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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 26 Oct 2015 13:05:54 +0000

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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/26/t144586481061kz6hzqqpmrskz.htm/, Retrieved Tue, 14 May 2024 21:11:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=283079, Retrieved Tue, 14 May 2024 21:11:18 +0000

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169

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-     [(Partial) Autocorrelation Function] [] [2015-10-08 12:37:41] [32b17a345b130fdf5cc88718ed94a974]
- R P     [(Partial) Autocorrelation Function] [H4 Task 24_1 Auto...] [2015-10-26 13:05:54] [1ebd241c410d245f512b4b5f98d948fd] [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=283079&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=283079&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283079&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	-0.512444	-4.3482	2.2e-05
2	0.100638	0.8539	0.197985
3	-0.131136	-1.1127	0.134764
4	0.069626	0.5908	0.278254
5	0.007093	0.0602	0.476086
6	-0.089589	-0.7602	0.224812
7	0.04343	0.3685	0.356784
8	-0.013392	-0.1136	0.454923
9	0.069457	0.5894	0.278732
10	-0.066139	-0.5612	0.288198
11	0.128614	1.0913	0.139384
12	-0.130169	-1.1045	0.136522
13	0.08763	0.7436	0.229779
14	-0.023658	-0.2007	0.420732
15	-0.103507	-0.8783	0.191354
16	-0.031488	-0.2672	0.395047
17	0.147688	1.2532	0.107098
18	-0.054816	-0.4651	0.32162
19	0.076239	0.6469	0.259873
20	-0.263656	-2.2372	0.014185
21	0.348433	2.9566	0.002102
22	-0.126052	-1.0696	0.14419
23	-0.045197	-0.3835	0.351236
24	-0.007662	-0.065	0.47417
25	0.033435	0.2837	0.388726
26	-0.009383	-0.0796	0.46838
27	-0.02027	-0.172	0.43196
28	-0.013125	-0.1114	0.455815
29	0.047921	0.4066	0.342745
30	0.016334	0.1386	0.445077
31	-0.085214	-0.7231	0.23599
32	0.114233	0.9693	0.16782
33	-0.124197	-1.0538	0.147738
34	0.128496	1.0903	0.139602
35	-0.063771	-0.5411	0.29505
36	-0.007664	-0.065	0.474166

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.512444 & -4.3482 & 2.2e-05 \tabularnewline
2 & 0.100638 & 0.8539 & 0.197985 \tabularnewline
3 & -0.131136 & -1.1127 & 0.134764 \tabularnewline
4 & 0.069626 & 0.5908 & 0.278254 \tabularnewline
5 & 0.007093 & 0.0602 & 0.476086 \tabularnewline
6 & -0.089589 & -0.7602 & 0.224812 \tabularnewline
7 & 0.04343 & 0.3685 & 0.356784 \tabularnewline
8 & -0.013392 & -0.1136 & 0.454923 \tabularnewline
9 & 0.069457 & 0.5894 & 0.278732 \tabularnewline
10 & -0.066139 & -0.5612 & 0.288198 \tabularnewline
11 & 0.128614 & 1.0913 & 0.139384 \tabularnewline
12 & -0.130169 & -1.1045 & 0.136522 \tabularnewline
13 & 0.08763 & 0.7436 & 0.229779 \tabularnewline
14 & -0.023658 & -0.2007 & 0.420732 \tabularnewline
15 & -0.103507 & -0.8783 & 0.191354 \tabularnewline
16 & -0.031488 & -0.2672 & 0.395047 \tabularnewline
17 & 0.147688 & 1.2532 & 0.107098 \tabularnewline
18 & -0.054816 & -0.4651 & 0.32162 \tabularnewline
19 & 0.076239 & 0.6469 & 0.259873 \tabularnewline
20 & -0.263656 & -2.2372 & 0.014185 \tabularnewline
21 & 0.348433 & 2.9566 & 0.002102 \tabularnewline
22 & -0.126052 & -1.0696 & 0.14419 \tabularnewline
23 & -0.045197 & -0.3835 & 0.351236 \tabularnewline
24 & -0.007662 & -0.065 & 0.47417 \tabularnewline
25 & 0.033435 & 0.2837 & 0.388726 \tabularnewline
26 & -0.009383 & -0.0796 & 0.46838 \tabularnewline
27 & -0.02027 & -0.172 & 0.43196 \tabularnewline
28 & -0.013125 & -0.1114 & 0.455815 \tabularnewline
29 & 0.047921 & 0.4066 & 0.342745 \tabularnewline
30 & 0.016334 & 0.1386 & 0.445077 \tabularnewline
31 & -0.085214 & -0.7231 & 0.23599 \tabularnewline
32 & 0.114233 & 0.9693 & 0.16782 \tabularnewline
33 & -0.124197 & -1.0538 & 0.147738 \tabularnewline
34 & 0.128496 & 1.0903 & 0.139602 \tabularnewline
35 & -0.063771 & -0.5411 & 0.29505 \tabularnewline
36 & -0.007664 & -0.065 & 0.474166 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283079&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]-0.512444[/C][C]-4.3482[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.100638[/C][C]0.8539[/C][C]0.197985[/C][/ROW]
[ROW][C]3[/C][C]-0.131136[/C][C]-1.1127[/C][C]0.134764[/C][/ROW]
[ROW][C]4[/C][C]0.069626[/C][C]0.5908[/C][C]0.278254[/C][/ROW]
[ROW][C]5[/C][C]0.007093[/C][C]0.0602[/C][C]0.476086[/C][/ROW]
[ROW][C]6[/C][C]-0.089589[/C][C]-0.7602[/C][C]0.224812[/C][/ROW]
[ROW][C]7[/C][C]0.04343[/C][C]0.3685[/C][C]0.356784[/C][/ROW]
[ROW][C]8[/C][C]-0.013392[/C][C]-0.1136[/C][C]0.454923[/C][/ROW]
[ROW][C]9[/C][C]0.069457[/C][C]0.5894[/C][C]0.278732[/C][/ROW]
[ROW][C]10[/C][C]-0.066139[/C][C]-0.5612[/C][C]0.288198[/C][/ROW]
[ROW][C]11[/C][C]0.128614[/C][C]1.0913[/C][C]0.139384[/C][/ROW]
[ROW][C]12[/C][C]-0.130169[/C][C]-1.1045[/C][C]0.136522[/C][/ROW]
[ROW][C]13[/C][C]0.08763[/C][C]0.7436[/C][C]0.229779[/C][/ROW]
[ROW][C]14[/C][C]-0.023658[/C][C]-0.2007[/C][C]0.420732[/C][/ROW]
[ROW][C]15[/C][C]-0.103507[/C][C]-0.8783[/C][C]0.191354[/C][/ROW]
[ROW][C]16[/C][C]-0.031488[/C][C]-0.2672[/C][C]0.395047[/C][/ROW]
[ROW][C]17[/C][C]0.147688[/C][C]1.2532[/C][C]0.107098[/C][/ROW]
[ROW][C]18[/C][C]-0.054816[/C][C]-0.4651[/C][C]0.32162[/C][/ROW]
[ROW][C]19[/C][C]0.076239[/C][C]0.6469[/C][C]0.259873[/C][/ROW]
[ROW][C]20[/C][C]-0.263656[/C][C]-2.2372[/C][C]0.014185[/C][/ROW]
[ROW][C]21[/C][C]0.348433[/C][C]2.9566[/C][C]0.002102[/C][/ROW]
[ROW][C]22[/C][C]-0.126052[/C][C]-1.0696[/C][C]0.14419[/C][/ROW]
[ROW][C]23[/C][C]-0.045197[/C][C]-0.3835[/C][C]0.351236[/C][/ROW]
[ROW][C]24[/C][C]-0.007662[/C][C]-0.065[/C][C]0.47417[/C][/ROW]
[ROW][C]25[/C][C]0.033435[/C][C]0.2837[/C][C]0.388726[/C][/ROW]
[ROW][C]26[/C][C]-0.009383[/C][C]-0.0796[/C][C]0.46838[/C][/ROW]
[ROW][C]27[/C][C]-0.02027[/C][C]-0.172[/C][C]0.43196[/C][/ROW]
[ROW][C]28[/C][C]-0.013125[/C][C]-0.1114[/C][C]0.455815[/C][/ROW]
[ROW][C]29[/C][C]0.047921[/C][C]0.4066[/C][C]0.342745[/C][/ROW]
[ROW][C]30[/C][C]0.016334[/C][C]0.1386[/C][C]0.445077[/C][/ROW]
[ROW][C]31[/C][C]-0.085214[/C][C]-0.7231[/C][C]0.23599[/C][/ROW]
[ROW][C]32[/C][C]0.114233[/C][C]0.9693[/C][C]0.16782[/C][/ROW]
[ROW][C]33[/C][C]-0.124197[/C][C]-1.0538[/C][C]0.147738[/C][/ROW]
[ROW][C]34[/C][C]0.128496[/C][C]1.0903[/C][C]0.139602[/C][/ROW]
[ROW][C]35[/C][C]-0.063771[/C][C]-0.5411[/C][C]0.29505[/C][/ROW]
[ROW][C]36[/C][C]-0.007664[/C][C]-0.065[/C][C]0.474166[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283079&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283079&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	-0.512444	-4.3482	2.2e-05
2	0.100638	0.8539	0.197985
3	-0.131136	-1.1127	0.134764
4	0.069626	0.5908	0.278254
5	0.007093	0.0602	0.476086
6	-0.089589	-0.7602	0.224812
7	0.04343	0.3685	0.356784
8	-0.013392	-0.1136	0.454923
9	0.069457	0.5894	0.278732
10	-0.066139	-0.5612	0.288198
11	0.128614	1.0913	0.139384
12	-0.130169	-1.1045	0.136522
13	0.08763	0.7436	0.229779
14	-0.023658	-0.2007	0.420732
15	-0.103507	-0.8783	0.191354
16	-0.031488	-0.2672	0.395047
17	0.147688	1.2532	0.107098
18	-0.054816	-0.4651	0.32162
19	0.076239	0.6469	0.259873
20	-0.263656	-2.2372	0.014185
21	0.348433	2.9566	0.002102
22	-0.126052	-1.0696	0.14419
23	-0.045197	-0.3835	0.351236
24	-0.007662	-0.065	0.47417
25	0.033435	0.2837	0.388726
26	-0.009383	-0.0796	0.46838
27	-0.02027	-0.172	0.43196
28	-0.013125	-0.1114	0.455815
29	0.047921	0.4066	0.342745
30	0.016334	0.1386	0.445077
31	-0.085214	-0.7231	0.23599
32	0.114233	0.9693	0.16782
33	-0.124197	-1.0538	0.147738
34	0.128496	1.0903	0.139602
35	-0.063771	-0.5411	0.29505
36	-0.007664	-0.065	0.474166

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.512444	-4.3482	2.2e-05
2	-0.219637	-1.8637	0.033222
3	-0.257597	-2.1858	0.016042
4	-0.173139	-1.4691	0.073076
5	-0.081539	-0.6919	0.245619
6	-0.195673	-1.6603	0.050598
7	-0.175416	-1.4885	0.0705
8	-0.162099	-1.3755	0.086627
9	-0.077526	-0.6578	0.256373
10	-0.109956	-0.933	0.176967
11	0.080406	0.6823	0.24863
12	-0.003769	-0.032	0.487289
13	0.058016	0.4923	0.312009
14	0.132662	1.1257	0.13202
15	-0.052454	-0.4451	0.328797
16	-0.215175	-1.8258	0.036012
17	-0.006715	-0.057	0.477359
18	-0.049823	-0.4228	0.336864
19	0.057347	0.4866	0.314009
20	-0.312191	-2.649	0.004957
21	0.020494	0.1739	0.431218
22	0.06016	0.5105	0.30564
23	-0.053223	-0.4516	0.326453
24	-0.026296	-0.2231	0.412034
25	0.069612	0.5907	0.278292
26	0.00895	0.0759	0.469837
27	0.04107	0.3485	0.364246
28	-0.072827	-0.618	0.269276
29	0.042688	0.3622	0.359125
30	-0.026038	-0.2209	0.412883
31	-0.109407	-0.9284	0.178164
32	-0.043419	-0.3684	0.35682
33	-0.060682	-0.5149	0.304099
34	0.031002	0.2631	0.396627
35	-0.027907	-0.2368	0.406741
36	-0.025774	-0.2187	0.413751

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.512444 & -4.3482 & 2.2e-05 \tabularnewline
2 & -0.219637 & -1.8637 & 0.033222 \tabularnewline
3 & -0.257597 & -2.1858 & 0.016042 \tabularnewline
4 & -0.173139 & -1.4691 & 0.073076 \tabularnewline
5 & -0.081539 & -0.6919 & 0.245619 \tabularnewline
6 & -0.195673 & -1.6603 & 0.050598 \tabularnewline
7 & -0.175416 & -1.4885 & 0.0705 \tabularnewline
8 & -0.162099 & -1.3755 & 0.086627 \tabularnewline
9 & -0.077526 & -0.6578 & 0.256373 \tabularnewline
10 & -0.109956 & -0.933 & 0.176967 \tabularnewline
11 & 0.080406 & 0.6823 & 0.24863 \tabularnewline
12 & -0.003769 & -0.032 & 0.487289 \tabularnewline
13 & 0.058016 & 0.4923 & 0.312009 \tabularnewline
14 & 0.132662 & 1.1257 & 0.13202 \tabularnewline
15 & -0.052454 & -0.4451 & 0.328797 \tabularnewline
16 & -0.215175 & -1.8258 & 0.036012 \tabularnewline
17 & -0.006715 & -0.057 & 0.477359 \tabularnewline
18 & -0.049823 & -0.4228 & 0.336864 \tabularnewline
19 & 0.057347 & 0.4866 & 0.314009 \tabularnewline
20 & -0.312191 & -2.649 & 0.004957 \tabularnewline
21 & 0.020494 & 0.1739 & 0.431218 \tabularnewline
22 & 0.06016 & 0.5105 & 0.30564 \tabularnewline
23 & -0.053223 & -0.4516 & 0.326453 \tabularnewline
24 & -0.026296 & -0.2231 & 0.412034 \tabularnewline
25 & 0.069612 & 0.5907 & 0.278292 \tabularnewline
26 & 0.00895 & 0.0759 & 0.469837 \tabularnewline
27 & 0.04107 & 0.3485 & 0.364246 \tabularnewline
28 & -0.072827 & -0.618 & 0.269276 \tabularnewline
29 & 0.042688 & 0.3622 & 0.359125 \tabularnewline
30 & -0.026038 & -0.2209 & 0.412883 \tabularnewline
31 & -0.109407 & -0.9284 & 0.178164 \tabularnewline
32 & -0.043419 & -0.3684 & 0.35682 \tabularnewline
33 & -0.060682 & -0.5149 & 0.304099 \tabularnewline
34 & 0.031002 & 0.2631 & 0.396627 \tabularnewline
35 & -0.027907 & -0.2368 & 0.406741 \tabularnewline
36 & -0.025774 & -0.2187 & 0.413751 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283079&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]-0.512444[/C][C]-4.3482[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.219637[/C][C]-1.8637[/C][C]0.033222[/C][/ROW]
[ROW][C]3[/C][C]-0.257597[/C][C]-2.1858[/C][C]0.016042[/C][/ROW]
[ROW][C]4[/C][C]-0.173139[/C][C]-1.4691[/C][C]0.073076[/C][/ROW]
[ROW][C]5[/C][C]-0.081539[/C][C]-0.6919[/C][C]0.245619[/C][/ROW]
[ROW][C]6[/C][C]-0.195673[/C][C]-1.6603[/C][C]0.050598[/C][/ROW]
[ROW][C]7[/C][C]-0.175416[/C][C]-1.4885[/C][C]0.0705[/C][/ROW]
[ROW][C]8[/C][C]-0.162099[/C][C]-1.3755[/C][C]0.086627[/C][/ROW]
[ROW][C]9[/C][C]-0.077526[/C][C]-0.6578[/C][C]0.256373[/C][/ROW]
[ROW][C]10[/C][C]-0.109956[/C][C]-0.933[/C][C]0.176967[/C][/ROW]
[ROW][C]11[/C][C]0.080406[/C][C]0.6823[/C][C]0.24863[/C][/ROW]
[ROW][C]12[/C][C]-0.003769[/C][C]-0.032[/C][C]0.487289[/C][/ROW]
[ROW][C]13[/C][C]0.058016[/C][C]0.4923[/C][C]0.312009[/C][/ROW]
[ROW][C]14[/C][C]0.132662[/C][C]1.1257[/C][C]0.13202[/C][/ROW]
[ROW][C]15[/C][C]-0.052454[/C][C]-0.4451[/C][C]0.328797[/C][/ROW]
[ROW][C]16[/C][C]-0.215175[/C][C]-1.8258[/C][C]0.036012[/C][/ROW]
[ROW][C]17[/C][C]-0.006715[/C][C]-0.057[/C][C]0.477359[/C][/ROW]
[ROW][C]18[/C][C]-0.049823[/C][C]-0.4228[/C][C]0.336864[/C][/ROW]
[ROW][C]19[/C][C]0.057347[/C][C]0.4866[/C][C]0.314009[/C][/ROW]
[ROW][C]20[/C][C]-0.312191[/C][C]-2.649[/C][C]0.004957[/C][/ROW]
[ROW][C]21[/C][C]0.020494[/C][C]0.1739[/C][C]0.431218[/C][/ROW]
[ROW][C]22[/C][C]0.06016[/C][C]0.5105[/C][C]0.30564[/C][/ROW]
[ROW][C]23[/C][C]-0.053223[/C][C]-0.4516[/C][C]0.326453[/C][/ROW]
[ROW][C]24[/C][C]-0.026296[/C][C]-0.2231[/C][C]0.412034[/C][/ROW]
[ROW][C]25[/C][C]0.069612[/C][C]0.5907[/C][C]0.278292[/C][/ROW]
[ROW][C]26[/C][C]0.00895[/C][C]0.0759[/C][C]0.469837[/C][/ROW]
[ROW][C]27[/C][C]0.04107[/C][C]0.3485[/C][C]0.364246[/C][/ROW]
[ROW][C]28[/C][C]-0.072827[/C][C]-0.618[/C][C]0.269276[/C][/ROW]
[ROW][C]29[/C][C]0.042688[/C][C]0.3622[/C][C]0.359125[/C][/ROW]
[ROW][C]30[/C][C]-0.026038[/C][C]-0.2209[/C][C]0.412883[/C][/ROW]
[ROW][C]31[/C][C]-0.109407[/C][C]-0.9284[/C][C]0.178164[/C][/ROW]
[ROW][C]32[/C][C]-0.043419[/C][C]-0.3684[/C][C]0.35682[/C][/ROW]
[ROW][C]33[/C][C]-0.060682[/C][C]-0.5149[/C][C]0.304099[/C][/ROW]
[ROW][C]34[/C][C]0.031002[/C][C]0.2631[/C][C]0.396627[/C][/ROW]
[ROW][C]35[/C][C]-0.027907[/C][C]-0.2368[/C][C]0.406741[/C][/ROW]
[ROW][C]36[/C][C]-0.025774[/C][C]-0.2187[/C][C]0.413751[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283079&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283079&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	-0.512444	-4.3482	2.2e-05
2	-0.219637	-1.8637	0.033222
3	-0.257597	-2.1858	0.016042
4	-0.173139	-1.4691	0.073076
5	-0.081539	-0.6919	0.245619
6	-0.195673	-1.6603	0.050598
7	-0.175416	-1.4885	0.0705
8	-0.162099	-1.3755	0.086627
9	-0.077526	-0.6578	0.256373
10	-0.109956	-0.933	0.176967
11	0.080406	0.6823	0.24863
12	-0.003769	-0.032	0.487289
13	0.058016	0.4923	0.312009
14	0.132662	1.1257	0.13202
15	-0.052454	-0.4451	0.328797
16	-0.215175	-1.8258	0.036012
17	-0.006715	-0.057	0.477359
18	-0.049823	-0.4228	0.336864
19	0.057347	0.4866	0.314009
20	-0.312191	-2.649	0.004957
21	0.020494	0.1739	0.431218
22	0.06016	0.5105	0.30564
23	-0.053223	-0.4516	0.326453
24	-0.026296	-0.2231	0.412034
25	0.069612	0.5907	0.278292
26	0.00895	0.0759	0.469837
27	0.04107	0.3485	0.364246
28	-0.072827	-0.618	0.269276
29	0.042688	0.3622	0.359125
30	-0.026038	-0.2209	0.412883
31	-0.109407	-0.9284	0.178164
32	-0.043419	-0.3684	0.35682
33	-0.060682	-0.5149	0.304099
34	0.031002	0.2631	0.396627
35	-0.027907	-0.2368	0.406741
36	-0.025774	-0.2187	0.413751

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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