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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 23 Dec 2011 06:11:56 -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/23/t1324638724cjein0ym519h0fb.htm/, Retrieved Mon, 29 Apr 2024 18:43:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160279, Retrieved Mon, 29 Apr 2024 18:43:53 +0000

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Estimated Impact

103

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       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [] [2011-12-03 11:58:00] [84fecfa8c8107ac4e0024d8b1730a531]
- R             [(Partial) Autocorrelation Function] [] [2011-12-18 18:15:34] [74be16979710d4c4e7c6647856088456]
-                   [(Partial) Autocorrelation Function] [] [2011-12-23 11:11:56] [a23917169fba894c1fbb2182d294ed58] [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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160279&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160279&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160279&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.568412	-4.8897	3e-06
2	0.079269	0.6819	0.248716
3	0.17636	1.5171	0.06675
4	-0.243938	-2.0984	0.01964
5	0.095268	0.8195	0.207558
6	-0.022241	-0.1913	0.424397
7	0.050441	0.4339	0.332809
8	-0.250293	-2.1531	0.017285
9	0.281973	2.4256	0.00886
10	-0.098626	-0.8484	0.199473
11	-0.29774	-2.5613	0.006233
12	0.632796	5.4435	0
13	-0.446292	-3.8391	0.000129
14	0.171738	1.4774	0.071913
15	0.093925	0.808	0.210848
16	-0.205399	-1.7669	0.040683
17	0.062204	0.5351	0.297093
18	0.069883	0.6012	0.274786
19	-0.090178	-0.7757	0.220187
20	-0.083954	-0.7222	0.236223
21	0.169265	1.4561	0.074801
22	-0.13493	-1.1607	0.124745
23	-0.094405	-0.8121	0.209669
24	0.383635	3.3002	0.000744
25	-0.293385	-2.5238	0.006877
26	0.082866	0.7128	0.239093
27	0.144799	1.2456	0.108418
28	-0.202151	-1.739	0.043099
29	0.065043	0.5595	0.288748
30	0.016598	0.1428	0.443426
31	-0.113171	-0.9735	0.166731
32	0.052794	0.4541	0.325526
33	0.04769	0.4102	0.341407
34	-0.050663	-0.4358	0.332117
35	-0.114399	-0.9841	0.164136
36	0.288729	2.4837	0.007632

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.568412 & -4.8897 & 3e-06 \tabularnewline
2 & 0.079269 & 0.6819 & 0.248716 \tabularnewline
3 & 0.17636 & 1.5171 & 0.06675 \tabularnewline
4 & -0.243938 & -2.0984 & 0.01964 \tabularnewline
5 & 0.095268 & 0.8195 & 0.207558 \tabularnewline
6 & -0.022241 & -0.1913 & 0.424397 \tabularnewline
7 & 0.050441 & 0.4339 & 0.332809 \tabularnewline
8 & -0.250293 & -2.1531 & 0.017285 \tabularnewline
9 & 0.281973 & 2.4256 & 0.00886 \tabularnewline
10 & -0.098626 & -0.8484 & 0.199473 \tabularnewline
11 & -0.29774 & -2.5613 & 0.006233 \tabularnewline
12 & 0.632796 & 5.4435 & 0 \tabularnewline
13 & -0.446292 & -3.8391 & 0.000129 \tabularnewline
14 & 0.171738 & 1.4774 & 0.071913 \tabularnewline
15 & 0.093925 & 0.808 & 0.210848 \tabularnewline
16 & -0.205399 & -1.7669 & 0.040683 \tabularnewline
17 & 0.062204 & 0.5351 & 0.297093 \tabularnewline
18 & 0.069883 & 0.6012 & 0.274786 \tabularnewline
19 & -0.090178 & -0.7757 & 0.220187 \tabularnewline
20 & -0.083954 & -0.7222 & 0.236223 \tabularnewline
21 & 0.169265 & 1.4561 & 0.074801 \tabularnewline
22 & -0.13493 & -1.1607 & 0.124745 \tabularnewline
23 & -0.094405 & -0.8121 & 0.209669 \tabularnewline
24 & 0.383635 & 3.3002 & 0.000744 \tabularnewline
25 & -0.293385 & -2.5238 & 0.006877 \tabularnewline
26 & 0.082866 & 0.7128 & 0.239093 \tabularnewline
27 & 0.144799 & 1.2456 & 0.108418 \tabularnewline
28 & -0.202151 & -1.739 & 0.043099 \tabularnewline
29 & 0.065043 & 0.5595 & 0.288748 \tabularnewline
30 & 0.016598 & 0.1428 & 0.443426 \tabularnewline
31 & -0.113171 & -0.9735 & 0.166731 \tabularnewline
32 & 0.052794 & 0.4541 & 0.325526 \tabularnewline
33 & 0.04769 & 0.4102 & 0.341407 \tabularnewline
34 & -0.050663 & -0.4358 & 0.332117 \tabularnewline
35 & -0.114399 & -0.9841 & 0.164136 \tabularnewline
36 & 0.288729 & 2.4837 & 0.007632 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160279&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]-0.568412[/C][C]-4.8897[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.079269[/C][C]0.6819[/C][C]0.248716[/C][/ROW]
[ROW][C]3[/C][C]0.17636[/C][C]1.5171[/C][C]0.06675[/C][/ROW]
[ROW][C]4[/C][C]-0.243938[/C][C]-2.0984[/C][C]0.01964[/C][/ROW]
[ROW][C]5[/C][C]0.095268[/C][C]0.8195[/C][C]0.207558[/C][/ROW]
[ROW][C]6[/C][C]-0.022241[/C][C]-0.1913[/C][C]0.424397[/C][/ROW]
[ROW][C]7[/C][C]0.050441[/C][C]0.4339[/C][C]0.332809[/C][/ROW]
[ROW][C]8[/C][C]-0.250293[/C][C]-2.1531[/C][C]0.017285[/C][/ROW]
[ROW][C]9[/C][C]0.281973[/C][C]2.4256[/C][C]0.00886[/C][/ROW]
[ROW][C]10[/C][C]-0.098626[/C][C]-0.8484[/C][C]0.199473[/C][/ROW]
[ROW][C]11[/C][C]-0.29774[/C][C]-2.5613[/C][C]0.006233[/C][/ROW]
[ROW][C]12[/C][C]0.632796[/C][C]5.4435[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.446292[/C][C]-3.8391[/C][C]0.000129[/C][/ROW]
[ROW][C]14[/C][C]0.171738[/C][C]1.4774[/C][C]0.071913[/C][/ROW]
[ROW][C]15[/C][C]0.093925[/C][C]0.808[/C][C]0.210848[/C][/ROW]
[ROW][C]16[/C][C]-0.205399[/C][C]-1.7669[/C][C]0.040683[/C][/ROW]
[ROW][C]17[/C][C]0.062204[/C][C]0.5351[/C][C]0.297093[/C][/ROW]
[ROW][C]18[/C][C]0.069883[/C][C]0.6012[/C][C]0.274786[/C][/ROW]
[ROW][C]19[/C][C]-0.090178[/C][C]-0.7757[/C][C]0.220187[/C][/ROW]
[ROW][C]20[/C][C]-0.083954[/C][C]-0.7222[/C][C]0.236223[/C][/ROW]
[ROW][C]21[/C][C]0.169265[/C][C]1.4561[/C][C]0.074801[/C][/ROW]
[ROW][C]22[/C][C]-0.13493[/C][C]-1.1607[/C][C]0.124745[/C][/ROW]
[ROW][C]23[/C][C]-0.094405[/C][C]-0.8121[/C][C]0.209669[/C][/ROW]
[ROW][C]24[/C][C]0.383635[/C][C]3.3002[/C][C]0.000744[/C][/ROW]
[ROW][C]25[/C][C]-0.293385[/C][C]-2.5238[/C][C]0.006877[/C][/ROW]
[ROW][C]26[/C][C]0.082866[/C][C]0.7128[/C][C]0.239093[/C][/ROW]
[ROW][C]27[/C][C]0.144799[/C][C]1.2456[/C][C]0.108418[/C][/ROW]
[ROW][C]28[/C][C]-0.202151[/C][C]-1.739[/C][C]0.043099[/C][/ROW]
[ROW][C]29[/C][C]0.065043[/C][C]0.5595[/C][C]0.288748[/C][/ROW]
[ROW][C]30[/C][C]0.016598[/C][C]0.1428[/C][C]0.443426[/C][/ROW]
[ROW][C]31[/C][C]-0.113171[/C][C]-0.9735[/C][C]0.166731[/C][/ROW]
[ROW][C]32[/C][C]0.052794[/C][C]0.4541[/C][C]0.325526[/C][/ROW]
[ROW][C]33[/C][C]0.04769[/C][C]0.4102[/C][C]0.341407[/C][/ROW]
[ROW][C]34[/C][C]-0.050663[/C][C]-0.4358[/C][C]0.332117[/C][/ROW]
[ROW][C]35[/C][C]-0.114399[/C][C]-0.9841[/C][C]0.164136[/C][/ROW]
[ROW][C]36[/C][C]0.288729[/C][C]2.4837[/C][C]0.007632[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160279&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160279&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	-0.568412	-4.8897	3e-06
2	0.079269	0.6819	0.248716
3	0.17636	1.5171	0.06675
4	-0.243938	-2.0984	0.01964
5	0.095268	0.8195	0.207558
6	-0.022241	-0.1913	0.424397
7	0.050441	0.4339	0.332809
8	-0.250293	-2.1531	0.017285
9	0.281973	2.4256	0.00886
10	-0.098626	-0.8484	0.199473
11	-0.29774	-2.5613	0.006233
12	0.632796	5.4435	0
13	-0.446292	-3.8391	0.000129
14	0.171738	1.4774	0.071913
15	0.093925	0.808	0.210848
16	-0.205399	-1.7669	0.040683
17	0.062204	0.5351	0.297093
18	0.069883	0.6012	0.274786
19	-0.090178	-0.7757	0.220187
20	-0.083954	-0.7222	0.236223
21	0.169265	1.4561	0.074801
22	-0.13493	-1.1607	0.124745
23	-0.094405	-0.8121	0.209669
24	0.383635	3.3002	0.000744
25	-0.293385	-2.5238	0.006877
26	0.082866	0.7128	0.239093
27	0.144799	1.2456	0.108418
28	-0.202151	-1.739	0.043099
29	0.065043	0.5595	0.288748
30	0.016598	0.1428	0.443426
31	-0.113171	-0.9735	0.166731
32	0.052794	0.4541	0.325526
33	0.04769	0.4102	0.341407
34	-0.050663	-0.4358	0.332117
35	-0.114399	-0.9841	0.164136
36	0.288729	2.4837	0.007632

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.568412	-4.8897	3e-06
2	-0.3602	-3.0986	0.001374
3	0.055858	0.4805	0.316141
4	-0.092387	-0.7947	0.214653
5	-0.133142	-1.1453	0.127882
6	-0.148022	-1.2733	0.103443
7	0.054513	0.4689	0.320245
8	-0.347109	-2.9859	0.001916
9	-0.117558	-1.0113	0.157591
10	-0.001371	-0.0118	0.495312
11	-0.494776	-4.2562	3e-05
12	0.191156	1.6444	0.052169
13	0.129809	1.1167	0.133876
14	0.107396	0.9239	0.179281
15	0.093031	0.8003	0.213054
16	0.023474	0.2019	0.420262
17	-0.092001	-0.7914	0.215614
18	0.078189	0.6726	0.251647
19	-0.097871	-0.8419	0.201273
20	0.072372	0.6226	0.267742
21	-0.086415	-0.7434	0.229806
22	-0.068758	-0.5915	0.278
23	-0.016945	-0.1458	0.442252
24	0.069064	0.5941	0.277125
25	0.161969	1.3933	0.083849
26	-0.042413	-0.3649	0.358131
27	0.007715	0.0664	0.473632
28	0.095747	0.8236	0.206393
29	0.032304	0.2779	0.390937
30	-0.176827	-1.5211	0.066246
31	-0.126988	-1.0924	0.139102
32	-0.006945	-0.0597	0.476262
33	0.007057	0.0607	0.475878
34	0.097943	0.8425	0.201102
35	-0.038273	-0.3292	0.371453
36	-0.050108	-0.431	0.333843

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.568412 & -4.8897 & 3e-06 \tabularnewline
2 & -0.3602 & -3.0986 & 0.001374 \tabularnewline
3 & 0.055858 & 0.4805 & 0.316141 \tabularnewline
4 & -0.092387 & -0.7947 & 0.214653 \tabularnewline
5 & -0.133142 & -1.1453 & 0.127882 \tabularnewline
6 & -0.148022 & -1.2733 & 0.103443 \tabularnewline
7 & 0.054513 & 0.4689 & 0.320245 \tabularnewline
8 & -0.347109 & -2.9859 & 0.001916 \tabularnewline
9 & -0.117558 & -1.0113 & 0.157591 \tabularnewline
10 & -0.001371 & -0.0118 & 0.495312 \tabularnewline
11 & -0.494776 & -4.2562 & 3e-05 \tabularnewline
12 & 0.191156 & 1.6444 & 0.052169 \tabularnewline
13 & 0.129809 & 1.1167 & 0.133876 \tabularnewline
14 & 0.107396 & 0.9239 & 0.179281 \tabularnewline
15 & 0.093031 & 0.8003 & 0.213054 \tabularnewline
16 & 0.023474 & 0.2019 & 0.420262 \tabularnewline
17 & -0.092001 & -0.7914 & 0.215614 \tabularnewline
18 & 0.078189 & 0.6726 & 0.251647 \tabularnewline
19 & -0.097871 & -0.8419 & 0.201273 \tabularnewline
20 & 0.072372 & 0.6226 & 0.267742 \tabularnewline
21 & -0.086415 & -0.7434 & 0.229806 \tabularnewline
22 & -0.068758 & -0.5915 & 0.278 \tabularnewline
23 & -0.016945 & -0.1458 & 0.442252 \tabularnewline
24 & 0.069064 & 0.5941 & 0.277125 \tabularnewline
25 & 0.161969 & 1.3933 & 0.083849 \tabularnewline
26 & -0.042413 & -0.3649 & 0.358131 \tabularnewline
27 & 0.007715 & 0.0664 & 0.473632 \tabularnewline
28 & 0.095747 & 0.8236 & 0.206393 \tabularnewline
29 & 0.032304 & 0.2779 & 0.390937 \tabularnewline
30 & -0.176827 & -1.5211 & 0.066246 \tabularnewline
31 & -0.126988 & -1.0924 & 0.139102 \tabularnewline
32 & -0.006945 & -0.0597 & 0.476262 \tabularnewline
33 & 0.007057 & 0.0607 & 0.475878 \tabularnewline
34 & 0.097943 & 0.8425 & 0.201102 \tabularnewline
35 & -0.038273 & -0.3292 & 0.371453 \tabularnewline
36 & -0.050108 & -0.431 & 0.333843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160279&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]-0.568412[/C][C]-4.8897[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.3602[/C][C]-3.0986[/C][C]0.001374[/C][/ROW]
[ROW][C]3[/C][C]0.055858[/C][C]0.4805[/C][C]0.316141[/C][/ROW]
[ROW][C]4[/C][C]-0.092387[/C][C]-0.7947[/C][C]0.214653[/C][/ROW]
[ROW][C]5[/C][C]-0.133142[/C][C]-1.1453[/C][C]0.127882[/C][/ROW]
[ROW][C]6[/C][C]-0.148022[/C][C]-1.2733[/C][C]0.103443[/C][/ROW]
[ROW][C]7[/C][C]0.054513[/C][C]0.4689[/C][C]0.320245[/C][/ROW]
[ROW][C]8[/C][C]-0.347109[/C][C]-2.9859[/C][C]0.001916[/C][/ROW]
[ROW][C]9[/C][C]-0.117558[/C][C]-1.0113[/C][C]0.157591[/C][/ROW]
[ROW][C]10[/C][C]-0.001371[/C][C]-0.0118[/C][C]0.495312[/C][/ROW]
[ROW][C]11[/C][C]-0.494776[/C][C]-4.2562[/C][C]3e-05[/C][/ROW]
[ROW][C]12[/C][C]0.191156[/C][C]1.6444[/C][C]0.052169[/C][/ROW]
[ROW][C]13[/C][C]0.129809[/C][C]1.1167[/C][C]0.133876[/C][/ROW]
[ROW][C]14[/C][C]0.107396[/C][C]0.9239[/C][C]0.179281[/C][/ROW]
[ROW][C]15[/C][C]0.093031[/C][C]0.8003[/C][C]0.213054[/C][/ROW]
[ROW][C]16[/C][C]0.023474[/C][C]0.2019[/C][C]0.420262[/C][/ROW]
[ROW][C]17[/C][C]-0.092001[/C][C]-0.7914[/C][C]0.215614[/C][/ROW]
[ROW][C]18[/C][C]0.078189[/C][C]0.6726[/C][C]0.251647[/C][/ROW]
[ROW][C]19[/C][C]-0.097871[/C][C]-0.8419[/C][C]0.201273[/C][/ROW]
[ROW][C]20[/C][C]0.072372[/C][C]0.6226[/C][C]0.267742[/C][/ROW]
[ROW][C]21[/C][C]-0.086415[/C][C]-0.7434[/C][C]0.229806[/C][/ROW]
[ROW][C]22[/C][C]-0.068758[/C][C]-0.5915[/C][C]0.278[/C][/ROW]
[ROW][C]23[/C][C]-0.016945[/C][C]-0.1458[/C][C]0.442252[/C][/ROW]
[ROW][C]24[/C][C]0.069064[/C][C]0.5941[/C][C]0.277125[/C][/ROW]
[ROW][C]25[/C][C]0.161969[/C][C]1.3933[/C][C]0.083849[/C][/ROW]
[ROW][C]26[/C][C]-0.042413[/C][C]-0.3649[/C][C]0.358131[/C][/ROW]
[ROW][C]27[/C][C]0.007715[/C][C]0.0664[/C][C]0.473632[/C][/ROW]
[ROW][C]28[/C][C]0.095747[/C][C]0.8236[/C][C]0.206393[/C][/ROW]
[ROW][C]29[/C][C]0.032304[/C][C]0.2779[/C][C]0.390937[/C][/ROW]
[ROW][C]30[/C][C]-0.176827[/C][C]-1.5211[/C][C]0.066246[/C][/ROW]
[ROW][C]31[/C][C]-0.126988[/C][C]-1.0924[/C][C]0.139102[/C][/ROW]
[ROW][C]32[/C][C]-0.006945[/C][C]-0.0597[/C][C]0.476262[/C][/ROW]
[ROW][C]33[/C][C]0.007057[/C][C]0.0607[/C][C]0.475878[/C][/ROW]
[ROW][C]34[/C][C]0.097943[/C][C]0.8425[/C][C]0.201102[/C][/ROW]
[ROW][C]35[/C][C]-0.038273[/C][C]-0.3292[/C][C]0.371453[/C][/ROW]
[ROW][C]36[/C][C]-0.050108[/C][C]-0.431[/C][C]0.333843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160279&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160279&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	-0.568412	-4.8897	3e-06
2	-0.3602	-3.0986	0.001374
3	0.055858	0.4805	0.316141
4	-0.092387	-0.7947	0.214653
5	-0.133142	-1.1453	0.127882
6	-0.148022	-1.2733	0.103443
7	0.054513	0.4689	0.320245
8	-0.347109	-2.9859	0.001916
9	-0.117558	-1.0113	0.157591
10	-0.001371	-0.0118	0.495312
11	-0.494776	-4.2562	3e-05
12	0.191156	1.6444	0.052169
13	0.129809	1.1167	0.133876
14	0.107396	0.9239	0.179281
15	0.093031	0.8003	0.213054
16	0.023474	0.2019	0.420262
17	-0.092001	-0.7914	0.215614
18	0.078189	0.6726	0.251647
19	-0.097871	-0.8419	0.201273
20	0.072372	0.6226	0.267742
21	-0.086415	-0.7434	0.229806
22	-0.068758	-0.5915	0.278
23	-0.016945	-0.1458	0.442252
24	0.069064	0.5941	0.277125
25	0.161969	1.3933	0.083849
26	-0.042413	-0.3649	0.358131
27	0.007715	0.0664	0.473632
28	0.095747	0.8236	0.206393
29	0.032304	0.2779	0.390937
30	-0.176827	-1.5211	0.066246
31	-0.126988	-1.0924	0.139102
32	-0.006945	-0.0597	0.476262
33	0.007057	0.0607	0.475878
34	0.097943	0.8425	0.201102
35	-0.038273	-0.3292	0.371453
36	-0.050108	-0.431	0.333843

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 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; 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