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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 08 Oct 2015 13:37:41 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Oct/08/t1444307879rixm5firp3buzge.htm/, Retrieved Wed, 15 May 2024 03:18:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=281442, Retrieved Wed, 15 May 2024 03:18:54 +0000

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469

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-       [(Partial) Autocorrelation Function] [] [2015-10-08 12:37:41] [63a9f0ea7bb98050796b649e85481845] [Current]
- R P     [(Partial) Autocorrelation Function] [H4 Task 24_1 Auto...] [2015-10-26 13:05:54] [bf8caf4ca45c962d8e89296026f85ecb] 
- R P     [(Partial) Autocorrelation Function] [H4 Task 24_2 Auto...] [2015-10-26 13:08:53] [bf8caf4ca45c962d8e89296026f85ecb] 

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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	'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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=281442&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=281442&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=281442&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.000634	0.0054	0.497845
2	0.015662	0.1338	0.446959
3	-0.114636	-0.9795	0.165295
4	-0.017088	-0.146	0.442163
5	-0.065235	-0.5574	0.28949
6	-0.104394	-0.8919	0.187678
7	0.006008	0.0513	0.4796
8	0.044536	0.3805	0.352333
9	0.102822	0.8785	0.191275
10	0.013912	0.1189	0.452856
11	0.08024	0.6856	0.247577
12	-0.10634	-0.9086	0.183283
13	-0.039552	-0.3379	0.368191
14	-0.142631	-1.2186	0.113452
15	-0.214035	-1.8287	0.035763
16	-0.060937	-0.5206	0.302094
17	0.126774	1.0832	0.141151
18	0.018126	0.1549	0.438676
19	0.024025	0.2053	0.418967
20	-0.110901	-0.9475	0.173246
21	0.261289	2.2325	0.014326
22	-0.062062	-0.5303	0.29877
23	-0.105332	-0.9	0.18555
24	-0.076461	-0.6533	0.257812
25	0.003306	0.0282	0.488773
26	-0.058293	-0.4981	0.309971
27	-0.028142	-0.2404	0.405329
28	-0.006372	-0.0544	0.478366
29	0.052816	0.4513	0.32657
30	0.020396	0.1743	0.431072
31	-0.056605	-0.4836	0.315045
32	0.038667	0.3304	0.371032
33	-0.094938	-0.8112	0.209958
34	0.036192	0.3092	0.379015
35	-0.06543	-0.559	0.288924
36	-0.046294	-0.3955	0.3468

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000634 & 0.0054 & 0.497845 \tabularnewline
2 & 0.015662 & 0.1338 & 0.446959 \tabularnewline
3 & -0.114636 & -0.9795 & 0.165295 \tabularnewline
4 & -0.017088 & -0.146 & 0.442163 \tabularnewline
5 & -0.065235 & -0.5574 & 0.28949 \tabularnewline
6 & -0.104394 & -0.8919 & 0.187678 \tabularnewline
7 & 0.006008 & 0.0513 & 0.4796 \tabularnewline
8 & 0.044536 & 0.3805 & 0.352333 \tabularnewline
9 & 0.102822 & 0.8785 & 0.191275 \tabularnewline
10 & 0.013912 & 0.1189 & 0.452856 \tabularnewline
11 & 0.08024 & 0.6856 & 0.247577 \tabularnewline
12 & -0.10634 & -0.9086 & 0.183283 \tabularnewline
13 & -0.039552 & -0.3379 & 0.368191 \tabularnewline
14 & -0.142631 & -1.2186 & 0.113452 \tabularnewline
15 & -0.214035 & -1.8287 & 0.035763 \tabularnewline
16 & -0.060937 & -0.5206 & 0.302094 \tabularnewline
17 & 0.126774 & 1.0832 & 0.141151 \tabularnewline
18 & 0.018126 & 0.1549 & 0.438676 \tabularnewline
19 & 0.024025 & 0.2053 & 0.418967 \tabularnewline
20 & -0.110901 & -0.9475 & 0.173246 \tabularnewline
21 & 0.261289 & 2.2325 & 0.014326 \tabularnewline
22 & -0.062062 & -0.5303 & 0.29877 \tabularnewline
23 & -0.105332 & -0.9 & 0.18555 \tabularnewline
24 & -0.076461 & -0.6533 & 0.257812 \tabularnewline
25 & 0.003306 & 0.0282 & 0.488773 \tabularnewline
26 & -0.058293 & -0.4981 & 0.309971 \tabularnewline
27 & -0.028142 & -0.2404 & 0.405329 \tabularnewline
28 & -0.006372 & -0.0544 & 0.478366 \tabularnewline
29 & 0.052816 & 0.4513 & 0.32657 \tabularnewline
30 & 0.020396 & 0.1743 & 0.431072 \tabularnewline
31 & -0.056605 & -0.4836 & 0.315045 \tabularnewline
32 & 0.038667 & 0.3304 & 0.371032 \tabularnewline
33 & -0.094938 & -0.8112 & 0.209958 \tabularnewline
34 & 0.036192 & 0.3092 & 0.379015 \tabularnewline
35 & -0.06543 & -0.559 & 0.288924 \tabularnewline
36 & -0.046294 & -0.3955 & 0.3468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=281442&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]0.000634[/C][C]0.0054[/C][C]0.497845[/C][/ROW]
[ROW][C]2[/C][C]0.015662[/C][C]0.1338[/C][C]0.446959[/C][/ROW]
[ROW][C]3[/C][C]-0.114636[/C][C]-0.9795[/C][C]0.165295[/C][/ROW]
[ROW][C]4[/C][C]-0.017088[/C][C]-0.146[/C][C]0.442163[/C][/ROW]
[ROW][C]5[/C][C]-0.065235[/C][C]-0.5574[/C][C]0.28949[/C][/ROW]
[ROW][C]6[/C][C]-0.104394[/C][C]-0.8919[/C][C]0.187678[/C][/ROW]
[ROW][C]7[/C][C]0.006008[/C][C]0.0513[/C][C]0.4796[/C][/ROW]
[ROW][C]8[/C][C]0.044536[/C][C]0.3805[/C][C]0.352333[/C][/ROW]
[ROW][C]9[/C][C]0.102822[/C][C]0.8785[/C][C]0.191275[/C][/ROW]
[ROW][C]10[/C][C]0.013912[/C][C]0.1189[/C][C]0.452856[/C][/ROW]
[ROW][C]11[/C][C]0.08024[/C][C]0.6856[/C][C]0.247577[/C][/ROW]
[ROW][C]12[/C][C]-0.10634[/C][C]-0.9086[/C][C]0.183283[/C][/ROW]
[ROW][C]13[/C][C]-0.039552[/C][C]-0.3379[/C][C]0.368191[/C][/ROW]
[ROW][C]14[/C][C]-0.142631[/C][C]-1.2186[/C][C]0.113452[/C][/ROW]
[ROW][C]15[/C][C]-0.214035[/C][C]-1.8287[/C][C]0.035763[/C][/ROW]
[ROW][C]16[/C][C]-0.060937[/C][C]-0.5206[/C][C]0.302094[/C][/ROW]
[ROW][C]17[/C][C]0.126774[/C][C]1.0832[/C][C]0.141151[/C][/ROW]
[ROW][C]18[/C][C]0.018126[/C][C]0.1549[/C][C]0.438676[/C][/ROW]
[ROW][C]19[/C][C]0.024025[/C][C]0.2053[/C][C]0.418967[/C][/ROW]
[ROW][C]20[/C][C]-0.110901[/C][C]-0.9475[/C][C]0.173246[/C][/ROW]
[ROW][C]21[/C][C]0.261289[/C][C]2.2325[/C][C]0.014326[/C][/ROW]
[ROW][C]22[/C][C]-0.062062[/C][C]-0.5303[/C][C]0.29877[/C][/ROW]
[ROW][C]23[/C][C]-0.105332[/C][C]-0.9[/C][C]0.18555[/C][/ROW]
[ROW][C]24[/C][C]-0.076461[/C][C]-0.6533[/C][C]0.257812[/C][/ROW]
[ROW][C]25[/C][C]0.003306[/C][C]0.0282[/C][C]0.488773[/C][/ROW]
[ROW][C]26[/C][C]-0.058293[/C][C]-0.4981[/C][C]0.309971[/C][/ROW]
[ROW][C]27[/C][C]-0.028142[/C][C]-0.2404[/C][C]0.405329[/C][/ROW]
[ROW][C]28[/C][C]-0.006372[/C][C]-0.0544[/C][C]0.478366[/C][/ROW]
[ROW][C]29[/C][C]0.052816[/C][C]0.4513[/C][C]0.32657[/C][/ROW]
[ROW][C]30[/C][C]0.020396[/C][C]0.1743[/C][C]0.431072[/C][/ROW]
[ROW][C]31[/C][C]-0.056605[/C][C]-0.4836[/C][C]0.315045[/C][/ROW]
[ROW][C]32[/C][C]0.038667[/C][C]0.3304[/C][C]0.371032[/C][/ROW]
[ROW][C]33[/C][C]-0.094938[/C][C]-0.8112[/C][C]0.209958[/C][/ROW]
[ROW][C]34[/C][C]0.036192[/C][C]0.3092[/C][C]0.379015[/C][/ROW]
[ROW][C]35[/C][C]-0.06543[/C][C]-0.559[/C][C]0.288924[/C][/ROW]
[ROW][C]36[/C][C]-0.046294[/C][C]-0.3955[/C][C]0.3468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=281442&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=281442&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	0.000634	0.0054	0.497845
2	0.015662	0.1338	0.446959
3	-0.114636	-0.9795	0.165295
4	-0.017088	-0.146	0.442163
5	-0.065235	-0.5574	0.28949
6	-0.104394	-0.8919	0.187678
7	0.006008	0.0513	0.4796
8	0.044536	0.3805	0.352333
9	0.102822	0.8785	0.191275
10	0.013912	0.1189	0.452856
11	0.08024	0.6856	0.247577
12	-0.10634	-0.9086	0.183283
13	-0.039552	-0.3379	0.368191
14	-0.142631	-1.2186	0.113452
15	-0.214035	-1.8287	0.035763
16	-0.060937	-0.5206	0.302094
17	0.126774	1.0832	0.141151
18	0.018126	0.1549	0.438676
19	0.024025	0.2053	0.418967
20	-0.110901	-0.9475	0.173246
21	0.261289	2.2325	0.014326
22	-0.062062	-0.5303	0.29877
23	-0.105332	-0.9	0.18555
24	-0.076461	-0.6533	0.257812
25	0.003306	0.0282	0.488773
26	-0.058293	-0.4981	0.309971
27	-0.028142	-0.2404	0.405329
28	-0.006372	-0.0544	0.478366
29	0.052816	0.4513	0.32657
30	0.020396	0.1743	0.431072
31	-0.056605	-0.4836	0.315045
32	0.038667	0.3304	0.371032
33	-0.094938	-0.8112	0.209958
34	0.036192	0.3092	0.379015
35	-0.06543	-0.559	0.288924
36	-0.046294	-0.3955	0.3468

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.000634	0.0054	0.497845
2	0.015661	0.1338	0.44696
3	-0.114684	-0.9799	0.165195
4	-0.017215	-0.1471	0.441737
5	-0.062441	-0.5335	0.297655
6	-0.11909	-1.0175	0.156136
7	0.002728	0.0233	0.490735
8	0.032463	0.2774	0.391142
9	0.076804	0.6562	0.256875
10	0.008466	0.0723	0.471267
11	0.077054	0.6583	0.256193
12	-0.098356	-0.8404	0.201726
13	-0.033536	-0.2865	0.387643
14	-0.110504	-0.9441	0.174105
15	-0.232561	-1.987	0.025338
16	-0.080921	-0.6914	0.245758
17	0.101711	0.869	0.193843
18	-0.066502	-0.5682	0.285825
19	-0.022298	-0.1905	0.424716
20	-0.151859	-1.2975	0.099276
21	0.251918	2.1524	0.017336
22	-0.054444	-0.4652	0.321598
23	-0.081173	-0.6935	0.245084
24	-0.004339	-0.0371	0.485264
25	0.003066	0.0262	0.489585
26	-0.117645	-1.0052	0.15907
27	-0.059466	-0.5081	0.306466
28	-0.11218	-0.9585	0.170496
29	-0.003372	-0.0288	0.488548
30	-0.124547	-1.0641	0.145389
31	-0.056426	-0.4821	0.315587
32	0.002464	0.021	0.491632
33	-0.057862	-0.4944	0.311263
34	-0.021127	-0.1805	0.428628
35	-0.079578	-0.6799	0.249355
36	-0.019801	-0.1692	0.433061

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000634 & 0.0054 & 0.497845 \tabularnewline
2 & 0.015661 & 0.1338 & 0.44696 \tabularnewline
3 & -0.114684 & -0.9799 & 0.165195 \tabularnewline
4 & -0.017215 & -0.1471 & 0.441737 \tabularnewline
5 & -0.062441 & -0.5335 & 0.297655 \tabularnewline
6 & -0.11909 & -1.0175 & 0.156136 \tabularnewline
7 & 0.002728 & 0.0233 & 0.490735 \tabularnewline
8 & 0.032463 & 0.2774 & 0.391142 \tabularnewline
9 & 0.076804 & 0.6562 & 0.256875 \tabularnewline
10 & 0.008466 & 0.0723 & 0.471267 \tabularnewline
11 & 0.077054 & 0.6583 & 0.256193 \tabularnewline
12 & -0.098356 & -0.8404 & 0.201726 \tabularnewline
13 & -0.033536 & -0.2865 & 0.387643 \tabularnewline
14 & -0.110504 & -0.9441 & 0.174105 \tabularnewline
15 & -0.232561 & -1.987 & 0.025338 \tabularnewline
16 & -0.080921 & -0.6914 & 0.245758 \tabularnewline
17 & 0.101711 & 0.869 & 0.193843 \tabularnewline
18 & -0.066502 & -0.5682 & 0.285825 \tabularnewline
19 & -0.022298 & -0.1905 & 0.424716 \tabularnewline
20 & -0.151859 & -1.2975 & 0.099276 \tabularnewline
21 & 0.251918 & 2.1524 & 0.017336 \tabularnewline
22 & -0.054444 & -0.4652 & 0.321598 \tabularnewline
23 & -0.081173 & -0.6935 & 0.245084 \tabularnewline
24 & -0.004339 & -0.0371 & 0.485264 \tabularnewline
25 & 0.003066 & 0.0262 & 0.489585 \tabularnewline
26 & -0.117645 & -1.0052 & 0.15907 \tabularnewline
27 & -0.059466 & -0.5081 & 0.306466 \tabularnewline
28 & -0.11218 & -0.9585 & 0.170496 \tabularnewline
29 & -0.003372 & -0.0288 & 0.488548 \tabularnewline
30 & -0.124547 & -1.0641 & 0.145389 \tabularnewline
31 & -0.056426 & -0.4821 & 0.315587 \tabularnewline
32 & 0.002464 & 0.021 & 0.491632 \tabularnewline
33 & -0.057862 & -0.4944 & 0.311263 \tabularnewline
34 & -0.021127 & -0.1805 & 0.428628 \tabularnewline
35 & -0.079578 & -0.6799 & 0.249355 \tabularnewline
36 & -0.019801 & -0.1692 & 0.433061 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=281442&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]0.000634[/C][C]0.0054[/C][C]0.497845[/C][/ROW]
[ROW][C]2[/C][C]0.015661[/C][C]0.1338[/C][C]0.44696[/C][/ROW]
[ROW][C]3[/C][C]-0.114684[/C][C]-0.9799[/C][C]0.165195[/C][/ROW]
[ROW][C]4[/C][C]-0.017215[/C][C]-0.1471[/C][C]0.441737[/C][/ROW]
[ROW][C]5[/C][C]-0.062441[/C][C]-0.5335[/C][C]0.297655[/C][/ROW]
[ROW][C]6[/C][C]-0.11909[/C][C]-1.0175[/C][C]0.156136[/C][/ROW]
[ROW][C]7[/C][C]0.002728[/C][C]0.0233[/C][C]0.490735[/C][/ROW]
[ROW][C]8[/C][C]0.032463[/C][C]0.2774[/C][C]0.391142[/C][/ROW]
[ROW][C]9[/C][C]0.076804[/C][C]0.6562[/C][C]0.256875[/C][/ROW]
[ROW][C]10[/C][C]0.008466[/C][C]0.0723[/C][C]0.471267[/C][/ROW]
[ROW][C]11[/C][C]0.077054[/C][C]0.6583[/C][C]0.256193[/C][/ROW]
[ROW][C]12[/C][C]-0.098356[/C][C]-0.8404[/C][C]0.201726[/C][/ROW]
[ROW][C]13[/C][C]-0.033536[/C][C]-0.2865[/C][C]0.387643[/C][/ROW]
[ROW][C]14[/C][C]-0.110504[/C][C]-0.9441[/C][C]0.174105[/C][/ROW]
[ROW][C]15[/C][C]-0.232561[/C][C]-1.987[/C][C]0.025338[/C][/ROW]
[ROW][C]16[/C][C]-0.080921[/C][C]-0.6914[/C][C]0.245758[/C][/ROW]
[ROW][C]17[/C][C]0.101711[/C][C]0.869[/C][C]0.193843[/C][/ROW]
[ROW][C]18[/C][C]-0.066502[/C][C]-0.5682[/C][C]0.285825[/C][/ROW]
[ROW][C]19[/C][C]-0.022298[/C][C]-0.1905[/C][C]0.424716[/C][/ROW]
[ROW][C]20[/C][C]-0.151859[/C][C]-1.2975[/C][C]0.099276[/C][/ROW]
[ROW][C]21[/C][C]0.251918[/C][C]2.1524[/C][C]0.017336[/C][/ROW]
[ROW][C]22[/C][C]-0.054444[/C][C]-0.4652[/C][C]0.321598[/C][/ROW]
[ROW][C]23[/C][C]-0.081173[/C][C]-0.6935[/C][C]0.245084[/C][/ROW]
[ROW][C]24[/C][C]-0.004339[/C][C]-0.0371[/C][C]0.485264[/C][/ROW]
[ROW][C]25[/C][C]0.003066[/C][C]0.0262[/C][C]0.489585[/C][/ROW]
[ROW][C]26[/C][C]-0.117645[/C][C]-1.0052[/C][C]0.15907[/C][/ROW]
[ROW][C]27[/C][C]-0.059466[/C][C]-0.5081[/C][C]0.306466[/C][/ROW]
[ROW][C]28[/C][C]-0.11218[/C][C]-0.9585[/C][C]0.170496[/C][/ROW]
[ROW][C]29[/C][C]-0.003372[/C][C]-0.0288[/C][C]0.488548[/C][/ROW]
[ROW][C]30[/C][C]-0.124547[/C][C]-1.0641[/C][C]0.145389[/C][/ROW]
[ROW][C]31[/C][C]-0.056426[/C][C]-0.4821[/C][C]0.315587[/C][/ROW]
[ROW][C]32[/C][C]0.002464[/C][C]0.021[/C][C]0.491632[/C][/ROW]
[ROW][C]33[/C][C]-0.057862[/C][C]-0.4944[/C][C]0.311263[/C][/ROW]
[ROW][C]34[/C][C]-0.021127[/C][C]-0.1805[/C][C]0.428628[/C][/ROW]
[ROW][C]35[/C][C]-0.079578[/C][C]-0.6799[/C][C]0.249355[/C][/ROW]
[ROW][C]36[/C][C]-0.019801[/C][C]-0.1692[/C][C]0.433061[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=281442&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=281442&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	0.000634	0.0054	0.497845
2	0.015661	0.1338	0.44696
3	-0.114684	-0.9799	0.165195
4	-0.017215	-0.1471	0.441737
5	-0.062441	-0.5335	0.297655
6	-0.11909	-1.0175	0.156136
7	0.002728	0.0233	0.490735
8	0.032463	0.2774	0.391142
9	0.076804	0.6562	0.256875
10	0.008466	0.0723	0.471267
11	0.077054	0.6583	0.256193
12	-0.098356	-0.8404	0.201726
13	-0.033536	-0.2865	0.387643
14	-0.110504	-0.9441	0.174105
15	-0.232561	-1.987	0.025338
16	-0.080921	-0.6914	0.245758
17	0.101711	0.869	0.193843
18	-0.066502	-0.5682	0.285825
19	-0.022298	-0.1905	0.424716
20	-0.151859	-1.2975	0.099276
21	0.251918	2.1524	0.017336
22	-0.054444	-0.4652	0.321598
23	-0.081173	-0.6935	0.245084
24	-0.004339	-0.0371	0.485264
25	0.003066	0.0262	0.489585
26	-0.117645	-1.0052	0.15907
27	-0.059466	-0.5081	0.306466
28	-0.11218	-0.9585	0.170496
29	-0.003372	-0.0288	0.488548
30	-0.124547	-1.0641	0.145389
31	-0.056426	-0.4821	0.315587
32	0.002464	0.021	0.491632
33	-0.057862	-0.4944	0.311263
34	-0.021127	-0.1805	0.428628
35	-0.079578	-0.6799	0.249355
36	-0.019801	-0.1692	0.433061

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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