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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:20:57 -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/t12593391251rgqlc7avqxk7ap.htm/, Retrieved Sun, 28 Apr 2024 22:41:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60956, Retrieved Sun, 28 Apr 2024 22:41:16 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 16:20:57] [477c9cb8e7bda18f2375c22a66069c90] [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	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=60956&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=60956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60956&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	-0.054723	-0.4274	0.335296
2	-0.221632	-1.731	0.044254
3	-0.242414	-1.8933	0.031531
4	-0.169728	-1.3256	0.094954
5	0.230998	1.8042	0.038072
6	0.224371	1.7524	0.042366
7	0.217414	1.6981	0.047297
8	-0.109349	-0.854	0.198212
9	-0.225849	-1.7639	0.041375
10	-0.271821	-2.123	0.01891
11	-0.011271	-0.088	0.465072
12	0.679856	5.3098	1e-06
13	-0.051633	-0.4033	0.344082
14	-0.199969	-1.5618	0.061753
15	-0.278212	-2.1729	0.016841
16	-0.123269	-0.9628	0.169734
17	0.186504	1.4566	0.075172
18	0.123336	0.9633	0.169604
19	0.156375	1.2213	0.113331
20	-0.104702	-0.8177	0.208343
21	-0.238808	-1.8652	0.033486
22	-0.205734	-1.6068	0.056627
23	-0.039742	-0.3104	0.378661
24	0.487933	3.8109	0.000162
25	-0.037195	-0.2905	0.386208
26	-0.159275	-1.244	0.109133
27	-0.192795	-1.5058	0.068642
28	-0.087445	-0.683	0.248608
29	0.133164	1.04	0.151212
30	0.109037	0.8516	0.198881
31	0.089044	0.6955	0.244704
32	-0.071939	-0.5619	0.288135
33	-0.161985	-1.2651	0.105315
34	-0.117733	-0.9195	0.180722
35	-0.034561	-0.2699	0.394064
36	0.351871	2.7482	0.003935

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.054723 & -0.4274 & 0.335296 \tabularnewline
2 & -0.221632 & -1.731 & 0.044254 \tabularnewline
3 & -0.242414 & -1.8933 & 0.031531 \tabularnewline
4 & -0.169728 & -1.3256 & 0.094954 \tabularnewline
5 & 0.230998 & 1.8042 & 0.038072 \tabularnewline
6 & 0.224371 & 1.7524 & 0.042366 \tabularnewline
7 & 0.217414 & 1.6981 & 0.047297 \tabularnewline
8 & -0.109349 & -0.854 & 0.198212 \tabularnewline
9 & -0.225849 & -1.7639 & 0.041375 \tabularnewline
10 & -0.271821 & -2.123 & 0.01891 \tabularnewline
11 & -0.011271 & -0.088 & 0.465072 \tabularnewline
12 & 0.679856 & 5.3098 & 1e-06 \tabularnewline
13 & -0.051633 & -0.4033 & 0.344082 \tabularnewline
14 & -0.199969 & -1.5618 & 0.061753 \tabularnewline
15 & -0.278212 & -2.1729 & 0.016841 \tabularnewline
16 & -0.123269 & -0.9628 & 0.169734 \tabularnewline
17 & 0.186504 & 1.4566 & 0.075172 \tabularnewline
18 & 0.123336 & 0.9633 & 0.169604 \tabularnewline
19 & 0.156375 & 1.2213 & 0.113331 \tabularnewline
20 & -0.104702 & -0.8177 & 0.208343 \tabularnewline
21 & -0.238808 & -1.8652 & 0.033486 \tabularnewline
22 & -0.205734 & -1.6068 & 0.056627 \tabularnewline
23 & -0.039742 & -0.3104 & 0.378661 \tabularnewline
24 & 0.487933 & 3.8109 & 0.000162 \tabularnewline
25 & -0.037195 & -0.2905 & 0.386208 \tabularnewline
26 & -0.159275 & -1.244 & 0.109133 \tabularnewline
27 & -0.192795 & -1.5058 & 0.068642 \tabularnewline
28 & -0.087445 & -0.683 & 0.248608 \tabularnewline
29 & 0.133164 & 1.04 & 0.151212 \tabularnewline
30 & 0.109037 & 0.8516 & 0.198881 \tabularnewline
31 & 0.089044 & 0.6955 & 0.244704 \tabularnewline
32 & -0.071939 & -0.5619 & 0.288135 \tabularnewline
33 & -0.161985 & -1.2651 & 0.105315 \tabularnewline
34 & -0.117733 & -0.9195 & 0.180722 \tabularnewline
35 & -0.034561 & -0.2699 & 0.394064 \tabularnewline
36 & 0.351871 & 2.7482 & 0.003935 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60956&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]-0.054723[/C][C]-0.4274[/C][C]0.335296[/C][/ROW]
[ROW][C]2[/C][C]-0.221632[/C][C]-1.731[/C][C]0.044254[/C][/ROW]
[ROW][C]3[/C][C]-0.242414[/C][C]-1.8933[/C][C]0.031531[/C][/ROW]
[ROW][C]4[/C][C]-0.169728[/C][C]-1.3256[/C][C]0.094954[/C][/ROW]
[ROW][C]5[/C][C]0.230998[/C][C]1.8042[/C][C]0.038072[/C][/ROW]
[ROW][C]6[/C][C]0.224371[/C][C]1.7524[/C][C]0.042366[/C][/ROW]
[ROW][C]7[/C][C]0.217414[/C][C]1.6981[/C][C]0.047297[/C][/ROW]
[ROW][C]8[/C][C]-0.109349[/C][C]-0.854[/C][C]0.198212[/C][/ROW]
[ROW][C]9[/C][C]-0.225849[/C][C]-1.7639[/C][C]0.041375[/C][/ROW]
[ROW][C]10[/C][C]-0.271821[/C][C]-2.123[/C][C]0.01891[/C][/ROW]
[ROW][C]11[/C][C]-0.011271[/C][C]-0.088[/C][C]0.465072[/C][/ROW]
[ROW][C]12[/C][C]0.679856[/C][C]5.3098[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.051633[/C][C]-0.4033[/C][C]0.344082[/C][/ROW]
[ROW][C]14[/C][C]-0.199969[/C][C]-1.5618[/C][C]0.061753[/C][/ROW]
[ROW][C]15[/C][C]-0.278212[/C][C]-2.1729[/C][C]0.016841[/C][/ROW]
[ROW][C]16[/C][C]-0.123269[/C][C]-0.9628[/C][C]0.169734[/C][/ROW]
[ROW][C]17[/C][C]0.186504[/C][C]1.4566[/C][C]0.075172[/C][/ROW]
[ROW][C]18[/C][C]0.123336[/C][C]0.9633[/C][C]0.169604[/C][/ROW]
[ROW][C]19[/C][C]0.156375[/C][C]1.2213[/C][C]0.113331[/C][/ROW]
[ROW][C]20[/C][C]-0.104702[/C][C]-0.8177[/C][C]0.208343[/C][/ROW]
[ROW][C]21[/C][C]-0.238808[/C][C]-1.8652[/C][C]0.033486[/C][/ROW]
[ROW][C]22[/C][C]-0.205734[/C][C]-1.6068[/C][C]0.056627[/C][/ROW]
[ROW][C]23[/C][C]-0.039742[/C][C]-0.3104[/C][C]0.378661[/C][/ROW]
[ROW][C]24[/C][C]0.487933[/C][C]3.8109[/C][C]0.000162[/C][/ROW]
[ROW][C]25[/C][C]-0.037195[/C][C]-0.2905[/C][C]0.386208[/C][/ROW]
[ROW][C]26[/C][C]-0.159275[/C][C]-1.244[/C][C]0.109133[/C][/ROW]
[ROW][C]27[/C][C]-0.192795[/C][C]-1.5058[/C][C]0.068642[/C][/ROW]
[ROW][C]28[/C][C]-0.087445[/C][C]-0.683[/C][C]0.248608[/C][/ROW]
[ROW][C]29[/C][C]0.133164[/C][C]1.04[/C][C]0.151212[/C][/ROW]
[ROW][C]30[/C][C]0.109037[/C][C]0.8516[/C][C]0.198881[/C][/ROW]
[ROW][C]31[/C][C]0.089044[/C][C]0.6955[/C][C]0.244704[/C][/ROW]
[ROW][C]32[/C][C]-0.071939[/C][C]-0.5619[/C][C]0.288135[/C][/ROW]
[ROW][C]33[/C][C]-0.161985[/C][C]-1.2651[/C][C]0.105315[/C][/ROW]
[ROW][C]34[/C][C]-0.117733[/C][C]-0.9195[/C][C]0.180722[/C][/ROW]
[ROW][C]35[/C][C]-0.034561[/C][C]-0.2699[/C][C]0.394064[/C][/ROW]
[ROW][C]36[/C][C]0.351871[/C][C]2.7482[/C][C]0.003935[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60956&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	-0.054723	-0.4274	0.335296
2	-0.221632	-1.731	0.044254
3	-0.242414	-1.8933	0.031531
4	-0.169728	-1.3256	0.094954
5	0.230998	1.8042	0.038072
6	0.224371	1.7524	0.042366
7	0.217414	1.6981	0.047297
8	-0.109349	-0.854	0.198212
9	-0.225849	-1.7639	0.041375
10	-0.271821	-2.123	0.01891
11	-0.011271	-0.088	0.465072
12	0.679856	5.3098	1e-06
13	-0.051633	-0.4033	0.344082
14	-0.199969	-1.5618	0.061753
15	-0.278212	-2.1729	0.016841
16	-0.123269	-0.9628	0.169734
17	0.186504	1.4566	0.075172
18	0.123336	0.9633	0.169604
19	0.156375	1.2213	0.113331
20	-0.104702	-0.8177	0.208343
21	-0.238808	-1.8652	0.033486
22	-0.205734	-1.6068	0.056627
23	-0.039742	-0.3104	0.378661
24	0.487933	3.8109	0.000162
25	-0.037195	-0.2905	0.386208
26	-0.159275	-1.244	0.109133
27	-0.192795	-1.5058	0.068642
28	-0.087445	-0.683	0.248608
29	0.133164	1.04	0.151212
30	0.109037	0.8516	0.198881
31	0.089044	0.6955	0.244704
32	-0.071939	-0.5619	0.288135
33	-0.161985	-1.2651	0.105315
34	-0.117733	-0.9195	0.180722
35	-0.034561	-0.2699	0.394064
36	0.351871	2.7482	0.003935

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.054723	-0.4274	0.335296
2	-0.225301	-1.7597	0.04174
3	-0.284875	-2.2249	0.014897
4	-0.311983	-2.4367	0.008878
5	0.033919	0.2649	0.395985
6	0.099793	0.7794	0.219377
7	0.299965	2.3428	0.011209
8	0.156559	1.2228	0.113061
9	0.090498	0.7068	0.241188
10	-0.228672	-1.786	0.039536
11	-0.26877	-2.0992	0.019974
12	0.484454	3.7837	0.000177
13	-0.102253	-0.7986	0.213805
14	-0.172175	-1.3447	0.091846
15	-0.171085	-1.3362	0.093221
16	0.050721	0.3961	0.346692
17	-0.018063	-0.1411	0.444138
18	-0.143615	-1.1217	0.1332
19	-0.07734	-0.604	0.274027
20	-0.018905	-0.1477	0.441552
21	-0.079114	-0.6179	0.26947
22	0.045299	0.3538	0.362357
23	-0.15138	-1.1823	0.120834
24	-0.068228	-0.5329	0.298027
25	-0.100539	-0.7852	0.217678
26	-0.003393	-0.0265	0.489472
27	0.081146	0.6338	0.264299
28	-0.016744	-0.1308	0.448193
29	-0.06336	-0.4949	0.311238
30	0.076444	0.5971	0.276342
31	-0.045725	-0.3571	0.361116
32	-0.038222	-0.2985	0.383159
33	-0.063272	-0.4942	0.31148
34	0.007428	0.058	0.476964
35	-0.098812	-0.7717	0.221623
36	-0.109973	-0.8589	0.196875

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.054723 & -0.4274 & 0.335296 \tabularnewline
2 & -0.225301 & -1.7597 & 0.04174 \tabularnewline
3 & -0.284875 & -2.2249 & 0.014897 \tabularnewline
4 & -0.311983 & -2.4367 & 0.008878 \tabularnewline
5 & 0.033919 & 0.2649 & 0.395985 \tabularnewline
6 & 0.099793 & 0.7794 & 0.219377 \tabularnewline
7 & 0.299965 & 2.3428 & 0.011209 \tabularnewline
8 & 0.156559 & 1.2228 & 0.113061 \tabularnewline
9 & 0.090498 & 0.7068 & 0.241188 \tabularnewline
10 & -0.228672 & -1.786 & 0.039536 \tabularnewline
11 & -0.26877 & -2.0992 & 0.019974 \tabularnewline
12 & 0.484454 & 3.7837 & 0.000177 \tabularnewline
13 & -0.102253 & -0.7986 & 0.213805 \tabularnewline
14 & -0.172175 & -1.3447 & 0.091846 \tabularnewline
15 & -0.171085 & -1.3362 & 0.093221 \tabularnewline
16 & 0.050721 & 0.3961 & 0.346692 \tabularnewline
17 & -0.018063 & -0.1411 & 0.444138 \tabularnewline
18 & -0.143615 & -1.1217 & 0.1332 \tabularnewline
19 & -0.07734 & -0.604 & 0.274027 \tabularnewline
20 & -0.018905 & -0.1477 & 0.441552 \tabularnewline
21 & -0.079114 & -0.6179 & 0.26947 \tabularnewline
22 & 0.045299 & 0.3538 & 0.362357 \tabularnewline
23 & -0.15138 & -1.1823 & 0.120834 \tabularnewline
24 & -0.068228 & -0.5329 & 0.298027 \tabularnewline
25 & -0.100539 & -0.7852 & 0.217678 \tabularnewline
26 & -0.003393 & -0.0265 & 0.489472 \tabularnewline
27 & 0.081146 & 0.6338 & 0.264299 \tabularnewline
28 & -0.016744 & -0.1308 & 0.448193 \tabularnewline
29 & -0.06336 & -0.4949 & 0.311238 \tabularnewline
30 & 0.076444 & 0.5971 & 0.276342 \tabularnewline
31 & -0.045725 & -0.3571 & 0.361116 \tabularnewline
32 & -0.038222 & -0.2985 & 0.383159 \tabularnewline
33 & -0.063272 & -0.4942 & 0.31148 \tabularnewline
34 & 0.007428 & 0.058 & 0.476964 \tabularnewline
35 & -0.098812 & -0.7717 & 0.221623 \tabularnewline
36 & -0.109973 & -0.8589 & 0.196875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60956&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]-0.054723[/C][C]-0.4274[/C][C]0.335296[/C][/ROW]
[ROW][C]2[/C][C]-0.225301[/C][C]-1.7597[/C][C]0.04174[/C][/ROW]
[ROW][C]3[/C][C]-0.284875[/C][C]-2.2249[/C][C]0.014897[/C][/ROW]
[ROW][C]4[/C][C]-0.311983[/C][C]-2.4367[/C][C]0.008878[/C][/ROW]
[ROW][C]5[/C][C]0.033919[/C][C]0.2649[/C][C]0.395985[/C][/ROW]
[ROW][C]6[/C][C]0.099793[/C][C]0.7794[/C][C]0.219377[/C][/ROW]
[ROW][C]7[/C][C]0.299965[/C][C]2.3428[/C][C]0.011209[/C][/ROW]
[ROW][C]8[/C][C]0.156559[/C][C]1.2228[/C][C]0.113061[/C][/ROW]
[ROW][C]9[/C][C]0.090498[/C][C]0.7068[/C][C]0.241188[/C][/ROW]
[ROW][C]10[/C][C]-0.228672[/C][C]-1.786[/C][C]0.039536[/C][/ROW]
[ROW][C]11[/C][C]-0.26877[/C][C]-2.0992[/C][C]0.019974[/C][/ROW]
[ROW][C]12[/C][C]0.484454[/C][C]3.7837[/C][C]0.000177[/C][/ROW]
[ROW][C]13[/C][C]-0.102253[/C][C]-0.7986[/C][C]0.213805[/C][/ROW]
[ROW][C]14[/C][C]-0.172175[/C][C]-1.3447[/C][C]0.091846[/C][/ROW]
[ROW][C]15[/C][C]-0.171085[/C][C]-1.3362[/C][C]0.093221[/C][/ROW]
[ROW][C]16[/C][C]0.050721[/C][C]0.3961[/C][C]0.346692[/C][/ROW]
[ROW][C]17[/C][C]-0.018063[/C][C]-0.1411[/C][C]0.444138[/C][/ROW]
[ROW][C]18[/C][C]-0.143615[/C][C]-1.1217[/C][C]0.1332[/C][/ROW]
[ROW][C]19[/C][C]-0.07734[/C][C]-0.604[/C][C]0.274027[/C][/ROW]
[ROW][C]20[/C][C]-0.018905[/C][C]-0.1477[/C][C]0.441552[/C][/ROW]
[ROW][C]21[/C][C]-0.079114[/C][C]-0.6179[/C][C]0.26947[/C][/ROW]
[ROW][C]22[/C][C]0.045299[/C][C]0.3538[/C][C]0.362357[/C][/ROW]
[ROW][C]23[/C][C]-0.15138[/C][C]-1.1823[/C][C]0.120834[/C][/ROW]
[ROW][C]24[/C][C]-0.068228[/C][C]-0.5329[/C][C]0.298027[/C][/ROW]
[ROW][C]25[/C][C]-0.100539[/C][C]-0.7852[/C][C]0.217678[/C][/ROW]
[ROW][C]26[/C][C]-0.003393[/C][C]-0.0265[/C][C]0.489472[/C][/ROW]
[ROW][C]27[/C][C]0.081146[/C][C]0.6338[/C][C]0.264299[/C][/ROW]
[ROW][C]28[/C][C]-0.016744[/C][C]-0.1308[/C][C]0.448193[/C][/ROW]
[ROW][C]29[/C][C]-0.06336[/C][C]-0.4949[/C][C]0.311238[/C][/ROW]
[ROW][C]30[/C][C]0.076444[/C][C]0.5971[/C][C]0.276342[/C][/ROW]
[ROW][C]31[/C][C]-0.045725[/C][C]-0.3571[/C][C]0.361116[/C][/ROW]
[ROW][C]32[/C][C]-0.038222[/C][C]-0.2985[/C][C]0.383159[/C][/ROW]
[ROW][C]33[/C][C]-0.063272[/C][C]-0.4942[/C][C]0.31148[/C][/ROW]
[ROW][C]34[/C][C]0.007428[/C][C]0.058[/C][C]0.476964[/C][/ROW]
[ROW][C]35[/C][C]-0.098812[/C][C]-0.7717[/C][C]0.221623[/C][/ROW]
[ROW][C]36[/C][C]-0.109973[/C][C]-0.8589[/C][C]0.196875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60956&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60956&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	-0.054723	-0.4274	0.335296
2	-0.225301	-1.7597	0.04174
3	-0.284875	-2.2249	0.014897
4	-0.311983	-2.4367	0.008878
5	0.033919	0.2649	0.395985
6	0.099793	0.7794	0.219377
7	0.299965	2.3428	0.011209
8	0.156559	1.2228	0.113061
9	0.090498	0.7068	0.241188
10	-0.228672	-1.786	0.039536
11	-0.26877	-2.0992	0.019974
12	0.484454	3.7837	0.000177
13	-0.102253	-0.7986	0.213805
14	-0.172175	-1.3447	0.091846
15	-0.171085	-1.3362	0.093221
16	0.050721	0.3961	0.346692
17	-0.018063	-0.1411	0.444138
18	-0.143615	-1.1217	0.1332
19	-0.07734	-0.604	0.274027
20	-0.018905	-0.1477	0.441552
21	-0.079114	-0.6179	0.26947
22	0.045299	0.3538	0.362357
23	-0.15138	-1.1823	0.120834
24	-0.068228	-0.5329	0.298027
25	-0.100539	-0.7852	0.217678
26	-0.003393	-0.0265	0.489472
27	0.081146	0.6338	0.264299
28	-0.016744	-0.1308	0.448193
29	-0.06336	-0.4949	0.311238
30	0.076444	0.5971	0.276342
31	-0.045725	-0.3571	0.361116
32	-0.038222	-0.2985	0.383159
33	-0.063272	-0.4942	0.31148
34	0.007428	0.058	0.476964
35	-0.098812	-0.7717	0.221623
36	-0.109973	-0.8589	0.196875

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

Parameters (R input):

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