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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:33:42 -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/07/t1228675042jzvmnewx1lclbtc.htm/, Retrieved Sun, 19 May 2024 12:02:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30231, Retrieved Sun, 19 May 2024 12:02:01 +0000

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Estimated Impact

158

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Spectral Analysis] [Spectraal analyse...] [2008-12-06 18:27:45] [a4602103a5e123497aa555277d0e627b]
- RMPD      [(Partial) Autocorrelation Function] [ACF omzet] [2008-12-07 18:33:42] [09074fbe368d26382bb94e5bb318a104] [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	'George Udny Yule' @ 72.249.76.132

\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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30231&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30231&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.385145	-2.9584	0.002222
2	-0.390602	-3.0003	0.001974
3	0.611478	4.6968	8e-06
4	-0.443026	-3.4029	0.000602
5	-0.243266	-1.8686	0.033325
6	0.736758	5.6591	0
7	-0.312821	-2.4028	0.009717
8	-0.305854	-2.3493	0.011088
9	0.519094	3.9872	9.3e-05
10	-0.408014	-3.134	0.001343
11	-0.225091	-1.729	0.044524
12	0.723913	5.5605	0
13	-0.322381	-2.4763	0.008082
14	-0.244547	-1.8784	0.032635
15	0.474447	3.6443	0.000284
16	-0.413719	-3.1778	0.001181
17	-0.121029	-0.9296	0.178172
18	0.549297	4.2192	4.3e-05
19	-0.315019	-2.4197	0.009317
20	-0.134944	-1.0365	0.152093
21	0.36335	2.7909	0.003535
22	-0.363514	-2.7922	0.003523
23	-0.067102	-0.5154	0.304093
24	0.48849	3.7522	0.000201
25	-0.296761	-2.2795	0.013136
26	-0.091542	-0.7031	0.242364
27	0.305585	2.3472	0.011144
28	-0.336275	-2.583	0.006147
29	0.010333	0.0794	0.468503
30	0.322115	2.4742	0.008124
31	-0.21691	-1.6661	0.050496
32	-0.024706	-0.1898	0.42507
33	0.170762	1.3116	0.09736
34	-0.230759	-1.7725	0.040738
35	0.016046	0.1233	0.451163
36	0.251232	1.9298	0.029225

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.385145 & -2.9584 & 0.002222 \tabularnewline
2 & -0.390602 & -3.0003 & 0.001974 \tabularnewline
3 & 0.611478 & 4.6968 & 8e-06 \tabularnewline
4 & -0.443026 & -3.4029 & 0.000602 \tabularnewline
5 & -0.243266 & -1.8686 & 0.033325 \tabularnewline
6 & 0.736758 & 5.6591 & 0 \tabularnewline
7 & -0.312821 & -2.4028 & 0.009717 \tabularnewline
8 & -0.305854 & -2.3493 & 0.011088 \tabularnewline
9 & 0.519094 & 3.9872 & 9.3e-05 \tabularnewline
10 & -0.408014 & -3.134 & 0.001343 \tabularnewline
11 & -0.225091 & -1.729 & 0.044524 \tabularnewline
12 & 0.723913 & 5.5605 & 0 \tabularnewline
13 & -0.322381 & -2.4763 & 0.008082 \tabularnewline
14 & -0.244547 & -1.8784 & 0.032635 \tabularnewline
15 & 0.474447 & 3.6443 & 0.000284 \tabularnewline
16 & -0.413719 & -3.1778 & 0.001181 \tabularnewline
17 & -0.121029 & -0.9296 & 0.178172 \tabularnewline
18 & 0.549297 & 4.2192 & 4.3e-05 \tabularnewline
19 & -0.315019 & -2.4197 & 0.009317 \tabularnewline
20 & -0.134944 & -1.0365 & 0.152093 \tabularnewline
21 & 0.36335 & 2.7909 & 0.003535 \tabularnewline
22 & -0.363514 & -2.7922 & 0.003523 \tabularnewline
23 & -0.067102 & -0.5154 & 0.304093 \tabularnewline
24 & 0.48849 & 3.7522 & 0.000201 \tabularnewline
25 & -0.296761 & -2.2795 & 0.013136 \tabularnewline
26 & -0.091542 & -0.7031 & 0.242364 \tabularnewline
27 & 0.305585 & 2.3472 & 0.011144 \tabularnewline
28 & -0.336275 & -2.583 & 0.006147 \tabularnewline
29 & 0.010333 & 0.0794 & 0.468503 \tabularnewline
30 & 0.322115 & 2.4742 & 0.008124 \tabularnewline
31 & -0.21691 & -1.6661 & 0.050496 \tabularnewline
32 & -0.024706 & -0.1898 & 0.42507 \tabularnewline
33 & 0.170762 & 1.3116 & 0.09736 \tabularnewline
34 & -0.230759 & -1.7725 & 0.040738 \tabularnewline
35 & 0.016046 & 0.1233 & 0.451163 \tabularnewline
36 & 0.251232 & 1.9298 & 0.029225 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30231&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]-0.385145[/C][C]-2.9584[/C][C]0.002222[/C][/ROW]
[ROW][C]2[/C][C]-0.390602[/C][C]-3.0003[/C][C]0.001974[/C][/ROW]
[ROW][C]3[/C][C]0.611478[/C][C]4.6968[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.443026[/C][C]-3.4029[/C][C]0.000602[/C][/ROW]
[ROW][C]5[/C][C]-0.243266[/C][C]-1.8686[/C][C]0.033325[/C][/ROW]
[ROW][C]6[/C][C]0.736758[/C][C]5.6591[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.312821[/C][C]-2.4028[/C][C]0.009717[/C][/ROW]
[ROW][C]8[/C][C]-0.305854[/C][C]-2.3493[/C][C]0.011088[/C][/ROW]
[ROW][C]9[/C][C]0.519094[/C][C]3.9872[/C][C]9.3e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.408014[/C][C]-3.134[/C][C]0.001343[/C][/ROW]
[ROW][C]11[/C][C]-0.225091[/C][C]-1.729[/C][C]0.044524[/C][/ROW]
[ROW][C]12[/C][C]0.723913[/C][C]5.5605[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.322381[/C][C]-2.4763[/C][C]0.008082[/C][/ROW]
[ROW][C]14[/C][C]-0.244547[/C][C]-1.8784[/C][C]0.032635[/C][/ROW]
[ROW][C]15[/C][C]0.474447[/C][C]3.6443[/C][C]0.000284[/C][/ROW]
[ROW][C]16[/C][C]-0.413719[/C][C]-3.1778[/C][C]0.001181[/C][/ROW]
[ROW][C]17[/C][C]-0.121029[/C][C]-0.9296[/C][C]0.178172[/C][/ROW]
[ROW][C]18[/C][C]0.549297[/C][C]4.2192[/C][C]4.3e-05[/C][/ROW]
[ROW][C]19[/C][C]-0.315019[/C][C]-2.4197[/C][C]0.009317[/C][/ROW]
[ROW][C]20[/C][C]-0.134944[/C][C]-1.0365[/C][C]0.152093[/C][/ROW]
[ROW][C]21[/C][C]0.36335[/C][C]2.7909[/C][C]0.003535[/C][/ROW]
[ROW][C]22[/C][C]-0.363514[/C][C]-2.7922[/C][C]0.003523[/C][/ROW]
[ROW][C]23[/C][C]-0.067102[/C][C]-0.5154[/C][C]0.304093[/C][/ROW]
[ROW][C]24[/C][C]0.48849[/C][C]3.7522[/C][C]0.000201[/C][/ROW]
[ROW][C]25[/C][C]-0.296761[/C][C]-2.2795[/C][C]0.013136[/C][/ROW]
[ROW][C]26[/C][C]-0.091542[/C][C]-0.7031[/C][C]0.242364[/C][/ROW]
[ROW][C]27[/C][C]0.305585[/C][C]2.3472[/C][C]0.011144[/C][/ROW]
[ROW][C]28[/C][C]-0.336275[/C][C]-2.583[/C][C]0.006147[/C][/ROW]
[ROW][C]29[/C][C]0.010333[/C][C]0.0794[/C][C]0.468503[/C][/ROW]
[ROW][C]30[/C][C]0.322115[/C][C]2.4742[/C][C]0.008124[/C][/ROW]
[ROW][C]31[/C][C]-0.21691[/C][C]-1.6661[/C][C]0.050496[/C][/ROW]
[ROW][C]32[/C][C]-0.024706[/C][C]-0.1898[/C][C]0.42507[/C][/ROW]
[ROW][C]33[/C][C]0.170762[/C][C]1.3116[/C][C]0.09736[/C][/ROW]
[ROW][C]34[/C][C]-0.230759[/C][C]-1.7725[/C][C]0.040738[/C][/ROW]
[ROW][C]35[/C][C]0.016046[/C][C]0.1233[/C][C]0.451163[/C][/ROW]
[ROW][C]36[/C][C]0.251232[/C][C]1.9298[/C][C]0.029225[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30231&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30231&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	-0.385145	-2.9584	0.002222
2	-0.390602	-3.0003	0.001974
3	0.611478	4.6968	8e-06
4	-0.443026	-3.4029	0.000602
5	-0.243266	-1.8686	0.033325
6	0.736758	5.6591	0
7	-0.312821	-2.4028	0.009717
8	-0.305854	-2.3493	0.011088
9	0.519094	3.9872	9.3e-05
10	-0.408014	-3.134	0.001343
11	-0.225091	-1.729	0.044524
12	0.723913	5.5605	0
13	-0.322381	-2.4763	0.008082
14	-0.244547	-1.8784	0.032635
15	0.474447	3.6443	0.000284
16	-0.413719	-3.1778	0.001181
17	-0.121029	-0.9296	0.178172
18	0.549297	4.2192	4.3e-05
19	-0.315019	-2.4197	0.009317
20	-0.134944	-1.0365	0.152093
21	0.36335	2.7909	0.003535
22	-0.363514	-2.7922	0.003523
23	-0.067102	-0.5154	0.304093
24	0.48849	3.7522	0.000201
25	-0.296761	-2.2795	0.013136
26	-0.091542	-0.7031	0.242364
27	0.305585	2.3472	0.011144
28	-0.336275	-2.583	0.006147
29	0.010333	0.0794	0.468503
30	0.322115	2.4742	0.008124
31	-0.21691	-1.6661	0.050496
32	-0.024706	-0.1898	0.42507
33	0.170762	1.3116	0.09736
34	-0.230759	-1.7725	0.040738
35	0.016046	0.1233	0.451163
36	0.251232	1.9298	0.029225

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.385145	-2.9584	0.002222
2	-0.632807	-4.8607	5e-06
3	0.239158	1.837	0.035624
4	-0.513795	-3.9465	0.000107
5	-0.43504	-3.3416	0.000725
6	0.142484	1.0944	0.139105
7	0.18147	1.3939	0.084288
8	-0.057821	-0.4441	0.329286
9	-0.031765	-0.244	0.404041
10	-0.190917	-1.4665	0.073917
11	-0.290947	-2.2348	0.014615
12	0.143475	1.102	0.137458
13	0.076216	0.5854	0.280246
14	0.121544	0.9336	0.177158
15	-0.05251	-0.4033	0.344079
16	-0.021206	-0.1629	0.435582
17	0.101825	0.7821	0.218633
18	-0.088256	-0.6779	0.250239
19	-0.179513	-1.3789	0.086571
20	-0.120783	-0.9278	0.178659
21	-0.152957	-1.1749	0.122381
22	-0.08414	-0.6463	0.260299
23	-0.062914	-0.4832	0.315353
24	0.011012	0.0846	0.46644
25	-0.045427	-0.3489	0.364192
26	-0.043186	-0.3317	0.37064
27	-0.140749	-1.0811	0.142023
28	-0.065277	-0.5014	0.308976
29	-0.017204	-0.1321	0.447658
30	-0.219712	-1.6876	0.04838
31	0.026744	0.2054	0.418973
32	0.00554	0.0426	0.483101
33	-0.020578	-0.1581	0.437473
34	0.016415	0.1261	0.450046
35	-0.035443	-0.2722	0.393192
36	-0.05137	-0.3946	0.347286

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.385145 & -2.9584 & 0.002222 \tabularnewline
2 & -0.632807 & -4.8607 & 5e-06 \tabularnewline
3 & 0.239158 & 1.837 & 0.035624 \tabularnewline
4 & -0.513795 & -3.9465 & 0.000107 \tabularnewline
5 & -0.43504 & -3.3416 & 0.000725 \tabularnewline
6 & 0.142484 & 1.0944 & 0.139105 \tabularnewline
7 & 0.18147 & 1.3939 & 0.084288 \tabularnewline
8 & -0.057821 & -0.4441 & 0.329286 \tabularnewline
9 & -0.031765 & -0.244 & 0.404041 \tabularnewline
10 & -0.190917 & -1.4665 & 0.073917 \tabularnewline
11 & -0.290947 & -2.2348 & 0.014615 \tabularnewline
12 & 0.143475 & 1.102 & 0.137458 \tabularnewline
13 & 0.076216 & 0.5854 & 0.280246 \tabularnewline
14 & 0.121544 & 0.9336 & 0.177158 \tabularnewline
15 & -0.05251 & -0.4033 & 0.344079 \tabularnewline
16 & -0.021206 & -0.1629 & 0.435582 \tabularnewline
17 & 0.101825 & 0.7821 & 0.218633 \tabularnewline
18 & -0.088256 & -0.6779 & 0.250239 \tabularnewline
19 & -0.179513 & -1.3789 & 0.086571 \tabularnewline
20 & -0.120783 & -0.9278 & 0.178659 \tabularnewline
21 & -0.152957 & -1.1749 & 0.122381 \tabularnewline
22 & -0.08414 & -0.6463 & 0.260299 \tabularnewline
23 & -0.062914 & -0.4832 & 0.315353 \tabularnewline
24 & 0.011012 & 0.0846 & 0.46644 \tabularnewline
25 & -0.045427 & -0.3489 & 0.364192 \tabularnewline
26 & -0.043186 & -0.3317 & 0.37064 \tabularnewline
27 & -0.140749 & -1.0811 & 0.142023 \tabularnewline
28 & -0.065277 & -0.5014 & 0.308976 \tabularnewline
29 & -0.017204 & -0.1321 & 0.447658 \tabularnewline
30 & -0.219712 & -1.6876 & 0.04838 \tabularnewline
31 & 0.026744 & 0.2054 & 0.418973 \tabularnewline
32 & 0.00554 & 0.0426 & 0.483101 \tabularnewline
33 & -0.020578 & -0.1581 & 0.437473 \tabularnewline
34 & 0.016415 & 0.1261 & 0.450046 \tabularnewline
35 & -0.035443 & -0.2722 & 0.393192 \tabularnewline
36 & -0.05137 & -0.3946 & 0.347286 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30231&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]-0.385145[/C][C]-2.9584[/C][C]0.002222[/C][/ROW]
[ROW][C]2[/C][C]-0.632807[/C][C]-4.8607[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.239158[/C][C]1.837[/C][C]0.035624[/C][/ROW]
[ROW][C]4[/C][C]-0.513795[/C][C]-3.9465[/C][C]0.000107[/C][/ROW]
[ROW][C]5[/C][C]-0.43504[/C][C]-3.3416[/C][C]0.000725[/C][/ROW]
[ROW][C]6[/C][C]0.142484[/C][C]1.0944[/C][C]0.139105[/C][/ROW]
[ROW][C]7[/C][C]0.18147[/C][C]1.3939[/C][C]0.084288[/C][/ROW]
[ROW][C]8[/C][C]-0.057821[/C][C]-0.4441[/C][C]0.329286[/C][/ROW]
[ROW][C]9[/C][C]-0.031765[/C][C]-0.244[/C][C]0.404041[/C][/ROW]
[ROW][C]10[/C][C]-0.190917[/C][C]-1.4665[/C][C]0.073917[/C][/ROW]
[ROW][C]11[/C][C]-0.290947[/C][C]-2.2348[/C][C]0.014615[/C][/ROW]
[ROW][C]12[/C][C]0.143475[/C][C]1.102[/C][C]0.137458[/C][/ROW]
[ROW][C]13[/C][C]0.076216[/C][C]0.5854[/C][C]0.280246[/C][/ROW]
[ROW][C]14[/C][C]0.121544[/C][C]0.9336[/C][C]0.177158[/C][/ROW]
[ROW][C]15[/C][C]-0.05251[/C][C]-0.4033[/C][C]0.344079[/C][/ROW]
[ROW][C]16[/C][C]-0.021206[/C][C]-0.1629[/C][C]0.435582[/C][/ROW]
[ROW][C]17[/C][C]0.101825[/C][C]0.7821[/C][C]0.218633[/C][/ROW]
[ROW][C]18[/C][C]-0.088256[/C][C]-0.6779[/C][C]0.250239[/C][/ROW]
[ROW][C]19[/C][C]-0.179513[/C][C]-1.3789[/C][C]0.086571[/C][/ROW]
[ROW][C]20[/C][C]-0.120783[/C][C]-0.9278[/C][C]0.178659[/C][/ROW]
[ROW][C]21[/C][C]-0.152957[/C][C]-1.1749[/C][C]0.122381[/C][/ROW]
[ROW][C]22[/C][C]-0.08414[/C][C]-0.6463[/C][C]0.260299[/C][/ROW]
[ROW][C]23[/C][C]-0.062914[/C][C]-0.4832[/C][C]0.315353[/C][/ROW]
[ROW][C]24[/C][C]0.011012[/C][C]0.0846[/C][C]0.46644[/C][/ROW]
[ROW][C]25[/C][C]-0.045427[/C][C]-0.3489[/C][C]0.364192[/C][/ROW]
[ROW][C]26[/C][C]-0.043186[/C][C]-0.3317[/C][C]0.37064[/C][/ROW]
[ROW][C]27[/C][C]-0.140749[/C][C]-1.0811[/C][C]0.142023[/C][/ROW]
[ROW][C]28[/C][C]-0.065277[/C][C]-0.5014[/C][C]0.308976[/C][/ROW]
[ROW][C]29[/C][C]-0.017204[/C][C]-0.1321[/C][C]0.447658[/C][/ROW]
[ROW][C]30[/C][C]-0.219712[/C][C]-1.6876[/C][C]0.04838[/C][/ROW]
[ROW][C]31[/C][C]0.026744[/C][C]0.2054[/C][C]0.418973[/C][/ROW]
[ROW][C]32[/C][C]0.00554[/C][C]0.0426[/C][C]0.483101[/C][/ROW]
[ROW][C]33[/C][C]-0.020578[/C][C]-0.1581[/C][C]0.437473[/C][/ROW]
[ROW][C]34[/C][C]0.016415[/C][C]0.1261[/C][C]0.450046[/C][/ROW]
[ROW][C]35[/C][C]-0.035443[/C][C]-0.2722[/C][C]0.393192[/C][/ROW]
[ROW][C]36[/C][C]-0.05137[/C][C]-0.3946[/C][C]0.347286[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30231&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30231&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	-0.385145	-2.9584	0.002222
2	-0.632807	-4.8607	5e-06
3	0.239158	1.837	0.035624
4	-0.513795	-3.9465	0.000107
5	-0.43504	-3.3416	0.000725
6	0.142484	1.0944	0.139105
7	0.18147	1.3939	0.084288
8	-0.057821	-0.4441	0.329286
9	-0.031765	-0.244	0.404041
10	-0.190917	-1.4665	0.073917
11	-0.290947	-2.2348	0.014615
12	0.143475	1.102	0.137458
13	0.076216	0.5854	0.280246
14	0.121544	0.9336	0.177158
15	-0.05251	-0.4033	0.344079
16	-0.021206	-0.1629	0.435582
17	0.101825	0.7821	0.218633
18	-0.088256	-0.6779	0.250239
19	-0.179513	-1.3789	0.086571
20	-0.120783	-0.9278	0.178659
21	-0.152957	-1.1749	0.122381
22	-0.08414	-0.6463	0.260299
23	-0.062914	-0.4832	0.315353
24	0.011012	0.0846	0.46644
25	-0.045427	-0.3489	0.364192
26	-0.043186	-0.3317	0.37064
27	-0.140749	-1.0811	0.142023
28	-0.065277	-0.5014	0.308976
29	-0.017204	-0.1321	0.447658
30	-0.219712	-1.6876	0.04838
31	0.026744	0.2054	0.418973
32	0.00554	0.0426	0.483101
33	-0.020578	-0.1581	0.437473
34	0.016415	0.1261	0.450046
35	-0.035443	-0.2722	0.393192
36	-0.05137	-0.3946	0.347286

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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