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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 06:45:18 -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/t1259934400bf08i8fw4bvuaqw.htm/, Retrieved Sun, 28 Apr 2024 08:36:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63507, Retrieved Sun, 28 Apr 2024 08:36:14 +0000

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Estimated Impact

170

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

-     [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   P   [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:56:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-    D    [(Partial) Autocorrelation Function] [ACF met: d=1, D=1...] [2009-12-03 22:54:01] [34d27ebe78dc2d31581e8710befe8733]
-   P         [(Partial) Autocorrelation Function] [ACF met: d=2, D=1...] [2009-12-04 13:45:18] [371dc2189c569d90e2c1567f632c3ec0] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63507&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63507&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63507&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.502641	-3.4459	0.000604
2	-0.166177	-1.1392	0.130186
3	0.35028	2.4014	0.01017
4	-0.153026	-1.0491	0.14975
5	-0.048765	-0.3343	0.369814
6	0.134501	0.9221	0.180595
7	-0.259851	-1.7814	0.040651
8	0.36197	2.4815	0.008357
9	-0.179111	-1.2279	0.112795
10	-0.279275	-1.9146	0.03082
11	0.493246	3.3815	0.00073
12	-0.231291	-1.5857	0.059762
13	-0.173461	-1.1892	0.120169
14	0.198549	1.3612	0.089973
15	0.003391	0.0232	0.490776
16	-0.053688	-0.3681	0.357239
17	0.070717	0.4848	0.315031
18	-0.136935	-0.9388	0.176322
19	0.203239	1.3933	0.085036
20	-0.112694	-0.7726	0.221816
21	-0.094311	-0.6466	0.260529
22	0.133642	0.9162	0.182119
23	-0.015823	-0.1085	0.45704
24	-0.091887	-0.6299	0.26589
25	0.055975	0.3837	0.35145
26	0.037646	0.2581	0.398734
27	-0.072142	-0.4946	0.3116
28	-0.009151	-0.0627	0.475121
29	0.015066	0.1033	0.459086
30	0.001161	0.008	0.496842
31	0.020123	0.138	0.445433
32	-0.022797	-0.1563	0.438237
33	0.005971	0.0409	0.483761
34	0.020668	0.1417	0.443965
35	-0.001609	-0.011	0.495623
36	-0.019716	-0.1352	0.446529

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.502641 & -3.4459 & 0.000604 \tabularnewline
2 & -0.166177 & -1.1392 & 0.130186 \tabularnewline
3 & 0.35028 & 2.4014 & 0.01017 \tabularnewline
4 & -0.153026 & -1.0491 & 0.14975 \tabularnewline
5 & -0.048765 & -0.3343 & 0.369814 \tabularnewline
6 & 0.134501 & 0.9221 & 0.180595 \tabularnewline
7 & -0.259851 & -1.7814 & 0.040651 \tabularnewline
8 & 0.36197 & 2.4815 & 0.008357 \tabularnewline
9 & -0.179111 & -1.2279 & 0.112795 \tabularnewline
10 & -0.279275 & -1.9146 & 0.03082 \tabularnewline
11 & 0.493246 & 3.3815 & 0.00073 \tabularnewline
12 & -0.231291 & -1.5857 & 0.059762 \tabularnewline
13 & -0.173461 & -1.1892 & 0.120169 \tabularnewline
14 & 0.198549 & 1.3612 & 0.089973 \tabularnewline
15 & 0.003391 & 0.0232 & 0.490776 \tabularnewline
16 & -0.053688 & -0.3681 & 0.357239 \tabularnewline
17 & 0.070717 & 0.4848 & 0.315031 \tabularnewline
18 & -0.136935 & -0.9388 & 0.176322 \tabularnewline
19 & 0.203239 & 1.3933 & 0.085036 \tabularnewline
20 & -0.112694 & -0.7726 & 0.221816 \tabularnewline
21 & -0.094311 & -0.6466 & 0.260529 \tabularnewline
22 & 0.133642 & 0.9162 & 0.182119 \tabularnewline
23 & -0.015823 & -0.1085 & 0.45704 \tabularnewline
24 & -0.091887 & -0.6299 & 0.26589 \tabularnewline
25 & 0.055975 & 0.3837 & 0.35145 \tabularnewline
26 & 0.037646 & 0.2581 & 0.398734 \tabularnewline
27 & -0.072142 & -0.4946 & 0.3116 \tabularnewline
28 & -0.009151 & -0.0627 & 0.475121 \tabularnewline
29 & 0.015066 & 0.1033 & 0.459086 \tabularnewline
30 & 0.001161 & 0.008 & 0.496842 \tabularnewline
31 & 0.020123 & 0.138 & 0.445433 \tabularnewline
32 & -0.022797 & -0.1563 & 0.438237 \tabularnewline
33 & 0.005971 & 0.0409 & 0.483761 \tabularnewline
34 & 0.020668 & 0.1417 & 0.443965 \tabularnewline
35 & -0.001609 & -0.011 & 0.495623 \tabularnewline
36 & -0.019716 & -0.1352 & 0.446529 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63507&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]-0.502641[/C][C]-3.4459[/C][C]0.000604[/C][/ROW]
[ROW][C]2[/C][C]-0.166177[/C][C]-1.1392[/C][C]0.130186[/C][/ROW]
[ROW][C]3[/C][C]0.35028[/C][C]2.4014[/C][C]0.01017[/C][/ROW]
[ROW][C]4[/C][C]-0.153026[/C][C]-1.0491[/C][C]0.14975[/C][/ROW]
[ROW][C]5[/C][C]-0.048765[/C][C]-0.3343[/C][C]0.369814[/C][/ROW]
[ROW][C]6[/C][C]0.134501[/C][C]0.9221[/C][C]0.180595[/C][/ROW]
[ROW][C]7[/C][C]-0.259851[/C][C]-1.7814[/C][C]0.040651[/C][/ROW]
[ROW][C]8[/C][C]0.36197[/C][C]2.4815[/C][C]0.008357[/C][/ROW]
[ROW][C]9[/C][C]-0.179111[/C][C]-1.2279[/C][C]0.112795[/C][/ROW]
[ROW][C]10[/C][C]-0.279275[/C][C]-1.9146[/C][C]0.03082[/C][/ROW]
[ROW][C]11[/C][C]0.493246[/C][C]3.3815[/C][C]0.00073[/C][/ROW]
[ROW][C]12[/C][C]-0.231291[/C][C]-1.5857[/C][C]0.059762[/C][/ROW]
[ROW][C]13[/C][C]-0.173461[/C][C]-1.1892[/C][C]0.120169[/C][/ROW]
[ROW][C]14[/C][C]0.198549[/C][C]1.3612[/C][C]0.089973[/C][/ROW]
[ROW][C]15[/C][C]0.003391[/C][C]0.0232[/C][C]0.490776[/C][/ROW]
[ROW][C]16[/C][C]-0.053688[/C][C]-0.3681[/C][C]0.357239[/C][/ROW]
[ROW][C]17[/C][C]0.070717[/C][C]0.4848[/C][C]0.315031[/C][/ROW]
[ROW][C]18[/C][C]-0.136935[/C][C]-0.9388[/C][C]0.176322[/C][/ROW]
[ROW][C]19[/C][C]0.203239[/C][C]1.3933[/C][C]0.085036[/C][/ROW]
[ROW][C]20[/C][C]-0.112694[/C][C]-0.7726[/C][C]0.221816[/C][/ROW]
[ROW][C]21[/C][C]-0.094311[/C][C]-0.6466[/C][C]0.260529[/C][/ROW]
[ROW][C]22[/C][C]0.133642[/C][C]0.9162[/C][C]0.182119[/C][/ROW]
[ROW][C]23[/C][C]-0.015823[/C][C]-0.1085[/C][C]0.45704[/C][/ROW]
[ROW][C]24[/C][C]-0.091887[/C][C]-0.6299[/C][C]0.26589[/C][/ROW]
[ROW][C]25[/C][C]0.055975[/C][C]0.3837[/C][C]0.35145[/C][/ROW]
[ROW][C]26[/C][C]0.037646[/C][C]0.2581[/C][C]0.398734[/C][/ROW]
[ROW][C]27[/C][C]-0.072142[/C][C]-0.4946[/C][C]0.3116[/C][/ROW]
[ROW][C]28[/C][C]-0.009151[/C][C]-0.0627[/C][C]0.475121[/C][/ROW]
[ROW][C]29[/C][C]0.015066[/C][C]0.1033[/C][C]0.459086[/C][/ROW]
[ROW][C]30[/C][C]0.001161[/C][C]0.008[/C][C]0.496842[/C][/ROW]
[ROW][C]31[/C][C]0.020123[/C][C]0.138[/C][C]0.445433[/C][/ROW]
[ROW][C]32[/C][C]-0.022797[/C][C]-0.1563[/C][C]0.438237[/C][/ROW]
[ROW][C]33[/C][C]0.005971[/C][C]0.0409[/C][C]0.483761[/C][/ROW]
[ROW][C]34[/C][C]0.020668[/C][C]0.1417[/C][C]0.443965[/C][/ROW]
[ROW][C]35[/C][C]-0.001609[/C][C]-0.011[/C][C]0.495623[/C][/ROW]
[ROW][C]36[/C][C]-0.019716[/C][C]-0.1352[/C][C]0.446529[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63507&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63507&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	-0.502641	-3.4459	0.000604
2	-0.166177	-1.1392	0.130186
3	0.35028	2.4014	0.01017
4	-0.153026	-1.0491	0.14975
5	-0.048765	-0.3343	0.369814
6	0.134501	0.9221	0.180595
7	-0.259851	-1.7814	0.040651
8	0.36197	2.4815	0.008357
9	-0.179111	-1.2279	0.112795
10	-0.279275	-1.9146	0.03082
11	0.493246	3.3815	0.00073
12	-0.231291	-1.5857	0.059762
13	-0.173461	-1.1892	0.120169
14	0.198549	1.3612	0.089973
15	0.003391	0.0232	0.490776
16	-0.053688	-0.3681	0.357239
17	0.070717	0.4848	0.315031
18	-0.136935	-0.9388	0.176322
19	0.203239	1.3933	0.085036
20	-0.112694	-0.7726	0.221816
21	-0.094311	-0.6466	0.260529
22	0.133642	0.9162	0.182119
23	-0.015823	-0.1085	0.45704
24	-0.091887	-0.6299	0.26589
25	0.055975	0.3837	0.35145
26	0.037646	0.2581	0.398734
27	-0.072142	-0.4946	0.3116
28	-0.009151	-0.0627	0.475121
29	0.015066	0.1033	0.459086
30	0.001161	0.008	0.496842
31	0.020123	0.138	0.445433
32	-0.022797	-0.1563	0.438237
33	0.005971	0.0409	0.483761
34	0.020668	0.1417	0.443965
35	-0.001609	-0.011	0.495623
36	-0.019716	-0.1352	0.446529

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.502641	-3.4459	0.000604
2	-0.56041	-3.842	0.000182
3	-0.120438	-0.8257	0.206579
4	-0.047529	-0.3258	0.372994
5	0.01918	0.1315	0.447975
6	0.088234	0.6049	0.274077
7	-0.296652	-2.0337	0.023822
8	0.189408	1.2985	0.100223
9	0.065333	0.4479	0.328142
10	-0.291865	-2.0009	0.025597
11	0.056787	0.3893	0.349403
12	-0.037331	-0.2559	0.399561
13	-0.022624	-0.1551	0.438702
14	-0.278761	-1.9111	0.031051
15	-0.009826	-0.0674	0.473289
16	0.067554	0.4631	0.322704
17	0.129835	0.8901	0.188972
18	0.128498	0.8809	0.191418
19	-0.016265	-0.1115	0.455846
20	-0.013055	-0.0895	0.464532
21	0.040814	0.2798	0.390427
22	-0.118878	-0.815	0.209594
23	-0.176814	-1.2122	0.115752
24	-0.087789	-0.6019	0.275082
25	-0.005318	-0.0365	0.485536
26	0.054238	0.3718	0.355842
27	-0.107865	-0.7395	0.231645
28	-0.131375	-0.9007	0.18618
29	-0.014265	-0.0978	0.461256
30	-0.093254	-0.6393	0.262859
31	-0.012671	-0.0869	0.465574
32	-0.112175	-0.769	0.222861
33	0.014242	0.0976	0.461317
34	-0.085317	-0.5849	0.280704
35	-0.036918	-0.2531	0.400648
36	0.002217	0.0152	0.493969

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.502641 & -3.4459 & 0.000604 \tabularnewline
2 & -0.56041 & -3.842 & 0.000182 \tabularnewline
3 & -0.120438 & -0.8257 & 0.206579 \tabularnewline
4 & -0.047529 & -0.3258 & 0.372994 \tabularnewline
5 & 0.01918 & 0.1315 & 0.447975 \tabularnewline
6 & 0.088234 & 0.6049 & 0.274077 \tabularnewline
7 & -0.296652 & -2.0337 & 0.023822 \tabularnewline
8 & 0.189408 & 1.2985 & 0.100223 \tabularnewline
9 & 0.065333 & 0.4479 & 0.328142 \tabularnewline
10 & -0.291865 & -2.0009 & 0.025597 \tabularnewline
11 & 0.056787 & 0.3893 & 0.349403 \tabularnewline
12 & -0.037331 & -0.2559 & 0.399561 \tabularnewline
13 & -0.022624 & -0.1551 & 0.438702 \tabularnewline
14 & -0.278761 & -1.9111 & 0.031051 \tabularnewline
15 & -0.009826 & -0.0674 & 0.473289 \tabularnewline
16 & 0.067554 & 0.4631 & 0.322704 \tabularnewline
17 & 0.129835 & 0.8901 & 0.188972 \tabularnewline
18 & 0.128498 & 0.8809 & 0.191418 \tabularnewline
19 & -0.016265 & -0.1115 & 0.455846 \tabularnewline
20 & -0.013055 & -0.0895 & 0.464532 \tabularnewline
21 & 0.040814 & 0.2798 & 0.390427 \tabularnewline
22 & -0.118878 & -0.815 & 0.209594 \tabularnewline
23 & -0.176814 & -1.2122 & 0.115752 \tabularnewline
24 & -0.087789 & -0.6019 & 0.275082 \tabularnewline
25 & -0.005318 & -0.0365 & 0.485536 \tabularnewline
26 & 0.054238 & 0.3718 & 0.355842 \tabularnewline
27 & -0.107865 & -0.7395 & 0.231645 \tabularnewline
28 & -0.131375 & -0.9007 & 0.18618 \tabularnewline
29 & -0.014265 & -0.0978 & 0.461256 \tabularnewline
30 & -0.093254 & -0.6393 & 0.262859 \tabularnewline
31 & -0.012671 & -0.0869 & 0.465574 \tabularnewline
32 & -0.112175 & -0.769 & 0.222861 \tabularnewline
33 & 0.014242 & 0.0976 & 0.461317 \tabularnewline
34 & -0.085317 & -0.5849 & 0.280704 \tabularnewline
35 & -0.036918 & -0.2531 & 0.400648 \tabularnewline
36 & 0.002217 & 0.0152 & 0.493969 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63507&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]-0.502641[/C][C]-3.4459[/C][C]0.000604[/C][/ROW]
[ROW][C]2[/C][C]-0.56041[/C][C]-3.842[/C][C]0.000182[/C][/ROW]
[ROW][C]3[/C][C]-0.120438[/C][C]-0.8257[/C][C]0.206579[/C][/ROW]
[ROW][C]4[/C][C]-0.047529[/C][C]-0.3258[/C][C]0.372994[/C][/ROW]
[ROW][C]5[/C][C]0.01918[/C][C]0.1315[/C][C]0.447975[/C][/ROW]
[ROW][C]6[/C][C]0.088234[/C][C]0.6049[/C][C]0.274077[/C][/ROW]
[ROW][C]7[/C][C]-0.296652[/C][C]-2.0337[/C][C]0.023822[/C][/ROW]
[ROW][C]8[/C][C]0.189408[/C][C]1.2985[/C][C]0.100223[/C][/ROW]
[ROW][C]9[/C][C]0.065333[/C][C]0.4479[/C][C]0.328142[/C][/ROW]
[ROW][C]10[/C][C]-0.291865[/C][C]-2.0009[/C][C]0.025597[/C][/ROW]
[ROW][C]11[/C][C]0.056787[/C][C]0.3893[/C][C]0.349403[/C][/ROW]
[ROW][C]12[/C][C]-0.037331[/C][C]-0.2559[/C][C]0.399561[/C][/ROW]
[ROW][C]13[/C][C]-0.022624[/C][C]-0.1551[/C][C]0.438702[/C][/ROW]
[ROW][C]14[/C][C]-0.278761[/C][C]-1.9111[/C][C]0.031051[/C][/ROW]
[ROW][C]15[/C][C]-0.009826[/C][C]-0.0674[/C][C]0.473289[/C][/ROW]
[ROW][C]16[/C][C]0.067554[/C][C]0.4631[/C][C]0.322704[/C][/ROW]
[ROW][C]17[/C][C]0.129835[/C][C]0.8901[/C][C]0.188972[/C][/ROW]
[ROW][C]18[/C][C]0.128498[/C][C]0.8809[/C][C]0.191418[/C][/ROW]
[ROW][C]19[/C][C]-0.016265[/C][C]-0.1115[/C][C]0.455846[/C][/ROW]
[ROW][C]20[/C][C]-0.013055[/C][C]-0.0895[/C][C]0.464532[/C][/ROW]
[ROW][C]21[/C][C]0.040814[/C][C]0.2798[/C][C]0.390427[/C][/ROW]
[ROW][C]22[/C][C]-0.118878[/C][C]-0.815[/C][C]0.209594[/C][/ROW]
[ROW][C]23[/C][C]-0.176814[/C][C]-1.2122[/C][C]0.115752[/C][/ROW]
[ROW][C]24[/C][C]-0.087789[/C][C]-0.6019[/C][C]0.275082[/C][/ROW]
[ROW][C]25[/C][C]-0.005318[/C][C]-0.0365[/C][C]0.485536[/C][/ROW]
[ROW][C]26[/C][C]0.054238[/C][C]0.3718[/C][C]0.355842[/C][/ROW]
[ROW][C]27[/C][C]-0.107865[/C][C]-0.7395[/C][C]0.231645[/C][/ROW]
[ROW][C]28[/C][C]-0.131375[/C][C]-0.9007[/C][C]0.18618[/C][/ROW]
[ROW][C]29[/C][C]-0.014265[/C][C]-0.0978[/C][C]0.461256[/C][/ROW]
[ROW][C]30[/C][C]-0.093254[/C][C]-0.6393[/C][C]0.262859[/C][/ROW]
[ROW][C]31[/C][C]-0.012671[/C][C]-0.0869[/C][C]0.465574[/C][/ROW]
[ROW][C]32[/C][C]-0.112175[/C][C]-0.769[/C][C]0.222861[/C][/ROW]
[ROW][C]33[/C][C]0.014242[/C][C]0.0976[/C][C]0.461317[/C][/ROW]
[ROW][C]34[/C][C]-0.085317[/C][C]-0.5849[/C][C]0.280704[/C][/ROW]
[ROW][C]35[/C][C]-0.036918[/C][C]-0.2531[/C][C]0.400648[/C][/ROW]
[ROW][C]36[/C][C]0.002217[/C][C]0.0152[/C][C]0.493969[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63507&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63507&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	-0.502641	-3.4459	0.000604
2	-0.56041	-3.842	0.000182
3	-0.120438	-0.8257	0.206579
4	-0.047529	-0.3258	0.372994
5	0.01918	0.1315	0.447975
6	0.088234	0.6049	0.274077
7	-0.296652	-2.0337	0.023822
8	0.189408	1.2985	0.100223
9	0.065333	0.4479	0.328142
10	-0.291865	-2.0009	0.025597
11	0.056787	0.3893	0.349403
12	-0.037331	-0.2559	0.399561
13	-0.022624	-0.1551	0.438702
14	-0.278761	-1.9111	0.031051
15	-0.009826	-0.0674	0.473289
16	0.067554	0.4631	0.322704
17	0.129835	0.8901	0.188972
18	0.128498	0.8809	0.191418
19	-0.016265	-0.1115	0.455846
20	-0.013055	-0.0895	0.464532
21	0.040814	0.2798	0.390427
22	-0.118878	-0.815	0.209594
23	-0.176814	-1.2122	0.115752
24	-0.087789	-0.6019	0.275082
25	-0.005318	-0.0365	0.485536
26	0.054238	0.3718	0.355842
27	-0.107865	-0.7395	0.231645
28	-0.131375	-0.9007	0.18618
29	-0.014265	-0.0978	0.461256
30	-0.093254	-0.6393	0.262859
31	-0.012671	-0.0869	0.465574
32	-0.112175	-0.769	0.222861
33	0.014242	0.0976	0.461317
34	-0.085317	-0.5849	0.280704
35	-0.036918	-0.2531	0.400648
36	0.002217	0.0152	0.493969

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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