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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 07:08:23 -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/t12592445903vejjs4tnnppj6y.htm/, Retrieved Mon, 29 Apr 2024 02:47:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60032, Retrieved Mon, 29 Apr 2024 02:47:39 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

149

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] [Workshop 8 - Meth...] [2009-11-24 15:58:42] [1646a2766cb8c4a6f9d3b2fffef409b3]
-   PD            [(Partial) Autocorrelation Function] [Methode 1 ACF D=1] [2009-11-26 14:08:23] [3ebad5d90a5c8606f133189c73066208] [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=60032&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=60032&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60032&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	0.668232	4.6776	1.2e-05
2	0.71095	4.9766	4e-06
3	0.691204	4.8384	7e-06
4	0.605185	4.2363	5e-05
5	0.510416	3.5729	0.000402
6	0.497814	3.4847	0.000524
7	0.39128	2.739	0.004285
8	0.38375	2.6863	0.004919
9	0.283439	1.9841	0.026432
10	0.196291	1.374	0.087842
11	0.17543	1.228	0.112655
12	0.094172	0.6592	0.256425
13	0.048797	0.3416	0.367063
14	0.049009	0.3431	0.36651
15	-0.004793	-0.0335	0.486687
16	-0.117315	-0.8212	0.207753
17	-0.050532	-0.3537	0.362531
18	-0.163197	-1.1424	0.129423
19	-0.146784	-1.0275	0.154617
20	-0.18857	-1.32	0.096486
21	-0.19069	-1.3348	0.094051
22	-0.253291	-1.773	0.041219
23	-0.194564	-1.3619	0.089721
24	-0.356863	-2.498	0.007947
25	-0.32171	-2.252	0.01442
26	-0.32357	-2.265	0.013985
27	-0.367728	-2.5741	0.006562
28	-0.37317	-2.6122	0.005955
29	-0.338945	-2.3726	0.010816
30	-0.325696	-2.2799	0.013503
31	-0.351047	-2.4573	0.008792
32	-0.327432	-2.292	0.01312
33	-0.302923	-2.1205	0.019527
34	-0.268349	-1.8784	0.033138
35	-0.247672	-1.7337	0.04463
36	-0.206415	-1.4449	0.077425

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.668232 & 4.6776 & 1.2e-05 \tabularnewline
2 & 0.71095 & 4.9766 & 4e-06 \tabularnewline
3 & 0.691204 & 4.8384 & 7e-06 \tabularnewline
4 & 0.605185 & 4.2363 & 5e-05 \tabularnewline
5 & 0.510416 & 3.5729 & 0.000402 \tabularnewline
6 & 0.497814 & 3.4847 & 0.000524 \tabularnewline
7 & 0.39128 & 2.739 & 0.004285 \tabularnewline
8 & 0.38375 & 2.6863 & 0.004919 \tabularnewline
9 & 0.283439 & 1.9841 & 0.026432 \tabularnewline
10 & 0.196291 & 1.374 & 0.087842 \tabularnewline
11 & 0.17543 & 1.228 & 0.112655 \tabularnewline
12 & 0.094172 & 0.6592 & 0.256425 \tabularnewline
13 & 0.048797 & 0.3416 & 0.367063 \tabularnewline
14 & 0.049009 & 0.3431 & 0.36651 \tabularnewline
15 & -0.004793 & -0.0335 & 0.486687 \tabularnewline
16 & -0.117315 & -0.8212 & 0.207753 \tabularnewline
17 & -0.050532 & -0.3537 & 0.362531 \tabularnewline
18 & -0.163197 & -1.1424 & 0.129423 \tabularnewline
19 & -0.146784 & -1.0275 & 0.154617 \tabularnewline
20 & -0.18857 & -1.32 & 0.096486 \tabularnewline
21 & -0.19069 & -1.3348 & 0.094051 \tabularnewline
22 & -0.253291 & -1.773 & 0.041219 \tabularnewline
23 & -0.194564 & -1.3619 & 0.089721 \tabularnewline
24 & -0.356863 & -2.498 & 0.007947 \tabularnewline
25 & -0.32171 & -2.252 & 0.01442 \tabularnewline
26 & -0.32357 & -2.265 & 0.013985 \tabularnewline
27 & -0.367728 & -2.5741 & 0.006562 \tabularnewline
28 & -0.37317 & -2.6122 & 0.005955 \tabularnewline
29 & -0.338945 & -2.3726 & 0.010816 \tabularnewline
30 & -0.325696 & -2.2799 & 0.013503 \tabularnewline
31 & -0.351047 & -2.4573 & 0.008792 \tabularnewline
32 & -0.327432 & -2.292 & 0.01312 \tabularnewline
33 & -0.302923 & -2.1205 & 0.019527 \tabularnewline
34 & -0.268349 & -1.8784 & 0.033138 \tabularnewline
35 & -0.247672 & -1.7337 & 0.04463 \tabularnewline
36 & -0.206415 & -1.4449 & 0.077425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60032&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]0.668232[/C][C]4.6776[/C][C]1.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.71095[/C][C]4.9766[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.691204[/C][C]4.8384[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.605185[/C][C]4.2363[/C][C]5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.510416[/C][C]3.5729[/C][C]0.000402[/C][/ROW]
[ROW][C]6[/C][C]0.497814[/C][C]3.4847[/C][C]0.000524[/C][/ROW]
[ROW][C]7[/C][C]0.39128[/C][C]2.739[/C][C]0.004285[/C][/ROW]
[ROW][C]8[/C][C]0.38375[/C][C]2.6863[/C][C]0.004919[/C][/ROW]
[ROW][C]9[/C][C]0.283439[/C][C]1.9841[/C][C]0.026432[/C][/ROW]
[ROW][C]10[/C][C]0.196291[/C][C]1.374[/C][C]0.087842[/C][/ROW]
[ROW][C]11[/C][C]0.17543[/C][C]1.228[/C][C]0.112655[/C][/ROW]
[ROW][C]12[/C][C]0.094172[/C][C]0.6592[/C][C]0.256425[/C][/ROW]
[ROW][C]13[/C][C]0.048797[/C][C]0.3416[/C][C]0.367063[/C][/ROW]
[ROW][C]14[/C][C]0.049009[/C][C]0.3431[/C][C]0.36651[/C][/ROW]
[ROW][C]15[/C][C]-0.004793[/C][C]-0.0335[/C][C]0.486687[/C][/ROW]
[ROW][C]16[/C][C]-0.117315[/C][C]-0.8212[/C][C]0.207753[/C][/ROW]
[ROW][C]17[/C][C]-0.050532[/C][C]-0.3537[/C][C]0.362531[/C][/ROW]
[ROW][C]18[/C][C]-0.163197[/C][C]-1.1424[/C][C]0.129423[/C][/ROW]
[ROW][C]19[/C][C]-0.146784[/C][C]-1.0275[/C][C]0.154617[/C][/ROW]
[ROW][C]20[/C][C]-0.18857[/C][C]-1.32[/C][C]0.096486[/C][/ROW]
[ROW][C]21[/C][C]-0.19069[/C][C]-1.3348[/C][C]0.094051[/C][/ROW]
[ROW][C]22[/C][C]-0.253291[/C][C]-1.773[/C][C]0.041219[/C][/ROW]
[ROW][C]23[/C][C]-0.194564[/C][C]-1.3619[/C][C]0.089721[/C][/ROW]
[ROW][C]24[/C][C]-0.356863[/C][C]-2.498[/C][C]0.007947[/C][/ROW]
[ROW][C]25[/C][C]-0.32171[/C][C]-2.252[/C][C]0.01442[/C][/ROW]
[ROW][C]26[/C][C]-0.32357[/C][C]-2.265[/C][C]0.013985[/C][/ROW]
[ROW][C]27[/C][C]-0.367728[/C][C]-2.5741[/C][C]0.006562[/C][/ROW]
[ROW][C]28[/C][C]-0.37317[/C][C]-2.6122[/C][C]0.005955[/C][/ROW]
[ROW][C]29[/C][C]-0.338945[/C][C]-2.3726[/C][C]0.010816[/C][/ROW]
[ROW][C]30[/C][C]-0.325696[/C][C]-2.2799[/C][C]0.013503[/C][/ROW]
[ROW][C]31[/C][C]-0.351047[/C][C]-2.4573[/C][C]0.008792[/C][/ROW]
[ROW][C]32[/C][C]-0.327432[/C][C]-2.292[/C][C]0.01312[/C][/ROW]
[ROW][C]33[/C][C]-0.302923[/C][C]-2.1205[/C][C]0.019527[/C][/ROW]
[ROW][C]34[/C][C]-0.268349[/C][C]-1.8784[/C][C]0.033138[/C][/ROW]
[ROW][C]35[/C][C]-0.247672[/C][C]-1.7337[/C][C]0.04463[/C][/ROW]
[ROW][C]36[/C][C]-0.206415[/C][C]-1.4449[/C][C]0.077425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60032&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60032&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	0.668232	4.6776	1.2e-05
2	0.71095	4.9766	4e-06
3	0.691204	4.8384	7e-06
4	0.605185	4.2363	5e-05
5	0.510416	3.5729	0.000402
6	0.497814	3.4847	0.000524
7	0.39128	2.739	0.004285
8	0.38375	2.6863	0.004919
9	0.283439	1.9841	0.026432
10	0.196291	1.374	0.087842
11	0.17543	1.228	0.112655
12	0.094172	0.6592	0.256425
13	0.048797	0.3416	0.367063
14	0.049009	0.3431	0.36651
15	-0.004793	-0.0335	0.486687
16	-0.117315	-0.8212	0.207753
17	-0.050532	-0.3537	0.362531
18	-0.163197	-1.1424	0.129423
19	-0.146784	-1.0275	0.154617
20	-0.18857	-1.32	0.096486
21	-0.19069	-1.3348	0.094051
22	-0.253291	-1.773	0.041219
23	-0.194564	-1.3619	0.089721
24	-0.356863	-2.498	0.007947
25	-0.32171	-2.252	0.01442
26	-0.32357	-2.265	0.013985
27	-0.367728	-2.5741	0.006562
28	-0.37317	-2.6122	0.005955
29	-0.338945	-2.3726	0.010816
30	-0.325696	-2.2799	0.013503
31	-0.351047	-2.4573	0.008792
32	-0.327432	-2.292	0.01312
33	-0.302923	-2.1205	0.019527
34	-0.268349	-1.8784	0.033138
35	-0.247672	-1.7337	0.04463
36	-0.206415	-1.4449	0.077425

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.668232	4.6776	1.2e-05
2	0.477745	3.3442	0.000794
3	0.289942	2.0296	0.023923
4	-0.004486	-0.0314	0.487538
5	-0.212149	-1.485	0.071969
6	-0.05236	-0.3665	0.357779
7	-0.09676	-0.6773	0.250694
8	0.084045	0.5883	0.279512
9	-0.067214	-0.4705	0.320043
10	-0.186768	-1.3074	0.098593
11	-0.036104	-0.2527	0.400767
12	-0.033922	-0.2375	0.406646
13	0.058739	0.4112	0.34137
14	0.116123	0.8129	0.210115
15	0.016017	0.1121	0.455595
16	-0.297957	-2.0857	0.021118
17	0.013094	0.0917	0.463671
18	-0.042124	-0.2949	0.38467
19	0.134162	0.9391	0.176134
20	-0.008002	-0.056	0.47778
21	-0.063082	-0.4416	0.33037
22	-0.212082	-1.4846	0.072031
23	0.062624	0.4384	0.331523
24	-0.188869	-1.3221	0.09614
25	-0.091632	-0.6414	0.262117
26	0.068524	0.4797	0.316799
27	0.03152	0.2206	0.413145
28	-0.024224	-0.1696	0.433025
29	0.012902	0.0903	0.464203
30	0.176187	1.2333	0.111672
31	-0.104453	-0.7312	0.234078
32	-0.079055	-0.5534	0.291257
33	0.039445	0.2761	0.391812
34	-0.008377	-0.0586	0.47674
35	0.104496	0.7315	0.233987
36	-0.014328	-0.1003	0.460258

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.668232 & 4.6776 & 1.2e-05 \tabularnewline
2 & 0.477745 & 3.3442 & 0.000794 \tabularnewline
3 & 0.289942 & 2.0296 & 0.023923 \tabularnewline
4 & -0.004486 & -0.0314 & 0.487538 \tabularnewline
5 & -0.212149 & -1.485 & 0.071969 \tabularnewline
6 & -0.05236 & -0.3665 & 0.357779 \tabularnewline
7 & -0.09676 & -0.6773 & 0.250694 \tabularnewline
8 & 0.084045 & 0.5883 & 0.279512 \tabularnewline
9 & -0.067214 & -0.4705 & 0.320043 \tabularnewline
10 & -0.186768 & -1.3074 & 0.098593 \tabularnewline
11 & -0.036104 & -0.2527 & 0.400767 \tabularnewline
12 & -0.033922 & -0.2375 & 0.406646 \tabularnewline
13 & 0.058739 & 0.4112 & 0.34137 \tabularnewline
14 & 0.116123 & 0.8129 & 0.210115 \tabularnewline
15 & 0.016017 & 0.1121 & 0.455595 \tabularnewline
16 & -0.297957 & -2.0857 & 0.021118 \tabularnewline
17 & 0.013094 & 0.0917 & 0.463671 \tabularnewline
18 & -0.042124 & -0.2949 & 0.38467 \tabularnewline
19 & 0.134162 & 0.9391 & 0.176134 \tabularnewline
20 & -0.008002 & -0.056 & 0.47778 \tabularnewline
21 & -0.063082 & -0.4416 & 0.33037 \tabularnewline
22 & -0.212082 & -1.4846 & 0.072031 \tabularnewline
23 & 0.062624 & 0.4384 & 0.331523 \tabularnewline
24 & -0.188869 & -1.3221 & 0.09614 \tabularnewline
25 & -0.091632 & -0.6414 & 0.262117 \tabularnewline
26 & 0.068524 & 0.4797 & 0.316799 \tabularnewline
27 & 0.03152 & 0.2206 & 0.413145 \tabularnewline
28 & -0.024224 & -0.1696 & 0.433025 \tabularnewline
29 & 0.012902 & 0.0903 & 0.464203 \tabularnewline
30 & 0.176187 & 1.2333 & 0.111672 \tabularnewline
31 & -0.104453 & -0.7312 & 0.234078 \tabularnewline
32 & -0.079055 & -0.5534 & 0.291257 \tabularnewline
33 & 0.039445 & 0.2761 & 0.391812 \tabularnewline
34 & -0.008377 & -0.0586 & 0.47674 \tabularnewline
35 & 0.104496 & 0.7315 & 0.233987 \tabularnewline
36 & -0.014328 & -0.1003 & 0.460258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60032&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]0.668232[/C][C]4.6776[/C][C]1.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.477745[/C][C]3.3442[/C][C]0.000794[/C][/ROW]
[ROW][C]3[/C][C]0.289942[/C][C]2.0296[/C][C]0.023923[/C][/ROW]
[ROW][C]4[/C][C]-0.004486[/C][C]-0.0314[/C][C]0.487538[/C][/ROW]
[ROW][C]5[/C][C]-0.212149[/C][C]-1.485[/C][C]0.071969[/C][/ROW]
[ROW][C]6[/C][C]-0.05236[/C][C]-0.3665[/C][C]0.357779[/C][/ROW]
[ROW][C]7[/C][C]-0.09676[/C][C]-0.6773[/C][C]0.250694[/C][/ROW]
[ROW][C]8[/C][C]0.084045[/C][C]0.5883[/C][C]0.279512[/C][/ROW]
[ROW][C]9[/C][C]-0.067214[/C][C]-0.4705[/C][C]0.320043[/C][/ROW]
[ROW][C]10[/C][C]-0.186768[/C][C]-1.3074[/C][C]0.098593[/C][/ROW]
[ROW][C]11[/C][C]-0.036104[/C][C]-0.2527[/C][C]0.400767[/C][/ROW]
[ROW][C]12[/C][C]-0.033922[/C][C]-0.2375[/C][C]0.406646[/C][/ROW]
[ROW][C]13[/C][C]0.058739[/C][C]0.4112[/C][C]0.34137[/C][/ROW]
[ROW][C]14[/C][C]0.116123[/C][C]0.8129[/C][C]0.210115[/C][/ROW]
[ROW][C]15[/C][C]0.016017[/C][C]0.1121[/C][C]0.455595[/C][/ROW]
[ROW][C]16[/C][C]-0.297957[/C][C]-2.0857[/C][C]0.021118[/C][/ROW]
[ROW][C]17[/C][C]0.013094[/C][C]0.0917[/C][C]0.463671[/C][/ROW]
[ROW][C]18[/C][C]-0.042124[/C][C]-0.2949[/C][C]0.38467[/C][/ROW]
[ROW][C]19[/C][C]0.134162[/C][C]0.9391[/C][C]0.176134[/C][/ROW]
[ROW][C]20[/C][C]-0.008002[/C][C]-0.056[/C][C]0.47778[/C][/ROW]
[ROW][C]21[/C][C]-0.063082[/C][C]-0.4416[/C][C]0.33037[/C][/ROW]
[ROW][C]22[/C][C]-0.212082[/C][C]-1.4846[/C][C]0.072031[/C][/ROW]
[ROW][C]23[/C][C]0.062624[/C][C]0.4384[/C][C]0.331523[/C][/ROW]
[ROW][C]24[/C][C]-0.188869[/C][C]-1.3221[/C][C]0.09614[/C][/ROW]
[ROW][C]25[/C][C]-0.091632[/C][C]-0.6414[/C][C]0.262117[/C][/ROW]
[ROW][C]26[/C][C]0.068524[/C][C]0.4797[/C][C]0.316799[/C][/ROW]
[ROW][C]27[/C][C]0.03152[/C][C]0.2206[/C][C]0.413145[/C][/ROW]
[ROW][C]28[/C][C]-0.024224[/C][C]-0.1696[/C][C]0.433025[/C][/ROW]
[ROW][C]29[/C][C]0.012902[/C][C]0.0903[/C][C]0.464203[/C][/ROW]
[ROW][C]30[/C][C]0.176187[/C][C]1.2333[/C][C]0.111672[/C][/ROW]
[ROW][C]31[/C][C]-0.104453[/C][C]-0.7312[/C][C]0.234078[/C][/ROW]
[ROW][C]32[/C][C]-0.079055[/C][C]-0.5534[/C][C]0.291257[/C][/ROW]
[ROW][C]33[/C][C]0.039445[/C][C]0.2761[/C][C]0.391812[/C][/ROW]
[ROW][C]34[/C][C]-0.008377[/C][C]-0.0586[/C][C]0.47674[/C][/ROW]
[ROW][C]35[/C][C]0.104496[/C][C]0.7315[/C][C]0.233987[/C][/ROW]
[ROW][C]36[/C][C]-0.014328[/C][C]-0.1003[/C][C]0.460258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60032&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60032&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	0.668232	4.6776	1.2e-05
2	0.477745	3.3442	0.000794
3	0.289942	2.0296	0.023923
4	-0.004486	-0.0314	0.487538
5	-0.212149	-1.485	0.071969
6	-0.05236	-0.3665	0.357779
7	-0.09676	-0.6773	0.250694
8	0.084045	0.5883	0.279512
9	-0.067214	-0.4705	0.320043
10	-0.186768	-1.3074	0.098593
11	-0.036104	-0.2527	0.400767
12	-0.033922	-0.2375	0.406646
13	0.058739	0.4112	0.34137
14	0.116123	0.8129	0.210115
15	0.016017	0.1121	0.455595
16	-0.297957	-2.0857	0.021118
17	0.013094	0.0917	0.463671
18	-0.042124	-0.2949	0.38467
19	0.134162	0.9391	0.176134
20	-0.008002	-0.056	0.47778
21	-0.063082	-0.4416	0.33037
22	-0.212082	-1.4846	0.072031
23	0.062624	0.4384	0.331523
24	-0.188869	-1.3221	0.09614
25	-0.091632	-0.6414	0.262117
26	0.068524	0.4797	0.316799
27	0.03152	0.2206	0.413145
28	-0.024224	-0.1696	0.433025
29	0.012902	0.0903	0.464203
30	0.176187	1.2333	0.111672
31	-0.104453	-0.7312	0.234078
32	-0.079055	-0.5534	0.291257
33	0.039445	0.2761	0.391812
34	-0.008377	-0.0586	0.47674
35	0.104496	0.7315	0.233987
36	-0.014328	-0.1003	0.460258

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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