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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 03:08:52 -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/17/t1261044735dam5o9mgemvy54w.htm/, Retrieved Tue, 30 Apr 2024 06:33:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68692, Retrieved Tue, 30 Apr 2024 06:33:06 +0000

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-       [(Partial) Autocorrelation Function] [autocorrelatie na...] [2009-12-17 10:08:52] [a5b01ef1969ffd97a40c5fefe56a50d0] [Current]

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Dataseries X:

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1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68692&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]4 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=68692&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68692&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.882437	6.1771	0
2	0.761307	5.3292	1e-06
3	0.663302	4.6431	1.3e-05
4	0.564142	3.949	0.000125
5	0.476703	3.3369	0.000811
6	0.379337	2.6554	0.005329
7	0.267856	1.875	0.03338
8	0.214121	1.4989	0.070164
9	0.136977	0.9588	0.171174
10	0.060211	0.4215	0.337624
11	-0.03474	-0.2432	0.40444
12	-0.150263	-1.0518	0.149016
13	-0.1814	-1.2698	0.105076
14	-0.182292	-1.276	0.103978
15	-0.231511	-1.6206	0.055764
16	-0.270022	-1.8902	0.03233
17	-0.303977	-2.1278	0.019203
18	-0.337473	-2.3623	0.011089
19	-0.370569	-2.594	0.006238
20	-0.407054	-2.8494	0.003194
21	-0.416418	-2.9149	0.002675
22	-0.400874	-2.8061	0.003587
23	-0.388716	-2.721	0.004492
24	-0.34419	-2.4093	0.009892
25	-0.292478	-2.0473	0.023003
26	-0.269837	-1.8889	0.032419
27	-0.22331	-1.5632	0.062224
28	-0.184725	-1.2931	0.101024
29	-0.160799	-1.1256	0.13291
30	-0.11722	-0.8205	0.207942
31	-0.066475	-0.4653	0.32188
32	-0.030925	-0.2165	0.414757
33	-0.010553	-0.0739	0.470706
34	-0.007529	-0.0527	0.47909
35	0.020465	0.1433	0.443337
36	0.046776	0.3274	0.372369

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882437 & 6.1771 & 0 \tabularnewline
2 & 0.761307 & 5.3292 & 1e-06 \tabularnewline
3 & 0.663302 & 4.6431 & 1.3e-05 \tabularnewline
4 & 0.564142 & 3.949 & 0.000125 \tabularnewline
5 & 0.476703 & 3.3369 & 0.000811 \tabularnewline
6 & 0.379337 & 2.6554 & 0.005329 \tabularnewline
7 & 0.267856 & 1.875 & 0.03338 \tabularnewline
8 & 0.214121 & 1.4989 & 0.070164 \tabularnewline
9 & 0.136977 & 0.9588 & 0.171174 \tabularnewline
10 & 0.060211 & 0.4215 & 0.337624 \tabularnewline
11 & -0.03474 & -0.2432 & 0.40444 \tabularnewline
12 & -0.150263 & -1.0518 & 0.149016 \tabularnewline
13 & -0.1814 & -1.2698 & 0.105076 \tabularnewline
14 & -0.182292 & -1.276 & 0.103978 \tabularnewline
15 & -0.231511 & -1.6206 & 0.055764 \tabularnewline
16 & -0.270022 & -1.8902 & 0.03233 \tabularnewline
17 & -0.303977 & -2.1278 & 0.019203 \tabularnewline
18 & -0.337473 & -2.3623 & 0.011089 \tabularnewline
19 & -0.370569 & -2.594 & 0.006238 \tabularnewline
20 & -0.407054 & -2.8494 & 0.003194 \tabularnewline
21 & -0.416418 & -2.9149 & 0.002675 \tabularnewline
22 & -0.400874 & -2.8061 & 0.003587 \tabularnewline
23 & -0.388716 & -2.721 & 0.004492 \tabularnewline
24 & -0.34419 & -2.4093 & 0.009892 \tabularnewline
25 & -0.292478 & -2.0473 & 0.023003 \tabularnewline
26 & -0.269837 & -1.8889 & 0.032419 \tabularnewline
27 & -0.22331 & -1.5632 & 0.062224 \tabularnewline
28 & -0.184725 & -1.2931 & 0.101024 \tabularnewline
29 & -0.160799 & -1.1256 & 0.13291 \tabularnewline
30 & -0.11722 & -0.8205 & 0.207942 \tabularnewline
31 & -0.066475 & -0.4653 & 0.32188 \tabularnewline
32 & -0.030925 & -0.2165 & 0.414757 \tabularnewline
33 & -0.010553 & -0.0739 & 0.470706 \tabularnewline
34 & -0.007529 & -0.0527 & 0.47909 \tabularnewline
35 & 0.020465 & 0.1433 & 0.443337 \tabularnewline
36 & 0.046776 & 0.3274 & 0.372369 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68692&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]0.882437[/C][C]6.1771[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.761307[/C][C]5.3292[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.663302[/C][C]4.6431[/C][C]1.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.564142[/C][C]3.949[/C][C]0.000125[/C][/ROW]
[ROW][C]5[/C][C]0.476703[/C][C]3.3369[/C][C]0.000811[/C][/ROW]
[ROW][C]6[/C][C]0.379337[/C][C]2.6554[/C][C]0.005329[/C][/ROW]
[ROW][C]7[/C][C]0.267856[/C][C]1.875[/C][C]0.03338[/C][/ROW]
[ROW][C]8[/C][C]0.214121[/C][C]1.4989[/C][C]0.070164[/C][/ROW]
[ROW][C]9[/C][C]0.136977[/C][C]0.9588[/C][C]0.171174[/C][/ROW]
[ROW][C]10[/C][C]0.060211[/C][C]0.4215[/C][C]0.337624[/C][/ROW]
[ROW][C]11[/C][C]-0.03474[/C][C]-0.2432[/C][C]0.40444[/C][/ROW]
[ROW][C]12[/C][C]-0.150263[/C][C]-1.0518[/C][C]0.149016[/C][/ROW]
[ROW][C]13[/C][C]-0.1814[/C][C]-1.2698[/C][C]0.105076[/C][/ROW]
[ROW][C]14[/C][C]-0.182292[/C][C]-1.276[/C][C]0.103978[/C][/ROW]
[ROW][C]15[/C][C]-0.231511[/C][C]-1.6206[/C][C]0.055764[/C][/ROW]
[ROW][C]16[/C][C]-0.270022[/C][C]-1.8902[/C][C]0.03233[/C][/ROW]
[ROW][C]17[/C][C]-0.303977[/C][C]-2.1278[/C][C]0.019203[/C][/ROW]
[ROW][C]18[/C][C]-0.337473[/C][C]-2.3623[/C][C]0.011089[/C][/ROW]
[ROW][C]19[/C][C]-0.370569[/C][C]-2.594[/C][C]0.006238[/C][/ROW]
[ROW][C]20[/C][C]-0.407054[/C][C]-2.8494[/C][C]0.003194[/C][/ROW]
[ROW][C]21[/C][C]-0.416418[/C][C]-2.9149[/C][C]0.002675[/C][/ROW]
[ROW][C]22[/C][C]-0.400874[/C][C]-2.8061[/C][C]0.003587[/C][/ROW]
[ROW][C]23[/C][C]-0.388716[/C][C]-2.721[/C][C]0.004492[/C][/ROW]
[ROW][C]24[/C][C]-0.34419[/C][C]-2.4093[/C][C]0.009892[/C][/ROW]
[ROW][C]25[/C][C]-0.292478[/C][C]-2.0473[/C][C]0.023003[/C][/ROW]
[ROW][C]26[/C][C]-0.269837[/C][C]-1.8889[/C][C]0.032419[/C][/ROW]
[ROW][C]27[/C][C]-0.22331[/C][C]-1.5632[/C][C]0.062224[/C][/ROW]
[ROW][C]28[/C][C]-0.184725[/C][C]-1.2931[/C][C]0.101024[/C][/ROW]
[ROW][C]29[/C][C]-0.160799[/C][C]-1.1256[/C][C]0.13291[/C][/ROW]
[ROW][C]30[/C][C]-0.11722[/C][C]-0.8205[/C][C]0.207942[/C][/ROW]
[ROW][C]31[/C][C]-0.066475[/C][C]-0.4653[/C][C]0.32188[/C][/ROW]
[ROW][C]32[/C][C]-0.030925[/C][C]-0.2165[/C][C]0.414757[/C][/ROW]
[ROW][C]33[/C][C]-0.010553[/C][C]-0.0739[/C][C]0.470706[/C][/ROW]
[ROW][C]34[/C][C]-0.007529[/C][C]-0.0527[/C][C]0.47909[/C][/ROW]
[ROW][C]35[/C][C]0.020465[/C][C]0.1433[/C][C]0.443337[/C][/ROW]
[ROW][C]36[/C][C]0.046776[/C][C]0.3274[/C][C]0.372369[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68692&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68692&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	0.882437	6.1771	0
2	0.761307	5.3292	1e-06
3	0.663302	4.6431	1.3e-05
4	0.564142	3.949	0.000125
5	0.476703	3.3369	0.000811
6	0.379337	2.6554	0.005329
7	0.267856	1.875	0.03338
8	0.214121	1.4989	0.070164
9	0.136977	0.9588	0.171174
10	0.060211	0.4215	0.337624
11	-0.03474	-0.2432	0.40444
12	-0.150263	-1.0518	0.149016
13	-0.1814	-1.2698	0.105076
14	-0.182292	-1.276	0.103978
15	-0.231511	-1.6206	0.055764
16	-0.270022	-1.8902	0.03233
17	-0.303977	-2.1278	0.019203
18	-0.337473	-2.3623	0.011089
19	-0.370569	-2.594	0.006238
20	-0.407054	-2.8494	0.003194
21	-0.416418	-2.9149	0.002675
22	-0.400874	-2.8061	0.003587
23	-0.388716	-2.721	0.004492
24	-0.34419	-2.4093	0.009892
25	-0.292478	-2.0473	0.023003
26	-0.269837	-1.8889	0.032419
27	-0.22331	-1.5632	0.062224
28	-0.184725	-1.2931	0.101024
29	-0.160799	-1.1256	0.13291
30	-0.11722	-0.8205	0.207942
31	-0.066475	-0.4653	0.32188
32	-0.030925	-0.2165	0.414757
33	-0.010553	-0.0739	0.470706
34	-0.007529	-0.0527	0.47909
35	0.020465	0.1433	0.443337
36	0.046776	0.3274	0.372369

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.882437	6.1771	0
2	-0.078569	-0.55	0.292414
3	0.036579	0.2561	0.399491
4	-0.068444	-0.4791	0.316996
5	-0.000468	-0.0033	0.498699
6	-0.109748	-0.7682	0.223017
7	-0.122836	-0.8599	0.197029
8	0.177346	1.2414	0.110179
9	-0.190282	-1.332	0.094516
10	-0.011418	-0.0799	0.468312
11	-0.202165	-1.4152	0.081673
12	-0.151186	-1.0583	0.147554
13	0.282789	1.9795	0.026695
14	-0.00635	-0.0444	0.482364
15	-0.170852	-1.196	0.118733
16	-0.059609	-0.4173	0.339155
17	-0.02199	-0.1539	0.439149
18	-0.104473	-0.7313	0.234037
19	-0.174316	-1.2202	0.114113
20	0.096042	0.6723	0.252277
21	0.052468	0.3673	0.357498
22	-0.033245	-0.2327	0.408476
23	-0.09424	-0.6597	0.256273
24	0.045861	0.321	0.374778
25	0.171748	1.2022	0.117526
26	-0.128754	-0.9013	0.185925
27	-0.000958	-0.0067	0.497338
28	-0.058174	-0.4072	0.34281
29	0.015833	0.1108	0.456101
30	0.019551	0.1369	0.445852
31	-0.060888	-0.4262	0.33591
32	-0.013437	-0.0941	0.462722
33	-0.053282	-0.373	0.355387
34	-0.015893	-0.1113	0.455935
35	-0.012748	-0.0892	0.46463
36	0.025748	0.1802	0.428854

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882437 & 6.1771 & 0 \tabularnewline
2 & -0.078569 & -0.55 & 0.292414 \tabularnewline
3 & 0.036579 & 0.2561 & 0.399491 \tabularnewline
4 & -0.068444 & -0.4791 & 0.316996 \tabularnewline
5 & -0.000468 & -0.0033 & 0.498699 \tabularnewline
6 & -0.109748 & -0.7682 & 0.223017 \tabularnewline
7 & -0.122836 & -0.8599 & 0.197029 \tabularnewline
8 & 0.177346 & 1.2414 & 0.110179 \tabularnewline
9 & -0.190282 & -1.332 & 0.094516 \tabularnewline
10 & -0.011418 & -0.0799 & 0.468312 \tabularnewline
11 & -0.202165 & -1.4152 & 0.081673 \tabularnewline
12 & -0.151186 & -1.0583 & 0.147554 \tabularnewline
13 & 0.282789 & 1.9795 & 0.026695 \tabularnewline
14 & -0.00635 & -0.0444 & 0.482364 \tabularnewline
15 & -0.170852 & -1.196 & 0.118733 \tabularnewline
16 & -0.059609 & -0.4173 & 0.339155 \tabularnewline
17 & -0.02199 & -0.1539 & 0.439149 \tabularnewline
18 & -0.104473 & -0.7313 & 0.234037 \tabularnewline
19 & -0.174316 & -1.2202 & 0.114113 \tabularnewline
20 & 0.096042 & 0.6723 & 0.252277 \tabularnewline
21 & 0.052468 & 0.3673 & 0.357498 \tabularnewline
22 & -0.033245 & -0.2327 & 0.408476 \tabularnewline
23 & -0.09424 & -0.6597 & 0.256273 \tabularnewline
24 & 0.045861 & 0.321 & 0.374778 \tabularnewline
25 & 0.171748 & 1.2022 & 0.117526 \tabularnewline
26 & -0.128754 & -0.9013 & 0.185925 \tabularnewline
27 & -0.000958 & -0.0067 & 0.497338 \tabularnewline
28 & -0.058174 & -0.4072 & 0.34281 \tabularnewline
29 & 0.015833 & 0.1108 & 0.456101 \tabularnewline
30 & 0.019551 & 0.1369 & 0.445852 \tabularnewline
31 & -0.060888 & -0.4262 & 0.33591 \tabularnewline
32 & -0.013437 & -0.0941 & 0.462722 \tabularnewline
33 & -0.053282 & -0.373 & 0.355387 \tabularnewline
34 & -0.015893 & -0.1113 & 0.455935 \tabularnewline
35 & -0.012748 & -0.0892 & 0.46463 \tabularnewline
36 & 0.025748 & 0.1802 & 0.428854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68692&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]0.882437[/C][C]6.1771[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.078569[/C][C]-0.55[/C][C]0.292414[/C][/ROW]
[ROW][C]3[/C][C]0.036579[/C][C]0.2561[/C][C]0.399491[/C][/ROW]
[ROW][C]4[/C][C]-0.068444[/C][C]-0.4791[/C][C]0.316996[/C][/ROW]
[ROW][C]5[/C][C]-0.000468[/C][C]-0.0033[/C][C]0.498699[/C][/ROW]
[ROW][C]6[/C][C]-0.109748[/C][C]-0.7682[/C][C]0.223017[/C][/ROW]
[ROW][C]7[/C][C]-0.122836[/C][C]-0.8599[/C][C]0.197029[/C][/ROW]
[ROW][C]8[/C][C]0.177346[/C][C]1.2414[/C][C]0.110179[/C][/ROW]
[ROW][C]9[/C][C]-0.190282[/C][C]-1.332[/C][C]0.094516[/C][/ROW]
[ROW][C]10[/C][C]-0.011418[/C][C]-0.0799[/C][C]0.468312[/C][/ROW]
[ROW][C]11[/C][C]-0.202165[/C][C]-1.4152[/C][C]0.081673[/C][/ROW]
[ROW][C]12[/C][C]-0.151186[/C][C]-1.0583[/C][C]0.147554[/C][/ROW]
[ROW][C]13[/C][C]0.282789[/C][C]1.9795[/C][C]0.026695[/C][/ROW]
[ROW][C]14[/C][C]-0.00635[/C][C]-0.0444[/C][C]0.482364[/C][/ROW]
[ROW][C]15[/C][C]-0.170852[/C][C]-1.196[/C][C]0.118733[/C][/ROW]
[ROW][C]16[/C][C]-0.059609[/C][C]-0.4173[/C][C]0.339155[/C][/ROW]
[ROW][C]17[/C][C]-0.02199[/C][C]-0.1539[/C][C]0.439149[/C][/ROW]
[ROW][C]18[/C][C]-0.104473[/C][C]-0.7313[/C][C]0.234037[/C][/ROW]
[ROW][C]19[/C][C]-0.174316[/C][C]-1.2202[/C][C]0.114113[/C][/ROW]
[ROW][C]20[/C][C]0.096042[/C][C]0.6723[/C][C]0.252277[/C][/ROW]
[ROW][C]21[/C][C]0.052468[/C][C]0.3673[/C][C]0.357498[/C][/ROW]
[ROW][C]22[/C][C]-0.033245[/C][C]-0.2327[/C][C]0.408476[/C][/ROW]
[ROW][C]23[/C][C]-0.09424[/C][C]-0.6597[/C][C]0.256273[/C][/ROW]
[ROW][C]24[/C][C]0.045861[/C][C]0.321[/C][C]0.374778[/C][/ROW]
[ROW][C]25[/C][C]0.171748[/C][C]1.2022[/C][C]0.117526[/C][/ROW]
[ROW][C]26[/C][C]-0.128754[/C][C]-0.9013[/C][C]0.185925[/C][/ROW]
[ROW][C]27[/C][C]-0.000958[/C][C]-0.0067[/C][C]0.497338[/C][/ROW]
[ROW][C]28[/C][C]-0.058174[/C][C]-0.4072[/C][C]0.34281[/C][/ROW]
[ROW][C]29[/C][C]0.015833[/C][C]0.1108[/C][C]0.456101[/C][/ROW]
[ROW][C]30[/C][C]0.019551[/C][C]0.1369[/C][C]0.445852[/C][/ROW]
[ROW][C]31[/C][C]-0.060888[/C][C]-0.4262[/C][C]0.33591[/C][/ROW]
[ROW][C]32[/C][C]-0.013437[/C][C]-0.0941[/C][C]0.462722[/C][/ROW]
[ROW][C]33[/C][C]-0.053282[/C][C]-0.373[/C][C]0.355387[/C][/ROW]
[ROW][C]34[/C][C]-0.015893[/C][C]-0.1113[/C][C]0.455935[/C][/ROW]
[ROW][C]35[/C][C]-0.012748[/C][C]-0.0892[/C][C]0.46463[/C][/ROW]
[ROW][C]36[/C][C]0.025748[/C][C]0.1802[/C][C]0.428854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68692&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68692&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	0.882437	6.1771	0
2	-0.078569	-0.55	0.292414
3	0.036579	0.2561	0.399491
4	-0.068444	-0.4791	0.316996
5	-0.000468	-0.0033	0.498699
6	-0.109748	-0.7682	0.223017
7	-0.122836	-0.8599	0.197029
8	0.177346	1.2414	0.110179
9	-0.190282	-1.332	0.094516
10	-0.011418	-0.0799	0.468312
11	-0.202165	-1.4152	0.081673
12	-0.151186	-1.0583	0.147554
13	0.282789	1.9795	0.026695
14	-0.00635	-0.0444	0.482364
15	-0.170852	-1.196	0.118733
16	-0.059609	-0.4173	0.339155
17	-0.02199	-0.1539	0.439149
18	-0.104473	-0.7313	0.234037
19	-0.174316	-1.2202	0.114113
20	0.096042	0.6723	0.252277
21	0.052468	0.3673	0.357498
22	-0.033245	-0.2327	0.408476
23	-0.09424	-0.6597	0.256273
24	0.045861	0.321	0.374778
25	0.171748	1.2022	0.117526
26	-0.128754	-0.9013	0.185925
27	-0.000958	-0.0067	0.497338
28	-0.058174	-0.4072	0.34281
29	0.015833	0.1108	0.456101
30	0.019551	0.1369	0.445852
31	-0.060888	-0.4262	0.33591
32	-0.013437	-0.0941	0.462722
33	-0.053282	-0.373	0.355387
34	-0.015893	-0.1113	0.455935
35	-0.012748	-0.0892	0.46463
36	0.025748	0.1802	0.428854

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; 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