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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 04:50:43 -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/t1259927552joci2vn1adc2m3b.htm/, Retrieved Sun, 28 Apr 2024 16:32:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63320, Retrieved Sun, 28 Apr 2024 16:32:10 +0000

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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] [] [2009-12-04 11:50:43] [2f6049721194fa571920c3539d7b729e] [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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63320&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]0 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=63320&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63320&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.821024	6.4124	0
2	0.764774	5.9731	0
3	0.72721	5.6797	0
4	0.724326	5.6572	0
5	0.65213	5.0933	2e-06
6	0.549719	4.2934	3.2e-05
7	0.499375	3.9002	0.000121
8	0.456425	3.5648	0.000357
9	0.426303	3.3295	0.00074
10	0.32264	2.5199	0.007186
11	0.294148	2.2974	0.012522
12	0.255616	1.9964	0.025178
13	0.191003	1.4918	0.070455
14	0.110302	0.8615	0.196172
15	0.078644	0.6142	0.270673
16	0.016772	0.131	0.448106
17	-0.086797	-0.6779	0.250197
18	-0.102603	-0.8014	0.213019
19	-0.154435	-1.2062	0.116203
20	-0.157177	-1.2276	0.112158
21	-0.204828	-1.5998	0.05741
22	-0.211988	-1.6557	0.051462
23	-0.24374	-1.9037	0.030837
24	-0.236442	-1.8467	0.034824
25	-0.229427	-1.7919	0.039056
26	-0.244075	-1.9063	0.030663
27	-0.225438	-1.7607	0.041649
28	-0.250173	-1.9539	0.02765
29	-0.26194	-2.0458	0.022547
30	-0.231915	-1.8113	0.037508
31	-0.214907	-1.6785	0.049185
32	-0.249731	-1.9505	0.02786
33	-0.241322	-1.8848	0.032113
34	-0.237237	-1.8529	0.034369
35	-0.241656	-1.8874	0.031934
36	-0.254863	-1.9905	0.025508

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.821024 & 6.4124 & 0 \tabularnewline
2 & 0.764774 & 5.9731 & 0 \tabularnewline
3 & 0.72721 & 5.6797 & 0 \tabularnewline
4 & 0.724326 & 5.6572 & 0 \tabularnewline
5 & 0.65213 & 5.0933 & 2e-06 \tabularnewline
6 & 0.549719 & 4.2934 & 3.2e-05 \tabularnewline
7 & 0.499375 & 3.9002 & 0.000121 \tabularnewline
8 & 0.456425 & 3.5648 & 0.000357 \tabularnewline
9 & 0.426303 & 3.3295 & 0.00074 \tabularnewline
10 & 0.32264 & 2.5199 & 0.007186 \tabularnewline
11 & 0.294148 & 2.2974 & 0.012522 \tabularnewline
12 & 0.255616 & 1.9964 & 0.025178 \tabularnewline
13 & 0.191003 & 1.4918 & 0.070455 \tabularnewline
14 & 0.110302 & 0.8615 & 0.196172 \tabularnewline
15 & 0.078644 & 0.6142 & 0.270673 \tabularnewline
16 & 0.016772 & 0.131 & 0.448106 \tabularnewline
17 & -0.086797 & -0.6779 & 0.250197 \tabularnewline
18 & -0.102603 & -0.8014 & 0.213019 \tabularnewline
19 & -0.154435 & -1.2062 & 0.116203 \tabularnewline
20 & -0.157177 & -1.2276 & 0.112158 \tabularnewline
21 & -0.204828 & -1.5998 & 0.05741 \tabularnewline
22 & -0.211988 & -1.6557 & 0.051462 \tabularnewline
23 & -0.24374 & -1.9037 & 0.030837 \tabularnewline
24 & -0.236442 & -1.8467 & 0.034824 \tabularnewline
25 & -0.229427 & -1.7919 & 0.039056 \tabularnewline
26 & -0.244075 & -1.9063 & 0.030663 \tabularnewline
27 & -0.225438 & -1.7607 & 0.041649 \tabularnewline
28 & -0.250173 & -1.9539 & 0.02765 \tabularnewline
29 & -0.26194 & -2.0458 & 0.022547 \tabularnewline
30 & -0.231915 & -1.8113 & 0.037508 \tabularnewline
31 & -0.214907 & -1.6785 & 0.049185 \tabularnewline
32 & -0.249731 & -1.9505 & 0.02786 \tabularnewline
33 & -0.241322 & -1.8848 & 0.032113 \tabularnewline
34 & -0.237237 & -1.8529 & 0.034369 \tabularnewline
35 & -0.241656 & -1.8874 & 0.031934 \tabularnewline
36 & -0.254863 & -1.9905 & 0.025508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63320&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]0.821024[/C][C]6.4124[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.764774[/C][C]5.9731[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.72721[/C][C]5.6797[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.724326[/C][C]5.6572[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.65213[/C][C]5.0933[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.549719[/C][C]4.2934[/C][C]3.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.499375[/C][C]3.9002[/C][C]0.000121[/C][/ROW]
[ROW][C]8[/C][C]0.456425[/C][C]3.5648[/C][C]0.000357[/C][/ROW]
[ROW][C]9[/C][C]0.426303[/C][C]3.3295[/C][C]0.00074[/C][/ROW]
[ROW][C]10[/C][C]0.32264[/C][C]2.5199[/C][C]0.007186[/C][/ROW]
[ROW][C]11[/C][C]0.294148[/C][C]2.2974[/C][C]0.012522[/C][/ROW]
[ROW][C]12[/C][C]0.255616[/C][C]1.9964[/C][C]0.025178[/C][/ROW]
[ROW][C]13[/C][C]0.191003[/C][C]1.4918[/C][C]0.070455[/C][/ROW]
[ROW][C]14[/C][C]0.110302[/C][C]0.8615[/C][C]0.196172[/C][/ROW]
[ROW][C]15[/C][C]0.078644[/C][C]0.6142[/C][C]0.270673[/C][/ROW]
[ROW][C]16[/C][C]0.016772[/C][C]0.131[/C][C]0.448106[/C][/ROW]
[ROW][C]17[/C][C]-0.086797[/C][C]-0.6779[/C][C]0.250197[/C][/ROW]
[ROW][C]18[/C][C]-0.102603[/C][C]-0.8014[/C][C]0.213019[/C][/ROW]
[ROW][C]19[/C][C]-0.154435[/C][C]-1.2062[/C][C]0.116203[/C][/ROW]
[ROW][C]20[/C][C]-0.157177[/C][C]-1.2276[/C][C]0.112158[/C][/ROW]
[ROW][C]21[/C][C]-0.204828[/C][C]-1.5998[/C][C]0.05741[/C][/ROW]
[ROW][C]22[/C][C]-0.211988[/C][C]-1.6557[/C][C]0.051462[/C][/ROW]
[ROW][C]23[/C][C]-0.24374[/C][C]-1.9037[/C][C]0.030837[/C][/ROW]
[ROW][C]24[/C][C]-0.236442[/C][C]-1.8467[/C][C]0.034824[/C][/ROW]
[ROW][C]25[/C][C]-0.229427[/C][C]-1.7919[/C][C]0.039056[/C][/ROW]
[ROW][C]26[/C][C]-0.244075[/C][C]-1.9063[/C][C]0.030663[/C][/ROW]
[ROW][C]27[/C][C]-0.225438[/C][C]-1.7607[/C][C]0.041649[/C][/ROW]
[ROW][C]28[/C][C]-0.250173[/C][C]-1.9539[/C][C]0.02765[/C][/ROW]
[ROW][C]29[/C][C]-0.26194[/C][C]-2.0458[/C][C]0.022547[/C][/ROW]
[ROW][C]30[/C][C]-0.231915[/C][C]-1.8113[/C][C]0.037508[/C][/ROW]
[ROW][C]31[/C][C]-0.214907[/C][C]-1.6785[/C][C]0.049185[/C][/ROW]
[ROW][C]32[/C][C]-0.249731[/C][C]-1.9505[/C][C]0.02786[/C][/ROW]
[ROW][C]33[/C][C]-0.241322[/C][C]-1.8848[/C][C]0.032113[/C][/ROW]
[ROW][C]34[/C][C]-0.237237[/C][C]-1.8529[/C][C]0.034369[/C][/ROW]
[ROW][C]35[/C][C]-0.241656[/C][C]-1.8874[/C][C]0.031934[/C][/ROW]
[ROW][C]36[/C][C]-0.254863[/C][C]-1.9905[/C][C]0.025508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63320&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63320&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	0.821024	6.4124	0
2	0.764774	5.9731	0
3	0.72721	5.6797	0
4	0.724326	5.6572	0
5	0.65213	5.0933	2e-06
6	0.549719	4.2934	3.2e-05
7	0.499375	3.9002	0.000121
8	0.456425	3.5648	0.000357
9	0.426303	3.3295	0.00074
10	0.32264	2.5199	0.007186
11	0.294148	2.2974	0.012522
12	0.255616	1.9964	0.025178
13	0.191003	1.4918	0.070455
14	0.110302	0.8615	0.196172
15	0.078644	0.6142	0.270673
16	0.016772	0.131	0.448106
17	-0.086797	-0.6779	0.250197
18	-0.102603	-0.8014	0.213019
19	-0.154435	-1.2062	0.116203
20	-0.157177	-1.2276	0.112158
21	-0.204828	-1.5998	0.05741
22	-0.211988	-1.6557	0.051462
23	-0.24374	-1.9037	0.030837
24	-0.236442	-1.8467	0.034824
25	-0.229427	-1.7919	0.039056
26	-0.244075	-1.9063	0.030663
27	-0.225438	-1.7607	0.041649
28	-0.250173	-1.9539	0.02765
29	-0.26194	-2.0458	0.022547
30	-0.231915	-1.8113	0.037508
31	-0.214907	-1.6785	0.049185
32	-0.249731	-1.9505	0.02786
33	-0.241322	-1.8848	0.032113
34	-0.237237	-1.8529	0.034369
35	-0.241656	-1.8874	0.031934
36	-0.254863	-1.9905	0.025508

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.821024	6.4124	0
2	0.27827	2.1734	0.016823
3	0.15156	1.1837	0.120558
4	0.188979	1.476	0.072548
5	-0.100439	-0.7845	0.217904
6	-0.231627	-1.8091	0.037685
7	-0.042703	-0.3335	0.369941
8	-0.023836	-0.1862	0.426467
9	0.070412	0.5499	0.292185
10	-0.139274	-1.0878	0.140489
11	0.076412	0.5968	0.276427
12	-0.003398	-0.0265	0.489458
13	-0.148867	-1.1627	0.124742
14	-0.115323	-0.9007	0.185646
15	0.052063	0.4066	0.342854
16	-0.144085	-1.1253	0.132427
17	-0.234666	-1.8328	0.035857
18	0.179606	1.4028	0.082878
19	-0.008905	-0.0695	0.472391
20	0.06274	0.49	0.312942
21	0.064372	0.5028	0.308471
22	0.090497	0.7068	0.241189
23	-0.164046	-1.2812	0.102479
24	-0.035383	-0.2763	0.391607
25	0.139537	1.0898	0.14004
26	-0.018191	-0.1421	0.443744
27	-0.043248	-0.3378	0.368344
28	0.010291	0.0804	0.468099
29	-0.090702	-0.7084	0.240696
30	0.045926	0.3587	0.360532
31	0.003287	0.0257	0.489802
32	-0.081336	-0.6353	0.26382
33	-0.047529	-0.3712	0.355881
34	-0.136275	-1.0643	0.145685
35	-0.079285	-0.6192	0.269034
36	-0.078705	-0.6147	0.270518

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.821024 & 6.4124 & 0 \tabularnewline
2 & 0.27827 & 2.1734 & 0.016823 \tabularnewline
3 & 0.15156 & 1.1837 & 0.120558 \tabularnewline
4 & 0.188979 & 1.476 & 0.072548 \tabularnewline
5 & -0.100439 & -0.7845 & 0.217904 \tabularnewline
6 & -0.231627 & -1.8091 & 0.037685 \tabularnewline
7 & -0.042703 & -0.3335 & 0.369941 \tabularnewline
8 & -0.023836 & -0.1862 & 0.426467 \tabularnewline
9 & 0.070412 & 0.5499 & 0.292185 \tabularnewline
10 & -0.139274 & -1.0878 & 0.140489 \tabularnewline
11 & 0.076412 & 0.5968 & 0.276427 \tabularnewline
12 & -0.003398 & -0.0265 & 0.489458 \tabularnewline
13 & -0.148867 & -1.1627 & 0.124742 \tabularnewline
14 & -0.115323 & -0.9007 & 0.185646 \tabularnewline
15 & 0.052063 & 0.4066 & 0.342854 \tabularnewline
16 & -0.144085 & -1.1253 & 0.132427 \tabularnewline
17 & -0.234666 & -1.8328 & 0.035857 \tabularnewline
18 & 0.179606 & 1.4028 & 0.082878 \tabularnewline
19 & -0.008905 & -0.0695 & 0.472391 \tabularnewline
20 & 0.06274 & 0.49 & 0.312942 \tabularnewline
21 & 0.064372 & 0.5028 & 0.308471 \tabularnewline
22 & 0.090497 & 0.7068 & 0.241189 \tabularnewline
23 & -0.164046 & -1.2812 & 0.102479 \tabularnewline
24 & -0.035383 & -0.2763 & 0.391607 \tabularnewline
25 & 0.139537 & 1.0898 & 0.14004 \tabularnewline
26 & -0.018191 & -0.1421 & 0.443744 \tabularnewline
27 & -0.043248 & -0.3378 & 0.368344 \tabularnewline
28 & 0.010291 & 0.0804 & 0.468099 \tabularnewline
29 & -0.090702 & -0.7084 & 0.240696 \tabularnewline
30 & 0.045926 & 0.3587 & 0.360532 \tabularnewline
31 & 0.003287 & 0.0257 & 0.489802 \tabularnewline
32 & -0.081336 & -0.6353 & 0.26382 \tabularnewline
33 & -0.047529 & -0.3712 & 0.355881 \tabularnewline
34 & -0.136275 & -1.0643 & 0.145685 \tabularnewline
35 & -0.079285 & -0.6192 & 0.269034 \tabularnewline
36 & -0.078705 & -0.6147 & 0.270518 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63320&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]0.821024[/C][C]6.4124[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.27827[/C][C]2.1734[/C][C]0.016823[/C][/ROW]
[ROW][C]3[/C][C]0.15156[/C][C]1.1837[/C][C]0.120558[/C][/ROW]
[ROW][C]4[/C][C]0.188979[/C][C]1.476[/C][C]0.072548[/C][/ROW]
[ROW][C]5[/C][C]-0.100439[/C][C]-0.7845[/C][C]0.217904[/C][/ROW]
[ROW][C]6[/C][C]-0.231627[/C][C]-1.8091[/C][C]0.037685[/C][/ROW]
[ROW][C]7[/C][C]-0.042703[/C][C]-0.3335[/C][C]0.369941[/C][/ROW]
[ROW][C]8[/C][C]-0.023836[/C][C]-0.1862[/C][C]0.426467[/C][/ROW]
[ROW][C]9[/C][C]0.070412[/C][C]0.5499[/C][C]0.292185[/C][/ROW]
[ROW][C]10[/C][C]-0.139274[/C][C]-1.0878[/C][C]0.140489[/C][/ROW]
[ROW][C]11[/C][C]0.076412[/C][C]0.5968[/C][C]0.276427[/C][/ROW]
[ROW][C]12[/C][C]-0.003398[/C][C]-0.0265[/C][C]0.489458[/C][/ROW]
[ROW][C]13[/C][C]-0.148867[/C][C]-1.1627[/C][C]0.124742[/C][/ROW]
[ROW][C]14[/C][C]-0.115323[/C][C]-0.9007[/C][C]0.185646[/C][/ROW]
[ROW][C]15[/C][C]0.052063[/C][C]0.4066[/C][C]0.342854[/C][/ROW]
[ROW][C]16[/C][C]-0.144085[/C][C]-1.1253[/C][C]0.132427[/C][/ROW]
[ROW][C]17[/C][C]-0.234666[/C][C]-1.8328[/C][C]0.035857[/C][/ROW]
[ROW][C]18[/C][C]0.179606[/C][C]1.4028[/C][C]0.082878[/C][/ROW]
[ROW][C]19[/C][C]-0.008905[/C][C]-0.0695[/C][C]0.472391[/C][/ROW]
[ROW][C]20[/C][C]0.06274[/C][C]0.49[/C][C]0.312942[/C][/ROW]
[ROW][C]21[/C][C]0.064372[/C][C]0.5028[/C][C]0.308471[/C][/ROW]
[ROW][C]22[/C][C]0.090497[/C][C]0.7068[/C][C]0.241189[/C][/ROW]
[ROW][C]23[/C][C]-0.164046[/C][C]-1.2812[/C][C]0.102479[/C][/ROW]
[ROW][C]24[/C][C]-0.035383[/C][C]-0.2763[/C][C]0.391607[/C][/ROW]
[ROW][C]25[/C][C]0.139537[/C][C]1.0898[/C][C]0.14004[/C][/ROW]
[ROW][C]26[/C][C]-0.018191[/C][C]-0.1421[/C][C]0.443744[/C][/ROW]
[ROW][C]27[/C][C]-0.043248[/C][C]-0.3378[/C][C]0.368344[/C][/ROW]
[ROW][C]28[/C][C]0.010291[/C][C]0.0804[/C][C]0.468099[/C][/ROW]
[ROW][C]29[/C][C]-0.090702[/C][C]-0.7084[/C][C]0.240696[/C][/ROW]
[ROW][C]30[/C][C]0.045926[/C][C]0.3587[/C][C]0.360532[/C][/ROW]
[ROW][C]31[/C][C]0.003287[/C][C]0.0257[/C][C]0.489802[/C][/ROW]
[ROW][C]32[/C][C]-0.081336[/C][C]-0.6353[/C][C]0.26382[/C][/ROW]
[ROW][C]33[/C][C]-0.047529[/C][C]-0.3712[/C][C]0.355881[/C][/ROW]
[ROW][C]34[/C][C]-0.136275[/C][C]-1.0643[/C][C]0.145685[/C][/ROW]
[ROW][C]35[/C][C]-0.079285[/C][C]-0.6192[/C][C]0.269034[/C][/ROW]
[ROW][C]36[/C][C]-0.078705[/C][C]-0.6147[/C][C]0.270518[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63320&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63320&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	0.821024	6.4124	0
2	0.27827	2.1734	0.016823
3	0.15156	1.1837	0.120558
4	0.188979	1.476	0.072548
5	-0.100439	-0.7845	0.217904
6	-0.231627	-1.8091	0.037685
7	-0.042703	-0.3335	0.369941
8	-0.023836	-0.1862	0.426467
9	0.070412	0.5499	0.292185
10	-0.139274	-1.0878	0.140489
11	0.076412	0.5968	0.276427
12	-0.003398	-0.0265	0.489458
13	-0.148867	-1.1627	0.124742
14	-0.115323	-0.9007	0.185646
15	0.052063	0.4066	0.342854
16	-0.144085	-1.1253	0.132427
17	-0.234666	-1.8328	0.035857
18	0.179606	1.4028	0.082878
19	-0.008905	-0.0695	0.472391
20	0.06274	0.49	0.312942
21	0.064372	0.5028	0.308471
22	0.090497	0.7068	0.241189
23	-0.164046	-1.2812	0.102479
24	-0.035383	-0.2763	0.391607
25	0.139537	1.0898	0.14004
26	-0.018191	-0.1421	0.443744
27	-0.043248	-0.3378	0.368344
28	0.010291	0.0804	0.468099
29	-0.090702	-0.7084	0.240696
30	0.045926	0.3587	0.360532
31	0.003287	0.0257	0.489802
32	-0.081336	-0.6353	0.26382
33	-0.047529	-0.3712	0.355881
34	-0.136275	-1.0643	0.145685
35	-0.079285	-0.6192	0.269034
36	-0.078705	-0.6147	0.270518

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