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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 11:33:02 -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/t1259951643mq5eal5dwy8b0ez.htm/, Retrieved Sun, 28 Apr 2024 11:48:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64011, Retrieved Sun, 28 Apr 2024 11:48:54 +0000

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Estimated Impact

102

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 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [Stap 3 workshop 5] [2009-12-04 18:33:02] [865cd78857e928bd6e7d79509c6cdcc5] [Current]
- R PD        [(Partial) Autocorrelation Function] [] [2009-12-05 18:52:26] [6998f38352c0f6bc3cf32a17448703fc] 

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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=64011&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=64011&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64011&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	-0.501812	-5.4971	0
2	-0.025801	-0.2826	0.388971
3	0.252191	2.7626	0.003319
4	-0.152137	-1.6666	0.049104
5	-0.071349	-0.7816	0.217999
6	0.085789	0.9398	0.174611
7	-0.14416	-1.5792	0.058462
8	-0.010998	-0.1205	0.452152
9	0.162215	1.777	0.039053
10	-0.171789	-1.8819	0.031139
11	0.03489	0.3822	0.351493
12	0.208817	2.2875	0.01196
13	-0.174044	-1.9066	0.029485
14	0.047851	0.5242	0.300558
15	0.152338	1.6688	0.048884
16	-0.221047	-2.4215	0.008478
17	0.156442	1.7137	0.044579
18	-0.104198	-1.1414	0.127981
19	-0.009728	-0.1066	0.457655
20	-0.091301	-1.0002	0.159624
21	0.168754	1.8486	0.033488
22	-0.159002	-1.7418	0.042055
23	0.069891	0.7656	0.222703
24	0.090043	0.9864	0.162967
25	-0.017338	-0.1899	0.424845
26	-0.002865	-0.0314	0.487508
27	0.036675	0.4018	0.344289
28	-0.047291	-0.5181	0.302688
29	0.005234	0.0573	0.477185
30	0.020054	0.2197	0.413246
31	-0.177211	-1.9412	0.027287
32	0.141282	1.5477	0.062168
33	-0.009778	-0.1071	0.457439
34	-0.019148	-0.2098	0.417108
35	-0.063153	-0.6918	0.245199
36	0.151655	1.6613	0.049632

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.501812 & -5.4971 & 0 \tabularnewline
2 & -0.025801 & -0.2826 & 0.388971 \tabularnewline
3 & 0.252191 & 2.7626 & 0.003319 \tabularnewline
4 & -0.152137 & -1.6666 & 0.049104 \tabularnewline
5 & -0.071349 & -0.7816 & 0.217999 \tabularnewline
6 & 0.085789 & 0.9398 & 0.174611 \tabularnewline
7 & -0.14416 & -1.5792 & 0.058462 \tabularnewline
8 & -0.010998 & -0.1205 & 0.452152 \tabularnewline
9 & 0.162215 & 1.777 & 0.039053 \tabularnewline
10 & -0.171789 & -1.8819 & 0.031139 \tabularnewline
11 & 0.03489 & 0.3822 & 0.351493 \tabularnewline
12 & 0.208817 & 2.2875 & 0.01196 \tabularnewline
13 & -0.174044 & -1.9066 & 0.029485 \tabularnewline
14 & 0.047851 & 0.5242 & 0.300558 \tabularnewline
15 & 0.152338 & 1.6688 & 0.048884 \tabularnewline
16 & -0.221047 & -2.4215 & 0.008478 \tabularnewline
17 & 0.156442 & 1.7137 & 0.044579 \tabularnewline
18 & -0.104198 & -1.1414 & 0.127981 \tabularnewline
19 & -0.009728 & -0.1066 & 0.457655 \tabularnewline
20 & -0.091301 & -1.0002 & 0.159624 \tabularnewline
21 & 0.168754 & 1.8486 & 0.033488 \tabularnewline
22 & -0.159002 & -1.7418 & 0.042055 \tabularnewline
23 & 0.069891 & 0.7656 & 0.222703 \tabularnewline
24 & 0.090043 & 0.9864 & 0.162967 \tabularnewline
25 & -0.017338 & -0.1899 & 0.424845 \tabularnewline
26 & -0.002865 & -0.0314 & 0.487508 \tabularnewline
27 & 0.036675 & 0.4018 & 0.344289 \tabularnewline
28 & -0.047291 & -0.5181 & 0.302688 \tabularnewline
29 & 0.005234 & 0.0573 & 0.477185 \tabularnewline
30 & 0.020054 & 0.2197 & 0.413246 \tabularnewline
31 & -0.177211 & -1.9412 & 0.027287 \tabularnewline
32 & 0.141282 & 1.5477 & 0.062168 \tabularnewline
33 & -0.009778 & -0.1071 & 0.457439 \tabularnewline
34 & -0.019148 & -0.2098 & 0.417108 \tabularnewline
35 & -0.063153 & -0.6918 & 0.245199 \tabularnewline
36 & 0.151655 & 1.6613 & 0.049632 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64011&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]-0.501812[/C][C]-5.4971[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.025801[/C][C]-0.2826[/C][C]0.388971[/C][/ROW]
[ROW][C]3[/C][C]0.252191[/C][C]2.7626[/C][C]0.003319[/C][/ROW]
[ROW][C]4[/C][C]-0.152137[/C][C]-1.6666[/C][C]0.049104[/C][/ROW]
[ROW][C]5[/C][C]-0.071349[/C][C]-0.7816[/C][C]0.217999[/C][/ROW]
[ROW][C]6[/C][C]0.085789[/C][C]0.9398[/C][C]0.174611[/C][/ROW]
[ROW][C]7[/C][C]-0.14416[/C][C]-1.5792[/C][C]0.058462[/C][/ROW]
[ROW][C]8[/C][C]-0.010998[/C][C]-0.1205[/C][C]0.452152[/C][/ROW]
[ROW][C]9[/C][C]0.162215[/C][C]1.777[/C][C]0.039053[/C][/ROW]
[ROW][C]10[/C][C]-0.171789[/C][C]-1.8819[/C][C]0.031139[/C][/ROW]
[ROW][C]11[/C][C]0.03489[/C][C]0.3822[/C][C]0.351493[/C][/ROW]
[ROW][C]12[/C][C]0.208817[/C][C]2.2875[/C][C]0.01196[/C][/ROW]
[ROW][C]13[/C][C]-0.174044[/C][C]-1.9066[/C][C]0.029485[/C][/ROW]
[ROW][C]14[/C][C]0.047851[/C][C]0.5242[/C][C]0.300558[/C][/ROW]
[ROW][C]15[/C][C]0.152338[/C][C]1.6688[/C][C]0.048884[/C][/ROW]
[ROW][C]16[/C][C]-0.221047[/C][C]-2.4215[/C][C]0.008478[/C][/ROW]
[ROW][C]17[/C][C]0.156442[/C][C]1.7137[/C][C]0.044579[/C][/ROW]
[ROW][C]18[/C][C]-0.104198[/C][C]-1.1414[/C][C]0.127981[/C][/ROW]
[ROW][C]19[/C][C]-0.009728[/C][C]-0.1066[/C][C]0.457655[/C][/ROW]
[ROW][C]20[/C][C]-0.091301[/C][C]-1.0002[/C][C]0.159624[/C][/ROW]
[ROW][C]21[/C][C]0.168754[/C][C]1.8486[/C][C]0.033488[/C][/ROW]
[ROW][C]22[/C][C]-0.159002[/C][C]-1.7418[/C][C]0.042055[/C][/ROW]
[ROW][C]23[/C][C]0.069891[/C][C]0.7656[/C][C]0.222703[/C][/ROW]
[ROW][C]24[/C][C]0.090043[/C][C]0.9864[/C][C]0.162967[/C][/ROW]
[ROW][C]25[/C][C]-0.017338[/C][C]-0.1899[/C][C]0.424845[/C][/ROW]
[ROW][C]26[/C][C]-0.002865[/C][C]-0.0314[/C][C]0.487508[/C][/ROW]
[ROW][C]27[/C][C]0.036675[/C][C]0.4018[/C][C]0.344289[/C][/ROW]
[ROW][C]28[/C][C]-0.047291[/C][C]-0.5181[/C][C]0.302688[/C][/ROW]
[ROW][C]29[/C][C]0.005234[/C][C]0.0573[/C][C]0.477185[/C][/ROW]
[ROW][C]30[/C][C]0.020054[/C][C]0.2197[/C][C]0.413246[/C][/ROW]
[ROW][C]31[/C][C]-0.177211[/C][C]-1.9412[/C][C]0.027287[/C][/ROW]
[ROW][C]32[/C][C]0.141282[/C][C]1.5477[/C][C]0.062168[/C][/ROW]
[ROW][C]33[/C][C]-0.009778[/C][C]-0.1071[/C][C]0.457439[/C][/ROW]
[ROW][C]34[/C][C]-0.019148[/C][C]-0.2098[/C][C]0.417108[/C][/ROW]
[ROW][C]35[/C][C]-0.063153[/C][C]-0.6918[/C][C]0.245199[/C][/ROW]
[ROW][C]36[/C][C]0.151655[/C][C]1.6613[/C][C]0.049632[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64011&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64011&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	-0.501812	-5.4971	0
2	-0.025801	-0.2826	0.388971
3	0.252191	2.7626	0.003319
4	-0.152137	-1.6666	0.049104
5	-0.071349	-0.7816	0.217999
6	0.085789	0.9398	0.174611
7	-0.14416	-1.5792	0.058462
8	-0.010998	-0.1205	0.452152
9	0.162215	1.777	0.039053
10	-0.171789	-1.8819	0.031139
11	0.03489	0.3822	0.351493
12	0.208817	2.2875	0.01196
13	-0.174044	-1.9066	0.029485
14	0.047851	0.5242	0.300558
15	0.152338	1.6688	0.048884
16	-0.221047	-2.4215	0.008478
17	0.156442	1.7137	0.044579
18	-0.104198	-1.1414	0.127981
19	-0.009728	-0.1066	0.457655
20	-0.091301	-1.0002	0.159624
21	0.168754	1.8486	0.033488
22	-0.159002	-1.7418	0.042055
23	0.069891	0.7656	0.222703
24	0.090043	0.9864	0.162967
25	-0.017338	-0.1899	0.424845
26	-0.002865	-0.0314	0.487508
27	0.036675	0.4018	0.344289
28	-0.047291	-0.5181	0.302688
29	0.005234	0.0573	0.477185
30	0.020054	0.2197	0.413246
31	-0.177211	-1.9412	0.027287
32	0.141282	1.5477	0.062168
33	-0.009778	-0.1071	0.457439
34	-0.019148	-0.2098	0.417108
35	-0.063153	-0.6918	0.245199
36	0.151655	1.6613	0.049632

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.501812	-5.4971	0
2	-0.371053	-4.0647	4.3e-05
3	0.074771	0.8191	0.207184
4	0.068038	0.7453	0.228768
5	-0.094307	-1.0331	0.151822
6	-0.118677	-1.3	0.098039
7	-0.237568	-2.6024	0.005211
8	-0.243229	-2.6644	0.004386
9	0.032446	0.3554	0.361448
10	-0.013734	-0.1504	0.440332
11	-0.086257	-0.9449	0.173304
12	0.103808	1.1372	0.128869
13	0.045674	0.5003	0.308877
14	0.01135	0.1243	0.45063
15	0.133754	1.4652	0.072741
16	-0.020259	-0.2219	0.412375
17	0.111731	1.224	0.111683
18	-0.066593	-0.7295	0.233561
19	0.032277	0.3536	0.362139
20	-0.202057	-2.2134	0.01438
21	0.026949	0.2952	0.384173
22	-0.00604	-0.0662	0.473677
23	0.022976	0.2517	0.400857
24	0.013741	0.1505	0.440302
25	0.148674	1.6286	0.053006
26	0.042035	0.4605	0.323008
27	0.008143	0.0892	0.464533
28	-0.017955	-0.1967	0.422203
29	-0.009829	-0.1077	0.457217
30	0.058862	0.6448	0.260145
31	-0.127661	-1.3985	0.082277
32	-0.006998	-0.0767	0.46951
33	0.025265	0.2768	0.39122
34	0.140248	1.5363	0.063544
35	-0.05574	-0.6106	0.271308
36	-0.06596	-0.7226	0.235678

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.501812 & -5.4971 & 0 \tabularnewline
2 & -0.371053 & -4.0647 & 4.3e-05 \tabularnewline
3 & 0.074771 & 0.8191 & 0.207184 \tabularnewline
4 & 0.068038 & 0.7453 & 0.228768 \tabularnewline
5 & -0.094307 & -1.0331 & 0.151822 \tabularnewline
6 & -0.118677 & -1.3 & 0.098039 \tabularnewline
7 & -0.237568 & -2.6024 & 0.005211 \tabularnewline
8 & -0.243229 & -2.6644 & 0.004386 \tabularnewline
9 & 0.032446 & 0.3554 & 0.361448 \tabularnewline
10 & -0.013734 & -0.1504 & 0.440332 \tabularnewline
11 & -0.086257 & -0.9449 & 0.173304 \tabularnewline
12 & 0.103808 & 1.1372 & 0.128869 \tabularnewline
13 & 0.045674 & 0.5003 & 0.308877 \tabularnewline
14 & 0.01135 & 0.1243 & 0.45063 \tabularnewline
15 & 0.133754 & 1.4652 & 0.072741 \tabularnewline
16 & -0.020259 & -0.2219 & 0.412375 \tabularnewline
17 & 0.111731 & 1.224 & 0.111683 \tabularnewline
18 & -0.066593 & -0.7295 & 0.233561 \tabularnewline
19 & 0.032277 & 0.3536 & 0.362139 \tabularnewline
20 & -0.202057 & -2.2134 & 0.01438 \tabularnewline
21 & 0.026949 & 0.2952 & 0.384173 \tabularnewline
22 & -0.00604 & -0.0662 & 0.473677 \tabularnewline
23 & 0.022976 & 0.2517 & 0.400857 \tabularnewline
24 & 0.013741 & 0.1505 & 0.440302 \tabularnewline
25 & 0.148674 & 1.6286 & 0.053006 \tabularnewline
26 & 0.042035 & 0.4605 & 0.323008 \tabularnewline
27 & 0.008143 & 0.0892 & 0.464533 \tabularnewline
28 & -0.017955 & -0.1967 & 0.422203 \tabularnewline
29 & -0.009829 & -0.1077 & 0.457217 \tabularnewline
30 & 0.058862 & 0.6448 & 0.260145 \tabularnewline
31 & -0.127661 & -1.3985 & 0.082277 \tabularnewline
32 & -0.006998 & -0.0767 & 0.46951 \tabularnewline
33 & 0.025265 & 0.2768 & 0.39122 \tabularnewline
34 & 0.140248 & 1.5363 & 0.063544 \tabularnewline
35 & -0.05574 & -0.6106 & 0.271308 \tabularnewline
36 & -0.06596 & -0.7226 & 0.235678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64011&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]-0.501812[/C][C]-5.4971[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.371053[/C][C]-4.0647[/C][C]4.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.074771[/C][C]0.8191[/C][C]0.207184[/C][/ROW]
[ROW][C]4[/C][C]0.068038[/C][C]0.7453[/C][C]0.228768[/C][/ROW]
[ROW][C]5[/C][C]-0.094307[/C][C]-1.0331[/C][C]0.151822[/C][/ROW]
[ROW][C]6[/C][C]-0.118677[/C][C]-1.3[/C][C]0.098039[/C][/ROW]
[ROW][C]7[/C][C]-0.237568[/C][C]-2.6024[/C][C]0.005211[/C][/ROW]
[ROW][C]8[/C][C]-0.243229[/C][C]-2.6644[/C][C]0.004386[/C][/ROW]
[ROW][C]9[/C][C]0.032446[/C][C]0.3554[/C][C]0.361448[/C][/ROW]
[ROW][C]10[/C][C]-0.013734[/C][C]-0.1504[/C][C]0.440332[/C][/ROW]
[ROW][C]11[/C][C]-0.086257[/C][C]-0.9449[/C][C]0.173304[/C][/ROW]
[ROW][C]12[/C][C]0.103808[/C][C]1.1372[/C][C]0.128869[/C][/ROW]
[ROW][C]13[/C][C]0.045674[/C][C]0.5003[/C][C]0.308877[/C][/ROW]
[ROW][C]14[/C][C]0.01135[/C][C]0.1243[/C][C]0.45063[/C][/ROW]
[ROW][C]15[/C][C]0.133754[/C][C]1.4652[/C][C]0.072741[/C][/ROW]
[ROW][C]16[/C][C]-0.020259[/C][C]-0.2219[/C][C]0.412375[/C][/ROW]
[ROW][C]17[/C][C]0.111731[/C][C]1.224[/C][C]0.111683[/C][/ROW]
[ROW][C]18[/C][C]-0.066593[/C][C]-0.7295[/C][C]0.233561[/C][/ROW]
[ROW][C]19[/C][C]0.032277[/C][C]0.3536[/C][C]0.362139[/C][/ROW]
[ROW][C]20[/C][C]-0.202057[/C][C]-2.2134[/C][C]0.01438[/C][/ROW]
[ROW][C]21[/C][C]0.026949[/C][C]0.2952[/C][C]0.384173[/C][/ROW]
[ROW][C]22[/C][C]-0.00604[/C][C]-0.0662[/C][C]0.473677[/C][/ROW]
[ROW][C]23[/C][C]0.022976[/C][C]0.2517[/C][C]0.400857[/C][/ROW]
[ROW][C]24[/C][C]0.013741[/C][C]0.1505[/C][C]0.440302[/C][/ROW]
[ROW][C]25[/C][C]0.148674[/C][C]1.6286[/C][C]0.053006[/C][/ROW]
[ROW][C]26[/C][C]0.042035[/C][C]0.4605[/C][C]0.323008[/C][/ROW]
[ROW][C]27[/C][C]0.008143[/C][C]0.0892[/C][C]0.464533[/C][/ROW]
[ROW][C]28[/C][C]-0.017955[/C][C]-0.1967[/C][C]0.422203[/C][/ROW]
[ROW][C]29[/C][C]-0.009829[/C][C]-0.1077[/C][C]0.457217[/C][/ROW]
[ROW][C]30[/C][C]0.058862[/C][C]0.6448[/C][C]0.260145[/C][/ROW]
[ROW][C]31[/C][C]-0.127661[/C][C]-1.3985[/C][C]0.082277[/C][/ROW]
[ROW][C]32[/C][C]-0.006998[/C][C]-0.0767[/C][C]0.46951[/C][/ROW]
[ROW][C]33[/C][C]0.025265[/C][C]0.2768[/C][C]0.39122[/C][/ROW]
[ROW][C]34[/C][C]0.140248[/C][C]1.5363[/C][C]0.063544[/C][/ROW]
[ROW][C]35[/C][C]-0.05574[/C][C]-0.6106[/C][C]0.271308[/C][/ROW]
[ROW][C]36[/C][C]-0.06596[/C][C]-0.7226[/C][C]0.235678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64011&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64011&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	-0.501812	-5.4971	0
2	-0.371053	-4.0647	4.3e-05
3	0.074771	0.8191	0.207184
4	0.068038	0.7453	0.228768
5	-0.094307	-1.0331	0.151822
6	-0.118677	-1.3	0.098039
7	-0.237568	-2.6024	0.005211
8	-0.243229	-2.6644	0.004386
9	0.032446	0.3554	0.361448
10	-0.013734	-0.1504	0.440332
11	-0.086257	-0.9449	0.173304
12	0.103808	1.1372	0.128869
13	0.045674	0.5003	0.308877
14	0.01135	0.1243	0.45063
15	0.133754	1.4652	0.072741
16	-0.020259	-0.2219	0.412375
17	0.111731	1.224	0.111683
18	-0.066593	-0.7295	0.233561
19	0.032277	0.3536	0.362139
20	-0.202057	-2.2134	0.01438
21	0.026949	0.2952	0.384173
22	-0.00604	-0.0662	0.473677
23	0.022976	0.2517	0.400857
24	0.013741	0.1505	0.440302
25	0.148674	1.6286	0.053006
26	0.042035	0.4605	0.323008
27	0.008143	0.0892	0.464533
28	-0.017955	-0.1967	0.422203
29	-0.009829	-0.1077	0.457217
30	0.058862	0.6448	0.260145
31	-0.127661	-1.3985	0.082277
32	-0.006998	-0.0767	0.46951
33	0.025265	0.2768	0.39122
34	0.140248	1.5363	0.063544
35	-0.05574	-0.6106	0.271308
36	-0.06596	-0.7226	0.235678

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

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