Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2016 15:03:25 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/20/t1482242686pn1andx999a94lh.htm/, Retrieved Sun, 28 Apr 2024 09:30:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301681, Retrieved Sun, 28 Apr 2024 09:30:18 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

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

-       [(Partial) Autocorrelation Function] [N1668 Autocorrela...] [2016-12-20 14:03:25] [da1cd5b79b9c78a074da6b069a6d8376] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301681&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=301681&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301681&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.061259	-0.4375	0.331806
2	0.076388	0.5455	0.293887
3	-0.07058	-0.504	0.308202
4	-0.05075	-0.3624	0.359266
5	0.05222	0.3729	0.355374
6	0.217351	1.5522	0.0634
7	-0.026076	-0.1862	0.426505
8	-0.052646	-0.376	0.354251
9	0.06492	0.4636	0.322445
10	-0.070155	-0.501	0.30926
11	-0.029219	-0.2087	0.417771
12	-0.014774	-0.1055	0.458192
13	-0.079523	-0.5679	0.286295
14	0.001578	0.0113	0.495526
15	-0.08754	-0.6252	0.267326
16	-0.205706	-1.469	0.073983
17	0.007252	0.0518	0.47945
18	-0.100045	-0.7145	0.2391
19	-0.082067	-0.5861	0.280205
20	0.247649	1.7686	0.041473
21	0.000694	0.005	0.498033
22	0.072902	0.5206	0.30244
23	0.02079	0.1485	0.441279
24	-0.071082	-0.5076	0.306951
25	-0.033038	-0.2359	0.407213
26	0.190807	1.3626	0.089493
27	-0.037635	-0.2688	0.394596
28	0.004131	0.0295	0.488289
29	-0.06422	-0.4586	0.324226
30	0.098657	0.7045	0.242148
31	0.025041	0.1788	0.42939
32	0.158275	1.1303	0.131817
33	-0.131364	-0.9381	0.176301
34	-0.028782	-0.2055	0.418981
35	-0.062149	-0.4438	0.32952
36	-0.062794	-0.4484	0.327869

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.061259 & -0.4375 & 0.331806 \tabularnewline
2 & 0.076388 & 0.5455 & 0.293887 \tabularnewline
3 & -0.07058 & -0.504 & 0.308202 \tabularnewline
4 & -0.05075 & -0.3624 & 0.359266 \tabularnewline
5 & 0.05222 & 0.3729 & 0.355374 \tabularnewline
6 & 0.217351 & 1.5522 & 0.0634 \tabularnewline
7 & -0.026076 & -0.1862 & 0.426505 \tabularnewline
8 & -0.052646 & -0.376 & 0.354251 \tabularnewline
9 & 0.06492 & 0.4636 & 0.322445 \tabularnewline
10 & -0.070155 & -0.501 & 0.30926 \tabularnewline
11 & -0.029219 & -0.2087 & 0.417771 \tabularnewline
12 & -0.014774 & -0.1055 & 0.458192 \tabularnewline
13 & -0.079523 & -0.5679 & 0.286295 \tabularnewline
14 & 0.001578 & 0.0113 & 0.495526 \tabularnewline
15 & -0.08754 & -0.6252 & 0.267326 \tabularnewline
16 & -0.205706 & -1.469 & 0.073983 \tabularnewline
17 & 0.007252 & 0.0518 & 0.47945 \tabularnewline
18 & -0.100045 & -0.7145 & 0.2391 \tabularnewline
19 & -0.082067 & -0.5861 & 0.280205 \tabularnewline
20 & 0.247649 & 1.7686 & 0.041473 \tabularnewline
21 & 0.000694 & 0.005 & 0.498033 \tabularnewline
22 & 0.072902 & 0.5206 & 0.30244 \tabularnewline
23 & 0.02079 & 0.1485 & 0.441279 \tabularnewline
24 & -0.071082 & -0.5076 & 0.306951 \tabularnewline
25 & -0.033038 & -0.2359 & 0.407213 \tabularnewline
26 & 0.190807 & 1.3626 & 0.089493 \tabularnewline
27 & -0.037635 & -0.2688 & 0.394596 \tabularnewline
28 & 0.004131 & 0.0295 & 0.488289 \tabularnewline
29 & -0.06422 & -0.4586 & 0.324226 \tabularnewline
30 & 0.098657 & 0.7045 & 0.242148 \tabularnewline
31 & 0.025041 & 0.1788 & 0.42939 \tabularnewline
32 & 0.158275 & 1.1303 & 0.131817 \tabularnewline
33 & -0.131364 & -0.9381 & 0.176301 \tabularnewline
34 & -0.028782 & -0.2055 & 0.418981 \tabularnewline
35 & -0.062149 & -0.4438 & 0.32952 \tabularnewline
36 & -0.062794 & -0.4484 & 0.327869 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301681&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]-0.061259[/C][C]-0.4375[/C][C]0.331806[/C][/ROW]
[ROW][C]2[/C][C]0.076388[/C][C]0.5455[/C][C]0.293887[/C][/ROW]
[ROW][C]3[/C][C]-0.07058[/C][C]-0.504[/C][C]0.308202[/C][/ROW]
[ROW][C]4[/C][C]-0.05075[/C][C]-0.3624[/C][C]0.359266[/C][/ROW]
[ROW][C]5[/C][C]0.05222[/C][C]0.3729[/C][C]0.355374[/C][/ROW]
[ROW][C]6[/C][C]0.217351[/C][C]1.5522[/C][C]0.0634[/C][/ROW]
[ROW][C]7[/C][C]-0.026076[/C][C]-0.1862[/C][C]0.426505[/C][/ROW]
[ROW][C]8[/C][C]-0.052646[/C][C]-0.376[/C][C]0.354251[/C][/ROW]
[ROW][C]9[/C][C]0.06492[/C][C]0.4636[/C][C]0.322445[/C][/ROW]
[ROW][C]10[/C][C]-0.070155[/C][C]-0.501[/C][C]0.30926[/C][/ROW]
[ROW][C]11[/C][C]-0.029219[/C][C]-0.2087[/C][C]0.417771[/C][/ROW]
[ROW][C]12[/C][C]-0.014774[/C][C]-0.1055[/C][C]0.458192[/C][/ROW]
[ROW][C]13[/C][C]-0.079523[/C][C]-0.5679[/C][C]0.286295[/C][/ROW]
[ROW][C]14[/C][C]0.001578[/C][C]0.0113[/C][C]0.495526[/C][/ROW]
[ROW][C]15[/C][C]-0.08754[/C][C]-0.6252[/C][C]0.267326[/C][/ROW]
[ROW][C]16[/C][C]-0.205706[/C][C]-1.469[/C][C]0.073983[/C][/ROW]
[ROW][C]17[/C][C]0.007252[/C][C]0.0518[/C][C]0.47945[/C][/ROW]
[ROW][C]18[/C][C]-0.100045[/C][C]-0.7145[/C][C]0.2391[/C][/ROW]
[ROW][C]19[/C][C]-0.082067[/C][C]-0.5861[/C][C]0.280205[/C][/ROW]
[ROW][C]20[/C][C]0.247649[/C][C]1.7686[/C][C]0.041473[/C][/ROW]
[ROW][C]21[/C][C]0.000694[/C][C]0.005[/C][C]0.498033[/C][/ROW]
[ROW][C]22[/C][C]0.072902[/C][C]0.5206[/C][C]0.30244[/C][/ROW]
[ROW][C]23[/C][C]0.02079[/C][C]0.1485[/C][C]0.441279[/C][/ROW]
[ROW][C]24[/C][C]-0.071082[/C][C]-0.5076[/C][C]0.306951[/C][/ROW]
[ROW][C]25[/C][C]-0.033038[/C][C]-0.2359[/C][C]0.407213[/C][/ROW]
[ROW][C]26[/C][C]0.190807[/C][C]1.3626[/C][C]0.089493[/C][/ROW]
[ROW][C]27[/C][C]-0.037635[/C][C]-0.2688[/C][C]0.394596[/C][/ROW]
[ROW][C]28[/C][C]0.004131[/C][C]0.0295[/C][C]0.488289[/C][/ROW]
[ROW][C]29[/C][C]-0.06422[/C][C]-0.4586[/C][C]0.324226[/C][/ROW]
[ROW][C]30[/C][C]0.098657[/C][C]0.7045[/C][C]0.242148[/C][/ROW]
[ROW][C]31[/C][C]0.025041[/C][C]0.1788[/C][C]0.42939[/C][/ROW]
[ROW][C]32[/C][C]0.158275[/C][C]1.1303[/C][C]0.131817[/C][/ROW]
[ROW][C]33[/C][C]-0.131364[/C][C]-0.9381[/C][C]0.176301[/C][/ROW]
[ROW][C]34[/C][C]-0.028782[/C][C]-0.2055[/C][C]0.418981[/C][/ROW]
[ROW][C]35[/C][C]-0.062149[/C][C]-0.4438[/C][C]0.32952[/C][/ROW]
[ROW][C]36[/C][C]-0.062794[/C][C]-0.4484[/C][C]0.327869[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301681&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301681&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	-0.061259	-0.4375	0.331806
2	0.076388	0.5455	0.293887
3	-0.07058	-0.504	0.308202
4	-0.05075	-0.3624	0.359266
5	0.05222	0.3729	0.355374
6	0.217351	1.5522	0.0634
7	-0.026076	-0.1862	0.426505
8	-0.052646	-0.376	0.354251
9	0.06492	0.4636	0.322445
10	-0.070155	-0.501	0.30926
11	-0.029219	-0.2087	0.417771
12	-0.014774	-0.1055	0.458192
13	-0.079523	-0.5679	0.286295
14	0.001578	0.0113	0.495526
15	-0.08754	-0.6252	0.267326
16	-0.205706	-1.469	0.073983
17	0.007252	0.0518	0.47945
18	-0.100045	-0.7145	0.2391
19	-0.082067	-0.5861	0.280205
20	0.247649	1.7686	0.041473
21	0.000694	0.005	0.498033
22	0.072902	0.5206	0.30244
23	0.02079	0.1485	0.441279
24	-0.071082	-0.5076	0.306951
25	-0.033038	-0.2359	0.407213
26	0.190807	1.3626	0.089493
27	-0.037635	-0.2688	0.394596
28	0.004131	0.0295	0.488289
29	-0.06422	-0.4586	0.324226
30	0.098657	0.7045	0.242148
31	0.025041	0.1788	0.42939
32	0.158275	1.1303	0.131817
33	-0.131364	-0.9381	0.176301
34	-0.028782	-0.2055	0.418981
35	-0.062149	-0.4438	0.32952
36	-0.062794	-0.4484	0.327869

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.061259	-0.4375	0.331806
2	0.072909	0.5207	0.302423
3	-0.062339	-0.4452	0.329033
4	-0.064386	-0.4598	0.323805
5	0.056613	0.4043	0.343842
6	0.231916	1.6562	0.05191
7	-0.017193	-0.1228	0.451382
8	-0.096409	-0.6885	0.247129
9	0.104268	0.7446	0.229959
10	-0.024809	-0.1772	0.430036
11	-0.102532	-0.7322	0.233691
12	-0.063464	-0.4532	0.326156
13	-0.046448	-0.3317	0.370735
14	0.006598	0.0471	0.481301
15	-0.138569	-0.9896	0.163525
16	-0.231079	-1.6502	0.05252
17	0.042201	0.3014	0.382176
18	-0.068049	-0.486	0.314535
19	-0.156342	-1.1165	0.134719
20	0.282576	2.018	0.024433
21	0.161634	1.1543	0.126879
22	0.111652	0.7974	0.214471
23	0.040724	0.2908	0.386181
24	0.019337	0.1381	0.445354
25	0.041071	0.2933	0.385239
26	0.033687	0.2406	0.405426
27	-0.145304	-1.0377	0.152157
28	-0.082716	-0.5907	0.278662
29	-0.185597	-1.3254	0.095468
30	0.071999	0.5142	0.304675
31	-0.035403	-0.2528	0.40071
32	0.037209	0.2657	0.395761
33	-0.030352	-0.2168	0.414631
34	-0.023717	-0.1694	0.433085
35	0.023563	0.1683	0.433518
36	0.036193	0.2585	0.398542

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.061259 & -0.4375 & 0.331806 \tabularnewline
2 & 0.072909 & 0.5207 & 0.302423 \tabularnewline
3 & -0.062339 & -0.4452 & 0.329033 \tabularnewline
4 & -0.064386 & -0.4598 & 0.323805 \tabularnewline
5 & 0.056613 & 0.4043 & 0.343842 \tabularnewline
6 & 0.231916 & 1.6562 & 0.05191 \tabularnewline
7 & -0.017193 & -0.1228 & 0.451382 \tabularnewline
8 & -0.096409 & -0.6885 & 0.247129 \tabularnewline
9 & 0.104268 & 0.7446 & 0.229959 \tabularnewline
10 & -0.024809 & -0.1772 & 0.430036 \tabularnewline
11 & -0.102532 & -0.7322 & 0.233691 \tabularnewline
12 & -0.063464 & -0.4532 & 0.326156 \tabularnewline
13 & -0.046448 & -0.3317 & 0.370735 \tabularnewline
14 & 0.006598 & 0.0471 & 0.481301 \tabularnewline
15 & -0.138569 & -0.9896 & 0.163525 \tabularnewline
16 & -0.231079 & -1.6502 & 0.05252 \tabularnewline
17 & 0.042201 & 0.3014 & 0.382176 \tabularnewline
18 & -0.068049 & -0.486 & 0.314535 \tabularnewline
19 & -0.156342 & -1.1165 & 0.134719 \tabularnewline
20 & 0.282576 & 2.018 & 0.024433 \tabularnewline
21 & 0.161634 & 1.1543 & 0.126879 \tabularnewline
22 & 0.111652 & 0.7974 & 0.214471 \tabularnewline
23 & 0.040724 & 0.2908 & 0.386181 \tabularnewline
24 & 0.019337 & 0.1381 & 0.445354 \tabularnewline
25 & 0.041071 & 0.2933 & 0.385239 \tabularnewline
26 & 0.033687 & 0.2406 & 0.405426 \tabularnewline
27 & -0.145304 & -1.0377 & 0.152157 \tabularnewline
28 & -0.082716 & -0.5907 & 0.278662 \tabularnewline
29 & -0.185597 & -1.3254 & 0.095468 \tabularnewline
30 & 0.071999 & 0.5142 & 0.304675 \tabularnewline
31 & -0.035403 & -0.2528 & 0.40071 \tabularnewline
32 & 0.037209 & 0.2657 & 0.395761 \tabularnewline
33 & -0.030352 & -0.2168 & 0.414631 \tabularnewline
34 & -0.023717 & -0.1694 & 0.433085 \tabularnewline
35 & 0.023563 & 0.1683 & 0.433518 \tabularnewline
36 & 0.036193 & 0.2585 & 0.398542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301681&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]-0.061259[/C][C]-0.4375[/C][C]0.331806[/C][/ROW]
[ROW][C]2[/C][C]0.072909[/C][C]0.5207[/C][C]0.302423[/C][/ROW]
[ROW][C]3[/C][C]-0.062339[/C][C]-0.4452[/C][C]0.329033[/C][/ROW]
[ROW][C]4[/C][C]-0.064386[/C][C]-0.4598[/C][C]0.323805[/C][/ROW]
[ROW][C]5[/C][C]0.056613[/C][C]0.4043[/C][C]0.343842[/C][/ROW]
[ROW][C]6[/C][C]0.231916[/C][C]1.6562[/C][C]0.05191[/C][/ROW]
[ROW][C]7[/C][C]-0.017193[/C][C]-0.1228[/C][C]0.451382[/C][/ROW]
[ROW][C]8[/C][C]-0.096409[/C][C]-0.6885[/C][C]0.247129[/C][/ROW]
[ROW][C]9[/C][C]0.104268[/C][C]0.7446[/C][C]0.229959[/C][/ROW]
[ROW][C]10[/C][C]-0.024809[/C][C]-0.1772[/C][C]0.430036[/C][/ROW]
[ROW][C]11[/C][C]-0.102532[/C][C]-0.7322[/C][C]0.233691[/C][/ROW]
[ROW][C]12[/C][C]-0.063464[/C][C]-0.4532[/C][C]0.326156[/C][/ROW]
[ROW][C]13[/C][C]-0.046448[/C][C]-0.3317[/C][C]0.370735[/C][/ROW]
[ROW][C]14[/C][C]0.006598[/C][C]0.0471[/C][C]0.481301[/C][/ROW]
[ROW][C]15[/C][C]-0.138569[/C][C]-0.9896[/C][C]0.163525[/C][/ROW]
[ROW][C]16[/C][C]-0.231079[/C][C]-1.6502[/C][C]0.05252[/C][/ROW]
[ROW][C]17[/C][C]0.042201[/C][C]0.3014[/C][C]0.382176[/C][/ROW]
[ROW][C]18[/C][C]-0.068049[/C][C]-0.486[/C][C]0.314535[/C][/ROW]
[ROW][C]19[/C][C]-0.156342[/C][C]-1.1165[/C][C]0.134719[/C][/ROW]
[ROW][C]20[/C][C]0.282576[/C][C]2.018[/C][C]0.024433[/C][/ROW]
[ROW][C]21[/C][C]0.161634[/C][C]1.1543[/C][C]0.126879[/C][/ROW]
[ROW][C]22[/C][C]0.111652[/C][C]0.7974[/C][C]0.214471[/C][/ROW]
[ROW][C]23[/C][C]0.040724[/C][C]0.2908[/C][C]0.386181[/C][/ROW]
[ROW][C]24[/C][C]0.019337[/C][C]0.1381[/C][C]0.445354[/C][/ROW]
[ROW][C]25[/C][C]0.041071[/C][C]0.2933[/C][C]0.385239[/C][/ROW]
[ROW][C]26[/C][C]0.033687[/C][C]0.2406[/C][C]0.405426[/C][/ROW]
[ROW][C]27[/C][C]-0.145304[/C][C]-1.0377[/C][C]0.152157[/C][/ROW]
[ROW][C]28[/C][C]-0.082716[/C][C]-0.5907[/C][C]0.278662[/C][/ROW]
[ROW][C]29[/C][C]-0.185597[/C][C]-1.3254[/C][C]0.095468[/C][/ROW]
[ROW][C]30[/C][C]0.071999[/C][C]0.5142[/C][C]0.304675[/C][/ROW]
[ROW][C]31[/C][C]-0.035403[/C][C]-0.2528[/C][C]0.40071[/C][/ROW]
[ROW][C]32[/C][C]0.037209[/C][C]0.2657[/C][C]0.395761[/C][/ROW]
[ROW][C]33[/C][C]-0.030352[/C][C]-0.2168[/C][C]0.414631[/C][/ROW]
[ROW][C]34[/C][C]-0.023717[/C][C]-0.1694[/C][C]0.433085[/C][/ROW]
[ROW][C]35[/C][C]0.023563[/C][C]0.1683[/C][C]0.433518[/C][/ROW]
[ROW][C]36[/C][C]0.036193[/C][C]0.2585[/C][C]0.398542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301681&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301681&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	-0.061259	-0.4375	0.331806
2	0.072909	0.5207	0.302423
3	-0.062339	-0.4452	0.329033
4	-0.064386	-0.4598	0.323805
5	0.056613	0.4043	0.343842
6	0.231916	1.6562	0.05191
7	-0.017193	-0.1228	0.451382
8	-0.096409	-0.6885	0.247129
9	0.104268	0.7446	0.229959
10	-0.024809	-0.1772	0.430036
11	-0.102532	-0.7322	0.233691
12	-0.063464	-0.4532	0.326156
13	-0.046448	-0.3317	0.370735
14	0.006598	0.0471	0.481301
15	-0.138569	-0.9896	0.163525
16	-0.231079	-1.6502	0.05252
17	0.042201	0.3014	0.382176
18	-0.068049	-0.486	0.314535
19	-0.156342	-1.1165	0.134719
20	0.282576	2.018	0.024433
21	0.161634	1.1543	0.126879
22	0.111652	0.7974	0.214471
23	0.040724	0.2908	0.386181
24	0.019337	0.1381	0.445354
25	0.041071	0.2933	0.385239
26	0.033687	0.2406	0.405426
27	-0.145304	-1.0377	0.152157
28	-0.082716	-0.5907	0.278662
29	-0.185597	-1.3254	0.095468
30	0.071999	0.5142	0.304675
31	-0.035403	-0.2528	0.40071
32	0.037209	0.2657	0.395761
33	-0.030352	-0.2168	0.414631
34	-0.023717	-0.1694	0.433085
35	0.023563	0.1683	0.433518
36	0.036193	0.2585	0.398542

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 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- 'Default'
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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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