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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 25 Mar 2012 07:17:03 -0400

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Mar/25/t133267429355a2y4ab9tcc0i1.htm/, Retrieved Sun, 28 Apr 2024 01:33:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164058, Retrieved Sun, 28 Apr 2024 01:33:59 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

170

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-       [(Partial) Autocorrelation Function] [] [2012-03-25 11:17:03] [f07e76401259632505cd233a7687c846] [Current]

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Dataseries X:

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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	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164058&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164058&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164058&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	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.019366	-0.1488	0.441128
2	-0.18806	-1.4445	0.076942
3	-0.167507	-1.2866	0.101622
4	-0.086583	-0.6651	0.254303
5	0.239235	1.8376	0.035579
6	0.230818	1.7729	0.0407
7	-0.212669	-1.6335	0.053841
8	-0.087403	-0.6714	0.252308
9	-0.109581	-0.8417	0.201676
10	-0.036685	-0.2818	0.389549
11	0.060321	0.4633	0.322414
12	0.100998	0.7758	0.220489
13	-0.201488	-1.5477	0.063526
14	0.051071	0.3923	0.34813
15	-0.113664	-0.8731	0.193083
16	0.01406	0.108	0.457182
17	0.078874	0.6058	0.273472
18	0.026115	0.2006	0.420854
19	-0.096735	-0.743	0.230204
20	0.042948	0.3299	0.371327
21	-0.083151	-0.6387	0.262745
22	0.124328	0.955	0.171741
23	-0.056543	-0.4343	0.332821
24	-0.053711	-0.4126	0.340712
25	-0.137133	-1.0533	0.14824
26	0.055794	0.4286	0.334902
27	0.079706	0.6122	0.271369
28	-0.001123	-0.0086	0.496574
29	-0.101501	-0.7796	0.219358
30	-0.014898	-0.1144	0.454641
31	0.07965	0.6118	0.271508
32	0.126088	0.9685	0.168373
33	-0.077146	-0.5926	0.277867
34	-0.059814	-0.4594	0.323802
35	-0.007916	-0.0608	0.475862
36	0.130238	1.0004	0.160606

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.019366 & -0.1488 & 0.441128 \tabularnewline
2 & -0.18806 & -1.4445 & 0.076942 \tabularnewline
3 & -0.167507 & -1.2866 & 0.101622 \tabularnewline
4 & -0.086583 & -0.6651 & 0.254303 \tabularnewline
5 & 0.239235 & 1.8376 & 0.035579 \tabularnewline
6 & 0.230818 & 1.7729 & 0.0407 \tabularnewline
7 & -0.212669 & -1.6335 & 0.053841 \tabularnewline
8 & -0.087403 & -0.6714 & 0.252308 \tabularnewline
9 & -0.109581 & -0.8417 & 0.201676 \tabularnewline
10 & -0.036685 & -0.2818 & 0.389549 \tabularnewline
11 & 0.060321 & 0.4633 & 0.322414 \tabularnewline
12 & 0.100998 & 0.7758 & 0.220489 \tabularnewline
13 & -0.201488 & -1.5477 & 0.063526 \tabularnewline
14 & 0.051071 & 0.3923 & 0.34813 \tabularnewline
15 & -0.113664 & -0.8731 & 0.193083 \tabularnewline
16 & 0.01406 & 0.108 & 0.457182 \tabularnewline
17 & 0.078874 & 0.6058 & 0.273472 \tabularnewline
18 & 0.026115 & 0.2006 & 0.420854 \tabularnewline
19 & -0.096735 & -0.743 & 0.230204 \tabularnewline
20 & 0.042948 & 0.3299 & 0.371327 \tabularnewline
21 & -0.083151 & -0.6387 & 0.262745 \tabularnewline
22 & 0.124328 & 0.955 & 0.171741 \tabularnewline
23 & -0.056543 & -0.4343 & 0.332821 \tabularnewline
24 & -0.053711 & -0.4126 & 0.340712 \tabularnewline
25 & -0.137133 & -1.0533 & 0.14824 \tabularnewline
26 & 0.055794 & 0.4286 & 0.334902 \tabularnewline
27 & 0.079706 & 0.6122 & 0.271369 \tabularnewline
28 & -0.001123 & -0.0086 & 0.496574 \tabularnewline
29 & -0.101501 & -0.7796 & 0.219358 \tabularnewline
30 & -0.014898 & -0.1144 & 0.454641 \tabularnewline
31 & 0.07965 & 0.6118 & 0.271508 \tabularnewline
32 & 0.126088 & 0.9685 & 0.168373 \tabularnewline
33 & -0.077146 & -0.5926 & 0.277867 \tabularnewline
34 & -0.059814 & -0.4594 & 0.323802 \tabularnewline
35 & -0.007916 & -0.0608 & 0.475862 \tabularnewline
36 & 0.130238 & 1.0004 & 0.160606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164058&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]-0.019366[/C][C]-0.1488[/C][C]0.441128[/C][/ROW]
[ROW][C]2[/C][C]-0.18806[/C][C]-1.4445[/C][C]0.076942[/C][/ROW]
[ROW][C]3[/C][C]-0.167507[/C][C]-1.2866[/C][C]0.101622[/C][/ROW]
[ROW][C]4[/C][C]-0.086583[/C][C]-0.6651[/C][C]0.254303[/C][/ROW]
[ROW][C]5[/C][C]0.239235[/C][C]1.8376[/C][C]0.035579[/C][/ROW]
[ROW][C]6[/C][C]0.230818[/C][C]1.7729[/C][C]0.0407[/C][/ROW]
[ROW][C]7[/C][C]-0.212669[/C][C]-1.6335[/C][C]0.053841[/C][/ROW]
[ROW][C]8[/C][C]-0.087403[/C][C]-0.6714[/C][C]0.252308[/C][/ROW]
[ROW][C]9[/C][C]-0.109581[/C][C]-0.8417[/C][C]0.201676[/C][/ROW]
[ROW][C]10[/C][C]-0.036685[/C][C]-0.2818[/C][C]0.389549[/C][/ROW]
[ROW][C]11[/C][C]0.060321[/C][C]0.4633[/C][C]0.322414[/C][/ROW]
[ROW][C]12[/C][C]0.100998[/C][C]0.7758[/C][C]0.220489[/C][/ROW]
[ROW][C]13[/C][C]-0.201488[/C][C]-1.5477[/C][C]0.063526[/C][/ROW]
[ROW][C]14[/C][C]0.051071[/C][C]0.3923[/C][C]0.34813[/C][/ROW]
[ROW][C]15[/C][C]-0.113664[/C][C]-0.8731[/C][C]0.193083[/C][/ROW]
[ROW][C]16[/C][C]0.01406[/C][C]0.108[/C][C]0.457182[/C][/ROW]
[ROW][C]17[/C][C]0.078874[/C][C]0.6058[/C][C]0.273472[/C][/ROW]
[ROW][C]18[/C][C]0.026115[/C][C]0.2006[/C][C]0.420854[/C][/ROW]
[ROW][C]19[/C][C]-0.096735[/C][C]-0.743[/C][C]0.230204[/C][/ROW]
[ROW][C]20[/C][C]0.042948[/C][C]0.3299[/C][C]0.371327[/C][/ROW]
[ROW][C]21[/C][C]-0.083151[/C][C]-0.6387[/C][C]0.262745[/C][/ROW]
[ROW][C]22[/C][C]0.124328[/C][C]0.955[/C][C]0.171741[/C][/ROW]
[ROW][C]23[/C][C]-0.056543[/C][C]-0.4343[/C][C]0.332821[/C][/ROW]
[ROW][C]24[/C][C]-0.053711[/C][C]-0.4126[/C][C]0.340712[/C][/ROW]
[ROW][C]25[/C][C]-0.137133[/C][C]-1.0533[/C][C]0.14824[/C][/ROW]
[ROW][C]26[/C][C]0.055794[/C][C]0.4286[/C][C]0.334902[/C][/ROW]
[ROW][C]27[/C][C]0.079706[/C][C]0.6122[/C][C]0.271369[/C][/ROW]
[ROW][C]28[/C][C]-0.001123[/C][C]-0.0086[/C][C]0.496574[/C][/ROW]
[ROW][C]29[/C][C]-0.101501[/C][C]-0.7796[/C][C]0.219358[/C][/ROW]
[ROW][C]30[/C][C]-0.014898[/C][C]-0.1144[/C][C]0.454641[/C][/ROW]
[ROW][C]31[/C][C]0.07965[/C][C]0.6118[/C][C]0.271508[/C][/ROW]
[ROW][C]32[/C][C]0.126088[/C][C]0.9685[/C][C]0.168373[/C][/ROW]
[ROW][C]33[/C][C]-0.077146[/C][C]-0.5926[/C][C]0.277867[/C][/ROW]
[ROW][C]34[/C][C]-0.059814[/C][C]-0.4594[/C][C]0.323802[/C][/ROW]
[ROW][C]35[/C][C]-0.007916[/C][C]-0.0608[/C][C]0.475862[/C][/ROW]
[ROW][C]36[/C][C]0.130238[/C][C]1.0004[/C][C]0.160606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164058&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164058&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	-0.019366	-0.1488	0.441128
2	-0.18806	-1.4445	0.076942
3	-0.167507	-1.2866	0.101622
4	-0.086583	-0.6651	0.254303
5	0.239235	1.8376	0.035579
6	0.230818	1.7729	0.0407
7	-0.212669	-1.6335	0.053841
8	-0.087403	-0.6714	0.252308
9	-0.109581	-0.8417	0.201676
10	-0.036685	-0.2818	0.389549
11	0.060321	0.4633	0.322414
12	0.100998	0.7758	0.220489
13	-0.201488	-1.5477	0.063526
14	0.051071	0.3923	0.34813
15	-0.113664	-0.8731	0.193083
16	0.01406	0.108	0.457182
17	0.078874	0.6058	0.273472
18	0.026115	0.2006	0.420854
19	-0.096735	-0.743	0.230204
20	0.042948	0.3299	0.371327
21	-0.083151	-0.6387	0.262745
22	0.124328	0.955	0.171741
23	-0.056543	-0.4343	0.332821
24	-0.053711	-0.4126	0.340712
25	-0.137133	-1.0533	0.14824
26	0.055794	0.4286	0.334902
27	0.079706	0.6122	0.271369
28	-0.001123	-0.0086	0.496574
29	-0.101501	-0.7796	0.219358
30	-0.014898	-0.1144	0.454641
31	0.07965	0.6118	0.271508
32	0.126088	0.9685	0.168373
33	-0.077146	-0.5926	0.277867
34	-0.059814	-0.4594	0.323802
35	-0.007916	-0.0608	0.475862
36	0.130238	1.0004	0.160606

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.019366	-0.1488	0.441128
2	-0.188506	-1.4479	0.076464
3	-0.182019	-1.3981	0.083656
4	-0.145843	-1.1202	0.133576
5	0.171384	1.3164	0.096561
6	0.205136	1.5757	0.060224
7	-0.165015	-1.2675	0.104977
8	0.014127	0.1085	0.456979
9	-0.083845	-0.644	0.261028
10	-0.132695	-1.0192	0.156123
11	-0.128924	-0.9903	0.16304
12	0.089256	0.6856	0.247829
13	-0.1805	-1.3864	0.085413
14	0.069016	0.5301	0.299008
15	-0.10691	-0.8212	0.207421
16	-0.002567	-0.0197	0.492169
17	-0.051703	-0.3971	0.346349
18	0.028436	0.2184	0.413927
19	-0.083509	-0.6414	0.261858
20	-0.001678	-0.0129	0.494881
21	-0.05408	-0.4154	0.339679
22	0.06546	0.5028	0.308486
23	-0.160457	-1.2325	0.111327
24	-0.058159	-0.4467	0.328355
25	-0.181082	-1.3909	0.084738
26	-0.049304	-0.3787	0.353132
27	0.029766	0.2286	0.409972
28	-0.127561	-0.9798	0.165589
29	-0.057061	-0.4383	0.331388
30	-0.022657	-0.174	0.431217
31	0.108842	0.836	0.203255
32	-0.055231	-0.4242	0.336467
33	-0.067985	-0.5222	0.301741
34	-0.113792	-0.8741	0.192817
35	0.036625	0.2813	0.389723
36	-0.047155	-0.3622	0.359248

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.019366 & -0.1488 & 0.441128 \tabularnewline
2 & -0.188506 & -1.4479 & 0.076464 \tabularnewline
3 & -0.182019 & -1.3981 & 0.083656 \tabularnewline
4 & -0.145843 & -1.1202 & 0.133576 \tabularnewline
5 & 0.171384 & 1.3164 & 0.096561 \tabularnewline
6 & 0.205136 & 1.5757 & 0.060224 \tabularnewline
7 & -0.165015 & -1.2675 & 0.104977 \tabularnewline
8 & 0.014127 & 0.1085 & 0.456979 \tabularnewline
9 & -0.083845 & -0.644 & 0.261028 \tabularnewline
10 & -0.132695 & -1.0192 & 0.156123 \tabularnewline
11 & -0.128924 & -0.9903 & 0.16304 \tabularnewline
12 & 0.089256 & 0.6856 & 0.247829 \tabularnewline
13 & -0.1805 & -1.3864 & 0.085413 \tabularnewline
14 & 0.069016 & 0.5301 & 0.299008 \tabularnewline
15 & -0.10691 & -0.8212 & 0.207421 \tabularnewline
16 & -0.002567 & -0.0197 & 0.492169 \tabularnewline
17 & -0.051703 & -0.3971 & 0.346349 \tabularnewline
18 & 0.028436 & 0.2184 & 0.413927 \tabularnewline
19 & -0.083509 & -0.6414 & 0.261858 \tabularnewline
20 & -0.001678 & -0.0129 & 0.494881 \tabularnewline
21 & -0.05408 & -0.4154 & 0.339679 \tabularnewline
22 & 0.06546 & 0.5028 & 0.308486 \tabularnewline
23 & -0.160457 & -1.2325 & 0.111327 \tabularnewline
24 & -0.058159 & -0.4467 & 0.328355 \tabularnewline
25 & -0.181082 & -1.3909 & 0.084738 \tabularnewline
26 & -0.049304 & -0.3787 & 0.353132 \tabularnewline
27 & 0.029766 & 0.2286 & 0.409972 \tabularnewline
28 & -0.127561 & -0.9798 & 0.165589 \tabularnewline
29 & -0.057061 & -0.4383 & 0.331388 \tabularnewline
30 & -0.022657 & -0.174 & 0.431217 \tabularnewline
31 & 0.108842 & 0.836 & 0.203255 \tabularnewline
32 & -0.055231 & -0.4242 & 0.336467 \tabularnewline
33 & -0.067985 & -0.5222 & 0.301741 \tabularnewline
34 & -0.113792 & -0.8741 & 0.192817 \tabularnewline
35 & 0.036625 & 0.2813 & 0.389723 \tabularnewline
36 & -0.047155 & -0.3622 & 0.359248 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164058&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]-0.019366[/C][C]-0.1488[/C][C]0.441128[/C][/ROW]
[ROW][C]2[/C][C]-0.188506[/C][C]-1.4479[/C][C]0.076464[/C][/ROW]
[ROW][C]3[/C][C]-0.182019[/C][C]-1.3981[/C][C]0.083656[/C][/ROW]
[ROW][C]4[/C][C]-0.145843[/C][C]-1.1202[/C][C]0.133576[/C][/ROW]
[ROW][C]5[/C][C]0.171384[/C][C]1.3164[/C][C]0.096561[/C][/ROW]
[ROW][C]6[/C][C]0.205136[/C][C]1.5757[/C][C]0.060224[/C][/ROW]
[ROW][C]7[/C][C]-0.165015[/C][C]-1.2675[/C][C]0.104977[/C][/ROW]
[ROW][C]8[/C][C]0.014127[/C][C]0.1085[/C][C]0.456979[/C][/ROW]
[ROW][C]9[/C][C]-0.083845[/C][C]-0.644[/C][C]0.261028[/C][/ROW]
[ROW][C]10[/C][C]-0.132695[/C][C]-1.0192[/C][C]0.156123[/C][/ROW]
[ROW][C]11[/C][C]-0.128924[/C][C]-0.9903[/C][C]0.16304[/C][/ROW]
[ROW][C]12[/C][C]0.089256[/C][C]0.6856[/C][C]0.247829[/C][/ROW]
[ROW][C]13[/C][C]-0.1805[/C][C]-1.3864[/C][C]0.085413[/C][/ROW]
[ROW][C]14[/C][C]0.069016[/C][C]0.5301[/C][C]0.299008[/C][/ROW]
[ROW][C]15[/C][C]-0.10691[/C][C]-0.8212[/C][C]0.207421[/C][/ROW]
[ROW][C]16[/C][C]-0.002567[/C][C]-0.0197[/C][C]0.492169[/C][/ROW]
[ROW][C]17[/C][C]-0.051703[/C][C]-0.3971[/C][C]0.346349[/C][/ROW]
[ROW][C]18[/C][C]0.028436[/C][C]0.2184[/C][C]0.413927[/C][/ROW]
[ROW][C]19[/C][C]-0.083509[/C][C]-0.6414[/C][C]0.261858[/C][/ROW]
[ROW][C]20[/C][C]-0.001678[/C][C]-0.0129[/C][C]0.494881[/C][/ROW]
[ROW][C]21[/C][C]-0.05408[/C][C]-0.4154[/C][C]0.339679[/C][/ROW]
[ROW][C]22[/C][C]0.06546[/C][C]0.5028[/C][C]0.308486[/C][/ROW]
[ROW][C]23[/C][C]-0.160457[/C][C]-1.2325[/C][C]0.111327[/C][/ROW]
[ROW][C]24[/C][C]-0.058159[/C][C]-0.4467[/C][C]0.328355[/C][/ROW]
[ROW][C]25[/C][C]-0.181082[/C][C]-1.3909[/C][C]0.084738[/C][/ROW]
[ROW][C]26[/C][C]-0.049304[/C][C]-0.3787[/C][C]0.353132[/C][/ROW]
[ROW][C]27[/C][C]0.029766[/C][C]0.2286[/C][C]0.409972[/C][/ROW]
[ROW][C]28[/C][C]-0.127561[/C][C]-0.9798[/C][C]0.165589[/C][/ROW]
[ROW][C]29[/C][C]-0.057061[/C][C]-0.4383[/C][C]0.331388[/C][/ROW]
[ROW][C]30[/C][C]-0.022657[/C][C]-0.174[/C][C]0.431217[/C][/ROW]
[ROW][C]31[/C][C]0.108842[/C][C]0.836[/C][C]0.203255[/C][/ROW]
[ROW][C]32[/C][C]-0.055231[/C][C]-0.4242[/C][C]0.336467[/C][/ROW]
[ROW][C]33[/C][C]-0.067985[/C][C]-0.5222[/C][C]0.301741[/C][/ROW]
[ROW][C]34[/C][C]-0.113792[/C][C]-0.8741[/C][C]0.192817[/C][/ROW]
[ROW][C]35[/C][C]0.036625[/C][C]0.2813[/C][C]0.389723[/C][/ROW]
[ROW][C]36[/C][C]-0.047155[/C][C]-0.3622[/C][C]0.359248[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164058&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164058&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	-0.019366	-0.1488	0.441128
2	-0.188506	-1.4479	0.076464
3	-0.182019	-1.3981	0.083656
4	-0.145843	-1.1202	0.133576
5	0.171384	1.3164	0.096561
6	0.205136	1.5757	0.060224
7	-0.165015	-1.2675	0.104977
8	0.014127	0.1085	0.456979
9	-0.083845	-0.644	0.261028
10	-0.132695	-1.0192	0.156123
11	-0.128924	-0.9903	0.16304
12	0.089256	0.6856	0.247829
13	-0.1805	-1.3864	0.085413
14	0.069016	0.5301	0.299008
15	-0.10691	-0.8212	0.207421
16	-0.002567	-0.0197	0.492169
17	-0.051703	-0.3971	0.346349
18	0.028436	0.2184	0.413927
19	-0.083509	-0.6414	0.261858
20	-0.001678	-0.0129	0.494881
21	-0.05408	-0.4154	0.339679
22	0.06546	0.5028	0.308486
23	-0.160457	-1.2325	0.111327
24	-0.058159	-0.4467	0.328355
25	-0.181082	-1.3909	0.084738
26	-0.049304	-0.3787	0.353132
27	0.029766	0.2286	0.409972
28	-0.127561	-0.9798	0.165589
29	-0.057061	-0.4383	0.331388
30	-0.022657	-0.174	0.431217
31	0.108842	0.836	0.203255
32	-0.055231	-0.4242	0.336467
33	-0.067985	-0.5222	0.301741
34	-0.113792	-0.8741	0.192817
35	0.036625	0.2813	0.389723
36	-0.047155	-0.3622	0.359248

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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 (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