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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 04:01:50 -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/18/t1261134262rl7jby3exi1lkr7.htm/, Retrieved Sat, 27 Apr 2024 10:58:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69230, Retrieved Sat, 27 Apr 2024 10:58:08 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

lambda=1 D=1 d=1

Estimated Impact

118

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [] [2009-11-26 10:54:06] [f57b281e621ed7dff28b90886f5aa97c]
-   PD    [(Partial) Autocorrelation Function] [ACF] [2009-12-18 11:01:50] [98a394f1ba36b7d222077a0ff8e761bd] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69230&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]3 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=69230&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69230&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.543854	-3.9218	0.000129
2	0.29622	2.1361	0.018701
3	-0.103793	-0.7485	0.228778
4	-0.003208	-0.0231	0.490817
5	-0.099266	-0.7158	0.238653
6	0.164201	1.1841	0.120884
7	-0.203823	-1.4698	0.073822
8	0.215991	1.5575	0.062705
9	-0.087631	-0.6319	0.265104
10	-0.065685	-0.4737	0.318862
11	0.103595	0.747	0.229203
12	-0.16105	-1.1613	0.125402
13	-0.047701	-0.344	0.366125
14	-0.040695	-0.2935	0.385172
15	0.075973	0.5478	0.29307
16	-0.085862	-0.6192	0.269257
17	0.112569	0.8117	0.210319
18	-0.096725	-0.6975	0.244301
19	0.063752	0.4597	0.323817
20	-0.123674	-0.8918	0.188298
21	0.236789	1.7075	0.046846
22	-0.326248	-2.3526	0.011231
23	0.323715	2.3343	0.011738
24	-0.246676	-1.7788	0.040559
25	0.152261	1.098	0.138638
26	0.023514	0.1696	0.433006
27	0.062939	0.4539	0.325909
28	-0.127221	-0.9174	0.181583
29	0.175778	1.2676	0.105303
30	-0.171301	-1.2353	0.111141
31	0.122619	0.8842	0.190324
32	-0.015471	-0.1116	0.455799
33	-0.091374	-0.6589	0.256432
34	0.099173	0.7151	0.238859
35	-0.073902	-0.5329	0.298182
36	-0.041766	-0.3012	0.382238

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.543854 & -3.9218 & 0.000129 \tabularnewline
2 & 0.29622 & 2.1361 & 0.018701 \tabularnewline
3 & -0.103793 & -0.7485 & 0.228778 \tabularnewline
4 & -0.003208 & -0.0231 & 0.490817 \tabularnewline
5 & -0.099266 & -0.7158 & 0.238653 \tabularnewline
6 & 0.164201 & 1.1841 & 0.120884 \tabularnewline
7 & -0.203823 & -1.4698 & 0.073822 \tabularnewline
8 & 0.215991 & 1.5575 & 0.062705 \tabularnewline
9 & -0.087631 & -0.6319 & 0.265104 \tabularnewline
10 & -0.065685 & -0.4737 & 0.318862 \tabularnewline
11 & 0.103595 & 0.747 & 0.229203 \tabularnewline
12 & -0.16105 & -1.1613 & 0.125402 \tabularnewline
13 & -0.047701 & -0.344 & 0.366125 \tabularnewline
14 & -0.040695 & -0.2935 & 0.385172 \tabularnewline
15 & 0.075973 & 0.5478 & 0.29307 \tabularnewline
16 & -0.085862 & -0.6192 & 0.269257 \tabularnewline
17 & 0.112569 & 0.8117 & 0.210319 \tabularnewline
18 & -0.096725 & -0.6975 & 0.244301 \tabularnewline
19 & 0.063752 & 0.4597 & 0.323817 \tabularnewline
20 & -0.123674 & -0.8918 & 0.188298 \tabularnewline
21 & 0.236789 & 1.7075 & 0.046846 \tabularnewline
22 & -0.326248 & -2.3526 & 0.011231 \tabularnewline
23 & 0.323715 & 2.3343 & 0.011738 \tabularnewline
24 & -0.246676 & -1.7788 & 0.040559 \tabularnewline
25 & 0.152261 & 1.098 & 0.138638 \tabularnewline
26 & 0.023514 & 0.1696 & 0.433006 \tabularnewline
27 & 0.062939 & 0.4539 & 0.325909 \tabularnewline
28 & -0.127221 & -0.9174 & 0.181583 \tabularnewline
29 & 0.175778 & 1.2676 & 0.105303 \tabularnewline
30 & -0.171301 & -1.2353 & 0.111141 \tabularnewline
31 & 0.122619 & 0.8842 & 0.190324 \tabularnewline
32 & -0.015471 & -0.1116 & 0.455799 \tabularnewline
33 & -0.091374 & -0.6589 & 0.256432 \tabularnewline
34 & 0.099173 & 0.7151 & 0.238859 \tabularnewline
35 & -0.073902 & -0.5329 & 0.298182 \tabularnewline
36 & -0.041766 & -0.3012 & 0.382238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69230&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]-0.543854[/C][C]-3.9218[/C][C]0.000129[/C][/ROW]
[ROW][C]2[/C][C]0.29622[/C][C]2.1361[/C][C]0.018701[/C][/ROW]
[ROW][C]3[/C][C]-0.103793[/C][C]-0.7485[/C][C]0.228778[/C][/ROW]
[ROW][C]4[/C][C]-0.003208[/C][C]-0.0231[/C][C]0.490817[/C][/ROW]
[ROW][C]5[/C][C]-0.099266[/C][C]-0.7158[/C][C]0.238653[/C][/ROW]
[ROW][C]6[/C][C]0.164201[/C][C]1.1841[/C][C]0.120884[/C][/ROW]
[ROW][C]7[/C][C]-0.203823[/C][C]-1.4698[/C][C]0.073822[/C][/ROW]
[ROW][C]8[/C][C]0.215991[/C][C]1.5575[/C][C]0.062705[/C][/ROW]
[ROW][C]9[/C][C]-0.087631[/C][C]-0.6319[/C][C]0.265104[/C][/ROW]
[ROW][C]10[/C][C]-0.065685[/C][C]-0.4737[/C][C]0.318862[/C][/ROW]
[ROW][C]11[/C][C]0.103595[/C][C]0.747[/C][C]0.229203[/C][/ROW]
[ROW][C]12[/C][C]-0.16105[/C][C]-1.1613[/C][C]0.125402[/C][/ROW]
[ROW][C]13[/C][C]-0.047701[/C][C]-0.344[/C][C]0.366125[/C][/ROW]
[ROW][C]14[/C][C]-0.040695[/C][C]-0.2935[/C][C]0.385172[/C][/ROW]
[ROW][C]15[/C][C]0.075973[/C][C]0.5478[/C][C]0.29307[/C][/ROW]
[ROW][C]16[/C][C]-0.085862[/C][C]-0.6192[/C][C]0.269257[/C][/ROW]
[ROW][C]17[/C][C]0.112569[/C][C]0.8117[/C][C]0.210319[/C][/ROW]
[ROW][C]18[/C][C]-0.096725[/C][C]-0.6975[/C][C]0.244301[/C][/ROW]
[ROW][C]19[/C][C]0.063752[/C][C]0.4597[/C][C]0.323817[/C][/ROW]
[ROW][C]20[/C][C]-0.123674[/C][C]-0.8918[/C][C]0.188298[/C][/ROW]
[ROW][C]21[/C][C]0.236789[/C][C]1.7075[/C][C]0.046846[/C][/ROW]
[ROW][C]22[/C][C]-0.326248[/C][C]-2.3526[/C][C]0.011231[/C][/ROW]
[ROW][C]23[/C][C]0.323715[/C][C]2.3343[/C][C]0.011738[/C][/ROW]
[ROW][C]24[/C][C]-0.246676[/C][C]-1.7788[/C][C]0.040559[/C][/ROW]
[ROW][C]25[/C][C]0.152261[/C][C]1.098[/C][C]0.138638[/C][/ROW]
[ROW][C]26[/C][C]0.023514[/C][C]0.1696[/C][C]0.433006[/C][/ROW]
[ROW][C]27[/C][C]0.062939[/C][C]0.4539[/C][C]0.325909[/C][/ROW]
[ROW][C]28[/C][C]-0.127221[/C][C]-0.9174[/C][C]0.181583[/C][/ROW]
[ROW][C]29[/C][C]0.175778[/C][C]1.2676[/C][C]0.105303[/C][/ROW]
[ROW][C]30[/C][C]-0.171301[/C][C]-1.2353[/C][C]0.111141[/C][/ROW]
[ROW][C]31[/C][C]0.122619[/C][C]0.8842[/C][C]0.190324[/C][/ROW]
[ROW][C]32[/C][C]-0.015471[/C][C]-0.1116[/C][C]0.455799[/C][/ROW]
[ROW][C]33[/C][C]-0.091374[/C][C]-0.6589[/C][C]0.256432[/C][/ROW]
[ROW][C]34[/C][C]0.099173[/C][C]0.7151[/C][C]0.238859[/C][/ROW]
[ROW][C]35[/C][C]-0.073902[/C][C]-0.5329[/C][C]0.298182[/C][/ROW]
[ROW][C]36[/C][C]-0.041766[/C][C]-0.3012[/C][C]0.382238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69230&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69230&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	-0.543854	-3.9218	0.000129
2	0.29622	2.1361	0.018701
3	-0.103793	-0.7485	0.228778
4	-0.003208	-0.0231	0.490817
5	-0.099266	-0.7158	0.238653
6	0.164201	1.1841	0.120884
7	-0.203823	-1.4698	0.073822
8	0.215991	1.5575	0.062705
9	-0.087631	-0.6319	0.265104
10	-0.065685	-0.4737	0.318862
11	0.103595	0.747	0.229203
12	-0.16105	-1.1613	0.125402
13	-0.047701	-0.344	0.366125
14	-0.040695	-0.2935	0.385172
15	0.075973	0.5478	0.29307
16	-0.085862	-0.6192	0.269257
17	0.112569	0.8117	0.210319
18	-0.096725	-0.6975	0.244301
19	0.063752	0.4597	0.323817
20	-0.123674	-0.8918	0.188298
21	0.236789	1.7075	0.046846
22	-0.326248	-2.3526	0.011231
23	0.323715	2.3343	0.011738
24	-0.246676	-1.7788	0.040559
25	0.152261	1.098	0.138638
26	0.023514	0.1696	0.433006
27	0.062939	0.4539	0.325909
28	-0.127221	-0.9174	0.181583
29	0.175778	1.2676	0.105303
30	-0.171301	-1.2353	0.111141
31	0.122619	0.8842	0.190324
32	-0.015471	-0.1116	0.455799
33	-0.091374	-0.6589	0.256432
34	0.099173	0.7151	0.238859
35	-0.073902	-0.5329	0.298182
36	-0.041766	-0.3012	0.382238

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.543854	-3.9218	0.000129
2	0.000629	0.0045	0.498201
3	0.081719	0.5893	0.279111
4	-0.040778	-0.2941	0.384943
5	-0.194674	-1.4038	0.08316
6	0.081057	0.5845	0.280703
7	-0.054347	-0.3919	0.348365
8	0.064549	0.4655	0.321768
9	0.089036	0.6421	0.26183
10	-0.14186	-1.023	0.15553
11	-0.000972	-0.007	0.497217
12	-0.102713	-0.7407	0.231112
13	-0.220705	-1.5915	0.058776
14	-0.267796	-1.9311	0.029465
15	0.033545	0.2419	0.404907
16	0.000575	0.0041	0.498353
17	-0.066525	-0.4797	0.31672
18	-0.05055	-0.3645	0.358473
19	-0.032275	-0.2327	0.408439
20	-0.142605	-1.0283	0.154275
21	0.239326	1.7258	0.045161
22	-0.167958	-1.2112	0.115655
23	-0.069206	-0.4991	0.309923
24	-0.075802	-0.5466	0.293491
25	-0.073495	-0.53	0.299191
26	0.040971	0.2954	0.384414
27	0.121536	0.8764	0.19242
28	-0.039361	-0.2838	0.388831
29	-0.063841	-0.4604	0.323587
30	0.053377	0.3849	0.350939
31	0.061754	0.4453	0.328971
32	-0.041464	-0.299	0.383065
33	-0.049262	-0.3552	0.361927
34	-0.031241	-0.2253	0.411322
35	-0.078867	-0.5687	0.285997
36	-0.136177	-0.982	0.165327

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.543854 & -3.9218 & 0.000129 \tabularnewline
2 & 0.000629 & 0.0045 & 0.498201 \tabularnewline
3 & 0.081719 & 0.5893 & 0.279111 \tabularnewline
4 & -0.040778 & -0.2941 & 0.384943 \tabularnewline
5 & -0.194674 & -1.4038 & 0.08316 \tabularnewline
6 & 0.081057 & 0.5845 & 0.280703 \tabularnewline
7 & -0.054347 & -0.3919 & 0.348365 \tabularnewline
8 & 0.064549 & 0.4655 & 0.321768 \tabularnewline
9 & 0.089036 & 0.6421 & 0.26183 \tabularnewline
10 & -0.14186 & -1.023 & 0.15553 \tabularnewline
11 & -0.000972 & -0.007 & 0.497217 \tabularnewline
12 & -0.102713 & -0.7407 & 0.231112 \tabularnewline
13 & -0.220705 & -1.5915 & 0.058776 \tabularnewline
14 & -0.267796 & -1.9311 & 0.029465 \tabularnewline
15 & 0.033545 & 0.2419 & 0.404907 \tabularnewline
16 & 0.000575 & 0.0041 & 0.498353 \tabularnewline
17 & -0.066525 & -0.4797 & 0.31672 \tabularnewline
18 & -0.05055 & -0.3645 & 0.358473 \tabularnewline
19 & -0.032275 & -0.2327 & 0.408439 \tabularnewline
20 & -0.142605 & -1.0283 & 0.154275 \tabularnewline
21 & 0.239326 & 1.7258 & 0.045161 \tabularnewline
22 & -0.167958 & -1.2112 & 0.115655 \tabularnewline
23 & -0.069206 & -0.4991 & 0.309923 \tabularnewline
24 & -0.075802 & -0.5466 & 0.293491 \tabularnewline
25 & -0.073495 & -0.53 & 0.299191 \tabularnewline
26 & 0.040971 & 0.2954 & 0.384414 \tabularnewline
27 & 0.121536 & 0.8764 & 0.19242 \tabularnewline
28 & -0.039361 & -0.2838 & 0.388831 \tabularnewline
29 & -0.063841 & -0.4604 & 0.323587 \tabularnewline
30 & 0.053377 & 0.3849 & 0.350939 \tabularnewline
31 & 0.061754 & 0.4453 & 0.328971 \tabularnewline
32 & -0.041464 & -0.299 & 0.383065 \tabularnewline
33 & -0.049262 & -0.3552 & 0.361927 \tabularnewline
34 & -0.031241 & -0.2253 & 0.411322 \tabularnewline
35 & -0.078867 & -0.5687 & 0.285997 \tabularnewline
36 & -0.136177 & -0.982 & 0.165327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69230&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]-0.543854[/C][C]-3.9218[/C][C]0.000129[/C][/ROW]
[ROW][C]2[/C][C]0.000629[/C][C]0.0045[/C][C]0.498201[/C][/ROW]
[ROW][C]3[/C][C]0.081719[/C][C]0.5893[/C][C]0.279111[/C][/ROW]
[ROW][C]4[/C][C]-0.040778[/C][C]-0.2941[/C][C]0.384943[/C][/ROW]
[ROW][C]5[/C][C]-0.194674[/C][C]-1.4038[/C][C]0.08316[/C][/ROW]
[ROW][C]6[/C][C]0.081057[/C][C]0.5845[/C][C]0.280703[/C][/ROW]
[ROW][C]7[/C][C]-0.054347[/C][C]-0.3919[/C][C]0.348365[/C][/ROW]
[ROW][C]8[/C][C]0.064549[/C][C]0.4655[/C][C]0.321768[/C][/ROW]
[ROW][C]9[/C][C]0.089036[/C][C]0.6421[/C][C]0.26183[/C][/ROW]
[ROW][C]10[/C][C]-0.14186[/C][C]-1.023[/C][C]0.15553[/C][/ROW]
[ROW][C]11[/C][C]-0.000972[/C][C]-0.007[/C][C]0.497217[/C][/ROW]
[ROW][C]12[/C][C]-0.102713[/C][C]-0.7407[/C][C]0.231112[/C][/ROW]
[ROW][C]13[/C][C]-0.220705[/C][C]-1.5915[/C][C]0.058776[/C][/ROW]
[ROW][C]14[/C][C]-0.267796[/C][C]-1.9311[/C][C]0.029465[/C][/ROW]
[ROW][C]15[/C][C]0.033545[/C][C]0.2419[/C][C]0.404907[/C][/ROW]
[ROW][C]16[/C][C]0.000575[/C][C]0.0041[/C][C]0.498353[/C][/ROW]
[ROW][C]17[/C][C]-0.066525[/C][C]-0.4797[/C][C]0.31672[/C][/ROW]
[ROW][C]18[/C][C]-0.05055[/C][C]-0.3645[/C][C]0.358473[/C][/ROW]
[ROW][C]19[/C][C]-0.032275[/C][C]-0.2327[/C][C]0.408439[/C][/ROW]
[ROW][C]20[/C][C]-0.142605[/C][C]-1.0283[/C][C]0.154275[/C][/ROW]
[ROW][C]21[/C][C]0.239326[/C][C]1.7258[/C][C]0.045161[/C][/ROW]
[ROW][C]22[/C][C]-0.167958[/C][C]-1.2112[/C][C]0.115655[/C][/ROW]
[ROW][C]23[/C][C]-0.069206[/C][C]-0.4991[/C][C]0.309923[/C][/ROW]
[ROW][C]24[/C][C]-0.075802[/C][C]-0.5466[/C][C]0.293491[/C][/ROW]
[ROW][C]25[/C][C]-0.073495[/C][C]-0.53[/C][C]0.299191[/C][/ROW]
[ROW][C]26[/C][C]0.040971[/C][C]0.2954[/C][C]0.384414[/C][/ROW]
[ROW][C]27[/C][C]0.121536[/C][C]0.8764[/C][C]0.19242[/C][/ROW]
[ROW][C]28[/C][C]-0.039361[/C][C]-0.2838[/C][C]0.388831[/C][/ROW]
[ROW][C]29[/C][C]-0.063841[/C][C]-0.4604[/C][C]0.323587[/C][/ROW]
[ROW][C]30[/C][C]0.053377[/C][C]0.3849[/C][C]0.350939[/C][/ROW]
[ROW][C]31[/C][C]0.061754[/C][C]0.4453[/C][C]0.328971[/C][/ROW]
[ROW][C]32[/C][C]-0.041464[/C][C]-0.299[/C][C]0.383065[/C][/ROW]
[ROW][C]33[/C][C]-0.049262[/C][C]-0.3552[/C][C]0.361927[/C][/ROW]
[ROW][C]34[/C][C]-0.031241[/C][C]-0.2253[/C][C]0.411322[/C][/ROW]
[ROW][C]35[/C][C]-0.078867[/C][C]-0.5687[/C][C]0.285997[/C][/ROW]
[ROW][C]36[/C][C]-0.136177[/C][C]-0.982[/C][C]0.165327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69230&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69230&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	-0.543854	-3.9218	0.000129
2	0.000629	0.0045	0.498201
3	0.081719	0.5893	0.279111
4	-0.040778	-0.2941	0.384943
5	-0.194674	-1.4038	0.08316
6	0.081057	0.5845	0.280703
7	-0.054347	-0.3919	0.348365
8	0.064549	0.4655	0.321768
9	0.089036	0.6421	0.26183
10	-0.14186	-1.023	0.15553
11	-0.000972	-0.007	0.497217
12	-0.102713	-0.7407	0.231112
13	-0.220705	-1.5915	0.058776
14	-0.267796	-1.9311	0.029465
15	0.033545	0.2419	0.404907
16	0.000575	0.0041	0.498353
17	-0.066525	-0.4797	0.31672
18	-0.05055	-0.3645	0.358473
19	-0.032275	-0.2327	0.408439
20	-0.142605	-1.0283	0.154275
21	0.239326	1.7258	0.045161
22	-0.167958	-1.2112	0.115655
23	-0.069206	-0.4991	0.309923
24	-0.075802	-0.5466	0.293491
25	-0.073495	-0.53	0.299191
26	0.040971	0.2954	0.384414
27	0.121536	0.8764	0.19242
28	-0.039361	-0.2838	0.388831
29	-0.063841	-0.4604	0.323587
30	0.053377	0.3849	0.350939
31	0.061754	0.4453	0.328971
32	-0.041464	-0.299	0.383065
33	-0.049262	-0.3552	0.361927
34	-0.031241	-0.2253	0.411322
35	-0.078867	-0.5687	0.285997
36	-0.136177	-0.982	0.165327

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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