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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 02:44:29 -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/03/t1259833514nc2hvbkuwaehlpo.htm/, Retrieved Fri, 19 Apr 2024 18:55:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62649, Retrieved Fri, 19 Apr 2024 18:55:01 +0000

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178

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-       [(Partial) Autocorrelation Function] [] [2009-12-03 09:44:29] [fd7715938ba69fff5a3edaf7913b7ba1] [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=62649&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=62649&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62649&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	0.541662	3.7916	0.000206
2	0.634404	4.4408	2.6e-05
3	0.688667	4.8207	7e-06
4	0.411375	2.8796	0.002944
5	0.413385	2.8937	0.002834
6	0.386242	2.7037	0.0047
7	0.173017	1.2111	0.115829
8	0.216613	1.5163	0.067936
9	0.080599	0.5642	0.287599
10	0.049626	0.3474	0.364896
11	0.072526	0.5077	0.306978
12	-0.045937	-0.3216	0.374577
13	0.009404	0.0658	0.47389
14	0.005534	0.0387	0.484628
15	-0.043201	-0.3024	0.38181
16	-0.071463	-0.5002	0.309572
17	-0.002461	-0.0172	0.493163
18	-0.092116	-0.6448	0.261028
19	-0.095253	-0.6668	0.254022
20	-0.042749	-0.2992	0.38301
21	-0.115617	-0.8093	0.211123
22	-0.200366	-1.4026	0.083526
23	-0.026699	-0.1869	0.426257
24	-0.223632	-1.5654	0.06196
25	-0.160312	-1.1222	0.133626
26	-0.121284	-0.849	0.200008
27	-0.23025	-1.6117	0.05672
28	-0.190716	-1.335	0.094021
29	-0.172903	-1.2103	0.11598
30	-0.250831	-1.7558	0.042684
31	-0.189723	-1.3281	0.095155
32	-0.23557	-1.649	0.052774
33	-0.246954	-1.7287	0.045082
34	-0.195329	-1.3673	0.088885
35	-0.258386	-1.8087	0.038317
36	-0.191868	-1.3431	0.092718

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.541662 & 3.7916 & 0.000206 \tabularnewline
2 & 0.634404 & 4.4408 & 2.6e-05 \tabularnewline
3 & 0.688667 & 4.8207 & 7e-06 \tabularnewline
4 & 0.411375 & 2.8796 & 0.002944 \tabularnewline
5 & 0.413385 & 2.8937 & 0.002834 \tabularnewline
6 & 0.386242 & 2.7037 & 0.0047 \tabularnewline
7 & 0.173017 & 1.2111 & 0.115829 \tabularnewline
8 & 0.216613 & 1.5163 & 0.067936 \tabularnewline
9 & 0.080599 & 0.5642 & 0.287599 \tabularnewline
10 & 0.049626 & 0.3474 & 0.364896 \tabularnewline
11 & 0.072526 & 0.5077 & 0.306978 \tabularnewline
12 & -0.045937 & -0.3216 & 0.374577 \tabularnewline
13 & 0.009404 & 0.0658 & 0.47389 \tabularnewline
14 & 0.005534 & 0.0387 & 0.484628 \tabularnewline
15 & -0.043201 & -0.3024 & 0.38181 \tabularnewline
16 & -0.071463 & -0.5002 & 0.309572 \tabularnewline
17 & -0.002461 & -0.0172 & 0.493163 \tabularnewline
18 & -0.092116 & -0.6448 & 0.261028 \tabularnewline
19 & -0.095253 & -0.6668 & 0.254022 \tabularnewline
20 & -0.042749 & -0.2992 & 0.38301 \tabularnewline
21 & -0.115617 & -0.8093 & 0.211123 \tabularnewline
22 & -0.200366 & -1.4026 & 0.083526 \tabularnewline
23 & -0.026699 & -0.1869 & 0.426257 \tabularnewline
24 & -0.223632 & -1.5654 & 0.06196 \tabularnewline
25 & -0.160312 & -1.1222 & 0.133626 \tabularnewline
26 & -0.121284 & -0.849 & 0.200008 \tabularnewline
27 & -0.23025 & -1.6117 & 0.05672 \tabularnewline
28 & -0.190716 & -1.335 & 0.094021 \tabularnewline
29 & -0.172903 & -1.2103 & 0.11598 \tabularnewline
30 & -0.250831 & -1.7558 & 0.042684 \tabularnewline
31 & -0.189723 & -1.3281 & 0.095155 \tabularnewline
32 & -0.23557 & -1.649 & 0.052774 \tabularnewline
33 & -0.246954 & -1.7287 & 0.045082 \tabularnewline
34 & -0.195329 & -1.3673 & 0.088885 \tabularnewline
35 & -0.258386 & -1.8087 & 0.038317 \tabularnewline
36 & -0.191868 & -1.3431 & 0.092718 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62649&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]0.541662[/C][C]3.7916[/C][C]0.000206[/C][/ROW]
[ROW][C]2[/C][C]0.634404[/C][C]4.4408[/C][C]2.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.688667[/C][C]4.8207[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.411375[/C][C]2.8796[/C][C]0.002944[/C][/ROW]
[ROW][C]5[/C][C]0.413385[/C][C]2.8937[/C][C]0.002834[/C][/ROW]
[ROW][C]6[/C][C]0.386242[/C][C]2.7037[/C][C]0.0047[/C][/ROW]
[ROW][C]7[/C][C]0.173017[/C][C]1.2111[/C][C]0.115829[/C][/ROW]
[ROW][C]8[/C][C]0.216613[/C][C]1.5163[/C][C]0.067936[/C][/ROW]
[ROW][C]9[/C][C]0.080599[/C][C]0.5642[/C][C]0.287599[/C][/ROW]
[ROW][C]10[/C][C]0.049626[/C][C]0.3474[/C][C]0.364896[/C][/ROW]
[ROW][C]11[/C][C]0.072526[/C][C]0.5077[/C][C]0.306978[/C][/ROW]
[ROW][C]12[/C][C]-0.045937[/C][C]-0.3216[/C][C]0.374577[/C][/ROW]
[ROW][C]13[/C][C]0.009404[/C][C]0.0658[/C][C]0.47389[/C][/ROW]
[ROW][C]14[/C][C]0.005534[/C][C]0.0387[/C][C]0.484628[/C][/ROW]
[ROW][C]15[/C][C]-0.043201[/C][C]-0.3024[/C][C]0.38181[/C][/ROW]
[ROW][C]16[/C][C]-0.071463[/C][C]-0.5002[/C][C]0.309572[/C][/ROW]
[ROW][C]17[/C][C]-0.002461[/C][C]-0.0172[/C][C]0.493163[/C][/ROW]
[ROW][C]18[/C][C]-0.092116[/C][C]-0.6448[/C][C]0.261028[/C][/ROW]
[ROW][C]19[/C][C]-0.095253[/C][C]-0.6668[/C][C]0.254022[/C][/ROW]
[ROW][C]20[/C][C]-0.042749[/C][C]-0.2992[/C][C]0.38301[/C][/ROW]
[ROW][C]21[/C][C]-0.115617[/C][C]-0.8093[/C][C]0.211123[/C][/ROW]
[ROW][C]22[/C][C]-0.200366[/C][C]-1.4026[/C][C]0.083526[/C][/ROW]
[ROW][C]23[/C][C]-0.026699[/C][C]-0.1869[/C][C]0.426257[/C][/ROW]
[ROW][C]24[/C][C]-0.223632[/C][C]-1.5654[/C][C]0.06196[/C][/ROW]
[ROW][C]25[/C][C]-0.160312[/C][C]-1.1222[/C][C]0.133626[/C][/ROW]
[ROW][C]26[/C][C]-0.121284[/C][C]-0.849[/C][C]0.200008[/C][/ROW]
[ROW][C]27[/C][C]-0.23025[/C][C]-1.6117[/C][C]0.05672[/C][/ROW]
[ROW][C]28[/C][C]-0.190716[/C][C]-1.335[/C][C]0.094021[/C][/ROW]
[ROW][C]29[/C][C]-0.172903[/C][C]-1.2103[/C][C]0.11598[/C][/ROW]
[ROW][C]30[/C][C]-0.250831[/C][C]-1.7558[/C][C]0.042684[/C][/ROW]
[ROW][C]31[/C][C]-0.189723[/C][C]-1.3281[/C][C]0.095155[/C][/ROW]
[ROW][C]32[/C][C]-0.23557[/C][C]-1.649[/C][C]0.052774[/C][/ROW]
[ROW][C]33[/C][C]-0.246954[/C][C]-1.7287[/C][C]0.045082[/C][/ROW]
[ROW][C]34[/C][C]-0.195329[/C][C]-1.3673[/C][C]0.088885[/C][/ROW]
[ROW][C]35[/C][C]-0.258386[/C][C]-1.8087[/C][C]0.038317[/C][/ROW]
[ROW][C]36[/C][C]-0.191868[/C][C]-1.3431[/C][C]0.092718[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62649&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62649&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	0.541662	3.7916	0.000206
2	0.634404	4.4408	2.6e-05
3	0.688667	4.8207	7e-06
4	0.411375	2.8796	0.002944
5	0.413385	2.8937	0.002834
6	0.386242	2.7037	0.0047
7	0.173017	1.2111	0.115829
8	0.216613	1.5163	0.067936
9	0.080599	0.5642	0.287599
10	0.049626	0.3474	0.364896
11	0.072526	0.5077	0.306978
12	-0.045937	-0.3216	0.374577
13	0.009404	0.0658	0.47389
14	0.005534	0.0387	0.484628
15	-0.043201	-0.3024	0.38181
16	-0.071463	-0.5002	0.309572
17	-0.002461	-0.0172	0.493163
18	-0.092116	-0.6448	0.261028
19	-0.095253	-0.6668	0.254022
20	-0.042749	-0.2992	0.38301
21	-0.115617	-0.8093	0.211123
22	-0.200366	-1.4026	0.083526
23	-0.026699	-0.1869	0.426257
24	-0.223632	-1.5654	0.06196
25	-0.160312	-1.1222	0.133626
26	-0.121284	-0.849	0.200008
27	-0.23025	-1.6117	0.05672
28	-0.190716	-1.335	0.094021
29	-0.172903	-1.2103	0.11598
30	-0.250831	-1.7558	0.042684
31	-0.189723	-1.3281	0.095155
32	-0.23557	-1.649	0.052774
33	-0.246954	-1.7287	0.045082
34	-0.195329	-1.3673	0.088885
35	-0.258386	-1.8087	0.038317
36	-0.191868	-1.3431	0.092718

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.541662	3.7916	0.000206
2	0.4826	3.3782	0.000719
3	0.460241	3.2217	0.001133
4	-0.239446	-1.6761	0.050042
5	-0.319859	-2.239	0.014864
6	-0.073206	-0.5124	0.305322
7	-0.073657	-0.5156	0.304227
8	0.089366	0.6256	0.267252
9	-0.106469	-0.7453	0.22983
10	0.070014	0.4901	0.313126
11	0.167083	1.1696	0.123914
12	-0.019572	-0.137	0.445796
13	-0.024708	-0.173	0.431698
14	-0.032677	-0.2287	0.410011
15	0.056741	0.3972	0.346478
16	-0.260476	-1.8233	0.037178
17	-0.008358	-0.0585	0.476792
18	0.03285	0.2299	0.409545
19	0.002112	0.0148	0.494133
20	0.060265	0.4219	0.337489
21	-0.028736	-0.2012	0.420705
22	-0.241808	-1.6927	0.048436
23	0.186227	1.3036	0.099233
24	-0.045469	-0.3183	0.375811
25	-0.028313	-0.1982	0.421857
26	-0.098735	-0.6911	0.246368
27	-0.012485	-0.0874	0.465358
28	-0.085409	-0.5979	0.276341
29	-0.022078	-0.1545	0.438908
30	0.030083	0.2106	0.417045
31	-0.064155	-0.4491	0.327675
32	-0.020571	-0.144	0.443047
33	-0.043935	-0.3075	0.379867
34	-0.041817	-0.2927	0.385487
35	0.061239	0.4287	0.335019
36	0.088158	0.6171	0.27001

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.541662 & 3.7916 & 0.000206 \tabularnewline
2 & 0.4826 & 3.3782 & 0.000719 \tabularnewline
3 & 0.460241 & 3.2217 & 0.001133 \tabularnewline
4 & -0.239446 & -1.6761 & 0.050042 \tabularnewline
5 & -0.319859 & -2.239 & 0.014864 \tabularnewline
6 & -0.073206 & -0.5124 & 0.305322 \tabularnewline
7 & -0.073657 & -0.5156 & 0.304227 \tabularnewline
8 & 0.089366 & 0.6256 & 0.267252 \tabularnewline
9 & -0.106469 & -0.7453 & 0.22983 \tabularnewline
10 & 0.070014 & 0.4901 & 0.313126 \tabularnewline
11 & 0.167083 & 1.1696 & 0.123914 \tabularnewline
12 & -0.019572 & -0.137 & 0.445796 \tabularnewline
13 & -0.024708 & -0.173 & 0.431698 \tabularnewline
14 & -0.032677 & -0.2287 & 0.410011 \tabularnewline
15 & 0.056741 & 0.3972 & 0.346478 \tabularnewline
16 & -0.260476 & -1.8233 & 0.037178 \tabularnewline
17 & -0.008358 & -0.0585 & 0.476792 \tabularnewline
18 & 0.03285 & 0.2299 & 0.409545 \tabularnewline
19 & 0.002112 & 0.0148 & 0.494133 \tabularnewline
20 & 0.060265 & 0.4219 & 0.337489 \tabularnewline
21 & -0.028736 & -0.2012 & 0.420705 \tabularnewline
22 & -0.241808 & -1.6927 & 0.048436 \tabularnewline
23 & 0.186227 & 1.3036 & 0.099233 \tabularnewline
24 & -0.045469 & -0.3183 & 0.375811 \tabularnewline
25 & -0.028313 & -0.1982 & 0.421857 \tabularnewline
26 & -0.098735 & -0.6911 & 0.246368 \tabularnewline
27 & -0.012485 & -0.0874 & 0.465358 \tabularnewline
28 & -0.085409 & -0.5979 & 0.276341 \tabularnewline
29 & -0.022078 & -0.1545 & 0.438908 \tabularnewline
30 & 0.030083 & 0.2106 & 0.417045 \tabularnewline
31 & -0.064155 & -0.4491 & 0.327675 \tabularnewline
32 & -0.020571 & -0.144 & 0.443047 \tabularnewline
33 & -0.043935 & -0.3075 & 0.379867 \tabularnewline
34 & -0.041817 & -0.2927 & 0.385487 \tabularnewline
35 & 0.061239 & 0.4287 & 0.335019 \tabularnewline
36 & 0.088158 & 0.6171 & 0.27001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62649&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]0.541662[/C][C]3.7916[/C][C]0.000206[/C][/ROW]
[ROW][C]2[/C][C]0.4826[/C][C]3.3782[/C][C]0.000719[/C][/ROW]
[ROW][C]3[/C][C]0.460241[/C][C]3.2217[/C][C]0.001133[/C][/ROW]
[ROW][C]4[/C][C]-0.239446[/C][C]-1.6761[/C][C]0.050042[/C][/ROW]
[ROW][C]5[/C][C]-0.319859[/C][C]-2.239[/C][C]0.014864[/C][/ROW]
[ROW][C]6[/C][C]-0.073206[/C][C]-0.5124[/C][C]0.305322[/C][/ROW]
[ROW][C]7[/C][C]-0.073657[/C][C]-0.5156[/C][C]0.304227[/C][/ROW]
[ROW][C]8[/C][C]0.089366[/C][C]0.6256[/C][C]0.267252[/C][/ROW]
[ROW][C]9[/C][C]-0.106469[/C][C]-0.7453[/C][C]0.22983[/C][/ROW]
[ROW][C]10[/C][C]0.070014[/C][C]0.4901[/C][C]0.313126[/C][/ROW]
[ROW][C]11[/C][C]0.167083[/C][C]1.1696[/C][C]0.123914[/C][/ROW]
[ROW][C]12[/C][C]-0.019572[/C][C]-0.137[/C][C]0.445796[/C][/ROW]
[ROW][C]13[/C][C]-0.024708[/C][C]-0.173[/C][C]0.431698[/C][/ROW]
[ROW][C]14[/C][C]-0.032677[/C][C]-0.2287[/C][C]0.410011[/C][/ROW]
[ROW][C]15[/C][C]0.056741[/C][C]0.3972[/C][C]0.346478[/C][/ROW]
[ROW][C]16[/C][C]-0.260476[/C][C]-1.8233[/C][C]0.037178[/C][/ROW]
[ROW][C]17[/C][C]-0.008358[/C][C]-0.0585[/C][C]0.476792[/C][/ROW]
[ROW][C]18[/C][C]0.03285[/C][C]0.2299[/C][C]0.409545[/C][/ROW]
[ROW][C]19[/C][C]0.002112[/C][C]0.0148[/C][C]0.494133[/C][/ROW]
[ROW][C]20[/C][C]0.060265[/C][C]0.4219[/C][C]0.337489[/C][/ROW]
[ROW][C]21[/C][C]-0.028736[/C][C]-0.2012[/C][C]0.420705[/C][/ROW]
[ROW][C]22[/C][C]-0.241808[/C][C]-1.6927[/C][C]0.048436[/C][/ROW]
[ROW][C]23[/C][C]0.186227[/C][C]1.3036[/C][C]0.099233[/C][/ROW]
[ROW][C]24[/C][C]-0.045469[/C][C]-0.3183[/C][C]0.375811[/C][/ROW]
[ROW][C]25[/C][C]-0.028313[/C][C]-0.1982[/C][C]0.421857[/C][/ROW]
[ROW][C]26[/C][C]-0.098735[/C][C]-0.6911[/C][C]0.246368[/C][/ROW]
[ROW][C]27[/C][C]-0.012485[/C][C]-0.0874[/C][C]0.465358[/C][/ROW]
[ROW][C]28[/C][C]-0.085409[/C][C]-0.5979[/C][C]0.276341[/C][/ROW]
[ROW][C]29[/C][C]-0.022078[/C][C]-0.1545[/C][C]0.438908[/C][/ROW]
[ROW][C]30[/C][C]0.030083[/C][C]0.2106[/C][C]0.417045[/C][/ROW]
[ROW][C]31[/C][C]-0.064155[/C][C]-0.4491[/C][C]0.327675[/C][/ROW]
[ROW][C]32[/C][C]-0.020571[/C][C]-0.144[/C][C]0.443047[/C][/ROW]
[ROW][C]33[/C][C]-0.043935[/C][C]-0.3075[/C][C]0.379867[/C][/ROW]
[ROW][C]34[/C][C]-0.041817[/C][C]-0.2927[/C][C]0.385487[/C][/ROW]
[ROW][C]35[/C][C]0.061239[/C][C]0.4287[/C][C]0.335019[/C][/ROW]
[ROW][C]36[/C][C]0.088158[/C][C]0.6171[/C][C]0.27001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62649&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62649&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	0.541662	3.7916	0.000206
2	0.4826	3.3782	0.000719
3	0.460241	3.2217	0.001133
4	-0.239446	-1.6761	0.050042
5	-0.319859	-2.239	0.014864
6	-0.073206	-0.5124	0.305322
7	-0.073657	-0.5156	0.304227
8	0.089366	0.6256	0.267252
9	-0.106469	-0.7453	0.22983
10	0.070014	0.4901	0.313126
11	0.167083	1.1696	0.123914
12	-0.019572	-0.137	0.445796
13	-0.024708	-0.173	0.431698
14	-0.032677	-0.2287	0.410011
15	0.056741	0.3972	0.346478
16	-0.260476	-1.8233	0.037178
17	-0.008358	-0.0585	0.476792
18	0.03285	0.2299	0.409545
19	0.002112	0.0148	0.494133
20	0.060265	0.4219	0.337489
21	-0.028736	-0.2012	0.420705
22	-0.241808	-1.6927	0.048436
23	0.186227	1.3036	0.099233
24	-0.045469	-0.3183	0.375811
25	-0.028313	-0.1982	0.421857
26	-0.098735	-0.6911	0.246368
27	-0.012485	-0.0874	0.465358
28	-0.085409	-0.5979	0.276341
29	-0.022078	-0.1545	0.438908
30	0.030083	0.2106	0.417045
31	-0.064155	-0.4491	0.327675
32	-0.020571	-0.144	0.443047
33	-0.043935	-0.3075	0.379867
34	-0.041817	-0.2927	0.385487
35	0.061239	0.4287	0.335019
36	0.088158	0.6171	0.27001

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 ;

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