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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 05:07:02 -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/18/t12611381076o9zs3cko1kp1bn.htm/, Retrieved Thu, 31 Oct 2024 23:07:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69266, Retrieved Thu, 31 Oct 2024 23:07:16 +0000

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Estimated Impact

144

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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-26 09:48:27] [69400782d28359bd00f6a8e8fb9347a1]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-18 12:07:02] [a1151e037da67acc5ce4bbcb8804d7f1] [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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69266&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69266&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69266&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.166578	1.2903	0.100947
2	-0.142563	-1.1043	0.136939
3	-0.169963	-1.3165	0.096502
4	-0.186503	-1.4446	0.07688
5	0.235417	1.8235	0.036602
6	0.294367	2.2802	0.013083
7	0.210901	1.6336	0.053786
8	-0.119342	-0.9244	0.179486
9	-0.21667	-1.6783	0.049244
10	-0.100859	-0.7813	0.218863
11	0.141739	1.0979	0.138316
12	0.481194	3.7273	0.000215
13	0.105392	0.8164	0.208762
14	-0.101948	-0.7897	0.21641
15	-0.172259	-1.3343	0.093572
16	-0.155424	-1.2039	0.116676
17	0.102714	0.7956	0.214696
18	0.16802	1.3015	0.099035
19	0.133998	1.0379	0.15173
20	-0.173377	-1.343	0.09217
21	-0.15566	-1.2057	0.116327
22	-0.062011	-0.4803	0.316369
23	0.073489	0.5692	0.285659
24	0.296927	2.3	0.012471
25	0.01604	0.1242	0.450769
26	-0.198099	-1.5345	0.065086
27	-0.238654	-1.8486	0.034722
28	-0.139708	-1.0822	0.141753
29	0.08223	0.6369	0.263291
30	0.087851	0.6805	0.249406
31	0.019571	0.1516	0.440005
32	-0.217258	-1.6829	0.048798
33	-0.110366	-0.8549	0.198007
34	-0.031991	-0.2478	0.402566
35	0.005239	0.0406	0.483883
36	0.200865	1.5559	0.062496

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.166578 & 1.2903 & 0.100947 \tabularnewline
2 & -0.142563 & -1.1043 & 0.136939 \tabularnewline
3 & -0.169963 & -1.3165 & 0.096502 \tabularnewline
4 & -0.186503 & -1.4446 & 0.07688 \tabularnewline
5 & 0.235417 & 1.8235 & 0.036602 \tabularnewline
6 & 0.294367 & 2.2802 & 0.013083 \tabularnewline
7 & 0.210901 & 1.6336 & 0.053786 \tabularnewline
8 & -0.119342 & -0.9244 & 0.179486 \tabularnewline
9 & -0.21667 & -1.6783 & 0.049244 \tabularnewline
10 & -0.100859 & -0.7813 & 0.218863 \tabularnewline
11 & 0.141739 & 1.0979 & 0.138316 \tabularnewline
12 & 0.481194 & 3.7273 & 0.000215 \tabularnewline
13 & 0.105392 & 0.8164 & 0.208762 \tabularnewline
14 & -0.101948 & -0.7897 & 0.21641 \tabularnewline
15 & -0.172259 & -1.3343 & 0.093572 \tabularnewline
16 & -0.155424 & -1.2039 & 0.116676 \tabularnewline
17 & 0.102714 & 0.7956 & 0.214696 \tabularnewline
18 & 0.16802 & 1.3015 & 0.099035 \tabularnewline
19 & 0.133998 & 1.0379 & 0.15173 \tabularnewline
20 & -0.173377 & -1.343 & 0.09217 \tabularnewline
21 & -0.15566 & -1.2057 & 0.116327 \tabularnewline
22 & -0.062011 & -0.4803 & 0.316369 \tabularnewline
23 & 0.073489 & 0.5692 & 0.285659 \tabularnewline
24 & 0.296927 & 2.3 & 0.012471 \tabularnewline
25 & 0.01604 & 0.1242 & 0.450769 \tabularnewline
26 & -0.198099 & -1.5345 & 0.065086 \tabularnewline
27 & -0.238654 & -1.8486 & 0.034722 \tabularnewline
28 & -0.139708 & -1.0822 & 0.141753 \tabularnewline
29 & 0.08223 & 0.6369 & 0.263291 \tabularnewline
30 & 0.087851 & 0.6805 & 0.249406 \tabularnewline
31 & 0.019571 & 0.1516 & 0.440005 \tabularnewline
32 & -0.217258 & -1.6829 & 0.048798 \tabularnewline
33 & -0.110366 & -0.8549 & 0.198007 \tabularnewline
34 & -0.031991 & -0.2478 & 0.402566 \tabularnewline
35 & 0.005239 & 0.0406 & 0.483883 \tabularnewline
36 & 0.200865 & 1.5559 & 0.062496 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69266&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]0.166578[/C][C]1.2903[/C][C]0.100947[/C][/ROW]
[ROW][C]2[/C][C]-0.142563[/C][C]-1.1043[/C][C]0.136939[/C][/ROW]
[ROW][C]3[/C][C]-0.169963[/C][C]-1.3165[/C][C]0.096502[/C][/ROW]
[ROW][C]4[/C][C]-0.186503[/C][C]-1.4446[/C][C]0.07688[/C][/ROW]
[ROW][C]5[/C][C]0.235417[/C][C]1.8235[/C][C]0.036602[/C][/ROW]
[ROW][C]6[/C][C]0.294367[/C][C]2.2802[/C][C]0.013083[/C][/ROW]
[ROW][C]7[/C][C]0.210901[/C][C]1.6336[/C][C]0.053786[/C][/ROW]
[ROW][C]8[/C][C]-0.119342[/C][C]-0.9244[/C][C]0.179486[/C][/ROW]
[ROW][C]9[/C][C]-0.21667[/C][C]-1.6783[/C][C]0.049244[/C][/ROW]
[ROW][C]10[/C][C]-0.100859[/C][C]-0.7813[/C][C]0.218863[/C][/ROW]
[ROW][C]11[/C][C]0.141739[/C][C]1.0979[/C][C]0.138316[/C][/ROW]
[ROW][C]12[/C][C]0.481194[/C][C]3.7273[/C][C]0.000215[/C][/ROW]
[ROW][C]13[/C][C]0.105392[/C][C]0.8164[/C][C]0.208762[/C][/ROW]
[ROW][C]14[/C][C]-0.101948[/C][C]-0.7897[/C][C]0.21641[/C][/ROW]
[ROW][C]15[/C][C]-0.172259[/C][C]-1.3343[/C][C]0.093572[/C][/ROW]
[ROW][C]16[/C][C]-0.155424[/C][C]-1.2039[/C][C]0.116676[/C][/ROW]
[ROW][C]17[/C][C]0.102714[/C][C]0.7956[/C][C]0.214696[/C][/ROW]
[ROW][C]18[/C][C]0.16802[/C][C]1.3015[/C][C]0.099035[/C][/ROW]
[ROW][C]19[/C][C]0.133998[/C][C]1.0379[/C][C]0.15173[/C][/ROW]
[ROW][C]20[/C][C]-0.173377[/C][C]-1.343[/C][C]0.09217[/C][/ROW]
[ROW][C]21[/C][C]-0.15566[/C][C]-1.2057[/C][C]0.116327[/C][/ROW]
[ROW][C]22[/C][C]-0.062011[/C][C]-0.4803[/C][C]0.316369[/C][/ROW]
[ROW][C]23[/C][C]0.073489[/C][C]0.5692[/C][C]0.285659[/C][/ROW]
[ROW][C]24[/C][C]0.296927[/C][C]2.3[/C][C]0.012471[/C][/ROW]
[ROW][C]25[/C][C]0.01604[/C][C]0.1242[/C][C]0.450769[/C][/ROW]
[ROW][C]26[/C][C]-0.198099[/C][C]-1.5345[/C][C]0.065086[/C][/ROW]
[ROW][C]27[/C][C]-0.238654[/C][C]-1.8486[/C][C]0.034722[/C][/ROW]
[ROW][C]28[/C][C]-0.139708[/C][C]-1.0822[/C][C]0.141753[/C][/ROW]
[ROW][C]29[/C][C]0.08223[/C][C]0.6369[/C][C]0.263291[/C][/ROW]
[ROW][C]30[/C][C]0.087851[/C][C]0.6805[/C][C]0.249406[/C][/ROW]
[ROW][C]31[/C][C]0.019571[/C][C]0.1516[/C][C]0.440005[/C][/ROW]
[ROW][C]32[/C][C]-0.217258[/C][C]-1.6829[/C][C]0.048798[/C][/ROW]
[ROW][C]33[/C][C]-0.110366[/C][C]-0.8549[/C][C]0.198007[/C][/ROW]
[ROW][C]34[/C][C]-0.031991[/C][C]-0.2478[/C][C]0.402566[/C][/ROW]
[ROW][C]35[/C][C]0.005239[/C][C]0.0406[/C][C]0.483883[/C][/ROW]
[ROW][C]36[/C][C]0.200865[/C][C]1.5559[/C][C]0.062496[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69266&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69266&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	0.166578	1.2903	0.100947
2	-0.142563	-1.1043	0.136939
3	-0.169963	-1.3165	0.096502
4	-0.186503	-1.4446	0.07688
5	0.235417	1.8235	0.036602
6	0.294367	2.2802	0.013083
7	0.210901	1.6336	0.053786
8	-0.119342	-0.9244	0.179486
9	-0.21667	-1.6783	0.049244
10	-0.100859	-0.7813	0.218863
11	0.141739	1.0979	0.138316
12	0.481194	3.7273	0.000215
13	0.105392	0.8164	0.208762
14	-0.101948	-0.7897	0.21641
15	-0.172259	-1.3343	0.093572
16	-0.155424	-1.2039	0.116676
17	0.102714	0.7956	0.214696
18	0.16802	1.3015	0.099035
19	0.133998	1.0379	0.15173
20	-0.173377	-1.343	0.09217
21	-0.15566	-1.2057	0.116327
22	-0.062011	-0.4803	0.316369
23	0.073489	0.5692	0.285659
24	0.296927	2.3	0.012471
25	0.01604	0.1242	0.450769
26	-0.198099	-1.5345	0.065086
27	-0.238654	-1.8486	0.034722
28	-0.139708	-1.0822	0.141753
29	0.08223	0.6369	0.263291
30	0.087851	0.6805	0.249406
31	0.019571	0.1516	0.440005
32	-0.217258	-1.6829	0.048798
33	-0.110366	-0.8549	0.198007
34	-0.031991	-0.2478	0.402566
35	0.005239	0.0406	0.483883
36	0.200865	1.5559	0.062496

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.166578	1.2903	0.100947
2	-0.175172	-1.3569	0.089952
3	-0.119772	-0.9277	0.178627
4	-0.170607	-1.3215	0.095674
5	0.276773	2.1439	0.018053
6	0.162089	1.2555	0.107076
7	0.199728	1.5471	0.063551
8	-0.128799	-0.9977	0.161222
9	-0.012012	-0.093	0.463089
10	-0.07438	-0.5761	0.283336
11	0.122169	0.9463	0.173892
12	0.324122	2.5106	0.007382
13	-0.042144	-0.3264	0.372611
14	0.018241	0.1413	0.444055
15	-0.025671	-0.1988	0.421528
16	-0.014239	-0.1103	0.456271
17	-0.105669	-0.8185	0.208153
18	-0.060624	-0.4696	0.320176
19	-0.017108	-0.1325	0.447508
20	-0.138608	-1.0736	0.143639
21	0.060525	0.4688	0.320447
22	-0.011517	-0.0892	0.464605
23	0.032789	0.254	0.400188
24	0.050994	0.395	0.347123
25	-0.029497	-0.2285	0.410025
26	-0.156597	-1.213	0.114942
27	-0.123119	-0.9537	0.172036
28	-0.052189	-0.4043	0.343732
29	-0.029486	-0.2284	0.410056
30	-0.079266	-0.614	0.270771
31	-0.042054	-0.3257	0.372874
32	-0.058044	-0.4496	0.327306
33	0.112499	0.8714	0.193502
34	-0.000405	-0.0031	0.498754
35	-0.070888	-0.5491	0.292488
36	0.016022	0.1241	0.450825

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.166578 & 1.2903 & 0.100947 \tabularnewline
2 & -0.175172 & -1.3569 & 0.089952 \tabularnewline
3 & -0.119772 & -0.9277 & 0.178627 \tabularnewline
4 & -0.170607 & -1.3215 & 0.095674 \tabularnewline
5 & 0.276773 & 2.1439 & 0.018053 \tabularnewline
6 & 0.162089 & 1.2555 & 0.107076 \tabularnewline
7 & 0.199728 & 1.5471 & 0.063551 \tabularnewline
8 & -0.128799 & -0.9977 & 0.161222 \tabularnewline
9 & -0.012012 & -0.093 & 0.463089 \tabularnewline
10 & -0.07438 & -0.5761 & 0.283336 \tabularnewline
11 & 0.122169 & 0.9463 & 0.173892 \tabularnewline
12 & 0.324122 & 2.5106 & 0.007382 \tabularnewline
13 & -0.042144 & -0.3264 & 0.372611 \tabularnewline
14 & 0.018241 & 0.1413 & 0.444055 \tabularnewline
15 & -0.025671 & -0.1988 & 0.421528 \tabularnewline
16 & -0.014239 & -0.1103 & 0.456271 \tabularnewline
17 & -0.105669 & -0.8185 & 0.208153 \tabularnewline
18 & -0.060624 & -0.4696 & 0.320176 \tabularnewline
19 & -0.017108 & -0.1325 & 0.447508 \tabularnewline
20 & -0.138608 & -1.0736 & 0.143639 \tabularnewline
21 & 0.060525 & 0.4688 & 0.320447 \tabularnewline
22 & -0.011517 & -0.0892 & 0.464605 \tabularnewline
23 & 0.032789 & 0.254 & 0.400188 \tabularnewline
24 & 0.050994 & 0.395 & 0.347123 \tabularnewline
25 & -0.029497 & -0.2285 & 0.410025 \tabularnewline
26 & -0.156597 & -1.213 & 0.114942 \tabularnewline
27 & -0.123119 & -0.9537 & 0.172036 \tabularnewline
28 & -0.052189 & -0.4043 & 0.343732 \tabularnewline
29 & -0.029486 & -0.2284 & 0.410056 \tabularnewline
30 & -0.079266 & -0.614 & 0.270771 \tabularnewline
31 & -0.042054 & -0.3257 & 0.372874 \tabularnewline
32 & -0.058044 & -0.4496 & 0.327306 \tabularnewline
33 & 0.112499 & 0.8714 & 0.193502 \tabularnewline
34 & -0.000405 & -0.0031 & 0.498754 \tabularnewline
35 & -0.070888 & -0.5491 & 0.292488 \tabularnewline
36 & 0.016022 & 0.1241 & 0.450825 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69266&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]0.166578[/C][C]1.2903[/C][C]0.100947[/C][/ROW]
[ROW][C]2[/C][C]-0.175172[/C][C]-1.3569[/C][C]0.089952[/C][/ROW]
[ROW][C]3[/C][C]-0.119772[/C][C]-0.9277[/C][C]0.178627[/C][/ROW]
[ROW][C]4[/C][C]-0.170607[/C][C]-1.3215[/C][C]0.095674[/C][/ROW]
[ROW][C]5[/C][C]0.276773[/C][C]2.1439[/C][C]0.018053[/C][/ROW]
[ROW][C]6[/C][C]0.162089[/C][C]1.2555[/C][C]0.107076[/C][/ROW]
[ROW][C]7[/C][C]0.199728[/C][C]1.5471[/C][C]0.063551[/C][/ROW]
[ROW][C]8[/C][C]-0.128799[/C][C]-0.9977[/C][C]0.161222[/C][/ROW]
[ROW][C]9[/C][C]-0.012012[/C][C]-0.093[/C][C]0.463089[/C][/ROW]
[ROW][C]10[/C][C]-0.07438[/C][C]-0.5761[/C][C]0.283336[/C][/ROW]
[ROW][C]11[/C][C]0.122169[/C][C]0.9463[/C][C]0.173892[/C][/ROW]
[ROW][C]12[/C][C]0.324122[/C][C]2.5106[/C][C]0.007382[/C][/ROW]
[ROW][C]13[/C][C]-0.042144[/C][C]-0.3264[/C][C]0.372611[/C][/ROW]
[ROW][C]14[/C][C]0.018241[/C][C]0.1413[/C][C]0.444055[/C][/ROW]
[ROW][C]15[/C][C]-0.025671[/C][C]-0.1988[/C][C]0.421528[/C][/ROW]
[ROW][C]16[/C][C]-0.014239[/C][C]-0.1103[/C][C]0.456271[/C][/ROW]
[ROW][C]17[/C][C]-0.105669[/C][C]-0.8185[/C][C]0.208153[/C][/ROW]
[ROW][C]18[/C][C]-0.060624[/C][C]-0.4696[/C][C]0.320176[/C][/ROW]
[ROW][C]19[/C][C]-0.017108[/C][C]-0.1325[/C][C]0.447508[/C][/ROW]
[ROW][C]20[/C][C]-0.138608[/C][C]-1.0736[/C][C]0.143639[/C][/ROW]
[ROW][C]21[/C][C]0.060525[/C][C]0.4688[/C][C]0.320447[/C][/ROW]
[ROW][C]22[/C][C]-0.011517[/C][C]-0.0892[/C][C]0.464605[/C][/ROW]
[ROW][C]23[/C][C]0.032789[/C][C]0.254[/C][C]0.400188[/C][/ROW]
[ROW][C]24[/C][C]0.050994[/C][C]0.395[/C][C]0.347123[/C][/ROW]
[ROW][C]25[/C][C]-0.029497[/C][C]-0.2285[/C][C]0.410025[/C][/ROW]
[ROW][C]26[/C][C]-0.156597[/C][C]-1.213[/C][C]0.114942[/C][/ROW]
[ROW][C]27[/C][C]-0.123119[/C][C]-0.9537[/C][C]0.172036[/C][/ROW]
[ROW][C]28[/C][C]-0.052189[/C][C]-0.4043[/C][C]0.343732[/C][/ROW]
[ROW][C]29[/C][C]-0.029486[/C][C]-0.2284[/C][C]0.410056[/C][/ROW]
[ROW][C]30[/C][C]-0.079266[/C][C]-0.614[/C][C]0.270771[/C][/ROW]
[ROW][C]31[/C][C]-0.042054[/C][C]-0.3257[/C][C]0.372874[/C][/ROW]
[ROW][C]32[/C][C]-0.058044[/C][C]-0.4496[/C][C]0.327306[/C][/ROW]
[ROW][C]33[/C][C]0.112499[/C][C]0.8714[/C][C]0.193502[/C][/ROW]
[ROW][C]34[/C][C]-0.000405[/C][C]-0.0031[/C][C]0.498754[/C][/ROW]
[ROW][C]35[/C][C]-0.070888[/C][C]-0.5491[/C][C]0.292488[/C][/ROW]
[ROW][C]36[/C][C]0.016022[/C][C]0.1241[/C][C]0.450825[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69266&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69266&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	0.166578	1.2903	0.100947
2	-0.175172	-1.3569	0.089952
3	-0.119772	-0.9277	0.178627
4	-0.170607	-1.3215	0.095674
5	0.276773	2.1439	0.018053
6	0.162089	1.2555	0.107076
7	0.199728	1.5471	0.063551
8	-0.128799	-0.9977	0.161222
9	-0.012012	-0.093	0.463089
10	-0.07438	-0.5761	0.283336
11	0.122169	0.9463	0.173892
12	0.324122	2.5106	0.007382
13	-0.042144	-0.3264	0.372611
14	0.018241	0.1413	0.444055
15	-0.025671	-0.1988	0.421528
16	-0.014239	-0.1103	0.456271
17	-0.105669	-0.8185	0.208153
18	-0.060624	-0.4696	0.320176
19	-0.017108	-0.1325	0.447508
20	-0.138608	-1.0736	0.143639
21	0.060525	0.4688	0.320447
22	-0.011517	-0.0892	0.464605
23	0.032789	0.254	0.400188
24	0.050994	0.395	0.347123
25	-0.029497	-0.2285	0.410025
26	-0.156597	-1.213	0.114942
27	-0.123119	-0.9537	0.172036
28	-0.052189	-0.4043	0.343732
29	-0.029486	-0.2284	0.410056
30	-0.079266	-0.614	0.270771
31	-0.042054	-0.3257	0.372874
32	-0.058044	-0.4496	0.327306
33	0.112499	0.8714	0.193502
34	-0.000405	-0.0031	0.498754
35	-0.070888	-0.5491	0.292488
36	0.016022	0.1241	0.450825

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 = 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 ;

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