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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 08:27:20 -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/t12592493559s16z7eh8v0kyk4.htm/, Retrieved Sun, 28 Apr 2024 21:08:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60091, Retrieved Sun, 28 Apr 2024 21:08:33 +0000

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136

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-       [(Partial) Autocorrelation Function] [ACF (d=0 en D=1)] [2009-11-26 15:27:20] [208e60166df5802f3c494097313a670f] [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=60091&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=60091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60091&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	-0.370445	-2.5665	0.006724
2	-0.048021	-0.3327	0.370404
3	0.328189	2.2738	0.013746
4	-0.201675	-1.3972	0.084383
5	0.024625	0.1706	0.432624
6	0.130372	0.9032	0.185455
7	-0.133232	-0.9231	0.180296
8	-0.101896	-0.706	0.241815
9	0.170261	1.1796	0.121986
10	-0.079809	-0.5529	0.291437
11	-0.062487	-0.4329	0.333504
12	0.112037	0.7762	0.220716
13	-0.203603	-1.4106	0.082405
14	0.21408	1.4832	0.07228
15	-0.071244	-0.4936	0.311922
16	-0.096259	-0.6669	0.254014
17	0.006894	0.0478	0.481052
18	-0.012136	-0.0841	0.466672
19	-0.149863	-1.0383	0.15217
20	0.127557	0.8837	0.19062
21	-0.044255	-0.3066	0.380233
22	-0.204972	-1.4201	0.081023
23	0.227999	1.5796	0.060381
24	-0.1233	-0.8542	0.198605
25	-0.184395	-1.2775	0.10378
26	0.281326	1.9491	0.028571
27	-0.139274	-0.9649	0.16971
28	-0.011605	-0.0804	0.468126
29	0.137238	0.9508	0.173231
30	-0.057594	-0.399	0.345822
31	-0.014635	-0.1014	0.459829
32	0.080523	0.5579	0.289759
33	-0.046869	-0.3247	0.373402
34	-0.034867	-0.2416	0.405072
35	0.039937	0.2767	0.391602
36	-0.068399	-0.4739	0.318866

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370445 & -2.5665 & 0.006724 \tabularnewline
2 & -0.048021 & -0.3327 & 0.370404 \tabularnewline
3 & 0.328189 & 2.2738 & 0.013746 \tabularnewline
4 & -0.201675 & -1.3972 & 0.084383 \tabularnewline
5 & 0.024625 & 0.1706 & 0.432624 \tabularnewline
6 & 0.130372 & 0.9032 & 0.185455 \tabularnewline
7 & -0.133232 & -0.9231 & 0.180296 \tabularnewline
8 & -0.101896 & -0.706 & 0.241815 \tabularnewline
9 & 0.170261 & 1.1796 & 0.121986 \tabularnewline
10 & -0.079809 & -0.5529 & 0.291437 \tabularnewline
11 & -0.062487 & -0.4329 & 0.333504 \tabularnewline
12 & 0.112037 & 0.7762 & 0.220716 \tabularnewline
13 & -0.203603 & -1.4106 & 0.082405 \tabularnewline
14 & 0.21408 & 1.4832 & 0.07228 \tabularnewline
15 & -0.071244 & -0.4936 & 0.311922 \tabularnewline
16 & -0.096259 & -0.6669 & 0.254014 \tabularnewline
17 & 0.006894 & 0.0478 & 0.481052 \tabularnewline
18 & -0.012136 & -0.0841 & 0.466672 \tabularnewline
19 & -0.149863 & -1.0383 & 0.15217 \tabularnewline
20 & 0.127557 & 0.8837 & 0.19062 \tabularnewline
21 & -0.044255 & -0.3066 & 0.380233 \tabularnewline
22 & -0.204972 & -1.4201 & 0.081023 \tabularnewline
23 & 0.227999 & 1.5796 & 0.060381 \tabularnewline
24 & -0.1233 & -0.8542 & 0.198605 \tabularnewline
25 & -0.184395 & -1.2775 & 0.10378 \tabularnewline
26 & 0.281326 & 1.9491 & 0.028571 \tabularnewline
27 & -0.139274 & -0.9649 & 0.16971 \tabularnewline
28 & -0.011605 & -0.0804 & 0.468126 \tabularnewline
29 & 0.137238 & 0.9508 & 0.173231 \tabularnewline
30 & -0.057594 & -0.399 & 0.345822 \tabularnewline
31 & -0.014635 & -0.1014 & 0.459829 \tabularnewline
32 & 0.080523 & 0.5579 & 0.289759 \tabularnewline
33 & -0.046869 & -0.3247 & 0.373402 \tabularnewline
34 & -0.034867 & -0.2416 & 0.405072 \tabularnewline
35 & 0.039937 & 0.2767 & 0.391602 \tabularnewline
36 & -0.068399 & -0.4739 & 0.318866 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60091&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]-0.370445[/C][C]-2.5665[/C][C]0.006724[/C][/ROW]
[ROW][C]2[/C][C]-0.048021[/C][C]-0.3327[/C][C]0.370404[/C][/ROW]
[ROW][C]3[/C][C]0.328189[/C][C]2.2738[/C][C]0.013746[/C][/ROW]
[ROW][C]4[/C][C]-0.201675[/C][C]-1.3972[/C][C]0.084383[/C][/ROW]
[ROW][C]5[/C][C]0.024625[/C][C]0.1706[/C][C]0.432624[/C][/ROW]
[ROW][C]6[/C][C]0.130372[/C][C]0.9032[/C][C]0.185455[/C][/ROW]
[ROW][C]7[/C][C]-0.133232[/C][C]-0.9231[/C][C]0.180296[/C][/ROW]
[ROW][C]8[/C][C]-0.101896[/C][C]-0.706[/C][C]0.241815[/C][/ROW]
[ROW][C]9[/C][C]0.170261[/C][C]1.1796[/C][C]0.121986[/C][/ROW]
[ROW][C]10[/C][C]-0.079809[/C][C]-0.5529[/C][C]0.291437[/C][/ROW]
[ROW][C]11[/C][C]-0.062487[/C][C]-0.4329[/C][C]0.333504[/C][/ROW]
[ROW][C]12[/C][C]0.112037[/C][C]0.7762[/C][C]0.220716[/C][/ROW]
[ROW][C]13[/C][C]-0.203603[/C][C]-1.4106[/C][C]0.082405[/C][/ROW]
[ROW][C]14[/C][C]0.21408[/C][C]1.4832[/C][C]0.07228[/C][/ROW]
[ROW][C]15[/C][C]-0.071244[/C][C]-0.4936[/C][C]0.311922[/C][/ROW]
[ROW][C]16[/C][C]-0.096259[/C][C]-0.6669[/C][C]0.254014[/C][/ROW]
[ROW][C]17[/C][C]0.006894[/C][C]0.0478[/C][C]0.481052[/C][/ROW]
[ROW][C]18[/C][C]-0.012136[/C][C]-0.0841[/C][C]0.466672[/C][/ROW]
[ROW][C]19[/C][C]-0.149863[/C][C]-1.0383[/C][C]0.15217[/C][/ROW]
[ROW][C]20[/C][C]0.127557[/C][C]0.8837[/C][C]0.19062[/C][/ROW]
[ROW][C]21[/C][C]-0.044255[/C][C]-0.3066[/C][C]0.380233[/C][/ROW]
[ROW][C]22[/C][C]-0.204972[/C][C]-1.4201[/C][C]0.081023[/C][/ROW]
[ROW][C]23[/C][C]0.227999[/C][C]1.5796[/C][C]0.060381[/C][/ROW]
[ROW][C]24[/C][C]-0.1233[/C][C]-0.8542[/C][C]0.198605[/C][/ROW]
[ROW][C]25[/C][C]-0.184395[/C][C]-1.2775[/C][C]0.10378[/C][/ROW]
[ROW][C]26[/C][C]0.281326[/C][C]1.9491[/C][C]0.028571[/C][/ROW]
[ROW][C]27[/C][C]-0.139274[/C][C]-0.9649[/C][C]0.16971[/C][/ROW]
[ROW][C]28[/C][C]-0.011605[/C][C]-0.0804[/C][C]0.468126[/C][/ROW]
[ROW][C]29[/C][C]0.137238[/C][C]0.9508[/C][C]0.173231[/C][/ROW]
[ROW][C]30[/C][C]-0.057594[/C][C]-0.399[/C][C]0.345822[/C][/ROW]
[ROW][C]31[/C][C]-0.014635[/C][C]-0.1014[/C][C]0.459829[/C][/ROW]
[ROW][C]32[/C][C]0.080523[/C][C]0.5579[/C][C]0.289759[/C][/ROW]
[ROW][C]33[/C][C]-0.046869[/C][C]-0.3247[/C][C]0.373402[/C][/ROW]
[ROW][C]34[/C][C]-0.034867[/C][C]-0.2416[/C][C]0.405072[/C][/ROW]
[ROW][C]35[/C][C]0.039937[/C][C]0.2767[/C][C]0.391602[/C][/ROW]
[ROW][C]36[/C][C]-0.068399[/C][C]-0.4739[/C][C]0.318866[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60091&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	-0.370445	-2.5665	0.006724
2	-0.048021	-0.3327	0.370404
3	0.328189	2.2738	0.013746
4	-0.201675	-1.3972	0.084383
5	0.024625	0.1706	0.432624
6	0.130372	0.9032	0.185455
7	-0.133232	-0.9231	0.180296
8	-0.101896	-0.706	0.241815
9	0.170261	1.1796	0.121986
10	-0.079809	-0.5529	0.291437
11	-0.062487	-0.4329	0.333504
12	0.112037	0.7762	0.220716
13	-0.203603	-1.4106	0.082405
14	0.21408	1.4832	0.07228
15	-0.071244	-0.4936	0.311922
16	-0.096259	-0.6669	0.254014
17	0.006894	0.0478	0.481052
18	-0.012136	-0.0841	0.466672
19	-0.149863	-1.0383	0.15217
20	0.127557	0.8837	0.19062
21	-0.044255	-0.3066	0.380233
22	-0.204972	-1.4201	0.081023
23	0.227999	1.5796	0.060381
24	-0.1233	-0.8542	0.198605
25	-0.184395	-1.2775	0.10378
26	0.281326	1.9491	0.028571
27	-0.139274	-0.9649	0.16971
28	-0.011605	-0.0804	0.468126
29	0.137238	0.9508	0.173231
30	-0.057594	-0.399	0.345822
31	-0.014635	-0.1014	0.459829
32	0.080523	0.5579	0.289759
33	-0.046869	-0.3247	0.373402
34	-0.034867	-0.2416	0.405072
35	0.039937	0.2767	0.391602
36	-0.068399	-0.4739	0.318866

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.370445	-2.5665	0.006724
2	-0.214717	-1.4876	0.071698
3	0.27587	1.9113	0.030975
4	0.032105	0.2224	0.412463
5	-0.001909	-0.0132	0.494752
6	0.037967	0.263	0.396821
7	-0.026003	-0.1802	0.428896
8	-0.202957	-1.4061	0.083064
9	0.014358	0.0995	0.460588
10	0.05664	0.3924	0.348244
11	0.008556	0.0593	0.476489
12	0.003928	0.0272	0.489202
13	-0.18173	-1.2591	0.107049
14	0.16567	1.1478	0.128371
15	-0.018489	-0.1281	0.449304
16	-0.044279	-0.3068	0.380172
17	-0.190705	-1.3212	0.096342
18	-0.033695	-0.2334	0.408203
19	-0.201764	-1.3979	0.08429
20	0.051214	0.3548	0.362139
21	0.008138	0.0564	0.477636
22	-0.091932	-0.6369	0.263601
23	0.013284	0.092	0.463528
24	-0.109004	-0.7552	0.226909
25	-0.216026	-1.4967	0.070513
26	0.03205	0.222	0.412609
27	0.09601	0.6652	0.254561
28	0.053656	0.3717	0.355862
29	-0.000549	-0.0038	0.49849
30	-0.038147	-0.2643	0.396343
31	0.057526	0.3986	0.345995
32	-0.079814	-0.553	0.291425
33	-0.021218	-0.147	0.441872
34	-0.065773	-0.4557	0.325334
35	-0.083953	-0.5816	0.281764
36	-0.117917	-0.817	0.208995

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370445 & -2.5665 & 0.006724 \tabularnewline
2 & -0.214717 & -1.4876 & 0.071698 \tabularnewline
3 & 0.27587 & 1.9113 & 0.030975 \tabularnewline
4 & 0.032105 & 0.2224 & 0.412463 \tabularnewline
5 & -0.001909 & -0.0132 & 0.494752 \tabularnewline
6 & 0.037967 & 0.263 & 0.396821 \tabularnewline
7 & -0.026003 & -0.1802 & 0.428896 \tabularnewline
8 & -0.202957 & -1.4061 & 0.083064 \tabularnewline
9 & 0.014358 & 0.0995 & 0.460588 \tabularnewline
10 & 0.05664 & 0.3924 & 0.348244 \tabularnewline
11 & 0.008556 & 0.0593 & 0.476489 \tabularnewline
12 & 0.003928 & 0.0272 & 0.489202 \tabularnewline
13 & -0.18173 & -1.2591 & 0.107049 \tabularnewline
14 & 0.16567 & 1.1478 & 0.128371 \tabularnewline
15 & -0.018489 & -0.1281 & 0.449304 \tabularnewline
16 & -0.044279 & -0.3068 & 0.380172 \tabularnewline
17 & -0.190705 & -1.3212 & 0.096342 \tabularnewline
18 & -0.033695 & -0.2334 & 0.408203 \tabularnewline
19 & -0.201764 & -1.3979 & 0.08429 \tabularnewline
20 & 0.051214 & 0.3548 & 0.362139 \tabularnewline
21 & 0.008138 & 0.0564 & 0.477636 \tabularnewline
22 & -0.091932 & -0.6369 & 0.263601 \tabularnewline
23 & 0.013284 & 0.092 & 0.463528 \tabularnewline
24 & -0.109004 & -0.7552 & 0.226909 \tabularnewline
25 & -0.216026 & -1.4967 & 0.070513 \tabularnewline
26 & 0.03205 & 0.222 & 0.412609 \tabularnewline
27 & 0.09601 & 0.6652 & 0.254561 \tabularnewline
28 & 0.053656 & 0.3717 & 0.355862 \tabularnewline
29 & -0.000549 & -0.0038 & 0.49849 \tabularnewline
30 & -0.038147 & -0.2643 & 0.396343 \tabularnewline
31 & 0.057526 & 0.3986 & 0.345995 \tabularnewline
32 & -0.079814 & -0.553 & 0.291425 \tabularnewline
33 & -0.021218 & -0.147 & 0.441872 \tabularnewline
34 & -0.065773 & -0.4557 & 0.325334 \tabularnewline
35 & -0.083953 & -0.5816 & 0.281764 \tabularnewline
36 & -0.117917 & -0.817 & 0.208995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60091&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]-0.370445[/C][C]-2.5665[/C][C]0.006724[/C][/ROW]
[ROW][C]2[/C][C]-0.214717[/C][C]-1.4876[/C][C]0.071698[/C][/ROW]
[ROW][C]3[/C][C]0.27587[/C][C]1.9113[/C][C]0.030975[/C][/ROW]
[ROW][C]4[/C][C]0.032105[/C][C]0.2224[/C][C]0.412463[/C][/ROW]
[ROW][C]5[/C][C]-0.001909[/C][C]-0.0132[/C][C]0.494752[/C][/ROW]
[ROW][C]6[/C][C]0.037967[/C][C]0.263[/C][C]0.396821[/C][/ROW]
[ROW][C]7[/C][C]-0.026003[/C][C]-0.1802[/C][C]0.428896[/C][/ROW]
[ROW][C]8[/C][C]-0.202957[/C][C]-1.4061[/C][C]0.083064[/C][/ROW]
[ROW][C]9[/C][C]0.014358[/C][C]0.0995[/C][C]0.460588[/C][/ROW]
[ROW][C]10[/C][C]0.05664[/C][C]0.3924[/C][C]0.348244[/C][/ROW]
[ROW][C]11[/C][C]0.008556[/C][C]0.0593[/C][C]0.476489[/C][/ROW]
[ROW][C]12[/C][C]0.003928[/C][C]0.0272[/C][C]0.489202[/C][/ROW]
[ROW][C]13[/C][C]-0.18173[/C][C]-1.2591[/C][C]0.107049[/C][/ROW]
[ROW][C]14[/C][C]0.16567[/C][C]1.1478[/C][C]0.128371[/C][/ROW]
[ROW][C]15[/C][C]-0.018489[/C][C]-0.1281[/C][C]0.449304[/C][/ROW]
[ROW][C]16[/C][C]-0.044279[/C][C]-0.3068[/C][C]0.380172[/C][/ROW]
[ROW][C]17[/C][C]-0.190705[/C][C]-1.3212[/C][C]0.096342[/C][/ROW]
[ROW][C]18[/C][C]-0.033695[/C][C]-0.2334[/C][C]0.408203[/C][/ROW]
[ROW][C]19[/C][C]-0.201764[/C][C]-1.3979[/C][C]0.08429[/C][/ROW]
[ROW][C]20[/C][C]0.051214[/C][C]0.3548[/C][C]0.362139[/C][/ROW]
[ROW][C]21[/C][C]0.008138[/C][C]0.0564[/C][C]0.477636[/C][/ROW]
[ROW][C]22[/C][C]-0.091932[/C][C]-0.6369[/C][C]0.263601[/C][/ROW]
[ROW][C]23[/C][C]0.013284[/C][C]0.092[/C][C]0.463528[/C][/ROW]
[ROW][C]24[/C][C]-0.109004[/C][C]-0.7552[/C][C]0.226909[/C][/ROW]
[ROW][C]25[/C][C]-0.216026[/C][C]-1.4967[/C][C]0.070513[/C][/ROW]
[ROW][C]26[/C][C]0.03205[/C][C]0.222[/C][C]0.412609[/C][/ROW]
[ROW][C]27[/C][C]0.09601[/C][C]0.6652[/C][C]0.254561[/C][/ROW]
[ROW][C]28[/C][C]0.053656[/C][C]0.3717[/C][C]0.355862[/C][/ROW]
[ROW][C]29[/C][C]-0.000549[/C][C]-0.0038[/C][C]0.49849[/C][/ROW]
[ROW][C]30[/C][C]-0.038147[/C][C]-0.2643[/C][C]0.396343[/C][/ROW]
[ROW][C]31[/C][C]0.057526[/C][C]0.3986[/C][C]0.345995[/C][/ROW]
[ROW][C]32[/C][C]-0.079814[/C][C]-0.553[/C][C]0.291425[/C][/ROW]
[ROW][C]33[/C][C]-0.021218[/C][C]-0.147[/C][C]0.441872[/C][/ROW]
[ROW][C]34[/C][C]-0.065773[/C][C]-0.4557[/C][C]0.325334[/C][/ROW]
[ROW][C]35[/C][C]-0.083953[/C][C]-0.5816[/C][C]0.281764[/C][/ROW]
[ROW][C]36[/C][C]-0.117917[/C][C]-0.817[/C][C]0.208995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60091&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	-0.370445	-2.5665	0.006724
2	-0.214717	-1.4876	0.071698
3	0.27587	1.9113	0.030975
4	0.032105	0.2224	0.412463
5	-0.001909	-0.0132	0.494752
6	0.037967	0.263	0.396821
7	-0.026003	-0.1802	0.428896
8	-0.202957	-1.4061	0.083064
9	0.014358	0.0995	0.460588
10	0.05664	0.3924	0.348244
11	0.008556	0.0593	0.476489
12	0.003928	0.0272	0.489202
13	-0.18173	-1.2591	0.107049
14	0.16567	1.1478	0.128371
15	-0.018489	-0.1281	0.449304
16	-0.044279	-0.3068	0.380172
17	-0.190705	-1.3212	0.096342
18	-0.033695	-0.2334	0.408203
19	-0.201764	-1.3979	0.08429
20	0.051214	0.3548	0.362139
21	0.008138	0.0564	0.477636
22	-0.091932	-0.6369	0.263601
23	0.013284	0.092	0.463528
24	-0.109004	-0.7552	0.226909
25	-0.216026	-1.4967	0.070513
26	0.03205	0.222	0.412609
27	0.09601	0.6652	0.254561
28	0.053656	0.3717	0.355862
29	-0.000549	-0.0038	0.49849
30	-0.038147	-0.2643	0.396343
31	0.057526	0.3986	0.345995
32	-0.079814	-0.553	0.291425
33	-0.021218	-0.147	0.441872
34	-0.065773	-0.4557	0.325334
35	-0.083953	-0.5816	0.281764
36	-0.117917	-0.817	0.208995

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