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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 17 Oct 2014 15:18:50 +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/t1413555573jnoburu5gfv3dsp.htm/, Retrieved Thu, 09 May 2024 21:36:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=243303, Retrieved Thu, 09 May 2024 21:36:06 +0000

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-       [(Partial) Autocorrelation Function] [] [2014-10-17 14:18:50] [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	'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243303&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243303&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243303&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.290109	-2.643	0.00491
2	-0.158895	-1.4476	0.075748
3	-0.014109	-0.1285	0.449016
4	-0.10311	-0.9394	0.175132
5	0.071673	0.653	0.25779
6	0.023074	0.2102	0.417008
7	-0.02749	-0.2504	0.40143
8	-0.032432	-0.2955	0.384186
9	0.073743	0.6718	0.251777
10	0.034449	0.3138	0.377213
11	0.162874	1.4839	0.070818
12	-0.356604	-3.2488	0.000837
13	0.040685	0.3707	0.355917
14	0.001229	0.0112	0.495547
15	-0.026933	-0.2454	0.403388
16	0.136548	1.244	0.108499
17	0.104695	0.9538	0.171473
18	-0.034824	-0.3173	0.375921
19	-0.23589	-2.1491	0.017271
20	0.114408	1.0423	0.150148
21	0.126137	1.1492	0.126895
22	-0.13335	-1.2149	0.113929
23	0.01675	0.1526	0.439544
24	-0.009189	-0.0837	0.466742
25	0.034208	0.3116	0.378045
26	0.067643	0.6163	0.269707
27	0.043665	0.3978	0.345896
28	-0.091005	-0.8291	0.204713
29	-0.107982	-0.9838	0.164046
30	-0.026955	-0.2456	0.40331
31	0.080392	0.7324	0.232992
32	0.00761	0.0693	0.472447
33	-0.093633	-0.853	0.198048
34	0.239778	2.1845	0.015874
35	-0.149554	-1.3625	0.088362
36	-0.088923	-0.8101	0.210091

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.290109 & -2.643 & 0.00491 \tabularnewline
2 & -0.158895 & -1.4476 & 0.075748 \tabularnewline
3 & -0.014109 & -0.1285 & 0.449016 \tabularnewline
4 & -0.10311 & -0.9394 & 0.175132 \tabularnewline
5 & 0.071673 & 0.653 & 0.25779 \tabularnewline
6 & 0.023074 & 0.2102 & 0.417008 \tabularnewline
7 & -0.02749 & -0.2504 & 0.40143 \tabularnewline
8 & -0.032432 & -0.2955 & 0.384186 \tabularnewline
9 & 0.073743 & 0.6718 & 0.251777 \tabularnewline
10 & 0.034449 & 0.3138 & 0.377213 \tabularnewline
11 & 0.162874 & 1.4839 & 0.070818 \tabularnewline
12 & -0.356604 & -3.2488 & 0.000837 \tabularnewline
13 & 0.040685 & 0.3707 & 0.355917 \tabularnewline
14 & 0.001229 & 0.0112 & 0.495547 \tabularnewline
15 & -0.026933 & -0.2454 & 0.403388 \tabularnewline
16 & 0.136548 & 1.244 & 0.108499 \tabularnewline
17 & 0.104695 & 0.9538 & 0.171473 \tabularnewline
18 & -0.034824 & -0.3173 & 0.375921 \tabularnewline
19 & -0.23589 & -2.1491 & 0.017271 \tabularnewline
20 & 0.114408 & 1.0423 & 0.150148 \tabularnewline
21 & 0.126137 & 1.1492 & 0.126895 \tabularnewline
22 & -0.13335 & -1.2149 & 0.113929 \tabularnewline
23 & 0.01675 & 0.1526 & 0.439544 \tabularnewline
24 & -0.009189 & -0.0837 & 0.466742 \tabularnewline
25 & 0.034208 & 0.3116 & 0.378045 \tabularnewline
26 & 0.067643 & 0.6163 & 0.269707 \tabularnewline
27 & 0.043665 & 0.3978 & 0.345896 \tabularnewline
28 & -0.091005 & -0.8291 & 0.204713 \tabularnewline
29 & -0.107982 & -0.9838 & 0.164046 \tabularnewline
30 & -0.026955 & -0.2456 & 0.40331 \tabularnewline
31 & 0.080392 & 0.7324 & 0.232992 \tabularnewline
32 & 0.00761 & 0.0693 & 0.472447 \tabularnewline
33 & -0.093633 & -0.853 & 0.198048 \tabularnewline
34 & 0.239778 & 2.1845 & 0.015874 \tabularnewline
35 & -0.149554 & -1.3625 & 0.088362 \tabularnewline
36 & -0.088923 & -0.8101 & 0.210091 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243303&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]-0.290109[/C][C]-2.643[/C][C]0.00491[/C][/ROW]
[ROW][C]2[/C][C]-0.158895[/C][C]-1.4476[/C][C]0.075748[/C][/ROW]
[ROW][C]3[/C][C]-0.014109[/C][C]-0.1285[/C][C]0.449016[/C][/ROW]
[ROW][C]4[/C][C]-0.10311[/C][C]-0.9394[/C][C]0.175132[/C][/ROW]
[ROW][C]5[/C][C]0.071673[/C][C]0.653[/C][C]0.25779[/C][/ROW]
[ROW][C]6[/C][C]0.023074[/C][C]0.2102[/C][C]0.417008[/C][/ROW]
[ROW][C]7[/C][C]-0.02749[/C][C]-0.2504[/C][C]0.40143[/C][/ROW]
[ROW][C]8[/C][C]-0.032432[/C][C]-0.2955[/C][C]0.384186[/C][/ROW]
[ROW][C]9[/C][C]0.073743[/C][C]0.6718[/C][C]0.251777[/C][/ROW]
[ROW][C]10[/C][C]0.034449[/C][C]0.3138[/C][C]0.377213[/C][/ROW]
[ROW][C]11[/C][C]0.162874[/C][C]1.4839[/C][C]0.070818[/C][/ROW]
[ROW][C]12[/C][C]-0.356604[/C][C]-3.2488[/C][C]0.000837[/C][/ROW]
[ROW][C]13[/C][C]0.040685[/C][C]0.3707[/C][C]0.355917[/C][/ROW]
[ROW][C]14[/C][C]0.001229[/C][C]0.0112[/C][C]0.495547[/C][/ROW]
[ROW][C]15[/C][C]-0.026933[/C][C]-0.2454[/C][C]0.403388[/C][/ROW]
[ROW][C]16[/C][C]0.136548[/C][C]1.244[/C][C]0.108499[/C][/ROW]
[ROW][C]17[/C][C]0.104695[/C][C]0.9538[/C][C]0.171473[/C][/ROW]
[ROW][C]18[/C][C]-0.034824[/C][C]-0.3173[/C][C]0.375921[/C][/ROW]
[ROW][C]19[/C][C]-0.23589[/C][C]-2.1491[/C][C]0.017271[/C][/ROW]
[ROW][C]20[/C][C]0.114408[/C][C]1.0423[/C][C]0.150148[/C][/ROW]
[ROW][C]21[/C][C]0.126137[/C][C]1.1492[/C][C]0.126895[/C][/ROW]
[ROW][C]22[/C][C]-0.13335[/C][C]-1.2149[/C][C]0.113929[/C][/ROW]
[ROW][C]23[/C][C]0.01675[/C][C]0.1526[/C][C]0.439544[/C][/ROW]
[ROW][C]24[/C][C]-0.009189[/C][C]-0.0837[/C][C]0.466742[/C][/ROW]
[ROW][C]25[/C][C]0.034208[/C][C]0.3116[/C][C]0.378045[/C][/ROW]
[ROW][C]26[/C][C]0.067643[/C][C]0.6163[/C][C]0.269707[/C][/ROW]
[ROW][C]27[/C][C]0.043665[/C][C]0.3978[/C][C]0.345896[/C][/ROW]
[ROW][C]28[/C][C]-0.091005[/C][C]-0.8291[/C][C]0.204713[/C][/ROW]
[ROW][C]29[/C][C]-0.107982[/C][C]-0.9838[/C][C]0.164046[/C][/ROW]
[ROW][C]30[/C][C]-0.026955[/C][C]-0.2456[/C][C]0.40331[/C][/ROW]
[ROW][C]31[/C][C]0.080392[/C][C]0.7324[/C][C]0.232992[/C][/ROW]
[ROW][C]32[/C][C]0.00761[/C][C]0.0693[/C][C]0.472447[/C][/ROW]
[ROW][C]33[/C][C]-0.093633[/C][C]-0.853[/C][C]0.198048[/C][/ROW]
[ROW][C]34[/C][C]0.239778[/C][C]2.1845[/C][C]0.015874[/C][/ROW]
[ROW][C]35[/C][C]-0.149554[/C][C]-1.3625[/C][C]0.088362[/C][/ROW]
[ROW][C]36[/C][C]-0.088923[/C][C]-0.8101[/C][C]0.210091[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243303&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243303&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	-0.290109	-2.643	0.00491
2	-0.158895	-1.4476	0.075748
3	-0.014109	-0.1285	0.449016
4	-0.10311	-0.9394	0.175132
5	0.071673	0.653	0.25779
6	0.023074	0.2102	0.417008
7	-0.02749	-0.2504	0.40143
8	-0.032432	-0.2955	0.384186
9	0.073743	0.6718	0.251777
10	0.034449	0.3138	0.377213
11	0.162874	1.4839	0.070818
12	-0.356604	-3.2488	0.000837
13	0.040685	0.3707	0.355917
14	0.001229	0.0112	0.495547
15	-0.026933	-0.2454	0.403388
16	0.136548	1.244	0.108499
17	0.104695	0.9538	0.171473
18	-0.034824	-0.3173	0.375921
19	-0.23589	-2.1491	0.017271
20	0.114408	1.0423	0.150148
21	0.126137	1.1492	0.126895
22	-0.13335	-1.2149	0.113929
23	0.01675	0.1526	0.439544
24	-0.009189	-0.0837	0.466742
25	0.034208	0.3116	0.378045
26	0.067643	0.6163	0.269707
27	0.043665	0.3978	0.345896
28	-0.091005	-0.8291	0.204713
29	-0.107982	-0.9838	0.164046
30	-0.026955	-0.2456	0.40331
31	0.080392	0.7324	0.232992
32	0.00761	0.0693	0.472447
33	-0.093633	-0.853	0.198048
34	0.239778	2.1845	0.015874
35	-0.149554	-1.3625	0.088362
36	-0.088923	-0.8101	0.210091

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.290109	-2.643	0.00491
2	-0.265395	-2.4179	0.008901
3	-0.175529	-1.5991	0.056794
4	-0.257275	-2.3439	0.010737
5	-0.130995	-1.1934	0.118052
6	-0.107451	-0.9789	0.165232
7	-0.113485	-1.0339	0.152094
8	-0.148776	-1.3554	0.089481
9	-0.030586	-0.2787	0.390603
10	0.018963	0.1728	0.43163
11	0.273648	2.4931	0.007326
12	-0.189587	-1.7272	0.043924
13	-0.053718	-0.4894	0.312926
14	-0.168139	-1.5318	0.064684
15	-0.183057	-1.6677	0.04957
16	-0.13587	-1.2378	0.109634
17	0.104728	0.9541	0.171397
18	0.110901	1.0104	0.157631
19	-0.199887	-1.8211	0.036101
20	-0.083581	-0.7615	0.224272
21	0.169566	1.5448	0.063097
22	-0.0483	-0.44	0.330528
23	0.107982	0.9838	0.164045
24	-0.044933	-0.4094	0.341666
25	0.068952	0.6282	0.265806
26	-0.037044	-0.3375	0.3683
27	0.045784	0.4171	0.338836
28	0.041819	0.381	0.352091
29	0.031575	0.2877	0.38716
30	-0.050404	-0.4592	0.323645
31	-0.163158	-1.4864	0.070476
32	-0.155358	-1.4154	0.080349
33	-0.179895	-1.6389	0.052507
34	0.049783	0.4535	0.325669
35	-0.001615	-0.0147	0.494147
36	-0.164238	-1.4963	0.069186

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.290109 & -2.643 & 0.00491 \tabularnewline
2 & -0.265395 & -2.4179 & 0.008901 \tabularnewline
3 & -0.175529 & -1.5991 & 0.056794 \tabularnewline
4 & -0.257275 & -2.3439 & 0.010737 \tabularnewline
5 & -0.130995 & -1.1934 & 0.118052 \tabularnewline
6 & -0.107451 & -0.9789 & 0.165232 \tabularnewline
7 & -0.113485 & -1.0339 & 0.152094 \tabularnewline
8 & -0.148776 & -1.3554 & 0.089481 \tabularnewline
9 & -0.030586 & -0.2787 & 0.390603 \tabularnewline
10 & 0.018963 & 0.1728 & 0.43163 \tabularnewline
11 & 0.273648 & 2.4931 & 0.007326 \tabularnewline
12 & -0.189587 & -1.7272 & 0.043924 \tabularnewline
13 & -0.053718 & -0.4894 & 0.312926 \tabularnewline
14 & -0.168139 & -1.5318 & 0.064684 \tabularnewline
15 & -0.183057 & -1.6677 & 0.04957 \tabularnewline
16 & -0.13587 & -1.2378 & 0.109634 \tabularnewline
17 & 0.104728 & 0.9541 & 0.171397 \tabularnewline
18 & 0.110901 & 1.0104 & 0.157631 \tabularnewline
19 & -0.199887 & -1.8211 & 0.036101 \tabularnewline
20 & -0.083581 & -0.7615 & 0.224272 \tabularnewline
21 & 0.169566 & 1.5448 & 0.063097 \tabularnewline
22 & -0.0483 & -0.44 & 0.330528 \tabularnewline
23 & 0.107982 & 0.9838 & 0.164045 \tabularnewline
24 & -0.044933 & -0.4094 & 0.341666 \tabularnewline
25 & 0.068952 & 0.6282 & 0.265806 \tabularnewline
26 & -0.037044 & -0.3375 & 0.3683 \tabularnewline
27 & 0.045784 & 0.4171 & 0.338836 \tabularnewline
28 & 0.041819 & 0.381 & 0.352091 \tabularnewline
29 & 0.031575 & 0.2877 & 0.38716 \tabularnewline
30 & -0.050404 & -0.4592 & 0.323645 \tabularnewline
31 & -0.163158 & -1.4864 & 0.070476 \tabularnewline
32 & -0.155358 & -1.4154 & 0.080349 \tabularnewline
33 & -0.179895 & -1.6389 & 0.052507 \tabularnewline
34 & 0.049783 & 0.4535 & 0.325669 \tabularnewline
35 & -0.001615 & -0.0147 & 0.494147 \tabularnewline
36 & -0.164238 & -1.4963 & 0.069186 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243303&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]-0.290109[/C][C]-2.643[/C][C]0.00491[/C][/ROW]
[ROW][C]2[/C][C]-0.265395[/C][C]-2.4179[/C][C]0.008901[/C][/ROW]
[ROW][C]3[/C][C]-0.175529[/C][C]-1.5991[/C][C]0.056794[/C][/ROW]
[ROW][C]4[/C][C]-0.257275[/C][C]-2.3439[/C][C]0.010737[/C][/ROW]
[ROW][C]5[/C][C]-0.130995[/C][C]-1.1934[/C][C]0.118052[/C][/ROW]
[ROW][C]6[/C][C]-0.107451[/C][C]-0.9789[/C][C]0.165232[/C][/ROW]
[ROW][C]7[/C][C]-0.113485[/C][C]-1.0339[/C][C]0.152094[/C][/ROW]
[ROW][C]8[/C][C]-0.148776[/C][C]-1.3554[/C][C]0.089481[/C][/ROW]
[ROW][C]9[/C][C]-0.030586[/C][C]-0.2787[/C][C]0.390603[/C][/ROW]
[ROW][C]10[/C][C]0.018963[/C][C]0.1728[/C][C]0.43163[/C][/ROW]
[ROW][C]11[/C][C]0.273648[/C][C]2.4931[/C][C]0.007326[/C][/ROW]
[ROW][C]12[/C][C]-0.189587[/C][C]-1.7272[/C][C]0.043924[/C][/ROW]
[ROW][C]13[/C][C]-0.053718[/C][C]-0.4894[/C][C]0.312926[/C][/ROW]
[ROW][C]14[/C][C]-0.168139[/C][C]-1.5318[/C][C]0.064684[/C][/ROW]
[ROW][C]15[/C][C]-0.183057[/C][C]-1.6677[/C][C]0.04957[/C][/ROW]
[ROW][C]16[/C][C]-0.13587[/C][C]-1.2378[/C][C]0.109634[/C][/ROW]
[ROW][C]17[/C][C]0.104728[/C][C]0.9541[/C][C]0.171397[/C][/ROW]
[ROW][C]18[/C][C]0.110901[/C][C]1.0104[/C][C]0.157631[/C][/ROW]
[ROW][C]19[/C][C]-0.199887[/C][C]-1.8211[/C][C]0.036101[/C][/ROW]
[ROW][C]20[/C][C]-0.083581[/C][C]-0.7615[/C][C]0.224272[/C][/ROW]
[ROW][C]21[/C][C]0.169566[/C][C]1.5448[/C][C]0.063097[/C][/ROW]
[ROW][C]22[/C][C]-0.0483[/C][C]-0.44[/C][C]0.330528[/C][/ROW]
[ROW][C]23[/C][C]0.107982[/C][C]0.9838[/C][C]0.164045[/C][/ROW]
[ROW][C]24[/C][C]-0.044933[/C][C]-0.4094[/C][C]0.341666[/C][/ROW]
[ROW][C]25[/C][C]0.068952[/C][C]0.6282[/C][C]0.265806[/C][/ROW]
[ROW][C]26[/C][C]-0.037044[/C][C]-0.3375[/C][C]0.3683[/C][/ROW]
[ROW][C]27[/C][C]0.045784[/C][C]0.4171[/C][C]0.338836[/C][/ROW]
[ROW][C]28[/C][C]0.041819[/C][C]0.381[/C][C]0.352091[/C][/ROW]
[ROW][C]29[/C][C]0.031575[/C][C]0.2877[/C][C]0.38716[/C][/ROW]
[ROW][C]30[/C][C]-0.050404[/C][C]-0.4592[/C][C]0.323645[/C][/ROW]
[ROW][C]31[/C][C]-0.163158[/C][C]-1.4864[/C][C]0.070476[/C][/ROW]
[ROW][C]32[/C][C]-0.155358[/C][C]-1.4154[/C][C]0.080349[/C][/ROW]
[ROW][C]33[/C][C]-0.179895[/C][C]-1.6389[/C][C]0.052507[/C][/ROW]
[ROW][C]34[/C][C]0.049783[/C][C]0.4535[/C][C]0.325669[/C][/ROW]
[ROW][C]35[/C][C]-0.001615[/C][C]-0.0147[/C][C]0.494147[/C][/ROW]
[ROW][C]36[/C][C]-0.164238[/C][C]-1.4963[/C][C]0.069186[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243303&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243303&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	-0.290109	-2.643	0.00491
2	-0.265395	-2.4179	0.008901
3	-0.175529	-1.5991	0.056794
4	-0.257275	-2.3439	0.010737
5	-0.130995	-1.1934	0.118052
6	-0.107451	-0.9789	0.165232
7	-0.113485	-1.0339	0.152094
8	-0.148776	-1.3554	0.089481
9	-0.030586	-0.2787	0.390603
10	0.018963	0.1728	0.43163
11	0.273648	2.4931	0.007326
12	-0.189587	-1.7272	0.043924
13	-0.053718	-0.4894	0.312926
14	-0.168139	-1.5318	0.064684
15	-0.183057	-1.6677	0.04957
16	-0.13587	-1.2378	0.109634
17	0.104728	0.9541	0.171397
18	0.110901	1.0104	0.157631
19	-0.199887	-1.8211	0.036101
20	-0.083581	-0.7615	0.224272
21	0.169566	1.5448	0.063097
22	-0.0483	-0.44	0.330528
23	0.107982	0.9838	0.164045
24	-0.044933	-0.4094	0.341666
25	0.068952	0.6282	0.265806
26	-0.037044	-0.3375	0.3683
27	0.045784	0.4171	0.338836
28	0.041819	0.381	0.352091
29	0.031575	0.2877	0.38716
30	-0.050404	-0.4592	0.323645
31	-0.163158	-1.4864	0.070476
32	-0.155358	-1.4154	0.080349
33	-0.179895	-1.6389	0.052507
34	0.049783	0.4535	0.325669
35	-0.001615	-0.0147	0.494147
36	-0.164238	-1.4963	0.069186

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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