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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 04:19:29 -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/04/t1259925840qf0ub1gr81gaji0.htm/, Retrieved Sun, 28 Apr 2024 09:13:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63290, Retrieved Sun, 28 Apr 2024 09:13:41 +0000

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Estimated Impact

138

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 14:48:46] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [Ws 9 d=1 en D=0] [2009-12-02 18:44:33] [616e2df490b611f6cb7080068870ecbd]
-   PD        [(Partial) Autocorrelation Function] [Workshop 9] [2009-12-04 11:19:29] [ee8fc1691ecec7724e0ca78f0c288737] [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=63290&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=63290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63290&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	0.220798	1.5297	0.066323
2	-0.030553	-0.2117	0.416627
3	0.103615	0.7179	0.238161
4	0.183743	1.273	0.104573
5	0.150256	1.041	0.151545
6	-0.08204	-0.5684	0.286209
7	-0.133889	-0.9276	0.179126
8	-0.240114	-1.6636	0.051359
9	-0.193472	-1.3404	0.093211
10	-0.071987	-0.4987	0.31012
11	0.076486	0.5299	0.299309
12	-0.181056	-1.2544	0.107886
13	-0.168017	-1.1641	0.125077
14	0.107142	0.7423	0.230761
15	0.062434	0.4326	0.333638
16	-0.063226	-0.438	0.33166
17	0.097089	0.6727	0.252197
18	0.081489	0.5646	0.287497
19	-0.049045	-0.3398	0.367748
20	-0.045231	-0.3134	0.37768
21	0.093769	0.6496	0.259508
22	0.097694	0.6768	0.250878
23	-0.054526	-0.3778	0.353635
24	-0.195211	-1.3525	0.091283
25	-0.017637	-0.1222	0.451628
26	0.093331	0.6466	0.260481
27	-0.109388	-0.7579	0.226119
28	-0.046214	-0.3202	0.375111
29	-0.182165	-1.2621	0.10651
30	-0.133677	-0.9261	0.179504
31	-0.08941	-0.6194	0.269275
32	-0.055327	-0.3833	0.351589
33	-0.11045	-0.7652	0.223944
34	-0.124688	-0.8639	0.195979
35	-0.007327	-0.0508	0.479864
36	0.028921	0.2004	0.421019

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.220798 & 1.5297 & 0.066323 \tabularnewline
2 & -0.030553 & -0.2117 & 0.416627 \tabularnewline
3 & 0.103615 & 0.7179 & 0.238161 \tabularnewline
4 & 0.183743 & 1.273 & 0.104573 \tabularnewline
5 & 0.150256 & 1.041 & 0.151545 \tabularnewline
6 & -0.08204 & -0.5684 & 0.286209 \tabularnewline
7 & -0.133889 & -0.9276 & 0.179126 \tabularnewline
8 & -0.240114 & -1.6636 & 0.051359 \tabularnewline
9 & -0.193472 & -1.3404 & 0.093211 \tabularnewline
10 & -0.071987 & -0.4987 & 0.31012 \tabularnewline
11 & 0.076486 & 0.5299 & 0.299309 \tabularnewline
12 & -0.181056 & -1.2544 & 0.107886 \tabularnewline
13 & -0.168017 & -1.1641 & 0.125077 \tabularnewline
14 & 0.107142 & 0.7423 & 0.230761 \tabularnewline
15 & 0.062434 & 0.4326 & 0.333638 \tabularnewline
16 & -0.063226 & -0.438 & 0.33166 \tabularnewline
17 & 0.097089 & 0.6727 & 0.252197 \tabularnewline
18 & 0.081489 & 0.5646 & 0.287497 \tabularnewline
19 & -0.049045 & -0.3398 & 0.367748 \tabularnewline
20 & -0.045231 & -0.3134 & 0.37768 \tabularnewline
21 & 0.093769 & 0.6496 & 0.259508 \tabularnewline
22 & 0.097694 & 0.6768 & 0.250878 \tabularnewline
23 & -0.054526 & -0.3778 & 0.353635 \tabularnewline
24 & -0.195211 & -1.3525 & 0.091283 \tabularnewline
25 & -0.017637 & -0.1222 & 0.451628 \tabularnewline
26 & 0.093331 & 0.6466 & 0.260481 \tabularnewline
27 & -0.109388 & -0.7579 & 0.226119 \tabularnewline
28 & -0.046214 & -0.3202 & 0.375111 \tabularnewline
29 & -0.182165 & -1.2621 & 0.10651 \tabularnewline
30 & -0.133677 & -0.9261 & 0.179504 \tabularnewline
31 & -0.08941 & -0.6194 & 0.269275 \tabularnewline
32 & -0.055327 & -0.3833 & 0.351589 \tabularnewline
33 & -0.11045 & -0.7652 & 0.223944 \tabularnewline
34 & -0.124688 & -0.8639 & 0.195979 \tabularnewline
35 & -0.007327 & -0.0508 & 0.479864 \tabularnewline
36 & 0.028921 & 0.2004 & 0.421019 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63290&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]0.220798[/C][C]1.5297[/C][C]0.066323[/C][/ROW]
[ROW][C]2[/C][C]-0.030553[/C][C]-0.2117[/C][C]0.416627[/C][/ROW]
[ROW][C]3[/C][C]0.103615[/C][C]0.7179[/C][C]0.238161[/C][/ROW]
[ROW][C]4[/C][C]0.183743[/C][C]1.273[/C][C]0.104573[/C][/ROW]
[ROW][C]5[/C][C]0.150256[/C][C]1.041[/C][C]0.151545[/C][/ROW]
[ROW][C]6[/C][C]-0.08204[/C][C]-0.5684[/C][C]0.286209[/C][/ROW]
[ROW][C]7[/C][C]-0.133889[/C][C]-0.9276[/C][C]0.179126[/C][/ROW]
[ROW][C]8[/C][C]-0.240114[/C][C]-1.6636[/C][C]0.051359[/C][/ROW]
[ROW][C]9[/C][C]-0.193472[/C][C]-1.3404[/C][C]0.093211[/C][/ROW]
[ROW][C]10[/C][C]-0.071987[/C][C]-0.4987[/C][C]0.31012[/C][/ROW]
[ROW][C]11[/C][C]0.076486[/C][C]0.5299[/C][C]0.299309[/C][/ROW]
[ROW][C]12[/C][C]-0.181056[/C][C]-1.2544[/C][C]0.107886[/C][/ROW]
[ROW][C]13[/C][C]-0.168017[/C][C]-1.1641[/C][C]0.125077[/C][/ROW]
[ROW][C]14[/C][C]0.107142[/C][C]0.7423[/C][C]0.230761[/C][/ROW]
[ROW][C]15[/C][C]0.062434[/C][C]0.4326[/C][C]0.333638[/C][/ROW]
[ROW][C]16[/C][C]-0.063226[/C][C]-0.438[/C][C]0.33166[/C][/ROW]
[ROW][C]17[/C][C]0.097089[/C][C]0.6727[/C][C]0.252197[/C][/ROW]
[ROW][C]18[/C][C]0.081489[/C][C]0.5646[/C][C]0.287497[/C][/ROW]
[ROW][C]19[/C][C]-0.049045[/C][C]-0.3398[/C][C]0.367748[/C][/ROW]
[ROW][C]20[/C][C]-0.045231[/C][C]-0.3134[/C][C]0.37768[/C][/ROW]
[ROW][C]21[/C][C]0.093769[/C][C]0.6496[/C][C]0.259508[/C][/ROW]
[ROW][C]22[/C][C]0.097694[/C][C]0.6768[/C][C]0.250878[/C][/ROW]
[ROW][C]23[/C][C]-0.054526[/C][C]-0.3778[/C][C]0.353635[/C][/ROW]
[ROW][C]24[/C][C]-0.195211[/C][C]-1.3525[/C][C]0.091283[/C][/ROW]
[ROW][C]25[/C][C]-0.017637[/C][C]-0.1222[/C][C]0.451628[/C][/ROW]
[ROW][C]26[/C][C]0.093331[/C][C]0.6466[/C][C]0.260481[/C][/ROW]
[ROW][C]27[/C][C]-0.109388[/C][C]-0.7579[/C][C]0.226119[/C][/ROW]
[ROW][C]28[/C][C]-0.046214[/C][C]-0.3202[/C][C]0.375111[/C][/ROW]
[ROW][C]29[/C][C]-0.182165[/C][C]-1.2621[/C][C]0.10651[/C][/ROW]
[ROW][C]30[/C][C]-0.133677[/C][C]-0.9261[/C][C]0.179504[/C][/ROW]
[ROW][C]31[/C][C]-0.08941[/C][C]-0.6194[/C][C]0.269275[/C][/ROW]
[ROW][C]32[/C][C]-0.055327[/C][C]-0.3833[/C][C]0.351589[/C][/ROW]
[ROW][C]33[/C][C]-0.11045[/C][C]-0.7652[/C][C]0.223944[/C][/ROW]
[ROW][C]34[/C][C]-0.124688[/C][C]-0.8639[/C][C]0.195979[/C][/ROW]
[ROW][C]35[/C][C]-0.007327[/C][C]-0.0508[/C][C]0.479864[/C][/ROW]
[ROW][C]36[/C][C]0.028921[/C][C]0.2004[/C][C]0.421019[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63290&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	0.220798	1.5297	0.066323
2	-0.030553	-0.2117	0.416627
3	0.103615	0.7179	0.238161
4	0.183743	1.273	0.104573
5	0.150256	1.041	0.151545
6	-0.08204	-0.5684	0.286209
7	-0.133889	-0.9276	0.179126
8	-0.240114	-1.6636	0.051359
9	-0.193472	-1.3404	0.093211
10	-0.071987	-0.4987	0.31012
11	0.076486	0.5299	0.299309
12	-0.181056	-1.2544	0.107886
13	-0.168017	-1.1641	0.125077
14	0.107142	0.7423	0.230761
15	0.062434	0.4326	0.333638
16	-0.063226	-0.438	0.33166
17	0.097089	0.6727	0.252197
18	0.081489	0.5646	0.287497
19	-0.049045	-0.3398	0.367748
20	-0.045231	-0.3134	0.37768
21	0.093769	0.6496	0.259508
22	0.097694	0.6768	0.250878
23	-0.054526	-0.3778	0.353635
24	-0.195211	-1.3525	0.091283
25	-0.017637	-0.1222	0.451628
26	0.093331	0.6466	0.260481
27	-0.109388	-0.7579	0.226119
28	-0.046214	-0.3202	0.375111
29	-0.182165	-1.2621	0.10651
30	-0.133677	-0.9261	0.179504
31	-0.08941	-0.6194	0.269275
32	-0.055327	-0.3833	0.351589
33	-0.11045	-0.7652	0.223944
34	-0.124688	-0.8639	0.195979
35	-0.007327	-0.0508	0.479864
36	0.028921	0.2004	0.421019

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.220798	1.5297	0.066323
2	-0.083369	-0.5776	0.283117
3	0.136911	0.9485	0.173802
4	0.133772	0.9268	0.179333
5	0.100638	0.6972	0.244507
6	-0.138869	-0.9621	0.170407
7	-0.112412	-0.7788	0.219957
8	-0.286401	-1.9842	0.026481
9	-0.155739	-1.079	0.142992
10	-0.017438	-0.1208	0.452172
11	0.24284	1.6824	0.049489
12	-0.094875	-0.6573	0.25706
13	0.038328	0.2655	0.395864
14	0.09679	0.6706	0.25285
15	-0.093644	-0.6488	0.259785
16	-0.196411	-1.3608	0.08997
17	0.160862	1.1145	0.13531
18	-0.03969	-0.275	0.392256
19	-0.059235	-0.4104	0.341671
20	-0.019151	-0.1327	0.4475
21	0.109346	0.7576	0.226205
22	-0.032413	-0.2246	0.411636
23	0.05006	0.3468	0.36512
24	-0.231687	-1.6052	0.057508
25	-0.022363	-0.1549	0.438762
26	0.085106	0.5896	0.279102
27	-0.065863	-0.4563	0.325111
28	-0.056338	-0.3903	0.349012
29	-0.121841	-0.8441	0.20139
30	-0.025218	-0.1747	0.431018
31	-0.203998	-1.4133	0.082004
32	-0.114681	-0.7945	0.215397
33	-0.066677	-0.462	0.323102
34	0.064662	0.448	0.328087
35	0.076712	0.5315	0.298771
36	-0.005401	-0.0374	0.485154

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.220798 & 1.5297 & 0.066323 \tabularnewline
2 & -0.083369 & -0.5776 & 0.283117 \tabularnewline
3 & 0.136911 & 0.9485 & 0.173802 \tabularnewline
4 & 0.133772 & 0.9268 & 0.179333 \tabularnewline
5 & 0.100638 & 0.6972 & 0.244507 \tabularnewline
6 & -0.138869 & -0.9621 & 0.170407 \tabularnewline
7 & -0.112412 & -0.7788 & 0.219957 \tabularnewline
8 & -0.286401 & -1.9842 & 0.026481 \tabularnewline
9 & -0.155739 & -1.079 & 0.142992 \tabularnewline
10 & -0.017438 & -0.1208 & 0.452172 \tabularnewline
11 & 0.24284 & 1.6824 & 0.049489 \tabularnewline
12 & -0.094875 & -0.6573 & 0.25706 \tabularnewline
13 & 0.038328 & 0.2655 & 0.395864 \tabularnewline
14 & 0.09679 & 0.6706 & 0.25285 \tabularnewline
15 & -0.093644 & -0.6488 & 0.259785 \tabularnewline
16 & -0.196411 & -1.3608 & 0.08997 \tabularnewline
17 & 0.160862 & 1.1145 & 0.13531 \tabularnewline
18 & -0.03969 & -0.275 & 0.392256 \tabularnewline
19 & -0.059235 & -0.4104 & 0.341671 \tabularnewline
20 & -0.019151 & -0.1327 & 0.4475 \tabularnewline
21 & 0.109346 & 0.7576 & 0.226205 \tabularnewline
22 & -0.032413 & -0.2246 & 0.411636 \tabularnewline
23 & 0.05006 & 0.3468 & 0.36512 \tabularnewline
24 & -0.231687 & -1.6052 & 0.057508 \tabularnewline
25 & -0.022363 & -0.1549 & 0.438762 \tabularnewline
26 & 0.085106 & 0.5896 & 0.279102 \tabularnewline
27 & -0.065863 & -0.4563 & 0.325111 \tabularnewline
28 & -0.056338 & -0.3903 & 0.349012 \tabularnewline
29 & -0.121841 & -0.8441 & 0.20139 \tabularnewline
30 & -0.025218 & -0.1747 & 0.431018 \tabularnewline
31 & -0.203998 & -1.4133 & 0.082004 \tabularnewline
32 & -0.114681 & -0.7945 & 0.215397 \tabularnewline
33 & -0.066677 & -0.462 & 0.323102 \tabularnewline
34 & 0.064662 & 0.448 & 0.328087 \tabularnewline
35 & 0.076712 & 0.5315 & 0.298771 \tabularnewline
36 & -0.005401 & -0.0374 & 0.485154 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63290&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]0.220798[/C][C]1.5297[/C][C]0.066323[/C][/ROW]
[ROW][C]2[/C][C]-0.083369[/C][C]-0.5776[/C][C]0.283117[/C][/ROW]
[ROW][C]3[/C][C]0.136911[/C][C]0.9485[/C][C]0.173802[/C][/ROW]
[ROW][C]4[/C][C]0.133772[/C][C]0.9268[/C][C]0.179333[/C][/ROW]
[ROW][C]5[/C][C]0.100638[/C][C]0.6972[/C][C]0.244507[/C][/ROW]
[ROW][C]6[/C][C]-0.138869[/C][C]-0.9621[/C][C]0.170407[/C][/ROW]
[ROW][C]7[/C][C]-0.112412[/C][C]-0.7788[/C][C]0.219957[/C][/ROW]
[ROW][C]8[/C][C]-0.286401[/C][C]-1.9842[/C][C]0.026481[/C][/ROW]
[ROW][C]9[/C][C]-0.155739[/C][C]-1.079[/C][C]0.142992[/C][/ROW]
[ROW][C]10[/C][C]-0.017438[/C][C]-0.1208[/C][C]0.452172[/C][/ROW]
[ROW][C]11[/C][C]0.24284[/C][C]1.6824[/C][C]0.049489[/C][/ROW]
[ROW][C]12[/C][C]-0.094875[/C][C]-0.6573[/C][C]0.25706[/C][/ROW]
[ROW][C]13[/C][C]0.038328[/C][C]0.2655[/C][C]0.395864[/C][/ROW]
[ROW][C]14[/C][C]0.09679[/C][C]0.6706[/C][C]0.25285[/C][/ROW]
[ROW][C]15[/C][C]-0.093644[/C][C]-0.6488[/C][C]0.259785[/C][/ROW]
[ROW][C]16[/C][C]-0.196411[/C][C]-1.3608[/C][C]0.08997[/C][/ROW]
[ROW][C]17[/C][C]0.160862[/C][C]1.1145[/C][C]0.13531[/C][/ROW]
[ROW][C]18[/C][C]-0.03969[/C][C]-0.275[/C][C]0.392256[/C][/ROW]
[ROW][C]19[/C][C]-0.059235[/C][C]-0.4104[/C][C]0.341671[/C][/ROW]
[ROW][C]20[/C][C]-0.019151[/C][C]-0.1327[/C][C]0.4475[/C][/ROW]
[ROW][C]21[/C][C]0.109346[/C][C]0.7576[/C][C]0.226205[/C][/ROW]
[ROW][C]22[/C][C]-0.032413[/C][C]-0.2246[/C][C]0.411636[/C][/ROW]
[ROW][C]23[/C][C]0.05006[/C][C]0.3468[/C][C]0.36512[/C][/ROW]
[ROW][C]24[/C][C]-0.231687[/C][C]-1.6052[/C][C]0.057508[/C][/ROW]
[ROW][C]25[/C][C]-0.022363[/C][C]-0.1549[/C][C]0.438762[/C][/ROW]
[ROW][C]26[/C][C]0.085106[/C][C]0.5896[/C][C]0.279102[/C][/ROW]
[ROW][C]27[/C][C]-0.065863[/C][C]-0.4563[/C][C]0.325111[/C][/ROW]
[ROW][C]28[/C][C]-0.056338[/C][C]-0.3903[/C][C]0.349012[/C][/ROW]
[ROW][C]29[/C][C]-0.121841[/C][C]-0.8441[/C][C]0.20139[/C][/ROW]
[ROW][C]30[/C][C]-0.025218[/C][C]-0.1747[/C][C]0.431018[/C][/ROW]
[ROW][C]31[/C][C]-0.203998[/C][C]-1.4133[/C][C]0.082004[/C][/ROW]
[ROW][C]32[/C][C]-0.114681[/C][C]-0.7945[/C][C]0.215397[/C][/ROW]
[ROW][C]33[/C][C]-0.066677[/C][C]-0.462[/C][C]0.323102[/C][/ROW]
[ROW][C]34[/C][C]0.064662[/C][C]0.448[/C][C]0.328087[/C][/ROW]
[ROW][C]35[/C][C]0.076712[/C][C]0.5315[/C][C]0.298771[/C][/ROW]
[ROW][C]36[/C][C]-0.005401[/C][C]-0.0374[/C][C]0.485154[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63290&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63290&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	0.220798	1.5297	0.066323
2	-0.083369	-0.5776	0.283117
3	0.136911	0.9485	0.173802
4	0.133772	0.9268	0.179333
5	0.100638	0.6972	0.244507
6	-0.138869	-0.9621	0.170407
7	-0.112412	-0.7788	0.219957
8	-0.286401	-1.9842	0.026481
9	-0.155739	-1.079	0.142992
10	-0.017438	-0.1208	0.452172
11	0.24284	1.6824	0.049489
12	-0.094875	-0.6573	0.25706
13	0.038328	0.2655	0.395864
14	0.09679	0.6706	0.25285
15	-0.093644	-0.6488	0.259785
16	-0.196411	-1.3608	0.08997
17	0.160862	1.1145	0.13531
18	-0.03969	-0.275	0.392256
19	-0.059235	-0.4104	0.341671
20	-0.019151	-0.1327	0.4475
21	0.109346	0.7576	0.226205
22	-0.032413	-0.2246	0.411636
23	0.05006	0.3468	0.36512
24	-0.231687	-1.6052	0.057508
25	-0.022363	-0.1549	0.438762
26	0.085106	0.5896	0.279102
27	-0.065863	-0.4563	0.325111
28	-0.056338	-0.3903	0.349012
29	-0.121841	-0.8441	0.20139
30	-0.025218	-0.1747	0.431018
31	-0.203998	-1.4133	0.082004
32	-0.114681	-0.7945	0.215397
33	-0.066677	-0.462	0.323102
34	0.064662	0.448	0.328087
35	0.076712	0.5315	0.298771
36	-0.005401	-0.0374	0.485154

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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