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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:22:11 -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/t1259936641xt2bdippyf2yyo2.htm/, Retrieved Sat, 27 Apr 2024 22:58:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63595, Retrieved Sat, 27 Apr 2024 22:58:25 +0000

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Estimated Impact

173

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]
-   PD        [(Partial) Autocorrelation Function] [ws8_2] [2009-11-24 20:22:15] [8b1aef4e7013bd33fbc2a5833375c5f5]
-   P           [(Partial) Autocorrelation Function] [WS8_seizonaliteit1] [2009-11-25 17:44:58] [8b1aef4e7013bd33fbc2a5833375c5f5]
-                   [(Partial) Autocorrelation Function] [] [2009-12-04 14:22:11] [2a6f24d4847085573f343c759dfbabef] [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=63595&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=63595&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63595&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	0.2039	2.9618	0.001704
2	0.172077	2.4996	0.006598
3	-0.026952	-0.3915	0.347913
4	-0.019063	-0.2769	0.391063
5	-0.047274	-0.6867	0.246516
6	-0.009297	-0.135	0.446352
7	-0.034237	-0.4973	0.309739
8	-0.058204	-0.8455	0.199404
9	-0.040537	-0.5888	0.278304
10	-0.09046	-1.314	0.095136
11	-0.154206	-2.24	0.013068
12	-0.541245	-7.862	0
13	-0.138251	-2.0082	0.022948
14	-0.09339	-1.3566	0.088184
15	0.02746	0.3989	0.345191
16	0.139427	2.0253	0.022048
17	0.102853	1.494	0.068332
18	0.038113	0.5536	0.290212
19	0.053781	0.7812	0.217774
20	0.025084	0.3644	0.357972
21	0.035051	0.5091	0.305592
22	0.003503	0.0509	0.479731
23	0.091669	1.3316	0.09222
24	0.097712	1.4194	0.078636
25	0.077126	1.1203	0.131927
26	-0.0083	-0.1206	0.452075
27	-0.006422	-0.0933	0.462882
28	-0.191053	-2.7752	0.003006
29	-0.05522	-0.8021	0.211696
30	-0.050679	-0.7362	0.231226
31	-0.037895	-0.5505	0.291292
32	-0.008216	-0.1193	0.452556
33	-0.00594	-0.0863	0.465659
34	0.052777	0.7666	0.222078
35	-0.025433	-0.3694	0.356086
36	0.037439	0.5438	0.293564

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2039 & 2.9618 & 0.001704 \tabularnewline
2 & 0.172077 & 2.4996 & 0.006598 \tabularnewline
3 & -0.026952 & -0.3915 & 0.347913 \tabularnewline
4 & -0.019063 & -0.2769 & 0.391063 \tabularnewline
5 & -0.047274 & -0.6867 & 0.246516 \tabularnewline
6 & -0.009297 & -0.135 & 0.446352 \tabularnewline
7 & -0.034237 & -0.4973 & 0.309739 \tabularnewline
8 & -0.058204 & -0.8455 & 0.199404 \tabularnewline
9 & -0.040537 & -0.5888 & 0.278304 \tabularnewline
10 & -0.09046 & -1.314 & 0.095136 \tabularnewline
11 & -0.154206 & -2.24 & 0.013068 \tabularnewline
12 & -0.541245 & -7.862 & 0 \tabularnewline
13 & -0.138251 & -2.0082 & 0.022948 \tabularnewline
14 & -0.09339 & -1.3566 & 0.088184 \tabularnewline
15 & 0.02746 & 0.3989 & 0.345191 \tabularnewline
16 & 0.139427 & 2.0253 & 0.022048 \tabularnewline
17 & 0.102853 & 1.494 & 0.068332 \tabularnewline
18 & 0.038113 & 0.5536 & 0.290212 \tabularnewline
19 & 0.053781 & 0.7812 & 0.217774 \tabularnewline
20 & 0.025084 & 0.3644 & 0.357972 \tabularnewline
21 & 0.035051 & 0.5091 & 0.305592 \tabularnewline
22 & 0.003503 & 0.0509 & 0.479731 \tabularnewline
23 & 0.091669 & 1.3316 & 0.09222 \tabularnewline
24 & 0.097712 & 1.4194 & 0.078636 \tabularnewline
25 & 0.077126 & 1.1203 & 0.131927 \tabularnewline
26 & -0.0083 & -0.1206 & 0.452075 \tabularnewline
27 & -0.006422 & -0.0933 & 0.462882 \tabularnewline
28 & -0.191053 & -2.7752 & 0.003006 \tabularnewline
29 & -0.05522 & -0.8021 & 0.211696 \tabularnewline
30 & -0.050679 & -0.7362 & 0.231226 \tabularnewline
31 & -0.037895 & -0.5505 & 0.291292 \tabularnewline
32 & -0.008216 & -0.1193 & 0.452556 \tabularnewline
33 & -0.00594 & -0.0863 & 0.465659 \tabularnewline
34 & 0.052777 & 0.7666 & 0.222078 \tabularnewline
35 & -0.025433 & -0.3694 & 0.356086 \tabularnewline
36 & 0.037439 & 0.5438 & 0.293564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63595&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]0.2039[/C][C]2.9618[/C][C]0.001704[/C][/ROW]
[ROW][C]2[/C][C]0.172077[/C][C]2.4996[/C][C]0.006598[/C][/ROW]
[ROW][C]3[/C][C]-0.026952[/C][C]-0.3915[/C][C]0.347913[/C][/ROW]
[ROW][C]4[/C][C]-0.019063[/C][C]-0.2769[/C][C]0.391063[/C][/ROW]
[ROW][C]5[/C][C]-0.047274[/C][C]-0.6867[/C][C]0.246516[/C][/ROW]
[ROW][C]6[/C][C]-0.009297[/C][C]-0.135[/C][C]0.446352[/C][/ROW]
[ROW][C]7[/C][C]-0.034237[/C][C]-0.4973[/C][C]0.309739[/C][/ROW]
[ROW][C]8[/C][C]-0.058204[/C][C]-0.8455[/C][C]0.199404[/C][/ROW]
[ROW][C]9[/C][C]-0.040537[/C][C]-0.5888[/C][C]0.278304[/C][/ROW]
[ROW][C]10[/C][C]-0.09046[/C][C]-1.314[/C][C]0.095136[/C][/ROW]
[ROW][C]11[/C][C]-0.154206[/C][C]-2.24[/C][C]0.013068[/C][/ROW]
[ROW][C]12[/C][C]-0.541245[/C][C]-7.862[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.138251[/C][C]-2.0082[/C][C]0.022948[/C][/ROW]
[ROW][C]14[/C][C]-0.09339[/C][C]-1.3566[/C][C]0.088184[/C][/ROW]
[ROW][C]15[/C][C]0.02746[/C][C]0.3989[/C][C]0.345191[/C][/ROW]
[ROW][C]16[/C][C]0.139427[/C][C]2.0253[/C][C]0.022048[/C][/ROW]
[ROW][C]17[/C][C]0.102853[/C][C]1.494[/C][C]0.068332[/C][/ROW]
[ROW][C]18[/C][C]0.038113[/C][C]0.5536[/C][C]0.290212[/C][/ROW]
[ROW][C]19[/C][C]0.053781[/C][C]0.7812[/C][C]0.217774[/C][/ROW]
[ROW][C]20[/C][C]0.025084[/C][C]0.3644[/C][C]0.357972[/C][/ROW]
[ROW][C]21[/C][C]0.035051[/C][C]0.5091[/C][C]0.305592[/C][/ROW]
[ROW][C]22[/C][C]0.003503[/C][C]0.0509[/C][C]0.479731[/C][/ROW]
[ROW][C]23[/C][C]0.091669[/C][C]1.3316[/C][C]0.09222[/C][/ROW]
[ROW][C]24[/C][C]0.097712[/C][C]1.4194[/C][C]0.078636[/C][/ROW]
[ROW][C]25[/C][C]0.077126[/C][C]1.1203[/C][C]0.131927[/C][/ROW]
[ROW][C]26[/C][C]-0.0083[/C][C]-0.1206[/C][C]0.452075[/C][/ROW]
[ROW][C]27[/C][C]-0.006422[/C][C]-0.0933[/C][C]0.462882[/C][/ROW]
[ROW][C]28[/C][C]-0.191053[/C][C]-2.7752[/C][C]0.003006[/C][/ROW]
[ROW][C]29[/C][C]-0.05522[/C][C]-0.8021[/C][C]0.211696[/C][/ROW]
[ROW][C]30[/C][C]-0.050679[/C][C]-0.7362[/C][C]0.231226[/C][/ROW]
[ROW][C]31[/C][C]-0.037895[/C][C]-0.5505[/C][C]0.291292[/C][/ROW]
[ROW][C]32[/C][C]-0.008216[/C][C]-0.1193[/C][C]0.452556[/C][/ROW]
[ROW][C]33[/C][C]-0.00594[/C][C]-0.0863[/C][C]0.465659[/C][/ROW]
[ROW][C]34[/C][C]0.052777[/C][C]0.7666[/C][C]0.222078[/C][/ROW]
[ROW][C]35[/C][C]-0.025433[/C][C]-0.3694[/C][C]0.356086[/C][/ROW]
[ROW][C]36[/C][C]0.037439[/C][C]0.5438[/C][C]0.293564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63595&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63595&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	0.2039	2.9618	0.001704
2	0.172077	2.4996	0.006598
3	-0.026952	-0.3915	0.347913
4	-0.019063	-0.2769	0.391063
5	-0.047274	-0.6867	0.246516
6	-0.009297	-0.135	0.446352
7	-0.034237	-0.4973	0.309739
8	-0.058204	-0.8455	0.199404
9	-0.040537	-0.5888	0.278304
10	-0.09046	-1.314	0.095136
11	-0.154206	-2.24	0.013068
12	-0.541245	-7.862	0
13	-0.138251	-2.0082	0.022948
14	-0.09339	-1.3566	0.088184
15	0.02746	0.3989	0.345191
16	0.139427	2.0253	0.022048
17	0.102853	1.494	0.068332
18	0.038113	0.5536	0.290212
19	0.053781	0.7812	0.217774
20	0.025084	0.3644	0.357972
21	0.035051	0.5091	0.305592
22	0.003503	0.0509	0.479731
23	0.091669	1.3316	0.09222
24	0.097712	1.4194	0.078636
25	0.077126	1.1203	0.131927
26	-0.0083	-0.1206	0.452075
27	-0.006422	-0.0933	0.462882
28	-0.191053	-2.7752	0.003006
29	-0.05522	-0.8021	0.211696
30	-0.050679	-0.7362	0.231226
31	-0.037895	-0.5505	0.291292
32	-0.008216	-0.1193	0.452556
33	-0.00594	-0.0863	0.465659
34	0.052777	0.7666	0.222078
35	-0.025433	-0.3694	0.356086
36	0.037439	0.5438	0.293564

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.2039	2.9618	0.001704
2	0.136162	1.9779	0.024622
3	-0.090388	-1.313	0.09531
4	-0.023284	-0.3382	0.367765
5	-0.021428	-0.3113	0.377956
6	0.008455	0.1228	0.451183
7	-0.026947	-0.3914	0.347935
8	-0.05591	-0.8121	0.208812
9	-0.01296	-0.1883	0.42543
10	-0.071521	-1.0389	0.150019
11	-0.13381	-1.9437	0.026631
12	-0.521431	-7.5742	0
13	0.056454	0.82	0.20656
14	0.080302	1.1665	0.122374
15	-0.04707	-0.6837	0.247447
16	0.127431	1.851	0.032781
17	0.030944	0.4495	0.326772
18	-0.033548	-0.4873	0.313273
19	0.007342	0.1066	0.457586
20	-0.05973	-0.8676	0.193291
21	0.003634	0.0528	0.478978
22	-0.047706	-0.693	0.244546
23	-0.001078	-0.0157	0.493763
24	-0.254347	-3.6946	0.00014
25	0.073174	1.0629	0.144519
26	-0.007981	-0.1159	0.453907
27	-0.011865	-0.1724	0.431662
28	-0.048574	-0.7056	0.240613
29	0.065175	0.9467	0.172433
30	-0.003511	-0.051	0.479685
31	-0.039929	-0.58	0.281265
32	-0.036371	-0.5283	0.298916
33	-0.009833	-0.1428	0.443278
34	0.056553	0.8215	0.206151
35	-0.020833	-0.3026	0.381242
36	-0.082128	-1.193	0.117108

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2039 & 2.9618 & 0.001704 \tabularnewline
2 & 0.136162 & 1.9779 & 0.024622 \tabularnewline
3 & -0.090388 & -1.313 & 0.09531 \tabularnewline
4 & -0.023284 & -0.3382 & 0.367765 \tabularnewline
5 & -0.021428 & -0.3113 & 0.377956 \tabularnewline
6 & 0.008455 & 0.1228 & 0.451183 \tabularnewline
7 & -0.026947 & -0.3914 & 0.347935 \tabularnewline
8 & -0.05591 & -0.8121 & 0.208812 \tabularnewline
9 & -0.01296 & -0.1883 & 0.42543 \tabularnewline
10 & -0.071521 & -1.0389 & 0.150019 \tabularnewline
11 & -0.13381 & -1.9437 & 0.026631 \tabularnewline
12 & -0.521431 & -7.5742 & 0 \tabularnewline
13 & 0.056454 & 0.82 & 0.20656 \tabularnewline
14 & 0.080302 & 1.1665 & 0.122374 \tabularnewline
15 & -0.04707 & -0.6837 & 0.247447 \tabularnewline
16 & 0.127431 & 1.851 & 0.032781 \tabularnewline
17 & 0.030944 & 0.4495 & 0.326772 \tabularnewline
18 & -0.033548 & -0.4873 & 0.313273 \tabularnewline
19 & 0.007342 & 0.1066 & 0.457586 \tabularnewline
20 & -0.05973 & -0.8676 & 0.193291 \tabularnewline
21 & 0.003634 & 0.0528 & 0.478978 \tabularnewline
22 & -0.047706 & -0.693 & 0.244546 \tabularnewline
23 & -0.001078 & -0.0157 & 0.493763 \tabularnewline
24 & -0.254347 & -3.6946 & 0.00014 \tabularnewline
25 & 0.073174 & 1.0629 & 0.144519 \tabularnewline
26 & -0.007981 & -0.1159 & 0.453907 \tabularnewline
27 & -0.011865 & -0.1724 & 0.431662 \tabularnewline
28 & -0.048574 & -0.7056 & 0.240613 \tabularnewline
29 & 0.065175 & 0.9467 & 0.172433 \tabularnewline
30 & -0.003511 & -0.051 & 0.479685 \tabularnewline
31 & -0.039929 & -0.58 & 0.281265 \tabularnewline
32 & -0.036371 & -0.5283 & 0.298916 \tabularnewline
33 & -0.009833 & -0.1428 & 0.443278 \tabularnewline
34 & 0.056553 & 0.8215 & 0.206151 \tabularnewline
35 & -0.020833 & -0.3026 & 0.381242 \tabularnewline
36 & -0.082128 & -1.193 & 0.117108 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63595&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]0.2039[/C][C]2.9618[/C][C]0.001704[/C][/ROW]
[ROW][C]2[/C][C]0.136162[/C][C]1.9779[/C][C]0.024622[/C][/ROW]
[ROW][C]3[/C][C]-0.090388[/C][C]-1.313[/C][C]0.09531[/C][/ROW]
[ROW][C]4[/C][C]-0.023284[/C][C]-0.3382[/C][C]0.367765[/C][/ROW]
[ROW][C]5[/C][C]-0.021428[/C][C]-0.3113[/C][C]0.377956[/C][/ROW]
[ROW][C]6[/C][C]0.008455[/C][C]0.1228[/C][C]0.451183[/C][/ROW]
[ROW][C]7[/C][C]-0.026947[/C][C]-0.3914[/C][C]0.347935[/C][/ROW]
[ROW][C]8[/C][C]-0.05591[/C][C]-0.8121[/C][C]0.208812[/C][/ROW]
[ROW][C]9[/C][C]-0.01296[/C][C]-0.1883[/C][C]0.42543[/C][/ROW]
[ROW][C]10[/C][C]-0.071521[/C][C]-1.0389[/C][C]0.150019[/C][/ROW]
[ROW][C]11[/C][C]-0.13381[/C][C]-1.9437[/C][C]0.026631[/C][/ROW]
[ROW][C]12[/C][C]-0.521431[/C][C]-7.5742[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.056454[/C][C]0.82[/C][C]0.20656[/C][/ROW]
[ROW][C]14[/C][C]0.080302[/C][C]1.1665[/C][C]0.122374[/C][/ROW]
[ROW][C]15[/C][C]-0.04707[/C][C]-0.6837[/C][C]0.247447[/C][/ROW]
[ROW][C]16[/C][C]0.127431[/C][C]1.851[/C][C]0.032781[/C][/ROW]
[ROW][C]17[/C][C]0.030944[/C][C]0.4495[/C][C]0.326772[/C][/ROW]
[ROW][C]18[/C][C]-0.033548[/C][C]-0.4873[/C][C]0.313273[/C][/ROW]
[ROW][C]19[/C][C]0.007342[/C][C]0.1066[/C][C]0.457586[/C][/ROW]
[ROW][C]20[/C][C]-0.05973[/C][C]-0.8676[/C][C]0.193291[/C][/ROW]
[ROW][C]21[/C][C]0.003634[/C][C]0.0528[/C][C]0.478978[/C][/ROW]
[ROW][C]22[/C][C]-0.047706[/C][C]-0.693[/C][C]0.244546[/C][/ROW]
[ROW][C]23[/C][C]-0.001078[/C][C]-0.0157[/C][C]0.493763[/C][/ROW]
[ROW][C]24[/C][C]-0.254347[/C][C]-3.6946[/C][C]0.00014[/C][/ROW]
[ROW][C]25[/C][C]0.073174[/C][C]1.0629[/C][C]0.144519[/C][/ROW]
[ROW][C]26[/C][C]-0.007981[/C][C]-0.1159[/C][C]0.453907[/C][/ROW]
[ROW][C]27[/C][C]-0.011865[/C][C]-0.1724[/C][C]0.431662[/C][/ROW]
[ROW][C]28[/C][C]-0.048574[/C][C]-0.7056[/C][C]0.240613[/C][/ROW]
[ROW][C]29[/C][C]0.065175[/C][C]0.9467[/C][C]0.172433[/C][/ROW]
[ROW][C]30[/C][C]-0.003511[/C][C]-0.051[/C][C]0.479685[/C][/ROW]
[ROW][C]31[/C][C]-0.039929[/C][C]-0.58[/C][C]0.281265[/C][/ROW]
[ROW][C]32[/C][C]-0.036371[/C][C]-0.5283[/C][C]0.298916[/C][/ROW]
[ROW][C]33[/C][C]-0.009833[/C][C]-0.1428[/C][C]0.443278[/C][/ROW]
[ROW][C]34[/C][C]0.056553[/C][C]0.8215[/C][C]0.206151[/C][/ROW]
[ROW][C]35[/C][C]-0.020833[/C][C]-0.3026[/C][C]0.381242[/C][/ROW]
[ROW][C]36[/C][C]-0.082128[/C][C]-1.193[/C][C]0.117108[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63595&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63595&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	0.2039	2.9618	0.001704
2	0.136162	1.9779	0.024622
3	-0.090388	-1.313	0.09531
4	-0.023284	-0.3382	0.367765
5	-0.021428	-0.3113	0.377956
6	0.008455	0.1228	0.451183
7	-0.026947	-0.3914	0.347935
8	-0.05591	-0.8121	0.208812
9	-0.01296	-0.1883	0.42543
10	-0.071521	-1.0389	0.150019
11	-0.13381	-1.9437	0.026631
12	-0.521431	-7.5742	0
13	0.056454	0.82	0.20656
14	0.080302	1.1665	0.122374
15	-0.04707	-0.6837	0.247447
16	0.127431	1.851	0.032781
17	0.030944	0.4495	0.326772
18	-0.033548	-0.4873	0.313273
19	0.007342	0.1066	0.457586
20	-0.05973	-0.8676	0.193291
21	0.003634	0.0528	0.478978
22	-0.047706	-0.693	0.244546
23	-0.001078	-0.0157	0.493763
24	-0.254347	-3.6946	0.00014
25	0.073174	1.0629	0.144519
26	-0.007981	-0.1159	0.453907
27	-0.011865	-0.1724	0.431662
28	-0.048574	-0.7056	0.240613
29	0.065175	0.9467	0.172433
30	-0.003511	-0.051	0.479685
31	-0.039929	-0.58	0.281265
32	-0.036371	-0.5283	0.298916
33	-0.009833	-0.1428	0.443278
34	0.056553	0.8215	0.206151
35	-0.020833	-0.3026	0.381242
36	-0.082128	-1.193	0.117108

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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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