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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 17 Oct 2014 15:10:13 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Oct/17/t1413555043uzu3ecn064w0pe6.htm/, Retrieved Fri, 10 May 2024 16:54:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=243302, Retrieved Fri, 10 May 2024 16:54:25 +0000

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-       [(Partial) Autocorrelation Function] [] [2014-10-17 14:10:13] [5cf6a598f846f655ef95f65053f7ffc6] [Current]

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Dataseries X:

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Boxplots

1,38
1,96
1,36
1,24
1,35
1,23
1,09
1,08
1,33
1,35
1,38
1,5
1,47
2,09
1,52
1,29
1,52
1,27
1,35
1,29
1,41
1,39
1,45
1,53
1,45
2,11
1,53
1,38
1,54
1,35
1,29
1,33
1,47
1,47
1,54
1,59
1,5
2
1,51
1,4
1,62
1,44
1,29
1,28
1,4
1,39
1,46
1,49
1,45
2,05
1,59
1,42
1,73
1,39
1,23
1,37
1,51
1,47
1,5
1,54
1,54
2,15
1,62
1,4
1,65
1,49
1,45
1,45
1,51
1,48
1,56
1,57
1,57
2,28
1,7
1,56
1,8
1,56
1,51
1,46
1,51
1,55
1,57
1,64
1,58
2,16
1,77
1,54
1,64
1,53
1,49
1,43
1,52
1,56
1,59
1,64

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' @ jenkins.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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243302&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243302&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243302&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.273835	2.683	0.004296
2	0.135548	1.3281	0.093649
3	0.24795	2.4294	0.008492
4	-0.052642	-0.5158	0.303594
5	-0.146387	-1.4343	0.07737
6	-0.258389	-2.5317	0.006488
7	-0.170622	-1.6717	0.048916
8	-0.096155	-0.9421	0.174248
9	0.176635	1.7307	0.043362
10	0.063369	0.6209	0.268072
11	0.147466	1.4449	0.075876
12	0.776629	7.6094	0
13	0.173882	1.7037	0.045837
14	0.063227	0.6195	0.268529
15	0.187947	1.8415	0.034319
16	-0.079558	-0.7795	0.2188
17	-0.142063	-1.3919	0.08358
18	-0.250306	-2.4525	0.007996
19	-0.20233	-1.9824	0.025145
20	-0.131979	-1.2931	0.099536
21	0.099044	0.9704	0.167135
22	-0.004985	-0.0488	0.480573
23	0.069396	0.6799	0.24909
24	0.608894	5.9659	0
25	0.119413	1.17	0.122447
26	0.039568	0.3877	0.349554
27	0.140481	1.3764	0.085945
28	-0.08938	-0.8757	0.191678
29	-0.163135	-1.5984	0.056621
30	-0.248391	-2.4337	0.008397
31	-0.212687	-2.0839	0.019913
32	-0.153967	-1.5086	0.067348
33	0.041093	0.4026	0.34406
34	-0.028944	-0.2836	0.388665
35	0.03056	0.2994	0.38263
36	0.482914	4.7316	4e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.273835 & 2.683 & 0.004296 \tabularnewline
2 & 0.135548 & 1.3281 & 0.093649 \tabularnewline
3 & 0.24795 & 2.4294 & 0.008492 \tabularnewline
4 & -0.052642 & -0.5158 & 0.303594 \tabularnewline
5 & -0.146387 & -1.4343 & 0.07737 \tabularnewline
6 & -0.258389 & -2.5317 & 0.006488 \tabularnewline
7 & -0.170622 & -1.6717 & 0.048916 \tabularnewline
8 & -0.096155 & -0.9421 & 0.174248 \tabularnewline
9 & 0.176635 & 1.7307 & 0.043362 \tabularnewline
10 & 0.063369 & 0.6209 & 0.268072 \tabularnewline
11 & 0.147466 & 1.4449 & 0.075876 \tabularnewline
12 & 0.776629 & 7.6094 & 0 \tabularnewline
13 & 0.173882 & 1.7037 & 0.045837 \tabularnewline
14 & 0.063227 & 0.6195 & 0.268529 \tabularnewline
15 & 0.187947 & 1.8415 & 0.034319 \tabularnewline
16 & -0.079558 & -0.7795 & 0.2188 \tabularnewline
17 & -0.142063 & -1.3919 & 0.08358 \tabularnewline
18 & -0.250306 & -2.4525 & 0.007996 \tabularnewline
19 & -0.20233 & -1.9824 & 0.025145 \tabularnewline
20 & -0.131979 & -1.2931 & 0.099536 \tabularnewline
21 & 0.099044 & 0.9704 & 0.167135 \tabularnewline
22 & -0.004985 & -0.0488 & 0.480573 \tabularnewline
23 & 0.069396 & 0.6799 & 0.24909 \tabularnewline
24 & 0.608894 & 5.9659 & 0 \tabularnewline
25 & 0.119413 & 1.17 & 0.122447 \tabularnewline
26 & 0.039568 & 0.3877 & 0.349554 \tabularnewline
27 & 0.140481 & 1.3764 & 0.085945 \tabularnewline
28 & -0.08938 & -0.8757 & 0.191678 \tabularnewline
29 & -0.163135 & -1.5984 & 0.056621 \tabularnewline
30 & -0.248391 & -2.4337 & 0.008397 \tabularnewline
31 & -0.212687 & -2.0839 & 0.019913 \tabularnewline
32 & -0.153967 & -1.5086 & 0.067348 \tabularnewline
33 & 0.041093 & 0.4026 & 0.34406 \tabularnewline
34 & -0.028944 & -0.2836 & 0.388665 \tabularnewline
35 & 0.03056 & 0.2994 & 0.38263 \tabularnewline
36 & 0.482914 & 4.7316 & 4e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243302&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]0.273835[/C][C]2.683[/C][C]0.004296[/C][/ROW]
[ROW][C]2[/C][C]0.135548[/C][C]1.3281[/C][C]0.093649[/C][/ROW]
[ROW][C]3[/C][C]0.24795[/C][C]2.4294[/C][C]0.008492[/C][/ROW]
[ROW][C]4[/C][C]-0.052642[/C][C]-0.5158[/C][C]0.303594[/C][/ROW]
[ROW][C]5[/C][C]-0.146387[/C][C]-1.4343[/C][C]0.07737[/C][/ROW]
[ROW][C]6[/C][C]-0.258389[/C][C]-2.5317[/C][C]0.006488[/C][/ROW]
[ROW][C]7[/C][C]-0.170622[/C][C]-1.6717[/C][C]0.048916[/C][/ROW]
[ROW][C]8[/C][C]-0.096155[/C][C]-0.9421[/C][C]0.174248[/C][/ROW]
[ROW][C]9[/C][C]0.176635[/C][C]1.7307[/C][C]0.043362[/C][/ROW]
[ROW][C]10[/C][C]0.063369[/C][C]0.6209[/C][C]0.268072[/C][/ROW]
[ROW][C]11[/C][C]0.147466[/C][C]1.4449[/C][C]0.075876[/C][/ROW]
[ROW][C]12[/C][C]0.776629[/C][C]7.6094[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.173882[/C][C]1.7037[/C][C]0.045837[/C][/ROW]
[ROW][C]14[/C][C]0.063227[/C][C]0.6195[/C][C]0.268529[/C][/ROW]
[ROW][C]15[/C][C]0.187947[/C][C]1.8415[/C][C]0.034319[/C][/ROW]
[ROW][C]16[/C][C]-0.079558[/C][C]-0.7795[/C][C]0.2188[/C][/ROW]
[ROW][C]17[/C][C]-0.142063[/C][C]-1.3919[/C][C]0.08358[/C][/ROW]
[ROW][C]18[/C][C]-0.250306[/C][C]-2.4525[/C][C]0.007996[/C][/ROW]
[ROW][C]19[/C][C]-0.20233[/C][C]-1.9824[/C][C]0.025145[/C][/ROW]
[ROW][C]20[/C][C]-0.131979[/C][C]-1.2931[/C][C]0.099536[/C][/ROW]
[ROW][C]21[/C][C]0.099044[/C][C]0.9704[/C][C]0.167135[/C][/ROW]
[ROW][C]22[/C][C]-0.004985[/C][C]-0.0488[/C][C]0.480573[/C][/ROW]
[ROW][C]23[/C][C]0.069396[/C][C]0.6799[/C][C]0.24909[/C][/ROW]
[ROW][C]24[/C][C]0.608894[/C][C]5.9659[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.119413[/C][C]1.17[/C][C]0.122447[/C][/ROW]
[ROW][C]26[/C][C]0.039568[/C][C]0.3877[/C][C]0.349554[/C][/ROW]
[ROW][C]27[/C][C]0.140481[/C][C]1.3764[/C][C]0.085945[/C][/ROW]
[ROW][C]28[/C][C]-0.08938[/C][C]-0.8757[/C][C]0.191678[/C][/ROW]
[ROW][C]29[/C][C]-0.163135[/C][C]-1.5984[/C][C]0.056621[/C][/ROW]
[ROW][C]30[/C][C]-0.248391[/C][C]-2.4337[/C][C]0.008397[/C][/ROW]
[ROW][C]31[/C][C]-0.212687[/C][C]-2.0839[/C][C]0.019913[/C][/ROW]
[ROW][C]32[/C][C]-0.153967[/C][C]-1.5086[/C][C]0.067348[/C][/ROW]
[ROW][C]33[/C][C]0.041093[/C][C]0.4026[/C][C]0.34406[/C][/ROW]
[ROW][C]34[/C][C]-0.028944[/C][C]-0.2836[/C][C]0.388665[/C][/ROW]
[ROW][C]35[/C][C]0.03056[/C][C]0.2994[/C][C]0.38263[/C][/ROW]
[ROW][C]36[/C][C]0.482914[/C][C]4.7316[/C][C]4e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243302&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243302&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	0.273835	2.683	0.004296
2	0.135548	1.3281	0.093649
3	0.24795	2.4294	0.008492
4	-0.052642	-0.5158	0.303594
5	-0.146387	-1.4343	0.07737
6	-0.258389	-2.5317	0.006488
7	-0.170622	-1.6717	0.048916
8	-0.096155	-0.9421	0.174248
9	0.176635	1.7307	0.043362
10	0.063369	0.6209	0.268072
11	0.147466	1.4449	0.075876
12	0.776629	7.6094	0
13	0.173882	1.7037	0.045837
14	0.063227	0.6195	0.268529
15	0.187947	1.8415	0.034319
16	-0.079558	-0.7795	0.2188
17	-0.142063	-1.3919	0.08358
18	-0.250306	-2.4525	0.007996
19	-0.20233	-1.9824	0.025145
20	-0.131979	-1.2931	0.099536
21	0.099044	0.9704	0.167135
22	-0.004985	-0.0488	0.480573
23	0.069396	0.6799	0.24909
24	0.608894	5.9659	0
25	0.119413	1.17	0.122447
26	0.039568	0.3877	0.349554
27	0.140481	1.3764	0.085945
28	-0.08938	-0.8757	0.191678
29	-0.163135	-1.5984	0.056621
30	-0.248391	-2.4337	0.008397
31	-0.212687	-2.0839	0.019913
32	-0.153967	-1.5086	0.067348
33	0.041093	0.4026	0.34406
34	-0.028944	-0.2836	0.388665
35	0.03056	0.2994	0.38263
36	0.482914	4.7316	4e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.273835	2.683	0.004296
2	0.065471	0.6415	0.261368
3	0.212078	2.0779	0.020192
4	-0.195815	-1.9186	0.029003
5	-0.137523	-1.3474	0.090505
6	-0.270054	-2.646	0.00476
7	0.030337	0.2972	0.383463
8	0.041973	0.4112	0.340905
9	0.414446	4.0607	5e-05
10	-0.092536	-0.9067	0.183428
11	0.097904	0.9593	0.169918
12	0.680364	6.6662	0
13	-0.38943	-3.8156	0.00012
14	-0.066965	-0.6561	0.256657
15	-0.093637	-0.9174	0.180603
16	0.024411	0.2392	0.40574
17	0.04602	0.4509	0.326537
18	0.003296	0.0323	0.487153
19	-0.096521	-0.9457	0.173335
20	0.002748	0.0269	0.489287
21	-0.074824	-0.7331	0.232636
22	0.021131	0.207	0.418208
23	0.078184	0.766	0.222765
24	-0.024454	-0.2396	0.405574
25	0.02068	0.2026	0.419932
26	-0.000477	-0.0047	0.498141
27	-0.105021	-1.029	0.153035
28	0.034191	0.335	0.369176
29	-0.138402	-1.3561	0.089131
30	0.062535	0.6127	0.270756
31	0.040861	0.4004	0.344893
32	-0.017009	-0.1666	0.433998
33	-0.045811	-0.4489	0.327275
34	0.06485	0.6354	0.263341
35	-0.07545	-0.7393	0.230779
36	0.034381	0.3369	0.368476

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.273835 & 2.683 & 0.004296 \tabularnewline
2 & 0.065471 & 0.6415 & 0.261368 \tabularnewline
3 & 0.212078 & 2.0779 & 0.020192 \tabularnewline
4 & -0.195815 & -1.9186 & 0.029003 \tabularnewline
5 & -0.137523 & -1.3474 & 0.090505 \tabularnewline
6 & -0.270054 & -2.646 & 0.00476 \tabularnewline
7 & 0.030337 & 0.2972 & 0.383463 \tabularnewline
8 & 0.041973 & 0.4112 & 0.340905 \tabularnewline
9 & 0.414446 & 4.0607 & 5e-05 \tabularnewline
10 & -0.092536 & -0.9067 & 0.183428 \tabularnewline
11 & 0.097904 & 0.9593 & 0.169918 \tabularnewline
12 & 0.680364 & 6.6662 & 0 \tabularnewline
13 & -0.38943 & -3.8156 & 0.00012 \tabularnewline
14 & -0.066965 & -0.6561 & 0.256657 \tabularnewline
15 & -0.093637 & -0.9174 & 0.180603 \tabularnewline
16 & 0.024411 & 0.2392 & 0.40574 \tabularnewline
17 & 0.04602 & 0.4509 & 0.326537 \tabularnewline
18 & 0.003296 & 0.0323 & 0.487153 \tabularnewline
19 & -0.096521 & -0.9457 & 0.173335 \tabularnewline
20 & 0.002748 & 0.0269 & 0.489287 \tabularnewline
21 & -0.074824 & -0.7331 & 0.232636 \tabularnewline
22 & 0.021131 & 0.207 & 0.418208 \tabularnewline
23 & 0.078184 & 0.766 & 0.222765 \tabularnewline
24 & -0.024454 & -0.2396 & 0.405574 \tabularnewline
25 & 0.02068 & 0.2026 & 0.419932 \tabularnewline
26 & -0.000477 & -0.0047 & 0.498141 \tabularnewline
27 & -0.105021 & -1.029 & 0.153035 \tabularnewline
28 & 0.034191 & 0.335 & 0.369176 \tabularnewline
29 & -0.138402 & -1.3561 & 0.089131 \tabularnewline
30 & 0.062535 & 0.6127 & 0.270756 \tabularnewline
31 & 0.040861 & 0.4004 & 0.344893 \tabularnewline
32 & -0.017009 & -0.1666 & 0.433998 \tabularnewline
33 & -0.045811 & -0.4489 & 0.327275 \tabularnewline
34 & 0.06485 & 0.6354 & 0.263341 \tabularnewline
35 & -0.07545 & -0.7393 & 0.230779 \tabularnewline
36 & 0.034381 & 0.3369 & 0.368476 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243302&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]0.273835[/C][C]2.683[/C][C]0.004296[/C][/ROW]
[ROW][C]2[/C][C]0.065471[/C][C]0.6415[/C][C]0.261368[/C][/ROW]
[ROW][C]3[/C][C]0.212078[/C][C]2.0779[/C][C]0.020192[/C][/ROW]
[ROW][C]4[/C][C]-0.195815[/C][C]-1.9186[/C][C]0.029003[/C][/ROW]
[ROW][C]5[/C][C]-0.137523[/C][C]-1.3474[/C][C]0.090505[/C][/ROW]
[ROW][C]6[/C][C]-0.270054[/C][C]-2.646[/C][C]0.00476[/C][/ROW]
[ROW][C]7[/C][C]0.030337[/C][C]0.2972[/C][C]0.383463[/C][/ROW]
[ROW][C]8[/C][C]0.041973[/C][C]0.4112[/C][C]0.340905[/C][/ROW]
[ROW][C]9[/C][C]0.414446[/C][C]4.0607[/C][C]5e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.092536[/C][C]-0.9067[/C][C]0.183428[/C][/ROW]
[ROW][C]11[/C][C]0.097904[/C][C]0.9593[/C][C]0.169918[/C][/ROW]
[ROW][C]12[/C][C]0.680364[/C][C]6.6662[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.38943[/C][C]-3.8156[/C][C]0.00012[/C][/ROW]
[ROW][C]14[/C][C]-0.066965[/C][C]-0.6561[/C][C]0.256657[/C][/ROW]
[ROW][C]15[/C][C]-0.093637[/C][C]-0.9174[/C][C]0.180603[/C][/ROW]
[ROW][C]16[/C][C]0.024411[/C][C]0.2392[/C][C]0.40574[/C][/ROW]
[ROW][C]17[/C][C]0.04602[/C][C]0.4509[/C][C]0.326537[/C][/ROW]
[ROW][C]18[/C][C]0.003296[/C][C]0.0323[/C][C]0.487153[/C][/ROW]
[ROW][C]19[/C][C]-0.096521[/C][C]-0.9457[/C][C]0.173335[/C][/ROW]
[ROW][C]20[/C][C]0.002748[/C][C]0.0269[/C][C]0.489287[/C][/ROW]
[ROW][C]21[/C][C]-0.074824[/C][C]-0.7331[/C][C]0.232636[/C][/ROW]
[ROW][C]22[/C][C]0.021131[/C][C]0.207[/C][C]0.418208[/C][/ROW]
[ROW][C]23[/C][C]0.078184[/C][C]0.766[/C][C]0.222765[/C][/ROW]
[ROW][C]24[/C][C]-0.024454[/C][C]-0.2396[/C][C]0.405574[/C][/ROW]
[ROW][C]25[/C][C]0.02068[/C][C]0.2026[/C][C]0.419932[/C][/ROW]
[ROW][C]26[/C][C]-0.000477[/C][C]-0.0047[/C][C]0.498141[/C][/ROW]
[ROW][C]27[/C][C]-0.105021[/C][C]-1.029[/C][C]0.153035[/C][/ROW]
[ROW][C]28[/C][C]0.034191[/C][C]0.335[/C][C]0.369176[/C][/ROW]
[ROW][C]29[/C][C]-0.138402[/C][C]-1.3561[/C][C]0.089131[/C][/ROW]
[ROW][C]30[/C][C]0.062535[/C][C]0.6127[/C][C]0.270756[/C][/ROW]
[ROW][C]31[/C][C]0.040861[/C][C]0.4004[/C][C]0.344893[/C][/ROW]
[ROW][C]32[/C][C]-0.017009[/C][C]-0.1666[/C][C]0.433998[/C][/ROW]
[ROW][C]33[/C][C]-0.045811[/C][C]-0.4489[/C][C]0.327275[/C][/ROW]
[ROW][C]34[/C][C]0.06485[/C][C]0.6354[/C][C]0.263341[/C][/ROW]
[ROW][C]35[/C][C]-0.07545[/C][C]-0.7393[/C][C]0.230779[/C][/ROW]
[ROW][C]36[/C][C]0.034381[/C][C]0.3369[/C][C]0.368476[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243302&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243302&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	0.273835	2.683	0.004296
2	0.065471	0.6415	0.261368
3	0.212078	2.0779	0.020192
4	-0.195815	-1.9186	0.029003
5	-0.137523	-1.3474	0.090505
6	-0.270054	-2.646	0.00476
7	0.030337	0.2972	0.383463
8	0.041973	0.4112	0.340905
9	0.414446	4.0607	5e-05
10	-0.092536	-0.9067	0.183428
11	0.097904	0.9593	0.169918
12	0.680364	6.6662	0
13	-0.38943	-3.8156	0.00012
14	-0.066965	-0.6561	0.256657
15	-0.093637	-0.9174	0.180603
16	0.024411	0.2392	0.40574
17	0.04602	0.4509	0.326537
18	0.003296	0.0323	0.487153
19	-0.096521	-0.9457	0.173335
20	0.002748	0.0269	0.489287
21	-0.074824	-0.7331	0.232636
22	0.021131	0.207	0.418208
23	0.078184	0.766	0.222765
24	-0.024454	-0.2396	0.405574
25	0.02068	0.2026	0.419932
26	-0.000477	-0.0047	0.498141
27	-0.105021	-1.029	0.153035
28	0.034191	0.335	0.369176
29	-0.138402	-1.3561	0.089131
30	0.062535	0.6127	0.270756
31	0.040861	0.4004	0.344893
32	-0.017009	-0.1666	0.433998
33	-0.045811	-0.4489	0.327275
34	0.06485	0.6354	0.263341
35	-0.07545	-0.7393	0.230779
36	0.034381	0.3369	0.368476

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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