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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 13:03:13 +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/29/t1293627662k6bzhrgqi0njbg5.htm/, Retrieved Fri, 03 May 2024 10:39:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116780, Retrieved Fri, 03 May 2024 10:39:16 +0000

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User-defined keywords

Estimated Impact

166

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] [] [2009-11-24 09:55:25] [fef2f8976fa1eef1b54e2cee317fe737]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [fef2f8976fa1eef1b54e2cee317fe737]
- R               [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86]
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 13:03:13] [e180d4cd19004beeddc12e67012247dc] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116780&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116780&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116780&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.711246	6.7475	0
2	0.719358	6.8244	0
3	0.669509	6.3515	0
4	0.683531	6.4845	0
5	0.624932	5.9286	0
6	0.536958	5.094	1e-06
7	0.544691	5.1674	1e-06
8	0.550945	5.2267	1e-06
9	0.508886	4.8277	3e-06
10	0.432245	4.1006	4.5e-05
11	0.407262	3.8636	0.000105
12	0.377765	3.5838	0.000275
13	0.316906	3.0064	0.001713
14	0.305268	2.896	0.002372
15	0.228751	2.1701	0.016316
16	0.219259	2.0801	0.020181
17	0.141782	1.3451	0.090992
18	0.141878	1.346	0.090847
19	0.054926	0.5211	0.301797
20	-0.001552	-0.0147	0.494144
21	-0.027106	-0.2571	0.398825
22	-0.054806	-0.5199	0.302192
23	-0.102364	-0.9711	0.167048
24	-0.11282	-1.0703	0.143671
25	-0.181673	-1.7235	0.044116
26	-0.150823	-1.4308	0.077971
27	-0.181457	-1.7215	0.044302
28	-0.189374	-1.7966	0.03788
29	-0.24222	-2.2979	0.011943
30	-0.254447	-2.4139	0.008904
31	-0.291393	-2.7644	0.003459
32	-0.309611	-2.9372	0.002102
33	-0.363874	-3.452	0.000425
34	-0.337829	-3.2049	0.000935
35	-0.343206	-3.2559	0.000797
36	-0.330997	-3.1401	0.001142

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.711246 & 6.7475 & 0 \tabularnewline
2 & 0.719358 & 6.8244 & 0 \tabularnewline
3 & 0.669509 & 6.3515 & 0 \tabularnewline
4 & 0.683531 & 6.4845 & 0 \tabularnewline
5 & 0.624932 & 5.9286 & 0 \tabularnewline
6 & 0.536958 & 5.094 & 1e-06 \tabularnewline
7 & 0.544691 & 5.1674 & 1e-06 \tabularnewline
8 & 0.550945 & 5.2267 & 1e-06 \tabularnewline
9 & 0.508886 & 4.8277 & 3e-06 \tabularnewline
10 & 0.432245 & 4.1006 & 4.5e-05 \tabularnewline
11 & 0.407262 & 3.8636 & 0.000105 \tabularnewline
12 & 0.377765 & 3.5838 & 0.000275 \tabularnewline
13 & 0.316906 & 3.0064 & 0.001713 \tabularnewline
14 & 0.305268 & 2.896 & 0.002372 \tabularnewline
15 & 0.228751 & 2.1701 & 0.016316 \tabularnewline
16 & 0.219259 & 2.0801 & 0.020181 \tabularnewline
17 & 0.141782 & 1.3451 & 0.090992 \tabularnewline
18 & 0.141878 & 1.346 & 0.090847 \tabularnewline
19 & 0.054926 & 0.5211 & 0.301797 \tabularnewline
20 & -0.001552 & -0.0147 & 0.494144 \tabularnewline
21 & -0.027106 & -0.2571 & 0.398825 \tabularnewline
22 & -0.054806 & -0.5199 & 0.302192 \tabularnewline
23 & -0.102364 & -0.9711 & 0.167048 \tabularnewline
24 & -0.11282 & -1.0703 & 0.143671 \tabularnewline
25 & -0.181673 & -1.7235 & 0.044116 \tabularnewline
26 & -0.150823 & -1.4308 & 0.077971 \tabularnewline
27 & -0.181457 & -1.7215 & 0.044302 \tabularnewline
28 & -0.189374 & -1.7966 & 0.03788 \tabularnewline
29 & -0.24222 & -2.2979 & 0.011943 \tabularnewline
30 & -0.254447 & -2.4139 & 0.008904 \tabularnewline
31 & -0.291393 & -2.7644 & 0.003459 \tabularnewline
32 & -0.309611 & -2.9372 & 0.002102 \tabularnewline
33 & -0.363874 & -3.452 & 0.000425 \tabularnewline
34 & -0.337829 & -3.2049 & 0.000935 \tabularnewline
35 & -0.343206 & -3.2559 & 0.000797 \tabularnewline
36 & -0.330997 & -3.1401 & 0.001142 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116780&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]0.711246[/C][C]6.7475[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.719358[/C][C]6.8244[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.669509[/C][C]6.3515[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.683531[/C][C]6.4845[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.624932[/C][C]5.9286[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.536958[/C][C]5.094[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.544691[/C][C]5.1674[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.550945[/C][C]5.2267[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.508886[/C][C]4.8277[/C][C]3e-06[/C][/ROW]
[ROW][C]10[/C][C]0.432245[/C][C]4.1006[/C][C]4.5e-05[/C][/ROW]
[ROW][C]11[/C][C]0.407262[/C][C]3.8636[/C][C]0.000105[/C][/ROW]
[ROW][C]12[/C][C]0.377765[/C][C]3.5838[/C][C]0.000275[/C][/ROW]
[ROW][C]13[/C][C]0.316906[/C][C]3.0064[/C][C]0.001713[/C][/ROW]
[ROW][C]14[/C][C]0.305268[/C][C]2.896[/C][C]0.002372[/C][/ROW]
[ROW][C]15[/C][C]0.228751[/C][C]2.1701[/C][C]0.016316[/C][/ROW]
[ROW][C]16[/C][C]0.219259[/C][C]2.0801[/C][C]0.020181[/C][/ROW]
[ROW][C]17[/C][C]0.141782[/C][C]1.3451[/C][C]0.090992[/C][/ROW]
[ROW][C]18[/C][C]0.141878[/C][C]1.346[/C][C]0.090847[/C][/ROW]
[ROW][C]19[/C][C]0.054926[/C][C]0.5211[/C][C]0.301797[/C][/ROW]
[ROW][C]20[/C][C]-0.001552[/C][C]-0.0147[/C][C]0.494144[/C][/ROW]
[ROW][C]21[/C][C]-0.027106[/C][C]-0.2571[/C][C]0.398825[/C][/ROW]
[ROW][C]22[/C][C]-0.054806[/C][C]-0.5199[/C][C]0.302192[/C][/ROW]
[ROW][C]23[/C][C]-0.102364[/C][C]-0.9711[/C][C]0.167048[/C][/ROW]
[ROW][C]24[/C][C]-0.11282[/C][C]-1.0703[/C][C]0.143671[/C][/ROW]
[ROW][C]25[/C][C]-0.181673[/C][C]-1.7235[/C][C]0.044116[/C][/ROW]
[ROW][C]26[/C][C]-0.150823[/C][C]-1.4308[/C][C]0.077971[/C][/ROW]
[ROW][C]27[/C][C]-0.181457[/C][C]-1.7215[/C][C]0.044302[/C][/ROW]
[ROW][C]28[/C][C]-0.189374[/C][C]-1.7966[/C][C]0.03788[/C][/ROW]
[ROW][C]29[/C][C]-0.24222[/C][C]-2.2979[/C][C]0.011943[/C][/ROW]
[ROW][C]30[/C][C]-0.254447[/C][C]-2.4139[/C][C]0.008904[/C][/ROW]
[ROW][C]31[/C][C]-0.291393[/C][C]-2.7644[/C][C]0.003459[/C][/ROW]
[ROW][C]32[/C][C]-0.309611[/C][C]-2.9372[/C][C]0.002102[/C][/ROW]
[ROW][C]33[/C][C]-0.363874[/C][C]-3.452[/C][C]0.000425[/C][/ROW]
[ROW][C]34[/C][C]-0.337829[/C][C]-3.2049[/C][C]0.000935[/C][/ROW]
[ROW][C]35[/C][C]-0.343206[/C][C]-3.2559[/C][C]0.000797[/C][/ROW]
[ROW][C]36[/C][C]-0.330997[/C][C]-3.1401[/C][C]0.001142[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116780&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116780&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	0.711246	6.7475	0
2	0.719358	6.8244	0
3	0.669509	6.3515	0
4	0.683531	6.4845	0
5	0.624932	5.9286	0
6	0.536958	5.094	1e-06
7	0.544691	5.1674	1e-06
8	0.550945	5.2267	1e-06
9	0.508886	4.8277	3e-06
10	0.432245	4.1006	4.5e-05
11	0.407262	3.8636	0.000105
12	0.377765	3.5838	0.000275
13	0.316906	3.0064	0.001713
14	0.305268	2.896	0.002372
15	0.228751	2.1701	0.016316
16	0.219259	2.0801	0.020181
17	0.141782	1.3451	0.090992
18	0.141878	1.346	0.090847
19	0.054926	0.5211	0.301797
20	-0.001552	-0.0147	0.494144
21	-0.027106	-0.2571	0.398825
22	-0.054806	-0.5199	0.302192
23	-0.102364	-0.9711	0.167048
24	-0.11282	-1.0703	0.143671
25	-0.181673	-1.7235	0.044116
26	-0.150823	-1.4308	0.077971
27	-0.181457	-1.7215	0.044302
28	-0.189374	-1.7966	0.03788
29	-0.24222	-2.2979	0.011943
30	-0.254447	-2.4139	0.008904
31	-0.291393	-2.7644	0.003459
32	-0.309611	-2.9372	0.002102
33	-0.363874	-3.452	0.000425
34	-0.337829	-3.2049	0.000935
35	-0.343206	-3.2559	0.000797
36	-0.330997	-3.1401	0.001142

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.711246	6.7475	0
2	0.432049	4.0988	4.5e-05
3	0.17823	1.6908	0.047164
4	0.20267	1.9227	0.02884
5	0.024782	0.2351	0.407331
6	-0.172736	-1.6387	0.052381
7	0.032834	0.3115	0.378074
8	0.136227	1.2924	0.09977
9	0.007058	0.067	0.47338
10	-0.120644	-1.1445	0.12772
11	-0.066937	-0.635	0.263514
12	-0.073513	-0.6974	0.243675
13	-0.108198	-1.0265	0.153714
14	0.087941	0.8343	0.203166
15	-0.07124	-0.6758	0.250437
16	-0.061498	-0.5834	0.280533
17	-0.120144	-1.1398	0.128699
18	0.02928	0.2778	0.390911
19	-0.117287	-1.1127	0.134404
20	-0.126004	-1.1954	0.11754
21	0.009541	0.0905	0.464042
22	0.005922	0.0562	0.477662
23	-0.066212	-0.6281	0.26575
24	0.108254	1.027	0.153589
25	-0.103697	-0.9838	0.163936
26	0.033509	0.3179	0.375652
27	0.08588	0.8147	0.208689
28	0.074234	0.7042	0.241549
29	-0.088175	-0.8365	0.202544
30	-0.075074	-0.7122	0.239087
31	-0.091491	-0.868	0.193863
32	-0.092785	-0.8802	0.190537
33	-0.080692	-0.7655	0.222986
34	0.129903	1.2324	0.110511
35	0.029397	0.2789	0.390485
36	0.010507	0.0997	0.460412

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.711246 & 6.7475 & 0 \tabularnewline
2 & 0.432049 & 4.0988 & 4.5e-05 \tabularnewline
3 & 0.17823 & 1.6908 & 0.047164 \tabularnewline
4 & 0.20267 & 1.9227 & 0.02884 \tabularnewline
5 & 0.024782 & 0.2351 & 0.407331 \tabularnewline
6 & -0.172736 & -1.6387 & 0.052381 \tabularnewline
7 & 0.032834 & 0.3115 & 0.378074 \tabularnewline
8 & 0.136227 & 1.2924 & 0.09977 \tabularnewline
9 & 0.007058 & 0.067 & 0.47338 \tabularnewline
10 & -0.120644 & -1.1445 & 0.12772 \tabularnewline
11 & -0.066937 & -0.635 & 0.263514 \tabularnewline
12 & -0.073513 & -0.6974 & 0.243675 \tabularnewline
13 & -0.108198 & -1.0265 & 0.153714 \tabularnewline
14 & 0.087941 & 0.8343 & 0.203166 \tabularnewline
15 & -0.07124 & -0.6758 & 0.250437 \tabularnewline
16 & -0.061498 & -0.5834 & 0.280533 \tabularnewline
17 & -0.120144 & -1.1398 & 0.128699 \tabularnewline
18 & 0.02928 & 0.2778 & 0.390911 \tabularnewline
19 & -0.117287 & -1.1127 & 0.134404 \tabularnewline
20 & -0.126004 & -1.1954 & 0.11754 \tabularnewline
21 & 0.009541 & 0.0905 & 0.464042 \tabularnewline
22 & 0.005922 & 0.0562 & 0.477662 \tabularnewline
23 & -0.066212 & -0.6281 & 0.26575 \tabularnewline
24 & 0.108254 & 1.027 & 0.153589 \tabularnewline
25 & -0.103697 & -0.9838 & 0.163936 \tabularnewline
26 & 0.033509 & 0.3179 & 0.375652 \tabularnewline
27 & 0.08588 & 0.8147 & 0.208689 \tabularnewline
28 & 0.074234 & 0.7042 & 0.241549 \tabularnewline
29 & -0.088175 & -0.8365 & 0.202544 \tabularnewline
30 & -0.075074 & -0.7122 & 0.239087 \tabularnewline
31 & -0.091491 & -0.868 & 0.193863 \tabularnewline
32 & -0.092785 & -0.8802 & 0.190537 \tabularnewline
33 & -0.080692 & -0.7655 & 0.222986 \tabularnewline
34 & 0.129903 & 1.2324 & 0.110511 \tabularnewline
35 & 0.029397 & 0.2789 & 0.390485 \tabularnewline
36 & 0.010507 & 0.0997 & 0.460412 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116780&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]0.711246[/C][C]6.7475[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.432049[/C][C]4.0988[/C][C]4.5e-05[/C][/ROW]
[ROW][C]3[/C][C]0.17823[/C][C]1.6908[/C][C]0.047164[/C][/ROW]
[ROW][C]4[/C][C]0.20267[/C][C]1.9227[/C][C]0.02884[/C][/ROW]
[ROW][C]5[/C][C]0.024782[/C][C]0.2351[/C][C]0.407331[/C][/ROW]
[ROW][C]6[/C][C]-0.172736[/C][C]-1.6387[/C][C]0.052381[/C][/ROW]
[ROW][C]7[/C][C]0.032834[/C][C]0.3115[/C][C]0.378074[/C][/ROW]
[ROW][C]8[/C][C]0.136227[/C][C]1.2924[/C][C]0.09977[/C][/ROW]
[ROW][C]9[/C][C]0.007058[/C][C]0.067[/C][C]0.47338[/C][/ROW]
[ROW][C]10[/C][C]-0.120644[/C][C]-1.1445[/C][C]0.12772[/C][/ROW]
[ROW][C]11[/C][C]-0.066937[/C][C]-0.635[/C][C]0.263514[/C][/ROW]
[ROW][C]12[/C][C]-0.073513[/C][C]-0.6974[/C][C]0.243675[/C][/ROW]
[ROW][C]13[/C][C]-0.108198[/C][C]-1.0265[/C][C]0.153714[/C][/ROW]
[ROW][C]14[/C][C]0.087941[/C][C]0.8343[/C][C]0.203166[/C][/ROW]
[ROW][C]15[/C][C]-0.07124[/C][C]-0.6758[/C][C]0.250437[/C][/ROW]
[ROW][C]16[/C][C]-0.061498[/C][C]-0.5834[/C][C]0.280533[/C][/ROW]
[ROW][C]17[/C][C]-0.120144[/C][C]-1.1398[/C][C]0.128699[/C][/ROW]
[ROW][C]18[/C][C]0.02928[/C][C]0.2778[/C][C]0.390911[/C][/ROW]
[ROW][C]19[/C][C]-0.117287[/C][C]-1.1127[/C][C]0.134404[/C][/ROW]
[ROW][C]20[/C][C]-0.126004[/C][C]-1.1954[/C][C]0.11754[/C][/ROW]
[ROW][C]21[/C][C]0.009541[/C][C]0.0905[/C][C]0.464042[/C][/ROW]
[ROW][C]22[/C][C]0.005922[/C][C]0.0562[/C][C]0.477662[/C][/ROW]
[ROW][C]23[/C][C]-0.066212[/C][C]-0.6281[/C][C]0.26575[/C][/ROW]
[ROW][C]24[/C][C]0.108254[/C][C]1.027[/C][C]0.153589[/C][/ROW]
[ROW][C]25[/C][C]-0.103697[/C][C]-0.9838[/C][C]0.163936[/C][/ROW]
[ROW][C]26[/C][C]0.033509[/C][C]0.3179[/C][C]0.375652[/C][/ROW]
[ROW][C]27[/C][C]0.08588[/C][C]0.8147[/C][C]0.208689[/C][/ROW]
[ROW][C]28[/C][C]0.074234[/C][C]0.7042[/C][C]0.241549[/C][/ROW]
[ROW][C]29[/C][C]-0.088175[/C][C]-0.8365[/C][C]0.202544[/C][/ROW]
[ROW][C]30[/C][C]-0.075074[/C][C]-0.7122[/C][C]0.239087[/C][/ROW]
[ROW][C]31[/C][C]-0.091491[/C][C]-0.868[/C][C]0.193863[/C][/ROW]
[ROW][C]32[/C][C]-0.092785[/C][C]-0.8802[/C][C]0.190537[/C][/ROW]
[ROW][C]33[/C][C]-0.080692[/C][C]-0.7655[/C][C]0.222986[/C][/ROW]
[ROW][C]34[/C][C]0.129903[/C][C]1.2324[/C][C]0.110511[/C][/ROW]
[ROW][C]35[/C][C]0.029397[/C][C]0.2789[/C][C]0.390485[/C][/ROW]
[ROW][C]36[/C][C]0.010507[/C][C]0.0997[/C][C]0.460412[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116780&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116780&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	0.711246	6.7475	0
2	0.432049	4.0988	4.5e-05
3	0.17823	1.6908	0.047164
4	0.20267	1.9227	0.02884
5	0.024782	0.2351	0.407331
6	-0.172736	-1.6387	0.052381
7	0.032834	0.3115	0.378074
8	0.136227	1.2924	0.09977
9	0.007058	0.067	0.47338
10	-0.120644	-1.1445	0.12772
11	-0.066937	-0.635	0.263514
12	-0.073513	-0.6974	0.243675
13	-0.108198	-1.0265	0.153714
14	0.087941	0.8343	0.203166
15	-0.07124	-0.6758	0.250437
16	-0.061498	-0.5834	0.280533
17	-0.120144	-1.1398	0.128699
18	0.02928	0.2778	0.390911
19	-0.117287	-1.1127	0.134404
20	-0.126004	-1.1954	0.11754
21	0.009541	0.0905	0.464042
22	0.005922	0.0562	0.477662
23	-0.066212	-0.6281	0.26575
24	0.108254	1.027	0.153589
25	-0.103697	-0.9838	0.163936
26	0.033509	0.3179	0.375652
27	0.08588	0.8147	0.208689
28	0.074234	0.7042	0.241549
29	-0.088175	-0.8365	0.202544
30	-0.075074	-0.7122	0.239087
31	-0.091491	-0.868	0.193863
32	-0.092785	-0.8802	0.190537
33	-0.080692	-0.7655	0.222986
34	0.129903	1.2324	0.110511
35	0.029397	0.2789	0.390485
36	0.010507	0.0997	0.460412

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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