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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 09:42:45 -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/24/t12590810321dcnlt5kaerso15.htm/, Retrieved Wed, 11 Sep 2024 07:42:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59158, Retrieved Wed, 11 Sep 2024 07:42:10 +0000

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User-defined keywords

Estimated Impact

254

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] [SHWWS8methode1a] [2009-11-24 16:42:45] [db49399df1e4a3dbe31268849cebfd7f] [Current]
-   P             [(Partial) Autocorrelation Function] [SHWWS9] [2009-12-01 19:06:31] [a66d3a79ef9e5308cd94a469bc5ca464] 
-    D            [(Partial) Autocorrelation Function] [PAPER] [2009-12-13 09:34:23] [a66d3a79ef9e5308cd94a469bc5ca464] 

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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=59158&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=59158&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59158&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	0.77807	6.0269	0
2	0.480086	3.7187	0.000221
3	0.268207	2.0775	0.02102
4	0.154658	1.198	0.117819
5	0.120124	0.9305	0.177927
6	0.105185	0.8148	0.209216
7	0.088793	0.6878	0.247118
8	0.098169	0.7604	0.224994
9	0.206498	1.5995	0.057478
10	0.413637	3.204	0.001086
11	0.584965	4.5311	1.4e-05
12	0.641523	4.9692	3e-06
13	0.431549	3.3428	0.000716
14	0.16997	1.3166	0.096493
15	-0.009478	-0.0734	0.47086
16	-0.106195	-0.8226	0.207001
17	-0.136721	-1.059	0.146915
18	-0.157948	-1.2235	0.11297
19	-0.184574	-1.4297	0.078995
20	-0.187027	-1.4487	0.076313
21	-0.108521	-0.8406	0.201955
22	0.050875	0.3941	0.34746
23	0.172986	1.3399	0.092658
24	0.203698	1.5778	0.05993
25	0.035969	0.2786	0.390748
26	-0.1446	-1.1201	0.133574
27	-0.246467	-1.9091	0.030516
28	-0.290821	-2.2527	0.013974
29	-0.311022	-2.4092	0.009537
30	-0.324202	-2.5113	0.00737
31	-0.335182	-2.5963	0.005916
32	-0.330237	-2.558	0.006535
33	-0.25141	-1.9474	0.028085
34	-0.109512	-0.8483	0.199827
35	-0.017223	-0.1334	0.447159
36	-0.00018	-0.0014	0.499447

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.77807 & 6.0269 & 0 \tabularnewline
2 & 0.480086 & 3.7187 & 0.000221 \tabularnewline
3 & 0.268207 & 2.0775 & 0.02102 \tabularnewline
4 & 0.154658 & 1.198 & 0.117819 \tabularnewline
5 & 0.120124 & 0.9305 & 0.177927 \tabularnewline
6 & 0.105185 & 0.8148 & 0.209216 \tabularnewline
7 & 0.088793 & 0.6878 & 0.247118 \tabularnewline
8 & 0.098169 & 0.7604 & 0.224994 \tabularnewline
9 & 0.206498 & 1.5995 & 0.057478 \tabularnewline
10 & 0.413637 & 3.204 & 0.001086 \tabularnewline
11 & 0.584965 & 4.5311 & 1.4e-05 \tabularnewline
12 & 0.641523 & 4.9692 & 3e-06 \tabularnewline
13 & 0.431549 & 3.3428 & 0.000716 \tabularnewline
14 & 0.16997 & 1.3166 & 0.096493 \tabularnewline
15 & -0.009478 & -0.0734 & 0.47086 \tabularnewline
16 & -0.106195 & -0.8226 & 0.207001 \tabularnewline
17 & -0.136721 & -1.059 & 0.146915 \tabularnewline
18 & -0.157948 & -1.2235 & 0.11297 \tabularnewline
19 & -0.184574 & -1.4297 & 0.078995 \tabularnewline
20 & -0.187027 & -1.4487 & 0.076313 \tabularnewline
21 & -0.108521 & -0.8406 & 0.201955 \tabularnewline
22 & 0.050875 & 0.3941 & 0.34746 \tabularnewline
23 & 0.172986 & 1.3399 & 0.092658 \tabularnewline
24 & 0.203698 & 1.5778 & 0.05993 \tabularnewline
25 & 0.035969 & 0.2786 & 0.390748 \tabularnewline
26 & -0.1446 & -1.1201 & 0.133574 \tabularnewline
27 & -0.246467 & -1.9091 & 0.030516 \tabularnewline
28 & -0.290821 & -2.2527 & 0.013974 \tabularnewline
29 & -0.311022 & -2.4092 & 0.009537 \tabularnewline
30 & -0.324202 & -2.5113 & 0.00737 \tabularnewline
31 & -0.335182 & -2.5963 & 0.005916 \tabularnewline
32 & -0.330237 & -2.558 & 0.006535 \tabularnewline
33 & -0.25141 & -1.9474 & 0.028085 \tabularnewline
34 & -0.109512 & -0.8483 & 0.199827 \tabularnewline
35 & -0.017223 & -0.1334 & 0.447159 \tabularnewline
36 & -0.00018 & -0.0014 & 0.499447 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59158&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]0.77807[/C][C]6.0269[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.480086[/C][C]3.7187[/C][C]0.000221[/C][/ROW]
[ROW][C]3[/C][C]0.268207[/C][C]2.0775[/C][C]0.02102[/C][/ROW]
[ROW][C]4[/C][C]0.154658[/C][C]1.198[/C][C]0.117819[/C][/ROW]
[ROW][C]5[/C][C]0.120124[/C][C]0.9305[/C][C]0.177927[/C][/ROW]
[ROW][C]6[/C][C]0.105185[/C][C]0.8148[/C][C]0.209216[/C][/ROW]
[ROW][C]7[/C][C]0.088793[/C][C]0.6878[/C][C]0.247118[/C][/ROW]
[ROW][C]8[/C][C]0.098169[/C][C]0.7604[/C][C]0.224994[/C][/ROW]
[ROW][C]9[/C][C]0.206498[/C][C]1.5995[/C][C]0.057478[/C][/ROW]
[ROW][C]10[/C][C]0.413637[/C][C]3.204[/C][C]0.001086[/C][/ROW]
[ROW][C]11[/C][C]0.584965[/C][C]4.5311[/C][C]1.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.641523[/C][C]4.9692[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.431549[/C][C]3.3428[/C][C]0.000716[/C][/ROW]
[ROW][C]14[/C][C]0.16997[/C][C]1.3166[/C][C]0.096493[/C][/ROW]
[ROW][C]15[/C][C]-0.009478[/C][C]-0.0734[/C][C]0.47086[/C][/ROW]
[ROW][C]16[/C][C]-0.106195[/C][C]-0.8226[/C][C]0.207001[/C][/ROW]
[ROW][C]17[/C][C]-0.136721[/C][C]-1.059[/C][C]0.146915[/C][/ROW]
[ROW][C]18[/C][C]-0.157948[/C][C]-1.2235[/C][C]0.11297[/C][/ROW]
[ROW][C]19[/C][C]-0.184574[/C][C]-1.4297[/C][C]0.078995[/C][/ROW]
[ROW][C]20[/C][C]-0.187027[/C][C]-1.4487[/C][C]0.076313[/C][/ROW]
[ROW][C]21[/C][C]-0.108521[/C][C]-0.8406[/C][C]0.201955[/C][/ROW]
[ROW][C]22[/C][C]0.050875[/C][C]0.3941[/C][C]0.34746[/C][/ROW]
[ROW][C]23[/C][C]0.172986[/C][C]1.3399[/C][C]0.092658[/C][/ROW]
[ROW][C]24[/C][C]0.203698[/C][C]1.5778[/C][C]0.05993[/C][/ROW]
[ROW][C]25[/C][C]0.035969[/C][C]0.2786[/C][C]0.390748[/C][/ROW]
[ROW][C]26[/C][C]-0.1446[/C][C]-1.1201[/C][C]0.133574[/C][/ROW]
[ROW][C]27[/C][C]-0.246467[/C][C]-1.9091[/C][C]0.030516[/C][/ROW]
[ROW][C]28[/C][C]-0.290821[/C][C]-2.2527[/C][C]0.013974[/C][/ROW]
[ROW][C]29[/C][C]-0.311022[/C][C]-2.4092[/C][C]0.009537[/C][/ROW]
[ROW][C]30[/C][C]-0.324202[/C][C]-2.5113[/C][C]0.00737[/C][/ROW]
[ROW][C]31[/C][C]-0.335182[/C][C]-2.5963[/C][C]0.005916[/C][/ROW]
[ROW][C]32[/C][C]-0.330237[/C][C]-2.558[/C][C]0.006535[/C][/ROW]
[ROW][C]33[/C][C]-0.25141[/C][C]-1.9474[/C][C]0.028085[/C][/ROW]
[ROW][C]34[/C][C]-0.109512[/C][C]-0.8483[/C][C]0.199827[/C][/ROW]
[ROW][C]35[/C][C]-0.017223[/C][C]-0.1334[/C][C]0.447159[/C][/ROW]
[ROW][C]36[/C][C]-0.00018[/C][C]-0.0014[/C][C]0.499447[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59158&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59158&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	0.77807	6.0269	0
2	0.480086	3.7187	0.000221
3	0.268207	2.0775	0.02102
4	0.154658	1.198	0.117819
5	0.120124	0.9305	0.177927
6	0.105185	0.8148	0.209216
7	0.088793	0.6878	0.247118
8	0.098169	0.7604	0.224994
9	0.206498	1.5995	0.057478
10	0.413637	3.204	0.001086
11	0.584965	4.5311	1.4e-05
12	0.641523	4.9692	3e-06
13	0.431549	3.3428	0.000716
14	0.16997	1.3166	0.096493
15	-0.009478	-0.0734	0.47086
16	-0.106195	-0.8226	0.207001
17	-0.136721	-1.059	0.146915
18	-0.157948	-1.2235	0.11297
19	-0.184574	-1.4297	0.078995
20	-0.187027	-1.4487	0.076313
21	-0.108521	-0.8406	0.201955
22	0.050875	0.3941	0.34746
23	0.172986	1.3399	0.092658
24	0.203698	1.5778	0.05993
25	0.035969	0.2786	0.390748
26	-0.1446	-1.1201	0.133574
27	-0.246467	-1.9091	0.030516
28	-0.290821	-2.2527	0.013974
29	-0.311022	-2.4092	0.009537
30	-0.324202	-2.5113	0.00737
31	-0.335182	-2.5963	0.005916
32	-0.330237	-2.558	0.006535
33	-0.25141	-1.9474	0.028085
34	-0.109512	-0.8483	0.199827
35	-0.017223	-0.1334	0.447159
36	-0.00018	-0.0014	0.499447

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.77807	6.0269	0
2	-0.317548	-2.4597	0.008402
3	0.065173	0.5048	0.307764
4	0.022564	0.1748	0.430921
5	0.061876	0.4793	0.316738
6	-0.019723	-0.1528	0.439546
7	0.009441	0.0731	0.470972
8	0.082286	0.6374	0.26315
9	0.276686	2.1432	0.018081
10	0.332357	2.5744	0.006263
11	0.164447	1.2738	0.103823
12	0.126617	0.9808	0.165321
13	-0.478228	-3.7043	0.000232
14	-0.056326	-0.4363	0.332093
15	-0.163035	-1.2629	0.105762
16	-0.094941	-0.7354	0.232476
17	-0.045502	-0.3525	0.362866
18	-0.068552	-0.531	0.298688
19	-0.101931	-0.7896	0.216448
20	-0.174252	-1.3497	0.091084
21	-0.145798	-1.1293	0.131624
22	-0.111617	-0.8646	0.195356
23	0.044494	0.3446	0.365783
24	0.098937	0.7664	0.223233
25	-0.081968	-0.6349	0.263946
26	0.171981	1.3322	0.093923
27	0.006546	0.0507	0.479865
28	0.060483	0.4685	0.320561
29	-0.056669	-0.439	0.331135
30	0.086187	0.6676	0.253475
31	0.052684	0.4081	0.342331
32	0.001416	0.011	0.495644
33	0.035514	0.2751	0.392096
34	-0.085126	-0.6594	0.256087
35	-0.02587	-0.2004	0.420928
36	-0.108637	-0.8415	0.201705

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.77807 & 6.0269 & 0 \tabularnewline
2 & -0.317548 & -2.4597 & 0.008402 \tabularnewline
3 & 0.065173 & 0.5048 & 0.307764 \tabularnewline
4 & 0.022564 & 0.1748 & 0.430921 \tabularnewline
5 & 0.061876 & 0.4793 & 0.316738 \tabularnewline
6 & -0.019723 & -0.1528 & 0.439546 \tabularnewline
7 & 0.009441 & 0.0731 & 0.470972 \tabularnewline
8 & 0.082286 & 0.6374 & 0.26315 \tabularnewline
9 & 0.276686 & 2.1432 & 0.018081 \tabularnewline
10 & 0.332357 & 2.5744 & 0.006263 \tabularnewline
11 & 0.164447 & 1.2738 & 0.103823 \tabularnewline
12 & 0.126617 & 0.9808 & 0.165321 \tabularnewline
13 & -0.478228 & -3.7043 & 0.000232 \tabularnewline
14 & -0.056326 & -0.4363 & 0.332093 \tabularnewline
15 & -0.163035 & -1.2629 & 0.105762 \tabularnewline
16 & -0.094941 & -0.7354 & 0.232476 \tabularnewline
17 & -0.045502 & -0.3525 & 0.362866 \tabularnewline
18 & -0.068552 & -0.531 & 0.298688 \tabularnewline
19 & -0.101931 & -0.7896 & 0.216448 \tabularnewline
20 & -0.174252 & -1.3497 & 0.091084 \tabularnewline
21 & -0.145798 & -1.1293 & 0.131624 \tabularnewline
22 & -0.111617 & -0.8646 & 0.195356 \tabularnewline
23 & 0.044494 & 0.3446 & 0.365783 \tabularnewline
24 & 0.098937 & 0.7664 & 0.223233 \tabularnewline
25 & -0.081968 & -0.6349 & 0.263946 \tabularnewline
26 & 0.171981 & 1.3322 & 0.093923 \tabularnewline
27 & 0.006546 & 0.0507 & 0.479865 \tabularnewline
28 & 0.060483 & 0.4685 & 0.320561 \tabularnewline
29 & -0.056669 & -0.439 & 0.331135 \tabularnewline
30 & 0.086187 & 0.6676 & 0.253475 \tabularnewline
31 & 0.052684 & 0.4081 & 0.342331 \tabularnewline
32 & 0.001416 & 0.011 & 0.495644 \tabularnewline
33 & 0.035514 & 0.2751 & 0.392096 \tabularnewline
34 & -0.085126 & -0.6594 & 0.256087 \tabularnewline
35 & -0.02587 & -0.2004 & 0.420928 \tabularnewline
36 & -0.108637 & -0.8415 & 0.201705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59158&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]0.77807[/C][C]6.0269[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.317548[/C][C]-2.4597[/C][C]0.008402[/C][/ROW]
[ROW][C]3[/C][C]0.065173[/C][C]0.5048[/C][C]0.307764[/C][/ROW]
[ROW][C]4[/C][C]0.022564[/C][C]0.1748[/C][C]0.430921[/C][/ROW]
[ROW][C]5[/C][C]0.061876[/C][C]0.4793[/C][C]0.316738[/C][/ROW]
[ROW][C]6[/C][C]-0.019723[/C][C]-0.1528[/C][C]0.439546[/C][/ROW]
[ROW][C]7[/C][C]0.009441[/C][C]0.0731[/C][C]0.470972[/C][/ROW]
[ROW][C]8[/C][C]0.082286[/C][C]0.6374[/C][C]0.26315[/C][/ROW]
[ROW][C]9[/C][C]0.276686[/C][C]2.1432[/C][C]0.018081[/C][/ROW]
[ROW][C]10[/C][C]0.332357[/C][C]2.5744[/C][C]0.006263[/C][/ROW]
[ROW][C]11[/C][C]0.164447[/C][C]1.2738[/C][C]0.103823[/C][/ROW]
[ROW][C]12[/C][C]0.126617[/C][C]0.9808[/C][C]0.165321[/C][/ROW]
[ROW][C]13[/C][C]-0.478228[/C][C]-3.7043[/C][C]0.000232[/C][/ROW]
[ROW][C]14[/C][C]-0.056326[/C][C]-0.4363[/C][C]0.332093[/C][/ROW]
[ROW][C]15[/C][C]-0.163035[/C][C]-1.2629[/C][C]0.105762[/C][/ROW]
[ROW][C]16[/C][C]-0.094941[/C][C]-0.7354[/C][C]0.232476[/C][/ROW]
[ROW][C]17[/C][C]-0.045502[/C][C]-0.3525[/C][C]0.362866[/C][/ROW]
[ROW][C]18[/C][C]-0.068552[/C][C]-0.531[/C][C]0.298688[/C][/ROW]
[ROW][C]19[/C][C]-0.101931[/C][C]-0.7896[/C][C]0.216448[/C][/ROW]
[ROW][C]20[/C][C]-0.174252[/C][C]-1.3497[/C][C]0.091084[/C][/ROW]
[ROW][C]21[/C][C]-0.145798[/C][C]-1.1293[/C][C]0.131624[/C][/ROW]
[ROW][C]22[/C][C]-0.111617[/C][C]-0.8646[/C][C]0.195356[/C][/ROW]
[ROW][C]23[/C][C]0.044494[/C][C]0.3446[/C][C]0.365783[/C][/ROW]
[ROW][C]24[/C][C]0.098937[/C][C]0.7664[/C][C]0.223233[/C][/ROW]
[ROW][C]25[/C][C]-0.081968[/C][C]-0.6349[/C][C]0.263946[/C][/ROW]
[ROW][C]26[/C][C]0.171981[/C][C]1.3322[/C][C]0.093923[/C][/ROW]
[ROW][C]27[/C][C]0.006546[/C][C]0.0507[/C][C]0.479865[/C][/ROW]
[ROW][C]28[/C][C]0.060483[/C][C]0.4685[/C][C]0.320561[/C][/ROW]
[ROW][C]29[/C][C]-0.056669[/C][C]-0.439[/C][C]0.331135[/C][/ROW]
[ROW][C]30[/C][C]0.086187[/C][C]0.6676[/C][C]0.253475[/C][/ROW]
[ROW][C]31[/C][C]0.052684[/C][C]0.4081[/C][C]0.342331[/C][/ROW]
[ROW][C]32[/C][C]0.001416[/C][C]0.011[/C][C]0.495644[/C][/ROW]
[ROW][C]33[/C][C]0.035514[/C][C]0.2751[/C][C]0.392096[/C][/ROW]
[ROW][C]34[/C][C]-0.085126[/C][C]-0.6594[/C][C]0.256087[/C][/ROW]
[ROW][C]35[/C][C]-0.02587[/C][C]-0.2004[/C][C]0.420928[/C][/ROW]
[ROW][C]36[/C][C]-0.108637[/C][C]-0.8415[/C][C]0.201705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59158&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59158&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	0.77807	6.0269	0
2	-0.317548	-2.4597	0.008402
3	0.065173	0.5048	0.307764
4	0.022564	0.1748	0.430921
5	0.061876	0.4793	0.316738
6	-0.019723	-0.1528	0.439546
7	0.009441	0.0731	0.470972
8	0.082286	0.6374	0.26315
9	0.276686	2.1432	0.018081
10	0.332357	2.5744	0.006263
11	0.164447	1.2738	0.103823
12	0.126617	0.9808	0.165321
13	-0.478228	-3.7043	0.000232
14	-0.056326	-0.4363	0.332093
15	-0.163035	-1.2629	0.105762
16	-0.094941	-0.7354	0.232476
17	-0.045502	-0.3525	0.362866
18	-0.068552	-0.531	0.298688
19	-0.101931	-0.7896	0.216448
20	-0.174252	-1.3497	0.091084
21	-0.145798	-1.1293	0.131624
22	-0.111617	-0.8646	0.195356
23	0.044494	0.3446	0.365783
24	0.098937	0.7664	0.223233
25	-0.081968	-0.6349	0.263946
26	0.171981	1.3322	0.093923
27	0.006546	0.0507	0.479865
28	0.060483	0.4685	0.320561
29	-0.056669	-0.439	0.331135
30	0.086187	0.6676	0.253475
31	0.052684	0.4081	0.342331
32	0.001416	0.011	0.495644
33	0.035514	0.2751	0.392096
34	-0.085126	-0.6594	0.256087
35	-0.02587	-0.2004	0.420928
36	-0.108637	-0.8415	0.201705

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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