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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 11:50:44 -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/09/t12603847005j97z4s8mmcpx38.htm/, Retrieved Mon, 29 Apr 2024 14:00:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65142, Retrieved Mon, 29 Apr 2024 14:00:32 +0000

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Estimated Impact

131

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]
- R PD    [(Partial) Autocorrelation Function] [ws9-3] [2009-12-04 20:43:56] [74be16979710d4c4e7c6647856088456]
-   P       [(Partial) Autocorrelation Function] [ws9-4] [2009-12-04 20:46:30] [74be16979710d4c4e7c6647856088456]
-   P           [(Partial) Autocorrelation Function] [WS9 acf] [2009-12-09 18:50:44] [dd4f17965cad1d38de7a1c062d32d75d] [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=65142&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=65142&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65142&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	-0.533196	-4.3317	2.6e-05
2	0.008422	0.0684	0.472829
3	0.144922	1.1774	0.121641
4	-0.047619	-0.3869	0.350051
5	-0.063677	-0.5173	0.303334
6	-0.017728	-0.144	0.442962
7	-0.02459	-0.1998	0.421137
8	0.015024	0.1221	0.451614
9	0.074583	0.6059	0.273325
10	-0.069548	-0.565	0.286991
11	-0.046818	-0.3803	0.352454
12	0.186104	1.5119	0.067664
13	-0.160624	-1.3049	0.098227
14	0.026528	0.2155	0.415014
15	0.104407	0.8482	0.199693
16	-0.16107	-1.3085	0.097615
17	0.145091	1.1787	0.12137
18	-0.128848	-1.0468	0.149513
19	0.100519	0.8166	0.208541
20	-0.154648	-1.2564	0.106705
21	0.17398	1.4134	0.081116
22	-0.0959	-0.7791	0.219355
23	-0.062954	-0.5114	0.305376
24	0.124113	1.0083	0.158497
25	0.006473	0.0526	0.479109
26	-0.081965	-0.6659	0.253902
27	0.095717	0.7776	0.21979
28	-0.021152	-0.1718	0.432043
29	-0.025402	-0.2064	0.418569
30	0.027692	0.225	0.411347
31	-0.073112	-0.594	0.277283
32	0.031138	0.253	0.400542
33	0.035087	0.2851	0.388249
34	0.024201	0.1966	0.422367
35	-0.164625	-1.3374	0.092839
36	0.171521	1.3934	0.08408

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.533196 & -4.3317 & 2.6e-05 \tabularnewline
2 & 0.008422 & 0.0684 & 0.472829 \tabularnewline
3 & 0.144922 & 1.1774 & 0.121641 \tabularnewline
4 & -0.047619 & -0.3869 & 0.350051 \tabularnewline
5 & -0.063677 & -0.5173 & 0.303334 \tabularnewline
6 & -0.017728 & -0.144 & 0.442962 \tabularnewline
7 & -0.02459 & -0.1998 & 0.421137 \tabularnewline
8 & 0.015024 & 0.1221 & 0.451614 \tabularnewline
9 & 0.074583 & 0.6059 & 0.273325 \tabularnewline
10 & -0.069548 & -0.565 & 0.286991 \tabularnewline
11 & -0.046818 & -0.3803 & 0.352454 \tabularnewline
12 & 0.186104 & 1.5119 & 0.067664 \tabularnewline
13 & -0.160624 & -1.3049 & 0.098227 \tabularnewline
14 & 0.026528 & 0.2155 & 0.415014 \tabularnewline
15 & 0.104407 & 0.8482 & 0.199693 \tabularnewline
16 & -0.16107 & -1.3085 & 0.097615 \tabularnewline
17 & 0.145091 & 1.1787 & 0.12137 \tabularnewline
18 & -0.128848 & -1.0468 & 0.149513 \tabularnewline
19 & 0.100519 & 0.8166 & 0.208541 \tabularnewline
20 & -0.154648 & -1.2564 & 0.106705 \tabularnewline
21 & 0.17398 & 1.4134 & 0.081116 \tabularnewline
22 & -0.0959 & -0.7791 & 0.219355 \tabularnewline
23 & -0.062954 & -0.5114 & 0.305376 \tabularnewline
24 & 0.124113 & 1.0083 & 0.158497 \tabularnewline
25 & 0.006473 & 0.0526 & 0.479109 \tabularnewline
26 & -0.081965 & -0.6659 & 0.253902 \tabularnewline
27 & 0.095717 & 0.7776 & 0.21979 \tabularnewline
28 & -0.021152 & -0.1718 & 0.432043 \tabularnewline
29 & -0.025402 & -0.2064 & 0.418569 \tabularnewline
30 & 0.027692 & 0.225 & 0.411347 \tabularnewline
31 & -0.073112 & -0.594 & 0.277283 \tabularnewline
32 & 0.031138 & 0.253 & 0.400542 \tabularnewline
33 & 0.035087 & 0.2851 & 0.388249 \tabularnewline
34 & 0.024201 & 0.1966 & 0.422367 \tabularnewline
35 & -0.164625 & -1.3374 & 0.092839 \tabularnewline
36 & 0.171521 & 1.3934 & 0.08408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65142&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]-0.533196[/C][C]-4.3317[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.008422[/C][C]0.0684[/C][C]0.472829[/C][/ROW]
[ROW][C]3[/C][C]0.144922[/C][C]1.1774[/C][C]0.121641[/C][/ROW]
[ROW][C]4[/C][C]-0.047619[/C][C]-0.3869[/C][C]0.350051[/C][/ROW]
[ROW][C]5[/C][C]-0.063677[/C][C]-0.5173[/C][C]0.303334[/C][/ROW]
[ROW][C]6[/C][C]-0.017728[/C][C]-0.144[/C][C]0.442962[/C][/ROW]
[ROW][C]7[/C][C]-0.02459[/C][C]-0.1998[/C][C]0.421137[/C][/ROW]
[ROW][C]8[/C][C]0.015024[/C][C]0.1221[/C][C]0.451614[/C][/ROW]
[ROW][C]9[/C][C]0.074583[/C][C]0.6059[/C][C]0.273325[/C][/ROW]
[ROW][C]10[/C][C]-0.069548[/C][C]-0.565[/C][C]0.286991[/C][/ROW]
[ROW][C]11[/C][C]-0.046818[/C][C]-0.3803[/C][C]0.352454[/C][/ROW]
[ROW][C]12[/C][C]0.186104[/C][C]1.5119[/C][C]0.067664[/C][/ROW]
[ROW][C]13[/C][C]-0.160624[/C][C]-1.3049[/C][C]0.098227[/C][/ROW]
[ROW][C]14[/C][C]0.026528[/C][C]0.2155[/C][C]0.415014[/C][/ROW]
[ROW][C]15[/C][C]0.104407[/C][C]0.8482[/C][C]0.199693[/C][/ROW]
[ROW][C]16[/C][C]-0.16107[/C][C]-1.3085[/C][C]0.097615[/C][/ROW]
[ROW][C]17[/C][C]0.145091[/C][C]1.1787[/C][C]0.12137[/C][/ROW]
[ROW][C]18[/C][C]-0.128848[/C][C]-1.0468[/C][C]0.149513[/C][/ROW]
[ROW][C]19[/C][C]0.100519[/C][C]0.8166[/C][C]0.208541[/C][/ROW]
[ROW][C]20[/C][C]-0.154648[/C][C]-1.2564[/C][C]0.106705[/C][/ROW]
[ROW][C]21[/C][C]0.17398[/C][C]1.4134[/C][C]0.081116[/C][/ROW]
[ROW][C]22[/C][C]-0.0959[/C][C]-0.7791[/C][C]0.219355[/C][/ROW]
[ROW][C]23[/C][C]-0.062954[/C][C]-0.5114[/C][C]0.305376[/C][/ROW]
[ROW][C]24[/C][C]0.124113[/C][C]1.0083[/C][C]0.158497[/C][/ROW]
[ROW][C]25[/C][C]0.006473[/C][C]0.0526[/C][C]0.479109[/C][/ROW]
[ROW][C]26[/C][C]-0.081965[/C][C]-0.6659[/C][C]0.253902[/C][/ROW]
[ROW][C]27[/C][C]0.095717[/C][C]0.7776[/C][C]0.21979[/C][/ROW]
[ROW][C]28[/C][C]-0.021152[/C][C]-0.1718[/C][C]0.432043[/C][/ROW]
[ROW][C]29[/C][C]-0.025402[/C][C]-0.2064[/C][C]0.418569[/C][/ROW]
[ROW][C]30[/C][C]0.027692[/C][C]0.225[/C][C]0.411347[/C][/ROW]
[ROW][C]31[/C][C]-0.073112[/C][C]-0.594[/C][C]0.277283[/C][/ROW]
[ROW][C]32[/C][C]0.031138[/C][C]0.253[/C][C]0.400542[/C][/ROW]
[ROW][C]33[/C][C]0.035087[/C][C]0.2851[/C][C]0.388249[/C][/ROW]
[ROW][C]34[/C][C]0.024201[/C][C]0.1966[/C][C]0.422367[/C][/ROW]
[ROW][C]35[/C][C]-0.164625[/C][C]-1.3374[/C][C]0.092839[/C][/ROW]
[ROW][C]36[/C][C]0.171521[/C][C]1.3934[/C][C]0.08408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65142&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65142&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	-0.533196	-4.3317	2.6e-05
2	0.008422	0.0684	0.472829
3	0.144922	1.1774	0.121641
4	-0.047619	-0.3869	0.350051
5	-0.063677	-0.5173	0.303334
6	-0.017728	-0.144	0.442962
7	-0.02459	-0.1998	0.421137
8	0.015024	0.1221	0.451614
9	0.074583	0.6059	0.273325
10	-0.069548	-0.565	0.286991
11	-0.046818	-0.3803	0.352454
12	0.186104	1.5119	0.067664
13	-0.160624	-1.3049	0.098227
14	0.026528	0.2155	0.415014
15	0.104407	0.8482	0.199693
16	-0.16107	-1.3085	0.097615
17	0.145091	1.1787	0.12137
18	-0.128848	-1.0468	0.149513
19	0.100519	0.8166	0.208541
20	-0.154648	-1.2564	0.106705
21	0.17398	1.4134	0.081116
22	-0.0959	-0.7791	0.219355
23	-0.062954	-0.5114	0.305376
24	0.124113	1.0083	0.158497
25	0.006473	0.0526	0.479109
26	-0.081965	-0.6659	0.253902
27	0.095717	0.7776	0.21979
28	-0.021152	-0.1718	0.432043
29	-0.025402	-0.2064	0.418569
30	0.027692	0.225	0.411347
31	-0.073112	-0.594	0.277283
32	0.031138	0.253	0.400542
33	0.035087	0.2851	0.388249
34	0.024201	0.1966	0.422367
35	-0.164625	-1.3374	0.092839
36	0.171521	1.3934	0.08408

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.533196	-4.3317	2.6e-05
2	-0.385462	-3.1315	0.001296
3	-0.089246	-0.725	0.235496
4	0.034142	0.2774	0.39118
5	-0.030524	-0.248	0.402461
6	-0.153964	-1.2508	0.10771
7	-0.242605	-1.9709	0.026464
8	-0.20395	-1.6569	0.051144
9	0.019807	0.1609	0.436328
10	0.054227	0.4405	0.330492
11	-0.125439	-1.0191	0.155945
12	0.013102	0.1064	0.457776
13	-0.073028	-0.5933	0.277509
14	-0.056588	-0.4597	0.323612
15	0.101139	0.8217	0.207115
16	-0.054131	-0.4398	0.330774
17	0.05821	0.4729	0.318923
18	-0.108909	-0.8848	0.189743
19	0.031249	0.2539	0.400194
20	-0.181037	-1.4707	0.073055
21	-0.003053	-0.0248	0.490143
22	-0.006125	-0.0498	0.480233
23	-0.138224	-1.1229	0.132766
24	-0.122711	-0.9969	0.161225
25	0.039482	0.3208	0.374706
26	-0.002566	-0.0208	0.491716
27	0.048696	0.3956	0.346836
28	0.077139	0.6267	0.266516
29	-0.022615	-0.1837	0.427396
30	0.03266	0.2653	0.395792
31	-0.066543	-0.5406	0.295303
32	0.01438	0.1168	0.453677
33	0.036873	0.2996	0.382727
34	0.16391	1.3316	0.093785
35	-0.044918	-0.3649	0.35817
36	-0.145543	-1.1824	0.120645

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.533196 & -4.3317 & 2.6e-05 \tabularnewline
2 & -0.385462 & -3.1315 & 0.001296 \tabularnewline
3 & -0.089246 & -0.725 & 0.235496 \tabularnewline
4 & 0.034142 & 0.2774 & 0.39118 \tabularnewline
5 & -0.030524 & -0.248 & 0.402461 \tabularnewline
6 & -0.153964 & -1.2508 & 0.10771 \tabularnewline
7 & -0.242605 & -1.9709 & 0.026464 \tabularnewline
8 & -0.20395 & -1.6569 & 0.051144 \tabularnewline
9 & 0.019807 & 0.1609 & 0.436328 \tabularnewline
10 & 0.054227 & 0.4405 & 0.330492 \tabularnewline
11 & -0.125439 & -1.0191 & 0.155945 \tabularnewline
12 & 0.013102 & 0.1064 & 0.457776 \tabularnewline
13 & -0.073028 & -0.5933 & 0.277509 \tabularnewline
14 & -0.056588 & -0.4597 & 0.323612 \tabularnewline
15 & 0.101139 & 0.8217 & 0.207115 \tabularnewline
16 & -0.054131 & -0.4398 & 0.330774 \tabularnewline
17 & 0.05821 & 0.4729 & 0.318923 \tabularnewline
18 & -0.108909 & -0.8848 & 0.189743 \tabularnewline
19 & 0.031249 & 0.2539 & 0.400194 \tabularnewline
20 & -0.181037 & -1.4707 & 0.073055 \tabularnewline
21 & -0.003053 & -0.0248 & 0.490143 \tabularnewline
22 & -0.006125 & -0.0498 & 0.480233 \tabularnewline
23 & -0.138224 & -1.1229 & 0.132766 \tabularnewline
24 & -0.122711 & -0.9969 & 0.161225 \tabularnewline
25 & 0.039482 & 0.3208 & 0.374706 \tabularnewline
26 & -0.002566 & -0.0208 & 0.491716 \tabularnewline
27 & 0.048696 & 0.3956 & 0.346836 \tabularnewline
28 & 0.077139 & 0.6267 & 0.266516 \tabularnewline
29 & -0.022615 & -0.1837 & 0.427396 \tabularnewline
30 & 0.03266 & 0.2653 & 0.395792 \tabularnewline
31 & -0.066543 & -0.5406 & 0.295303 \tabularnewline
32 & 0.01438 & 0.1168 & 0.453677 \tabularnewline
33 & 0.036873 & 0.2996 & 0.382727 \tabularnewline
34 & 0.16391 & 1.3316 & 0.093785 \tabularnewline
35 & -0.044918 & -0.3649 & 0.35817 \tabularnewline
36 & -0.145543 & -1.1824 & 0.120645 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65142&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]-0.533196[/C][C]-4.3317[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.385462[/C][C]-3.1315[/C][C]0.001296[/C][/ROW]
[ROW][C]3[/C][C]-0.089246[/C][C]-0.725[/C][C]0.235496[/C][/ROW]
[ROW][C]4[/C][C]0.034142[/C][C]0.2774[/C][C]0.39118[/C][/ROW]
[ROW][C]5[/C][C]-0.030524[/C][C]-0.248[/C][C]0.402461[/C][/ROW]
[ROW][C]6[/C][C]-0.153964[/C][C]-1.2508[/C][C]0.10771[/C][/ROW]
[ROW][C]7[/C][C]-0.242605[/C][C]-1.9709[/C][C]0.026464[/C][/ROW]
[ROW][C]8[/C][C]-0.20395[/C][C]-1.6569[/C][C]0.051144[/C][/ROW]
[ROW][C]9[/C][C]0.019807[/C][C]0.1609[/C][C]0.436328[/C][/ROW]
[ROW][C]10[/C][C]0.054227[/C][C]0.4405[/C][C]0.330492[/C][/ROW]
[ROW][C]11[/C][C]-0.125439[/C][C]-1.0191[/C][C]0.155945[/C][/ROW]
[ROW][C]12[/C][C]0.013102[/C][C]0.1064[/C][C]0.457776[/C][/ROW]
[ROW][C]13[/C][C]-0.073028[/C][C]-0.5933[/C][C]0.277509[/C][/ROW]
[ROW][C]14[/C][C]-0.056588[/C][C]-0.4597[/C][C]0.323612[/C][/ROW]
[ROW][C]15[/C][C]0.101139[/C][C]0.8217[/C][C]0.207115[/C][/ROW]
[ROW][C]16[/C][C]-0.054131[/C][C]-0.4398[/C][C]0.330774[/C][/ROW]
[ROW][C]17[/C][C]0.05821[/C][C]0.4729[/C][C]0.318923[/C][/ROW]
[ROW][C]18[/C][C]-0.108909[/C][C]-0.8848[/C][C]0.189743[/C][/ROW]
[ROW][C]19[/C][C]0.031249[/C][C]0.2539[/C][C]0.400194[/C][/ROW]
[ROW][C]20[/C][C]-0.181037[/C][C]-1.4707[/C][C]0.073055[/C][/ROW]
[ROW][C]21[/C][C]-0.003053[/C][C]-0.0248[/C][C]0.490143[/C][/ROW]
[ROW][C]22[/C][C]-0.006125[/C][C]-0.0498[/C][C]0.480233[/C][/ROW]
[ROW][C]23[/C][C]-0.138224[/C][C]-1.1229[/C][C]0.132766[/C][/ROW]
[ROW][C]24[/C][C]-0.122711[/C][C]-0.9969[/C][C]0.161225[/C][/ROW]
[ROW][C]25[/C][C]0.039482[/C][C]0.3208[/C][C]0.374706[/C][/ROW]
[ROW][C]26[/C][C]-0.002566[/C][C]-0.0208[/C][C]0.491716[/C][/ROW]
[ROW][C]27[/C][C]0.048696[/C][C]0.3956[/C][C]0.346836[/C][/ROW]
[ROW][C]28[/C][C]0.077139[/C][C]0.6267[/C][C]0.266516[/C][/ROW]
[ROW][C]29[/C][C]-0.022615[/C][C]-0.1837[/C][C]0.427396[/C][/ROW]
[ROW][C]30[/C][C]0.03266[/C][C]0.2653[/C][C]0.395792[/C][/ROW]
[ROW][C]31[/C][C]-0.066543[/C][C]-0.5406[/C][C]0.295303[/C][/ROW]
[ROW][C]32[/C][C]0.01438[/C][C]0.1168[/C][C]0.453677[/C][/ROW]
[ROW][C]33[/C][C]0.036873[/C][C]0.2996[/C][C]0.382727[/C][/ROW]
[ROW][C]34[/C][C]0.16391[/C][C]1.3316[/C][C]0.093785[/C][/ROW]
[ROW][C]35[/C][C]-0.044918[/C][C]-0.3649[/C][C]0.35817[/C][/ROW]
[ROW][C]36[/C][C]-0.145543[/C][C]-1.1824[/C][C]0.120645[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65142&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65142&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	-0.533196	-4.3317	2.6e-05
2	-0.385462	-3.1315	0.001296
3	-0.089246	-0.725	0.235496
4	0.034142	0.2774	0.39118
5	-0.030524	-0.248	0.402461
6	-0.153964	-1.2508	0.10771
7	-0.242605	-1.9709	0.026464
8	-0.20395	-1.6569	0.051144
9	0.019807	0.1609	0.436328
10	0.054227	0.4405	0.330492
11	-0.125439	-1.0191	0.155945
12	0.013102	0.1064	0.457776
13	-0.073028	-0.5933	0.277509
14	-0.056588	-0.4597	0.323612
15	0.101139	0.8217	0.207115
16	-0.054131	-0.4398	0.330774
17	0.05821	0.4729	0.318923
18	-0.108909	-0.8848	0.189743
19	0.031249	0.2539	0.400194
20	-0.181037	-1.4707	0.073055
21	-0.003053	-0.0248	0.490143
22	-0.006125	-0.0498	0.480233
23	-0.138224	-1.1229	0.132766
24	-0.122711	-0.9969	0.161225
25	0.039482	0.3208	0.374706
26	-0.002566	-0.0208	0.491716
27	0.048696	0.3956	0.346836
28	0.077139	0.6267	0.266516
29	-0.022615	-0.1837	0.427396
30	0.03266	0.2653	0.395792
31	-0.066543	-0.5406	0.295303
32	0.01438	0.1168	0.453677
33	0.036873	0.2996	0.382727
34	0.16391	1.3316	0.093785
35	-0.044918	-0.3649	0.35817
36	-0.145543	-1.1824	0.120645

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