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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 13:17:14 -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/2008/Dec/02/t1228249187mqdzbcaoalg5nck.htm/, Retrieved Sun, 19 May 2024 11:16:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28360, Retrieved Sun, 19 May 2024 11:16:24 +0000

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Estimated Impact

122

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

F       [(Partial) Autocorrelation Function] [Non stat time ser...] [2008-12-02 20:17:14] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [Current]

Feedback Forum

2008-12-08 16:57:44 [Jonas Janssens] [reply] 
Goed uitgewerkt. De tijdreeks is stationair gemaakt.
2008-12-08 19:48:53 [5faab2fc6fb120339944528a32d48a04] [reply] 
Als we de grafiek met parameters d=2 en D=0 bekijken is de seizonaliteit en de lange termijn trend weg. We hebben de reeks stationair gemaakt.
2008-12-09 22:57:55 [Gert-Jan Geudens] [reply] 
Dit is volledig correct en dus kunnen we hier niets aan toe voegen.

Post a new message

Dataseries X:

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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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28360&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28360&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28360&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.279565	-2.1474	0.017941
2	0.092635	0.7115	0.239775
3	-0.035036	-0.2691	0.39439
4	0.188161	1.4453	0.076834
5	-0.126329	-0.9704	0.167916
6	-0.133521	-1.0256	0.154634
7	0.128346	0.9858	0.164118
8	0.062379	0.4791	0.316804
9	-0.247538	-1.9014	0.03107
10	0.097337	0.7477	0.228818
11	0.100574	0.7725	0.221444
12	-0.005624	-0.0432	0.482843
13	-0.159012	-1.2214	0.113398
14	-6.6e-05	-5e-04	0.499798
15	0.207505	1.5939	0.058154
16	-0.141417	-1.0862	0.140894
17	-0.031621	-0.2429	0.404467
18	0.010952	0.0841	0.466622
19	0.044757	0.3438	0.366114
20	-0.183504	-1.4095	0.081966
21	0.055995	0.4301	0.334342
22	0.014945	0.1148	0.454499
23	0.036546	0.2807	0.389956
24	-0.10764	-0.8268	0.205842
25	0.085403	0.656	0.25719
26	0.084982	0.6528	0.258223
27	-0.026389	-0.2027	0.420034
28	-0.022418	-0.1722	0.431937
29	0.004455	0.0342	0.48641
30	0.00969	0.0744	0.470459
31	-0.08971	-0.6891	0.246739
32	0.019413	0.1491	0.440986
33	0.016756	0.1287	0.449015
34	-0.077653	-0.5965	0.276574
35	0.094985	0.7296	0.234263
36	-0.054288	-0.417	0.339098

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.279565 & -2.1474 & 0.017941 \tabularnewline
2 & 0.092635 & 0.7115 & 0.239775 \tabularnewline
3 & -0.035036 & -0.2691 & 0.39439 \tabularnewline
4 & 0.188161 & 1.4453 & 0.076834 \tabularnewline
5 & -0.126329 & -0.9704 & 0.167916 \tabularnewline
6 & -0.133521 & -1.0256 & 0.154634 \tabularnewline
7 & 0.128346 & 0.9858 & 0.164118 \tabularnewline
8 & 0.062379 & 0.4791 & 0.316804 \tabularnewline
9 & -0.247538 & -1.9014 & 0.03107 \tabularnewline
10 & 0.097337 & 0.7477 & 0.228818 \tabularnewline
11 & 0.100574 & 0.7725 & 0.221444 \tabularnewline
12 & -0.005624 & -0.0432 & 0.482843 \tabularnewline
13 & -0.159012 & -1.2214 & 0.113398 \tabularnewline
14 & -6.6e-05 & -5e-04 & 0.499798 \tabularnewline
15 & 0.207505 & 1.5939 & 0.058154 \tabularnewline
16 & -0.141417 & -1.0862 & 0.140894 \tabularnewline
17 & -0.031621 & -0.2429 & 0.404467 \tabularnewline
18 & 0.010952 & 0.0841 & 0.466622 \tabularnewline
19 & 0.044757 & 0.3438 & 0.366114 \tabularnewline
20 & -0.183504 & -1.4095 & 0.081966 \tabularnewline
21 & 0.055995 & 0.4301 & 0.334342 \tabularnewline
22 & 0.014945 & 0.1148 & 0.454499 \tabularnewline
23 & 0.036546 & 0.2807 & 0.389956 \tabularnewline
24 & -0.10764 & -0.8268 & 0.205842 \tabularnewline
25 & 0.085403 & 0.656 & 0.25719 \tabularnewline
26 & 0.084982 & 0.6528 & 0.258223 \tabularnewline
27 & -0.026389 & -0.2027 & 0.420034 \tabularnewline
28 & -0.022418 & -0.1722 & 0.431937 \tabularnewline
29 & 0.004455 & 0.0342 & 0.48641 \tabularnewline
30 & 0.00969 & 0.0744 & 0.470459 \tabularnewline
31 & -0.08971 & -0.6891 & 0.246739 \tabularnewline
32 & 0.019413 & 0.1491 & 0.440986 \tabularnewline
33 & 0.016756 & 0.1287 & 0.449015 \tabularnewline
34 & -0.077653 & -0.5965 & 0.276574 \tabularnewline
35 & 0.094985 & 0.7296 & 0.234263 \tabularnewline
36 & -0.054288 & -0.417 & 0.339098 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28360&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]-0.279565[/C][C]-2.1474[/C][C]0.017941[/C][/ROW]
[ROW][C]2[/C][C]0.092635[/C][C]0.7115[/C][C]0.239775[/C][/ROW]
[ROW][C]3[/C][C]-0.035036[/C][C]-0.2691[/C][C]0.39439[/C][/ROW]
[ROW][C]4[/C][C]0.188161[/C][C]1.4453[/C][C]0.076834[/C][/ROW]
[ROW][C]5[/C][C]-0.126329[/C][C]-0.9704[/C][C]0.167916[/C][/ROW]
[ROW][C]6[/C][C]-0.133521[/C][C]-1.0256[/C][C]0.154634[/C][/ROW]
[ROW][C]7[/C][C]0.128346[/C][C]0.9858[/C][C]0.164118[/C][/ROW]
[ROW][C]8[/C][C]0.062379[/C][C]0.4791[/C][C]0.316804[/C][/ROW]
[ROW][C]9[/C][C]-0.247538[/C][C]-1.9014[/C][C]0.03107[/C][/ROW]
[ROW][C]10[/C][C]0.097337[/C][C]0.7477[/C][C]0.228818[/C][/ROW]
[ROW][C]11[/C][C]0.100574[/C][C]0.7725[/C][C]0.221444[/C][/ROW]
[ROW][C]12[/C][C]-0.005624[/C][C]-0.0432[/C][C]0.482843[/C][/ROW]
[ROW][C]13[/C][C]-0.159012[/C][C]-1.2214[/C][C]0.113398[/C][/ROW]
[ROW][C]14[/C][C]-6.6e-05[/C][C]-5e-04[/C][C]0.499798[/C][/ROW]
[ROW][C]15[/C][C]0.207505[/C][C]1.5939[/C][C]0.058154[/C][/ROW]
[ROW][C]16[/C][C]-0.141417[/C][C]-1.0862[/C][C]0.140894[/C][/ROW]
[ROW][C]17[/C][C]-0.031621[/C][C]-0.2429[/C][C]0.404467[/C][/ROW]
[ROW][C]18[/C][C]0.010952[/C][C]0.0841[/C][C]0.466622[/C][/ROW]
[ROW][C]19[/C][C]0.044757[/C][C]0.3438[/C][C]0.366114[/C][/ROW]
[ROW][C]20[/C][C]-0.183504[/C][C]-1.4095[/C][C]0.081966[/C][/ROW]
[ROW][C]21[/C][C]0.055995[/C][C]0.4301[/C][C]0.334342[/C][/ROW]
[ROW][C]22[/C][C]0.014945[/C][C]0.1148[/C][C]0.454499[/C][/ROW]
[ROW][C]23[/C][C]0.036546[/C][C]0.2807[/C][C]0.389956[/C][/ROW]
[ROW][C]24[/C][C]-0.10764[/C][C]-0.8268[/C][C]0.205842[/C][/ROW]
[ROW][C]25[/C][C]0.085403[/C][C]0.656[/C][C]0.25719[/C][/ROW]
[ROW][C]26[/C][C]0.084982[/C][C]0.6528[/C][C]0.258223[/C][/ROW]
[ROW][C]27[/C][C]-0.026389[/C][C]-0.2027[/C][C]0.420034[/C][/ROW]
[ROW][C]28[/C][C]-0.022418[/C][C]-0.1722[/C][C]0.431937[/C][/ROW]
[ROW][C]29[/C][C]0.004455[/C][C]0.0342[/C][C]0.48641[/C][/ROW]
[ROW][C]30[/C][C]0.00969[/C][C]0.0744[/C][C]0.470459[/C][/ROW]
[ROW][C]31[/C][C]-0.08971[/C][C]-0.6891[/C][C]0.246739[/C][/ROW]
[ROW][C]32[/C][C]0.019413[/C][C]0.1491[/C][C]0.440986[/C][/ROW]
[ROW][C]33[/C][C]0.016756[/C][C]0.1287[/C][C]0.449015[/C][/ROW]
[ROW][C]34[/C][C]-0.077653[/C][C]-0.5965[/C][C]0.276574[/C][/ROW]
[ROW][C]35[/C][C]0.094985[/C][C]0.7296[/C][C]0.234263[/C][/ROW]
[ROW][C]36[/C][C]-0.054288[/C][C]-0.417[/C][C]0.339098[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28360&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28360&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	-0.279565	-2.1474	0.017941
2	0.092635	0.7115	0.239775
3	-0.035036	-0.2691	0.39439
4	0.188161	1.4453	0.076834
5	-0.126329	-0.9704	0.167916
6	-0.133521	-1.0256	0.154634
7	0.128346	0.9858	0.164118
8	0.062379	0.4791	0.316804
9	-0.247538	-1.9014	0.03107
10	0.097337	0.7477	0.228818
11	0.100574	0.7725	0.221444
12	-0.005624	-0.0432	0.482843
13	-0.159012	-1.2214	0.113398
14	-6.6e-05	-5e-04	0.499798
15	0.207505	1.5939	0.058154
16	-0.141417	-1.0862	0.140894
17	-0.031621	-0.2429	0.404467
18	0.010952	0.0841	0.466622
19	0.044757	0.3438	0.366114
20	-0.183504	-1.4095	0.081966
21	0.055995	0.4301	0.334342
22	0.014945	0.1148	0.454499
23	0.036546	0.2807	0.389956
24	-0.10764	-0.8268	0.205842
25	0.085403	0.656	0.25719
26	0.084982	0.6528	0.258223
27	-0.026389	-0.2027	0.420034
28	-0.022418	-0.1722	0.431937
29	0.004455	0.0342	0.48641
30	0.00969	0.0744	0.470459
31	-0.08971	-0.6891	0.246739
32	0.019413	0.1491	0.440986
33	0.016756	0.1287	0.449015
34	-0.077653	-0.5965	0.276574
35	0.094985	0.7296	0.234263
36	-0.054288	-0.417	0.339098

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.279565	-2.1474	0.017941
2	0.015706	0.1206	0.452193
3	-0.005592	-0.043	0.482941
4	0.190592	1.464	0.074256
5	-0.028627	-0.2199	0.41336
6	-0.217649	-1.6718	0.04993
7	0.04875	0.3745	0.354703
8	0.12452	0.9565	0.171373
9	-0.211056	-1.6212	0.055159
10	0.019258	0.1479	0.441453
11	0.130712	1.004	0.159735
12	0.000459	0.0035	0.498599
13	-0.082525	-0.6339	0.264301
14	-0.126021	-0.968	0.168501
15	0.127252	0.9774	0.166171
16	0.052669	0.4046	0.343632
17	-0.035546	-0.273	0.392891
18	-0.106398	-0.8173	0.208534
19	-0.037364	-0.287	0.387558
20	-0.090591	-0.6958	0.24463
21	0.060808	0.4671	0.321083
22	-0.047007	-0.3611	0.359671
23	-0.012157	-0.0934	0.462959
24	0.069404	0.5331	0.297982
25	0.011974	0.092	0.463515
26	0.025789	0.1981	0.42183
27	0.013514	0.1038	0.458839
28	0.026535	0.2038	0.419597
29	-0.045481	-0.3493	0.364036
30	-0.042957	-0.33	0.371301
31	-0.080076	-0.6151	0.270435
32	0.025351	0.1947	0.423137
33	0.011545	0.0887	0.464819
34	-0.112069	-0.8608	0.196411
35	0.16659	1.2796	0.102847
36	-0.03186	-0.2447	0.403762

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.279565 & -2.1474 & 0.017941 \tabularnewline
2 & 0.015706 & 0.1206 & 0.452193 \tabularnewline
3 & -0.005592 & -0.043 & 0.482941 \tabularnewline
4 & 0.190592 & 1.464 & 0.074256 \tabularnewline
5 & -0.028627 & -0.2199 & 0.41336 \tabularnewline
6 & -0.217649 & -1.6718 & 0.04993 \tabularnewline
7 & 0.04875 & 0.3745 & 0.354703 \tabularnewline
8 & 0.12452 & 0.9565 & 0.171373 \tabularnewline
9 & -0.211056 & -1.6212 & 0.055159 \tabularnewline
10 & 0.019258 & 0.1479 & 0.441453 \tabularnewline
11 & 0.130712 & 1.004 & 0.159735 \tabularnewline
12 & 0.000459 & 0.0035 & 0.498599 \tabularnewline
13 & -0.082525 & -0.6339 & 0.264301 \tabularnewline
14 & -0.126021 & -0.968 & 0.168501 \tabularnewline
15 & 0.127252 & 0.9774 & 0.166171 \tabularnewline
16 & 0.052669 & 0.4046 & 0.343632 \tabularnewline
17 & -0.035546 & -0.273 & 0.392891 \tabularnewline
18 & -0.106398 & -0.8173 & 0.208534 \tabularnewline
19 & -0.037364 & -0.287 & 0.387558 \tabularnewline
20 & -0.090591 & -0.6958 & 0.24463 \tabularnewline
21 & 0.060808 & 0.4671 & 0.321083 \tabularnewline
22 & -0.047007 & -0.3611 & 0.359671 \tabularnewline
23 & -0.012157 & -0.0934 & 0.462959 \tabularnewline
24 & 0.069404 & 0.5331 & 0.297982 \tabularnewline
25 & 0.011974 & 0.092 & 0.463515 \tabularnewline
26 & 0.025789 & 0.1981 & 0.42183 \tabularnewline
27 & 0.013514 & 0.1038 & 0.458839 \tabularnewline
28 & 0.026535 & 0.2038 & 0.419597 \tabularnewline
29 & -0.045481 & -0.3493 & 0.364036 \tabularnewline
30 & -0.042957 & -0.33 & 0.371301 \tabularnewline
31 & -0.080076 & -0.6151 & 0.270435 \tabularnewline
32 & 0.025351 & 0.1947 & 0.423137 \tabularnewline
33 & 0.011545 & 0.0887 & 0.464819 \tabularnewline
34 & -0.112069 & -0.8608 & 0.196411 \tabularnewline
35 & 0.16659 & 1.2796 & 0.102847 \tabularnewline
36 & -0.03186 & -0.2447 & 0.403762 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28360&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]-0.279565[/C][C]-2.1474[/C][C]0.017941[/C][/ROW]
[ROW][C]2[/C][C]0.015706[/C][C]0.1206[/C][C]0.452193[/C][/ROW]
[ROW][C]3[/C][C]-0.005592[/C][C]-0.043[/C][C]0.482941[/C][/ROW]
[ROW][C]4[/C][C]0.190592[/C][C]1.464[/C][C]0.074256[/C][/ROW]
[ROW][C]5[/C][C]-0.028627[/C][C]-0.2199[/C][C]0.41336[/C][/ROW]
[ROW][C]6[/C][C]-0.217649[/C][C]-1.6718[/C][C]0.04993[/C][/ROW]
[ROW][C]7[/C][C]0.04875[/C][C]0.3745[/C][C]0.354703[/C][/ROW]
[ROW][C]8[/C][C]0.12452[/C][C]0.9565[/C][C]0.171373[/C][/ROW]
[ROW][C]9[/C][C]-0.211056[/C][C]-1.6212[/C][C]0.055159[/C][/ROW]
[ROW][C]10[/C][C]0.019258[/C][C]0.1479[/C][C]0.441453[/C][/ROW]
[ROW][C]11[/C][C]0.130712[/C][C]1.004[/C][C]0.159735[/C][/ROW]
[ROW][C]12[/C][C]0.000459[/C][C]0.0035[/C][C]0.498599[/C][/ROW]
[ROW][C]13[/C][C]-0.082525[/C][C]-0.6339[/C][C]0.264301[/C][/ROW]
[ROW][C]14[/C][C]-0.126021[/C][C]-0.968[/C][C]0.168501[/C][/ROW]
[ROW][C]15[/C][C]0.127252[/C][C]0.9774[/C][C]0.166171[/C][/ROW]
[ROW][C]16[/C][C]0.052669[/C][C]0.4046[/C][C]0.343632[/C][/ROW]
[ROW][C]17[/C][C]-0.035546[/C][C]-0.273[/C][C]0.392891[/C][/ROW]
[ROW][C]18[/C][C]-0.106398[/C][C]-0.8173[/C][C]0.208534[/C][/ROW]
[ROW][C]19[/C][C]-0.037364[/C][C]-0.287[/C][C]0.387558[/C][/ROW]
[ROW][C]20[/C][C]-0.090591[/C][C]-0.6958[/C][C]0.24463[/C][/ROW]
[ROW][C]21[/C][C]0.060808[/C][C]0.4671[/C][C]0.321083[/C][/ROW]
[ROW][C]22[/C][C]-0.047007[/C][C]-0.3611[/C][C]0.359671[/C][/ROW]
[ROW][C]23[/C][C]-0.012157[/C][C]-0.0934[/C][C]0.462959[/C][/ROW]
[ROW][C]24[/C][C]0.069404[/C][C]0.5331[/C][C]0.297982[/C][/ROW]
[ROW][C]25[/C][C]0.011974[/C][C]0.092[/C][C]0.463515[/C][/ROW]
[ROW][C]26[/C][C]0.025789[/C][C]0.1981[/C][C]0.42183[/C][/ROW]
[ROW][C]27[/C][C]0.013514[/C][C]0.1038[/C][C]0.458839[/C][/ROW]
[ROW][C]28[/C][C]0.026535[/C][C]0.2038[/C][C]0.419597[/C][/ROW]
[ROW][C]29[/C][C]-0.045481[/C][C]-0.3493[/C][C]0.364036[/C][/ROW]
[ROW][C]30[/C][C]-0.042957[/C][C]-0.33[/C][C]0.371301[/C][/ROW]
[ROW][C]31[/C][C]-0.080076[/C][C]-0.6151[/C][C]0.270435[/C][/ROW]
[ROW][C]32[/C][C]0.025351[/C][C]0.1947[/C][C]0.423137[/C][/ROW]
[ROW][C]33[/C][C]0.011545[/C][C]0.0887[/C][C]0.464819[/C][/ROW]
[ROW][C]34[/C][C]-0.112069[/C][C]-0.8608[/C][C]0.196411[/C][/ROW]
[ROW][C]35[/C][C]0.16659[/C][C]1.2796[/C][C]0.102847[/C][/ROW]
[ROW][C]36[/C][C]-0.03186[/C][C]-0.2447[/C][C]0.403762[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28360&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28360&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	-0.279565	-2.1474	0.017941
2	0.015706	0.1206	0.452193
3	-0.005592	-0.043	0.482941
4	0.190592	1.464	0.074256
5	-0.028627	-0.2199	0.41336
6	-0.217649	-1.6718	0.04993
7	0.04875	0.3745	0.354703
8	0.12452	0.9565	0.171373
9	-0.211056	-1.6212	0.055159
10	0.019258	0.1479	0.441453
11	0.130712	1.004	0.159735
12	0.000459	0.0035	0.498599
13	-0.082525	-0.6339	0.264301
14	-0.126021	-0.968	0.168501
15	0.127252	0.9774	0.166171
16	0.052669	0.4046	0.343632
17	-0.035546	-0.273	0.392891
18	-0.106398	-0.8173	0.208534
19	-0.037364	-0.287	0.387558
20	-0.090591	-0.6958	0.24463
21	0.060808	0.4671	0.321083
22	-0.047007	-0.3611	0.359671
23	-0.012157	-0.0934	0.462959
24	0.069404	0.5331	0.297982
25	0.011974	0.092	0.463515
26	0.025789	0.1981	0.42183
27	0.013514	0.1038	0.458839
28	0.026535	0.2038	0.419597
29	-0.045481	-0.3493	0.364036
30	-0.042957	-0.33	0.371301
31	-0.080076	-0.6151	0.270435
32	0.025351	0.1947	0.423137
33	0.011545	0.0887	0.464819
34	-0.112069	-0.8608	0.196411
35	0.16659	1.2796	0.102847
36	-0.03186	-0.2447	0.403762

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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 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