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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 13:06:26 +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/t12936278547fm5kynqhrin1xl.htm/, Retrieved Fri, 03 May 2024 09:11:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116784, Retrieved Fri, 03 May 2024 09:11:15 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

181

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]
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:06:26] [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=116784&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=116784&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116784&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	-0.535555	-4.6995	6e-06
2	0.145055	1.2728	0.103451
3	-0.083213	-0.7302	0.233746
4	-0.015594	-0.1368	0.445757
5	0.110398	0.9687	0.167853
6	-0.129527	-1.1366	0.129616
7	-0.025165	-0.2208	0.412908
8	0.097067	0.8518	0.198495
9	0.10044	0.8814	0.190433
10	-0.178388	-1.5653	0.060801
11	0.260734	2.2879	0.012443
12	-0.426546	-3.7429	0.000174
13	0.264764	2.3233	0.011402
14	-0.059315	-0.5205	0.30211
15	-0.045288	-0.3974	0.346087
16	0.093303	0.8187	0.207734
17	-0.090888	-0.7975	0.213796
18	0.127998	1.1232	0.132425
19	-0.054847	-0.4813	0.31584
20	-0.062552	-0.5489	0.292334
21	0.059661	0.5235	0.301057
22	-0.009274	-0.0814	0.467677
23	0.018067	0.1585	0.437225
24	-0.014336	-0.1258	0.450109
25	-0.072117	-0.6328	0.264363
26	0.100228	0.8795	0.190935
27	-0.059541	-0.5225	0.301423
28	0.024312	0.2133	0.415812
29	-0.001533	-0.0135	0.494651
30	-0.004275	-0.0375	0.485085
31	0.059367	0.5209	0.301952
32	-0.020743	-0.182	0.428024
33	-0.136932	-1.2016	0.116606
34	0.112275	0.9852	0.163803
35	-0.050894	-0.4466	0.328211
36	0.060478	0.5307	0.29858

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.535555 & -4.6995 & 6e-06 \tabularnewline
2 & 0.145055 & 1.2728 & 0.103451 \tabularnewline
3 & -0.083213 & -0.7302 & 0.233746 \tabularnewline
4 & -0.015594 & -0.1368 & 0.445757 \tabularnewline
5 & 0.110398 & 0.9687 & 0.167853 \tabularnewline
6 & -0.129527 & -1.1366 & 0.129616 \tabularnewline
7 & -0.025165 & -0.2208 & 0.412908 \tabularnewline
8 & 0.097067 & 0.8518 & 0.198495 \tabularnewline
9 & 0.10044 & 0.8814 & 0.190433 \tabularnewline
10 & -0.178388 & -1.5653 & 0.060801 \tabularnewline
11 & 0.260734 & 2.2879 & 0.012443 \tabularnewline
12 & -0.426546 & -3.7429 & 0.000174 \tabularnewline
13 & 0.264764 & 2.3233 & 0.011402 \tabularnewline
14 & -0.059315 & -0.5205 & 0.30211 \tabularnewline
15 & -0.045288 & -0.3974 & 0.346087 \tabularnewline
16 & 0.093303 & 0.8187 & 0.207734 \tabularnewline
17 & -0.090888 & -0.7975 & 0.213796 \tabularnewline
18 & 0.127998 & 1.1232 & 0.132425 \tabularnewline
19 & -0.054847 & -0.4813 & 0.31584 \tabularnewline
20 & -0.062552 & -0.5489 & 0.292334 \tabularnewline
21 & 0.059661 & 0.5235 & 0.301057 \tabularnewline
22 & -0.009274 & -0.0814 & 0.467677 \tabularnewline
23 & 0.018067 & 0.1585 & 0.437225 \tabularnewline
24 & -0.014336 & -0.1258 & 0.450109 \tabularnewline
25 & -0.072117 & -0.6328 & 0.264363 \tabularnewline
26 & 0.100228 & 0.8795 & 0.190935 \tabularnewline
27 & -0.059541 & -0.5225 & 0.301423 \tabularnewline
28 & 0.024312 & 0.2133 & 0.415812 \tabularnewline
29 & -0.001533 & -0.0135 & 0.494651 \tabularnewline
30 & -0.004275 & -0.0375 & 0.485085 \tabularnewline
31 & 0.059367 & 0.5209 & 0.301952 \tabularnewline
32 & -0.020743 & -0.182 & 0.428024 \tabularnewline
33 & -0.136932 & -1.2016 & 0.116606 \tabularnewline
34 & 0.112275 & 0.9852 & 0.163803 \tabularnewline
35 & -0.050894 & -0.4466 & 0.328211 \tabularnewline
36 & 0.060478 & 0.5307 & 0.29858 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116784&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]-0.535555[/C][C]-4.6995[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.145055[/C][C]1.2728[/C][C]0.103451[/C][/ROW]
[ROW][C]3[/C][C]-0.083213[/C][C]-0.7302[/C][C]0.233746[/C][/ROW]
[ROW][C]4[/C][C]-0.015594[/C][C]-0.1368[/C][C]0.445757[/C][/ROW]
[ROW][C]5[/C][C]0.110398[/C][C]0.9687[/C][C]0.167853[/C][/ROW]
[ROW][C]6[/C][C]-0.129527[/C][C]-1.1366[/C][C]0.129616[/C][/ROW]
[ROW][C]7[/C][C]-0.025165[/C][C]-0.2208[/C][C]0.412908[/C][/ROW]
[ROW][C]8[/C][C]0.097067[/C][C]0.8518[/C][C]0.198495[/C][/ROW]
[ROW][C]9[/C][C]0.10044[/C][C]0.8814[/C][C]0.190433[/C][/ROW]
[ROW][C]10[/C][C]-0.178388[/C][C]-1.5653[/C][C]0.060801[/C][/ROW]
[ROW][C]11[/C][C]0.260734[/C][C]2.2879[/C][C]0.012443[/C][/ROW]
[ROW][C]12[/C][C]-0.426546[/C][C]-3.7429[/C][C]0.000174[/C][/ROW]
[ROW][C]13[/C][C]0.264764[/C][C]2.3233[/C][C]0.011402[/C][/ROW]
[ROW][C]14[/C][C]-0.059315[/C][C]-0.5205[/C][C]0.30211[/C][/ROW]
[ROW][C]15[/C][C]-0.045288[/C][C]-0.3974[/C][C]0.346087[/C][/ROW]
[ROW][C]16[/C][C]0.093303[/C][C]0.8187[/C][C]0.207734[/C][/ROW]
[ROW][C]17[/C][C]-0.090888[/C][C]-0.7975[/C][C]0.213796[/C][/ROW]
[ROW][C]18[/C][C]0.127998[/C][C]1.1232[/C][C]0.132425[/C][/ROW]
[ROW][C]19[/C][C]-0.054847[/C][C]-0.4813[/C][C]0.31584[/C][/ROW]
[ROW][C]20[/C][C]-0.062552[/C][C]-0.5489[/C][C]0.292334[/C][/ROW]
[ROW][C]21[/C][C]0.059661[/C][C]0.5235[/C][C]0.301057[/C][/ROW]
[ROW][C]22[/C][C]-0.009274[/C][C]-0.0814[/C][C]0.467677[/C][/ROW]
[ROW][C]23[/C][C]0.018067[/C][C]0.1585[/C][C]0.437225[/C][/ROW]
[ROW][C]24[/C][C]-0.014336[/C][C]-0.1258[/C][C]0.450109[/C][/ROW]
[ROW][C]25[/C][C]-0.072117[/C][C]-0.6328[/C][C]0.264363[/C][/ROW]
[ROW][C]26[/C][C]0.100228[/C][C]0.8795[/C][C]0.190935[/C][/ROW]
[ROW][C]27[/C][C]-0.059541[/C][C]-0.5225[/C][C]0.301423[/C][/ROW]
[ROW][C]28[/C][C]0.024312[/C][C]0.2133[/C][C]0.415812[/C][/ROW]
[ROW][C]29[/C][C]-0.001533[/C][C]-0.0135[/C][C]0.494651[/C][/ROW]
[ROW][C]30[/C][C]-0.004275[/C][C]-0.0375[/C][C]0.485085[/C][/ROW]
[ROW][C]31[/C][C]0.059367[/C][C]0.5209[/C][C]0.301952[/C][/ROW]
[ROW][C]32[/C][C]-0.020743[/C][C]-0.182[/C][C]0.428024[/C][/ROW]
[ROW][C]33[/C][C]-0.136932[/C][C]-1.2016[/C][C]0.116606[/C][/ROW]
[ROW][C]34[/C][C]0.112275[/C][C]0.9852[/C][C]0.163803[/C][/ROW]
[ROW][C]35[/C][C]-0.050894[/C][C]-0.4466[/C][C]0.328211[/C][/ROW]
[ROW][C]36[/C][C]0.060478[/C][C]0.5307[/C][C]0.29858[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116784&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116784&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	-0.535555	-4.6995	6e-06
2	0.145055	1.2728	0.103451
3	-0.083213	-0.7302	0.233746
4	-0.015594	-0.1368	0.445757
5	0.110398	0.9687	0.167853
6	-0.129527	-1.1366	0.129616
7	-0.025165	-0.2208	0.412908
8	0.097067	0.8518	0.198495
9	0.10044	0.8814	0.190433
10	-0.178388	-1.5653	0.060801
11	0.260734	2.2879	0.012443
12	-0.426546	-3.7429	0.000174
13	0.264764	2.3233	0.011402
14	-0.059315	-0.5205	0.30211
15	-0.045288	-0.3974	0.346087
16	0.093303	0.8187	0.207734
17	-0.090888	-0.7975	0.213796
18	0.127998	1.1232	0.132425
19	-0.054847	-0.4813	0.31584
20	-0.062552	-0.5489	0.292334
21	0.059661	0.5235	0.301057
22	-0.009274	-0.0814	0.467677
23	0.018067	0.1585	0.437225
24	-0.014336	-0.1258	0.450109
25	-0.072117	-0.6328	0.264363
26	0.100228	0.8795	0.190935
27	-0.059541	-0.5225	0.301423
28	0.024312	0.2133	0.415812
29	-0.001533	-0.0135	0.494651
30	-0.004275	-0.0375	0.485085
31	0.059367	0.5209	0.301952
32	-0.020743	-0.182	0.428024
33	-0.136932	-1.2016	0.116606
34	0.112275	0.9852	0.163803
35	-0.050894	-0.4466	0.328211
36	0.060478	0.5307	0.29858

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.535555	-4.6995	6e-06
2	-0.198778	-1.7443	0.042552
3	-0.140937	-1.2367	0.109975
4	-0.156197	-1.3706	0.087237
5	0.036257	0.3182	0.375614
6	-0.060874	-0.5342	0.297381
7	-0.192081	-1.6855	0.04797
8	-0.027245	-0.2391	0.405843
9	0.230271	2.0206	0.023398
10	-0.027422	-0.2406	0.40524
11	0.268933	2.3599	0.010407
12	-0.232151	-2.0371	0.022537
13	-0.202887	-1.7803	0.039484
14	-0.018588	-0.1631	0.43543
15	-0.038231	-0.3355	0.36909
16	-0.000581	-0.0051	0.497974
17	0.016063	0.141	0.444139
18	0.030469	0.2674	0.394953
19	-0.037202	-0.3264	0.372485
20	-0.050223	-0.4407	0.330329
21	0.178746	1.5685	0.060434
22	0.003256	0.0286	0.48864
23	0.177593	1.5584	0.061623
24	-0.065233	-0.5724	0.284353
25	-0.234647	-2.059	0.021437
26	-0.019581	-0.1718	0.432012
27	-0.091319	-0.8013	0.212706
28	0.054229	0.4759	0.317762
29	0.072427	0.6355	0.263479
30	0.042476	0.3727	0.355189
31	0.068882	0.6044	0.273666
32	0.008922	0.0783	0.468899
33	-0.060576	-0.5316	0.298283
34	-0.073846	-0.648	0.259457
35	0.035527	0.3117	0.378038
36	0.033511	0.2941	0.384752

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.535555 & -4.6995 & 6e-06 \tabularnewline
2 & -0.198778 & -1.7443 & 0.042552 \tabularnewline
3 & -0.140937 & -1.2367 & 0.109975 \tabularnewline
4 & -0.156197 & -1.3706 & 0.087237 \tabularnewline
5 & 0.036257 & 0.3182 & 0.375614 \tabularnewline
6 & -0.060874 & -0.5342 & 0.297381 \tabularnewline
7 & -0.192081 & -1.6855 & 0.04797 \tabularnewline
8 & -0.027245 & -0.2391 & 0.405843 \tabularnewline
9 & 0.230271 & 2.0206 & 0.023398 \tabularnewline
10 & -0.027422 & -0.2406 & 0.40524 \tabularnewline
11 & 0.268933 & 2.3599 & 0.010407 \tabularnewline
12 & -0.232151 & -2.0371 & 0.022537 \tabularnewline
13 & -0.202887 & -1.7803 & 0.039484 \tabularnewline
14 & -0.018588 & -0.1631 & 0.43543 \tabularnewline
15 & -0.038231 & -0.3355 & 0.36909 \tabularnewline
16 & -0.000581 & -0.0051 & 0.497974 \tabularnewline
17 & 0.016063 & 0.141 & 0.444139 \tabularnewline
18 & 0.030469 & 0.2674 & 0.394953 \tabularnewline
19 & -0.037202 & -0.3264 & 0.372485 \tabularnewline
20 & -0.050223 & -0.4407 & 0.330329 \tabularnewline
21 & 0.178746 & 1.5685 & 0.060434 \tabularnewline
22 & 0.003256 & 0.0286 & 0.48864 \tabularnewline
23 & 0.177593 & 1.5584 & 0.061623 \tabularnewline
24 & -0.065233 & -0.5724 & 0.284353 \tabularnewline
25 & -0.234647 & -2.059 & 0.021437 \tabularnewline
26 & -0.019581 & -0.1718 & 0.432012 \tabularnewline
27 & -0.091319 & -0.8013 & 0.212706 \tabularnewline
28 & 0.054229 & 0.4759 & 0.317762 \tabularnewline
29 & 0.072427 & 0.6355 & 0.263479 \tabularnewline
30 & 0.042476 & 0.3727 & 0.355189 \tabularnewline
31 & 0.068882 & 0.6044 & 0.273666 \tabularnewline
32 & 0.008922 & 0.0783 & 0.468899 \tabularnewline
33 & -0.060576 & -0.5316 & 0.298283 \tabularnewline
34 & -0.073846 & -0.648 & 0.259457 \tabularnewline
35 & 0.035527 & 0.3117 & 0.378038 \tabularnewline
36 & 0.033511 & 0.2941 & 0.384752 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116784&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]-0.535555[/C][C]-4.6995[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.198778[/C][C]-1.7443[/C][C]0.042552[/C][/ROW]
[ROW][C]3[/C][C]-0.140937[/C][C]-1.2367[/C][C]0.109975[/C][/ROW]
[ROW][C]4[/C][C]-0.156197[/C][C]-1.3706[/C][C]0.087237[/C][/ROW]
[ROW][C]5[/C][C]0.036257[/C][C]0.3182[/C][C]0.375614[/C][/ROW]
[ROW][C]6[/C][C]-0.060874[/C][C]-0.5342[/C][C]0.297381[/C][/ROW]
[ROW][C]7[/C][C]-0.192081[/C][C]-1.6855[/C][C]0.04797[/C][/ROW]
[ROW][C]8[/C][C]-0.027245[/C][C]-0.2391[/C][C]0.405843[/C][/ROW]
[ROW][C]9[/C][C]0.230271[/C][C]2.0206[/C][C]0.023398[/C][/ROW]
[ROW][C]10[/C][C]-0.027422[/C][C]-0.2406[/C][C]0.40524[/C][/ROW]
[ROW][C]11[/C][C]0.268933[/C][C]2.3599[/C][C]0.010407[/C][/ROW]
[ROW][C]12[/C][C]-0.232151[/C][C]-2.0371[/C][C]0.022537[/C][/ROW]
[ROW][C]13[/C][C]-0.202887[/C][C]-1.7803[/C][C]0.039484[/C][/ROW]
[ROW][C]14[/C][C]-0.018588[/C][C]-0.1631[/C][C]0.43543[/C][/ROW]
[ROW][C]15[/C][C]-0.038231[/C][C]-0.3355[/C][C]0.36909[/C][/ROW]
[ROW][C]16[/C][C]-0.000581[/C][C]-0.0051[/C][C]0.497974[/C][/ROW]
[ROW][C]17[/C][C]0.016063[/C][C]0.141[/C][C]0.444139[/C][/ROW]
[ROW][C]18[/C][C]0.030469[/C][C]0.2674[/C][C]0.394953[/C][/ROW]
[ROW][C]19[/C][C]-0.037202[/C][C]-0.3264[/C][C]0.372485[/C][/ROW]
[ROW][C]20[/C][C]-0.050223[/C][C]-0.4407[/C][C]0.330329[/C][/ROW]
[ROW][C]21[/C][C]0.178746[/C][C]1.5685[/C][C]0.060434[/C][/ROW]
[ROW][C]22[/C][C]0.003256[/C][C]0.0286[/C][C]0.48864[/C][/ROW]
[ROW][C]23[/C][C]0.177593[/C][C]1.5584[/C][C]0.061623[/C][/ROW]
[ROW][C]24[/C][C]-0.065233[/C][C]-0.5724[/C][C]0.284353[/C][/ROW]
[ROW][C]25[/C][C]-0.234647[/C][C]-2.059[/C][C]0.021437[/C][/ROW]
[ROW][C]26[/C][C]-0.019581[/C][C]-0.1718[/C][C]0.432012[/C][/ROW]
[ROW][C]27[/C][C]-0.091319[/C][C]-0.8013[/C][C]0.212706[/C][/ROW]
[ROW][C]28[/C][C]0.054229[/C][C]0.4759[/C][C]0.317762[/C][/ROW]
[ROW][C]29[/C][C]0.072427[/C][C]0.6355[/C][C]0.263479[/C][/ROW]
[ROW][C]30[/C][C]0.042476[/C][C]0.3727[/C][C]0.355189[/C][/ROW]
[ROW][C]31[/C][C]0.068882[/C][C]0.6044[/C][C]0.273666[/C][/ROW]
[ROW][C]32[/C][C]0.008922[/C][C]0.0783[/C][C]0.468899[/C][/ROW]
[ROW][C]33[/C][C]-0.060576[/C][C]-0.5316[/C][C]0.298283[/C][/ROW]
[ROW][C]34[/C][C]-0.073846[/C][C]-0.648[/C][C]0.259457[/C][/ROW]
[ROW][C]35[/C][C]0.035527[/C][C]0.3117[/C][C]0.378038[/C][/ROW]
[ROW][C]36[/C][C]0.033511[/C][C]0.2941[/C][C]0.384752[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116784&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116784&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	-0.535555	-4.6995	6e-06
2	-0.198778	-1.7443	0.042552
3	-0.140937	-1.2367	0.109975
4	-0.156197	-1.3706	0.087237
5	0.036257	0.3182	0.375614
6	-0.060874	-0.5342	0.297381
7	-0.192081	-1.6855	0.04797
8	-0.027245	-0.2391	0.405843
9	0.230271	2.0206	0.023398
10	-0.027422	-0.2406	0.40524
11	0.268933	2.3599	0.010407
12	-0.232151	-2.0371	0.022537
13	-0.202887	-1.7803	0.039484
14	-0.018588	-0.1631	0.43543
15	-0.038231	-0.3355	0.36909
16	-0.000581	-0.0051	0.497974
17	0.016063	0.141	0.444139
18	0.030469	0.2674	0.394953
19	-0.037202	-0.3264	0.372485
20	-0.050223	-0.4407	0.330329
21	0.178746	1.5685	0.060434
22	0.003256	0.0286	0.48864
23	0.177593	1.5584	0.061623
24	-0.065233	-0.5724	0.284353
25	-0.234647	-2.059	0.021437
26	-0.019581	-0.1718	0.432012
27	-0.091319	-0.8013	0.212706
28	0.054229	0.4759	0.317762
29	0.072427	0.6355	0.263479
30	0.042476	0.3727	0.355189
31	0.068882	0.6044	0.273666
32	0.008922	0.0783	0.468899
33	-0.060576	-0.5316	0.298283
34	-0.073846	-0.648	0.259457
35	0.035527	0.3117	0.378038
36	0.033511	0.2941	0.384752

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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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