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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 12:44:00 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t125995594241s3k0a5g1htajj.htm/, Retrieved Sat, 27 Apr 2024 23:45:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64095, Retrieved Sat, 27 Apr 2024 23:45:22 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ws9.6

Estimated Impact

138

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:48:46] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [WS 9] [2009-12-02 18:29:08] [3e19a07d230ba260a720e0e03e0f40f2]
-    D        [(Partial) Autocorrelation Function] [Workshop 9] [2009-12-04 19:44:00] [682632737e024f9e62885141c5f654cd] [Current]
-   P           [(Partial) Autocorrelation Function] [WS 9 verbetering d=2] [2009-12-10 19:05:07] [4637f404ac59dfaba4ecf14efa20abbd] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64095&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64095&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.49028	3.3612	0.000775
2	0.073179	0.5017	0.309114
3	-0.304336	-2.0864	0.021196
4	-0.212053	-1.4538	0.076329
5	-0.094428	-0.6474	0.260273
6	0.105471	0.7231	0.23661
7	0.229867	1.5759	0.06088
8	0.080479	0.5517	0.291872
9	-0.070868	-0.4858	0.314666
10	-0.268878	-1.8433	0.035795
11	-0.237755	-1.63	0.054897
12	-0.279008	-1.9128	0.03094
13	-0.074327	-0.5096	0.306373
14	0.037048	0.254	0.400307
15	0.099843	0.6845	0.248514
16	-0.036187	-0.2481	0.402574
17	-0.177753	-1.2186	0.114536
18	-0.255901	-1.7544	0.042942
19	-0.192361	-1.3188	0.096819
20	0.013411	0.0919	0.463569
21	0.234266	1.606	0.057482
22	0.23949	1.6419	0.053647
23	0.050349	0.3452	0.36575
24	-0.139653	-0.9574	0.171629
25	-0.197226	-1.3521	0.091405
26	-0.04235	-0.2903	0.386419
27	0.107626	0.7378	0.232139
28	0.256369	1.7576	0.042666
29	0.209085	1.4334	0.07918
30	0.08971	0.615	0.270754
31	-0.03638	-0.2494	0.402066
32	-0.09468	-0.6491	0.259718
33	-0.069217	-0.4745	0.318661
34	-0.036809	-0.2523	0.400936
35	0.032883	0.2254	0.411311
36	0.081606	0.5595	0.289251

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.49028 & 3.3612 & 0.000775 \tabularnewline
2 & 0.073179 & 0.5017 & 0.309114 \tabularnewline
3 & -0.304336 & -2.0864 & 0.021196 \tabularnewline
4 & -0.212053 & -1.4538 & 0.076329 \tabularnewline
5 & -0.094428 & -0.6474 & 0.260273 \tabularnewline
6 & 0.105471 & 0.7231 & 0.23661 \tabularnewline
7 & 0.229867 & 1.5759 & 0.06088 \tabularnewline
8 & 0.080479 & 0.5517 & 0.291872 \tabularnewline
9 & -0.070868 & -0.4858 & 0.314666 \tabularnewline
10 & -0.268878 & -1.8433 & 0.035795 \tabularnewline
11 & -0.237755 & -1.63 & 0.054897 \tabularnewline
12 & -0.279008 & -1.9128 & 0.03094 \tabularnewline
13 & -0.074327 & -0.5096 & 0.306373 \tabularnewline
14 & 0.037048 & 0.254 & 0.400307 \tabularnewline
15 & 0.099843 & 0.6845 & 0.248514 \tabularnewline
16 & -0.036187 & -0.2481 & 0.402574 \tabularnewline
17 & -0.177753 & -1.2186 & 0.114536 \tabularnewline
18 & -0.255901 & -1.7544 & 0.042942 \tabularnewline
19 & -0.192361 & -1.3188 & 0.096819 \tabularnewline
20 & 0.013411 & 0.0919 & 0.463569 \tabularnewline
21 & 0.234266 & 1.606 & 0.057482 \tabularnewline
22 & 0.23949 & 1.6419 & 0.053647 \tabularnewline
23 & 0.050349 & 0.3452 & 0.36575 \tabularnewline
24 & -0.139653 & -0.9574 & 0.171629 \tabularnewline
25 & -0.197226 & -1.3521 & 0.091405 \tabularnewline
26 & -0.04235 & -0.2903 & 0.386419 \tabularnewline
27 & 0.107626 & 0.7378 & 0.232139 \tabularnewline
28 & 0.256369 & 1.7576 & 0.042666 \tabularnewline
29 & 0.209085 & 1.4334 & 0.07918 \tabularnewline
30 & 0.08971 & 0.615 & 0.270754 \tabularnewline
31 & -0.03638 & -0.2494 & 0.402066 \tabularnewline
32 & -0.09468 & -0.6491 & 0.259718 \tabularnewline
33 & -0.069217 & -0.4745 & 0.318661 \tabularnewline
34 & -0.036809 & -0.2523 & 0.400936 \tabularnewline
35 & 0.032883 & 0.2254 & 0.411311 \tabularnewline
36 & 0.081606 & 0.5595 & 0.289251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64095&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]0.49028[/C][C]3.3612[/C][C]0.000775[/C][/ROW]
[ROW][C]2[/C][C]0.073179[/C][C]0.5017[/C][C]0.309114[/C][/ROW]
[ROW][C]3[/C][C]-0.304336[/C][C]-2.0864[/C][C]0.021196[/C][/ROW]
[ROW][C]4[/C][C]-0.212053[/C][C]-1.4538[/C][C]0.076329[/C][/ROW]
[ROW][C]5[/C][C]-0.094428[/C][C]-0.6474[/C][C]0.260273[/C][/ROW]
[ROW][C]6[/C][C]0.105471[/C][C]0.7231[/C][C]0.23661[/C][/ROW]
[ROW][C]7[/C][C]0.229867[/C][C]1.5759[/C][C]0.06088[/C][/ROW]
[ROW][C]8[/C][C]0.080479[/C][C]0.5517[/C][C]0.291872[/C][/ROW]
[ROW][C]9[/C][C]-0.070868[/C][C]-0.4858[/C][C]0.314666[/C][/ROW]
[ROW][C]10[/C][C]-0.268878[/C][C]-1.8433[/C][C]0.035795[/C][/ROW]
[ROW][C]11[/C][C]-0.237755[/C][C]-1.63[/C][C]0.054897[/C][/ROW]
[ROW][C]12[/C][C]-0.279008[/C][C]-1.9128[/C][C]0.03094[/C][/ROW]
[ROW][C]13[/C][C]-0.074327[/C][C]-0.5096[/C][C]0.306373[/C][/ROW]
[ROW][C]14[/C][C]0.037048[/C][C]0.254[/C][C]0.400307[/C][/ROW]
[ROW][C]15[/C][C]0.099843[/C][C]0.6845[/C][C]0.248514[/C][/ROW]
[ROW][C]16[/C][C]-0.036187[/C][C]-0.2481[/C][C]0.402574[/C][/ROW]
[ROW][C]17[/C][C]-0.177753[/C][C]-1.2186[/C][C]0.114536[/C][/ROW]
[ROW][C]18[/C][C]-0.255901[/C][C]-1.7544[/C][C]0.042942[/C][/ROW]
[ROW][C]19[/C][C]-0.192361[/C][C]-1.3188[/C][C]0.096819[/C][/ROW]
[ROW][C]20[/C][C]0.013411[/C][C]0.0919[/C][C]0.463569[/C][/ROW]
[ROW][C]21[/C][C]0.234266[/C][C]1.606[/C][C]0.057482[/C][/ROW]
[ROW][C]22[/C][C]0.23949[/C][C]1.6419[/C][C]0.053647[/C][/ROW]
[ROW][C]23[/C][C]0.050349[/C][C]0.3452[/C][C]0.36575[/C][/ROW]
[ROW][C]24[/C][C]-0.139653[/C][C]-0.9574[/C][C]0.171629[/C][/ROW]
[ROW][C]25[/C][C]-0.197226[/C][C]-1.3521[/C][C]0.091405[/C][/ROW]
[ROW][C]26[/C][C]-0.04235[/C][C]-0.2903[/C][C]0.386419[/C][/ROW]
[ROW][C]27[/C][C]0.107626[/C][C]0.7378[/C][C]0.232139[/C][/ROW]
[ROW][C]28[/C][C]0.256369[/C][C]1.7576[/C][C]0.042666[/C][/ROW]
[ROW][C]29[/C][C]0.209085[/C][C]1.4334[/C][C]0.07918[/C][/ROW]
[ROW][C]30[/C][C]0.08971[/C][C]0.615[/C][C]0.270754[/C][/ROW]
[ROW][C]31[/C][C]-0.03638[/C][C]-0.2494[/C][C]0.402066[/C][/ROW]
[ROW][C]32[/C][C]-0.09468[/C][C]-0.6491[/C][C]0.259718[/C][/ROW]
[ROW][C]33[/C][C]-0.069217[/C][C]-0.4745[/C][C]0.318661[/C][/ROW]
[ROW][C]34[/C][C]-0.036809[/C][C]-0.2523[/C][C]0.400936[/C][/ROW]
[ROW][C]35[/C][C]0.032883[/C][C]0.2254[/C][C]0.411311[/C][/ROW]
[ROW][C]36[/C][C]0.081606[/C][C]0.5595[/C][C]0.289251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64095&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	0.49028	3.3612	0.000775
2	0.073179	0.5017	0.309114
3	-0.304336	-2.0864	0.021196
4	-0.212053	-1.4538	0.076329
5	-0.094428	-0.6474	0.260273
6	0.105471	0.7231	0.23661
7	0.229867	1.5759	0.06088
8	0.080479	0.5517	0.291872
9	-0.070868	-0.4858	0.314666
10	-0.268878	-1.8433	0.035795
11	-0.237755	-1.63	0.054897
12	-0.279008	-1.9128	0.03094
13	-0.074327	-0.5096	0.306373
14	0.037048	0.254	0.400307
15	0.099843	0.6845	0.248514
16	-0.036187	-0.2481	0.402574
17	-0.177753	-1.2186	0.114536
18	-0.255901	-1.7544	0.042942
19	-0.192361	-1.3188	0.096819
20	0.013411	0.0919	0.463569
21	0.234266	1.606	0.057482
22	0.23949	1.6419	0.053647
23	0.050349	0.3452	0.36575
24	-0.139653	-0.9574	0.171629
25	-0.197226	-1.3521	0.091405
26	-0.04235	-0.2903	0.386419
27	0.107626	0.7378	0.232139
28	0.256369	1.7576	0.042666
29	0.209085	1.4334	0.07918
30	0.08971	0.615	0.270754
31	-0.03638	-0.2494	0.402066
32	-0.09468	-0.6491	0.259718
33	-0.069217	-0.4745	0.318661
34	-0.036809	-0.2523	0.400936
35	0.032883	0.2254	0.411311
36	0.081606	0.5595	0.289251

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.49028	3.3612	0.000775
2	-0.220103	-1.5089	0.069003
3	-0.332306	-2.2782	0.013653
4	0.174528	1.1965	0.11875
5	-0.04923	-0.3375	0.368619
6	0.05332	0.3655	0.358174
7	0.192698	1.3211	0.096437
8	-0.240555	-1.6492	0.052892
9	0.010455	0.0717	0.471581
10	-0.120907	-0.8289	0.205676
11	-0.116447	-0.7983	0.21435
12	-0.202528	-1.3885	0.085771
13	0.056573	0.3878	0.349942
14	-0.036491	-0.2502	0.401772
15	-0.089313	-0.6123	0.271646
16	-0.069841	-0.4788	0.317147
17	-0.14148	-0.9699	0.168522
18	-0.156959	-1.0761	0.143698
19	0.003586	0.0246	0.490245
20	-0.032128	-0.2203	0.413312
21	0.110468	0.7573	0.226317
22	-0.137678	-0.9439	0.17503
23	-0.111368	-0.7635	0.224491
24	-0.089879	-0.6162	0.270375
25	-0.099979	-0.6854	0.248223
26	0.069751	0.4782	0.317366
27	-0.078926	-0.5411	0.295502
28	-0.005624	-0.0386	0.484705
29	-0.01228	-0.0842	0.466633
30	-0.103462	-0.7093	0.240821
31	0.07279	0.499	0.310045
32	-0.102475	-0.7025	0.242906
33	-0.001451	-0.01	0.496051
34	-0.100657	-0.6901	0.246773
35	-0.133388	-0.9145	0.182571
36	0.048596	0.3332	0.370249

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.49028 & 3.3612 & 0.000775 \tabularnewline
2 & -0.220103 & -1.5089 & 0.069003 \tabularnewline
3 & -0.332306 & -2.2782 & 0.013653 \tabularnewline
4 & 0.174528 & 1.1965 & 0.11875 \tabularnewline
5 & -0.04923 & -0.3375 & 0.368619 \tabularnewline
6 & 0.05332 & 0.3655 & 0.358174 \tabularnewline
7 & 0.192698 & 1.3211 & 0.096437 \tabularnewline
8 & -0.240555 & -1.6492 & 0.052892 \tabularnewline
9 & 0.010455 & 0.0717 & 0.471581 \tabularnewline
10 & -0.120907 & -0.8289 & 0.205676 \tabularnewline
11 & -0.116447 & -0.7983 & 0.21435 \tabularnewline
12 & -0.202528 & -1.3885 & 0.085771 \tabularnewline
13 & 0.056573 & 0.3878 & 0.349942 \tabularnewline
14 & -0.036491 & -0.2502 & 0.401772 \tabularnewline
15 & -0.089313 & -0.6123 & 0.271646 \tabularnewline
16 & -0.069841 & -0.4788 & 0.317147 \tabularnewline
17 & -0.14148 & -0.9699 & 0.168522 \tabularnewline
18 & -0.156959 & -1.0761 & 0.143698 \tabularnewline
19 & 0.003586 & 0.0246 & 0.490245 \tabularnewline
20 & -0.032128 & -0.2203 & 0.413312 \tabularnewline
21 & 0.110468 & 0.7573 & 0.226317 \tabularnewline
22 & -0.137678 & -0.9439 & 0.17503 \tabularnewline
23 & -0.111368 & -0.7635 & 0.224491 \tabularnewline
24 & -0.089879 & -0.6162 & 0.270375 \tabularnewline
25 & -0.099979 & -0.6854 & 0.248223 \tabularnewline
26 & 0.069751 & 0.4782 & 0.317366 \tabularnewline
27 & -0.078926 & -0.5411 & 0.295502 \tabularnewline
28 & -0.005624 & -0.0386 & 0.484705 \tabularnewline
29 & -0.01228 & -0.0842 & 0.466633 \tabularnewline
30 & -0.103462 & -0.7093 & 0.240821 \tabularnewline
31 & 0.07279 & 0.499 & 0.310045 \tabularnewline
32 & -0.102475 & -0.7025 & 0.242906 \tabularnewline
33 & -0.001451 & -0.01 & 0.496051 \tabularnewline
34 & -0.100657 & -0.6901 & 0.246773 \tabularnewline
35 & -0.133388 & -0.9145 & 0.182571 \tabularnewline
36 & 0.048596 & 0.3332 & 0.370249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64095&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]0.49028[/C][C]3.3612[/C][C]0.000775[/C][/ROW]
[ROW][C]2[/C][C]-0.220103[/C][C]-1.5089[/C][C]0.069003[/C][/ROW]
[ROW][C]3[/C][C]-0.332306[/C][C]-2.2782[/C][C]0.013653[/C][/ROW]
[ROW][C]4[/C][C]0.174528[/C][C]1.1965[/C][C]0.11875[/C][/ROW]
[ROW][C]5[/C][C]-0.04923[/C][C]-0.3375[/C][C]0.368619[/C][/ROW]
[ROW][C]6[/C][C]0.05332[/C][C]0.3655[/C][C]0.358174[/C][/ROW]
[ROW][C]7[/C][C]0.192698[/C][C]1.3211[/C][C]0.096437[/C][/ROW]
[ROW][C]8[/C][C]-0.240555[/C][C]-1.6492[/C][C]0.052892[/C][/ROW]
[ROW][C]9[/C][C]0.010455[/C][C]0.0717[/C][C]0.471581[/C][/ROW]
[ROW][C]10[/C][C]-0.120907[/C][C]-0.8289[/C][C]0.205676[/C][/ROW]
[ROW][C]11[/C][C]-0.116447[/C][C]-0.7983[/C][C]0.21435[/C][/ROW]
[ROW][C]12[/C][C]-0.202528[/C][C]-1.3885[/C][C]0.085771[/C][/ROW]
[ROW][C]13[/C][C]0.056573[/C][C]0.3878[/C][C]0.349942[/C][/ROW]
[ROW][C]14[/C][C]-0.036491[/C][C]-0.2502[/C][C]0.401772[/C][/ROW]
[ROW][C]15[/C][C]-0.089313[/C][C]-0.6123[/C][C]0.271646[/C][/ROW]
[ROW][C]16[/C][C]-0.069841[/C][C]-0.4788[/C][C]0.317147[/C][/ROW]
[ROW][C]17[/C][C]-0.14148[/C][C]-0.9699[/C][C]0.168522[/C][/ROW]
[ROW][C]18[/C][C]-0.156959[/C][C]-1.0761[/C][C]0.143698[/C][/ROW]
[ROW][C]19[/C][C]0.003586[/C][C]0.0246[/C][C]0.490245[/C][/ROW]
[ROW][C]20[/C][C]-0.032128[/C][C]-0.2203[/C][C]0.413312[/C][/ROW]
[ROW][C]21[/C][C]0.110468[/C][C]0.7573[/C][C]0.226317[/C][/ROW]
[ROW][C]22[/C][C]-0.137678[/C][C]-0.9439[/C][C]0.17503[/C][/ROW]
[ROW][C]23[/C][C]-0.111368[/C][C]-0.7635[/C][C]0.224491[/C][/ROW]
[ROW][C]24[/C][C]-0.089879[/C][C]-0.6162[/C][C]0.270375[/C][/ROW]
[ROW][C]25[/C][C]-0.099979[/C][C]-0.6854[/C][C]0.248223[/C][/ROW]
[ROW][C]26[/C][C]0.069751[/C][C]0.4782[/C][C]0.317366[/C][/ROW]
[ROW][C]27[/C][C]-0.078926[/C][C]-0.5411[/C][C]0.295502[/C][/ROW]
[ROW][C]28[/C][C]-0.005624[/C][C]-0.0386[/C][C]0.484705[/C][/ROW]
[ROW][C]29[/C][C]-0.01228[/C][C]-0.0842[/C][C]0.466633[/C][/ROW]
[ROW][C]30[/C][C]-0.103462[/C][C]-0.7093[/C][C]0.240821[/C][/ROW]
[ROW][C]31[/C][C]0.07279[/C][C]0.499[/C][C]0.310045[/C][/ROW]
[ROW][C]32[/C][C]-0.102475[/C][C]-0.7025[/C][C]0.242906[/C][/ROW]
[ROW][C]33[/C][C]-0.001451[/C][C]-0.01[/C][C]0.496051[/C][/ROW]
[ROW][C]34[/C][C]-0.100657[/C][C]-0.6901[/C][C]0.246773[/C][/ROW]
[ROW][C]35[/C][C]-0.133388[/C][C]-0.9145[/C][C]0.182571[/C][/ROW]
[ROW][C]36[/C][C]0.048596[/C][C]0.3332[/C][C]0.370249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64095&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64095&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	0.49028	3.3612	0.000775
2	-0.220103	-1.5089	0.069003
3	-0.332306	-2.2782	0.013653
4	0.174528	1.1965	0.11875
5	-0.04923	-0.3375	0.368619
6	0.05332	0.3655	0.358174
7	0.192698	1.3211	0.096437
8	-0.240555	-1.6492	0.052892
9	0.010455	0.0717	0.471581
10	-0.120907	-0.8289	0.205676
11	-0.116447	-0.7983	0.21435
12	-0.202528	-1.3885	0.085771
13	0.056573	0.3878	0.349942
14	-0.036491	-0.2502	0.401772
15	-0.089313	-0.6123	0.271646
16	-0.069841	-0.4788	0.317147
17	-0.14148	-0.9699	0.168522
18	-0.156959	-1.0761	0.143698
19	0.003586	0.0246	0.490245
20	-0.032128	-0.2203	0.413312
21	0.110468	0.7573	0.226317
22	-0.137678	-0.9439	0.17503
23	-0.111368	-0.7635	0.224491
24	-0.089879	-0.6162	0.270375
25	-0.099979	-0.6854	0.248223
26	0.069751	0.4782	0.317366
27	-0.078926	-0.5411	0.295502
28	-0.005624	-0.0386	0.484705
29	-0.01228	-0.0842	0.466633
30	-0.103462	-0.7093	0.240821
31	0.07279	0.499	0.310045
32	-0.102475	-0.7025	0.242906
33	-0.001451	-0.01	0.496051
34	-0.100657	-0.6901	0.246773
35	-0.133388	-0.9145	0.182571
36	0.048596	0.3332	0.370249

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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