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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 11:24:33 -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/t1259778436p98z6dbhgkkz8c9.htm/, Retrieved Sat, 27 Apr 2024 17:07:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62517, Retrieved Sat, 27 Apr 2024 17:07:28 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

WS 9 link 5

Estimated Impact

152

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 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [WS 9] [2009-12-02 18:24:33] [100339cefec36dfa6f2b82a1c918e250] [Current]
-    D        [(Partial) Autocorrelation Function] [WS 9] [2009-12-04 19:39:14] [786e067c4f7cec17385c4742b96b6dfa] 

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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=62517&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=62517&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62517&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	0.310311	2.4037	0.009669
2	-0.120936	-0.9368	0.176317
3	-0.254902	-1.9745	0.026469
4	-0.222191	-1.7211	0.045194
5	-0.042679	-0.3306	0.371053
6	0.031488	0.2439	0.404069
7	-0.045251	-0.3505	0.363592
8	-0.253933	-1.967	0.026909
9	-0.290604	-2.251	0.014031
10	-0.129542	-1.0034	0.159842
11	0.263169	2.0385	0.022957
12	0.768935	5.9561	0
13	0.220335	1.7067	0.046524
14	-0.107917	-0.8359	0.203258
15	-0.206748	-1.6015	0.057264
16	-0.175815	-1.3619	0.089167
17	-0.022134	-0.1714	0.432225
18	0.035909	0.2781	0.390928
19	-0.06347	-0.4916	0.312385
20	-0.219102	-1.6972	0.047425
21	-0.246066	-1.906	0.03072
22	-0.113052	-0.8757	0.192343
23	0.205138	1.589	0.058659
24	0.569156	4.4087	2.2e-05
25	0.143841	1.1142	0.134821
26	-0.085727	-0.664	0.254604
27	-0.132166	-1.0238	0.155032
28	-0.096264	-0.7457	0.229393
29	0.007594	0.0588	0.476643
30	0.01473	0.1141	0.45477
31	-0.043314	-0.3355	0.369205
32	-0.169924	-1.3162	0.096552
33	-0.188973	-1.4638	0.074237
34	-0.073922	-0.5726	0.284528
35	0.145024	1.1234	0.132881
36	0.35821	2.7747	0.003678

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.310311 & 2.4037 & 0.009669 \tabularnewline
2 & -0.120936 & -0.9368 & 0.176317 \tabularnewline
3 & -0.254902 & -1.9745 & 0.026469 \tabularnewline
4 & -0.222191 & -1.7211 & 0.045194 \tabularnewline
5 & -0.042679 & -0.3306 & 0.371053 \tabularnewline
6 & 0.031488 & 0.2439 & 0.404069 \tabularnewline
7 & -0.045251 & -0.3505 & 0.363592 \tabularnewline
8 & -0.253933 & -1.967 & 0.026909 \tabularnewline
9 & -0.290604 & -2.251 & 0.014031 \tabularnewline
10 & -0.129542 & -1.0034 & 0.159842 \tabularnewline
11 & 0.263169 & 2.0385 & 0.022957 \tabularnewline
12 & 0.768935 & 5.9561 & 0 \tabularnewline
13 & 0.220335 & 1.7067 & 0.046524 \tabularnewline
14 & -0.107917 & -0.8359 & 0.203258 \tabularnewline
15 & -0.206748 & -1.6015 & 0.057264 \tabularnewline
16 & -0.175815 & -1.3619 & 0.089167 \tabularnewline
17 & -0.022134 & -0.1714 & 0.432225 \tabularnewline
18 & 0.035909 & 0.2781 & 0.390928 \tabularnewline
19 & -0.06347 & -0.4916 & 0.312385 \tabularnewline
20 & -0.219102 & -1.6972 & 0.047425 \tabularnewline
21 & -0.246066 & -1.906 & 0.03072 \tabularnewline
22 & -0.113052 & -0.8757 & 0.192343 \tabularnewline
23 & 0.205138 & 1.589 & 0.058659 \tabularnewline
24 & 0.569156 & 4.4087 & 2.2e-05 \tabularnewline
25 & 0.143841 & 1.1142 & 0.134821 \tabularnewline
26 & -0.085727 & -0.664 & 0.254604 \tabularnewline
27 & -0.132166 & -1.0238 & 0.155032 \tabularnewline
28 & -0.096264 & -0.7457 & 0.229393 \tabularnewline
29 & 0.007594 & 0.0588 & 0.476643 \tabularnewline
30 & 0.01473 & 0.1141 & 0.45477 \tabularnewline
31 & -0.043314 & -0.3355 & 0.369205 \tabularnewline
32 & -0.169924 & -1.3162 & 0.096552 \tabularnewline
33 & -0.188973 & -1.4638 & 0.074237 \tabularnewline
34 & -0.073922 & -0.5726 & 0.284528 \tabularnewline
35 & 0.145024 & 1.1234 & 0.132881 \tabularnewline
36 & 0.35821 & 2.7747 & 0.003678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62517&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]0.310311[/C][C]2.4037[/C][C]0.009669[/C][/ROW]
[ROW][C]2[/C][C]-0.120936[/C][C]-0.9368[/C][C]0.176317[/C][/ROW]
[ROW][C]3[/C][C]-0.254902[/C][C]-1.9745[/C][C]0.026469[/C][/ROW]
[ROW][C]4[/C][C]-0.222191[/C][C]-1.7211[/C][C]0.045194[/C][/ROW]
[ROW][C]5[/C][C]-0.042679[/C][C]-0.3306[/C][C]0.371053[/C][/ROW]
[ROW][C]6[/C][C]0.031488[/C][C]0.2439[/C][C]0.404069[/C][/ROW]
[ROW][C]7[/C][C]-0.045251[/C][C]-0.3505[/C][C]0.363592[/C][/ROW]
[ROW][C]8[/C][C]-0.253933[/C][C]-1.967[/C][C]0.026909[/C][/ROW]
[ROW][C]9[/C][C]-0.290604[/C][C]-2.251[/C][C]0.014031[/C][/ROW]
[ROW][C]10[/C][C]-0.129542[/C][C]-1.0034[/C][C]0.159842[/C][/ROW]
[ROW][C]11[/C][C]0.263169[/C][C]2.0385[/C][C]0.022957[/C][/ROW]
[ROW][C]12[/C][C]0.768935[/C][C]5.9561[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.220335[/C][C]1.7067[/C][C]0.046524[/C][/ROW]
[ROW][C]14[/C][C]-0.107917[/C][C]-0.8359[/C][C]0.203258[/C][/ROW]
[ROW][C]15[/C][C]-0.206748[/C][C]-1.6015[/C][C]0.057264[/C][/ROW]
[ROW][C]16[/C][C]-0.175815[/C][C]-1.3619[/C][C]0.089167[/C][/ROW]
[ROW][C]17[/C][C]-0.022134[/C][C]-0.1714[/C][C]0.432225[/C][/ROW]
[ROW][C]18[/C][C]0.035909[/C][C]0.2781[/C][C]0.390928[/C][/ROW]
[ROW][C]19[/C][C]-0.06347[/C][C]-0.4916[/C][C]0.312385[/C][/ROW]
[ROW][C]20[/C][C]-0.219102[/C][C]-1.6972[/C][C]0.047425[/C][/ROW]
[ROW][C]21[/C][C]-0.246066[/C][C]-1.906[/C][C]0.03072[/C][/ROW]
[ROW][C]22[/C][C]-0.113052[/C][C]-0.8757[/C][C]0.192343[/C][/ROW]
[ROW][C]23[/C][C]0.205138[/C][C]1.589[/C][C]0.058659[/C][/ROW]
[ROW][C]24[/C][C]0.569156[/C][C]4.4087[/C][C]2.2e-05[/C][/ROW]
[ROW][C]25[/C][C]0.143841[/C][C]1.1142[/C][C]0.134821[/C][/ROW]
[ROW][C]26[/C][C]-0.085727[/C][C]-0.664[/C][C]0.254604[/C][/ROW]
[ROW][C]27[/C][C]-0.132166[/C][C]-1.0238[/C][C]0.155032[/C][/ROW]
[ROW][C]28[/C][C]-0.096264[/C][C]-0.7457[/C][C]0.229393[/C][/ROW]
[ROW][C]29[/C][C]0.007594[/C][C]0.0588[/C][C]0.476643[/C][/ROW]
[ROW][C]30[/C][C]0.01473[/C][C]0.1141[/C][C]0.45477[/C][/ROW]
[ROW][C]31[/C][C]-0.043314[/C][C]-0.3355[/C][C]0.369205[/C][/ROW]
[ROW][C]32[/C][C]-0.169924[/C][C]-1.3162[/C][C]0.096552[/C][/ROW]
[ROW][C]33[/C][C]-0.188973[/C][C]-1.4638[/C][C]0.074237[/C][/ROW]
[ROW][C]34[/C][C]-0.073922[/C][C]-0.5726[/C][C]0.284528[/C][/ROW]
[ROW][C]35[/C][C]0.145024[/C][C]1.1234[/C][C]0.132881[/C][/ROW]
[ROW][C]36[/C][C]0.35821[/C][C]2.7747[/C][C]0.003678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62517&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62517&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	0.310311	2.4037	0.009669
2	-0.120936	-0.9368	0.176317
3	-0.254902	-1.9745	0.026469
4	-0.222191	-1.7211	0.045194
5	-0.042679	-0.3306	0.371053
6	0.031488	0.2439	0.404069
7	-0.045251	-0.3505	0.363592
8	-0.253933	-1.967	0.026909
9	-0.290604	-2.251	0.014031
10	-0.129542	-1.0034	0.159842
11	0.263169	2.0385	0.022957
12	0.768935	5.9561	0
13	0.220335	1.7067	0.046524
14	-0.107917	-0.8359	0.203258
15	-0.206748	-1.6015	0.057264
16	-0.175815	-1.3619	0.089167
17	-0.022134	-0.1714	0.432225
18	0.035909	0.2781	0.390928
19	-0.06347	-0.4916	0.312385
20	-0.219102	-1.6972	0.047425
21	-0.246066	-1.906	0.03072
22	-0.113052	-0.8757	0.192343
23	0.205138	1.589	0.058659
24	0.569156	4.4087	2.2e-05
25	0.143841	1.1142	0.134821
26	-0.085727	-0.664	0.254604
27	-0.132166	-1.0238	0.155032
28	-0.096264	-0.7457	0.229393
29	0.007594	0.0588	0.476643
30	0.01473	0.1141	0.45477
31	-0.043314	-0.3355	0.369205
32	-0.169924	-1.3162	0.096552
33	-0.188973	-1.4638	0.074237
34	-0.073922	-0.5726	0.284528
35	0.145024	1.1234	0.132881
36	0.35821	2.7747	0.003678

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.310311	2.4037	0.009669
2	-0.240375	-1.8619	0.033756
3	-0.157092	-1.2168	0.114217
4	-0.128498	-0.9953	0.161784
5	0.005492	0.0425	0.483104
6	-0.055528	-0.4301	0.334327
7	-0.130955	-1.0144	0.157239
8	-0.294203	-2.2789	0.013123
9	-0.238546	-1.8478	0.034783
10	-0.184011	-1.4253	0.07962
11	0.137812	1.0675	0.145014
12	0.652927	5.0575	2e-06
13	-0.267988	-2.0758	0.021102
14	0.054763	0.4242	0.336472
15	-0.023492	-0.182	0.428112
16	-0.01373	-0.1064	0.457829
17	-0.026424	-0.2047	0.419257
18	-0.043601	-0.3377	0.368371
19	-0.077227	-0.5982	0.27598
20	0.119641	0.9267	0.178888
21	0.014377	0.1114	0.455851
22	-0.042067	-0.3259	0.372835
23	-0.063753	-0.4938	0.311614
24	-0.049876	-0.3863	0.350306
25	-0.028822	-0.2233	0.412049
26	0.009668	0.0749	0.470276
27	0.026545	0.2056	0.418894
28	0.044198	0.3424	0.36664
29	-0.00527	-0.0408	0.483788
30	-0.067027	-0.5192	0.302769
31	0.102566	0.7945	0.215025
32	-0.048807	-0.3781	0.353362
33	0.027777	0.2152	0.415186
34	0.026349	0.2041	0.419482
35	-0.059981	-0.4646	0.321946
36	-0.112792	-0.8737	0.192887

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.310311 & 2.4037 & 0.009669 \tabularnewline
2 & -0.240375 & -1.8619 & 0.033756 \tabularnewline
3 & -0.157092 & -1.2168 & 0.114217 \tabularnewline
4 & -0.128498 & -0.9953 & 0.161784 \tabularnewline
5 & 0.005492 & 0.0425 & 0.483104 \tabularnewline
6 & -0.055528 & -0.4301 & 0.334327 \tabularnewline
7 & -0.130955 & -1.0144 & 0.157239 \tabularnewline
8 & -0.294203 & -2.2789 & 0.013123 \tabularnewline
9 & -0.238546 & -1.8478 & 0.034783 \tabularnewline
10 & -0.184011 & -1.4253 & 0.07962 \tabularnewline
11 & 0.137812 & 1.0675 & 0.145014 \tabularnewline
12 & 0.652927 & 5.0575 & 2e-06 \tabularnewline
13 & -0.267988 & -2.0758 & 0.021102 \tabularnewline
14 & 0.054763 & 0.4242 & 0.336472 \tabularnewline
15 & -0.023492 & -0.182 & 0.428112 \tabularnewline
16 & -0.01373 & -0.1064 & 0.457829 \tabularnewline
17 & -0.026424 & -0.2047 & 0.419257 \tabularnewline
18 & -0.043601 & -0.3377 & 0.368371 \tabularnewline
19 & -0.077227 & -0.5982 & 0.27598 \tabularnewline
20 & 0.119641 & 0.9267 & 0.178888 \tabularnewline
21 & 0.014377 & 0.1114 & 0.455851 \tabularnewline
22 & -0.042067 & -0.3259 & 0.372835 \tabularnewline
23 & -0.063753 & -0.4938 & 0.311614 \tabularnewline
24 & -0.049876 & -0.3863 & 0.350306 \tabularnewline
25 & -0.028822 & -0.2233 & 0.412049 \tabularnewline
26 & 0.009668 & 0.0749 & 0.470276 \tabularnewline
27 & 0.026545 & 0.2056 & 0.418894 \tabularnewline
28 & 0.044198 & 0.3424 & 0.36664 \tabularnewline
29 & -0.00527 & -0.0408 & 0.483788 \tabularnewline
30 & -0.067027 & -0.5192 & 0.302769 \tabularnewline
31 & 0.102566 & 0.7945 & 0.215025 \tabularnewline
32 & -0.048807 & -0.3781 & 0.353362 \tabularnewline
33 & 0.027777 & 0.2152 & 0.415186 \tabularnewline
34 & 0.026349 & 0.2041 & 0.419482 \tabularnewline
35 & -0.059981 & -0.4646 & 0.321946 \tabularnewline
36 & -0.112792 & -0.8737 & 0.192887 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62517&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]0.310311[/C][C]2.4037[/C][C]0.009669[/C][/ROW]
[ROW][C]2[/C][C]-0.240375[/C][C]-1.8619[/C][C]0.033756[/C][/ROW]
[ROW][C]3[/C][C]-0.157092[/C][C]-1.2168[/C][C]0.114217[/C][/ROW]
[ROW][C]4[/C][C]-0.128498[/C][C]-0.9953[/C][C]0.161784[/C][/ROW]
[ROW][C]5[/C][C]0.005492[/C][C]0.0425[/C][C]0.483104[/C][/ROW]
[ROW][C]6[/C][C]-0.055528[/C][C]-0.4301[/C][C]0.334327[/C][/ROW]
[ROW][C]7[/C][C]-0.130955[/C][C]-1.0144[/C][C]0.157239[/C][/ROW]
[ROW][C]8[/C][C]-0.294203[/C][C]-2.2789[/C][C]0.013123[/C][/ROW]
[ROW][C]9[/C][C]-0.238546[/C][C]-1.8478[/C][C]0.034783[/C][/ROW]
[ROW][C]10[/C][C]-0.184011[/C][C]-1.4253[/C][C]0.07962[/C][/ROW]
[ROW][C]11[/C][C]0.137812[/C][C]1.0675[/C][C]0.145014[/C][/ROW]
[ROW][C]12[/C][C]0.652927[/C][C]5.0575[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.267988[/C][C]-2.0758[/C][C]0.021102[/C][/ROW]
[ROW][C]14[/C][C]0.054763[/C][C]0.4242[/C][C]0.336472[/C][/ROW]
[ROW][C]15[/C][C]-0.023492[/C][C]-0.182[/C][C]0.428112[/C][/ROW]
[ROW][C]16[/C][C]-0.01373[/C][C]-0.1064[/C][C]0.457829[/C][/ROW]
[ROW][C]17[/C][C]-0.026424[/C][C]-0.2047[/C][C]0.419257[/C][/ROW]
[ROW][C]18[/C][C]-0.043601[/C][C]-0.3377[/C][C]0.368371[/C][/ROW]
[ROW][C]19[/C][C]-0.077227[/C][C]-0.5982[/C][C]0.27598[/C][/ROW]
[ROW][C]20[/C][C]0.119641[/C][C]0.9267[/C][C]0.178888[/C][/ROW]
[ROW][C]21[/C][C]0.014377[/C][C]0.1114[/C][C]0.455851[/C][/ROW]
[ROW][C]22[/C][C]-0.042067[/C][C]-0.3259[/C][C]0.372835[/C][/ROW]
[ROW][C]23[/C][C]-0.063753[/C][C]-0.4938[/C][C]0.311614[/C][/ROW]
[ROW][C]24[/C][C]-0.049876[/C][C]-0.3863[/C][C]0.350306[/C][/ROW]
[ROW][C]25[/C][C]-0.028822[/C][C]-0.2233[/C][C]0.412049[/C][/ROW]
[ROW][C]26[/C][C]0.009668[/C][C]0.0749[/C][C]0.470276[/C][/ROW]
[ROW][C]27[/C][C]0.026545[/C][C]0.2056[/C][C]0.418894[/C][/ROW]
[ROW][C]28[/C][C]0.044198[/C][C]0.3424[/C][C]0.36664[/C][/ROW]
[ROW][C]29[/C][C]-0.00527[/C][C]-0.0408[/C][C]0.483788[/C][/ROW]
[ROW][C]30[/C][C]-0.067027[/C][C]-0.5192[/C][C]0.302769[/C][/ROW]
[ROW][C]31[/C][C]0.102566[/C][C]0.7945[/C][C]0.215025[/C][/ROW]
[ROW][C]32[/C][C]-0.048807[/C][C]-0.3781[/C][C]0.353362[/C][/ROW]
[ROW][C]33[/C][C]0.027777[/C][C]0.2152[/C][C]0.415186[/C][/ROW]
[ROW][C]34[/C][C]0.026349[/C][C]0.2041[/C][C]0.419482[/C][/ROW]
[ROW][C]35[/C][C]-0.059981[/C][C]-0.4646[/C][C]0.321946[/C][/ROW]
[ROW][C]36[/C][C]-0.112792[/C][C]-0.8737[/C][C]0.192887[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62517&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62517&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	0.310311	2.4037	0.009669
2	-0.240375	-1.8619	0.033756
3	-0.157092	-1.2168	0.114217
4	-0.128498	-0.9953	0.161784
5	0.005492	0.0425	0.483104
6	-0.055528	-0.4301	0.334327
7	-0.130955	-1.0144	0.157239
8	-0.294203	-2.2789	0.013123
9	-0.238546	-1.8478	0.034783
10	-0.184011	-1.4253	0.07962
11	0.137812	1.0675	0.145014
12	0.652927	5.0575	2e-06
13	-0.267988	-2.0758	0.021102
14	0.054763	0.4242	0.336472
15	-0.023492	-0.182	0.428112
16	-0.01373	-0.1064	0.457829
17	-0.026424	-0.2047	0.419257
18	-0.043601	-0.3377	0.368371
19	-0.077227	-0.5982	0.27598
20	0.119641	0.9267	0.178888
21	0.014377	0.1114	0.455851
22	-0.042067	-0.3259	0.372835
23	-0.063753	-0.4938	0.311614
24	-0.049876	-0.3863	0.350306
25	-0.028822	-0.2233	0.412049
26	0.009668	0.0749	0.470276
27	0.026545	0.2056	0.418894
28	0.044198	0.3424	0.36664
29	-0.00527	-0.0408	0.483788
30	-0.067027	-0.5192	0.302769
31	0.102566	0.7945	0.215025
32	-0.048807	-0.3781	0.353362
33	0.027777	0.2152	0.415186
34	0.026349	0.2041	0.419482
35	-0.059981	-0.4646	0.321946
36	-0.112792	-0.8737	0.192887

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