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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 03:06:37 -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/04/t1259921267mjxrbejc4igma81.htm/, Retrieved Sun, 28 Apr 2024 12:56:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63233, Retrieved Sun, 28 Apr 2024 12:56:46 +0000

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IsPrivate?

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User-defined keywords

SHW WS 9 (Partial) Autocorrelation Function

Estimated Impact

102

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] [WS 9 (Partial) Au...] [2009-12-04 10:06:37] [a45cc820faa25ce30779915639528ec2] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63233&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]2 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=63233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63233&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.755357	6.4538	0
2	0.679467	5.8054	0
3	0.709459	6.0616	0
4	0.583811	4.9881	2e-06
5	0.556172	4.7519	5e-06
6	0.540877	4.6213	8e-06
7	0.392859	3.3566	0.000628
8	0.385812	3.2964	0.000757
9	0.367286	3.1381	0.001227
10	0.251316	2.1472	0.017547
11	0.283218	2.4198	0.009009
12	0.340835	2.9121	0.00238
13	0.196803	1.6815	0.048471
14	0.159454	1.3624	0.088634
15	0.162145	1.3854	0.085079
16	0.12411	1.0604	0.14623
17	0.130044	1.1111	0.135087
18	0.119363	1.0198	0.155588
19	0.082918	0.7084	0.240462
20	0.071243	0.6087	0.272306
21	0.050306	0.4298	0.334298
22	0.016865	0.1441	0.442911
23	0.039776	0.3398	0.367476
24	0.070781	0.6048	0.273609
25	0.018716	0.1599	0.436695
26	-0.058125	-0.4966	0.310475
27	-0.05093	-0.4351	0.33237
28	-0.045724	-0.3907	0.348591
29	-0.080274	-0.6859	0.247486
30	-0.077922	-0.6658	0.253829
31	-0.070381	-0.6013	0.27474
32	-0.126478	-1.0806	0.141711
33	-0.14046	-1.2001	0.116992
34	-0.135827	-1.1605	0.124812
35	-0.17943	-1.533	0.064793
36	-0.1396	-1.1927	0.118416

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.755357 & 6.4538 & 0 \tabularnewline
2 & 0.679467 & 5.8054 & 0 \tabularnewline
3 & 0.709459 & 6.0616 & 0 \tabularnewline
4 & 0.583811 & 4.9881 & 2e-06 \tabularnewline
5 & 0.556172 & 4.7519 & 5e-06 \tabularnewline
6 & 0.540877 & 4.6213 & 8e-06 \tabularnewline
7 & 0.392859 & 3.3566 & 0.000628 \tabularnewline
8 & 0.385812 & 3.2964 & 0.000757 \tabularnewline
9 & 0.367286 & 3.1381 & 0.001227 \tabularnewline
10 & 0.251316 & 2.1472 & 0.017547 \tabularnewline
11 & 0.283218 & 2.4198 & 0.009009 \tabularnewline
12 & 0.340835 & 2.9121 & 0.00238 \tabularnewline
13 & 0.196803 & 1.6815 & 0.048471 \tabularnewline
14 & 0.159454 & 1.3624 & 0.088634 \tabularnewline
15 & 0.162145 & 1.3854 & 0.085079 \tabularnewline
16 & 0.12411 & 1.0604 & 0.14623 \tabularnewline
17 & 0.130044 & 1.1111 & 0.135087 \tabularnewline
18 & 0.119363 & 1.0198 & 0.155588 \tabularnewline
19 & 0.082918 & 0.7084 & 0.240462 \tabularnewline
20 & 0.071243 & 0.6087 & 0.272306 \tabularnewline
21 & 0.050306 & 0.4298 & 0.334298 \tabularnewline
22 & 0.016865 & 0.1441 & 0.442911 \tabularnewline
23 & 0.039776 & 0.3398 & 0.367476 \tabularnewline
24 & 0.070781 & 0.6048 & 0.273609 \tabularnewline
25 & 0.018716 & 0.1599 & 0.436695 \tabularnewline
26 & -0.058125 & -0.4966 & 0.310475 \tabularnewline
27 & -0.05093 & -0.4351 & 0.33237 \tabularnewline
28 & -0.045724 & -0.3907 & 0.348591 \tabularnewline
29 & -0.080274 & -0.6859 & 0.247486 \tabularnewline
30 & -0.077922 & -0.6658 & 0.253829 \tabularnewline
31 & -0.070381 & -0.6013 & 0.27474 \tabularnewline
32 & -0.126478 & -1.0806 & 0.141711 \tabularnewline
33 & -0.14046 & -1.2001 & 0.116992 \tabularnewline
34 & -0.135827 & -1.1605 & 0.124812 \tabularnewline
35 & -0.17943 & -1.533 & 0.064793 \tabularnewline
36 & -0.1396 & -1.1927 & 0.118416 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63233&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]0.755357[/C][C]6.4538[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.679467[/C][C]5.8054[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.709459[/C][C]6.0616[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.583811[/C][C]4.9881[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.556172[/C][C]4.7519[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]0.540877[/C][C]4.6213[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.392859[/C][C]3.3566[/C][C]0.000628[/C][/ROW]
[ROW][C]8[/C][C]0.385812[/C][C]3.2964[/C][C]0.000757[/C][/ROW]
[ROW][C]9[/C][C]0.367286[/C][C]3.1381[/C][C]0.001227[/C][/ROW]
[ROW][C]10[/C][C]0.251316[/C][C]2.1472[/C][C]0.017547[/C][/ROW]
[ROW][C]11[/C][C]0.283218[/C][C]2.4198[/C][C]0.009009[/C][/ROW]
[ROW][C]12[/C][C]0.340835[/C][C]2.9121[/C][C]0.00238[/C][/ROW]
[ROW][C]13[/C][C]0.196803[/C][C]1.6815[/C][C]0.048471[/C][/ROW]
[ROW][C]14[/C][C]0.159454[/C][C]1.3624[/C][C]0.088634[/C][/ROW]
[ROW][C]15[/C][C]0.162145[/C][C]1.3854[/C][C]0.085079[/C][/ROW]
[ROW][C]16[/C][C]0.12411[/C][C]1.0604[/C][C]0.14623[/C][/ROW]
[ROW][C]17[/C][C]0.130044[/C][C]1.1111[/C][C]0.135087[/C][/ROW]
[ROW][C]18[/C][C]0.119363[/C][C]1.0198[/C][C]0.155588[/C][/ROW]
[ROW][C]19[/C][C]0.082918[/C][C]0.7084[/C][C]0.240462[/C][/ROW]
[ROW][C]20[/C][C]0.071243[/C][C]0.6087[/C][C]0.272306[/C][/ROW]
[ROW][C]21[/C][C]0.050306[/C][C]0.4298[/C][C]0.334298[/C][/ROW]
[ROW][C]22[/C][C]0.016865[/C][C]0.1441[/C][C]0.442911[/C][/ROW]
[ROW][C]23[/C][C]0.039776[/C][C]0.3398[/C][C]0.367476[/C][/ROW]
[ROW][C]24[/C][C]0.070781[/C][C]0.6048[/C][C]0.273609[/C][/ROW]
[ROW][C]25[/C][C]0.018716[/C][C]0.1599[/C][C]0.436695[/C][/ROW]
[ROW][C]26[/C][C]-0.058125[/C][C]-0.4966[/C][C]0.310475[/C][/ROW]
[ROW][C]27[/C][C]-0.05093[/C][C]-0.4351[/C][C]0.33237[/C][/ROW]
[ROW][C]28[/C][C]-0.045724[/C][C]-0.3907[/C][C]0.348591[/C][/ROW]
[ROW][C]29[/C][C]-0.080274[/C][C]-0.6859[/C][C]0.247486[/C][/ROW]
[ROW][C]30[/C][C]-0.077922[/C][C]-0.6658[/C][C]0.253829[/C][/ROW]
[ROW][C]31[/C][C]-0.070381[/C][C]-0.6013[/C][C]0.27474[/C][/ROW]
[ROW][C]32[/C][C]-0.126478[/C][C]-1.0806[/C][C]0.141711[/C][/ROW]
[ROW][C]33[/C][C]-0.14046[/C][C]-1.2001[/C][C]0.116992[/C][/ROW]
[ROW][C]34[/C][C]-0.135827[/C][C]-1.1605[/C][C]0.124812[/C][/ROW]
[ROW][C]35[/C][C]-0.17943[/C][C]-1.533[/C][C]0.064793[/C][/ROW]
[ROW][C]36[/C][C]-0.1396[/C][C]-1.1927[/C][C]0.118416[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63233&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	0.755357	6.4538	0
2	0.679467	5.8054	0
3	0.709459	6.0616	0
4	0.583811	4.9881	2e-06
5	0.556172	4.7519	5e-06
6	0.540877	4.6213	8e-06
7	0.392859	3.3566	0.000628
8	0.385812	3.2964	0.000757
9	0.367286	3.1381	0.001227
10	0.251316	2.1472	0.017547
11	0.283218	2.4198	0.009009
12	0.340835	2.9121	0.00238
13	0.196803	1.6815	0.048471
14	0.159454	1.3624	0.088634
15	0.162145	1.3854	0.085079
16	0.12411	1.0604	0.14623
17	0.130044	1.1111	0.135087
18	0.119363	1.0198	0.155588
19	0.082918	0.7084	0.240462
20	0.071243	0.6087	0.272306
21	0.050306	0.4298	0.334298
22	0.016865	0.1441	0.442911
23	0.039776	0.3398	0.367476
24	0.070781	0.6048	0.273609
25	0.018716	0.1599	0.436695
26	-0.058125	-0.4966	0.310475
27	-0.05093	-0.4351	0.33237
28	-0.045724	-0.3907	0.348591
29	-0.080274	-0.6859	0.247486
30	-0.077922	-0.6658	0.253829
31	-0.070381	-0.6013	0.27474
32	-0.126478	-1.0806	0.141711
33	-0.14046	-1.2001	0.116992
34	-0.135827	-1.1605	0.124812
35	-0.17943	-1.533	0.064793
36	-0.1396	-1.1927	0.118416

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.755357	6.4538	0
2	0.253595	2.1667	0.01676
3	0.335523	2.8667	0.002708
4	-0.148726	-1.2707	0.103932
5	0.089026	0.7606	0.224663
6	-0.001879	-0.0161	0.493619
7	-0.219923	-1.879	0.032117
8	0.068427	0.5846	0.280296
9	-0.004914	-0.042	0.483312
10	-0.080559	-0.6883	0.246725
11	0.131846	1.1265	0.131823
12	0.247969	2.1186	0.018762
13	-0.246986	-2.1102	0.019132
14	-0.167744	-1.4332	0.078034
15	-0.01462	-0.1249	0.450467
16	0.144378	1.2336	0.110661
17	-0.04439	-0.3793	0.352796
18	0.02489	0.2127	0.416092
19	0.145825	1.2459	0.108387
20	-0.145221	-1.2408	0.109332
21	-0.100533	-0.859	0.196589
22	0.046127	0.3941	0.347325
23	0.058408	0.499	0.309627
24	-0.027209	-0.2325	0.40841
25	0.006308	0.0539	0.478583
26	-0.138704	-1.1851	0.119914
27	-0.040347	-0.3447	0.365645
28	0.008492	0.0726	0.471179
29	-0.004131	-0.0353	0.485972
30	0.012724	0.1087	0.456864
31	0.084368	0.7208	0.236655
32	-0.074918	-0.6401	0.262056
33	-0.121571	-1.0387	0.151185
34	0.048516	0.4145	0.339853
35	-0.125526	-1.0725	0.143516
36	-0.010276	-0.0878	0.46514

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.755357 & 6.4538 & 0 \tabularnewline
2 & 0.253595 & 2.1667 & 0.01676 \tabularnewline
3 & 0.335523 & 2.8667 & 0.002708 \tabularnewline
4 & -0.148726 & -1.2707 & 0.103932 \tabularnewline
5 & 0.089026 & 0.7606 & 0.224663 \tabularnewline
6 & -0.001879 & -0.0161 & 0.493619 \tabularnewline
7 & -0.219923 & -1.879 & 0.032117 \tabularnewline
8 & 0.068427 & 0.5846 & 0.280296 \tabularnewline
9 & -0.004914 & -0.042 & 0.483312 \tabularnewline
10 & -0.080559 & -0.6883 & 0.246725 \tabularnewline
11 & 0.131846 & 1.1265 & 0.131823 \tabularnewline
12 & 0.247969 & 2.1186 & 0.018762 \tabularnewline
13 & -0.246986 & -2.1102 & 0.019132 \tabularnewline
14 & -0.167744 & -1.4332 & 0.078034 \tabularnewline
15 & -0.01462 & -0.1249 & 0.450467 \tabularnewline
16 & 0.144378 & 1.2336 & 0.110661 \tabularnewline
17 & -0.04439 & -0.3793 & 0.352796 \tabularnewline
18 & 0.02489 & 0.2127 & 0.416092 \tabularnewline
19 & 0.145825 & 1.2459 & 0.108387 \tabularnewline
20 & -0.145221 & -1.2408 & 0.109332 \tabularnewline
21 & -0.100533 & -0.859 & 0.196589 \tabularnewline
22 & 0.046127 & 0.3941 & 0.347325 \tabularnewline
23 & 0.058408 & 0.499 & 0.309627 \tabularnewline
24 & -0.027209 & -0.2325 & 0.40841 \tabularnewline
25 & 0.006308 & 0.0539 & 0.478583 \tabularnewline
26 & -0.138704 & -1.1851 & 0.119914 \tabularnewline
27 & -0.040347 & -0.3447 & 0.365645 \tabularnewline
28 & 0.008492 & 0.0726 & 0.471179 \tabularnewline
29 & -0.004131 & -0.0353 & 0.485972 \tabularnewline
30 & 0.012724 & 0.1087 & 0.456864 \tabularnewline
31 & 0.084368 & 0.7208 & 0.236655 \tabularnewline
32 & -0.074918 & -0.6401 & 0.262056 \tabularnewline
33 & -0.121571 & -1.0387 & 0.151185 \tabularnewline
34 & 0.048516 & 0.4145 & 0.339853 \tabularnewline
35 & -0.125526 & -1.0725 & 0.143516 \tabularnewline
36 & -0.010276 & -0.0878 & 0.46514 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63233&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]0.755357[/C][C]6.4538[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.253595[/C][C]2.1667[/C][C]0.01676[/C][/ROW]
[ROW][C]3[/C][C]0.335523[/C][C]2.8667[/C][C]0.002708[/C][/ROW]
[ROW][C]4[/C][C]-0.148726[/C][C]-1.2707[/C][C]0.103932[/C][/ROW]
[ROW][C]5[/C][C]0.089026[/C][C]0.7606[/C][C]0.224663[/C][/ROW]
[ROW][C]6[/C][C]-0.001879[/C][C]-0.0161[/C][C]0.493619[/C][/ROW]
[ROW][C]7[/C][C]-0.219923[/C][C]-1.879[/C][C]0.032117[/C][/ROW]
[ROW][C]8[/C][C]0.068427[/C][C]0.5846[/C][C]0.280296[/C][/ROW]
[ROW][C]9[/C][C]-0.004914[/C][C]-0.042[/C][C]0.483312[/C][/ROW]
[ROW][C]10[/C][C]-0.080559[/C][C]-0.6883[/C][C]0.246725[/C][/ROW]
[ROW][C]11[/C][C]0.131846[/C][C]1.1265[/C][C]0.131823[/C][/ROW]
[ROW][C]12[/C][C]0.247969[/C][C]2.1186[/C][C]0.018762[/C][/ROW]
[ROW][C]13[/C][C]-0.246986[/C][C]-2.1102[/C][C]0.019132[/C][/ROW]
[ROW][C]14[/C][C]-0.167744[/C][C]-1.4332[/C][C]0.078034[/C][/ROW]
[ROW][C]15[/C][C]-0.01462[/C][C]-0.1249[/C][C]0.450467[/C][/ROW]
[ROW][C]16[/C][C]0.144378[/C][C]1.2336[/C][C]0.110661[/C][/ROW]
[ROW][C]17[/C][C]-0.04439[/C][C]-0.3793[/C][C]0.352796[/C][/ROW]
[ROW][C]18[/C][C]0.02489[/C][C]0.2127[/C][C]0.416092[/C][/ROW]
[ROW][C]19[/C][C]0.145825[/C][C]1.2459[/C][C]0.108387[/C][/ROW]
[ROW][C]20[/C][C]-0.145221[/C][C]-1.2408[/C][C]0.109332[/C][/ROW]
[ROW][C]21[/C][C]-0.100533[/C][C]-0.859[/C][C]0.196589[/C][/ROW]
[ROW][C]22[/C][C]0.046127[/C][C]0.3941[/C][C]0.347325[/C][/ROW]
[ROW][C]23[/C][C]0.058408[/C][C]0.499[/C][C]0.309627[/C][/ROW]
[ROW][C]24[/C][C]-0.027209[/C][C]-0.2325[/C][C]0.40841[/C][/ROW]
[ROW][C]25[/C][C]0.006308[/C][C]0.0539[/C][C]0.478583[/C][/ROW]
[ROW][C]26[/C][C]-0.138704[/C][C]-1.1851[/C][C]0.119914[/C][/ROW]
[ROW][C]27[/C][C]-0.040347[/C][C]-0.3447[/C][C]0.365645[/C][/ROW]
[ROW][C]28[/C][C]0.008492[/C][C]0.0726[/C][C]0.471179[/C][/ROW]
[ROW][C]29[/C][C]-0.004131[/C][C]-0.0353[/C][C]0.485972[/C][/ROW]
[ROW][C]30[/C][C]0.012724[/C][C]0.1087[/C][C]0.456864[/C][/ROW]
[ROW][C]31[/C][C]0.084368[/C][C]0.7208[/C][C]0.236655[/C][/ROW]
[ROW][C]32[/C][C]-0.074918[/C][C]-0.6401[/C][C]0.262056[/C][/ROW]
[ROW][C]33[/C][C]-0.121571[/C][C]-1.0387[/C][C]0.151185[/C][/ROW]
[ROW][C]34[/C][C]0.048516[/C][C]0.4145[/C][C]0.339853[/C][/ROW]
[ROW][C]35[/C][C]-0.125526[/C][C]-1.0725[/C][C]0.143516[/C][/ROW]
[ROW][C]36[/C][C]-0.010276[/C][C]-0.0878[/C][C]0.46514[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63233&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	0.755357	6.4538	0
2	0.253595	2.1667	0.01676
3	0.335523	2.8667	0.002708
4	-0.148726	-1.2707	0.103932
5	0.089026	0.7606	0.224663
6	-0.001879	-0.0161	0.493619
7	-0.219923	-1.879	0.032117
8	0.068427	0.5846	0.280296
9	-0.004914	-0.042	0.483312
10	-0.080559	-0.6883	0.246725
11	0.131846	1.1265	0.131823
12	0.247969	2.1186	0.018762
13	-0.246986	-2.1102	0.019132
14	-0.167744	-1.4332	0.078034
15	-0.01462	-0.1249	0.450467
16	0.144378	1.2336	0.110661
17	-0.04439	-0.3793	0.352796
18	0.02489	0.2127	0.416092
19	0.145825	1.2459	0.108387
20	-0.145221	-1.2408	0.109332
21	-0.100533	-0.859	0.196589
22	0.046127	0.3941	0.347325
23	0.058408	0.499	0.309627
24	-0.027209	-0.2325	0.40841
25	0.006308	0.0539	0.478583
26	-0.138704	-1.1851	0.119914
27	-0.040347	-0.3447	0.365645
28	0.008492	0.0726	0.471179
29	-0.004131	-0.0353	0.485972
30	0.012724	0.1087	0.456864
31	0.084368	0.7208	0.236655
32	-0.074918	-0.6401	0.262056
33	-0.121571	-1.0387	0.151185
34	0.048516	0.4145	0.339853
35	-0.125526	-1.0725	0.143516
36	-0.010276	-0.0878	0.46514

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