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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2016 18:53:07 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/22/t1482429923vpvuhxekhnvzi6f.htm/, Retrieved Mon, 29 Apr 2024 04:02:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302604, Retrieved Mon, 29 Apr 2024 04:02:46 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelation f...] [2016-12-22 17:53:07] [6c55ad42faec53ff18247bf53b5ba716] [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	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=302604&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=302604&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302604&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	0.71604	6.3239	0
2	0.46225	4.0825	5.3e-05
3	0.252872	2.2333	0.014197
4	0.132282	1.1683	0.123125
5	0.059854	0.5286	0.299286
6	-0.018858	-0.1665	0.434078
7	-0.084175	-0.7434	0.229733
8	-0.053598	-0.4734	0.318638
9	-0.134034	-1.1838	0.120052
10	-0.298269	-2.6342	0.005083
11	-0.420169	-3.7108	0.000193
12	-0.461703	-4.0776	5.4e-05
13	-0.364993	-3.2235	0.000925
14	-0.278734	-2.4617	0.008017
15	-0.172813	-1.5262	0.065497
16	0.009726	0.0859	0.465885
17	0.125294	1.1066	0.135942
18	0.160839	1.4205	0.079725
19	0.10889	0.9617	0.169588
20	0.070364	0.6214	0.268061
21	0.140289	1.239	0.10953
22	0.14949	1.3203	0.095305
23	0.154125	1.3612	0.088686
24	0.152486	1.3467	0.090985
25	0.15753	1.3913	0.08405
26	0.162976	1.4394	0.077024
27	0.129042	1.1397	0.128956
28	-0.00453	-0.04	0.484096
29	-0.056457	-0.4986	0.309728
30	-0.128911	-1.1385	0.129195
31	-0.122209	-1.0793	0.141886
32	-0.138547	-1.2236	0.11239
33	-0.138542	-1.2236	0.112399
34	-0.067344	-0.5948	0.276861
35	-0.046402	-0.4098	0.341532
36	-0.057338	-0.5064	0.307004

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.71604 & 6.3239 & 0 \tabularnewline
2 & 0.46225 & 4.0825 & 5.3e-05 \tabularnewline
3 & 0.252872 & 2.2333 & 0.014197 \tabularnewline
4 & 0.132282 & 1.1683 & 0.123125 \tabularnewline
5 & 0.059854 & 0.5286 & 0.299286 \tabularnewline
6 & -0.018858 & -0.1665 & 0.434078 \tabularnewline
7 & -0.084175 & -0.7434 & 0.229733 \tabularnewline
8 & -0.053598 & -0.4734 & 0.318638 \tabularnewline
9 & -0.134034 & -1.1838 & 0.120052 \tabularnewline
10 & -0.298269 & -2.6342 & 0.005083 \tabularnewline
11 & -0.420169 & -3.7108 & 0.000193 \tabularnewline
12 & -0.461703 & -4.0776 & 5.4e-05 \tabularnewline
13 & -0.364993 & -3.2235 & 0.000925 \tabularnewline
14 & -0.278734 & -2.4617 & 0.008017 \tabularnewline
15 & -0.172813 & -1.5262 & 0.065497 \tabularnewline
16 & 0.009726 & 0.0859 & 0.465885 \tabularnewline
17 & 0.125294 & 1.1066 & 0.135942 \tabularnewline
18 & 0.160839 & 1.4205 & 0.079725 \tabularnewline
19 & 0.10889 & 0.9617 & 0.169588 \tabularnewline
20 & 0.070364 & 0.6214 & 0.268061 \tabularnewline
21 & 0.140289 & 1.239 & 0.10953 \tabularnewline
22 & 0.14949 & 1.3203 & 0.095305 \tabularnewline
23 & 0.154125 & 1.3612 & 0.088686 \tabularnewline
24 & 0.152486 & 1.3467 & 0.090985 \tabularnewline
25 & 0.15753 & 1.3913 & 0.08405 \tabularnewline
26 & 0.162976 & 1.4394 & 0.077024 \tabularnewline
27 & 0.129042 & 1.1397 & 0.128956 \tabularnewline
28 & -0.00453 & -0.04 & 0.484096 \tabularnewline
29 & -0.056457 & -0.4986 & 0.309728 \tabularnewline
30 & -0.128911 & -1.1385 & 0.129195 \tabularnewline
31 & -0.122209 & -1.0793 & 0.141886 \tabularnewline
32 & -0.138547 & -1.2236 & 0.11239 \tabularnewline
33 & -0.138542 & -1.2236 & 0.112399 \tabularnewline
34 & -0.067344 & -0.5948 & 0.276861 \tabularnewline
35 & -0.046402 & -0.4098 & 0.341532 \tabularnewline
36 & -0.057338 & -0.5064 & 0.307004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302604&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]0.71604[/C][C]6.3239[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.46225[/C][C]4.0825[/C][C]5.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.252872[/C][C]2.2333[/C][C]0.014197[/C][/ROW]
[ROW][C]4[/C][C]0.132282[/C][C]1.1683[/C][C]0.123125[/C][/ROW]
[ROW][C]5[/C][C]0.059854[/C][C]0.5286[/C][C]0.299286[/C][/ROW]
[ROW][C]6[/C][C]-0.018858[/C][C]-0.1665[/C][C]0.434078[/C][/ROW]
[ROW][C]7[/C][C]-0.084175[/C][C]-0.7434[/C][C]0.229733[/C][/ROW]
[ROW][C]8[/C][C]-0.053598[/C][C]-0.4734[/C][C]0.318638[/C][/ROW]
[ROW][C]9[/C][C]-0.134034[/C][C]-1.1838[/C][C]0.120052[/C][/ROW]
[ROW][C]10[/C][C]-0.298269[/C][C]-2.6342[/C][C]0.005083[/C][/ROW]
[ROW][C]11[/C][C]-0.420169[/C][C]-3.7108[/C][C]0.000193[/C][/ROW]
[ROW][C]12[/C][C]-0.461703[/C][C]-4.0776[/C][C]5.4e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.364993[/C][C]-3.2235[/C][C]0.000925[/C][/ROW]
[ROW][C]14[/C][C]-0.278734[/C][C]-2.4617[/C][C]0.008017[/C][/ROW]
[ROW][C]15[/C][C]-0.172813[/C][C]-1.5262[/C][C]0.065497[/C][/ROW]
[ROW][C]16[/C][C]0.009726[/C][C]0.0859[/C][C]0.465885[/C][/ROW]
[ROW][C]17[/C][C]0.125294[/C][C]1.1066[/C][C]0.135942[/C][/ROW]
[ROW][C]18[/C][C]0.160839[/C][C]1.4205[/C][C]0.079725[/C][/ROW]
[ROW][C]19[/C][C]0.10889[/C][C]0.9617[/C][C]0.169588[/C][/ROW]
[ROW][C]20[/C][C]0.070364[/C][C]0.6214[/C][C]0.268061[/C][/ROW]
[ROW][C]21[/C][C]0.140289[/C][C]1.239[/C][C]0.10953[/C][/ROW]
[ROW][C]22[/C][C]0.14949[/C][C]1.3203[/C][C]0.095305[/C][/ROW]
[ROW][C]23[/C][C]0.154125[/C][C]1.3612[/C][C]0.088686[/C][/ROW]
[ROW][C]24[/C][C]0.152486[/C][C]1.3467[/C][C]0.090985[/C][/ROW]
[ROW][C]25[/C][C]0.15753[/C][C]1.3913[/C][C]0.08405[/C][/ROW]
[ROW][C]26[/C][C]0.162976[/C][C]1.4394[/C][C]0.077024[/C][/ROW]
[ROW][C]27[/C][C]0.129042[/C][C]1.1397[/C][C]0.128956[/C][/ROW]
[ROW][C]28[/C][C]-0.00453[/C][C]-0.04[/C][C]0.484096[/C][/ROW]
[ROW][C]29[/C][C]-0.056457[/C][C]-0.4986[/C][C]0.309728[/C][/ROW]
[ROW][C]30[/C][C]-0.128911[/C][C]-1.1385[/C][C]0.129195[/C][/ROW]
[ROW][C]31[/C][C]-0.122209[/C][C]-1.0793[/C][C]0.141886[/C][/ROW]
[ROW][C]32[/C][C]-0.138547[/C][C]-1.2236[/C][C]0.11239[/C][/ROW]
[ROW][C]33[/C][C]-0.138542[/C][C]-1.2236[/C][C]0.112399[/C][/ROW]
[ROW][C]34[/C][C]-0.067344[/C][C]-0.5948[/C][C]0.276861[/C][/ROW]
[ROW][C]35[/C][C]-0.046402[/C][C]-0.4098[/C][C]0.341532[/C][/ROW]
[ROW][C]36[/C][C]-0.057338[/C][C]-0.5064[/C][C]0.307004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302604&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302604&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	0.71604	6.3239	0
2	0.46225	4.0825	5.3e-05
3	0.252872	2.2333	0.014197
4	0.132282	1.1683	0.123125
5	0.059854	0.5286	0.299286
6	-0.018858	-0.1665	0.434078
7	-0.084175	-0.7434	0.229733
8	-0.053598	-0.4734	0.318638
9	-0.134034	-1.1838	0.120052
10	-0.298269	-2.6342	0.005083
11	-0.420169	-3.7108	0.000193
12	-0.461703	-4.0776	5.4e-05
13	-0.364993	-3.2235	0.000925
14	-0.278734	-2.4617	0.008017
15	-0.172813	-1.5262	0.065497
16	0.009726	0.0859	0.465885
17	0.125294	1.1066	0.135942
18	0.160839	1.4205	0.079725
19	0.10889	0.9617	0.169588
20	0.070364	0.6214	0.268061
21	0.140289	1.239	0.10953
22	0.14949	1.3203	0.095305
23	0.154125	1.3612	0.088686
24	0.152486	1.3467	0.090985
25	0.15753	1.3913	0.08405
26	0.162976	1.4394	0.077024
27	0.129042	1.1397	0.128956
28	-0.00453	-0.04	0.484096
29	-0.056457	-0.4986	0.309728
30	-0.128911	-1.1385	0.129195
31	-0.122209	-1.0793	0.141886
32	-0.138547	-1.2236	0.11239
33	-0.138542	-1.2236	0.112399
34	-0.067344	-0.5948	0.276861
35	-0.046402	-0.4098	0.341532
36	-0.057338	-0.5064	0.307004

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.71604	6.3239	0
2	-0.103562	-0.9146	0.181602
3	-0.079329	-0.7006	0.242815
4	0.021375	0.1888	0.425379
5	-0.009619	-0.085	0.466257
6	-0.088678	-0.7832	0.217944
7	-0.050122	-0.4427	0.329618
8	0.124336	1.0981	0.137768
9	-0.250104	-2.2089	0.01506
10	-0.29056	-2.5662	0.006099
11	-0.08512	-0.7518	0.227229
12	-0.056259	-0.4969	0.310341
13	0.073398	0.6482	0.259368
14	-0.056603	-0.4999	0.309275
15	0.092369	0.8158	0.208555
16	0.20842	1.8407	0.034733
17	-0.025046	-0.2212	0.412756
18	-0.010371	-0.0916	0.463626
19	-0.074768	-0.6603	0.255491
20	0.006883	0.0608	0.47584
21	0.06758	0.5969	0.276167
22	-0.186517	-1.6473	0.051763
23	0.042688	0.377	0.353596
24	-0.024065	-0.2125	0.41612
25	0.01976	0.1745	0.430958
26	0.07963	0.7033	0.241991
27	0.111731	0.9868	0.163402
28	-0.039918	-0.3525	0.362691
29	-0.018737	-0.1655	0.434498
30	-0.113954	-1.0064	0.158664
31	0.099291	0.8769	0.191612
32	-0.124102	-1.096	0.138218
33	-0.025222	-0.2228	0.412154
34	0.097562	0.8616	0.195762
35	-0.074235	-0.6556	0.256997
36	0.05287	0.4669	0.320923

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.71604 & 6.3239 & 0 \tabularnewline
2 & -0.103562 & -0.9146 & 0.181602 \tabularnewline
3 & -0.079329 & -0.7006 & 0.242815 \tabularnewline
4 & 0.021375 & 0.1888 & 0.425379 \tabularnewline
5 & -0.009619 & -0.085 & 0.466257 \tabularnewline
6 & -0.088678 & -0.7832 & 0.217944 \tabularnewline
7 & -0.050122 & -0.4427 & 0.329618 \tabularnewline
8 & 0.124336 & 1.0981 & 0.137768 \tabularnewline
9 & -0.250104 & -2.2089 & 0.01506 \tabularnewline
10 & -0.29056 & -2.5662 & 0.006099 \tabularnewline
11 & -0.08512 & -0.7518 & 0.227229 \tabularnewline
12 & -0.056259 & -0.4969 & 0.310341 \tabularnewline
13 & 0.073398 & 0.6482 & 0.259368 \tabularnewline
14 & -0.056603 & -0.4999 & 0.309275 \tabularnewline
15 & 0.092369 & 0.8158 & 0.208555 \tabularnewline
16 & 0.20842 & 1.8407 & 0.034733 \tabularnewline
17 & -0.025046 & -0.2212 & 0.412756 \tabularnewline
18 & -0.010371 & -0.0916 & 0.463626 \tabularnewline
19 & -0.074768 & -0.6603 & 0.255491 \tabularnewline
20 & 0.006883 & 0.0608 & 0.47584 \tabularnewline
21 & 0.06758 & 0.5969 & 0.276167 \tabularnewline
22 & -0.186517 & -1.6473 & 0.051763 \tabularnewline
23 & 0.042688 & 0.377 & 0.353596 \tabularnewline
24 & -0.024065 & -0.2125 & 0.41612 \tabularnewline
25 & 0.01976 & 0.1745 & 0.430958 \tabularnewline
26 & 0.07963 & 0.7033 & 0.241991 \tabularnewline
27 & 0.111731 & 0.9868 & 0.163402 \tabularnewline
28 & -0.039918 & -0.3525 & 0.362691 \tabularnewline
29 & -0.018737 & -0.1655 & 0.434498 \tabularnewline
30 & -0.113954 & -1.0064 & 0.158664 \tabularnewline
31 & 0.099291 & 0.8769 & 0.191612 \tabularnewline
32 & -0.124102 & -1.096 & 0.138218 \tabularnewline
33 & -0.025222 & -0.2228 & 0.412154 \tabularnewline
34 & 0.097562 & 0.8616 & 0.195762 \tabularnewline
35 & -0.074235 & -0.6556 & 0.256997 \tabularnewline
36 & 0.05287 & 0.4669 & 0.320923 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302604&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]0.71604[/C][C]6.3239[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.103562[/C][C]-0.9146[/C][C]0.181602[/C][/ROW]
[ROW][C]3[/C][C]-0.079329[/C][C]-0.7006[/C][C]0.242815[/C][/ROW]
[ROW][C]4[/C][C]0.021375[/C][C]0.1888[/C][C]0.425379[/C][/ROW]
[ROW][C]5[/C][C]-0.009619[/C][C]-0.085[/C][C]0.466257[/C][/ROW]
[ROW][C]6[/C][C]-0.088678[/C][C]-0.7832[/C][C]0.217944[/C][/ROW]
[ROW][C]7[/C][C]-0.050122[/C][C]-0.4427[/C][C]0.329618[/C][/ROW]
[ROW][C]8[/C][C]0.124336[/C][C]1.0981[/C][C]0.137768[/C][/ROW]
[ROW][C]9[/C][C]-0.250104[/C][C]-2.2089[/C][C]0.01506[/C][/ROW]
[ROW][C]10[/C][C]-0.29056[/C][C]-2.5662[/C][C]0.006099[/C][/ROW]
[ROW][C]11[/C][C]-0.08512[/C][C]-0.7518[/C][C]0.227229[/C][/ROW]
[ROW][C]12[/C][C]-0.056259[/C][C]-0.4969[/C][C]0.310341[/C][/ROW]
[ROW][C]13[/C][C]0.073398[/C][C]0.6482[/C][C]0.259368[/C][/ROW]
[ROW][C]14[/C][C]-0.056603[/C][C]-0.4999[/C][C]0.309275[/C][/ROW]
[ROW][C]15[/C][C]0.092369[/C][C]0.8158[/C][C]0.208555[/C][/ROW]
[ROW][C]16[/C][C]0.20842[/C][C]1.8407[/C][C]0.034733[/C][/ROW]
[ROW][C]17[/C][C]-0.025046[/C][C]-0.2212[/C][C]0.412756[/C][/ROW]
[ROW][C]18[/C][C]-0.010371[/C][C]-0.0916[/C][C]0.463626[/C][/ROW]
[ROW][C]19[/C][C]-0.074768[/C][C]-0.6603[/C][C]0.255491[/C][/ROW]
[ROW][C]20[/C][C]0.006883[/C][C]0.0608[/C][C]0.47584[/C][/ROW]
[ROW][C]21[/C][C]0.06758[/C][C]0.5969[/C][C]0.276167[/C][/ROW]
[ROW][C]22[/C][C]-0.186517[/C][C]-1.6473[/C][C]0.051763[/C][/ROW]
[ROW][C]23[/C][C]0.042688[/C][C]0.377[/C][C]0.353596[/C][/ROW]
[ROW][C]24[/C][C]-0.024065[/C][C]-0.2125[/C][C]0.41612[/C][/ROW]
[ROW][C]25[/C][C]0.01976[/C][C]0.1745[/C][C]0.430958[/C][/ROW]
[ROW][C]26[/C][C]0.07963[/C][C]0.7033[/C][C]0.241991[/C][/ROW]
[ROW][C]27[/C][C]0.111731[/C][C]0.9868[/C][C]0.163402[/C][/ROW]
[ROW][C]28[/C][C]-0.039918[/C][C]-0.3525[/C][C]0.362691[/C][/ROW]
[ROW][C]29[/C][C]-0.018737[/C][C]-0.1655[/C][C]0.434498[/C][/ROW]
[ROW][C]30[/C][C]-0.113954[/C][C]-1.0064[/C][C]0.158664[/C][/ROW]
[ROW][C]31[/C][C]0.099291[/C][C]0.8769[/C][C]0.191612[/C][/ROW]
[ROW][C]32[/C][C]-0.124102[/C][C]-1.096[/C][C]0.138218[/C][/ROW]
[ROW][C]33[/C][C]-0.025222[/C][C]-0.2228[/C][C]0.412154[/C][/ROW]
[ROW][C]34[/C][C]0.097562[/C][C]0.8616[/C][C]0.195762[/C][/ROW]
[ROW][C]35[/C][C]-0.074235[/C][C]-0.6556[/C][C]0.256997[/C][/ROW]
[ROW][C]36[/C][C]0.05287[/C][C]0.4669[/C][C]0.320923[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302604&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302604&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	0.71604	6.3239	0
2	-0.103562	-0.9146	0.181602
3	-0.079329	-0.7006	0.242815
4	0.021375	0.1888	0.425379
5	-0.009619	-0.085	0.466257
6	-0.088678	-0.7832	0.217944
7	-0.050122	-0.4427	0.329618
8	0.124336	1.0981	0.137768
9	-0.250104	-2.2089	0.01506
10	-0.29056	-2.5662	0.006099
11	-0.08512	-0.7518	0.227229
12	-0.056259	-0.4969	0.310341
13	0.073398	0.6482	0.259368
14	-0.056603	-0.4999	0.309275
15	0.092369	0.8158	0.208555
16	0.20842	1.8407	0.034733
17	-0.025046	-0.2212	0.412756
18	-0.010371	-0.0916	0.463626
19	-0.074768	-0.6603	0.255491
20	0.006883	0.0608	0.47584
21	0.06758	0.5969	0.276167
22	-0.186517	-1.6473	0.051763
23	0.042688	0.377	0.353596
24	-0.024065	-0.2125	0.41612
25	0.01976	0.1745	0.430958
26	0.07963	0.7033	0.241991
27	0.111731	0.9868	0.163402
28	-0.039918	-0.3525	0.362691
29	-0.018737	-0.1655	0.434498
30	-0.113954	-1.0064	0.158664
31	0.099291	0.8769	0.191612
32	-0.124102	-1.096	0.138218
33	-0.025222	-0.2228	0.412154
34	0.097562	0.8616	0.195762
35	-0.074235	-0.6556	0.256997
36	0.05287	0.4669	0.320923

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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 <- '1'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- '36'
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