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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:16:43 -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/t1259929052zmr999m0s60cah2.htm/, Retrieved Sat, 27 Apr 2024 20:42:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63377, Retrieved Sat, 27 Apr 2024 20:42:16 +0000

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Estimated Impact

108

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 9.3] [2009-12-04 12:16:43] [29af64a72952b0c5025d716b5179273f] [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=63377&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=63377&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63377&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	0.076818	0.595	0.277031
2	-0.207379	-1.6064	0.056724
3	0.058645	0.4543	0.32564
4	-0.008756	-0.0678	0.473076
5	0.24181	1.873	0.032968
6	0.32302	2.5021	0.007545
7	0.188087	1.4569	0.075176
8	-0.050881	-0.3941	0.347445
9	-0.045053	-0.349	0.364162
10	-0.208203	-1.6127	0.056025
11	0.082281	0.6373	0.263163
12	0.66467	5.1485	2e-06
13	-0.013131	-0.1017	0.459663
14	-0.226541	-1.7548	0.042201
15	-0.02089	-0.1618	0.435997
16	-0.084286	-0.6529	0.258164
17	0.14612	1.1318	0.131103
18	0.172254	1.3343	0.093578
19	0.062001	0.4803	0.316395
20	-0.13448	-1.0417	0.150871
21	-0.136071	-1.054	0.148054
22	-0.241317	-1.8692	0.033237
23	0.019959	0.1546	0.438827
24	0.356357	2.7603	0.003824
25	-0.084569	-0.6551	0.257463
26	-0.2458	-1.904	0.030857
27	-0.153622	-1.19	0.119376
28	-0.07915	-0.6131	0.271065
29	0.051405	0.3982	0.345954
30	0.022546	0.1746	0.430975
31	0.001061	0.0082	0.496734
32	-0.168031	-1.3016	0.09902
33	-0.187117	-1.4494	0.076216
34	-0.140416	-1.0877	0.140548
35	-0.054875	-0.4251	0.336156
36	0.171617	1.3293	0.094385

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076818 & 0.595 & 0.277031 \tabularnewline
2 & -0.207379 & -1.6064 & 0.056724 \tabularnewline
3 & 0.058645 & 0.4543 & 0.32564 \tabularnewline
4 & -0.008756 & -0.0678 & 0.473076 \tabularnewline
5 & 0.24181 & 1.873 & 0.032968 \tabularnewline
6 & 0.32302 & 2.5021 & 0.007545 \tabularnewline
7 & 0.188087 & 1.4569 & 0.075176 \tabularnewline
8 & -0.050881 & -0.3941 & 0.347445 \tabularnewline
9 & -0.045053 & -0.349 & 0.364162 \tabularnewline
10 & -0.208203 & -1.6127 & 0.056025 \tabularnewline
11 & 0.082281 & 0.6373 & 0.263163 \tabularnewline
12 & 0.66467 & 5.1485 & 2e-06 \tabularnewline
13 & -0.013131 & -0.1017 & 0.459663 \tabularnewline
14 & -0.226541 & -1.7548 & 0.042201 \tabularnewline
15 & -0.02089 & -0.1618 & 0.435997 \tabularnewline
16 & -0.084286 & -0.6529 & 0.258164 \tabularnewline
17 & 0.14612 & 1.1318 & 0.131103 \tabularnewline
18 & 0.172254 & 1.3343 & 0.093578 \tabularnewline
19 & 0.062001 & 0.4803 & 0.316395 \tabularnewline
20 & -0.13448 & -1.0417 & 0.150871 \tabularnewline
21 & -0.136071 & -1.054 & 0.148054 \tabularnewline
22 & -0.241317 & -1.8692 & 0.033237 \tabularnewline
23 & 0.019959 & 0.1546 & 0.438827 \tabularnewline
24 & 0.356357 & 2.7603 & 0.003824 \tabularnewline
25 & -0.084569 & -0.6551 & 0.257463 \tabularnewline
26 & -0.2458 & -1.904 & 0.030857 \tabularnewline
27 & -0.153622 & -1.19 & 0.119376 \tabularnewline
28 & -0.07915 & -0.6131 & 0.271065 \tabularnewline
29 & 0.051405 & 0.3982 & 0.345954 \tabularnewline
30 & 0.022546 & 0.1746 & 0.430975 \tabularnewline
31 & 0.001061 & 0.0082 & 0.496734 \tabularnewline
32 & -0.168031 & -1.3016 & 0.09902 \tabularnewline
33 & -0.187117 & -1.4494 & 0.076216 \tabularnewline
34 & -0.140416 & -1.0877 & 0.140548 \tabularnewline
35 & -0.054875 & -0.4251 & 0.336156 \tabularnewline
36 & 0.171617 & 1.3293 & 0.094385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63377&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]0.076818[/C][C]0.595[/C][C]0.277031[/C][/ROW]
[ROW][C]2[/C][C]-0.207379[/C][C]-1.6064[/C][C]0.056724[/C][/ROW]
[ROW][C]3[/C][C]0.058645[/C][C]0.4543[/C][C]0.32564[/C][/ROW]
[ROW][C]4[/C][C]-0.008756[/C][C]-0.0678[/C][C]0.473076[/C][/ROW]
[ROW][C]5[/C][C]0.24181[/C][C]1.873[/C][C]0.032968[/C][/ROW]
[ROW][C]6[/C][C]0.32302[/C][C]2.5021[/C][C]0.007545[/C][/ROW]
[ROW][C]7[/C][C]0.188087[/C][C]1.4569[/C][C]0.075176[/C][/ROW]
[ROW][C]8[/C][C]-0.050881[/C][C]-0.3941[/C][C]0.347445[/C][/ROW]
[ROW][C]9[/C][C]-0.045053[/C][C]-0.349[/C][C]0.364162[/C][/ROW]
[ROW][C]10[/C][C]-0.208203[/C][C]-1.6127[/C][C]0.056025[/C][/ROW]
[ROW][C]11[/C][C]0.082281[/C][C]0.6373[/C][C]0.263163[/C][/ROW]
[ROW][C]12[/C][C]0.66467[/C][C]5.1485[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.013131[/C][C]-0.1017[/C][C]0.459663[/C][/ROW]
[ROW][C]14[/C][C]-0.226541[/C][C]-1.7548[/C][C]0.042201[/C][/ROW]
[ROW][C]15[/C][C]-0.02089[/C][C]-0.1618[/C][C]0.435997[/C][/ROW]
[ROW][C]16[/C][C]-0.084286[/C][C]-0.6529[/C][C]0.258164[/C][/ROW]
[ROW][C]17[/C][C]0.14612[/C][C]1.1318[/C][C]0.131103[/C][/ROW]
[ROW][C]18[/C][C]0.172254[/C][C]1.3343[/C][C]0.093578[/C][/ROW]
[ROW][C]19[/C][C]0.062001[/C][C]0.4803[/C][C]0.316395[/C][/ROW]
[ROW][C]20[/C][C]-0.13448[/C][C]-1.0417[/C][C]0.150871[/C][/ROW]
[ROW][C]21[/C][C]-0.136071[/C][C]-1.054[/C][C]0.148054[/C][/ROW]
[ROW][C]22[/C][C]-0.241317[/C][C]-1.8692[/C][C]0.033237[/C][/ROW]
[ROW][C]23[/C][C]0.019959[/C][C]0.1546[/C][C]0.438827[/C][/ROW]
[ROW][C]24[/C][C]0.356357[/C][C]2.7603[/C][C]0.003824[/C][/ROW]
[ROW][C]25[/C][C]-0.084569[/C][C]-0.6551[/C][C]0.257463[/C][/ROW]
[ROW][C]26[/C][C]-0.2458[/C][C]-1.904[/C][C]0.030857[/C][/ROW]
[ROW][C]27[/C][C]-0.153622[/C][C]-1.19[/C][C]0.119376[/C][/ROW]
[ROW][C]28[/C][C]-0.07915[/C][C]-0.6131[/C][C]0.271065[/C][/ROW]
[ROW][C]29[/C][C]0.051405[/C][C]0.3982[/C][C]0.345954[/C][/ROW]
[ROW][C]30[/C][C]0.022546[/C][C]0.1746[/C][C]0.430975[/C][/ROW]
[ROW][C]31[/C][C]0.001061[/C][C]0.0082[/C][C]0.496734[/C][/ROW]
[ROW][C]32[/C][C]-0.168031[/C][C]-1.3016[/C][C]0.09902[/C][/ROW]
[ROW][C]33[/C][C]-0.187117[/C][C]-1.4494[/C][C]0.076216[/C][/ROW]
[ROW][C]34[/C][C]-0.140416[/C][C]-1.0877[/C][C]0.140548[/C][/ROW]
[ROW][C]35[/C][C]-0.054875[/C][C]-0.4251[/C][C]0.336156[/C][/ROW]
[ROW][C]36[/C][C]0.171617[/C][C]1.3293[/C][C]0.094385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63377&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63377&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	0.076818	0.595	0.277031
2	-0.207379	-1.6064	0.056724
3	0.058645	0.4543	0.32564
4	-0.008756	-0.0678	0.473076
5	0.24181	1.873	0.032968
6	0.32302	2.5021	0.007545
7	0.188087	1.4569	0.075176
8	-0.050881	-0.3941	0.347445
9	-0.045053	-0.349	0.364162
10	-0.208203	-1.6127	0.056025
11	0.082281	0.6373	0.263163
12	0.66467	5.1485	2e-06
13	-0.013131	-0.1017	0.459663
14	-0.226541	-1.7548	0.042201
15	-0.02089	-0.1618	0.435997
16	-0.084286	-0.6529	0.258164
17	0.14612	1.1318	0.131103
18	0.172254	1.3343	0.093578
19	0.062001	0.4803	0.316395
20	-0.13448	-1.0417	0.150871
21	-0.136071	-1.054	0.148054
22	-0.241317	-1.8692	0.033237
23	0.019959	0.1546	0.438827
24	0.356357	2.7603	0.003824
25	-0.084569	-0.6551	0.257463
26	-0.2458	-1.904	0.030857
27	-0.153622	-1.19	0.119376
28	-0.07915	-0.6131	0.271065
29	0.051405	0.3982	0.345954
30	0.022546	0.1746	0.430975
31	0.001061	0.0082	0.496734
32	-0.168031	-1.3016	0.09902
33	-0.187117	-1.4494	0.076216
34	-0.140416	-1.0877	0.140548
35	-0.054875	-0.4251	0.336156
36	0.171617	1.3293	0.094385

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.076818	0.595	0.277031
2	-0.214546	-1.6619	0.050878
3	0.099621	0.7717	0.221673
4	-0.074078	-0.5738	0.284123
5	0.305308	2.3649	0.010643
6	0.269807	2.0899	0.020436
7	0.337126	2.6114	0.005688
8	0.045363	0.3514	0.363266
9	0.070409	0.5454	0.293755
10	-0.456076	-3.5327	0.000399
11	-0.15128	-1.1718	0.122952
12	0.447502	3.4663	0.000491
13	-0.033608	-0.2603	0.397752
14	0.038348	0.297	0.383731
15	-0.034689	-0.2687	0.394542
16	-0.046676	-0.3616	0.359478
17	-0.087121	-0.6748	0.251187
18	-0.202428	-1.568	0.06107
19	-0.115624	-0.8956	0.187017
20	-0.145525	-1.1272	0.132065
21	0.005684	0.044	0.482515
22	-0.05272	-0.4084	0.342228
23	0.047871	0.3708	0.356042
24	-0.091026	-0.7051	0.241743
25	0.099141	0.7679	0.222767
26	-0.038145	-0.2955	0.384326
27	-0.081534	-0.6316	0.265036
28	0.068269	0.5288	0.299444
29	-0.055295	-0.4283	0.334978
30	-0.079857	-0.6186	0.269269
31	-0.029347	-0.2273	0.410474
32	-0.060043	-0.4651	0.321775
33	-0.041435	-0.321	0.37468
34	0.165723	1.2837	0.102093
35	-0.095644	-0.7409	0.230835
36	0.040391	0.3129	0.377734

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076818 & 0.595 & 0.277031 \tabularnewline
2 & -0.214546 & -1.6619 & 0.050878 \tabularnewline
3 & 0.099621 & 0.7717 & 0.221673 \tabularnewline
4 & -0.074078 & -0.5738 & 0.284123 \tabularnewline
5 & 0.305308 & 2.3649 & 0.010643 \tabularnewline
6 & 0.269807 & 2.0899 & 0.020436 \tabularnewline
7 & 0.337126 & 2.6114 & 0.005688 \tabularnewline
8 & 0.045363 & 0.3514 & 0.363266 \tabularnewline
9 & 0.070409 & 0.5454 & 0.293755 \tabularnewline
10 & -0.456076 & -3.5327 & 0.000399 \tabularnewline
11 & -0.15128 & -1.1718 & 0.122952 \tabularnewline
12 & 0.447502 & 3.4663 & 0.000491 \tabularnewline
13 & -0.033608 & -0.2603 & 0.397752 \tabularnewline
14 & 0.038348 & 0.297 & 0.383731 \tabularnewline
15 & -0.034689 & -0.2687 & 0.394542 \tabularnewline
16 & -0.046676 & -0.3616 & 0.359478 \tabularnewline
17 & -0.087121 & -0.6748 & 0.251187 \tabularnewline
18 & -0.202428 & -1.568 & 0.06107 \tabularnewline
19 & -0.115624 & -0.8956 & 0.187017 \tabularnewline
20 & -0.145525 & -1.1272 & 0.132065 \tabularnewline
21 & 0.005684 & 0.044 & 0.482515 \tabularnewline
22 & -0.05272 & -0.4084 & 0.342228 \tabularnewline
23 & 0.047871 & 0.3708 & 0.356042 \tabularnewline
24 & -0.091026 & -0.7051 & 0.241743 \tabularnewline
25 & 0.099141 & 0.7679 & 0.222767 \tabularnewline
26 & -0.038145 & -0.2955 & 0.384326 \tabularnewline
27 & -0.081534 & -0.6316 & 0.265036 \tabularnewline
28 & 0.068269 & 0.5288 & 0.299444 \tabularnewline
29 & -0.055295 & -0.4283 & 0.334978 \tabularnewline
30 & -0.079857 & -0.6186 & 0.269269 \tabularnewline
31 & -0.029347 & -0.2273 & 0.410474 \tabularnewline
32 & -0.060043 & -0.4651 & 0.321775 \tabularnewline
33 & -0.041435 & -0.321 & 0.37468 \tabularnewline
34 & 0.165723 & 1.2837 & 0.102093 \tabularnewline
35 & -0.095644 & -0.7409 & 0.230835 \tabularnewline
36 & 0.040391 & 0.3129 & 0.377734 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63377&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]0.076818[/C][C]0.595[/C][C]0.277031[/C][/ROW]
[ROW][C]2[/C][C]-0.214546[/C][C]-1.6619[/C][C]0.050878[/C][/ROW]
[ROW][C]3[/C][C]0.099621[/C][C]0.7717[/C][C]0.221673[/C][/ROW]
[ROW][C]4[/C][C]-0.074078[/C][C]-0.5738[/C][C]0.284123[/C][/ROW]
[ROW][C]5[/C][C]0.305308[/C][C]2.3649[/C][C]0.010643[/C][/ROW]
[ROW][C]6[/C][C]0.269807[/C][C]2.0899[/C][C]0.020436[/C][/ROW]
[ROW][C]7[/C][C]0.337126[/C][C]2.6114[/C][C]0.005688[/C][/ROW]
[ROW][C]8[/C][C]0.045363[/C][C]0.3514[/C][C]0.363266[/C][/ROW]
[ROW][C]9[/C][C]0.070409[/C][C]0.5454[/C][C]0.293755[/C][/ROW]
[ROW][C]10[/C][C]-0.456076[/C][C]-3.5327[/C][C]0.000399[/C][/ROW]
[ROW][C]11[/C][C]-0.15128[/C][C]-1.1718[/C][C]0.122952[/C][/ROW]
[ROW][C]12[/C][C]0.447502[/C][C]3.4663[/C][C]0.000491[/C][/ROW]
[ROW][C]13[/C][C]-0.033608[/C][C]-0.2603[/C][C]0.397752[/C][/ROW]
[ROW][C]14[/C][C]0.038348[/C][C]0.297[/C][C]0.383731[/C][/ROW]
[ROW][C]15[/C][C]-0.034689[/C][C]-0.2687[/C][C]0.394542[/C][/ROW]
[ROW][C]16[/C][C]-0.046676[/C][C]-0.3616[/C][C]0.359478[/C][/ROW]
[ROW][C]17[/C][C]-0.087121[/C][C]-0.6748[/C][C]0.251187[/C][/ROW]
[ROW][C]18[/C][C]-0.202428[/C][C]-1.568[/C][C]0.06107[/C][/ROW]
[ROW][C]19[/C][C]-0.115624[/C][C]-0.8956[/C][C]0.187017[/C][/ROW]
[ROW][C]20[/C][C]-0.145525[/C][C]-1.1272[/C][C]0.132065[/C][/ROW]
[ROW][C]21[/C][C]0.005684[/C][C]0.044[/C][C]0.482515[/C][/ROW]
[ROW][C]22[/C][C]-0.05272[/C][C]-0.4084[/C][C]0.342228[/C][/ROW]
[ROW][C]23[/C][C]0.047871[/C][C]0.3708[/C][C]0.356042[/C][/ROW]
[ROW][C]24[/C][C]-0.091026[/C][C]-0.7051[/C][C]0.241743[/C][/ROW]
[ROW][C]25[/C][C]0.099141[/C][C]0.7679[/C][C]0.222767[/C][/ROW]
[ROW][C]26[/C][C]-0.038145[/C][C]-0.2955[/C][C]0.384326[/C][/ROW]
[ROW][C]27[/C][C]-0.081534[/C][C]-0.6316[/C][C]0.265036[/C][/ROW]
[ROW][C]28[/C][C]0.068269[/C][C]0.5288[/C][C]0.299444[/C][/ROW]
[ROW][C]29[/C][C]-0.055295[/C][C]-0.4283[/C][C]0.334978[/C][/ROW]
[ROW][C]30[/C][C]-0.079857[/C][C]-0.6186[/C][C]0.269269[/C][/ROW]
[ROW][C]31[/C][C]-0.029347[/C][C]-0.2273[/C][C]0.410474[/C][/ROW]
[ROW][C]32[/C][C]-0.060043[/C][C]-0.4651[/C][C]0.321775[/C][/ROW]
[ROW][C]33[/C][C]-0.041435[/C][C]-0.321[/C][C]0.37468[/C][/ROW]
[ROW][C]34[/C][C]0.165723[/C][C]1.2837[/C][C]0.102093[/C][/ROW]
[ROW][C]35[/C][C]-0.095644[/C][C]-0.7409[/C][C]0.230835[/C][/ROW]
[ROW][C]36[/C][C]0.040391[/C][C]0.3129[/C][C]0.377734[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63377&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63377&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	0.076818	0.595	0.277031
2	-0.214546	-1.6619	0.050878
3	0.099621	0.7717	0.221673
4	-0.074078	-0.5738	0.284123
5	0.305308	2.3649	0.010643
6	0.269807	2.0899	0.020436
7	0.337126	2.6114	0.005688
8	0.045363	0.3514	0.363266
9	0.070409	0.5454	0.293755
10	-0.456076	-3.5327	0.000399
11	-0.15128	-1.1718	0.122952
12	0.447502	3.4663	0.000491
13	-0.033608	-0.2603	0.397752
14	0.038348	0.297	0.383731
15	-0.034689	-0.2687	0.394542
16	-0.046676	-0.3616	0.359478
17	-0.087121	-0.6748	0.251187
18	-0.202428	-1.568	0.06107
19	-0.115624	-0.8956	0.187017
20	-0.145525	-1.1272	0.132065
21	0.005684	0.044	0.482515
22	-0.05272	-0.4084	0.342228
23	0.047871	0.3708	0.356042
24	-0.091026	-0.7051	0.241743
25	0.099141	0.7679	0.222767
26	-0.038145	-0.2955	0.384326
27	-0.081534	-0.6316	0.265036
28	0.068269	0.5288	0.299444
29	-0.055295	-0.4283	0.334978
30	-0.079857	-0.6186	0.269269
31	-0.029347	-0.2273	0.410474
32	-0.060043	-0.4651	0.321775
33	-0.041435	-0.321	0.37468
34	0.165723	1.2837	0.102093
35	-0.095644	-0.7409	0.230835
36	0.040391	0.3129	0.377734

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