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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 05:36:40 -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/t126122631276m1bpcnni5vyec.htm/, Retrieved Fri, 03 May 2024 19:15:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69551, Retrieved Fri, 03 May 2024 19:15:42 +0000

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Estimated Impact

119

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=1, d=1 en lambd...] [2009-12-19 12:36:40] [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=69551&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=69551&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69551&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	0.180555	1.2378	0.110965
2	-0.078275	-0.5366	0.297029
3	-0.076284	-0.523	0.301723
4	-0.298003	-2.043	0.023341
5	-0.068361	-0.4687	0.320739
6	0.188628	1.2932	0.101137
7	0.2404	1.6481	0.053001
8	-0.016315	-0.1118	0.45571
9	-0.151272	-1.0371	0.152505
10	-0.237795	-1.6302	0.054868
11	-0.036985	-0.2536	0.400471
12	-0.106013	-0.7268	0.235481
13	0.011959	0.082	0.467502
14	0.157615	1.0806	0.142705
15	-0.047655	-0.3267	0.372671
16	-0.169994	-1.1654	0.124865
17	-0.148102	-1.0153	0.157573
18	-0.185826	-1.274	0.104471
19	-0.15769	-1.0811	0.142592
20	0.102557	0.7031	0.242733
21	0.256343	1.7574	0.042681
22	0.16355	1.1212	0.13394
23	-0.042241	-0.2896	0.386703
24	0.019945	0.1367	0.445913
25	-0.120439	-0.8257	0.206576
26	-0.059544	-0.4082	0.342487
27	0.200964	1.3777	0.087405
28	0.152985	1.0488	0.149813
29	0.045651	0.313	0.377846
30	-0.083733	-0.574	0.284337
31	-0.053962	-0.3699	0.356544
32	-0.0533	-0.3654	0.358223
33	0.033796	0.2317	0.408891
34	0.067805	0.4648	0.322094
35	0.115811	0.794	0.215605
36	0.000181	0.0012	0.499509

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.180555 & 1.2378 & 0.110965 \tabularnewline
2 & -0.078275 & -0.5366 & 0.297029 \tabularnewline
3 & -0.076284 & -0.523 & 0.301723 \tabularnewline
4 & -0.298003 & -2.043 & 0.023341 \tabularnewline
5 & -0.068361 & -0.4687 & 0.320739 \tabularnewline
6 & 0.188628 & 1.2932 & 0.101137 \tabularnewline
7 & 0.2404 & 1.6481 & 0.053001 \tabularnewline
8 & -0.016315 & -0.1118 & 0.45571 \tabularnewline
9 & -0.151272 & -1.0371 & 0.152505 \tabularnewline
10 & -0.237795 & -1.6302 & 0.054868 \tabularnewline
11 & -0.036985 & -0.2536 & 0.400471 \tabularnewline
12 & -0.106013 & -0.7268 & 0.235481 \tabularnewline
13 & 0.011959 & 0.082 & 0.467502 \tabularnewline
14 & 0.157615 & 1.0806 & 0.142705 \tabularnewline
15 & -0.047655 & -0.3267 & 0.372671 \tabularnewline
16 & -0.169994 & -1.1654 & 0.124865 \tabularnewline
17 & -0.148102 & -1.0153 & 0.157573 \tabularnewline
18 & -0.185826 & -1.274 & 0.104471 \tabularnewline
19 & -0.15769 & -1.0811 & 0.142592 \tabularnewline
20 & 0.102557 & 0.7031 & 0.242733 \tabularnewline
21 & 0.256343 & 1.7574 & 0.042681 \tabularnewline
22 & 0.16355 & 1.1212 & 0.13394 \tabularnewline
23 & -0.042241 & -0.2896 & 0.386703 \tabularnewline
24 & 0.019945 & 0.1367 & 0.445913 \tabularnewline
25 & -0.120439 & -0.8257 & 0.206576 \tabularnewline
26 & -0.059544 & -0.4082 & 0.342487 \tabularnewline
27 & 0.200964 & 1.3777 & 0.087405 \tabularnewline
28 & 0.152985 & 1.0488 & 0.149813 \tabularnewline
29 & 0.045651 & 0.313 & 0.377846 \tabularnewline
30 & -0.083733 & -0.574 & 0.284337 \tabularnewline
31 & -0.053962 & -0.3699 & 0.356544 \tabularnewline
32 & -0.0533 & -0.3654 & 0.358223 \tabularnewline
33 & 0.033796 & 0.2317 & 0.408891 \tabularnewline
34 & 0.067805 & 0.4648 & 0.322094 \tabularnewline
35 & 0.115811 & 0.794 & 0.215605 \tabularnewline
36 & 0.000181 & 0.0012 & 0.499509 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69551&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]0.180555[/C][C]1.2378[/C][C]0.110965[/C][/ROW]
[ROW][C]2[/C][C]-0.078275[/C][C]-0.5366[/C][C]0.297029[/C][/ROW]
[ROW][C]3[/C][C]-0.076284[/C][C]-0.523[/C][C]0.301723[/C][/ROW]
[ROW][C]4[/C][C]-0.298003[/C][C]-2.043[/C][C]0.023341[/C][/ROW]
[ROW][C]5[/C][C]-0.068361[/C][C]-0.4687[/C][C]0.320739[/C][/ROW]
[ROW][C]6[/C][C]0.188628[/C][C]1.2932[/C][C]0.101137[/C][/ROW]
[ROW][C]7[/C][C]0.2404[/C][C]1.6481[/C][C]0.053001[/C][/ROW]
[ROW][C]8[/C][C]-0.016315[/C][C]-0.1118[/C][C]0.45571[/C][/ROW]
[ROW][C]9[/C][C]-0.151272[/C][C]-1.0371[/C][C]0.152505[/C][/ROW]
[ROW][C]10[/C][C]-0.237795[/C][C]-1.6302[/C][C]0.054868[/C][/ROW]
[ROW][C]11[/C][C]-0.036985[/C][C]-0.2536[/C][C]0.400471[/C][/ROW]
[ROW][C]12[/C][C]-0.106013[/C][C]-0.7268[/C][C]0.235481[/C][/ROW]
[ROW][C]13[/C][C]0.011959[/C][C]0.082[/C][C]0.467502[/C][/ROW]
[ROW][C]14[/C][C]0.157615[/C][C]1.0806[/C][C]0.142705[/C][/ROW]
[ROW][C]15[/C][C]-0.047655[/C][C]-0.3267[/C][C]0.372671[/C][/ROW]
[ROW][C]16[/C][C]-0.169994[/C][C]-1.1654[/C][C]0.124865[/C][/ROW]
[ROW][C]17[/C][C]-0.148102[/C][C]-1.0153[/C][C]0.157573[/C][/ROW]
[ROW][C]18[/C][C]-0.185826[/C][C]-1.274[/C][C]0.104471[/C][/ROW]
[ROW][C]19[/C][C]-0.15769[/C][C]-1.0811[/C][C]0.142592[/C][/ROW]
[ROW][C]20[/C][C]0.102557[/C][C]0.7031[/C][C]0.242733[/C][/ROW]
[ROW][C]21[/C][C]0.256343[/C][C]1.7574[/C][C]0.042681[/C][/ROW]
[ROW][C]22[/C][C]0.16355[/C][C]1.1212[/C][C]0.13394[/C][/ROW]
[ROW][C]23[/C][C]-0.042241[/C][C]-0.2896[/C][C]0.386703[/C][/ROW]
[ROW][C]24[/C][C]0.019945[/C][C]0.1367[/C][C]0.445913[/C][/ROW]
[ROW][C]25[/C][C]-0.120439[/C][C]-0.8257[/C][C]0.206576[/C][/ROW]
[ROW][C]26[/C][C]-0.059544[/C][C]-0.4082[/C][C]0.342487[/C][/ROW]
[ROW][C]27[/C][C]0.200964[/C][C]1.3777[/C][C]0.087405[/C][/ROW]
[ROW][C]28[/C][C]0.152985[/C][C]1.0488[/C][C]0.149813[/C][/ROW]
[ROW][C]29[/C][C]0.045651[/C][C]0.313[/C][C]0.377846[/C][/ROW]
[ROW][C]30[/C][C]-0.083733[/C][C]-0.574[/C][C]0.284337[/C][/ROW]
[ROW][C]31[/C][C]-0.053962[/C][C]-0.3699[/C][C]0.356544[/C][/ROW]
[ROW][C]32[/C][C]-0.0533[/C][C]-0.3654[/C][C]0.358223[/C][/ROW]
[ROW][C]33[/C][C]0.033796[/C][C]0.2317[/C][C]0.408891[/C][/ROW]
[ROW][C]34[/C][C]0.067805[/C][C]0.4648[/C][C]0.322094[/C][/ROW]
[ROW][C]35[/C][C]0.115811[/C][C]0.794[/C][C]0.215605[/C][/ROW]
[ROW][C]36[/C][C]0.000181[/C][C]0.0012[/C][C]0.499509[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69551&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69551&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	0.180555	1.2378	0.110965
2	-0.078275	-0.5366	0.297029
3	-0.076284	-0.523	0.301723
4	-0.298003	-2.043	0.023341
5	-0.068361	-0.4687	0.320739
6	0.188628	1.2932	0.101137
7	0.2404	1.6481	0.053001
8	-0.016315	-0.1118	0.45571
9	-0.151272	-1.0371	0.152505
10	-0.237795	-1.6302	0.054868
11	-0.036985	-0.2536	0.400471
12	-0.106013	-0.7268	0.235481
13	0.011959	0.082	0.467502
14	0.157615	1.0806	0.142705
15	-0.047655	-0.3267	0.372671
16	-0.169994	-1.1654	0.124865
17	-0.148102	-1.0153	0.157573
18	-0.185826	-1.274	0.104471
19	-0.15769	-1.0811	0.142592
20	0.102557	0.7031	0.242733
21	0.256343	1.7574	0.042681
22	0.16355	1.1212	0.13394
23	-0.042241	-0.2896	0.386703
24	0.019945	0.1367	0.445913
25	-0.120439	-0.8257	0.206576
26	-0.059544	-0.4082	0.342487
27	0.200964	1.3777	0.087405
28	0.152985	1.0488	0.149813
29	0.045651	0.313	0.377846
30	-0.083733	-0.574	0.284337
31	-0.053962	-0.3699	0.356544
32	-0.0533	-0.3654	0.358223
33	0.033796	0.2317	0.408891
34	0.067805	0.4648	0.322094
35	0.115811	0.794	0.215605
36	0.000181	0.0012	0.499509

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.180555	1.2378	0.110965
2	-0.114611	-0.7857	0.217983
3	-0.041729	-0.2861	0.388038
4	-0.297782	-2.0415	0.023419
5	0.035747	0.2451	0.403736
6	0.152244	1.0437	0.150973
7	0.18325	1.2563	0.107608
8	-0.171295	-1.1743	0.123087
9	-0.128193	-0.8789	0.191977
10	-0.142751	-0.9786	0.166382
11	0.186304	1.2772	0.103896
12	-0.256188	-1.7563	0.042772
13	-0.075881	-0.5202	0.302677
14	-0.000983	-0.0067	0.497326
15	0.078526	0.5383	0.296439
16	-0.219235	-1.503	0.069764
17	-0.157167	-1.0775	0.143382
18	-0.248774	-1.7055	0.04735
19	-0.053166	-0.3645	0.358564
20	-0.048391	-0.3318	0.370776
21	0.159683	1.0947	0.139607
22	-0.065454	-0.4487	0.327844
23	-0.057037	-0.391	0.348772
24	0.120171	0.8239	0.207092
25	-0.032107	-0.2201	0.413367
26	-0.045158	-0.3096	0.379122
27	-0.000154	-0.0011	0.49958
28	-0.045031	-0.3087	0.37945
29	-0.023774	-0.163	0.435614
30	-0.079442	-0.5446	0.294293
31	0.018732	0.1284	0.449182
32	-0.017561	-0.1204	0.452343
33	0.023433	0.1606	0.436529
34	-0.090058	-0.6174	0.269973
35	-0.002234	-0.0153	0.493922
36	0.00336	0.023	0.490861

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.180555 & 1.2378 & 0.110965 \tabularnewline
2 & -0.114611 & -0.7857 & 0.217983 \tabularnewline
3 & -0.041729 & -0.2861 & 0.388038 \tabularnewline
4 & -0.297782 & -2.0415 & 0.023419 \tabularnewline
5 & 0.035747 & 0.2451 & 0.403736 \tabularnewline
6 & 0.152244 & 1.0437 & 0.150973 \tabularnewline
7 & 0.18325 & 1.2563 & 0.107608 \tabularnewline
8 & -0.171295 & -1.1743 & 0.123087 \tabularnewline
9 & -0.128193 & -0.8789 & 0.191977 \tabularnewline
10 & -0.142751 & -0.9786 & 0.166382 \tabularnewline
11 & 0.186304 & 1.2772 & 0.103896 \tabularnewline
12 & -0.256188 & -1.7563 & 0.042772 \tabularnewline
13 & -0.075881 & -0.5202 & 0.302677 \tabularnewline
14 & -0.000983 & -0.0067 & 0.497326 \tabularnewline
15 & 0.078526 & 0.5383 & 0.296439 \tabularnewline
16 & -0.219235 & -1.503 & 0.069764 \tabularnewline
17 & -0.157167 & -1.0775 & 0.143382 \tabularnewline
18 & -0.248774 & -1.7055 & 0.04735 \tabularnewline
19 & -0.053166 & -0.3645 & 0.358564 \tabularnewline
20 & -0.048391 & -0.3318 & 0.370776 \tabularnewline
21 & 0.159683 & 1.0947 & 0.139607 \tabularnewline
22 & -0.065454 & -0.4487 & 0.327844 \tabularnewline
23 & -0.057037 & -0.391 & 0.348772 \tabularnewline
24 & 0.120171 & 0.8239 & 0.207092 \tabularnewline
25 & -0.032107 & -0.2201 & 0.413367 \tabularnewline
26 & -0.045158 & -0.3096 & 0.379122 \tabularnewline
27 & -0.000154 & -0.0011 & 0.49958 \tabularnewline
28 & -0.045031 & -0.3087 & 0.37945 \tabularnewline
29 & -0.023774 & -0.163 & 0.435614 \tabularnewline
30 & -0.079442 & -0.5446 & 0.294293 \tabularnewline
31 & 0.018732 & 0.1284 & 0.449182 \tabularnewline
32 & -0.017561 & -0.1204 & 0.452343 \tabularnewline
33 & 0.023433 & 0.1606 & 0.436529 \tabularnewline
34 & -0.090058 & -0.6174 & 0.269973 \tabularnewline
35 & -0.002234 & -0.0153 & 0.493922 \tabularnewline
36 & 0.00336 & 0.023 & 0.490861 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69551&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]0.180555[/C][C]1.2378[/C][C]0.110965[/C][/ROW]
[ROW][C]2[/C][C]-0.114611[/C][C]-0.7857[/C][C]0.217983[/C][/ROW]
[ROW][C]3[/C][C]-0.041729[/C][C]-0.2861[/C][C]0.388038[/C][/ROW]
[ROW][C]4[/C][C]-0.297782[/C][C]-2.0415[/C][C]0.023419[/C][/ROW]
[ROW][C]5[/C][C]0.035747[/C][C]0.2451[/C][C]0.403736[/C][/ROW]
[ROW][C]6[/C][C]0.152244[/C][C]1.0437[/C][C]0.150973[/C][/ROW]
[ROW][C]7[/C][C]0.18325[/C][C]1.2563[/C][C]0.107608[/C][/ROW]
[ROW][C]8[/C][C]-0.171295[/C][C]-1.1743[/C][C]0.123087[/C][/ROW]
[ROW][C]9[/C][C]-0.128193[/C][C]-0.8789[/C][C]0.191977[/C][/ROW]
[ROW][C]10[/C][C]-0.142751[/C][C]-0.9786[/C][C]0.166382[/C][/ROW]
[ROW][C]11[/C][C]0.186304[/C][C]1.2772[/C][C]0.103896[/C][/ROW]
[ROW][C]12[/C][C]-0.256188[/C][C]-1.7563[/C][C]0.042772[/C][/ROW]
[ROW][C]13[/C][C]-0.075881[/C][C]-0.5202[/C][C]0.302677[/C][/ROW]
[ROW][C]14[/C][C]-0.000983[/C][C]-0.0067[/C][C]0.497326[/C][/ROW]
[ROW][C]15[/C][C]0.078526[/C][C]0.5383[/C][C]0.296439[/C][/ROW]
[ROW][C]16[/C][C]-0.219235[/C][C]-1.503[/C][C]0.069764[/C][/ROW]
[ROW][C]17[/C][C]-0.157167[/C][C]-1.0775[/C][C]0.143382[/C][/ROW]
[ROW][C]18[/C][C]-0.248774[/C][C]-1.7055[/C][C]0.04735[/C][/ROW]
[ROW][C]19[/C][C]-0.053166[/C][C]-0.3645[/C][C]0.358564[/C][/ROW]
[ROW][C]20[/C][C]-0.048391[/C][C]-0.3318[/C][C]0.370776[/C][/ROW]
[ROW][C]21[/C][C]0.159683[/C][C]1.0947[/C][C]0.139607[/C][/ROW]
[ROW][C]22[/C][C]-0.065454[/C][C]-0.4487[/C][C]0.327844[/C][/ROW]
[ROW][C]23[/C][C]-0.057037[/C][C]-0.391[/C][C]0.348772[/C][/ROW]
[ROW][C]24[/C][C]0.120171[/C][C]0.8239[/C][C]0.207092[/C][/ROW]
[ROW][C]25[/C][C]-0.032107[/C][C]-0.2201[/C][C]0.413367[/C][/ROW]
[ROW][C]26[/C][C]-0.045158[/C][C]-0.3096[/C][C]0.379122[/C][/ROW]
[ROW][C]27[/C][C]-0.000154[/C][C]-0.0011[/C][C]0.49958[/C][/ROW]
[ROW][C]28[/C][C]-0.045031[/C][C]-0.3087[/C][C]0.37945[/C][/ROW]
[ROW][C]29[/C][C]-0.023774[/C][C]-0.163[/C][C]0.435614[/C][/ROW]
[ROW][C]30[/C][C]-0.079442[/C][C]-0.5446[/C][C]0.294293[/C][/ROW]
[ROW][C]31[/C][C]0.018732[/C][C]0.1284[/C][C]0.449182[/C][/ROW]
[ROW][C]32[/C][C]-0.017561[/C][C]-0.1204[/C][C]0.452343[/C][/ROW]
[ROW][C]33[/C][C]0.023433[/C][C]0.1606[/C][C]0.436529[/C][/ROW]
[ROW][C]34[/C][C]-0.090058[/C][C]-0.6174[/C][C]0.269973[/C][/ROW]
[ROW][C]35[/C][C]-0.002234[/C][C]-0.0153[/C][C]0.493922[/C][/ROW]
[ROW][C]36[/C][C]0.00336[/C][C]0.023[/C][C]0.490861[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69551&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69551&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	0.180555	1.2378	0.110965
2	-0.114611	-0.7857	0.217983
3	-0.041729	-0.2861	0.388038
4	-0.297782	-2.0415	0.023419
5	0.035747	0.2451	0.403736
6	0.152244	1.0437	0.150973
7	0.18325	1.2563	0.107608
8	-0.171295	-1.1743	0.123087
9	-0.128193	-0.8789	0.191977
10	-0.142751	-0.9786	0.166382
11	0.186304	1.2772	0.103896
12	-0.256188	-1.7563	0.042772
13	-0.075881	-0.5202	0.302677
14	-0.000983	-0.0067	0.497326
15	0.078526	0.5383	0.296439
16	-0.219235	-1.503	0.069764
17	-0.157167	-1.0775	0.143382
18	-0.248774	-1.7055	0.04735
19	-0.053166	-0.3645	0.358564
20	-0.048391	-0.3318	0.370776
21	0.159683	1.0947	0.139607
22	-0.065454	-0.4487	0.327844
23	-0.057037	-0.391	0.348772
24	0.120171	0.8239	0.207092
25	-0.032107	-0.2201	0.413367
26	-0.045158	-0.3096	0.379122
27	-0.000154	-0.0011	0.49958
28	-0.045031	-0.3087	0.37945
29	-0.023774	-0.163	0.435614
30	-0.079442	-0.5446	0.294293
31	0.018732	0.1284	0.449182
32	-0.017561	-0.1204	0.452343
33	0.023433	0.1606	0.436529
34	-0.090058	-0.6174	0.269973
35	-0.002234	-0.0153	0.493922
36	0.00336	0.023	0.490861

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1.3 ; 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