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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 11:01:14 -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/t1259949814rcxi22jvp9oiw47.htm/, Retrieved Sun, 28 Apr 2024 07:53:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63990, Retrieved Sun, 28 Apr 2024 07:53:24 +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]
-   PD      [(Partial) Autocorrelation Function] [WS9: ACF] [2009-12-04 18:01:14] [b8ce264f75295a954feffaf60221d1b0] [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=63990&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=63990&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63990&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	-0.568682	-3.8987	0.000153
2	0.012223	0.0838	0.466787
3	0.214453	1.4702	0.074083
4	-0.155206	-1.064	0.146373
5	0.031818	0.2181	0.414134
6	0.199647	1.3687	0.088798
7	-0.338181	-2.3185	0.012412
8	0.13972	0.9579	0.171514
9	0.158806	1.0887	0.140914
10	-0.199681	-1.3689	0.088762
11	0.078667	0.5393	0.296107
12	-0.01955	-0.134	0.446976
13	-0.104998	-0.7198	0.237598
14	0.156544	1.0732	0.144327
15	-0.02157	-0.1479	0.441535
16	-0.191456	-1.3126	0.097853
17	0.15238	1.0447	0.150761
18	0.049524	0.3395	0.367866
19	-0.061782	-0.4236	0.33691
20	-0.097687	-0.6697	0.25316
21	0.241467	1.6554	0.052252
22	-0.311197	-2.1335	0.019069
23	0.304755	2.0893	0.02106
24	-0.062964	-0.4317	0.333982
25	-0.1931	-1.3238	0.095982
26	0.197715	1.3555	0.090874
27	-0.013741	-0.0942	0.462675
28	-0.110776	-0.7594	0.225691
29	0.11452	0.7851	0.218165
30	-0.09876	-0.6771	0.250841
31	0.004158	0.0285	0.48869
32	0.108384	0.743	0.230577
33	-0.148166	-1.0158	0.157469
34	0.008127	0.0557	0.477902
35	0.100743	0.6907	0.246589
36	-0.134642	-0.9231	0.180345

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.568682 & -3.8987 & 0.000153 \tabularnewline
2 & 0.012223 & 0.0838 & 0.466787 \tabularnewline
3 & 0.214453 & 1.4702 & 0.074083 \tabularnewline
4 & -0.155206 & -1.064 & 0.146373 \tabularnewline
5 & 0.031818 & 0.2181 & 0.414134 \tabularnewline
6 & 0.199647 & 1.3687 & 0.088798 \tabularnewline
7 & -0.338181 & -2.3185 & 0.012412 \tabularnewline
8 & 0.13972 & 0.9579 & 0.171514 \tabularnewline
9 & 0.158806 & 1.0887 & 0.140914 \tabularnewline
10 & -0.199681 & -1.3689 & 0.088762 \tabularnewline
11 & 0.078667 & 0.5393 & 0.296107 \tabularnewline
12 & -0.01955 & -0.134 & 0.446976 \tabularnewline
13 & -0.104998 & -0.7198 & 0.237598 \tabularnewline
14 & 0.156544 & 1.0732 & 0.144327 \tabularnewline
15 & -0.02157 & -0.1479 & 0.441535 \tabularnewline
16 & -0.191456 & -1.3126 & 0.097853 \tabularnewline
17 & 0.15238 & 1.0447 & 0.150761 \tabularnewline
18 & 0.049524 & 0.3395 & 0.367866 \tabularnewline
19 & -0.061782 & -0.4236 & 0.33691 \tabularnewline
20 & -0.097687 & -0.6697 & 0.25316 \tabularnewline
21 & 0.241467 & 1.6554 & 0.052252 \tabularnewline
22 & -0.311197 & -2.1335 & 0.019069 \tabularnewline
23 & 0.304755 & 2.0893 & 0.02106 \tabularnewline
24 & -0.062964 & -0.4317 & 0.333982 \tabularnewline
25 & -0.1931 & -1.3238 & 0.095982 \tabularnewline
26 & 0.197715 & 1.3555 & 0.090874 \tabularnewline
27 & -0.013741 & -0.0942 & 0.462675 \tabularnewline
28 & -0.110776 & -0.7594 & 0.225691 \tabularnewline
29 & 0.11452 & 0.7851 & 0.218165 \tabularnewline
30 & -0.09876 & -0.6771 & 0.250841 \tabularnewline
31 & 0.004158 & 0.0285 & 0.48869 \tabularnewline
32 & 0.108384 & 0.743 & 0.230577 \tabularnewline
33 & -0.148166 & -1.0158 & 0.157469 \tabularnewline
34 & 0.008127 & 0.0557 & 0.477902 \tabularnewline
35 & 0.100743 & 0.6907 & 0.246589 \tabularnewline
36 & -0.134642 & -0.9231 & 0.180345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63990&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]-0.568682[/C][C]-3.8987[/C][C]0.000153[/C][/ROW]
[ROW][C]2[/C][C]0.012223[/C][C]0.0838[/C][C]0.466787[/C][/ROW]
[ROW][C]3[/C][C]0.214453[/C][C]1.4702[/C][C]0.074083[/C][/ROW]
[ROW][C]4[/C][C]-0.155206[/C][C]-1.064[/C][C]0.146373[/C][/ROW]
[ROW][C]5[/C][C]0.031818[/C][C]0.2181[/C][C]0.414134[/C][/ROW]
[ROW][C]6[/C][C]0.199647[/C][C]1.3687[/C][C]0.088798[/C][/ROW]
[ROW][C]7[/C][C]-0.338181[/C][C]-2.3185[/C][C]0.012412[/C][/ROW]
[ROW][C]8[/C][C]0.13972[/C][C]0.9579[/C][C]0.171514[/C][/ROW]
[ROW][C]9[/C][C]0.158806[/C][C]1.0887[/C][C]0.140914[/C][/ROW]
[ROW][C]10[/C][C]-0.199681[/C][C]-1.3689[/C][C]0.088762[/C][/ROW]
[ROW][C]11[/C][C]0.078667[/C][C]0.5393[/C][C]0.296107[/C][/ROW]
[ROW][C]12[/C][C]-0.01955[/C][C]-0.134[/C][C]0.446976[/C][/ROW]
[ROW][C]13[/C][C]-0.104998[/C][C]-0.7198[/C][C]0.237598[/C][/ROW]
[ROW][C]14[/C][C]0.156544[/C][C]1.0732[/C][C]0.144327[/C][/ROW]
[ROW][C]15[/C][C]-0.02157[/C][C]-0.1479[/C][C]0.441535[/C][/ROW]
[ROW][C]16[/C][C]-0.191456[/C][C]-1.3126[/C][C]0.097853[/C][/ROW]
[ROW][C]17[/C][C]0.15238[/C][C]1.0447[/C][C]0.150761[/C][/ROW]
[ROW][C]18[/C][C]0.049524[/C][C]0.3395[/C][C]0.367866[/C][/ROW]
[ROW][C]19[/C][C]-0.061782[/C][C]-0.4236[/C][C]0.33691[/C][/ROW]
[ROW][C]20[/C][C]-0.097687[/C][C]-0.6697[/C][C]0.25316[/C][/ROW]
[ROW][C]21[/C][C]0.241467[/C][C]1.6554[/C][C]0.052252[/C][/ROW]
[ROW][C]22[/C][C]-0.311197[/C][C]-2.1335[/C][C]0.019069[/C][/ROW]
[ROW][C]23[/C][C]0.304755[/C][C]2.0893[/C][C]0.02106[/C][/ROW]
[ROW][C]24[/C][C]-0.062964[/C][C]-0.4317[/C][C]0.333982[/C][/ROW]
[ROW][C]25[/C][C]-0.1931[/C][C]-1.3238[/C][C]0.095982[/C][/ROW]
[ROW][C]26[/C][C]0.197715[/C][C]1.3555[/C][C]0.090874[/C][/ROW]
[ROW][C]27[/C][C]-0.013741[/C][C]-0.0942[/C][C]0.462675[/C][/ROW]
[ROW][C]28[/C][C]-0.110776[/C][C]-0.7594[/C][C]0.225691[/C][/ROW]
[ROW][C]29[/C][C]0.11452[/C][C]0.7851[/C][C]0.218165[/C][/ROW]
[ROW][C]30[/C][C]-0.09876[/C][C]-0.6771[/C][C]0.250841[/C][/ROW]
[ROW][C]31[/C][C]0.004158[/C][C]0.0285[/C][C]0.48869[/C][/ROW]
[ROW][C]32[/C][C]0.108384[/C][C]0.743[/C][C]0.230577[/C][/ROW]
[ROW][C]33[/C][C]-0.148166[/C][C]-1.0158[/C][C]0.157469[/C][/ROW]
[ROW][C]34[/C][C]0.008127[/C][C]0.0557[/C][C]0.477902[/C][/ROW]
[ROW][C]35[/C][C]0.100743[/C][C]0.6907[/C][C]0.246589[/C][/ROW]
[ROW][C]36[/C][C]-0.134642[/C][C]-0.9231[/C][C]0.180345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63990&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63990&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	-0.568682	-3.8987	0.000153
2	0.012223	0.0838	0.466787
3	0.214453	1.4702	0.074083
4	-0.155206	-1.064	0.146373
5	0.031818	0.2181	0.414134
6	0.199647	1.3687	0.088798
7	-0.338181	-2.3185	0.012412
8	0.13972	0.9579	0.171514
9	0.158806	1.0887	0.140914
10	-0.199681	-1.3689	0.088762
11	0.078667	0.5393	0.296107
12	-0.01955	-0.134	0.446976
13	-0.104998	-0.7198	0.237598
14	0.156544	1.0732	0.144327
15	-0.02157	-0.1479	0.441535
16	-0.191456	-1.3126	0.097853
17	0.15238	1.0447	0.150761
18	0.049524	0.3395	0.367866
19	-0.061782	-0.4236	0.33691
20	-0.097687	-0.6697	0.25316
21	0.241467	1.6554	0.052252
22	-0.311197	-2.1335	0.019069
23	0.304755	2.0893	0.02106
24	-0.062964	-0.4317	0.333982
25	-0.1931	-1.3238	0.095982
26	0.197715	1.3555	0.090874
27	-0.013741	-0.0942	0.462675
28	-0.110776	-0.7594	0.225691
29	0.11452	0.7851	0.218165
30	-0.09876	-0.6771	0.250841
31	0.004158	0.0285	0.48869
32	0.108384	0.743	0.230577
33	-0.148166	-1.0158	0.157469
34	0.008127	0.0557	0.477902
35	0.100743	0.6907	0.246589
36	-0.134642	-0.9231	0.180345

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.568682	-3.8987	0.000153
2	-0.459912	-3.153	0.001407
3	-0.069249	-0.4747	0.318583
4	-0.006382	-0.0438	0.482645
5	0.013001	0.0891	0.46468
6	0.317125	2.1741	0.017384
7	-0.03212	-0.2202	0.413332
8	-0.20947	-1.4361	0.078805
9	0.00463	0.0317	0.487407
10	0.076295	0.5231	0.301698
11	0.062081	0.4256	0.336169
12	-0.073385	-0.5031	0.30862
13	-0.187479	-1.2853	0.102494
14	-0.147029	-1.008	0.159312
15	0.0208	0.1426	0.443609
16	-0.037224	-0.2552	0.399844
17	-0.074911	-0.5136	0.304981
18	0.087612	0.6006	0.275483
19	0.209767	1.4381	0.078517
20	-0.182878	-1.2537	0.108067
21	0.16665	1.1425	0.129518
22	-0.073636	-0.5048	0.308021
23	0.062829	0.4307	0.334317
24	0.152476	1.0453	0.15061
25	0.013758	0.0943	0.462629
26	-0.020899	-0.1433	0.443344
27	-0.14029	-0.9618	0.170541
28	-0.045495	-0.3119	0.378249
29	-0.091232	-0.6255	0.267349
30	-0.050651	-0.3472	0.364978
31	0.105078	0.7204	0.237429
32	-0.077101	-0.5286	0.299793
33	-0.146811	-1.0065	0.159668
34	-0.088793	-0.6087	0.272817
35	-0.002634	-0.0181	0.492834
36	-0.024577	-0.1685	0.43346

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.568682 & -3.8987 & 0.000153 \tabularnewline
2 & -0.459912 & -3.153 & 0.001407 \tabularnewline
3 & -0.069249 & -0.4747 & 0.318583 \tabularnewline
4 & -0.006382 & -0.0438 & 0.482645 \tabularnewline
5 & 0.013001 & 0.0891 & 0.46468 \tabularnewline
6 & 0.317125 & 2.1741 & 0.017384 \tabularnewline
7 & -0.03212 & -0.2202 & 0.413332 \tabularnewline
8 & -0.20947 & -1.4361 & 0.078805 \tabularnewline
9 & 0.00463 & 0.0317 & 0.487407 \tabularnewline
10 & 0.076295 & 0.5231 & 0.301698 \tabularnewline
11 & 0.062081 & 0.4256 & 0.336169 \tabularnewline
12 & -0.073385 & -0.5031 & 0.30862 \tabularnewline
13 & -0.187479 & -1.2853 & 0.102494 \tabularnewline
14 & -0.147029 & -1.008 & 0.159312 \tabularnewline
15 & 0.0208 & 0.1426 & 0.443609 \tabularnewline
16 & -0.037224 & -0.2552 & 0.399844 \tabularnewline
17 & -0.074911 & -0.5136 & 0.304981 \tabularnewline
18 & 0.087612 & 0.6006 & 0.275483 \tabularnewline
19 & 0.209767 & 1.4381 & 0.078517 \tabularnewline
20 & -0.182878 & -1.2537 & 0.108067 \tabularnewline
21 & 0.16665 & 1.1425 & 0.129518 \tabularnewline
22 & -0.073636 & -0.5048 & 0.308021 \tabularnewline
23 & 0.062829 & 0.4307 & 0.334317 \tabularnewline
24 & 0.152476 & 1.0453 & 0.15061 \tabularnewline
25 & 0.013758 & 0.0943 & 0.462629 \tabularnewline
26 & -0.020899 & -0.1433 & 0.443344 \tabularnewline
27 & -0.14029 & -0.9618 & 0.170541 \tabularnewline
28 & -0.045495 & -0.3119 & 0.378249 \tabularnewline
29 & -0.091232 & -0.6255 & 0.267349 \tabularnewline
30 & -0.050651 & -0.3472 & 0.364978 \tabularnewline
31 & 0.105078 & 0.7204 & 0.237429 \tabularnewline
32 & -0.077101 & -0.5286 & 0.299793 \tabularnewline
33 & -0.146811 & -1.0065 & 0.159668 \tabularnewline
34 & -0.088793 & -0.6087 & 0.272817 \tabularnewline
35 & -0.002634 & -0.0181 & 0.492834 \tabularnewline
36 & -0.024577 & -0.1685 & 0.43346 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63990&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]-0.568682[/C][C]-3.8987[/C][C]0.000153[/C][/ROW]
[ROW][C]2[/C][C]-0.459912[/C][C]-3.153[/C][C]0.001407[/C][/ROW]
[ROW][C]3[/C][C]-0.069249[/C][C]-0.4747[/C][C]0.318583[/C][/ROW]
[ROW][C]4[/C][C]-0.006382[/C][C]-0.0438[/C][C]0.482645[/C][/ROW]
[ROW][C]5[/C][C]0.013001[/C][C]0.0891[/C][C]0.46468[/C][/ROW]
[ROW][C]6[/C][C]0.317125[/C][C]2.1741[/C][C]0.017384[/C][/ROW]
[ROW][C]7[/C][C]-0.03212[/C][C]-0.2202[/C][C]0.413332[/C][/ROW]
[ROW][C]8[/C][C]-0.20947[/C][C]-1.4361[/C][C]0.078805[/C][/ROW]
[ROW][C]9[/C][C]0.00463[/C][C]0.0317[/C][C]0.487407[/C][/ROW]
[ROW][C]10[/C][C]0.076295[/C][C]0.5231[/C][C]0.301698[/C][/ROW]
[ROW][C]11[/C][C]0.062081[/C][C]0.4256[/C][C]0.336169[/C][/ROW]
[ROW][C]12[/C][C]-0.073385[/C][C]-0.5031[/C][C]0.30862[/C][/ROW]
[ROW][C]13[/C][C]-0.187479[/C][C]-1.2853[/C][C]0.102494[/C][/ROW]
[ROW][C]14[/C][C]-0.147029[/C][C]-1.008[/C][C]0.159312[/C][/ROW]
[ROW][C]15[/C][C]0.0208[/C][C]0.1426[/C][C]0.443609[/C][/ROW]
[ROW][C]16[/C][C]-0.037224[/C][C]-0.2552[/C][C]0.399844[/C][/ROW]
[ROW][C]17[/C][C]-0.074911[/C][C]-0.5136[/C][C]0.304981[/C][/ROW]
[ROW][C]18[/C][C]0.087612[/C][C]0.6006[/C][C]0.275483[/C][/ROW]
[ROW][C]19[/C][C]0.209767[/C][C]1.4381[/C][C]0.078517[/C][/ROW]
[ROW][C]20[/C][C]-0.182878[/C][C]-1.2537[/C][C]0.108067[/C][/ROW]
[ROW][C]21[/C][C]0.16665[/C][C]1.1425[/C][C]0.129518[/C][/ROW]
[ROW][C]22[/C][C]-0.073636[/C][C]-0.5048[/C][C]0.308021[/C][/ROW]
[ROW][C]23[/C][C]0.062829[/C][C]0.4307[/C][C]0.334317[/C][/ROW]
[ROW][C]24[/C][C]0.152476[/C][C]1.0453[/C][C]0.15061[/C][/ROW]
[ROW][C]25[/C][C]0.013758[/C][C]0.0943[/C][C]0.462629[/C][/ROW]
[ROW][C]26[/C][C]-0.020899[/C][C]-0.1433[/C][C]0.443344[/C][/ROW]
[ROW][C]27[/C][C]-0.14029[/C][C]-0.9618[/C][C]0.170541[/C][/ROW]
[ROW][C]28[/C][C]-0.045495[/C][C]-0.3119[/C][C]0.378249[/C][/ROW]
[ROW][C]29[/C][C]-0.091232[/C][C]-0.6255[/C][C]0.267349[/C][/ROW]
[ROW][C]30[/C][C]-0.050651[/C][C]-0.3472[/C][C]0.364978[/C][/ROW]
[ROW][C]31[/C][C]0.105078[/C][C]0.7204[/C][C]0.237429[/C][/ROW]
[ROW][C]32[/C][C]-0.077101[/C][C]-0.5286[/C][C]0.299793[/C][/ROW]
[ROW][C]33[/C][C]-0.146811[/C][C]-1.0065[/C][C]0.159668[/C][/ROW]
[ROW][C]34[/C][C]-0.088793[/C][C]-0.6087[/C][C]0.272817[/C][/ROW]
[ROW][C]35[/C][C]-0.002634[/C][C]-0.0181[/C][C]0.492834[/C][/ROW]
[ROW][C]36[/C][C]-0.024577[/C][C]-0.1685[/C][C]0.43346[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63990&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63990&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	-0.568682	-3.8987	0.000153
2	-0.459912	-3.153	0.001407
3	-0.069249	-0.4747	0.318583
4	-0.006382	-0.0438	0.482645
5	0.013001	0.0891	0.46468
6	0.317125	2.1741	0.017384
7	-0.03212	-0.2202	0.413332
8	-0.20947	-1.4361	0.078805
9	0.00463	0.0317	0.487407
10	0.076295	0.5231	0.301698
11	0.062081	0.4256	0.336169
12	-0.073385	-0.5031	0.30862
13	-0.187479	-1.2853	0.102494
14	-0.147029	-1.008	0.159312
15	0.0208	0.1426	0.443609
16	-0.037224	-0.2552	0.399844
17	-0.074911	-0.5136	0.304981
18	0.087612	0.6006	0.275483
19	0.209767	1.4381	0.078517
20	-0.182878	-1.2537	0.108067
21	0.16665	1.1425	0.129518
22	-0.073636	-0.5048	0.308021
23	0.062829	0.4307	0.334317
24	0.152476	1.0453	0.15061
25	0.013758	0.0943	0.462629
26	-0.020899	-0.1433	0.443344
27	-0.14029	-0.9618	0.170541
28	-0.045495	-0.3119	0.378249
29	-0.091232	-0.6255	0.267349
30	-0.050651	-0.3472	0.364978
31	0.105078	0.7204	0.237429
32	-0.077101	-0.5286	0.299793
33	-0.146811	-1.0065	0.159668
34	-0.088793	-0.6087	0.272817
35	-0.002634	-0.0181	0.492834
36	-0.024577	-0.1685	0.43346

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.2 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.2 ; 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