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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 15 Dec 2010 10:12:06 +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/15/t1292407882demz6h79wbtceu6.htm/, Retrieved Fri, 03 May 2024 10:51:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110326, Retrieved Fri, 03 May 2024 10:51:34 +0000

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User-defined keywords

Estimated Impact

192

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]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [ACF ( d=0 , D=0 )] [2010-12-15 10:12:06] [19046f4a6967f3fb6f5f17d42e7d38f2] [Current]
-             [(Partial) Autocorrelation Function] [ACF ( d=0 , D=1 )] [2010-12-15 10:24:19] [0ed8ad64bdfc801eaa95d5097964fc04] 
-               [(Partial) Autocorrelation Function] [ACF ( d=0 , D=2 )] [2010-12-15 10:28:46] [0ed8ad64bdfc801eaa95d5097964fc04] 
- R  D        [(Partial) Autocorrelation Function] [ACF ( d=0 , D=0 )] [2010-12-20 08:02:37] [0ed8ad64bdfc801eaa95d5097964fc04] 

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110326&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]3 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=110326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110326&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.25584	1.9817	0.026048
2	0.001102	0.0085	0.496608
3	0.179307	1.3889	0.084997
4	0.162542	1.259	0.106445
5	0.349749	2.7091	0.00439
6	0.334355	2.5899	0.006016
7	0.225318	1.7453	0.043025
8	0.017693	0.137	0.445726
9	-0.049977	-0.3871	0.35002
10	-0.169631	-1.314	0.096931
11	0.065771	0.5095	0.306151
12	0.44587	3.4537	0.00051
13	-0.053699	-0.4159	0.339465
14	-0.302295	-2.3416	0.011271
15	-0.208486	-1.6149	0.055787
16	-0.081698	-0.6328	0.264625
17	0.051641	0.4	0.345284
18	-0.031003	-0.2402	0.405516
19	-0.028202	-0.2185	0.413908
20	-0.203235	-1.5743	0.060344
21	-0.220663	-1.7092	0.046287
22	-0.235976	-1.8279	0.036271
23	-0.073682	-0.5707	0.285154
24	0.202438	1.5681	0.061061
25	-0.133147	-1.0314	0.153258
26	-0.337798	-2.6166	0.005611
27	-0.201465	-1.5605	0.061946
28	-0.084203	-0.6522	0.25837
29	-0.022691	-0.1758	0.430535
30	-0.066927	-0.5184	0.303038
31	-0.040949	-0.3172	0.3761
32	-0.196487	-1.522	0.066634
33	-0.205594	-1.5925	0.058261
34	-0.108753	-0.8424	0.201455
35	-0.085879	-0.6652	0.25423
36	0.132534	1.0266	0.154364

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.25584 & 1.9817 & 0.026048 \tabularnewline
2 & 0.001102 & 0.0085 & 0.496608 \tabularnewline
3 & 0.179307 & 1.3889 & 0.084997 \tabularnewline
4 & 0.162542 & 1.259 & 0.106445 \tabularnewline
5 & 0.349749 & 2.7091 & 0.00439 \tabularnewline
6 & 0.334355 & 2.5899 & 0.006016 \tabularnewline
7 & 0.225318 & 1.7453 & 0.043025 \tabularnewline
8 & 0.017693 & 0.137 & 0.445726 \tabularnewline
9 & -0.049977 & -0.3871 & 0.35002 \tabularnewline
10 & -0.169631 & -1.314 & 0.096931 \tabularnewline
11 & 0.065771 & 0.5095 & 0.306151 \tabularnewline
12 & 0.44587 & 3.4537 & 0.00051 \tabularnewline
13 & -0.053699 & -0.4159 & 0.339465 \tabularnewline
14 & -0.302295 & -2.3416 & 0.011271 \tabularnewline
15 & -0.208486 & -1.6149 & 0.055787 \tabularnewline
16 & -0.081698 & -0.6328 & 0.264625 \tabularnewline
17 & 0.051641 & 0.4 & 0.345284 \tabularnewline
18 & -0.031003 & -0.2402 & 0.405516 \tabularnewline
19 & -0.028202 & -0.2185 & 0.413908 \tabularnewline
20 & -0.203235 & -1.5743 & 0.060344 \tabularnewline
21 & -0.220663 & -1.7092 & 0.046287 \tabularnewline
22 & -0.235976 & -1.8279 & 0.036271 \tabularnewline
23 & -0.073682 & -0.5707 & 0.285154 \tabularnewline
24 & 0.202438 & 1.5681 & 0.061061 \tabularnewline
25 & -0.133147 & -1.0314 & 0.153258 \tabularnewline
26 & -0.337798 & -2.6166 & 0.005611 \tabularnewline
27 & -0.201465 & -1.5605 & 0.061946 \tabularnewline
28 & -0.084203 & -0.6522 & 0.25837 \tabularnewline
29 & -0.022691 & -0.1758 & 0.430535 \tabularnewline
30 & -0.066927 & -0.5184 & 0.303038 \tabularnewline
31 & -0.040949 & -0.3172 & 0.3761 \tabularnewline
32 & -0.196487 & -1.522 & 0.066634 \tabularnewline
33 & -0.205594 & -1.5925 & 0.058261 \tabularnewline
34 & -0.108753 & -0.8424 & 0.201455 \tabularnewline
35 & -0.085879 & -0.6652 & 0.25423 \tabularnewline
36 & 0.132534 & 1.0266 & 0.154364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110326&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]0.25584[/C][C]1.9817[/C][C]0.026048[/C][/ROW]
[ROW][C]2[/C][C]0.001102[/C][C]0.0085[/C][C]0.496608[/C][/ROW]
[ROW][C]3[/C][C]0.179307[/C][C]1.3889[/C][C]0.084997[/C][/ROW]
[ROW][C]4[/C][C]0.162542[/C][C]1.259[/C][C]0.106445[/C][/ROW]
[ROW][C]5[/C][C]0.349749[/C][C]2.7091[/C][C]0.00439[/C][/ROW]
[ROW][C]6[/C][C]0.334355[/C][C]2.5899[/C][C]0.006016[/C][/ROW]
[ROW][C]7[/C][C]0.225318[/C][C]1.7453[/C][C]0.043025[/C][/ROW]
[ROW][C]8[/C][C]0.017693[/C][C]0.137[/C][C]0.445726[/C][/ROW]
[ROW][C]9[/C][C]-0.049977[/C][C]-0.3871[/C][C]0.35002[/C][/ROW]
[ROW][C]10[/C][C]-0.169631[/C][C]-1.314[/C][C]0.096931[/C][/ROW]
[ROW][C]11[/C][C]0.065771[/C][C]0.5095[/C][C]0.306151[/C][/ROW]
[ROW][C]12[/C][C]0.44587[/C][C]3.4537[/C][C]0.00051[/C][/ROW]
[ROW][C]13[/C][C]-0.053699[/C][C]-0.4159[/C][C]0.339465[/C][/ROW]
[ROW][C]14[/C][C]-0.302295[/C][C]-2.3416[/C][C]0.011271[/C][/ROW]
[ROW][C]15[/C][C]-0.208486[/C][C]-1.6149[/C][C]0.055787[/C][/ROW]
[ROW][C]16[/C][C]-0.081698[/C][C]-0.6328[/C][C]0.264625[/C][/ROW]
[ROW][C]17[/C][C]0.051641[/C][C]0.4[/C][C]0.345284[/C][/ROW]
[ROW][C]18[/C][C]-0.031003[/C][C]-0.2402[/C][C]0.405516[/C][/ROW]
[ROW][C]19[/C][C]-0.028202[/C][C]-0.2185[/C][C]0.413908[/C][/ROW]
[ROW][C]20[/C][C]-0.203235[/C][C]-1.5743[/C][C]0.060344[/C][/ROW]
[ROW][C]21[/C][C]-0.220663[/C][C]-1.7092[/C][C]0.046287[/C][/ROW]
[ROW][C]22[/C][C]-0.235976[/C][C]-1.8279[/C][C]0.036271[/C][/ROW]
[ROW][C]23[/C][C]-0.073682[/C][C]-0.5707[/C][C]0.285154[/C][/ROW]
[ROW][C]24[/C][C]0.202438[/C][C]1.5681[/C][C]0.061061[/C][/ROW]
[ROW][C]25[/C][C]-0.133147[/C][C]-1.0314[/C][C]0.153258[/C][/ROW]
[ROW][C]26[/C][C]-0.337798[/C][C]-2.6166[/C][C]0.005611[/C][/ROW]
[ROW][C]27[/C][C]-0.201465[/C][C]-1.5605[/C][C]0.061946[/C][/ROW]
[ROW][C]28[/C][C]-0.084203[/C][C]-0.6522[/C][C]0.25837[/C][/ROW]
[ROW][C]29[/C][C]-0.022691[/C][C]-0.1758[/C][C]0.430535[/C][/ROW]
[ROW][C]30[/C][C]-0.066927[/C][C]-0.5184[/C][C]0.303038[/C][/ROW]
[ROW][C]31[/C][C]-0.040949[/C][C]-0.3172[/C][C]0.3761[/C][/ROW]
[ROW][C]32[/C][C]-0.196487[/C][C]-1.522[/C][C]0.066634[/C][/ROW]
[ROW][C]33[/C][C]-0.205594[/C][C]-1.5925[/C][C]0.058261[/C][/ROW]
[ROW][C]34[/C][C]-0.108753[/C][C]-0.8424[/C][C]0.201455[/C][/ROW]
[ROW][C]35[/C][C]-0.085879[/C][C]-0.6652[/C][C]0.25423[/C][/ROW]
[ROW][C]36[/C][C]0.132534[/C][C]1.0266[/C][C]0.154364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110326&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	0.25584	1.9817	0.026048
2	0.001102	0.0085	0.496608
3	0.179307	1.3889	0.084997
4	0.162542	1.259	0.106445
5	0.349749	2.7091	0.00439
6	0.334355	2.5899	0.006016
7	0.225318	1.7453	0.043025
8	0.017693	0.137	0.445726
9	-0.049977	-0.3871	0.35002
10	-0.169631	-1.314	0.096931
11	0.065771	0.5095	0.306151
12	0.44587	3.4537	0.00051
13	-0.053699	-0.4159	0.339465
14	-0.302295	-2.3416	0.011271
15	-0.208486	-1.6149	0.055787
16	-0.081698	-0.6328	0.264625
17	0.051641	0.4	0.345284
18	-0.031003	-0.2402	0.405516
19	-0.028202	-0.2185	0.413908
20	-0.203235	-1.5743	0.060344
21	-0.220663	-1.7092	0.046287
22	-0.235976	-1.8279	0.036271
23	-0.073682	-0.5707	0.285154
24	0.202438	1.5681	0.061061
25	-0.133147	-1.0314	0.153258
26	-0.337798	-2.6166	0.005611
27	-0.201465	-1.5605	0.061946
28	-0.084203	-0.6522	0.25837
29	-0.022691	-0.1758	0.430535
30	-0.066927	-0.5184	0.303038
31	-0.040949	-0.3172	0.3761
32	-0.196487	-1.522	0.066634
33	-0.205594	-1.5925	0.058261
34	-0.108753	-0.8424	0.201455
35	-0.085879	-0.6652	0.25423
36	0.132534	1.0266	0.154364

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.25584	1.9817	0.026048
2	-0.068859	-0.5334	0.297872
3	0.211396	1.6375	0.053384
4	0.064099	0.4965	0.310675
5	0.350076	2.7117	0.00436
6	0.18661	1.4455	0.076764
7	0.19526	1.5125	0.067831
8	-0.149574	-1.1586	0.125606
9	-0.160344	-1.242	0.109531
10	-0.532987	-4.1285	5.7e-05
11	-0.167004	-1.2936	0.10038
12	0.361094	2.797	0.003461
13	0.034223	0.2651	0.395924
14	-0.035057	-0.2716	0.393449
15	-0.129128	-1.0002	0.160611
16	0.064624	0.5006	0.309251
17	-0.035822	-0.2775	0.391186
18	-0.147856	-1.1453	0.128319
19	0.039888	0.309	0.379205
20	-0.02097	-0.1624	0.435756
21	0.116612	0.9033	0.184998
22	-0.035502	-0.275	0.392133
23	-0.103575	-0.8023	0.212775
24	-0.101032	-0.7826	0.218472
25	-0.105285	-0.8155	0.208996
26	-0.082097	-0.6359	0.263624
27	0.074123	0.5742	0.284006
28	-0.01725	-0.1336	0.447075
29	-0.014546	-0.1127	0.455333
30	-0.03643	-0.2822	0.389388
31	0.046019	0.3565	0.361373
32	-0.105662	-0.8185	0.208169
33	-0.132439	-1.0259	0.154536
34	0.091578	0.7094	0.240424
35	-0.086748	-0.6719	0.252099
36	0.022368	0.1733	0.431513

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.25584 & 1.9817 & 0.026048 \tabularnewline
2 & -0.068859 & -0.5334 & 0.297872 \tabularnewline
3 & 0.211396 & 1.6375 & 0.053384 \tabularnewline
4 & 0.064099 & 0.4965 & 0.310675 \tabularnewline
5 & 0.350076 & 2.7117 & 0.00436 \tabularnewline
6 & 0.18661 & 1.4455 & 0.076764 \tabularnewline
7 & 0.19526 & 1.5125 & 0.067831 \tabularnewline
8 & -0.149574 & -1.1586 & 0.125606 \tabularnewline
9 & -0.160344 & -1.242 & 0.109531 \tabularnewline
10 & -0.532987 & -4.1285 & 5.7e-05 \tabularnewline
11 & -0.167004 & -1.2936 & 0.10038 \tabularnewline
12 & 0.361094 & 2.797 & 0.003461 \tabularnewline
13 & 0.034223 & 0.2651 & 0.395924 \tabularnewline
14 & -0.035057 & -0.2716 & 0.393449 \tabularnewline
15 & -0.129128 & -1.0002 & 0.160611 \tabularnewline
16 & 0.064624 & 0.5006 & 0.309251 \tabularnewline
17 & -0.035822 & -0.2775 & 0.391186 \tabularnewline
18 & -0.147856 & -1.1453 & 0.128319 \tabularnewline
19 & 0.039888 & 0.309 & 0.379205 \tabularnewline
20 & -0.02097 & -0.1624 & 0.435756 \tabularnewline
21 & 0.116612 & 0.9033 & 0.184998 \tabularnewline
22 & -0.035502 & -0.275 & 0.392133 \tabularnewline
23 & -0.103575 & -0.8023 & 0.212775 \tabularnewline
24 & -0.101032 & -0.7826 & 0.218472 \tabularnewline
25 & -0.105285 & -0.8155 & 0.208996 \tabularnewline
26 & -0.082097 & -0.6359 & 0.263624 \tabularnewline
27 & 0.074123 & 0.5742 & 0.284006 \tabularnewline
28 & -0.01725 & -0.1336 & 0.447075 \tabularnewline
29 & -0.014546 & -0.1127 & 0.455333 \tabularnewline
30 & -0.03643 & -0.2822 & 0.389388 \tabularnewline
31 & 0.046019 & 0.3565 & 0.361373 \tabularnewline
32 & -0.105662 & -0.8185 & 0.208169 \tabularnewline
33 & -0.132439 & -1.0259 & 0.154536 \tabularnewline
34 & 0.091578 & 0.7094 & 0.240424 \tabularnewline
35 & -0.086748 & -0.6719 & 0.252099 \tabularnewline
36 & 0.022368 & 0.1733 & 0.431513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110326&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]0.25584[/C][C]1.9817[/C][C]0.026048[/C][/ROW]
[ROW][C]2[/C][C]-0.068859[/C][C]-0.5334[/C][C]0.297872[/C][/ROW]
[ROW][C]3[/C][C]0.211396[/C][C]1.6375[/C][C]0.053384[/C][/ROW]
[ROW][C]4[/C][C]0.064099[/C][C]0.4965[/C][C]0.310675[/C][/ROW]
[ROW][C]5[/C][C]0.350076[/C][C]2.7117[/C][C]0.00436[/C][/ROW]
[ROW][C]6[/C][C]0.18661[/C][C]1.4455[/C][C]0.076764[/C][/ROW]
[ROW][C]7[/C][C]0.19526[/C][C]1.5125[/C][C]0.067831[/C][/ROW]
[ROW][C]8[/C][C]-0.149574[/C][C]-1.1586[/C][C]0.125606[/C][/ROW]
[ROW][C]9[/C][C]-0.160344[/C][C]-1.242[/C][C]0.109531[/C][/ROW]
[ROW][C]10[/C][C]-0.532987[/C][C]-4.1285[/C][C]5.7e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.167004[/C][C]-1.2936[/C][C]0.10038[/C][/ROW]
[ROW][C]12[/C][C]0.361094[/C][C]2.797[/C][C]0.003461[/C][/ROW]
[ROW][C]13[/C][C]0.034223[/C][C]0.2651[/C][C]0.395924[/C][/ROW]
[ROW][C]14[/C][C]-0.035057[/C][C]-0.2716[/C][C]0.393449[/C][/ROW]
[ROW][C]15[/C][C]-0.129128[/C][C]-1.0002[/C][C]0.160611[/C][/ROW]
[ROW][C]16[/C][C]0.064624[/C][C]0.5006[/C][C]0.309251[/C][/ROW]
[ROW][C]17[/C][C]-0.035822[/C][C]-0.2775[/C][C]0.391186[/C][/ROW]
[ROW][C]18[/C][C]-0.147856[/C][C]-1.1453[/C][C]0.128319[/C][/ROW]
[ROW][C]19[/C][C]0.039888[/C][C]0.309[/C][C]0.379205[/C][/ROW]
[ROW][C]20[/C][C]-0.02097[/C][C]-0.1624[/C][C]0.435756[/C][/ROW]
[ROW][C]21[/C][C]0.116612[/C][C]0.9033[/C][C]0.184998[/C][/ROW]
[ROW][C]22[/C][C]-0.035502[/C][C]-0.275[/C][C]0.392133[/C][/ROW]
[ROW][C]23[/C][C]-0.103575[/C][C]-0.8023[/C][C]0.212775[/C][/ROW]
[ROW][C]24[/C][C]-0.101032[/C][C]-0.7826[/C][C]0.218472[/C][/ROW]
[ROW][C]25[/C][C]-0.105285[/C][C]-0.8155[/C][C]0.208996[/C][/ROW]
[ROW][C]26[/C][C]-0.082097[/C][C]-0.6359[/C][C]0.263624[/C][/ROW]
[ROW][C]27[/C][C]0.074123[/C][C]0.5742[/C][C]0.284006[/C][/ROW]
[ROW][C]28[/C][C]-0.01725[/C][C]-0.1336[/C][C]0.447075[/C][/ROW]
[ROW][C]29[/C][C]-0.014546[/C][C]-0.1127[/C][C]0.455333[/C][/ROW]
[ROW][C]30[/C][C]-0.03643[/C][C]-0.2822[/C][C]0.389388[/C][/ROW]
[ROW][C]31[/C][C]0.046019[/C][C]0.3565[/C][C]0.361373[/C][/ROW]
[ROW][C]32[/C][C]-0.105662[/C][C]-0.8185[/C][C]0.208169[/C][/ROW]
[ROW][C]33[/C][C]-0.132439[/C][C]-1.0259[/C][C]0.154536[/C][/ROW]
[ROW][C]34[/C][C]0.091578[/C][C]0.7094[/C][C]0.240424[/C][/ROW]
[ROW][C]35[/C][C]-0.086748[/C][C]-0.6719[/C][C]0.252099[/C][/ROW]
[ROW][C]36[/C][C]0.022368[/C][C]0.1733[/C][C]0.431513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110326&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110326&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	0.25584	1.9817	0.026048
2	-0.068859	-0.5334	0.297872
3	0.211396	1.6375	0.053384
4	0.064099	0.4965	0.310675
5	0.350076	2.7117	0.00436
6	0.18661	1.4455	0.076764
7	0.19526	1.5125	0.067831
8	-0.149574	-1.1586	0.125606
9	-0.160344	-1.242	0.109531
10	-0.532987	-4.1285	5.7e-05
11	-0.167004	-1.2936	0.10038
12	0.361094	2.797	0.003461
13	0.034223	0.2651	0.395924
14	-0.035057	-0.2716	0.393449
15	-0.129128	-1.0002	0.160611
16	0.064624	0.5006	0.309251
17	-0.035822	-0.2775	0.391186
18	-0.147856	-1.1453	0.128319
19	0.039888	0.309	0.379205
20	-0.02097	-0.1624	0.435756
21	0.116612	0.9033	0.184998
22	-0.035502	-0.275	0.392133
23	-0.103575	-0.8023	0.212775
24	-0.101032	-0.7826	0.218472
25	-0.105285	-0.8155	0.208996
26	-0.082097	-0.6359	0.263624
27	0.074123	0.5742	0.284006
28	-0.01725	-0.1336	0.447075
29	-0.014546	-0.1127	0.455333
30	-0.03643	-0.2822	0.389388
31	0.046019	0.3565	0.361373
32	-0.105662	-0.8185	0.208169
33	-0.132439	-1.0259	0.154536
34	0.091578	0.7094	0.240424
35	-0.086748	-0.6719	0.252099
36	0.022368	0.1733	0.431513

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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