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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 15 Dec 2007 02:32:27 -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/2007/Dec/15/t1197710191cyu5q2l8t5jqfs0.htm/, Retrieved Thu, 02 May 2024 15:30:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3988, Retrieved Thu, 02 May 2024 15:30:45 +0000

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Estimated Impact

247

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

-       [(Partial) Autocorrelation Function] [autocorrelatie: d...] [2007-12-15 09:32:27] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:05:07] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Summary of compuational 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 compuational 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=3988&T=0

[TABLE]
[ROW][C]Summary of compuational 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=3988&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3988&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 compuational 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
0	1	7.746	0
1	-0.03081	-0.2387	0.593906
2	0.143233	1.1095	0.135825
3	0.10587	0.8201	0.207713
4	0.248478	1.9247	0.029506
5	0.039596	0.3067	0.380065
6	0.194854	1.5093	0.068231
7	0.047568	0.3685	0.356913
8	0.145152	1.1243	0.132674
9	-0.00969	-0.0751	0.529792
10	-0.076971	-0.5962	0.723364
11	-0.19402	-1.5029	0.930941
12	0.284486	2.2036	0.0157
13	-0.281811	-2.1829	0.983516
14	-0.078177	-0.6056	0.726453
15	-0.082344	-0.6378	0.736995
16	0.012935	0.1002	0.460263
17	-0.130567	-1.0114	0.842049
18	-0.084222	-0.6524	0.741675
19	-0.017901	-0.1387	0.55491
20	-0.017029	-0.1319	0.552251
21	-0.154068	-1.1934	0.881295
22	-0.076315	-0.5911	0.721675
23	-0.168571	-1.3057	0.901689
24	0.171728	1.3302	0.094243
25	-0.088243	-0.6835	0.751548
26	-0.084327	-0.6532	0.741938
27	-0.069434	-0.5378	0.703659
28	0.021349	0.1654	0.434605
29	-0.194853	-1.5093	0.931767
30	-0.139746	-1.0825	0.858312
31	0.084831	0.6571	0.256815
32	-0.036763	-0.2848	0.611598
33	-0.144762	-1.1213	0.86669
34	0.006616	0.0512	0.479648
35	-0.198658	-1.5388	0.935444

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & -0.03081 & -0.2387 & 0.593906 \tabularnewline
2 & 0.143233 & 1.1095 & 0.135825 \tabularnewline
3 & 0.10587 & 0.8201 & 0.207713 \tabularnewline
4 & 0.248478 & 1.9247 & 0.029506 \tabularnewline
5 & 0.039596 & 0.3067 & 0.380065 \tabularnewline
6 & 0.194854 & 1.5093 & 0.068231 \tabularnewline
7 & 0.047568 & 0.3685 & 0.356913 \tabularnewline
8 & 0.145152 & 1.1243 & 0.132674 \tabularnewline
9 & -0.00969 & -0.0751 & 0.529792 \tabularnewline
10 & -0.076971 & -0.5962 & 0.723364 \tabularnewline
11 & -0.19402 & -1.5029 & 0.930941 \tabularnewline
12 & 0.284486 & 2.2036 & 0.0157 \tabularnewline
13 & -0.281811 & -2.1829 & 0.983516 \tabularnewline
14 & -0.078177 & -0.6056 & 0.726453 \tabularnewline
15 & -0.082344 & -0.6378 & 0.736995 \tabularnewline
16 & 0.012935 & 0.1002 & 0.460263 \tabularnewline
17 & -0.130567 & -1.0114 & 0.842049 \tabularnewline
18 & -0.084222 & -0.6524 & 0.741675 \tabularnewline
19 & -0.017901 & -0.1387 & 0.55491 \tabularnewline
20 & -0.017029 & -0.1319 & 0.552251 \tabularnewline
21 & -0.154068 & -1.1934 & 0.881295 \tabularnewline
22 & -0.076315 & -0.5911 & 0.721675 \tabularnewline
23 & -0.168571 & -1.3057 & 0.901689 \tabularnewline
24 & 0.171728 & 1.3302 & 0.094243 \tabularnewline
25 & -0.088243 & -0.6835 & 0.751548 \tabularnewline
26 & -0.084327 & -0.6532 & 0.741938 \tabularnewline
27 & -0.069434 & -0.5378 & 0.703659 \tabularnewline
28 & 0.021349 & 0.1654 & 0.434605 \tabularnewline
29 & -0.194853 & -1.5093 & 0.931767 \tabularnewline
30 & -0.139746 & -1.0825 & 0.858312 \tabularnewline
31 & 0.084831 & 0.6571 & 0.256815 \tabularnewline
32 & -0.036763 & -0.2848 & 0.611598 \tabularnewline
33 & -0.144762 & -1.1213 & 0.86669 \tabularnewline
34 & 0.006616 & 0.0512 & 0.479648 \tabularnewline
35 & -0.198658 & -1.5388 & 0.935444 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3988&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.03081[/C][C]-0.2387[/C][C]0.593906[/C][/ROW]
[ROW][C]2[/C][C]0.143233[/C][C]1.1095[/C][C]0.135825[/C][/ROW]
[ROW][C]3[/C][C]0.10587[/C][C]0.8201[/C][C]0.207713[/C][/ROW]
[ROW][C]4[/C][C]0.248478[/C][C]1.9247[/C][C]0.029506[/C][/ROW]
[ROW][C]5[/C][C]0.039596[/C][C]0.3067[/C][C]0.380065[/C][/ROW]
[ROW][C]6[/C][C]0.194854[/C][C]1.5093[/C][C]0.068231[/C][/ROW]
[ROW][C]7[/C][C]0.047568[/C][C]0.3685[/C][C]0.356913[/C][/ROW]
[ROW][C]8[/C][C]0.145152[/C][C]1.1243[/C][C]0.132674[/C][/ROW]
[ROW][C]9[/C][C]-0.00969[/C][C]-0.0751[/C][C]0.529792[/C][/ROW]
[ROW][C]10[/C][C]-0.076971[/C][C]-0.5962[/C][C]0.723364[/C][/ROW]
[ROW][C]11[/C][C]-0.19402[/C][C]-1.5029[/C][C]0.930941[/C][/ROW]
[ROW][C]12[/C][C]0.284486[/C][C]2.2036[/C][C]0.0157[/C][/ROW]
[ROW][C]13[/C][C]-0.281811[/C][C]-2.1829[/C][C]0.983516[/C][/ROW]
[ROW][C]14[/C][C]-0.078177[/C][C]-0.6056[/C][C]0.726453[/C][/ROW]
[ROW][C]15[/C][C]-0.082344[/C][C]-0.6378[/C][C]0.736995[/C][/ROW]
[ROW][C]16[/C][C]0.012935[/C][C]0.1002[/C][C]0.460263[/C][/ROW]
[ROW][C]17[/C][C]-0.130567[/C][C]-1.0114[/C][C]0.842049[/C][/ROW]
[ROW][C]18[/C][C]-0.084222[/C][C]-0.6524[/C][C]0.741675[/C][/ROW]
[ROW][C]19[/C][C]-0.017901[/C][C]-0.1387[/C][C]0.55491[/C][/ROW]
[ROW][C]20[/C][C]-0.017029[/C][C]-0.1319[/C][C]0.552251[/C][/ROW]
[ROW][C]21[/C][C]-0.154068[/C][C]-1.1934[/C][C]0.881295[/C][/ROW]
[ROW][C]22[/C][C]-0.076315[/C][C]-0.5911[/C][C]0.721675[/C][/ROW]
[ROW][C]23[/C][C]-0.168571[/C][C]-1.3057[/C][C]0.901689[/C][/ROW]
[ROW][C]24[/C][C]0.171728[/C][C]1.3302[/C][C]0.094243[/C][/ROW]
[ROW][C]25[/C][C]-0.088243[/C][C]-0.6835[/C][C]0.751548[/C][/ROW]
[ROW][C]26[/C][C]-0.084327[/C][C]-0.6532[/C][C]0.741938[/C][/ROW]
[ROW][C]27[/C][C]-0.069434[/C][C]-0.5378[/C][C]0.703659[/C][/ROW]
[ROW][C]28[/C][C]0.021349[/C][C]0.1654[/C][C]0.434605[/C][/ROW]
[ROW][C]29[/C][C]-0.194853[/C][C]-1.5093[/C][C]0.931767[/C][/ROW]
[ROW][C]30[/C][C]-0.139746[/C][C]-1.0825[/C][C]0.858312[/C][/ROW]
[ROW][C]31[/C][C]0.084831[/C][C]0.6571[/C][C]0.256815[/C][/ROW]
[ROW][C]32[/C][C]-0.036763[/C][C]-0.2848[/C][C]0.611598[/C][/ROW]
[ROW][C]33[/C][C]-0.144762[/C][C]-1.1213[/C][C]0.86669[/C][/ROW]
[ROW][C]34[/C][C]0.006616[/C][C]0.0512[/C][C]0.479648[/C][/ROW]
[ROW][C]35[/C][C]-0.198658[/C][C]-1.5388[/C][C]0.935444[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3988&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3988&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
0	1	7.746	0
1	-0.03081	-0.2387	0.593906
2	0.143233	1.1095	0.135825
3	0.10587	0.8201	0.207713
4	0.248478	1.9247	0.029506
5	0.039596	0.3067	0.380065
6	0.194854	1.5093	0.068231
7	0.047568	0.3685	0.356913
8	0.145152	1.1243	0.132674
9	-0.00969	-0.0751	0.529792
10	-0.076971	-0.5962	0.723364
11	-0.19402	-1.5029	0.930941
12	0.284486	2.2036	0.0157
13	-0.281811	-2.1829	0.983516
14	-0.078177	-0.6056	0.726453
15	-0.082344	-0.6378	0.736995
16	0.012935	0.1002	0.460263
17	-0.130567	-1.0114	0.842049
18	-0.084222	-0.6524	0.741675
19	-0.017901	-0.1387	0.55491
20	-0.017029	-0.1319	0.552251
21	-0.154068	-1.1934	0.881295
22	-0.076315	-0.5911	0.721675
23	-0.168571	-1.3057	0.901689
24	0.171728	1.3302	0.094243
25	-0.088243	-0.6835	0.751548
26	-0.084327	-0.6532	0.741938
27	-0.069434	-0.5378	0.703659
28	0.021349	0.1654	0.434605
29	-0.194853	-1.5093	0.931767
30	-0.139746	-1.0825	0.858312
31	0.084831	0.6571	0.256815
32	-0.036763	-0.2848	0.611598
33	-0.144762	-1.1213	0.86669
34	0.006616	0.0512	0.479648
35	-0.198658	-1.5388	0.935444

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.03081	-0.2387	0.593906
1	0.142419	1.1032	0.137178
2	0.116514	0.9025	0.185197
3	0.244207	1.8916	0.031686
4	0.038597	0.299	0.382999
5	0.137628	1.0661	0.145334
6	0.008709	0.0675	0.473221
7	0.055252	0.428	0.335098
8	-0.0604	-0.4679	0.679208
9	-0.20763	-1.6083	0.94349
10	-0.309533	-2.3976	0.990185
11	0.228917	1.7732	0.040637
12	-0.233947	-1.8121	0.962516
13	-0.095752	-0.7417	0.769417
14	0.024568	0.1903	0.424858
15	0.049885	0.3864	0.350281
16	0.109929	0.8515	0.198937
17	-0.045013	-0.3487	0.635721
18	0.143349	1.1104	0.135633
19	0.006495	0.0503	0.480021
20	-0.171793	-1.3307	0.905839
21	-0.047801	-0.3703	0.643754
22	-0.20114	-1.558	0.937757
23	0.000304	0.0024	0.499066
24	0.111646	0.8648	0.195295
25	-0.108612	-0.8413	0.798241
26	0.005873	0.0455	0.481933
27	-0.002589	-0.0201	0.507968
28	-0.14995	-1.1615	0.874982
29	-0.102129	-0.7911	0.783995
30	0.018247	0.1413	0.444036
31	-0.010532	-0.0816	0.532375
32	-0.075295	-0.5832	0.719039
33	0.042972	0.3329	0.3702
34	-0.076808	-0.5949	0.722943
35	0.010235	0.0793	0.468538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.03081 & -0.2387 & 0.593906 \tabularnewline
1 & 0.142419 & 1.1032 & 0.137178 \tabularnewline
2 & 0.116514 & 0.9025 & 0.185197 \tabularnewline
3 & 0.244207 & 1.8916 & 0.031686 \tabularnewline
4 & 0.038597 & 0.299 & 0.382999 \tabularnewline
5 & 0.137628 & 1.0661 & 0.145334 \tabularnewline
6 & 0.008709 & 0.0675 & 0.473221 \tabularnewline
7 & 0.055252 & 0.428 & 0.335098 \tabularnewline
8 & -0.0604 & -0.4679 & 0.679208 \tabularnewline
9 & -0.20763 & -1.6083 & 0.94349 \tabularnewline
10 & -0.309533 & -2.3976 & 0.990185 \tabularnewline
11 & 0.228917 & 1.7732 & 0.040637 \tabularnewline
12 & -0.233947 & -1.8121 & 0.962516 \tabularnewline
13 & -0.095752 & -0.7417 & 0.769417 \tabularnewline
14 & 0.024568 & 0.1903 & 0.424858 \tabularnewline
15 & 0.049885 & 0.3864 & 0.350281 \tabularnewline
16 & 0.109929 & 0.8515 & 0.198937 \tabularnewline
17 & -0.045013 & -0.3487 & 0.635721 \tabularnewline
18 & 0.143349 & 1.1104 & 0.135633 \tabularnewline
19 & 0.006495 & 0.0503 & 0.480021 \tabularnewline
20 & -0.171793 & -1.3307 & 0.905839 \tabularnewline
21 & -0.047801 & -0.3703 & 0.643754 \tabularnewline
22 & -0.20114 & -1.558 & 0.937757 \tabularnewline
23 & 0.000304 & 0.0024 & 0.499066 \tabularnewline
24 & 0.111646 & 0.8648 & 0.195295 \tabularnewline
25 & -0.108612 & -0.8413 & 0.798241 \tabularnewline
26 & 0.005873 & 0.0455 & 0.481933 \tabularnewline
27 & -0.002589 & -0.0201 & 0.507968 \tabularnewline
28 & -0.14995 & -1.1615 & 0.874982 \tabularnewline
29 & -0.102129 & -0.7911 & 0.783995 \tabularnewline
30 & 0.018247 & 0.1413 & 0.444036 \tabularnewline
31 & -0.010532 & -0.0816 & 0.532375 \tabularnewline
32 & -0.075295 & -0.5832 & 0.719039 \tabularnewline
33 & 0.042972 & 0.3329 & 0.3702 \tabularnewline
34 & -0.076808 & -0.5949 & 0.722943 \tabularnewline
35 & 0.010235 & 0.0793 & 0.468538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3988&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]0[/C][C]-0.03081[/C][C]-0.2387[/C][C]0.593906[/C][/ROW]
[ROW][C]1[/C][C]0.142419[/C][C]1.1032[/C][C]0.137178[/C][/ROW]
[ROW][C]2[/C][C]0.116514[/C][C]0.9025[/C][C]0.185197[/C][/ROW]
[ROW][C]3[/C][C]0.244207[/C][C]1.8916[/C][C]0.031686[/C][/ROW]
[ROW][C]4[/C][C]0.038597[/C][C]0.299[/C][C]0.382999[/C][/ROW]
[ROW][C]5[/C][C]0.137628[/C][C]1.0661[/C][C]0.145334[/C][/ROW]
[ROW][C]6[/C][C]0.008709[/C][C]0.0675[/C][C]0.473221[/C][/ROW]
[ROW][C]7[/C][C]0.055252[/C][C]0.428[/C][C]0.335098[/C][/ROW]
[ROW][C]8[/C][C]-0.0604[/C][C]-0.4679[/C][C]0.679208[/C][/ROW]
[ROW][C]9[/C][C]-0.20763[/C][C]-1.6083[/C][C]0.94349[/C][/ROW]
[ROW][C]10[/C][C]-0.309533[/C][C]-2.3976[/C][C]0.990185[/C][/ROW]
[ROW][C]11[/C][C]0.228917[/C][C]1.7732[/C][C]0.040637[/C][/ROW]
[ROW][C]12[/C][C]-0.233947[/C][C]-1.8121[/C][C]0.962516[/C][/ROW]
[ROW][C]13[/C][C]-0.095752[/C][C]-0.7417[/C][C]0.769417[/C][/ROW]
[ROW][C]14[/C][C]0.024568[/C][C]0.1903[/C][C]0.424858[/C][/ROW]
[ROW][C]15[/C][C]0.049885[/C][C]0.3864[/C][C]0.350281[/C][/ROW]
[ROW][C]16[/C][C]0.109929[/C][C]0.8515[/C][C]0.198937[/C][/ROW]
[ROW][C]17[/C][C]-0.045013[/C][C]-0.3487[/C][C]0.635721[/C][/ROW]
[ROW][C]18[/C][C]0.143349[/C][C]1.1104[/C][C]0.135633[/C][/ROW]
[ROW][C]19[/C][C]0.006495[/C][C]0.0503[/C][C]0.480021[/C][/ROW]
[ROW][C]20[/C][C]-0.171793[/C][C]-1.3307[/C][C]0.905839[/C][/ROW]
[ROW][C]21[/C][C]-0.047801[/C][C]-0.3703[/C][C]0.643754[/C][/ROW]
[ROW][C]22[/C][C]-0.20114[/C][C]-1.558[/C][C]0.937757[/C][/ROW]
[ROW][C]23[/C][C]0.000304[/C][C]0.0024[/C][C]0.499066[/C][/ROW]
[ROW][C]24[/C][C]0.111646[/C][C]0.8648[/C][C]0.195295[/C][/ROW]
[ROW][C]25[/C][C]-0.108612[/C][C]-0.8413[/C][C]0.798241[/C][/ROW]
[ROW][C]26[/C][C]0.005873[/C][C]0.0455[/C][C]0.481933[/C][/ROW]
[ROW][C]27[/C][C]-0.002589[/C][C]-0.0201[/C][C]0.507968[/C][/ROW]
[ROW][C]28[/C][C]-0.14995[/C][C]-1.1615[/C][C]0.874982[/C][/ROW]
[ROW][C]29[/C][C]-0.102129[/C][C]-0.7911[/C][C]0.783995[/C][/ROW]
[ROW][C]30[/C][C]0.018247[/C][C]0.1413[/C][C]0.444036[/C][/ROW]
[ROW][C]31[/C][C]-0.010532[/C][C]-0.0816[/C][C]0.532375[/C][/ROW]
[ROW][C]32[/C][C]-0.075295[/C][C]-0.5832[/C][C]0.719039[/C][/ROW]
[ROW][C]33[/C][C]0.042972[/C][C]0.3329[/C][C]0.3702[/C][/ROW]
[ROW][C]34[/C][C]-0.076808[/C][C]-0.5949[/C][C]0.722943[/C][/ROW]
[ROW][C]35[/C][C]0.010235[/C][C]0.0793[/C][C]0.468538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3988&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3988&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
0	-0.03081	-0.2387	0.593906
1	0.142419	1.1032	0.137178
2	0.116514	0.9025	0.185197
3	0.244207	1.8916	0.031686
4	0.038597	0.299	0.382999
5	0.137628	1.0661	0.145334
6	0.008709	0.0675	0.473221
7	0.055252	0.428	0.335098
8	-0.0604	-0.4679	0.679208
9	-0.20763	-1.6083	0.94349
10	-0.309533	-2.3976	0.990185
11	0.228917	1.7732	0.040637
12	-0.233947	-1.8121	0.962516
13	-0.095752	-0.7417	0.769417
14	0.024568	0.1903	0.424858
15	0.049885	0.3864	0.350281
16	0.109929	0.8515	0.198937
17	-0.045013	-0.3487	0.635721
18	0.143349	1.1104	0.135633
19	0.006495	0.0503	0.480021
20	-0.171793	-1.3307	0.905839
21	-0.047801	-0.3703	0.643754
22	-0.20114	-1.558	0.937757
23	0.000304	0.0024	0.499066
24	0.111646	0.8648	0.195295
25	-0.108612	-0.8413	0.798241
26	0.005873	0.0455	0.481933
27	-0.002589	-0.0201	0.507968
28	-0.14995	-1.1615	0.874982
29	-0.102129	-0.7911	0.783995
30	0.018247	0.1413	0.444036
31	-0.010532	-0.0816	0.532375
32	-0.075295	-0.5832	0.719039
33	0.042972	0.3329	0.3702
34	-0.076808	-0.5949	0.722943
35	0.010235	0.0793	0.468538

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(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