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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 06:58:53 -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/11/t1229004533vuk81fme5ra285j.htm/, Retrieved Sun, 19 May 2024 05:51:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32243, Retrieved Sun, 19 May 2024 05:51:46 +0000

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Estimated Impact

185

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

-     [(Partial) Autocorrelation Function] [Autocorrelatie] [2008-12-11 12:13:13] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
-   PD    [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 13:58:53] [a9e6d7cd6e144e8b311d9f96a24c5a25] [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=32243&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=32243&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32243&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	-0.43029	-3.6257	0.000269
2	-0.060144	-0.5068	0.30694
3	0.159072	1.3404	0.092201
4	-0.066396	-0.5595	0.288802
5	0.01428	0.1203	0.452282
6	0.068361	0.576	0.283211
7	-0.126717	-1.0677	0.144628
8	-0.047079	-0.3967	0.346391
9	0.3033	2.5557	0.006371
10	-0.202769	-1.7086	0.04595
11	0.063077	0.5315	0.298367
12	-0.032812	-0.2765	0.391493
13	-0.123781	-1.043	0.150244
14	0.155648	1.3115	0.096955
15	-0.086254	-0.7268	0.234872
16	-0.210841	-1.7766	0.039961
17	0.293673	2.4745	0.007866
18	0.003786	0.0319	0.487322
19	-0.190465	-1.6049	0.056479
20	0.118639	0.9997	0.160432
21	0.070526	0.5943	0.277112
22	-0.186216	-1.5691	0.060537
23	0.243252	2.0497	0.022046
24	-0.193859	-1.6335	0.053397
25	-0.074634	-0.6289	0.265723
26	0.320324	2.6991	0.004342
27	-0.152079	-1.2814	0.102104
28	-0.089194	-0.7516	0.2274
29	0.147519	1.243	0.108975
30	-0.091868	-0.7741	0.220723
31	0.065904	0.5553	0.290212
32	-0.007463	-0.0629	0.475016
33	-0.12783	-1.0771	0.142537
34	0.084601	0.7129	0.239133
35	0.088949	0.7495	0.228016
36	-0.132014	-1.1124	0.134866

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.43029 & -3.6257 & 0.000269 \tabularnewline
2 & -0.060144 & -0.5068 & 0.30694 \tabularnewline
3 & 0.159072 & 1.3404 & 0.092201 \tabularnewline
4 & -0.066396 & -0.5595 & 0.288802 \tabularnewline
5 & 0.01428 & 0.1203 & 0.452282 \tabularnewline
6 & 0.068361 & 0.576 & 0.283211 \tabularnewline
7 & -0.126717 & -1.0677 & 0.144628 \tabularnewline
8 & -0.047079 & -0.3967 & 0.346391 \tabularnewline
9 & 0.3033 & 2.5557 & 0.006371 \tabularnewline
10 & -0.202769 & -1.7086 & 0.04595 \tabularnewline
11 & 0.063077 & 0.5315 & 0.298367 \tabularnewline
12 & -0.032812 & -0.2765 & 0.391493 \tabularnewline
13 & -0.123781 & -1.043 & 0.150244 \tabularnewline
14 & 0.155648 & 1.3115 & 0.096955 \tabularnewline
15 & -0.086254 & -0.7268 & 0.234872 \tabularnewline
16 & -0.210841 & -1.7766 & 0.039961 \tabularnewline
17 & 0.293673 & 2.4745 & 0.007866 \tabularnewline
18 & 0.003786 & 0.0319 & 0.487322 \tabularnewline
19 & -0.190465 & -1.6049 & 0.056479 \tabularnewline
20 & 0.118639 & 0.9997 & 0.160432 \tabularnewline
21 & 0.070526 & 0.5943 & 0.277112 \tabularnewline
22 & -0.186216 & -1.5691 & 0.060537 \tabularnewline
23 & 0.243252 & 2.0497 & 0.022046 \tabularnewline
24 & -0.193859 & -1.6335 & 0.053397 \tabularnewline
25 & -0.074634 & -0.6289 & 0.265723 \tabularnewline
26 & 0.320324 & 2.6991 & 0.004342 \tabularnewline
27 & -0.152079 & -1.2814 & 0.102104 \tabularnewline
28 & -0.089194 & -0.7516 & 0.2274 \tabularnewline
29 & 0.147519 & 1.243 & 0.108975 \tabularnewline
30 & -0.091868 & -0.7741 & 0.220723 \tabularnewline
31 & 0.065904 & 0.5553 & 0.290212 \tabularnewline
32 & -0.007463 & -0.0629 & 0.475016 \tabularnewline
33 & -0.12783 & -1.0771 & 0.142537 \tabularnewline
34 & 0.084601 & 0.7129 & 0.239133 \tabularnewline
35 & 0.088949 & 0.7495 & 0.228016 \tabularnewline
36 & -0.132014 & -1.1124 & 0.134866 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32243&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]-0.43029[/C][C]-3.6257[/C][C]0.000269[/C][/ROW]
[ROW][C]2[/C][C]-0.060144[/C][C]-0.5068[/C][C]0.30694[/C][/ROW]
[ROW][C]3[/C][C]0.159072[/C][C]1.3404[/C][C]0.092201[/C][/ROW]
[ROW][C]4[/C][C]-0.066396[/C][C]-0.5595[/C][C]0.288802[/C][/ROW]
[ROW][C]5[/C][C]0.01428[/C][C]0.1203[/C][C]0.452282[/C][/ROW]
[ROW][C]6[/C][C]0.068361[/C][C]0.576[/C][C]0.283211[/C][/ROW]
[ROW][C]7[/C][C]-0.126717[/C][C]-1.0677[/C][C]0.144628[/C][/ROW]
[ROW][C]8[/C][C]-0.047079[/C][C]-0.3967[/C][C]0.346391[/C][/ROW]
[ROW][C]9[/C][C]0.3033[/C][C]2.5557[/C][C]0.006371[/C][/ROW]
[ROW][C]10[/C][C]-0.202769[/C][C]-1.7086[/C][C]0.04595[/C][/ROW]
[ROW][C]11[/C][C]0.063077[/C][C]0.5315[/C][C]0.298367[/C][/ROW]
[ROW][C]12[/C][C]-0.032812[/C][C]-0.2765[/C][C]0.391493[/C][/ROW]
[ROW][C]13[/C][C]-0.123781[/C][C]-1.043[/C][C]0.150244[/C][/ROW]
[ROW][C]14[/C][C]0.155648[/C][C]1.3115[/C][C]0.096955[/C][/ROW]
[ROW][C]15[/C][C]-0.086254[/C][C]-0.7268[/C][C]0.234872[/C][/ROW]
[ROW][C]16[/C][C]-0.210841[/C][C]-1.7766[/C][C]0.039961[/C][/ROW]
[ROW][C]17[/C][C]0.293673[/C][C]2.4745[/C][C]0.007866[/C][/ROW]
[ROW][C]18[/C][C]0.003786[/C][C]0.0319[/C][C]0.487322[/C][/ROW]
[ROW][C]19[/C][C]-0.190465[/C][C]-1.6049[/C][C]0.056479[/C][/ROW]
[ROW][C]20[/C][C]0.118639[/C][C]0.9997[/C][C]0.160432[/C][/ROW]
[ROW][C]21[/C][C]0.070526[/C][C]0.5943[/C][C]0.277112[/C][/ROW]
[ROW][C]22[/C][C]-0.186216[/C][C]-1.5691[/C][C]0.060537[/C][/ROW]
[ROW][C]23[/C][C]0.243252[/C][C]2.0497[/C][C]0.022046[/C][/ROW]
[ROW][C]24[/C][C]-0.193859[/C][C]-1.6335[/C][C]0.053397[/C][/ROW]
[ROW][C]25[/C][C]-0.074634[/C][C]-0.6289[/C][C]0.265723[/C][/ROW]
[ROW][C]26[/C][C]0.320324[/C][C]2.6991[/C][C]0.004342[/C][/ROW]
[ROW][C]27[/C][C]-0.152079[/C][C]-1.2814[/C][C]0.102104[/C][/ROW]
[ROW][C]28[/C][C]-0.089194[/C][C]-0.7516[/C][C]0.2274[/C][/ROW]
[ROW][C]29[/C][C]0.147519[/C][C]1.243[/C][C]0.108975[/C][/ROW]
[ROW][C]30[/C][C]-0.091868[/C][C]-0.7741[/C][C]0.220723[/C][/ROW]
[ROW][C]31[/C][C]0.065904[/C][C]0.5553[/C][C]0.290212[/C][/ROW]
[ROW][C]32[/C][C]-0.007463[/C][C]-0.0629[/C][C]0.475016[/C][/ROW]
[ROW][C]33[/C][C]-0.12783[/C][C]-1.0771[/C][C]0.142537[/C][/ROW]
[ROW][C]34[/C][C]0.084601[/C][C]0.7129[/C][C]0.239133[/C][/ROW]
[ROW][C]35[/C][C]0.088949[/C][C]0.7495[/C][C]0.228016[/C][/ROW]
[ROW][C]36[/C][C]-0.132014[/C][C]-1.1124[/C][C]0.134866[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32243&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32243&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	-0.43029	-3.6257	0.000269
2	-0.060144	-0.5068	0.30694
3	0.159072	1.3404	0.092201
4	-0.066396	-0.5595	0.288802
5	0.01428	0.1203	0.452282
6	0.068361	0.576	0.283211
7	-0.126717	-1.0677	0.144628
8	-0.047079	-0.3967	0.346391
9	0.3033	2.5557	0.006371
10	-0.202769	-1.7086	0.04595
11	0.063077	0.5315	0.298367
12	-0.032812	-0.2765	0.391493
13	-0.123781	-1.043	0.150244
14	0.155648	1.3115	0.096955
15	-0.086254	-0.7268	0.234872
16	-0.210841	-1.7766	0.039961
17	0.293673	2.4745	0.007866
18	0.003786	0.0319	0.487322
19	-0.190465	-1.6049	0.056479
20	0.118639	0.9997	0.160432
21	0.070526	0.5943	0.277112
22	-0.186216	-1.5691	0.060537
23	0.243252	2.0497	0.022046
24	-0.193859	-1.6335	0.053397
25	-0.074634	-0.6289	0.265723
26	0.320324	2.6991	0.004342
27	-0.152079	-1.2814	0.102104
28	-0.089194	-0.7516	0.2274
29	0.147519	1.243	0.108975
30	-0.091868	-0.7741	0.220723
31	0.065904	0.5553	0.290212
32	-0.007463	-0.0629	0.475016
33	-0.12783	-1.0771	0.142537
34	0.084601	0.7129	0.239133
35	0.088949	0.7495	0.228016
36	-0.132014	-1.1124	0.134866

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.43029	-3.6257	0.000269
2	-0.301029	-2.5365	0.006698
3	-0.00557	-0.0469	0.481348
4	0.003013	0.0254	0.489909
5	0.035491	0.2991	0.382886
6	0.097038	0.8177	0.208144
7	-0.060675	-0.5113	0.30538
8	-0.174933	-1.474	0.072449
9	0.220189	1.8553	0.033849
10	0.077374	0.652	0.258265
11	0.117038	0.9862	0.163696
12	-0.063596	-0.5359	0.296862
13	-0.220788	-1.8604	0.033486
14	-0.053207	-0.4483	0.327641
15	-0.079806	-0.6725	0.251739
16	-0.259158	-2.1837	0.016145
17	0.125033	1.0535	0.147831
18	0.179147	1.5095	0.067802
19	-0.008264	-0.0696	0.472341
20	-0.086785	-0.7313	0.233513
21	0.15043	1.2675	0.10455
22	-0.015199	-0.1281	0.449229
23	0.147952	1.2467	0.108309
24	-0.025432	-0.2143	0.415465
25	-0.089801	-0.7567	0.225875
26	0.105193	0.8864	0.189204
27	0.01664	0.1402	0.444446
28	-0.167571	-1.412	0.081162
29	0.029091	0.2451	0.403534
30	-0.00488	-0.0411	0.483657
31	0.078277	0.6596	0.255832
32	-0.116828	-0.9844	0.164129
33	0.055777	0.47	0.319903
34	0.056649	0.4773	0.317294
35	-0.027986	-0.2358	0.407129
36	-0.014556	-0.1227	0.451364

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.43029 & -3.6257 & 0.000269 \tabularnewline
2 & -0.301029 & -2.5365 & 0.006698 \tabularnewline
3 & -0.00557 & -0.0469 & 0.481348 \tabularnewline
4 & 0.003013 & 0.0254 & 0.489909 \tabularnewline
5 & 0.035491 & 0.2991 & 0.382886 \tabularnewline
6 & 0.097038 & 0.8177 & 0.208144 \tabularnewline
7 & -0.060675 & -0.5113 & 0.30538 \tabularnewline
8 & -0.174933 & -1.474 & 0.072449 \tabularnewline
9 & 0.220189 & 1.8553 & 0.033849 \tabularnewline
10 & 0.077374 & 0.652 & 0.258265 \tabularnewline
11 & 0.117038 & 0.9862 & 0.163696 \tabularnewline
12 & -0.063596 & -0.5359 & 0.296862 \tabularnewline
13 & -0.220788 & -1.8604 & 0.033486 \tabularnewline
14 & -0.053207 & -0.4483 & 0.327641 \tabularnewline
15 & -0.079806 & -0.6725 & 0.251739 \tabularnewline
16 & -0.259158 & -2.1837 & 0.016145 \tabularnewline
17 & 0.125033 & 1.0535 & 0.147831 \tabularnewline
18 & 0.179147 & 1.5095 & 0.067802 \tabularnewline
19 & -0.008264 & -0.0696 & 0.472341 \tabularnewline
20 & -0.086785 & -0.7313 & 0.233513 \tabularnewline
21 & 0.15043 & 1.2675 & 0.10455 \tabularnewline
22 & -0.015199 & -0.1281 & 0.449229 \tabularnewline
23 & 0.147952 & 1.2467 & 0.108309 \tabularnewline
24 & -0.025432 & -0.2143 & 0.415465 \tabularnewline
25 & -0.089801 & -0.7567 & 0.225875 \tabularnewline
26 & 0.105193 & 0.8864 & 0.189204 \tabularnewline
27 & 0.01664 & 0.1402 & 0.444446 \tabularnewline
28 & -0.167571 & -1.412 & 0.081162 \tabularnewline
29 & 0.029091 & 0.2451 & 0.403534 \tabularnewline
30 & -0.00488 & -0.0411 & 0.483657 \tabularnewline
31 & 0.078277 & 0.6596 & 0.255832 \tabularnewline
32 & -0.116828 & -0.9844 & 0.164129 \tabularnewline
33 & 0.055777 & 0.47 & 0.319903 \tabularnewline
34 & 0.056649 & 0.4773 & 0.317294 \tabularnewline
35 & -0.027986 & -0.2358 & 0.407129 \tabularnewline
36 & -0.014556 & -0.1227 & 0.451364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32243&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]-0.43029[/C][C]-3.6257[/C][C]0.000269[/C][/ROW]
[ROW][C]2[/C][C]-0.301029[/C][C]-2.5365[/C][C]0.006698[/C][/ROW]
[ROW][C]3[/C][C]-0.00557[/C][C]-0.0469[/C][C]0.481348[/C][/ROW]
[ROW][C]4[/C][C]0.003013[/C][C]0.0254[/C][C]0.489909[/C][/ROW]
[ROW][C]5[/C][C]0.035491[/C][C]0.2991[/C][C]0.382886[/C][/ROW]
[ROW][C]6[/C][C]0.097038[/C][C]0.8177[/C][C]0.208144[/C][/ROW]
[ROW][C]7[/C][C]-0.060675[/C][C]-0.5113[/C][C]0.30538[/C][/ROW]
[ROW][C]8[/C][C]-0.174933[/C][C]-1.474[/C][C]0.072449[/C][/ROW]
[ROW][C]9[/C][C]0.220189[/C][C]1.8553[/C][C]0.033849[/C][/ROW]
[ROW][C]10[/C][C]0.077374[/C][C]0.652[/C][C]0.258265[/C][/ROW]
[ROW][C]11[/C][C]0.117038[/C][C]0.9862[/C][C]0.163696[/C][/ROW]
[ROW][C]12[/C][C]-0.063596[/C][C]-0.5359[/C][C]0.296862[/C][/ROW]
[ROW][C]13[/C][C]-0.220788[/C][C]-1.8604[/C][C]0.033486[/C][/ROW]
[ROW][C]14[/C][C]-0.053207[/C][C]-0.4483[/C][C]0.327641[/C][/ROW]
[ROW][C]15[/C][C]-0.079806[/C][C]-0.6725[/C][C]0.251739[/C][/ROW]
[ROW][C]16[/C][C]-0.259158[/C][C]-2.1837[/C][C]0.016145[/C][/ROW]
[ROW][C]17[/C][C]0.125033[/C][C]1.0535[/C][C]0.147831[/C][/ROW]
[ROW][C]18[/C][C]0.179147[/C][C]1.5095[/C][C]0.067802[/C][/ROW]
[ROW][C]19[/C][C]-0.008264[/C][C]-0.0696[/C][C]0.472341[/C][/ROW]
[ROW][C]20[/C][C]-0.086785[/C][C]-0.7313[/C][C]0.233513[/C][/ROW]
[ROW][C]21[/C][C]0.15043[/C][C]1.2675[/C][C]0.10455[/C][/ROW]
[ROW][C]22[/C][C]-0.015199[/C][C]-0.1281[/C][C]0.449229[/C][/ROW]
[ROW][C]23[/C][C]0.147952[/C][C]1.2467[/C][C]0.108309[/C][/ROW]
[ROW][C]24[/C][C]-0.025432[/C][C]-0.2143[/C][C]0.415465[/C][/ROW]
[ROW][C]25[/C][C]-0.089801[/C][C]-0.7567[/C][C]0.225875[/C][/ROW]
[ROW][C]26[/C][C]0.105193[/C][C]0.8864[/C][C]0.189204[/C][/ROW]
[ROW][C]27[/C][C]0.01664[/C][C]0.1402[/C][C]0.444446[/C][/ROW]
[ROW][C]28[/C][C]-0.167571[/C][C]-1.412[/C][C]0.081162[/C][/ROW]
[ROW][C]29[/C][C]0.029091[/C][C]0.2451[/C][C]0.403534[/C][/ROW]
[ROW][C]30[/C][C]-0.00488[/C][C]-0.0411[/C][C]0.483657[/C][/ROW]
[ROW][C]31[/C][C]0.078277[/C][C]0.6596[/C][C]0.255832[/C][/ROW]
[ROW][C]32[/C][C]-0.116828[/C][C]-0.9844[/C][C]0.164129[/C][/ROW]
[ROW][C]33[/C][C]0.055777[/C][C]0.47[/C][C]0.319903[/C][/ROW]
[ROW][C]34[/C][C]0.056649[/C][C]0.4773[/C][C]0.317294[/C][/ROW]
[ROW][C]35[/C][C]-0.027986[/C][C]-0.2358[/C][C]0.407129[/C][/ROW]
[ROW][C]36[/C][C]-0.014556[/C][C]-0.1227[/C][C]0.451364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32243&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32243&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	-0.43029	-3.6257	0.000269
2	-0.301029	-2.5365	0.006698
3	-0.00557	-0.0469	0.481348
4	0.003013	0.0254	0.489909
5	0.035491	0.2991	0.382886
6	0.097038	0.8177	0.208144
7	-0.060675	-0.5113	0.30538
8	-0.174933	-1.474	0.072449
9	0.220189	1.8553	0.033849
10	0.077374	0.652	0.258265
11	0.117038	0.9862	0.163696
12	-0.063596	-0.5359	0.296862
13	-0.220788	-1.8604	0.033486
14	-0.053207	-0.4483	0.327641
15	-0.079806	-0.6725	0.251739
16	-0.259158	-2.1837	0.016145
17	0.125033	1.0535	0.147831
18	0.179147	1.5095	0.067802
19	-0.008264	-0.0696	0.472341
20	-0.086785	-0.7313	0.233513
21	0.15043	1.2675	0.10455
22	-0.015199	-0.1281	0.449229
23	0.147952	1.2467	0.108309
24	-0.025432	-0.2143	0.415465
25	-0.089801	-0.7567	0.225875
26	0.105193	0.8864	0.189204
27	0.01664	0.1402	0.444446
28	-0.167571	-1.412	0.081162
29	0.029091	0.2451	0.403534
30	-0.00488	-0.0411	0.483657
31	0.078277	0.6596	0.255832
32	-0.116828	-0.9844	0.164129
33	0.055777	0.47	0.319903
34	0.056649	0.4773	0.317294
35	-0.027986	-0.2358	0.407129
36	-0.014556	-0.1227	0.451364

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; 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