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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 13:56:17 -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/Nov/25/t12591828500hpca6r3i8a787f.htm/, Retrieved Tue, 07 May 2024 20:36:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59645, Retrieved Tue, 07 May 2024 20:36:50 +0000

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User-defined keywords

Estimated Impact

164

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] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-                   [(Partial) Autocorrelation Function] [ws 8 d=0 D=1] [2009-11-25 20:56:17] [4f297b039e1043ebee7ff7a83b1eaaaa] [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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59645&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]0 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=59645&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59645&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.975544	10.5521	0
2	0.931134	10.0718	0
3	0.874566	9.4599	0
4	0.812493	8.7885	0
5	0.754794	8.1643	0
6	0.707926	7.6574	0
7	0.672482	7.274	0
8	0.646751	6.9957	0
9	0.629652	6.8107	0
10	0.62033	6.7099	0
11	0.611654	6.6161	0
12	0.595977	6.4465	0
13	0.573914	6.2078	0
14	0.550167	5.951	0
15	0.520776	5.6331	0
16	0.489914	5.2992	0
17	0.463421	5.0127	1e-06
18	0.441974	4.7807	3e-06
19	0.422811	4.5734	6e-06
20	0.405843	4.3899	1.3e-05
21	0.391928	4.2394	2.2e-05
22	0.376064	4.0678	4.3e-05
23	0.357247	3.8642	9.2e-05
24	0.336409	3.6388	0.000204
25	0.314764	3.4047	0.000454
26	0.288096	3.1162	0.001152
27	0.257118	2.7812	0.003158
28	0.226646	2.4516	0.007851
29	0.197713	2.1386	0.017274
30	0.170705	1.8465	0.033677
31	0.146022	1.5795	0.058464
32	0.125933	1.3622	0.08788
33	0.109038	1.1794	0.120311
34	0.092029	0.9955	0.160786
35	0.075562	0.8173	0.207703
36	0.057673	0.6238	0.266977

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975544 & 10.5521 & 0 \tabularnewline
2 & 0.931134 & 10.0718 & 0 \tabularnewline
3 & 0.874566 & 9.4599 & 0 \tabularnewline
4 & 0.812493 & 8.7885 & 0 \tabularnewline
5 & 0.754794 & 8.1643 & 0 \tabularnewline
6 & 0.707926 & 7.6574 & 0 \tabularnewline
7 & 0.672482 & 7.274 & 0 \tabularnewline
8 & 0.646751 & 6.9957 & 0 \tabularnewline
9 & 0.629652 & 6.8107 & 0 \tabularnewline
10 & 0.62033 & 6.7099 & 0 \tabularnewline
11 & 0.611654 & 6.6161 & 0 \tabularnewline
12 & 0.595977 & 6.4465 & 0 \tabularnewline
13 & 0.573914 & 6.2078 & 0 \tabularnewline
14 & 0.550167 & 5.951 & 0 \tabularnewline
15 & 0.520776 & 5.6331 & 0 \tabularnewline
16 & 0.489914 & 5.2992 & 0 \tabularnewline
17 & 0.463421 & 5.0127 & 1e-06 \tabularnewline
18 & 0.441974 & 4.7807 & 3e-06 \tabularnewline
19 & 0.422811 & 4.5734 & 6e-06 \tabularnewline
20 & 0.405843 & 4.3899 & 1.3e-05 \tabularnewline
21 & 0.391928 & 4.2394 & 2.2e-05 \tabularnewline
22 & 0.376064 & 4.0678 & 4.3e-05 \tabularnewline
23 & 0.357247 & 3.8642 & 9.2e-05 \tabularnewline
24 & 0.336409 & 3.6388 & 0.000204 \tabularnewline
25 & 0.314764 & 3.4047 & 0.000454 \tabularnewline
26 & 0.288096 & 3.1162 & 0.001152 \tabularnewline
27 & 0.257118 & 2.7812 & 0.003158 \tabularnewline
28 & 0.226646 & 2.4516 & 0.007851 \tabularnewline
29 & 0.197713 & 2.1386 & 0.017274 \tabularnewline
30 & 0.170705 & 1.8465 & 0.033677 \tabularnewline
31 & 0.146022 & 1.5795 & 0.058464 \tabularnewline
32 & 0.125933 & 1.3622 & 0.08788 \tabularnewline
33 & 0.109038 & 1.1794 & 0.120311 \tabularnewline
34 & 0.092029 & 0.9955 & 0.160786 \tabularnewline
35 & 0.075562 & 0.8173 & 0.207703 \tabularnewline
36 & 0.057673 & 0.6238 & 0.266977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59645&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]0.975544[/C][C]10.5521[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.931134[/C][C]10.0718[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.874566[/C][C]9.4599[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.812493[/C][C]8.7885[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.754794[/C][C]8.1643[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.707926[/C][C]7.6574[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.672482[/C][C]7.274[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.646751[/C][C]6.9957[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.629652[/C][C]6.8107[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.62033[/C][C]6.7099[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.611654[/C][C]6.6161[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.595977[/C][C]6.4465[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.573914[/C][C]6.2078[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.550167[/C][C]5.951[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.520776[/C][C]5.6331[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.489914[/C][C]5.2992[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.463421[/C][C]5.0127[/C][C]1e-06[/C][/ROW]
[ROW][C]18[/C][C]0.441974[/C][C]4.7807[/C][C]3e-06[/C][/ROW]
[ROW][C]19[/C][C]0.422811[/C][C]4.5734[/C][C]6e-06[/C][/ROW]
[ROW][C]20[/C][C]0.405843[/C][C]4.3899[/C][C]1.3e-05[/C][/ROW]
[ROW][C]21[/C][C]0.391928[/C][C]4.2394[/C][C]2.2e-05[/C][/ROW]
[ROW][C]22[/C][C]0.376064[/C][C]4.0678[/C][C]4.3e-05[/C][/ROW]
[ROW][C]23[/C][C]0.357247[/C][C]3.8642[/C][C]9.2e-05[/C][/ROW]
[ROW][C]24[/C][C]0.336409[/C][C]3.6388[/C][C]0.000204[/C][/ROW]
[ROW][C]25[/C][C]0.314764[/C][C]3.4047[/C][C]0.000454[/C][/ROW]
[ROW][C]26[/C][C]0.288096[/C][C]3.1162[/C][C]0.001152[/C][/ROW]
[ROW][C]27[/C][C]0.257118[/C][C]2.7812[/C][C]0.003158[/C][/ROW]
[ROW][C]28[/C][C]0.226646[/C][C]2.4516[/C][C]0.007851[/C][/ROW]
[ROW][C]29[/C][C]0.197713[/C][C]2.1386[/C][C]0.017274[/C][/ROW]
[ROW][C]30[/C][C]0.170705[/C][C]1.8465[/C][C]0.033677[/C][/ROW]
[ROW][C]31[/C][C]0.146022[/C][C]1.5795[/C][C]0.058464[/C][/ROW]
[ROW][C]32[/C][C]0.125933[/C][C]1.3622[/C][C]0.08788[/C][/ROW]
[ROW][C]33[/C][C]0.109038[/C][C]1.1794[/C][C]0.120311[/C][/ROW]
[ROW][C]34[/C][C]0.092029[/C][C]0.9955[/C][C]0.160786[/C][/ROW]
[ROW][C]35[/C][C]0.075562[/C][C]0.8173[/C][C]0.207703[/C][/ROW]
[ROW][C]36[/C][C]0.057673[/C][C]0.6238[/C][C]0.266977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59645&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59645&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	0.975544	10.5521	0
2	0.931134	10.0718	0
3	0.874566	9.4599	0
4	0.812493	8.7885	0
5	0.754794	8.1643	0
6	0.707926	7.6574	0
7	0.672482	7.274	0
8	0.646751	6.9957	0
9	0.629652	6.8107	0
10	0.62033	6.7099	0
11	0.611654	6.6161	0
12	0.595977	6.4465	0
13	0.573914	6.2078	0
14	0.550167	5.951	0
15	0.520776	5.6331	0
16	0.489914	5.2992	0
17	0.463421	5.0127	1e-06
18	0.441974	4.7807	3e-06
19	0.422811	4.5734	6e-06
20	0.405843	4.3899	1.3e-05
21	0.391928	4.2394	2.2e-05
22	0.376064	4.0678	4.3e-05
23	0.357247	3.8642	9.2e-05
24	0.336409	3.6388	0.000204
25	0.314764	3.4047	0.000454
26	0.288096	3.1162	0.001152
27	0.257118	2.7812	0.003158
28	0.226646	2.4516	0.007851
29	0.197713	2.1386	0.017274
30	0.170705	1.8465	0.033677
31	0.146022	1.5795	0.058464
32	0.125933	1.3622	0.08788
33	0.109038	1.1794	0.120311
34	0.092029	0.9955	0.160786
35	0.075562	0.8173	0.207703
36	0.057673	0.6238	0.266977

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.975544	10.5521	0
2	-0.425375	-4.6011	5e-06
3	-0.131878	-1.4265	0.078196
4	-0.014399	-0.1558	0.438248
5	0.148482	1.6061	0.055476
6	0.153487	1.6602	0.049774
7	0.052446	0.5673	0.285804
8	-0.003002	-0.0325	0.487076
9	0.034614	0.3744	0.354391
10	0.083697	0.9053	0.183579
11	-0.070739	-0.7652	0.222858
12	-0.170754	-1.847	0.033638
13	-0.014406	-0.1558	0.438218
14	0.152151	1.6458	0.051249
15	-0.073315	-0.793	0.214683
16	-0.012142	-0.1313	0.447869
17	0.067937	0.7348	0.231951
18	0.046227	0.5	0.308998
19	-0.06805	-0.7361	0.231579
20	-0.068484	-0.7408	0.230158
21	0.013789	0.1491	0.440847
22	-0.048604	-0.5257	0.300033
23	0.010174	0.11	0.456281
24	-0.015705	-0.1699	0.432702
25	0.004035	0.0436	0.482632
26	-0.097766	-1.0575	0.146231
27	-0.050243	-0.5435	0.293922
28	0.00739	0.0799	0.468213
29	0.008049	0.0871	0.465385
30	0.004783	0.0517	0.479412
31	-0.057463	-0.6216	0.26772
32	0.017032	0.1842	0.427078
33	0.032255	0.3489	0.363901
34	-0.043719	-0.4729	0.318587
35	-0.065272	-0.706	0.240788
36	-0.060128	-0.6504	0.258359

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975544 & 10.5521 & 0 \tabularnewline
2 & -0.425375 & -4.6011 & 5e-06 \tabularnewline
3 & -0.131878 & -1.4265 & 0.078196 \tabularnewline
4 & -0.014399 & -0.1558 & 0.438248 \tabularnewline
5 & 0.148482 & 1.6061 & 0.055476 \tabularnewline
6 & 0.153487 & 1.6602 & 0.049774 \tabularnewline
7 & 0.052446 & 0.5673 & 0.285804 \tabularnewline
8 & -0.003002 & -0.0325 & 0.487076 \tabularnewline
9 & 0.034614 & 0.3744 & 0.354391 \tabularnewline
10 & 0.083697 & 0.9053 & 0.183579 \tabularnewline
11 & -0.070739 & -0.7652 & 0.222858 \tabularnewline
12 & -0.170754 & -1.847 & 0.033638 \tabularnewline
13 & -0.014406 & -0.1558 & 0.438218 \tabularnewline
14 & 0.152151 & 1.6458 & 0.051249 \tabularnewline
15 & -0.073315 & -0.793 & 0.214683 \tabularnewline
16 & -0.012142 & -0.1313 & 0.447869 \tabularnewline
17 & 0.067937 & 0.7348 & 0.231951 \tabularnewline
18 & 0.046227 & 0.5 & 0.308998 \tabularnewline
19 & -0.06805 & -0.7361 & 0.231579 \tabularnewline
20 & -0.068484 & -0.7408 & 0.230158 \tabularnewline
21 & 0.013789 & 0.1491 & 0.440847 \tabularnewline
22 & -0.048604 & -0.5257 & 0.300033 \tabularnewline
23 & 0.010174 & 0.11 & 0.456281 \tabularnewline
24 & -0.015705 & -0.1699 & 0.432702 \tabularnewline
25 & 0.004035 & 0.0436 & 0.482632 \tabularnewline
26 & -0.097766 & -1.0575 & 0.146231 \tabularnewline
27 & -0.050243 & -0.5435 & 0.293922 \tabularnewline
28 & 0.00739 & 0.0799 & 0.468213 \tabularnewline
29 & 0.008049 & 0.0871 & 0.465385 \tabularnewline
30 & 0.004783 & 0.0517 & 0.479412 \tabularnewline
31 & -0.057463 & -0.6216 & 0.26772 \tabularnewline
32 & 0.017032 & 0.1842 & 0.427078 \tabularnewline
33 & 0.032255 & 0.3489 & 0.363901 \tabularnewline
34 & -0.043719 & -0.4729 & 0.318587 \tabularnewline
35 & -0.065272 & -0.706 & 0.240788 \tabularnewline
36 & -0.060128 & -0.6504 & 0.258359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59645&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]0.975544[/C][C]10.5521[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.425375[/C][C]-4.6011[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.131878[/C][C]-1.4265[/C][C]0.078196[/C][/ROW]
[ROW][C]4[/C][C]-0.014399[/C][C]-0.1558[/C][C]0.438248[/C][/ROW]
[ROW][C]5[/C][C]0.148482[/C][C]1.6061[/C][C]0.055476[/C][/ROW]
[ROW][C]6[/C][C]0.153487[/C][C]1.6602[/C][C]0.049774[/C][/ROW]
[ROW][C]7[/C][C]0.052446[/C][C]0.5673[/C][C]0.285804[/C][/ROW]
[ROW][C]8[/C][C]-0.003002[/C][C]-0.0325[/C][C]0.487076[/C][/ROW]
[ROW][C]9[/C][C]0.034614[/C][C]0.3744[/C][C]0.354391[/C][/ROW]
[ROW][C]10[/C][C]0.083697[/C][C]0.9053[/C][C]0.183579[/C][/ROW]
[ROW][C]11[/C][C]-0.070739[/C][C]-0.7652[/C][C]0.222858[/C][/ROW]
[ROW][C]12[/C][C]-0.170754[/C][C]-1.847[/C][C]0.033638[/C][/ROW]
[ROW][C]13[/C][C]-0.014406[/C][C]-0.1558[/C][C]0.438218[/C][/ROW]
[ROW][C]14[/C][C]0.152151[/C][C]1.6458[/C][C]0.051249[/C][/ROW]
[ROW][C]15[/C][C]-0.073315[/C][C]-0.793[/C][C]0.214683[/C][/ROW]
[ROW][C]16[/C][C]-0.012142[/C][C]-0.1313[/C][C]0.447869[/C][/ROW]
[ROW][C]17[/C][C]0.067937[/C][C]0.7348[/C][C]0.231951[/C][/ROW]
[ROW][C]18[/C][C]0.046227[/C][C]0.5[/C][C]0.308998[/C][/ROW]
[ROW][C]19[/C][C]-0.06805[/C][C]-0.7361[/C][C]0.231579[/C][/ROW]
[ROW][C]20[/C][C]-0.068484[/C][C]-0.7408[/C][C]0.230158[/C][/ROW]
[ROW][C]21[/C][C]0.013789[/C][C]0.1491[/C][C]0.440847[/C][/ROW]
[ROW][C]22[/C][C]-0.048604[/C][C]-0.5257[/C][C]0.300033[/C][/ROW]
[ROW][C]23[/C][C]0.010174[/C][C]0.11[/C][C]0.456281[/C][/ROW]
[ROW][C]24[/C][C]-0.015705[/C][C]-0.1699[/C][C]0.432702[/C][/ROW]
[ROW][C]25[/C][C]0.004035[/C][C]0.0436[/C][C]0.482632[/C][/ROW]
[ROW][C]26[/C][C]-0.097766[/C][C]-1.0575[/C][C]0.146231[/C][/ROW]
[ROW][C]27[/C][C]-0.050243[/C][C]-0.5435[/C][C]0.293922[/C][/ROW]
[ROW][C]28[/C][C]0.00739[/C][C]0.0799[/C][C]0.468213[/C][/ROW]
[ROW][C]29[/C][C]0.008049[/C][C]0.0871[/C][C]0.465385[/C][/ROW]
[ROW][C]30[/C][C]0.004783[/C][C]0.0517[/C][C]0.479412[/C][/ROW]
[ROW][C]31[/C][C]-0.057463[/C][C]-0.6216[/C][C]0.26772[/C][/ROW]
[ROW][C]32[/C][C]0.017032[/C][C]0.1842[/C][C]0.427078[/C][/ROW]
[ROW][C]33[/C][C]0.032255[/C][C]0.3489[/C][C]0.363901[/C][/ROW]
[ROW][C]34[/C][C]-0.043719[/C][C]-0.4729[/C][C]0.318587[/C][/ROW]
[ROW][C]35[/C][C]-0.065272[/C][C]-0.706[/C][C]0.240788[/C][/ROW]
[ROW][C]36[/C][C]-0.060128[/C][C]-0.6504[/C][C]0.258359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59645&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59645&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	0.975544	10.5521	0
2	-0.425375	-4.6011	5e-06
3	-0.131878	-1.4265	0.078196
4	-0.014399	-0.1558	0.438248
5	0.148482	1.6061	0.055476
6	0.153487	1.6602	0.049774
7	0.052446	0.5673	0.285804
8	-0.003002	-0.0325	0.487076
9	0.034614	0.3744	0.354391
10	0.083697	0.9053	0.183579
11	-0.070739	-0.7652	0.222858
12	-0.170754	-1.847	0.033638
13	-0.014406	-0.1558	0.438218
14	0.152151	1.6458	0.051249
15	-0.073315	-0.793	0.214683
16	-0.012142	-0.1313	0.447869
17	0.067937	0.7348	0.231951
18	0.046227	0.5	0.308998
19	-0.06805	-0.7361	0.231579
20	-0.068484	-0.7408	0.230158
21	0.013789	0.1491	0.440847
22	-0.048604	-0.5257	0.300033
23	0.010174	0.11	0.456281
24	-0.015705	-0.1699	0.432702
25	0.004035	0.0436	0.482632
26	-0.097766	-1.0575	0.146231
27	-0.050243	-0.5435	0.293922
28	0.00739	0.0799	0.468213
29	0.008049	0.0871	0.465385
30	0.004783	0.0517	0.479412
31	-0.057463	-0.6216	0.26772
32	0.017032	0.1842	0.427078
33	0.032255	0.3489	0.363901
34	-0.043719	-0.4729	0.318587
35	-0.065272	-0.706	0.240788
36	-0.060128	-0.6504	0.258359

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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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