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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:59:34 -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/t1259931602kvtqjbd5484z8g0.htm/, Retrieved Sun, 28 Apr 2024 14:45:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63446, Retrieved Sun, 28 Apr 2024 14:45:27 +0000

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User-defined keywords

Estimated Impact

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS7] [2009-11-27 12:44:42] [90e6802d28d0afa9b030a19cd25ed2b0]
-   P             [(Partial) Autocorrelation Function] [verbetering ] [2009-12-04 12:59:34] [5edea6bc5a9a9483633d9320282a2734] [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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63446&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63446&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63446&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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.126583	0.9805	0.165386
2	-0.163188	-1.2641	0.10555
3	-0.136333	-1.056	0.147594
4	-0.128844	-0.998	0.161139
5	0.133234	1.032	0.1531
6	0.244281	1.8922	0.031647
7	0.131355	1.0175	0.156507
8	-0.180806	-1.4005	0.083255
9	-0.194032	-1.503	0.069047
10	-0.216421	-1.6764	0.049433
11	0.131793	1.0209	0.155709
12	0.652731	5.056	2e-06
13	-0.014802	-0.1147	0.454549
14	-0.177994	-1.3787	0.086547
15	-0.166937	-1.2931	0.100469
16	-0.163152	-1.2638	0.105601
17	0.080087	0.6203	0.268689
18	0.137622	1.066	0.145343
19	0.042225	0.3271	0.372377
20	-0.232306	-1.7994	0.038489
21	-0.229578	-1.7783	0.04021
22	-0.190477	-1.4754	0.072663
23	0.091221	0.7066	0.241277
24	0.444359	3.442	0.000529
25	-0.066586	-0.5158	0.303955
26	-0.163177	-1.264	0.105565
27	-0.121694	-0.9426	0.174823
28	-0.093319	-0.7228	0.236292
29	0.063787	0.4941	0.311522
30	0.095913	0.7429	0.230209
31	0.039219	0.3038	0.381171
32	-0.181245	-1.4039	0.082749
33	-0.156895	-1.2153	0.114505
34	-0.083221	-0.6446	0.260813
35	0.097307	0.7537	0.226978
36	0.252535	1.9561	0.027555

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.126583 & 0.9805 & 0.165386 \tabularnewline
2 & -0.163188 & -1.2641 & 0.10555 \tabularnewline
3 & -0.136333 & -1.056 & 0.147594 \tabularnewline
4 & -0.128844 & -0.998 & 0.161139 \tabularnewline
5 & 0.133234 & 1.032 & 0.1531 \tabularnewline
6 & 0.244281 & 1.8922 & 0.031647 \tabularnewline
7 & 0.131355 & 1.0175 & 0.156507 \tabularnewline
8 & -0.180806 & -1.4005 & 0.083255 \tabularnewline
9 & -0.194032 & -1.503 & 0.069047 \tabularnewline
10 & -0.216421 & -1.6764 & 0.049433 \tabularnewline
11 & 0.131793 & 1.0209 & 0.155709 \tabularnewline
12 & 0.652731 & 5.056 & 2e-06 \tabularnewline
13 & -0.014802 & -0.1147 & 0.454549 \tabularnewline
14 & -0.177994 & -1.3787 & 0.086547 \tabularnewline
15 & -0.166937 & -1.2931 & 0.100469 \tabularnewline
16 & -0.163152 & -1.2638 & 0.105601 \tabularnewline
17 & 0.080087 & 0.6203 & 0.268689 \tabularnewline
18 & 0.137622 & 1.066 & 0.145343 \tabularnewline
19 & 0.042225 & 0.3271 & 0.372377 \tabularnewline
20 & -0.232306 & -1.7994 & 0.038489 \tabularnewline
21 & -0.229578 & -1.7783 & 0.04021 \tabularnewline
22 & -0.190477 & -1.4754 & 0.072663 \tabularnewline
23 & 0.091221 & 0.7066 & 0.241277 \tabularnewline
24 & 0.444359 & 3.442 & 0.000529 \tabularnewline
25 & -0.066586 & -0.5158 & 0.303955 \tabularnewline
26 & -0.163177 & -1.264 & 0.105565 \tabularnewline
27 & -0.121694 & -0.9426 & 0.174823 \tabularnewline
28 & -0.093319 & -0.7228 & 0.236292 \tabularnewline
29 & 0.063787 & 0.4941 & 0.311522 \tabularnewline
30 & 0.095913 & 0.7429 & 0.230209 \tabularnewline
31 & 0.039219 & 0.3038 & 0.381171 \tabularnewline
32 & -0.181245 & -1.4039 & 0.082749 \tabularnewline
33 & -0.156895 & -1.2153 & 0.114505 \tabularnewline
34 & -0.083221 & -0.6446 & 0.260813 \tabularnewline
35 & 0.097307 & 0.7537 & 0.226978 \tabularnewline
36 & 0.252535 & 1.9561 & 0.027555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63446&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]0.126583[/C][C]0.9805[/C][C]0.165386[/C][/ROW]
[ROW][C]2[/C][C]-0.163188[/C][C]-1.2641[/C][C]0.10555[/C][/ROW]
[ROW][C]3[/C][C]-0.136333[/C][C]-1.056[/C][C]0.147594[/C][/ROW]
[ROW][C]4[/C][C]-0.128844[/C][C]-0.998[/C][C]0.161139[/C][/ROW]
[ROW][C]5[/C][C]0.133234[/C][C]1.032[/C][C]0.1531[/C][/ROW]
[ROW][C]6[/C][C]0.244281[/C][C]1.8922[/C][C]0.031647[/C][/ROW]
[ROW][C]7[/C][C]0.131355[/C][C]1.0175[/C][C]0.156507[/C][/ROW]
[ROW][C]8[/C][C]-0.180806[/C][C]-1.4005[/C][C]0.083255[/C][/ROW]
[ROW][C]9[/C][C]-0.194032[/C][C]-1.503[/C][C]0.069047[/C][/ROW]
[ROW][C]10[/C][C]-0.216421[/C][C]-1.6764[/C][C]0.049433[/C][/ROW]
[ROW][C]11[/C][C]0.131793[/C][C]1.0209[/C][C]0.155709[/C][/ROW]
[ROW][C]12[/C][C]0.652731[/C][C]5.056[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.014802[/C][C]-0.1147[/C][C]0.454549[/C][/ROW]
[ROW][C]14[/C][C]-0.177994[/C][C]-1.3787[/C][C]0.086547[/C][/ROW]
[ROW][C]15[/C][C]-0.166937[/C][C]-1.2931[/C][C]0.100469[/C][/ROW]
[ROW][C]16[/C][C]-0.163152[/C][C]-1.2638[/C][C]0.105601[/C][/ROW]
[ROW][C]17[/C][C]0.080087[/C][C]0.6203[/C][C]0.268689[/C][/ROW]
[ROW][C]18[/C][C]0.137622[/C][C]1.066[/C][C]0.145343[/C][/ROW]
[ROW][C]19[/C][C]0.042225[/C][C]0.3271[/C][C]0.372377[/C][/ROW]
[ROW][C]20[/C][C]-0.232306[/C][C]-1.7994[/C][C]0.038489[/C][/ROW]
[ROW][C]21[/C][C]-0.229578[/C][C]-1.7783[/C][C]0.04021[/C][/ROW]
[ROW][C]22[/C][C]-0.190477[/C][C]-1.4754[/C][C]0.072663[/C][/ROW]
[ROW][C]23[/C][C]0.091221[/C][C]0.7066[/C][C]0.241277[/C][/ROW]
[ROW][C]24[/C][C]0.444359[/C][C]3.442[/C][C]0.000529[/C][/ROW]
[ROW][C]25[/C][C]-0.066586[/C][C]-0.5158[/C][C]0.303955[/C][/ROW]
[ROW][C]26[/C][C]-0.163177[/C][C]-1.264[/C][C]0.105565[/C][/ROW]
[ROW][C]27[/C][C]-0.121694[/C][C]-0.9426[/C][C]0.174823[/C][/ROW]
[ROW][C]28[/C][C]-0.093319[/C][C]-0.7228[/C][C]0.236292[/C][/ROW]
[ROW][C]29[/C][C]0.063787[/C][C]0.4941[/C][C]0.311522[/C][/ROW]
[ROW][C]30[/C][C]0.095913[/C][C]0.7429[/C][C]0.230209[/C][/ROW]
[ROW][C]31[/C][C]0.039219[/C][C]0.3038[/C][C]0.381171[/C][/ROW]
[ROW][C]32[/C][C]-0.181245[/C][C]-1.4039[/C][C]0.082749[/C][/ROW]
[ROW][C]33[/C][C]-0.156895[/C][C]-1.2153[/C][C]0.114505[/C][/ROW]
[ROW][C]34[/C][C]-0.083221[/C][C]-0.6446[/C][C]0.260813[/C][/ROW]
[ROW][C]35[/C][C]0.097307[/C][C]0.7537[/C][C]0.226978[/C][/ROW]
[ROW][C]36[/C][C]0.252535[/C][C]1.9561[/C][C]0.027555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63446&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63446&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	0.126583	0.9805	0.165386
2	-0.163188	-1.2641	0.10555
3	-0.136333	-1.056	0.147594
4	-0.128844	-0.998	0.161139
5	0.133234	1.032	0.1531
6	0.244281	1.8922	0.031647
7	0.131355	1.0175	0.156507
8	-0.180806	-1.4005	0.083255
9	-0.194032	-1.503	0.069047
10	-0.216421	-1.6764	0.049433
11	0.131793	1.0209	0.155709
12	0.652731	5.056	2e-06
13	-0.014802	-0.1147	0.454549
14	-0.177994	-1.3787	0.086547
15	-0.166937	-1.2931	0.100469
16	-0.163152	-1.2638	0.105601
17	0.080087	0.6203	0.268689
18	0.137622	1.066	0.145343
19	0.042225	0.3271	0.372377
20	-0.232306	-1.7994	0.038489
21	-0.229578	-1.7783	0.04021
22	-0.190477	-1.4754	0.072663
23	0.091221	0.7066	0.241277
24	0.444359	3.442	0.000529
25	-0.066586	-0.5158	0.303955
26	-0.163177	-1.264	0.105565
27	-0.121694	-0.9426	0.174823
28	-0.093319	-0.7228	0.236292
29	0.063787	0.4941	0.311522
30	0.095913	0.7429	0.230209
31	0.039219	0.3038	0.381171
32	-0.181245	-1.4039	0.082749
33	-0.156895	-1.2153	0.114505
34	-0.083221	-0.6446	0.260813
35	0.097307	0.7537	0.226978
36	0.252535	1.9561	0.027555

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.126583	0.9805	0.165386
2	-0.18213	-1.4108	0.081738
3	-0.093405	-0.7235	0.236089
4	-0.134013	-1.0381	0.151703
5	0.137495	1.065	0.145564
6	0.16937	1.3119	0.09727
7	0.112573	0.872	0.193346
8	-0.154351	-1.1956	0.118279
9	-0.071271	-0.5521	0.291478
10	-0.222835	-1.7261	0.044741
11	0.122327	0.9475	0.173582
12	0.576827	4.4681	1.8e-05
13	-0.205699	-1.5933	0.05817
14	-0.043872	-0.3398	0.367586
15	-0.062966	-0.4877	0.313758
16	-0.086571	-0.6706	0.252532
17	-0.054147	-0.4194	0.338202
18	-0.170779	-1.3228	0.095453
19	-0.072286	-0.5599	0.288809
20	-0.057046	-0.4419	0.330084
21	-0.034778	-0.2694	0.394276
22	0.030454	0.2359	0.407158
23	-0.101535	-0.7865	0.217339
24	0.053311	0.4129	0.340561
25	-0.013922	-0.1078	0.457242
26	-0.041715	-0.3231	0.373862
27	0.056972	0.4413	0.330289
28	0.019894	0.1541	0.439025
29	-0.065527	-0.5076	0.306807
30	-0.041749	-0.3234	0.373764
31	-0.010745	-0.0832	0.466972
32	0.040129	0.3108	0.378502
33	0.006257	0.0485	0.480754
34	0.040924	0.317	0.376173
35	-0.038183	-0.2958	0.384217
36	-0.167351	-1.2963	0.099918

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.126583 & 0.9805 & 0.165386 \tabularnewline
2 & -0.18213 & -1.4108 & 0.081738 \tabularnewline
3 & -0.093405 & -0.7235 & 0.236089 \tabularnewline
4 & -0.134013 & -1.0381 & 0.151703 \tabularnewline
5 & 0.137495 & 1.065 & 0.145564 \tabularnewline
6 & 0.16937 & 1.3119 & 0.09727 \tabularnewline
7 & 0.112573 & 0.872 & 0.193346 \tabularnewline
8 & -0.154351 & -1.1956 & 0.118279 \tabularnewline
9 & -0.071271 & -0.5521 & 0.291478 \tabularnewline
10 & -0.222835 & -1.7261 & 0.044741 \tabularnewline
11 & 0.122327 & 0.9475 & 0.173582 \tabularnewline
12 & 0.576827 & 4.4681 & 1.8e-05 \tabularnewline
13 & -0.205699 & -1.5933 & 0.05817 \tabularnewline
14 & -0.043872 & -0.3398 & 0.367586 \tabularnewline
15 & -0.062966 & -0.4877 & 0.313758 \tabularnewline
16 & -0.086571 & -0.6706 & 0.252532 \tabularnewline
17 & -0.054147 & -0.4194 & 0.338202 \tabularnewline
18 & -0.170779 & -1.3228 & 0.095453 \tabularnewline
19 & -0.072286 & -0.5599 & 0.288809 \tabularnewline
20 & -0.057046 & -0.4419 & 0.330084 \tabularnewline
21 & -0.034778 & -0.2694 & 0.394276 \tabularnewline
22 & 0.030454 & 0.2359 & 0.407158 \tabularnewline
23 & -0.101535 & -0.7865 & 0.217339 \tabularnewline
24 & 0.053311 & 0.4129 & 0.340561 \tabularnewline
25 & -0.013922 & -0.1078 & 0.457242 \tabularnewline
26 & -0.041715 & -0.3231 & 0.373862 \tabularnewline
27 & 0.056972 & 0.4413 & 0.330289 \tabularnewline
28 & 0.019894 & 0.1541 & 0.439025 \tabularnewline
29 & -0.065527 & -0.5076 & 0.306807 \tabularnewline
30 & -0.041749 & -0.3234 & 0.373764 \tabularnewline
31 & -0.010745 & -0.0832 & 0.466972 \tabularnewline
32 & 0.040129 & 0.3108 & 0.378502 \tabularnewline
33 & 0.006257 & 0.0485 & 0.480754 \tabularnewline
34 & 0.040924 & 0.317 & 0.376173 \tabularnewline
35 & -0.038183 & -0.2958 & 0.384217 \tabularnewline
36 & -0.167351 & -1.2963 & 0.099918 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63446&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]0.126583[/C][C]0.9805[/C][C]0.165386[/C][/ROW]
[ROW][C]2[/C][C]-0.18213[/C][C]-1.4108[/C][C]0.081738[/C][/ROW]
[ROW][C]3[/C][C]-0.093405[/C][C]-0.7235[/C][C]0.236089[/C][/ROW]
[ROW][C]4[/C][C]-0.134013[/C][C]-1.0381[/C][C]0.151703[/C][/ROW]
[ROW][C]5[/C][C]0.137495[/C][C]1.065[/C][C]0.145564[/C][/ROW]
[ROW][C]6[/C][C]0.16937[/C][C]1.3119[/C][C]0.09727[/C][/ROW]
[ROW][C]7[/C][C]0.112573[/C][C]0.872[/C][C]0.193346[/C][/ROW]
[ROW][C]8[/C][C]-0.154351[/C][C]-1.1956[/C][C]0.118279[/C][/ROW]
[ROW][C]9[/C][C]-0.071271[/C][C]-0.5521[/C][C]0.291478[/C][/ROW]
[ROW][C]10[/C][C]-0.222835[/C][C]-1.7261[/C][C]0.044741[/C][/ROW]
[ROW][C]11[/C][C]0.122327[/C][C]0.9475[/C][C]0.173582[/C][/ROW]
[ROW][C]12[/C][C]0.576827[/C][C]4.4681[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.205699[/C][C]-1.5933[/C][C]0.05817[/C][/ROW]
[ROW][C]14[/C][C]-0.043872[/C][C]-0.3398[/C][C]0.367586[/C][/ROW]
[ROW][C]15[/C][C]-0.062966[/C][C]-0.4877[/C][C]0.313758[/C][/ROW]
[ROW][C]16[/C][C]-0.086571[/C][C]-0.6706[/C][C]0.252532[/C][/ROW]
[ROW][C]17[/C][C]-0.054147[/C][C]-0.4194[/C][C]0.338202[/C][/ROW]
[ROW][C]18[/C][C]-0.170779[/C][C]-1.3228[/C][C]0.095453[/C][/ROW]
[ROW][C]19[/C][C]-0.072286[/C][C]-0.5599[/C][C]0.288809[/C][/ROW]
[ROW][C]20[/C][C]-0.057046[/C][C]-0.4419[/C][C]0.330084[/C][/ROW]
[ROW][C]21[/C][C]-0.034778[/C][C]-0.2694[/C][C]0.394276[/C][/ROW]
[ROW][C]22[/C][C]0.030454[/C][C]0.2359[/C][C]0.407158[/C][/ROW]
[ROW][C]23[/C][C]-0.101535[/C][C]-0.7865[/C][C]0.217339[/C][/ROW]
[ROW][C]24[/C][C]0.053311[/C][C]0.4129[/C][C]0.340561[/C][/ROW]
[ROW][C]25[/C][C]-0.013922[/C][C]-0.1078[/C][C]0.457242[/C][/ROW]
[ROW][C]26[/C][C]-0.041715[/C][C]-0.3231[/C][C]0.373862[/C][/ROW]
[ROW][C]27[/C][C]0.056972[/C][C]0.4413[/C][C]0.330289[/C][/ROW]
[ROW][C]28[/C][C]0.019894[/C][C]0.1541[/C][C]0.439025[/C][/ROW]
[ROW][C]29[/C][C]-0.065527[/C][C]-0.5076[/C][C]0.306807[/C][/ROW]
[ROW][C]30[/C][C]-0.041749[/C][C]-0.3234[/C][C]0.373764[/C][/ROW]
[ROW][C]31[/C][C]-0.010745[/C][C]-0.0832[/C][C]0.466972[/C][/ROW]
[ROW][C]32[/C][C]0.040129[/C][C]0.3108[/C][C]0.378502[/C][/ROW]
[ROW][C]33[/C][C]0.006257[/C][C]0.0485[/C][C]0.480754[/C][/ROW]
[ROW][C]34[/C][C]0.040924[/C][C]0.317[/C][C]0.376173[/C][/ROW]
[ROW][C]35[/C][C]-0.038183[/C][C]-0.2958[/C][C]0.384217[/C][/ROW]
[ROW][C]36[/C][C]-0.167351[/C][C]-1.2963[/C][C]0.099918[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63446&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63446&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	0.126583	0.9805	0.165386
2	-0.18213	-1.4108	0.081738
3	-0.093405	-0.7235	0.236089
4	-0.134013	-1.0381	0.151703
5	0.137495	1.065	0.145564
6	0.16937	1.3119	0.09727
7	0.112573	0.872	0.193346
8	-0.154351	-1.1956	0.118279
9	-0.071271	-0.5521	0.291478
10	-0.222835	-1.7261	0.044741
11	0.122327	0.9475	0.173582
12	0.576827	4.4681	1.8e-05
13	-0.205699	-1.5933	0.05817
14	-0.043872	-0.3398	0.367586
15	-0.062966	-0.4877	0.313758
16	-0.086571	-0.6706	0.252532
17	-0.054147	-0.4194	0.338202
18	-0.170779	-1.3228	0.095453
19	-0.072286	-0.5599	0.288809
20	-0.057046	-0.4419	0.330084
21	-0.034778	-0.2694	0.394276
22	0.030454	0.2359	0.407158
23	-0.101535	-0.7865	0.217339
24	0.053311	0.4129	0.340561
25	-0.013922	-0.1078	0.457242
26	-0.041715	-0.3231	0.373862
27	0.056972	0.4413	0.330289
28	0.019894	0.1541	0.439025
29	-0.065527	-0.5076	0.306807
30	-0.041749	-0.3234	0.373764
31	-0.010745	-0.0832	0.466972
32	0.040129	0.3108	0.378502
33	0.006257	0.0485	0.480754
34	0.040924	0.317	0.376173
35	-0.038183	-0.2958	0.384217
36	-0.167351	-1.2963	0.099918

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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