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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 01:50:46 -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/10/t1260435342hyeo719p45r1d3k.htm/, Retrieved Sat, 20 Apr 2024 07:59:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65238, Retrieved Sat, 20 Apr 2024 07:59:19 +0000

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Estimated Impact

156

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] [(parti�le) autoco...] [2009-12-10 08:50:46] [9a3898f49d4e2f0208d1968305d88f0a] [Current]
-   P         [(Partial) Autocorrelation Function] [autocorrelatie el...] [2009-12-11 08:31:15] [b5ed7ca2d893a9c0b68720eb2614783c] 

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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	16 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 & 16 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65238&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]16 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=65238&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65238&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	16 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.017094	0.1197	0.45262
2	-0.179569	-1.257	0.10736
3	0.214695	1.5029	0.069646
4	0.181949	1.2736	0.104399
5	-0.177521	-1.2426	0.109956
6	-0.050814	-0.3557	0.361797
7	0.13031	0.9122	0.183073
8	-0.294133	-2.0589	0.022418
9	-0.118176	-0.8272	0.206057
10	0.242478	1.6973	0.047987
11	-0.227639	-1.5935	0.058743
12	-0.293964	-2.0577	0.022478
13	0.164628	1.1524	0.127375
14	-0.01584	-0.1109	0.456081
15	-0.201318	-1.4092	0.082542
16	0.023694	0.1659	0.434476
17	0.157329	1.1013	0.138073
18	-0.001167	-0.0082	0.496757
19	0.076521	0.5356	0.297312
20	0.190921	1.3364	0.093789
21	-0.025838	-0.1809	0.42861
22	-0.09956	-0.6969	0.244573
23	0.211365	1.4796	0.072697
24	-0.168387	-1.1787	0.122103
25	-0.195245	-1.3667	0.088977
26	-0.029011	-0.2031	0.419957
27	0.048592	0.3401	0.3676
28	-0.119209	-0.8345	0.204035
29	-0.141397	-0.9898	0.163573
30	0.070766	0.4954	0.31128
31	-0.007502	-0.0525	0.479165
32	-0.068372	-0.4786	0.317174
33	0.008365	0.0586	0.476771
34	-0.030167	-0.2112	0.416817
35	0.001167	0.0082	0.496758
36	0.077488	0.5424	0.294994

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.017094 & 0.1197 & 0.45262 \tabularnewline
2 & -0.179569 & -1.257 & 0.10736 \tabularnewline
3 & 0.214695 & 1.5029 & 0.069646 \tabularnewline
4 & 0.181949 & 1.2736 & 0.104399 \tabularnewline
5 & -0.177521 & -1.2426 & 0.109956 \tabularnewline
6 & -0.050814 & -0.3557 & 0.361797 \tabularnewline
7 & 0.13031 & 0.9122 & 0.183073 \tabularnewline
8 & -0.294133 & -2.0589 & 0.022418 \tabularnewline
9 & -0.118176 & -0.8272 & 0.206057 \tabularnewline
10 & 0.242478 & 1.6973 & 0.047987 \tabularnewline
11 & -0.227639 & -1.5935 & 0.058743 \tabularnewline
12 & -0.293964 & -2.0577 & 0.022478 \tabularnewline
13 & 0.164628 & 1.1524 & 0.127375 \tabularnewline
14 & -0.01584 & -0.1109 & 0.456081 \tabularnewline
15 & -0.201318 & -1.4092 & 0.082542 \tabularnewline
16 & 0.023694 & 0.1659 & 0.434476 \tabularnewline
17 & 0.157329 & 1.1013 & 0.138073 \tabularnewline
18 & -0.001167 & -0.0082 & 0.496757 \tabularnewline
19 & 0.076521 & 0.5356 & 0.297312 \tabularnewline
20 & 0.190921 & 1.3364 & 0.093789 \tabularnewline
21 & -0.025838 & -0.1809 & 0.42861 \tabularnewline
22 & -0.09956 & -0.6969 & 0.244573 \tabularnewline
23 & 0.211365 & 1.4796 & 0.072697 \tabularnewline
24 & -0.168387 & -1.1787 & 0.122103 \tabularnewline
25 & -0.195245 & -1.3667 & 0.088977 \tabularnewline
26 & -0.029011 & -0.2031 & 0.419957 \tabularnewline
27 & 0.048592 & 0.3401 & 0.3676 \tabularnewline
28 & -0.119209 & -0.8345 & 0.204035 \tabularnewline
29 & -0.141397 & -0.9898 & 0.163573 \tabularnewline
30 & 0.070766 & 0.4954 & 0.31128 \tabularnewline
31 & -0.007502 & -0.0525 & 0.479165 \tabularnewline
32 & -0.068372 & -0.4786 & 0.317174 \tabularnewline
33 & 0.008365 & 0.0586 & 0.476771 \tabularnewline
34 & -0.030167 & -0.2112 & 0.416817 \tabularnewline
35 & 0.001167 & 0.0082 & 0.496758 \tabularnewline
36 & 0.077488 & 0.5424 & 0.294994 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65238&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]0.017094[/C][C]0.1197[/C][C]0.45262[/C][/ROW]
[ROW][C]2[/C][C]-0.179569[/C][C]-1.257[/C][C]0.10736[/C][/ROW]
[ROW][C]3[/C][C]0.214695[/C][C]1.5029[/C][C]0.069646[/C][/ROW]
[ROW][C]4[/C][C]0.181949[/C][C]1.2736[/C][C]0.104399[/C][/ROW]
[ROW][C]5[/C][C]-0.177521[/C][C]-1.2426[/C][C]0.109956[/C][/ROW]
[ROW][C]6[/C][C]-0.050814[/C][C]-0.3557[/C][C]0.361797[/C][/ROW]
[ROW][C]7[/C][C]0.13031[/C][C]0.9122[/C][C]0.183073[/C][/ROW]
[ROW][C]8[/C][C]-0.294133[/C][C]-2.0589[/C][C]0.022418[/C][/ROW]
[ROW][C]9[/C][C]-0.118176[/C][C]-0.8272[/C][C]0.206057[/C][/ROW]
[ROW][C]10[/C][C]0.242478[/C][C]1.6973[/C][C]0.047987[/C][/ROW]
[ROW][C]11[/C][C]-0.227639[/C][C]-1.5935[/C][C]0.058743[/C][/ROW]
[ROW][C]12[/C][C]-0.293964[/C][C]-2.0577[/C][C]0.022478[/C][/ROW]
[ROW][C]13[/C][C]0.164628[/C][C]1.1524[/C][C]0.127375[/C][/ROW]
[ROW][C]14[/C][C]-0.01584[/C][C]-0.1109[/C][C]0.456081[/C][/ROW]
[ROW][C]15[/C][C]-0.201318[/C][C]-1.4092[/C][C]0.082542[/C][/ROW]
[ROW][C]16[/C][C]0.023694[/C][C]0.1659[/C][C]0.434476[/C][/ROW]
[ROW][C]17[/C][C]0.157329[/C][C]1.1013[/C][C]0.138073[/C][/ROW]
[ROW][C]18[/C][C]-0.001167[/C][C]-0.0082[/C][C]0.496757[/C][/ROW]
[ROW][C]19[/C][C]0.076521[/C][C]0.5356[/C][C]0.297312[/C][/ROW]
[ROW][C]20[/C][C]0.190921[/C][C]1.3364[/C][C]0.093789[/C][/ROW]
[ROW][C]21[/C][C]-0.025838[/C][C]-0.1809[/C][C]0.42861[/C][/ROW]
[ROW][C]22[/C][C]-0.09956[/C][C]-0.6969[/C][C]0.244573[/C][/ROW]
[ROW][C]23[/C][C]0.211365[/C][C]1.4796[/C][C]0.072697[/C][/ROW]
[ROW][C]24[/C][C]-0.168387[/C][C]-1.1787[/C][C]0.122103[/C][/ROW]
[ROW][C]25[/C][C]-0.195245[/C][C]-1.3667[/C][C]0.088977[/C][/ROW]
[ROW][C]26[/C][C]-0.029011[/C][C]-0.2031[/C][C]0.419957[/C][/ROW]
[ROW][C]27[/C][C]0.048592[/C][C]0.3401[/C][C]0.3676[/C][/ROW]
[ROW][C]28[/C][C]-0.119209[/C][C]-0.8345[/C][C]0.204035[/C][/ROW]
[ROW][C]29[/C][C]-0.141397[/C][C]-0.9898[/C][C]0.163573[/C][/ROW]
[ROW][C]30[/C][C]0.070766[/C][C]0.4954[/C][C]0.31128[/C][/ROW]
[ROW][C]31[/C][C]-0.007502[/C][C]-0.0525[/C][C]0.479165[/C][/ROW]
[ROW][C]32[/C][C]-0.068372[/C][C]-0.4786[/C][C]0.317174[/C][/ROW]
[ROW][C]33[/C][C]0.008365[/C][C]0.0586[/C][C]0.476771[/C][/ROW]
[ROW][C]34[/C][C]-0.030167[/C][C]-0.2112[/C][C]0.416817[/C][/ROW]
[ROW][C]35[/C][C]0.001167[/C][C]0.0082[/C][C]0.496758[/C][/ROW]
[ROW][C]36[/C][C]0.077488[/C][C]0.5424[/C][C]0.294994[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65238&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65238&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	0.017094	0.1197	0.45262
2	-0.179569	-1.257	0.10736
3	0.214695	1.5029	0.069646
4	0.181949	1.2736	0.104399
5	-0.177521	-1.2426	0.109956
6	-0.050814	-0.3557	0.361797
7	0.13031	0.9122	0.183073
8	-0.294133	-2.0589	0.022418
9	-0.118176	-0.8272	0.206057
10	0.242478	1.6973	0.047987
11	-0.227639	-1.5935	0.058743
12	-0.293964	-2.0577	0.022478
13	0.164628	1.1524	0.127375
14	-0.01584	-0.1109	0.456081
15	-0.201318	-1.4092	0.082542
16	0.023694	0.1659	0.434476
17	0.157329	1.1013	0.138073
18	-0.001167	-0.0082	0.496757
19	0.076521	0.5356	0.297312
20	0.190921	1.3364	0.093789
21	-0.025838	-0.1809	0.42861
22	-0.09956	-0.6969	0.244573
23	0.211365	1.4796	0.072697
24	-0.168387	-1.1787	0.122103
25	-0.195245	-1.3667	0.088977
26	-0.029011	-0.2031	0.419957
27	0.048592	0.3401	0.3676
28	-0.119209	-0.8345	0.204035
29	-0.141397	-0.9898	0.163573
30	0.070766	0.4954	0.31128
31	-0.007502	-0.0525	0.479165
32	-0.068372	-0.4786	0.317174
33	0.008365	0.0586	0.476771
34	-0.030167	-0.2112	0.416817
35	0.001167	0.0082	0.496758
36	0.077488	0.5424	0.294994

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.017094	0.1197	0.45262
2	-0.179914	-1.2594	0.106927
3	0.228865	1.6021	0.057786
4	0.143704	1.0059	0.159697
5	-0.124441	-0.8711	0.193977
6	-0.037646	-0.2635	0.396626
7	0.023162	0.1621	0.435934
8	-0.313096	-2.1917	0.016593
9	-0.008715	-0.061	0.475801
10	0.171716	1.202	0.117568
11	-0.249994	-1.75	0.043193
12	-0.112271	-0.7859	0.217856
13	0.075904	0.5313	0.298796
14	-0.196123	-1.3729	0.088023
15	0.043086	0.3016	0.382117
16	0.005194	0.0364	0.485572
17	-0.060447	-0.4231	0.337026
18	0.234111	1.6388	0.053833
19	0.074961	0.5247	0.301071
20	-0.099756	-0.6983	0.244149
21	0.139823	0.9788	0.166252
22	-0.196411	-1.3749	0.087712
23	0.0138	0.0966	0.461719
24	-0.178185	-1.2473	0.109109
25	-0.163186	-1.1423	0.12944
26	-0.07423	-0.5196	0.302836
27	0.075611	0.5293	0.299502
28	-0.083962	-0.5877	0.279706
29	-0.022806	-0.1596	0.43691
30	0.031689	0.2218	0.412687
31	0.054095	0.3787	0.353287
32	-0.032183	-0.2253	0.411349
33	-0.093208	-0.6525	0.258578
34	-0.033462	-0.2342	0.407889
35	0.010912	0.0764	0.469713
36	-0.085887	-0.6012	0.275235

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.017094 & 0.1197 & 0.45262 \tabularnewline
2 & -0.179914 & -1.2594 & 0.106927 \tabularnewline
3 & 0.228865 & 1.6021 & 0.057786 \tabularnewline
4 & 0.143704 & 1.0059 & 0.159697 \tabularnewline
5 & -0.124441 & -0.8711 & 0.193977 \tabularnewline
6 & -0.037646 & -0.2635 & 0.396626 \tabularnewline
7 & 0.023162 & 0.1621 & 0.435934 \tabularnewline
8 & -0.313096 & -2.1917 & 0.016593 \tabularnewline
9 & -0.008715 & -0.061 & 0.475801 \tabularnewline
10 & 0.171716 & 1.202 & 0.117568 \tabularnewline
11 & -0.249994 & -1.75 & 0.043193 \tabularnewline
12 & -0.112271 & -0.7859 & 0.217856 \tabularnewline
13 & 0.075904 & 0.5313 & 0.298796 \tabularnewline
14 & -0.196123 & -1.3729 & 0.088023 \tabularnewline
15 & 0.043086 & 0.3016 & 0.382117 \tabularnewline
16 & 0.005194 & 0.0364 & 0.485572 \tabularnewline
17 & -0.060447 & -0.4231 & 0.337026 \tabularnewline
18 & 0.234111 & 1.6388 & 0.053833 \tabularnewline
19 & 0.074961 & 0.5247 & 0.301071 \tabularnewline
20 & -0.099756 & -0.6983 & 0.244149 \tabularnewline
21 & 0.139823 & 0.9788 & 0.166252 \tabularnewline
22 & -0.196411 & -1.3749 & 0.087712 \tabularnewline
23 & 0.0138 & 0.0966 & 0.461719 \tabularnewline
24 & -0.178185 & -1.2473 & 0.109109 \tabularnewline
25 & -0.163186 & -1.1423 & 0.12944 \tabularnewline
26 & -0.07423 & -0.5196 & 0.302836 \tabularnewline
27 & 0.075611 & 0.5293 & 0.299502 \tabularnewline
28 & -0.083962 & -0.5877 & 0.279706 \tabularnewline
29 & -0.022806 & -0.1596 & 0.43691 \tabularnewline
30 & 0.031689 & 0.2218 & 0.412687 \tabularnewline
31 & 0.054095 & 0.3787 & 0.353287 \tabularnewline
32 & -0.032183 & -0.2253 & 0.411349 \tabularnewline
33 & -0.093208 & -0.6525 & 0.258578 \tabularnewline
34 & -0.033462 & -0.2342 & 0.407889 \tabularnewline
35 & 0.010912 & 0.0764 & 0.469713 \tabularnewline
36 & -0.085887 & -0.6012 & 0.275235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65238&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]0.017094[/C][C]0.1197[/C][C]0.45262[/C][/ROW]
[ROW][C]2[/C][C]-0.179914[/C][C]-1.2594[/C][C]0.106927[/C][/ROW]
[ROW][C]3[/C][C]0.228865[/C][C]1.6021[/C][C]0.057786[/C][/ROW]
[ROW][C]4[/C][C]0.143704[/C][C]1.0059[/C][C]0.159697[/C][/ROW]
[ROW][C]5[/C][C]-0.124441[/C][C]-0.8711[/C][C]0.193977[/C][/ROW]
[ROW][C]6[/C][C]-0.037646[/C][C]-0.2635[/C][C]0.396626[/C][/ROW]
[ROW][C]7[/C][C]0.023162[/C][C]0.1621[/C][C]0.435934[/C][/ROW]
[ROW][C]8[/C][C]-0.313096[/C][C]-2.1917[/C][C]0.016593[/C][/ROW]
[ROW][C]9[/C][C]-0.008715[/C][C]-0.061[/C][C]0.475801[/C][/ROW]
[ROW][C]10[/C][C]0.171716[/C][C]1.202[/C][C]0.117568[/C][/ROW]
[ROW][C]11[/C][C]-0.249994[/C][C]-1.75[/C][C]0.043193[/C][/ROW]
[ROW][C]12[/C][C]-0.112271[/C][C]-0.7859[/C][C]0.217856[/C][/ROW]
[ROW][C]13[/C][C]0.075904[/C][C]0.5313[/C][C]0.298796[/C][/ROW]
[ROW][C]14[/C][C]-0.196123[/C][C]-1.3729[/C][C]0.088023[/C][/ROW]
[ROW][C]15[/C][C]0.043086[/C][C]0.3016[/C][C]0.382117[/C][/ROW]
[ROW][C]16[/C][C]0.005194[/C][C]0.0364[/C][C]0.485572[/C][/ROW]
[ROW][C]17[/C][C]-0.060447[/C][C]-0.4231[/C][C]0.337026[/C][/ROW]
[ROW][C]18[/C][C]0.234111[/C][C]1.6388[/C][C]0.053833[/C][/ROW]
[ROW][C]19[/C][C]0.074961[/C][C]0.5247[/C][C]0.301071[/C][/ROW]
[ROW][C]20[/C][C]-0.099756[/C][C]-0.6983[/C][C]0.244149[/C][/ROW]
[ROW][C]21[/C][C]0.139823[/C][C]0.9788[/C][C]0.166252[/C][/ROW]
[ROW][C]22[/C][C]-0.196411[/C][C]-1.3749[/C][C]0.087712[/C][/ROW]
[ROW][C]23[/C][C]0.0138[/C][C]0.0966[/C][C]0.461719[/C][/ROW]
[ROW][C]24[/C][C]-0.178185[/C][C]-1.2473[/C][C]0.109109[/C][/ROW]
[ROW][C]25[/C][C]-0.163186[/C][C]-1.1423[/C][C]0.12944[/C][/ROW]
[ROW][C]26[/C][C]-0.07423[/C][C]-0.5196[/C][C]0.302836[/C][/ROW]
[ROW][C]27[/C][C]0.075611[/C][C]0.5293[/C][C]0.299502[/C][/ROW]
[ROW][C]28[/C][C]-0.083962[/C][C]-0.5877[/C][C]0.279706[/C][/ROW]
[ROW][C]29[/C][C]-0.022806[/C][C]-0.1596[/C][C]0.43691[/C][/ROW]
[ROW][C]30[/C][C]0.031689[/C][C]0.2218[/C][C]0.412687[/C][/ROW]
[ROW][C]31[/C][C]0.054095[/C][C]0.3787[/C][C]0.353287[/C][/ROW]
[ROW][C]32[/C][C]-0.032183[/C][C]-0.2253[/C][C]0.411349[/C][/ROW]
[ROW][C]33[/C][C]-0.093208[/C][C]-0.6525[/C][C]0.258578[/C][/ROW]
[ROW][C]34[/C][C]-0.033462[/C][C]-0.2342[/C][C]0.407889[/C][/ROW]
[ROW][C]35[/C][C]0.010912[/C][C]0.0764[/C][C]0.469713[/C][/ROW]
[ROW][C]36[/C][C]-0.085887[/C][C]-0.6012[/C][C]0.275235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65238&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65238&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	0.017094	0.1197	0.45262
2	-0.179914	-1.2594	0.106927
3	0.228865	1.6021	0.057786
4	0.143704	1.0059	0.159697
5	-0.124441	-0.8711	0.193977
6	-0.037646	-0.2635	0.396626
7	0.023162	0.1621	0.435934
8	-0.313096	-2.1917	0.016593
9	-0.008715	-0.061	0.475801
10	0.171716	1.202	0.117568
11	-0.249994	-1.75	0.043193
12	-0.112271	-0.7859	0.217856
13	0.075904	0.5313	0.298796
14	-0.196123	-1.3729	0.088023
15	0.043086	0.3016	0.382117
16	0.005194	0.0364	0.485572
17	-0.060447	-0.4231	0.337026
18	0.234111	1.6388	0.053833
19	0.074961	0.5247	0.301071
20	-0.099756	-0.6983	0.244149
21	0.139823	0.9788	0.166252
22	-0.196411	-1.3749	0.087712
23	0.0138	0.0966	0.461719
24	-0.178185	-1.2473	0.109109
25	-0.163186	-1.1423	0.12944
26	-0.07423	-0.5196	0.302836
27	0.075611	0.5293	0.299502
28	-0.083962	-0.5877	0.279706
29	-0.022806	-0.1596	0.43691
30	0.031689	0.2218	0.412687
31	0.054095	0.3787	0.353287
32	-0.032183	-0.2253	0.411349
33	-0.093208	-0.6525	0.258578
34	-0.033462	-0.2342	0.407889
35	0.010912	0.0764	0.469713
36	-0.085887	-0.6012	0.275235

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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