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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 07:21:24 -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/t1261146154lvfzvjfpoezqemn.htm/, Retrieved Sat, 27 Apr 2024 09:18:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69364, Retrieved Sat, 27 Apr 2024 09:18:23 +0000

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Estimated Impact

105

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 12:16:10] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [] [2009-12-18 13:44:34] [ea26ab7ea3bba830cfeb08d06278d52c]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-18 14:21:24] [21edaefb91319406e70b6c03c71b58b3] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69364&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]2 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=69364&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69364&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.144622	1.3096	0.096993
2	0.203043	1.8386	0.034795
3	0.216272	1.9584	0.02679
4	0.136418	1.2353	0.11012
5	0.087305	0.7906	0.215735
6	0.155873	1.4115	0.080942
7	0.01341	0.1214	0.451823
8	0.160619	1.4545	0.074817
9	0.093966	0.8509	0.198653
10	-0.078847	-0.714	0.23863
11	0.196224	1.7769	0.039648
12	-0.156477	-1.417	0.080141
13	-0.006593	-0.0597	0.476267
14	0.206929	1.8738	0.032259
15	0.090987	0.8239	0.206188
16	0.010964	0.0993	0.460577
17	0.044976	0.4073	0.342434
18	-0.021643	-0.196	0.422552
19	0.050616	0.4583	0.323958
20	-0.028219	-0.2555	0.399474
21	-0.10749	-0.9734	0.166617
22	-0.020431	-0.185	0.426839
23	-0.038772	-0.3511	0.363209
24	-0.207894	-1.8826	0.031653
25	-0.103406	-0.9364	0.175913
26	-0.184634	-1.6719	0.049175
27	-0.112947	-1.0228	0.15471
28	-0.122349	-1.1079	0.135569
29	-0.011026	-0.0998	0.460357
30	-0.132126	-1.1965	0.117484
31	-0.055753	-0.5049	0.307503
32	-0.057135	-0.5174	0.303142
33	-0.036169	-0.3275	0.372055
34	-0.01331	-0.1205	0.45218
35	0.020145	0.1824	0.427853
36	0.001065	0.0096	0.496165

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144622 & 1.3096 & 0.096993 \tabularnewline
2 & 0.203043 & 1.8386 & 0.034795 \tabularnewline
3 & 0.216272 & 1.9584 & 0.02679 \tabularnewline
4 & 0.136418 & 1.2353 & 0.11012 \tabularnewline
5 & 0.087305 & 0.7906 & 0.215735 \tabularnewline
6 & 0.155873 & 1.4115 & 0.080942 \tabularnewline
7 & 0.01341 & 0.1214 & 0.451823 \tabularnewline
8 & 0.160619 & 1.4545 & 0.074817 \tabularnewline
9 & 0.093966 & 0.8509 & 0.198653 \tabularnewline
10 & -0.078847 & -0.714 & 0.23863 \tabularnewline
11 & 0.196224 & 1.7769 & 0.039648 \tabularnewline
12 & -0.156477 & -1.417 & 0.080141 \tabularnewline
13 & -0.006593 & -0.0597 & 0.476267 \tabularnewline
14 & 0.206929 & 1.8738 & 0.032259 \tabularnewline
15 & 0.090987 & 0.8239 & 0.206188 \tabularnewline
16 & 0.010964 & 0.0993 & 0.460577 \tabularnewline
17 & 0.044976 & 0.4073 & 0.342434 \tabularnewline
18 & -0.021643 & -0.196 & 0.422552 \tabularnewline
19 & 0.050616 & 0.4583 & 0.323958 \tabularnewline
20 & -0.028219 & -0.2555 & 0.399474 \tabularnewline
21 & -0.10749 & -0.9734 & 0.166617 \tabularnewline
22 & -0.020431 & -0.185 & 0.426839 \tabularnewline
23 & -0.038772 & -0.3511 & 0.363209 \tabularnewline
24 & -0.207894 & -1.8826 & 0.031653 \tabularnewline
25 & -0.103406 & -0.9364 & 0.175913 \tabularnewline
26 & -0.184634 & -1.6719 & 0.049175 \tabularnewline
27 & -0.112947 & -1.0228 & 0.15471 \tabularnewline
28 & -0.122349 & -1.1079 & 0.135569 \tabularnewline
29 & -0.011026 & -0.0998 & 0.460357 \tabularnewline
30 & -0.132126 & -1.1965 & 0.117484 \tabularnewline
31 & -0.055753 & -0.5049 & 0.307503 \tabularnewline
32 & -0.057135 & -0.5174 & 0.303142 \tabularnewline
33 & -0.036169 & -0.3275 & 0.372055 \tabularnewline
34 & -0.01331 & -0.1205 & 0.45218 \tabularnewline
35 & 0.020145 & 0.1824 & 0.427853 \tabularnewline
36 & 0.001065 & 0.0096 & 0.496165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69364&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]0.144622[/C][C]1.3096[/C][C]0.096993[/C][/ROW]
[ROW][C]2[/C][C]0.203043[/C][C]1.8386[/C][C]0.034795[/C][/ROW]
[ROW][C]3[/C][C]0.216272[/C][C]1.9584[/C][C]0.02679[/C][/ROW]
[ROW][C]4[/C][C]0.136418[/C][C]1.2353[/C][C]0.11012[/C][/ROW]
[ROW][C]5[/C][C]0.087305[/C][C]0.7906[/C][C]0.215735[/C][/ROW]
[ROW][C]6[/C][C]0.155873[/C][C]1.4115[/C][C]0.080942[/C][/ROW]
[ROW][C]7[/C][C]0.01341[/C][C]0.1214[/C][C]0.451823[/C][/ROW]
[ROW][C]8[/C][C]0.160619[/C][C]1.4545[/C][C]0.074817[/C][/ROW]
[ROW][C]9[/C][C]0.093966[/C][C]0.8509[/C][C]0.198653[/C][/ROW]
[ROW][C]10[/C][C]-0.078847[/C][C]-0.714[/C][C]0.23863[/C][/ROW]
[ROW][C]11[/C][C]0.196224[/C][C]1.7769[/C][C]0.039648[/C][/ROW]
[ROW][C]12[/C][C]-0.156477[/C][C]-1.417[/C][C]0.080141[/C][/ROW]
[ROW][C]13[/C][C]-0.006593[/C][C]-0.0597[/C][C]0.476267[/C][/ROW]
[ROW][C]14[/C][C]0.206929[/C][C]1.8738[/C][C]0.032259[/C][/ROW]
[ROW][C]15[/C][C]0.090987[/C][C]0.8239[/C][C]0.206188[/C][/ROW]
[ROW][C]16[/C][C]0.010964[/C][C]0.0993[/C][C]0.460577[/C][/ROW]
[ROW][C]17[/C][C]0.044976[/C][C]0.4073[/C][C]0.342434[/C][/ROW]
[ROW][C]18[/C][C]-0.021643[/C][C]-0.196[/C][C]0.422552[/C][/ROW]
[ROW][C]19[/C][C]0.050616[/C][C]0.4583[/C][C]0.323958[/C][/ROW]
[ROW][C]20[/C][C]-0.028219[/C][C]-0.2555[/C][C]0.399474[/C][/ROW]
[ROW][C]21[/C][C]-0.10749[/C][C]-0.9734[/C][C]0.166617[/C][/ROW]
[ROW][C]22[/C][C]-0.020431[/C][C]-0.185[/C][C]0.426839[/C][/ROW]
[ROW][C]23[/C][C]-0.038772[/C][C]-0.3511[/C][C]0.363209[/C][/ROW]
[ROW][C]24[/C][C]-0.207894[/C][C]-1.8826[/C][C]0.031653[/C][/ROW]
[ROW][C]25[/C][C]-0.103406[/C][C]-0.9364[/C][C]0.175913[/C][/ROW]
[ROW][C]26[/C][C]-0.184634[/C][C]-1.6719[/C][C]0.049175[/C][/ROW]
[ROW][C]27[/C][C]-0.112947[/C][C]-1.0228[/C][C]0.15471[/C][/ROW]
[ROW][C]28[/C][C]-0.122349[/C][C]-1.1079[/C][C]0.135569[/C][/ROW]
[ROW][C]29[/C][C]-0.011026[/C][C]-0.0998[/C][C]0.460357[/C][/ROW]
[ROW][C]30[/C][C]-0.132126[/C][C]-1.1965[/C][C]0.117484[/C][/ROW]
[ROW][C]31[/C][C]-0.055753[/C][C]-0.5049[/C][C]0.307503[/C][/ROW]
[ROW][C]32[/C][C]-0.057135[/C][C]-0.5174[/C][C]0.303142[/C][/ROW]
[ROW][C]33[/C][C]-0.036169[/C][C]-0.3275[/C][C]0.372055[/C][/ROW]
[ROW][C]34[/C][C]-0.01331[/C][C]-0.1205[/C][C]0.45218[/C][/ROW]
[ROW][C]35[/C][C]0.020145[/C][C]0.1824[/C][C]0.427853[/C][/ROW]
[ROW][C]36[/C][C]0.001065[/C][C]0.0096[/C][C]0.496165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69364&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69364&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	0.144622	1.3096	0.096993
2	0.203043	1.8386	0.034795
3	0.216272	1.9584	0.02679
4	0.136418	1.2353	0.11012
5	0.087305	0.7906	0.215735
6	0.155873	1.4115	0.080942
7	0.01341	0.1214	0.451823
8	0.160619	1.4545	0.074817
9	0.093966	0.8509	0.198653
10	-0.078847	-0.714	0.23863
11	0.196224	1.7769	0.039648
12	-0.156477	-1.417	0.080141
13	-0.006593	-0.0597	0.476267
14	0.206929	1.8738	0.032259
15	0.090987	0.8239	0.206188
16	0.010964	0.0993	0.460577
17	0.044976	0.4073	0.342434
18	-0.021643	-0.196	0.422552
19	0.050616	0.4583	0.323958
20	-0.028219	-0.2555	0.399474
21	-0.10749	-0.9734	0.166617
22	-0.020431	-0.185	0.426839
23	-0.038772	-0.3511	0.363209
24	-0.207894	-1.8826	0.031653
25	-0.103406	-0.9364	0.175913
26	-0.184634	-1.6719	0.049175
27	-0.112947	-1.0228	0.15471
28	-0.122349	-1.1079	0.135569
29	-0.011026	-0.0998	0.460357
30	-0.132126	-1.1965	0.117484
31	-0.055753	-0.5049	0.307503
32	-0.057135	-0.5174	0.303142
33	-0.036169	-0.3275	0.372055
34	-0.01331	-0.1205	0.45218
35	0.020145	0.1824	0.427853
36	0.001065	0.0096	0.496165

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.144622	1.3096	0.096993
2	0.186018	1.6845	0.047948
3	0.17506	1.5852	0.058381
4	0.064501	0.5841	0.280384
5	5e-06	0	0.499981
6	0.086084	0.7795	0.218957
7	-0.060174	-0.5449	0.293651
8	0.115322	1.0443	0.14971
9	0.036714	0.3325	0.370195
10	-0.156726	-1.4192	0.079813
11	0.1744	1.5793	0.059063
12	-0.24591	-2.2268	0.014351
13	0.025695	0.2327	0.408295
14	0.246414	2.2314	0.014193
15	0.067556	0.6117	0.271199
16	-0.021676	-0.1963	0.422436
17	-0.126467	-1.1452	0.127727
18	-0.000222	-0.002	0.4992
19	0.011118	0.1007	0.460025
20	-0.064479	-0.5839	0.280451
21	-0.02054	-0.186	0.426453
22	-0.162879	-1.4749	0.072029
23	0.05447	0.4932	0.311578
24	-0.207685	-1.8807	0.031783
25	-0.108864	-0.9858	0.163565
26	0.007521	0.0681	0.472934
27	0.043239	0.3915	0.348205
28	-0.037806	-0.3423	0.366484
29	0.045243	0.4097	0.341549
30	-0.085148	-0.771	0.221447
31	0.033869	0.3067	0.379926
32	0.056419	0.5109	0.305399
33	0.014839	0.1344	0.44672
34	-0.005161	-0.0467	0.481419
35	0.160328	1.4518	0.075181
36	-0.026943	-0.244	0.403928

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144622 & 1.3096 & 0.096993 \tabularnewline
2 & 0.186018 & 1.6845 & 0.047948 \tabularnewline
3 & 0.17506 & 1.5852 & 0.058381 \tabularnewline
4 & 0.064501 & 0.5841 & 0.280384 \tabularnewline
5 & 5e-06 & 0 & 0.499981 \tabularnewline
6 & 0.086084 & 0.7795 & 0.218957 \tabularnewline
7 & -0.060174 & -0.5449 & 0.293651 \tabularnewline
8 & 0.115322 & 1.0443 & 0.14971 \tabularnewline
9 & 0.036714 & 0.3325 & 0.370195 \tabularnewline
10 & -0.156726 & -1.4192 & 0.079813 \tabularnewline
11 & 0.1744 & 1.5793 & 0.059063 \tabularnewline
12 & -0.24591 & -2.2268 & 0.014351 \tabularnewline
13 & 0.025695 & 0.2327 & 0.408295 \tabularnewline
14 & 0.246414 & 2.2314 & 0.014193 \tabularnewline
15 & 0.067556 & 0.6117 & 0.271199 \tabularnewline
16 & -0.021676 & -0.1963 & 0.422436 \tabularnewline
17 & -0.126467 & -1.1452 & 0.127727 \tabularnewline
18 & -0.000222 & -0.002 & 0.4992 \tabularnewline
19 & 0.011118 & 0.1007 & 0.460025 \tabularnewline
20 & -0.064479 & -0.5839 & 0.280451 \tabularnewline
21 & -0.02054 & -0.186 & 0.426453 \tabularnewline
22 & -0.162879 & -1.4749 & 0.072029 \tabularnewline
23 & 0.05447 & 0.4932 & 0.311578 \tabularnewline
24 & -0.207685 & -1.8807 & 0.031783 \tabularnewline
25 & -0.108864 & -0.9858 & 0.163565 \tabularnewline
26 & 0.007521 & 0.0681 & 0.472934 \tabularnewline
27 & 0.043239 & 0.3915 & 0.348205 \tabularnewline
28 & -0.037806 & -0.3423 & 0.366484 \tabularnewline
29 & 0.045243 & 0.4097 & 0.341549 \tabularnewline
30 & -0.085148 & -0.771 & 0.221447 \tabularnewline
31 & 0.033869 & 0.3067 & 0.379926 \tabularnewline
32 & 0.056419 & 0.5109 & 0.305399 \tabularnewline
33 & 0.014839 & 0.1344 & 0.44672 \tabularnewline
34 & -0.005161 & -0.0467 & 0.481419 \tabularnewline
35 & 0.160328 & 1.4518 & 0.075181 \tabularnewline
36 & -0.026943 & -0.244 & 0.403928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69364&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]0.144622[/C][C]1.3096[/C][C]0.096993[/C][/ROW]
[ROW][C]2[/C][C]0.186018[/C][C]1.6845[/C][C]0.047948[/C][/ROW]
[ROW][C]3[/C][C]0.17506[/C][C]1.5852[/C][C]0.058381[/C][/ROW]
[ROW][C]4[/C][C]0.064501[/C][C]0.5841[/C][C]0.280384[/C][/ROW]
[ROW][C]5[/C][C]5e-06[/C][C]0[/C][C]0.499981[/C][/ROW]
[ROW][C]6[/C][C]0.086084[/C][C]0.7795[/C][C]0.218957[/C][/ROW]
[ROW][C]7[/C][C]-0.060174[/C][C]-0.5449[/C][C]0.293651[/C][/ROW]
[ROW][C]8[/C][C]0.115322[/C][C]1.0443[/C][C]0.14971[/C][/ROW]
[ROW][C]9[/C][C]0.036714[/C][C]0.3325[/C][C]0.370195[/C][/ROW]
[ROW][C]10[/C][C]-0.156726[/C][C]-1.4192[/C][C]0.079813[/C][/ROW]
[ROW][C]11[/C][C]0.1744[/C][C]1.5793[/C][C]0.059063[/C][/ROW]
[ROW][C]12[/C][C]-0.24591[/C][C]-2.2268[/C][C]0.014351[/C][/ROW]
[ROW][C]13[/C][C]0.025695[/C][C]0.2327[/C][C]0.408295[/C][/ROW]
[ROW][C]14[/C][C]0.246414[/C][C]2.2314[/C][C]0.014193[/C][/ROW]
[ROW][C]15[/C][C]0.067556[/C][C]0.6117[/C][C]0.271199[/C][/ROW]
[ROW][C]16[/C][C]-0.021676[/C][C]-0.1963[/C][C]0.422436[/C][/ROW]
[ROW][C]17[/C][C]-0.126467[/C][C]-1.1452[/C][C]0.127727[/C][/ROW]
[ROW][C]18[/C][C]-0.000222[/C][C]-0.002[/C][C]0.4992[/C][/ROW]
[ROW][C]19[/C][C]0.011118[/C][C]0.1007[/C][C]0.460025[/C][/ROW]
[ROW][C]20[/C][C]-0.064479[/C][C]-0.5839[/C][C]0.280451[/C][/ROW]
[ROW][C]21[/C][C]-0.02054[/C][C]-0.186[/C][C]0.426453[/C][/ROW]
[ROW][C]22[/C][C]-0.162879[/C][C]-1.4749[/C][C]0.072029[/C][/ROW]
[ROW][C]23[/C][C]0.05447[/C][C]0.4932[/C][C]0.311578[/C][/ROW]
[ROW][C]24[/C][C]-0.207685[/C][C]-1.8807[/C][C]0.031783[/C][/ROW]
[ROW][C]25[/C][C]-0.108864[/C][C]-0.9858[/C][C]0.163565[/C][/ROW]
[ROW][C]26[/C][C]0.007521[/C][C]0.0681[/C][C]0.472934[/C][/ROW]
[ROW][C]27[/C][C]0.043239[/C][C]0.3915[/C][C]0.348205[/C][/ROW]
[ROW][C]28[/C][C]-0.037806[/C][C]-0.3423[/C][C]0.366484[/C][/ROW]
[ROW][C]29[/C][C]0.045243[/C][C]0.4097[/C][C]0.341549[/C][/ROW]
[ROW][C]30[/C][C]-0.085148[/C][C]-0.771[/C][C]0.221447[/C][/ROW]
[ROW][C]31[/C][C]0.033869[/C][C]0.3067[/C][C]0.379926[/C][/ROW]
[ROW][C]32[/C][C]0.056419[/C][C]0.5109[/C][C]0.305399[/C][/ROW]
[ROW][C]33[/C][C]0.014839[/C][C]0.1344[/C][C]0.44672[/C][/ROW]
[ROW][C]34[/C][C]-0.005161[/C][C]-0.0467[/C][C]0.481419[/C][/ROW]
[ROW][C]35[/C][C]0.160328[/C][C]1.4518[/C][C]0.075181[/C][/ROW]
[ROW][C]36[/C][C]-0.026943[/C][C]-0.244[/C][C]0.403928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69364&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69364&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	0.144622	1.3096	0.096993
2	0.186018	1.6845	0.047948
3	0.17506	1.5852	0.058381
4	0.064501	0.5841	0.280384
5	5e-06	0	0.499981
6	0.086084	0.7795	0.218957
7	-0.060174	-0.5449	0.293651
8	0.115322	1.0443	0.14971
9	0.036714	0.3325	0.370195
10	-0.156726	-1.4192	0.079813
11	0.1744	1.5793	0.059063
12	-0.24591	-2.2268	0.014351
13	0.025695	0.2327	0.408295
14	0.246414	2.2314	0.014193
15	0.067556	0.6117	0.271199
16	-0.021676	-0.1963	0.422436
17	-0.126467	-1.1452	0.127727
18	-0.000222	-0.002	0.4992
19	0.011118	0.1007	0.460025
20	-0.064479	-0.5839	0.280451
21	-0.02054	-0.186	0.426453
22	-0.162879	-1.4749	0.072029
23	0.05447	0.4932	0.311578
24	-0.207685	-1.8807	0.031783
25	-0.108864	-0.9858	0.163565
26	0.007521	0.0681	0.472934
27	0.043239	0.3915	0.348205
28	-0.037806	-0.3423	0.366484
29	0.045243	0.4097	0.341549
30	-0.085148	-0.771	0.221447
31	0.033869	0.3067	0.379926
32	0.056419	0.5109	0.305399
33	0.014839	0.1344	0.44672
34	-0.005161	-0.0467	0.481419
35	0.160328	1.4518	0.075181
36	-0.026943	-0.244	0.403928

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