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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Nov 2012 07:47:18 -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/2012/Nov/22/t13535884858u8prtt36drmhh4.htm/, Retrieved Thu, 02 May 2024 10:39:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=191624, Retrieved Thu, 02 May 2024 10:39:45 +0000

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-       [(Partial) Autocorrelation Function] [autocorrelation c...] [2012-11-22 12:47:18] [81048bae71988e8f0b979655b8024c85] [Current]

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Dataseries X:

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2,08
2,09
2,36
2,99
2,75
1,58
1,69
1,3
1,97
1,84
1,96
1,86
2,75
2,62
2,41
3,61
2,03
1,45
1,4
1,3
1,58
2,1
2,27
2,54
2,55
2,05
2,32
2,6
2,1
1,61
1,55
1,12
1,39
2,18
1,94
2,27
2,41
2,2
2,58
2,9
2,12
1,34
1,07
0,86
1
1,54
1,29
1,44
2,6
2,77
3,31
3,2
2,07
1,42
1,43
1,28
1,59
1,68
2,01
2,52
2,74
3,06
2,69
2,32
1,67
1,04
0,98
0,86
0,97
1,3
1,82

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	'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191624&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191624&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191624&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.698102	5.8823	0
2	0.337356	2.8426	0.002919
3	-0.003291	-0.0277	0.488978
4	-0.363978	-3.0669	0.00153
5	-0.520985	-4.3899	1.9e-05
6	-0.52791	-4.4483	1.6e-05
7	-0.505216	-4.257	3.1e-05
8	-0.321437	-2.7085	0.004232
9	0.027526	0.2319	0.408627
10	0.279718	2.3569	0.010594
11	0.544509	4.5881	9e-06
12	0.620483	5.2283	1e-06
13	0.383004	3.2273	0.000946
14	0.103177	0.8694	0.193784
15	-0.103296	-0.8704	0.19351
16	-0.346539	-2.92	0.002344
17	-0.450998	-3.8002	0.000151
18	-0.407423	-3.433	5e-04
19	-0.36962	-3.1145	0.001329
20	-0.180917	-1.5244	0.065921
21	0.05918	0.4987	0.309779
22	0.231373	1.9496	0.027588
23	0.402151	3.3886	0.000575
24	0.472139	3.9783	8.3e-05
25	0.348421	2.9358	0.00224
26	0.181532	1.5296	0.065277
27	0.020506	0.1728	0.431654
28	-0.181252	-1.5273	0.06557
29	-0.293412	-2.4723	0.007911
30	-0.313657	-2.6429	0.005053
31	-0.323743	-2.7279	0.004013
32	-0.228798	-1.9279	0.028935
33	-0.035583	-0.2998	0.382592
34	0.117709	0.9918	0.162323
35	0.302302	2.5472	0.006513
36	0.374311	3.154	0.001181

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.698102 & 5.8823 & 0 \tabularnewline
2 & 0.337356 & 2.8426 & 0.002919 \tabularnewline
3 & -0.003291 & -0.0277 & 0.488978 \tabularnewline
4 & -0.363978 & -3.0669 & 0.00153 \tabularnewline
5 & -0.520985 & -4.3899 & 1.9e-05 \tabularnewline
6 & -0.52791 & -4.4483 & 1.6e-05 \tabularnewline
7 & -0.505216 & -4.257 & 3.1e-05 \tabularnewline
8 & -0.321437 & -2.7085 & 0.004232 \tabularnewline
9 & 0.027526 & 0.2319 & 0.408627 \tabularnewline
10 & 0.279718 & 2.3569 & 0.010594 \tabularnewline
11 & 0.544509 & 4.5881 & 9e-06 \tabularnewline
12 & 0.620483 & 5.2283 & 1e-06 \tabularnewline
13 & 0.383004 & 3.2273 & 0.000946 \tabularnewline
14 & 0.103177 & 0.8694 & 0.193784 \tabularnewline
15 & -0.103296 & -0.8704 & 0.19351 \tabularnewline
16 & -0.346539 & -2.92 & 0.002344 \tabularnewline
17 & -0.450998 & -3.8002 & 0.000151 \tabularnewline
18 & -0.407423 & -3.433 & 5e-04 \tabularnewline
19 & -0.36962 & -3.1145 & 0.001329 \tabularnewline
20 & -0.180917 & -1.5244 & 0.065921 \tabularnewline
21 & 0.05918 & 0.4987 & 0.309779 \tabularnewline
22 & 0.231373 & 1.9496 & 0.027588 \tabularnewline
23 & 0.402151 & 3.3886 & 0.000575 \tabularnewline
24 & 0.472139 & 3.9783 & 8.3e-05 \tabularnewline
25 & 0.348421 & 2.9358 & 0.00224 \tabularnewline
26 & 0.181532 & 1.5296 & 0.065277 \tabularnewline
27 & 0.020506 & 0.1728 & 0.431654 \tabularnewline
28 & -0.181252 & -1.5273 & 0.06557 \tabularnewline
29 & -0.293412 & -2.4723 & 0.007911 \tabularnewline
30 & -0.313657 & -2.6429 & 0.005053 \tabularnewline
31 & -0.323743 & -2.7279 & 0.004013 \tabularnewline
32 & -0.228798 & -1.9279 & 0.028935 \tabularnewline
33 & -0.035583 & -0.2998 & 0.382592 \tabularnewline
34 & 0.117709 & 0.9918 & 0.162323 \tabularnewline
35 & 0.302302 & 2.5472 & 0.006513 \tabularnewline
36 & 0.374311 & 3.154 & 0.001181 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191624&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]0.698102[/C][C]5.8823[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.337356[/C][C]2.8426[/C][C]0.002919[/C][/ROW]
[ROW][C]3[/C][C]-0.003291[/C][C]-0.0277[/C][C]0.488978[/C][/ROW]
[ROW][C]4[/C][C]-0.363978[/C][C]-3.0669[/C][C]0.00153[/C][/ROW]
[ROW][C]5[/C][C]-0.520985[/C][C]-4.3899[/C][C]1.9e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.52791[/C][C]-4.4483[/C][C]1.6e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.505216[/C][C]-4.257[/C][C]3.1e-05[/C][/ROW]
[ROW][C]8[/C][C]-0.321437[/C][C]-2.7085[/C][C]0.004232[/C][/ROW]
[ROW][C]9[/C][C]0.027526[/C][C]0.2319[/C][C]0.408627[/C][/ROW]
[ROW][C]10[/C][C]0.279718[/C][C]2.3569[/C][C]0.010594[/C][/ROW]
[ROW][C]11[/C][C]0.544509[/C][C]4.5881[/C][C]9e-06[/C][/ROW]
[ROW][C]12[/C][C]0.620483[/C][C]5.2283[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.383004[/C][C]3.2273[/C][C]0.000946[/C][/ROW]
[ROW][C]14[/C][C]0.103177[/C][C]0.8694[/C][C]0.193784[/C][/ROW]
[ROW][C]15[/C][C]-0.103296[/C][C]-0.8704[/C][C]0.19351[/C][/ROW]
[ROW][C]16[/C][C]-0.346539[/C][C]-2.92[/C][C]0.002344[/C][/ROW]
[ROW][C]17[/C][C]-0.450998[/C][C]-3.8002[/C][C]0.000151[/C][/ROW]
[ROW][C]18[/C][C]-0.407423[/C][C]-3.433[/C][C]5e-04[/C][/ROW]
[ROW][C]19[/C][C]-0.36962[/C][C]-3.1145[/C][C]0.001329[/C][/ROW]
[ROW][C]20[/C][C]-0.180917[/C][C]-1.5244[/C][C]0.065921[/C][/ROW]
[ROW][C]21[/C][C]0.05918[/C][C]0.4987[/C][C]0.309779[/C][/ROW]
[ROW][C]22[/C][C]0.231373[/C][C]1.9496[/C][C]0.027588[/C][/ROW]
[ROW][C]23[/C][C]0.402151[/C][C]3.3886[/C][C]0.000575[/C][/ROW]
[ROW][C]24[/C][C]0.472139[/C][C]3.9783[/C][C]8.3e-05[/C][/ROW]
[ROW][C]25[/C][C]0.348421[/C][C]2.9358[/C][C]0.00224[/C][/ROW]
[ROW][C]26[/C][C]0.181532[/C][C]1.5296[/C][C]0.065277[/C][/ROW]
[ROW][C]27[/C][C]0.020506[/C][C]0.1728[/C][C]0.431654[/C][/ROW]
[ROW][C]28[/C][C]-0.181252[/C][C]-1.5273[/C][C]0.06557[/C][/ROW]
[ROW][C]29[/C][C]-0.293412[/C][C]-2.4723[/C][C]0.007911[/C][/ROW]
[ROW][C]30[/C][C]-0.313657[/C][C]-2.6429[/C][C]0.005053[/C][/ROW]
[ROW][C]31[/C][C]-0.323743[/C][C]-2.7279[/C][C]0.004013[/C][/ROW]
[ROW][C]32[/C][C]-0.228798[/C][C]-1.9279[/C][C]0.028935[/C][/ROW]
[ROW][C]33[/C][C]-0.035583[/C][C]-0.2998[/C][C]0.382592[/C][/ROW]
[ROW][C]34[/C][C]0.117709[/C][C]0.9918[/C][C]0.162323[/C][/ROW]
[ROW][C]35[/C][C]0.302302[/C][C]2.5472[/C][C]0.006513[/C][/ROW]
[ROW][C]36[/C][C]0.374311[/C][C]3.154[/C][C]0.001181[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191624&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191624&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	0.698102	5.8823	0
2	0.337356	2.8426	0.002919
3	-0.003291	-0.0277	0.488978
4	-0.363978	-3.0669	0.00153
5	-0.520985	-4.3899	1.9e-05
6	-0.52791	-4.4483	1.6e-05
7	-0.505216	-4.257	3.1e-05
8	-0.321437	-2.7085	0.004232
9	0.027526	0.2319	0.408627
10	0.279718	2.3569	0.010594
11	0.544509	4.5881	9e-06
12	0.620483	5.2283	1e-06
13	0.383004	3.2273	0.000946
14	0.103177	0.8694	0.193784
15	-0.103296	-0.8704	0.19351
16	-0.346539	-2.92	0.002344
17	-0.450998	-3.8002	0.000151
18	-0.407423	-3.433	5e-04
19	-0.36962	-3.1145	0.001329
20	-0.180917	-1.5244	0.065921
21	0.05918	0.4987	0.309779
22	0.231373	1.9496	0.027588
23	0.402151	3.3886	0.000575
24	0.472139	3.9783	8.3e-05
25	0.348421	2.9358	0.00224
26	0.181532	1.5296	0.065277
27	0.020506	0.1728	0.431654
28	-0.181252	-1.5273	0.06557
29	-0.293412	-2.4723	0.007911
30	-0.313657	-2.6429	0.005053
31	-0.323743	-2.7279	0.004013
32	-0.228798	-1.9279	0.028935
33	-0.035583	-0.2998	0.382592
34	0.117709	0.9918	0.162323
35	0.302302	2.5472	0.006513
36	0.374311	3.154	0.001181

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.698102	5.8823	0
2	-0.292577	-2.4653	0.008055
3	-0.220695	-1.8596	0.033542
4	-0.393852	-3.3187	0.000715
5	-0.026622	-0.2243	0.411577
6	-0.115463	-0.9729	0.166951
7	-0.275622	-2.3224	0.011541
8	-0.021882	-0.1844	0.427121
9	0.289935	2.443	0.008527
10	-0.005045	-0.0425	0.483107
11	0.278911	2.3501	0.010775
12	-0.04386	-0.3696	0.356401
13	-0.229943	-1.9375	0.028329
14	-0.100158	-0.8439	0.200768
15	0.210263	1.7717	0.040367
16	-0.127387	-1.0734	0.143367
17	-0.061384	-0.5172	0.303303
18	0.041594	0.3505	0.363508
19	-0.011023	-0.0929	0.463128
20	-0.101618	-0.8562	0.197371
21	-0.117036	-0.9862	0.163701
22	-0.00421	-0.0355	0.485902
23	0.134255	1.1313	0.130877
24	0.117276	0.9882	0.163209
25	0.137349	1.1573	0.125509
26	-0.032171	-0.2711	0.393558
27	0.017798	0.15	0.440607
28	0.071165	0.5996	0.275324
29	-0.027686	-0.2333	0.408104
30	-0.063717	-0.5369	0.296512
31	-0.051768	-0.4362	0.332005
32	0.019642	0.1655	0.434507
33	0.119577	1.0076	0.158541
34	-0.04194	-0.3534	0.362421
35	0.05562	0.4687	0.320374
36	-0.149241	-1.2575	0.106342

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.698102 & 5.8823 & 0 \tabularnewline
2 & -0.292577 & -2.4653 & 0.008055 \tabularnewline
3 & -0.220695 & -1.8596 & 0.033542 \tabularnewline
4 & -0.393852 & -3.3187 & 0.000715 \tabularnewline
5 & -0.026622 & -0.2243 & 0.411577 \tabularnewline
6 & -0.115463 & -0.9729 & 0.166951 \tabularnewline
7 & -0.275622 & -2.3224 & 0.011541 \tabularnewline
8 & -0.021882 & -0.1844 & 0.427121 \tabularnewline
9 & 0.289935 & 2.443 & 0.008527 \tabularnewline
10 & -0.005045 & -0.0425 & 0.483107 \tabularnewline
11 & 0.278911 & 2.3501 & 0.010775 \tabularnewline
12 & -0.04386 & -0.3696 & 0.356401 \tabularnewline
13 & -0.229943 & -1.9375 & 0.028329 \tabularnewline
14 & -0.100158 & -0.8439 & 0.200768 \tabularnewline
15 & 0.210263 & 1.7717 & 0.040367 \tabularnewline
16 & -0.127387 & -1.0734 & 0.143367 \tabularnewline
17 & -0.061384 & -0.5172 & 0.303303 \tabularnewline
18 & 0.041594 & 0.3505 & 0.363508 \tabularnewline
19 & -0.011023 & -0.0929 & 0.463128 \tabularnewline
20 & -0.101618 & -0.8562 & 0.197371 \tabularnewline
21 & -0.117036 & -0.9862 & 0.163701 \tabularnewline
22 & -0.00421 & -0.0355 & 0.485902 \tabularnewline
23 & 0.134255 & 1.1313 & 0.130877 \tabularnewline
24 & 0.117276 & 0.9882 & 0.163209 \tabularnewline
25 & 0.137349 & 1.1573 & 0.125509 \tabularnewline
26 & -0.032171 & -0.2711 & 0.393558 \tabularnewline
27 & 0.017798 & 0.15 & 0.440607 \tabularnewline
28 & 0.071165 & 0.5996 & 0.275324 \tabularnewline
29 & -0.027686 & -0.2333 & 0.408104 \tabularnewline
30 & -0.063717 & -0.5369 & 0.296512 \tabularnewline
31 & -0.051768 & -0.4362 & 0.332005 \tabularnewline
32 & 0.019642 & 0.1655 & 0.434507 \tabularnewline
33 & 0.119577 & 1.0076 & 0.158541 \tabularnewline
34 & -0.04194 & -0.3534 & 0.362421 \tabularnewline
35 & 0.05562 & 0.4687 & 0.320374 \tabularnewline
36 & -0.149241 & -1.2575 & 0.106342 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191624&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]0.698102[/C][C]5.8823[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.292577[/C][C]-2.4653[/C][C]0.008055[/C][/ROW]
[ROW][C]3[/C][C]-0.220695[/C][C]-1.8596[/C][C]0.033542[/C][/ROW]
[ROW][C]4[/C][C]-0.393852[/C][C]-3.3187[/C][C]0.000715[/C][/ROW]
[ROW][C]5[/C][C]-0.026622[/C][C]-0.2243[/C][C]0.411577[/C][/ROW]
[ROW][C]6[/C][C]-0.115463[/C][C]-0.9729[/C][C]0.166951[/C][/ROW]
[ROW][C]7[/C][C]-0.275622[/C][C]-2.3224[/C][C]0.011541[/C][/ROW]
[ROW][C]8[/C][C]-0.021882[/C][C]-0.1844[/C][C]0.427121[/C][/ROW]
[ROW][C]9[/C][C]0.289935[/C][C]2.443[/C][C]0.008527[/C][/ROW]
[ROW][C]10[/C][C]-0.005045[/C][C]-0.0425[/C][C]0.483107[/C][/ROW]
[ROW][C]11[/C][C]0.278911[/C][C]2.3501[/C][C]0.010775[/C][/ROW]
[ROW][C]12[/C][C]-0.04386[/C][C]-0.3696[/C][C]0.356401[/C][/ROW]
[ROW][C]13[/C][C]-0.229943[/C][C]-1.9375[/C][C]0.028329[/C][/ROW]
[ROW][C]14[/C][C]-0.100158[/C][C]-0.8439[/C][C]0.200768[/C][/ROW]
[ROW][C]15[/C][C]0.210263[/C][C]1.7717[/C][C]0.040367[/C][/ROW]
[ROW][C]16[/C][C]-0.127387[/C][C]-1.0734[/C][C]0.143367[/C][/ROW]
[ROW][C]17[/C][C]-0.061384[/C][C]-0.5172[/C][C]0.303303[/C][/ROW]
[ROW][C]18[/C][C]0.041594[/C][C]0.3505[/C][C]0.363508[/C][/ROW]
[ROW][C]19[/C][C]-0.011023[/C][C]-0.0929[/C][C]0.463128[/C][/ROW]
[ROW][C]20[/C][C]-0.101618[/C][C]-0.8562[/C][C]0.197371[/C][/ROW]
[ROW][C]21[/C][C]-0.117036[/C][C]-0.9862[/C][C]0.163701[/C][/ROW]
[ROW][C]22[/C][C]-0.00421[/C][C]-0.0355[/C][C]0.485902[/C][/ROW]
[ROW][C]23[/C][C]0.134255[/C][C]1.1313[/C][C]0.130877[/C][/ROW]
[ROW][C]24[/C][C]0.117276[/C][C]0.9882[/C][C]0.163209[/C][/ROW]
[ROW][C]25[/C][C]0.137349[/C][C]1.1573[/C][C]0.125509[/C][/ROW]
[ROW][C]26[/C][C]-0.032171[/C][C]-0.2711[/C][C]0.393558[/C][/ROW]
[ROW][C]27[/C][C]0.017798[/C][C]0.15[/C][C]0.440607[/C][/ROW]
[ROW][C]28[/C][C]0.071165[/C][C]0.5996[/C][C]0.275324[/C][/ROW]
[ROW][C]29[/C][C]-0.027686[/C][C]-0.2333[/C][C]0.408104[/C][/ROW]
[ROW][C]30[/C][C]-0.063717[/C][C]-0.5369[/C][C]0.296512[/C][/ROW]
[ROW][C]31[/C][C]-0.051768[/C][C]-0.4362[/C][C]0.332005[/C][/ROW]
[ROW][C]32[/C][C]0.019642[/C][C]0.1655[/C][C]0.434507[/C][/ROW]
[ROW][C]33[/C][C]0.119577[/C][C]1.0076[/C][C]0.158541[/C][/ROW]
[ROW][C]34[/C][C]-0.04194[/C][C]-0.3534[/C][C]0.362421[/C][/ROW]
[ROW][C]35[/C][C]0.05562[/C][C]0.4687[/C][C]0.320374[/C][/ROW]
[ROW][C]36[/C][C]-0.149241[/C][C]-1.2575[/C][C]0.106342[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191624&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191624&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	0.698102	5.8823	0
2	-0.292577	-2.4653	0.008055
3	-0.220695	-1.8596	0.033542
4	-0.393852	-3.3187	0.000715
5	-0.026622	-0.2243	0.411577
6	-0.115463	-0.9729	0.166951
7	-0.275622	-2.3224	0.011541
8	-0.021882	-0.1844	0.427121
9	0.289935	2.443	0.008527
10	-0.005045	-0.0425	0.483107
11	0.278911	2.3501	0.010775
12	-0.04386	-0.3696	0.356401
13	-0.229943	-1.9375	0.028329
14	-0.100158	-0.8439	0.200768
15	0.210263	1.7717	0.040367
16	-0.127387	-1.0734	0.143367
17	-0.061384	-0.5172	0.303303
18	0.041594	0.3505	0.363508
19	-0.011023	-0.0929	0.463128
20	-0.101618	-0.8562	0.197371
21	-0.117036	-0.9862	0.163701
22	-0.00421	-0.0355	0.485902
23	0.134255	1.1313	0.130877
24	0.117276	0.9882	0.163209
25	0.137349	1.1573	0.125509
26	-0.032171	-0.2711	0.393558
27	0.017798	0.15	0.440607
28	0.071165	0.5996	0.275324
29	-0.027686	-0.2333	0.408104
30	-0.063717	-0.5369	0.296512
31	-0.051768	-0.4362	0.332005
32	0.019642	0.1655	0.434507
33	0.119577	1.0076	0.158541
34	-0.04194	-0.3534	0.362421
35	0.05562	0.4687	0.320374
36	-0.149241	-1.2575	0.106342

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '1'
par2 <- '1'
par1 <- '36'
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