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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:05:51 -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/t1259928404pwvthpuswgus0t7.htm/, Retrieved Sun, 28 Apr 2024 18:14:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63348, Retrieved Sun, 28 Apr 2024 18:14:21 +0000

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Estimated Impact

125

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]
- R  D      [(Partial) Autocorrelation Function] [Partial autocorre...] [2009-12-04 12:05:51] [4996e0131d5120d29a6e9a8dccb25dc3] [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=63348&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=63348&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63348&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	-0.257766	-1.7859	0.040221
2	0.070223	0.4865	0.314407
3	0.000227	0.0016	0.499377
4	-0.028159	-0.1951	0.423071
5	0.037263	0.2582	0.39869
6	-0.026225	-0.1817	0.428295
7	-0.013076	-0.0906	0.464096
8	-0.005278	-0.0366	0.485491
9	0.138584	0.9601	0.170898
10	-0.020022	-0.1387	0.445128
11	0.182661	1.2655	0.105898
12	-0.454893	-3.1516	0.001398
13	0.238805	1.6545	0.052277
14	-0.20895	-1.4476	0.077108
15	-0.00234	-0.0162	0.493567
16	0.135565	0.9392	0.17616
17	-0.004712	-0.0326	0.487045
18	-0.024769	-0.1716	0.432236
19	-0.067347	-0.4666	0.32145
20	0.06885	0.477	0.317762
21	-0.235498	-1.6316	0.054657
22	0.065528	0.454	0.32594
23	-0.040235	-0.2788	0.390816
24	0.036876	0.2555	0.399719
25	-0.154688	-1.0717	0.144605
26	0.172162	1.1928	0.11941
27	0.009609	0.0666	0.473598
28	-0.068869	-0.4771	0.317715
29	-0.102074	-0.7072	0.241434
30	-0.084542	-0.5857	0.280402
31	0.030195	0.2092	0.417591
32	-0.013541	-0.0938	0.462823
33	0.032376	0.2243	0.411735
34	-0.104372	-0.7231	0.236561
35	0.032584	0.2257	0.411178
36	0.055049	0.3814	0.352298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.257766 & -1.7859 & 0.040221 \tabularnewline
2 & 0.070223 & 0.4865 & 0.314407 \tabularnewline
3 & 0.000227 & 0.0016 & 0.499377 \tabularnewline
4 & -0.028159 & -0.1951 & 0.423071 \tabularnewline
5 & 0.037263 & 0.2582 & 0.39869 \tabularnewline
6 & -0.026225 & -0.1817 & 0.428295 \tabularnewline
7 & -0.013076 & -0.0906 & 0.464096 \tabularnewline
8 & -0.005278 & -0.0366 & 0.485491 \tabularnewline
9 & 0.138584 & 0.9601 & 0.170898 \tabularnewline
10 & -0.020022 & -0.1387 & 0.445128 \tabularnewline
11 & 0.182661 & 1.2655 & 0.105898 \tabularnewline
12 & -0.454893 & -3.1516 & 0.001398 \tabularnewline
13 & 0.238805 & 1.6545 & 0.052277 \tabularnewline
14 & -0.20895 & -1.4476 & 0.077108 \tabularnewline
15 & -0.00234 & -0.0162 & 0.493567 \tabularnewline
16 & 0.135565 & 0.9392 & 0.17616 \tabularnewline
17 & -0.004712 & -0.0326 & 0.487045 \tabularnewline
18 & -0.024769 & -0.1716 & 0.432236 \tabularnewline
19 & -0.067347 & -0.4666 & 0.32145 \tabularnewline
20 & 0.06885 & 0.477 & 0.317762 \tabularnewline
21 & -0.235498 & -1.6316 & 0.054657 \tabularnewline
22 & 0.065528 & 0.454 & 0.32594 \tabularnewline
23 & -0.040235 & -0.2788 & 0.390816 \tabularnewline
24 & 0.036876 & 0.2555 & 0.399719 \tabularnewline
25 & -0.154688 & -1.0717 & 0.144605 \tabularnewline
26 & 0.172162 & 1.1928 & 0.11941 \tabularnewline
27 & 0.009609 & 0.0666 & 0.473598 \tabularnewline
28 & -0.068869 & -0.4771 & 0.317715 \tabularnewline
29 & -0.102074 & -0.7072 & 0.241434 \tabularnewline
30 & -0.084542 & -0.5857 & 0.280402 \tabularnewline
31 & 0.030195 & 0.2092 & 0.417591 \tabularnewline
32 & -0.013541 & -0.0938 & 0.462823 \tabularnewline
33 & 0.032376 & 0.2243 & 0.411735 \tabularnewline
34 & -0.104372 & -0.7231 & 0.236561 \tabularnewline
35 & 0.032584 & 0.2257 & 0.411178 \tabularnewline
36 & 0.055049 & 0.3814 & 0.352298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63348&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]-0.257766[/C][C]-1.7859[/C][C]0.040221[/C][/ROW]
[ROW][C]2[/C][C]0.070223[/C][C]0.4865[/C][C]0.314407[/C][/ROW]
[ROW][C]3[/C][C]0.000227[/C][C]0.0016[/C][C]0.499377[/C][/ROW]
[ROW][C]4[/C][C]-0.028159[/C][C]-0.1951[/C][C]0.423071[/C][/ROW]
[ROW][C]5[/C][C]0.037263[/C][C]0.2582[/C][C]0.39869[/C][/ROW]
[ROW][C]6[/C][C]-0.026225[/C][C]-0.1817[/C][C]0.428295[/C][/ROW]
[ROW][C]7[/C][C]-0.013076[/C][C]-0.0906[/C][C]0.464096[/C][/ROW]
[ROW][C]8[/C][C]-0.005278[/C][C]-0.0366[/C][C]0.485491[/C][/ROW]
[ROW][C]9[/C][C]0.138584[/C][C]0.9601[/C][C]0.170898[/C][/ROW]
[ROW][C]10[/C][C]-0.020022[/C][C]-0.1387[/C][C]0.445128[/C][/ROW]
[ROW][C]11[/C][C]0.182661[/C][C]1.2655[/C][C]0.105898[/C][/ROW]
[ROW][C]12[/C][C]-0.454893[/C][C]-3.1516[/C][C]0.001398[/C][/ROW]
[ROW][C]13[/C][C]0.238805[/C][C]1.6545[/C][C]0.052277[/C][/ROW]
[ROW][C]14[/C][C]-0.20895[/C][C]-1.4476[/C][C]0.077108[/C][/ROW]
[ROW][C]15[/C][C]-0.00234[/C][C]-0.0162[/C][C]0.493567[/C][/ROW]
[ROW][C]16[/C][C]0.135565[/C][C]0.9392[/C][C]0.17616[/C][/ROW]
[ROW][C]17[/C][C]-0.004712[/C][C]-0.0326[/C][C]0.487045[/C][/ROW]
[ROW][C]18[/C][C]-0.024769[/C][C]-0.1716[/C][C]0.432236[/C][/ROW]
[ROW][C]19[/C][C]-0.067347[/C][C]-0.4666[/C][C]0.32145[/C][/ROW]
[ROW][C]20[/C][C]0.06885[/C][C]0.477[/C][C]0.317762[/C][/ROW]
[ROW][C]21[/C][C]-0.235498[/C][C]-1.6316[/C][C]0.054657[/C][/ROW]
[ROW][C]22[/C][C]0.065528[/C][C]0.454[/C][C]0.32594[/C][/ROW]
[ROW][C]23[/C][C]-0.040235[/C][C]-0.2788[/C][C]0.390816[/C][/ROW]
[ROW][C]24[/C][C]0.036876[/C][C]0.2555[/C][C]0.399719[/C][/ROW]
[ROW][C]25[/C][C]-0.154688[/C][C]-1.0717[/C][C]0.144605[/C][/ROW]
[ROW][C]26[/C][C]0.172162[/C][C]1.1928[/C][C]0.11941[/C][/ROW]
[ROW][C]27[/C][C]0.009609[/C][C]0.0666[/C][C]0.473598[/C][/ROW]
[ROW][C]28[/C][C]-0.068869[/C][C]-0.4771[/C][C]0.317715[/C][/ROW]
[ROW][C]29[/C][C]-0.102074[/C][C]-0.7072[/C][C]0.241434[/C][/ROW]
[ROW][C]30[/C][C]-0.084542[/C][C]-0.5857[/C][C]0.280402[/C][/ROW]
[ROW][C]31[/C][C]0.030195[/C][C]0.2092[/C][C]0.417591[/C][/ROW]
[ROW][C]32[/C][C]-0.013541[/C][C]-0.0938[/C][C]0.462823[/C][/ROW]
[ROW][C]33[/C][C]0.032376[/C][C]0.2243[/C][C]0.411735[/C][/ROW]
[ROW][C]34[/C][C]-0.104372[/C][C]-0.7231[/C][C]0.236561[/C][/ROW]
[ROW][C]35[/C][C]0.032584[/C][C]0.2257[/C][C]0.411178[/C][/ROW]
[ROW][C]36[/C][C]0.055049[/C][C]0.3814[/C][C]0.352298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63348&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63348&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	-0.257766	-1.7859	0.040221
2	0.070223	0.4865	0.314407
3	0.000227	0.0016	0.499377
4	-0.028159	-0.1951	0.423071
5	0.037263	0.2582	0.39869
6	-0.026225	-0.1817	0.428295
7	-0.013076	-0.0906	0.464096
8	-0.005278	-0.0366	0.485491
9	0.138584	0.9601	0.170898
10	-0.020022	-0.1387	0.445128
11	0.182661	1.2655	0.105898
12	-0.454893	-3.1516	0.001398
13	0.238805	1.6545	0.052277
14	-0.20895	-1.4476	0.077108
15	-0.00234	-0.0162	0.493567
16	0.135565	0.9392	0.17616
17	-0.004712	-0.0326	0.487045
18	-0.024769	-0.1716	0.432236
19	-0.067347	-0.4666	0.32145
20	0.06885	0.477	0.317762
21	-0.235498	-1.6316	0.054657
22	0.065528	0.454	0.32594
23	-0.040235	-0.2788	0.390816
24	0.036876	0.2555	0.399719
25	-0.154688	-1.0717	0.144605
26	0.172162	1.1928	0.11941
27	0.009609	0.0666	0.473598
28	-0.068869	-0.4771	0.317715
29	-0.102074	-0.7072	0.241434
30	-0.084542	-0.5857	0.280402
31	0.030195	0.2092	0.417591
32	-0.013541	-0.0938	0.462823
33	0.032376	0.2243	0.411735
34	-0.104372	-0.7231	0.236561
35	0.032584	0.2257	0.411178
36	0.055049	0.3814	0.352298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.257766	-1.7859	0.040221
2	0.004049	0.0281	0.488869
3	0.020672	0.1432	0.443359
4	-0.025108	-0.174	0.431316
5	0.024206	0.1677	0.43376
6	-0.00952	-0.066	0.473842
7	-0.025425	-0.1761	0.43046
8	-0.015925	-0.1103	0.456303
9	0.147158	1.0195	0.156529
10	0.054701	0.379	0.353187
11	0.196696	1.3628	0.08966
12	-0.415748	-2.8804	0.00296
13	0.0561	0.3887	0.349619
14	-0.189425	-1.3124	0.097818
15	-0.033141	-0.2296	0.409686
16	0.137259	0.951	0.173195
17	0.139833	0.9688	0.168753
18	-0.084824	-0.5877	0.279752
19	-0.155527	-1.0775	0.143316
20	-0.027481	-0.1904	0.424902
21	-0.190178	-1.3176	0.096947
22	0.004938	0.0342	0.486424
23	0.229997	1.5935	0.05881
24	-0.139913	-0.9693	0.168616
25	-0.132674	-0.9192	0.181296
26	-0.099001	-0.6859	0.248038
27	0.039059	0.2706	0.393927
28	0.072462	0.502	0.308971
29	-0.073907	-0.512	0.305485
30	-0.081463	-0.5644	0.287557
31	-0.124361	-0.8616	0.196596
32	0.00957	0.0663	0.473707
33	-0.230031	-1.5937	0.058784
34	0.021592	0.1496	0.440855
35	0.079464	0.5505	0.292251
36	-0.018228	-0.1263	0.450015

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.257766 & -1.7859 & 0.040221 \tabularnewline
2 & 0.004049 & 0.0281 & 0.488869 \tabularnewline
3 & 0.020672 & 0.1432 & 0.443359 \tabularnewline
4 & -0.025108 & -0.174 & 0.431316 \tabularnewline
5 & 0.024206 & 0.1677 & 0.43376 \tabularnewline
6 & -0.00952 & -0.066 & 0.473842 \tabularnewline
7 & -0.025425 & -0.1761 & 0.43046 \tabularnewline
8 & -0.015925 & -0.1103 & 0.456303 \tabularnewline
9 & 0.147158 & 1.0195 & 0.156529 \tabularnewline
10 & 0.054701 & 0.379 & 0.353187 \tabularnewline
11 & 0.196696 & 1.3628 & 0.08966 \tabularnewline
12 & -0.415748 & -2.8804 & 0.00296 \tabularnewline
13 & 0.0561 & 0.3887 & 0.349619 \tabularnewline
14 & -0.189425 & -1.3124 & 0.097818 \tabularnewline
15 & -0.033141 & -0.2296 & 0.409686 \tabularnewline
16 & 0.137259 & 0.951 & 0.173195 \tabularnewline
17 & 0.139833 & 0.9688 & 0.168753 \tabularnewline
18 & -0.084824 & -0.5877 & 0.279752 \tabularnewline
19 & -0.155527 & -1.0775 & 0.143316 \tabularnewline
20 & -0.027481 & -0.1904 & 0.424902 \tabularnewline
21 & -0.190178 & -1.3176 & 0.096947 \tabularnewline
22 & 0.004938 & 0.0342 & 0.486424 \tabularnewline
23 & 0.229997 & 1.5935 & 0.05881 \tabularnewline
24 & -0.139913 & -0.9693 & 0.168616 \tabularnewline
25 & -0.132674 & -0.9192 & 0.181296 \tabularnewline
26 & -0.099001 & -0.6859 & 0.248038 \tabularnewline
27 & 0.039059 & 0.2706 & 0.393927 \tabularnewline
28 & 0.072462 & 0.502 & 0.308971 \tabularnewline
29 & -0.073907 & -0.512 & 0.305485 \tabularnewline
30 & -0.081463 & -0.5644 & 0.287557 \tabularnewline
31 & -0.124361 & -0.8616 & 0.196596 \tabularnewline
32 & 0.00957 & 0.0663 & 0.473707 \tabularnewline
33 & -0.230031 & -1.5937 & 0.058784 \tabularnewline
34 & 0.021592 & 0.1496 & 0.440855 \tabularnewline
35 & 0.079464 & 0.5505 & 0.292251 \tabularnewline
36 & -0.018228 & -0.1263 & 0.450015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63348&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]-0.257766[/C][C]-1.7859[/C][C]0.040221[/C][/ROW]
[ROW][C]2[/C][C]0.004049[/C][C]0.0281[/C][C]0.488869[/C][/ROW]
[ROW][C]3[/C][C]0.020672[/C][C]0.1432[/C][C]0.443359[/C][/ROW]
[ROW][C]4[/C][C]-0.025108[/C][C]-0.174[/C][C]0.431316[/C][/ROW]
[ROW][C]5[/C][C]0.024206[/C][C]0.1677[/C][C]0.43376[/C][/ROW]
[ROW][C]6[/C][C]-0.00952[/C][C]-0.066[/C][C]0.473842[/C][/ROW]
[ROW][C]7[/C][C]-0.025425[/C][C]-0.1761[/C][C]0.43046[/C][/ROW]
[ROW][C]8[/C][C]-0.015925[/C][C]-0.1103[/C][C]0.456303[/C][/ROW]
[ROW][C]9[/C][C]0.147158[/C][C]1.0195[/C][C]0.156529[/C][/ROW]
[ROW][C]10[/C][C]0.054701[/C][C]0.379[/C][C]0.353187[/C][/ROW]
[ROW][C]11[/C][C]0.196696[/C][C]1.3628[/C][C]0.08966[/C][/ROW]
[ROW][C]12[/C][C]-0.415748[/C][C]-2.8804[/C][C]0.00296[/C][/ROW]
[ROW][C]13[/C][C]0.0561[/C][C]0.3887[/C][C]0.349619[/C][/ROW]
[ROW][C]14[/C][C]-0.189425[/C][C]-1.3124[/C][C]0.097818[/C][/ROW]
[ROW][C]15[/C][C]-0.033141[/C][C]-0.2296[/C][C]0.409686[/C][/ROW]
[ROW][C]16[/C][C]0.137259[/C][C]0.951[/C][C]0.173195[/C][/ROW]
[ROW][C]17[/C][C]0.139833[/C][C]0.9688[/C][C]0.168753[/C][/ROW]
[ROW][C]18[/C][C]-0.084824[/C][C]-0.5877[/C][C]0.279752[/C][/ROW]
[ROW][C]19[/C][C]-0.155527[/C][C]-1.0775[/C][C]0.143316[/C][/ROW]
[ROW][C]20[/C][C]-0.027481[/C][C]-0.1904[/C][C]0.424902[/C][/ROW]
[ROW][C]21[/C][C]-0.190178[/C][C]-1.3176[/C][C]0.096947[/C][/ROW]
[ROW][C]22[/C][C]0.004938[/C][C]0.0342[/C][C]0.486424[/C][/ROW]
[ROW][C]23[/C][C]0.229997[/C][C]1.5935[/C][C]0.05881[/C][/ROW]
[ROW][C]24[/C][C]-0.139913[/C][C]-0.9693[/C][C]0.168616[/C][/ROW]
[ROW][C]25[/C][C]-0.132674[/C][C]-0.9192[/C][C]0.181296[/C][/ROW]
[ROW][C]26[/C][C]-0.099001[/C][C]-0.6859[/C][C]0.248038[/C][/ROW]
[ROW][C]27[/C][C]0.039059[/C][C]0.2706[/C][C]0.393927[/C][/ROW]
[ROW][C]28[/C][C]0.072462[/C][C]0.502[/C][C]0.308971[/C][/ROW]
[ROW][C]29[/C][C]-0.073907[/C][C]-0.512[/C][C]0.305485[/C][/ROW]
[ROW][C]30[/C][C]-0.081463[/C][C]-0.5644[/C][C]0.287557[/C][/ROW]
[ROW][C]31[/C][C]-0.124361[/C][C]-0.8616[/C][C]0.196596[/C][/ROW]
[ROW][C]32[/C][C]0.00957[/C][C]0.0663[/C][C]0.473707[/C][/ROW]
[ROW][C]33[/C][C]-0.230031[/C][C]-1.5937[/C][C]0.058784[/C][/ROW]
[ROW][C]34[/C][C]0.021592[/C][C]0.1496[/C][C]0.440855[/C][/ROW]
[ROW][C]35[/C][C]0.079464[/C][C]0.5505[/C][C]0.292251[/C][/ROW]
[ROW][C]36[/C][C]-0.018228[/C][C]-0.1263[/C][C]0.450015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63348&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63348&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	-0.257766	-1.7859	0.040221
2	0.004049	0.0281	0.488869
3	0.020672	0.1432	0.443359
4	-0.025108	-0.174	0.431316
5	0.024206	0.1677	0.43376
6	-0.00952	-0.066	0.473842
7	-0.025425	-0.1761	0.43046
8	-0.015925	-0.1103	0.456303
9	0.147158	1.0195	0.156529
10	0.054701	0.379	0.353187
11	0.196696	1.3628	0.08966
12	-0.415748	-2.8804	0.00296
13	0.0561	0.3887	0.349619
14	-0.189425	-1.3124	0.097818
15	-0.033141	-0.2296	0.409686
16	0.137259	0.951	0.173195
17	0.139833	0.9688	0.168753
18	-0.084824	-0.5877	0.279752
19	-0.155527	-1.0775	0.143316
20	-0.027481	-0.1904	0.424902
21	-0.190178	-1.3176	0.096947
22	0.004938	0.0342	0.486424
23	0.229997	1.5935	0.05881
24	-0.139913	-0.9693	0.168616
25	-0.132674	-0.9192	0.181296
26	-0.099001	-0.6859	0.248038
27	0.039059	0.2706	0.393927
28	0.072462	0.502	0.308971
29	-0.073907	-0.512	0.305485
30	-0.081463	-0.5644	0.287557
31	-0.124361	-0.8616	0.196596
32	0.00957	0.0663	0.473707
33	-0.230031	-1.5937	0.058784
34	0.021592	0.1496	0.440855
35	0.079464	0.5505	0.292251
36	-0.018228	-0.1263	0.450015

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