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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 05:25:49 -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/19/t1261225617kaq7ops0q4w2erp.htm/, Retrieved Sat, 04 May 2024 04:23:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69548, Retrieved Sat, 04 May 2024 04:23:04 +0000

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Estimated Impact

121

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [WS9: ACF] [2009-12-04 17:46:09] [5c968c05ca472afa314d272082b56b09]
-   PD      [(Partial) Autocorrelation Function] [d=1 D=0 en lambda...] [2009-12-19 12:16:42] [4d62210f0915d3a20cbf115865da7cd4]
-   P           [(Partial) Autocorrelation Function] [d=0, D=1 en lambd...] [2009-12-19 12:25:49] [91df150cd527c563f0151b3a845ecd72] [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=69548&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=69548&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69548&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	0.892705	6.1848	0
2	0.785396	5.4414	1e-06
3	0.68975	4.7787	9e-06
4	0.623297	4.3183	3.9e-05
5	0.579141	4.0124	0.000105
6	0.534495	3.7031	0.000275
7	0.491115	3.4025	0.000678
8	0.444144	3.0771	0.001724
9	0.382245	2.6483	0.005458
10	0.321992	2.2308	0.0152
11	0.280839	1.9457	0.028779
12	0.226623	1.5701	0.061482
13	0.18532	1.2839	0.102664
14	0.140804	0.9755	0.167098
15	0.092953	0.644	0.261321
16	0.039275	0.2721	0.393354
17	-0.01618	-0.1121	0.455606
18	-0.057452	-0.398	0.346184
19	-0.073027	-0.5059	0.307606
20	-0.083191	-0.5764	0.283531
21	-0.108743	-0.7534	0.227446
22	-0.148312	-1.0275	0.154659
23	-0.213156	-1.4768	0.073132
24	-0.26673	-1.848	0.035387
25	-0.28217	-1.9549	0.028214
26	-0.275241	-1.9069	0.031262
27	-0.276612	-1.9164	0.030638
28	-0.282488	-1.9571	0.02808
29	-0.303418	-2.1021	0.020406
30	-0.331933	-2.2997	0.012929
31	-0.336414	-2.3307	0.012008
32	-0.329458	-2.2826	0.013464
33	-0.326075	-2.2591	0.014228
34	-0.324195	-2.2461	0.014669
35	-0.315515	-2.186	0.016864
36	-0.316203	-2.1907	0.01668

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.892705 & 6.1848 & 0 \tabularnewline
2 & 0.785396 & 5.4414 & 1e-06 \tabularnewline
3 & 0.68975 & 4.7787 & 9e-06 \tabularnewline
4 & 0.623297 & 4.3183 & 3.9e-05 \tabularnewline
5 & 0.579141 & 4.0124 & 0.000105 \tabularnewline
6 & 0.534495 & 3.7031 & 0.000275 \tabularnewline
7 & 0.491115 & 3.4025 & 0.000678 \tabularnewline
8 & 0.444144 & 3.0771 & 0.001724 \tabularnewline
9 & 0.382245 & 2.6483 & 0.005458 \tabularnewline
10 & 0.321992 & 2.2308 & 0.0152 \tabularnewline
11 & 0.280839 & 1.9457 & 0.028779 \tabularnewline
12 & 0.226623 & 1.5701 & 0.061482 \tabularnewline
13 & 0.18532 & 1.2839 & 0.102664 \tabularnewline
14 & 0.140804 & 0.9755 & 0.167098 \tabularnewline
15 & 0.092953 & 0.644 & 0.261321 \tabularnewline
16 & 0.039275 & 0.2721 & 0.393354 \tabularnewline
17 & -0.01618 & -0.1121 & 0.455606 \tabularnewline
18 & -0.057452 & -0.398 & 0.346184 \tabularnewline
19 & -0.073027 & -0.5059 & 0.307606 \tabularnewline
20 & -0.083191 & -0.5764 & 0.283531 \tabularnewline
21 & -0.108743 & -0.7534 & 0.227446 \tabularnewline
22 & -0.148312 & -1.0275 & 0.154659 \tabularnewline
23 & -0.213156 & -1.4768 & 0.073132 \tabularnewline
24 & -0.26673 & -1.848 & 0.035387 \tabularnewline
25 & -0.28217 & -1.9549 & 0.028214 \tabularnewline
26 & -0.275241 & -1.9069 & 0.031262 \tabularnewline
27 & -0.276612 & -1.9164 & 0.030638 \tabularnewline
28 & -0.282488 & -1.9571 & 0.02808 \tabularnewline
29 & -0.303418 & -2.1021 & 0.020406 \tabularnewline
30 & -0.331933 & -2.2997 & 0.012929 \tabularnewline
31 & -0.336414 & -2.3307 & 0.012008 \tabularnewline
32 & -0.329458 & -2.2826 & 0.013464 \tabularnewline
33 & -0.326075 & -2.2591 & 0.014228 \tabularnewline
34 & -0.324195 & -2.2461 & 0.014669 \tabularnewline
35 & -0.315515 & -2.186 & 0.016864 \tabularnewline
36 & -0.316203 & -2.1907 & 0.01668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69548&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]0.892705[/C][C]6.1848[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.785396[/C][C]5.4414[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.68975[/C][C]4.7787[/C][C]9e-06[/C][/ROW]
[ROW][C]4[/C][C]0.623297[/C][C]4.3183[/C][C]3.9e-05[/C][/ROW]
[ROW][C]5[/C][C]0.579141[/C][C]4.0124[/C][C]0.000105[/C][/ROW]
[ROW][C]6[/C][C]0.534495[/C][C]3.7031[/C][C]0.000275[/C][/ROW]
[ROW][C]7[/C][C]0.491115[/C][C]3.4025[/C][C]0.000678[/C][/ROW]
[ROW][C]8[/C][C]0.444144[/C][C]3.0771[/C][C]0.001724[/C][/ROW]
[ROW][C]9[/C][C]0.382245[/C][C]2.6483[/C][C]0.005458[/C][/ROW]
[ROW][C]10[/C][C]0.321992[/C][C]2.2308[/C][C]0.0152[/C][/ROW]
[ROW][C]11[/C][C]0.280839[/C][C]1.9457[/C][C]0.028779[/C][/ROW]
[ROW][C]12[/C][C]0.226623[/C][C]1.5701[/C][C]0.061482[/C][/ROW]
[ROW][C]13[/C][C]0.18532[/C][C]1.2839[/C][C]0.102664[/C][/ROW]
[ROW][C]14[/C][C]0.140804[/C][C]0.9755[/C][C]0.167098[/C][/ROW]
[ROW][C]15[/C][C]0.092953[/C][C]0.644[/C][C]0.261321[/C][/ROW]
[ROW][C]16[/C][C]0.039275[/C][C]0.2721[/C][C]0.393354[/C][/ROW]
[ROW][C]17[/C][C]-0.01618[/C][C]-0.1121[/C][C]0.455606[/C][/ROW]
[ROW][C]18[/C][C]-0.057452[/C][C]-0.398[/C][C]0.346184[/C][/ROW]
[ROW][C]19[/C][C]-0.073027[/C][C]-0.5059[/C][C]0.307606[/C][/ROW]
[ROW][C]20[/C][C]-0.083191[/C][C]-0.5764[/C][C]0.283531[/C][/ROW]
[ROW][C]21[/C][C]-0.108743[/C][C]-0.7534[/C][C]0.227446[/C][/ROW]
[ROW][C]22[/C][C]-0.148312[/C][C]-1.0275[/C][C]0.154659[/C][/ROW]
[ROW][C]23[/C][C]-0.213156[/C][C]-1.4768[/C][C]0.073132[/C][/ROW]
[ROW][C]24[/C][C]-0.26673[/C][C]-1.848[/C][C]0.035387[/C][/ROW]
[ROW][C]25[/C][C]-0.28217[/C][C]-1.9549[/C][C]0.028214[/C][/ROW]
[ROW][C]26[/C][C]-0.275241[/C][C]-1.9069[/C][C]0.031262[/C][/ROW]
[ROW][C]27[/C][C]-0.276612[/C][C]-1.9164[/C][C]0.030638[/C][/ROW]
[ROW][C]28[/C][C]-0.282488[/C][C]-1.9571[/C][C]0.02808[/C][/ROW]
[ROW][C]29[/C][C]-0.303418[/C][C]-2.1021[/C][C]0.020406[/C][/ROW]
[ROW][C]30[/C][C]-0.331933[/C][C]-2.2997[/C][C]0.012929[/C][/ROW]
[ROW][C]31[/C][C]-0.336414[/C][C]-2.3307[/C][C]0.012008[/C][/ROW]
[ROW][C]32[/C][C]-0.329458[/C][C]-2.2826[/C][C]0.013464[/C][/ROW]
[ROW][C]33[/C][C]-0.326075[/C][C]-2.2591[/C][C]0.014228[/C][/ROW]
[ROW][C]34[/C][C]-0.324195[/C][C]-2.2461[/C][C]0.014669[/C][/ROW]
[ROW][C]35[/C][C]-0.315515[/C][C]-2.186[/C][C]0.016864[/C][/ROW]
[ROW][C]36[/C][C]-0.316203[/C][C]-2.1907[/C][C]0.01668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69548&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69548&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	0.892705	6.1848	0
2	0.785396	5.4414	1e-06
3	0.68975	4.7787	9e-06
4	0.623297	4.3183	3.9e-05
5	0.579141	4.0124	0.000105
6	0.534495	3.7031	0.000275
7	0.491115	3.4025	0.000678
8	0.444144	3.0771	0.001724
9	0.382245	2.6483	0.005458
10	0.321992	2.2308	0.0152
11	0.280839	1.9457	0.028779
12	0.226623	1.5701	0.061482
13	0.18532	1.2839	0.102664
14	0.140804	0.9755	0.167098
15	0.092953	0.644	0.261321
16	0.039275	0.2721	0.393354
17	-0.01618	-0.1121	0.455606
18	-0.057452	-0.398	0.346184
19	-0.073027	-0.5059	0.307606
20	-0.083191	-0.5764	0.283531
21	-0.108743	-0.7534	0.227446
22	-0.148312	-1.0275	0.154659
23	-0.213156	-1.4768	0.073132
24	-0.26673	-1.848	0.035387
25	-0.28217	-1.9549	0.028214
26	-0.275241	-1.9069	0.031262
27	-0.276612	-1.9164	0.030638
28	-0.282488	-1.9571	0.02808
29	-0.303418	-2.1021	0.020406
30	-0.331933	-2.2997	0.012929
31	-0.336414	-2.3307	0.012008
32	-0.329458	-2.2826	0.013464
33	-0.326075	-2.2591	0.014228
34	-0.324195	-2.2461	0.014669
35	-0.315515	-2.186	0.016864
36	-0.316203	-2.1907	0.01668

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.892705	6.1848	0
2	-0.05676	-0.3932	0.347939
3	-0.002487	-0.0172	0.493161
4	0.087234	0.6044	0.27422
5	0.069952	0.4846	0.315068
6	-0.020781	-0.144	0.443061
7	0.002095	0.0145	0.494239
8	-0.020735	-0.1437	0.443186
9	-0.093844	-0.6502	0.259342
10	-0.029432	-0.2039	0.419643
11	0.049692	0.3443	0.366072
12	-0.117272	-0.8125	0.210264
13	0.017882	0.1239	0.450959
14	-0.036664	-0.254	0.400284
15	-0.057986	-0.4017	0.344829
16	-0.074057	-0.5131	0.305125
17	-0.042646	-0.2955	0.384459
18	0.005321	0.0369	0.485374
19	0.06438	0.446	0.328788
20	0.004329	0.03	0.4881
21	-0.086004	-0.5959	0.277037
22	-0.080422	-0.5572	0.289996
23	-0.140108	-0.9707	0.168282
24	-0.030946	-0.2144	0.415571
25	0.110723	0.7671	0.223386
26	0.03774	0.2615	0.397425
27	-0.085609	-0.5931	0.277944
28	-0.003204	-0.0222	0.49119
29	-0.058233	-0.4034	0.344205
30	-0.083944	-0.5816	0.281785
31	0.094744	0.6564	0.257349
32	0.025629	0.1776	0.429908
33	-0.107705	-0.7462	0.229592
34	-0.016356	-0.1133	0.455125
35	0.048011	0.3326	0.370431
36	-0.088466	-0.6129	0.271414

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.892705 & 6.1848 & 0 \tabularnewline
2 & -0.05676 & -0.3932 & 0.347939 \tabularnewline
3 & -0.002487 & -0.0172 & 0.493161 \tabularnewline
4 & 0.087234 & 0.6044 & 0.27422 \tabularnewline
5 & 0.069952 & 0.4846 & 0.315068 \tabularnewline
6 & -0.020781 & -0.144 & 0.443061 \tabularnewline
7 & 0.002095 & 0.0145 & 0.494239 \tabularnewline
8 & -0.020735 & -0.1437 & 0.443186 \tabularnewline
9 & -0.093844 & -0.6502 & 0.259342 \tabularnewline
10 & -0.029432 & -0.2039 & 0.419643 \tabularnewline
11 & 0.049692 & 0.3443 & 0.366072 \tabularnewline
12 & -0.117272 & -0.8125 & 0.210264 \tabularnewline
13 & 0.017882 & 0.1239 & 0.450959 \tabularnewline
14 & -0.036664 & -0.254 & 0.400284 \tabularnewline
15 & -0.057986 & -0.4017 & 0.344829 \tabularnewline
16 & -0.074057 & -0.5131 & 0.305125 \tabularnewline
17 & -0.042646 & -0.2955 & 0.384459 \tabularnewline
18 & 0.005321 & 0.0369 & 0.485374 \tabularnewline
19 & 0.06438 & 0.446 & 0.328788 \tabularnewline
20 & 0.004329 & 0.03 & 0.4881 \tabularnewline
21 & -0.086004 & -0.5959 & 0.277037 \tabularnewline
22 & -0.080422 & -0.5572 & 0.289996 \tabularnewline
23 & -0.140108 & -0.9707 & 0.168282 \tabularnewline
24 & -0.030946 & -0.2144 & 0.415571 \tabularnewline
25 & 0.110723 & 0.7671 & 0.223386 \tabularnewline
26 & 0.03774 & 0.2615 & 0.397425 \tabularnewline
27 & -0.085609 & -0.5931 & 0.277944 \tabularnewline
28 & -0.003204 & -0.0222 & 0.49119 \tabularnewline
29 & -0.058233 & -0.4034 & 0.344205 \tabularnewline
30 & -0.083944 & -0.5816 & 0.281785 \tabularnewline
31 & 0.094744 & 0.6564 & 0.257349 \tabularnewline
32 & 0.025629 & 0.1776 & 0.429908 \tabularnewline
33 & -0.107705 & -0.7462 & 0.229592 \tabularnewline
34 & -0.016356 & -0.1133 & 0.455125 \tabularnewline
35 & 0.048011 & 0.3326 & 0.370431 \tabularnewline
36 & -0.088466 & -0.6129 & 0.271414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69548&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]0.892705[/C][C]6.1848[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.05676[/C][C]-0.3932[/C][C]0.347939[/C][/ROW]
[ROW][C]3[/C][C]-0.002487[/C][C]-0.0172[/C][C]0.493161[/C][/ROW]
[ROW][C]4[/C][C]0.087234[/C][C]0.6044[/C][C]0.27422[/C][/ROW]
[ROW][C]5[/C][C]0.069952[/C][C]0.4846[/C][C]0.315068[/C][/ROW]
[ROW][C]6[/C][C]-0.020781[/C][C]-0.144[/C][C]0.443061[/C][/ROW]
[ROW][C]7[/C][C]0.002095[/C][C]0.0145[/C][C]0.494239[/C][/ROW]
[ROW][C]8[/C][C]-0.020735[/C][C]-0.1437[/C][C]0.443186[/C][/ROW]
[ROW][C]9[/C][C]-0.093844[/C][C]-0.6502[/C][C]0.259342[/C][/ROW]
[ROW][C]10[/C][C]-0.029432[/C][C]-0.2039[/C][C]0.419643[/C][/ROW]
[ROW][C]11[/C][C]0.049692[/C][C]0.3443[/C][C]0.366072[/C][/ROW]
[ROW][C]12[/C][C]-0.117272[/C][C]-0.8125[/C][C]0.210264[/C][/ROW]
[ROW][C]13[/C][C]0.017882[/C][C]0.1239[/C][C]0.450959[/C][/ROW]
[ROW][C]14[/C][C]-0.036664[/C][C]-0.254[/C][C]0.400284[/C][/ROW]
[ROW][C]15[/C][C]-0.057986[/C][C]-0.4017[/C][C]0.344829[/C][/ROW]
[ROW][C]16[/C][C]-0.074057[/C][C]-0.5131[/C][C]0.305125[/C][/ROW]
[ROW][C]17[/C][C]-0.042646[/C][C]-0.2955[/C][C]0.384459[/C][/ROW]
[ROW][C]18[/C][C]0.005321[/C][C]0.0369[/C][C]0.485374[/C][/ROW]
[ROW][C]19[/C][C]0.06438[/C][C]0.446[/C][C]0.328788[/C][/ROW]
[ROW][C]20[/C][C]0.004329[/C][C]0.03[/C][C]0.4881[/C][/ROW]
[ROW][C]21[/C][C]-0.086004[/C][C]-0.5959[/C][C]0.277037[/C][/ROW]
[ROW][C]22[/C][C]-0.080422[/C][C]-0.5572[/C][C]0.289996[/C][/ROW]
[ROW][C]23[/C][C]-0.140108[/C][C]-0.9707[/C][C]0.168282[/C][/ROW]
[ROW][C]24[/C][C]-0.030946[/C][C]-0.2144[/C][C]0.415571[/C][/ROW]
[ROW][C]25[/C][C]0.110723[/C][C]0.7671[/C][C]0.223386[/C][/ROW]
[ROW][C]26[/C][C]0.03774[/C][C]0.2615[/C][C]0.397425[/C][/ROW]
[ROW][C]27[/C][C]-0.085609[/C][C]-0.5931[/C][C]0.277944[/C][/ROW]
[ROW][C]28[/C][C]-0.003204[/C][C]-0.0222[/C][C]0.49119[/C][/ROW]
[ROW][C]29[/C][C]-0.058233[/C][C]-0.4034[/C][C]0.344205[/C][/ROW]
[ROW][C]30[/C][C]-0.083944[/C][C]-0.5816[/C][C]0.281785[/C][/ROW]
[ROW][C]31[/C][C]0.094744[/C][C]0.6564[/C][C]0.257349[/C][/ROW]
[ROW][C]32[/C][C]0.025629[/C][C]0.1776[/C][C]0.429908[/C][/ROW]
[ROW][C]33[/C][C]-0.107705[/C][C]-0.7462[/C][C]0.229592[/C][/ROW]
[ROW][C]34[/C][C]-0.016356[/C][C]-0.1133[/C][C]0.455125[/C][/ROW]
[ROW][C]35[/C][C]0.048011[/C][C]0.3326[/C][C]0.370431[/C][/ROW]
[ROW][C]36[/C][C]-0.088466[/C][C]-0.6129[/C][C]0.271414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69548&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69548&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	0.892705	6.1848	0
2	-0.05676	-0.3932	0.347939
3	-0.002487	-0.0172	0.493161
4	0.087234	0.6044	0.27422
5	0.069952	0.4846	0.315068
6	-0.020781	-0.144	0.443061
7	0.002095	0.0145	0.494239
8	-0.020735	-0.1437	0.443186
9	-0.093844	-0.6502	0.259342
10	-0.029432	-0.2039	0.419643
11	0.049692	0.3443	0.366072
12	-0.117272	-0.8125	0.210264
13	0.017882	0.1239	0.450959
14	-0.036664	-0.254	0.400284
15	-0.057986	-0.4017	0.344829
16	-0.074057	-0.5131	0.305125
17	-0.042646	-0.2955	0.384459
18	0.005321	0.0369	0.485374
19	0.06438	0.446	0.328788
20	0.004329	0.03	0.4881
21	-0.086004	-0.5959	0.277037
22	-0.080422	-0.5572	0.289996
23	-0.140108	-0.9707	0.168282
24	-0.030946	-0.2144	0.415571
25	0.110723	0.7671	0.223386
26	0.03774	0.2615	0.397425
27	-0.085609	-0.5931	0.277944
28	-0.003204	-0.0222	0.49119
29	-0.058233	-0.4034	0.344205
30	-0.083944	-0.5816	0.281785
31	0.094744	0.6564	0.257349
32	0.025629	0.1776	0.429908
33	-0.107705	-0.7462	0.229592
34	-0.016356	-0.1133	0.455125
35	0.048011	0.3326	0.370431
36	-0.088466	-0.6129	0.271414

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.3 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1.3 ; par3 = 0 ; 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