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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 May 2012 06:37:49 -0400

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/May/28/t13382015108wx2jkw8xes80mw.htm/, Retrieved Thu, 02 May 2024 09:19:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=167777, Retrieved Thu, 02 May 2024 09:19:30 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KEYWORD: KDGP2W12

Estimated Impact

128

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [Autocorrelatie Jo...] [2012-05-28 10:37:49] [be417f314f65e9d8a38b0902dfa3287c] [Current]

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Dataseries X:

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Histogram

Boxplots

1.26
1.26
1.28
1.34
1.39
1.47
1.57
1.63
1.72
1.43
1.35
1.41
1.44
1.43
1.43
1.42
1.45
1.51
1.48
1.48
1.45
1.38
1.46
1.45
1.41
1.45
1.47
1.47
1.53
1.56
1.66
1.79
1.78
1.46
1.41
1.43
1.43
1.45
1.35
1.35
1.29
1.29
1.26
1.3
1.3
1.16
1.24
1.15
1.21
1.22
1.17
1.13
1.15
1.2
1.23
1.25
1.38
1.28
1.26
1.25

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	'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167777&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167777&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167777&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.844413	6.5408	0
2	0.674552	5.2251	1e-06
3	0.546214	4.231	4e-05
4	0.469067	3.6334	0.000291
5	0.41458	3.2113	0.001062
6	0.351052	2.7192	0.004272
7	0.294369	2.2802	0.013083
8	0.245127	1.8987	0.031205
9	0.23221	1.7987	0.038549
10	0.181136	1.4031	0.082875
11	0.142724	1.1055	0.13667
12	0.125078	0.9689	0.168254
13	0.040476	0.3135	0.377485
14	-0.016044	-0.1243	0.450757
15	-0.096349	-0.7463	0.229196
16	-0.155476	-1.2043	0.1166
17	-0.164912	-1.2774	0.103191
18	-0.179146	-1.3877	0.085187
19	-0.202578	-1.5692	0.060935
20	-0.219903	-1.7034	0.046838
21	-0.218074	-1.6892	0.048187
22	-0.188934	-1.4635	0.074279
23	-0.09885	-0.7657	0.223433
24	-0.022265	-0.1725	0.431825
25	-0.080322	-0.6222	0.268094
26	-0.157049	-1.2165	0.11428
27	-0.228817	-1.7724	0.040702
28	-0.247665	-1.9184	0.029911
29	-0.234335	-1.8151	0.03725
30	-0.236524	-1.8321	0.03595
31	-0.222955	-1.727	0.044657
32	-0.207211	-1.6051	0.056867
33	-0.187984	-1.4561	0.075287
34	-0.190234	-1.4735	0.072915
35	-0.181008	-1.4021	0.083021
36	-0.163441	-1.266	0.105202

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.844413 & 6.5408 & 0 \tabularnewline
2 & 0.674552 & 5.2251 & 1e-06 \tabularnewline
3 & 0.546214 & 4.231 & 4e-05 \tabularnewline
4 & 0.469067 & 3.6334 & 0.000291 \tabularnewline
5 & 0.41458 & 3.2113 & 0.001062 \tabularnewline
6 & 0.351052 & 2.7192 & 0.004272 \tabularnewline
7 & 0.294369 & 2.2802 & 0.013083 \tabularnewline
8 & 0.245127 & 1.8987 & 0.031205 \tabularnewline
9 & 0.23221 & 1.7987 & 0.038549 \tabularnewline
10 & 0.181136 & 1.4031 & 0.082875 \tabularnewline
11 & 0.142724 & 1.1055 & 0.13667 \tabularnewline
12 & 0.125078 & 0.9689 & 0.168254 \tabularnewline
13 & 0.040476 & 0.3135 & 0.377485 \tabularnewline
14 & -0.016044 & -0.1243 & 0.450757 \tabularnewline
15 & -0.096349 & -0.7463 & 0.229196 \tabularnewline
16 & -0.155476 & -1.2043 & 0.1166 \tabularnewline
17 & -0.164912 & -1.2774 & 0.103191 \tabularnewline
18 & -0.179146 & -1.3877 & 0.085187 \tabularnewline
19 & -0.202578 & -1.5692 & 0.060935 \tabularnewline
20 & -0.219903 & -1.7034 & 0.046838 \tabularnewline
21 & -0.218074 & -1.6892 & 0.048187 \tabularnewline
22 & -0.188934 & -1.4635 & 0.074279 \tabularnewline
23 & -0.09885 & -0.7657 & 0.223433 \tabularnewline
24 & -0.022265 & -0.1725 & 0.431825 \tabularnewline
25 & -0.080322 & -0.6222 & 0.268094 \tabularnewline
26 & -0.157049 & -1.2165 & 0.11428 \tabularnewline
27 & -0.228817 & -1.7724 & 0.040702 \tabularnewline
28 & -0.247665 & -1.9184 & 0.029911 \tabularnewline
29 & -0.234335 & -1.8151 & 0.03725 \tabularnewline
30 & -0.236524 & -1.8321 & 0.03595 \tabularnewline
31 & -0.222955 & -1.727 & 0.044657 \tabularnewline
32 & -0.207211 & -1.6051 & 0.056867 \tabularnewline
33 & -0.187984 & -1.4561 & 0.075287 \tabularnewline
34 & -0.190234 & -1.4735 & 0.072915 \tabularnewline
35 & -0.181008 & -1.4021 & 0.083021 \tabularnewline
36 & -0.163441 & -1.266 & 0.105202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167777&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]0.844413[/C][C]6.5408[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.674552[/C][C]5.2251[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.546214[/C][C]4.231[/C][C]4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.469067[/C][C]3.6334[/C][C]0.000291[/C][/ROW]
[ROW][C]5[/C][C]0.41458[/C][C]3.2113[/C][C]0.001062[/C][/ROW]
[ROW][C]6[/C][C]0.351052[/C][C]2.7192[/C][C]0.004272[/C][/ROW]
[ROW][C]7[/C][C]0.294369[/C][C]2.2802[/C][C]0.013083[/C][/ROW]
[ROW][C]8[/C][C]0.245127[/C][C]1.8987[/C][C]0.031205[/C][/ROW]
[ROW][C]9[/C][C]0.23221[/C][C]1.7987[/C][C]0.038549[/C][/ROW]
[ROW][C]10[/C][C]0.181136[/C][C]1.4031[/C][C]0.082875[/C][/ROW]
[ROW][C]11[/C][C]0.142724[/C][C]1.1055[/C][C]0.13667[/C][/ROW]
[ROW][C]12[/C][C]0.125078[/C][C]0.9689[/C][C]0.168254[/C][/ROW]
[ROW][C]13[/C][C]0.040476[/C][C]0.3135[/C][C]0.377485[/C][/ROW]
[ROW][C]14[/C][C]-0.016044[/C][C]-0.1243[/C][C]0.450757[/C][/ROW]
[ROW][C]15[/C][C]-0.096349[/C][C]-0.7463[/C][C]0.229196[/C][/ROW]
[ROW][C]16[/C][C]-0.155476[/C][C]-1.2043[/C][C]0.1166[/C][/ROW]
[ROW][C]17[/C][C]-0.164912[/C][C]-1.2774[/C][C]0.103191[/C][/ROW]
[ROW][C]18[/C][C]-0.179146[/C][C]-1.3877[/C][C]0.085187[/C][/ROW]
[ROW][C]19[/C][C]-0.202578[/C][C]-1.5692[/C][C]0.060935[/C][/ROW]
[ROW][C]20[/C][C]-0.219903[/C][C]-1.7034[/C][C]0.046838[/C][/ROW]
[ROW][C]21[/C][C]-0.218074[/C][C]-1.6892[/C][C]0.048187[/C][/ROW]
[ROW][C]22[/C][C]-0.188934[/C][C]-1.4635[/C][C]0.074279[/C][/ROW]
[ROW][C]23[/C][C]-0.09885[/C][C]-0.7657[/C][C]0.223433[/C][/ROW]
[ROW][C]24[/C][C]-0.022265[/C][C]-0.1725[/C][C]0.431825[/C][/ROW]
[ROW][C]25[/C][C]-0.080322[/C][C]-0.6222[/C][C]0.268094[/C][/ROW]
[ROW][C]26[/C][C]-0.157049[/C][C]-1.2165[/C][C]0.11428[/C][/ROW]
[ROW][C]27[/C][C]-0.228817[/C][C]-1.7724[/C][C]0.040702[/C][/ROW]
[ROW][C]28[/C][C]-0.247665[/C][C]-1.9184[/C][C]0.029911[/C][/ROW]
[ROW][C]29[/C][C]-0.234335[/C][C]-1.8151[/C][C]0.03725[/C][/ROW]
[ROW][C]30[/C][C]-0.236524[/C][C]-1.8321[/C][C]0.03595[/C][/ROW]
[ROW][C]31[/C][C]-0.222955[/C][C]-1.727[/C][C]0.044657[/C][/ROW]
[ROW][C]32[/C][C]-0.207211[/C][C]-1.6051[/C][C]0.056867[/C][/ROW]
[ROW][C]33[/C][C]-0.187984[/C][C]-1.4561[/C][C]0.075287[/C][/ROW]
[ROW][C]34[/C][C]-0.190234[/C][C]-1.4735[/C][C]0.072915[/C][/ROW]
[ROW][C]35[/C][C]-0.181008[/C][C]-1.4021[/C][C]0.083021[/C][/ROW]
[ROW][C]36[/C][C]-0.163441[/C][C]-1.266[/C][C]0.105202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167777&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167777&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	0.844413	6.5408	0
2	0.674552	5.2251	1e-06
3	0.546214	4.231	4e-05
4	0.469067	3.6334	0.000291
5	0.41458	3.2113	0.001062
6	0.351052	2.7192	0.004272
7	0.294369	2.2802	0.013083
8	0.245127	1.8987	0.031205
9	0.23221	1.7987	0.038549
10	0.181136	1.4031	0.082875
11	0.142724	1.1055	0.13667
12	0.125078	0.9689	0.168254
13	0.040476	0.3135	0.377485
14	-0.016044	-0.1243	0.450757
15	-0.096349	-0.7463	0.229196
16	-0.155476	-1.2043	0.1166
17	-0.164912	-1.2774	0.103191
18	-0.179146	-1.3877	0.085187
19	-0.202578	-1.5692	0.060935
20	-0.219903	-1.7034	0.046838
21	-0.218074	-1.6892	0.048187
22	-0.188934	-1.4635	0.074279
23	-0.09885	-0.7657	0.223433
24	-0.022265	-0.1725	0.431825
25	-0.080322	-0.6222	0.268094
26	-0.157049	-1.2165	0.11428
27	-0.228817	-1.7724	0.040702
28	-0.247665	-1.9184	0.029911
29	-0.234335	-1.8151	0.03725
30	-0.236524	-1.8321	0.03595
31	-0.222955	-1.727	0.044657
32	-0.207211	-1.6051	0.056867
33	-0.187984	-1.4561	0.075287
34	-0.190234	-1.4735	0.072915
35	-0.181008	-1.4021	0.083021
36	-0.163441	-1.266	0.105202

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.844413	6.5408	0
2	-0.134097	-1.0387	0.151553
3	0.047785	0.3701	0.356292
4	0.083441	0.6463	0.260264
5	0.020979	0.1625	0.435727
6	-0.049116	-0.3804	0.352478
7	0.014832	0.1149	0.45446
8	-0.006999	-0.0542	0.478473
9	0.093254	0.7223	0.236446
10	-0.157372	-1.219	0.113808
11	0.059863	0.4637	0.322271
12	0.038909	0.3014	0.38208
13	-0.286037	-2.2156	0.015261
14	0.095284	0.7381	0.231676
15	-0.185084	-1.4337	0.078431
16	-0.020299	-0.1572	0.437794
17	0.12143	0.9406	0.175343
18	-0.154378	-1.1958	0.118238
19	0.017323	0.1342	0.446854
20	0.027967	0.2166	0.414615
21	-0.093752	-0.7262	0.235269
22	0.245487	1.9015	0.031018
23	0.12851	0.9954	0.161761
24	-0.017984	-0.1393	0.444839
25	-0.297982	-2.3082	0.012227
26	-0.140019	-1.0846	0.141222
27	0.02019	0.1564	0.438124
28	-0.009604	-0.0744	0.470473
29	-0.031277	-0.2423	0.404697
30	0.01497	0.116	0.454038
31	0.01038	0.0804	0.468091
32	-0.074528	-0.5773	0.282952
33	-0.025888	-0.2005	0.420873
34	-0.025029	-0.1939	0.423464
35	-0.033378	-0.2585	0.398435
36	0.014871	0.1152	0.454339

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.844413 & 6.5408 & 0 \tabularnewline
2 & -0.134097 & -1.0387 & 0.151553 \tabularnewline
3 & 0.047785 & 0.3701 & 0.356292 \tabularnewline
4 & 0.083441 & 0.6463 & 0.260264 \tabularnewline
5 & 0.020979 & 0.1625 & 0.435727 \tabularnewline
6 & -0.049116 & -0.3804 & 0.352478 \tabularnewline
7 & 0.014832 & 0.1149 & 0.45446 \tabularnewline
8 & -0.006999 & -0.0542 & 0.478473 \tabularnewline
9 & 0.093254 & 0.7223 & 0.236446 \tabularnewline
10 & -0.157372 & -1.219 & 0.113808 \tabularnewline
11 & 0.059863 & 0.4637 & 0.322271 \tabularnewline
12 & 0.038909 & 0.3014 & 0.38208 \tabularnewline
13 & -0.286037 & -2.2156 & 0.015261 \tabularnewline
14 & 0.095284 & 0.7381 & 0.231676 \tabularnewline
15 & -0.185084 & -1.4337 & 0.078431 \tabularnewline
16 & -0.020299 & -0.1572 & 0.437794 \tabularnewline
17 & 0.12143 & 0.9406 & 0.175343 \tabularnewline
18 & -0.154378 & -1.1958 & 0.118238 \tabularnewline
19 & 0.017323 & 0.1342 & 0.446854 \tabularnewline
20 & 0.027967 & 0.2166 & 0.414615 \tabularnewline
21 & -0.093752 & -0.7262 & 0.235269 \tabularnewline
22 & 0.245487 & 1.9015 & 0.031018 \tabularnewline
23 & 0.12851 & 0.9954 & 0.161761 \tabularnewline
24 & -0.017984 & -0.1393 & 0.444839 \tabularnewline
25 & -0.297982 & -2.3082 & 0.012227 \tabularnewline
26 & -0.140019 & -1.0846 & 0.141222 \tabularnewline
27 & 0.02019 & 0.1564 & 0.438124 \tabularnewline
28 & -0.009604 & -0.0744 & 0.470473 \tabularnewline
29 & -0.031277 & -0.2423 & 0.404697 \tabularnewline
30 & 0.01497 & 0.116 & 0.454038 \tabularnewline
31 & 0.01038 & 0.0804 & 0.468091 \tabularnewline
32 & -0.074528 & -0.5773 & 0.282952 \tabularnewline
33 & -0.025888 & -0.2005 & 0.420873 \tabularnewline
34 & -0.025029 & -0.1939 & 0.423464 \tabularnewline
35 & -0.033378 & -0.2585 & 0.398435 \tabularnewline
36 & 0.014871 & 0.1152 & 0.454339 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167777&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]0.844413[/C][C]6.5408[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.134097[/C][C]-1.0387[/C][C]0.151553[/C][/ROW]
[ROW][C]3[/C][C]0.047785[/C][C]0.3701[/C][C]0.356292[/C][/ROW]
[ROW][C]4[/C][C]0.083441[/C][C]0.6463[/C][C]0.260264[/C][/ROW]
[ROW][C]5[/C][C]0.020979[/C][C]0.1625[/C][C]0.435727[/C][/ROW]
[ROW][C]6[/C][C]-0.049116[/C][C]-0.3804[/C][C]0.352478[/C][/ROW]
[ROW][C]7[/C][C]0.014832[/C][C]0.1149[/C][C]0.45446[/C][/ROW]
[ROW][C]8[/C][C]-0.006999[/C][C]-0.0542[/C][C]0.478473[/C][/ROW]
[ROW][C]9[/C][C]0.093254[/C][C]0.7223[/C][C]0.236446[/C][/ROW]
[ROW][C]10[/C][C]-0.157372[/C][C]-1.219[/C][C]0.113808[/C][/ROW]
[ROW][C]11[/C][C]0.059863[/C][C]0.4637[/C][C]0.322271[/C][/ROW]
[ROW][C]12[/C][C]0.038909[/C][C]0.3014[/C][C]0.38208[/C][/ROW]
[ROW][C]13[/C][C]-0.286037[/C][C]-2.2156[/C][C]0.015261[/C][/ROW]
[ROW][C]14[/C][C]0.095284[/C][C]0.7381[/C][C]0.231676[/C][/ROW]
[ROW][C]15[/C][C]-0.185084[/C][C]-1.4337[/C][C]0.078431[/C][/ROW]
[ROW][C]16[/C][C]-0.020299[/C][C]-0.1572[/C][C]0.437794[/C][/ROW]
[ROW][C]17[/C][C]0.12143[/C][C]0.9406[/C][C]0.175343[/C][/ROW]
[ROW][C]18[/C][C]-0.154378[/C][C]-1.1958[/C][C]0.118238[/C][/ROW]
[ROW][C]19[/C][C]0.017323[/C][C]0.1342[/C][C]0.446854[/C][/ROW]
[ROW][C]20[/C][C]0.027967[/C][C]0.2166[/C][C]0.414615[/C][/ROW]
[ROW][C]21[/C][C]-0.093752[/C][C]-0.7262[/C][C]0.235269[/C][/ROW]
[ROW][C]22[/C][C]0.245487[/C][C]1.9015[/C][C]0.031018[/C][/ROW]
[ROW][C]23[/C][C]0.12851[/C][C]0.9954[/C][C]0.161761[/C][/ROW]
[ROW][C]24[/C][C]-0.017984[/C][C]-0.1393[/C][C]0.444839[/C][/ROW]
[ROW][C]25[/C][C]-0.297982[/C][C]-2.3082[/C][C]0.012227[/C][/ROW]
[ROW][C]26[/C][C]-0.140019[/C][C]-1.0846[/C][C]0.141222[/C][/ROW]
[ROW][C]27[/C][C]0.02019[/C][C]0.1564[/C][C]0.438124[/C][/ROW]
[ROW][C]28[/C][C]-0.009604[/C][C]-0.0744[/C][C]0.470473[/C][/ROW]
[ROW][C]29[/C][C]-0.031277[/C][C]-0.2423[/C][C]0.404697[/C][/ROW]
[ROW][C]30[/C][C]0.01497[/C][C]0.116[/C][C]0.454038[/C][/ROW]
[ROW][C]31[/C][C]0.01038[/C][C]0.0804[/C][C]0.468091[/C][/ROW]
[ROW][C]32[/C][C]-0.074528[/C][C]-0.5773[/C][C]0.282952[/C][/ROW]
[ROW][C]33[/C][C]-0.025888[/C][C]-0.2005[/C][C]0.420873[/C][/ROW]
[ROW][C]34[/C][C]-0.025029[/C][C]-0.1939[/C][C]0.423464[/C][/ROW]
[ROW][C]35[/C][C]-0.033378[/C][C]-0.2585[/C][C]0.398435[/C][/ROW]
[ROW][C]36[/C][C]0.014871[/C][C]0.1152[/C][C]0.454339[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167777&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167777&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	0.844413	6.5408	0
2	-0.134097	-1.0387	0.151553
3	0.047785	0.3701	0.356292
4	0.083441	0.6463	0.260264
5	0.020979	0.1625	0.435727
6	-0.049116	-0.3804	0.352478
7	0.014832	0.1149	0.45446
8	-0.006999	-0.0542	0.478473
9	0.093254	0.7223	0.236446
10	-0.157372	-1.219	0.113808
11	0.059863	0.4637	0.322271
12	0.038909	0.3014	0.38208
13	-0.286037	-2.2156	0.015261
14	0.095284	0.7381	0.231676
15	-0.185084	-1.4337	0.078431
16	-0.020299	-0.1572	0.437794
17	0.12143	0.9406	0.175343
18	-0.154378	-1.1958	0.118238
19	0.017323	0.1342	0.446854
20	0.027967	0.2166	0.414615
21	-0.093752	-0.7262	0.235269
22	0.245487	1.9015	0.031018
23	0.12851	0.9954	0.161761
24	-0.017984	-0.1393	0.444839
25	-0.297982	-2.3082	0.012227
26	-0.140019	-1.0846	0.141222
27	0.02019	0.1564	0.438124
28	-0.009604	-0.0744	0.470473
29	-0.031277	-0.2423	0.404697
30	0.01497	0.116	0.454038
31	0.01038	0.0804	0.468091
32	-0.074528	-0.5773	0.282952
33	-0.025888	-0.2005	0.420873
34	-0.025029	-0.1939	0.423464
35	-0.033378	-0.2585	0.398435
36	0.014871	0.1152	0.454339

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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