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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 08:41:11 -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/t1259941321b5izr5rv9ir64lb.htm/, Retrieved Sun, 28 Apr 2024 00:07:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63787, Retrieved Sun, 28 Apr 2024 00:07:01 +0000

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Estimated Impact

133

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 14:48:46] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-04 15:41:11] [c88a5f1b97e332c6387d668c465455af] [Current]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-16 17:36:11] [73863f7f907331e734eff34b7de6fc83] 

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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=63787&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=63787&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63787&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	0.314748	2.1578	0.018043
2	0.093329	0.6398	0.262695
3	-0.257607	-1.7661	0.04194
4	-0.239008	-1.6386	0.053992
5	-0.166732	-1.1431	0.129402
6	-0.172813	-1.1847	0.121037
7	-0.108032	-0.7406	0.231302
8	-0.081022	-0.5555	0.290608
9	0.080044	0.5488	0.292885
10	-0.02305	-0.158	0.437557
11	0.04085	0.2801	0.390333
12	-0.129157	-0.8855	0.190209
13	0.149274	1.0234	0.155686
14	0.019848	0.1361	0.446174
15	0.099889	0.6848	0.248416
16	0.028852	0.1978	0.422029
17	-0.015592	-0.1069	0.457665
18	0.178843	1.2261	0.113137
19	0.068553	0.47	0.320273
20	0.058593	0.4017	0.344866
21	-0.18985	-1.3015	0.099707
22	-0.202511	-1.3883	0.085789
23	-0.263176	-1.8042	0.038802
24	-0.017624	-0.1208	0.452172
25	0.016188	0.111	0.456053
26	0.088639	0.6077	0.273163
27	0.033737	0.2313	0.409048
28	0.049512	0.3394	0.367896
29	0.061491	0.4216	0.337633
30	-0.077332	-0.5302	0.299248
31	-0.006226	-0.0427	0.483068
32	0.003144	0.0216	0.491446
33	0.109454	0.7504	0.228383
34	0.067027	0.4595	0.323993
35	0.056009	0.384	0.351362
36	-0.082758	-0.5674	0.286586

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.314748 & 2.1578 & 0.018043 \tabularnewline
2 & 0.093329 & 0.6398 & 0.262695 \tabularnewline
3 & -0.257607 & -1.7661 & 0.04194 \tabularnewline
4 & -0.239008 & -1.6386 & 0.053992 \tabularnewline
5 & -0.166732 & -1.1431 & 0.129402 \tabularnewline
6 & -0.172813 & -1.1847 & 0.121037 \tabularnewline
7 & -0.108032 & -0.7406 & 0.231302 \tabularnewline
8 & -0.081022 & -0.5555 & 0.290608 \tabularnewline
9 & 0.080044 & 0.5488 & 0.292885 \tabularnewline
10 & -0.02305 & -0.158 & 0.437557 \tabularnewline
11 & 0.04085 & 0.2801 & 0.390333 \tabularnewline
12 & -0.129157 & -0.8855 & 0.190209 \tabularnewline
13 & 0.149274 & 1.0234 & 0.155686 \tabularnewline
14 & 0.019848 & 0.1361 & 0.446174 \tabularnewline
15 & 0.099889 & 0.6848 & 0.248416 \tabularnewline
16 & 0.028852 & 0.1978 & 0.422029 \tabularnewline
17 & -0.015592 & -0.1069 & 0.457665 \tabularnewline
18 & 0.178843 & 1.2261 & 0.113137 \tabularnewline
19 & 0.068553 & 0.47 & 0.320273 \tabularnewline
20 & 0.058593 & 0.4017 & 0.344866 \tabularnewline
21 & -0.18985 & -1.3015 & 0.099707 \tabularnewline
22 & -0.202511 & -1.3883 & 0.085789 \tabularnewline
23 & -0.263176 & -1.8042 & 0.038802 \tabularnewline
24 & -0.017624 & -0.1208 & 0.452172 \tabularnewline
25 & 0.016188 & 0.111 & 0.456053 \tabularnewline
26 & 0.088639 & 0.6077 & 0.273163 \tabularnewline
27 & 0.033737 & 0.2313 & 0.409048 \tabularnewline
28 & 0.049512 & 0.3394 & 0.367896 \tabularnewline
29 & 0.061491 & 0.4216 & 0.337633 \tabularnewline
30 & -0.077332 & -0.5302 & 0.299248 \tabularnewline
31 & -0.006226 & -0.0427 & 0.483068 \tabularnewline
32 & 0.003144 & 0.0216 & 0.491446 \tabularnewline
33 & 0.109454 & 0.7504 & 0.228383 \tabularnewline
34 & 0.067027 & 0.4595 & 0.323993 \tabularnewline
35 & 0.056009 & 0.384 & 0.351362 \tabularnewline
36 & -0.082758 & -0.5674 & 0.286586 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63787&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]0.314748[/C][C]2.1578[/C][C]0.018043[/C][/ROW]
[ROW][C]2[/C][C]0.093329[/C][C]0.6398[/C][C]0.262695[/C][/ROW]
[ROW][C]3[/C][C]-0.257607[/C][C]-1.7661[/C][C]0.04194[/C][/ROW]
[ROW][C]4[/C][C]-0.239008[/C][C]-1.6386[/C][C]0.053992[/C][/ROW]
[ROW][C]5[/C][C]-0.166732[/C][C]-1.1431[/C][C]0.129402[/C][/ROW]
[ROW][C]6[/C][C]-0.172813[/C][C]-1.1847[/C][C]0.121037[/C][/ROW]
[ROW][C]7[/C][C]-0.108032[/C][C]-0.7406[/C][C]0.231302[/C][/ROW]
[ROW][C]8[/C][C]-0.081022[/C][C]-0.5555[/C][C]0.290608[/C][/ROW]
[ROW][C]9[/C][C]0.080044[/C][C]0.5488[/C][C]0.292885[/C][/ROW]
[ROW][C]10[/C][C]-0.02305[/C][C]-0.158[/C][C]0.437557[/C][/ROW]
[ROW][C]11[/C][C]0.04085[/C][C]0.2801[/C][C]0.390333[/C][/ROW]
[ROW][C]12[/C][C]-0.129157[/C][C]-0.8855[/C][C]0.190209[/C][/ROW]
[ROW][C]13[/C][C]0.149274[/C][C]1.0234[/C][C]0.155686[/C][/ROW]
[ROW][C]14[/C][C]0.019848[/C][C]0.1361[/C][C]0.446174[/C][/ROW]
[ROW][C]15[/C][C]0.099889[/C][C]0.6848[/C][C]0.248416[/C][/ROW]
[ROW][C]16[/C][C]0.028852[/C][C]0.1978[/C][C]0.422029[/C][/ROW]
[ROW][C]17[/C][C]-0.015592[/C][C]-0.1069[/C][C]0.457665[/C][/ROW]
[ROW][C]18[/C][C]0.178843[/C][C]1.2261[/C][C]0.113137[/C][/ROW]
[ROW][C]19[/C][C]0.068553[/C][C]0.47[/C][C]0.320273[/C][/ROW]
[ROW][C]20[/C][C]0.058593[/C][C]0.4017[/C][C]0.344866[/C][/ROW]
[ROW][C]21[/C][C]-0.18985[/C][C]-1.3015[/C][C]0.099707[/C][/ROW]
[ROW][C]22[/C][C]-0.202511[/C][C]-1.3883[/C][C]0.085789[/C][/ROW]
[ROW][C]23[/C][C]-0.263176[/C][C]-1.8042[/C][C]0.038802[/C][/ROW]
[ROW][C]24[/C][C]-0.017624[/C][C]-0.1208[/C][C]0.452172[/C][/ROW]
[ROW][C]25[/C][C]0.016188[/C][C]0.111[/C][C]0.456053[/C][/ROW]
[ROW][C]26[/C][C]0.088639[/C][C]0.6077[/C][C]0.273163[/C][/ROW]
[ROW][C]27[/C][C]0.033737[/C][C]0.2313[/C][C]0.409048[/C][/ROW]
[ROW][C]28[/C][C]0.049512[/C][C]0.3394[/C][C]0.367896[/C][/ROW]
[ROW][C]29[/C][C]0.061491[/C][C]0.4216[/C][C]0.337633[/C][/ROW]
[ROW][C]30[/C][C]-0.077332[/C][C]-0.5302[/C][C]0.299248[/C][/ROW]
[ROW][C]31[/C][C]-0.006226[/C][C]-0.0427[/C][C]0.483068[/C][/ROW]
[ROW][C]32[/C][C]0.003144[/C][C]0.0216[/C][C]0.491446[/C][/ROW]
[ROW][C]33[/C][C]0.109454[/C][C]0.7504[/C][C]0.228383[/C][/ROW]
[ROW][C]34[/C][C]0.067027[/C][C]0.4595[/C][C]0.323993[/C][/ROW]
[ROW][C]35[/C][C]0.056009[/C][C]0.384[/C][C]0.351362[/C][/ROW]
[ROW][C]36[/C][C]-0.082758[/C][C]-0.5674[/C][C]0.286586[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63787&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63787&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	0.314748	2.1578	0.018043
2	0.093329	0.6398	0.262695
3	-0.257607	-1.7661	0.04194
4	-0.239008	-1.6386	0.053992
5	-0.166732	-1.1431	0.129402
6	-0.172813	-1.1847	0.121037
7	-0.108032	-0.7406	0.231302
8	-0.081022	-0.5555	0.290608
9	0.080044	0.5488	0.292885
10	-0.02305	-0.158	0.437557
11	0.04085	0.2801	0.390333
12	-0.129157	-0.8855	0.190209
13	0.149274	1.0234	0.155686
14	0.019848	0.1361	0.446174
15	0.099889	0.6848	0.248416
16	0.028852	0.1978	0.422029
17	-0.015592	-0.1069	0.457665
18	0.178843	1.2261	0.113137
19	0.068553	0.47	0.320273
20	0.058593	0.4017	0.344866
21	-0.18985	-1.3015	0.099707
22	-0.202511	-1.3883	0.085789
23	-0.263176	-1.8042	0.038802
24	-0.017624	-0.1208	0.452172
25	0.016188	0.111	0.456053
26	0.088639	0.6077	0.273163
27	0.033737	0.2313	0.409048
28	0.049512	0.3394	0.367896
29	0.061491	0.4216	0.337633
30	-0.077332	-0.5302	0.299248
31	-0.006226	-0.0427	0.483068
32	0.003144	0.0216	0.491446
33	0.109454	0.7504	0.228383
34	0.067027	0.4595	0.323993
35	0.056009	0.384	0.351362
36	-0.082758	-0.5674	0.286586

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.314748	2.1578	0.018043
2	-0.006368	-0.0437	0.48268
3	-0.316534	-2.17	0.017545
4	-0.082731	-0.5672	0.286648
5	-0.022887	-0.1569	0.437996
6	-0.201618	-1.3822	0.086718
7	-0.107836	-0.7393	0.231704
8	-0.07688	-0.5271	0.300314
9	0.032515	0.2229	0.412286
10	-0.199517	-1.3678	0.088937
11	-0.037422	-0.2566	0.399322
12	-0.198397	-1.3601	0.090137
13	0.190873	1.3086	0.098523
14	-0.166528	-1.1417	0.129689
15	-0.007156	-0.0491	0.48054
16	0.016383	0.1123	0.455526
17	-0.031783	-0.2179	0.414228
18	0.210528	1.4433	0.077783
19	0.01515	0.1039	0.458861
20	0.007653	0.0525	0.479191
21	-0.074379	-0.5099	0.306249
22	-0.107756	-0.7387	0.231871
23	-0.100831	-0.6913	0.2464
24	0.064315	0.4409	0.330645
25	0.023074	0.1582	0.437493
26	-0.116784	-0.8006	0.213687
27	-0.073749	-0.5056	0.307751
28	-0.003107	-0.0213	0.491548
29	-0.078473	-0.538	0.296563
30	-0.100001	-0.6856	0.248176
31	-0.096591	-0.6622	0.255541
32	0.094276	0.6463	0.260606
33	-0.087146	-0.5974	0.276541
34	-0.030146	-0.2067	0.418579
35	0.041637	0.2855	0.388276
36	-0.07018	-0.4811	0.316328

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.314748 & 2.1578 & 0.018043 \tabularnewline
2 & -0.006368 & -0.0437 & 0.48268 \tabularnewline
3 & -0.316534 & -2.17 & 0.017545 \tabularnewline
4 & -0.082731 & -0.5672 & 0.286648 \tabularnewline
5 & -0.022887 & -0.1569 & 0.437996 \tabularnewline
6 & -0.201618 & -1.3822 & 0.086718 \tabularnewline
7 & -0.107836 & -0.7393 & 0.231704 \tabularnewline
8 & -0.07688 & -0.5271 & 0.300314 \tabularnewline
9 & 0.032515 & 0.2229 & 0.412286 \tabularnewline
10 & -0.199517 & -1.3678 & 0.088937 \tabularnewline
11 & -0.037422 & -0.2566 & 0.399322 \tabularnewline
12 & -0.198397 & -1.3601 & 0.090137 \tabularnewline
13 & 0.190873 & 1.3086 & 0.098523 \tabularnewline
14 & -0.166528 & -1.1417 & 0.129689 \tabularnewline
15 & -0.007156 & -0.0491 & 0.48054 \tabularnewline
16 & 0.016383 & 0.1123 & 0.455526 \tabularnewline
17 & -0.031783 & -0.2179 & 0.414228 \tabularnewline
18 & 0.210528 & 1.4433 & 0.077783 \tabularnewline
19 & 0.01515 & 0.1039 & 0.458861 \tabularnewline
20 & 0.007653 & 0.0525 & 0.479191 \tabularnewline
21 & -0.074379 & -0.5099 & 0.306249 \tabularnewline
22 & -0.107756 & -0.7387 & 0.231871 \tabularnewline
23 & -0.100831 & -0.6913 & 0.2464 \tabularnewline
24 & 0.064315 & 0.4409 & 0.330645 \tabularnewline
25 & 0.023074 & 0.1582 & 0.437493 \tabularnewline
26 & -0.116784 & -0.8006 & 0.213687 \tabularnewline
27 & -0.073749 & -0.5056 & 0.307751 \tabularnewline
28 & -0.003107 & -0.0213 & 0.491548 \tabularnewline
29 & -0.078473 & -0.538 & 0.296563 \tabularnewline
30 & -0.100001 & -0.6856 & 0.248176 \tabularnewline
31 & -0.096591 & -0.6622 & 0.255541 \tabularnewline
32 & 0.094276 & 0.6463 & 0.260606 \tabularnewline
33 & -0.087146 & -0.5974 & 0.276541 \tabularnewline
34 & -0.030146 & -0.2067 & 0.418579 \tabularnewline
35 & 0.041637 & 0.2855 & 0.388276 \tabularnewline
36 & -0.07018 & -0.4811 & 0.316328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63787&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]0.314748[/C][C]2.1578[/C][C]0.018043[/C][/ROW]
[ROW][C]2[/C][C]-0.006368[/C][C]-0.0437[/C][C]0.48268[/C][/ROW]
[ROW][C]3[/C][C]-0.316534[/C][C]-2.17[/C][C]0.017545[/C][/ROW]
[ROW][C]4[/C][C]-0.082731[/C][C]-0.5672[/C][C]0.286648[/C][/ROW]
[ROW][C]5[/C][C]-0.022887[/C][C]-0.1569[/C][C]0.437996[/C][/ROW]
[ROW][C]6[/C][C]-0.201618[/C][C]-1.3822[/C][C]0.086718[/C][/ROW]
[ROW][C]7[/C][C]-0.107836[/C][C]-0.7393[/C][C]0.231704[/C][/ROW]
[ROW][C]8[/C][C]-0.07688[/C][C]-0.5271[/C][C]0.300314[/C][/ROW]
[ROW][C]9[/C][C]0.032515[/C][C]0.2229[/C][C]0.412286[/C][/ROW]
[ROW][C]10[/C][C]-0.199517[/C][C]-1.3678[/C][C]0.088937[/C][/ROW]
[ROW][C]11[/C][C]-0.037422[/C][C]-0.2566[/C][C]0.399322[/C][/ROW]
[ROW][C]12[/C][C]-0.198397[/C][C]-1.3601[/C][C]0.090137[/C][/ROW]
[ROW][C]13[/C][C]0.190873[/C][C]1.3086[/C][C]0.098523[/C][/ROW]
[ROW][C]14[/C][C]-0.166528[/C][C]-1.1417[/C][C]0.129689[/C][/ROW]
[ROW][C]15[/C][C]-0.007156[/C][C]-0.0491[/C][C]0.48054[/C][/ROW]
[ROW][C]16[/C][C]0.016383[/C][C]0.1123[/C][C]0.455526[/C][/ROW]
[ROW][C]17[/C][C]-0.031783[/C][C]-0.2179[/C][C]0.414228[/C][/ROW]
[ROW][C]18[/C][C]0.210528[/C][C]1.4433[/C][C]0.077783[/C][/ROW]
[ROW][C]19[/C][C]0.01515[/C][C]0.1039[/C][C]0.458861[/C][/ROW]
[ROW][C]20[/C][C]0.007653[/C][C]0.0525[/C][C]0.479191[/C][/ROW]
[ROW][C]21[/C][C]-0.074379[/C][C]-0.5099[/C][C]0.306249[/C][/ROW]
[ROW][C]22[/C][C]-0.107756[/C][C]-0.7387[/C][C]0.231871[/C][/ROW]
[ROW][C]23[/C][C]-0.100831[/C][C]-0.6913[/C][C]0.2464[/C][/ROW]
[ROW][C]24[/C][C]0.064315[/C][C]0.4409[/C][C]0.330645[/C][/ROW]
[ROW][C]25[/C][C]0.023074[/C][C]0.1582[/C][C]0.437493[/C][/ROW]
[ROW][C]26[/C][C]-0.116784[/C][C]-0.8006[/C][C]0.213687[/C][/ROW]
[ROW][C]27[/C][C]-0.073749[/C][C]-0.5056[/C][C]0.307751[/C][/ROW]
[ROW][C]28[/C][C]-0.003107[/C][C]-0.0213[/C][C]0.491548[/C][/ROW]
[ROW][C]29[/C][C]-0.078473[/C][C]-0.538[/C][C]0.296563[/C][/ROW]
[ROW][C]30[/C][C]-0.100001[/C][C]-0.6856[/C][C]0.248176[/C][/ROW]
[ROW][C]31[/C][C]-0.096591[/C][C]-0.6622[/C][C]0.255541[/C][/ROW]
[ROW][C]32[/C][C]0.094276[/C][C]0.6463[/C][C]0.260606[/C][/ROW]
[ROW][C]33[/C][C]-0.087146[/C][C]-0.5974[/C][C]0.276541[/C][/ROW]
[ROW][C]34[/C][C]-0.030146[/C][C]-0.2067[/C][C]0.418579[/C][/ROW]
[ROW][C]35[/C][C]0.041637[/C][C]0.2855[/C][C]0.388276[/C][/ROW]
[ROW][C]36[/C][C]-0.07018[/C][C]-0.4811[/C][C]0.316328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63787&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63787&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	0.314748	2.1578	0.018043
2	-0.006368	-0.0437	0.48268
3	-0.316534	-2.17	0.017545
4	-0.082731	-0.5672	0.286648
5	-0.022887	-0.1569	0.437996
6	-0.201618	-1.3822	0.086718
7	-0.107836	-0.7393	0.231704
8	-0.07688	-0.5271	0.300314
9	0.032515	0.2229	0.412286
10	-0.199517	-1.3678	0.088937
11	-0.037422	-0.2566	0.399322
12	-0.198397	-1.3601	0.090137
13	0.190873	1.3086	0.098523
14	-0.166528	-1.1417	0.129689
15	-0.007156	-0.0491	0.48054
16	0.016383	0.1123	0.455526
17	-0.031783	-0.2179	0.414228
18	0.210528	1.4433	0.077783
19	0.01515	0.1039	0.458861
20	0.007653	0.0525	0.479191
21	-0.074379	-0.5099	0.306249
22	-0.107756	-0.7387	0.231871
23	-0.100831	-0.6913	0.2464
24	0.064315	0.4409	0.330645
25	0.023074	0.1582	0.437493
26	-0.116784	-0.8006	0.213687
27	-0.073749	-0.5056	0.307751
28	-0.003107	-0.0213	0.491548
29	-0.078473	-0.538	0.296563
30	-0.100001	-0.6856	0.248176
31	-0.096591	-0.6622	0.255541
32	0.094276	0.6463	0.260606
33	-0.087146	-0.5974	0.276541
34	-0.030146	-0.2067	0.418579
35	0.041637	0.2855	0.388276
36	-0.07018	-0.4811	0.316328

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 ;

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