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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 04:21:56 -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/t1261135375c1secaobu7epnrx.htm/, Retrieved Sat, 27 Apr 2024 07:20:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69241, Retrieved Sat, 27 Apr 2024 07:20:36 +0000

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Estimated Impact

136

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-24 10:04:18] [fef2f8976fa1eef1b54e2cee317fe737]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-18 11:21:56] [2ffc7e281e02b99889abd2ccc65ed6c3] [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=69241&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=69241&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69241&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	0.134566	0.9225	0.180481
2	0.248918	1.7065	0.047258
3	0.339673	2.3287	0.012114
4	0.230185	1.5781	0.060629
5	0.075205	0.5156	0.304282
6	0.19138	1.312	0.09794
7	0.051029	0.3498	0.364012
8	0.168353	1.1542	0.127132
9	0.029435	0.2018	0.420473
10	-0.068755	-0.4714	0.319783
11	0.314733	2.1577	0.018047
12	-0.153266	-1.0507	0.149375
13	-0.062419	-0.4279	0.335331
14	0.086374	0.5921	0.278295
15	0.063407	0.4347	0.332886
16	-0.065479	-0.4489	0.327783
17	0.064046	0.4391	0.331309
18	-0.152196	-1.0434	0.15105
19	-0.022869	-0.1568	0.438045
20	-0.148765	-1.0199	0.156503
21	-0.213856	-1.4661	0.074637
22	-0.062969	-0.4317	0.333969
23	-0.193208	-1.3246	0.09586
24	-0.174013	-1.193	0.119434
25	-0.12482	-0.8557	0.198246
26	-0.109814	-0.7528	0.227648
27	-0.228909	-1.5693	0.061641
28	-0.132983	-0.9117	0.183293
29	-0.157247	-1.078	0.143261
30	-0.091276	-0.6258	0.26725
31	-0.068017	-0.4663	0.321578
32	-0.081637	-0.5597	0.28918
33	-0.030276	-0.2076	0.418235
34	-0.022299	-0.1529	0.439575
35	-0.020296	-0.1391	0.444965
36	-0.038556	-0.2643	0.396342

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.134566 & 0.9225 & 0.180481 \tabularnewline
2 & 0.248918 & 1.7065 & 0.047258 \tabularnewline
3 & 0.339673 & 2.3287 & 0.012114 \tabularnewline
4 & 0.230185 & 1.5781 & 0.060629 \tabularnewline
5 & 0.075205 & 0.5156 & 0.304282 \tabularnewline
6 & 0.19138 & 1.312 & 0.09794 \tabularnewline
7 & 0.051029 & 0.3498 & 0.364012 \tabularnewline
8 & 0.168353 & 1.1542 & 0.127132 \tabularnewline
9 & 0.029435 & 0.2018 & 0.420473 \tabularnewline
10 & -0.068755 & -0.4714 & 0.319783 \tabularnewline
11 & 0.314733 & 2.1577 & 0.018047 \tabularnewline
12 & -0.153266 & -1.0507 & 0.149375 \tabularnewline
13 & -0.062419 & -0.4279 & 0.335331 \tabularnewline
14 & 0.086374 & 0.5921 & 0.278295 \tabularnewline
15 & 0.063407 & 0.4347 & 0.332886 \tabularnewline
16 & -0.065479 & -0.4489 & 0.327783 \tabularnewline
17 & 0.064046 & 0.4391 & 0.331309 \tabularnewline
18 & -0.152196 & -1.0434 & 0.15105 \tabularnewline
19 & -0.022869 & -0.1568 & 0.438045 \tabularnewline
20 & -0.148765 & -1.0199 & 0.156503 \tabularnewline
21 & -0.213856 & -1.4661 & 0.074637 \tabularnewline
22 & -0.062969 & -0.4317 & 0.333969 \tabularnewline
23 & -0.193208 & -1.3246 & 0.09586 \tabularnewline
24 & -0.174013 & -1.193 & 0.119434 \tabularnewline
25 & -0.12482 & -0.8557 & 0.198246 \tabularnewline
26 & -0.109814 & -0.7528 & 0.227648 \tabularnewline
27 & -0.228909 & -1.5693 & 0.061641 \tabularnewline
28 & -0.132983 & -0.9117 & 0.183293 \tabularnewline
29 & -0.157247 & -1.078 & 0.143261 \tabularnewline
30 & -0.091276 & -0.6258 & 0.26725 \tabularnewline
31 & -0.068017 & -0.4663 & 0.321578 \tabularnewline
32 & -0.081637 & -0.5597 & 0.28918 \tabularnewline
33 & -0.030276 & -0.2076 & 0.418235 \tabularnewline
34 & -0.022299 & -0.1529 & 0.439575 \tabularnewline
35 & -0.020296 & -0.1391 & 0.444965 \tabularnewline
36 & -0.038556 & -0.2643 & 0.396342 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69241&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]0.134566[/C][C]0.9225[/C][C]0.180481[/C][/ROW]
[ROW][C]2[/C][C]0.248918[/C][C]1.7065[/C][C]0.047258[/C][/ROW]
[ROW][C]3[/C][C]0.339673[/C][C]2.3287[/C][C]0.012114[/C][/ROW]
[ROW][C]4[/C][C]0.230185[/C][C]1.5781[/C][C]0.060629[/C][/ROW]
[ROW][C]5[/C][C]0.075205[/C][C]0.5156[/C][C]0.304282[/C][/ROW]
[ROW][C]6[/C][C]0.19138[/C][C]1.312[/C][C]0.09794[/C][/ROW]
[ROW][C]7[/C][C]0.051029[/C][C]0.3498[/C][C]0.364012[/C][/ROW]
[ROW][C]8[/C][C]0.168353[/C][C]1.1542[/C][C]0.127132[/C][/ROW]
[ROW][C]9[/C][C]0.029435[/C][C]0.2018[/C][C]0.420473[/C][/ROW]
[ROW][C]10[/C][C]-0.068755[/C][C]-0.4714[/C][C]0.319783[/C][/ROW]
[ROW][C]11[/C][C]0.314733[/C][C]2.1577[/C][C]0.018047[/C][/ROW]
[ROW][C]12[/C][C]-0.153266[/C][C]-1.0507[/C][C]0.149375[/C][/ROW]
[ROW][C]13[/C][C]-0.062419[/C][C]-0.4279[/C][C]0.335331[/C][/ROW]
[ROW][C]14[/C][C]0.086374[/C][C]0.5921[/C][C]0.278295[/C][/ROW]
[ROW][C]15[/C][C]0.063407[/C][C]0.4347[/C][C]0.332886[/C][/ROW]
[ROW][C]16[/C][C]-0.065479[/C][C]-0.4489[/C][C]0.327783[/C][/ROW]
[ROW][C]17[/C][C]0.064046[/C][C]0.4391[/C][C]0.331309[/C][/ROW]
[ROW][C]18[/C][C]-0.152196[/C][C]-1.0434[/C][C]0.15105[/C][/ROW]
[ROW][C]19[/C][C]-0.022869[/C][C]-0.1568[/C][C]0.438045[/C][/ROW]
[ROW][C]20[/C][C]-0.148765[/C][C]-1.0199[/C][C]0.156503[/C][/ROW]
[ROW][C]21[/C][C]-0.213856[/C][C]-1.4661[/C][C]0.074637[/C][/ROW]
[ROW][C]22[/C][C]-0.062969[/C][C]-0.4317[/C][C]0.333969[/C][/ROW]
[ROW][C]23[/C][C]-0.193208[/C][C]-1.3246[/C][C]0.09586[/C][/ROW]
[ROW][C]24[/C][C]-0.174013[/C][C]-1.193[/C][C]0.119434[/C][/ROW]
[ROW][C]25[/C][C]-0.12482[/C][C]-0.8557[/C][C]0.198246[/C][/ROW]
[ROW][C]26[/C][C]-0.109814[/C][C]-0.7528[/C][C]0.227648[/C][/ROW]
[ROW][C]27[/C][C]-0.228909[/C][C]-1.5693[/C][C]0.061641[/C][/ROW]
[ROW][C]28[/C][C]-0.132983[/C][C]-0.9117[/C][C]0.183293[/C][/ROW]
[ROW][C]29[/C][C]-0.157247[/C][C]-1.078[/C][C]0.143261[/C][/ROW]
[ROW][C]30[/C][C]-0.091276[/C][C]-0.6258[/C][C]0.26725[/C][/ROW]
[ROW][C]31[/C][C]-0.068017[/C][C]-0.4663[/C][C]0.321578[/C][/ROW]
[ROW][C]32[/C][C]-0.081637[/C][C]-0.5597[/C][C]0.28918[/C][/ROW]
[ROW][C]33[/C][C]-0.030276[/C][C]-0.2076[/C][C]0.418235[/C][/ROW]
[ROW][C]34[/C][C]-0.022299[/C][C]-0.1529[/C][C]0.439575[/C][/ROW]
[ROW][C]35[/C][C]-0.020296[/C][C]-0.1391[/C][C]0.444965[/C][/ROW]
[ROW][C]36[/C][C]-0.038556[/C][C]-0.2643[/C][C]0.396342[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69241&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69241&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	0.134566	0.9225	0.180481
2	0.248918	1.7065	0.047258
3	0.339673	2.3287	0.012114
4	0.230185	1.5781	0.060629
5	0.075205	0.5156	0.304282
6	0.19138	1.312	0.09794
7	0.051029	0.3498	0.364012
8	0.168353	1.1542	0.127132
9	0.029435	0.2018	0.420473
10	-0.068755	-0.4714	0.319783
11	0.314733	2.1577	0.018047
12	-0.153266	-1.0507	0.149375
13	-0.062419	-0.4279	0.335331
14	0.086374	0.5921	0.278295
15	0.063407	0.4347	0.332886
16	-0.065479	-0.4489	0.327783
17	0.064046	0.4391	0.331309
18	-0.152196	-1.0434	0.15105
19	-0.022869	-0.1568	0.438045
20	-0.148765	-1.0199	0.156503
21	-0.213856	-1.4661	0.074637
22	-0.062969	-0.4317	0.333969
23	-0.193208	-1.3246	0.09586
24	-0.174013	-1.193	0.119434
25	-0.12482	-0.8557	0.198246
26	-0.109814	-0.7528	0.227648
27	-0.228909	-1.5693	0.061641
28	-0.132983	-0.9117	0.183293
29	-0.157247	-1.078	0.143261
30	-0.091276	-0.6258	0.26725
31	-0.068017	-0.4663	0.321578
32	-0.081637	-0.5597	0.28918
33	-0.030276	-0.2076	0.418235
34	-0.022299	-0.1529	0.439575
35	-0.020296	-0.1391	0.444965
36	-0.038556	-0.2643	0.396342

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.134566	0.9225	0.180481
2	0.235067	1.6115	0.056879
3	0.304451	2.0872	0.021159
4	0.151903	1.0414	0.15151
5	-0.091334	-0.6262	0.267123
6	0.015999	0.1097	0.456563
7	-0.079559	-0.5454	0.294019
8	0.123916	0.8495	0.199948
9	-0.03081	-0.2112	0.416813
10	-0.175113	-1.2005	0.117978
11	0.326178	2.2362	0.015063
12	-0.251841	-1.7265	0.04541
13	-0.078854	-0.5406	0.295669
14	0.027356	0.1875	0.426021
15	0.117317	0.8043	0.212641
16	0.083325	0.5712	0.285276
17	-0.095659	-0.6558	0.257573
18	-0.193702	-1.328	0.095303
19	-0.120242	-0.8243	0.206956
20	-0.067125	-0.4602	0.323752
21	-0.050048	-0.3431	0.366522
22	-0.08917	-0.6113	0.271966
23	0.035243	0.2416	0.405064
24	0.055849	0.3829	0.351766
25	-0.11003	-0.7543	0.227209
26	-0.03698	-0.2535	0.400487
27	-0.099226	-0.6803	0.249839
28	-0.049537	-0.3396	0.367831
29	0.133089	0.9124	0.183105
30	-0.05235	-0.3589	0.360642
31	0.094512	0.6479	0.260087
32	-0.00059	-0.004	0.498395
33	-0.013035	-0.0894	0.464587
34	0.038116	0.2613	0.397499
35	0.007699	0.0528	0.479065
36	0.057434	0.3937	0.347773

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.134566 & 0.9225 & 0.180481 \tabularnewline
2 & 0.235067 & 1.6115 & 0.056879 \tabularnewline
3 & 0.304451 & 2.0872 & 0.021159 \tabularnewline
4 & 0.151903 & 1.0414 & 0.15151 \tabularnewline
5 & -0.091334 & -0.6262 & 0.267123 \tabularnewline
6 & 0.015999 & 0.1097 & 0.456563 \tabularnewline
7 & -0.079559 & -0.5454 & 0.294019 \tabularnewline
8 & 0.123916 & 0.8495 & 0.199948 \tabularnewline
9 & -0.03081 & -0.2112 & 0.416813 \tabularnewline
10 & -0.175113 & -1.2005 & 0.117978 \tabularnewline
11 & 0.326178 & 2.2362 & 0.015063 \tabularnewline
12 & -0.251841 & -1.7265 & 0.04541 \tabularnewline
13 & -0.078854 & -0.5406 & 0.295669 \tabularnewline
14 & 0.027356 & 0.1875 & 0.426021 \tabularnewline
15 & 0.117317 & 0.8043 & 0.212641 \tabularnewline
16 & 0.083325 & 0.5712 & 0.285276 \tabularnewline
17 & -0.095659 & -0.6558 & 0.257573 \tabularnewline
18 & -0.193702 & -1.328 & 0.095303 \tabularnewline
19 & -0.120242 & -0.8243 & 0.206956 \tabularnewline
20 & -0.067125 & -0.4602 & 0.323752 \tabularnewline
21 & -0.050048 & -0.3431 & 0.366522 \tabularnewline
22 & -0.08917 & -0.6113 & 0.271966 \tabularnewline
23 & 0.035243 & 0.2416 & 0.405064 \tabularnewline
24 & 0.055849 & 0.3829 & 0.351766 \tabularnewline
25 & -0.11003 & -0.7543 & 0.227209 \tabularnewline
26 & -0.03698 & -0.2535 & 0.400487 \tabularnewline
27 & -0.099226 & -0.6803 & 0.249839 \tabularnewline
28 & -0.049537 & -0.3396 & 0.367831 \tabularnewline
29 & 0.133089 & 0.9124 & 0.183105 \tabularnewline
30 & -0.05235 & -0.3589 & 0.360642 \tabularnewline
31 & 0.094512 & 0.6479 & 0.260087 \tabularnewline
32 & -0.00059 & -0.004 & 0.498395 \tabularnewline
33 & -0.013035 & -0.0894 & 0.464587 \tabularnewline
34 & 0.038116 & 0.2613 & 0.397499 \tabularnewline
35 & 0.007699 & 0.0528 & 0.479065 \tabularnewline
36 & 0.057434 & 0.3937 & 0.347773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69241&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]0.134566[/C][C]0.9225[/C][C]0.180481[/C][/ROW]
[ROW][C]2[/C][C]0.235067[/C][C]1.6115[/C][C]0.056879[/C][/ROW]
[ROW][C]3[/C][C]0.304451[/C][C]2.0872[/C][C]0.021159[/C][/ROW]
[ROW][C]4[/C][C]0.151903[/C][C]1.0414[/C][C]0.15151[/C][/ROW]
[ROW][C]5[/C][C]-0.091334[/C][C]-0.6262[/C][C]0.267123[/C][/ROW]
[ROW][C]6[/C][C]0.015999[/C][C]0.1097[/C][C]0.456563[/C][/ROW]
[ROW][C]7[/C][C]-0.079559[/C][C]-0.5454[/C][C]0.294019[/C][/ROW]
[ROW][C]8[/C][C]0.123916[/C][C]0.8495[/C][C]0.199948[/C][/ROW]
[ROW][C]9[/C][C]-0.03081[/C][C]-0.2112[/C][C]0.416813[/C][/ROW]
[ROW][C]10[/C][C]-0.175113[/C][C]-1.2005[/C][C]0.117978[/C][/ROW]
[ROW][C]11[/C][C]0.326178[/C][C]2.2362[/C][C]0.015063[/C][/ROW]
[ROW][C]12[/C][C]-0.251841[/C][C]-1.7265[/C][C]0.04541[/C][/ROW]
[ROW][C]13[/C][C]-0.078854[/C][C]-0.5406[/C][C]0.295669[/C][/ROW]
[ROW][C]14[/C][C]0.027356[/C][C]0.1875[/C][C]0.426021[/C][/ROW]
[ROW][C]15[/C][C]0.117317[/C][C]0.8043[/C][C]0.212641[/C][/ROW]
[ROW][C]16[/C][C]0.083325[/C][C]0.5712[/C][C]0.285276[/C][/ROW]
[ROW][C]17[/C][C]-0.095659[/C][C]-0.6558[/C][C]0.257573[/C][/ROW]
[ROW][C]18[/C][C]-0.193702[/C][C]-1.328[/C][C]0.095303[/C][/ROW]
[ROW][C]19[/C][C]-0.120242[/C][C]-0.8243[/C][C]0.206956[/C][/ROW]
[ROW][C]20[/C][C]-0.067125[/C][C]-0.4602[/C][C]0.323752[/C][/ROW]
[ROW][C]21[/C][C]-0.050048[/C][C]-0.3431[/C][C]0.366522[/C][/ROW]
[ROW][C]22[/C][C]-0.08917[/C][C]-0.6113[/C][C]0.271966[/C][/ROW]
[ROW][C]23[/C][C]0.035243[/C][C]0.2416[/C][C]0.405064[/C][/ROW]
[ROW][C]24[/C][C]0.055849[/C][C]0.3829[/C][C]0.351766[/C][/ROW]
[ROW][C]25[/C][C]-0.11003[/C][C]-0.7543[/C][C]0.227209[/C][/ROW]
[ROW][C]26[/C][C]-0.03698[/C][C]-0.2535[/C][C]0.400487[/C][/ROW]
[ROW][C]27[/C][C]-0.099226[/C][C]-0.6803[/C][C]0.249839[/C][/ROW]
[ROW][C]28[/C][C]-0.049537[/C][C]-0.3396[/C][C]0.367831[/C][/ROW]
[ROW][C]29[/C][C]0.133089[/C][C]0.9124[/C][C]0.183105[/C][/ROW]
[ROW][C]30[/C][C]-0.05235[/C][C]-0.3589[/C][C]0.360642[/C][/ROW]
[ROW][C]31[/C][C]0.094512[/C][C]0.6479[/C][C]0.260087[/C][/ROW]
[ROW][C]32[/C][C]-0.00059[/C][C]-0.004[/C][C]0.498395[/C][/ROW]
[ROW][C]33[/C][C]-0.013035[/C][C]-0.0894[/C][C]0.464587[/C][/ROW]
[ROW][C]34[/C][C]0.038116[/C][C]0.2613[/C][C]0.397499[/C][/ROW]
[ROW][C]35[/C][C]0.007699[/C][C]0.0528[/C][C]0.479065[/C][/ROW]
[ROW][C]36[/C][C]0.057434[/C][C]0.3937[/C][C]0.347773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69241&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69241&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	0.134566	0.9225	0.180481
2	0.235067	1.6115	0.056879
3	0.304451	2.0872	0.021159
4	0.151903	1.0414	0.15151
5	-0.091334	-0.6262	0.267123
6	0.015999	0.1097	0.456563
7	-0.079559	-0.5454	0.294019
8	0.123916	0.8495	0.199948
9	-0.03081	-0.2112	0.416813
10	-0.175113	-1.2005	0.117978
11	0.326178	2.2362	0.015063
12	-0.251841	-1.7265	0.04541
13	-0.078854	-0.5406	0.295669
14	0.027356	0.1875	0.426021
15	0.117317	0.8043	0.212641
16	0.083325	0.5712	0.285276
17	-0.095659	-0.6558	0.257573
18	-0.193702	-1.328	0.095303
19	-0.120242	-0.8243	0.206956
20	-0.067125	-0.4602	0.323752
21	-0.050048	-0.3431	0.366522
22	-0.08917	-0.6113	0.271966
23	0.035243	0.2416	0.405064
24	0.055849	0.3829	0.351766
25	-0.11003	-0.7543	0.227209
26	-0.03698	-0.2535	0.400487
27	-0.099226	-0.6803	0.249839
28	-0.049537	-0.3396	0.367831
29	0.133089	0.9124	0.183105
30	-0.05235	-0.3589	0.360642
31	0.094512	0.6479	0.260087
32	-0.00059	-0.004	0.498395
33	-0.013035	-0.0894	0.464587
34	0.038116	0.2613	0.397499
35	0.007699	0.0528	0.479065
36	0.057434	0.3937	0.347773

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