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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 03:30:27 -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/t125992267373cjqj985loj0hh.htm/, Retrieved Sat, 27 Apr 2024 16:04:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63254, Retrieved Sat, 27 Apr 2024 16:04:37 +0000

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Estimated Impact

118

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]
F   PD      [(Partial) Autocorrelation Function] [WS9] [2009-12-04 10:30:27] [9a1fef436e1d399a5ecd6808bfbd8489] [Current]

Feedback Forum

2009-12-11 13:29:17 [6af4ee214cbc060e38f4dce8356a5567] [reply] 
Zoals je kan zien is er bij d=0 en D=0 nog een niet-seizoenale lange termijn trend aanwezig. Je zou dus 1x niet-seizoenaal moeten differentiëren (d=1).

Post a new message

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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=63254&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=63254&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63254&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	-0.496746	-3.8156	0.000164
2	-0.11246	-0.8638	0.195592
3	0.220328	1.6924	0.047925
4	-0.075836	-0.5825	0.281223
5	-0.011651	-0.0895	0.464496
6	-0.019363	-0.1487	0.441138
7	0.025954	0.1994	0.421334
8	0.036559	0.2808	0.389918
9	-0.070589	-0.5422	0.294861
10	0.191858	1.4737	0.072941
11	-0.311248	-2.3907	0.010012
12	0.199937	1.5357	0.064973
13	-0.000876	-0.0067	0.497327
14	-0.021396	-0.1643	0.435009
15	-0.033694	-0.2588	0.398341
16	-0.009997	-0.0768	0.469525
17	0.042392	0.3256	0.372934
18	0.050752	0.3898	0.349031
19	-0.110584	-0.8494	0.199542
20	-0.000837	-0.0064	0.497445
21	0.059765	0.4591	0.323937
22	0.038276	0.294	0.384893
23	-0.136515	-1.0486	0.149321
24	0.074123	0.5694	0.28564
25	0.00044	0.0034	0.498657
26	0.019531	0.15	0.440629
27	0.013661	0.1049	0.458392
28	-0.095207	-0.7313	0.233745
29	0.05265	0.4044	0.343686
30	0.101322	0.7783	0.219761
31	-0.157369	-1.2088	0.115785
32	0.020941	0.1609	0.43638
33	0.070223	0.5394	0.295824
34	-0.025512	-0.196	0.422657
35	-0.060562	-0.4652	0.321756
36	0.076491	0.5875	0.279542

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.496746 & -3.8156 & 0.000164 \tabularnewline
2 & -0.11246 & -0.8638 & 0.195592 \tabularnewline
3 & 0.220328 & 1.6924 & 0.047925 \tabularnewline
4 & -0.075836 & -0.5825 & 0.281223 \tabularnewline
5 & -0.011651 & -0.0895 & 0.464496 \tabularnewline
6 & -0.019363 & -0.1487 & 0.441138 \tabularnewline
7 & 0.025954 & 0.1994 & 0.421334 \tabularnewline
8 & 0.036559 & 0.2808 & 0.389918 \tabularnewline
9 & -0.070589 & -0.5422 & 0.294861 \tabularnewline
10 & 0.191858 & 1.4737 & 0.072941 \tabularnewline
11 & -0.311248 & -2.3907 & 0.010012 \tabularnewline
12 & 0.199937 & 1.5357 & 0.064973 \tabularnewline
13 & -0.000876 & -0.0067 & 0.497327 \tabularnewline
14 & -0.021396 & -0.1643 & 0.435009 \tabularnewline
15 & -0.033694 & -0.2588 & 0.398341 \tabularnewline
16 & -0.009997 & -0.0768 & 0.469525 \tabularnewline
17 & 0.042392 & 0.3256 & 0.372934 \tabularnewline
18 & 0.050752 & 0.3898 & 0.349031 \tabularnewline
19 & -0.110584 & -0.8494 & 0.199542 \tabularnewline
20 & -0.000837 & -0.0064 & 0.497445 \tabularnewline
21 & 0.059765 & 0.4591 & 0.323937 \tabularnewline
22 & 0.038276 & 0.294 & 0.384893 \tabularnewline
23 & -0.136515 & -1.0486 & 0.149321 \tabularnewline
24 & 0.074123 & 0.5694 & 0.28564 \tabularnewline
25 & 0.00044 & 0.0034 & 0.498657 \tabularnewline
26 & 0.019531 & 0.15 & 0.440629 \tabularnewline
27 & 0.013661 & 0.1049 & 0.458392 \tabularnewline
28 & -0.095207 & -0.7313 & 0.233745 \tabularnewline
29 & 0.05265 & 0.4044 & 0.343686 \tabularnewline
30 & 0.101322 & 0.7783 & 0.219761 \tabularnewline
31 & -0.157369 & -1.2088 & 0.115785 \tabularnewline
32 & 0.020941 & 0.1609 & 0.43638 \tabularnewline
33 & 0.070223 & 0.5394 & 0.295824 \tabularnewline
34 & -0.025512 & -0.196 & 0.422657 \tabularnewline
35 & -0.060562 & -0.4652 & 0.321756 \tabularnewline
36 & 0.076491 & 0.5875 & 0.279542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63254&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]-0.496746[/C][C]-3.8156[/C][C]0.000164[/C][/ROW]
[ROW][C]2[/C][C]-0.11246[/C][C]-0.8638[/C][C]0.195592[/C][/ROW]
[ROW][C]3[/C][C]0.220328[/C][C]1.6924[/C][C]0.047925[/C][/ROW]
[ROW][C]4[/C][C]-0.075836[/C][C]-0.5825[/C][C]0.281223[/C][/ROW]
[ROW][C]5[/C][C]-0.011651[/C][C]-0.0895[/C][C]0.464496[/C][/ROW]
[ROW][C]6[/C][C]-0.019363[/C][C]-0.1487[/C][C]0.441138[/C][/ROW]
[ROW][C]7[/C][C]0.025954[/C][C]0.1994[/C][C]0.421334[/C][/ROW]
[ROW][C]8[/C][C]0.036559[/C][C]0.2808[/C][C]0.389918[/C][/ROW]
[ROW][C]9[/C][C]-0.070589[/C][C]-0.5422[/C][C]0.294861[/C][/ROW]
[ROW][C]10[/C][C]0.191858[/C][C]1.4737[/C][C]0.072941[/C][/ROW]
[ROW][C]11[/C][C]-0.311248[/C][C]-2.3907[/C][C]0.010012[/C][/ROW]
[ROW][C]12[/C][C]0.199937[/C][C]1.5357[/C][C]0.064973[/C][/ROW]
[ROW][C]13[/C][C]-0.000876[/C][C]-0.0067[/C][C]0.497327[/C][/ROW]
[ROW][C]14[/C][C]-0.021396[/C][C]-0.1643[/C][C]0.435009[/C][/ROW]
[ROW][C]15[/C][C]-0.033694[/C][C]-0.2588[/C][C]0.398341[/C][/ROW]
[ROW][C]16[/C][C]-0.009997[/C][C]-0.0768[/C][C]0.469525[/C][/ROW]
[ROW][C]17[/C][C]0.042392[/C][C]0.3256[/C][C]0.372934[/C][/ROW]
[ROW][C]18[/C][C]0.050752[/C][C]0.3898[/C][C]0.349031[/C][/ROW]
[ROW][C]19[/C][C]-0.110584[/C][C]-0.8494[/C][C]0.199542[/C][/ROW]
[ROW][C]20[/C][C]-0.000837[/C][C]-0.0064[/C][C]0.497445[/C][/ROW]
[ROW][C]21[/C][C]0.059765[/C][C]0.4591[/C][C]0.323937[/C][/ROW]
[ROW][C]22[/C][C]0.038276[/C][C]0.294[/C][C]0.384893[/C][/ROW]
[ROW][C]23[/C][C]-0.136515[/C][C]-1.0486[/C][C]0.149321[/C][/ROW]
[ROW][C]24[/C][C]0.074123[/C][C]0.5694[/C][C]0.28564[/C][/ROW]
[ROW][C]25[/C][C]0.00044[/C][C]0.0034[/C][C]0.498657[/C][/ROW]
[ROW][C]26[/C][C]0.019531[/C][C]0.15[/C][C]0.440629[/C][/ROW]
[ROW][C]27[/C][C]0.013661[/C][C]0.1049[/C][C]0.458392[/C][/ROW]
[ROW][C]28[/C][C]-0.095207[/C][C]-0.7313[/C][C]0.233745[/C][/ROW]
[ROW][C]29[/C][C]0.05265[/C][C]0.4044[/C][C]0.343686[/C][/ROW]
[ROW][C]30[/C][C]0.101322[/C][C]0.7783[/C][C]0.219761[/C][/ROW]
[ROW][C]31[/C][C]-0.157369[/C][C]-1.2088[/C][C]0.115785[/C][/ROW]
[ROW][C]32[/C][C]0.020941[/C][C]0.1609[/C][C]0.43638[/C][/ROW]
[ROW][C]33[/C][C]0.070223[/C][C]0.5394[/C][C]0.295824[/C][/ROW]
[ROW][C]34[/C][C]-0.025512[/C][C]-0.196[/C][C]0.422657[/C][/ROW]
[ROW][C]35[/C][C]-0.060562[/C][C]-0.4652[/C][C]0.321756[/C][/ROW]
[ROW][C]36[/C][C]0.076491[/C][C]0.5875[/C][C]0.279542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63254&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63254&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	-0.496746	-3.8156	0.000164
2	-0.11246	-0.8638	0.195592
3	0.220328	1.6924	0.047925
4	-0.075836	-0.5825	0.281223
5	-0.011651	-0.0895	0.464496
6	-0.019363	-0.1487	0.441138
7	0.025954	0.1994	0.421334
8	0.036559	0.2808	0.389918
9	-0.070589	-0.5422	0.294861
10	0.191858	1.4737	0.072941
11	-0.311248	-2.3907	0.010012
12	0.199937	1.5357	0.064973
13	-0.000876	-0.0067	0.497327
14	-0.021396	-0.1643	0.435009
15	-0.033694	-0.2588	0.398341
16	-0.009997	-0.0768	0.469525
17	0.042392	0.3256	0.372934
18	0.050752	0.3898	0.349031
19	-0.110584	-0.8494	0.199542
20	-0.000837	-0.0064	0.497445
21	0.059765	0.4591	0.323937
22	0.038276	0.294	0.384893
23	-0.136515	-1.0486	0.149321
24	0.074123	0.5694	0.28564
25	0.00044	0.0034	0.498657
26	0.019531	0.15	0.440629
27	0.013661	0.1049	0.458392
28	-0.095207	-0.7313	0.233745
29	0.05265	0.4044	0.343686
30	0.101322	0.7783	0.219761
31	-0.157369	-1.2088	0.115785
32	0.020941	0.1609	0.43638
33	0.070223	0.5394	0.295824
34	-0.025512	-0.196	0.422657
35	-0.060562	-0.4652	0.321756
36	0.076491	0.5875	0.279542

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.496746	-3.8156	0.000164
2	-0.476892	-3.6631	0.000267
3	-0.170244	-1.3077	0.098029
4	-0.085921	-0.66	0.255919
5	-0.000481	-0.0037	0.498531
6	-0.063357	-0.4867	0.314152
7	-0.047401	-0.3641	0.358544
8	0.027223	0.2091	0.417542
9	-0.011072	-0.085	0.466256
10	0.282697	2.1714	0.016965
11	-0.127109	-0.9763	0.16644
12	0.006863	0.0527	0.479068
13	-0.076386	-0.5867	0.279811
14	0.136312	1.047	0.149678
15	0.019562	0.1503	0.440537
16	-0.04235	-0.3253	0.373054
17	-0.099104	-0.7612	0.224775
18	0.067589	0.5192	0.302796
19	0.053054	0.4075	0.342552
20	-0.113832	-0.8744	0.192733
21	-0.027698	-0.2127	0.416128
22	-0.047631	-0.3659	0.357889
23	-0.026626	-0.2045	0.419327
24	-0.064626	-0.4964	0.310728
25	-0.034623	-0.2659	0.395605
26	-0.011802	-0.0907	0.464037
27	0.098637	0.7576	0.22584
28	-0.048218	-0.3704	0.356216
29	0.000956	0.0073	0.497082
30	0.114304	0.878	0.191756
31	-0.045382	-0.3486	0.364321
32	-0.07053	-0.5418	0.295015
33	-0.018204	-0.1398	0.444636
34	-0.007981	-0.0613	0.475663
35	-0.10822	-0.8313	0.204591
36	-0.020733	-0.1593	0.437006

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.496746 & -3.8156 & 0.000164 \tabularnewline
2 & -0.476892 & -3.6631 & 0.000267 \tabularnewline
3 & -0.170244 & -1.3077 & 0.098029 \tabularnewline
4 & -0.085921 & -0.66 & 0.255919 \tabularnewline
5 & -0.000481 & -0.0037 & 0.498531 \tabularnewline
6 & -0.063357 & -0.4867 & 0.314152 \tabularnewline
7 & -0.047401 & -0.3641 & 0.358544 \tabularnewline
8 & 0.027223 & 0.2091 & 0.417542 \tabularnewline
9 & -0.011072 & -0.085 & 0.466256 \tabularnewline
10 & 0.282697 & 2.1714 & 0.016965 \tabularnewline
11 & -0.127109 & -0.9763 & 0.16644 \tabularnewline
12 & 0.006863 & 0.0527 & 0.479068 \tabularnewline
13 & -0.076386 & -0.5867 & 0.279811 \tabularnewline
14 & 0.136312 & 1.047 & 0.149678 \tabularnewline
15 & 0.019562 & 0.1503 & 0.440537 \tabularnewline
16 & -0.04235 & -0.3253 & 0.373054 \tabularnewline
17 & -0.099104 & -0.7612 & 0.224775 \tabularnewline
18 & 0.067589 & 0.5192 & 0.302796 \tabularnewline
19 & 0.053054 & 0.4075 & 0.342552 \tabularnewline
20 & -0.113832 & -0.8744 & 0.192733 \tabularnewline
21 & -0.027698 & -0.2127 & 0.416128 \tabularnewline
22 & -0.047631 & -0.3659 & 0.357889 \tabularnewline
23 & -0.026626 & -0.2045 & 0.419327 \tabularnewline
24 & -0.064626 & -0.4964 & 0.310728 \tabularnewline
25 & -0.034623 & -0.2659 & 0.395605 \tabularnewline
26 & -0.011802 & -0.0907 & 0.464037 \tabularnewline
27 & 0.098637 & 0.7576 & 0.22584 \tabularnewline
28 & -0.048218 & -0.3704 & 0.356216 \tabularnewline
29 & 0.000956 & 0.0073 & 0.497082 \tabularnewline
30 & 0.114304 & 0.878 & 0.191756 \tabularnewline
31 & -0.045382 & -0.3486 & 0.364321 \tabularnewline
32 & -0.07053 & -0.5418 & 0.295015 \tabularnewline
33 & -0.018204 & -0.1398 & 0.444636 \tabularnewline
34 & -0.007981 & -0.0613 & 0.475663 \tabularnewline
35 & -0.10822 & -0.8313 & 0.204591 \tabularnewline
36 & -0.020733 & -0.1593 & 0.437006 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63254&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]-0.496746[/C][C]-3.8156[/C][C]0.000164[/C][/ROW]
[ROW][C]2[/C][C]-0.476892[/C][C]-3.6631[/C][C]0.000267[/C][/ROW]
[ROW][C]3[/C][C]-0.170244[/C][C]-1.3077[/C][C]0.098029[/C][/ROW]
[ROW][C]4[/C][C]-0.085921[/C][C]-0.66[/C][C]0.255919[/C][/ROW]
[ROW][C]5[/C][C]-0.000481[/C][C]-0.0037[/C][C]0.498531[/C][/ROW]
[ROW][C]6[/C][C]-0.063357[/C][C]-0.4867[/C][C]0.314152[/C][/ROW]
[ROW][C]7[/C][C]-0.047401[/C][C]-0.3641[/C][C]0.358544[/C][/ROW]
[ROW][C]8[/C][C]0.027223[/C][C]0.2091[/C][C]0.417542[/C][/ROW]
[ROW][C]9[/C][C]-0.011072[/C][C]-0.085[/C][C]0.466256[/C][/ROW]
[ROW][C]10[/C][C]0.282697[/C][C]2.1714[/C][C]0.016965[/C][/ROW]
[ROW][C]11[/C][C]-0.127109[/C][C]-0.9763[/C][C]0.16644[/C][/ROW]
[ROW][C]12[/C][C]0.006863[/C][C]0.0527[/C][C]0.479068[/C][/ROW]
[ROW][C]13[/C][C]-0.076386[/C][C]-0.5867[/C][C]0.279811[/C][/ROW]
[ROW][C]14[/C][C]0.136312[/C][C]1.047[/C][C]0.149678[/C][/ROW]
[ROW][C]15[/C][C]0.019562[/C][C]0.1503[/C][C]0.440537[/C][/ROW]
[ROW][C]16[/C][C]-0.04235[/C][C]-0.3253[/C][C]0.373054[/C][/ROW]
[ROW][C]17[/C][C]-0.099104[/C][C]-0.7612[/C][C]0.224775[/C][/ROW]
[ROW][C]18[/C][C]0.067589[/C][C]0.5192[/C][C]0.302796[/C][/ROW]
[ROW][C]19[/C][C]0.053054[/C][C]0.4075[/C][C]0.342552[/C][/ROW]
[ROW][C]20[/C][C]-0.113832[/C][C]-0.8744[/C][C]0.192733[/C][/ROW]
[ROW][C]21[/C][C]-0.027698[/C][C]-0.2127[/C][C]0.416128[/C][/ROW]
[ROW][C]22[/C][C]-0.047631[/C][C]-0.3659[/C][C]0.357889[/C][/ROW]
[ROW][C]23[/C][C]-0.026626[/C][C]-0.2045[/C][C]0.419327[/C][/ROW]
[ROW][C]24[/C][C]-0.064626[/C][C]-0.4964[/C][C]0.310728[/C][/ROW]
[ROW][C]25[/C][C]-0.034623[/C][C]-0.2659[/C][C]0.395605[/C][/ROW]
[ROW][C]26[/C][C]-0.011802[/C][C]-0.0907[/C][C]0.464037[/C][/ROW]
[ROW][C]27[/C][C]0.098637[/C][C]0.7576[/C][C]0.22584[/C][/ROW]
[ROW][C]28[/C][C]-0.048218[/C][C]-0.3704[/C][C]0.356216[/C][/ROW]
[ROW][C]29[/C][C]0.000956[/C][C]0.0073[/C][C]0.497082[/C][/ROW]
[ROW][C]30[/C][C]0.114304[/C][C]0.878[/C][C]0.191756[/C][/ROW]
[ROW][C]31[/C][C]-0.045382[/C][C]-0.3486[/C][C]0.364321[/C][/ROW]
[ROW][C]32[/C][C]-0.07053[/C][C]-0.5418[/C][C]0.295015[/C][/ROW]
[ROW][C]33[/C][C]-0.018204[/C][C]-0.1398[/C][C]0.444636[/C][/ROW]
[ROW][C]34[/C][C]-0.007981[/C][C]-0.0613[/C][C]0.475663[/C][/ROW]
[ROW][C]35[/C][C]-0.10822[/C][C]-0.8313[/C][C]0.204591[/C][/ROW]
[ROW][C]36[/C][C]-0.020733[/C][C]-0.1593[/C][C]0.437006[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63254&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63254&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	-0.496746	-3.8156	0.000164
2	-0.476892	-3.6631	0.000267
3	-0.170244	-1.3077	0.098029
4	-0.085921	-0.66	0.255919
5	-0.000481	-0.0037	0.498531
6	-0.063357	-0.4867	0.314152
7	-0.047401	-0.3641	0.358544
8	0.027223	0.2091	0.417542
9	-0.011072	-0.085	0.466256
10	0.282697	2.1714	0.016965
11	-0.127109	-0.9763	0.16644
12	0.006863	0.0527	0.479068
13	-0.076386	-0.5867	0.279811
14	0.136312	1.047	0.149678
15	0.019562	0.1503	0.440537
16	-0.04235	-0.3253	0.373054
17	-0.099104	-0.7612	0.224775
18	0.067589	0.5192	0.302796
19	0.053054	0.4075	0.342552
20	-0.113832	-0.8744	0.192733
21	-0.027698	-0.2127	0.416128
22	-0.047631	-0.3659	0.357889
23	-0.026626	-0.2045	0.419327
24	-0.064626	-0.4964	0.310728
25	-0.034623	-0.2659	0.395605
26	-0.011802	-0.0907	0.464037
27	0.098637	0.7576	0.22584
28	-0.048218	-0.3704	0.356216
29	0.000956	0.0073	0.497082
30	0.114304	0.878	0.191756
31	-0.045382	-0.3486	0.364321
32	-0.07053	-0.5418	0.295015
33	-0.018204	-0.1398	0.444636
34	-0.007981	-0.0613	0.475663
35	-0.10822	-0.8313	0.204591
36	-0.020733	-0.1593	0.437006

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; 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