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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 11:49:34 -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/t1259347888j5lpsk9jbno5cro.htm/, Retrieved Sun, 28 Apr 2024 19:51:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61121, Retrieved Sun, 28 Apr 2024 19:51:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KVN WS8

Estimated Impact

133

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] [ACF D=1 d=1 WS8] [2009-11-27 18:49:34] [f1100e00818182135823a11ccbd0f3b9] [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=61121&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=61121&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61121&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	-0.470236	-3.2238	0.001151
2	0.000823	0.0056	0.49776
3	0.006743	0.0462	0.481661
4	-0.191927	-1.3158	0.097314
5	0.290432	1.9911	0.02615
6	-0.01612	-0.1105	0.456237
7	-0.20824	-1.4276	0.080006
8	0.054381	0.3728	0.355481
9	0.198721	1.3624	0.089788
10	-0.156062	-1.0699	0.145062
11	0.014801	0.1015	0.459806
12	-0.073392	-0.5032	0.308604
13	-0.095519	-0.6548	0.257879
14	0.347645	2.3833	0.010625
15	-0.175865	-1.2057	0.11699
16	-0.063346	-0.4343	0.333037
17	0.02469	0.1693	0.433157
18	0.040671	0.2788	0.390801
19	0.040947	0.2807	0.390079
20	-0.018333	-0.1257	0.450259
21	-0.07589	-0.5203	0.302657
22	-0.080679	-0.5531	0.291407
23	0.29105	1.9953	0.02591
24	-0.187881	-1.2881	0.102017
25	0.028169	0.1931	0.42385
26	-0.021383	-0.1466	0.44204
27	-0.047514	-0.3257	0.373032
28	0.162856	1.1165	0.134945
29	-0.117571	-0.806	0.212144
30	0.018734	0.1284	0.449176
31	-0.070519	-0.4835	0.315509
32	0.0624	0.4278	0.335378
33	0.055139	0.378	0.353562
34	-0.078512	-0.5383	0.296472
35	0.07064	0.4843	0.315217
36	-0.105019	-0.72	0.237554

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.470236 & -3.2238 & 0.001151 \tabularnewline
2 & 0.000823 & 0.0056 & 0.49776 \tabularnewline
3 & 0.006743 & 0.0462 & 0.481661 \tabularnewline
4 & -0.191927 & -1.3158 & 0.097314 \tabularnewline
5 & 0.290432 & 1.9911 & 0.02615 \tabularnewline
6 & -0.01612 & -0.1105 & 0.456237 \tabularnewline
7 & -0.20824 & -1.4276 & 0.080006 \tabularnewline
8 & 0.054381 & 0.3728 & 0.355481 \tabularnewline
9 & 0.198721 & 1.3624 & 0.089788 \tabularnewline
10 & -0.156062 & -1.0699 & 0.145062 \tabularnewline
11 & 0.014801 & 0.1015 & 0.459806 \tabularnewline
12 & -0.073392 & -0.5032 & 0.308604 \tabularnewline
13 & -0.095519 & -0.6548 & 0.257879 \tabularnewline
14 & 0.347645 & 2.3833 & 0.010625 \tabularnewline
15 & -0.175865 & -1.2057 & 0.11699 \tabularnewline
16 & -0.063346 & -0.4343 & 0.333037 \tabularnewline
17 & 0.02469 & 0.1693 & 0.433157 \tabularnewline
18 & 0.040671 & 0.2788 & 0.390801 \tabularnewline
19 & 0.040947 & 0.2807 & 0.390079 \tabularnewline
20 & -0.018333 & -0.1257 & 0.450259 \tabularnewline
21 & -0.07589 & -0.5203 & 0.302657 \tabularnewline
22 & -0.080679 & -0.5531 & 0.291407 \tabularnewline
23 & 0.29105 & 1.9953 & 0.02591 \tabularnewline
24 & -0.187881 & -1.2881 & 0.102017 \tabularnewline
25 & 0.028169 & 0.1931 & 0.42385 \tabularnewline
26 & -0.021383 & -0.1466 & 0.44204 \tabularnewline
27 & -0.047514 & -0.3257 & 0.373032 \tabularnewline
28 & 0.162856 & 1.1165 & 0.134945 \tabularnewline
29 & -0.117571 & -0.806 & 0.212144 \tabularnewline
30 & 0.018734 & 0.1284 & 0.449176 \tabularnewline
31 & -0.070519 & -0.4835 & 0.315509 \tabularnewline
32 & 0.0624 & 0.4278 & 0.335378 \tabularnewline
33 & 0.055139 & 0.378 & 0.353562 \tabularnewline
34 & -0.078512 & -0.5383 & 0.296472 \tabularnewline
35 & 0.07064 & 0.4843 & 0.315217 \tabularnewline
36 & -0.105019 & -0.72 & 0.237554 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61121&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]-0.470236[/C][C]-3.2238[/C][C]0.001151[/C][/ROW]
[ROW][C]2[/C][C]0.000823[/C][C]0.0056[/C][C]0.49776[/C][/ROW]
[ROW][C]3[/C][C]0.006743[/C][C]0.0462[/C][C]0.481661[/C][/ROW]
[ROW][C]4[/C][C]-0.191927[/C][C]-1.3158[/C][C]0.097314[/C][/ROW]
[ROW][C]5[/C][C]0.290432[/C][C]1.9911[/C][C]0.02615[/C][/ROW]
[ROW][C]6[/C][C]-0.01612[/C][C]-0.1105[/C][C]0.456237[/C][/ROW]
[ROW][C]7[/C][C]-0.20824[/C][C]-1.4276[/C][C]0.080006[/C][/ROW]
[ROW][C]8[/C][C]0.054381[/C][C]0.3728[/C][C]0.355481[/C][/ROW]
[ROW][C]9[/C][C]0.198721[/C][C]1.3624[/C][C]0.089788[/C][/ROW]
[ROW][C]10[/C][C]-0.156062[/C][C]-1.0699[/C][C]0.145062[/C][/ROW]
[ROW][C]11[/C][C]0.014801[/C][C]0.1015[/C][C]0.459806[/C][/ROW]
[ROW][C]12[/C][C]-0.073392[/C][C]-0.5032[/C][C]0.308604[/C][/ROW]
[ROW][C]13[/C][C]-0.095519[/C][C]-0.6548[/C][C]0.257879[/C][/ROW]
[ROW][C]14[/C][C]0.347645[/C][C]2.3833[/C][C]0.010625[/C][/ROW]
[ROW][C]15[/C][C]-0.175865[/C][C]-1.2057[/C][C]0.11699[/C][/ROW]
[ROW][C]16[/C][C]-0.063346[/C][C]-0.4343[/C][C]0.333037[/C][/ROW]
[ROW][C]17[/C][C]0.02469[/C][C]0.1693[/C][C]0.433157[/C][/ROW]
[ROW][C]18[/C][C]0.040671[/C][C]0.2788[/C][C]0.390801[/C][/ROW]
[ROW][C]19[/C][C]0.040947[/C][C]0.2807[/C][C]0.390079[/C][/ROW]
[ROW][C]20[/C][C]-0.018333[/C][C]-0.1257[/C][C]0.450259[/C][/ROW]
[ROW][C]21[/C][C]-0.07589[/C][C]-0.5203[/C][C]0.302657[/C][/ROW]
[ROW][C]22[/C][C]-0.080679[/C][C]-0.5531[/C][C]0.291407[/C][/ROW]
[ROW][C]23[/C][C]0.29105[/C][C]1.9953[/C][C]0.02591[/C][/ROW]
[ROW][C]24[/C][C]-0.187881[/C][C]-1.2881[/C][C]0.102017[/C][/ROW]
[ROW][C]25[/C][C]0.028169[/C][C]0.1931[/C][C]0.42385[/C][/ROW]
[ROW][C]26[/C][C]-0.021383[/C][C]-0.1466[/C][C]0.44204[/C][/ROW]
[ROW][C]27[/C][C]-0.047514[/C][C]-0.3257[/C][C]0.373032[/C][/ROW]
[ROW][C]28[/C][C]0.162856[/C][C]1.1165[/C][C]0.134945[/C][/ROW]
[ROW][C]29[/C][C]-0.117571[/C][C]-0.806[/C][C]0.212144[/C][/ROW]
[ROW][C]30[/C][C]0.018734[/C][C]0.1284[/C][C]0.449176[/C][/ROW]
[ROW][C]31[/C][C]-0.070519[/C][C]-0.4835[/C][C]0.315509[/C][/ROW]
[ROW][C]32[/C][C]0.0624[/C][C]0.4278[/C][C]0.335378[/C][/ROW]
[ROW][C]33[/C][C]0.055139[/C][C]0.378[/C][C]0.353562[/C][/ROW]
[ROW][C]34[/C][C]-0.078512[/C][C]-0.5383[/C][C]0.296472[/C][/ROW]
[ROW][C]35[/C][C]0.07064[/C][C]0.4843[/C][C]0.315217[/C][/ROW]
[ROW][C]36[/C][C]-0.105019[/C][C]-0.72[/C][C]0.237554[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61121&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61121&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	-0.470236	-3.2238	0.001151
2	0.000823	0.0056	0.49776
3	0.006743	0.0462	0.481661
4	-0.191927	-1.3158	0.097314
5	0.290432	1.9911	0.02615
6	-0.01612	-0.1105	0.456237
7	-0.20824	-1.4276	0.080006
8	0.054381	0.3728	0.355481
9	0.198721	1.3624	0.089788
10	-0.156062	-1.0699	0.145062
11	0.014801	0.1015	0.459806
12	-0.073392	-0.5032	0.308604
13	-0.095519	-0.6548	0.257879
14	0.347645	2.3833	0.010625
15	-0.175865	-1.2057	0.11699
16	-0.063346	-0.4343	0.333037
17	0.02469	0.1693	0.433157
18	0.040671	0.2788	0.390801
19	0.040947	0.2807	0.390079
20	-0.018333	-0.1257	0.450259
21	-0.07589	-0.5203	0.302657
22	-0.080679	-0.5531	0.291407
23	0.29105	1.9953	0.02591
24	-0.187881	-1.2881	0.102017
25	0.028169	0.1931	0.42385
26	-0.021383	-0.1466	0.44204
27	-0.047514	-0.3257	0.373032
28	0.162856	1.1165	0.134945
29	-0.117571	-0.806	0.212144
30	0.018734	0.1284	0.449176
31	-0.070519	-0.4835	0.315509
32	0.0624	0.4278	0.335378
33	0.055139	0.378	0.353562
34	-0.078512	-0.5383	0.296472
35	0.07064	0.4843	0.315217
36	-0.105019	-0.72	0.237554

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.470236	-3.2238	0.001151
2	-0.282841	-1.9391	0.029255
3	-0.175506	-1.2032	0.117461
4	-0.388387	-2.6626	0.005291
5	-0.045099	-0.3092	0.379273
6	0.124519	0.8537	0.198812
7	-0.152255	-1.0438	0.150957
8	-0.215474	-1.4772	0.073144
9	0.276094	1.8928	0.032275
10	0.079401	0.5443	0.294389
11	-0.196796	-1.3492	0.091874
12	-0.087821	-0.6021	0.275011
13	-0.131105	-0.8988	0.186667
14	0.013207	0.0905	0.46412
15	-0.029066	-0.1993	0.421458
16	-0.00302	-0.0207	0.491784
17	-0.046448	-0.3184	0.375783
18	0.106726	0.7317	0.233998
19	0.059273	0.4064	0.343163
20	-0.011407	-0.0782	0.469
21	0.079575	0.5455	0.293982
22	-0.123884	-0.8493	0.200009
23	0.024502	0.168	0.433662
24	0.002665	0.0183	0.492751
25	0.029691	0.2035	0.419792
26	-0.017897	-0.1227	0.451435
27	0.047769	0.3275	0.372377
28	0.043516	0.2983	0.383382
29	-0.067415	-0.4622	0.323044
30	0.116507	0.7987	0.214231
31	-0.023354	-0.1601	0.436741
32	-0.212431	-1.4564	0.075971
33	0.011136	0.0763	0.469733
34	0.027594	0.1892	0.425385
35	0.025273	0.1733	0.431593
36	0.011909	0.0816	0.467638

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.470236 & -3.2238 & 0.001151 \tabularnewline
2 & -0.282841 & -1.9391 & 0.029255 \tabularnewline
3 & -0.175506 & -1.2032 & 0.117461 \tabularnewline
4 & -0.388387 & -2.6626 & 0.005291 \tabularnewline
5 & -0.045099 & -0.3092 & 0.379273 \tabularnewline
6 & 0.124519 & 0.8537 & 0.198812 \tabularnewline
7 & -0.152255 & -1.0438 & 0.150957 \tabularnewline
8 & -0.215474 & -1.4772 & 0.073144 \tabularnewline
9 & 0.276094 & 1.8928 & 0.032275 \tabularnewline
10 & 0.079401 & 0.5443 & 0.294389 \tabularnewline
11 & -0.196796 & -1.3492 & 0.091874 \tabularnewline
12 & -0.087821 & -0.6021 & 0.275011 \tabularnewline
13 & -0.131105 & -0.8988 & 0.186667 \tabularnewline
14 & 0.013207 & 0.0905 & 0.46412 \tabularnewline
15 & -0.029066 & -0.1993 & 0.421458 \tabularnewline
16 & -0.00302 & -0.0207 & 0.491784 \tabularnewline
17 & -0.046448 & -0.3184 & 0.375783 \tabularnewline
18 & 0.106726 & 0.7317 & 0.233998 \tabularnewline
19 & 0.059273 & 0.4064 & 0.343163 \tabularnewline
20 & -0.011407 & -0.0782 & 0.469 \tabularnewline
21 & 0.079575 & 0.5455 & 0.293982 \tabularnewline
22 & -0.123884 & -0.8493 & 0.200009 \tabularnewline
23 & 0.024502 & 0.168 & 0.433662 \tabularnewline
24 & 0.002665 & 0.0183 & 0.492751 \tabularnewline
25 & 0.029691 & 0.2035 & 0.419792 \tabularnewline
26 & -0.017897 & -0.1227 & 0.451435 \tabularnewline
27 & 0.047769 & 0.3275 & 0.372377 \tabularnewline
28 & 0.043516 & 0.2983 & 0.383382 \tabularnewline
29 & -0.067415 & -0.4622 & 0.323044 \tabularnewline
30 & 0.116507 & 0.7987 & 0.214231 \tabularnewline
31 & -0.023354 & -0.1601 & 0.436741 \tabularnewline
32 & -0.212431 & -1.4564 & 0.075971 \tabularnewline
33 & 0.011136 & 0.0763 & 0.469733 \tabularnewline
34 & 0.027594 & 0.1892 & 0.425385 \tabularnewline
35 & 0.025273 & 0.1733 & 0.431593 \tabularnewline
36 & 0.011909 & 0.0816 & 0.467638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61121&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]-0.470236[/C][C]-3.2238[/C][C]0.001151[/C][/ROW]
[ROW][C]2[/C][C]-0.282841[/C][C]-1.9391[/C][C]0.029255[/C][/ROW]
[ROW][C]3[/C][C]-0.175506[/C][C]-1.2032[/C][C]0.117461[/C][/ROW]
[ROW][C]4[/C][C]-0.388387[/C][C]-2.6626[/C][C]0.005291[/C][/ROW]
[ROW][C]5[/C][C]-0.045099[/C][C]-0.3092[/C][C]0.379273[/C][/ROW]
[ROW][C]6[/C][C]0.124519[/C][C]0.8537[/C][C]0.198812[/C][/ROW]
[ROW][C]7[/C][C]-0.152255[/C][C]-1.0438[/C][C]0.150957[/C][/ROW]
[ROW][C]8[/C][C]-0.215474[/C][C]-1.4772[/C][C]0.073144[/C][/ROW]
[ROW][C]9[/C][C]0.276094[/C][C]1.8928[/C][C]0.032275[/C][/ROW]
[ROW][C]10[/C][C]0.079401[/C][C]0.5443[/C][C]0.294389[/C][/ROW]
[ROW][C]11[/C][C]-0.196796[/C][C]-1.3492[/C][C]0.091874[/C][/ROW]
[ROW][C]12[/C][C]-0.087821[/C][C]-0.6021[/C][C]0.275011[/C][/ROW]
[ROW][C]13[/C][C]-0.131105[/C][C]-0.8988[/C][C]0.186667[/C][/ROW]
[ROW][C]14[/C][C]0.013207[/C][C]0.0905[/C][C]0.46412[/C][/ROW]
[ROW][C]15[/C][C]-0.029066[/C][C]-0.1993[/C][C]0.421458[/C][/ROW]
[ROW][C]16[/C][C]-0.00302[/C][C]-0.0207[/C][C]0.491784[/C][/ROW]
[ROW][C]17[/C][C]-0.046448[/C][C]-0.3184[/C][C]0.375783[/C][/ROW]
[ROW][C]18[/C][C]0.106726[/C][C]0.7317[/C][C]0.233998[/C][/ROW]
[ROW][C]19[/C][C]0.059273[/C][C]0.4064[/C][C]0.343163[/C][/ROW]
[ROW][C]20[/C][C]-0.011407[/C][C]-0.0782[/C][C]0.469[/C][/ROW]
[ROW][C]21[/C][C]0.079575[/C][C]0.5455[/C][C]0.293982[/C][/ROW]
[ROW][C]22[/C][C]-0.123884[/C][C]-0.8493[/C][C]0.200009[/C][/ROW]
[ROW][C]23[/C][C]0.024502[/C][C]0.168[/C][C]0.433662[/C][/ROW]
[ROW][C]24[/C][C]0.002665[/C][C]0.0183[/C][C]0.492751[/C][/ROW]
[ROW][C]25[/C][C]0.029691[/C][C]0.2035[/C][C]0.419792[/C][/ROW]
[ROW][C]26[/C][C]-0.017897[/C][C]-0.1227[/C][C]0.451435[/C][/ROW]
[ROW][C]27[/C][C]0.047769[/C][C]0.3275[/C][C]0.372377[/C][/ROW]
[ROW][C]28[/C][C]0.043516[/C][C]0.2983[/C][C]0.383382[/C][/ROW]
[ROW][C]29[/C][C]-0.067415[/C][C]-0.4622[/C][C]0.323044[/C][/ROW]
[ROW][C]30[/C][C]0.116507[/C][C]0.7987[/C][C]0.214231[/C][/ROW]
[ROW][C]31[/C][C]-0.023354[/C][C]-0.1601[/C][C]0.436741[/C][/ROW]
[ROW][C]32[/C][C]-0.212431[/C][C]-1.4564[/C][C]0.075971[/C][/ROW]
[ROW][C]33[/C][C]0.011136[/C][C]0.0763[/C][C]0.469733[/C][/ROW]
[ROW][C]34[/C][C]0.027594[/C][C]0.1892[/C][C]0.425385[/C][/ROW]
[ROW][C]35[/C][C]0.025273[/C][C]0.1733[/C][C]0.431593[/C][/ROW]
[ROW][C]36[/C][C]0.011909[/C][C]0.0816[/C][C]0.467638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61121&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61121&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	-0.470236	-3.2238	0.001151
2	-0.282841	-1.9391	0.029255
3	-0.175506	-1.2032	0.117461
4	-0.388387	-2.6626	0.005291
5	-0.045099	-0.3092	0.379273
6	0.124519	0.8537	0.198812
7	-0.152255	-1.0438	0.150957
8	-0.215474	-1.4772	0.073144
9	0.276094	1.8928	0.032275
10	0.079401	0.5443	0.294389
11	-0.196796	-1.3492	0.091874
12	-0.087821	-0.6021	0.275011
13	-0.131105	-0.8988	0.186667
14	0.013207	0.0905	0.46412
15	-0.029066	-0.1993	0.421458
16	-0.00302	-0.0207	0.491784
17	-0.046448	-0.3184	0.375783
18	0.106726	0.7317	0.233998
19	0.059273	0.4064	0.343163
20	-0.011407	-0.0782	0.469
21	0.079575	0.5455	0.293982
22	-0.123884	-0.8493	0.200009
23	0.024502	0.168	0.433662
24	0.002665	0.0183	0.492751
25	0.029691	0.2035	0.419792
26	-0.017897	-0.1227	0.451435
27	0.047769	0.3275	0.372377
28	0.043516	0.2983	0.383382
29	-0.067415	-0.4622	0.323044
30	0.116507	0.7987	0.214231
31	-0.023354	-0.1601	0.436741
32	-0.212431	-1.4564	0.075971
33	0.011136	0.0763	0.469733
34	0.027594	0.1892	0.425385
35	0.025273	0.1733	0.431593
36	0.011909	0.0816	0.467638

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