Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2011 09:05:48 -0500

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/22/t13245627850eg7155ijkg23sg.htm/, Retrieved Fri, 03 May 2024 06:59:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159474, Retrieved Fri, 03 May 2024 06:59:04 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

112

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

-     [Multiple Regression] [montly  dummies] [2011-12-22 13:26:17] [a2638725f7f7c6bd63902ba17eba666b]
- RMPD    [(Partial) Autocorrelation Function] [acf] [2011-12-22 14:05:48] [1e640daebbc6b5a89eef23229b5a56d5] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159474&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159474&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159474&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.06332	-0.4738	0.318726
2	0.044378	0.3321	0.370528
3	0.112961	0.8453	0.200765
4	0.053362	0.3993	0.345587
5	-0.072957	-0.546	0.293631
6	0.079716	0.5965	0.276609
7	0.007448	0.0557	0.477876
8	0.088769	0.6643	0.254616
9	-0.0208	-0.1557	0.438433
10	-0.124908	-0.9347	0.176972
11	0.165949	1.2419	0.109734
12	-0.28433	-2.1277	0.018888
13	-0.14846	-1.111	0.135663
14	0.088908	0.6653	0.254285
15	-0.054187	-0.4055	0.343329
16	-0.13763	-1.0299	0.153735
17	0.001238	0.0093	0.496319
18	0.028038	0.2098	0.417286
19	0.046243	0.3461	0.3653
20	0.036025	0.2696	0.394233
21	-0.017726	-0.1327	0.447473
22	0.026872	0.2011	0.420676
23	0.022181	0.166	0.434383
24	-0.149428	-1.1182	0.134124
25	-0.035256	-0.2638	0.39644
26	-0.105741	-0.7913	0.216057
27	0.031768	0.2377	0.40648
28	-0.045304	-0.339	0.367931
29	0.089929	0.673	0.251868
30	-0.075426	-0.5644	0.287356
31	-0.041858	-0.3132	0.377633
32	-0.062924	-0.4709	0.319777
33	-0.039021	-0.292	0.385679
34	-0.032018	-0.2396	0.405756
35	-0.017406	-0.1303	0.448415
36	-0.041471	-0.3103	0.378727

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.06332 & -0.4738 & 0.318726 \tabularnewline
2 & 0.044378 & 0.3321 & 0.370528 \tabularnewline
3 & 0.112961 & 0.8453 & 0.200765 \tabularnewline
4 & 0.053362 & 0.3993 & 0.345587 \tabularnewline
5 & -0.072957 & -0.546 & 0.293631 \tabularnewline
6 & 0.079716 & 0.5965 & 0.276609 \tabularnewline
7 & 0.007448 & 0.0557 & 0.477876 \tabularnewline
8 & 0.088769 & 0.6643 & 0.254616 \tabularnewline
9 & -0.0208 & -0.1557 & 0.438433 \tabularnewline
10 & -0.124908 & -0.9347 & 0.176972 \tabularnewline
11 & 0.165949 & 1.2419 & 0.109734 \tabularnewline
12 & -0.28433 & -2.1277 & 0.018888 \tabularnewline
13 & -0.14846 & -1.111 & 0.135663 \tabularnewline
14 & 0.088908 & 0.6653 & 0.254285 \tabularnewline
15 & -0.054187 & -0.4055 & 0.343329 \tabularnewline
16 & -0.13763 & -1.0299 & 0.153735 \tabularnewline
17 & 0.001238 & 0.0093 & 0.496319 \tabularnewline
18 & 0.028038 & 0.2098 & 0.417286 \tabularnewline
19 & 0.046243 & 0.3461 & 0.3653 \tabularnewline
20 & 0.036025 & 0.2696 & 0.394233 \tabularnewline
21 & -0.017726 & -0.1327 & 0.447473 \tabularnewline
22 & 0.026872 & 0.2011 & 0.420676 \tabularnewline
23 & 0.022181 & 0.166 & 0.434383 \tabularnewline
24 & -0.149428 & -1.1182 & 0.134124 \tabularnewline
25 & -0.035256 & -0.2638 & 0.39644 \tabularnewline
26 & -0.105741 & -0.7913 & 0.216057 \tabularnewline
27 & 0.031768 & 0.2377 & 0.40648 \tabularnewline
28 & -0.045304 & -0.339 & 0.367931 \tabularnewline
29 & 0.089929 & 0.673 & 0.251868 \tabularnewline
30 & -0.075426 & -0.5644 & 0.287356 \tabularnewline
31 & -0.041858 & -0.3132 & 0.377633 \tabularnewline
32 & -0.062924 & -0.4709 & 0.319777 \tabularnewline
33 & -0.039021 & -0.292 & 0.385679 \tabularnewline
34 & -0.032018 & -0.2396 & 0.405756 \tabularnewline
35 & -0.017406 & -0.1303 & 0.448415 \tabularnewline
36 & -0.041471 & -0.3103 & 0.378727 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159474&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]-0.06332[/C][C]-0.4738[/C][C]0.318726[/C][/ROW]
[ROW][C]2[/C][C]0.044378[/C][C]0.3321[/C][C]0.370528[/C][/ROW]
[ROW][C]3[/C][C]0.112961[/C][C]0.8453[/C][C]0.200765[/C][/ROW]
[ROW][C]4[/C][C]0.053362[/C][C]0.3993[/C][C]0.345587[/C][/ROW]
[ROW][C]5[/C][C]-0.072957[/C][C]-0.546[/C][C]0.293631[/C][/ROW]
[ROW][C]6[/C][C]0.079716[/C][C]0.5965[/C][C]0.276609[/C][/ROW]
[ROW][C]7[/C][C]0.007448[/C][C]0.0557[/C][C]0.477876[/C][/ROW]
[ROW][C]8[/C][C]0.088769[/C][C]0.6643[/C][C]0.254616[/C][/ROW]
[ROW][C]9[/C][C]-0.0208[/C][C]-0.1557[/C][C]0.438433[/C][/ROW]
[ROW][C]10[/C][C]-0.124908[/C][C]-0.9347[/C][C]0.176972[/C][/ROW]
[ROW][C]11[/C][C]0.165949[/C][C]1.2419[/C][C]0.109734[/C][/ROW]
[ROW][C]12[/C][C]-0.28433[/C][C]-2.1277[/C][C]0.018888[/C][/ROW]
[ROW][C]13[/C][C]-0.14846[/C][C]-1.111[/C][C]0.135663[/C][/ROW]
[ROW][C]14[/C][C]0.088908[/C][C]0.6653[/C][C]0.254285[/C][/ROW]
[ROW][C]15[/C][C]-0.054187[/C][C]-0.4055[/C][C]0.343329[/C][/ROW]
[ROW][C]16[/C][C]-0.13763[/C][C]-1.0299[/C][C]0.153735[/C][/ROW]
[ROW][C]17[/C][C]0.001238[/C][C]0.0093[/C][C]0.496319[/C][/ROW]
[ROW][C]18[/C][C]0.028038[/C][C]0.2098[/C][C]0.417286[/C][/ROW]
[ROW][C]19[/C][C]0.046243[/C][C]0.3461[/C][C]0.3653[/C][/ROW]
[ROW][C]20[/C][C]0.036025[/C][C]0.2696[/C][C]0.394233[/C][/ROW]
[ROW][C]21[/C][C]-0.017726[/C][C]-0.1327[/C][C]0.447473[/C][/ROW]
[ROW][C]22[/C][C]0.026872[/C][C]0.2011[/C][C]0.420676[/C][/ROW]
[ROW][C]23[/C][C]0.022181[/C][C]0.166[/C][C]0.434383[/C][/ROW]
[ROW][C]24[/C][C]-0.149428[/C][C]-1.1182[/C][C]0.134124[/C][/ROW]
[ROW][C]25[/C][C]-0.035256[/C][C]-0.2638[/C][C]0.39644[/C][/ROW]
[ROW][C]26[/C][C]-0.105741[/C][C]-0.7913[/C][C]0.216057[/C][/ROW]
[ROW][C]27[/C][C]0.031768[/C][C]0.2377[/C][C]0.40648[/C][/ROW]
[ROW][C]28[/C][C]-0.045304[/C][C]-0.339[/C][C]0.367931[/C][/ROW]
[ROW][C]29[/C][C]0.089929[/C][C]0.673[/C][C]0.251868[/C][/ROW]
[ROW][C]30[/C][C]-0.075426[/C][C]-0.5644[/C][C]0.287356[/C][/ROW]
[ROW][C]31[/C][C]-0.041858[/C][C]-0.3132[/C][C]0.377633[/C][/ROW]
[ROW][C]32[/C][C]-0.062924[/C][C]-0.4709[/C][C]0.319777[/C][/ROW]
[ROW][C]33[/C][C]-0.039021[/C][C]-0.292[/C][C]0.385679[/C][/ROW]
[ROW][C]34[/C][C]-0.032018[/C][C]-0.2396[/C][C]0.405756[/C][/ROW]
[ROW][C]35[/C][C]-0.017406[/C][C]-0.1303[/C][C]0.448415[/C][/ROW]
[ROW][C]36[/C][C]-0.041471[/C][C]-0.3103[/C][C]0.378727[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159474&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159474&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	-0.06332	-0.4738	0.318726
2	0.044378	0.3321	0.370528
3	0.112961	0.8453	0.200765
4	0.053362	0.3993	0.345587
5	-0.072957	-0.546	0.293631
6	0.079716	0.5965	0.276609
7	0.007448	0.0557	0.477876
8	0.088769	0.6643	0.254616
9	-0.0208	-0.1557	0.438433
10	-0.124908	-0.9347	0.176972
11	0.165949	1.2419	0.109734
12	-0.28433	-2.1277	0.018888
13	-0.14846	-1.111	0.135663
14	0.088908	0.6653	0.254285
15	-0.054187	-0.4055	0.343329
16	-0.13763	-1.0299	0.153735
17	0.001238	0.0093	0.496319
18	0.028038	0.2098	0.417286
19	0.046243	0.3461	0.3653
20	0.036025	0.2696	0.394233
21	-0.017726	-0.1327	0.447473
22	0.026872	0.2011	0.420676
23	0.022181	0.166	0.434383
24	-0.149428	-1.1182	0.134124
25	-0.035256	-0.2638	0.39644
26	-0.105741	-0.7913	0.216057
27	0.031768	0.2377	0.40648
28	-0.045304	-0.339	0.367931
29	0.089929	0.673	0.251868
30	-0.075426	-0.5644	0.287356
31	-0.041858	-0.3132	0.377633
32	-0.062924	-0.4709	0.319777
33	-0.039021	-0.292	0.385679
34	-0.032018	-0.2396	0.405756
35	-0.017406	-0.1303	0.448415
36	-0.041471	-0.3103	0.378727

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.06332	-0.4738	0.318726
2	0.040531	0.3033	0.38139
3	0.118895	0.8897	0.18871
4	0.067508	0.5052	0.307706
5	-0.077122	-0.5771	0.283083
6	0.051438	0.3849	0.350874
7	0.010058	0.0753	0.470134
8	0.100768	0.7541	0.226981
9	-0.017422	-0.1304	0.448368
10	-0.158469	-1.1859	0.12034
11	0.145713	1.0904	0.1401
12	-0.283052	-2.1182	0.019306
13	-0.156877	-1.174	0.12269
14	0.082138	0.6147	0.270633
15	-0.021261	-0.1591	0.43708
16	-0.055667	-0.4166	0.339293
17	-0.075333	-0.5637	0.28759
18	0.089971	0.6733	0.251769
19	0.11337	0.8484	0.199919
20	0.086418	0.6467	0.260237
21	0.029189	0.2184	0.413942
22	-0.114848	-0.8594	0.19688
23	0.095191	0.7123	0.239605
24	-0.188648	-1.4117	0.081784
25	-0.223468	-1.6723	0.050024
26	-0.156375	-1.1702	0.123437
27	0.062102	0.4647	0.321965
28	-0.047774	-0.3575	0.361029
29	0.035805	0.2679	0.394865
30	0.013957	0.1044	0.458595
31	0.022703	0.1699	0.432853
32	0.069399	0.5193	0.302788
33	-0.000283	-0.0021	0.499159
34	-0.062595	-0.4684	0.320652
35	0.045162	0.338	0.368327
36	-0.114526	-0.857	0.197539

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.06332 & -0.4738 & 0.318726 \tabularnewline
2 & 0.040531 & 0.3033 & 0.38139 \tabularnewline
3 & 0.118895 & 0.8897 & 0.18871 \tabularnewline
4 & 0.067508 & 0.5052 & 0.307706 \tabularnewline
5 & -0.077122 & -0.5771 & 0.283083 \tabularnewline
6 & 0.051438 & 0.3849 & 0.350874 \tabularnewline
7 & 0.010058 & 0.0753 & 0.470134 \tabularnewline
8 & 0.100768 & 0.7541 & 0.226981 \tabularnewline
9 & -0.017422 & -0.1304 & 0.448368 \tabularnewline
10 & -0.158469 & -1.1859 & 0.12034 \tabularnewline
11 & 0.145713 & 1.0904 & 0.1401 \tabularnewline
12 & -0.283052 & -2.1182 & 0.019306 \tabularnewline
13 & -0.156877 & -1.174 & 0.12269 \tabularnewline
14 & 0.082138 & 0.6147 & 0.270633 \tabularnewline
15 & -0.021261 & -0.1591 & 0.43708 \tabularnewline
16 & -0.055667 & -0.4166 & 0.339293 \tabularnewline
17 & -0.075333 & -0.5637 & 0.28759 \tabularnewline
18 & 0.089971 & 0.6733 & 0.251769 \tabularnewline
19 & 0.11337 & 0.8484 & 0.199919 \tabularnewline
20 & 0.086418 & 0.6467 & 0.260237 \tabularnewline
21 & 0.029189 & 0.2184 & 0.413942 \tabularnewline
22 & -0.114848 & -0.8594 & 0.19688 \tabularnewline
23 & 0.095191 & 0.7123 & 0.239605 \tabularnewline
24 & -0.188648 & -1.4117 & 0.081784 \tabularnewline
25 & -0.223468 & -1.6723 & 0.050024 \tabularnewline
26 & -0.156375 & -1.1702 & 0.123437 \tabularnewline
27 & 0.062102 & 0.4647 & 0.321965 \tabularnewline
28 & -0.047774 & -0.3575 & 0.361029 \tabularnewline
29 & 0.035805 & 0.2679 & 0.394865 \tabularnewline
30 & 0.013957 & 0.1044 & 0.458595 \tabularnewline
31 & 0.022703 & 0.1699 & 0.432853 \tabularnewline
32 & 0.069399 & 0.5193 & 0.302788 \tabularnewline
33 & -0.000283 & -0.0021 & 0.499159 \tabularnewline
34 & -0.062595 & -0.4684 & 0.320652 \tabularnewline
35 & 0.045162 & 0.338 & 0.368327 \tabularnewline
36 & -0.114526 & -0.857 & 0.197539 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159474&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]-0.06332[/C][C]-0.4738[/C][C]0.318726[/C][/ROW]
[ROW][C]2[/C][C]0.040531[/C][C]0.3033[/C][C]0.38139[/C][/ROW]
[ROW][C]3[/C][C]0.118895[/C][C]0.8897[/C][C]0.18871[/C][/ROW]
[ROW][C]4[/C][C]0.067508[/C][C]0.5052[/C][C]0.307706[/C][/ROW]
[ROW][C]5[/C][C]-0.077122[/C][C]-0.5771[/C][C]0.283083[/C][/ROW]
[ROW][C]6[/C][C]0.051438[/C][C]0.3849[/C][C]0.350874[/C][/ROW]
[ROW][C]7[/C][C]0.010058[/C][C]0.0753[/C][C]0.470134[/C][/ROW]
[ROW][C]8[/C][C]0.100768[/C][C]0.7541[/C][C]0.226981[/C][/ROW]
[ROW][C]9[/C][C]-0.017422[/C][C]-0.1304[/C][C]0.448368[/C][/ROW]
[ROW][C]10[/C][C]-0.158469[/C][C]-1.1859[/C][C]0.12034[/C][/ROW]
[ROW][C]11[/C][C]0.145713[/C][C]1.0904[/C][C]0.1401[/C][/ROW]
[ROW][C]12[/C][C]-0.283052[/C][C]-2.1182[/C][C]0.019306[/C][/ROW]
[ROW][C]13[/C][C]-0.156877[/C][C]-1.174[/C][C]0.12269[/C][/ROW]
[ROW][C]14[/C][C]0.082138[/C][C]0.6147[/C][C]0.270633[/C][/ROW]
[ROW][C]15[/C][C]-0.021261[/C][C]-0.1591[/C][C]0.43708[/C][/ROW]
[ROW][C]16[/C][C]-0.055667[/C][C]-0.4166[/C][C]0.339293[/C][/ROW]
[ROW][C]17[/C][C]-0.075333[/C][C]-0.5637[/C][C]0.28759[/C][/ROW]
[ROW][C]18[/C][C]0.089971[/C][C]0.6733[/C][C]0.251769[/C][/ROW]
[ROW][C]19[/C][C]0.11337[/C][C]0.8484[/C][C]0.199919[/C][/ROW]
[ROW][C]20[/C][C]0.086418[/C][C]0.6467[/C][C]0.260237[/C][/ROW]
[ROW][C]21[/C][C]0.029189[/C][C]0.2184[/C][C]0.413942[/C][/ROW]
[ROW][C]22[/C][C]-0.114848[/C][C]-0.8594[/C][C]0.19688[/C][/ROW]
[ROW][C]23[/C][C]0.095191[/C][C]0.7123[/C][C]0.239605[/C][/ROW]
[ROW][C]24[/C][C]-0.188648[/C][C]-1.4117[/C][C]0.081784[/C][/ROW]
[ROW][C]25[/C][C]-0.223468[/C][C]-1.6723[/C][C]0.050024[/C][/ROW]
[ROW][C]26[/C][C]-0.156375[/C][C]-1.1702[/C][C]0.123437[/C][/ROW]
[ROW][C]27[/C][C]0.062102[/C][C]0.4647[/C][C]0.321965[/C][/ROW]
[ROW][C]28[/C][C]-0.047774[/C][C]-0.3575[/C][C]0.361029[/C][/ROW]
[ROW][C]29[/C][C]0.035805[/C][C]0.2679[/C][C]0.394865[/C][/ROW]
[ROW][C]30[/C][C]0.013957[/C][C]0.1044[/C][C]0.458595[/C][/ROW]
[ROW][C]31[/C][C]0.022703[/C][C]0.1699[/C][C]0.432853[/C][/ROW]
[ROW][C]32[/C][C]0.069399[/C][C]0.5193[/C][C]0.302788[/C][/ROW]
[ROW][C]33[/C][C]-0.000283[/C][C]-0.0021[/C][C]0.499159[/C][/ROW]
[ROW][C]34[/C][C]-0.062595[/C][C]-0.4684[/C][C]0.320652[/C][/ROW]
[ROW][C]35[/C][C]0.045162[/C][C]0.338[/C][C]0.368327[/C][/ROW]
[ROW][C]36[/C][C]-0.114526[/C][C]-0.857[/C][C]0.197539[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159474&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159474&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	-0.06332	-0.4738	0.318726
2	0.040531	0.3033	0.38139
3	0.118895	0.8897	0.18871
4	0.067508	0.5052	0.307706
5	-0.077122	-0.5771	0.283083
6	0.051438	0.3849	0.350874
7	0.010058	0.0753	0.470134
8	0.100768	0.7541	0.226981
9	-0.017422	-0.1304	0.448368
10	-0.158469	-1.1859	0.12034
11	0.145713	1.0904	0.1401
12	-0.283052	-2.1182	0.019306
13	-0.156877	-1.174	0.12269
14	0.082138	0.6147	0.270633
15	-0.021261	-0.1591	0.43708
16	-0.055667	-0.4166	0.339293
17	-0.075333	-0.5637	0.28759
18	0.089971	0.6733	0.251769
19	0.11337	0.8484	0.199919
20	0.086418	0.6467	0.260237
21	0.029189	0.2184	0.413942
22	-0.114848	-0.8594	0.19688
23	0.095191	0.7123	0.239605
24	-0.188648	-1.4117	0.081784
25	-0.223468	-1.6723	0.050024
26	-0.156375	-1.1702	0.123437
27	0.062102	0.4647	0.321965
28	-0.047774	-0.3575	0.361029
29	0.035805	0.2679	0.394865
30	0.013957	0.1044	0.458595
31	0.022703	0.1699	0.432853
32	0.069399	0.5193	0.302788
33	-0.000283	-0.0021	0.499159
34	-0.062595	-0.4684	0.320652
35	0.045162	0.338	0.368327
36	-0.114526	-0.857	0.197539

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