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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 03:54:06 -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/26/t12592330215ydo8flh8wwjtru.htm/, Retrieved Mon, 29 Apr 2024 06:41:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59815, Retrieved Mon, 29 Apr 2024 06:41:21 +0000

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Estimated Impact

131

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [] [2009-11-26 10:54:06] [4d89445a8ea4b299af2ee123046cffa6] [Current]
-    D    [(Partial) Autocorrelation Function] [ACF] [2009-12-18 10:21:26] [78314577b456b570897d62c50cdb18d4] 
-   PD    [(Partial) Autocorrelation Function] [ACF] [2009-12-18 10:46:57] [78314577b456b570897d62c50cdb18d4] 
-   PD    [(Partial) Autocorrelation Function] [ACF] [2009-12-18 11:01:50] [78314577b456b570897d62c50cdb18d4] 

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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=59815&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=59815&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59815&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	0.112691	0.8656	0.195109
2	-0.176078	-1.3525	0.090692
3	0.045389	0.3486	0.364301
4	-0.088608	-0.6806	0.24939
5	0.233093	1.7904	0.039259
6	0.434446	3.337	0.000735
7	0.174689	1.3418	0.092399
8	-0.088398	-0.679	0.249897
9	0.035531	0.2729	0.392933
10	-0.252219	-1.9373	0.028749
11	0.062635	0.4811	0.316109
12	0.685429	5.2649	1e-06
13	-0.006422	-0.0493	0.480413
14	-0.165013	-1.2675	0.104981
15	-0.055427	-0.4257	0.335922
16	-0.186811	-1.4349	0.078294
17	0.120297	0.924	0.179619
18	0.261235	2.0066	0.024692
19	0.05887	0.4522	0.326395
20	-0.092636	-0.7116	0.239773
21	-0.040254	-0.3092	0.37913
22	-0.298992	-2.2966	0.012605
23	0.033597	0.2581	0.398627
24	0.417575	3.2075	0.001082
25	-0.05833	-0.448	0.327882
26	-0.107896	-0.8288	0.205288
27	-0.137223	-1.054	0.148084
28	-0.18885	-1.4506	0.076095
29	0.051591	0.3963	0.346665
30	0.122992	0.9447	0.174328
31	-0.009327	-0.0716	0.471565
32	-0.083713	-0.643	0.261354
33	-0.119198	-0.9156	0.181808
34	-0.253105	-1.9441	0.028326
35	-0.00203	-0.0156	0.493807
36	0.233161	1.7909	0.039216

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.112691 & 0.8656 & 0.195109 \tabularnewline
2 & -0.176078 & -1.3525 & 0.090692 \tabularnewline
3 & 0.045389 & 0.3486 & 0.364301 \tabularnewline
4 & -0.088608 & -0.6806 & 0.24939 \tabularnewline
5 & 0.233093 & 1.7904 & 0.039259 \tabularnewline
6 & 0.434446 & 3.337 & 0.000735 \tabularnewline
7 & 0.174689 & 1.3418 & 0.092399 \tabularnewline
8 & -0.088398 & -0.679 & 0.249897 \tabularnewline
9 & 0.035531 & 0.2729 & 0.392933 \tabularnewline
10 & -0.252219 & -1.9373 & 0.028749 \tabularnewline
11 & 0.062635 & 0.4811 & 0.316109 \tabularnewline
12 & 0.685429 & 5.2649 & 1e-06 \tabularnewline
13 & -0.006422 & -0.0493 & 0.480413 \tabularnewline
14 & -0.165013 & -1.2675 & 0.104981 \tabularnewline
15 & -0.055427 & -0.4257 & 0.335922 \tabularnewline
16 & -0.186811 & -1.4349 & 0.078294 \tabularnewline
17 & 0.120297 & 0.924 & 0.179619 \tabularnewline
18 & 0.261235 & 2.0066 & 0.024692 \tabularnewline
19 & 0.05887 & 0.4522 & 0.326395 \tabularnewline
20 & -0.092636 & -0.7116 & 0.239773 \tabularnewline
21 & -0.040254 & -0.3092 & 0.37913 \tabularnewline
22 & -0.298992 & -2.2966 & 0.012605 \tabularnewline
23 & 0.033597 & 0.2581 & 0.398627 \tabularnewline
24 & 0.417575 & 3.2075 & 0.001082 \tabularnewline
25 & -0.05833 & -0.448 & 0.327882 \tabularnewline
26 & -0.107896 & -0.8288 & 0.205288 \tabularnewline
27 & -0.137223 & -1.054 & 0.148084 \tabularnewline
28 & -0.18885 & -1.4506 & 0.076095 \tabularnewline
29 & 0.051591 & 0.3963 & 0.346665 \tabularnewline
30 & 0.122992 & 0.9447 & 0.174328 \tabularnewline
31 & -0.009327 & -0.0716 & 0.471565 \tabularnewline
32 & -0.083713 & -0.643 & 0.261354 \tabularnewline
33 & -0.119198 & -0.9156 & 0.181808 \tabularnewline
34 & -0.253105 & -1.9441 & 0.028326 \tabularnewline
35 & -0.00203 & -0.0156 & 0.493807 \tabularnewline
36 & 0.233161 & 1.7909 & 0.039216 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59815&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]0.112691[/C][C]0.8656[/C][C]0.195109[/C][/ROW]
[ROW][C]2[/C][C]-0.176078[/C][C]-1.3525[/C][C]0.090692[/C][/ROW]
[ROW][C]3[/C][C]0.045389[/C][C]0.3486[/C][C]0.364301[/C][/ROW]
[ROW][C]4[/C][C]-0.088608[/C][C]-0.6806[/C][C]0.24939[/C][/ROW]
[ROW][C]5[/C][C]0.233093[/C][C]1.7904[/C][C]0.039259[/C][/ROW]
[ROW][C]6[/C][C]0.434446[/C][C]3.337[/C][C]0.000735[/C][/ROW]
[ROW][C]7[/C][C]0.174689[/C][C]1.3418[/C][C]0.092399[/C][/ROW]
[ROW][C]8[/C][C]-0.088398[/C][C]-0.679[/C][C]0.249897[/C][/ROW]
[ROW][C]9[/C][C]0.035531[/C][C]0.2729[/C][C]0.392933[/C][/ROW]
[ROW][C]10[/C][C]-0.252219[/C][C]-1.9373[/C][C]0.028749[/C][/ROW]
[ROW][C]11[/C][C]0.062635[/C][C]0.4811[/C][C]0.316109[/C][/ROW]
[ROW][C]12[/C][C]0.685429[/C][C]5.2649[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.006422[/C][C]-0.0493[/C][C]0.480413[/C][/ROW]
[ROW][C]14[/C][C]-0.165013[/C][C]-1.2675[/C][C]0.104981[/C][/ROW]
[ROW][C]15[/C][C]-0.055427[/C][C]-0.4257[/C][C]0.335922[/C][/ROW]
[ROW][C]16[/C][C]-0.186811[/C][C]-1.4349[/C][C]0.078294[/C][/ROW]
[ROW][C]17[/C][C]0.120297[/C][C]0.924[/C][C]0.179619[/C][/ROW]
[ROW][C]18[/C][C]0.261235[/C][C]2.0066[/C][C]0.024692[/C][/ROW]
[ROW][C]19[/C][C]0.05887[/C][C]0.4522[/C][C]0.326395[/C][/ROW]
[ROW][C]20[/C][C]-0.092636[/C][C]-0.7116[/C][C]0.239773[/C][/ROW]
[ROW][C]21[/C][C]-0.040254[/C][C]-0.3092[/C][C]0.37913[/C][/ROW]
[ROW][C]22[/C][C]-0.298992[/C][C]-2.2966[/C][C]0.012605[/C][/ROW]
[ROW][C]23[/C][C]0.033597[/C][C]0.2581[/C][C]0.398627[/C][/ROW]
[ROW][C]24[/C][C]0.417575[/C][C]3.2075[/C][C]0.001082[/C][/ROW]
[ROW][C]25[/C][C]-0.05833[/C][C]-0.448[/C][C]0.327882[/C][/ROW]
[ROW][C]26[/C][C]-0.107896[/C][C]-0.8288[/C][C]0.205288[/C][/ROW]
[ROW][C]27[/C][C]-0.137223[/C][C]-1.054[/C][C]0.148084[/C][/ROW]
[ROW][C]28[/C][C]-0.18885[/C][C]-1.4506[/C][C]0.076095[/C][/ROW]
[ROW][C]29[/C][C]0.051591[/C][C]0.3963[/C][C]0.346665[/C][/ROW]
[ROW][C]30[/C][C]0.122992[/C][C]0.9447[/C][C]0.174328[/C][/ROW]
[ROW][C]31[/C][C]-0.009327[/C][C]-0.0716[/C][C]0.471565[/C][/ROW]
[ROW][C]32[/C][C]-0.083713[/C][C]-0.643[/C][C]0.261354[/C][/ROW]
[ROW][C]33[/C][C]-0.119198[/C][C]-0.9156[/C][C]0.181808[/C][/ROW]
[ROW][C]34[/C][C]-0.253105[/C][C]-1.9441[/C][C]0.028326[/C][/ROW]
[ROW][C]35[/C][C]-0.00203[/C][C]-0.0156[/C][C]0.493807[/C][/ROW]
[ROW][C]36[/C][C]0.233161[/C][C]1.7909[/C][C]0.039216[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59815&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59815&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	0.112691	0.8656	0.195109
2	-0.176078	-1.3525	0.090692
3	0.045389	0.3486	0.364301
4	-0.088608	-0.6806	0.24939
5	0.233093	1.7904	0.039259
6	0.434446	3.337	0.000735
7	0.174689	1.3418	0.092399
8	-0.088398	-0.679	0.249897
9	0.035531	0.2729	0.392933
10	-0.252219	-1.9373	0.028749
11	0.062635	0.4811	0.316109
12	0.685429	5.2649	1e-06
13	-0.006422	-0.0493	0.480413
14	-0.165013	-1.2675	0.104981
15	-0.055427	-0.4257	0.335922
16	-0.186811	-1.4349	0.078294
17	0.120297	0.924	0.179619
18	0.261235	2.0066	0.024692
19	0.05887	0.4522	0.326395
20	-0.092636	-0.7116	0.239773
21	-0.040254	-0.3092	0.37913
22	-0.298992	-2.2966	0.012605
23	0.033597	0.2581	0.398627
24	0.417575	3.2075	0.001082
25	-0.05833	-0.448	0.327882
26	-0.107896	-0.8288	0.205288
27	-0.137223	-1.054	0.148084
28	-0.18885	-1.4506	0.076095
29	0.051591	0.3963	0.346665
30	0.122992	0.9447	0.174328
31	-0.009327	-0.0716	0.471565
32	-0.083713	-0.643	0.261354
33	-0.119198	-0.9156	0.181808
34	-0.253105	-1.9441	0.028326
35	-0.00203	-0.0156	0.493807
36	0.233161	1.7909	0.039216

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.112691	0.8656	0.195109
2	-0.191205	-1.4687	0.073616
3	0.095219	0.7314	0.233719
4	-0.150836	-1.1586	0.125645
5	0.321712	2.4711	0.008188
6	0.337888	2.5954	0.005952
7	0.270759	2.0797	0.020952
8	-0.019459	-0.1495	0.440847
9	0.162961	1.2517	0.107805
10	-0.459375	-3.5285	0.000408
11	0.006659	0.0511	0.47969
12	0.439507	3.3759	0.000653
13	-0.1962	-1.507	0.068569
14	-0.036671	-0.2817	0.389588
15	-0.075038	-0.5764	0.283275
16	-0.052289	-0.4016	0.3447
17	-0.091417	-0.7022	0.242662
18	-0.141607	-1.0877	0.140574
19	0.050583	0.3885	0.349511
20	0.03639	0.2795	0.390412
21	-0.016292	-0.1251	0.450419
22	0.049728	0.382	0.351928
23	0.069012	0.5301	0.299019
24	-0.092724	-0.7122	0.239566
25	0.039784	0.3056	0.380498
26	-0.01332	-0.1023	0.459427
27	-0.088866	-0.6826	0.248768
28	0.027121	0.2083	0.417848
29	-0.084379	-0.6481	0.259708
30	-0.055547	-0.4267	0.335588
31	-0.066844	-0.5134	0.30478
32	-0.052975	-0.4069	0.342774
33	-0.081847	-0.6287	0.265993
34	0.110296	0.8472	0.200154
35	-0.101957	-0.7831	0.218338
36	0.130992	1.0062	0.159222

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.112691 & 0.8656 & 0.195109 \tabularnewline
2 & -0.191205 & -1.4687 & 0.073616 \tabularnewline
3 & 0.095219 & 0.7314 & 0.233719 \tabularnewline
4 & -0.150836 & -1.1586 & 0.125645 \tabularnewline
5 & 0.321712 & 2.4711 & 0.008188 \tabularnewline
6 & 0.337888 & 2.5954 & 0.005952 \tabularnewline
7 & 0.270759 & 2.0797 & 0.020952 \tabularnewline
8 & -0.019459 & -0.1495 & 0.440847 \tabularnewline
9 & 0.162961 & 1.2517 & 0.107805 \tabularnewline
10 & -0.459375 & -3.5285 & 0.000408 \tabularnewline
11 & 0.006659 & 0.0511 & 0.47969 \tabularnewline
12 & 0.439507 & 3.3759 & 0.000653 \tabularnewline
13 & -0.1962 & -1.507 & 0.068569 \tabularnewline
14 & -0.036671 & -0.2817 & 0.389588 \tabularnewline
15 & -0.075038 & -0.5764 & 0.283275 \tabularnewline
16 & -0.052289 & -0.4016 & 0.3447 \tabularnewline
17 & -0.091417 & -0.7022 & 0.242662 \tabularnewline
18 & -0.141607 & -1.0877 & 0.140574 \tabularnewline
19 & 0.050583 & 0.3885 & 0.349511 \tabularnewline
20 & 0.03639 & 0.2795 & 0.390412 \tabularnewline
21 & -0.016292 & -0.1251 & 0.450419 \tabularnewline
22 & 0.049728 & 0.382 & 0.351928 \tabularnewline
23 & 0.069012 & 0.5301 & 0.299019 \tabularnewline
24 & -0.092724 & -0.7122 & 0.239566 \tabularnewline
25 & 0.039784 & 0.3056 & 0.380498 \tabularnewline
26 & -0.01332 & -0.1023 & 0.459427 \tabularnewline
27 & -0.088866 & -0.6826 & 0.248768 \tabularnewline
28 & 0.027121 & 0.2083 & 0.417848 \tabularnewline
29 & -0.084379 & -0.6481 & 0.259708 \tabularnewline
30 & -0.055547 & -0.4267 & 0.335588 \tabularnewline
31 & -0.066844 & -0.5134 & 0.30478 \tabularnewline
32 & -0.052975 & -0.4069 & 0.342774 \tabularnewline
33 & -0.081847 & -0.6287 & 0.265993 \tabularnewline
34 & 0.110296 & 0.8472 & 0.200154 \tabularnewline
35 & -0.101957 & -0.7831 & 0.218338 \tabularnewline
36 & 0.130992 & 1.0062 & 0.159222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59815&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]0.112691[/C][C]0.8656[/C][C]0.195109[/C][/ROW]
[ROW][C]2[/C][C]-0.191205[/C][C]-1.4687[/C][C]0.073616[/C][/ROW]
[ROW][C]3[/C][C]0.095219[/C][C]0.7314[/C][C]0.233719[/C][/ROW]
[ROW][C]4[/C][C]-0.150836[/C][C]-1.1586[/C][C]0.125645[/C][/ROW]
[ROW][C]5[/C][C]0.321712[/C][C]2.4711[/C][C]0.008188[/C][/ROW]
[ROW][C]6[/C][C]0.337888[/C][C]2.5954[/C][C]0.005952[/C][/ROW]
[ROW][C]7[/C][C]0.270759[/C][C]2.0797[/C][C]0.020952[/C][/ROW]
[ROW][C]8[/C][C]-0.019459[/C][C]-0.1495[/C][C]0.440847[/C][/ROW]
[ROW][C]9[/C][C]0.162961[/C][C]1.2517[/C][C]0.107805[/C][/ROW]
[ROW][C]10[/C][C]-0.459375[/C][C]-3.5285[/C][C]0.000408[/C][/ROW]
[ROW][C]11[/C][C]0.006659[/C][C]0.0511[/C][C]0.47969[/C][/ROW]
[ROW][C]12[/C][C]0.439507[/C][C]3.3759[/C][C]0.000653[/C][/ROW]
[ROW][C]13[/C][C]-0.1962[/C][C]-1.507[/C][C]0.068569[/C][/ROW]
[ROW][C]14[/C][C]-0.036671[/C][C]-0.2817[/C][C]0.389588[/C][/ROW]
[ROW][C]15[/C][C]-0.075038[/C][C]-0.5764[/C][C]0.283275[/C][/ROW]
[ROW][C]16[/C][C]-0.052289[/C][C]-0.4016[/C][C]0.3447[/C][/ROW]
[ROW][C]17[/C][C]-0.091417[/C][C]-0.7022[/C][C]0.242662[/C][/ROW]
[ROW][C]18[/C][C]-0.141607[/C][C]-1.0877[/C][C]0.140574[/C][/ROW]
[ROW][C]19[/C][C]0.050583[/C][C]0.3885[/C][C]0.349511[/C][/ROW]
[ROW][C]20[/C][C]0.03639[/C][C]0.2795[/C][C]0.390412[/C][/ROW]
[ROW][C]21[/C][C]-0.016292[/C][C]-0.1251[/C][C]0.450419[/C][/ROW]
[ROW][C]22[/C][C]0.049728[/C][C]0.382[/C][C]0.351928[/C][/ROW]
[ROW][C]23[/C][C]0.069012[/C][C]0.5301[/C][C]0.299019[/C][/ROW]
[ROW][C]24[/C][C]-0.092724[/C][C]-0.7122[/C][C]0.239566[/C][/ROW]
[ROW][C]25[/C][C]0.039784[/C][C]0.3056[/C][C]0.380498[/C][/ROW]
[ROW][C]26[/C][C]-0.01332[/C][C]-0.1023[/C][C]0.459427[/C][/ROW]
[ROW][C]27[/C][C]-0.088866[/C][C]-0.6826[/C][C]0.248768[/C][/ROW]
[ROW][C]28[/C][C]0.027121[/C][C]0.2083[/C][C]0.417848[/C][/ROW]
[ROW][C]29[/C][C]-0.084379[/C][C]-0.6481[/C][C]0.259708[/C][/ROW]
[ROW][C]30[/C][C]-0.055547[/C][C]-0.4267[/C][C]0.335588[/C][/ROW]
[ROW][C]31[/C][C]-0.066844[/C][C]-0.5134[/C][C]0.30478[/C][/ROW]
[ROW][C]32[/C][C]-0.052975[/C][C]-0.4069[/C][C]0.342774[/C][/ROW]
[ROW][C]33[/C][C]-0.081847[/C][C]-0.6287[/C][C]0.265993[/C][/ROW]
[ROW][C]34[/C][C]0.110296[/C][C]0.8472[/C][C]0.200154[/C][/ROW]
[ROW][C]35[/C][C]-0.101957[/C][C]-0.7831[/C][C]0.218338[/C][/ROW]
[ROW][C]36[/C][C]0.130992[/C][C]1.0062[/C][C]0.159222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59815&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59815&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	0.112691	0.8656	0.195109
2	-0.191205	-1.4687	0.073616
3	0.095219	0.7314	0.233719
4	-0.150836	-1.1586	0.125645
5	0.321712	2.4711	0.008188
6	0.337888	2.5954	0.005952
7	0.270759	2.0797	0.020952
8	-0.019459	-0.1495	0.440847
9	0.162961	1.2517	0.107805
10	-0.459375	-3.5285	0.000408
11	0.006659	0.0511	0.47969
12	0.439507	3.3759	0.000653
13	-0.1962	-1.507	0.068569
14	-0.036671	-0.2817	0.389588
15	-0.075038	-0.5764	0.283275
16	-0.052289	-0.4016	0.3447
17	-0.091417	-0.7022	0.242662
18	-0.141607	-1.0877	0.140574
19	0.050583	0.3885	0.349511
20	0.03639	0.2795	0.390412
21	-0.016292	-0.1251	0.450419
22	0.049728	0.382	0.351928
23	0.069012	0.5301	0.299019
24	-0.092724	-0.7122	0.239566
25	0.039784	0.3056	0.380498
26	-0.01332	-0.1023	0.459427
27	-0.088866	-0.6826	0.248768
28	0.027121	0.2083	0.417848
29	-0.084379	-0.6481	0.259708
30	-0.055547	-0.4267	0.335588
31	-0.066844	-0.5134	0.30478
32	-0.052975	-0.4069	0.342774
33	-0.081847	-0.6287	0.265993
34	0.110296	0.8472	0.200154
35	-0.101957	-0.7831	0.218338
36	0.130992	1.0062	0.159222

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