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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 08:26:00 -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/t12612364037fdv5xjdviict69.htm/, Retrieved Fri, 03 May 2024 18:35:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69637, Retrieved Fri, 03 May 2024 18:35:11 +0000

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Estimated Impact

116

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]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
- R PD            [(Partial) Autocorrelation Function] [] [2009-12-19 15:26:00] [d5175f34d1f80375edd7cbd8232724fe] [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=69637&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=69637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69637&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	0.416707	4.5838	6e-06
2	0.424565	4.6702	4e-06
3	0.477962	5.2576	0
4	0.241119	2.6523	0.004533
5	0.194864	2.1435	0.017037
6	0.207249	2.2797	0.012187
7	0.138723	1.526	0.064816
8	0.237475	2.6122	0.005068
9	0.318368	3.5021	0.000324
10	0.232301	2.5553	0.005924
11	0.313637	3.45	0.000386
12	0.389021	4.2792	1.9e-05
13	0.203178	2.235	0.013628
14	0.209239	2.3016	0.011533
15	0.180846	1.9893	0.024462
16	0.007659	0.0842	0.4665
17	0.022604	0.2486	0.402028
18	-0.080799	-0.8888	0.187941
19	-0.035392	-0.3893	0.348864
20	-0.029646	-0.3261	0.372453
21	0.065446	0.7199	0.236485
22	0.023898	0.2629	0.396548
23	0.114692	1.2616	0.104757
24	0.106962	1.1766	0.120836
25	0.048446	0.5329	0.297539
26	-0.04764	-0.524	0.300604
27	-0.123518	-1.3587	0.088384
28	-0.159106	-1.7502	0.041312
29	-0.246494	-2.7114	0.003837
30	-0.285344	-3.1388	0.001066
31	-0.26617	-2.9279	0.002039
32	-0.170985	-1.8808	0.031199
33	-0.194905	-2.144	0.017019
34	-0.19687	-2.1656	0.016153
35	-0.151113	-1.6622	0.049526
36	-0.104358	-1.1479	0.126628

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.416707 & 4.5838 & 6e-06 \tabularnewline
2 & 0.424565 & 4.6702 & 4e-06 \tabularnewline
3 & 0.477962 & 5.2576 & 0 \tabularnewline
4 & 0.241119 & 2.6523 & 0.004533 \tabularnewline
5 & 0.194864 & 2.1435 & 0.017037 \tabularnewline
6 & 0.207249 & 2.2797 & 0.012187 \tabularnewline
7 & 0.138723 & 1.526 & 0.064816 \tabularnewline
8 & 0.237475 & 2.6122 & 0.005068 \tabularnewline
9 & 0.318368 & 3.5021 & 0.000324 \tabularnewline
10 & 0.232301 & 2.5553 & 0.005924 \tabularnewline
11 & 0.313637 & 3.45 & 0.000386 \tabularnewline
12 & 0.389021 & 4.2792 & 1.9e-05 \tabularnewline
13 & 0.203178 & 2.235 & 0.013628 \tabularnewline
14 & 0.209239 & 2.3016 & 0.011533 \tabularnewline
15 & 0.180846 & 1.9893 & 0.024462 \tabularnewline
16 & 0.007659 & 0.0842 & 0.4665 \tabularnewline
17 & 0.022604 & 0.2486 & 0.402028 \tabularnewline
18 & -0.080799 & -0.8888 & 0.187941 \tabularnewline
19 & -0.035392 & -0.3893 & 0.348864 \tabularnewline
20 & -0.029646 & -0.3261 & 0.372453 \tabularnewline
21 & 0.065446 & 0.7199 & 0.236485 \tabularnewline
22 & 0.023898 & 0.2629 & 0.396548 \tabularnewline
23 & 0.114692 & 1.2616 & 0.104757 \tabularnewline
24 & 0.106962 & 1.1766 & 0.120836 \tabularnewline
25 & 0.048446 & 0.5329 & 0.297539 \tabularnewline
26 & -0.04764 & -0.524 & 0.300604 \tabularnewline
27 & -0.123518 & -1.3587 & 0.088384 \tabularnewline
28 & -0.159106 & -1.7502 & 0.041312 \tabularnewline
29 & -0.246494 & -2.7114 & 0.003837 \tabularnewline
30 & -0.285344 & -3.1388 & 0.001066 \tabularnewline
31 & -0.26617 & -2.9279 & 0.002039 \tabularnewline
32 & -0.170985 & -1.8808 & 0.031199 \tabularnewline
33 & -0.194905 & -2.144 & 0.017019 \tabularnewline
34 & -0.19687 & -2.1656 & 0.016153 \tabularnewline
35 & -0.151113 & -1.6622 & 0.049526 \tabularnewline
36 & -0.104358 & -1.1479 & 0.126628 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69637&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]0.416707[/C][C]4.5838[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.424565[/C][C]4.6702[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.477962[/C][C]5.2576[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.241119[/C][C]2.6523[/C][C]0.004533[/C][/ROW]
[ROW][C]5[/C][C]0.194864[/C][C]2.1435[/C][C]0.017037[/C][/ROW]
[ROW][C]6[/C][C]0.207249[/C][C]2.2797[/C][C]0.012187[/C][/ROW]
[ROW][C]7[/C][C]0.138723[/C][C]1.526[/C][C]0.064816[/C][/ROW]
[ROW][C]8[/C][C]0.237475[/C][C]2.6122[/C][C]0.005068[/C][/ROW]
[ROW][C]9[/C][C]0.318368[/C][C]3.5021[/C][C]0.000324[/C][/ROW]
[ROW][C]10[/C][C]0.232301[/C][C]2.5553[/C][C]0.005924[/C][/ROW]
[ROW][C]11[/C][C]0.313637[/C][C]3.45[/C][C]0.000386[/C][/ROW]
[ROW][C]12[/C][C]0.389021[/C][C]4.2792[/C][C]1.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.203178[/C][C]2.235[/C][C]0.013628[/C][/ROW]
[ROW][C]14[/C][C]0.209239[/C][C]2.3016[/C][C]0.011533[/C][/ROW]
[ROW][C]15[/C][C]0.180846[/C][C]1.9893[/C][C]0.024462[/C][/ROW]
[ROW][C]16[/C][C]0.007659[/C][C]0.0842[/C][C]0.4665[/C][/ROW]
[ROW][C]17[/C][C]0.022604[/C][C]0.2486[/C][C]0.402028[/C][/ROW]
[ROW][C]18[/C][C]-0.080799[/C][C]-0.8888[/C][C]0.187941[/C][/ROW]
[ROW][C]19[/C][C]-0.035392[/C][C]-0.3893[/C][C]0.348864[/C][/ROW]
[ROW][C]20[/C][C]-0.029646[/C][C]-0.3261[/C][C]0.372453[/C][/ROW]
[ROW][C]21[/C][C]0.065446[/C][C]0.7199[/C][C]0.236485[/C][/ROW]
[ROW][C]22[/C][C]0.023898[/C][C]0.2629[/C][C]0.396548[/C][/ROW]
[ROW][C]23[/C][C]0.114692[/C][C]1.2616[/C][C]0.104757[/C][/ROW]
[ROW][C]24[/C][C]0.106962[/C][C]1.1766[/C][C]0.120836[/C][/ROW]
[ROW][C]25[/C][C]0.048446[/C][C]0.5329[/C][C]0.297539[/C][/ROW]
[ROW][C]26[/C][C]-0.04764[/C][C]-0.524[/C][C]0.300604[/C][/ROW]
[ROW][C]27[/C][C]-0.123518[/C][C]-1.3587[/C][C]0.088384[/C][/ROW]
[ROW][C]28[/C][C]-0.159106[/C][C]-1.7502[/C][C]0.041312[/C][/ROW]
[ROW][C]29[/C][C]-0.246494[/C][C]-2.7114[/C][C]0.003837[/C][/ROW]
[ROW][C]30[/C][C]-0.285344[/C][C]-3.1388[/C][C]0.001066[/C][/ROW]
[ROW][C]31[/C][C]-0.26617[/C][C]-2.9279[/C][C]0.002039[/C][/ROW]
[ROW][C]32[/C][C]-0.170985[/C][C]-1.8808[/C][C]0.031199[/C][/ROW]
[ROW][C]33[/C][C]-0.194905[/C][C]-2.144[/C][C]0.017019[/C][/ROW]
[ROW][C]34[/C][C]-0.19687[/C][C]-2.1656[/C][C]0.016153[/C][/ROW]
[ROW][C]35[/C][C]-0.151113[/C][C]-1.6622[/C][C]0.049526[/C][/ROW]
[ROW][C]36[/C][C]-0.104358[/C][C]-1.1479[/C][C]0.126628[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69637&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	0.416707	4.5838	6e-06
2	0.424565	4.6702	4e-06
3	0.477962	5.2576	0
4	0.241119	2.6523	0.004533
5	0.194864	2.1435	0.017037
6	0.207249	2.2797	0.012187
7	0.138723	1.526	0.064816
8	0.237475	2.6122	0.005068
9	0.318368	3.5021	0.000324
10	0.232301	2.5553	0.005924
11	0.313637	3.45	0.000386
12	0.389021	4.2792	1.9e-05
13	0.203178	2.235	0.013628
14	0.209239	2.3016	0.011533
15	0.180846	1.9893	0.024462
16	0.007659	0.0842	0.4665
17	0.022604	0.2486	0.402028
18	-0.080799	-0.8888	0.187941
19	-0.035392	-0.3893	0.348864
20	-0.029646	-0.3261	0.372453
21	0.065446	0.7199	0.236485
22	0.023898	0.2629	0.396548
23	0.114692	1.2616	0.104757
24	0.106962	1.1766	0.120836
25	0.048446	0.5329	0.297539
26	-0.04764	-0.524	0.300604
27	-0.123518	-1.3587	0.088384
28	-0.159106	-1.7502	0.041312
29	-0.246494	-2.7114	0.003837
30	-0.285344	-3.1388	0.001066
31	-0.26617	-2.9279	0.002039
32	-0.170985	-1.8808	0.031199
33	-0.194905	-2.144	0.017019
34	-0.19687	-2.1656	0.016153
35	-0.151113	-1.6622	0.049526
36	-0.104358	-1.1479	0.126628

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.416707	4.5838	6e-06
2	0.303648	3.3401	0.000557
3	0.304243	3.3467	0.000545
4	-0.105232	-1.1576	0.124663
5	-0.101713	-1.1188	0.132712
6	0.014095	0.155	0.438521
7	0.054813	0.6029	0.273836
8	0.210966	2.3206	0.010991
9	0.238157	2.6197	0.004963
10	-0.001449	-0.0159	0.493653
11	0.00398	0.0438	0.482576
12	0.12255	1.3481	0.09008
13	-0.0857	-0.9427	0.173856
14	-0.067642	-0.7441	0.229142
15	-0.051563	-0.5672	0.285817
16	-0.138948	-1.5284	0.064508
17	-0.076024	-0.8363	0.202326
18	-0.179074	-1.9698	0.025572
19	0.054356	0.5979	0.275505
20	-0.037786	-0.4156	0.339202
21	0.137544	1.513	0.066445
22	-0.024917	-0.2741	0.392244
23	0.036875	0.4056	0.342868
24	-0.033457	-0.368	0.356748
25	0.019154	0.2107	0.416738
26	-0.152614	-1.6788	0.04789
27	-0.144542	-1.59	0.057226
28	-0.0263	-0.2893	0.386422
29	-0.069912	-0.769	0.221686
30	-0.065743	-0.7232	0.235485
31	-0.092031	-1.0123	0.156698
32	0.098039	1.0784	0.141494
33	-0.057248	-0.6297	0.265031
34	-0.118874	-1.3076	0.096741
35	-0.091568	-1.0073	0.157912
36	0.05329	0.5862	0.279421

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.416707 & 4.5838 & 6e-06 \tabularnewline
2 & 0.303648 & 3.3401 & 0.000557 \tabularnewline
3 & 0.304243 & 3.3467 & 0.000545 \tabularnewline
4 & -0.105232 & -1.1576 & 0.124663 \tabularnewline
5 & -0.101713 & -1.1188 & 0.132712 \tabularnewline
6 & 0.014095 & 0.155 & 0.438521 \tabularnewline
7 & 0.054813 & 0.6029 & 0.273836 \tabularnewline
8 & 0.210966 & 2.3206 & 0.010991 \tabularnewline
9 & 0.238157 & 2.6197 & 0.004963 \tabularnewline
10 & -0.001449 & -0.0159 & 0.493653 \tabularnewline
11 & 0.00398 & 0.0438 & 0.482576 \tabularnewline
12 & 0.12255 & 1.3481 & 0.09008 \tabularnewline
13 & -0.0857 & -0.9427 & 0.173856 \tabularnewline
14 & -0.067642 & -0.7441 & 0.229142 \tabularnewline
15 & -0.051563 & -0.5672 & 0.285817 \tabularnewline
16 & -0.138948 & -1.5284 & 0.064508 \tabularnewline
17 & -0.076024 & -0.8363 & 0.202326 \tabularnewline
18 & -0.179074 & -1.9698 & 0.025572 \tabularnewline
19 & 0.054356 & 0.5979 & 0.275505 \tabularnewline
20 & -0.037786 & -0.4156 & 0.339202 \tabularnewline
21 & 0.137544 & 1.513 & 0.066445 \tabularnewline
22 & -0.024917 & -0.2741 & 0.392244 \tabularnewline
23 & 0.036875 & 0.4056 & 0.342868 \tabularnewline
24 & -0.033457 & -0.368 & 0.356748 \tabularnewline
25 & 0.019154 & 0.2107 & 0.416738 \tabularnewline
26 & -0.152614 & -1.6788 & 0.04789 \tabularnewline
27 & -0.144542 & -1.59 & 0.057226 \tabularnewline
28 & -0.0263 & -0.2893 & 0.386422 \tabularnewline
29 & -0.069912 & -0.769 & 0.221686 \tabularnewline
30 & -0.065743 & -0.7232 & 0.235485 \tabularnewline
31 & -0.092031 & -1.0123 & 0.156698 \tabularnewline
32 & 0.098039 & 1.0784 & 0.141494 \tabularnewline
33 & -0.057248 & -0.6297 & 0.265031 \tabularnewline
34 & -0.118874 & -1.3076 & 0.096741 \tabularnewline
35 & -0.091568 & -1.0073 & 0.157912 \tabularnewline
36 & 0.05329 & 0.5862 & 0.279421 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69637&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]0.416707[/C][C]4.5838[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.303648[/C][C]3.3401[/C][C]0.000557[/C][/ROW]
[ROW][C]3[/C][C]0.304243[/C][C]3.3467[/C][C]0.000545[/C][/ROW]
[ROW][C]4[/C][C]-0.105232[/C][C]-1.1576[/C][C]0.124663[/C][/ROW]
[ROW][C]5[/C][C]-0.101713[/C][C]-1.1188[/C][C]0.132712[/C][/ROW]
[ROW][C]6[/C][C]0.014095[/C][C]0.155[/C][C]0.438521[/C][/ROW]
[ROW][C]7[/C][C]0.054813[/C][C]0.6029[/C][C]0.273836[/C][/ROW]
[ROW][C]8[/C][C]0.210966[/C][C]2.3206[/C][C]0.010991[/C][/ROW]
[ROW][C]9[/C][C]0.238157[/C][C]2.6197[/C][C]0.004963[/C][/ROW]
[ROW][C]10[/C][C]-0.001449[/C][C]-0.0159[/C][C]0.493653[/C][/ROW]
[ROW][C]11[/C][C]0.00398[/C][C]0.0438[/C][C]0.482576[/C][/ROW]
[ROW][C]12[/C][C]0.12255[/C][C]1.3481[/C][C]0.09008[/C][/ROW]
[ROW][C]13[/C][C]-0.0857[/C][C]-0.9427[/C][C]0.173856[/C][/ROW]
[ROW][C]14[/C][C]-0.067642[/C][C]-0.7441[/C][C]0.229142[/C][/ROW]
[ROW][C]15[/C][C]-0.051563[/C][C]-0.5672[/C][C]0.285817[/C][/ROW]
[ROW][C]16[/C][C]-0.138948[/C][C]-1.5284[/C][C]0.064508[/C][/ROW]
[ROW][C]17[/C][C]-0.076024[/C][C]-0.8363[/C][C]0.202326[/C][/ROW]
[ROW][C]18[/C][C]-0.179074[/C][C]-1.9698[/C][C]0.025572[/C][/ROW]
[ROW][C]19[/C][C]0.054356[/C][C]0.5979[/C][C]0.275505[/C][/ROW]
[ROW][C]20[/C][C]-0.037786[/C][C]-0.4156[/C][C]0.339202[/C][/ROW]
[ROW][C]21[/C][C]0.137544[/C][C]1.513[/C][C]0.066445[/C][/ROW]
[ROW][C]22[/C][C]-0.024917[/C][C]-0.2741[/C][C]0.392244[/C][/ROW]
[ROW][C]23[/C][C]0.036875[/C][C]0.4056[/C][C]0.342868[/C][/ROW]
[ROW][C]24[/C][C]-0.033457[/C][C]-0.368[/C][C]0.356748[/C][/ROW]
[ROW][C]25[/C][C]0.019154[/C][C]0.2107[/C][C]0.416738[/C][/ROW]
[ROW][C]26[/C][C]-0.152614[/C][C]-1.6788[/C][C]0.04789[/C][/ROW]
[ROW][C]27[/C][C]-0.144542[/C][C]-1.59[/C][C]0.057226[/C][/ROW]
[ROW][C]28[/C][C]-0.0263[/C][C]-0.2893[/C][C]0.386422[/C][/ROW]
[ROW][C]29[/C][C]-0.069912[/C][C]-0.769[/C][C]0.221686[/C][/ROW]
[ROW][C]30[/C][C]-0.065743[/C][C]-0.7232[/C][C]0.235485[/C][/ROW]
[ROW][C]31[/C][C]-0.092031[/C][C]-1.0123[/C][C]0.156698[/C][/ROW]
[ROW][C]32[/C][C]0.098039[/C][C]1.0784[/C][C]0.141494[/C][/ROW]
[ROW][C]33[/C][C]-0.057248[/C][C]-0.6297[/C][C]0.265031[/C][/ROW]
[ROW][C]34[/C][C]-0.118874[/C][C]-1.3076[/C][C]0.096741[/C][/ROW]
[ROW][C]35[/C][C]-0.091568[/C][C]-1.0073[/C][C]0.157912[/C][/ROW]
[ROW][C]36[/C][C]0.05329[/C][C]0.5862[/C][C]0.279421[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69637&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69637&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	0.416707	4.5838	6e-06
2	0.303648	3.3401	0.000557
3	0.304243	3.3467	0.000545
4	-0.105232	-1.1576	0.124663
5	-0.101713	-1.1188	0.132712
6	0.014095	0.155	0.438521
7	0.054813	0.6029	0.273836
8	0.210966	2.3206	0.010991
9	0.238157	2.6197	0.004963
10	-0.001449	-0.0159	0.493653
11	0.00398	0.0438	0.482576
12	0.12255	1.3481	0.09008
13	-0.0857	-0.9427	0.173856
14	-0.067642	-0.7441	0.229142
15	-0.051563	-0.5672	0.285817
16	-0.138948	-1.5284	0.064508
17	-0.076024	-0.8363	0.202326
18	-0.179074	-1.9698	0.025572
19	0.054356	0.5979	0.275505
20	-0.037786	-0.4156	0.339202
21	0.137544	1.513	0.066445
22	-0.024917	-0.2741	0.392244
23	0.036875	0.4056	0.342868
24	-0.033457	-0.368	0.356748
25	0.019154	0.2107	0.416738
26	-0.152614	-1.6788	0.04789
27	-0.144542	-1.59	0.057226
28	-0.0263	-0.2893	0.386422
29	-0.069912	-0.769	0.221686
30	-0.065743	-0.7232	0.235485
31	-0.092031	-1.0123	0.156698
32	0.098039	1.0784	0.141494
33	-0.057248	-0.6297	0.265031
34	-0.118874	-1.3076	0.096741
35	-0.091568	-1.0073	0.157912
36	0.05329	0.5862	0.279421

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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