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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 19:25:07 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t1291663398wm8qfvv707pmkhw.htm/, Retrieved Mon, 29 Apr 2024 02:39:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105813, Retrieved Mon, 29 Apr 2024 02:39:05 +0000

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User-defined keywords

Estimated Impact

130

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [ws8] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D            [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:25:07] [da925928e5a77063c5ecc7b801d712e1] [Current]
-   PD              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:51:05] [814f53995537cd15c528d8efbf1cf544] 
- R  D              [(Partial) Autocorrelation Function] [] [2011-12-10 12:46:37] [74be16979710d4c4e7c6647856088456] 

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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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105813&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105813&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105813&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958147	8.1301	0
2	0.916193	7.7742	0
3	0.874499	7.4204	0
4	0.832151	7.061	0
5	0.788351	6.6894	0
6	0.743082	6.3053	0
7	0.697911	5.922	0
8	0.653213	5.5427	0
9	0.609962	5.1757	1e-06
10	0.568763	4.8261	4e-06
11	0.527241	4.4738	1.4e-05
12	0.485586	4.1203	5e-05
13	0.443702	3.7649	0.000169
14	0.402942	3.4191	0.000519
15	0.36284	3.0788	0.00147
16	0.325544	2.7623	0.003639
17	0.290029	2.461	0.008127
18	0.256263	2.1745	0.016479
19	0.224234	1.9027	0.03054
20	0.193152	1.6389	0.052794
21	0.162629	1.38	0.085936
22	0.132403	1.1235	0.132484
23	0.102291	0.868	0.194149
24	0.072037	0.6113	0.271479
25	0.042132	0.3575	0.36088
26	0.013049	0.1107	0.45607
27	-0.014331	-0.1216	0.451776
28	-0.040218	-0.3413	0.36695
29	-0.065647	-0.557	0.289617
30	-0.090896	-0.7713	0.221533
31	-0.114459	-0.9712	0.167346
32	-0.136901	-1.1616	0.124608
33	-0.156768	-1.3302	0.093822
34	-0.177379	-1.5051	0.068335
35	-0.197713	-1.6776	0.048876
36	-0.218572	-1.8546	0.033871

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958147 & 8.1301 & 0 \tabularnewline
2 & 0.916193 & 7.7742 & 0 \tabularnewline
3 & 0.874499 & 7.4204 & 0 \tabularnewline
4 & 0.832151 & 7.061 & 0 \tabularnewline
5 & 0.788351 & 6.6894 & 0 \tabularnewline
6 & 0.743082 & 6.3053 & 0 \tabularnewline
7 & 0.697911 & 5.922 & 0 \tabularnewline
8 & 0.653213 & 5.5427 & 0 \tabularnewline
9 & 0.609962 & 5.1757 & 1e-06 \tabularnewline
10 & 0.568763 & 4.8261 & 4e-06 \tabularnewline
11 & 0.527241 & 4.4738 & 1.4e-05 \tabularnewline
12 & 0.485586 & 4.1203 & 5e-05 \tabularnewline
13 & 0.443702 & 3.7649 & 0.000169 \tabularnewline
14 & 0.402942 & 3.4191 & 0.000519 \tabularnewline
15 & 0.36284 & 3.0788 & 0.00147 \tabularnewline
16 & 0.325544 & 2.7623 & 0.003639 \tabularnewline
17 & 0.290029 & 2.461 & 0.008127 \tabularnewline
18 & 0.256263 & 2.1745 & 0.016479 \tabularnewline
19 & 0.224234 & 1.9027 & 0.03054 \tabularnewline
20 & 0.193152 & 1.6389 & 0.052794 \tabularnewline
21 & 0.162629 & 1.38 & 0.085936 \tabularnewline
22 & 0.132403 & 1.1235 & 0.132484 \tabularnewline
23 & 0.102291 & 0.868 & 0.194149 \tabularnewline
24 & 0.072037 & 0.6113 & 0.271479 \tabularnewline
25 & 0.042132 & 0.3575 & 0.36088 \tabularnewline
26 & 0.013049 & 0.1107 & 0.45607 \tabularnewline
27 & -0.014331 & -0.1216 & 0.451776 \tabularnewline
28 & -0.040218 & -0.3413 & 0.36695 \tabularnewline
29 & -0.065647 & -0.557 & 0.289617 \tabularnewline
30 & -0.090896 & -0.7713 & 0.221533 \tabularnewline
31 & -0.114459 & -0.9712 & 0.167346 \tabularnewline
32 & -0.136901 & -1.1616 & 0.124608 \tabularnewline
33 & -0.156768 & -1.3302 & 0.093822 \tabularnewline
34 & -0.177379 & -1.5051 & 0.068335 \tabularnewline
35 & -0.197713 & -1.6776 & 0.048876 \tabularnewline
36 & -0.218572 & -1.8546 & 0.033871 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105813&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]0.958147[/C][C]8.1301[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.916193[/C][C]7.7742[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.874499[/C][C]7.4204[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.832151[/C][C]7.061[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.788351[/C][C]6.6894[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.743082[/C][C]6.3053[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.697911[/C][C]5.922[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.653213[/C][C]5.5427[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.609962[/C][C]5.1757[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.568763[/C][C]4.8261[/C][C]4e-06[/C][/ROW]
[ROW][C]11[/C][C]0.527241[/C][C]4.4738[/C][C]1.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.485586[/C][C]4.1203[/C][C]5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.443702[/C][C]3.7649[/C][C]0.000169[/C][/ROW]
[ROW][C]14[/C][C]0.402942[/C][C]3.4191[/C][C]0.000519[/C][/ROW]
[ROW][C]15[/C][C]0.36284[/C][C]3.0788[/C][C]0.00147[/C][/ROW]
[ROW][C]16[/C][C]0.325544[/C][C]2.7623[/C][C]0.003639[/C][/ROW]
[ROW][C]17[/C][C]0.290029[/C][C]2.461[/C][C]0.008127[/C][/ROW]
[ROW][C]18[/C][C]0.256263[/C][C]2.1745[/C][C]0.016479[/C][/ROW]
[ROW][C]19[/C][C]0.224234[/C][C]1.9027[/C][C]0.03054[/C][/ROW]
[ROW][C]20[/C][C]0.193152[/C][C]1.6389[/C][C]0.052794[/C][/ROW]
[ROW][C]21[/C][C]0.162629[/C][C]1.38[/C][C]0.085936[/C][/ROW]
[ROW][C]22[/C][C]0.132403[/C][C]1.1235[/C][C]0.132484[/C][/ROW]
[ROW][C]23[/C][C]0.102291[/C][C]0.868[/C][C]0.194149[/C][/ROW]
[ROW][C]24[/C][C]0.072037[/C][C]0.6113[/C][C]0.271479[/C][/ROW]
[ROW][C]25[/C][C]0.042132[/C][C]0.3575[/C][C]0.36088[/C][/ROW]
[ROW][C]26[/C][C]0.013049[/C][C]0.1107[/C][C]0.45607[/C][/ROW]
[ROW][C]27[/C][C]-0.014331[/C][C]-0.1216[/C][C]0.451776[/C][/ROW]
[ROW][C]28[/C][C]-0.040218[/C][C]-0.3413[/C][C]0.36695[/C][/ROW]
[ROW][C]29[/C][C]-0.065647[/C][C]-0.557[/C][C]0.289617[/C][/ROW]
[ROW][C]30[/C][C]-0.090896[/C][C]-0.7713[/C][C]0.221533[/C][/ROW]
[ROW][C]31[/C][C]-0.114459[/C][C]-0.9712[/C][C]0.167346[/C][/ROW]
[ROW][C]32[/C][C]-0.136901[/C][C]-1.1616[/C][C]0.124608[/C][/ROW]
[ROW][C]33[/C][C]-0.156768[/C][C]-1.3302[/C][C]0.093822[/C][/ROW]
[ROW][C]34[/C][C]-0.177379[/C][C]-1.5051[/C][C]0.068335[/C][/ROW]
[ROW][C]35[/C][C]-0.197713[/C][C]-1.6776[/C][C]0.048876[/C][/ROW]
[ROW][C]36[/C][C]-0.218572[/C][C]-1.8546[/C][C]0.033871[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105813&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105813&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	0.958147	8.1301	0
2	0.916193	7.7742	0
3	0.874499	7.4204	0
4	0.832151	7.061	0
5	0.788351	6.6894	0
6	0.743082	6.3053	0
7	0.697911	5.922	0
8	0.653213	5.5427	0
9	0.609962	5.1757	1e-06
10	0.568763	4.8261	4e-06
11	0.527241	4.4738	1.4e-05
12	0.485586	4.1203	5e-05
13	0.443702	3.7649	0.000169
14	0.402942	3.4191	0.000519
15	0.36284	3.0788	0.00147
16	0.325544	2.7623	0.003639
17	0.290029	2.461	0.008127
18	0.256263	2.1745	0.016479
19	0.224234	1.9027	0.03054
20	0.193152	1.6389	0.052794
21	0.162629	1.38	0.085936
22	0.132403	1.1235	0.132484
23	0.102291	0.868	0.194149
24	0.072037	0.6113	0.271479
25	0.042132	0.3575	0.36088
26	0.013049	0.1107	0.45607
27	-0.014331	-0.1216	0.451776
28	-0.040218	-0.3413	0.36695
29	-0.065647	-0.557	0.289617
30	-0.090896	-0.7713	0.221533
31	-0.114459	-0.9712	0.167346
32	-0.136901	-1.1616	0.124608
33	-0.156768	-1.3302	0.093822
34	-0.177379	-1.5051	0.068335
35	-0.197713	-1.6776	0.048876
36	-0.218572	-1.8546	0.033871

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958147	8.1301	0
2	-0.022599	-0.1918	0.424236
3	-0.018726	-0.1589	0.437098
4	-0.030232	-0.2565	0.399139
5	-0.040842	-0.3466	0.364967
6	-0.042509	-0.3607	0.359688
7	-0.024871	-0.211	0.416729
8	-0.020713	-0.1758	0.430491
9	-0.008744	-0.0742	0.47053
10	-0.001028	-0.0087	0.496532
11	-0.029891	-0.2536	0.40025
12	-0.029118	-0.2471	0.402777
13	-0.032073	-0.2721	0.393143
14	-0.016651	-0.1413	0.444019
15	-0.02175	-0.1846	0.427049
16	0.005603	0.0475	0.481105
17	-0.005853	-0.0497	0.480263
18	-0.005772	-0.049	0.480535
19	-0.006773	-0.0575	0.477166
20	-0.017415	-0.1478	0.441467
21	-0.022653	-0.1922	0.424058
22	-0.02548	-0.2162	0.414719
23	-0.027253	-0.2312	0.408889
24	-0.030305	-0.2571	0.398898
25	-0.023711	-0.2012	0.420557
26	-0.019102	-0.1621	0.435847
27	-0.008161	-0.0693	0.472491
28	-0.010755	-0.0913	0.46377
29	-0.023315	-0.1978	0.421867
30	-0.028099	-0.2384	0.406115
31	-0.010046	-0.0852	0.466153
32	-0.016381	-0.139	0.44492
33	0.002867	0.0243	0.490329
34	-0.035857	-0.3043	0.380904
35	-0.024736	-0.2099	0.417174
36	-0.03654	-0.3101	0.378709

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958147 & 8.1301 & 0 \tabularnewline
2 & -0.022599 & -0.1918 & 0.424236 \tabularnewline
3 & -0.018726 & -0.1589 & 0.437098 \tabularnewline
4 & -0.030232 & -0.2565 & 0.399139 \tabularnewline
5 & -0.040842 & -0.3466 & 0.364967 \tabularnewline
6 & -0.042509 & -0.3607 & 0.359688 \tabularnewline
7 & -0.024871 & -0.211 & 0.416729 \tabularnewline
8 & -0.020713 & -0.1758 & 0.430491 \tabularnewline
9 & -0.008744 & -0.0742 & 0.47053 \tabularnewline
10 & -0.001028 & -0.0087 & 0.496532 \tabularnewline
11 & -0.029891 & -0.2536 & 0.40025 \tabularnewline
12 & -0.029118 & -0.2471 & 0.402777 \tabularnewline
13 & -0.032073 & -0.2721 & 0.393143 \tabularnewline
14 & -0.016651 & -0.1413 & 0.444019 \tabularnewline
15 & -0.02175 & -0.1846 & 0.427049 \tabularnewline
16 & 0.005603 & 0.0475 & 0.481105 \tabularnewline
17 & -0.005853 & -0.0497 & 0.480263 \tabularnewline
18 & -0.005772 & -0.049 & 0.480535 \tabularnewline
19 & -0.006773 & -0.0575 & 0.477166 \tabularnewline
20 & -0.017415 & -0.1478 & 0.441467 \tabularnewline
21 & -0.022653 & -0.1922 & 0.424058 \tabularnewline
22 & -0.02548 & -0.2162 & 0.414719 \tabularnewline
23 & -0.027253 & -0.2312 & 0.408889 \tabularnewline
24 & -0.030305 & -0.2571 & 0.398898 \tabularnewline
25 & -0.023711 & -0.2012 & 0.420557 \tabularnewline
26 & -0.019102 & -0.1621 & 0.435847 \tabularnewline
27 & -0.008161 & -0.0693 & 0.472491 \tabularnewline
28 & -0.010755 & -0.0913 & 0.46377 \tabularnewline
29 & -0.023315 & -0.1978 & 0.421867 \tabularnewline
30 & -0.028099 & -0.2384 & 0.406115 \tabularnewline
31 & -0.010046 & -0.0852 & 0.466153 \tabularnewline
32 & -0.016381 & -0.139 & 0.44492 \tabularnewline
33 & 0.002867 & 0.0243 & 0.490329 \tabularnewline
34 & -0.035857 & -0.3043 & 0.380904 \tabularnewline
35 & -0.024736 & -0.2099 & 0.417174 \tabularnewline
36 & -0.03654 & -0.3101 & 0.378709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105813&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]0.958147[/C][C]8.1301[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.022599[/C][C]-0.1918[/C][C]0.424236[/C][/ROW]
[ROW][C]3[/C][C]-0.018726[/C][C]-0.1589[/C][C]0.437098[/C][/ROW]
[ROW][C]4[/C][C]-0.030232[/C][C]-0.2565[/C][C]0.399139[/C][/ROW]
[ROW][C]5[/C][C]-0.040842[/C][C]-0.3466[/C][C]0.364967[/C][/ROW]
[ROW][C]6[/C][C]-0.042509[/C][C]-0.3607[/C][C]0.359688[/C][/ROW]
[ROW][C]7[/C][C]-0.024871[/C][C]-0.211[/C][C]0.416729[/C][/ROW]
[ROW][C]8[/C][C]-0.020713[/C][C]-0.1758[/C][C]0.430491[/C][/ROW]
[ROW][C]9[/C][C]-0.008744[/C][C]-0.0742[/C][C]0.47053[/C][/ROW]
[ROW][C]10[/C][C]-0.001028[/C][C]-0.0087[/C][C]0.496532[/C][/ROW]
[ROW][C]11[/C][C]-0.029891[/C][C]-0.2536[/C][C]0.40025[/C][/ROW]
[ROW][C]12[/C][C]-0.029118[/C][C]-0.2471[/C][C]0.402777[/C][/ROW]
[ROW][C]13[/C][C]-0.032073[/C][C]-0.2721[/C][C]0.393143[/C][/ROW]
[ROW][C]14[/C][C]-0.016651[/C][C]-0.1413[/C][C]0.444019[/C][/ROW]
[ROW][C]15[/C][C]-0.02175[/C][C]-0.1846[/C][C]0.427049[/C][/ROW]
[ROW][C]16[/C][C]0.005603[/C][C]0.0475[/C][C]0.481105[/C][/ROW]
[ROW][C]17[/C][C]-0.005853[/C][C]-0.0497[/C][C]0.480263[/C][/ROW]
[ROW][C]18[/C][C]-0.005772[/C][C]-0.049[/C][C]0.480535[/C][/ROW]
[ROW][C]19[/C][C]-0.006773[/C][C]-0.0575[/C][C]0.477166[/C][/ROW]
[ROW][C]20[/C][C]-0.017415[/C][C]-0.1478[/C][C]0.441467[/C][/ROW]
[ROW][C]21[/C][C]-0.022653[/C][C]-0.1922[/C][C]0.424058[/C][/ROW]
[ROW][C]22[/C][C]-0.02548[/C][C]-0.2162[/C][C]0.414719[/C][/ROW]
[ROW][C]23[/C][C]-0.027253[/C][C]-0.2312[/C][C]0.408889[/C][/ROW]
[ROW][C]24[/C][C]-0.030305[/C][C]-0.2571[/C][C]0.398898[/C][/ROW]
[ROW][C]25[/C][C]-0.023711[/C][C]-0.2012[/C][C]0.420557[/C][/ROW]
[ROW][C]26[/C][C]-0.019102[/C][C]-0.1621[/C][C]0.435847[/C][/ROW]
[ROW][C]27[/C][C]-0.008161[/C][C]-0.0693[/C][C]0.472491[/C][/ROW]
[ROW][C]28[/C][C]-0.010755[/C][C]-0.0913[/C][C]0.46377[/C][/ROW]
[ROW][C]29[/C][C]-0.023315[/C][C]-0.1978[/C][C]0.421867[/C][/ROW]
[ROW][C]30[/C][C]-0.028099[/C][C]-0.2384[/C][C]0.406115[/C][/ROW]
[ROW][C]31[/C][C]-0.010046[/C][C]-0.0852[/C][C]0.466153[/C][/ROW]
[ROW][C]32[/C][C]-0.016381[/C][C]-0.139[/C][C]0.44492[/C][/ROW]
[ROW][C]33[/C][C]0.002867[/C][C]0.0243[/C][C]0.490329[/C][/ROW]
[ROW][C]34[/C][C]-0.035857[/C][C]-0.3043[/C][C]0.380904[/C][/ROW]
[ROW][C]35[/C][C]-0.024736[/C][C]-0.2099[/C][C]0.417174[/C][/ROW]
[ROW][C]36[/C][C]-0.03654[/C][C]-0.3101[/C][C]0.378709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105813&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105813&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	0.958147	8.1301	0
2	-0.022599	-0.1918	0.424236
3	-0.018726	-0.1589	0.437098
4	-0.030232	-0.2565	0.399139
5	-0.040842	-0.3466	0.364967
6	-0.042509	-0.3607	0.359688
7	-0.024871	-0.211	0.416729
8	-0.020713	-0.1758	0.430491
9	-0.008744	-0.0742	0.47053
10	-0.001028	-0.0087	0.496532
11	-0.029891	-0.2536	0.40025
12	-0.029118	-0.2471	0.402777
13	-0.032073	-0.2721	0.393143
14	-0.016651	-0.1413	0.444019
15	-0.02175	-0.1846	0.427049
16	0.005603	0.0475	0.481105
17	-0.005853	-0.0497	0.480263
18	-0.005772	-0.049	0.480535
19	-0.006773	-0.0575	0.477166
20	-0.017415	-0.1478	0.441467
21	-0.022653	-0.1922	0.424058
22	-0.02548	-0.2162	0.414719
23	-0.027253	-0.2312	0.408889
24	-0.030305	-0.2571	0.398898
25	-0.023711	-0.2012	0.420557
26	-0.019102	-0.1621	0.435847
27	-0.008161	-0.0693	0.472491
28	-0.010755	-0.0913	0.46377
29	-0.023315	-0.1978	0.421867
30	-0.028099	-0.2384	0.406115
31	-0.010046	-0.0852	0.466153
32	-0.016381	-0.139	0.44492
33	0.002867	0.0243	0.490329
34	-0.035857	-0.3043	0.380904
35	-0.024736	-0.2099	0.417174
36	-0.03654	-0.3101	0.378709

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 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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