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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 10:36:28 -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/t1259775417n40sf3sljs1c5tq.htm/, Retrieved Sat, 27 Apr 2024 18:51:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62479, Retrieved Sat, 27 Apr 2024 18:51:20 +0000

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Estimated Impact

145

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]
-   PD        [(Partial) Autocorrelation Function] [WS8 berekening 3 TVD] [2009-11-25 11:35:47] [42ad1186d39724f834063794eac7cea3]
-                 [(Partial) Autocorrelation Function] [TG 5] [2009-12-02 17:36:28] [81cf732ffd29c90ba583bd04c2d9af10] [Current]
- R                 [(Partial) Autocorrelation Function] [WorkShop9 (SHW)] [2009-12-04 14:38:16] [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=62479&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=62479&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62479&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	0.745206	5.1629	2e-06
2	0.661323	4.5818	1.6e-05
3	0.627585	4.348	3.6e-05
4	0.474953	3.2906	0.000939
5	0.370564	2.5673	0.00671
6	0.203802	1.412	0.082203
7	0.0888	0.6152	0.270656
8	-0.046882	-0.3248	0.373369
9	-0.119493	-0.8279	0.205921
10	-0.175834	-1.2182	0.114549
11	-0.20419	-1.4147	0.08181
12	-0.215175	-1.4908	0.071282
13	-0.193943	-1.3437	0.092685
14	-0.146744	-1.0167	0.157203
15	-0.102839	-0.7125	0.239805
16	-0.054298	-0.3762	0.354217
17	0.018619	0.129	0.44895
18	0.065942	0.4569	0.324916
19	0.092195	0.6387	0.263012
20	0.095456	0.6613	0.255778
21	0.146991	1.0184	0.156801
22	0.148028	1.0256	0.155118
23	0.145046	1.0049	0.159991
24	0.158157	1.0957	0.139329
25	0.084043	0.5823	0.281556
26	0.080547	0.558	0.289704
27	0.021795	0.151	0.440305
28	-0.038665	-0.2679	0.39497
29	-0.066357	-0.4597	0.32389
30	-0.12035	-0.8338	0.204259
31	-0.173722	-1.2036	0.117327
32	-0.189627	-1.3138	0.097583
33	-0.244618	-1.6948	0.0483
34	-0.287739	-1.9935	0.025953
35	-0.282335	-1.9561	0.028145
36	-0.299504	-2.075	0.021684

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.745206 & 5.1629 & 2e-06 \tabularnewline
2 & 0.661323 & 4.5818 & 1.6e-05 \tabularnewline
3 & 0.627585 & 4.348 & 3.6e-05 \tabularnewline
4 & 0.474953 & 3.2906 & 0.000939 \tabularnewline
5 & 0.370564 & 2.5673 & 0.00671 \tabularnewline
6 & 0.203802 & 1.412 & 0.082203 \tabularnewline
7 & 0.0888 & 0.6152 & 0.270656 \tabularnewline
8 & -0.046882 & -0.3248 & 0.373369 \tabularnewline
9 & -0.119493 & -0.8279 & 0.205921 \tabularnewline
10 & -0.175834 & -1.2182 & 0.114549 \tabularnewline
11 & -0.20419 & -1.4147 & 0.08181 \tabularnewline
12 & -0.215175 & -1.4908 & 0.071282 \tabularnewline
13 & -0.193943 & -1.3437 & 0.092685 \tabularnewline
14 & -0.146744 & -1.0167 & 0.157203 \tabularnewline
15 & -0.102839 & -0.7125 & 0.239805 \tabularnewline
16 & -0.054298 & -0.3762 & 0.354217 \tabularnewline
17 & 0.018619 & 0.129 & 0.44895 \tabularnewline
18 & 0.065942 & 0.4569 & 0.324916 \tabularnewline
19 & 0.092195 & 0.6387 & 0.263012 \tabularnewline
20 & 0.095456 & 0.6613 & 0.255778 \tabularnewline
21 & 0.146991 & 1.0184 & 0.156801 \tabularnewline
22 & 0.148028 & 1.0256 & 0.155118 \tabularnewline
23 & 0.145046 & 1.0049 & 0.159991 \tabularnewline
24 & 0.158157 & 1.0957 & 0.139329 \tabularnewline
25 & 0.084043 & 0.5823 & 0.281556 \tabularnewline
26 & 0.080547 & 0.558 & 0.289704 \tabularnewline
27 & 0.021795 & 0.151 & 0.440305 \tabularnewline
28 & -0.038665 & -0.2679 & 0.39497 \tabularnewline
29 & -0.066357 & -0.4597 & 0.32389 \tabularnewline
30 & -0.12035 & -0.8338 & 0.204259 \tabularnewline
31 & -0.173722 & -1.2036 & 0.117327 \tabularnewline
32 & -0.189627 & -1.3138 & 0.097583 \tabularnewline
33 & -0.244618 & -1.6948 & 0.0483 \tabularnewline
34 & -0.287739 & -1.9935 & 0.025953 \tabularnewline
35 & -0.282335 & -1.9561 & 0.028145 \tabularnewline
36 & -0.299504 & -2.075 & 0.021684 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62479&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]0.745206[/C][C]5.1629[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.661323[/C][C]4.5818[/C][C]1.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.627585[/C][C]4.348[/C][C]3.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.474953[/C][C]3.2906[/C][C]0.000939[/C][/ROW]
[ROW][C]5[/C][C]0.370564[/C][C]2.5673[/C][C]0.00671[/C][/ROW]
[ROW][C]6[/C][C]0.203802[/C][C]1.412[/C][C]0.082203[/C][/ROW]
[ROW][C]7[/C][C]0.0888[/C][C]0.6152[/C][C]0.270656[/C][/ROW]
[ROW][C]8[/C][C]-0.046882[/C][C]-0.3248[/C][C]0.373369[/C][/ROW]
[ROW][C]9[/C][C]-0.119493[/C][C]-0.8279[/C][C]0.205921[/C][/ROW]
[ROW][C]10[/C][C]-0.175834[/C][C]-1.2182[/C][C]0.114549[/C][/ROW]
[ROW][C]11[/C][C]-0.20419[/C][C]-1.4147[/C][C]0.08181[/C][/ROW]
[ROW][C]12[/C][C]-0.215175[/C][C]-1.4908[/C][C]0.071282[/C][/ROW]
[ROW][C]13[/C][C]-0.193943[/C][C]-1.3437[/C][C]0.092685[/C][/ROW]
[ROW][C]14[/C][C]-0.146744[/C][C]-1.0167[/C][C]0.157203[/C][/ROW]
[ROW][C]15[/C][C]-0.102839[/C][C]-0.7125[/C][C]0.239805[/C][/ROW]
[ROW][C]16[/C][C]-0.054298[/C][C]-0.3762[/C][C]0.354217[/C][/ROW]
[ROW][C]17[/C][C]0.018619[/C][C]0.129[/C][C]0.44895[/C][/ROW]
[ROW][C]18[/C][C]0.065942[/C][C]0.4569[/C][C]0.324916[/C][/ROW]
[ROW][C]19[/C][C]0.092195[/C][C]0.6387[/C][C]0.263012[/C][/ROW]
[ROW][C]20[/C][C]0.095456[/C][C]0.6613[/C][C]0.255778[/C][/ROW]
[ROW][C]21[/C][C]0.146991[/C][C]1.0184[/C][C]0.156801[/C][/ROW]
[ROW][C]22[/C][C]0.148028[/C][C]1.0256[/C][C]0.155118[/C][/ROW]
[ROW][C]23[/C][C]0.145046[/C][C]1.0049[/C][C]0.159991[/C][/ROW]
[ROW][C]24[/C][C]0.158157[/C][C]1.0957[/C][C]0.139329[/C][/ROW]
[ROW][C]25[/C][C]0.084043[/C][C]0.5823[/C][C]0.281556[/C][/ROW]
[ROW][C]26[/C][C]0.080547[/C][C]0.558[/C][C]0.289704[/C][/ROW]
[ROW][C]27[/C][C]0.021795[/C][C]0.151[/C][C]0.440305[/C][/ROW]
[ROW][C]28[/C][C]-0.038665[/C][C]-0.2679[/C][C]0.39497[/C][/ROW]
[ROW][C]29[/C][C]-0.066357[/C][C]-0.4597[/C][C]0.32389[/C][/ROW]
[ROW][C]30[/C][C]-0.12035[/C][C]-0.8338[/C][C]0.204259[/C][/ROW]
[ROW][C]31[/C][C]-0.173722[/C][C]-1.2036[/C][C]0.117327[/C][/ROW]
[ROW][C]32[/C][C]-0.189627[/C][C]-1.3138[/C][C]0.097583[/C][/ROW]
[ROW][C]33[/C][C]-0.244618[/C][C]-1.6948[/C][C]0.0483[/C][/ROW]
[ROW][C]34[/C][C]-0.287739[/C][C]-1.9935[/C][C]0.025953[/C][/ROW]
[ROW][C]35[/C][C]-0.282335[/C][C]-1.9561[/C][C]0.028145[/C][/ROW]
[ROW][C]36[/C][C]-0.299504[/C][C]-2.075[/C][C]0.021684[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62479&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62479&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	0.745206	5.1629	2e-06
2	0.661323	4.5818	1.6e-05
3	0.627585	4.348	3.6e-05
4	0.474953	3.2906	0.000939
5	0.370564	2.5673	0.00671
6	0.203802	1.412	0.082203
7	0.0888	0.6152	0.270656
8	-0.046882	-0.3248	0.373369
9	-0.119493	-0.8279	0.205921
10	-0.175834	-1.2182	0.114549
11	-0.20419	-1.4147	0.08181
12	-0.215175	-1.4908	0.071282
13	-0.193943	-1.3437	0.092685
14	-0.146744	-1.0167	0.157203
15	-0.102839	-0.7125	0.239805
16	-0.054298	-0.3762	0.354217
17	0.018619	0.129	0.44895
18	0.065942	0.4569	0.324916
19	0.092195	0.6387	0.263012
20	0.095456	0.6613	0.255778
21	0.146991	1.0184	0.156801
22	0.148028	1.0256	0.155118
23	0.145046	1.0049	0.159991
24	0.158157	1.0957	0.139329
25	0.084043	0.5823	0.281556
26	0.080547	0.558	0.289704
27	0.021795	0.151	0.440305
28	-0.038665	-0.2679	0.39497
29	-0.066357	-0.4597	0.32389
30	-0.12035	-0.8338	0.204259
31	-0.173722	-1.2036	0.117327
32	-0.189627	-1.3138	0.097583
33	-0.244618	-1.6948	0.0483
34	-0.287739	-1.9935	0.025953
35	-0.282335	-1.9561	0.028145
36	-0.299504	-2.075	0.021684

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.745206	5.1629	2e-06
2	0.238358	1.6514	0.052594
3	0.177885	1.2324	0.111897
4	-0.192217	-1.3317	0.094622
5	-0.09989	-0.6921	0.246117
6	-0.279039	-1.9332	0.029559
7	-0.071507	-0.4954	0.311283
8	-0.166187	-1.1514	0.12764
9	0.095553	0.662	0.255565
10	0.030368	0.2104	0.417124
11	0.161004	1.1155	0.135101
12	0.004791	0.0332	0.486829
13	0.099756	0.6911	0.246407
14	-0.010419	-0.0722	0.471376
15	0.033706	0.2335	0.408175
16	-0.08025	-0.556	0.290401
17	0.070315	0.4872	0.314182
18	-0.051471	-0.3566	0.361477
19	0.005396	0.0374	0.485168
20	-0.141507	-0.9804	0.165904
21	0.15479	1.0724	0.144447
22	-0.040319	-0.2793	0.390593
23	0.159349	1.104	0.137548
24	-0.014388	-0.0997	0.460506
25	-0.055875	-0.3871	0.350191
26	-0.07113	-0.4928	0.312199
27	-0.104521	-0.7241	0.236246
28	-0.136221	-0.9438	0.175007
29	0.015528	0.1076	0.457388
30	-0.012392	-0.0859	0.465969
31	-0.00452	-0.0313	0.487574
32	0.064954	0.45	0.327364
33	-0.107772	-0.7467	0.229453
34	-0.075313	-0.5218	0.302109
35	-0.071201	-0.4933	0.312027
36	-0.029042	-0.2012	0.420694

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.745206 & 5.1629 & 2e-06 \tabularnewline
2 & 0.238358 & 1.6514 & 0.052594 \tabularnewline
3 & 0.177885 & 1.2324 & 0.111897 \tabularnewline
4 & -0.192217 & -1.3317 & 0.094622 \tabularnewline
5 & -0.09989 & -0.6921 & 0.246117 \tabularnewline
6 & -0.279039 & -1.9332 & 0.029559 \tabularnewline
7 & -0.071507 & -0.4954 & 0.311283 \tabularnewline
8 & -0.166187 & -1.1514 & 0.12764 \tabularnewline
9 & 0.095553 & 0.662 & 0.255565 \tabularnewline
10 & 0.030368 & 0.2104 & 0.417124 \tabularnewline
11 & 0.161004 & 1.1155 & 0.135101 \tabularnewline
12 & 0.004791 & 0.0332 & 0.486829 \tabularnewline
13 & 0.099756 & 0.6911 & 0.246407 \tabularnewline
14 & -0.010419 & -0.0722 & 0.471376 \tabularnewline
15 & 0.033706 & 0.2335 & 0.408175 \tabularnewline
16 & -0.08025 & -0.556 & 0.290401 \tabularnewline
17 & 0.070315 & 0.4872 & 0.314182 \tabularnewline
18 & -0.051471 & -0.3566 & 0.361477 \tabularnewline
19 & 0.005396 & 0.0374 & 0.485168 \tabularnewline
20 & -0.141507 & -0.9804 & 0.165904 \tabularnewline
21 & 0.15479 & 1.0724 & 0.144447 \tabularnewline
22 & -0.040319 & -0.2793 & 0.390593 \tabularnewline
23 & 0.159349 & 1.104 & 0.137548 \tabularnewline
24 & -0.014388 & -0.0997 & 0.460506 \tabularnewline
25 & -0.055875 & -0.3871 & 0.350191 \tabularnewline
26 & -0.07113 & -0.4928 & 0.312199 \tabularnewline
27 & -0.104521 & -0.7241 & 0.236246 \tabularnewline
28 & -0.136221 & -0.9438 & 0.175007 \tabularnewline
29 & 0.015528 & 0.1076 & 0.457388 \tabularnewline
30 & -0.012392 & -0.0859 & 0.465969 \tabularnewline
31 & -0.00452 & -0.0313 & 0.487574 \tabularnewline
32 & 0.064954 & 0.45 & 0.327364 \tabularnewline
33 & -0.107772 & -0.7467 & 0.229453 \tabularnewline
34 & -0.075313 & -0.5218 & 0.302109 \tabularnewline
35 & -0.071201 & -0.4933 & 0.312027 \tabularnewline
36 & -0.029042 & -0.2012 & 0.420694 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62479&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]0.745206[/C][C]5.1629[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.238358[/C][C]1.6514[/C][C]0.052594[/C][/ROW]
[ROW][C]3[/C][C]0.177885[/C][C]1.2324[/C][C]0.111897[/C][/ROW]
[ROW][C]4[/C][C]-0.192217[/C][C]-1.3317[/C][C]0.094622[/C][/ROW]
[ROW][C]5[/C][C]-0.09989[/C][C]-0.6921[/C][C]0.246117[/C][/ROW]
[ROW][C]6[/C][C]-0.279039[/C][C]-1.9332[/C][C]0.029559[/C][/ROW]
[ROW][C]7[/C][C]-0.071507[/C][C]-0.4954[/C][C]0.311283[/C][/ROW]
[ROW][C]8[/C][C]-0.166187[/C][C]-1.1514[/C][C]0.12764[/C][/ROW]
[ROW][C]9[/C][C]0.095553[/C][C]0.662[/C][C]0.255565[/C][/ROW]
[ROW][C]10[/C][C]0.030368[/C][C]0.2104[/C][C]0.417124[/C][/ROW]
[ROW][C]11[/C][C]0.161004[/C][C]1.1155[/C][C]0.135101[/C][/ROW]
[ROW][C]12[/C][C]0.004791[/C][C]0.0332[/C][C]0.486829[/C][/ROW]
[ROW][C]13[/C][C]0.099756[/C][C]0.6911[/C][C]0.246407[/C][/ROW]
[ROW][C]14[/C][C]-0.010419[/C][C]-0.0722[/C][C]0.471376[/C][/ROW]
[ROW][C]15[/C][C]0.033706[/C][C]0.2335[/C][C]0.408175[/C][/ROW]
[ROW][C]16[/C][C]-0.08025[/C][C]-0.556[/C][C]0.290401[/C][/ROW]
[ROW][C]17[/C][C]0.070315[/C][C]0.4872[/C][C]0.314182[/C][/ROW]
[ROW][C]18[/C][C]-0.051471[/C][C]-0.3566[/C][C]0.361477[/C][/ROW]
[ROW][C]19[/C][C]0.005396[/C][C]0.0374[/C][C]0.485168[/C][/ROW]
[ROW][C]20[/C][C]-0.141507[/C][C]-0.9804[/C][C]0.165904[/C][/ROW]
[ROW][C]21[/C][C]0.15479[/C][C]1.0724[/C][C]0.144447[/C][/ROW]
[ROW][C]22[/C][C]-0.040319[/C][C]-0.2793[/C][C]0.390593[/C][/ROW]
[ROW][C]23[/C][C]0.159349[/C][C]1.104[/C][C]0.137548[/C][/ROW]
[ROW][C]24[/C][C]-0.014388[/C][C]-0.0997[/C][C]0.460506[/C][/ROW]
[ROW][C]25[/C][C]-0.055875[/C][C]-0.3871[/C][C]0.350191[/C][/ROW]
[ROW][C]26[/C][C]-0.07113[/C][C]-0.4928[/C][C]0.312199[/C][/ROW]
[ROW][C]27[/C][C]-0.104521[/C][C]-0.7241[/C][C]0.236246[/C][/ROW]
[ROW][C]28[/C][C]-0.136221[/C][C]-0.9438[/C][C]0.175007[/C][/ROW]
[ROW][C]29[/C][C]0.015528[/C][C]0.1076[/C][C]0.457388[/C][/ROW]
[ROW][C]30[/C][C]-0.012392[/C][C]-0.0859[/C][C]0.465969[/C][/ROW]
[ROW][C]31[/C][C]-0.00452[/C][C]-0.0313[/C][C]0.487574[/C][/ROW]
[ROW][C]32[/C][C]0.064954[/C][C]0.45[/C][C]0.327364[/C][/ROW]
[ROW][C]33[/C][C]-0.107772[/C][C]-0.7467[/C][C]0.229453[/C][/ROW]
[ROW][C]34[/C][C]-0.075313[/C][C]-0.5218[/C][C]0.302109[/C][/ROW]
[ROW][C]35[/C][C]-0.071201[/C][C]-0.4933[/C][C]0.312027[/C][/ROW]
[ROW][C]36[/C][C]-0.029042[/C][C]-0.2012[/C][C]0.420694[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62479&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62479&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	0.745206	5.1629	2e-06
2	0.238358	1.6514	0.052594
3	0.177885	1.2324	0.111897
4	-0.192217	-1.3317	0.094622
5	-0.09989	-0.6921	0.246117
6	-0.279039	-1.9332	0.029559
7	-0.071507	-0.4954	0.311283
8	-0.166187	-1.1514	0.12764
9	0.095553	0.662	0.255565
10	0.030368	0.2104	0.417124
11	0.161004	1.1155	0.135101
12	0.004791	0.0332	0.486829
13	0.099756	0.6911	0.246407
14	-0.010419	-0.0722	0.471376
15	0.033706	0.2335	0.408175
16	-0.08025	-0.556	0.290401
17	0.070315	0.4872	0.314182
18	-0.051471	-0.3566	0.361477
19	0.005396	0.0374	0.485168
20	-0.141507	-0.9804	0.165904
21	0.15479	1.0724	0.144447
22	-0.040319	-0.2793	0.390593
23	0.159349	1.104	0.137548
24	-0.014388	-0.0997	0.460506
25	-0.055875	-0.3871	0.350191
26	-0.07113	-0.4928	0.312199
27	-0.104521	-0.7241	0.236246
28	-0.136221	-0.9438	0.175007
29	0.015528	0.1076	0.457388
30	-0.012392	-0.0859	0.465969
31	-0.00452	-0.0313	0.487574
32	0.064954	0.45	0.327364
33	-0.107772	-0.7467	0.229453
34	-0.075313	-0.5218	0.302109
35	-0.071201	-0.4933	0.312027
36	-0.029042	-0.2012	0.420694

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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