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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 11:10:26 -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/t1259950349m41265bc28b3i9q.htm/, Retrieved Sun, 28 Apr 2024 14:12:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63998, Retrieved Sun, 28 Apr 2024 14:12:36 +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 18:10:26] [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=63998&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=63998&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63998&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	0.158918	1.101	0.138191
2	0.297938	2.0642	0.022214
3	0.470569	3.2602	0.001025
4	0.21822	1.5119	0.068561
5	0.250698	1.7369	0.044411
6	0.249096	1.7258	0.045409
7	-0.085189	-0.5902	0.27891
8	0.163075	1.1298	0.132084
9	0.074581	0.5167	0.303864
10	-0.166772	-1.1554	0.126816
11	-0.112333	-0.7783	0.220117
12	-0.152991	-1.0599	0.147236
13	-0.189544	-1.3132	0.097679
14	-0.032794	-0.2272	0.410616
15	-0.198766	-1.3771	0.087436
16	-0.269898	-1.8699	0.033801
17	-0.037906	-0.2626	0.396982
18	-0.074407	-0.5155	0.304283
19	-0.196284	-1.3599	0.090108
20	-0.144404	-1.0005	0.161052
21	0.028353	0.1964	0.422551
22	-0.202218	-1.401	0.083822
23	0.089982	0.6234	0.267981
24	-0.105995	-0.7344	0.233153
25	-0.187519	-1.2992	0.100046
26	0.06626	0.4591	0.324131
27	-0.060647	-0.4202	0.338117
28	-0.148606	-1.0296	0.154186
29	0.004709	0.0326	0.487054
30	-0.126748	-0.8781	0.192123
31	-0.02874	-0.1991	0.421507
32	-0.021135	-0.1464	0.4421
33	-0.160059	-1.1089	0.136495
34	-0.037272	-0.2582	0.398667
35	0.032785	0.2271	0.410639
36	-0.104977	-0.7273	0.235286

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.158918 & 1.101 & 0.138191 \tabularnewline
2 & 0.297938 & 2.0642 & 0.022214 \tabularnewline
3 & 0.470569 & 3.2602 & 0.001025 \tabularnewline
4 & 0.21822 & 1.5119 & 0.068561 \tabularnewline
5 & 0.250698 & 1.7369 & 0.044411 \tabularnewline
6 & 0.249096 & 1.7258 & 0.045409 \tabularnewline
7 & -0.085189 & -0.5902 & 0.27891 \tabularnewline
8 & 0.163075 & 1.1298 & 0.132084 \tabularnewline
9 & 0.074581 & 0.5167 & 0.303864 \tabularnewline
10 & -0.166772 & -1.1554 & 0.126816 \tabularnewline
11 & -0.112333 & -0.7783 & 0.220117 \tabularnewline
12 & -0.152991 & -1.0599 & 0.147236 \tabularnewline
13 & -0.189544 & -1.3132 & 0.097679 \tabularnewline
14 & -0.032794 & -0.2272 & 0.410616 \tabularnewline
15 & -0.198766 & -1.3771 & 0.087436 \tabularnewline
16 & -0.269898 & -1.8699 & 0.033801 \tabularnewline
17 & -0.037906 & -0.2626 & 0.396982 \tabularnewline
18 & -0.074407 & -0.5155 & 0.304283 \tabularnewline
19 & -0.196284 & -1.3599 & 0.090108 \tabularnewline
20 & -0.144404 & -1.0005 & 0.161052 \tabularnewline
21 & 0.028353 & 0.1964 & 0.422551 \tabularnewline
22 & -0.202218 & -1.401 & 0.083822 \tabularnewline
23 & 0.089982 & 0.6234 & 0.267981 \tabularnewline
24 & -0.105995 & -0.7344 & 0.233153 \tabularnewline
25 & -0.187519 & -1.2992 & 0.100046 \tabularnewline
26 & 0.06626 & 0.4591 & 0.324131 \tabularnewline
27 & -0.060647 & -0.4202 & 0.338117 \tabularnewline
28 & -0.148606 & -1.0296 & 0.154186 \tabularnewline
29 & 0.004709 & 0.0326 & 0.487054 \tabularnewline
30 & -0.126748 & -0.8781 & 0.192123 \tabularnewline
31 & -0.02874 & -0.1991 & 0.421507 \tabularnewline
32 & -0.021135 & -0.1464 & 0.4421 \tabularnewline
33 & -0.160059 & -1.1089 & 0.136495 \tabularnewline
34 & -0.037272 & -0.2582 & 0.398667 \tabularnewline
35 & 0.032785 & 0.2271 & 0.410639 \tabularnewline
36 & -0.104977 & -0.7273 & 0.235286 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63998&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]0.158918[/C][C]1.101[/C][C]0.138191[/C][/ROW]
[ROW][C]2[/C][C]0.297938[/C][C]2.0642[/C][C]0.022214[/C][/ROW]
[ROW][C]3[/C][C]0.470569[/C][C]3.2602[/C][C]0.001025[/C][/ROW]
[ROW][C]4[/C][C]0.21822[/C][C]1.5119[/C][C]0.068561[/C][/ROW]
[ROW][C]5[/C][C]0.250698[/C][C]1.7369[/C][C]0.044411[/C][/ROW]
[ROW][C]6[/C][C]0.249096[/C][C]1.7258[/C][C]0.045409[/C][/ROW]
[ROW][C]7[/C][C]-0.085189[/C][C]-0.5902[/C][C]0.27891[/C][/ROW]
[ROW][C]8[/C][C]0.163075[/C][C]1.1298[/C][C]0.132084[/C][/ROW]
[ROW][C]9[/C][C]0.074581[/C][C]0.5167[/C][C]0.303864[/C][/ROW]
[ROW][C]10[/C][C]-0.166772[/C][C]-1.1554[/C][C]0.126816[/C][/ROW]
[ROW][C]11[/C][C]-0.112333[/C][C]-0.7783[/C][C]0.220117[/C][/ROW]
[ROW][C]12[/C][C]-0.152991[/C][C]-1.0599[/C][C]0.147236[/C][/ROW]
[ROW][C]13[/C][C]-0.189544[/C][C]-1.3132[/C][C]0.097679[/C][/ROW]
[ROW][C]14[/C][C]-0.032794[/C][C]-0.2272[/C][C]0.410616[/C][/ROW]
[ROW][C]15[/C][C]-0.198766[/C][C]-1.3771[/C][C]0.087436[/C][/ROW]
[ROW][C]16[/C][C]-0.269898[/C][C]-1.8699[/C][C]0.033801[/C][/ROW]
[ROW][C]17[/C][C]-0.037906[/C][C]-0.2626[/C][C]0.396982[/C][/ROW]
[ROW][C]18[/C][C]-0.074407[/C][C]-0.5155[/C][C]0.304283[/C][/ROW]
[ROW][C]19[/C][C]-0.196284[/C][C]-1.3599[/C][C]0.090108[/C][/ROW]
[ROW][C]20[/C][C]-0.144404[/C][C]-1.0005[/C][C]0.161052[/C][/ROW]
[ROW][C]21[/C][C]0.028353[/C][C]0.1964[/C][C]0.422551[/C][/ROW]
[ROW][C]22[/C][C]-0.202218[/C][C]-1.401[/C][C]0.083822[/C][/ROW]
[ROW][C]23[/C][C]0.089982[/C][C]0.6234[/C][C]0.267981[/C][/ROW]
[ROW][C]24[/C][C]-0.105995[/C][C]-0.7344[/C][C]0.233153[/C][/ROW]
[ROW][C]25[/C][C]-0.187519[/C][C]-1.2992[/C][C]0.100046[/C][/ROW]
[ROW][C]26[/C][C]0.06626[/C][C]0.4591[/C][C]0.324131[/C][/ROW]
[ROW][C]27[/C][C]-0.060647[/C][C]-0.4202[/C][C]0.338117[/C][/ROW]
[ROW][C]28[/C][C]-0.148606[/C][C]-1.0296[/C][C]0.154186[/C][/ROW]
[ROW][C]29[/C][C]0.004709[/C][C]0.0326[/C][C]0.487054[/C][/ROW]
[ROW][C]30[/C][C]-0.126748[/C][C]-0.8781[/C][C]0.192123[/C][/ROW]
[ROW][C]31[/C][C]-0.02874[/C][C]-0.1991[/C][C]0.421507[/C][/ROW]
[ROW][C]32[/C][C]-0.021135[/C][C]-0.1464[/C][C]0.4421[/C][/ROW]
[ROW][C]33[/C][C]-0.160059[/C][C]-1.1089[/C][C]0.136495[/C][/ROW]
[ROW][C]34[/C][C]-0.037272[/C][C]-0.2582[/C][C]0.398667[/C][/ROW]
[ROW][C]35[/C][C]0.032785[/C][C]0.2271[/C][C]0.410639[/C][/ROW]
[ROW][C]36[/C][C]-0.104977[/C][C]-0.7273[/C][C]0.235286[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63998&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63998&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	0.158918	1.101	0.138191
2	0.297938	2.0642	0.022214
3	0.470569	3.2602	0.001025
4	0.21822	1.5119	0.068561
5	0.250698	1.7369	0.044411
6	0.249096	1.7258	0.045409
7	-0.085189	-0.5902	0.27891
8	0.163075	1.1298	0.132084
9	0.074581	0.5167	0.303864
10	-0.166772	-1.1554	0.126816
11	-0.112333	-0.7783	0.220117
12	-0.152991	-1.0599	0.147236
13	-0.189544	-1.3132	0.097679
14	-0.032794	-0.2272	0.410616
15	-0.198766	-1.3771	0.087436
16	-0.269898	-1.8699	0.033801
17	-0.037906	-0.2626	0.396982
18	-0.074407	-0.5155	0.304283
19	-0.196284	-1.3599	0.090108
20	-0.144404	-1.0005	0.161052
21	0.028353	0.1964	0.422551
22	-0.202218	-1.401	0.083822
23	0.089982	0.6234	0.267981
24	-0.105995	-0.7344	0.233153
25	-0.187519	-1.2992	0.100046
26	0.06626	0.4591	0.324131
27	-0.060647	-0.4202	0.338117
28	-0.148606	-1.0296	0.154186
29	0.004709	0.0326	0.487054
30	-0.126748	-0.8781	0.192123
31	-0.02874	-0.1991	0.421507
32	-0.021135	-0.1464	0.4421
33	-0.160059	-1.1089	0.136495
34	-0.037272	-0.2582	0.398667
35	0.032785	0.2271	0.410639
36	-0.104977	-0.7273	0.235286

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.158918	1.101	0.138191
2	0.279748	1.9382	0.029249
3	0.436311	3.0229	0.002005
4	0.11546	0.7999	0.213846
5	0.026599	0.1843	0.427284
6	-0.027454	-0.1902	0.424973
7	-0.385699	-2.6722	0.005131
8	-0.08466	-0.5865	0.28013
9	0.031952	0.2214	0.412873
10	-0.07461	-0.5169	0.303796
11	-0.181264	-1.2558	0.107627
12	-0.16066	-1.1131	0.135608
13	-0.009331	-0.0646	0.474362
14	0.244924	1.6969	0.048098
15	0.225057	1.5592	0.062754
16	-0.082853	-0.574	0.284317
17	-0.114255	-0.7916	0.216249
18	0.01609	0.1115	0.455854
19	-0.044036	-0.3051	0.380809
20	-0.185001	-1.2817	0.103049
21	0.151287	1.0481	0.149909
22	-0.248956	-1.7248	0.045497
23	0.019021	0.1318	0.447854
24	-0.011501	-0.0797	0.468412
25	-0.08244	-0.5712	0.285278
26	0.016678	0.1155	0.454247
27	-0.01697	-0.1176	0.453448
28	0.024706	0.1712	0.432405
29	-0.057309	-0.397	0.346547
30	0.038559	0.2671	0.395251
31	0.005427	0.0376	0.485081
32	-0.134408	-0.9312	0.178204
33	-0.018549	-0.1285	0.44914
34	0.064342	0.4458	0.328882
35	0.01196	0.0829	0.467153
36	-0.027083	-0.1876	0.425975

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.158918 & 1.101 & 0.138191 \tabularnewline
2 & 0.279748 & 1.9382 & 0.029249 \tabularnewline
3 & 0.436311 & 3.0229 & 0.002005 \tabularnewline
4 & 0.11546 & 0.7999 & 0.213846 \tabularnewline
5 & 0.026599 & 0.1843 & 0.427284 \tabularnewline
6 & -0.027454 & -0.1902 & 0.424973 \tabularnewline
7 & -0.385699 & -2.6722 & 0.005131 \tabularnewline
8 & -0.08466 & -0.5865 & 0.28013 \tabularnewline
9 & 0.031952 & 0.2214 & 0.412873 \tabularnewline
10 & -0.07461 & -0.5169 & 0.303796 \tabularnewline
11 & -0.181264 & -1.2558 & 0.107627 \tabularnewline
12 & -0.16066 & -1.1131 & 0.135608 \tabularnewline
13 & -0.009331 & -0.0646 & 0.474362 \tabularnewline
14 & 0.244924 & 1.6969 & 0.048098 \tabularnewline
15 & 0.225057 & 1.5592 & 0.062754 \tabularnewline
16 & -0.082853 & -0.574 & 0.284317 \tabularnewline
17 & -0.114255 & -0.7916 & 0.216249 \tabularnewline
18 & 0.01609 & 0.1115 & 0.455854 \tabularnewline
19 & -0.044036 & -0.3051 & 0.380809 \tabularnewline
20 & -0.185001 & -1.2817 & 0.103049 \tabularnewline
21 & 0.151287 & 1.0481 & 0.149909 \tabularnewline
22 & -0.248956 & -1.7248 & 0.045497 \tabularnewline
23 & 0.019021 & 0.1318 & 0.447854 \tabularnewline
24 & -0.011501 & -0.0797 & 0.468412 \tabularnewline
25 & -0.08244 & -0.5712 & 0.285278 \tabularnewline
26 & 0.016678 & 0.1155 & 0.454247 \tabularnewline
27 & -0.01697 & -0.1176 & 0.453448 \tabularnewline
28 & 0.024706 & 0.1712 & 0.432405 \tabularnewline
29 & -0.057309 & -0.397 & 0.346547 \tabularnewline
30 & 0.038559 & 0.2671 & 0.395251 \tabularnewline
31 & 0.005427 & 0.0376 & 0.485081 \tabularnewline
32 & -0.134408 & -0.9312 & 0.178204 \tabularnewline
33 & -0.018549 & -0.1285 & 0.44914 \tabularnewline
34 & 0.064342 & 0.4458 & 0.328882 \tabularnewline
35 & 0.01196 & 0.0829 & 0.467153 \tabularnewline
36 & -0.027083 & -0.1876 & 0.425975 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63998&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]0.158918[/C][C]1.101[/C][C]0.138191[/C][/ROW]
[ROW][C]2[/C][C]0.279748[/C][C]1.9382[/C][C]0.029249[/C][/ROW]
[ROW][C]3[/C][C]0.436311[/C][C]3.0229[/C][C]0.002005[/C][/ROW]
[ROW][C]4[/C][C]0.11546[/C][C]0.7999[/C][C]0.213846[/C][/ROW]
[ROW][C]5[/C][C]0.026599[/C][C]0.1843[/C][C]0.427284[/C][/ROW]
[ROW][C]6[/C][C]-0.027454[/C][C]-0.1902[/C][C]0.424973[/C][/ROW]
[ROW][C]7[/C][C]-0.385699[/C][C]-2.6722[/C][C]0.005131[/C][/ROW]
[ROW][C]8[/C][C]-0.08466[/C][C]-0.5865[/C][C]0.28013[/C][/ROW]
[ROW][C]9[/C][C]0.031952[/C][C]0.2214[/C][C]0.412873[/C][/ROW]
[ROW][C]10[/C][C]-0.07461[/C][C]-0.5169[/C][C]0.303796[/C][/ROW]
[ROW][C]11[/C][C]-0.181264[/C][C]-1.2558[/C][C]0.107627[/C][/ROW]
[ROW][C]12[/C][C]-0.16066[/C][C]-1.1131[/C][C]0.135608[/C][/ROW]
[ROW][C]13[/C][C]-0.009331[/C][C]-0.0646[/C][C]0.474362[/C][/ROW]
[ROW][C]14[/C][C]0.244924[/C][C]1.6969[/C][C]0.048098[/C][/ROW]
[ROW][C]15[/C][C]0.225057[/C][C]1.5592[/C][C]0.062754[/C][/ROW]
[ROW][C]16[/C][C]-0.082853[/C][C]-0.574[/C][C]0.284317[/C][/ROW]
[ROW][C]17[/C][C]-0.114255[/C][C]-0.7916[/C][C]0.216249[/C][/ROW]
[ROW][C]18[/C][C]0.01609[/C][C]0.1115[/C][C]0.455854[/C][/ROW]
[ROW][C]19[/C][C]-0.044036[/C][C]-0.3051[/C][C]0.380809[/C][/ROW]
[ROW][C]20[/C][C]-0.185001[/C][C]-1.2817[/C][C]0.103049[/C][/ROW]
[ROW][C]21[/C][C]0.151287[/C][C]1.0481[/C][C]0.149909[/C][/ROW]
[ROW][C]22[/C][C]-0.248956[/C][C]-1.7248[/C][C]0.045497[/C][/ROW]
[ROW][C]23[/C][C]0.019021[/C][C]0.1318[/C][C]0.447854[/C][/ROW]
[ROW][C]24[/C][C]-0.011501[/C][C]-0.0797[/C][C]0.468412[/C][/ROW]
[ROW][C]25[/C][C]-0.08244[/C][C]-0.5712[/C][C]0.285278[/C][/ROW]
[ROW][C]26[/C][C]0.016678[/C][C]0.1155[/C][C]0.454247[/C][/ROW]
[ROW][C]27[/C][C]-0.01697[/C][C]-0.1176[/C][C]0.453448[/C][/ROW]
[ROW][C]28[/C][C]0.024706[/C][C]0.1712[/C][C]0.432405[/C][/ROW]
[ROW][C]29[/C][C]-0.057309[/C][C]-0.397[/C][C]0.346547[/C][/ROW]
[ROW][C]30[/C][C]0.038559[/C][C]0.2671[/C][C]0.395251[/C][/ROW]
[ROW][C]31[/C][C]0.005427[/C][C]0.0376[/C][C]0.485081[/C][/ROW]
[ROW][C]32[/C][C]-0.134408[/C][C]-0.9312[/C][C]0.178204[/C][/ROW]
[ROW][C]33[/C][C]-0.018549[/C][C]-0.1285[/C][C]0.44914[/C][/ROW]
[ROW][C]34[/C][C]0.064342[/C][C]0.4458[/C][C]0.328882[/C][/ROW]
[ROW][C]35[/C][C]0.01196[/C][C]0.0829[/C][C]0.467153[/C][/ROW]
[ROW][C]36[/C][C]-0.027083[/C][C]-0.1876[/C][C]0.425975[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63998&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63998&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	0.158918	1.101	0.138191
2	0.279748	1.9382	0.029249
3	0.436311	3.0229	0.002005
4	0.11546	0.7999	0.213846
5	0.026599	0.1843	0.427284
6	-0.027454	-0.1902	0.424973
7	-0.385699	-2.6722	0.005131
8	-0.08466	-0.5865	0.28013
9	0.031952	0.2214	0.412873
10	-0.07461	-0.5169	0.303796
11	-0.181264	-1.2558	0.107627
12	-0.16066	-1.1131	0.135608
13	-0.009331	-0.0646	0.474362
14	0.244924	1.6969	0.048098
15	0.225057	1.5592	0.062754
16	-0.082853	-0.574	0.284317
17	-0.114255	-0.7916	0.216249
18	0.01609	0.1115	0.455854
19	-0.044036	-0.3051	0.380809
20	-0.185001	-1.2817	0.103049
21	0.151287	1.0481	0.149909
22	-0.248956	-1.7248	0.045497
23	0.019021	0.1318	0.447854
24	-0.011501	-0.0797	0.468412
25	-0.08244	-0.5712	0.285278
26	0.016678	0.1155	0.454247
27	-0.01697	-0.1176	0.453448
28	0.024706	0.1712	0.432405
29	-0.057309	-0.397	0.346547
30	0.038559	0.2671	0.395251
31	0.005427	0.0376	0.485081
32	-0.134408	-0.9312	0.178204
33	-0.018549	-0.1285	0.44914
34	0.064342	0.4458	0.328882
35	0.01196	0.0829	0.467153
36	-0.027083	-0.1876	0.425975

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.2 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.2 ; 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