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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 05:53:53 -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/24/t1230123296ne1sbtvmdvvfcih.htm/, Retrieved Sun, 19 May 2024 12:19:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36537, Retrieved Sun, 19 May 2024 12:19:06 +0000

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Estimated Impact

151

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

-     [(Partial) Autocorrelation Function] [paper ACF] [2008-12-16 18:37:25] [7849b5cbaea5f05923be73656f726e58]
-   P     [(Partial) Autocorrelation Function] [Paper ACF 00] [2008-12-24 12:53:53] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36537&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36537&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36537&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.922208	6.3223	0
2	0.844416	5.789	0
3	0.788765	5.4075	1e-06
4	0.727353	4.9865	4e-06
5	0.665942	4.5655	1.8e-05
6	0.60453	4.1444	7e-05
7	0.543119	3.7234	0.000263
8	0.481707	3.3024	0.000919
9	0.420295	2.8814	0.002974
10	0.367261	2.5178	0.007637
11	0.314227	2.1542	0.01819
12	0.261192	1.7906	0.039896
13	0.192548	1.32	0.096607
14	0.123904	0.8494	0.199971
15	0.081049	0.5556	0.290544
16	0.038195	0.2619	0.39729
17	-0.004659	-0.0319	0.487327
18	-0.047514	-0.3257	0.373034
19	-0.090368	-0.6195	0.269279
20	-0.133222	-0.9133	0.182866
21	-0.176077	-1.2071	0.116713
22	-0.199411	-1.3671	0.08905
23	-0.222745	-1.5271	0.066724
24	-0.24608	-1.687	0.049112
25	-0.288603	-1.9786	0.026871
26	-0.331126	-2.2701	0.013915
27	-0.343237	-2.3531	0.011426
28	-0.355348	-2.4361	0.009345
29	-0.367458	-2.5192	0.007611
30	-0.379569	-2.6022	0.006176
31	-0.39168	-2.6852	0.004991
32	-0.40379	-2.7682	0.004019
33	-0.415901	-2.8513	0.003225
34	-0.411539	-2.8214	0.003492
35	-0.407176	-2.7915	0.003781
36	-0.384688	-2.6373	0.005647

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922208 & 6.3223 & 0 \tabularnewline
2 & 0.844416 & 5.789 & 0 \tabularnewline
3 & 0.788765 & 5.4075 & 1e-06 \tabularnewline
4 & 0.727353 & 4.9865 & 4e-06 \tabularnewline
5 & 0.665942 & 4.5655 & 1.8e-05 \tabularnewline
6 & 0.60453 & 4.1444 & 7e-05 \tabularnewline
7 & 0.543119 & 3.7234 & 0.000263 \tabularnewline
8 & 0.481707 & 3.3024 & 0.000919 \tabularnewline
9 & 0.420295 & 2.8814 & 0.002974 \tabularnewline
10 & 0.367261 & 2.5178 & 0.007637 \tabularnewline
11 & 0.314227 & 2.1542 & 0.01819 \tabularnewline
12 & 0.261192 & 1.7906 & 0.039896 \tabularnewline
13 & 0.192548 & 1.32 & 0.096607 \tabularnewline
14 & 0.123904 & 0.8494 & 0.199971 \tabularnewline
15 & 0.081049 & 0.5556 & 0.290544 \tabularnewline
16 & 0.038195 & 0.2619 & 0.39729 \tabularnewline
17 & -0.004659 & -0.0319 & 0.487327 \tabularnewline
18 & -0.047514 & -0.3257 & 0.373034 \tabularnewline
19 & -0.090368 & -0.6195 & 0.269279 \tabularnewline
20 & -0.133222 & -0.9133 & 0.182866 \tabularnewline
21 & -0.176077 & -1.2071 & 0.116713 \tabularnewline
22 & -0.199411 & -1.3671 & 0.08905 \tabularnewline
23 & -0.222745 & -1.5271 & 0.066724 \tabularnewline
24 & -0.24608 & -1.687 & 0.049112 \tabularnewline
25 & -0.288603 & -1.9786 & 0.026871 \tabularnewline
26 & -0.331126 & -2.2701 & 0.013915 \tabularnewline
27 & -0.343237 & -2.3531 & 0.011426 \tabularnewline
28 & -0.355348 & -2.4361 & 0.009345 \tabularnewline
29 & -0.367458 & -2.5192 & 0.007611 \tabularnewline
30 & -0.379569 & -2.6022 & 0.006176 \tabularnewline
31 & -0.39168 & -2.6852 & 0.004991 \tabularnewline
32 & -0.40379 & -2.7682 & 0.004019 \tabularnewline
33 & -0.415901 & -2.8513 & 0.003225 \tabularnewline
34 & -0.411539 & -2.8214 & 0.003492 \tabularnewline
35 & -0.407176 & -2.7915 & 0.003781 \tabularnewline
36 & -0.384688 & -2.6373 & 0.005647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36537&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]0.922208[/C][C]6.3223[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.844416[/C][C]5.789[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.788765[/C][C]5.4075[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.727353[/C][C]4.9865[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.665942[/C][C]4.5655[/C][C]1.8e-05[/C][/ROW]
[ROW][C]6[/C][C]0.60453[/C][C]4.1444[/C][C]7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.543119[/C][C]3.7234[/C][C]0.000263[/C][/ROW]
[ROW][C]8[/C][C]0.481707[/C][C]3.3024[/C][C]0.000919[/C][/ROW]
[ROW][C]9[/C][C]0.420295[/C][C]2.8814[/C][C]0.002974[/C][/ROW]
[ROW][C]10[/C][C]0.367261[/C][C]2.5178[/C][C]0.007637[/C][/ROW]
[ROW][C]11[/C][C]0.314227[/C][C]2.1542[/C][C]0.01819[/C][/ROW]
[ROW][C]12[/C][C]0.261192[/C][C]1.7906[/C][C]0.039896[/C][/ROW]
[ROW][C]13[/C][C]0.192548[/C][C]1.32[/C][C]0.096607[/C][/ROW]
[ROW][C]14[/C][C]0.123904[/C][C]0.8494[/C][C]0.199971[/C][/ROW]
[ROW][C]15[/C][C]0.081049[/C][C]0.5556[/C][C]0.290544[/C][/ROW]
[ROW][C]16[/C][C]0.038195[/C][C]0.2619[/C][C]0.39729[/C][/ROW]
[ROW][C]17[/C][C]-0.004659[/C][C]-0.0319[/C][C]0.487327[/C][/ROW]
[ROW][C]18[/C][C]-0.047514[/C][C]-0.3257[/C][C]0.373034[/C][/ROW]
[ROW][C]19[/C][C]-0.090368[/C][C]-0.6195[/C][C]0.269279[/C][/ROW]
[ROW][C]20[/C][C]-0.133222[/C][C]-0.9133[/C][C]0.182866[/C][/ROW]
[ROW][C]21[/C][C]-0.176077[/C][C]-1.2071[/C][C]0.116713[/C][/ROW]
[ROW][C]22[/C][C]-0.199411[/C][C]-1.3671[/C][C]0.08905[/C][/ROW]
[ROW][C]23[/C][C]-0.222745[/C][C]-1.5271[/C][C]0.066724[/C][/ROW]
[ROW][C]24[/C][C]-0.24608[/C][C]-1.687[/C][C]0.049112[/C][/ROW]
[ROW][C]25[/C][C]-0.288603[/C][C]-1.9786[/C][C]0.026871[/C][/ROW]
[ROW][C]26[/C][C]-0.331126[/C][C]-2.2701[/C][C]0.013915[/C][/ROW]
[ROW][C]27[/C][C]-0.343237[/C][C]-2.3531[/C][C]0.011426[/C][/ROW]
[ROW][C]28[/C][C]-0.355348[/C][C]-2.4361[/C][C]0.009345[/C][/ROW]
[ROW][C]29[/C][C]-0.367458[/C][C]-2.5192[/C][C]0.007611[/C][/ROW]
[ROW][C]30[/C][C]-0.379569[/C][C]-2.6022[/C][C]0.006176[/C][/ROW]
[ROW][C]31[/C][C]-0.39168[/C][C]-2.6852[/C][C]0.004991[/C][/ROW]
[ROW][C]32[/C][C]-0.40379[/C][C]-2.7682[/C][C]0.004019[/C][/ROW]
[ROW][C]33[/C][C]-0.415901[/C][C]-2.8513[/C][C]0.003225[/C][/ROW]
[ROW][C]34[/C][C]-0.411539[/C][C]-2.8214[/C][C]0.003492[/C][/ROW]
[ROW][C]35[/C][C]-0.407176[/C][C]-2.7915[/C][C]0.003781[/C][/ROW]
[ROW][C]36[/C][C]-0.384688[/C][C]-2.6373[/C][C]0.005647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36537&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36537&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	0.922208	6.3223	0
2	0.844416	5.789	0
3	0.788765	5.4075	1e-06
4	0.727353	4.9865	4e-06
5	0.665942	4.5655	1.8e-05
6	0.60453	4.1444	7e-05
7	0.543119	3.7234	0.000263
8	0.481707	3.3024	0.000919
9	0.420295	2.8814	0.002974
10	0.367261	2.5178	0.007637
11	0.314227	2.1542	0.01819
12	0.261192	1.7906	0.039896
13	0.192548	1.32	0.096607
14	0.123904	0.8494	0.199971
15	0.081049	0.5556	0.290544
16	0.038195	0.2619	0.39729
17	-0.004659	-0.0319	0.487327
18	-0.047514	-0.3257	0.373034
19	-0.090368	-0.6195	0.269279
20	-0.133222	-0.9133	0.182866
21	-0.176077	-1.2071	0.116713
22	-0.199411	-1.3671	0.08905
23	-0.222745	-1.5271	0.066724
24	-0.24608	-1.687	0.049112
25	-0.288603	-1.9786	0.026871
26	-0.331126	-2.2701	0.013915
27	-0.343237	-2.3531	0.011426
28	-0.355348	-2.4361	0.009345
29	-0.367458	-2.5192	0.007611
30	-0.379569	-2.6022	0.006176
31	-0.39168	-2.6852	0.004991
32	-0.40379	-2.7682	0.004019
33	-0.415901	-2.8513	0.003225
34	-0.411539	-2.8214	0.003492
35	-0.407176	-2.7915	0.003781
36	-0.384688	-2.6373	0.005647

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.922208	6.3223	0
2	-0.04047	-0.2774	0.391326
3	0.106131	0.7276	0.235235
4	-0.071728	-0.4917	0.312596
5	-0.014896	-0.1021	0.459548
6	-0.047755	-0.3274	0.372413
7	-0.033859	-0.2321	0.408724
8	-0.042276	-0.2898	0.386611
9	-0.040467	-0.2774	0.391334
10	0.013581	0.0931	0.463106
11	-0.040878	-0.2802	0.390261
12	-0.02549	-0.1748	0.431013
13	-0.154494	-1.0592	0.147471
14	-0.050328	-0.345	0.365804
15	0.089409	0.613	0.271429
16	-0.038485	-0.2638	0.396528
17	-0.00323	-0.0221	0.491214
18	-0.05853	-0.4013	0.345023
19	-0.036378	-0.2494	0.40207
20	-0.056361	-0.3864	0.350474
21	-0.050135	-0.3437	0.366299
22	0.072843	0.4994	0.309918
23	-0.046143	-0.3163	0.376572
24	0.007962	0.0546	0.478349
25	-0.189547	-1.2995	0.10006
26	-0.045431	-0.3115	0.378413
27	0.085618	0.587	0.280018
28	-0.038948	-0.267	0.395315
29	0.025616	0.1756	0.430676
30	-0.070224	-0.4814	0.316223
31	-0.013985	-0.0959	0.462012
32	-0.068124	-0.467	0.321316
33	-0.042501	-0.2914	0.386026
34	0.03982	0.273	0.393028
35	-0.047383	-0.3248	0.373372
36	0.1866	1.2793	0.103542

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922208 & 6.3223 & 0 \tabularnewline
2 & -0.04047 & -0.2774 & 0.391326 \tabularnewline
3 & 0.106131 & 0.7276 & 0.235235 \tabularnewline
4 & -0.071728 & -0.4917 & 0.312596 \tabularnewline
5 & -0.014896 & -0.1021 & 0.459548 \tabularnewline
6 & -0.047755 & -0.3274 & 0.372413 \tabularnewline
7 & -0.033859 & -0.2321 & 0.408724 \tabularnewline
8 & -0.042276 & -0.2898 & 0.386611 \tabularnewline
9 & -0.040467 & -0.2774 & 0.391334 \tabularnewline
10 & 0.013581 & 0.0931 & 0.463106 \tabularnewline
11 & -0.040878 & -0.2802 & 0.390261 \tabularnewline
12 & -0.02549 & -0.1748 & 0.431013 \tabularnewline
13 & -0.154494 & -1.0592 & 0.147471 \tabularnewline
14 & -0.050328 & -0.345 & 0.365804 \tabularnewline
15 & 0.089409 & 0.613 & 0.271429 \tabularnewline
16 & -0.038485 & -0.2638 & 0.396528 \tabularnewline
17 & -0.00323 & -0.0221 & 0.491214 \tabularnewline
18 & -0.05853 & -0.4013 & 0.345023 \tabularnewline
19 & -0.036378 & -0.2494 & 0.40207 \tabularnewline
20 & -0.056361 & -0.3864 & 0.350474 \tabularnewline
21 & -0.050135 & -0.3437 & 0.366299 \tabularnewline
22 & 0.072843 & 0.4994 & 0.309918 \tabularnewline
23 & -0.046143 & -0.3163 & 0.376572 \tabularnewline
24 & 0.007962 & 0.0546 & 0.478349 \tabularnewline
25 & -0.189547 & -1.2995 & 0.10006 \tabularnewline
26 & -0.045431 & -0.3115 & 0.378413 \tabularnewline
27 & 0.085618 & 0.587 & 0.280018 \tabularnewline
28 & -0.038948 & -0.267 & 0.395315 \tabularnewline
29 & 0.025616 & 0.1756 & 0.430676 \tabularnewline
30 & -0.070224 & -0.4814 & 0.316223 \tabularnewline
31 & -0.013985 & -0.0959 & 0.462012 \tabularnewline
32 & -0.068124 & -0.467 & 0.321316 \tabularnewline
33 & -0.042501 & -0.2914 & 0.386026 \tabularnewline
34 & 0.03982 & 0.273 & 0.393028 \tabularnewline
35 & -0.047383 & -0.3248 & 0.373372 \tabularnewline
36 & 0.1866 & 1.2793 & 0.103542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36537&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]0.922208[/C][C]6.3223[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.04047[/C][C]-0.2774[/C][C]0.391326[/C][/ROW]
[ROW][C]3[/C][C]0.106131[/C][C]0.7276[/C][C]0.235235[/C][/ROW]
[ROW][C]4[/C][C]-0.071728[/C][C]-0.4917[/C][C]0.312596[/C][/ROW]
[ROW][C]5[/C][C]-0.014896[/C][C]-0.1021[/C][C]0.459548[/C][/ROW]
[ROW][C]6[/C][C]-0.047755[/C][C]-0.3274[/C][C]0.372413[/C][/ROW]
[ROW][C]7[/C][C]-0.033859[/C][C]-0.2321[/C][C]0.408724[/C][/ROW]
[ROW][C]8[/C][C]-0.042276[/C][C]-0.2898[/C][C]0.386611[/C][/ROW]
[ROW][C]9[/C][C]-0.040467[/C][C]-0.2774[/C][C]0.391334[/C][/ROW]
[ROW][C]10[/C][C]0.013581[/C][C]0.0931[/C][C]0.463106[/C][/ROW]
[ROW][C]11[/C][C]-0.040878[/C][C]-0.2802[/C][C]0.390261[/C][/ROW]
[ROW][C]12[/C][C]-0.02549[/C][C]-0.1748[/C][C]0.431013[/C][/ROW]
[ROW][C]13[/C][C]-0.154494[/C][C]-1.0592[/C][C]0.147471[/C][/ROW]
[ROW][C]14[/C][C]-0.050328[/C][C]-0.345[/C][C]0.365804[/C][/ROW]
[ROW][C]15[/C][C]0.089409[/C][C]0.613[/C][C]0.271429[/C][/ROW]
[ROW][C]16[/C][C]-0.038485[/C][C]-0.2638[/C][C]0.396528[/C][/ROW]
[ROW][C]17[/C][C]-0.00323[/C][C]-0.0221[/C][C]0.491214[/C][/ROW]
[ROW][C]18[/C][C]-0.05853[/C][C]-0.4013[/C][C]0.345023[/C][/ROW]
[ROW][C]19[/C][C]-0.036378[/C][C]-0.2494[/C][C]0.40207[/C][/ROW]
[ROW][C]20[/C][C]-0.056361[/C][C]-0.3864[/C][C]0.350474[/C][/ROW]
[ROW][C]21[/C][C]-0.050135[/C][C]-0.3437[/C][C]0.366299[/C][/ROW]
[ROW][C]22[/C][C]0.072843[/C][C]0.4994[/C][C]0.309918[/C][/ROW]
[ROW][C]23[/C][C]-0.046143[/C][C]-0.3163[/C][C]0.376572[/C][/ROW]
[ROW][C]24[/C][C]0.007962[/C][C]0.0546[/C][C]0.478349[/C][/ROW]
[ROW][C]25[/C][C]-0.189547[/C][C]-1.2995[/C][C]0.10006[/C][/ROW]
[ROW][C]26[/C][C]-0.045431[/C][C]-0.3115[/C][C]0.378413[/C][/ROW]
[ROW][C]27[/C][C]0.085618[/C][C]0.587[/C][C]0.280018[/C][/ROW]
[ROW][C]28[/C][C]-0.038948[/C][C]-0.267[/C][C]0.395315[/C][/ROW]
[ROW][C]29[/C][C]0.025616[/C][C]0.1756[/C][C]0.430676[/C][/ROW]
[ROW][C]30[/C][C]-0.070224[/C][C]-0.4814[/C][C]0.316223[/C][/ROW]
[ROW][C]31[/C][C]-0.013985[/C][C]-0.0959[/C][C]0.462012[/C][/ROW]
[ROW][C]32[/C][C]-0.068124[/C][C]-0.467[/C][C]0.321316[/C][/ROW]
[ROW][C]33[/C][C]-0.042501[/C][C]-0.2914[/C][C]0.386026[/C][/ROW]
[ROW][C]34[/C][C]0.03982[/C][C]0.273[/C][C]0.393028[/C][/ROW]
[ROW][C]35[/C][C]-0.047383[/C][C]-0.3248[/C][C]0.373372[/C][/ROW]
[ROW][C]36[/C][C]0.1866[/C][C]1.2793[/C][C]0.103542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36537&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36537&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	0.922208	6.3223	0
2	-0.04047	-0.2774	0.391326
3	0.106131	0.7276	0.235235
4	-0.071728	-0.4917	0.312596
5	-0.014896	-0.1021	0.459548
6	-0.047755	-0.3274	0.372413
7	-0.033859	-0.2321	0.408724
8	-0.042276	-0.2898	0.386611
9	-0.040467	-0.2774	0.391334
10	0.013581	0.0931	0.463106
11	-0.040878	-0.2802	0.390261
12	-0.02549	-0.1748	0.431013
13	-0.154494	-1.0592	0.147471
14	-0.050328	-0.345	0.365804
15	0.089409	0.613	0.271429
16	-0.038485	-0.2638	0.396528
17	-0.00323	-0.0221	0.491214
18	-0.05853	-0.4013	0.345023
19	-0.036378	-0.2494	0.40207
20	-0.056361	-0.3864	0.350474
21	-0.050135	-0.3437	0.366299
22	0.072843	0.4994	0.309918
23	-0.046143	-0.3163	0.376572
24	0.007962	0.0546	0.478349
25	-0.189547	-1.2995	0.10006
26	-0.045431	-0.3115	0.378413
27	0.085618	0.587	0.280018
28	-0.038948	-0.267	0.395315
29	0.025616	0.1756	0.430676
30	-0.070224	-0.4814	0.316223
31	-0.013985	-0.0959	0.462012
32	-0.068124	-0.467	0.321316
33	-0.042501	-0.2914	0.386026
34	0.03982	0.273	0.393028
35	-0.047383	-0.3248	0.373372
36	0.1866	1.2793	0.103542

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