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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 04:51:56 -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/27/t1259322757lfe6irb2mkmdbvx.htm/, Retrieved Mon, 29 Apr 2024 04:00:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60596, Retrieved Mon, 29 Apr 2024 04:00:33 +0000

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Estimated Impact

120

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] [ws8 methode 1 link 3] [2009-11-27 11:51:56] [5d37783481a916b2505b66314b556267] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-04 21:19:32] [badc6a9acdc45286bea7f74742e15a21] 

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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=60596&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=60596&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60596&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	0.526178	4.0417	7.8e-05
2	0.332253	2.5521	0.006659
3	0.114257	0.8776	0.191854
4	0.074005	0.5684	0.285947
5	0.082081	0.6305	0.26541
6	0.139566	1.072	0.144037
7	0.137776	1.0583	0.147121
8	0.127497	0.9793	0.165709
9	0.086671	0.6657	0.254087
10	0.11418	0.877	0.192013
11	0.084577	0.6496	0.259221
12	0.090123	0.6922	0.245748
13	0.093336	0.7169	0.238123
14	0.09358	0.7188	0.237551
15	0.05524	0.4243	0.336442
16	0.031552	0.2424	0.404673
17	-0.049192	-0.3779	0.353448
18	-0.002293	-0.0176	0.493002
19	-0.035413	-0.272	0.393281
20	-0.042159	-0.3238	0.373605
21	0.023535	0.1808	0.428581
22	-0.014666	-0.1127	0.455343
23	-0.031106	-0.2389	0.405995
24	-0.040483	-0.311	0.378465
25	-0.075911	-0.5831	0.281029
26	-0.105746	-0.8122	0.209957
27	-0.111884	-0.8594	0.196801
28	-0.096078	-0.738	0.231723
29	-0.045436	-0.349	0.364166
30	-0.087833	-0.6747	0.251265
31	-0.057709	-0.4433	0.329594
32	-0.074267	-0.5705	0.285268
33	-0.109911	-0.8442	0.200973
34	-0.090967	-0.6987	0.243732
35	-0.090292	-0.6935	0.245343
36	-0.089956	-0.691	0.24615

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.526178 & 4.0417 & 7.8e-05 \tabularnewline
2 & 0.332253 & 2.5521 & 0.006659 \tabularnewline
3 & 0.114257 & 0.8776 & 0.191854 \tabularnewline
4 & 0.074005 & 0.5684 & 0.285947 \tabularnewline
5 & 0.082081 & 0.6305 & 0.26541 \tabularnewline
6 & 0.139566 & 1.072 & 0.144037 \tabularnewline
7 & 0.137776 & 1.0583 & 0.147121 \tabularnewline
8 & 0.127497 & 0.9793 & 0.165709 \tabularnewline
9 & 0.086671 & 0.6657 & 0.254087 \tabularnewline
10 & 0.11418 & 0.877 & 0.192013 \tabularnewline
11 & 0.084577 & 0.6496 & 0.259221 \tabularnewline
12 & 0.090123 & 0.6922 & 0.245748 \tabularnewline
13 & 0.093336 & 0.7169 & 0.238123 \tabularnewline
14 & 0.09358 & 0.7188 & 0.237551 \tabularnewline
15 & 0.05524 & 0.4243 & 0.336442 \tabularnewline
16 & 0.031552 & 0.2424 & 0.404673 \tabularnewline
17 & -0.049192 & -0.3779 & 0.353448 \tabularnewline
18 & -0.002293 & -0.0176 & 0.493002 \tabularnewline
19 & -0.035413 & -0.272 & 0.393281 \tabularnewline
20 & -0.042159 & -0.3238 & 0.373605 \tabularnewline
21 & 0.023535 & 0.1808 & 0.428581 \tabularnewline
22 & -0.014666 & -0.1127 & 0.455343 \tabularnewline
23 & -0.031106 & -0.2389 & 0.405995 \tabularnewline
24 & -0.040483 & -0.311 & 0.378465 \tabularnewline
25 & -0.075911 & -0.5831 & 0.281029 \tabularnewline
26 & -0.105746 & -0.8122 & 0.209957 \tabularnewline
27 & -0.111884 & -0.8594 & 0.196801 \tabularnewline
28 & -0.096078 & -0.738 & 0.231723 \tabularnewline
29 & -0.045436 & -0.349 & 0.364166 \tabularnewline
30 & -0.087833 & -0.6747 & 0.251265 \tabularnewline
31 & -0.057709 & -0.4433 & 0.329594 \tabularnewline
32 & -0.074267 & -0.5705 & 0.285268 \tabularnewline
33 & -0.109911 & -0.8442 & 0.200973 \tabularnewline
34 & -0.090967 & -0.6987 & 0.243732 \tabularnewline
35 & -0.090292 & -0.6935 & 0.245343 \tabularnewline
36 & -0.089956 & -0.691 & 0.24615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60596&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]0.526178[/C][C]4.0417[/C][C]7.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.332253[/C][C]2.5521[/C][C]0.006659[/C][/ROW]
[ROW][C]3[/C][C]0.114257[/C][C]0.8776[/C][C]0.191854[/C][/ROW]
[ROW][C]4[/C][C]0.074005[/C][C]0.5684[/C][C]0.285947[/C][/ROW]
[ROW][C]5[/C][C]0.082081[/C][C]0.6305[/C][C]0.26541[/C][/ROW]
[ROW][C]6[/C][C]0.139566[/C][C]1.072[/C][C]0.144037[/C][/ROW]
[ROW][C]7[/C][C]0.137776[/C][C]1.0583[/C][C]0.147121[/C][/ROW]
[ROW][C]8[/C][C]0.127497[/C][C]0.9793[/C][C]0.165709[/C][/ROW]
[ROW][C]9[/C][C]0.086671[/C][C]0.6657[/C][C]0.254087[/C][/ROW]
[ROW][C]10[/C][C]0.11418[/C][C]0.877[/C][C]0.192013[/C][/ROW]
[ROW][C]11[/C][C]0.084577[/C][C]0.6496[/C][C]0.259221[/C][/ROW]
[ROW][C]12[/C][C]0.090123[/C][C]0.6922[/C][C]0.245748[/C][/ROW]
[ROW][C]13[/C][C]0.093336[/C][C]0.7169[/C][C]0.238123[/C][/ROW]
[ROW][C]14[/C][C]0.09358[/C][C]0.7188[/C][C]0.237551[/C][/ROW]
[ROW][C]15[/C][C]0.05524[/C][C]0.4243[/C][C]0.336442[/C][/ROW]
[ROW][C]16[/C][C]0.031552[/C][C]0.2424[/C][C]0.404673[/C][/ROW]
[ROW][C]17[/C][C]-0.049192[/C][C]-0.3779[/C][C]0.353448[/C][/ROW]
[ROW][C]18[/C][C]-0.002293[/C][C]-0.0176[/C][C]0.493002[/C][/ROW]
[ROW][C]19[/C][C]-0.035413[/C][C]-0.272[/C][C]0.393281[/C][/ROW]
[ROW][C]20[/C][C]-0.042159[/C][C]-0.3238[/C][C]0.373605[/C][/ROW]
[ROW][C]21[/C][C]0.023535[/C][C]0.1808[/C][C]0.428581[/C][/ROW]
[ROW][C]22[/C][C]-0.014666[/C][C]-0.1127[/C][C]0.455343[/C][/ROW]
[ROW][C]23[/C][C]-0.031106[/C][C]-0.2389[/C][C]0.405995[/C][/ROW]
[ROW][C]24[/C][C]-0.040483[/C][C]-0.311[/C][C]0.378465[/C][/ROW]
[ROW][C]25[/C][C]-0.075911[/C][C]-0.5831[/C][C]0.281029[/C][/ROW]
[ROW][C]26[/C][C]-0.105746[/C][C]-0.8122[/C][C]0.209957[/C][/ROW]
[ROW][C]27[/C][C]-0.111884[/C][C]-0.8594[/C][C]0.196801[/C][/ROW]
[ROW][C]28[/C][C]-0.096078[/C][C]-0.738[/C][C]0.231723[/C][/ROW]
[ROW][C]29[/C][C]-0.045436[/C][C]-0.349[/C][C]0.364166[/C][/ROW]
[ROW][C]30[/C][C]-0.087833[/C][C]-0.6747[/C][C]0.251265[/C][/ROW]
[ROW][C]31[/C][C]-0.057709[/C][C]-0.4433[/C][C]0.329594[/C][/ROW]
[ROW][C]32[/C][C]-0.074267[/C][C]-0.5705[/C][C]0.285268[/C][/ROW]
[ROW][C]33[/C][C]-0.109911[/C][C]-0.8442[/C][C]0.200973[/C][/ROW]
[ROW][C]34[/C][C]-0.090967[/C][C]-0.6987[/C][C]0.243732[/C][/ROW]
[ROW][C]35[/C][C]-0.090292[/C][C]-0.6935[/C][C]0.245343[/C][/ROW]
[ROW][C]36[/C][C]-0.089956[/C][C]-0.691[/C][C]0.24615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60596&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60596&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	0.526178	4.0417	7.8e-05
2	0.332253	2.5521	0.006659
3	0.114257	0.8776	0.191854
4	0.074005	0.5684	0.285947
5	0.082081	0.6305	0.26541
6	0.139566	1.072	0.144037
7	0.137776	1.0583	0.147121
8	0.127497	0.9793	0.165709
9	0.086671	0.6657	0.254087
10	0.11418	0.877	0.192013
11	0.084577	0.6496	0.259221
12	0.090123	0.6922	0.245748
13	0.093336	0.7169	0.238123
14	0.09358	0.7188	0.237551
15	0.05524	0.4243	0.336442
16	0.031552	0.2424	0.404673
17	-0.049192	-0.3779	0.353448
18	-0.002293	-0.0176	0.493002
19	-0.035413	-0.272	0.393281
20	-0.042159	-0.3238	0.373605
21	0.023535	0.1808	0.428581
22	-0.014666	-0.1127	0.455343
23	-0.031106	-0.2389	0.405995
24	-0.040483	-0.311	0.378465
25	-0.075911	-0.5831	0.281029
26	-0.105746	-0.8122	0.209957
27	-0.111884	-0.8594	0.196801
28	-0.096078	-0.738	0.231723
29	-0.045436	-0.349	0.364166
30	-0.087833	-0.6747	0.251265
31	-0.057709	-0.4433	0.329594
32	-0.074267	-0.5705	0.285268
33	-0.109911	-0.8442	0.200973
34	-0.090967	-0.6987	0.243732
35	-0.090292	-0.6935	0.245343
36	-0.089956	-0.691	0.24615

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.526178	4.0417	7.8e-05
2	0.076596	0.5883	0.279273
3	-0.121686	-0.9347	0.176879
4	0.051339	0.3943	0.347376
5	0.073791	0.5668	0.2865
6	0.089233	0.6854	0.247884
7	0.016517	0.1269	0.449738
8	0.01932	0.1484	0.441267
9	0.002115	0.0162	0.493547
10	0.082333	0.6324	0.26478
11	-0.010622	-0.0816	0.467624
12	0.014444	0.1109	0.456017
13	0.040918	0.3143	0.377201
14	0.018128	0.1392	0.444867
15	-0.032075	-0.2464	0.403125
16	-0.016565	-0.1272	0.449592
17	-0.093205	-0.7159	0.238431
18	0.064271	0.4937	0.311685
19	-0.053526	-0.4111	0.34123
20	-0.065913	-0.5063	0.307272
21	0.101387	0.7788	0.219614
22	-0.070242	-0.5395	0.295772
23	-0.038825	-0.2982	0.383291
24	0.007413	0.0569	0.477391
25	-0.057856	-0.4444	0.329189
26	-0.06239	-0.4792	0.316774
27	-0.01349	-0.1036	0.458911
28	-0.021884	-0.1681	0.433541
29	0.045247	0.3475	0.364708
30	-0.076994	-0.5914	0.278256
31	0.013926	0.107	0.45759
32	0.001218	0.0094	0.496283
33	-0.069324	-0.5325	0.298193
34	0.008371	0.0643	0.474475
35	-0.005445	-0.0418	0.483389
36	-0.036889	-0.2833	0.388951

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.526178 & 4.0417 & 7.8e-05 \tabularnewline
2 & 0.076596 & 0.5883 & 0.279273 \tabularnewline
3 & -0.121686 & -0.9347 & 0.176879 \tabularnewline
4 & 0.051339 & 0.3943 & 0.347376 \tabularnewline
5 & 0.073791 & 0.5668 & 0.2865 \tabularnewline
6 & 0.089233 & 0.6854 & 0.247884 \tabularnewline
7 & 0.016517 & 0.1269 & 0.449738 \tabularnewline
8 & 0.01932 & 0.1484 & 0.441267 \tabularnewline
9 & 0.002115 & 0.0162 & 0.493547 \tabularnewline
10 & 0.082333 & 0.6324 & 0.26478 \tabularnewline
11 & -0.010622 & -0.0816 & 0.467624 \tabularnewline
12 & 0.014444 & 0.1109 & 0.456017 \tabularnewline
13 & 0.040918 & 0.3143 & 0.377201 \tabularnewline
14 & 0.018128 & 0.1392 & 0.444867 \tabularnewline
15 & -0.032075 & -0.2464 & 0.403125 \tabularnewline
16 & -0.016565 & -0.1272 & 0.449592 \tabularnewline
17 & -0.093205 & -0.7159 & 0.238431 \tabularnewline
18 & 0.064271 & 0.4937 & 0.311685 \tabularnewline
19 & -0.053526 & -0.4111 & 0.34123 \tabularnewline
20 & -0.065913 & -0.5063 & 0.307272 \tabularnewline
21 & 0.101387 & 0.7788 & 0.219614 \tabularnewline
22 & -0.070242 & -0.5395 & 0.295772 \tabularnewline
23 & -0.038825 & -0.2982 & 0.383291 \tabularnewline
24 & 0.007413 & 0.0569 & 0.477391 \tabularnewline
25 & -0.057856 & -0.4444 & 0.329189 \tabularnewline
26 & -0.06239 & -0.4792 & 0.316774 \tabularnewline
27 & -0.01349 & -0.1036 & 0.458911 \tabularnewline
28 & -0.021884 & -0.1681 & 0.433541 \tabularnewline
29 & 0.045247 & 0.3475 & 0.364708 \tabularnewline
30 & -0.076994 & -0.5914 & 0.278256 \tabularnewline
31 & 0.013926 & 0.107 & 0.45759 \tabularnewline
32 & 0.001218 & 0.0094 & 0.496283 \tabularnewline
33 & -0.069324 & -0.5325 & 0.298193 \tabularnewline
34 & 0.008371 & 0.0643 & 0.474475 \tabularnewline
35 & -0.005445 & -0.0418 & 0.483389 \tabularnewline
36 & -0.036889 & -0.2833 & 0.388951 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60596&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]0.526178[/C][C]4.0417[/C][C]7.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.076596[/C][C]0.5883[/C][C]0.279273[/C][/ROW]
[ROW][C]3[/C][C]-0.121686[/C][C]-0.9347[/C][C]0.176879[/C][/ROW]
[ROW][C]4[/C][C]0.051339[/C][C]0.3943[/C][C]0.347376[/C][/ROW]
[ROW][C]5[/C][C]0.073791[/C][C]0.5668[/C][C]0.2865[/C][/ROW]
[ROW][C]6[/C][C]0.089233[/C][C]0.6854[/C][C]0.247884[/C][/ROW]
[ROW][C]7[/C][C]0.016517[/C][C]0.1269[/C][C]0.449738[/C][/ROW]
[ROW][C]8[/C][C]0.01932[/C][C]0.1484[/C][C]0.441267[/C][/ROW]
[ROW][C]9[/C][C]0.002115[/C][C]0.0162[/C][C]0.493547[/C][/ROW]
[ROW][C]10[/C][C]0.082333[/C][C]0.6324[/C][C]0.26478[/C][/ROW]
[ROW][C]11[/C][C]-0.010622[/C][C]-0.0816[/C][C]0.467624[/C][/ROW]
[ROW][C]12[/C][C]0.014444[/C][C]0.1109[/C][C]0.456017[/C][/ROW]
[ROW][C]13[/C][C]0.040918[/C][C]0.3143[/C][C]0.377201[/C][/ROW]
[ROW][C]14[/C][C]0.018128[/C][C]0.1392[/C][C]0.444867[/C][/ROW]
[ROW][C]15[/C][C]-0.032075[/C][C]-0.2464[/C][C]0.403125[/C][/ROW]
[ROW][C]16[/C][C]-0.016565[/C][C]-0.1272[/C][C]0.449592[/C][/ROW]
[ROW][C]17[/C][C]-0.093205[/C][C]-0.7159[/C][C]0.238431[/C][/ROW]
[ROW][C]18[/C][C]0.064271[/C][C]0.4937[/C][C]0.311685[/C][/ROW]
[ROW][C]19[/C][C]-0.053526[/C][C]-0.4111[/C][C]0.34123[/C][/ROW]
[ROW][C]20[/C][C]-0.065913[/C][C]-0.5063[/C][C]0.307272[/C][/ROW]
[ROW][C]21[/C][C]0.101387[/C][C]0.7788[/C][C]0.219614[/C][/ROW]
[ROW][C]22[/C][C]-0.070242[/C][C]-0.5395[/C][C]0.295772[/C][/ROW]
[ROW][C]23[/C][C]-0.038825[/C][C]-0.2982[/C][C]0.383291[/C][/ROW]
[ROW][C]24[/C][C]0.007413[/C][C]0.0569[/C][C]0.477391[/C][/ROW]
[ROW][C]25[/C][C]-0.057856[/C][C]-0.4444[/C][C]0.329189[/C][/ROW]
[ROW][C]26[/C][C]-0.06239[/C][C]-0.4792[/C][C]0.316774[/C][/ROW]
[ROW][C]27[/C][C]-0.01349[/C][C]-0.1036[/C][C]0.458911[/C][/ROW]
[ROW][C]28[/C][C]-0.021884[/C][C]-0.1681[/C][C]0.433541[/C][/ROW]
[ROW][C]29[/C][C]0.045247[/C][C]0.3475[/C][C]0.364708[/C][/ROW]
[ROW][C]30[/C][C]-0.076994[/C][C]-0.5914[/C][C]0.278256[/C][/ROW]
[ROW][C]31[/C][C]0.013926[/C][C]0.107[/C][C]0.45759[/C][/ROW]
[ROW][C]32[/C][C]0.001218[/C][C]0.0094[/C][C]0.496283[/C][/ROW]
[ROW][C]33[/C][C]-0.069324[/C][C]-0.5325[/C][C]0.298193[/C][/ROW]
[ROW][C]34[/C][C]0.008371[/C][C]0.0643[/C][C]0.474475[/C][/ROW]
[ROW][C]35[/C][C]-0.005445[/C][C]-0.0418[/C][C]0.483389[/C][/ROW]
[ROW][C]36[/C][C]-0.036889[/C][C]-0.2833[/C][C]0.388951[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60596&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60596&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	0.526178	4.0417	7.8e-05
2	0.076596	0.5883	0.279273
3	-0.121686	-0.9347	0.176879
4	0.051339	0.3943	0.347376
5	0.073791	0.5668	0.2865
6	0.089233	0.6854	0.247884
7	0.016517	0.1269	0.449738
8	0.01932	0.1484	0.441267
9	0.002115	0.0162	0.493547
10	0.082333	0.6324	0.26478
11	-0.010622	-0.0816	0.467624
12	0.014444	0.1109	0.456017
13	0.040918	0.3143	0.377201
14	0.018128	0.1392	0.444867
15	-0.032075	-0.2464	0.403125
16	-0.016565	-0.1272	0.449592
17	-0.093205	-0.7159	0.238431
18	0.064271	0.4937	0.311685
19	-0.053526	-0.4111	0.34123
20	-0.065913	-0.5063	0.307272
21	0.101387	0.7788	0.219614
22	-0.070242	-0.5395	0.295772
23	-0.038825	-0.2982	0.383291
24	0.007413	0.0569	0.477391
25	-0.057856	-0.4444	0.329189
26	-0.06239	-0.4792	0.316774
27	-0.01349	-0.1036	0.458911
28	-0.021884	-0.1681	0.433541
29	0.045247	0.3475	0.364708
30	-0.076994	-0.5914	0.278256
31	0.013926	0.107	0.45759
32	0.001218	0.0094	0.496283
33	-0.069324	-0.5325	0.298193
34	0.008371	0.0643	0.474475
35	-0.005445	-0.0418	0.483389
36	-0.036889	-0.2833	0.388951

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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