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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 22 Dec 2009 03:49:24 -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/22/t12614790105492mygecd901q3.htm/, Retrieved Sat, 04 May 2024 18:04:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70427, Retrieved Sat, 04 May 2024 18:04:17 +0000

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User-defined keywords

paper, TRA, inflatie1

Estimated Impact

152

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-       [(Partial) Autocorrelation Function] [] [2009-12-22 10:49:24] [30f5b608e5a1bbbae86b1702c0071566] [Current]

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Dataseries X:

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1.1
1.2
1.1
1.2
1.4
1.5
1.5
1.8
1.6
1.5
1.4
1.4
1.4
1.4
1.5
1.4
1.1
1.1
0.9
0.9
0.9
0.9
1.1
1.3
1
1.1
1.4
1.4
1.3
1.4
1
1.8
1.5
1.5
1.4
1.6
1.6
1.6
1.4
1.7
1.8
1.9
2.2
2.1
2.4
2.6
2.8
2.7
2.6
2.9
2.8
2.2
2.2
2.2
2
2
1.7
1.4
1.3
1.4
1.3

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=70427&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=70427&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70427&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	-0.181449	-1.4055	0.082515
2	0.054111	0.4191	0.338304
3	0.086724	0.6718	0.252157
4	0.137336	1.0638	0.145841
5	0.039241	0.304	0.381107
6	0.108094	0.8373	0.202876
7	-0.236076	-1.8286	0.036213
8	0.104341	0.8082	0.211078
9	-0.019002	-0.1472	0.441738
10	-0.023476	-0.1818	0.428159
11	-0.099706	-0.7723	0.221478
12	-0.262431	-2.0328	0.023254
13	0.049114	0.3804	0.352483
14	0.045486	0.3523	0.362911
15	-0.128352	-0.9942	0.162056
16	-0.05962	-0.4618	0.322943
17	-0.06651	-0.5152	0.30416
18	0.103455	0.8014	0.213043
19	0.085693	0.6638	0.254688
20	-0.10989	-0.8512	0.199021
21	-0.019171	-0.1485	0.441223
22	0.079278	0.6141	0.270739
23	-0.094681	-0.7334	0.233087
24	0.140517	1.0884	0.140377
25	-0.221773	-1.7178	0.045491
26	-0.065338	-0.5061	0.307319
27	0.06138	0.4754	0.318098
28	0.00327	0.0253	0.489939
29	-0.178179	-1.3802	0.086328
30	0.039744	0.3079	0.379629
31	-0.126484	-0.9797	0.165574
32	0.05085	0.3939	0.347533
33	0.007236	0.0561	0.477744
34	-0.058122	-0.4502	0.327091
35	0.076568	0.5931	0.277673
36	0.025948	0.201	0.420691

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.181449 & -1.4055 & 0.082515 \tabularnewline
2 & 0.054111 & 0.4191 & 0.338304 \tabularnewline
3 & 0.086724 & 0.6718 & 0.252157 \tabularnewline
4 & 0.137336 & 1.0638 & 0.145841 \tabularnewline
5 & 0.039241 & 0.304 & 0.381107 \tabularnewline
6 & 0.108094 & 0.8373 & 0.202876 \tabularnewline
7 & -0.236076 & -1.8286 & 0.036213 \tabularnewline
8 & 0.104341 & 0.8082 & 0.211078 \tabularnewline
9 & -0.019002 & -0.1472 & 0.441738 \tabularnewline
10 & -0.023476 & -0.1818 & 0.428159 \tabularnewline
11 & -0.099706 & -0.7723 & 0.221478 \tabularnewline
12 & -0.262431 & -2.0328 & 0.023254 \tabularnewline
13 & 0.049114 & 0.3804 & 0.352483 \tabularnewline
14 & 0.045486 & 0.3523 & 0.362911 \tabularnewline
15 & -0.128352 & -0.9942 & 0.162056 \tabularnewline
16 & -0.05962 & -0.4618 & 0.322943 \tabularnewline
17 & -0.06651 & -0.5152 & 0.30416 \tabularnewline
18 & 0.103455 & 0.8014 & 0.213043 \tabularnewline
19 & 0.085693 & 0.6638 & 0.254688 \tabularnewline
20 & -0.10989 & -0.8512 & 0.199021 \tabularnewline
21 & -0.019171 & -0.1485 & 0.441223 \tabularnewline
22 & 0.079278 & 0.6141 & 0.270739 \tabularnewline
23 & -0.094681 & -0.7334 & 0.233087 \tabularnewline
24 & 0.140517 & 1.0884 & 0.140377 \tabularnewline
25 & -0.221773 & -1.7178 & 0.045491 \tabularnewline
26 & -0.065338 & -0.5061 & 0.307319 \tabularnewline
27 & 0.06138 & 0.4754 & 0.318098 \tabularnewline
28 & 0.00327 & 0.0253 & 0.489939 \tabularnewline
29 & -0.178179 & -1.3802 & 0.086328 \tabularnewline
30 & 0.039744 & 0.3079 & 0.379629 \tabularnewline
31 & -0.126484 & -0.9797 & 0.165574 \tabularnewline
32 & 0.05085 & 0.3939 & 0.347533 \tabularnewline
33 & 0.007236 & 0.0561 & 0.477744 \tabularnewline
34 & -0.058122 & -0.4502 & 0.327091 \tabularnewline
35 & 0.076568 & 0.5931 & 0.277673 \tabularnewline
36 & 0.025948 & 0.201 & 0.420691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70427&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]-0.181449[/C][C]-1.4055[/C][C]0.082515[/C][/ROW]
[ROW][C]2[/C][C]0.054111[/C][C]0.4191[/C][C]0.338304[/C][/ROW]
[ROW][C]3[/C][C]0.086724[/C][C]0.6718[/C][C]0.252157[/C][/ROW]
[ROW][C]4[/C][C]0.137336[/C][C]1.0638[/C][C]0.145841[/C][/ROW]
[ROW][C]5[/C][C]0.039241[/C][C]0.304[/C][C]0.381107[/C][/ROW]
[ROW][C]6[/C][C]0.108094[/C][C]0.8373[/C][C]0.202876[/C][/ROW]
[ROW][C]7[/C][C]-0.236076[/C][C]-1.8286[/C][C]0.036213[/C][/ROW]
[ROW][C]8[/C][C]0.104341[/C][C]0.8082[/C][C]0.211078[/C][/ROW]
[ROW][C]9[/C][C]-0.019002[/C][C]-0.1472[/C][C]0.441738[/C][/ROW]
[ROW][C]10[/C][C]-0.023476[/C][C]-0.1818[/C][C]0.428159[/C][/ROW]
[ROW][C]11[/C][C]-0.099706[/C][C]-0.7723[/C][C]0.221478[/C][/ROW]
[ROW][C]12[/C][C]-0.262431[/C][C]-2.0328[/C][C]0.023254[/C][/ROW]
[ROW][C]13[/C][C]0.049114[/C][C]0.3804[/C][C]0.352483[/C][/ROW]
[ROW][C]14[/C][C]0.045486[/C][C]0.3523[/C][C]0.362911[/C][/ROW]
[ROW][C]15[/C][C]-0.128352[/C][C]-0.9942[/C][C]0.162056[/C][/ROW]
[ROW][C]16[/C][C]-0.05962[/C][C]-0.4618[/C][C]0.322943[/C][/ROW]
[ROW][C]17[/C][C]-0.06651[/C][C]-0.5152[/C][C]0.30416[/C][/ROW]
[ROW][C]18[/C][C]0.103455[/C][C]0.8014[/C][C]0.213043[/C][/ROW]
[ROW][C]19[/C][C]0.085693[/C][C]0.6638[/C][C]0.254688[/C][/ROW]
[ROW][C]20[/C][C]-0.10989[/C][C]-0.8512[/C][C]0.199021[/C][/ROW]
[ROW][C]21[/C][C]-0.019171[/C][C]-0.1485[/C][C]0.441223[/C][/ROW]
[ROW][C]22[/C][C]0.079278[/C][C]0.6141[/C][C]0.270739[/C][/ROW]
[ROW][C]23[/C][C]-0.094681[/C][C]-0.7334[/C][C]0.233087[/C][/ROW]
[ROW][C]24[/C][C]0.140517[/C][C]1.0884[/C][C]0.140377[/C][/ROW]
[ROW][C]25[/C][C]-0.221773[/C][C]-1.7178[/C][C]0.045491[/C][/ROW]
[ROW][C]26[/C][C]-0.065338[/C][C]-0.5061[/C][C]0.307319[/C][/ROW]
[ROW][C]27[/C][C]0.06138[/C][C]0.4754[/C][C]0.318098[/C][/ROW]
[ROW][C]28[/C][C]0.00327[/C][C]0.0253[/C][C]0.489939[/C][/ROW]
[ROW][C]29[/C][C]-0.178179[/C][C]-1.3802[/C][C]0.086328[/C][/ROW]
[ROW][C]30[/C][C]0.039744[/C][C]0.3079[/C][C]0.379629[/C][/ROW]
[ROW][C]31[/C][C]-0.126484[/C][C]-0.9797[/C][C]0.165574[/C][/ROW]
[ROW][C]32[/C][C]0.05085[/C][C]0.3939[/C][C]0.347533[/C][/ROW]
[ROW][C]33[/C][C]0.007236[/C][C]0.0561[/C][C]0.477744[/C][/ROW]
[ROW][C]34[/C][C]-0.058122[/C][C]-0.4502[/C][C]0.327091[/C][/ROW]
[ROW][C]35[/C][C]0.076568[/C][C]0.5931[/C][C]0.277673[/C][/ROW]
[ROW][C]36[/C][C]0.025948[/C][C]0.201[/C][C]0.420691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70427&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70427&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	-0.181449	-1.4055	0.082515
2	0.054111	0.4191	0.338304
3	0.086724	0.6718	0.252157
4	0.137336	1.0638	0.145841
5	0.039241	0.304	0.381107
6	0.108094	0.8373	0.202876
7	-0.236076	-1.8286	0.036213
8	0.104341	0.8082	0.211078
9	-0.019002	-0.1472	0.441738
10	-0.023476	-0.1818	0.428159
11	-0.099706	-0.7723	0.221478
12	-0.262431	-2.0328	0.023254
13	0.049114	0.3804	0.352483
14	0.045486	0.3523	0.362911
15	-0.128352	-0.9942	0.162056
16	-0.05962	-0.4618	0.322943
17	-0.06651	-0.5152	0.30416
18	0.103455	0.8014	0.213043
19	0.085693	0.6638	0.254688
20	-0.10989	-0.8512	0.199021
21	-0.019171	-0.1485	0.441223
22	0.079278	0.6141	0.270739
23	-0.094681	-0.7334	0.233087
24	0.140517	1.0884	0.140377
25	-0.221773	-1.7178	0.045491
26	-0.065338	-0.5061	0.307319
27	0.06138	0.4754	0.318098
28	0.00327	0.0253	0.489939
29	-0.178179	-1.3802	0.086328
30	0.039744	0.3079	0.379629
31	-0.126484	-0.9797	0.165574
32	0.05085	0.3939	0.347533
33	0.007236	0.0561	0.477744
34	-0.058122	-0.4502	0.327091
35	0.076568	0.5931	0.277673
36	0.025948	0.201	0.420691

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.181449	-1.4055	0.082515
2	0.021909	0.1697	0.432906
3	0.103767	0.8038	0.21235
4	0.177337	1.3736	0.087331
5	0.095466	0.7395	0.23125
6	0.118743	0.9198	0.180685
7	-0.25347	-1.9634	0.027121
8	-0.049516	-0.3835	0.351334
9	-0.042124	-0.3263	0.37267
10	-0.01314	-0.1018	0.459633
11	-0.050525	-0.3914	0.348457
12	-0.316441	-2.4511	0.008585
13	-0.018375	-0.1423	0.443647
14	0.060528	0.4688	0.320439
15	0.037517	0.2906	0.386177
16	0.025041	0.194	0.42343
17	-0.074042	-0.5735	0.284215
18	0.115224	0.8925	0.187839
19	0.061396	0.4756	0.318054
20	-0.024639	-0.1909	0.424644
21	-0.050325	-0.3898	0.349027
22	-0.045206	-0.3502	0.363721
23	-0.200093	-1.5499	0.063211
24	-0.01345	-0.1042	0.458685
25	-0.164607	-1.275	0.103605
26	-0.122087	-0.9457	0.174051
27	-0.032437	-0.2513	0.401236
28	0.013549	0.1049	0.458383
29	-0.061764	-0.4784	0.317044
30	0.066836	0.5177	0.303282
31	0.016306	0.1263	0.449958
32	-0.066594	-0.5158	0.303933
33	0.030277	0.2345	0.407688
34	-0.009068	-0.0702	0.472118
35	0.089179	0.6908	0.246186
36	-0.017638	-0.1366	0.445893

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.181449 & -1.4055 & 0.082515 \tabularnewline
2 & 0.021909 & 0.1697 & 0.432906 \tabularnewline
3 & 0.103767 & 0.8038 & 0.21235 \tabularnewline
4 & 0.177337 & 1.3736 & 0.087331 \tabularnewline
5 & 0.095466 & 0.7395 & 0.23125 \tabularnewline
6 & 0.118743 & 0.9198 & 0.180685 \tabularnewline
7 & -0.25347 & -1.9634 & 0.027121 \tabularnewline
8 & -0.049516 & -0.3835 & 0.351334 \tabularnewline
9 & -0.042124 & -0.3263 & 0.37267 \tabularnewline
10 & -0.01314 & -0.1018 & 0.459633 \tabularnewline
11 & -0.050525 & -0.3914 & 0.348457 \tabularnewline
12 & -0.316441 & -2.4511 & 0.008585 \tabularnewline
13 & -0.018375 & -0.1423 & 0.443647 \tabularnewline
14 & 0.060528 & 0.4688 & 0.320439 \tabularnewline
15 & 0.037517 & 0.2906 & 0.386177 \tabularnewline
16 & 0.025041 & 0.194 & 0.42343 \tabularnewline
17 & -0.074042 & -0.5735 & 0.284215 \tabularnewline
18 & 0.115224 & 0.8925 & 0.187839 \tabularnewline
19 & 0.061396 & 0.4756 & 0.318054 \tabularnewline
20 & -0.024639 & -0.1909 & 0.424644 \tabularnewline
21 & -0.050325 & -0.3898 & 0.349027 \tabularnewline
22 & -0.045206 & -0.3502 & 0.363721 \tabularnewline
23 & -0.200093 & -1.5499 & 0.063211 \tabularnewline
24 & -0.01345 & -0.1042 & 0.458685 \tabularnewline
25 & -0.164607 & -1.275 & 0.103605 \tabularnewline
26 & -0.122087 & -0.9457 & 0.174051 \tabularnewline
27 & -0.032437 & -0.2513 & 0.401236 \tabularnewline
28 & 0.013549 & 0.1049 & 0.458383 \tabularnewline
29 & -0.061764 & -0.4784 & 0.317044 \tabularnewline
30 & 0.066836 & 0.5177 & 0.303282 \tabularnewline
31 & 0.016306 & 0.1263 & 0.449958 \tabularnewline
32 & -0.066594 & -0.5158 & 0.303933 \tabularnewline
33 & 0.030277 & 0.2345 & 0.407688 \tabularnewline
34 & -0.009068 & -0.0702 & 0.472118 \tabularnewline
35 & 0.089179 & 0.6908 & 0.246186 \tabularnewline
36 & -0.017638 & -0.1366 & 0.445893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70427&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]-0.181449[/C][C]-1.4055[/C][C]0.082515[/C][/ROW]
[ROW][C]2[/C][C]0.021909[/C][C]0.1697[/C][C]0.432906[/C][/ROW]
[ROW][C]3[/C][C]0.103767[/C][C]0.8038[/C][C]0.21235[/C][/ROW]
[ROW][C]4[/C][C]0.177337[/C][C]1.3736[/C][C]0.087331[/C][/ROW]
[ROW][C]5[/C][C]0.095466[/C][C]0.7395[/C][C]0.23125[/C][/ROW]
[ROW][C]6[/C][C]0.118743[/C][C]0.9198[/C][C]0.180685[/C][/ROW]
[ROW][C]7[/C][C]-0.25347[/C][C]-1.9634[/C][C]0.027121[/C][/ROW]
[ROW][C]8[/C][C]-0.049516[/C][C]-0.3835[/C][C]0.351334[/C][/ROW]
[ROW][C]9[/C][C]-0.042124[/C][C]-0.3263[/C][C]0.37267[/C][/ROW]
[ROW][C]10[/C][C]-0.01314[/C][C]-0.1018[/C][C]0.459633[/C][/ROW]
[ROW][C]11[/C][C]-0.050525[/C][C]-0.3914[/C][C]0.348457[/C][/ROW]
[ROW][C]12[/C][C]-0.316441[/C][C]-2.4511[/C][C]0.008585[/C][/ROW]
[ROW][C]13[/C][C]-0.018375[/C][C]-0.1423[/C][C]0.443647[/C][/ROW]
[ROW][C]14[/C][C]0.060528[/C][C]0.4688[/C][C]0.320439[/C][/ROW]
[ROW][C]15[/C][C]0.037517[/C][C]0.2906[/C][C]0.386177[/C][/ROW]
[ROW][C]16[/C][C]0.025041[/C][C]0.194[/C][C]0.42343[/C][/ROW]
[ROW][C]17[/C][C]-0.074042[/C][C]-0.5735[/C][C]0.284215[/C][/ROW]
[ROW][C]18[/C][C]0.115224[/C][C]0.8925[/C][C]0.187839[/C][/ROW]
[ROW][C]19[/C][C]0.061396[/C][C]0.4756[/C][C]0.318054[/C][/ROW]
[ROW][C]20[/C][C]-0.024639[/C][C]-0.1909[/C][C]0.424644[/C][/ROW]
[ROW][C]21[/C][C]-0.050325[/C][C]-0.3898[/C][C]0.349027[/C][/ROW]
[ROW][C]22[/C][C]-0.045206[/C][C]-0.3502[/C][C]0.363721[/C][/ROW]
[ROW][C]23[/C][C]-0.200093[/C][C]-1.5499[/C][C]0.063211[/C][/ROW]
[ROW][C]24[/C][C]-0.01345[/C][C]-0.1042[/C][C]0.458685[/C][/ROW]
[ROW][C]25[/C][C]-0.164607[/C][C]-1.275[/C][C]0.103605[/C][/ROW]
[ROW][C]26[/C][C]-0.122087[/C][C]-0.9457[/C][C]0.174051[/C][/ROW]
[ROW][C]27[/C][C]-0.032437[/C][C]-0.2513[/C][C]0.401236[/C][/ROW]
[ROW][C]28[/C][C]0.013549[/C][C]0.1049[/C][C]0.458383[/C][/ROW]
[ROW][C]29[/C][C]-0.061764[/C][C]-0.4784[/C][C]0.317044[/C][/ROW]
[ROW][C]30[/C][C]0.066836[/C][C]0.5177[/C][C]0.303282[/C][/ROW]
[ROW][C]31[/C][C]0.016306[/C][C]0.1263[/C][C]0.449958[/C][/ROW]
[ROW][C]32[/C][C]-0.066594[/C][C]-0.5158[/C][C]0.303933[/C][/ROW]
[ROW][C]33[/C][C]0.030277[/C][C]0.2345[/C][C]0.407688[/C][/ROW]
[ROW][C]34[/C][C]-0.009068[/C][C]-0.0702[/C][C]0.472118[/C][/ROW]
[ROW][C]35[/C][C]0.089179[/C][C]0.6908[/C][C]0.246186[/C][/ROW]
[ROW][C]36[/C][C]-0.017638[/C][C]-0.1366[/C][C]0.445893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70427&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70427&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	-0.181449	-1.4055	0.082515
2	0.021909	0.1697	0.432906
3	0.103767	0.8038	0.21235
4	0.177337	1.3736	0.087331
5	0.095466	0.7395	0.23125
6	0.118743	0.9198	0.180685
7	-0.25347	-1.9634	0.027121
8	-0.049516	-0.3835	0.351334
9	-0.042124	-0.3263	0.37267
10	-0.01314	-0.1018	0.459633
11	-0.050525	-0.3914	0.348457
12	-0.316441	-2.4511	0.008585
13	-0.018375	-0.1423	0.443647
14	0.060528	0.4688	0.320439
15	0.037517	0.2906	0.386177
16	0.025041	0.194	0.42343
17	-0.074042	-0.5735	0.284215
18	0.115224	0.8925	0.187839
19	0.061396	0.4756	0.318054
20	-0.024639	-0.1909	0.424644
21	-0.050325	-0.3898	0.349027
22	-0.045206	-0.3502	0.363721
23	-0.200093	-1.5499	0.063211
24	-0.01345	-0.1042	0.458685
25	-0.164607	-1.275	0.103605
26	-0.122087	-0.9457	0.174051
27	-0.032437	-0.2513	0.401236
28	0.013549	0.1049	0.458383
29	-0.061764	-0.4784	0.317044
30	0.066836	0.5177	0.303282
31	0.016306	0.1263	0.449958
32	-0.066594	-0.5158	0.303933
33	0.030277	0.2345	0.407688
34	-0.009068	-0.0702	0.472118
35	0.089179	0.6908	0.246186
36	-0.017638	-0.1366	0.445893

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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