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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 11:00:23 -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/t1259949684fwth3f8a0j0c29u.htm/, Retrieved Sat, 27 Apr 2024 17:08:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63987, Retrieved Sat, 27 Apr 2024 17:08:16 +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 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-04 18:00:23] [e76c6d261190c0179bc6006a5cdb804c] [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=63987&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=63987&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63987&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	-0.018996	-0.1459	0.442243
2	-0.043978	-0.3378	0.368356
3	0.027189	0.2088	0.417645
4	-0.046202	-0.3549	0.361972
5	-0.111209	-0.8542	0.198221
6	-0.012777	-0.0981	0.461075
7	0.202337	1.5542	0.062745
8	-0.154358	-1.1856	0.120258
9	0.109746	0.843	0.201323
10	0.107233	0.8237	0.206721
11	0.004644	0.0357	0.485834
12	-0.055862	-0.4291	0.334712
13	0.072753	0.5588	0.289198
14	-0.020139	-0.1547	0.438796
15	-0.068977	-0.5298	0.299113
16	-0.017845	-0.1371	0.445722
17	-0.075837	-0.5825	0.28122
18	0.045103	0.3464	0.365122
19	-0.045134	-0.3467	0.365033
20	0.099757	0.7662	0.223292
21	-0.040429	-0.3105	0.378621
22	0.028029	0.2153	0.415141
23	0.115157	0.8845	0.189999
24	-0.023033	-0.1769	0.430087
25	0.052354	0.4021	0.344517
26	-0.059042	-0.4535	0.325922
27	0.04906	0.3768	0.353823
28	-0.06092	-0.4679	0.320778
29	-0.10676	-0.82	0.207748
30	0.034622	0.2659	0.395607
31	-0.000934	-0.0072	0.49715
32	-0.034212	-0.2628	0.396816
33	0.043303	0.3326	0.370302
34	-0.040465	-0.3108	0.378516
35	-0.154129	-1.1839	0.120603
36	0.080301	0.6168	0.269869

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.018996 & -0.1459 & 0.442243 \tabularnewline
2 & -0.043978 & -0.3378 & 0.368356 \tabularnewline
3 & 0.027189 & 0.2088 & 0.417645 \tabularnewline
4 & -0.046202 & -0.3549 & 0.361972 \tabularnewline
5 & -0.111209 & -0.8542 & 0.198221 \tabularnewline
6 & -0.012777 & -0.0981 & 0.461075 \tabularnewline
7 & 0.202337 & 1.5542 & 0.062745 \tabularnewline
8 & -0.154358 & -1.1856 & 0.120258 \tabularnewline
9 & 0.109746 & 0.843 & 0.201323 \tabularnewline
10 & 0.107233 & 0.8237 & 0.206721 \tabularnewline
11 & 0.004644 & 0.0357 & 0.485834 \tabularnewline
12 & -0.055862 & -0.4291 & 0.334712 \tabularnewline
13 & 0.072753 & 0.5588 & 0.289198 \tabularnewline
14 & -0.020139 & -0.1547 & 0.438796 \tabularnewline
15 & -0.068977 & -0.5298 & 0.299113 \tabularnewline
16 & -0.017845 & -0.1371 & 0.445722 \tabularnewline
17 & -0.075837 & -0.5825 & 0.28122 \tabularnewline
18 & 0.045103 & 0.3464 & 0.365122 \tabularnewline
19 & -0.045134 & -0.3467 & 0.365033 \tabularnewline
20 & 0.099757 & 0.7662 & 0.223292 \tabularnewline
21 & -0.040429 & -0.3105 & 0.378621 \tabularnewline
22 & 0.028029 & 0.2153 & 0.415141 \tabularnewline
23 & 0.115157 & 0.8845 & 0.189999 \tabularnewline
24 & -0.023033 & -0.1769 & 0.430087 \tabularnewline
25 & 0.052354 & 0.4021 & 0.344517 \tabularnewline
26 & -0.059042 & -0.4535 & 0.325922 \tabularnewline
27 & 0.04906 & 0.3768 & 0.353823 \tabularnewline
28 & -0.06092 & -0.4679 & 0.320778 \tabularnewline
29 & -0.10676 & -0.82 & 0.207748 \tabularnewline
30 & 0.034622 & 0.2659 & 0.395607 \tabularnewline
31 & -0.000934 & -0.0072 & 0.49715 \tabularnewline
32 & -0.034212 & -0.2628 & 0.396816 \tabularnewline
33 & 0.043303 & 0.3326 & 0.370302 \tabularnewline
34 & -0.040465 & -0.3108 & 0.378516 \tabularnewline
35 & -0.154129 & -1.1839 & 0.120603 \tabularnewline
36 & 0.080301 & 0.6168 & 0.269869 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63987&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]-0.018996[/C][C]-0.1459[/C][C]0.442243[/C][/ROW]
[ROW][C]2[/C][C]-0.043978[/C][C]-0.3378[/C][C]0.368356[/C][/ROW]
[ROW][C]3[/C][C]0.027189[/C][C]0.2088[/C][C]0.417645[/C][/ROW]
[ROW][C]4[/C][C]-0.046202[/C][C]-0.3549[/C][C]0.361972[/C][/ROW]
[ROW][C]5[/C][C]-0.111209[/C][C]-0.8542[/C][C]0.198221[/C][/ROW]
[ROW][C]6[/C][C]-0.012777[/C][C]-0.0981[/C][C]0.461075[/C][/ROW]
[ROW][C]7[/C][C]0.202337[/C][C]1.5542[/C][C]0.062745[/C][/ROW]
[ROW][C]8[/C][C]-0.154358[/C][C]-1.1856[/C][C]0.120258[/C][/ROW]
[ROW][C]9[/C][C]0.109746[/C][C]0.843[/C][C]0.201323[/C][/ROW]
[ROW][C]10[/C][C]0.107233[/C][C]0.8237[/C][C]0.206721[/C][/ROW]
[ROW][C]11[/C][C]0.004644[/C][C]0.0357[/C][C]0.485834[/C][/ROW]
[ROW][C]12[/C][C]-0.055862[/C][C]-0.4291[/C][C]0.334712[/C][/ROW]
[ROW][C]13[/C][C]0.072753[/C][C]0.5588[/C][C]0.289198[/C][/ROW]
[ROW][C]14[/C][C]-0.020139[/C][C]-0.1547[/C][C]0.438796[/C][/ROW]
[ROW][C]15[/C][C]-0.068977[/C][C]-0.5298[/C][C]0.299113[/C][/ROW]
[ROW][C]16[/C][C]-0.017845[/C][C]-0.1371[/C][C]0.445722[/C][/ROW]
[ROW][C]17[/C][C]-0.075837[/C][C]-0.5825[/C][C]0.28122[/C][/ROW]
[ROW][C]18[/C][C]0.045103[/C][C]0.3464[/C][C]0.365122[/C][/ROW]
[ROW][C]19[/C][C]-0.045134[/C][C]-0.3467[/C][C]0.365033[/C][/ROW]
[ROW][C]20[/C][C]0.099757[/C][C]0.7662[/C][C]0.223292[/C][/ROW]
[ROW][C]21[/C][C]-0.040429[/C][C]-0.3105[/C][C]0.378621[/C][/ROW]
[ROW][C]22[/C][C]0.028029[/C][C]0.2153[/C][C]0.415141[/C][/ROW]
[ROW][C]23[/C][C]0.115157[/C][C]0.8845[/C][C]0.189999[/C][/ROW]
[ROW][C]24[/C][C]-0.023033[/C][C]-0.1769[/C][C]0.430087[/C][/ROW]
[ROW][C]25[/C][C]0.052354[/C][C]0.4021[/C][C]0.344517[/C][/ROW]
[ROW][C]26[/C][C]-0.059042[/C][C]-0.4535[/C][C]0.325922[/C][/ROW]
[ROW][C]27[/C][C]0.04906[/C][C]0.3768[/C][C]0.353823[/C][/ROW]
[ROW][C]28[/C][C]-0.06092[/C][C]-0.4679[/C][C]0.320778[/C][/ROW]
[ROW][C]29[/C][C]-0.10676[/C][C]-0.82[/C][C]0.207748[/C][/ROW]
[ROW][C]30[/C][C]0.034622[/C][C]0.2659[/C][C]0.395607[/C][/ROW]
[ROW][C]31[/C][C]-0.000934[/C][C]-0.0072[/C][C]0.49715[/C][/ROW]
[ROW][C]32[/C][C]-0.034212[/C][C]-0.2628[/C][C]0.396816[/C][/ROW]
[ROW][C]33[/C][C]0.043303[/C][C]0.3326[/C][C]0.370302[/C][/ROW]
[ROW][C]34[/C][C]-0.040465[/C][C]-0.3108[/C][C]0.378516[/C][/ROW]
[ROW][C]35[/C][C]-0.154129[/C][C]-1.1839[/C][C]0.120603[/C][/ROW]
[ROW][C]36[/C][C]0.080301[/C][C]0.6168[/C][C]0.269869[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63987&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63987&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	-0.018996	-0.1459	0.442243
2	-0.043978	-0.3378	0.368356
3	0.027189	0.2088	0.417645
4	-0.046202	-0.3549	0.361972
5	-0.111209	-0.8542	0.198221
6	-0.012777	-0.0981	0.461075
7	0.202337	1.5542	0.062745
8	-0.154358	-1.1856	0.120258
9	0.109746	0.843	0.201323
10	0.107233	0.8237	0.206721
11	0.004644	0.0357	0.485834
12	-0.055862	-0.4291	0.334712
13	0.072753	0.5588	0.289198
14	-0.020139	-0.1547	0.438796
15	-0.068977	-0.5298	0.299113
16	-0.017845	-0.1371	0.445722
17	-0.075837	-0.5825	0.28122
18	0.045103	0.3464	0.365122
19	-0.045134	-0.3467	0.365033
20	0.099757	0.7662	0.223292
21	-0.040429	-0.3105	0.378621
22	0.028029	0.2153	0.415141
23	0.115157	0.8845	0.189999
24	-0.023033	-0.1769	0.430087
25	0.052354	0.4021	0.344517
26	-0.059042	-0.4535	0.325922
27	0.04906	0.3768	0.353823
28	-0.06092	-0.4679	0.320778
29	-0.10676	-0.82	0.207748
30	0.034622	0.2659	0.395607
31	-0.000934	-0.0072	0.49715
32	-0.034212	-0.2628	0.396816
33	0.043303	0.3326	0.370302
34	-0.040465	-0.3108	0.378516
35	-0.154129	-1.1839	0.120603
36	0.080301	0.6168	0.269869

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.018996	-0.1459	0.442243
2	-0.044355	-0.3407	0.367272
3	0.025534	0.1961	0.422592
4	-0.047277	-0.3631	0.358898
5	-0.111162	-0.8538	0.198321
6	-0.022504	-0.1729	0.431676
7	0.197594	1.5177	0.067209
8	-0.152412	-1.1707	0.123214
9	0.120577	0.9262	0.179066
10	0.078963	0.6065	0.273245
11	0.03701	0.2843	0.388596
12	-0.031491	-0.2419	0.404854
13	0.067654	0.5197	0.302622
14	-0.043659	-0.3354	0.369274
15	0.024423	0.1876	0.425918
16	-0.097865	-0.7517	0.227606
17	-0.083944	-0.6448	0.260782
18	0.062061	0.4767	0.317668
19	-0.061939	-0.4758	0.318002
20	0.047962	0.3684	0.356945
21	-0.031281	-0.2403	0.405476
22	0.024309	0.1867	0.426261
23	0.137674	1.0575	0.147299
24	0.001792	0.0138	0.494531
25	0.051664	0.3968	0.346458
26	-0.000399	-0.0031	0.498784
27	0.036642	0.2815	0.389674
28	-0.015125	-0.1162	0.453954
29	-0.146277	-1.1236	0.132872
30	0.002623	0.0201	0.491998
31	0.005719	0.0439	0.482555
32	-0.096477	-0.7411	0.2308
33	0.017053	0.131	0.448116
34	-0.115325	-0.8858	0.189653
35	-0.133139	-1.0227	0.155322
36	0.126331	0.9704	0.167912

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.018996 & -0.1459 & 0.442243 \tabularnewline
2 & -0.044355 & -0.3407 & 0.367272 \tabularnewline
3 & 0.025534 & 0.1961 & 0.422592 \tabularnewline
4 & -0.047277 & -0.3631 & 0.358898 \tabularnewline
5 & -0.111162 & -0.8538 & 0.198321 \tabularnewline
6 & -0.022504 & -0.1729 & 0.431676 \tabularnewline
7 & 0.197594 & 1.5177 & 0.067209 \tabularnewline
8 & -0.152412 & -1.1707 & 0.123214 \tabularnewline
9 & 0.120577 & 0.9262 & 0.179066 \tabularnewline
10 & 0.078963 & 0.6065 & 0.273245 \tabularnewline
11 & 0.03701 & 0.2843 & 0.388596 \tabularnewline
12 & -0.031491 & -0.2419 & 0.404854 \tabularnewline
13 & 0.067654 & 0.5197 & 0.302622 \tabularnewline
14 & -0.043659 & -0.3354 & 0.369274 \tabularnewline
15 & 0.024423 & 0.1876 & 0.425918 \tabularnewline
16 & -0.097865 & -0.7517 & 0.227606 \tabularnewline
17 & -0.083944 & -0.6448 & 0.260782 \tabularnewline
18 & 0.062061 & 0.4767 & 0.317668 \tabularnewline
19 & -0.061939 & -0.4758 & 0.318002 \tabularnewline
20 & 0.047962 & 0.3684 & 0.356945 \tabularnewline
21 & -0.031281 & -0.2403 & 0.405476 \tabularnewline
22 & 0.024309 & 0.1867 & 0.426261 \tabularnewline
23 & 0.137674 & 1.0575 & 0.147299 \tabularnewline
24 & 0.001792 & 0.0138 & 0.494531 \tabularnewline
25 & 0.051664 & 0.3968 & 0.346458 \tabularnewline
26 & -0.000399 & -0.0031 & 0.498784 \tabularnewline
27 & 0.036642 & 0.2815 & 0.389674 \tabularnewline
28 & -0.015125 & -0.1162 & 0.453954 \tabularnewline
29 & -0.146277 & -1.1236 & 0.132872 \tabularnewline
30 & 0.002623 & 0.0201 & 0.491998 \tabularnewline
31 & 0.005719 & 0.0439 & 0.482555 \tabularnewline
32 & -0.096477 & -0.7411 & 0.2308 \tabularnewline
33 & 0.017053 & 0.131 & 0.448116 \tabularnewline
34 & -0.115325 & -0.8858 & 0.189653 \tabularnewline
35 & -0.133139 & -1.0227 & 0.155322 \tabularnewline
36 & 0.126331 & 0.9704 & 0.167912 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63987&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]-0.018996[/C][C]-0.1459[/C][C]0.442243[/C][/ROW]
[ROW][C]2[/C][C]-0.044355[/C][C]-0.3407[/C][C]0.367272[/C][/ROW]
[ROW][C]3[/C][C]0.025534[/C][C]0.1961[/C][C]0.422592[/C][/ROW]
[ROW][C]4[/C][C]-0.047277[/C][C]-0.3631[/C][C]0.358898[/C][/ROW]
[ROW][C]5[/C][C]-0.111162[/C][C]-0.8538[/C][C]0.198321[/C][/ROW]
[ROW][C]6[/C][C]-0.022504[/C][C]-0.1729[/C][C]0.431676[/C][/ROW]
[ROW][C]7[/C][C]0.197594[/C][C]1.5177[/C][C]0.067209[/C][/ROW]
[ROW][C]8[/C][C]-0.152412[/C][C]-1.1707[/C][C]0.123214[/C][/ROW]
[ROW][C]9[/C][C]0.120577[/C][C]0.9262[/C][C]0.179066[/C][/ROW]
[ROW][C]10[/C][C]0.078963[/C][C]0.6065[/C][C]0.273245[/C][/ROW]
[ROW][C]11[/C][C]0.03701[/C][C]0.2843[/C][C]0.388596[/C][/ROW]
[ROW][C]12[/C][C]-0.031491[/C][C]-0.2419[/C][C]0.404854[/C][/ROW]
[ROW][C]13[/C][C]0.067654[/C][C]0.5197[/C][C]0.302622[/C][/ROW]
[ROW][C]14[/C][C]-0.043659[/C][C]-0.3354[/C][C]0.369274[/C][/ROW]
[ROW][C]15[/C][C]0.024423[/C][C]0.1876[/C][C]0.425918[/C][/ROW]
[ROW][C]16[/C][C]-0.097865[/C][C]-0.7517[/C][C]0.227606[/C][/ROW]
[ROW][C]17[/C][C]-0.083944[/C][C]-0.6448[/C][C]0.260782[/C][/ROW]
[ROW][C]18[/C][C]0.062061[/C][C]0.4767[/C][C]0.317668[/C][/ROW]
[ROW][C]19[/C][C]-0.061939[/C][C]-0.4758[/C][C]0.318002[/C][/ROW]
[ROW][C]20[/C][C]0.047962[/C][C]0.3684[/C][C]0.356945[/C][/ROW]
[ROW][C]21[/C][C]-0.031281[/C][C]-0.2403[/C][C]0.405476[/C][/ROW]
[ROW][C]22[/C][C]0.024309[/C][C]0.1867[/C][C]0.426261[/C][/ROW]
[ROW][C]23[/C][C]0.137674[/C][C]1.0575[/C][C]0.147299[/C][/ROW]
[ROW][C]24[/C][C]0.001792[/C][C]0.0138[/C][C]0.494531[/C][/ROW]
[ROW][C]25[/C][C]0.051664[/C][C]0.3968[/C][C]0.346458[/C][/ROW]
[ROW][C]26[/C][C]-0.000399[/C][C]-0.0031[/C][C]0.498784[/C][/ROW]
[ROW][C]27[/C][C]0.036642[/C][C]0.2815[/C][C]0.389674[/C][/ROW]
[ROW][C]28[/C][C]-0.015125[/C][C]-0.1162[/C][C]0.453954[/C][/ROW]
[ROW][C]29[/C][C]-0.146277[/C][C]-1.1236[/C][C]0.132872[/C][/ROW]
[ROW][C]30[/C][C]0.002623[/C][C]0.0201[/C][C]0.491998[/C][/ROW]
[ROW][C]31[/C][C]0.005719[/C][C]0.0439[/C][C]0.482555[/C][/ROW]
[ROW][C]32[/C][C]-0.096477[/C][C]-0.7411[/C][C]0.2308[/C][/ROW]
[ROW][C]33[/C][C]0.017053[/C][C]0.131[/C][C]0.448116[/C][/ROW]
[ROW][C]34[/C][C]-0.115325[/C][C]-0.8858[/C][C]0.189653[/C][/ROW]
[ROW][C]35[/C][C]-0.133139[/C][C]-1.0227[/C][C]0.155322[/C][/ROW]
[ROW][C]36[/C][C]0.126331[/C][C]0.9704[/C][C]0.167912[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63987&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63987&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	-0.018996	-0.1459	0.442243
2	-0.044355	-0.3407	0.367272
3	0.025534	0.1961	0.422592
4	-0.047277	-0.3631	0.358898
5	-0.111162	-0.8538	0.198321
6	-0.022504	-0.1729	0.431676
7	0.197594	1.5177	0.067209
8	-0.152412	-1.1707	0.123214
9	0.120577	0.9262	0.179066
10	0.078963	0.6065	0.273245
11	0.03701	0.2843	0.388596
12	-0.031491	-0.2419	0.404854
13	0.067654	0.5197	0.302622
14	-0.043659	-0.3354	0.369274
15	0.024423	0.1876	0.425918
16	-0.097865	-0.7517	0.227606
17	-0.083944	-0.6448	0.260782
18	0.062061	0.4767	0.317668
19	-0.061939	-0.4758	0.318002
20	0.047962	0.3684	0.356945
21	-0.031281	-0.2403	0.405476
22	0.024309	0.1867	0.426261
23	0.137674	1.0575	0.147299
24	0.001792	0.0138	0.494531
25	0.051664	0.3968	0.346458
26	-0.000399	-0.0031	0.498784
27	0.036642	0.2815	0.389674
28	-0.015125	-0.1162	0.453954
29	-0.146277	-1.1236	0.132872
30	0.002623	0.0201	0.491998
31	0.005719	0.0439	0.482555
32	-0.096477	-0.7411	0.2308
33	0.017053	0.131	0.448116
34	-0.115325	-0.8858	0.189653
35	-0.133139	-1.0227	0.155322
36	0.126331	0.9704	0.167912

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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