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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 04:35:59 -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/06/t1228563476sucjulrt1w2cl7d.htm/, Retrieved Sun, 19 May 2024 10:21:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29513, Retrieved Sun, 19 May 2024 10:21:35 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

200

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

F     [(Partial) Autocorrelation Function] [] [2008-12-03 07:40:58] [996314793dac993597edc1ca2281ff39]
-   PD    [(Partial) Autocorrelation Function] [] [2008-12-06 11:35:59] [e02910eed3830f1815f587e12f46cbdb] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29513&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29513&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29513&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966547	7.4868	0
2	0.90477	7.0083	0
3	0.831977	6.4445	0
4	0.747844	5.7928	0
5	0.666305	5.1612	1e-06
6	0.589038	4.5627	1.3e-05
7	0.512466	3.9695	9.8e-05
8	0.440078	3.4088	0.000586
9	0.377672	2.9254	0.002425
10	0.321984	2.4941	0.007701
11	0.274388	2.1254	0.01884
12	0.230962	1.789	0.039329
13	0.18759	1.4531	0.075708
14	0.148365	1.1492	0.127511
15	0.110932	0.8593	0.196805
16	0.076007	0.5887	0.27912
17	0.046245	0.3582	0.36072
18	0.018726	0.1451	0.442577
19	-0.005653	-0.0438	0.482611
20	-0.031711	-0.2456	0.403403
21	-0.058971	-0.4568	0.324737
22	-0.085212	-0.6601	0.255873
23	-0.109408	-0.8475	0.200049
24	-0.131347	-1.0174	0.156522
25	-0.151154	-1.1708	0.123147
26	-0.169086	-1.3097	0.09764
27	-0.186752	-1.4466	0.07661
28	-0.20217	-1.566	0.061304
29	-0.21651	-1.6771	0.049365
30	-0.228269	-1.7682	0.041058
31	-0.238723	-1.8491	0.034683
32	-0.250515	-1.9405	0.028512
33	-0.26113	-2.0227	0.023784
34	-0.271718	-2.1047	0.019757
35	-0.279424	-2.1644	0.017211
36	-0.286657	-2.2204	0.015089

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966547 & 7.4868 & 0 \tabularnewline
2 & 0.90477 & 7.0083 & 0 \tabularnewline
3 & 0.831977 & 6.4445 & 0 \tabularnewline
4 & 0.747844 & 5.7928 & 0 \tabularnewline
5 & 0.666305 & 5.1612 & 1e-06 \tabularnewline
6 & 0.589038 & 4.5627 & 1.3e-05 \tabularnewline
7 & 0.512466 & 3.9695 & 9.8e-05 \tabularnewline
8 & 0.440078 & 3.4088 & 0.000586 \tabularnewline
9 & 0.377672 & 2.9254 & 0.002425 \tabularnewline
10 & 0.321984 & 2.4941 & 0.007701 \tabularnewline
11 & 0.274388 & 2.1254 & 0.01884 \tabularnewline
12 & 0.230962 & 1.789 & 0.039329 \tabularnewline
13 & 0.18759 & 1.4531 & 0.075708 \tabularnewline
14 & 0.148365 & 1.1492 & 0.127511 \tabularnewline
15 & 0.110932 & 0.8593 & 0.196805 \tabularnewline
16 & 0.076007 & 0.5887 & 0.27912 \tabularnewline
17 & 0.046245 & 0.3582 & 0.36072 \tabularnewline
18 & 0.018726 & 0.1451 & 0.442577 \tabularnewline
19 & -0.005653 & -0.0438 & 0.482611 \tabularnewline
20 & -0.031711 & -0.2456 & 0.403403 \tabularnewline
21 & -0.058971 & -0.4568 & 0.324737 \tabularnewline
22 & -0.085212 & -0.6601 & 0.255873 \tabularnewline
23 & -0.109408 & -0.8475 & 0.200049 \tabularnewline
24 & -0.131347 & -1.0174 & 0.156522 \tabularnewline
25 & -0.151154 & -1.1708 & 0.123147 \tabularnewline
26 & -0.169086 & -1.3097 & 0.09764 \tabularnewline
27 & -0.186752 & -1.4466 & 0.07661 \tabularnewline
28 & -0.20217 & -1.566 & 0.061304 \tabularnewline
29 & -0.21651 & -1.6771 & 0.049365 \tabularnewline
30 & -0.228269 & -1.7682 & 0.041058 \tabularnewline
31 & -0.238723 & -1.8491 & 0.034683 \tabularnewline
32 & -0.250515 & -1.9405 & 0.028512 \tabularnewline
33 & -0.26113 & -2.0227 & 0.023784 \tabularnewline
34 & -0.271718 & -2.1047 & 0.019757 \tabularnewline
35 & -0.279424 & -2.1644 & 0.017211 \tabularnewline
36 & -0.286657 & -2.2204 & 0.015089 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29513&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]0.966547[/C][C]7.4868[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.90477[/C][C]7.0083[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.831977[/C][C]6.4445[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.747844[/C][C]5.7928[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.666305[/C][C]5.1612[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.589038[/C][C]4.5627[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.512466[/C][C]3.9695[/C][C]9.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.440078[/C][C]3.4088[/C][C]0.000586[/C][/ROW]
[ROW][C]9[/C][C]0.377672[/C][C]2.9254[/C][C]0.002425[/C][/ROW]
[ROW][C]10[/C][C]0.321984[/C][C]2.4941[/C][C]0.007701[/C][/ROW]
[ROW][C]11[/C][C]0.274388[/C][C]2.1254[/C][C]0.01884[/C][/ROW]
[ROW][C]12[/C][C]0.230962[/C][C]1.789[/C][C]0.039329[/C][/ROW]
[ROW][C]13[/C][C]0.18759[/C][C]1.4531[/C][C]0.075708[/C][/ROW]
[ROW][C]14[/C][C]0.148365[/C][C]1.1492[/C][C]0.127511[/C][/ROW]
[ROW][C]15[/C][C]0.110932[/C][C]0.8593[/C][C]0.196805[/C][/ROW]
[ROW][C]16[/C][C]0.076007[/C][C]0.5887[/C][C]0.27912[/C][/ROW]
[ROW][C]17[/C][C]0.046245[/C][C]0.3582[/C][C]0.36072[/C][/ROW]
[ROW][C]18[/C][C]0.018726[/C][C]0.1451[/C][C]0.442577[/C][/ROW]
[ROW][C]19[/C][C]-0.005653[/C][C]-0.0438[/C][C]0.482611[/C][/ROW]
[ROW][C]20[/C][C]-0.031711[/C][C]-0.2456[/C][C]0.403403[/C][/ROW]
[ROW][C]21[/C][C]-0.058971[/C][C]-0.4568[/C][C]0.324737[/C][/ROW]
[ROW][C]22[/C][C]-0.085212[/C][C]-0.6601[/C][C]0.255873[/C][/ROW]
[ROW][C]23[/C][C]-0.109408[/C][C]-0.8475[/C][C]0.200049[/C][/ROW]
[ROW][C]24[/C][C]-0.131347[/C][C]-1.0174[/C][C]0.156522[/C][/ROW]
[ROW][C]25[/C][C]-0.151154[/C][C]-1.1708[/C][C]0.123147[/C][/ROW]
[ROW][C]26[/C][C]-0.169086[/C][C]-1.3097[/C][C]0.09764[/C][/ROW]
[ROW][C]27[/C][C]-0.186752[/C][C]-1.4466[/C][C]0.07661[/C][/ROW]
[ROW][C]28[/C][C]-0.20217[/C][C]-1.566[/C][C]0.061304[/C][/ROW]
[ROW][C]29[/C][C]-0.21651[/C][C]-1.6771[/C][C]0.049365[/C][/ROW]
[ROW][C]30[/C][C]-0.228269[/C][C]-1.7682[/C][C]0.041058[/C][/ROW]
[ROW][C]31[/C][C]-0.238723[/C][C]-1.8491[/C][C]0.034683[/C][/ROW]
[ROW][C]32[/C][C]-0.250515[/C][C]-1.9405[/C][C]0.028512[/C][/ROW]
[ROW][C]33[/C][C]-0.26113[/C][C]-2.0227[/C][C]0.023784[/C][/ROW]
[ROW][C]34[/C][C]-0.271718[/C][C]-2.1047[/C][C]0.019757[/C][/ROW]
[ROW][C]35[/C][C]-0.279424[/C][C]-2.1644[/C][C]0.017211[/C][/ROW]
[ROW][C]36[/C][C]-0.286657[/C][C]-2.2204[/C][C]0.015089[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29513&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29513&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	0.966547	7.4868	0
2	0.90477	7.0083	0
3	0.831977	6.4445	0
4	0.747844	5.7928	0
5	0.666305	5.1612	1e-06
6	0.589038	4.5627	1.3e-05
7	0.512466	3.9695	9.8e-05
8	0.440078	3.4088	0.000586
9	0.377672	2.9254	0.002425
10	0.321984	2.4941	0.007701
11	0.274388	2.1254	0.01884
12	0.230962	1.789	0.039329
13	0.18759	1.4531	0.075708
14	0.148365	1.1492	0.127511
15	0.110932	0.8593	0.196805
16	0.076007	0.5887	0.27912
17	0.046245	0.3582	0.36072
18	0.018726	0.1451	0.442577
19	-0.005653	-0.0438	0.482611
20	-0.031711	-0.2456	0.403403
21	-0.058971	-0.4568	0.324737
22	-0.085212	-0.6601	0.255873
23	-0.109408	-0.8475	0.200049
24	-0.131347	-1.0174	0.156522
25	-0.151154	-1.1708	0.123147
26	-0.169086	-1.3097	0.09764
27	-0.186752	-1.4466	0.07661
28	-0.20217	-1.566	0.061304
29	-0.21651	-1.6771	0.049365
30	-0.228269	-1.7682	0.041058
31	-0.238723	-1.8491	0.034683
32	-0.250515	-1.9405	0.028512
33	-0.26113	-2.0227	0.023784
34	-0.271718	-2.1047	0.019757
35	-0.279424	-2.1644	0.017211
36	-0.286657	-2.2204	0.015089

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966547	7.4868	0
2	-0.447564	-3.4668	0.00049
3	-0.025285	-0.1959	0.422691
4	-0.179163	-1.3878	0.085167
5	0.142805	1.1062	0.136536
6	-0.063118	-0.4889	0.313343
7	-0.052296	-0.4051	0.343428
8	-0.013999	-0.1084	0.457005
9	0.096053	0.744	0.229884
10	-0.043902	-0.3401	0.367498
11	0.039822	0.3085	0.3794
12	-0.108762	-0.8425	0.201437
13	-0.022603	-0.1751	0.430802
14	0.028314	0.2193	0.413572
15	-0.047531	-0.3682	0.35702
16	0.012724	0.0986	0.460909
17	0.004297	0.0333	0.486779
18	-0.032497	-0.2517	0.401059
19	0.02777	0.2151	0.415206
20	-0.140305	-1.0868	0.140736
21	0.014659	0.1136	0.454986
22	-0.024456	-0.1894	0.425194
23	0.020876	0.1617	0.43604
24	-0.027874	-0.2159	0.414894
25	-0.016592	-0.1285	0.449085
26	-0.02894	-0.2242	0.411694
27	-0.010257	-0.0794	0.468471
28	-0.021583	-0.1672	0.433894
29	-0.037773	-0.2926	0.385422
30	0.013802	0.1069	0.457608
31	-0.056777	-0.4398	0.330833
32	-0.026362	-0.2042	0.419446
33	-0.006541	-0.0507	0.479879
34	-0.0415	-0.3215	0.37449
35	0.050829	0.3937	0.347593
36	-0.108018	-0.8367	0.203041

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966547 & 7.4868 & 0 \tabularnewline
2 & -0.447564 & -3.4668 & 0.00049 \tabularnewline
3 & -0.025285 & -0.1959 & 0.422691 \tabularnewline
4 & -0.179163 & -1.3878 & 0.085167 \tabularnewline
5 & 0.142805 & 1.1062 & 0.136536 \tabularnewline
6 & -0.063118 & -0.4889 & 0.313343 \tabularnewline
7 & -0.052296 & -0.4051 & 0.343428 \tabularnewline
8 & -0.013999 & -0.1084 & 0.457005 \tabularnewline
9 & 0.096053 & 0.744 & 0.229884 \tabularnewline
10 & -0.043902 & -0.3401 & 0.367498 \tabularnewline
11 & 0.039822 & 0.3085 & 0.3794 \tabularnewline
12 & -0.108762 & -0.8425 & 0.201437 \tabularnewline
13 & -0.022603 & -0.1751 & 0.430802 \tabularnewline
14 & 0.028314 & 0.2193 & 0.413572 \tabularnewline
15 & -0.047531 & -0.3682 & 0.35702 \tabularnewline
16 & 0.012724 & 0.0986 & 0.460909 \tabularnewline
17 & 0.004297 & 0.0333 & 0.486779 \tabularnewline
18 & -0.032497 & -0.2517 & 0.401059 \tabularnewline
19 & 0.02777 & 0.2151 & 0.415206 \tabularnewline
20 & -0.140305 & -1.0868 & 0.140736 \tabularnewline
21 & 0.014659 & 0.1136 & 0.454986 \tabularnewline
22 & -0.024456 & -0.1894 & 0.425194 \tabularnewline
23 & 0.020876 & 0.1617 & 0.43604 \tabularnewline
24 & -0.027874 & -0.2159 & 0.414894 \tabularnewline
25 & -0.016592 & -0.1285 & 0.449085 \tabularnewline
26 & -0.02894 & -0.2242 & 0.411694 \tabularnewline
27 & -0.010257 & -0.0794 & 0.468471 \tabularnewline
28 & -0.021583 & -0.1672 & 0.433894 \tabularnewline
29 & -0.037773 & -0.2926 & 0.385422 \tabularnewline
30 & 0.013802 & 0.1069 & 0.457608 \tabularnewline
31 & -0.056777 & -0.4398 & 0.330833 \tabularnewline
32 & -0.026362 & -0.2042 & 0.419446 \tabularnewline
33 & -0.006541 & -0.0507 & 0.479879 \tabularnewline
34 & -0.0415 & -0.3215 & 0.37449 \tabularnewline
35 & 0.050829 & 0.3937 & 0.347593 \tabularnewline
36 & -0.108018 & -0.8367 & 0.203041 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29513&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]0.966547[/C][C]7.4868[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.447564[/C][C]-3.4668[/C][C]0.00049[/C][/ROW]
[ROW][C]3[/C][C]-0.025285[/C][C]-0.1959[/C][C]0.422691[/C][/ROW]
[ROW][C]4[/C][C]-0.179163[/C][C]-1.3878[/C][C]0.085167[/C][/ROW]
[ROW][C]5[/C][C]0.142805[/C][C]1.1062[/C][C]0.136536[/C][/ROW]
[ROW][C]6[/C][C]-0.063118[/C][C]-0.4889[/C][C]0.313343[/C][/ROW]
[ROW][C]7[/C][C]-0.052296[/C][C]-0.4051[/C][C]0.343428[/C][/ROW]
[ROW][C]8[/C][C]-0.013999[/C][C]-0.1084[/C][C]0.457005[/C][/ROW]
[ROW][C]9[/C][C]0.096053[/C][C]0.744[/C][C]0.229884[/C][/ROW]
[ROW][C]10[/C][C]-0.043902[/C][C]-0.3401[/C][C]0.367498[/C][/ROW]
[ROW][C]11[/C][C]0.039822[/C][C]0.3085[/C][C]0.3794[/C][/ROW]
[ROW][C]12[/C][C]-0.108762[/C][C]-0.8425[/C][C]0.201437[/C][/ROW]
[ROW][C]13[/C][C]-0.022603[/C][C]-0.1751[/C][C]0.430802[/C][/ROW]
[ROW][C]14[/C][C]0.028314[/C][C]0.2193[/C][C]0.413572[/C][/ROW]
[ROW][C]15[/C][C]-0.047531[/C][C]-0.3682[/C][C]0.35702[/C][/ROW]
[ROW][C]16[/C][C]0.012724[/C][C]0.0986[/C][C]0.460909[/C][/ROW]
[ROW][C]17[/C][C]0.004297[/C][C]0.0333[/C][C]0.486779[/C][/ROW]
[ROW][C]18[/C][C]-0.032497[/C][C]-0.2517[/C][C]0.401059[/C][/ROW]
[ROW][C]19[/C][C]0.02777[/C][C]0.2151[/C][C]0.415206[/C][/ROW]
[ROW][C]20[/C][C]-0.140305[/C][C]-1.0868[/C][C]0.140736[/C][/ROW]
[ROW][C]21[/C][C]0.014659[/C][C]0.1136[/C][C]0.454986[/C][/ROW]
[ROW][C]22[/C][C]-0.024456[/C][C]-0.1894[/C][C]0.425194[/C][/ROW]
[ROW][C]23[/C][C]0.020876[/C][C]0.1617[/C][C]0.43604[/C][/ROW]
[ROW][C]24[/C][C]-0.027874[/C][C]-0.2159[/C][C]0.414894[/C][/ROW]
[ROW][C]25[/C][C]-0.016592[/C][C]-0.1285[/C][C]0.449085[/C][/ROW]
[ROW][C]26[/C][C]-0.02894[/C][C]-0.2242[/C][C]0.411694[/C][/ROW]
[ROW][C]27[/C][C]-0.010257[/C][C]-0.0794[/C][C]0.468471[/C][/ROW]
[ROW][C]28[/C][C]-0.021583[/C][C]-0.1672[/C][C]0.433894[/C][/ROW]
[ROW][C]29[/C][C]-0.037773[/C][C]-0.2926[/C][C]0.385422[/C][/ROW]
[ROW][C]30[/C][C]0.013802[/C][C]0.1069[/C][C]0.457608[/C][/ROW]
[ROW][C]31[/C][C]-0.056777[/C][C]-0.4398[/C][C]0.330833[/C][/ROW]
[ROW][C]32[/C][C]-0.026362[/C][C]-0.2042[/C][C]0.419446[/C][/ROW]
[ROW][C]33[/C][C]-0.006541[/C][C]-0.0507[/C][C]0.479879[/C][/ROW]
[ROW][C]34[/C][C]-0.0415[/C][C]-0.3215[/C][C]0.37449[/C][/ROW]
[ROW][C]35[/C][C]0.050829[/C][C]0.3937[/C][C]0.347593[/C][/ROW]
[ROW][C]36[/C][C]-0.108018[/C][C]-0.8367[/C][C]0.203041[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29513&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29513&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	0.966547	7.4868	0
2	-0.447564	-3.4668	0.00049
3	-0.025285	-0.1959	0.422691
4	-0.179163	-1.3878	0.085167
5	0.142805	1.1062	0.136536
6	-0.063118	-0.4889	0.313343
7	-0.052296	-0.4051	0.343428
8	-0.013999	-0.1084	0.457005
9	0.096053	0.744	0.229884
10	-0.043902	-0.3401	0.367498
11	0.039822	0.3085	0.3794
12	-0.108762	-0.8425	0.201437
13	-0.022603	-0.1751	0.430802
14	0.028314	0.2193	0.413572
15	-0.047531	-0.3682	0.35702
16	0.012724	0.0986	0.460909
17	0.004297	0.0333	0.486779
18	-0.032497	-0.2517	0.401059
19	0.02777	0.2151	0.415206
20	-0.140305	-1.0868	0.140736
21	0.014659	0.1136	0.454986
22	-0.024456	-0.1894	0.425194
23	0.020876	0.1617	0.43604
24	-0.027874	-0.2159	0.414894
25	-0.016592	-0.1285	0.449085
26	-0.02894	-0.2242	0.411694
27	-0.010257	-0.0794	0.468471
28	-0.021583	-0.1672	0.433894
29	-0.037773	-0.2926	0.385422
30	0.013802	0.1069	0.457608
31	-0.056777	-0.4398	0.330833
32	-0.026362	-0.2042	0.419446
33	-0.006541	-0.0507	0.479879
34	-0.0415	-0.3215	0.37449
35	0.050829	0.3937	0.347593
36	-0.108018	-0.8367	0.203041

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 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