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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 21 Nov 2009 12:45:06 -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/Nov/21/t125883278765dqq8ijypswufm.htm/, Retrieved Sat, 27 Apr 2024 22:22:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58581, Retrieved Sat, 27 Apr 2024 22:22:38 +0000

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194

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-       [(Partial) Autocorrelation Function] [Parti�le autocorr...] [2009-11-21 19:45:06] [2622964eb3e61db9b0dfd11950e3a18c] [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=58581&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=58581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58581&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	-0.449196	-3.4503	0.00052
2	-0.119822	-0.9204	0.180564
3	0.165376	1.2703	0.104486
4	0.014923	0.1146	0.454567
5	-0.082225	-0.6316	0.265049
6	-0.036303	-0.2788	0.390668
7	0.071266	0.5474	0.293082
8	-0.089746	-0.6893	0.246653
9	-0.030715	-0.2359	0.407152
10	0.212132	1.6294	0.054277
11	-0.266228	-2.0449	0.022665
12	0.161271	1.2387	0.110173
13	-0.007693	-0.0591	0.476539
14	0.024684	0.1896	0.425135
15	-0.082678	-0.6351	0.263922
16	-0.01065	-0.0818	0.46754
17	0.015805	0.1214	0.451893
18	0.021876	0.168	0.433566
19	-0.04629	-0.3556	0.361718
20	-0.020895	-0.1605	0.436518
21	0.032229	0.2476	0.402669
22	0.047969	0.3685	0.356925
23	-0.051726	-0.3973	0.346283
24	0.001485	0.0114	0.49547
25	0.008292	0.0637	0.474715
26	0.039311	0.302	0.381875
27	0.001162	0.0089	0.496454
28	-0.052053	-0.3998	0.345365
29	0.043901	0.3372	0.368578
30	0.044192	0.3394	0.367741
31	-0.089505	-0.6875	0.247231
32	-0.008763	-0.0673	0.473282
33	0.131421	1.0095	0.158436
34	-0.165424	-1.2706	0.104421
35	0.0768	0.5899	0.278752
36	0.041429	0.3182	0.37572

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.449196 & -3.4503 & 0.00052 \tabularnewline
2 & -0.119822 & -0.9204 & 0.180564 \tabularnewline
3 & 0.165376 & 1.2703 & 0.104486 \tabularnewline
4 & 0.014923 & 0.1146 & 0.454567 \tabularnewline
5 & -0.082225 & -0.6316 & 0.265049 \tabularnewline
6 & -0.036303 & -0.2788 & 0.390668 \tabularnewline
7 & 0.071266 & 0.5474 & 0.293082 \tabularnewline
8 & -0.089746 & -0.6893 & 0.246653 \tabularnewline
9 & -0.030715 & -0.2359 & 0.407152 \tabularnewline
10 & 0.212132 & 1.6294 & 0.054277 \tabularnewline
11 & -0.266228 & -2.0449 & 0.022665 \tabularnewline
12 & 0.161271 & 1.2387 & 0.110173 \tabularnewline
13 & -0.007693 & -0.0591 & 0.476539 \tabularnewline
14 & 0.024684 & 0.1896 & 0.425135 \tabularnewline
15 & -0.082678 & -0.6351 & 0.263922 \tabularnewline
16 & -0.01065 & -0.0818 & 0.46754 \tabularnewline
17 & 0.015805 & 0.1214 & 0.451893 \tabularnewline
18 & 0.021876 & 0.168 & 0.433566 \tabularnewline
19 & -0.04629 & -0.3556 & 0.361718 \tabularnewline
20 & -0.020895 & -0.1605 & 0.436518 \tabularnewline
21 & 0.032229 & 0.2476 & 0.402669 \tabularnewline
22 & 0.047969 & 0.3685 & 0.356925 \tabularnewline
23 & -0.051726 & -0.3973 & 0.346283 \tabularnewline
24 & 0.001485 & 0.0114 & 0.49547 \tabularnewline
25 & 0.008292 & 0.0637 & 0.474715 \tabularnewline
26 & 0.039311 & 0.302 & 0.381875 \tabularnewline
27 & 0.001162 & 0.0089 & 0.496454 \tabularnewline
28 & -0.052053 & -0.3998 & 0.345365 \tabularnewline
29 & 0.043901 & 0.3372 & 0.368578 \tabularnewline
30 & 0.044192 & 0.3394 & 0.367741 \tabularnewline
31 & -0.089505 & -0.6875 & 0.247231 \tabularnewline
32 & -0.008763 & -0.0673 & 0.473282 \tabularnewline
33 & 0.131421 & 1.0095 & 0.158436 \tabularnewline
34 & -0.165424 & -1.2706 & 0.104421 \tabularnewline
35 & 0.0768 & 0.5899 & 0.278752 \tabularnewline
36 & 0.041429 & 0.3182 & 0.37572 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58581&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]-0.449196[/C][C]-3.4503[/C][C]0.00052[/C][/ROW]
[ROW][C]2[/C][C]-0.119822[/C][C]-0.9204[/C][C]0.180564[/C][/ROW]
[ROW][C]3[/C][C]0.165376[/C][C]1.2703[/C][C]0.104486[/C][/ROW]
[ROW][C]4[/C][C]0.014923[/C][C]0.1146[/C][C]0.454567[/C][/ROW]
[ROW][C]5[/C][C]-0.082225[/C][C]-0.6316[/C][C]0.265049[/C][/ROW]
[ROW][C]6[/C][C]-0.036303[/C][C]-0.2788[/C][C]0.390668[/C][/ROW]
[ROW][C]7[/C][C]0.071266[/C][C]0.5474[/C][C]0.293082[/C][/ROW]
[ROW][C]8[/C][C]-0.089746[/C][C]-0.6893[/C][C]0.246653[/C][/ROW]
[ROW][C]9[/C][C]-0.030715[/C][C]-0.2359[/C][C]0.407152[/C][/ROW]
[ROW][C]10[/C][C]0.212132[/C][C]1.6294[/C][C]0.054277[/C][/ROW]
[ROW][C]11[/C][C]-0.266228[/C][C]-2.0449[/C][C]0.022665[/C][/ROW]
[ROW][C]12[/C][C]0.161271[/C][C]1.2387[/C][C]0.110173[/C][/ROW]
[ROW][C]13[/C][C]-0.007693[/C][C]-0.0591[/C][C]0.476539[/C][/ROW]
[ROW][C]14[/C][C]0.024684[/C][C]0.1896[/C][C]0.425135[/C][/ROW]
[ROW][C]15[/C][C]-0.082678[/C][C]-0.6351[/C][C]0.263922[/C][/ROW]
[ROW][C]16[/C][C]-0.01065[/C][C]-0.0818[/C][C]0.46754[/C][/ROW]
[ROW][C]17[/C][C]0.015805[/C][C]0.1214[/C][C]0.451893[/C][/ROW]
[ROW][C]18[/C][C]0.021876[/C][C]0.168[/C][C]0.433566[/C][/ROW]
[ROW][C]19[/C][C]-0.04629[/C][C]-0.3556[/C][C]0.361718[/C][/ROW]
[ROW][C]20[/C][C]-0.020895[/C][C]-0.1605[/C][C]0.436518[/C][/ROW]
[ROW][C]21[/C][C]0.032229[/C][C]0.2476[/C][C]0.402669[/C][/ROW]
[ROW][C]22[/C][C]0.047969[/C][C]0.3685[/C][C]0.356925[/C][/ROW]
[ROW][C]23[/C][C]-0.051726[/C][C]-0.3973[/C][C]0.346283[/C][/ROW]
[ROW][C]24[/C][C]0.001485[/C][C]0.0114[/C][C]0.49547[/C][/ROW]
[ROW][C]25[/C][C]0.008292[/C][C]0.0637[/C][C]0.474715[/C][/ROW]
[ROW][C]26[/C][C]0.039311[/C][C]0.302[/C][C]0.381875[/C][/ROW]
[ROW][C]27[/C][C]0.001162[/C][C]0.0089[/C][C]0.496454[/C][/ROW]
[ROW][C]28[/C][C]-0.052053[/C][C]-0.3998[/C][C]0.345365[/C][/ROW]
[ROW][C]29[/C][C]0.043901[/C][C]0.3372[/C][C]0.368578[/C][/ROW]
[ROW][C]30[/C][C]0.044192[/C][C]0.3394[/C][C]0.367741[/C][/ROW]
[ROW][C]31[/C][C]-0.089505[/C][C]-0.6875[/C][C]0.247231[/C][/ROW]
[ROW][C]32[/C][C]-0.008763[/C][C]-0.0673[/C][C]0.473282[/C][/ROW]
[ROW][C]33[/C][C]0.131421[/C][C]1.0095[/C][C]0.158436[/C][/ROW]
[ROW][C]34[/C][C]-0.165424[/C][C]-1.2706[/C][C]0.104421[/C][/ROW]
[ROW][C]35[/C][C]0.0768[/C][C]0.5899[/C][C]0.278752[/C][/ROW]
[ROW][C]36[/C][C]0.041429[/C][C]0.3182[/C][C]0.37572[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58581&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	-0.449196	-3.4503	0.00052
2	-0.119822	-0.9204	0.180564
3	0.165376	1.2703	0.104486
4	0.014923	0.1146	0.454567
5	-0.082225	-0.6316	0.265049
6	-0.036303	-0.2788	0.390668
7	0.071266	0.5474	0.293082
8	-0.089746	-0.6893	0.246653
9	-0.030715	-0.2359	0.407152
10	0.212132	1.6294	0.054277
11	-0.266228	-2.0449	0.022665
12	0.161271	1.2387	0.110173
13	-0.007693	-0.0591	0.476539
14	0.024684	0.1896	0.425135
15	-0.082678	-0.6351	0.263922
16	-0.01065	-0.0818	0.46754
17	0.015805	0.1214	0.451893
18	0.021876	0.168	0.433566
19	-0.04629	-0.3556	0.361718
20	-0.020895	-0.1605	0.436518
21	0.032229	0.2476	0.402669
22	0.047969	0.3685	0.356925
23	-0.051726	-0.3973	0.346283
24	0.001485	0.0114	0.49547
25	0.008292	0.0637	0.474715
26	0.039311	0.302	0.381875
27	0.001162	0.0089	0.496454
28	-0.052053	-0.3998	0.345365
29	0.043901	0.3372	0.368578
30	0.044192	0.3394	0.367741
31	-0.089505	-0.6875	0.247231
32	-0.008763	-0.0673	0.473282
33	0.131421	1.0095	0.158436
34	-0.165424	-1.2706	0.104421
35	0.0768	0.5899	0.278752
36	0.041429	0.3182	0.37572

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.449196	-3.4503	0.00052
2	-0.402894	-3.0947	0.001505
3	-0.136261	-1.0466	0.149767
4	0.012869	0.0988	0.460797
5	-0.002636	-0.0202	0.491958
6	-0.097318	-0.7475	0.228861
7	-0.0571	-0.4386	0.33128
8	-0.147267	-1.1312	0.131278
9	-0.183288	-1.4079	0.08221
10	0.118469	0.91	0.183268
11	-0.144385	-1.109	0.135956
12	0.044468	0.3416	0.366947
13	-0.031277	-0.2402	0.405487
14	0.080043	0.6148	0.270518
15	-0.029404	-0.2259	0.411048
16	-0.103046	-0.7915	0.215909
17	-0.173593	-1.3334	0.093764
18	-0.039432	-0.3029	0.381523
19	-0.063075	-0.4845	0.314916
20	-0.118868	-0.913	0.182469
21	-0.040243	-0.3091	0.379163
22	-0.062261	-0.4782	0.317124
23	-0.015325	-0.1177	0.453348
24	-0.104779	-0.8048	0.212077
25	-0.082826	-0.6362	0.263553
26	-0.052028	-0.3996	0.345434
27	0.037682	0.2894	0.386628
28	-0.053969	-0.4145	0.33999
29	0.039935	0.3067	0.380059
30	0.08015	0.6156	0.270249
31	-0.047944	-0.3683	0.356996
32	-0.117018	-0.8988	0.186198
33	0.058674	0.4507	0.326936
34	-0.114685	-0.8809	0.190971
35	-0.017779	-0.1366	0.44592
36	-0.009698	-0.0745	0.470436

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.449196 & -3.4503 & 0.00052 \tabularnewline
2 & -0.402894 & -3.0947 & 0.001505 \tabularnewline
3 & -0.136261 & -1.0466 & 0.149767 \tabularnewline
4 & 0.012869 & 0.0988 & 0.460797 \tabularnewline
5 & -0.002636 & -0.0202 & 0.491958 \tabularnewline
6 & -0.097318 & -0.7475 & 0.228861 \tabularnewline
7 & -0.0571 & -0.4386 & 0.33128 \tabularnewline
8 & -0.147267 & -1.1312 & 0.131278 \tabularnewline
9 & -0.183288 & -1.4079 & 0.08221 \tabularnewline
10 & 0.118469 & 0.91 & 0.183268 \tabularnewline
11 & -0.144385 & -1.109 & 0.135956 \tabularnewline
12 & 0.044468 & 0.3416 & 0.366947 \tabularnewline
13 & -0.031277 & -0.2402 & 0.405487 \tabularnewline
14 & 0.080043 & 0.6148 & 0.270518 \tabularnewline
15 & -0.029404 & -0.2259 & 0.411048 \tabularnewline
16 & -0.103046 & -0.7915 & 0.215909 \tabularnewline
17 & -0.173593 & -1.3334 & 0.093764 \tabularnewline
18 & -0.039432 & -0.3029 & 0.381523 \tabularnewline
19 & -0.063075 & -0.4845 & 0.314916 \tabularnewline
20 & -0.118868 & -0.913 & 0.182469 \tabularnewline
21 & -0.040243 & -0.3091 & 0.379163 \tabularnewline
22 & -0.062261 & -0.4782 & 0.317124 \tabularnewline
23 & -0.015325 & -0.1177 & 0.453348 \tabularnewline
24 & -0.104779 & -0.8048 & 0.212077 \tabularnewline
25 & -0.082826 & -0.6362 & 0.263553 \tabularnewline
26 & -0.052028 & -0.3996 & 0.345434 \tabularnewline
27 & 0.037682 & 0.2894 & 0.386628 \tabularnewline
28 & -0.053969 & -0.4145 & 0.33999 \tabularnewline
29 & 0.039935 & 0.3067 & 0.380059 \tabularnewline
30 & 0.08015 & 0.6156 & 0.270249 \tabularnewline
31 & -0.047944 & -0.3683 & 0.356996 \tabularnewline
32 & -0.117018 & -0.8988 & 0.186198 \tabularnewline
33 & 0.058674 & 0.4507 & 0.326936 \tabularnewline
34 & -0.114685 & -0.8809 & 0.190971 \tabularnewline
35 & -0.017779 & -0.1366 & 0.44592 \tabularnewline
36 & -0.009698 & -0.0745 & 0.470436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58581&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]-0.449196[/C][C]-3.4503[/C][C]0.00052[/C][/ROW]
[ROW][C]2[/C][C]-0.402894[/C][C]-3.0947[/C][C]0.001505[/C][/ROW]
[ROW][C]3[/C][C]-0.136261[/C][C]-1.0466[/C][C]0.149767[/C][/ROW]
[ROW][C]4[/C][C]0.012869[/C][C]0.0988[/C][C]0.460797[/C][/ROW]
[ROW][C]5[/C][C]-0.002636[/C][C]-0.0202[/C][C]0.491958[/C][/ROW]
[ROW][C]6[/C][C]-0.097318[/C][C]-0.7475[/C][C]0.228861[/C][/ROW]
[ROW][C]7[/C][C]-0.0571[/C][C]-0.4386[/C][C]0.33128[/C][/ROW]
[ROW][C]8[/C][C]-0.147267[/C][C]-1.1312[/C][C]0.131278[/C][/ROW]
[ROW][C]9[/C][C]-0.183288[/C][C]-1.4079[/C][C]0.08221[/C][/ROW]
[ROW][C]10[/C][C]0.118469[/C][C]0.91[/C][C]0.183268[/C][/ROW]
[ROW][C]11[/C][C]-0.144385[/C][C]-1.109[/C][C]0.135956[/C][/ROW]
[ROW][C]12[/C][C]0.044468[/C][C]0.3416[/C][C]0.366947[/C][/ROW]
[ROW][C]13[/C][C]-0.031277[/C][C]-0.2402[/C][C]0.405487[/C][/ROW]
[ROW][C]14[/C][C]0.080043[/C][C]0.6148[/C][C]0.270518[/C][/ROW]
[ROW][C]15[/C][C]-0.029404[/C][C]-0.2259[/C][C]0.411048[/C][/ROW]
[ROW][C]16[/C][C]-0.103046[/C][C]-0.7915[/C][C]0.215909[/C][/ROW]
[ROW][C]17[/C][C]-0.173593[/C][C]-1.3334[/C][C]0.093764[/C][/ROW]
[ROW][C]18[/C][C]-0.039432[/C][C]-0.3029[/C][C]0.381523[/C][/ROW]
[ROW][C]19[/C][C]-0.063075[/C][C]-0.4845[/C][C]0.314916[/C][/ROW]
[ROW][C]20[/C][C]-0.118868[/C][C]-0.913[/C][C]0.182469[/C][/ROW]
[ROW][C]21[/C][C]-0.040243[/C][C]-0.3091[/C][C]0.379163[/C][/ROW]
[ROW][C]22[/C][C]-0.062261[/C][C]-0.4782[/C][C]0.317124[/C][/ROW]
[ROW][C]23[/C][C]-0.015325[/C][C]-0.1177[/C][C]0.453348[/C][/ROW]
[ROW][C]24[/C][C]-0.104779[/C][C]-0.8048[/C][C]0.212077[/C][/ROW]
[ROW][C]25[/C][C]-0.082826[/C][C]-0.6362[/C][C]0.263553[/C][/ROW]
[ROW][C]26[/C][C]-0.052028[/C][C]-0.3996[/C][C]0.345434[/C][/ROW]
[ROW][C]27[/C][C]0.037682[/C][C]0.2894[/C][C]0.386628[/C][/ROW]
[ROW][C]28[/C][C]-0.053969[/C][C]-0.4145[/C][C]0.33999[/C][/ROW]
[ROW][C]29[/C][C]0.039935[/C][C]0.3067[/C][C]0.380059[/C][/ROW]
[ROW][C]30[/C][C]0.08015[/C][C]0.6156[/C][C]0.270249[/C][/ROW]
[ROW][C]31[/C][C]-0.047944[/C][C]-0.3683[/C][C]0.356996[/C][/ROW]
[ROW][C]32[/C][C]-0.117018[/C][C]-0.8988[/C][C]0.186198[/C][/ROW]
[ROW][C]33[/C][C]0.058674[/C][C]0.4507[/C][C]0.326936[/C][/ROW]
[ROW][C]34[/C][C]-0.114685[/C][C]-0.8809[/C][C]0.190971[/C][/ROW]
[ROW][C]35[/C][C]-0.017779[/C][C]-0.1366[/C][C]0.44592[/C][/ROW]
[ROW][C]36[/C][C]-0.009698[/C][C]-0.0745[/C][C]0.470436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58581&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58581&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	-0.449196	-3.4503	0.00052
2	-0.402894	-3.0947	0.001505
3	-0.136261	-1.0466	0.149767
4	0.012869	0.0988	0.460797
5	-0.002636	-0.0202	0.491958
6	-0.097318	-0.7475	0.228861
7	-0.0571	-0.4386	0.33128
8	-0.147267	-1.1312	0.131278
9	-0.183288	-1.4079	0.08221
10	0.118469	0.91	0.183268
11	-0.144385	-1.109	0.135956
12	0.044468	0.3416	0.366947
13	-0.031277	-0.2402	0.405487
14	0.080043	0.6148	0.270518
15	-0.029404	-0.2259	0.411048
16	-0.103046	-0.7915	0.215909
17	-0.173593	-1.3334	0.093764
18	-0.039432	-0.3029	0.381523
19	-0.063075	-0.4845	0.314916
20	-0.118868	-0.913	0.182469
21	-0.040243	-0.3091	0.379163
22	-0.062261	-0.4782	0.317124
23	-0.015325	-0.1177	0.453348
24	-0.104779	-0.8048	0.212077
25	-0.082826	-0.6362	0.263553
26	-0.052028	-0.3996	0.345434
27	0.037682	0.2894	0.386628
28	-0.053969	-0.4145	0.33999
29	0.039935	0.3067	0.380059
30	0.08015	0.6156	0.270249
31	-0.047944	-0.3683	0.356996
32	-0.117018	-0.8988	0.186198
33	0.058674	0.4507	0.326936
34	-0.114685	-0.8809	0.190971
35	-0.017779	-0.1366	0.44592
36	-0.009698	-0.0745	0.470436

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