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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 07:04:10 -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/t126114510445y1cj4mlh0d0n1.htm/, Retrieved Sat, 27 Apr 2024 10:27:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69346, Retrieved Sat, 27 Apr 2024 10:27:12 +0000

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Estimated Impact

132

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

-     [(Partial) Autocorrelation Function] [autocorrelatie bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
-  MPD  [(Partial) Autocorrelation Function] [] [2009-12-15 15:19:26] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-18 14:04:10] [5858ea01c9bd81debbf921a11363ad90] [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	5 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 & 5 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69346&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]5 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=69346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69346&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	5 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.154301	1.1751	0.122374
2	0.271991	2.0714	0.021389
3	0.311951	2.3757	0.010419
4	0.234546	1.7862	0.039643
5	0.083935	0.6392	0.262594
6	0.163876	1.248	0.108515
7	0.012728	0.0969	0.461556
8	0.120369	0.9167	0.181547
9	0.023614	0.1798	0.428953
10	-0.067774	-0.5161	0.303856
11	0.286251	2.18	0.016664
12	-0.074042	-0.5639	0.287503
13	-0.010284	-0.0783	0.468922
14	0.17209	1.3106	0.09758
15	0.070066	0.5336	0.297825
16	-0.007303	-0.0556	0.477919
17	0.0808	0.6154	0.270363
18	-0.083882	-0.6388	0.262725
19	0.045017	0.3428	0.36648
20	-0.049086	-0.3738	0.354948
21	-0.16101	-1.2262	0.112536
22	-0.054512	-0.4151	0.339782
23	-0.126178	-0.9609	0.170285
24	-0.220097	-1.6762	0.04954
25	-0.089155	-0.679	0.249924
26	-0.189082	-1.44	0.077621
27	-0.211203	-1.6085	0.056581
28	-0.15972	-1.2164	0.114382
29	-0.113887	-0.8673	0.194667
30	-0.104432	-0.7953	0.214833
31	-0.011893	-0.0906	0.464071
32	-0.137173	-1.0447	0.150253
33	-0.005577	-0.0425	0.483135
34	-0.036259	-0.2761	0.391711
35	0.012737	0.097	0.461529
36	-0.026448	-0.2014	0.420536

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.154301 & 1.1751 & 0.122374 \tabularnewline
2 & 0.271991 & 2.0714 & 0.021389 \tabularnewline
3 & 0.311951 & 2.3757 & 0.010419 \tabularnewline
4 & 0.234546 & 1.7862 & 0.039643 \tabularnewline
5 & 0.083935 & 0.6392 & 0.262594 \tabularnewline
6 & 0.163876 & 1.248 & 0.108515 \tabularnewline
7 & 0.012728 & 0.0969 & 0.461556 \tabularnewline
8 & 0.120369 & 0.9167 & 0.181547 \tabularnewline
9 & 0.023614 & 0.1798 & 0.428953 \tabularnewline
10 & -0.067774 & -0.5161 & 0.303856 \tabularnewline
11 & 0.286251 & 2.18 & 0.016664 \tabularnewline
12 & -0.074042 & -0.5639 & 0.287503 \tabularnewline
13 & -0.010284 & -0.0783 & 0.468922 \tabularnewline
14 & 0.17209 & 1.3106 & 0.09758 \tabularnewline
15 & 0.070066 & 0.5336 & 0.297825 \tabularnewline
16 & -0.007303 & -0.0556 & 0.477919 \tabularnewline
17 & 0.0808 & 0.6154 & 0.270363 \tabularnewline
18 & -0.083882 & -0.6388 & 0.262725 \tabularnewline
19 & 0.045017 & 0.3428 & 0.36648 \tabularnewline
20 & -0.049086 & -0.3738 & 0.354948 \tabularnewline
21 & -0.16101 & -1.2262 & 0.112536 \tabularnewline
22 & -0.054512 & -0.4151 & 0.339782 \tabularnewline
23 & -0.126178 & -0.9609 & 0.170285 \tabularnewline
24 & -0.220097 & -1.6762 & 0.04954 \tabularnewline
25 & -0.089155 & -0.679 & 0.249924 \tabularnewline
26 & -0.189082 & -1.44 & 0.077621 \tabularnewline
27 & -0.211203 & -1.6085 & 0.056581 \tabularnewline
28 & -0.15972 & -1.2164 & 0.114382 \tabularnewline
29 & -0.113887 & -0.8673 & 0.194667 \tabularnewline
30 & -0.104432 & -0.7953 & 0.214833 \tabularnewline
31 & -0.011893 & -0.0906 & 0.464071 \tabularnewline
32 & -0.137173 & -1.0447 & 0.150253 \tabularnewline
33 & -0.005577 & -0.0425 & 0.483135 \tabularnewline
34 & -0.036259 & -0.2761 & 0.391711 \tabularnewline
35 & 0.012737 & 0.097 & 0.461529 \tabularnewline
36 & -0.026448 & -0.2014 & 0.420536 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69346&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]0.154301[/C][C]1.1751[/C][C]0.122374[/C][/ROW]
[ROW][C]2[/C][C]0.271991[/C][C]2.0714[/C][C]0.021389[/C][/ROW]
[ROW][C]3[/C][C]0.311951[/C][C]2.3757[/C][C]0.010419[/C][/ROW]
[ROW][C]4[/C][C]0.234546[/C][C]1.7862[/C][C]0.039643[/C][/ROW]
[ROW][C]5[/C][C]0.083935[/C][C]0.6392[/C][C]0.262594[/C][/ROW]
[ROW][C]6[/C][C]0.163876[/C][C]1.248[/C][C]0.108515[/C][/ROW]
[ROW][C]7[/C][C]0.012728[/C][C]0.0969[/C][C]0.461556[/C][/ROW]
[ROW][C]8[/C][C]0.120369[/C][C]0.9167[/C][C]0.181547[/C][/ROW]
[ROW][C]9[/C][C]0.023614[/C][C]0.1798[/C][C]0.428953[/C][/ROW]
[ROW][C]10[/C][C]-0.067774[/C][C]-0.5161[/C][C]0.303856[/C][/ROW]
[ROW][C]11[/C][C]0.286251[/C][C]2.18[/C][C]0.016664[/C][/ROW]
[ROW][C]12[/C][C]-0.074042[/C][C]-0.5639[/C][C]0.287503[/C][/ROW]
[ROW][C]13[/C][C]-0.010284[/C][C]-0.0783[/C][C]0.468922[/C][/ROW]
[ROW][C]14[/C][C]0.17209[/C][C]1.3106[/C][C]0.09758[/C][/ROW]
[ROW][C]15[/C][C]0.070066[/C][C]0.5336[/C][C]0.297825[/C][/ROW]
[ROW][C]16[/C][C]-0.007303[/C][C]-0.0556[/C][C]0.477919[/C][/ROW]
[ROW][C]17[/C][C]0.0808[/C][C]0.6154[/C][C]0.270363[/C][/ROW]
[ROW][C]18[/C][C]-0.083882[/C][C]-0.6388[/C][C]0.262725[/C][/ROW]
[ROW][C]19[/C][C]0.045017[/C][C]0.3428[/C][C]0.36648[/C][/ROW]
[ROW][C]20[/C][C]-0.049086[/C][C]-0.3738[/C][C]0.354948[/C][/ROW]
[ROW][C]21[/C][C]-0.16101[/C][C]-1.2262[/C][C]0.112536[/C][/ROW]
[ROW][C]22[/C][C]-0.054512[/C][C]-0.4151[/C][C]0.339782[/C][/ROW]
[ROW][C]23[/C][C]-0.126178[/C][C]-0.9609[/C][C]0.170285[/C][/ROW]
[ROW][C]24[/C][C]-0.220097[/C][C]-1.6762[/C][C]0.04954[/C][/ROW]
[ROW][C]25[/C][C]-0.089155[/C][C]-0.679[/C][C]0.249924[/C][/ROW]
[ROW][C]26[/C][C]-0.189082[/C][C]-1.44[/C][C]0.077621[/C][/ROW]
[ROW][C]27[/C][C]-0.211203[/C][C]-1.6085[/C][C]0.056581[/C][/ROW]
[ROW][C]28[/C][C]-0.15972[/C][C]-1.2164[/C][C]0.114382[/C][/ROW]
[ROW][C]29[/C][C]-0.113887[/C][C]-0.8673[/C][C]0.194667[/C][/ROW]
[ROW][C]30[/C][C]-0.104432[/C][C]-0.7953[/C][C]0.214833[/C][/ROW]
[ROW][C]31[/C][C]-0.011893[/C][C]-0.0906[/C][C]0.464071[/C][/ROW]
[ROW][C]32[/C][C]-0.137173[/C][C]-1.0447[/C][C]0.150253[/C][/ROW]
[ROW][C]33[/C][C]-0.005577[/C][C]-0.0425[/C][C]0.483135[/C][/ROW]
[ROW][C]34[/C][C]-0.036259[/C][C]-0.2761[/C][C]0.391711[/C][/ROW]
[ROW][C]35[/C][C]0.012737[/C][C]0.097[/C][C]0.461529[/C][/ROW]
[ROW][C]36[/C][C]-0.026448[/C][C]-0.2014[/C][C]0.420536[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69346&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	0.154301	1.1751	0.122374
2	0.271991	2.0714	0.021389
3	0.311951	2.3757	0.010419
4	0.234546	1.7862	0.039643
5	0.083935	0.6392	0.262594
6	0.163876	1.248	0.108515
7	0.012728	0.0969	0.461556
8	0.120369	0.9167	0.181547
9	0.023614	0.1798	0.428953
10	-0.067774	-0.5161	0.303856
11	0.286251	2.18	0.016664
12	-0.074042	-0.5639	0.287503
13	-0.010284	-0.0783	0.468922
14	0.17209	1.3106	0.09758
15	0.070066	0.5336	0.297825
16	-0.007303	-0.0556	0.477919
17	0.0808	0.6154	0.270363
18	-0.083882	-0.6388	0.262725
19	0.045017	0.3428	0.36648
20	-0.049086	-0.3738	0.354948
21	-0.16101	-1.2262	0.112536
22	-0.054512	-0.4151	0.339782
23	-0.126178	-0.9609	0.170285
24	-0.220097	-1.6762	0.04954
25	-0.089155	-0.679	0.249924
26	-0.189082	-1.44	0.077621
27	-0.211203	-1.6085	0.056581
28	-0.15972	-1.2164	0.114382
29	-0.113887	-0.8673	0.194667
30	-0.104432	-0.7953	0.214833
31	-0.011893	-0.0906	0.464071
32	-0.137173	-1.0447	0.150253
33	-0.005577	-0.0425	0.483135
34	-0.036259	-0.2761	0.391711
35	0.012737	0.097	0.461529
36	-0.026448	-0.2014	0.420536

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.154301	1.1751	0.122374
2	0.254235	1.9362	0.028861
3	0.264402	2.0136	0.024348
4	0.138881	1.0577	0.147292
5	-0.084446	-0.6431	0.261339
6	0.001408	0.0107	0.49574
7	-0.113636	-0.8654	0.195186
8	0.070334	0.5356	0.297126
9	-0.001933	-0.0147	0.494153
10	-0.119155	-0.9075	0.183959
11	0.335527	2.5553	0.006627
12	-0.136727	-1.0413	0.151034
13	-0.063192	-0.4813	0.316073
14	0.126022	0.9598	0.170581
15	0.003027	0.0231	0.490845
16	0.01629	0.1241	0.450849
17	-0.076254	-0.5807	0.281834
18	-0.125666	-0.957	0.171258
19	0.020963	0.1596	0.436857
20	-0.046045	-0.3507	0.363553
21	-0.069594	-0.53	0.299063
22	-0.140118	-1.0671	0.145173
23	0.002735	0.0208	0.491728
24	-0.051392	-0.3914	0.348472
25	-0.093864	-0.7148	0.238785
26	-0.058501	-0.4455	0.328799
27	-0.075284	-0.5733	0.284313
28	-0.077298	-0.5887	0.279179
29	0.120591	0.9184	0.181107
30	-0.015744	-0.1199	0.452487
31	0.114742	0.8738	0.192903
32	-0.009565	-0.0728	0.471089
33	-0.008222	-0.0626	0.475143
34	-0.024142	-0.1839	0.427382
35	0.124282	0.9465	0.17391
36	0.013612	0.1037	0.458897

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.154301 & 1.1751 & 0.122374 \tabularnewline
2 & 0.254235 & 1.9362 & 0.028861 \tabularnewline
3 & 0.264402 & 2.0136 & 0.024348 \tabularnewline
4 & 0.138881 & 1.0577 & 0.147292 \tabularnewline
5 & -0.084446 & -0.6431 & 0.261339 \tabularnewline
6 & 0.001408 & 0.0107 & 0.49574 \tabularnewline
7 & -0.113636 & -0.8654 & 0.195186 \tabularnewline
8 & 0.070334 & 0.5356 & 0.297126 \tabularnewline
9 & -0.001933 & -0.0147 & 0.494153 \tabularnewline
10 & -0.119155 & -0.9075 & 0.183959 \tabularnewline
11 & 0.335527 & 2.5553 & 0.006627 \tabularnewline
12 & -0.136727 & -1.0413 & 0.151034 \tabularnewline
13 & -0.063192 & -0.4813 & 0.316073 \tabularnewline
14 & 0.126022 & 0.9598 & 0.170581 \tabularnewline
15 & 0.003027 & 0.0231 & 0.490845 \tabularnewline
16 & 0.01629 & 0.1241 & 0.450849 \tabularnewline
17 & -0.076254 & -0.5807 & 0.281834 \tabularnewline
18 & -0.125666 & -0.957 & 0.171258 \tabularnewline
19 & 0.020963 & 0.1596 & 0.436857 \tabularnewline
20 & -0.046045 & -0.3507 & 0.363553 \tabularnewline
21 & -0.069594 & -0.53 & 0.299063 \tabularnewline
22 & -0.140118 & -1.0671 & 0.145173 \tabularnewline
23 & 0.002735 & 0.0208 & 0.491728 \tabularnewline
24 & -0.051392 & -0.3914 & 0.348472 \tabularnewline
25 & -0.093864 & -0.7148 & 0.238785 \tabularnewline
26 & -0.058501 & -0.4455 & 0.328799 \tabularnewline
27 & -0.075284 & -0.5733 & 0.284313 \tabularnewline
28 & -0.077298 & -0.5887 & 0.279179 \tabularnewline
29 & 0.120591 & 0.9184 & 0.181107 \tabularnewline
30 & -0.015744 & -0.1199 & 0.452487 \tabularnewline
31 & 0.114742 & 0.8738 & 0.192903 \tabularnewline
32 & -0.009565 & -0.0728 & 0.471089 \tabularnewline
33 & -0.008222 & -0.0626 & 0.475143 \tabularnewline
34 & -0.024142 & -0.1839 & 0.427382 \tabularnewline
35 & 0.124282 & 0.9465 & 0.17391 \tabularnewline
36 & 0.013612 & 0.1037 & 0.458897 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69346&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]0.154301[/C][C]1.1751[/C][C]0.122374[/C][/ROW]
[ROW][C]2[/C][C]0.254235[/C][C]1.9362[/C][C]0.028861[/C][/ROW]
[ROW][C]3[/C][C]0.264402[/C][C]2.0136[/C][C]0.024348[/C][/ROW]
[ROW][C]4[/C][C]0.138881[/C][C]1.0577[/C][C]0.147292[/C][/ROW]
[ROW][C]5[/C][C]-0.084446[/C][C]-0.6431[/C][C]0.261339[/C][/ROW]
[ROW][C]6[/C][C]0.001408[/C][C]0.0107[/C][C]0.49574[/C][/ROW]
[ROW][C]7[/C][C]-0.113636[/C][C]-0.8654[/C][C]0.195186[/C][/ROW]
[ROW][C]8[/C][C]0.070334[/C][C]0.5356[/C][C]0.297126[/C][/ROW]
[ROW][C]9[/C][C]-0.001933[/C][C]-0.0147[/C][C]0.494153[/C][/ROW]
[ROW][C]10[/C][C]-0.119155[/C][C]-0.9075[/C][C]0.183959[/C][/ROW]
[ROW][C]11[/C][C]0.335527[/C][C]2.5553[/C][C]0.006627[/C][/ROW]
[ROW][C]12[/C][C]-0.136727[/C][C]-1.0413[/C][C]0.151034[/C][/ROW]
[ROW][C]13[/C][C]-0.063192[/C][C]-0.4813[/C][C]0.316073[/C][/ROW]
[ROW][C]14[/C][C]0.126022[/C][C]0.9598[/C][C]0.170581[/C][/ROW]
[ROW][C]15[/C][C]0.003027[/C][C]0.0231[/C][C]0.490845[/C][/ROW]
[ROW][C]16[/C][C]0.01629[/C][C]0.1241[/C][C]0.450849[/C][/ROW]
[ROW][C]17[/C][C]-0.076254[/C][C]-0.5807[/C][C]0.281834[/C][/ROW]
[ROW][C]18[/C][C]-0.125666[/C][C]-0.957[/C][C]0.171258[/C][/ROW]
[ROW][C]19[/C][C]0.020963[/C][C]0.1596[/C][C]0.436857[/C][/ROW]
[ROW][C]20[/C][C]-0.046045[/C][C]-0.3507[/C][C]0.363553[/C][/ROW]
[ROW][C]21[/C][C]-0.069594[/C][C]-0.53[/C][C]0.299063[/C][/ROW]
[ROW][C]22[/C][C]-0.140118[/C][C]-1.0671[/C][C]0.145173[/C][/ROW]
[ROW][C]23[/C][C]0.002735[/C][C]0.0208[/C][C]0.491728[/C][/ROW]
[ROW][C]24[/C][C]-0.051392[/C][C]-0.3914[/C][C]0.348472[/C][/ROW]
[ROW][C]25[/C][C]-0.093864[/C][C]-0.7148[/C][C]0.238785[/C][/ROW]
[ROW][C]26[/C][C]-0.058501[/C][C]-0.4455[/C][C]0.328799[/C][/ROW]
[ROW][C]27[/C][C]-0.075284[/C][C]-0.5733[/C][C]0.284313[/C][/ROW]
[ROW][C]28[/C][C]-0.077298[/C][C]-0.5887[/C][C]0.279179[/C][/ROW]
[ROW][C]29[/C][C]0.120591[/C][C]0.9184[/C][C]0.181107[/C][/ROW]
[ROW][C]30[/C][C]-0.015744[/C][C]-0.1199[/C][C]0.452487[/C][/ROW]
[ROW][C]31[/C][C]0.114742[/C][C]0.8738[/C][C]0.192903[/C][/ROW]
[ROW][C]32[/C][C]-0.009565[/C][C]-0.0728[/C][C]0.471089[/C][/ROW]
[ROW][C]33[/C][C]-0.008222[/C][C]-0.0626[/C][C]0.475143[/C][/ROW]
[ROW][C]34[/C][C]-0.024142[/C][C]-0.1839[/C][C]0.427382[/C][/ROW]
[ROW][C]35[/C][C]0.124282[/C][C]0.9465[/C][C]0.17391[/C][/ROW]
[ROW][C]36[/C][C]0.013612[/C][C]0.1037[/C][C]0.458897[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69346&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69346&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	0.154301	1.1751	0.122374
2	0.254235	1.9362	0.028861
3	0.264402	2.0136	0.024348
4	0.138881	1.0577	0.147292
5	-0.084446	-0.6431	0.261339
6	0.001408	0.0107	0.49574
7	-0.113636	-0.8654	0.195186
8	0.070334	0.5356	0.297126
9	-0.001933	-0.0147	0.494153
10	-0.119155	-0.9075	0.183959
11	0.335527	2.5553	0.006627
12	-0.136727	-1.0413	0.151034
13	-0.063192	-0.4813	0.316073
14	0.126022	0.9598	0.170581
15	0.003027	0.0231	0.490845
16	0.01629	0.1241	0.450849
17	-0.076254	-0.5807	0.281834
18	-0.125666	-0.957	0.171258
19	0.020963	0.1596	0.436857
20	-0.046045	-0.3507	0.363553
21	-0.069594	-0.53	0.299063
22	-0.140118	-1.0671	0.145173
23	0.002735	0.0208	0.491728
24	-0.051392	-0.3914	0.348472
25	-0.093864	-0.7148	0.238785
26	-0.058501	-0.4455	0.328799
27	-0.075284	-0.5733	0.284313
28	-0.077298	-0.5887	0.279179
29	0.120591	0.9184	0.181107
30	-0.015744	-0.1199	0.452487
31	0.114742	0.8738	0.192903
32	-0.009565	-0.0728	0.471089
33	-0.008222	-0.0626	0.475143
34	-0.024142	-0.1839	0.427382
35	0.124282	0.9465	0.17391
36	0.013612	0.1037	0.458897

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 ;

Parameters (R input):

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

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 (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='lags',ylab='ACF')
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