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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 09:13:13 -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/t1259943250cgcnbw9q2k2z8sk.htm/, Retrieved Sun, 28 Apr 2024 13:30:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63835, Retrieved Sun, 28 Apr 2024 13:30:33 +0000

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Estimated Impact

109

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]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-04 16:13:13] [8af916b6a531ec49628252b0a0ece045] [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=63835&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=63835&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63835&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	-0.127157	-0.8901	0.188881
2	0.073764	0.5163	0.303967
3	0.216166	1.5132	0.068331
4	-0.099882	-0.6992	0.243874
5	0.220374	1.5426	0.064679
6	0.005185	0.0363	0.485599
7	-0.187678	-1.3137	0.097525
8	0.056593	0.3961	0.346858
9	0.007313	0.0512	0.479692
10	-0.047209	-0.3305	0.371229
11	-0.164321	-1.1502	0.127812
12	-0.055426	-0.388	0.349855
13	-0.091129	-0.6379	0.263254
14	0.096374	0.6746	0.251544
15	-0.072134	-0.5049	0.307932
16	-0.086544	-0.6058	0.27372
17	0.077257	0.5408	0.295547
18	-0.005615	-0.0393	0.484404
19	-0.173403	-1.2138	0.115317
20	0.045421	0.3179	0.375938
21	0.047047	0.3293	0.371656
22	-0.088768	-0.6214	0.268617
23	0.147985	1.0359	0.152668
24	-0.227465	-1.5923	0.058879
25	-0.057211	-0.4005	0.345274
26	0.06898	0.4829	0.315674
27	-0.042467	-0.2973	0.383758
28	-0.111628	-0.7814	0.219165
29	-0.049038	-0.3433	0.366433
30	-0.008711	-0.061	0.475812
31	-0.00264	-0.0185	0.492664
32	-0.018942	-0.1326	0.447529
33	-0.085709	-0.6	0.275648
34	-0.057204	-0.4004	0.345291
35	0.118051	0.8264	0.206304
36	-0.005256	-0.0368	0.485401

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.127157 & -0.8901 & 0.188881 \tabularnewline
2 & 0.073764 & 0.5163 & 0.303967 \tabularnewline
3 & 0.216166 & 1.5132 & 0.068331 \tabularnewline
4 & -0.099882 & -0.6992 & 0.243874 \tabularnewline
5 & 0.220374 & 1.5426 & 0.064679 \tabularnewline
6 & 0.005185 & 0.0363 & 0.485599 \tabularnewline
7 & -0.187678 & -1.3137 & 0.097525 \tabularnewline
8 & 0.056593 & 0.3961 & 0.346858 \tabularnewline
9 & 0.007313 & 0.0512 & 0.479692 \tabularnewline
10 & -0.047209 & -0.3305 & 0.371229 \tabularnewline
11 & -0.164321 & -1.1502 & 0.127812 \tabularnewline
12 & -0.055426 & -0.388 & 0.349855 \tabularnewline
13 & -0.091129 & -0.6379 & 0.263254 \tabularnewline
14 & 0.096374 & 0.6746 & 0.251544 \tabularnewline
15 & -0.072134 & -0.5049 & 0.307932 \tabularnewline
16 & -0.086544 & -0.6058 & 0.27372 \tabularnewline
17 & 0.077257 & 0.5408 & 0.295547 \tabularnewline
18 & -0.005615 & -0.0393 & 0.484404 \tabularnewline
19 & -0.173403 & -1.2138 & 0.115317 \tabularnewline
20 & 0.045421 & 0.3179 & 0.375938 \tabularnewline
21 & 0.047047 & 0.3293 & 0.371656 \tabularnewline
22 & -0.088768 & -0.6214 & 0.268617 \tabularnewline
23 & 0.147985 & 1.0359 & 0.152668 \tabularnewline
24 & -0.227465 & -1.5923 & 0.058879 \tabularnewline
25 & -0.057211 & -0.4005 & 0.345274 \tabularnewline
26 & 0.06898 & 0.4829 & 0.315674 \tabularnewline
27 & -0.042467 & -0.2973 & 0.383758 \tabularnewline
28 & -0.111628 & -0.7814 & 0.219165 \tabularnewline
29 & -0.049038 & -0.3433 & 0.366433 \tabularnewline
30 & -0.008711 & -0.061 & 0.475812 \tabularnewline
31 & -0.00264 & -0.0185 & 0.492664 \tabularnewline
32 & -0.018942 & -0.1326 & 0.447529 \tabularnewline
33 & -0.085709 & -0.6 & 0.275648 \tabularnewline
34 & -0.057204 & -0.4004 & 0.345291 \tabularnewline
35 & 0.118051 & 0.8264 & 0.206304 \tabularnewline
36 & -0.005256 & -0.0368 & 0.485401 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63835&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]-0.127157[/C][C]-0.8901[/C][C]0.188881[/C][/ROW]
[ROW][C]2[/C][C]0.073764[/C][C]0.5163[/C][C]0.303967[/C][/ROW]
[ROW][C]3[/C][C]0.216166[/C][C]1.5132[/C][C]0.068331[/C][/ROW]
[ROW][C]4[/C][C]-0.099882[/C][C]-0.6992[/C][C]0.243874[/C][/ROW]
[ROW][C]5[/C][C]0.220374[/C][C]1.5426[/C][C]0.064679[/C][/ROW]
[ROW][C]6[/C][C]0.005185[/C][C]0.0363[/C][C]0.485599[/C][/ROW]
[ROW][C]7[/C][C]-0.187678[/C][C]-1.3137[/C][C]0.097525[/C][/ROW]
[ROW][C]8[/C][C]0.056593[/C][C]0.3961[/C][C]0.346858[/C][/ROW]
[ROW][C]9[/C][C]0.007313[/C][C]0.0512[/C][C]0.479692[/C][/ROW]
[ROW][C]10[/C][C]-0.047209[/C][C]-0.3305[/C][C]0.371229[/C][/ROW]
[ROW][C]11[/C][C]-0.164321[/C][C]-1.1502[/C][C]0.127812[/C][/ROW]
[ROW][C]12[/C][C]-0.055426[/C][C]-0.388[/C][C]0.349855[/C][/ROW]
[ROW][C]13[/C][C]-0.091129[/C][C]-0.6379[/C][C]0.263254[/C][/ROW]
[ROW][C]14[/C][C]0.096374[/C][C]0.6746[/C][C]0.251544[/C][/ROW]
[ROW][C]15[/C][C]-0.072134[/C][C]-0.5049[/C][C]0.307932[/C][/ROW]
[ROW][C]16[/C][C]-0.086544[/C][C]-0.6058[/C][C]0.27372[/C][/ROW]
[ROW][C]17[/C][C]0.077257[/C][C]0.5408[/C][C]0.295547[/C][/ROW]
[ROW][C]18[/C][C]-0.005615[/C][C]-0.0393[/C][C]0.484404[/C][/ROW]
[ROW][C]19[/C][C]-0.173403[/C][C]-1.2138[/C][C]0.115317[/C][/ROW]
[ROW][C]20[/C][C]0.045421[/C][C]0.3179[/C][C]0.375938[/C][/ROW]
[ROW][C]21[/C][C]0.047047[/C][C]0.3293[/C][C]0.371656[/C][/ROW]
[ROW][C]22[/C][C]-0.088768[/C][C]-0.6214[/C][C]0.268617[/C][/ROW]
[ROW][C]23[/C][C]0.147985[/C][C]1.0359[/C][C]0.152668[/C][/ROW]
[ROW][C]24[/C][C]-0.227465[/C][C]-1.5923[/C][C]0.058879[/C][/ROW]
[ROW][C]25[/C][C]-0.057211[/C][C]-0.4005[/C][C]0.345274[/C][/ROW]
[ROW][C]26[/C][C]0.06898[/C][C]0.4829[/C][C]0.315674[/C][/ROW]
[ROW][C]27[/C][C]-0.042467[/C][C]-0.2973[/C][C]0.383758[/C][/ROW]
[ROW][C]28[/C][C]-0.111628[/C][C]-0.7814[/C][C]0.219165[/C][/ROW]
[ROW][C]29[/C][C]-0.049038[/C][C]-0.3433[/C][C]0.366433[/C][/ROW]
[ROW][C]30[/C][C]-0.008711[/C][C]-0.061[/C][C]0.475812[/C][/ROW]
[ROW][C]31[/C][C]-0.00264[/C][C]-0.0185[/C][C]0.492664[/C][/ROW]
[ROW][C]32[/C][C]-0.018942[/C][C]-0.1326[/C][C]0.447529[/C][/ROW]
[ROW][C]33[/C][C]-0.085709[/C][C]-0.6[/C][C]0.275648[/C][/ROW]
[ROW][C]34[/C][C]-0.057204[/C][C]-0.4004[/C][C]0.345291[/C][/ROW]
[ROW][C]35[/C][C]0.118051[/C][C]0.8264[/C][C]0.206304[/C][/ROW]
[ROW][C]36[/C][C]-0.005256[/C][C]-0.0368[/C][C]0.485401[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63835&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63835&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	-0.127157	-0.8901	0.188881
2	0.073764	0.5163	0.303967
3	0.216166	1.5132	0.068331
4	-0.099882	-0.6992	0.243874
5	0.220374	1.5426	0.064679
6	0.005185	0.0363	0.485599
7	-0.187678	-1.3137	0.097525
8	0.056593	0.3961	0.346858
9	0.007313	0.0512	0.479692
10	-0.047209	-0.3305	0.371229
11	-0.164321	-1.1502	0.127812
12	-0.055426	-0.388	0.349855
13	-0.091129	-0.6379	0.263254
14	0.096374	0.6746	0.251544
15	-0.072134	-0.5049	0.307932
16	-0.086544	-0.6058	0.27372
17	0.077257	0.5408	0.295547
18	-0.005615	-0.0393	0.484404
19	-0.173403	-1.2138	0.115317
20	0.045421	0.3179	0.375938
21	0.047047	0.3293	0.371656
22	-0.088768	-0.6214	0.268617
23	0.147985	1.0359	0.152668
24	-0.227465	-1.5923	0.058879
25	-0.057211	-0.4005	0.345274
26	0.06898	0.4829	0.315674
27	-0.042467	-0.2973	0.383758
28	-0.111628	-0.7814	0.219165
29	-0.049038	-0.3433	0.366433
30	-0.008711	-0.061	0.475812
31	-0.00264	-0.0185	0.492664
32	-0.018942	-0.1326	0.447529
33	-0.085709	-0.6	0.275648
34	-0.057204	-0.4004	0.345291
35	0.118051	0.8264	0.206304
36	-0.005256	-0.0368	0.485401

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.127157	-0.8901	0.188881
2	0.058541	0.4098	0.341873
3	0.237073	1.6595	0.0517
4	-0.051083	-0.3576	0.361095
5	0.178789	1.2515	0.108343
6	0.01524	0.1067	0.457738
7	-0.203828	-1.4268	0.07999
8	-0.087869	-0.6151	0.270673
9	0.061537	0.4308	0.334266
10	0.004018	0.0281	0.488839
11	-0.224432	-1.571	0.061307
12	-0.038226	-0.2676	0.395071
13	-0.050806	-0.3556	0.361817
14	0.12992	0.9094	0.183785
15	-0.029456	-0.2062	0.418748
16	0.00394	0.0276	0.489054
17	0.04425	0.3097	0.379033
18	0.004412	0.0309	0.487745
19	-0.284662	-1.9926	0.025944
20	-0.034307	-0.2402	0.405607
21	0.216262	1.5138	0.068246
22	-0.087681	-0.6138	0.271105
23	0.011295	0.0791	0.468651
24	-0.188589	-1.3201	0.096464
25	-0.029718	-0.208	0.418035
26	-0.127006	-0.889	0.189161
27	0.143204	1.0024	0.160531
28	-0.12234	-0.8564	0.197978
29	-0.033877	-0.2371	0.406768
30	-0.06125	-0.4288	0.334992
31	-0.07492	-0.5244	0.301169
32	-0.036699	-0.2569	0.399167
33	0.014068	0.0985	0.460977
34	0.014557	0.1019	0.459627
35	-0.078533	-0.5497	0.2925
36	0.074631	0.5224	0.301866

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.127157 & -0.8901 & 0.188881 \tabularnewline
2 & 0.058541 & 0.4098 & 0.341873 \tabularnewline
3 & 0.237073 & 1.6595 & 0.0517 \tabularnewline
4 & -0.051083 & -0.3576 & 0.361095 \tabularnewline
5 & 0.178789 & 1.2515 & 0.108343 \tabularnewline
6 & 0.01524 & 0.1067 & 0.457738 \tabularnewline
7 & -0.203828 & -1.4268 & 0.07999 \tabularnewline
8 & -0.087869 & -0.6151 & 0.270673 \tabularnewline
9 & 0.061537 & 0.4308 & 0.334266 \tabularnewline
10 & 0.004018 & 0.0281 & 0.488839 \tabularnewline
11 & -0.224432 & -1.571 & 0.061307 \tabularnewline
12 & -0.038226 & -0.2676 & 0.395071 \tabularnewline
13 & -0.050806 & -0.3556 & 0.361817 \tabularnewline
14 & 0.12992 & 0.9094 & 0.183785 \tabularnewline
15 & -0.029456 & -0.2062 & 0.418748 \tabularnewline
16 & 0.00394 & 0.0276 & 0.489054 \tabularnewline
17 & 0.04425 & 0.3097 & 0.379033 \tabularnewline
18 & 0.004412 & 0.0309 & 0.487745 \tabularnewline
19 & -0.284662 & -1.9926 & 0.025944 \tabularnewline
20 & -0.034307 & -0.2402 & 0.405607 \tabularnewline
21 & 0.216262 & 1.5138 & 0.068246 \tabularnewline
22 & -0.087681 & -0.6138 & 0.271105 \tabularnewline
23 & 0.011295 & 0.0791 & 0.468651 \tabularnewline
24 & -0.188589 & -1.3201 & 0.096464 \tabularnewline
25 & -0.029718 & -0.208 & 0.418035 \tabularnewline
26 & -0.127006 & -0.889 & 0.189161 \tabularnewline
27 & 0.143204 & 1.0024 & 0.160531 \tabularnewline
28 & -0.12234 & -0.8564 & 0.197978 \tabularnewline
29 & -0.033877 & -0.2371 & 0.406768 \tabularnewline
30 & -0.06125 & -0.4288 & 0.334992 \tabularnewline
31 & -0.07492 & -0.5244 & 0.301169 \tabularnewline
32 & -0.036699 & -0.2569 & 0.399167 \tabularnewline
33 & 0.014068 & 0.0985 & 0.460977 \tabularnewline
34 & 0.014557 & 0.1019 & 0.459627 \tabularnewline
35 & -0.078533 & -0.5497 & 0.2925 \tabularnewline
36 & 0.074631 & 0.5224 & 0.301866 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63835&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]-0.127157[/C][C]-0.8901[/C][C]0.188881[/C][/ROW]
[ROW][C]2[/C][C]0.058541[/C][C]0.4098[/C][C]0.341873[/C][/ROW]
[ROW][C]3[/C][C]0.237073[/C][C]1.6595[/C][C]0.0517[/C][/ROW]
[ROW][C]4[/C][C]-0.051083[/C][C]-0.3576[/C][C]0.361095[/C][/ROW]
[ROW][C]5[/C][C]0.178789[/C][C]1.2515[/C][C]0.108343[/C][/ROW]
[ROW][C]6[/C][C]0.01524[/C][C]0.1067[/C][C]0.457738[/C][/ROW]
[ROW][C]7[/C][C]-0.203828[/C][C]-1.4268[/C][C]0.07999[/C][/ROW]
[ROW][C]8[/C][C]-0.087869[/C][C]-0.6151[/C][C]0.270673[/C][/ROW]
[ROW][C]9[/C][C]0.061537[/C][C]0.4308[/C][C]0.334266[/C][/ROW]
[ROW][C]10[/C][C]0.004018[/C][C]0.0281[/C][C]0.488839[/C][/ROW]
[ROW][C]11[/C][C]-0.224432[/C][C]-1.571[/C][C]0.061307[/C][/ROW]
[ROW][C]12[/C][C]-0.038226[/C][C]-0.2676[/C][C]0.395071[/C][/ROW]
[ROW][C]13[/C][C]-0.050806[/C][C]-0.3556[/C][C]0.361817[/C][/ROW]
[ROW][C]14[/C][C]0.12992[/C][C]0.9094[/C][C]0.183785[/C][/ROW]
[ROW][C]15[/C][C]-0.029456[/C][C]-0.2062[/C][C]0.418748[/C][/ROW]
[ROW][C]16[/C][C]0.00394[/C][C]0.0276[/C][C]0.489054[/C][/ROW]
[ROW][C]17[/C][C]0.04425[/C][C]0.3097[/C][C]0.379033[/C][/ROW]
[ROW][C]18[/C][C]0.004412[/C][C]0.0309[/C][C]0.487745[/C][/ROW]
[ROW][C]19[/C][C]-0.284662[/C][C]-1.9926[/C][C]0.025944[/C][/ROW]
[ROW][C]20[/C][C]-0.034307[/C][C]-0.2402[/C][C]0.405607[/C][/ROW]
[ROW][C]21[/C][C]0.216262[/C][C]1.5138[/C][C]0.068246[/C][/ROW]
[ROW][C]22[/C][C]-0.087681[/C][C]-0.6138[/C][C]0.271105[/C][/ROW]
[ROW][C]23[/C][C]0.011295[/C][C]0.0791[/C][C]0.468651[/C][/ROW]
[ROW][C]24[/C][C]-0.188589[/C][C]-1.3201[/C][C]0.096464[/C][/ROW]
[ROW][C]25[/C][C]-0.029718[/C][C]-0.208[/C][C]0.418035[/C][/ROW]
[ROW][C]26[/C][C]-0.127006[/C][C]-0.889[/C][C]0.189161[/C][/ROW]
[ROW][C]27[/C][C]0.143204[/C][C]1.0024[/C][C]0.160531[/C][/ROW]
[ROW][C]28[/C][C]-0.12234[/C][C]-0.8564[/C][C]0.197978[/C][/ROW]
[ROW][C]29[/C][C]-0.033877[/C][C]-0.2371[/C][C]0.406768[/C][/ROW]
[ROW][C]30[/C][C]-0.06125[/C][C]-0.4288[/C][C]0.334992[/C][/ROW]
[ROW][C]31[/C][C]-0.07492[/C][C]-0.5244[/C][C]0.301169[/C][/ROW]
[ROW][C]32[/C][C]-0.036699[/C][C]-0.2569[/C][C]0.399167[/C][/ROW]
[ROW][C]33[/C][C]0.014068[/C][C]0.0985[/C][C]0.460977[/C][/ROW]
[ROW][C]34[/C][C]0.014557[/C][C]0.1019[/C][C]0.459627[/C][/ROW]
[ROW][C]35[/C][C]-0.078533[/C][C]-0.5497[/C][C]0.2925[/C][/ROW]
[ROW][C]36[/C][C]0.074631[/C][C]0.5224[/C][C]0.301866[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63835&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63835&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	-0.127157	-0.8901	0.188881
2	0.058541	0.4098	0.341873
3	0.237073	1.6595	0.0517
4	-0.051083	-0.3576	0.361095
5	0.178789	1.2515	0.108343
6	0.01524	0.1067	0.457738
7	-0.203828	-1.4268	0.07999
8	-0.087869	-0.6151	0.270673
9	0.061537	0.4308	0.334266
10	0.004018	0.0281	0.488839
11	-0.224432	-1.571	0.061307
12	-0.038226	-0.2676	0.395071
13	-0.050806	-0.3556	0.361817
14	0.12992	0.9094	0.183785
15	-0.029456	-0.2062	0.418748
16	0.00394	0.0276	0.489054
17	0.04425	0.3097	0.379033
18	0.004412	0.0309	0.487745
19	-0.284662	-1.9926	0.025944
20	-0.034307	-0.2402	0.405607
21	0.216262	1.5138	0.068246
22	-0.087681	-0.6138	0.271105
23	0.011295	0.0791	0.468651
24	-0.188589	-1.3201	0.096464
25	-0.029718	-0.208	0.418035
26	-0.127006	-0.889	0.189161
27	0.143204	1.0024	0.160531
28	-0.12234	-0.8564	0.197978
29	-0.033877	-0.2371	0.406768
30	-0.06125	-0.4288	0.334992
31	-0.07492	-0.5244	0.301169
32	-0.036699	-0.2569	0.399167
33	0.014068	0.0985	0.460977
34	0.014557	0.1019	0.459627
35	-0.078533	-0.5497	0.2925
36	0.074631	0.5224	0.301866

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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