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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 13:04:17 -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/t1261253129xjp1dgyrdmc9dt5.htm/, Retrieved Sat, 04 May 2024 04:15:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69745, Retrieved Sat, 04 May 2024 04:15:49 +0000

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User-defined keywords

Estimated Impact

174

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] [Autocorrelatie] [2009-11-26 21:20:20] [a542c511726eba04a1fc2f4bd37a90f8]
-   P             [(Partial) Autocorrelation Function] [D=0, d=1] [2009-12-19 20:04:17] [865cd78857e928bd6e7d79509c6cdcc5] [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=69745&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=69745&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69745&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	-0.469806	-3.6391	0.000285
2	0.042624	0.3302	0.371213
3	0.046969	0.3638	0.358636
4	0.013261	0.1027	0.459265
5	-0.047587	-0.3686	0.356858
6	-0.025759	-0.1995	0.421264
7	-0.079296	-0.6142	0.270694
8	0.034748	0.2692	0.394366
9	0.043134	0.3341	0.369728
10	-0.068803	-0.5329	0.298019
11	-0.071914	-0.557	0.289786
12	0.187099	1.4493	0.076236
13	-0.093067	-0.7209	0.236888
14	-0.045925	-0.3557	0.361643
15	0.123961	0.9602	0.170405
16	-0.147227	-1.1404	0.129322
17	0.151044	1.17	0.123318
18	-0.158879	-1.2307	0.111624
19	0.05886	0.4559	0.325045
20	-0.108066	-0.8371	0.202936
21	0.208073	1.6117	0.056135
22	-0.142923	-1.1071	0.13634
23	-0.043959	-0.3405	0.367333
24	0.069646	0.5395	0.295778
25	0.134564	1.0423	0.150721
26	-0.159129	-1.2326	0.111265
27	0.118674	0.9192	0.180823
28	-0.026347	-0.2041	0.41949
29	0.017753	0.1375	0.445542
30	0.005574	0.0432	0.482853
31	-0.105701	-0.8188	0.208082
32	0.070979	0.5498	0.292249
33	-0.00272	-0.0211	0.491631
34	0.049753	0.3854	0.350659
35	-0.171495	-1.3284	0.094539
36	0.125394	0.9713	0.16765

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.469806 & -3.6391 & 0.000285 \tabularnewline
2 & 0.042624 & 0.3302 & 0.371213 \tabularnewline
3 & 0.046969 & 0.3638 & 0.358636 \tabularnewline
4 & 0.013261 & 0.1027 & 0.459265 \tabularnewline
5 & -0.047587 & -0.3686 & 0.356858 \tabularnewline
6 & -0.025759 & -0.1995 & 0.421264 \tabularnewline
7 & -0.079296 & -0.6142 & 0.270694 \tabularnewline
8 & 0.034748 & 0.2692 & 0.394366 \tabularnewline
9 & 0.043134 & 0.3341 & 0.369728 \tabularnewline
10 & -0.068803 & -0.5329 & 0.298019 \tabularnewline
11 & -0.071914 & -0.557 & 0.289786 \tabularnewline
12 & 0.187099 & 1.4493 & 0.076236 \tabularnewline
13 & -0.093067 & -0.7209 & 0.236888 \tabularnewline
14 & -0.045925 & -0.3557 & 0.361643 \tabularnewline
15 & 0.123961 & 0.9602 & 0.170405 \tabularnewline
16 & -0.147227 & -1.1404 & 0.129322 \tabularnewline
17 & 0.151044 & 1.17 & 0.123318 \tabularnewline
18 & -0.158879 & -1.2307 & 0.111624 \tabularnewline
19 & 0.05886 & 0.4559 & 0.325045 \tabularnewline
20 & -0.108066 & -0.8371 & 0.202936 \tabularnewline
21 & 0.208073 & 1.6117 & 0.056135 \tabularnewline
22 & -0.142923 & -1.1071 & 0.13634 \tabularnewline
23 & -0.043959 & -0.3405 & 0.367333 \tabularnewline
24 & 0.069646 & 0.5395 & 0.295778 \tabularnewline
25 & 0.134564 & 1.0423 & 0.150721 \tabularnewline
26 & -0.159129 & -1.2326 & 0.111265 \tabularnewline
27 & 0.118674 & 0.9192 & 0.180823 \tabularnewline
28 & -0.026347 & -0.2041 & 0.41949 \tabularnewline
29 & 0.017753 & 0.1375 & 0.445542 \tabularnewline
30 & 0.005574 & 0.0432 & 0.482853 \tabularnewline
31 & -0.105701 & -0.8188 & 0.208082 \tabularnewline
32 & 0.070979 & 0.5498 & 0.292249 \tabularnewline
33 & -0.00272 & -0.0211 & 0.491631 \tabularnewline
34 & 0.049753 & 0.3854 & 0.350659 \tabularnewline
35 & -0.171495 & -1.3284 & 0.094539 \tabularnewline
36 & 0.125394 & 0.9713 & 0.16765 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69745&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]-0.469806[/C][C]-3.6391[/C][C]0.000285[/C][/ROW]
[ROW][C]2[/C][C]0.042624[/C][C]0.3302[/C][C]0.371213[/C][/ROW]
[ROW][C]3[/C][C]0.046969[/C][C]0.3638[/C][C]0.358636[/C][/ROW]
[ROW][C]4[/C][C]0.013261[/C][C]0.1027[/C][C]0.459265[/C][/ROW]
[ROW][C]5[/C][C]-0.047587[/C][C]-0.3686[/C][C]0.356858[/C][/ROW]
[ROW][C]6[/C][C]-0.025759[/C][C]-0.1995[/C][C]0.421264[/C][/ROW]
[ROW][C]7[/C][C]-0.079296[/C][C]-0.6142[/C][C]0.270694[/C][/ROW]
[ROW][C]8[/C][C]0.034748[/C][C]0.2692[/C][C]0.394366[/C][/ROW]
[ROW][C]9[/C][C]0.043134[/C][C]0.3341[/C][C]0.369728[/C][/ROW]
[ROW][C]10[/C][C]-0.068803[/C][C]-0.5329[/C][C]0.298019[/C][/ROW]
[ROW][C]11[/C][C]-0.071914[/C][C]-0.557[/C][C]0.289786[/C][/ROW]
[ROW][C]12[/C][C]0.187099[/C][C]1.4493[/C][C]0.076236[/C][/ROW]
[ROW][C]13[/C][C]-0.093067[/C][C]-0.7209[/C][C]0.236888[/C][/ROW]
[ROW][C]14[/C][C]-0.045925[/C][C]-0.3557[/C][C]0.361643[/C][/ROW]
[ROW][C]15[/C][C]0.123961[/C][C]0.9602[/C][C]0.170405[/C][/ROW]
[ROW][C]16[/C][C]-0.147227[/C][C]-1.1404[/C][C]0.129322[/C][/ROW]
[ROW][C]17[/C][C]0.151044[/C][C]1.17[/C][C]0.123318[/C][/ROW]
[ROW][C]18[/C][C]-0.158879[/C][C]-1.2307[/C][C]0.111624[/C][/ROW]
[ROW][C]19[/C][C]0.05886[/C][C]0.4559[/C][C]0.325045[/C][/ROW]
[ROW][C]20[/C][C]-0.108066[/C][C]-0.8371[/C][C]0.202936[/C][/ROW]
[ROW][C]21[/C][C]0.208073[/C][C]1.6117[/C][C]0.056135[/C][/ROW]
[ROW][C]22[/C][C]-0.142923[/C][C]-1.1071[/C][C]0.13634[/C][/ROW]
[ROW][C]23[/C][C]-0.043959[/C][C]-0.3405[/C][C]0.367333[/C][/ROW]
[ROW][C]24[/C][C]0.069646[/C][C]0.5395[/C][C]0.295778[/C][/ROW]
[ROW][C]25[/C][C]0.134564[/C][C]1.0423[/C][C]0.150721[/C][/ROW]
[ROW][C]26[/C][C]-0.159129[/C][C]-1.2326[/C][C]0.111265[/C][/ROW]
[ROW][C]27[/C][C]0.118674[/C][C]0.9192[/C][C]0.180823[/C][/ROW]
[ROW][C]28[/C][C]-0.026347[/C][C]-0.2041[/C][C]0.41949[/C][/ROW]
[ROW][C]29[/C][C]0.017753[/C][C]0.1375[/C][C]0.445542[/C][/ROW]
[ROW][C]30[/C][C]0.005574[/C][C]0.0432[/C][C]0.482853[/C][/ROW]
[ROW][C]31[/C][C]-0.105701[/C][C]-0.8188[/C][C]0.208082[/C][/ROW]
[ROW][C]32[/C][C]0.070979[/C][C]0.5498[/C][C]0.292249[/C][/ROW]
[ROW][C]33[/C][C]-0.00272[/C][C]-0.0211[/C][C]0.491631[/C][/ROW]
[ROW][C]34[/C][C]0.049753[/C][C]0.3854[/C][C]0.350659[/C][/ROW]
[ROW][C]35[/C][C]-0.171495[/C][C]-1.3284[/C][C]0.094539[/C][/ROW]
[ROW][C]36[/C][C]0.125394[/C][C]0.9713[/C][C]0.16765[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69745&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69745&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	-0.469806	-3.6391	0.000285
2	0.042624	0.3302	0.371213
3	0.046969	0.3638	0.358636
4	0.013261	0.1027	0.459265
5	-0.047587	-0.3686	0.356858
6	-0.025759	-0.1995	0.421264
7	-0.079296	-0.6142	0.270694
8	0.034748	0.2692	0.394366
9	0.043134	0.3341	0.369728
10	-0.068803	-0.5329	0.298019
11	-0.071914	-0.557	0.289786
12	0.187099	1.4493	0.076236
13	-0.093067	-0.7209	0.236888
14	-0.045925	-0.3557	0.361643
15	0.123961	0.9602	0.170405
16	-0.147227	-1.1404	0.129322
17	0.151044	1.17	0.123318
18	-0.158879	-1.2307	0.111624
19	0.05886	0.4559	0.325045
20	-0.108066	-0.8371	0.202936
21	0.208073	1.6117	0.056135
22	-0.142923	-1.1071	0.13634
23	-0.043959	-0.3405	0.367333
24	0.069646	0.5395	0.295778
25	0.134564	1.0423	0.150721
26	-0.159129	-1.2326	0.111265
27	0.118674	0.9192	0.180823
28	-0.026347	-0.2041	0.41949
29	0.017753	0.1375	0.445542
30	0.005574	0.0432	0.482853
31	-0.105701	-0.8188	0.208082
32	0.070979	0.5498	0.292249
33	-0.00272	-0.0211	0.491631
34	0.049753	0.3854	0.350659
35	-0.171495	-1.3284	0.094539
36	0.125394	0.9713	0.16765

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.469806	-3.6391	0.000285
2	-0.228535	-1.7702	0.040885
3	-0.048467	-0.3754	0.354334
4	0.039429	0.3054	0.380553
5	-0.011741	-0.0909	0.46392
6	-0.076057	-0.5891	0.278991
7	-0.190895	-1.4787	0.07223
8	-0.138721	-1.0745	0.143445
9	0.000644	0.005	0.498019
10	-0.026178	-0.2028	0.419998
11	-0.167141	-1.2947	0.100197
12	0.041228	0.3194	0.375284
13	0.006439	0.0499	0.480193
14	-0.095534	-0.74	0.231092
15	0.044865	0.3475	0.364708
16	-0.121749	-0.9431	0.174715
17	0.036291	0.2811	0.389798
18	-0.124417	-0.9637	0.169525
19	-0.059161	-0.4583	0.324211
20	-0.203987	-1.5801	0.059674
21	0.061089	0.4732	0.318895
22	0.010041	0.0778	0.469131
23	-0.130958	-1.0144	0.157234
24	-0.144025	-1.1156	0.134517
25	0.119612	0.9265	0.178947
26	-0.011537	-0.0894	0.464544
27	0.036798	0.285	0.388298
28	0.070585	0.5468	0.293289
29	-0.014461	-0.112	0.455592
30	0.011858	0.0919	0.463561
31	-0.079997	-0.6197	0.268916
32	0.032658	0.253	0.400578
33	-0.008012	-0.0621	0.47536
34	0.115478	0.8945	0.187318
35	-0.034425	-0.2667	0.395325
36	-0.080745	-0.6254	0.267024

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.469806 & -3.6391 & 0.000285 \tabularnewline
2 & -0.228535 & -1.7702 & 0.040885 \tabularnewline
3 & -0.048467 & -0.3754 & 0.354334 \tabularnewline
4 & 0.039429 & 0.3054 & 0.380553 \tabularnewline
5 & -0.011741 & -0.0909 & 0.46392 \tabularnewline
6 & -0.076057 & -0.5891 & 0.278991 \tabularnewline
7 & -0.190895 & -1.4787 & 0.07223 \tabularnewline
8 & -0.138721 & -1.0745 & 0.143445 \tabularnewline
9 & 0.000644 & 0.005 & 0.498019 \tabularnewline
10 & -0.026178 & -0.2028 & 0.419998 \tabularnewline
11 & -0.167141 & -1.2947 & 0.100197 \tabularnewline
12 & 0.041228 & 0.3194 & 0.375284 \tabularnewline
13 & 0.006439 & 0.0499 & 0.480193 \tabularnewline
14 & -0.095534 & -0.74 & 0.231092 \tabularnewline
15 & 0.044865 & 0.3475 & 0.364708 \tabularnewline
16 & -0.121749 & -0.9431 & 0.174715 \tabularnewline
17 & 0.036291 & 0.2811 & 0.389798 \tabularnewline
18 & -0.124417 & -0.9637 & 0.169525 \tabularnewline
19 & -0.059161 & -0.4583 & 0.324211 \tabularnewline
20 & -0.203987 & -1.5801 & 0.059674 \tabularnewline
21 & 0.061089 & 0.4732 & 0.318895 \tabularnewline
22 & 0.010041 & 0.0778 & 0.469131 \tabularnewline
23 & -0.130958 & -1.0144 & 0.157234 \tabularnewline
24 & -0.144025 & -1.1156 & 0.134517 \tabularnewline
25 & 0.119612 & 0.9265 & 0.178947 \tabularnewline
26 & -0.011537 & -0.0894 & 0.464544 \tabularnewline
27 & 0.036798 & 0.285 & 0.388298 \tabularnewline
28 & 0.070585 & 0.5468 & 0.293289 \tabularnewline
29 & -0.014461 & -0.112 & 0.455592 \tabularnewline
30 & 0.011858 & 0.0919 & 0.463561 \tabularnewline
31 & -0.079997 & -0.6197 & 0.268916 \tabularnewline
32 & 0.032658 & 0.253 & 0.400578 \tabularnewline
33 & -0.008012 & -0.0621 & 0.47536 \tabularnewline
34 & 0.115478 & 0.8945 & 0.187318 \tabularnewline
35 & -0.034425 & -0.2667 & 0.395325 \tabularnewline
36 & -0.080745 & -0.6254 & 0.267024 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69745&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]-0.469806[/C][C]-3.6391[/C][C]0.000285[/C][/ROW]
[ROW][C]2[/C][C]-0.228535[/C][C]-1.7702[/C][C]0.040885[/C][/ROW]
[ROW][C]3[/C][C]-0.048467[/C][C]-0.3754[/C][C]0.354334[/C][/ROW]
[ROW][C]4[/C][C]0.039429[/C][C]0.3054[/C][C]0.380553[/C][/ROW]
[ROW][C]5[/C][C]-0.011741[/C][C]-0.0909[/C][C]0.46392[/C][/ROW]
[ROW][C]6[/C][C]-0.076057[/C][C]-0.5891[/C][C]0.278991[/C][/ROW]
[ROW][C]7[/C][C]-0.190895[/C][C]-1.4787[/C][C]0.07223[/C][/ROW]
[ROW][C]8[/C][C]-0.138721[/C][C]-1.0745[/C][C]0.143445[/C][/ROW]
[ROW][C]9[/C][C]0.000644[/C][C]0.005[/C][C]0.498019[/C][/ROW]
[ROW][C]10[/C][C]-0.026178[/C][C]-0.2028[/C][C]0.419998[/C][/ROW]
[ROW][C]11[/C][C]-0.167141[/C][C]-1.2947[/C][C]0.100197[/C][/ROW]
[ROW][C]12[/C][C]0.041228[/C][C]0.3194[/C][C]0.375284[/C][/ROW]
[ROW][C]13[/C][C]0.006439[/C][C]0.0499[/C][C]0.480193[/C][/ROW]
[ROW][C]14[/C][C]-0.095534[/C][C]-0.74[/C][C]0.231092[/C][/ROW]
[ROW][C]15[/C][C]0.044865[/C][C]0.3475[/C][C]0.364708[/C][/ROW]
[ROW][C]16[/C][C]-0.121749[/C][C]-0.9431[/C][C]0.174715[/C][/ROW]
[ROW][C]17[/C][C]0.036291[/C][C]0.2811[/C][C]0.389798[/C][/ROW]
[ROW][C]18[/C][C]-0.124417[/C][C]-0.9637[/C][C]0.169525[/C][/ROW]
[ROW][C]19[/C][C]-0.059161[/C][C]-0.4583[/C][C]0.324211[/C][/ROW]
[ROW][C]20[/C][C]-0.203987[/C][C]-1.5801[/C][C]0.059674[/C][/ROW]
[ROW][C]21[/C][C]0.061089[/C][C]0.4732[/C][C]0.318895[/C][/ROW]
[ROW][C]22[/C][C]0.010041[/C][C]0.0778[/C][C]0.469131[/C][/ROW]
[ROW][C]23[/C][C]-0.130958[/C][C]-1.0144[/C][C]0.157234[/C][/ROW]
[ROW][C]24[/C][C]-0.144025[/C][C]-1.1156[/C][C]0.134517[/C][/ROW]
[ROW][C]25[/C][C]0.119612[/C][C]0.9265[/C][C]0.178947[/C][/ROW]
[ROW][C]26[/C][C]-0.011537[/C][C]-0.0894[/C][C]0.464544[/C][/ROW]
[ROW][C]27[/C][C]0.036798[/C][C]0.285[/C][C]0.388298[/C][/ROW]
[ROW][C]28[/C][C]0.070585[/C][C]0.5468[/C][C]0.293289[/C][/ROW]
[ROW][C]29[/C][C]-0.014461[/C][C]-0.112[/C][C]0.455592[/C][/ROW]
[ROW][C]30[/C][C]0.011858[/C][C]0.0919[/C][C]0.463561[/C][/ROW]
[ROW][C]31[/C][C]-0.079997[/C][C]-0.6197[/C][C]0.268916[/C][/ROW]
[ROW][C]32[/C][C]0.032658[/C][C]0.253[/C][C]0.400578[/C][/ROW]
[ROW][C]33[/C][C]-0.008012[/C][C]-0.0621[/C][C]0.47536[/C][/ROW]
[ROW][C]34[/C][C]0.115478[/C][C]0.8945[/C][C]0.187318[/C][/ROW]
[ROW][C]35[/C][C]-0.034425[/C][C]-0.2667[/C][C]0.395325[/C][/ROW]
[ROW][C]36[/C][C]-0.080745[/C][C]-0.6254[/C][C]0.267024[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69745&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69745&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	-0.469806	-3.6391	0.000285
2	-0.228535	-1.7702	0.040885
3	-0.048467	-0.3754	0.354334
4	0.039429	0.3054	0.380553
5	-0.011741	-0.0909	0.46392
6	-0.076057	-0.5891	0.278991
7	-0.190895	-1.4787	0.07223
8	-0.138721	-1.0745	0.143445
9	0.000644	0.005	0.498019
10	-0.026178	-0.2028	0.419998
11	-0.167141	-1.2947	0.100197
12	0.041228	0.3194	0.375284
13	0.006439	0.0499	0.480193
14	-0.095534	-0.74	0.231092
15	0.044865	0.3475	0.364708
16	-0.121749	-0.9431	0.174715
17	0.036291	0.2811	0.389798
18	-0.124417	-0.9637	0.169525
19	-0.059161	-0.4583	0.324211
20	-0.203987	-1.5801	0.059674
21	0.061089	0.4732	0.318895
22	0.010041	0.0778	0.469131
23	-0.130958	-1.0144	0.157234
24	-0.144025	-1.1156	0.134517
25	0.119612	0.9265	0.178947
26	-0.011537	-0.0894	0.464544
27	0.036798	0.285	0.388298
28	0.070585	0.5468	0.293289
29	-0.014461	-0.112	0.455592
30	0.011858	0.0919	0.463561
31	-0.079997	-0.6197	0.268916
32	0.032658	0.253	0.400578
33	-0.008012	-0.0621	0.47536
34	0.115478	0.8945	0.187318
35	-0.034425	-0.2667	0.395325
36	-0.080745	-0.6254	0.267024

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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