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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:00:12 -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/t1259326851pkxp6etuqm2muig.htm/, Retrieved Mon, 29 Apr 2024 06:44:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60693, Retrieved Mon, 29 Apr 2024 06:44:10 +0000

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Estimated Impact

118

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] [Workshop 8] [2009-11-27 12:46:16] [dc3c82a565f0b2cd85906905748a1f2c]
-   P             [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-27 13:00:12] [0bdf648420800d03e6dbfbd39fe2311c] [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=60693&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=60693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60693&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	-0.396353	-4.3418	1.5e-05
2	0.08413	0.9216	0.179295
3	-0.189707	-2.0781	0.019914
4	0.063547	0.6961	0.24385
5	-0.025239	-0.2765	0.391329
6	0.084573	0.9265	0.178036
7	-0.092054	-1.0084	0.157646
8	0.088972	0.9746	0.16585
9	-0.094874	-1.0393	0.150379
10	-0.009314	-0.102	0.459451
11	0.00418	0.0458	0.481778
12	0.142704	1.5632	0.060314
13	-0.073018	-0.7999	0.212684
14	-0.076516	-0.8382	0.201795
15	-0.029078	-0.3185	0.375318
16	0.039611	0.4339	0.332563
17	0.097878	1.0722	0.142892
18	-0.05032	-0.5512	0.29125
19	0.055233	0.605	0.273145
20	-0.071309	-0.7811	0.218127
21	-0.035104	-0.3845	0.350627
22	-0.169514	-1.8569	0.032887
23	0.201592	2.2083	0.014561
24	-0.080517	-0.882	0.189763
25	0.062914	0.6892	0.246018
26	-0.088042	-0.9644	0.16838
27	0.081994	0.8982	0.18544
28	-0.051483	-0.564	0.286914
29	0.083189	0.9113	0.181986
30	-0.014194	-0.1555	0.438348
31	0.024687	0.2704	0.393646
32	-0.03133	-0.3432	0.366023
33	0.037886	0.415	0.339433
34	-0.135172	-1.4807	0.070649
35	0.122421	1.3411	0.091217
36	-0.035145	-0.385	0.350463

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.396353 & -4.3418 & 1.5e-05 \tabularnewline
2 & 0.08413 & 0.9216 & 0.179295 \tabularnewline
3 & -0.189707 & -2.0781 & 0.019914 \tabularnewline
4 & 0.063547 & 0.6961 & 0.24385 \tabularnewline
5 & -0.025239 & -0.2765 & 0.391329 \tabularnewline
6 & 0.084573 & 0.9265 & 0.178036 \tabularnewline
7 & -0.092054 & -1.0084 & 0.157646 \tabularnewline
8 & 0.088972 & 0.9746 & 0.16585 \tabularnewline
9 & -0.094874 & -1.0393 & 0.150379 \tabularnewline
10 & -0.009314 & -0.102 & 0.459451 \tabularnewline
11 & 0.00418 & 0.0458 & 0.481778 \tabularnewline
12 & 0.142704 & 1.5632 & 0.060314 \tabularnewline
13 & -0.073018 & -0.7999 & 0.212684 \tabularnewline
14 & -0.076516 & -0.8382 & 0.201795 \tabularnewline
15 & -0.029078 & -0.3185 & 0.375318 \tabularnewline
16 & 0.039611 & 0.4339 & 0.332563 \tabularnewline
17 & 0.097878 & 1.0722 & 0.142892 \tabularnewline
18 & -0.05032 & -0.5512 & 0.29125 \tabularnewline
19 & 0.055233 & 0.605 & 0.273145 \tabularnewline
20 & -0.071309 & -0.7811 & 0.218127 \tabularnewline
21 & -0.035104 & -0.3845 & 0.350627 \tabularnewline
22 & -0.169514 & -1.8569 & 0.032887 \tabularnewline
23 & 0.201592 & 2.2083 & 0.014561 \tabularnewline
24 & -0.080517 & -0.882 & 0.189763 \tabularnewline
25 & 0.062914 & 0.6892 & 0.246018 \tabularnewline
26 & -0.088042 & -0.9644 & 0.16838 \tabularnewline
27 & 0.081994 & 0.8982 & 0.18544 \tabularnewline
28 & -0.051483 & -0.564 & 0.286914 \tabularnewline
29 & 0.083189 & 0.9113 & 0.181986 \tabularnewline
30 & -0.014194 & -0.1555 & 0.438348 \tabularnewline
31 & 0.024687 & 0.2704 & 0.393646 \tabularnewline
32 & -0.03133 & -0.3432 & 0.366023 \tabularnewline
33 & 0.037886 & 0.415 & 0.339433 \tabularnewline
34 & -0.135172 & -1.4807 & 0.070649 \tabularnewline
35 & 0.122421 & 1.3411 & 0.091217 \tabularnewline
36 & -0.035145 & -0.385 & 0.350463 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60693&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]-0.396353[/C][C]-4.3418[/C][C]1.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.08413[/C][C]0.9216[/C][C]0.179295[/C][/ROW]
[ROW][C]3[/C][C]-0.189707[/C][C]-2.0781[/C][C]0.019914[/C][/ROW]
[ROW][C]4[/C][C]0.063547[/C][C]0.6961[/C][C]0.24385[/C][/ROW]
[ROW][C]5[/C][C]-0.025239[/C][C]-0.2765[/C][C]0.391329[/C][/ROW]
[ROW][C]6[/C][C]0.084573[/C][C]0.9265[/C][C]0.178036[/C][/ROW]
[ROW][C]7[/C][C]-0.092054[/C][C]-1.0084[/C][C]0.157646[/C][/ROW]
[ROW][C]8[/C][C]0.088972[/C][C]0.9746[/C][C]0.16585[/C][/ROW]
[ROW][C]9[/C][C]-0.094874[/C][C]-1.0393[/C][C]0.150379[/C][/ROW]
[ROW][C]10[/C][C]-0.009314[/C][C]-0.102[/C][C]0.459451[/C][/ROW]
[ROW][C]11[/C][C]0.00418[/C][C]0.0458[/C][C]0.481778[/C][/ROW]
[ROW][C]12[/C][C]0.142704[/C][C]1.5632[/C][C]0.060314[/C][/ROW]
[ROW][C]13[/C][C]-0.073018[/C][C]-0.7999[/C][C]0.212684[/C][/ROW]
[ROW][C]14[/C][C]-0.076516[/C][C]-0.8382[/C][C]0.201795[/C][/ROW]
[ROW][C]15[/C][C]-0.029078[/C][C]-0.3185[/C][C]0.375318[/C][/ROW]
[ROW][C]16[/C][C]0.039611[/C][C]0.4339[/C][C]0.332563[/C][/ROW]
[ROW][C]17[/C][C]0.097878[/C][C]1.0722[/C][C]0.142892[/C][/ROW]
[ROW][C]18[/C][C]-0.05032[/C][C]-0.5512[/C][C]0.29125[/C][/ROW]
[ROW][C]19[/C][C]0.055233[/C][C]0.605[/C][C]0.273145[/C][/ROW]
[ROW][C]20[/C][C]-0.071309[/C][C]-0.7811[/C][C]0.218127[/C][/ROW]
[ROW][C]21[/C][C]-0.035104[/C][C]-0.3845[/C][C]0.350627[/C][/ROW]
[ROW][C]22[/C][C]-0.169514[/C][C]-1.8569[/C][C]0.032887[/C][/ROW]
[ROW][C]23[/C][C]0.201592[/C][C]2.2083[/C][C]0.014561[/C][/ROW]
[ROW][C]24[/C][C]-0.080517[/C][C]-0.882[/C][C]0.189763[/C][/ROW]
[ROW][C]25[/C][C]0.062914[/C][C]0.6892[/C][C]0.246018[/C][/ROW]
[ROW][C]26[/C][C]-0.088042[/C][C]-0.9644[/C][C]0.16838[/C][/ROW]
[ROW][C]27[/C][C]0.081994[/C][C]0.8982[/C][C]0.18544[/C][/ROW]
[ROW][C]28[/C][C]-0.051483[/C][C]-0.564[/C][C]0.286914[/C][/ROW]
[ROW][C]29[/C][C]0.083189[/C][C]0.9113[/C][C]0.181986[/C][/ROW]
[ROW][C]30[/C][C]-0.014194[/C][C]-0.1555[/C][C]0.438348[/C][/ROW]
[ROW][C]31[/C][C]0.024687[/C][C]0.2704[/C][C]0.393646[/C][/ROW]
[ROW][C]32[/C][C]-0.03133[/C][C]-0.3432[/C][C]0.366023[/C][/ROW]
[ROW][C]33[/C][C]0.037886[/C][C]0.415[/C][C]0.339433[/C][/ROW]
[ROW][C]34[/C][C]-0.135172[/C][C]-1.4807[/C][C]0.070649[/C][/ROW]
[ROW][C]35[/C][C]0.122421[/C][C]1.3411[/C][C]0.091217[/C][/ROW]
[ROW][C]36[/C][C]-0.035145[/C][C]-0.385[/C][C]0.350463[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60693&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	-0.396353	-4.3418	1.5e-05
2	0.08413	0.9216	0.179295
3	-0.189707	-2.0781	0.019914
4	0.063547	0.6961	0.24385
5	-0.025239	-0.2765	0.391329
6	0.084573	0.9265	0.178036
7	-0.092054	-1.0084	0.157646
8	0.088972	0.9746	0.16585
9	-0.094874	-1.0393	0.150379
10	-0.009314	-0.102	0.459451
11	0.00418	0.0458	0.481778
12	0.142704	1.5632	0.060314
13	-0.073018	-0.7999	0.212684
14	-0.076516	-0.8382	0.201795
15	-0.029078	-0.3185	0.375318
16	0.039611	0.4339	0.332563
17	0.097878	1.0722	0.142892
18	-0.05032	-0.5512	0.29125
19	0.055233	0.605	0.273145
20	-0.071309	-0.7811	0.218127
21	-0.035104	-0.3845	0.350627
22	-0.169514	-1.8569	0.032887
23	0.201592	2.2083	0.014561
24	-0.080517	-0.882	0.189763
25	0.062914	0.6892	0.246018
26	-0.088042	-0.9644	0.16838
27	0.081994	0.8982	0.18544
28	-0.051483	-0.564	0.286914
29	0.083189	0.9113	0.181986
30	-0.014194	-0.1555	0.438348
31	0.024687	0.2704	0.393646
32	-0.03133	-0.3432	0.366023
33	0.037886	0.415	0.339433
34	-0.135172	-1.4807	0.070649
35	0.122421	1.3411	0.091217
36	-0.035145	-0.385	0.350463

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.396353	-4.3418	1.5e-05
2	-0.086565	-0.9483	0.172449
3	-0.224466	-2.4589	0.007681
4	-0.120075	-1.3154	0.095449
5	-0.074101	-0.8117	0.209276
6	0.01881	0.2061	0.41855
7	-0.06956	-0.762	0.22378
8	0.032898	0.3604	0.359598
9	-0.040683	-0.4457	0.328324
10	-0.100135	-1.0969	0.137434
11	-0.042605	-0.4667	0.320774
12	0.128713	1.41	0.080566
13	0.032591	0.357	0.360855
14	-0.112233	-1.2295	0.110653
15	-0.069353	-0.7597	0.224455
16	-0.025853	-0.2832	0.388754
17	0.080357	0.8803	0.190237
18	0.001905	0.0209	0.491693
19	0.081009	0.8874	0.188316
20	0.007364	0.0807	0.467922
21	-0.066267	-0.7259	0.234651
22	-0.257503	-2.8208	0.002804
23	-0.019062	-0.2088	0.417473
24	-0.085708	-0.9389	0.174837
25	-0.078314	-0.8579	0.196331
26	-0.031516	-0.3452	0.365258
27	0.049103	0.5379	0.295821
28	-0.034301	-0.3757	0.353885
29	-0.015039	-0.1647	0.434709
30	0.098602	1.0801	0.141126
31	0.043373	0.4751	0.31778
32	0.038324	0.4198	0.337684
33	0.118352	1.2965	0.098649
34	-0.058919	-0.6454	0.259942
35	-0.061036	-0.6686	0.252511
36	-0.036201	-0.3966	0.346198

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.396353 & -4.3418 & 1.5e-05 \tabularnewline
2 & -0.086565 & -0.9483 & 0.172449 \tabularnewline
3 & -0.224466 & -2.4589 & 0.007681 \tabularnewline
4 & -0.120075 & -1.3154 & 0.095449 \tabularnewline
5 & -0.074101 & -0.8117 & 0.209276 \tabularnewline
6 & 0.01881 & 0.2061 & 0.41855 \tabularnewline
7 & -0.06956 & -0.762 & 0.22378 \tabularnewline
8 & 0.032898 & 0.3604 & 0.359598 \tabularnewline
9 & -0.040683 & -0.4457 & 0.328324 \tabularnewline
10 & -0.100135 & -1.0969 & 0.137434 \tabularnewline
11 & -0.042605 & -0.4667 & 0.320774 \tabularnewline
12 & 0.128713 & 1.41 & 0.080566 \tabularnewline
13 & 0.032591 & 0.357 & 0.360855 \tabularnewline
14 & -0.112233 & -1.2295 & 0.110653 \tabularnewline
15 & -0.069353 & -0.7597 & 0.224455 \tabularnewline
16 & -0.025853 & -0.2832 & 0.388754 \tabularnewline
17 & 0.080357 & 0.8803 & 0.190237 \tabularnewline
18 & 0.001905 & 0.0209 & 0.491693 \tabularnewline
19 & 0.081009 & 0.8874 & 0.188316 \tabularnewline
20 & 0.007364 & 0.0807 & 0.467922 \tabularnewline
21 & -0.066267 & -0.7259 & 0.234651 \tabularnewline
22 & -0.257503 & -2.8208 & 0.002804 \tabularnewline
23 & -0.019062 & -0.2088 & 0.417473 \tabularnewline
24 & -0.085708 & -0.9389 & 0.174837 \tabularnewline
25 & -0.078314 & -0.8579 & 0.196331 \tabularnewline
26 & -0.031516 & -0.3452 & 0.365258 \tabularnewline
27 & 0.049103 & 0.5379 & 0.295821 \tabularnewline
28 & -0.034301 & -0.3757 & 0.353885 \tabularnewline
29 & -0.015039 & -0.1647 & 0.434709 \tabularnewline
30 & 0.098602 & 1.0801 & 0.141126 \tabularnewline
31 & 0.043373 & 0.4751 & 0.31778 \tabularnewline
32 & 0.038324 & 0.4198 & 0.337684 \tabularnewline
33 & 0.118352 & 1.2965 & 0.098649 \tabularnewline
34 & -0.058919 & -0.6454 & 0.259942 \tabularnewline
35 & -0.061036 & -0.6686 & 0.252511 \tabularnewline
36 & -0.036201 & -0.3966 & 0.346198 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60693&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]-0.396353[/C][C]-4.3418[/C][C]1.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.086565[/C][C]-0.9483[/C][C]0.172449[/C][/ROW]
[ROW][C]3[/C][C]-0.224466[/C][C]-2.4589[/C][C]0.007681[/C][/ROW]
[ROW][C]4[/C][C]-0.120075[/C][C]-1.3154[/C][C]0.095449[/C][/ROW]
[ROW][C]5[/C][C]-0.074101[/C][C]-0.8117[/C][C]0.209276[/C][/ROW]
[ROW][C]6[/C][C]0.01881[/C][C]0.2061[/C][C]0.41855[/C][/ROW]
[ROW][C]7[/C][C]-0.06956[/C][C]-0.762[/C][C]0.22378[/C][/ROW]
[ROW][C]8[/C][C]0.032898[/C][C]0.3604[/C][C]0.359598[/C][/ROW]
[ROW][C]9[/C][C]-0.040683[/C][C]-0.4457[/C][C]0.328324[/C][/ROW]
[ROW][C]10[/C][C]-0.100135[/C][C]-1.0969[/C][C]0.137434[/C][/ROW]
[ROW][C]11[/C][C]-0.042605[/C][C]-0.4667[/C][C]0.320774[/C][/ROW]
[ROW][C]12[/C][C]0.128713[/C][C]1.41[/C][C]0.080566[/C][/ROW]
[ROW][C]13[/C][C]0.032591[/C][C]0.357[/C][C]0.360855[/C][/ROW]
[ROW][C]14[/C][C]-0.112233[/C][C]-1.2295[/C][C]0.110653[/C][/ROW]
[ROW][C]15[/C][C]-0.069353[/C][C]-0.7597[/C][C]0.224455[/C][/ROW]
[ROW][C]16[/C][C]-0.025853[/C][C]-0.2832[/C][C]0.388754[/C][/ROW]
[ROW][C]17[/C][C]0.080357[/C][C]0.8803[/C][C]0.190237[/C][/ROW]
[ROW][C]18[/C][C]0.001905[/C][C]0.0209[/C][C]0.491693[/C][/ROW]
[ROW][C]19[/C][C]0.081009[/C][C]0.8874[/C][C]0.188316[/C][/ROW]
[ROW][C]20[/C][C]0.007364[/C][C]0.0807[/C][C]0.467922[/C][/ROW]
[ROW][C]21[/C][C]-0.066267[/C][C]-0.7259[/C][C]0.234651[/C][/ROW]
[ROW][C]22[/C][C]-0.257503[/C][C]-2.8208[/C][C]0.002804[/C][/ROW]
[ROW][C]23[/C][C]-0.019062[/C][C]-0.2088[/C][C]0.417473[/C][/ROW]
[ROW][C]24[/C][C]-0.085708[/C][C]-0.9389[/C][C]0.174837[/C][/ROW]
[ROW][C]25[/C][C]-0.078314[/C][C]-0.8579[/C][C]0.196331[/C][/ROW]
[ROW][C]26[/C][C]-0.031516[/C][C]-0.3452[/C][C]0.365258[/C][/ROW]
[ROW][C]27[/C][C]0.049103[/C][C]0.5379[/C][C]0.295821[/C][/ROW]
[ROW][C]28[/C][C]-0.034301[/C][C]-0.3757[/C][C]0.353885[/C][/ROW]
[ROW][C]29[/C][C]-0.015039[/C][C]-0.1647[/C][C]0.434709[/C][/ROW]
[ROW][C]30[/C][C]0.098602[/C][C]1.0801[/C][C]0.141126[/C][/ROW]
[ROW][C]31[/C][C]0.043373[/C][C]0.4751[/C][C]0.31778[/C][/ROW]
[ROW][C]32[/C][C]0.038324[/C][C]0.4198[/C][C]0.337684[/C][/ROW]
[ROW][C]33[/C][C]0.118352[/C][C]1.2965[/C][C]0.098649[/C][/ROW]
[ROW][C]34[/C][C]-0.058919[/C][C]-0.6454[/C][C]0.259942[/C][/ROW]
[ROW][C]35[/C][C]-0.061036[/C][C]-0.6686[/C][C]0.252511[/C][/ROW]
[ROW][C]36[/C][C]-0.036201[/C][C]-0.3966[/C][C]0.346198[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60693&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60693&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	-0.396353	-4.3418	1.5e-05
2	-0.086565	-0.9483	0.172449
3	-0.224466	-2.4589	0.007681
4	-0.120075	-1.3154	0.095449
5	-0.074101	-0.8117	0.209276
6	0.01881	0.2061	0.41855
7	-0.06956	-0.762	0.22378
8	0.032898	0.3604	0.359598
9	-0.040683	-0.4457	0.328324
10	-0.100135	-1.0969	0.137434
11	-0.042605	-0.4667	0.320774
12	0.128713	1.41	0.080566
13	0.032591	0.357	0.360855
14	-0.112233	-1.2295	0.110653
15	-0.069353	-0.7597	0.224455
16	-0.025853	-0.2832	0.388754
17	0.080357	0.8803	0.190237
18	0.001905	0.0209	0.491693
19	0.081009	0.8874	0.188316
20	0.007364	0.0807	0.467922
21	-0.066267	-0.7259	0.234651
22	-0.257503	-2.8208	0.002804
23	-0.019062	-0.2088	0.417473
24	-0.085708	-0.9389	0.174837
25	-0.078314	-0.8579	0.196331
26	-0.031516	-0.3452	0.365258
27	0.049103	0.5379	0.295821
28	-0.034301	-0.3757	0.353885
29	-0.015039	-0.1647	0.434709
30	0.098602	1.0801	0.141126
31	0.043373	0.4751	0.31778
32	0.038324	0.4198	0.337684
33	0.118352	1.2965	0.098649
34	-0.058919	-0.6454	0.259942
35	-0.061036	-0.6686	0.252511
36	-0.036201	-0.3966	0.346198

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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