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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 10:35:45 -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/t12597753689eadjl6yti57e6m.htm/, Retrieved Sat, 27 Apr 2024 21:16:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62478, Retrieved Sat, 27 Apr 2024 21:16:01 +0000

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Estimated Impact

151

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] [WS8 berekening 2 TVD] [2009-11-25 11:17:40] [42ad1186d39724f834063794eac7cea3]
-                 [(Partial) Autocorrelation Function] [TG 4] [2009-12-02 17:35:45] [81cf732ffd29c90ba583bd04c2d9af10] [Current]
- R                 [(Partial) Autocorrelation Function] [WorkShop9 (SHW)] [2009-12-04 14:36:44] [37daf76adc256428993ec4063536c760] 

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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=62478&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=62478&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62478&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	0.755852	5.8548	0
2	0.607103	4.7026	8e-06
3	0.584867	4.5304	1.4e-05
4	0.544584	4.2183	4.2e-05
5	0.579589	4.4895	1.7e-05
6	0.521199	4.0372	7.8e-05
7	0.425286	3.2942	0.000829
8	0.315743	2.4457	0.008703
9	0.227613	1.7631	0.041489
10	0.138265	1.071	0.144231
11	0.210374	1.6296	0.054218
12	0.293612	2.2743	0.013269
13	0.162927	1.262	0.105911
14	0.092993	0.7203	0.237061
15	0.076388	0.5917	0.278138
16	0.081772	0.6334	0.264439
17	0.141981	1.0998	0.13791
18	0.146683	1.1362	0.130196
19	0.101243	0.7842	0.217997
20	0.061309	0.4749	0.318292
21	0.008235	0.0638	0.474676
22	-0.074167	-0.5745	0.283891
23	-0.001657	-0.0128	0.494902
24	0.05107	0.3956	0.346906
25	-0.052382	-0.4058	0.343184
26	-0.116964	-0.906	0.18428
27	-0.17306	-1.3405	0.092565
28	-0.187937	-1.4558	0.075336
29	-0.157757	-1.222	0.113247
30	-0.168982	-1.3089	0.097774
31	-0.201385	-1.5599	0.062019
32	-0.213823	-1.6563	0.051445
33	-0.273578	-2.1191	0.019114
34	-0.330941	-2.5635	0.006444
35	-0.258337	-2.0011	0.024957
36	-0.213709	-1.6554	0.051535

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.755852 & 5.8548 & 0 \tabularnewline
2 & 0.607103 & 4.7026 & 8e-06 \tabularnewline
3 & 0.584867 & 4.5304 & 1.4e-05 \tabularnewline
4 & 0.544584 & 4.2183 & 4.2e-05 \tabularnewline
5 & 0.579589 & 4.4895 & 1.7e-05 \tabularnewline
6 & 0.521199 & 4.0372 & 7.8e-05 \tabularnewline
7 & 0.425286 & 3.2942 & 0.000829 \tabularnewline
8 & 0.315743 & 2.4457 & 0.008703 \tabularnewline
9 & 0.227613 & 1.7631 & 0.041489 \tabularnewline
10 & 0.138265 & 1.071 & 0.144231 \tabularnewline
11 & 0.210374 & 1.6296 & 0.054218 \tabularnewline
12 & 0.293612 & 2.2743 & 0.013269 \tabularnewline
13 & 0.162927 & 1.262 & 0.105911 \tabularnewline
14 & 0.092993 & 0.7203 & 0.237061 \tabularnewline
15 & 0.076388 & 0.5917 & 0.278138 \tabularnewline
16 & 0.081772 & 0.6334 & 0.264439 \tabularnewline
17 & 0.141981 & 1.0998 & 0.13791 \tabularnewline
18 & 0.146683 & 1.1362 & 0.130196 \tabularnewline
19 & 0.101243 & 0.7842 & 0.217997 \tabularnewline
20 & 0.061309 & 0.4749 & 0.318292 \tabularnewline
21 & 0.008235 & 0.0638 & 0.474676 \tabularnewline
22 & -0.074167 & -0.5745 & 0.283891 \tabularnewline
23 & -0.001657 & -0.0128 & 0.494902 \tabularnewline
24 & 0.05107 & 0.3956 & 0.346906 \tabularnewline
25 & -0.052382 & -0.4058 & 0.343184 \tabularnewline
26 & -0.116964 & -0.906 & 0.18428 \tabularnewline
27 & -0.17306 & -1.3405 & 0.092565 \tabularnewline
28 & -0.187937 & -1.4558 & 0.075336 \tabularnewline
29 & -0.157757 & -1.222 & 0.113247 \tabularnewline
30 & -0.168982 & -1.3089 & 0.097774 \tabularnewline
31 & -0.201385 & -1.5599 & 0.062019 \tabularnewline
32 & -0.213823 & -1.6563 & 0.051445 \tabularnewline
33 & -0.273578 & -2.1191 & 0.019114 \tabularnewline
34 & -0.330941 & -2.5635 & 0.006444 \tabularnewline
35 & -0.258337 & -2.0011 & 0.024957 \tabularnewline
36 & -0.213709 & -1.6554 & 0.051535 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62478&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]0.755852[/C][C]5.8548[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.607103[/C][C]4.7026[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.584867[/C][C]4.5304[/C][C]1.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.544584[/C][C]4.2183[/C][C]4.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.579589[/C][C]4.4895[/C][C]1.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.521199[/C][C]4.0372[/C][C]7.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.425286[/C][C]3.2942[/C][C]0.000829[/C][/ROW]
[ROW][C]8[/C][C]0.315743[/C][C]2.4457[/C][C]0.008703[/C][/ROW]
[ROW][C]9[/C][C]0.227613[/C][C]1.7631[/C][C]0.041489[/C][/ROW]
[ROW][C]10[/C][C]0.138265[/C][C]1.071[/C][C]0.144231[/C][/ROW]
[ROW][C]11[/C][C]0.210374[/C][C]1.6296[/C][C]0.054218[/C][/ROW]
[ROW][C]12[/C][C]0.293612[/C][C]2.2743[/C][C]0.013269[/C][/ROW]
[ROW][C]13[/C][C]0.162927[/C][C]1.262[/C][C]0.105911[/C][/ROW]
[ROW][C]14[/C][C]0.092993[/C][C]0.7203[/C][C]0.237061[/C][/ROW]
[ROW][C]15[/C][C]0.076388[/C][C]0.5917[/C][C]0.278138[/C][/ROW]
[ROW][C]16[/C][C]0.081772[/C][C]0.6334[/C][C]0.264439[/C][/ROW]
[ROW][C]17[/C][C]0.141981[/C][C]1.0998[/C][C]0.13791[/C][/ROW]
[ROW][C]18[/C][C]0.146683[/C][C]1.1362[/C][C]0.130196[/C][/ROW]
[ROW][C]19[/C][C]0.101243[/C][C]0.7842[/C][C]0.217997[/C][/ROW]
[ROW][C]20[/C][C]0.061309[/C][C]0.4749[/C][C]0.318292[/C][/ROW]
[ROW][C]21[/C][C]0.008235[/C][C]0.0638[/C][C]0.474676[/C][/ROW]
[ROW][C]22[/C][C]-0.074167[/C][C]-0.5745[/C][C]0.283891[/C][/ROW]
[ROW][C]23[/C][C]-0.001657[/C][C]-0.0128[/C][C]0.494902[/C][/ROW]
[ROW][C]24[/C][C]0.05107[/C][C]0.3956[/C][C]0.346906[/C][/ROW]
[ROW][C]25[/C][C]-0.052382[/C][C]-0.4058[/C][C]0.343184[/C][/ROW]
[ROW][C]26[/C][C]-0.116964[/C][C]-0.906[/C][C]0.18428[/C][/ROW]
[ROW][C]27[/C][C]-0.17306[/C][C]-1.3405[/C][C]0.092565[/C][/ROW]
[ROW][C]28[/C][C]-0.187937[/C][C]-1.4558[/C][C]0.075336[/C][/ROW]
[ROW][C]29[/C][C]-0.157757[/C][C]-1.222[/C][C]0.113247[/C][/ROW]
[ROW][C]30[/C][C]-0.168982[/C][C]-1.3089[/C][C]0.097774[/C][/ROW]
[ROW][C]31[/C][C]-0.201385[/C][C]-1.5599[/C][C]0.062019[/C][/ROW]
[ROW][C]32[/C][C]-0.213823[/C][C]-1.6563[/C][C]0.051445[/C][/ROW]
[ROW][C]33[/C][C]-0.273578[/C][C]-2.1191[/C][C]0.019114[/C][/ROW]
[ROW][C]34[/C][C]-0.330941[/C][C]-2.5635[/C][C]0.006444[/C][/ROW]
[ROW][C]35[/C][C]-0.258337[/C][C]-2.0011[/C][C]0.024957[/C][/ROW]
[ROW][C]36[/C][C]-0.213709[/C][C]-1.6554[/C][C]0.051535[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62478&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62478&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	0.755852	5.8548	0
2	0.607103	4.7026	8e-06
3	0.584867	4.5304	1.4e-05
4	0.544584	4.2183	4.2e-05
5	0.579589	4.4895	1.7e-05
6	0.521199	4.0372	7.8e-05
7	0.425286	3.2942	0.000829
8	0.315743	2.4457	0.008703
9	0.227613	1.7631	0.041489
10	0.138265	1.071	0.144231
11	0.210374	1.6296	0.054218
12	0.293612	2.2743	0.013269
13	0.162927	1.262	0.105911
14	0.092993	0.7203	0.237061
15	0.076388	0.5917	0.278138
16	0.081772	0.6334	0.264439
17	0.141981	1.0998	0.13791
18	0.146683	1.1362	0.130196
19	0.101243	0.7842	0.217997
20	0.061309	0.4749	0.318292
21	0.008235	0.0638	0.474676
22	-0.074167	-0.5745	0.283891
23	-0.001657	-0.0128	0.494902
24	0.05107	0.3956	0.346906
25	-0.052382	-0.4058	0.343184
26	-0.116964	-0.906	0.18428
27	-0.17306	-1.3405	0.092565
28	-0.187937	-1.4558	0.075336
29	-0.157757	-1.222	0.113247
30	-0.168982	-1.3089	0.097774
31	-0.201385	-1.5599	0.062019
32	-0.213823	-1.6563	0.051445
33	-0.273578	-2.1191	0.019114
34	-0.330941	-2.5635	0.006444
35	-0.258337	-2.0011	0.024957
36	-0.213709	-1.6554	0.051535

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.755852	5.8548	0
2	0.083487	0.6467	0.26015
3	0.237711	1.8413	0.035261
4	0.05139	0.3981	0.345998
5	0.256298	1.9853	0.025845
6	-0.096909	-0.7507	0.227897
7	-0.056615	-0.4385	0.331285
8	-0.220218	-1.7058	0.046608
9	-0.097324	-0.7539	0.226938
10	-0.244012	-1.8901	0.031788
11	0.348348	2.6983	0.004519
12	0.219579	1.7009	0.047074
13	-0.131052	-1.0151	0.157062
14	-0.001211	-0.0094	0.496274
15	0.070061	0.5427	0.294676
16	-0.038594	-0.2989	0.383008
17	-0.021022	-0.1628	0.435598
18	-0.001696	-0.0131	0.494782
19	-0.082501	-0.639	0.262612
20	-0.073471	-0.5691	0.285704
21	-0.027889	-0.216	0.414848
22	-0.153258	-1.1871	0.119927
23	0.083491	0.6467	0.26014
24	0.055405	0.4292	0.334669
25	-0.059842	-0.4635	0.32233
26	-0.045476	-0.3523	0.362941
27	-0.000218	-0.0017	0.49933
28	-0.053107	-0.4114	0.341134
29	-0.077023	-0.5966	0.276504
30	-0.026444	-0.2048	0.419198
31	-0.019681	-0.1524	0.439673
32	-0.020178	-0.1563	0.438163
33	-0.051655	-0.4001	0.345247
34	-0.01125	-0.0871	0.465426
35	-0.009856	-0.0763	0.4697
36	0.003542	0.0274	0.4891

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.755852 & 5.8548 & 0 \tabularnewline
2 & 0.083487 & 0.6467 & 0.26015 \tabularnewline
3 & 0.237711 & 1.8413 & 0.035261 \tabularnewline
4 & 0.05139 & 0.3981 & 0.345998 \tabularnewline
5 & 0.256298 & 1.9853 & 0.025845 \tabularnewline
6 & -0.096909 & -0.7507 & 0.227897 \tabularnewline
7 & -0.056615 & -0.4385 & 0.331285 \tabularnewline
8 & -0.220218 & -1.7058 & 0.046608 \tabularnewline
9 & -0.097324 & -0.7539 & 0.226938 \tabularnewline
10 & -0.244012 & -1.8901 & 0.031788 \tabularnewline
11 & 0.348348 & 2.6983 & 0.004519 \tabularnewline
12 & 0.219579 & 1.7009 & 0.047074 \tabularnewline
13 & -0.131052 & -1.0151 & 0.157062 \tabularnewline
14 & -0.001211 & -0.0094 & 0.496274 \tabularnewline
15 & 0.070061 & 0.5427 & 0.294676 \tabularnewline
16 & -0.038594 & -0.2989 & 0.383008 \tabularnewline
17 & -0.021022 & -0.1628 & 0.435598 \tabularnewline
18 & -0.001696 & -0.0131 & 0.494782 \tabularnewline
19 & -0.082501 & -0.639 & 0.262612 \tabularnewline
20 & -0.073471 & -0.5691 & 0.285704 \tabularnewline
21 & -0.027889 & -0.216 & 0.414848 \tabularnewline
22 & -0.153258 & -1.1871 & 0.119927 \tabularnewline
23 & 0.083491 & 0.6467 & 0.26014 \tabularnewline
24 & 0.055405 & 0.4292 & 0.334669 \tabularnewline
25 & -0.059842 & -0.4635 & 0.32233 \tabularnewline
26 & -0.045476 & -0.3523 & 0.362941 \tabularnewline
27 & -0.000218 & -0.0017 & 0.49933 \tabularnewline
28 & -0.053107 & -0.4114 & 0.341134 \tabularnewline
29 & -0.077023 & -0.5966 & 0.276504 \tabularnewline
30 & -0.026444 & -0.2048 & 0.419198 \tabularnewline
31 & -0.019681 & -0.1524 & 0.439673 \tabularnewline
32 & -0.020178 & -0.1563 & 0.438163 \tabularnewline
33 & -0.051655 & -0.4001 & 0.345247 \tabularnewline
34 & -0.01125 & -0.0871 & 0.465426 \tabularnewline
35 & -0.009856 & -0.0763 & 0.4697 \tabularnewline
36 & 0.003542 & 0.0274 & 0.4891 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62478&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]0.755852[/C][C]5.8548[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.083487[/C][C]0.6467[/C][C]0.26015[/C][/ROW]
[ROW][C]3[/C][C]0.237711[/C][C]1.8413[/C][C]0.035261[/C][/ROW]
[ROW][C]4[/C][C]0.05139[/C][C]0.3981[/C][C]0.345998[/C][/ROW]
[ROW][C]5[/C][C]0.256298[/C][C]1.9853[/C][C]0.025845[/C][/ROW]
[ROW][C]6[/C][C]-0.096909[/C][C]-0.7507[/C][C]0.227897[/C][/ROW]
[ROW][C]7[/C][C]-0.056615[/C][C]-0.4385[/C][C]0.331285[/C][/ROW]
[ROW][C]8[/C][C]-0.220218[/C][C]-1.7058[/C][C]0.046608[/C][/ROW]
[ROW][C]9[/C][C]-0.097324[/C][C]-0.7539[/C][C]0.226938[/C][/ROW]
[ROW][C]10[/C][C]-0.244012[/C][C]-1.8901[/C][C]0.031788[/C][/ROW]
[ROW][C]11[/C][C]0.348348[/C][C]2.6983[/C][C]0.004519[/C][/ROW]
[ROW][C]12[/C][C]0.219579[/C][C]1.7009[/C][C]0.047074[/C][/ROW]
[ROW][C]13[/C][C]-0.131052[/C][C]-1.0151[/C][C]0.157062[/C][/ROW]
[ROW][C]14[/C][C]-0.001211[/C][C]-0.0094[/C][C]0.496274[/C][/ROW]
[ROW][C]15[/C][C]0.070061[/C][C]0.5427[/C][C]0.294676[/C][/ROW]
[ROW][C]16[/C][C]-0.038594[/C][C]-0.2989[/C][C]0.383008[/C][/ROW]
[ROW][C]17[/C][C]-0.021022[/C][C]-0.1628[/C][C]0.435598[/C][/ROW]
[ROW][C]18[/C][C]-0.001696[/C][C]-0.0131[/C][C]0.494782[/C][/ROW]
[ROW][C]19[/C][C]-0.082501[/C][C]-0.639[/C][C]0.262612[/C][/ROW]
[ROW][C]20[/C][C]-0.073471[/C][C]-0.5691[/C][C]0.285704[/C][/ROW]
[ROW][C]21[/C][C]-0.027889[/C][C]-0.216[/C][C]0.414848[/C][/ROW]
[ROW][C]22[/C][C]-0.153258[/C][C]-1.1871[/C][C]0.119927[/C][/ROW]
[ROW][C]23[/C][C]0.083491[/C][C]0.6467[/C][C]0.26014[/C][/ROW]
[ROW][C]24[/C][C]0.055405[/C][C]0.4292[/C][C]0.334669[/C][/ROW]
[ROW][C]25[/C][C]-0.059842[/C][C]-0.4635[/C][C]0.32233[/C][/ROW]
[ROW][C]26[/C][C]-0.045476[/C][C]-0.3523[/C][C]0.362941[/C][/ROW]
[ROW][C]27[/C][C]-0.000218[/C][C]-0.0017[/C][C]0.49933[/C][/ROW]
[ROW][C]28[/C][C]-0.053107[/C][C]-0.4114[/C][C]0.341134[/C][/ROW]
[ROW][C]29[/C][C]-0.077023[/C][C]-0.5966[/C][C]0.276504[/C][/ROW]
[ROW][C]30[/C][C]-0.026444[/C][C]-0.2048[/C][C]0.419198[/C][/ROW]
[ROW][C]31[/C][C]-0.019681[/C][C]-0.1524[/C][C]0.439673[/C][/ROW]
[ROW][C]32[/C][C]-0.020178[/C][C]-0.1563[/C][C]0.438163[/C][/ROW]
[ROW][C]33[/C][C]-0.051655[/C][C]-0.4001[/C][C]0.345247[/C][/ROW]
[ROW][C]34[/C][C]-0.01125[/C][C]-0.0871[/C][C]0.465426[/C][/ROW]
[ROW][C]35[/C][C]-0.009856[/C][C]-0.0763[/C][C]0.4697[/C][/ROW]
[ROW][C]36[/C][C]0.003542[/C][C]0.0274[/C][C]0.4891[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62478&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62478&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	0.755852	5.8548	0
2	0.083487	0.6467	0.26015
3	0.237711	1.8413	0.035261
4	0.05139	0.3981	0.345998
5	0.256298	1.9853	0.025845
6	-0.096909	-0.7507	0.227897
7	-0.056615	-0.4385	0.331285
8	-0.220218	-1.7058	0.046608
9	-0.097324	-0.7539	0.226938
10	-0.244012	-1.8901	0.031788
11	0.348348	2.6983	0.004519
12	0.219579	1.7009	0.047074
13	-0.131052	-1.0151	0.157062
14	-0.001211	-0.0094	0.496274
15	0.070061	0.5427	0.294676
16	-0.038594	-0.2989	0.383008
17	-0.021022	-0.1628	0.435598
18	-0.001696	-0.0131	0.494782
19	-0.082501	-0.639	0.262612
20	-0.073471	-0.5691	0.285704
21	-0.027889	-0.216	0.414848
22	-0.153258	-1.1871	0.119927
23	0.083491	0.6467	0.26014
24	0.055405	0.4292	0.334669
25	-0.059842	-0.4635	0.32233
26	-0.045476	-0.3523	0.362941
27	-0.000218	-0.0017	0.49933
28	-0.053107	-0.4114	0.341134
29	-0.077023	-0.5966	0.276504
30	-0.026444	-0.2048	0.419198
31	-0.019681	-0.1524	0.439673
32	-0.020178	-0.1563	0.438163
33	-0.051655	-0.4001	0.345247
34	-0.01125	-0.0871	0.465426
35	-0.009856	-0.0763	0.4697
36	0.003542	0.0274	0.4891

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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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