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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 15 Dec 2010 10:24:19 +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/t1292408572ppglei4w3maicqp.htm/, Retrieved Fri, 03 May 2024 10:16:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110327, Retrieved Fri, 03 May 2024 10:16:43 +0000

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Estimated Impact

163

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] [0ed8ad64bdfc801eaa95d5097964fc04]
-             [(Partial) Autocorrelation Function] [ACF ( d=0 , D=1 )] [2010-12-15 10:24:19] [19046f4a6967f3fb6f5f17d42e7d38f2] [Current]
-               [(Partial) Autocorrelation Function] [ACF ( d=0 , D=2 )] [2010-12-15 10:28:46] [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	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=110327&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=110327&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110327&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	0.582876	4.0383	9.7e-05
2	0.673924	4.6691	1.2e-05
3	0.733005	5.0784	3e-06
4	0.481318	3.3347	0.000826
5	0.535886	3.7127	0.000267
6	0.449819	3.1164	0.001544
7	0.285845	1.9804	0.026703
8	0.338439	2.3448	0.011611
9	0.165381	1.1458	0.128781
10	0.140777	0.9753	0.167144
11	0.13685	0.9481	0.173908
12	-0.015479	-0.1072	0.457521
13	0.035468	0.2457	0.40347
14	-0.002498	-0.0173	0.493132
15	-0.049609	-0.3437	0.366287
16	-0.066864	-0.4632	0.32264
17	-0.047031	-0.3258	0.37298
18	-0.085413	-0.5918	0.278395
19	-0.11287	-0.782	0.219031
20	-0.097856	-0.678	0.250523
21	-0.117768	-0.8159	0.209288
22	-0.203541	-1.4102	0.082468
23	-0.070807	-0.4906	0.312985
24	-0.223499	-1.5484	0.064042
25	-0.174377	-1.2081	0.11646
26	-0.179291	-1.2422	0.110105
27	-0.263529	-1.8258	0.037054
28	-0.197	-1.3649	0.089331
29	-0.234534	-1.6249	0.055367
30	-0.272272	-1.8864	0.032652
31	-0.228158	-1.5807	0.060254
32	-0.292128	-2.0239	0.024282
33	-0.274408	-1.9012	0.031647
34	-0.240263	-1.6646	0.051255
35	-0.297848	-2.0636	0.022245
36	-0.222397	-1.5408	0.064965

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.582876 & 4.0383 & 9.7e-05 \tabularnewline
2 & 0.673924 & 4.6691 & 1.2e-05 \tabularnewline
3 & 0.733005 & 5.0784 & 3e-06 \tabularnewline
4 & 0.481318 & 3.3347 & 0.000826 \tabularnewline
5 & 0.535886 & 3.7127 & 0.000267 \tabularnewline
6 & 0.449819 & 3.1164 & 0.001544 \tabularnewline
7 & 0.285845 & 1.9804 & 0.026703 \tabularnewline
8 & 0.338439 & 2.3448 & 0.011611 \tabularnewline
9 & 0.165381 & 1.1458 & 0.128781 \tabularnewline
10 & 0.140777 & 0.9753 & 0.167144 \tabularnewline
11 & 0.13685 & 0.9481 & 0.173908 \tabularnewline
12 & -0.015479 & -0.1072 & 0.457521 \tabularnewline
13 & 0.035468 & 0.2457 & 0.40347 \tabularnewline
14 & -0.002498 & -0.0173 & 0.493132 \tabularnewline
15 & -0.049609 & -0.3437 & 0.366287 \tabularnewline
16 & -0.066864 & -0.4632 & 0.32264 \tabularnewline
17 & -0.047031 & -0.3258 & 0.37298 \tabularnewline
18 & -0.085413 & -0.5918 & 0.278395 \tabularnewline
19 & -0.11287 & -0.782 & 0.219031 \tabularnewline
20 & -0.097856 & -0.678 & 0.250523 \tabularnewline
21 & -0.117768 & -0.8159 & 0.209288 \tabularnewline
22 & -0.203541 & -1.4102 & 0.082468 \tabularnewline
23 & -0.070807 & -0.4906 & 0.312985 \tabularnewline
24 & -0.223499 & -1.5484 & 0.064042 \tabularnewline
25 & -0.174377 & -1.2081 & 0.11646 \tabularnewline
26 & -0.179291 & -1.2422 & 0.110105 \tabularnewline
27 & -0.263529 & -1.8258 & 0.037054 \tabularnewline
28 & -0.197 & -1.3649 & 0.089331 \tabularnewline
29 & -0.234534 & -1.6249 & 0.055367 \tabularnewline
30 & -0.272272 & -1.8864 & 0.032652 \tabularnewline
31 & -0.228158 & -1.5807 & 0.060254 \tabularnewline
32 & -0.292128 & -2.0239 & 0.024282 \tabularnewline
33 & -0.274408 & -1.9012 & 0.031647 \tabularnewline
34 & -0.240263 & -1.6646 & 0.051255 \tabularnewline
35 & -0.297848 & -2.0636 & 0.022245 \tabularnewline
36 & -0.222397 & -1.5408 & 0.064965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110327&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]0.582876[/C][C]4.0383[/C][C]9.7e-05[/C][/ROW]
[ROW][C]2[/C][C]0.673924[/C][C]4.6691[/C][C]1.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.733005[/C][C]5.0784[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.481318[/C][C]3.3347[/C][C]0.000826[/C][/ROW]
[ROW][C]5[/C][C]0.535886[/C][C]3.7127[/C][C]0.000267[/C][/ROW]
[ROW][C]6[/C][C]0.449819[/C][C]3.1164[/C][C]0.001544[/C][/ROW]
[ROW][C]7[/C][C]0.285845[/C][C]1.9804[/C][C]0.026703[/C][/ROW]
[ROW][C]8[/C][C]0.338439[/C][C]2.3448[/C][C]0.011611[/C][/ROW]
[ROW][C]9[/C][C]0.165381[/C][C]1.1458[/C][C]0.128781[/C][/ROW]
[ROW][C]10[/C][C]0.140777[/C][C]0.9753[/C][C]0.167144[/C][/ROW]
[ROW][C]11[/C][C]0.13685[/C][C]0.9481[/C][C]0.173908[/C][/ROW]
[ROW][C]12[/C][C]-0.015479[/C][C]-0.1072[/C][C]0.457521[/C][/ROW]
[ROW][C]13[/C][C]0.035468[/C][C]0.2457[/C][C]0.40347[/C][/ROW]
[ROW][C]14[/C][C]-0.002498[/C][C]-0.0173[/C][C]0.493132[/C][/ROW]
[ROW][C]15[/C][C]-0.049609[/C][C]-0.3437[/C][C]0.366287[/C][/ROW]
[ROW][C]16[/C][C]-0.066864[/C][C]-0.4632[/C][C]0.32264[/C][/ROW]
[ROW][C]17[/C][C]-0.047031[/C][C]-0.3258[/C][C]0.37298[/C][/ROW]
[ROW][C]18[/C][C]-0.085413[/C][C]-0.5918[/C][C]0.278395[/C][/ROW]
[ROW][C]19[/C][C]-0.11287[/C][C]-0.782[/C][C]0.219031[/C][/ROW]
[ROW][C]20[/C][C]-0.097856[/C][C]-0.678[/C][C]0.250523[/C][/ROW]
[ROW][C]21[/C][C]-0.117768[/C][C]-0.8159[/C][C]0.209288[/C][/ROW]
[ROW][C]22[/C][C]-0.203541[/C][C]-1.4102[/C][C]0.082468[/C][/ROW]
[ROW][C]23[/C][C]-0.070807[/C][C]-0.4906[/C][C]0.312985[/C][/ROW]
[ROW][C]24[/C][C]-0.223499[/C][C]-1.5484[/C][C]0.064042[/C][/ROW]
[ROW][C]25[/C][C]-0.174377[/C][C]-1.2081[/C][C]0.11646[/C][/ROW]
[ROW][C]26[/C][C]-0.179291[/C][C]-1.2422[/C][C]0.110105[/C][/ROW]
[ROW][C]27[/C][C]-0.263529[/C][C]-1.8258[/C][C]0.037054[/C][/ROW]
[ROW][C]28[/C][C]-0.197[/C][C]-1.3649[/C][C]0.089331[/C][/ROW]
[ROW][C]29[/C][C]-0.234534[/C][C]-1.6249[/C][C]0.055367[/C][/ROW]
[ROW][C]30[/C][C]-0.272272[/C][C]-1.8864[/C][C]0.032652[/C][/ROW]
[ROW][C]31[/C][C]-0.228158[/C][C]-1.5807[/C][C]0.060254[/C][/ROW]
[ROW][C]32[/C][C]-0.292128[/C][C]-2.0239[/C][C]0.024282[/C][/ROW]
[ROW][C]33[/C][C]-0.274408[/C][C]-1.9012[/C][C]0.031647[/C][/ROW]
[ROW][C]34[/C][C]-0.240263[/C][C]-1.6646[/C][C]0.051255[/C][/ROW]
[ROW][C]35[/C][C]-0.297848[/C][C]-2.0636[/C][C]0.022245[/C][/ROW]
[ROW][C]36[/C][C]-0.222397[/C][C]-1.5408[/C][C]0.064965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110327&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110327&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	0.582876	4.0383	9.7e-05
2	0.673924	4.6691	1.2e-05
3	0.733005	5.0784	3e-06
4	0.481318	3.3347	0.000826
5	0.535886	3.7127	0.000267
6	0.449819	3.1164	0.001544
7	0.285845	1.9804	0.026703
8	0.338439	2.3448	0.011611
9	0.165381	1.1458	0.128781
10	0.140777	0.9753	0.167144
11	0.13685	0.9481	0.173908
12	-0.015479	-0.1072	0.457521
13	0.035468	0.2457	0.40347
14	-0.002498	-0.0173	0.493132
15	-0.049609	-0.3437	0.366287
16	-0.066864	-0.4632	0.32264
17	-0.047031	-0.3258	0.37298
18	-0.085413	-0.5918	0.278395
19	-0.11287	-0.782	0.219031
20	-0.097856	-0.678	0.250523
21	-0.117768	-0.8159	0.209288
22	-0.203541	-1.4102	0.082468
23	-0.070807	-0.4906	0.312985
24	-0.223499	-1.5484	0.064042
25	-0.174377	-1.2081	0.11646
26	-0.179291	-1.2422	0.110105
27	-0.263529	-1.8258	0.037054
28	-0.197	-1.3649	0.089331
29	-0.234534	-1.6249	0.055367
30	-0.272272	-1.8864	0.032652
31	-0.228158	-1.5807	0.060254
32	-0.292128	-2.0239	0.024282
33	-0.274408	-1.9012	0.031647
34	-0.240263	-1.6646	0.051255
35	-0.297848	-2.0636	0.022245
36	-0.222397	-1.5408	0.064965

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.582876	4.0383	9.7e-05
2	0.506137	3.5066	0.000498
3	0.496815	3.442	0.000603
4	-0.215374	-1.4922	0.071101
5	-0.201845	-1.3984	0.084207
6	-0.168767	-1.1693	0.124037
7	-0.18109	-1.2546	0.107844
8	0.045885	0.3179	0.37597
9	-0.073948	-0.5123	0.305387
10	0.055816	0.3867	0.350341
11	0.086747	0.601	0.275334
12	-0.043942	-0.3044	0.381056
13	0.007118	0.0493	0.480437
14	0.041256	0.2858	0.38812
15	0.11997	0.8312	0.204996
16	-0.175169	-1.2136	0.115417
17	-0.013141	-0.091	0.463919
18	-0.020421	-0.1415	0.44404
19	-0.100436	-0.6958	0.244942
20	-0.062439	-0.4326	0.333625
21	-0.006467	-0.0448	0.482224
22	-0.166705	-1.155	0.12691
23	0.229687	1.5913	0.059052
24	-0.072418	-0.5017	0.309076
25	0.026359	0.1826	0.427933
26	-0.166219	-1.1516	0.127595
27	-0.040717	-0.2821	0.389542
28	-0.041433	-0.2871	0.387653
29	0.050225	0.348	0.364692
30	0.057031	0.3951	0.347252
31	-0.141836	-0.9827	0.165348
32	-0.109358	-0.7577	0.226181
33	-0.050217	-0.3479	0.364713
34	0.032318	0.2239	0.41189
35	0.11829	0.8195	0.208266
36	0.081844	0.567	0.286668

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.582876 & 4.0383 & 9.7e-05 \tabularnewline
2 & 0.506137 & 3.5066 & 0.000498 \tabularnewline
3 & 0.496815 & 3.442 & 0.000603 \tabularnewline
4 & -0.215374 & -1.4922 & 0.071101 \tabularnewline
5 & -0.201845 & -1.3984 & 0.084207 \tabularnewline
6 & -0.168767 & -1.1693 & 0.124037 \tabularnewline
7 & -0.18109 & -1.2546 & 0.107844 \tabularnewline
8 & 0.045885 & 0.3179 & 0.37597 \tabularnewline
9 & -0.073948 & -0.5123 & 0.305387 \tabularnewline
10 & 0.055816 & 0.3867 & 0.350341 \tabularnewline
11 & 0.086747 & 0.601 & 0.275334 \tabularnewline
12 & -0.043942 & -0.3044 & 0.381056 \tabularnewline
13 & 0.007118 & 0.0493 & 0.480437 \tabularnewline
14 & 0.041256 & 0.2858 & 0.38812 \tabularnewline
15 & 0.11997 & 0.8312 & 0.204996 \tabularnewline
16 & -0.175169 & -1.2136 & 0.115417 \tabularnewline
17 & -0.013141 & -0.091 & 0.463919 \tabularnewline
18 & -0.020421 & -0.1415 & 0.44404 \tabularnewline
19 & -0.100436 & -0.6958 & 0.244942 \tabularnewline
20 & -0.062439 & -0.4326 & 0.333625 \tabularnewline
21 & -0.006467 & -0.0448 & 0.482224 \tabularnewline
22 & -0.166705 & -1.155 & 0.12691 \tabularnewline
23 & 0.229687 & 1.5913 & 0.059052 \tabularnewline
24 & -0.072418 & -0.5017 & 0.309076 \tabularnewline
25 & 0.026359 & 0.1826 & 0.427933 \tabularnewline
26 & -0.166219 & -1.1516 & 0.127595 \tabularnewline
27 & -0.040717 & -0.2821 & 0.389542 \tabularnewline
28 & -0.041433 & -0.2871 & 0.387653 \tabularnewline
29 & 0.050225 & 0.348 & 0.364692 \tabularnewline
30 & 0.057031 & 0.3951 & 0.347252 \tabularnewline
31 & -0.141836 & -0.9827 & 0.165348 \tabularnewline
32 & -0.109358 & -0.7577 & 0.226181 \tabularnewline
33 & -0.050217 & -0.3479 & 0.364713 \tabularnewline
34 & 0.032318 & 0.2239 & 0.41189 \tabularnewline
35 & 0.11829 & 0.8195 & 0.208266 \tabularnewline
36 & 0.081844 & 0.567 & 0.286668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110327&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]0.582876[/C][C]4.0383[/C][C]9.7e-05[/C][/ROW]
[ROW][C]2[/C][C]0.506137[/C][C]3.5066[/C][C]0.000498[/C][/ROW]
[ROW][C]3[/C][C]0.496815[/C][C]3.442[/C][C]0.000603[/C][/ROW]
[ROW][C]4[/C][C]-0.215374[/C][C]-1.4922[/C][C]0.071101[/C][/ROW]
[ROW][C]5[/C][C]-0.201845[/C][C]-1.3984[/C][C]0.084207[/C][/ROW]
[ROW][C]6[/C][C]-0.168767[/C][C]-1.1693[/C][C]0.124037[/C][/ROW]
[ROW][C]7[/C][C]-0.18109[/C][C]-1.2546[/C][C]0.107844[/C][/ROW]
[ROW][C]8[/C][C]0.045885[/C][C]0.3179[/C][C]0.37597[/C][/ROW]
[ROW][C]9[/C][C]-0.073948[/C][C]-0.5123[/C][C]0.305387[/C][/ROW]
[ROW][C]10[/C][C]0.055816[/C][C]0.3867[/C][C]0.350341[/C][/ROW]
[ROW][C]11[/C][C]0.086747[/C][C]0.601[/C][C]0.275334[/C][/ROW]
[ROW][C]12[/C][C]-0.043942[/C][C]-0.3044[/C][C]0.381056[/C][/ROW]
[ROW][C]13[/C][C]0.007118[/C][C]0.0493[/C][C]0.480437[/C][/ROW]
[ROW][C]14[/C][C]0.041256[/C][C]0.2858[/C][C]0.38812[/C][/ROW]
[ROW][C]15[/C][C]0.11997[/C][C]0.8312[/C][C]0.204996[/C][/ROW]
[ROW][C]16[/C][C]-0.175169[/C][C]-1.2136[/C][C]0.115417[/C][/ROW]
[ROW][C]17[/C][C]-0.013141[/C][C]-0.091[/C][C]0.463919[/C][/ROW]
[ROW][C]18[/C][C]-0.020421[/C][C]-0.1415[/C][C]0.44404[/C][/ROW]
[ROW][C]19[/C][C]-0.100436[/C][C]-0.6958[/C][C]0.244942[/C][/ROW]
[ROW][C]20[/C][C]-0.062439[/C][C]-0.4326[/C][C]0.333625[/C][/ROW]
[ROW][C]21[/C][C]-0.006467[/C][C]-0.0448[/C][C]0.482224[/C][/ROW]
[ROW][C]22[/C][C]-0.166705[/C][C]-1.155[/C][C]0.12691[/C][/ROW]
[ROW][C]23[/C][C]0.229687[/C][C]1.5913[/C][C]0.059052[/C][/ROW]
[ROW][C]24[/C][C]-0.072418[/C][C]-0.5017[/C][C]0.309076[/C][/ROW]
[ROW][C]25[/C][C]0.026359[/C][C]0.1826[/C][C]0.427933[/C][/ROW]
[ROW][C]26[/C][C]-0.166219[/C][C]-1.1516[/C][C]0.127595[/C][/ROW]
[ROW][C]27[/C][C]-0.040717[/C][C]-0.2821[/C][C]0.389542[/C][/ROW]
[ROW][C]28[/C][C]-0.041433[/C][C]-0.2871[/C][C]0.387653[/C][/ROW]
[ROW][C]29[/C][C]0.050225[/C][C]0.348[/C][C]0.364692[/C][/ROW]
[ROW][C]30[/C][C]0.057031[/C][C]0.3951[/C][C]0.347252[/C][/ROW]
[ROW][C]31[/C][C]-0.141836[/C][C]-0.9827[/C][C]0.165348[/C][/ROW]
[ROW][C]32[/C][C]-0.109358[/C][C]-0.7577[/C][C]0.226181[/C][/ROW]
[ROW][C]33[/C][C]-0.050217[/C][C]-0.3479[/C][C]0.364713[/C][/ROW]
[ROW][C]34[/C][C]0.032318[/C][C]0.2239[/C][C]0.41189[/C][/ROW]
[ROW][C]35[/C][C]0.11829[/C][C]0.8195[/C][C]0.208266[/C][/ROW]
[ROW][C]36[/C][C]0.081844[/C][C]0.567[/C][C]0.286668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110327&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110327&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	0.582876	4.0383	9.7e-05
2	0.506137	3.5066	0.000498
3	0.496815	3.442	0.000603
4	-0.215374	-1.4922	0.071101
5	-0.201845	-1.3984	0.084207
6	-0.168767	-1.1693	0.124037
7	-0.18109	-1.2546	0.107844
8	0.045885	0.3179	0.37597
9	-0.073948	-0.5123	0.305387
10	0.055816	0.3867	0.350341
11	0.086747	0.601	0.275334
12	-0.043942	-0.3044	0.381056
13	0.007118	0.0493	0.480437
14	0.041256	0.2858	0.38812
15	0.11997	0.8312	0.204996
16	-0.175169	-1.2136	0.115417
17	-0.013141	-0.091	0.463919
18	-0.020421	-0.1415	0.44404
19	-0.100436	-0.6958	0.244942
20	-0.062439	-0.4326	0.333625
21	-0.006467	-0.0448	0.482224
22	-0.166705	-1.155	0.12691
23	0.229687	1.5913	0.059052
24	-0.072418	-0.5017	0.309076
25	0.026359	0.1826	0.427933
26	-0.166219	-1.1516	0.127595
27	-0.040717	-0.2821	0.389542
28	-0.041433	-0.2871	0.387653
29	0.050225	0.348	0.364692
30	0.057031	0.3951	0.347252
31	-0.141836	-0.9827	0.165348
32	-0.109358	-0.7577	0.226181
33	-0.050217	-0.3479	0.364713
34	0.032318	0.2239	0.41189
35	0.11829	0.8195	0.208266
36	0.081844	0.567	0.286668

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 = 1 ; 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