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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 15:38:53 +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/14/t1292341159qzqru69ldgvhpvo.htm/, Retrieved Fri, 03 May 2024 00:16:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109752, Retrieved Fri, 03 May 2024 00:16:03 +0000

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User-defined keywords

Estimated Impact

144

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-   PD                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:56:03] [7773f496f69461f4a67891f0ef752622]
-   P                   [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-19 09:43:35] [7773f496f69461f4a67891f0ef752622]
-    D                      [(Partial) Autocorrelation Function] [biefstuk 3 d=1] [2010-12-14 15:38:53] [6e52d1bada9435d33ddf990b22ee4b00] [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	'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109752&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109752&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109752&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.471549	-3.4971	0.000469
2	0.187778	1.3926	0.084672
3	0.046152	0.3423	0.366724
4	-0.037127	-0.2753	0.392044
5	-0.033213	-0.2463	0.403177
6	0.107481	0.7971	0.21441
7	0.05888	0.4367	0.332031
8	-0.087089	-0.6459	0.260524
9	0.047666	0.3535	0.362533
10	0.0219	0.1624	0.435786
11	-0.202539	-1.5021	0.0694
12	0.159204	1.1807	0.121404
13	-0.065342	-0.4846	0.314946
14	-0.124048	-0.92	0.180804
15	0.07478	0.5546	0.290713
16	-0.039631	-0.2939	0.384965
17	-0.091778	-0.6806	0.249477
18	0.029964	0.2222	0.412483
19	0.042972	0.3187	0.375584
20	-0.040679	-0.3017	0.382016
21	0.081843	0.607	0.273186
22	-0.027622	-0.2049	0.419222
23	0.037315	0.2767	0.39151
24	-0.068125	-0.5052	0.307707
25	0.201656	1.4955	0.070248
26	-0.189687	-1.4068	0.082563
27	0.123584	0.9165	0.181697
28	-0.040381	-0.2995	0.382854
29	0.026188	0.1942	0.423362
30	0.042246	0.3133	0.377618
31	-0.030431	-0.2257	0.411141
32	-0.029195	-0.2165	0.414693
33	0.028526	0.2116	0.416617
34	-0.099661	-0.7391	0.231493
35	0.001214	0.009	0.496426
36	0.040621	0.3013	0.382179

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.471549 & -3.4971 & 0.000469 \tabularnewline
2 & 0.187778 & 1.3926 & 0.084672 \tabularnewline
3 & 0.046152 & 0.3423 & 0.366724 \tabularnewline
4 & -0.037127 & -0.2753 & 0.392044 \tabularnewline
5 & -0.033213 & -0.2463 & 0.403177 \tabularnewline
6 & 0.107481 & 0.7971 & 0.21441 \tabularnewline
7 & 0.05888 & 0.4367 & 0.332031 \tabularnewline
8 & -0.087089 & -0.6459 & 0.260524 \tabularnewline
9 & 0.047666 & 0.3535 & 0.362533 \tabularnewline
10 & 0.0219 & 0.1624 & 0.435786 \tabularnewline
11 & -0.202539 & -1.5021 & 0.0694 \tabularnewline
12 & 0.159204 & 1.1807 & 0.121404 \tabularnewline
13 & -0.065342 & -0.4846 & 0.314946 \tabularnewline
14 & -0.124048 & -0.92 & 0.180804 \tabularnewline
15 & 0.07478 & 0.5546 & 0.290713 \tabularnewline
16 & -0.039631 & -0.2939 & 0.384965 \tabularnewline
17 & -0.091778 & -0.6806 & 0.249477 \tabularnewline
18 & 0.029964 & 0.2222 & 0.412483 \tabularnewline
19 & 0.042972 & 0.3187 & 0.375584 \tabularnewline
20 & -0.040679 & -0.3017 & 0.382016 \tabularnewline
21 & 0.081843 & 0.607 & 0.273186 \tabularnewline
22 & -0.027622 & -0.2049 & 0.419222 \tabularnewline
23 & 0.037315 & 0.2767 & 0.39151 \tabularnewline
24 & -0.068125 & -0.5052 & 0.307707 \tabularnewline
25 & 0.201656 & 1.4955 & 0.070248 \tabularnewline
26 & -0.189687 & -1.4068 & 0.082563 \tabularnewline
27 & 0.123584 & 0.9165 & 0.181697 \tabularnewline
28 & -0.040381 & -0.2995 & 0.382854 \tabularnewline
29 & 0.026188 & 0.1942 & 0.423362 \tabularnewline
30 & 0.042246 & 0.3133 & 0.377618 \tabularnewline
31 & -0.030431 & -0.2257 & 0.411141 \tabularnewline
32 & -0.029195 & -0.2165 & 0.414693 \tabularnewline
33 & 0.028526 & 0.2116 & 0.416617 \tabularnewline
34 & -0.099661 & -0.7391 & 0.231493 \tabularnewline
35 & 0.001214 & 0.009 & 0.496426 \tabularnewline
36 & 0.040621 & 0.3013 & 0.382179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109752&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]-0.471549[/C][C]-3.4971[/C][C]0.000469[/C][/ROW]
[ROW][C]2[/C][C]0.187778[/C][C]1.3926[/C][C]0.084672[/C][/ROW]
[ROW][C]3[/C][C]0.046152[/C][C]0.3423[/C][C]0.366724[/C][/ROW]
[ROW][C]4[/C][C]-0.037127[/C][C]-0.2753[/C][C]0.392044[/C][/ROW]
[ROW][C]5[/C][C]-0.033213[/C][C]-0.2463[/C][C]0.403177[/C][/ROW]
[ROW][C]6[/C][C]0.107481[/C][C]0.7971[/C][C]0.21441[/C][/ROW]
[ROW][C]7[/C][C]0.05888[/C][C]0.4367[/C][C]0.332031[/C][/ROW]
[ROW][C]8[/C][C]-0.087089[/C][C]-0.6459[/C][C]0.260524[/C][/ROW]
[ROW][C]9[/C][C]0.047666[/C][C]0.3535[/C][C]0.362533[/C][/ROW]
[ROW][C]10[/C][C]0.0219[/C][C]0.1624[/C][C]0.435786[/C][/ROW]
[ROW][C]11[/C][C]-0.202539[/C][C]-1.5021[/C][C]0.0694[/C][/ROW]
[ROW][C]12[/C][C]0.159204[/C][C]1.1807[/C][C]0.121404[/C][/ROW]
[ROW][C]13[/C][C]-0.065342[/C][C]-0.4846[/C][C]0.314946[/C][/ROW]
[ROW][C]14[/C][C]-0.124048[/C][C]-0.92[/C][C]0.180804[/C][/ROW]
[ROW][C]15[/C][C]0.07478[/C][C]0.5546[/C][C]0.290713[/C][/ROW]
[ROW][C]16[/C][C]-0.039631[/C][C]-0.2939[/C][C]0.384965[/C][/ROW]
[ROW][C]17[/C][C]-0.091778[/C][C]-0.6806[/C][C]0.249477[/C][/ROW]
[ROW][C]18[/C][C]0.029964[/C][C]0.2222[/C][C]0.412483[/C][/ROW]
[ROW][C]19[/C][C]0.042972[/C][C]0.3187[/C][C]0.375584[/C][/ROW]
[ROW][C]20[/C][C]-0.040679[/C][C]-0.3017[/C][C]0.382016[/C][/ROW]
[ROW][C]21[/C][C]0.081843[/C][C]0.607[/C][C]0.273186[/C][/ROW]
[ROW][C]22[/C][C]-0.027622[/C][C]-0.2049[/C][C]0.419222[/C][/ROW]
[ROW][C]23[/C][C]0.037315[/C][C]0.2767[/C][C]0.39151[/C][/ROW]
[ROW][C]24[/C][C]-0.068125[/C][C]-0.5052[/C][C]0.307707[/C][/ROW]
[ROW][C]25[/C][C]0.201656[/C][C]1.4955[/C][C]0.070248[/C][/ROW]
[ROW][C]26[/C][C]-0.189687[/C][C]-1.4068[/C][C]0.082563[/C][/ROW]
[ROW][C]27[/C][C]0.123584[/C][C]0.9165[/C][C]0.181697[/C][/ROW]
[ROW][C]28[/C][C]-0.040381[/C][C]-0.2995[/C][C]0.382854[/C][/ROW]
[ROW][C]29[/C][C]0.026188[/C][C]0.1942[/C][C]0.423362[/C][/ROW]
[ROW][C]30[/C][C]0.042246[/C][C]0.3133[/C][C]0.377618[/C][/ROW]
[ROW][C]31[/C][C]-0.030431[/C][C]-0.2257[/C][C]0.411141[/C][/ROW]
[ROW][C]32[/C][C]-0.029195[/C][C]-0.2165[/C][C]0.414693[/C][/ROW]
[ROW][C]33[/C][C]0.028526[/C][C]0.2116[/C][C]0.416617[/C][/ROW]
[ROW][C]34[/C][C]-0.099661[/C][C]-0.7391[/C][C]0.231493[/C][/ROW]
[ROW][C]35[/C][C]0.001214[/C][C]0.009[/C][C]0.496426[/C][/ROW]
[ROW][C]36[/C][C]0.040621[/C][C]0.3013[/C][C]0.382179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109752&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109752&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	-0.471549	-3.4971	0.000469
2	0.187778	1.3926	0.084672
3	0.046152	0.3423	0.366724
4	-0.037127	-0.2753	0.392044
5	-0.033213	-0.2463	0.403177
6	0.107481	0.7971	0.21441
7	0.05888	0.4367	0.332031
8	-0.087089	-0.6459	0.260524
9	0.047666	0.3535	0.362533
10	0.0219	0.1624	0.435786
11	-0.202539	-1.5021	0.0694
12	0.159204	1.1807	0.121404
13	-0.065342	-0.4846	0.314946
14	-0.124048	-0.92	0.180804
15	0.07478	0.5546	0.290713
16	-0.039631	-0.2939	0.384965
17	-0.091778	-0.6806	0.249477
18	0.029964	0.2222	0.412483
19	0.042972	0.3187	0.375584
20	-0.040679	-0.3017	0.382016
21	0.081843	0.607	0.273186
22	-0.027622	-0.2049	0.419222
23	0.037315	0.2767	0.39151
24	-0.068125	-0.5052	0.307707
25	0.201656	1.4955	0.070248
26	-0.189687	-1.4068	0.082563
27	0.123584	0.9165	0.181697
28	-0.040381	-0.2995	0.382854
29	0.026188	0.1942	0.423362
30	0.042246	0.3133	0.377618
31	-0.030431	-0.2257	0.411141
32	-0.029195	-0.2165	0.414693
33	0.028526	0.2116	0.416617
34	-0.099661	-0.7391	0.231493
35	0.001214	0.009	0.496426
36	0.040621	0.3013	0.382179

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.471549	-3.4971	0.000469
2	-0.044468	-0.3298	0.371407
3	0.151613	1.1244	0.132864
4	0.06741	0.4999	0.30956
5	-0.073872	-0.5478	0.293007
6	0.057956	0.4298	0.334506
7	0.20529	1.5225	0.06681
8	0.016683	0.1237	0.450991
9	-0.082345	-0.6107	0.271961
10	0.002933	0.0218	0.491362
11	-0.197289	-1.4631	0.074561
12	-0.042626	-0.3161	0.376553
13	0.01278	0.0948	0.462416
14	-0.162915	-1.2082	0.116068
15	-0.087968	-0.6524	0.258435
16	0.004148	0.0308	0.487785
17	-0.034299	-0.2544	0.40008
18	-0.025349	-0.188	0.425788
19	0.048283	0.3581	0.360829
20	0.100299	0.7438	0.230071
21	0.168211	1.2475	0.108752
22	0.011559	0.0857	0.465998
23	0.068351	0.5069	0.307125
24	-0.042681	-0.3165	0.376399
25	0.124048	0.92	0.180805
26	-0.066042	-0.4898	0.313119
27	-0.108597	-0.8054	0.212034
28	-0.148025	-1.0978	0.138541
29	-0.003507	-0.026	0.489672
30	0.112043	0.8309	0.204801
31	-0.032889	-0.2439	0.404104
32	-0.128743	-0.9548	0.171932
33	0.030846	0.2288	0.409951
34	0.002326	0.0173	0.493149
35	-0.070143	-0.5202	0.302507
36	0.075383	0.5591	0.289196

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.471549 & -3.4971 & 0.000469 \tabularnewline
2 & -0.044468 & -0.3298 & 0.371407 \tabularnewline
3 & 0.151613 & 1.1244 & 0.132864 \tabularnewline
4 & 0.06741 & 0.4999 & 0.30956 \tabularnewline
5 & -0.073872 & -0.5478 & 0.293007 \tabularnewline
6 & 0.057956 & 0.4298 & 0.334506 \tabularnewline
7 & 0.20529 & 1.5225 & 0.06681 \tabularnewline
8 & 0.016683 & 0.1237 & 0.450991 \tabularnewline
9 & -0.082345 & -0.6107 & 0.271961 \tabularnewline
10 & 0.002933 & 0.0218 & 0.491362 \tabularnewline
11 & -0.197289 & -1.4631 & 0.074561 \tabularnewline
12 & -0.042626 & -0.3161 & 0.376553 \tabularnewline
13 & 0.01278 & 0.0948 & 0.462416 \tabularnewline
14 & -0.162915 & -1.2082 & 0.116068 \tabularnewline
15 & -0.087968 & -0.6524 & 0.258435 \tabularnewline
16 & 0.004148 & 0.0308 & 0.487785 \tabularnewline
17 & -0.034299 & -0.2544 & 0.40008 \tabularnewline
18 & -0.025349 & -0.188 & 0.425788 \tabularnewline
19 & 0.048283 & 0.3581 & 0.360829 \tabularnewline
20 & 0.100299 & 0.7438 & 0.230071 \tabularnewline
21 & 0.168211 & 1.2475 & 0.108752 \tabularnewline
22 & 0.011559 & 0.0857 & 0.465998 \tabularnewline
23 & 0.068351 & 0.5069 & 0.307125 \tabularnewline
24 & -0.042681 & -0.3165 & 0.376399 \tabularnewline
25 & 0.124048 & 0.92 & 0.180805 \tabularnewline
26 & -0.066042 & -0.4898 & 0.313119 \tabularnewline
27 & -0.108597 & -0.8054 & 0.212034 \tabularnewline
28 & -0.148025 & -1.0978 & 0.138541 \tabularnewline
29 & -0.003507 & -0.026 & 0.489672 \tabularnewline
30 & 0.112043 & 0.8309 & 0.204801 \tabularnewline
31 & -0.032889 & -0.2439 & 0.404104 \tabularnewline
32 & -0.128743 & -0.9548 & 0.171932 \tabularnewline
33 & 0.030846 & 0.2288 & 0.409951 \tabularnewline
34 & 0.002326 & 0.0173 & 0.493149 \tabularnewline
35 & -0.070143 & -0.5202 & 0.302507 \tabularnewline
36 & 0.075383 & 0.5591 & 0.289196 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109752&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]-0.471549[/C][C]-3.4971[/C][C]0.000469[/C][/ROW]
[ROW][C]2[/C][C]-0.044468[/C][C]-0.3298[/C][C]0.371407[/C][/ROW]
[ROW][C]3[/C][C]0.151613[/C][C]1.1244[/C][C]0.132864[/C][/ROW]
[ROW][C]4[/C][C]0.06741[/C][C]0.4999[/C][C]0.30956[/C][/ROW]
[ROW][C]5[/C][C]-0.073872[/C][C]-0.5478[/C][C]0.293007[/C][/ROW]
[ROW][C]6[/C][C]0.057956[/C][C]0.4298[/C][C]0.334506[/C][/ROW]
[ROW][C]7[/C][C]0.20529[/C][C]1.5225[/C][C]0.06681[/C][/ROW]
[ROW][C]8[/C][C]0.016683[/C][C]0.1237[/C][C]0.450991[/C][/ROW]
[ROW][C]9[/C][C]-0.082345[/C][C]-0.6107[/C][C]0.271961[/C][/ROW]
[ROW][C]10[/C][C]0.002933[/C][C]0.0218[/C][C]0.491362[/C][/ROW]
[ROW][C]11[/C][C]-0.197289[/C][C]-1.4631[/C][C]0.074561[/C][/ROW]
[ROW][C]12[/C][C]-0.042626[/C][C]-0.3161[/C][C]0.376553[/C][/ROW]
[ROW][C]13[/C][C]0.01278[/C][C]0.0948[/C][C]0.462416[/C][/ROW]
[ROW][C]14[/C][C]-0.162915[/C][C]-1.2082[/C][C]0.116068[/C][/ROW]
[ROW][C]15[/C][C]-0.087968[/C][C]-0.6524[/C][C]0.258435[/C][/ROW]
[ROW][C]16[/C][C]0.004148[/C][C]0.0308[/C][C]0.487785[/C][/ROW]
[ROW][C]17[/C][C]-0.034299[/C][C]-0.2544[/C][C]0.40008[/C][/ROW]
[ROW][C]18[/C][C]-0.025349[/C][C]-0.188[/C][C]0.425788[/C][/ROW]
[ROW][C]19[/C][C]0.048283[/C][C]0.3581[/C][C]0.360829[/C][/ROW]
[ROW][C]20[/C][C]0.100299[/C][C]0.7438[/C][C]0.230071[/C][/ROW]
[ROW][C]21[/C][C]0.168211[/C][C]1.2475[/C][C]0.108752[/C][/ROW]
[ROW][C]22[/C][C]0.011559[/C][C]0.0857[/C][C]0.465998[/C][/ROW]
[ROW][C]23[/C][C]0.068351[/C][C]0.5069[/C][C]0.307125[/C][/ROW]
[ROW][C]24[/C][C]-0.042681[/C][C]-0.3165[/C][C]0.376399[/C][/ROW]
[ROW][C]25[/C][C]0.124048[/C][C]0.92[/C][C]0.180805[/C][/ROW]
[ROW][C]26[/C][C]-0.066042[/C][C]-0.4898[/C][C]0.313119[/C][/ROW]
[ROW][C]27[/C][C]-0.108597[/C][C]-0.8054[/C][C]0.212034[/C][/ROW]
[ROW][C]28[/C][C]-0.148025[/C][C]-1.0978[/C][C]0.138541[/C][/ROW]
[ROW][C]29[/C][C]-0.003507[/C][C]-0.026[/C][C]0.489672[/C][/ROW]
[ROW][C]30[/C][C]0.112043[/C][C]0.8309[/C][C]0.204801[/C][/ROW]
[ROW][C]31[/C][C]-0.032889[/C][C]-0.2439[/C][C]0.404104[/C][/ROW]
[ROW][C]32[/C][C]-0.128743[/C][C]-0.9548[/C][C]0.171932[/C][/ROW]
[ROW][C]33[/C][C]0.030846[/C][C]0.2288[/C][C]0.409951[/C][/ROW]
[ROW][C]34[/C][C]0.002326[/C][C]0.0173[/C][C]0.493149[/C][/ROW]
[ROW][C]35[/C][C]-0.070143[/C][C]-0.5202[/C][C]0.302507[/C][/ROW]
[ROW][C]36[/C][C]0.075383[/C][C]0.5591[/C][C]0.289196[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109752&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109752&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	-0.471549	-3.4971	0.000469
2	-0.044468	-0.3298	0.371407
3	0.151613	1.1244	0.132864
4	0.06741	0.4999	0.30956
5	-0.073872	-0.5478	0.293007
6	0.057956	0.4298	0.334506
7	0.20529	1.5225	0.06681
8	0.016683	0.1237	0.450991
9	-0.082345	-0.6107	0.271961
10	0.002933	0.0218	0.491362
11	-0.197289	-1.4631	0.074561
12	-0.042626	-0.3161	0.376553
13	0.01278	0.0948	0.462416
14	-0.162915	-1.2082	0.116068
15	-0.087968	-0.6524	0.258435
16	0.004148	0.0308	0.487785
17	-0.034299	-0.2544	0.40008
18	-0.025349	-0.188	0.425788
19	0.048283	0.3581	0.360829
20	0.100299	0.7438	0.230071
21	0.168211	1.2475	0.108752
22	0.011559	0.0857	0.465998
23	0.068351	0.5069	0.307125
24	-0.042681	-0.3165	0.376399
25	0.124048	0.92	0.180805
26	-0.066042	-0.4898	0.313119
27	-0.108597	-0.8054	0.212034
28	-0.148025	-1.0978	0.138541
29	-0.003507	-0.026	0.489672
30	0.112043	0.8309	0.204801
31	-0.032889	-0.2439	0.404104
32	-0.128743	-0.9548	0.171932
33	0.030846	0.2288	0.409951
34	0.002326	0.0173	0.493149
35	-0.070143	-0.5202	0.302507
36	0.075383	0.5591	0.289196

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 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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