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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 07 Dec 2011 09:17:19 -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/2011/Dec/07/t132326747156ctzxo531ajc2u.htm/, Retrieved Fri, 01 Nov 2024 01:28:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152421, Retrieved Fri, 01 Nov 2024 01:28:44 +0000

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116

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-     [(Partial) Autocorrelation Function] [Partial autocorre...] [2011-12-07 11:06:20] [2c6fcdc40ef3b1a27716d75d6f478b32]
- R P   [(Partial) Autocorrelation Function] [Partial autocorre...] [2011-12-07 12:09:37] [2c6fcdc40ef3b1a27716d75d6f478b32]
- R P       [(Partial) Autocorrelation Function] [Partial autocorre...] [2011-12-07 14:17:19] [9d44527c062770b7c32043af98da324d] [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=152421&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=152421&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152421&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	0.305819	2.6485	0.004926
2	0.399873	3.463	0.000443
3	0.376736	3.2626	0.000832
4	0.122726	1.0628	0.145632
5	0.211704	1.8334	0.035354
6	0.151412	1.3113	0.096884
7	0.13703	1.1867	0.119543
8	0.039429	0.3415	0.366853
9	0.292297	2.5314	0.006728
10	0.162233	1.405	0.082079
11	0.162612	1.4083	0.081593
12	0.578733	5.012	2e-06
13	0.12317	1.0667	0.144768
14	0.273848	2.3716	0.010139
15	0.185348	1.6052	0.05633
16	-0.025095	-0.2173	0.41427
17	0.056483	0.4892	0.313079
18	0.043505	0.3768	0.353705
19	-0.063741	-0.552	0.291291
20	-0.046049	-0.3988	0.345587
21	0.082011	0.7102	0.239881
22	-0.015473	-0.134	0.446881
23	0.066606	0.5768	0.282894
24	0.276687	2.3962	0.00953
25	-0.029152	-0.2525	0.400688
26	0.061438	0.5321	0.298127
27	0.027163	0.2352	0.407333
28	-0.196832	-1.7046	0.046203
29	-0.137983	-1.195	0.117933
30	-0.168347	-1.4579	0.074517
31	-0.227048	-1.9663	0.026483
32	-0.126148	-1.0925	0.139061
33	-0.10766	-0.9324	0.177071
34	-0.144445	-1.2509	0.107424
35	-0.117272	-1.0156	0.156542
36	0.067929	0.5883	0.279056

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305819 & 2.6485 & 0.004926 \tabularnewline
2 & 0.399873 & 3.463 & 0.000443 \tabularnewline
3 & 0.376736 & 3.2626 & 0.000832 \tabularnewline
4 & 0.122726 & 1.0628 & 0.145632 \tabularnewline
5 & 0.211704 & 1.8334 & 0.035354 \tabularnewline
6 & 0.151412 & 1.3113 & 0.096884 \tabularnewline
7 & 0.13703 & 1.1867 & 0.119543 \tabularnewline
8 & 0.039429 & 0.3415 & 0.366853 \tabularnewline
9 & 0.292297 & 2.5314 & 0.006728 \tabularnewline
10 & 0.162233 & 1.405 & 0.082079 \tabularnewline
11 & 0.162612 & 1.4083 & 0.081593 \tabularnewline
12 & 0.578733 & 5.012 & 2e-06 \tabularnewline
13 & 0.12317 & 1.0667 & 0.144768 \tabularnewline
14 & 0.273848 & 2.3716 & 0.010139 \tabularnewline
15 & 0.185348 & 1.6052 & 0.05633 \tabularnewline
16 & -0.025095 & -0.2173 & 0.41427 \tabularnewline
17 & 0.056483 & 0.4892 & 0.313079 \tabularnewline
18 & 0.043505 & 0.3768 & 0.353705 \tabularnewline
19 & -0.063741 & -0.552 & 0.291291 \tabularnewline
20 & -0.046049 & -0.3988 & 0.345587 \tabularnewline
21 & 0.082011 & 0.7102 & 0.239881 \tabularnewline
22 & -0.015473 & -0.134 & 0.446881 \tabularnewline
23 & 0.066606 & 0.5768 & 0.282894 \tabularnewline
24 & 0.276687 & 2.3962 & 0.00953 \tabularnewline
25 & -0.029152 & -0.2525 & 0.400688 \tabularnewline
26 & 0.061438 & 0.5321 & 0.298127 \tabularnewline
27 & 0.027163 & 0.2352 & 0.407333 \tabularnewline
28 & -0.196832 & -1.7046 & 0.046203 \tabularnewline
29 & -0.137983 & -1.195 & 0.117933 \tabularnewline
30 & -0.168347 & -1.4579 & 0.074517 \tabularnewline
31 & -0.227048 & -1.9663 & 0.026483 \tabularnewline
32 & -0.126148 & -1.0925 & 0.139061 \tabularnewline
33 & -0.10766 & -0.9324 & 0.177071 \tabularnewline
34 & -0.144445 & -1.2509 & 0.107424 \tabularnewline
35 & -0.117272 & -1.0156 & 0.156542 \tabularnewline
36 & 0.067929 & 0.5883 & 0.279056 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152421&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]0.305819[/C][C]2.6485[/C][C]0.004926[/C][/ROW]
[ROW][C]2[/C][C]0.399873[/C][C]3.463[/C][C]0.000443[/C][/ROW]
[ROW][C]3[/C][C]0.376736[/C][C]3.2626[/C][C]0.000832[/C][/ROW]
[ROW][C]4[/C][C]0.122726[/C][C]1.0628[/C][C]0.145632[/C][/ROW]
[ROW][C]5[/C][C]0.211704[/C][C]1.8334[/C][C]0.035354[/C][/ROW]
[ROW][C]6[/C][C]0.151412[/C][C]1.3113[/C][C]0.096884[/C][/ROW]
[ROW][C]7[/C][C]0.13703[/C][C]1.1867[/C][C]0.119543[/C][/ROW]
[ROW][C]8[/C][C]0.039429[/C][C]0.3415[/C][C]0.366853[/C][/ROW]
[ROW][C]9[/C][C]0.292297[/C][C]2.5314[/C][C]0.006728[/C][/ROW]
[ROW][C]10[/C][C]0.162233[/C][C]1.405[/C][C]0.082079[/C][/ROW]
[ROW][C]11[/C][C]0.162612[/C][C]1.4083[/C][C]0.081593[/C][/ROW]
[ROW][C]12[/C][C]0.578733[/C][C]5.012[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.12317[/C][C]1.0667[/C][C]0.144768[/C][/ROW]
[ROW][C]14[/C][C]0.273848[/C][C]2.3716[/C][C]0.010139[/C][/ROW]
[ROW][C]15[/C][C]0.185348[/C][C]1.6052[/C][C]0.05633[/C][/ROW]
[ROW][C]16[/C][C]-0.025095[/C][C]-0.2173[/C][C]0.41427[/C][/ROW]
[ROW][C]17[/C][C]0.056483[/C][C]0.4892[/C][C]0.313079[/C][/ROW]
[ROW][C]18[/C][C]0.043505[/C][C]0.3768[/C][C]0.353705[/C][/ROW]
[ROW][C]19[/C][C]-0.063741[/C][C]-0.552[/C][C]0.291291[/C][/ROW]
[ROW][C]20[/C][C]-0.046049[/C][C]-0.3988[/C][C]0.345587[/C][/ROW]
[ROW][C]21[/C][C]0.082011[/C][C]0.7102[/C][C]0.239881[/C][/ROW]
[ROW][C]22[/C][C]-0.015473[/C][C]-0.134[/C][C]0.446881[/C][/ROW]
[ROW][C]23[/C][C]0.066606[/C][C]0.5768[/C][C]0.282894[/C][/ROW]
[ROW][C]24[/C][C]0.276687[/C][C]2.3962[/C][C]0.00953[/C][/ROW]
[ROW][C]25[/C][C]-0.029152[/C][C]-0.2525[/C][C]0.400688[/C][/ROW]
[ROW][C]26[/C][C]0.061438[/C][C]0.5321[/C][C]0.298127[/C][/ROW]
[ROW][C]27[/C][C]0.027163[/C][C]0.2352[/C][C]0.407333[/C][/ROW]
[ROW][C]28[/C][C]-0.196832[/C][C]-1.7046[/C][C]0.046203[/C][/ROW]
[ROW][C]29[/C][C]-0.137983[/C][C]-1.195[/C][C]0.117933[/C][/ROW]
[ROW][C]30[/C][C]-0.168347[/C][C]-1.4579[/C][C]0.074517[/C][/ROW]
[ROW][C]31[/C][C]-0.227048[/C][C]-1.9663[/C][C]0.026483[/C][/ROW]
[ROW][C]32[/C][C]-0.126148[/C][C]-1.0925[/C][C]0.139061[/C][/ROW]
[ROW][C]33[/C][C]-0.10766[/C][C]-0.9324[/C][C]0.177071[/C][/ROW]
[ROW][C]34[/C][C]-0.144445[/C][C]-1.2509[/C][C]0.107424[/C][/ROW]
[ROW][C]35[/C][C]-0.117272[/C][C]-1.0156[/C][C]0.156542[/C][/ROW]
[ROW][C]36[/C][C]0.067929[/C][C]0.5883[/C][C]0.279056[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152421&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152421&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	0.305819	2.6485	0.004926
2	0.399873	3.463	0.000443
3	0.376736	3.2626	0.000832
4	0.122726	1.0628	0.145632
5	0.211704	1.8334	0.035354
6	0.151412	1.3113	0.096884
7	0.13703	1.1867	0.119543
8	0.039429	0.3415	0.366853
9	0.292297	2.5314	0.006728
10	0.162233	1.405	0.082079
11	0.162612	1.4083	0.081593
12	0.578733	5.012	2e-06
13	0.12317	1.0667	0.144768
14	0.273848	2.3716	0.010139
15	0.185348	1.6052	0.05633
16	-0.025095	-0.2173	0.41427
17	0.056483	0.4892	0.313079
18	0.043505	0.3768	0.353705
19	-0.063741	-0.552	0.291291
20	-0.046049	-0.3988	0.345587
21	0.082011	0.7102	0.239881
22	-0.015473	-0.134	0.446881
23	0.066606	0.5768	0.282894
24	0.276687	2.3962	0.00953
25	-0.029152	-0.2525	0.400688
26	0.061438	0.5321	0.298127
27	0.027163	0.2352	0.407333
28	-0.196832	-1.7046	0.046203
29	-0.137983	-1.195	0.117933
30	-0.168347	-1.4579	0.074517
31	-0.227048	-1.9663	0.026483
32	-0.126148	-1.0925	0.139061
33	-0.10766	-0.9324	0.177071
34	-0.144445	-1.2509	0.107424
35	-0.117272	-1.0156	0.156542
36	0.067929	0.5883	0.279056

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.305819	2.6485	0.004926
2	0.337955	2.9268	0.002265
3	0.239646	2.0754	0.020689
4	-0.14807	-1.2823	0.10184
5	0.012857	0.1113	0.45582
6	0.051396	0.4451	0.328763
7	0.078059	0.676	0.250558
8	-0.12924	-1.1193	0.133301
9	0.295804	2.5617	0.006211
10	0.086951	0.753	0.226898
11	-0.023225	-0.2011	0.420569
12	0.488393	4.2296	3.3e-05
13	-0.178637	-1.547	0.063031
14	-0.147488	-1.2773	0.102721
15	-0.127635	-1.1054	0.13627
16	-0.121525	-1.0524	0.14799
17	-0.05138	-0.445	0.328814
18	0.075129	0.6506	0.258634
19	-0.109425	-0.9476	0.173177
20	0.07998	0.6926	0.245335
21	-0.090367	-0.7826	0.218162
22	0.055202	0.4781	0.316997
23	0.044059	0.3816	0.351933
24	-0.013866	-0.1201	0.452369
25	-0.092922	-0.8047	0.211759
26	-0.170586	-1.4773	0.071888
27	-0.005909	-0.0512	0.47966
28	-0.046714	-0.4046	0.343479
29	-0.145898	-1.2635	0.105159
30	-0.081434	-0.7052	0.241423
31	0.124141	1.0751	0.142889
32	0.075988	0.6581	0.256253
33	-0.035834	-0.3103	0.378585
34	-0.038361	-0.3322	0.370327
35	-0.146895	-1.2722	0.103625
36	6e-04	0.0052	0.497934

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305819 & 2.6485 & 0.004926 \tabularnewline
2 & 0.337955 & 2.9268 & 0.002265 \tabularnewline
3 & 0.239646 & 2.0754 & 0.020689 \tabularnewline
4 & -0.14807 & -1.2823 & 0.10184 \tabularnewline
5 & 0.012857 & 0.1113 & 0.45582 \tabularnewline
6 & 0.051396 & 0.4451 & 0.328763 \tabularnewline
7 & 0.078059 & 0.676 & 0.250558 \tabularnewline
8 & -0.12924 & -1.1193 & 0.133301 \tabularnewline
9 & 0.295804 & 2.5617 & 0.006211 \tabularnewline
10 & 0.086951 & 0.753 & 0.226898 \tabularnewline
11 & -0.023225 & -0.2011 & 0.420569 \tabularnewline
12 & 0.488393 & 4.2296 & 3.3e-05 \tabularnewline
13 & -0.178637 & -1.547 & 0.063031 \tabularnewline
14 & -0.147488 & -1.2773 & 0.102721 \tabularnewline
15 & -0.127635 & -1.1054 & 0.13627 \tabularnewline
16 & -0.121525 & -1.0524 & 0.14799 \tabularnewline
17 & -0.05138 & -0.445 & 0.328814 \tabularnewline
18 & 0.075129 & 0.6506 & 0.258634 \tabularnewline
19 & -0.109425 & -0.9476 & 0.173177 \tabularnewline
20 & 0.07998 & 0.6926 & 0.245335 \tabularnewline
21 & -0.090367 & -0.7826 & 0.218162 \tabularnewline
22 & 0.055202 & 0.4781 & 0.316997 \tabularnewline
23 & 0.044059 & 0.3816 & 0.351933 \tabularnewline
24 & -0.013866 & -0.1201 & 0.452369 \tabularnewline
25 & -0.092922 & -0.8047 & 0.211759 \tabularnewline
26 & -0.170586 & -1.4773 & 0.071888 \tabularnewline
27 & -0.005909 & -0.0512 & 0.47966 \tabularnewline
28 & -0.046714 & -0.4046 & 0.343479 \tabularnewline
29 & -0.145898 & -1.2635 & 0.105159 \tabularnewline
30 & -0.081434 & -0.7052 & 0.241423 \tabularnewline
31 & 0.124141 & 1.0751 & 0.142889 \tabularnewline
32 & 0.075988 & 0.6581 & 0.256253 \tabularnewline
33 & -0.035834 & -0.3103 & 0.378585 \tabularnewline
34 & -0.038361 & -0.3322 & 0.370327 \tabularnewline
35 & -0.146895 & -1.2722 & 0.103625 \tabularnewline
36 & 6e-04 & 0.0052 & 0.497934 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152421&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]0.305819[/C][C]2.6485[/C][C]0.004926[/C][/ROW]
[ROW][C]2[/C][C]0.337955[/C][C]2.9268[/C][C]0.002265[/C][/ROW]
[ROW][C]3[/C][C]0.239646[/C][C]2.0754[/C][C]0.020689[/C][/ROW]
[ROW][C]4[/C][C]-0.14807[/C][C]-1.2823[/C][C]0.10184[/C][/ROW]
[ROW][C]5[/C][C]0.012857[/C][C]0.1113[/C][C]0.45582[/C][/ROW]
[ROW][C]6[/C][C]0.051396[/C][C]0.4451[/C][C]0.328763[/C][/ROW]
[ROW][C]7[/C][C]0.078059[/C][C]0.676[/C][C]0.250558[/C][/ROW]
[ROW][C]8[/C][C]-0.12924[/C][C]-1.1193[/C][C]0.133301[/C][/ROW]
[ROW][C]9[/C][C]0.295804[/C][C]2.5617[/C][C]0.006211[/C][/ROW]
[ROW][C]10[/C][C]0.086951[/C][C]0.753[/C][C]0.226898[/C][/ROW]
[ROW][C]11[/C][C]-0.023225[/C][C]-0.2011[/C][C]0.420569[/C][/ROW]
[ROW][C]12[/C][C]0.488393[/C][C]4.2296[/C][C]3.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.178637[/C][C]-1.547[/C][C]0.063031[/C][/ROW]
[ROW][C]14[/C][C]-0.147488[/C][C]-1.2773[/C][C]0.102721[/C][/ROW]
[ROW][C]15[/C][C]-0.127635[/C][C]-1.1054[/C][C]0.13627[/C][/ROW]
[ROW][C]16[/C][C]-0.121525[/C][C]-1.0524[/C][C]0.14799[/C][/ROW]
[ROW][C]17[/C][C]-0.05138[/C][C]-0.445[/C][C]0.328814[/C][/ROW]
[ROW][C]18[/C][C]0.075129[/C][C]0.6506[/C][C]0.258634[/C][/ROW]
[ROW][C]19[/C][C]-0.109425[/C][C]-0.9476[/C][C]0.173177[/C][/ROW]
[ROW][C]20[/C][C]0.07998[/C][C]0.6926[/C][C]0.245335[/C][/ROW]
[ROW][C]21[/C][C]-0.090367[/C][C]-0.7826[/C][C]0.218162[/C][/ROW]
[ROW][C]22[/C][C]0.055202[/C][C]0.4781[/C][C]0.316997[/C][/ROW]
[ROW][C]23[/C][C]0.044059[/C][C]0.3816[/C][C]0.351933[/C][/ROW]
[ROW][C]24[/C][C]-0.013866[/C][C]-0.1201[/C][C]0.452369[/C][/ROW]
[ROW][C]25[/C][C]-0.092922[/C][C]-0.8047[/C][C]0.211759[/C][/ROW]
[ROW][C]26[/C][C]-0.170586[/C][C]-1.4773[/C][C]0.071888[/C][/ROW]
[ROW][C]27[/C][C]-0.005909[/C][C]-0.0512[/C][C]0.47966[/C][/ROW]
[ROW][C]28[/C][C]-0.046714[/C][C]-0.4046[/C][C]0.343479[/C][/ROW]
[ROW][C]29[/C][C]-0.145898[/C][C]-1.2635[/C][C]0.105159[/C][/ROW]
[ROW][C]30[/C][C]-0.081434[/C][C]-0.7052[/C][C]0.241423[/C][/ROW]
[ROW][C]31[/C][C]0.124141[/C][C]1.0751[/C][C]0.142889[/C][/ROW]
[ROW][C]32[/C][C]0.075988[/C][C]0.6581[/C][C]0.256253[/C][/ROW]
[ROW][C]33[/C][C]-0.035834[/C][C]-0.3103[/C][C]0.378585[/C][/ROW]
[ROW][C]34[/C][C]-0.038361[/C][C]-0.3322[/C][C]0.370327[/C][/ROW]
[ROW][C]35[/C][C]-0.146895[/C][C]-1.2722[/C][C]0.103625[/C][/ROW]
[ROW][C]36[/C][C]6e-04[/C][C]0.0052[/C][C]0.497934[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152421&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152421&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	0.305819	2.6485	0.004926
2	0.337955	2.9268	0.002265
3	0.239646	2.0754	0.020689
4	-0.14807	-1.2823	0.10184
5	0.012857	0.1113	0.45582
6	0.051396	0.4451	0.328763
7	0.078059	0.676	0.250558
8	-0.12924	-1.1193	0.133301
9	0.295804	2.5617	0.006211
10	0.086951	0.753	0.226898
11	-0.023225	-0.2011	0.420569
12	0.488393	4.2296	3.3e-05
13	-0.178637	-1.547	0.063031
14	-0.147488	-1.2773	0.102721
15	-0.127635	-1.1054	0.13627
16	-0.121525	-1.0524	0.14799
17	-0.05138	-0.445	0.328814
18	0.075129	0.6506	0.258634
19	-0.109425	-0.9476	0.173177
20	0.07998	0.6926	0.245335
21	-0.090367	-0.7826	0.218162
22	0.055202	0.4781	0.316997
23	0.044059	0.3816	0.351933
24	-0.013866	-0.1201	0.452369
25	-0.092922	-0.8047	0.211759
26	-0.170586	-1.4773	0.071888
27	-0.005909	-0.0512	0.47966
28	-0.046714	-0.4046	0.343479
29	-0.145898	-1.2635	0.105159
30	-0.081434	-0.7052	0.241423
31	0.124141	1.0751	0.142889
32	0.075988	0.6581	0.256253
33	-0.035834	-0.3103	0.378585
34	-0.038361	-0.3322	0.370327
35	-0.146895	-1.2722	0.103625
36	6e-04	0.0052	0.497934

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):

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