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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 15 Dec 2010 10:28:46 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/15/t1292408844tfjxg7u886f8yy3.htm/, Retrieved Fri, 03 May 2024 08:09:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110328, Retrieved Fri, 03 May 2024 08:09:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

136

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] [0ed8ad64bdfc801eaa95d5097964fc04]
-               [(Partial) Autocorrelation Function] [ACF ( d=0 , D=2 )] [2010-12-15 10:28:46] [19046f4a6967f3fb6f5f17d42e7d38f2] [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	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=110328&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=110328&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110328&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	0.129108	0.7746	0.221804
2	0.278294	1.6698	0.05182
3	0.481882	2.8913	0.003234
4	0.040123	0.2407	0.405562
5	0.228949	1.3737	0.089016
6	0.07093	0.4256	0.336473
7	-0.111798	-0.6708	0.253318
8	0.065315	0.3919	0.348725
9	-0.197462	-1.1848	0.121935
10	-0.075358	-0.4521	0.326939
11	-0.064666	-0.388	0.350153
12	-0.222857	-1.3371	0.094782
13	-0.01889	-0.1133	0.455195
14	-0.068874	-0.4132	0.340939
15	-0.03539	-0.2123	0.416519
16	-0.114165	-0.685	0.248869
17	-0.062677	-0.3761	0.354538
18	-0.057582	-0.3455	0.365868
19	-0.106294	-0.6378	0.263832
20	-0.030809	-0.1849	0.427191
21	-0.120288	-0.7217	0.237563
22	-0.185506	-1.113	0.136534
23	0.03718	0.2231	0.412366
24	-0.202919	-1.2175	0.115665
25	-0.087758	-0.5265	0.300868
26	-0.037575	-0.2255	0.411451
27	-0.121766	-0.7306	0.234877
28	0.037127	0.2228	0.412489
29	-0.028213	-0.1693	0.433262
30	-0.030601	-0.1836	0.427675
31	0.029194	0.1752	0.430965
32	-0.006953	-0.0417	0.483478
33	0.027642	0.1659	0.4346
34	0.04793	0.2876	0.387659
35	0.014727	0.0884	0.465039
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.129108 & 0.7746 & 0.221804 \tabularnewline
2 & 0.278294 & 1.6698 & 0.05182 \tabularnewline
3 & 0.481882 & 2.8913 & 0.003234 \tabularnewline
4 & 0.040123 & 0.2407 & 0.405562 \tabularnewline
5 & 0.228949 & 1.3737 & 0.089016 \tabularnewline
6 & 0.07093 & 0.4256 & 0.336473 \tabularnewline
7 & -0.111798 & -0.6708 & 0.253318 \tabularnewline
8 & 0.065315 & 0.3919 & 0.348725 \tabularnewline
9 & -0.197462 & -1.1848 & 0.121935 \tabularnewline
10 & -0.075358 & -0.4521 & 0.326939 \tabularnewline
11 & -0.064666 & -0.388 & 0.350153 \tabularnewline
12 & -0.222857 & -1.3371 & 0.094782 \tabularnewline
13 & -0.01889 & -0.1133 & 0.455195 \tabularnewline
14 & -0.068874 & -0.4132 & 0.340939 \tabularnewline
15 & -0.03539 & -0.2123 & 0.416519 \tabularnewline
16 & -0.114165 & -0.685 & 0.248869 \tabularnewline
17 & -0.062677 & -0.3761 & 0.354538 \tabularnewline
18 & -0.057582 & -0.3455 & 0.365868 \tabularnewline
19 & -0.106294 & -0.6378 & 0.263832 \tabularnewline
20 & -0.030809 & -0.1849 & 0.427191 \tabularnewline
21 & -0.120288 & -0.7217 & 0.237563 \tabularnewline
22 & -0.185506 & -1.113 & 0.136534 \tabularnewline
23 & 0.03718 & 0.2231 & 0.412366 \tabularnewline
24 & -0.202919 & -1.2175 & 0.115665 \tabularnewline
25 & -0.087758 & -0.5265 & 0.300868 \tabularnewline
26 & -0.037575 & -0.2255 & 0.411451 \tabularnewline
27 & -0.121766 & -0.7306 & 0.234877 \tabularnewline
28 & 0.037127 & 0.2228 & 0.412489 \tabularnewline
29 & -0.028213 & -0.1693 & 0.433262 \tabularnewline
30 & -0.030601 & -0.1836 & 0.427675 \tabularnewline
31 & 0.029194 & 0.1752 & 0.430965 \tabularnewline
32 & -0.006953 & -0.0417 & 0.483478 \tabularnewline
33 & 0.027642 & 0.1659 & 0.4346 \tabularnewline
34 & 0.04793 & 0.2876 & 0.387659 \tabularnewline
35 & 0.014727 & 0.0884 & 0.465039 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110328&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]0.129108[/C][C]0.7746[/C][C]0.221804[/C][/ROW]
[ROW][C]2[/C][C]0.278294[/C][C]1.6698[/C][C]0.05182[/C][/ROW]
[ROW][C]3[/C][C]0.481882[/C][C]2.8913[/C][C]0.003234[/C][/ROW]
[ROW][C]4[/C][C]0.040123[/C][C]0.2407[/C][C]0.405562[/C][/ROW]
[ROW][C]5[/C][C]0.228949[/C][C]1.3737[/C][C]0.089016[/C][/ROW]
[ROW][C]6[/C][C]0.07093[/C][C]0.4256[/C][C]0.336473[/C][/ROW]
[ROW][C]7[/C][C]-0.111798[/C][C]-0.6708[/C][C]0.253318[/C][/ROW]
[ROW][C]8[/C][C]0.065315[/C][C]0.3919[/C][C]0.348725[/C][/ROW]
[ROW][C]9[/C][C]-0.197462[/C][C]-1.1848[/C][C]0.121935[/C][/ROW]
[ROW][C]10[/C][C]-0.075358[/C][C]-0.4521[/C][C]0.326939[/C][/ROW]
[ROW][C]11[/C][C]-0.064666[/C][C]-0.388[/C][C]0.350153[/C][/ROW]
[ROW][C]12[/C][C]-0.222857[/C][C]-1.3371[/C][C]0.094782[/C][/ROW]
[ROW][C]13[/C][C]-0.01889[/C][C]-0.1133[/C][C]0.455195[/C][/ROW]
[ROW][C]14[/C][C]-0.068874[/C][C]-0.4132[/C][C]0.340939[/C][/ROW]
[ROW][C]15[/C][C]-0.03539[/C][C]-0.2123[/C][C]0.416519[/C][/ROW]
[ROW][C]16[/C][C]-0.114165[/C][C]-0.685[/C][C]0.248869[/C][/ROW]
[ROW][C]17[/C][C]-0.062677[/C][C]-0.3761[/C][C]0.354538[/C][/ROW]
[ROW][C]18[/C][C]-0.057582[/C][C]-0.3455[/C][C]0.365868[/C][/ROW]
[ROW][C]19[/C][C]-0.106294[/C][C]-0.6378[/C][C]0.263832[/C][/ROW]
[ROW][C]20[/C][C]-0.030809[/C][C]-0.1849[/C][C]0.427191[/C][/ROW]
[ROW][C]21[/C][C]-0.120288[/C][C]-0.7217[/C][C]0.237563[/C][/ROW]
[ROW][C]22[/C][C]-0.185506[/C][C]-1.113[/C][C]0.136534[/C][/ROW]
[ROW][C]23[/C][C]0.03718[/C][C]0.2231[/C][C]0.412366[/C][/ROW]
[ROW][C]24[/C][C]-0.202919[/C][C]-1.2175[/C][C]0.115665[/C][/ROW]
[ROW][C]25[/C][C]-0.087758[/C][C]-0.5265[/C][C]0.300868[/C][/ROW]
[ROW][C]26[/C][C]-0.037575[/C][C]-0.2255[/C][C]0.411451[/C][/ROW]
[ROW][C]27[/C][C]-0.121766[/C][C]-0.7306[/C][C]0.234877[/C][/ROW]
[ROW][C]28[/C][C]0.037127[/C][C]0.2228[/C][C]0.412489[/C][/ROW]
[ROW][C]29[/C][C]-0.028213[/C][C]-0.1693[/C][C]0.433262[/C][/ROW]
[ROW][C]30[/C][C]-0.030601[/C][C]-0.1836[/C][C]0.427675[/C][/ROW]
[ROW][C]31[/C][C]0.029194[/C][C]0.1752[/C][C]0.430965[/C][/ROW]
[ROW][C]32[/C][C]-0.006953[/C][C]-0.0417[/C][C]0.483478[/C][/ROW]
[ROW][C]33[/C][C]0.027642[/C][C]0.1659[/C][C]0.4346[/C][/ROW]
[ROW][C]34[/C][C]0.04793[/C][C]0.2876[/C][C]0.387659[/C][/ROW]
[ROW][C]35[/C][C]0.014727[/C][C]0.0884[/C][C]0.465039[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110328&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110328&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	0.129108	0.7746	0.221804
2	0.278294	1.6698	0.05182
3	0.481882	2.8913	0.003234
4	0.040123	0.2407	0.405562
5	0.228949	1.3737	0.089016
6	0.07093	0.4256	0.336473
7	-0.111798	-0.6708	0.253318
8	0.065315	0.3919	0.348725
9	-0.197462	-1.1848	0.121935
10	-0.075358	-0.4521	0.326939
11	-0.064666	-0.388	0.350153
12	-0.222857	-1.3371	0.094782
13	-0.01889	-0.1133	0.455195
14	-0.068874	-0.4132	0.340939
15	-0.03539	-0.2123	0.416519
16	-0.114165	-0.685	0.248869
17	-0.062677	-0.3761	0.354538
18	-0.057582	-0.3455	0.365868
19	-0.106294	-0.6378	0.263832
20	-0.030809	-0.1849	0.427191
21	-0.120288	-0.7217	0.237563
22	-0.185506	-1.113	0.136534
23	0.03718	0.2231	0.412366
24	-0.202919	-1.2175	0.115665
25	-0.087758	-0.5265	0.300868
26	-0.037575	-0.2255	0.411451
27	-0.121766	-0.7306	0.234877
28	0.037127	0.2228	0.412489
29	-0.028213	-0.1693	0.433262
30	-0.030601	-0.1836	0.427675
31	0.029194	0.1752	0.430965
32	-0.006953	-0.0417	0.483478
33	0.027642	0.1659	0.4346
34	0.04793	0.2876	0.387659
35	0.014727	0.0884	0.465039
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.129108	0.7746	0.221804
2	0.26606	1.5964	0.059575
3	0.460928	2.7656	0.004454
4	-0.094276	-0.5657	0.287568
5	-0.006047	-0.0363	0.485629
6	-0.192021	-1.1521	0.128431
7	-0.201921	-1.2115	0.116793
8	-0.032479	-0.1949	0.423293
9	-0.118848	-0.7131	0.240194
10	0.088019	0.5281	0.30033
11	0.041991	0.2519	0.401257
12	-0.013373	-0.0802	0.468245
13	0.018173	0.109	0.45689
14	0.041163	0.247	0.403164
15	0.10576	0.6346	0.264863
16	-0.241696	-1.4502	0.077833
17	-0.097764	-0.5866	0.280571
18	-0.153283	-0.9197	0.181926
19	-0.007964	-0.0478	0.481077
20	0.077706	0.4662	0.321928
21	-0.012803	-0.0768	0.469597
22	-0.119114	-0.7147	0.239707
23	0.088329	0.53	0.299693
24	-0.07953	-0.4772	0.318058
25	-0.029719	-0.1783	0.429739
26	-0.064215	-0.3853	0.351144
27	0.048034	0.2882	0.387421
28	-1.7e-05	-1e-04	0.499959
29	0.014952	0.0897	0.464506
30	-0.023732	-0.1424	0.443782
31	-0.090897	-0.5454	0.294426
32	0.010474	0.0628	0.47512
33	-0.058542	-0.3513	0.363723
34	0.00027	0.0016	0.499358
35	0.066152	0.3969	0.346888
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.129108 & 0.7746 & 0.221804 \tabularnewline
2 & 0.26606 & 1.5964 & 0.059575 \tabularnewline
3 & 0.460928 & 2.7656 & 0.004454 \tabularnewline
4 & -0.094276 & -0.5657 & 0.287568 \tabularnewline
5 & -0.006047 & -0.0363 & 0.485629 \tabularnewline
6 & -0.192021 & -1.1521 & 0.128431 \tabularnewline
7 & -0.201921 & -1.2115 & 0.116793 \tabularnewline
8 & -0.032479 & -0.1949 & 0.423293 \tabularnewline
9 & -0.118848 & -0.7131 & 0.240194 \tabularnewline
10 & 0.088019 & 0.5281 & 0.30033 \tabularnewline
11 & 0.041991 & 0.2519 & 0.401257 \tabularnewline
12 & -0.013373 & -0.0802 & 0.468245 \tabularnewline
13 & 0.018173 & 0.109 & 0.45689 \tabularnewline
14 & 0.041163 & 0.247 & 0.403164 \tabularnewline
15 & 0.10576 & 0.6346 & 0.264863 \tabularnewline
16 & -0.241696 & -1.4502 & 0.077833 \tabularnewline
17 & -0.097764 & -0.5866 & 0.280571 \tabularnewline
18 & -0.153283 & -0.9197 & 0.181926 \tabularnewline
19 & -0.007964 & -0.0478 & 0.481077 \tabularnewline
20 & 0.077706 & 0.4662 & 0.321928 \tabularnewline
21 & -0.012803 & -0.0768 & 0.469597 \tabularnewline
22 & -0.119114 & -0.7147 & 0.239707 \tabularnewline
23 & 0.088329 & 0.53 & 0.299693 \tabularnewline
24 & -0.07953 & -0.4772 & 0.318058 \tabularnewline
25 & -0.029719 & -0.1783 & 0.429739 \tabularnewline
26 & -0.064215 & -0.3853 & 0.351144 \tabularnewline
27 & 0.048034 & 0.2882 & 0.387421 \tabularnewline
28 & -1.7e-05 & -1e-04 & 0.499959 \tabularnewline
29 & 0.014952 & 0.0897 & 0.464506 \tabularnewline
30 & -0.023732 & -0.1424 & 0.443782 \tabularnewline
31 & -0.090897 & -0.5454 & 0.294426 \tabularnewline
32 & 0.010474 & 0.0628 & 0.47512 \tabularnewline
33 & -0.058542 & -0.3513 & 0.363723 \tabularnewline
34 & 0.00027 & 0.0016 & 0.499358 \tabularnewline
35 & 0.066152 & 0.3969 & 0.346888 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110328&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]0.129108[/C][C]0.7746[/C][C]0.221804[/C][/ROW]
[ROW][C]2[/C][C]0.26606[/C][C]1.5964[/C][C]0.059575[/C][/ROW]
[ROW][C]3[/C][C]0.460928[/C][C]2.7656[/C][C]0.004454[/C][/ROW]
[ROW][C]4[/C][C]-0.094276[/C][C]-0.5657[/C][C]0.287568[/C][/ROW]
[ROW][C]5[/C][C]-0.006047[/C][C]-0.0363[/C][C]0.485629[/C][/ROW]
[ROW][C]6[/C][C]-0.192021[/C][C]-1.1521[/C][C]0.128431[/C][/ROW]
[ROW][C]7[/C][C]-0.201921[/C][C]-1.2115[/C][C]0.116793[/C][/ROW]
[ROW][C]8[/C][C]-0.032479[/C][C]-0.1949[/C][C]0.423293[/C][/ROW]
[ROW][C]9[/C][C]-0.118848[/C][C]-0.7131[/C][C]0.240194[/C][/ROW]
[ROW][C]10[/C][C]0.088019[/C][C]0.5281[/C][C]0.30033[/C][/ROW]
[ROW][C]11[/C][C]0.041991[/C][C]0.2519[/C][C]0.401257[/C][/ROW]
[ROW][C]12[/C][C]-0.013373[/C][C]-0.0802[/C][C]0.468245[/C][/ROW]
[ROW][C]13[/C][C]0.018173[/C][C]0.109[/C][C]0.45689[/C][/ROW]
[ROW][C]14[/C][C]0.041163[/C][C]0.247[/C][C]0.403164[/C][/ROW]
[ROW][C]15[/C][C]0.10576[/C][C]0.6346[/C][C]0.264863[/C][/ROW]
[ROW][C]16[/C][C]-0.241696[/C][C]-1.4502[/C][C]0.077833[/C][/ROW]
[ROW][C]17[/C][C]-0.097764[/C][C]-0.5866[/C][C]0.280571[/C][/ROW]
[ROW][C]18[/C][C]-0.153283[/C][C]-0.9197[/C][C]0.181926[/C][/ROW]
[ROW][C]19[/C][C]-0.007964[/C][C]-0.0478[/C][C]0.481077[/C][/ROW]
[ROW][C]20[/C][C]0.077706[/C][C]0.4662[/C][C]0.321928[/C][/ROW]
[ROW][C]21[/C][C]-0.012803[/C][C]-0.0768[/C][C]0.469597[/C][/ROW]
[ROW][C]22[/C][C]-0.119114[/C][C]-0.7147[/C][C]0.239707[/C][/ROW]
[ROW][C]23[/C][C]0.088329[/C][C]0.53[/C][C]0.299693[/C][/ROW]
[ROW][C]24[/C][C]-0.07953[/C][C]-0.4772[/C][C]0.318058[/C][/ROW]
[ROW][C]25[/C][C]-0.029719[/C][C]-0.1783[/C][C]0.429739[/C][/ROW]
[ROW][C]26[/C][C]-0.064215[/C][C]-0.3853[/C][C]0.351144[/C][/ROW]
[ROW][C]27[/C][C]0.048034[/C][C]0.2882[/C][C]0.387421[/C][/ROW]
[ROW][C]28[/C][C]-1.7e-05[/C][C]-1e-04[/C][C]0.499959[/C][/ROW]
[ROW][C]29[/C][C]0.014952[/C][C]0.0897[/C][C]0.464506[/C][/ROW]
[ROW][C]30[/C][C]-0.023732[/C][C]-0.1424[/C][C]0.443782[/C][/ROW]
[ROW][C]31[/C][C]-0.090897[/C][C]-0.5454[/C][C]0.294426[/C][/ROW]
[ROW][C]32[/C][C]0.010474[/C][C]0.0628[/C][C]0.47512[/C][/ROW]
[ROW][C]33[/C][C]-0.058542[/C][C]-0.3513[/C][C]0.363723[/C][/ROW]
[ROW][C]34[/C][C]0.00027[/C][C]0.0016[/C][C]0.499358[/C][/ROW]
[ROW][C]35[/C][C]0.066152[/C][C]0.3969[/C][C]0.346888[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110328&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110328&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	0.129108	0.7746	0.221804
2	0.26606	1.5964	0.059575
3	0.460928	2.7656	0.004454
4	-0.094276	-0.5657	0.287568
5	-0.006047	-0.0363	0.485629
6	-0.192021	-1.1521	0.128431
7	-0.201921	-1.2115	0.116793
8	-0.032479	-0.1949	0.423293
9	-0.118848	-0.7131	0.240194
10	0.088019	0.5281	0.30033
11	0.041991	0.2519	0.401257
12	-0.013373	-0.0802	0.468245
13	0.018173	0.109	0.45689
14	0.041163	0.247	0.403164
15	0.10576	0.6346	0.264863
16	-0.241696	-1.4502	0.077833
17	-0.097764	-0.5866	0.280571
18	-0.153283	-0.9197	0.181926
19	-0.007964	-0.0478	0.481077
20	0.077706	0.4662	0.321928
21	-0.012803	-0.0768	0.469597
22	-0.119114	-0.7147	0.239707
23	0.088329	0.53	0.299693
24	-0.07953	-0.4772	0.318058
25	-0.029719	-0.1783	0.429739
26	-0.064215	-0.3853	0.351144
27	0.048034	0.2882	0.387421
28	-1.7e-05	-1e-04	0.499959
29	0.014952	0.0897	0.464506
30	-0.023732	-0.1424	0.443782
31	-0.090897	-0.5454	0.294426
32	0.010474	0.0628	0.47512
33	-0.058542	-0.3513	0.363723
34	0.00027	0.0016	0.499358
35	0.066152	0.3969	0.346888
36	NA	NA	NA

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 = 2 ; 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