
18	-0.035352	-0.2715	0.393461
19	0.048075	0.3693	0.356624
20	-0.048115	-0.3696	0.356509
21	0.042083	0.3232	0.373825
22	-0.101565	-0.7801	0.219215
23	0.195594	1.5024	0.069166
24	-0.100652	-0.7731	0.221269
25	-0.109819	-0.8435	0.201168
26	0.072673	0.5582	0.289405
27	0.072148	0.5542	0.290776
28	-0.021891	-0.1681	0.433521
29	-0.02951	-0.2267	0.410731
30	-0.032505	-0.2497	0.401852
31	-0.098815	-0.759	0.225433
32	0.251165	1.9292	0.029258
33	-0.098071	-0.7533	0.227134
34	-0.126204	-0.9694	0.168154
35	0.175	1.3442	0.092015
36	-0.171389	-1.3165	0.096554

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.534494	-4.1055	6.3e-05
2	-0.410267	-3.1513	0.001277
3	-0.223162	-1.7141	0.045876
4	-0.430715	-3.3084	0.000801
5	-0.219089	-1.6829	0.048844
6	0.135698	1.0423	0.150758
7	0.023386	0.1796	0.429028
8	-0.285014	-2.1892	0.016274
9	0.031966	0.2455	0.403446
10	0.024205	0.1859	0.426572
11	-0.087237	-0.6701	0.25271
12	-0.12224	-0.9389	0.175794
13	-0.136371	-1.0475	0.149574
14	-0.175972	-1.3517	0.090821
15	-0.079429	-0.6101	0.272066
16	-0.198776	-1.5268	0.066074
17	-0.13507	-1.0375	0.15187
18	-0.097676	-0.7503	0.228039
19	0.055902	0.4294	0.334601
20	-0.205858	-1.5812	0.059587
21	-0.034428	-0.2644	0.39618
22	-0.04102	-0.3151	0.376905
23	0.152168	1.1688	0.123587
24	0.071546	0.5496	0.292349
25	0.003631	0.0279	0.488922
26	-0.207254	-1.5919	0.058371
27	0.036209	0.2781	0.390944
28	0.031369	0.241	0.405214
29	-0.026176	-0.2011	0.42067
30	-0.004206	-0.0323	0.487168
31	-0.066088	-0.5076	0.306802
32	-0.096737	-0.7431	0.230199
33	-0.016117	-0.1238	0.450948
34	-0.129105	-0.9917	0.162703
35	0.167355	1.2855	0.101825
36	-0.03026	-0.2324	0.408504

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.534494 & -4.1055 & 6.3e-05 \tabularnewline
2 & -0.410267 & -3.1513 & 0.001277 \tabularnewline
3 & -0.223162 & -1.7141 & 0.045876 \tabularnewline
4 & -0.430715 & -3.3084 & 0.000801 \tabularnewline
5 & -0.219089 & -1.6829 & 0.048844 \tabularnewline
6 & 0.135698 & 1.0423 & 0.150758 \tabularnewline
7 & 0.023386 & 0.1796 & 0.429028 \tabularnewline
8 & -0.285014 & -2.1892 & 0.016274 \tabularnewline
9 & 0.031966 & 0.2455 & 0.403446 \tabularnewline
10 & 0.024205 & 0.1859 & 0.426572 \tabularnewline
11 & -0.087237 & -0.6701 & 0.25271 \tabularnewline
12 & -0.12224 & -0.9389 & 0.175794 \tabularnewline
13 & -0.136371 & -1.0475 & 0.149574 \tabularnewline
14 & -0.175972 & -1.3517 & 0.090821 \tabularnewline
15 & -0.079429 & -0.6101 & 0.272066 \tabularnewline
16 & -0.198776 & -1.5268 & 0.066074 \tabularnewline
17 & -0.13507 & -1.0375 & 0.15187 \tabularnewline
18 & -0.097676 & -0.7503 & 0.228039 \tabularnewline
19 & 0.055902 & 0.4294 & 0.334601 \tabularnewline
20 & -0.205858 & -1.5812 & 0.059587 \tabularnewline
21 & -0.034428 & -0.2644 & 0.39618 \tabularnewline
22 & -0.04102 & -0.3151 & 0.376905 \tabularnewline
23 & 0.152168 & 1.1688 & 0.123587 \tabularnewline
24 & 0.071546 & 0.5496 & 0.292349 \tabularnewline
25 & 0.003631 & 0.0279 & 0.488922 \tabularnewline
26 & -0.207254 & -1.5919 & 0.058371 \tabularnewline
27 & 0.036209 & 0.2781 & 0.390944 \tabularnewline
28 & 0.031369 & 0.241 & 0.405214 \tabularnewline
29 & -0.026176 & -0.2011 & 0.42067 \tabularnewline
30 & -0.004206 & -0.0323 & 0.487168 \tabularnewline
31 & -0.066088 & -0.5076 & 0.306802 \tabularnewline
32 & -0.096737 & -0.7431 & 0.230199 \tabularnewline
33 & -0.016117 & -0.1238 & 0.450948 \tabularnewline
34 & -0.129105 & -0.9917 & 0.162703 \tabularnewline
35 & 0.167355 & 1.2855 & 0.101825 \tabularnewline
36 & -0.03026 & -0.2324 & 0.408504 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155046&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]-0.534494[/C][C]-4.1055[/C][C]6.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.410267[/C][C]-3.1513[/C][C]0.001277[/C][/ROW]
[ROW][C]3[/C][C]-0.223162[/C][C]-1.7141[/C][C]0.045876[/C][/ROW]
[ROW][C]4[/C][C]-0.430715[/C][C]-3.3084[/C][C]0.000801[/C][/ROW]
[ROW][C]5[/C][C]-0.219089[/C][C]-1.6829[/C][C]0.048844[/C][/ROW]
[ROW][C]6[/C][C]0.135698[/C][C]1.0423[/C][C]0.150758[/C][/ROW]
[ROW][C]7[/C][C]0.023386[/C][C]0.1796[/C][C]0.429028[/C][/ROW]
[ROW][C]8[/C][C]-0.285014[/C][C]-2.1892[/C][C]0.016274[/C][/ROW]
[ROW][C]9[/C][C]0.031966[/C][C]0.2455[/C][C]0.403446[/C][/ROW]
[ROW][C]10[/C][C]0.024205[/C][C]0.1859[/C][C]0.426572[/C][/ROW]
[ROW][C]11[/C][C]-0.087237[/C][C]-0.6701[/C][C]0.25271[/C][/ROW]
[ROW][C]12[/C][C]-0.12224[/C][C]-0.9389[/C][C]0.175794[/C][/ROW]
[ROW][C]13[/C][C]-0.136371[/C][C]-1.0475[/C][C]0.149574[/C][/ROW]
[ROW][C]14[/C][C]-0.175972[/C][C]-1.3517[/C][C]0.090821[/C][/ROW]
[ROW][C]15[/C][C]-0.079429[/C][C]-0.6101[/C][C]0.272066[/C][/ROW]
[ROW][C]16[/C][C]-0.198776[/C][C]-1.5268[/C][C]0.066074[/C][/ROW]
[ROW][C]17[/C][C]-0.13507[/C][C]-1.0375[/C][C]0.15187[/C][/ROW]
[ROW][C]18[/C][C]-0.097676[/C][C]-0.7503[/C][C]0.228039[/C][/ROW]
[ROW][C]19[/C][C]0.055902[/C][C]0.4294[/C][C]0.334601[/C][/ROW]
[ROW][C]20[/C][C]-0.205858[/C][C]-1.5812[/C][C]0.059587[/C][/ROW]
[ROW][C]21[/C][C]-0.034428[/C][C]-0.2644[/C][C]0.39618[/C][/ROW]
[ROW][C]22[/C][C]-0.04102[/C][C]-0.3151[/C][C]0.376905[/C][/ROW]
[ROW][C]23[/C][C]0.152168[/C][C]1.1688[/C][C]0.123587[/C][/ROW]
[ROW][C]24[/C][C]0.071546[/C][C]0.5496[/C][C]0.292349[/C][/ROW]
[ROW][C]25[/C][C]0.003631[/C][C]0.0279[/C][C]0.488922[/C][/ROW]
[ROW][C]26[/C][C]-0.207254[/C][C]-1.5919[/C][C]0.058371[/C][/ROW]
[ROW][C]27[/C][C]0.036209[/C][C]0.2781[/C][C]0.390944[/C][/ROW]
[ROW][C]28[/C][C]0.031369[/C][C]0.241[/C][C]0.405214[/C][/ROW]
[ROW][C]29[/C][C]-0.026176[/C][C]-0.2011[/C][C]0.42067[/C][/ROW]
[ROW][C]30[/C][C]-0.004206[/C][C]-0.0323[/C][C]0.487168[/C][/ROW]
[ROW][C]31[/C][C]-0.066088[/C][C]-0.5076[/C][C]0.306802[/C][/ROW]
[ROW][C]32[/C][C]-0.096737[/C][C]-0.7431[/C][C]0.230199[/C][/ROW]
[ROW][C]33[/C][C]-0.016117[/C][C]-0.1238[/C][C]0.450948[/C][/ROW]
[ROW][C]34[/C][C]-0.129105[/C][C]-0.9917[/C][C]0.162703[/C][/ROW]
[ROW][C]35[/C][C]0.167355[/C][C]1.2855[/C][C]0.101825[/C][/ROW]
[ROW][C]36[/C][C]-0.03026[/C][C]-0.2324[/C][C]0.408504[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155046&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155046&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	-0.534494	-4.1055	6.3e-05
2	-0.410267	-3.1513	0.001277
3	-0.223162	-1.7141	0.045876
4	-0.430715	-3.3084	0.000801
5	-0.219089	-1.6829	0.048844
6	0.135698	1.0423	0.150758
7	0.023386	0.1796	0.429028
8	-0.285014	-2.1892	0.016274
9	0.031966	0.2455	0.403446
10	0.024205	0.1859	0.426572
11	-0.087237	-0.6701	0.25271
12	-0.12224	-0.9389	0.175794
13	-0.136371	-1.0475	0.149574
14	-0.175972	-1.3517	0.090821
15	-0.079429	-0.6101	0.272066
16	-0.198776	-1.5268	0.066074
17	-0.13507	-1.0375	0.15187
18	-0.097676	-0.7503	0.228039
19	0.055902	0.4294	0.334601
20	-0.205858	-1.5812	0.059587
21	-0.034428	-0.2644	0.39618
22	-0.04102	-0.3151	0.376905
23	0.152168	1.1688	0.123587
24	0.071546	0.5496	0.292349
25	0.003631	0.0279	0.488922
26	-0.207254	-1.5919	0.058371
27	0.036209	0.2781	0.390944
28	0.031369	0.241	0.405214
29	-0.026176	-0.2011	0.42067
30	-0.004206	-0.0323	0.487168
31	-0.066088	-0.5076	0.306802
32	-0.096737	-0.7431	0.230199
33	-0.016117	-0.1238	0.450948
34	-0.129105	-0.9917	0.162703
35	0.167355	1.2855	0.101825
36	-0.03026	-0.2324	0.408504

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