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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 12:38:39 -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/t12592644223hqvnzqegglpu3a.htm/, Retrieved Sun, 28 Apr 2024 23:07:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60324, Retrieved Sun, 28 Apr 2024 23:07:32 +0000

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Estimated Impact

145

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]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-26 19:38:39] [429631dabc57c2ce83a6344a979b9063] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-04 12:11:13] [74be16979710d4c4e7c6647856088456] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60324&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]2 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=60324&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60324&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.709991	4.919	5e-06
2	0.72976	5.0559	3e-06
3	0.726422	5.0328	4e-06
4	0.506139	3.5066	0.000498
5	0.460045	3.1873	0.001264
6	0.393422	2.7257	0.004464
7	0.213545	1.4795	0.072772
8	0.19357	1.3411	0.093102
9	0.093859	0.6503	0.259308
10	0.044618	0.3091	0.379283
11	0.035571	0.2464	0.403196
12	-0.023761	-0.1646	0.434968
13	-0.006858	-0.0475	0.48115
14	-0.007463	-0.0517	0.479489
15	-0.040245	-0.2788	0.390788
16	-0.067448	-0.4673	0.321201
17	-0.026921	-0.1865	0.426414
18	-0.07875	-0.5456	0.293936
19	-0.098133	-0.6799	0.249921
20	-0.05725	-0.3966	0.346695
21	-0.106669	-0.739	0.231745
22	-0.171618	-1.189	0.120143
23	-0.055929	-0.3875	0.350054
24	-0.183443	-1.2709	0.104939
25	-0.16426	-1.138	0.130378
26	-0.12211	-0.846	0.200875
27	-0.204494	-1.4168	0.081503
28	-0.200259	-1.3874	0.085859
29	-0.182421	-1.2638	0.106194
30	-0.25494	-1.7663	0.041855
31	-0.217199	-1.5048	0.069464
32	-0.256555	-1.7775	0.040914
33	-0.277181	-1.9204	0.030382
34	-0.256503	-1.7771	0.040944
35	-0.281123	-1.9477	0.028658
36	-0.25466	-1.7643	0.042019

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.709991 & 4.919 & 5e-06 \tabularnewline
2 & 0.72976 & 5.0559 & 3e-06 \tabularnewline
3 & 0.726422 & 5.0328 & 4e-06 \tabularnewline
4 & 0.506139 & 3.5066 & 0.000498 \tabularnewline
5 & 0.460045 & 3.1873 & 0.001264 \tabularnewline
6 & 0.393422 & 2.7257 & 0.004464 \tabularnewline
7 & 0.213545 & 1.4795 & 0.072772 \tabularnewline
8 & 0.19357 & 1.3411 & 0.093102 \tabularnewline
9 & 0.093859 & 0.6503 & 0.259308 \tabularnewline
10 & 0.044618 & 0.3091 & 0.379283 \tabularnewline
11 & 0.035571 & 0.2464 & 0.403196 \tabularnewline
12 & -0.023761 & -0.1646 & 0.434968 \tabularnewline
13 & -0.006858 & -0.0475 & 0.48115 \tabularnewline
14 & -0.007463 & -0.0517 & 0.479489 \tabularnewline
15 & -0.040245 & -0.2788 & 0.390788 \tabularnewline
16 & -0.067448 & -0.4673 & 0.321201 \tabularnewline
17 & -0.026921 & -0.1865 & 0.426414 \tabularnewline
18 & -0.07875 & -0.5456 & 0.293936 \tabularnewline
19 & -0.098133 & -0.6799 & 0.249921 \tabularnewline
20 & -0.05725 & -0.3966 & 0.346695 \tabularnewline
21 & -0.106669 & -0.739 & 0.231745 \tabularnewline
22 & -0.171618 & -1.189 & 0.120143 \tabularnewline
23 & -0.055929 & -0.3875 & 0.350054 \tabularnewline
24 & -0.183443 & -1.2709 & 0.104939 \tabularnewline
25 & -0.16426 & -1.138 & 0.130378 \tabularnewline
26 & -0.12211 & -0.846 & 0.200875 \tabularnewline
27 & -0.204494 & -1.4168 & 0.081503 \tabularnewline
28 & -0.200259 & -1.3874 & 0.085859 \tabularnewline
29 & -0.182421 & -1.2638 & 0.106194 \tabularnewline
30 & -0.25494 & -1.7663 & 0.041855 \tabularnewline
31 & -0.217199 & -1.5048 & 0.069464 \tabularnewline
32 & -0.256555 & -1.7775 & 0.040914 \tabularnewline
33 & -0.277181 & -1.9204 & 0.030382 \tabularnewline
34 & -0.256503 & -1.7771 & 0.040944 \tabularnewline
35 & -0.281123 & -1.9477 & 0.028658 \tabularnewline
36 & -0.25466 & -1.7643 & 0.042019 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60324&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]0.709991[/C][C]4.919[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.72976[/C][C]5.0559[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.726422[/C][C]5.0328[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.506139[/C][C]3.5066[/C][C]0.000498[/C][/ROW]
[ROW][C]5[/C][C]0.460045[/C][C]3.1873[/C][C]0.001264[/C][/ROW]
[ROW][C]6[/C][C]0.393422[/C][C]2.7257[/C][C]0.004464[/C][/ROW]
[ROW][C]7[/C][C]0.213545[/C][C]1.4795[/C][C]0.072772[/C][/ROW]
[ROW][C]8[/C][C]0.19357[/C][C]1.3411[/C][C]0.093102[/C][/ROW]
[ROW][C]9[/C][C]0.093859[/C][C]0.6503[/C][C]0.259308[/C][/ROW]
[ROW][C]10[/C][C]0.044618[/C][C]0.3091[/C][C]0.379283[/C][/ROW]
[ROW][C]11[/C][C]0.035571[/C][C]0.2464[/C][C]0.403196[/C][/ROW]
[ROW][C]12[/C][C]-0.023761[/C][C]-0.1646[/C][C]0.434968[/C][/ROW]
[ROW][C]13[/C][C]-0.006858[/C][C]-0.0475[/C][C]0.48115[/C][/ROW]
[ROW][C]14[/C][C]-0.007463[/C][C]-0.0517[/C][C]0.479489[/C][/ROW]
[ROW][C]15[/C][C]-0.040245[/C][C]-0.2788[/C][C]0.390788[/C][/ROW]
[ROW][C]16[/C][C]-0.067448[/C][C]-0.4673[/C][C]0.321201[/C][/ROW]
[ROW][C]17[/C][C]-0.026921[/C][C]-0.1865[/C][C]0.426414[/C][/ROW]
[ROW][C]18[/C][C]-0.07875[/C][C]-0.5456[/C][C]0.293936[/C][/ROW]
[ROW][C]19[/C][C]-0.098133[/C][C]-0.6799[/C][C]0.249921[/C][/ROW]
[ROW][C]20[/C][C]-0.05725[/C][C]-0.3966[/C][C]0.346695[/C][/ROW]
[ROW][C]21[/C][C]-0.106669[/C][C]-0.739[/C][C]0.231745[/C][/ROW]
[ROW][C]22[/C][C]-0.171618[/C][C]-1.189[/C][C]0.120143[/C][/ROW]
[ROW][C]23[/C][C]-0.055929[/C][C]-0.3875[/C][C]0.350054[/C][/ROW]
[ROW][C]24[/C][C]-0.183443[/C][C]-1.2709[/C][C]0.104939[/C][/ROW]
[ROW][C]25[/C][C]-0.16426[/C][C]-1.138[/C][C]0.130378[/C][/ROW]
[ROW][C]26[/C][C]-0.12211[/C][C]-0.846[/C][C]0.200875[/C][/ROW]
[ROW][C]27[/C][C]-0.204494[/C][C]-1.4168[/C][C]0.081503[/C][/ROW]
[ROW][C]28[/C][C]-0.200259[/C][C]-1.3874[/C][C]0.085859[/C][/ROW]
[ROW][C]29[/C][C]-0.182421[/C][C]-1.2638[/C][C]0.106194[/C][/ROW]
[ROW][C]30[/C][C]-0.25494[/C][C]-1.7663[/C][C]0.041855[/C][/ROW]
[ROW][C]31[/C][C]-0.217199[/C][C]-1.5048[/C][C]0.069464[/C][/ROW]
[ROW][C]32[/C][C]-0.256555[/C][C]-1.7775[/C][C]0.040914[/C][/ROW]
[ROW][C]33[/C][C]-0.277181[/C][C]-1.9204[/C][C]0.030382[/C][/ROW]
[ROW][C]34[/C][C]-0.256503[/C][C]-1.7771[/C][C]0.040944[/C][/ROW]
[ROW][C]35[/C][C]-0.281123[/C][C]-1.9477[/C][C]0.028658[/C][/ROW]
[ROW][C]36[/C][C]-0.25466[/C][C]-1.7643[/C][C]0.042019[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60324&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60324&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	0.709991	4.919	5e-06
2	0.72976	5.0559	3e-06
3	0.726422	5.0328	4e-06
4	0.506139	3.5066	0.000498
5	0.460045	3.1873	0.001264
6	0.393422	2.7257	0.004464
7	0.213545	1.4795	0.072772
8	0.19357	1.3411	0.093102
9	0.093859	0.6503	0.259308
10	0.044618	0.3091	0.379283
11	0.035571	0.2464	0.403196
12	-0.023761	-0.1646	0.434968
13	-0.006858	-0.0475	0.48115
14	-0.007463	-0.0517	0.479489
15	-0.040245	-0.2788	0.390788
16	-0.067448	-0.4673	0.321201
17	-0.026921	-0.1865	0.426414
18	-0.07875	-0.5456	0.293936
19	-0.098133	-0.6799	0.249921
20	-0.05725	-0.3966	0.346695
21	-0.106669	-0.739	0.231745
22	-0.171618	-1.189	0.120143
23	-0.055929	-0.3875	0.350054
24	-0.183443	-1.2709	0.104939
25	-0.16426	-1.138	0.130378
26	-0.12211	-0.846	0.200875
27	-0.204494	-1.4168	0.081503
28	-0.200259	-1.3874	0.085859
29	-0.182421	-1.2638	0.106194
30	-0.25494	-1.7663	0.041855
31	-0.217199	-1.5048	0.069464
32	-0.256555	-1.7775	0.040914
33	-0.277181	-1.9204	0.030382
34	-0.256503	-1.7771	0.040944
35	-0.281123	-1.9477	0.028658
36	-0.25466	-1.7643	0.042019

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.709991	4.919	5e-06
2	0.455067	3.1528	0.001394
3	0.307684	2.1317	0.019089
4	-0.384478	-2.6637	0.005245
5	-0.275442	-1.9083	0.03117
6	-0.000927	-0.0064	0.497452
7	-0.052893	-0.3665	0.357819
8	0.054227	0.3757	0.3544
9	-0.045131	-0.3127	0.377941
10	0.144574	1.0016	0.16077
11	0.099657	0.6904	0.246619
12	-0.052107	-0.361	0.359838
13	-0.019238	-0.1333	0.447262
14	-0.008353	-0.0579	0.477044
15	-0.039104	-0.2709	0.393807
16	-0.279187	-1.9343	0.029494
17	0.074444	0.5158	0.304193
18	0.108197	0.7496	0.228573
19	-0.015603	-0.1081	0.457182
20	0.026166	0.1813	0.428455
21	0.015866	0.1099	0.456464
22	-0.207109	-1.4349	0.078901
23	0.155657	1.0784	0.143117
24	-0.130559	-0.9045	0.185114
25	-0.05681	-0.3936	0.347813
26	-0.038809	-0.2689	0.394589
27	0.01556	0.1078	0.457301
28	-0.107102	-0.742	0.230844
29	-0.027555	-0.1909	0.424701
30	0.021972	0.1522	0.439823
31	0.002189	0.0152	0.493982
32	-0.080952	-0.5609	0.288753
33	-0.075457	-0.5228	0.301766
34	-0.056462	-0.3912	0.348697
35	0.106455	0.7375	0.232191
36	0.078417	0.5433	0.294722

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.709991 & 4.919 & 5e-06 \tabularnewline
2 & 0.455067 & 3.1528 & 0.001394 \tabularnewline
3 & 0.307684 & 2.1317 & 0.019089 \tabularnewline
4 & -0.384478 & -2.6637 & 0.005245 \tabularnewline
5 & -0.275442 & -1.9083 & 0.03117 \tabularnewline
6 & -0.000927 & -0.0064 & 0.497452 \tabularnewline
7 & -0.052893 & -0.3665 & 0.357819 \tabularnewline
8 & 0.054227 & 0.3757 & 0.3544 \tabularnewline
9 & -0.045131 & -0.3127 & 0.377941 \tabularnewline
10 & 0.144574 & 1.0016 & 0.16077 \tabularnewline
11 & 0.099657 & 0.6904 & 0.246619 \tabularnewline
12 & -0.052107 & -0.361 & 0.359838 \tabularnewline
13 & -0.019238 & -0.1333 & 0.447262 \tabularnewline
14 & -0.008353 & -0.0579 & 0.477044 \tabularnewline
15 & -0.039104 & -0.2709 & 0.393807 \tabularnewline
16 & -0.279187 & -1.9343 & 0.029494 \tabularnewline
17 & 0.074444 & 0.5158 & 0.304193 \tabularnewline
18 & 0.108197 & 0.7496 & 0.228573 \tabularnewline
19 & -0.015603 & -0.1081 & 0.457182 \tabularnewline
20 & 0.026166 & 0.1813 & 0.428455 \tabularnewline
21 & 0.015866 & 0.1099 & 0.456464 \tabularnewline
22 & -0.207109 & -1.4349 & 0.078901 \tabularnewline
23 & 0.155657 & 1.0784 & 0.143117 \tabularnewline
24 & -0.130559 & -0.9045 & 0.185114 \tabularnewline
25 & -0.05681 & -0.3936 & 0.347813 \tabularnewline
26 & -0.038809 & -0.2689 & 0.394589 \tabularnewline
27 & 0.01556 & 0.1078 & 0.457301 \tabularnewline
28 & -0.107102 & -0.742 & 0.230844 \tabularnewline
29 & -0.027555 & -0.1909 & 0.424701 \tabularnewline
30 & 0.021972 & 0.1522 & 0.439823 \tabularnewline
31 & 0.002189 & 0.0152 & 0.493982 \tabularnewline
32 & -0.080952 & -0.5609 & 0.288753 \tabularnewline
33 & -0.075457 & -0.5228 & 0.301766 \tabularnewline
34 & -0.056462 & -0.3912 & 0.348697 \tabularnewline
35 & 0.106455 & 0.7375 & 0.232191 \tabularnewline
36 & 0.078417 & 0.5433 & 0.294722 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60324&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]0.709991[/C][C]4.919[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.455067[/C][C]3.1528[/C][C]0.001394[/C][/ROW]
[ROW][C]3[/C][C]0.307684[/C][C]2.1317[/C][C]0.019089[/C][/ROW]
[ROW][C]4[/C][C]-0.384478[/C][C]-2.6637[/C][C]0.005245[/C][/ROW]
[ROW][C]5[/C][C]-0.275442[/C][C]-1.9083[/C][C]0.03117[/C][/ROW]
[ROW][C]6[/C][C]-0.000927[/C][C]-0.0064[/C][C]0.497452[/C][/ROW]
[ROW][C]7[/C][C]-0.052893[/C][C]-0.3665[/C][C]0.357819[/C][/ROW]
[ROW][C]8[/C][C]0.054227[/C][C]0.3757[/C][C]0.3544[/C][/ROW]
[ROW][C]9[/C][C]-0.045131[/C][C]-0.3127[/C][C]0.377941[/C][/ROW]
[ROW][C]10[/C][C]0.144574[/C][C]1.0016[/C][C]0.16077[/C][/ROW]
[ROW][C]11[/C][C]0.099657[/C][C]0.6904[/C][C]0.246619[/C][/ROW]
[ROW][C]12[/C][C]-0.052107[/C][C]-0.361[/C][C]0.359838[/C][/ROW]
[ROW][C]13[/C][C]-0.019238[/C][C]-0.1333[/C][C]0.447262[/C][/ROW]
[ROW][C]14[/C][C]-0.008353[/C][C]-0.0579[/C][C]0.477044[/C][/ROW]
[ROW][C]15[/C][C]-0.039104[/C][C]-0.2709[/C][C]0.393807[/C][/ROW]
[ROW][C]16[/C][C]-0.279187[/C][C]-1.9343[/C][C]0.029494[/C][/ROW]
[ROW][C]17[/C][C]0.074444[/C][C]0.5158[/C][C]0.304193[/C][/ROW]
[ROW][C]18[/C][C]0.108197[/C][C]0.7496[/C][C]0.228573[/C][/ROW]
[ROW][C]19[/C][C]-0.015603[/C][C]-0.1081[/C][C]0.457182[/C][/ROW]
[ROW][C]20[/C][C]0.026166[/C][C]0.1813[/C][C]0.428455[/C][/ROW]
[ROW][C]21[/C][C]0.015866[/C][C]0.1099[/C][C]0.456464[/C][/ROW]
[ROW][C]22[/C][C]-0.207109[/C][C]-1.4349[/C][C]0.078901[/C][/ROW]
[ROW][C]23[/C][C]0.155657[/C][C]1.0784[/C][C]0.143117[/C][/ROW]
[ROW][C]24[/C][C]-0.130559[/C][C]-0.9045[/C][C]0.185114[/C][/ROW]
[ROW][C]25[/C][C]-0.05681[/C][C]-0.3936[/C][C]0.347813[/C][/ROW]
[ROW][C]26[/C][C]-0.038809[/C][C]-0.2689[/C][C]0.394589[/C][/ROW]
[ROW][C]27[/C][C]0.01556[/C][C]0.1078[/C][C]0.457301[/C][/ROW]
[ROW][C]28[/C][C]-0.107102[/C][C]-0.742[/C][C]0.230844[/C][/ROW]
[ROW][C]29[/C][C]-0.027555[/C][C]-0.1909[/C][C]0.424701[/C][/ROW]
[ROW][C]30[/C][C]0.021972[/C][C]0.1522[/C][C]0.439823[/C][/ROW]
[ROW][C]31[/C][C]0.002189[/C][C]0.0152[/C][C]0.493982[/C][/ROW]
[ROW][C]32[/C][C]-0.080952[/C][C]-0.5609[/C][C]0.288753[/C][/ROW]
[ROW][C]33[/C][C]-0.075457[/C][C]-0.5228[/C][C]0.301766[/C][/ROW]
[ROW][C]34[/C][C]-0.056462[/C][C]-0.3912[/C][C]0.348697[/C][/ROW]
[ROW][C]35[/C][C]0.106455[/C][C]0.7375[/C][C]0.232191[/C][/ROW]
[ROW][C]36[/C][C]0.078417[/C][C]0.5433[/C][C]0.294722[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60324&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60324&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	0.709991	4.919	5e-06
2	0.455067	3.1528	0.001394
3	0.307684	2.1317	0.019089
4	-0.384478	-2.6637	0.005245
5	-0.275442	-1.9083	0.03117
6	-0.000927	-0.0064	0.497452
7	-0.052893	-0.3665	0.357819
8	0.054227	0.3757	0.3544
9	-0.045131	-0.3127	0.377941
10	0.144574	1.0016	0.16077
11	0.099657	0.6904	0.246619
12	-0.052107	-0.361	0.359838
13	-0.019238	-0.1333	0.447262
14	-0.008353	-0.0579	0.477044
15	-0.039104	-0.2709	0.393807
16	-0.279187	-1.9343	0.029494
17	0.074444	0.5158	0.304193
18	0.108197	0.7496	0.228573
19	-0.015603	-0.1081	0.457182
20	0.026166	0.1813	0.428455
21	0.015866	0.1099	0.456464
22	-0.207109	-1.4349	0.078901
23	0.155657	1.0784	0.143117
24	-0.130559	-0.9045	0.185114
25	-0.05681	-0.3936	0.347813
26	-0.038809	-0.2689	0.394589
27	0.01556	0.1078	0.457301
28	-0.107102	-0.742	0.230844
29	-0.027555	-0.1909	0.424701
30	0.021972	0.1522	0.439823
31	0.002189	0.0152	0.493982
32	-0.080952	-0.5609	0.288753
33	-0.075457	-0.5228	0.301766
34	-0.056462	-0.3912	0.348697
35	0.106455	0.7375	0.232191
36	0.078417	0.5433	0.294722

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