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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 08:26:54 -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/02/t1259767694nqcj01xliryge9d.htm/, Retrieved Sun, 28 Apr 2024 15:49:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62371, Retrieved Sun, 28 Apr 2024 15:49:50 +0000

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148

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 14:46:03] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-02 15:26:54] [4672b66a35a4d755714bdcf00037725e] [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=62371&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=62371&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62371&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	0.365231	2.5826	0.00639
2	0.132042	0.9337	0.177479
3	-0.069899	-0.4943	0.311643
4	-0.204883	-1.4487	0.076826
5	-0.228199	-1.6136	0.056453
6	-0.40702	-2.8781	0.002936
7	-0.242258	-1.713	0.046452
8	-0.207109	-1.4645	0.074661
9	-0.103161	-0.7295	0.234563
10	-0.005178	-0.0366	0.48547
11	0.181782	1.2854	0.102288
12	0.651173	4.6045	1.4e-05
13	0.260061	1.8389	0.035935
14	0.113942	0.8057	0.212118
15	-0.039416	-0.2787	0.390806
16	-0.153832	-1.0878	0.140959
17	-0.164404	-1.1625	0.125274
18	-0.305984	-2.1636	0.017648
19	-0.156843	-1.109	0.136358
20	-0.156802	-1.1088	0.13642
21	-0.094159	-0.6658	0.254298
22	0.028186	0.1993	0.421415
23	0.157476	1.1135	0.135404
24	0.474589	3.3558	0.000759
25	0.189883	1.3427	0.09272
26	0.054908	0.3883	0.349735
27	-0.005878	-0.0416	0.483507
28	-0.071468	-0.5054	0.307765
29	-0.103189	-0.7297	0.234503
30	-0.208994	-1.4778	0.072865
31	-0.108685	-0.7685	0.222896
32	-0.13159	-0.9305	0.178297
33	-0.126068	-0.8914	0.188483
34	-0.027476	-0.1943	0.423371
35	0.043401	0.3069	0.380101
36	0.279586	1.977	0.026786

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365231 & 2.5826 & 0.00639 \tabularnewline
2 & 0.132042 & 0.9337 & 0.177479 \tabularnewline
3 & -0.069899 & -0.4943 & 0.311643 \tabularnewline
4 & -0.204883 & -1.4487 & 0.076826 \tabularnewline
5 & -0.228199 & -1.6136 & 0.056453 \tabularnewline
6 & -0.40702 & -2.8781 & 0.002936 \tabularnewline
7 & -0.242258 & -1.713 & 0.046452 \tabularnewline
8 & -0.207109 & -1.4645 & 0.074661 \tabularnewline
9 & -0.103161 & -0.7295 & 0.234563 \tabularnewline
10 & -0.005178 & -0.0366 & 0.48547 \tabularnewline
11 & 0.181782 & 1.2854 & 0.102288 \tabularnewline
12 & 0.651173 & 4.6045 & 1.4e-05 \tabularnewline
13 & 0.260061 & 1.8389 & 0.035935 \tabularnewline
14 & 0.113942 & 0.8057 & 0.212118 \tabularnewline
15 & -0.039416 & -0.2787 & 0.390806 \tabularnewline
16 & -0.153832 & -1.0878 & 0.140959 \tabularnewline
17 & -0.164404 & -1.1625 & 0.125274 \tabularnewline
18 & -0.305984 & -2.1636 & 0.017648 \tabularnewline
19 & -0.156843 & -1.109 & 0.136358 \tabularnewline
20 & -0.156802 & -1.1088 & 0.13642 \tabularnewline
21 & -0.094159 & -0.6658 & 0.254298 \tabularnewline
22 & 0.028186 & 0.1993 & 0.421415 \tabularnewline
23 & 0.157476 & 1.1135 & 0.135404 \tabularnewline
24 & 0.474589 & 3.3558 & 0.000759 \tabularnewline
25 & 0.189883 & 1.3427 & 0.09272 \tabularnewline
26 & 0.054908 & 0.3883 & 0.349735 \tabularnewline
27 & -0.005878 & -0.0416 & 0.483507 \tabularnewline
28 & -0.071468 & -0.5054 & 0.307765 \tabularnewline
29 & -0.103189 & -0.7297 & 0.234503 \tabularnewline
30 & -0.208994 & -1.4778 & 0.072865 \tabularnewline
31 & -0.108685 & -0.7685 & 0.222896 \tabularnewline
32 & -0.13159 & -0.9305 & 0.178297 \tabularnewline
33 & -0.126068 & -0.8914 & 0.188483 \tabularnewline
34 & -0.027476 & -0.1943 & 0.423371 \tabularnewline
35 & 0.043401 & 0.3069 & 0.380101 \tabularnewline
36 & 0.279586 & 1.977 & 0.026786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62371&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]0.365231[/C][C]2.5826[/C][C]0.00639[/C][/ROW]
[ROW][C]2[/C][C]0.132042[/C][C]0.9337[/C][C]0.177479[/C][/ROW]
[ROW][C]3[/C][C]-0.069899[/C][C]-0.4943[/C][C]0.311643[/C][/ROW]
[ROW][C]4[/C][C]-0.204883[/C][C]-1.4487[/C][C]0.076826[/C][/ROW]
[ROW][C]5[/C][C]-0.228199[/C][C]-1.6136[/C][C]0.056453[/C][/ROW]
[ROW][C]6[/C][C]-0.40702[/C][C]-2.8781[/C][C]0.002936[/C][/ROW]
[ROW][C]7[/C][C]-0.242258[/C][C]-1.713[/C][C]0.046452[/C][/ROW]
[ROW][C]8[/C][C]-0.207109[/C][C]-1.4645[/C][C]0.074661[/C][/ROW]
[ROW][C]9[/C][C]-0.103161[/C][C]-0.7295[/C][C]0.234563[/C][/ROW]
[ROW][C]10[/C][C]-0.005178[/C][C]-0.0366[/C][C]0.48547[/C][/ROW]
[ROW][C]11[/C][C]0.181782[/C][C]1.2854[/C][C]0.102288[/C][/ROW]
[ROW][C]12[/C][C]0.651173[/C][C]4.6045[/C][C]1.4e-05[/C][/ROW]
[ROW][C]13[/C][C]0.260061[/C][C]1.8389[/C][C]0.035935[/C][/ROW]
[ROW][C]14[/C][C]0.113942[/C][C]0.8057[/C][C]0.212118[/C][/ROW]
[ROW][C]15[/C][C]-0.039416[/C][C]-0.2787[/C][C]0.390806[/C][/ROW]
[ROW][C]16[/C][C]-0.153832[/C][C]-1.0878[/C][C]0.140959[/C][/ROW]
[ROW][C]17[/C][C]-0.164404[/C][C]-1.1625[/C][C]0.125274[/C][/ROW]
[ROW][C]18[/C][C]-0.305984[/C][C]-2.1636[/C][C]0.017648[/C][/ROW]
[ROW][C]19[/C][C]-0.156843[/C][C]-1.109[/C][C]0.136358[/C][/ROW]
[ROW][C]20[/C][C]-0.156802[/C][C]-1.1088[/C][C]0.13642[/C][/ROW]
[ROW][C]21[/C][C]-0.094159[/C][C]-0.6658[/C][C]0.254298[/C][/ROW]
[ROW][C]22[/C][C]0.028186[/C][C]0.1993[/C][C]0.421415[/C][/ROW]
[ROW][C]23[/C][C]0.157476[/C][C]1.1135[/C][C]0.135404[/C][/ROW]
[ROW][C]24[/C][C]0.474589[/C][C]3.3558[/C][C]0.000759[/C][/ROW]
[ROW][C]25[/C][C]0.189883[/C][C]1.3427[/C][C]0.09272[/C][/ROW]
[ROW][C]26[/C][C]0.054908[/C][C]0.3883[/C][C]0.349735[/C][/ROW]
[ROW][C]27[/C][C]-0.005878[/C][C]-0.0416[/C][C]0.483507[/C][/ROW]
[ROW][C]28[/C][C]-0.071468[/C][C]-0.5054[/C][C]0.307765[/C][/ROW]
[ROW][C]29[/C][C]-0.103189[/C][C]-0.7297[/C][C]0.234503[/C][/ROW]
[ROW][C]30[/C][C]-0.208994[/C][C]-1.4778[/C][C]0.072865[/C][/ROW]
[ROW][C]31[/C][C]-0.108685[/C][C]-0.7685[/C][C]0.222896[/C][/ROW]
[ROW][C]32[/C][C]-0.13159[/C][C]-0.9305[/C][C]0.178297[/C][/ROW]
[ROW][C]33[/C][C]-0.126068[/C][C]-0.8914[/C][C]0.188483[/C][/ROW]
[ROW][C]34[/C][C]-0.027476[/C][C]-0.1943[/C][C]0.423371[/C][/ROW]
[ROW][C]35[/C][C]0.043401[/C][C]0.3069[/C][C]0.380101[/C][/ROW]
[ROW][C]36[/C][C]0.279586[/C][C]1.977[/C][C]0.026786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62371&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62371&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	0.365231	2.5826	0.00639
2	0.132042	0.9337	0.177479
3	-0.069899	-0.4943	0.311643
4	-0.204883	-1.4487	0.076826
5	-0.228199	-1.6136	0.056453
6	-0.40702	-2.8781	0.002936
7	-0.242258	-1.713	0.046452
8	-0.207109	-1.4645	0.074661
9	-0.103161	-0.7295	0.234563
10	-0.005178	-0.0366	0.48547
11	0.181782	1.2854	0.102288
12	0.651173	4.6045	1.4e-05
13	0.260061	1.8389	0.035935
14	0.113942	0.8057	0.212118
15	-0.039416	-0.2787	0.390806
16	-0.153832	-1.0878	0.140959
17	-0.164404	-1.1625	0.125274
18	-0.305984	-2.1636	0.017648
19	-0.156843	-1.109	0.136358
20	-0.156802	-1.1088	0.13642
21	-0.094159	-0.6658	0.254298
22	0.028186	0.1993	0.421415
23	0.157476	1.1135	0.135404
24	0.474589	3.3558	0.000759
25	0.189883	1.3427	0.09272
26	0.054908	0.3883	0.349735
27	-0.005878	-0.0416	0.483507
28	-0.071468	-0.5054	0.307765
29	-0.103189	-0.7297	0.234503
30	-0.208994	-1.4778	0.072865
31	-0.108685	-0.7685	0.222896
32	-0.13159	-0.9305	0.178297
33	-0.126068	-0.8914	0.188483
34	-0.027476	-0.1943	0.423371
35	0.043401	0.3069	0.380101
36	0.279586	1.977	0.026786

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.365231	2.5826	0.00639
2	-0.00156	-0.011	0.495623
3	-0.135737	-0.9598	0.170885
4	-0.160002	-1.1314	0.131645
5	-0.102803	-0.7269	0.23533
6	-0.333486	-2.3581	0.01116
7	-0.03799	-0.2686	0.394661
8	-0.17218	-1.2175	0.114564
9	-0.129477	-0.9155	0.182152
10	-0.124159	-0.8779	0.192089
11	0.085127	0.6019	0.274967
12	0.545494	3.8572	0.000164
13	-0.28637	-2.0249	0.024115
14	-0.095463	-0.675	0.251384
15	0.01661	0.1175	0.453486
16	-0.049132	-0.3474	0.364869
17	-0.034082	-0.241	0.405272
18	0.032658	0.2309	0.409157
19	0.021968	0.1553	0.438591
20	-0.091028	-0.6437	0.261368
21	-0.045556	-0.3221	0.374349
22	0.183049	1.2944	0.100745
23	0.012484	0.0883	0.465006
24	-0.053551	-0.3787	0.353271
25	-0.024494	-0.1732	0.431596
26	-0.074568	-0.5273	0.300167
27	0.081148	0.5738	0.284338
28	0.111847	0.7909	0.216375
29	-0.020559	-0.1454	0.4425
30	0.006286	0.0444	0.482362
31	-0.03857	-0.2727	0.393093
32	0.00186	0.0132	0.49478
33	-0.030067	-0.2126	0.41625
34	-0.028662	-0.2027	0.420107
35	-0.097965	-0.6927	0.245846
36	-0.093853	-0.6636	0.254984

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365231 & 2.5826 & 0.00639 \tabularnewline
2 & -0.00156 & -0.011 & 0.495623 \tabularnewline
3 & -0.135737 & -0.9598 & 0.170885 \tabularnewline
4 & -0.160002 & -1.1314 & 0.131645 \tabularnewline
5 & -0.102803 & -0.7269 & 0.23533 \tabularnewline
6 & -0.333486 & -2.3581 & 0.01116 \tabularnewline
7 & -0.03799 & -0.2686 & 0.394661 \tabularnewline
8 & -0.17218 & -1.2175 & 0.114564 \tabularnewline
9 & -0.129477 & -0.9155 & 0.182152 \tabularnewline
10 & -0.124159 & -0.8779 & 0.192089 \tabularnewline
11 & 0.085127 & 0.6019 & 0.274967 \tabularnewline
12 & 0.545494 & 3.8572 & 0.000164 \tabularnewline
13 & -0.28637 & -2.0249 & 0.024115 \tabularnewline
14 & -0.095463 & -0.675 & 0.251384 \tabularnewline
15 & 0.01661 & 0.1175 & 0.453486 \tabularnewline
16 & -0.049132 & -0.3474 & 0.364869 \tabularnewline
17 & -0.034082 & -0.241 & 0.405272 \tabularnewline
18 & 0.032658 & 0.2309 & 0.409157 \tabularnewline
19 & 0.021968 & 0.1553 & 0.438591 \tabularnewline
20 & -0.091028 & -0.6437 & 0.261368 \tabularnewline
21 & -0.045556 & -0.3221 & 0.374349 \tabularnewline
22 & 0.183049 & 1.2944 & 0.100745 \tabularnewline
23 & 0.012484 & 0.0883 & 0.465006 \tabularnewline
24 & -0.053551 & -0.3787 & 0.353271 \tabularnewline
25 & -0.024494 & -0.1732 & 0.431596 \tabularnewline
26 & -0.074568 & -0.5273 & 0.300167 \tabularnewline
27 & 0.081148 & 0.5738 & 0.284338 \tabularnewline
28 & 0.111847 & 0.7909 & 0.216375 \tabularnewline
29 & -0.020559 & -0.1454 & 0.4425 \tabularnewline
30 & 0.006286 & 0.0444 & 0.482362 \tabularnewline
31 & -0.03857 & -0.2727 & 0.393093 \tabularnewline
32 & 0.00186 & 0.0132 & 0.49478 \tabularnewline
33 & -0.030067 & -0.2126 & 0.41625 \tabularnewline
34 & -0.028662 & -0.2027 & 0.420107 \tabularnewline
35 & -0.097965 & -0.6927 & 0.245846 \tabularnewline
36 & -0.093853 & -0.6636 & 0.254984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62371&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]0.365231[/C][C]2.5826[/C][C]0.00639[/C][/ROW]
[ROW][C]2[/C][C]-0.00156[/C][C]-0.011[/C][C]0.495623[/C][/ROW]
[ROW][C]3[/C][C]-0.135737[/C][C]-0.9598[/C][C]0.170885[/C][/ROW]
[ROW][C]4[/C][C]-0.160002[/C][C]-1.1314[/C][C]0.131645[/C][/ROW]
[ROW][C]5[/C][C]-0.102803[/C][C]-0.7269[/C][C]0.23533[/C][/ROW]
[ROW][C]6[/C][C]-0.333486[/C][C]-2.3581[/C][C]0.01116[/C][/ROW]
[ROW][C]7[/C][C]-0.03799[/C][C]-0.2686[/C][C]0.394661[/C][/ROW]
[ROW][C]8[/C][C]-0.17218[/C][C]-1.2175[/C][C]0.114564[/C][/ROW]
[ROW][C]9[/C][C]-0.129477[/C][C]-0.9155[/C][C]0.182152[/C][/ROW]
[ROW][C]10[/C][C]-0.124159[/C][C]-0.8779[/C][C]0.192089[/C][/ROW]
[ROW][C]11[/C][C]0.085127[/C][C]0.6019[/C][C]0.274967[/C][/ROW]
[ROW][C]12[/C][C]0.545494[/C][C]3.8572[/C][C]0.000164[/C][/ROW]
[ROW][C]13[/C][C]-0.28637[/C][C]-2.0249[/C][C]0.024115[/C][/ROW]
[ROW][C]14[/C][C]-0.095463[/C][C]-0.675[/C][C]0.251384[/C][/ROW]
[ROW][C]15[/C][C]0.01661[/C][C]0.1175[/C][C]0.453486[/C][/ROW]
[ROW][C]16[/C][C]-0.049132[/C][C]-0.3474[/C][C]0.364869[/C][/ROW]
[ROW][C]17[/C][C]-0.034082[/C][C]-0.241[/C][C]0.405272[/C][/ROW]
[ROW][C]18[/C][C]0.032658[/C][C]0.2309[/C][C]0.409157[/C][/ROW]
[ROW][C]19[/C][C]0.021968[/C][C]0.1553[/C][C]0.438591[/C][/ROW]
[ROW][C]20[/C][C]-0.091028[/C][C]-0.6437[/C][C]0.261368[/C][/ROW]
[ROW][C]21[/C][C]-0.045556[/C][C]-0.3221[/C][C]0.374349[/C][/ROW]
[ROW][C]22[/C][C]0.183049[/C][C]1.2944[/C][C]0.100745[/C][/ROW]
[ROW][C]23[/C][C]0.012484[/C][C]0.0883[/C][C]0.465006[/C][/ROW]
[ROW][C]24[/C][C]-0.053551[/C][C]-0.3787[/C][C]0.353271[/C][/ROW]
[ROW][C]25[/C][C]-0.024494[/C][C]-0.1732[/C][C]0.431596[/C][/ROW]
[ROW][C]26[/C][C]-0.074568[/C][C]-0.5273[/C][C]0.300167[/C][/ROW]
[ROW][C]27[/C][C]0.081148[/C][C]0.5738[/C][C]0.284338[/C][/ROW]
[ROW][C]28[/C][C]0.111847[/C][C]0.7909[/C][C]0.216375[/C][/ROW]
[ROW][C]29[/C][C]-0.020559[/C][C]-0.1454[/C][C]0.4425[/C][/ROW]
[ROW][C]30[/C][C]0.006286[/C][C]0.0444[/C][C]0.482362[/C][/ROW]
[ROW][C]31[/C][C]-0.03857[/C][C]-0.2727[/C][C]0.393093[/C][/ROW]
[ROW][C]32[/C][C]0.00186[/C][C]0.0132[/C][C]0.49478[/C][/ROW]
[ROW][C]33[/C][C]-0.030067[/C][C]-0.2126[/C][C]0.41625[/C][/ROW]
[ROW][C]34[/C][C]-0.028662[/C][C]-0.2027[/C][C]0.420107[/C][/ROW]
[ROW][C]35[/C][C]-0.097965[/C][C]-0.6927[/C][C]0.245846[/C][/ROW]
[ROW][C]36[/C][C]-0.093853[/C][C]-0.6636[/C][C]0.254984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62371&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62371&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	0.365231	2.5826	0.00639
2	-0.00156	-0.011	0.495623
3	-0.135737	-0.9598	0.170885
4	-0.160002	-1.1314	0.131645
5	-0.102803	-0.7269	0.23533
6	-0.333486	-2.3581	0.01116
7	-0.03799	-0.2686	0.394661
8	-0.17218	-1.2175	0.114564
9	-0.129477	-0.9155	0.182152
10	-0.124159	-0.8779	0.192089
11	0.085127	0.6019	0.274967
12	0.545494	3.8572	0.000164
13	-0.28637	-2.0249	0.024115
14	-0.095463	-0.675	0.251384
15	0.01661	0.1175	0.453486
16	-0.049132	-0.3474	0.364869
17	-0.034082	-0.241	0.405272
18	0.032658	0.2309	0.409157
19	0.021968	0.1553	0.438591
20	-0.091028	-0.6437	0.261368
21	-0.045556	-0.3221	0.374349
22	0.183049	1.2944	0.100745
23	0.012484	0.0883	0.465006
24	-0.053551	-0.3787	0.353271
25	-0.024494	-0.1732	0.431596
26	-0.074568	-0.5273	0.300167
27	0.081148	0.5738	0.284338
28	0.111847	0.7909	0.216375
29	-0.020559	-0.1454	0.4425
30	0.006286	0.0444	0.482362
31	-0.03857	-0.2727	0.393093
32	0.00186	0.0132	0.49478
33	-0.030067	-0.2126	0.41625
34	-0.028662	-0.2027	0.420107
35	-0.097965	-0.6927	0.245846
36	-0.093853	-0.6636	0.254984

Figure 1

PNG link

Postscript link

PDF link

Figure 2

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 ;

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