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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 01 Dec 2007 05:01:15 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/01/t1196509845zaas9urr338b49h.htm/, Retrieved Sun, 19 May 2024 19:55:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2219, Retrieved Sun, 19 May 2024 19:55:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact264
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [fef19078983b9fa83d10cb717d6f9786] [Current]
-    D    [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:08:07] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D      [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D        [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-16 19:11:22] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD          [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:47:38] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:55:00] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:34:54] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P           [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:39:29] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:42:39] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:22:45] [4ddbf81f78ea7c738951638c7e93f6ee]
- R PD    [(Partial) Autocorrelation Function] [Paper - autocorre...] [2008-12-21 15:54:30] [1848c1c05ef454c234bcbe26cf08badc]
-   P       [(Partial) Autocorrelation Function] [Paper - ACF lambd...] [2008-12-22 12:33:54] [1848c1c05ef454c234bcbe26cf08badc]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelation e...] [2008-12-22 07:48:52] [74be16979710d4c4e7c6647856088456]
- RMPD    [Spectral Analysis] [Paper - cumulativ...] [2008-12-22 08:58:23] [1848c1c05ef454c234bcbe26cf08badc]
- RMPD    [Spectral Analysis] [Paper - cumulativ...] [2008-12-22 09:18:18] [1848c1c05ef454c234bcbe26cf08badc]
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Dataseries X:
112.6
113.8
107.8
103.2
103.3
101.2
107.7
110.4
101.9
115.9
89.9
88.6
117.2
123.9
100
103.6
94.1
98.7
119.5
112.7
104.4
124.7
89.1
97
121.6
118.8
114
111.5
97.2
102.5
113.4
109.8
104.9
126.1
80
96.8
117.2
112.3
117.3
111.1
102.2
104.3
122.9
107.6
121.3
131.5
89
104.4
128.9
135.9
133.3
121.3
120.5
120.4
137.9
126.1
133.2
146.6
103.4
117.2




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2219&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2219&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2219&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2717762.10520.019736
20.0525830.40730.342617
30.2219541.71920.045362
40.052110.40360.343956
50.2770762.14620.017955
60.4984943.86130.000139
70.1978971.53290.065278
80.0295090.22860.409987
90.0674720.52260.301576
10-0.235237-1.82210.963291
110.032010.2480.402509
120.5272144.08386.7e-05
13-0.028279-0.21910.586323
14-0.096099-0.74440.770223
15-0.036252-0.28080.610087
16-0.209634-1.62380.945171
170.0312790.24230.404692
180.1929561.49460.070126
19-0.003704-0.02870.511396
20-0.057958-0.44890.672455
21-0.067029-0.51920.697235
22-0.312668-2.42190.990761
23-0.025235-0.19550.577156
240.2995792.32050.011865
25-0.071215-0.55160.708373
26-0.033885-0.26250.603071
27-0.067877-0.52580.699507
28-0.171925-1.33170.906006
290.0171420.13280.447405
300.1035930.80240.212736
310.0041650.03230.487184
32-0.002063-0.0160.506347
33-0.093224-0.72210.763484
34-0.271677-2.10440.980229
35-0.062024-0.48040.683667

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.271776 & 2.1052 & 0.019736 \tabularnewline
2 & 0.052583 & 0.4073 & 0.342617 \tabularnewline
3 & 0.221954 & 1.7192 & 0.045362 \tabularnewline
4 & 0.05211 & 0.4036 & 0.343956 \tabularnewline
5 & 0.277076 & 2.1462 & 0.017955 \tabularnewline
6 & 0.498494 & 3.8613 & 0.000139 \tabularnewline
7 & 0.197897 & 1.5329 & 0.065278 \tabularnewline
8 & 0.029509 & 0.2286 & 0.409987 \tabularnewline
9 & 0.067472 & 0.5226 & 0.301576 \tabularnewline
10 & -0.235237 & -1.8221 & 0.963291 \tabularnewline
11 & 0.03201 & 0.248 & 0.402509 \tabularnewline
12 & 0.527214 & 4.0838 & 6.7e-05 \tabularnewline
13 & -0.028279 & -0.2191 & 0.586323 \tabularnewline
14 & -0.096099 & -0.7444 & 0.770223 \tabularnewline
15 & -0.036252 & -0.2808 & 0.610087 \tabularnewline
16 & -0.209634 & -1.6238 & 0.945171 \tabularnewline
17 & 0.031279 & 0.2423 & 0.404692 \tabularnewline
18 & 0.192956 & 1.4946 & 0.070126 \tabularnewline
19 & -0.003704 & -0.0287 & 0.511396 \tabularnewline
20 & -0.057958 & -0.4489 & 0.672455 \tabularnewline
21 & -0.067029 & -0.5192 & 0.697235 \tabularnewline
22 & -0.312668 & -2.4219 & 0.990761 \tabularnewline
23 & -0.025235 & -0.1955 & 0.577156 \tabularnewline
24 & 0.299579 & 2.3205 & 0.011865 \tabularnewline
25 & -0.071215 & -0.5516 & 0.708373 \tabularnewline
26 & -0.033885 & -0.2625 & 0.603071 \tabularnewline
27 & -0.067877 & -0.5258 & 0.699507 \tabularnewline
28 & -0.171925 & -1.3317 & 0.906006 \tabularnewline
29 & 0.017142 & 0.1328 & 0.447405 \tabularnewline
30 & 0.103593 & 0.8024 & 0.212736 \tabularnewline
31 & 0.004165 & 0.0323 & 0.487184 \tabularnewline
32 & -0.002063 & -0.016 & 0.506347 \tabularnewline
33 & -0.093224 & -0.7221 & 0.763484 \tabularnewline
34 & -0.271677 & -2.1044 & 0.980229 \tabularnewline
35 & -0.062024 & -0.4804 & 0.683667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2219&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.271776[/C][C]2.1052[/C][C]0.019736[/C][/ROW]
[ROW][C]2[/C][C]0.052583[/C][C]0.4073[/C][C]0.342617[/C][/ROW]
[ROW][C]3[/C][C]0.221954[/C][C]1.7192[/C][C]0.045362[/C][/ROW]
[ROW][C]4[/C][C]0.05211[/C][C]0.4036[/C][C]0.343956[/C][/ROW]
[ROW][C]5[/C][C]0.277076[/C][C]2.1462[/C][C]0.017955[/C][/ROW]
[ROW][C]6[/C][C]0.498494[/C][C]3.8613[/C][C]0.000139[/C][/ROW]
[ROW][C]7[/C][C]0.197897[/C][C]1.5329[/C][C]0.065278[/C][/ROW]
[ROW][C]8[/C][C]0.029509[/C][C]0.2286[/C][C]0.409987[/C][/ROW]
[ROW][C]9[/C][C]0.067472[/C][C]0.5226[/C][C]0.301576[/C][/ROW]
[ROW][C]10[/C][C]-0.235237[/C][C]-1.8221[/C][C]0.963291[/C][/ROW]
[ROW][C]11[/C][C]0.03201[/C][C]0.248[/C][C]0.402509[/C][/ROW]
[ROW][C]12[/C][C]0.527214[/C][C]4.0838[/C][C]6.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.028279[/C][C]-0.2191[/C][C]0.586323[/C][/ROW]
[ROW][C]14[/C][C]-0.096099[/C][C]-0.7444[/C][C]0.770223[/C][/ROW]
[ROW][C]15[/C][C]-0.036252[/C][C]-0.2808[/C][C]0.610087[/C][/ROW]
[ROW][C]16[/C][C]-0.209634[/C][C]-1.6238[/C][C]0.945171[/C][/ROW]
[ROW][C]17[/C][C]0.031279[/C][C]0.2423[/C][C]0.404692[/C][/ROW]
[ROW][C]18[/C][C]0.192956[/C][C]1.4946[/C][C]0.070126[/C][/ROW]
[ROW][C]19[/C][C]-0.003704[/C][C]-0.0287[/C][C]0.511396[/C][/ROW]
[ROW][C]20[/C][C]-0.057958[/C][C]-0.4489[/C][C]0.672455[/C][/ROW]
[ROW][C]21[/C][C]-0.067029[/C][C]-0.5192[/C][C]0.697235[/C][/ROW]
[ROW][C]22[/C][C]-0.312668[/C][C]-2.4219[/C][C]0.990761[/C][/ROW]
[ROW][C]23[/C][C]-0.025235[/C][C]-0.1955[/C][C]0.577156[/C][/ROW]
[ROW][C]24[/C][C]0.299579[/C][C]2.3205[/C][C]0.011865[/C][/ROW]
[ROW][C]25[/C][C]-0.071215[/C][C]-0.5516[/C][C]0.708373[/C][/ROW]
[ROW][C]26[/C][C]-0.033885[/C][C]-0.2625[/C][C]0.603071[/C][/ROW]
[ROW][C]27[/C][C]-0.067877[/C][C]-0.5258[/C][C]0.699507[/C][/ROW]
[ROW][C]28[/C][C]-0.171925[/C][C]-1.3317[/C][C]0.906006[/C][/ROW]
[ROW][C]29[/C][C]0.017142[/C][C]0.1328[/C][C]0.447405[/C][/ROW]
[ROW][C]30[/C][C]0.103593[/C][C]0.8024[/C][C]0.212736[/C][/ROW]
[ROW][C]31[/C][C]0.004165[/C][C]0.0323[/C][C]0.487184[/C][/ROW]
[ROW][C]32[/C][C]-0.002063[/C][C]-0.016[/C][C]0.506347[/C][/ROW]
[ROW][C]33[/C][C]-0.093224[/C][C]-0.7221[/C][C]0.763484[/C][/ROW]
[ROW][C]34[/C][C]-0.271677[/C][C]-2.1044[/C][C]0.980229[/C][/ROW]
[ROW][C]35[/C][C]-0.062024[/C][C]-0.4804[/C][C]0.683667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2219&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2219&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 kACF(k)T-STATP-value
017.7460
10.2717762.10520.019736
20.0525830.40730.342617
30.2219541.71920.045362
40.052110.40360.343956
50.2770762.14620.017955
60.4984943.86130.000139
70.1978971.53290.065278
80.0295090.22860.409987
90.0674720.52260.301576
10-0.235237-1.82210.963291
110.032010.2480.402509
120.5272144.08386.7e-05
13-0.028279-0.21910.586323
14-0.096099-0.74440.770223
15-0.036252-0.28080.610087
16-0.209634-1.62380.945171
170.0312790.24230.404692
180.1929561.49460.070126
19-0.003704-0.02870.511396
20-0.057958-0.44890.672455
21-0.067029-0.51920.697235
22-0.312668-2.42190.990761
23-0.025235-0.19550.577156
240.2995792.32050.011865
25-0.071215-0.55160.708373
26-0.033885-0.26250.603071
27-0.067877-0.52580.699507
28-0.171925-1.33170.906006
290.0171420.13280.447405
300.1035930.80240.212736
310.0041650.03230.487184
32-0.002063-0.0160.506347
33-0.093224-0.72210.763484
34-0.271677-2.10440.980229
35-0.062024-0.48040.683667







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2717762.10520.019736
1-0.022977-0.1780.57033
20.2307351.78730.039473
3-0.078622-0.6090.727589
40.3333012.58170.006145
50.3522642.72860.004166
60.0501790.38870.349442
7-0.108026-0.83680.796977
8-0.073075-0.5660.713261
9-0.458002-3.54770.999619
10-0.082927-0.64240.738454
110.4732673.66590.000262
12-0.239164-1.85260.965567
130.0174140.13490.446577
140.006020.04660.481482
150.1027730.79610.214564
16-0.079379-0.61490.729517
17-0.097656-0.75640.773828
180.0289530.22430.411656
19-0.076431-0.5920.721973
20-0.046977-0.36390.641387
210.0739170.57260.284541
220.0364910.28270.389205
230.0196240.1520.439847
240.0532970.41280.3406
250.0789180.61130.271658
26-0.056865-0.44050.669411
270.0343370.2660.395586
28-0.097425-0.75460.773294
29-0.09779-0.75750.774137
30-0.071323-0.55250.708659
31-0.019659-0.15230.560261
32-0.106047-0.82140.792674
330.0029420.02280.490948
34-0.052173-0.40410.656224
35-0.005121-0.03970.515756

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.271776 & 2.1052 & 0.019736 \tabularnewline
1 & -0.022977 & -0.178 & 0.57033 \tabularnewline
2 & 0.230735 & 1.7873 & 0.039473 \tabularnewline
3 & -0.078622 & -0.609 & 0.727589 \tabularnewline
4 & 0.333301 & 2.5817 & 0.006145 \tabularnewline
5 & 0.352264 & 2.7286 & 0.004166 \tabularnewline
6 & 0.050179 & 0.3887 & 0.349442 \tabularnewline
7 & -0.108026 & -0.8368 & 0.796977 \tabularnewline
8 & -0.073075 & -0.566 & 0.713261 \tabularnewline
9 & -0.458002 & -3.5477 & 0.999619 \tabularnewline
10 & -0.082927 & -0.6424 & 0.738454 \tabularnewline
11 & 0.473267 & 3.6659 & 0.000262 \tabularnewline
12 & -0.239164 & -1.8526 & 0.965567 \tabularnewline
13 & 0.017414 & 0.1349 & 0.446577 \tabularnewline
14 & 0.00602 & 0.0466 & 0.481482 \tabularnewline
15 & 0.102773 & 0.7961 & 0.214564 \tabularnewline
16 & -0.079379 & -0.6149 & 0.729517 \tabularnewline
17 & -0.097656 & -0.7564 & 0.773828 \tabularnewline
18 & 0.028953 & 0.2243 & 0.411656 \tabularnewline
19 & -0.076431 & -0.592 & 0.721973 \tabularnewline
20 & -0.046977 & -0.3639 & 0.641387 \tabularnewline
21 & 0.073917 & 0.5726 & 0.284541 \tabularnewline
22 & 0.036491 & 0.2827 & 0.389205 \tabularnewline
23 & 0.019624 & 0.152 & 0.439847 \tabularnewline
24 & 0.053297 & 0.4128 & 0.3406 \tabularnewline
25 & 0.078918 & 0.6113 & 0.271658 \tabularnewline
26 & -0.056865 & -0.4405 & 0.669411 \tabularnewline
27 & 0.034337 & 0.266 & 0.395586 \tabularnewline
28 & -0.097425 & -0.7546 & 0.773294 \tabularnewline
29 & -0.09779 & -0.7575 & 0.774137 \tabularnewline
30 & -0.071323 & -0.5525 & 0.708659 \tabularnewline
31 & -0.019659 & -0.1523 & 0.560261 \tabularnewline
32 & -0.106047 & -0.8214 & 0.792674 \tabularnewline
33 & 0.002942 & 0.0228 & 0.490948 \tabularnewline
34 & -0.052173 & -0.4041 & 0.656224 \tabularnewline
35 & -0.005121 & -0.0397 & 0.515756 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2219&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]0[/C][C]0.271776[/C][C]2.1052[/C][C]0.019736[/C][/ROW]
[ROW][C]1[/C][C]-0.022977[/C][C]-0.178[/C][C]0.57033[/C][/ROW]
[ROW][C]2[/C][C]0.230735[/C][C]1.7873[/C][C]0.039473[/C][/ROW]
[ROW][C]3[/C][C]-0.078622[/C][C]-0.609[/C][C]0.727589[/C][/ROW]
[ROW][C]4[/C][C]0.333301[/C][C]2.5817[/C][C]0.006145[/C][/ROW]
[ROW][C]5[/C][C]0.352264[/C][C]2.7286[/C][C]0.004166[/C][/ROW]
[ROW][C]6[/C][C]0.050179[/C][C]0.3887[/C][C]0.349442[/C][/ROW]
[ROW][C]7[/C][C]-0.108026[/C][C]-0.8368[/C][C]0.796977[/C][/ROW]
[ROW][C]8[/C][C]-0.073075[/C][C]-0.566[/C][C]0.713261[/C][/ROW]
[ROW][C]9[/C][C]-0.458002[/C][C]-3.5477[/C][C]0.999619[/C][/ROW]
[ROW][C]10[/C][C]-0.082927[/C][C]-0.6424[/C][C]0.738454[/C][/ROW]
[ROW][C]11[/C][C]0.473267[/C][C]3.6659[/C][C]0.000262[/C][/ROW]
[ROW][C]12[/C][C]-0.239164[/C][C]-1.8526[/C][C]0.965567[/C][/ROW]
[ROW][C]13[/C][C]0.017414[/C][C]0.1349[/C][C]0.446577[/C][/ROW]
[ROW][C]14[/C][C]0.00602[/C][C]0.0466[/C][C]0.481482[/C][/ROW]
[ROW][C]15[/C][C]0.102773[/C][C]0.7961[/C][C]0.214564[/C][/ROW]
[ROW][C]16[/C][C]-0.079379[/C][C]-0.6149[/C][C]0.729517[/C][/ROW]
[ROW][C]17[/C][C]-0.097656[/C][C]-0.7564[/C][C]0.773828[/C][/ROW]
[ROW][C]18[/C][C]0.028953[/C][C]0.2243[/C][C]0.411656[/C][/ROW]
[ROW][C]19[/C][C]-0.076431[/C][C]-0.592[/C][C]0.721973[/C][/ROW]
[ROW][C]20[/C][C]-0.046977[/C][C]-0.3639[/C][C]0.641387[/C][/ROW]
[ROW][C]21[/C][C]0.073917[/C][C]0.5726[/C][C]0.284541[/C][/ROW]
[ROW][C]22[/C][C]0.036491[/C][C]0.2827[/C][C]0.389205[/C][/ROW]
[ROW][C]23[/C][C]0.019624[/C][C]0.152[/C][C]0.439847[/C][/ROW]
[ROW][C]24[/C][C]0.053297[/C][C]0.4128[/C][C]0.3406[/C][/ROW]
[ROW][C]25[/C][C]0.078918[/C][C]0.6113[/C][C]0.271658[/C][/ROW]
[ROW][C]26[/C][C]-0.056865[/C][C]-0.4405[/C][C]0.669411[/C][/ROW]
[ROW][C]27[/C][C]0.034337[/C][C]0.266[/C][C]0.395586[/C][/ROW]
[ROW][C]28[/C][C]-0.097425[/C][C]-0.7546[/C][C]0.773294[/C][/ROW]
[ROW][C]29[/C][C]-0.09779[/C][C]-0.7575[/C][C]0.774137[/C][/ROW]
[ROW][C]30[/C][C]-0.071323[/C][C]-0.5525[/C][C]0.708659[/C][/ROW]
[ROW][C]31[/C][C]-0.019659[/C][C]-0.1523[/C][C]0.560261[/C][/ROW]
[ROW][C]32[/C][C]-0.106047[/C][C]-0.8214[/C][C]0.792674[/C][/ROW]
[ROW][C]33[/C][C]0.002942[/C][C]0.0228[/C][C]0.490948[/C][/ROW]
[ROW][C]34[/C][C]-0.052173[/C][C]-0.4041[/C][C]0.656224[/C][/ROW]
[ROW][C]35[/C][C]-0.005121[/C][C]-0.0397[/C][C]0.515756[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2219&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2219&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 kPACF(k)T-STATP-value
00.2717762.10520.019736
1-0.022977-0.1780.57033
20.2307351.78730.039473
3-0.078622-0.6090.727589
40.3333012.58170.006145
50.3522642.72860.004166
60.0501790.38870.349442
7-0.108026-0.83680.796977
8-0.073075-0.5660.713261
9-0.458002-3.54770.999619
10-0.082927-0.64240.738454
110.4732673.66590.000262
12-0.239164-1.85260.965567
130.0174140.13490.446577
140.006020.04660.481482
150.1027730.79610.214564
16-0.079379-0.61490.729517
17-0.097656-0.75640.773828
180.0289530.22430.411656
19-0.076431-0.5920.721973
20-0.046977-0.36390.641387
210.0739170.57260.284541
220.0364910.28270.389205
230.0196240.1520.439847
240.0532970.41280.3406
250.0789180.61130.271658
26-0.056865-0.44050.669411
270.0343370.2660.395586
28-0.097425-0.75460.773294
29-0.09779-0.75750.774137
30-0.071323-0.55250.708659
31-0.019659-0.15230.560261
32-0.106047-0.82140.792674
330.0029420.02280.490948
34-0.052173-0.40410.656224
35-0.005121-0.03970.515756



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')