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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 06:07:08 -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/t125993205055dtgc5dxqme5q1.htm/, Retrieved Sat, 27 Apr 2024 14:15:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63455, Retrieved Sat, 27 Apr 2024 14:15:13 +0000

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Estimated Impact

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 13:07:08] [d1856923bab8a0db5ebd860815c7444f] [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=63455&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=63455&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63455&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	0.923804	7.1558	0
2	0.833919	6.4595	0
3	0.709338	5.4945	0
4	0.592368	4.5885	1.2e-05
5	0.461766	3.5768	0.000348
6	0.330933	2.5634	0.006445
7	0.215171	1.6667	0.050393
8	0.119876	0.9286	0.17842
9	0.057837	0.448	0.327882
10	0.011037	0.0855	0.466078
11	-0.009457	-0.0733	0.470925
12	-0.015627	-0.121	0.45203
13	-0.01401	-0.1085	0.456973
14	-0.014524	-0.1125	0.455401
15	-0.005958	-0.0461	0.481673
16	-0.010087	-0.0781	0.468991
17	-0.013193	-0.1022	0.459471
18	-0.024553	-0.1902	0.424904
19	-0.036012	-0.2789	0.390622
20	-0.052587	-0.4073	0.342604
21	-0.070625	-0.5471	0.293183
22	-0.092814	-0.7189	0.237487
23	-0.107403	-0.8319	0.204371
24	-0.12055	-0.9338	0.177081
25	-0.120402	-0.9326	0.177374
26	-0.140408	-1.0876	0.140562
27	-0.164753	-1.2762	0.103407
28	-0.189078	-1.4646	0.074126
29	-0.201144	-1.5581	0.062239
30	-0.21374	-1.6556	0.05151
31	-0.234253	-1.8145	0.037299
32	-0.25751	-1.9947	0.025314
33	-0.269471	-2.0873	0.020558
34	-0.269499	-2.0875	0.020548
35	-0.260864	-2.0206	0.023893
36	-0.248775	-1.927	0.029359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923804 & 7.1558 & 0 \tabularnewline
2 & 0.833919 & 6.4595 & 0 \tabularnewline
3 & 0.709338 & 5.4945 & 0 \tabularnewline
4 & 0.592368 & 4.5885 & 1.2e-05 \tabularnewline
5 & 0.461766 & 3.5768 & 0.000348 \tabularnewline
6 & 0.330933 & 2.5634 & 0.006445 \tabularnewline
7 & 0.215171 & 1.6667 & 0.050393 \tabularnewline
8 & 0.119876 & 0.9286 & 0.17842 \tabularnewline
9 & 0.057837 & 0.448 & 0.327882 \tabularnewline
10 & 0.011037 & 0.0855 & 0.466078 \tabularnewline
11 & -0.009457 & -0.0733 & 0.470925 \tabularnewline
12 & -0.015627 & -0.121 & 0.45203 \tabularnewline
13 & -0.01401 & -0.1085 & 0.456973 \tabularnewline
14 & -0.014524 & -0.1125 & 0.455401 \tabularnewline
15 & -0.005958 & -0.0461 & 0.481673 \tabularnewline
16 & -0.010087 & -0.0781 & 0.468991 \tabularnewline
17 & -0.013193 & -0.1022 & 0.459471 \tabularnewline
18 & -0.024553 & -0.1902 & 0.424904 \tabularnewline
19 & -0.036012 & -0.2789 & 0.390622 \tabularnewline
20 & -0.052587 & -0.4073 & 0.342604 \tabularnewline
21 & -0.070625 & -0.5471 & 0.293183 \tabularnewline
22 & -0.092814 & -0.7189 & 0.237487 \tabularnewline
23 & -0.107403 & -0.8319 & 0.204371 \tabularnewline
24 & -0.12055 & -0.9338 & 0.177081 \tabularnewline
25 & -0.120402 & -0.9326 & 0.177374 \tabularnewline
26 & -0.140408 & -1.0876 & 0.140562 \tabularnewline
27 & -0.164753 & -1.2762 & 0.103407 \tabularnewline
28 & -0.189078 & -1.4646 & 0.074126 \tabularnewline
29 & -0.201144 & -1.5581 & 0.062239 \tabularnewline
30 & -0.21374 & -1.6556 & 0.05151 \tabularnewline
31 & -0.234253 & -1.8145 & 0.037299 \tabularnewline
32 & -0.25751 & -1.9947 & 0.025314 \tabularnewline
33 & -0.269471 & -2.0873 & 0.020558 \tabularnewline
34 & -0.269499 & -2.0875 & 0.020548 \tabularnewline
35 & -0.260864 & -2.0206 & 0.023893 \tabularnewline
36 & -0.248775 & -1.927 & 0.029359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63455&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]0.923804[/C][C]7.1558[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.833919[/C][C]6.4595[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.709338[/C][C]5.4945[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.592368[/C][C]4.5885[/C][C]1.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.461766[/C][C]3.5768[/C][C]0.000348[/C][/ROW]
[ROW][C]6[/C][C]0.330933[/C][C]2.5634[/C][C]0.006445[/C][/ROW]
[ROW][C]7[/C][C]0.215171[/C][C]1.6667[/C][C]0.050393[/C][/ROW]
[ROW][C]8[/C][C]0.119876[/C][C]0.9286[/C][C]0.17842[/C][/ROW]
[ROW][C]9[/C][C]0.057837[/C][C]0.448[/C][C]0.327882[/C][/ROW]
[ROW][C]10[/C][C]0.011037[/C][C]0.0855[/C][C]0.466078[/C][/ROW]
[ROW][C]11[/C][C]-0.009457[/C][C]-0.0733[/C][C]0.470925[/C][/ROW]
[ROW][C]12[/C][C]-0.015627[/C][C]-0.121[/C][C]0.45203[/C][/ROW]
[ROW][C]13[/C][C]-0.01401[/C][C]-0.1085[/C][C]0.456973[/C][/ROW]
[ROW][C]14[/C][C]-0.014524[/C][C]-0.1125[/C][C]0.455401[/C][/ROW]
[ROW][C]15[/C][C]-0.005958[/C][C]-0.0461[/C][C]0.481673[/C][/ROW]
[ROW][C]16[/C][C]-0.010087[/C][C]-0.0781[/C][C]0.468991[/C][/ROW]
[ROW][C]17[/C][C]-0.013193[/C][C]-0.1022[/C][C]0.459471[/C][/ROW]
[ROW][C]18[/C][C]-0.024553[/C][C]-0.1902[/C][C]0.424904[/C][/ROW]
[ROW][C]19[/C][C]-0.036012[/C][C]-0.2789[/C][C]0.390622[/C][/ROW]
[ROW][C]20[/C][C]-0.052587[/C][C]-0.4073[/C][C]0.342604[/C][/ROW]
[ROW][C]21[/C][C]-0.070625[/C][C]-0.5471[/C][C]0.293183[/C][/ROW]
[ROW][C]22[/C][C]-0.092814[/C][C]-0.7189[/C][C]0.237487[/C][/ROW]
[ROW][C]23[/C][C]-0.107403[/C][C]-0.8319[/C][C]0.204371[/C][/ROW]
[ROW][C]24[/C][C]-0.12055[/C][C]-0.9338[/C][C]0.177081[/C][/ROW]
[ROW][C]25[/C][C]-0.120402[/C][C]-0.9326[/C][C]0.177374[/C][/ROW]
[ROW][C]26[/C][C]-0.140408[/C][C]-1.0876[/C][C]0.140562[/C][/ROW]
[ROW][C]27[/C][C]-0.164753[/C][C]-1.2762[/C][C]0.103407[/C][/ROW]
[ROW][C]28[/C][C]-0.189078[/C][C]-1.4646[/C][C]0.074126[/C][/ROW]
[ROW][C]29[/C][C]-0.201144[/C][C]-1.5581[/C][C]0.062239[/C][/ROW]
[ROW][C]30[/C][C]-0.21374[/C][C]-1.6556[/C][C]0.05151[/C][/ROW]
[ROW][C]31[/C][C]-0.234253[/C][C]-1.8145[/C][C]0.037299[/C][/ROW]
[ROW][C]32[/C][C]-0.25751[/C][C]-1.9947[/C][C]0.025314[/C][/ROW]
[ROW][C]33[/C][C]-0.269471[/C][C]-2.0873[/C][C]0.020558[/C][/ROW]
[ROW][C]34[/C][C]-0.269499[/C][C]-2.0875[/C][C]0.020548[/C][/ROW]
[ROW][C]35[/C][C]-0.260864[/C][C]-2.0206[/C][C]0.023893[/C][/ROW]
[ROW][C]36[/C][C]-0.248775[/C][C]-1.927[/C][C]0.029359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63455&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63455&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	0.923804	7.1558	0
2	0.833919	6.4595	0
3	0.709338	5.4945	0
4	0.592368	4.5885	1.2e-05
5	0.461766	3.5768	0.000348
6	0.330933	2.5634	0.006445
7	0.215171	1.6667	0.050393
8	0.119876	0.9286	0.17842
9	0.057837	0.448	0.327882
10	0.011037	0.0855	0.466078
11	-0.009457	-0.0733	0.470925
12	-0.015627	-0.121	0.45203
13	-0.01401	-0.1085	0.456973
14	-0.014524	-0.1125	0.455401
15	-0.005958	-0.0461	0.481673
16	-0.010087	-0.0781	0.468991
17	-0.013193	-0.1022	0.459471
18	-0.024553	-0.1902	0.424904
19	-0.036012	-0.2789	0.390622
20	-0.052587	-0.4073	0.342604
21	-0.070625	-0.5471	0.293183
22	-0.092814	-0.7189	0.237487
23	-0.107403	-0.8319	0.204371
24	-0.12055	-0.9338	0.177081
25	-0.120402	-0.9326	0.177374
26	-0.140408	-1.0876	0.140562
27	-0.164753	-1.2762	0.103407
28	-0.189078	-1.4646	0.074126
29	-0.201144	-1.5581	0.062239
30	-0.21374	-1.6556	0.05151
31	-0.234253	-1.8145	0.037299
32	-0.25751	-1.9947	0.025314
33	-0.269471	-2.0873	0.020558
34	-0.269499	-2.0875	0.020548
35	-0.260864	-2.0206	0.023893
36	-0.248775	-1.927	0.029359

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.923804	7.1558	0
2	-0.132991	-1.0301	0.153538
3	-0.282201	-2.1859	0.016367
4	0.013899	0.1077	0.457313
5	-0.133771	-1.0362	0.152136
6	-0.116715	-0.9041	0.184787
7	0.056051	0.4342	0.332861
8	0.03935	0.3048	0.380786
9	0.101229	0.7841	0.218028
10	-0.008454	-0.0655	0.474003
11	0.046503	0.3602	0.359978
12	0.020301	0.1573	0.437787
13	-0.071399	-0.5531	0.29114
14	-0.071322	-0.5525	0.291344
15	0.062218	0.4819	0.315801
16	-0.101884	-0.7892	0.216554
17	0.004321	0.0335	0.486704
18	0.013493	0.1045	0.458555
19	-0.005746	-0.0445	0.482325
20	-0.021552	-0.1669	0.433988
21	-0.019673	-0.1524	0.439696
22	-0.048024	-0.372	0.355605
23	0.040615	0.3146	0.377078
24	-0.044751	-0.3466	0.365038
25	0.066398	0.5143	0.304461
26	-0.185746	-1.4388	0.077704
27	-0.107899	-0.8358	0.203297
28	0.038039	0.2947	0.384638
29	0.043984	0.3407	0.367261
30	-0.066762	-0.5171	0.303481
31	-0.059704	-0.4625	0.322709
32	-0.055997	-0.4338	0.333012
33	0.064256	0.4977	0.310247
34	-0.014327	-0.111	0.456002
35	0.010206	0.0791	0.468625
36	-0.018718	-0.145	0.442602

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923804 & 7.1558 & 0 \tabularnewline
2 & -0.132991 & -1.0301 & 0.153538 \tabularnewline
3 & -0.282201 & -2.1859 & 0.016367 \tabularnewline
4 & 0.013899 & 0.1077 & 0.457313 \tabularnewline
5 & -0.133771 & -1.0362 & 0.152136 \tabularnewline
6 & -0.116715 & -0.9041 & 0.184787 \tabularnewline
7 & 0.056051 & 0.4342 & 0.332861 \tabularnewline
8 & 0.03935 & 0.3048 & 0.380786 \tabularnewline
9 & 0.101229 & 0.7841 & 0.218028 \tabularnewline
10 & -0.008454 & -0.0655 & 0.474003 \tabularnewline
11 & 0.046503 & 0.3602 & 0.359978 \tabularnewline
12 & 0.020301 & 0.1573 & 0.437787 \tabularnewline
13 & -0.071399 & -0.5531 & 0.29114 \tabularnewline
14 & -0.071322 & -0.5525 & 0.291344 \tabularnewline
15 & 0.062218 & 0.4819 & 0.315801 \tabularnewline
16 & -0.101884 & -0.7892 & 0.216554 \tabularnewline
17 & 0.004321 & 0.0335 & 0.486704 \tabularnewline
18 & 0.013493 & 0.1045 & 0.458555 \tabularnewline
19 & -0.005746 & -0.0445 & 0.482325 \tabularnewline
20 & -0.021552 & -0.1669 & 0.433988 \tabularnewline
21 & -0.019673 & -0.1524 & 0.439696 \tabularnewline
22 & -0.048024 & -0.372 & 0.355605 \tabularnewline
23 & 0.040615 & 0.3146 & 0.377078 \tabularnewline
24 & -0.044751 & -0.3466 & 0.365038 \tabularnewline
25 & 0.066398 & 0.5143 & 0.304461 \tabularnewline
26 & -0.185746 & -1.4388 & 0.077704 \tabularnewline
27 & -0.107899 & -0.8358 & 0.203297 \tabularnewline
28 & 0.038039 & 0.2947 & 0.384638 \tabularnewline
29 & 0.043984 & 0.3407 & 0.367261 \tabularnewline
30 & -0.066762 & -0.5171 & 0.303481 \tabularnewline
31 & -0.059704 & -0.4625 & 0.322709 \tabularnewline
32 & -0.055997 & -0.4338 & 0.333012 \tabularnewline
33 & 0.064256 & 0.4977 & 0.310247 \tabularnewline
34 & -0.014327 & -0.111 & 0.456002 \tabularnewline
35 & 0.010206 & 0.0791 & 0.468625 \tabularnewline
36 & -0.018718 & -0.145 & 0.442602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63455&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]0.923804[/C][C]7.1558[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.132991[/C][C]-1.0301[/C][C]0.153538[/C][/ROW]
[ROW][C]3[/C][C]-0.282201[/C][C]-2.1859[/C][C]0.016367[/C][/ROW]
[ROW][C]4[/C][C]0.013899[/C][C]0.1077[/C][C]0.457313[/C][/ROW]
[ROW][C]5[/C][C]-0.133771[/C][C]-1.0362[/C][C]0.152136[/C][/ROW]
[ROW][C]6[/C][C]-0.116715[/C][C]-0.9041[/C][C]0.184787[/C][/ROW]
[ROW][C]7[/C][C]0.056051[/C][C]0.4342[/C][C]0.332861[/C][/ROW]
[ROW][C]8[/C][C]0.03935[/C][C]0.3048[/C][C]0.380786[/C][/ROW]
[ROW][C]9[/C][C]0.101229[/C][C]0.7841[/C][C]0.218028[/C][/ROW]
[ROW][C]10[/C][C]-0.008454[/C][C]-0.0655[/C][C]0.474003[/C][/ROW]
[ROW][C]11[/C][C]0.046503[/C][C]0.3602[/C][C]0.359978[/C][/ROW]
[ROW][C]12[/C][C]0.020301[/C][C]0.1573[/C][C]0.437787[/C][/ROW]
[ROW][C]13[/C][C]-0.071399[/C][C]-0.5531[/C][C]0.29114[/C][/ROW]
[ROW][C]14[/C][C]-0.071322[/C][C]-0.5525[/C][C]0.291344[/C][/ROW]
[ROW][C]15[/C][C]0.062218[/C][C]0.4819[/C][C]0.315801[/C][/ROW]
[ROW][C]16[/C][C]-0.101884[/C][C]-0.7892[/C][C]0.216554[/C][/ROW]
[ROW][C]17[/C][C]0.004321[/C][C]0.0335[/C][C]0.486704[/C][/ROW]
[ROW][C]18[/C][C]0.013493[/C][C]0.1045[/C][C]0.458555[/C][/ROW]
[ROW][C]19[/C][C]-0.005746[/C][C]-0.0445[/C][C]0.482325[/C][/ROW]
[ROW][C]20[/C][C]-0.021552[/C][C]-0.1669[/C][C]0.433988[/C][/ROW]
[ROW][C]21[/C][C]-0.019673[/C][C]-0.1524[/C][C]0.439696[/C][/ROW]
[ROW][C]22[/C][C]-0.048024[/C][C]-0.372[/C][C]0.355605[/C][/ROW]
[ROW][C]23[/C][C]0.040615[/C][C]0.3146[/C][C]0.377078[/C][/ROW]
[ROW][C]24[/C][C]-0.044751[/C][C]-0.3466[/C][C]0.365038[/C][/ROW]
[ROW][C]25[/C][C]0.066398[/C][C]0.5143[/C][C]0.304461[/C][/ROW]
[ROW][C]26[/C][C]-0.185746[/C][C]-1.4388[/C][C]0.077704[/C][/ROW]
[ROW][C]27[/C][C]-0.107899[/C][C]-0.8358[/C][C]0.203297[/C][/ROW]
[ROW][C]28[/C][C]0.038039[/C][C]0.2947[/C][C]0.384638[/C][/ROW]
[ROW][C]29[/C][C]0.043984[/C][C]0.3407[/C][C]0.367261[/C][/ROW]
[ROW][C]30[/C][C]-0.066762[/C][C]-0.5171[/C][C]0.303481[/C][/ROW]
[ROW][C]31[/C][C]-0.059704[/C][C]-0.4625[/C][C]0.322709[/C][/ROW]
[ROW][C]32[/C][C]-0.055997[/C][C]-0.4338[/C][C]0.333012[/C][/ROW]
[ROW][C]33[/C][C]0.064256[/C][C]0.4977[/C][C]0.310247[/C][/ROW]
[ROW][C]34[/C][C]-0.014327[/C][C]-0.111[/C][C]0.456002[/C][/ROW]
[ROW][C]35[/C][C]0.010206[/C][C]0.0791[/C][C]0.468625[/C][/ROW]
[ROW][C]36[/C][C]-0.018718[/C][C]-0.145[/C][C]0.442602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63455&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63455&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	0.923804	7.1558	0
2	-0.132991	-1.0301	0.153538
3	-0.282201	-2.1859	0.016367
4	0.013899	0.1077	0.457313
5	-0.133771	-1.0362	0.152136
6	-0.116715	-0.9041	0.184787
7	0.056051	0.4342	0.332861
8	0.03935	0.3048	0.380786
9	0.101229	0.7841	0.218028
10	-0.008454	-0.0655	0.474003
11	0.046503	0.3602	0.359978
12	0.020301	0.1573	0.437787
13	-0.071399	-0.5531	0.29114
14	-0.071322	-0.5525	0.291344
15	0.062218	0.4819	0.315801
16	-0.101884	-0.7892	0.216554
17	0.004321	0.0335	0.486704
18	0.013493	0.1045	0.458555
19	-0.005746	-0.0445	0.482325
20	-0.021552	-0.1669	0.433988
21	-0.019673	-0.1524	0.439696
22	-0.048024	-0.372	0.355605
23	0.040615	0.3146	0.377078
24	-0.044751	-0.3466	0.365038
25	0.066398	0.5143	0.304461
26	-0.185746	-1.4388	0.077704
27	-0.107899	-0.8358	0.203297
28	0.038039	0.2947	0.384638
29	0.043984	0.3407	0.367261
30	-0.066762	-0.5171	0.303481
31	-0.059704	-0.4625	0.322709
32	-0.055997	-0.4338	0.333012
33	0.064256	0.4977	0.310247
34	-0.014327	-0.111	0.456002
35	0.010206	0.0791	0.468625
36	-0.018718	-0.145	0.442602

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