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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 06 Dec 2008 08:51:06 -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/2008/Dec/06/t1228578705031gd17ruksjwae.htm/, Retrieved Fri, 17 May 2024 05:14:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29714, Retrieved Fri, 17 May 2024 05:14:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact219
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   P     [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:46:29] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   PD      [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:15:38] [063e4b67ad7d3a8a83eccec794cd5aa7]
F    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:18:20] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D            [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:51:06] [6797a1f4a60918966297e9d9220cabc2] [Current]
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Dataseries X:
6.2
6.1
5.9
5.6
5.5
5.5
5.6
5.7
5.6
5.4
5.3
5.3
5.4
5.5
5.6
5.7
5.8
5.8
5.7
5.9
6.1
6.4
6.4
6.3
6.2
6.2
6.3
6.5
6.6
6.6
6.7
6.6
6.7
7
7.2
7.3
7.5
7.6
7.7
7.8
7.8
7.7
7.6
7.6
7.7
7.8
7.8
7.8
7.7
7.6
7.4
7.1
7.1
7.3
7.6
7.8
7.7
7.6
7.5
7.5
7.5
7.6
7.6
7.7
7.8
7.7
7.6
7.6
7.6
7.7
7.8
7.8
7.9
7.9
7.8
7.8
7.7
7.5
7.1
6.9
7.1
7.1
7.1
7
6.9
6.8
6.7
6.8
6.8
6.7
6.8
6.7
6.6
6.4
6.4
6.4
6.5
6.5
6.4
6.3
6.2
6.3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29714&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29714&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29714&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.036719-0.36720.357128
2-0.195418-1.95420.026736
3-0.250068-2.50070.00701
4-0.237873-2.37870.009636
50.048780.48780.313379
60.0976920.97690.165483
70.1279411.27940.101857
80.0487730.48770.313405
90.0243740.24370.403965
10-0.0182-0.1820.427977
11-0.036621-0.36620.357491
12-0.127865-1.27870.101989
13-0.085296-0.8530.197859
140.103651.03650.151235
150.109991.09990.137008
16-0.012115-0.12120.451907
170.0121570.12160.451743
18-0.146055-1.46060.073637
190.0123960.1240.450799
200.1161991.1620.124003
210.0789920.78990.215721
220.0061670.06170.475473
23-0.072879-0.72880.233918
24-0.207182-2.07180.020428
25-0.04251-0.42510.335837
260.1282611.28260.101298
270.1770511.77050.039845
280.1341111.34110.091462
29-0.115953-1.15950.124501
30-0.207563-2.07560.020247
31-0.061066-0.61070.271405
32-0.02423-0.24230.404521
330.1831351.83130.035013
340.0488310.48830.313198
35-0.005818-0.05820.476859
36-0.042537-0.42540.33574

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.036719 & -0.3672 & 0.357128 \tabularnewline
2 & -0.195418 & -1.9542 & 0.026736 \tabularnewline
3 & -0.250068 & -2.5007 & 0.00701 \tabularnewline
4 & -0.237873 & -2.3787 & 0.009636 \tabularnewline
5 & 0.04878 & 0.4878 & 0.313379 \tabularnewline
6 & 0.097692 & 0.9769 & 0.165483 \tabularnewline
7 & 0.127941 & 1.2794 & 0.101857 \tabularnewline
8 & 0.048773 & 0.4877 & 0.313405 \tabularnewline
9 & 0.024374 & 0.2437 & 0.403965 \tabularnewline
10 & -0.0182 & -0.182 & 0.427977 \tabularnewline
11 & -0.036621 & -0.3662 & 0.357491 \tabularnewline
12 & -0.127865 & -1.2787 & 0.101989 \tabularnewline
13 & -0.085296 & -0.853 & 0.197859 \tabularnewline
14 & 0.10365 & 1.0365 & 0.151235 \tabularnewline
15 & 0.10999 & 1.0999 & 0.137008 \tabularnewline
16 & -0.012115 & -0.1212 & 0.451907 \tabularnewline
17 & 0.012157 & 0.1216 & 0.451743 \tabularnewline
18 & -0.146055 & -1.4606 & 0.073637 \tabularnewline
19 & 0.012396 & 0.124 & 0.450799 \tabularnewline
20 & 0.116199 & 1.162 & 0.124003 \tabularnewline
21 & 0.078992 & 0.7899 & 0.215721 \tabularnewline
22 & 0.006167 & 0.0617 & 0.475473 \tabularnewline
23 & -0.072879 & -0.7288 & 0.233918 \tabularnewline
24 & -0.207182 & -2.0718 & 0.020428 \tabularnewline
25 & -0.04251 & -0.4251 & 0.335837 \tabularnewline
26 & 0.128261 & 1.2826 & 0.101298 \tabularnewline
27 & 0.177051 & 1.7705 & 0.039845 \tabularnewline
28 & 0.134111 & 1.3411 & 0.091462 \tabularnewline
29 & -0.115953 & -1.1595 & 0.124501 \tabularnewline
30 & -0.207563 & -2.0756 & 0.020247 \tabularnewline
31 & -0.061066 & -0.6107 & 0.271405 \tabularnewline
32 & -0.02423 & -0.2423 & 0.404521 \tabularnewline
33 & 0.183135 & 1.8313 & 0.035013 \tabularnewline
34 & 0.048831 & 0.4883 & 0.313198 \tabularnewline
35 & -0.005818 & -0.0582 & 0.476859 \tabularnewline
36 & -0.042537 & -0.4254 & 0.33574 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29714&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]-0.036719[/C][C]-0.3672[/C][C]0.357128[/C][/ROW]
[ROW][C]2[/C][C]-0.195418[/C][C]-1.9542[/C][C]0.026736[/C][/ROW]
[ROW][C]3[/C][C]-0.250068[/C][C]-2.5007[/C][C]0.00701[/C][/ROW]
[ROW][C]4[/C][C]-0.237873[/C][C]-2.3787[/C][C]0.009636[/C][/ROW]
[ROW][C]5[/C][C]0.04878[/C][C]0.4878[/C][C]0.313379[/C][/ROW]
[ROW][C]6[/C][C]0.097692[/C][C]0.9769[/C][C]0.165483[/C][/ROW]
[ROW][C]7[/C][C]0.127941[/C][C]1.2794[/C][C]0.101857[/C][/ROW]
[ROW][C]8[/C][C]0.048773[/C][C]0.4877[/C][C]0.313405[/C][/ROW]
[ROW][C]9[/C][C]0.024374[/C][C]0.2437[/C][C]0.403965[/C][/ROW]
[ROW][C]10[/C][C]-0.0182[/C][C]-0.182[/C][C]0.427977[/C][/ROW]
[ROW][C]11[/C][C]-0.036621[/C][C]-0.3662[/C][C]0.357491[/C][/ROW]
[ROW][C]12[/C][C]-0.127865[/C][C]-1.2787[/C][C]0.101989[/C][/ROW]
[ROW][C]13[/C][C]-0.085296[/C][C]-0.853[/C][C]0.197859[/C][/ROW]
[ROW][C]14[/C][C]0.10365[/C][C]1.0365[/C][C]0.151235[/C][/ROW]
[ROW][C]15[/C][C]0.10999[/C][C]1.0999[/C][C]0.137008[/C][/ROW]
[ROW][C]16[/C][C]-0.012115[/C][C]-0.1212[/C][C]0.451907[/C][/ROW]
[ROW][C]17[/C][C]0.012157[/C][C]0.1216[/C][C]0.451743[/C][/ROW]
[ROW][C]18[/C][C]-0.146055[/C][C]-1.4606[/C][C]0.073637[/C][/ROW]
[ROW][C]19[/C][C]0.012396[/C][C]0.124[/C][C]0.450799[/C][/ROW]
[ROW][C]20[/C][C]0.116199[/C][C]1.162[/C][C]0.124003[/C][/ROW]
[ROW][C]21[/C][C]0.078992[/C][C]0.7899[/C][C]0.215721[/C][/ROW]
[ROW][C]22[/C][C]0.006167[/C][C]0.0617[/C][C]0.475473[/C][/ROW]
[ROW][C]23[/C][C]-0.072879[/C][C]-0.7288[/C][C]0.233918[/C][/ROW]
[ROW][C]24[/C][C]-0.207182[/C][C]-2.0718[/C][C]0.020428[/C][/ROW]
[ROW][C]25[/C][C]-0.04251[/C][C]-0.4251[/C][C]0.335837[/C][/ROW]
[ROW][C]26[/C][C]0.128261[/C][C]1.2826[/C][C]0.101298[/C][/ROW]
[ROW][C]27[/C][C]0.177051[/C][C]1.7705[/C][C]0.039845[/C][/ROW]
[ROW][C]28[/C][C]0.134111[/C][C]1.3411[/C][C]0.091462[/C][/ROW]
[ROW][C]29[/C][C]-0.115953[/C][C]-1.1595[/C][C]0.124501[/C][/ROW]
[ROW][C]30[/C][C]-0.207563[/C][C]-2.0756[/C][C]0.020247[/C][/ROW]
[ROW][C]31[/C][C]-0.061066[/C][C]-0.6107[/C][C]0.271405[/C][/ROW]
[ROW][C]32[/C][C]-0.02423[/C][C]-0.2423[/C][C]0.404521[/C][/ROW]
[ROW][C]33[/C][C]0.183135[/C][C]1.8313[/C][C]0.035013[/C][/ROW]
[ROW][C]34[/C][C]0.048831[/C][C]0.4883[/C][C]0.313198[/C][/ROW]
[ROW][C]35[/C][C]-0.005818[/C][C]-0.0582[/C][C]0.476859[/C][/ROW]
[ROW][C]36[/C][C]-0.042537[/C][C]-0.4254[/C][C]0.33574[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29714&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29714&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
1-0.036719-0.36720.357128
2-0.195418-1.95420.026736
3-0.250068-2.50070.00701
4-0.237873-2.37870.009636
50.048780.48780.313379
60.0976920.97690.165483
70.1279411.27940.101857
80.0487730.48770.313405
90.0243740.24370.403965
10-0.0182-0.1820.427977
11-0.036621-0.36620.357491
12-0.127865-1.27870.101989
13-0.085296-0.8530.197859
140.103651.03650.151235
150.109991.09990.137008
16-0.012115-0.12120.451907
170.0121570.12160.451743
18-0.146055-1.46060.073637
190.0123960.1240.450799
200.1161991.1620.124003
210.0789920.78990.215721
220.0061670.06170.475473
23-0.072879-0.72880.233918
24-0.207182-2.07180.020428
25-0.04251-0.42510.335837
260.1282611.28260.101298
270.1770511.77050.039845
280.1341111.34110.091462
29-0.115953-1.15950.124501
30-0.207563-2.07560.020247
31-0.061066-0.61070.271405
32-0.02423-0.24230.404521
330.1831351.83130.035013
340.0488310.48830.313198
35-0.005818-0.05820.476859
36-0.042537-0.42540.33574







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.036719-0.36720.357128
2-0.197032-1.97030.025783
3-0.277005-2.77010.003341
4-0.353822-3.53820.000306
5-0.184108-1.84110.034287
6-0.193025-1.93020.028205
7-0.128892-1.28890.100199
8-0.121454-1.21450.113701
9-0.014878-0.14880.441015
100.0237210.23720.406491
110.0679830.67980.24909
12-0.052721-0.52720.299608
13-0.084557-0.84560.199905
140.0332120.33210.370245
150.0351840.35180.362849
16-0.096078-0.96080.169491
17-0.013898-0.1390.444873
18-0.16063-1.60630.05568
19-0.044846-0.44850.327395
200.0450840.45080.32654
210.096780.96780.167739
220.0888150.88810.188296
230.1225481.22550.111637
24-0.107028-1.07030.143536
25-0.095445-0.95450.171078
26-0.026771-0.26770.394738
270.0694290.69430.244556
280.1060251.06030.145791
29-0.005215-0.05210.479258
30-0.121757-1.21760.113126
31-0.034947-0.34950.363737
32-0.07682-0.76820.222089
330.1318171.31820.095229
34-0.019684-0.19680.422175
35-0.009626-0.09630.461754
36-0.120626-1.20630.115281

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.036719 & -0.3672 & 0.357128 \tabularnewline
2 & -0.197032 & -1.9703 & 0.025783 \tabularnewline
3 & -0.277005 & -2.7701 & 0.003341 \tabularnewline
4 & -0.353822 & -3.5382 & 0.000306 \tabularnewline
5 & -0.184108 & -1.8411 & 0.034287 \tabularnewline
6 & -0.193025 & -1.9302 & 0.028205 \tabularnewline
7 & -0.128892 & -1.2889 & 0.100199 \tabularnewline
8 & -0.121454 & -1.2145 & 0.113701 \tabularnewline
9 & -0.014878 & -0.1488 & 0.441015 \tabularnewline
10 & 0.023721 & 0.2372 & 0.406491 \tabularnewline
11 & 0.067983 & 0.6798 & 0.24909 \tabularnewline
12 & -0.052721 & -0.5272 & 0.299608 \tabularnewline
13 & -0.084557 & -0.8456 & 0.199905 \tabularnewline
14 & 0.033212 & 0.3321 & 0.370245 \tabularnewline
15 & 0.035184 & 0.3518 & 0.362849 \tabularnewline
16 & -0.096078 & -0.9608 & 0.169491 \tabularnewline
17 & -0.013898 & -0.139 & 0.444873 \tabularnewline
18 & -0.16063 & -1.6063 & 0.05568 \tabularnewline
19 & -0.044846 & -0.4485 & 0.327395 \tabularnewline
20 & 0.045084 & 0.4508 & 0.32654 \tabularnewline
21 & 0.09678 & 0.9678 & 0.167739 \tabularnewline
22 & 0.088815 & 0.8881 & 0.188296 \tabularnewline
23 & 0.122548 & 1.2255 & 0.111637 \tabularnewline
24 & -0.107028 & -1.0703 & 0.143536 \tabularnewline
25 & -0.095445 & -0.9545 & 0.171078 \tabularnewline
26 & -0.026771 & -0.2677 & 0.394738 \tabularnewline
27 & 0.069429 & 0.6943 & 0.244556 \tabularnewline
28 & 0.106025 & 1.0603 & 0.145791 \tabularnewline
29 & -0.005215 & -0.0521 & 0.479258 \tabularnewline
30 & -0.121757 & -1.2176 & 0.113126 \tabularnewline
31 & -0.034947 & -0.3495 & 0.363737 \tabularnewline
32 & -0.07682 & -0.7682 & 0.222089 \tabularnewline
33 & 0.131817 & 1.3182 & 0.095229 \tabularnewline
34 & -0.019684 & -0.1968 & 0.422175 \tabularnewline
35 & -0.009626 & -0.0963 & 0.461754 \tabularnewline
36 & -0.120626 & -1.2063 & 0.115281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29714&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]-0.036719[/C][C]-0.3672[/C][C]0.357128[/C][/ROW]
[ROW][C]2[/C][C]-0.197032[/C][C]-1.9703[/C][C]0.025783[/C][/ROW]
[ROW][C]3[/C][C]-0.277005[/C][C]-2.7701[/C][C]0.003341[/C][/ROW]
[ROW][C]4[/C][C]-0.353822[/C][C]-3.5382[/C][C]0.000306[/C][/ROW]
[ROW][C]5[/C][C]-0.184108[/C][C]-1.8411[/C][C]0.034287[/C][/ROW]
[ROW][C]6[/C][C]-0.193025[/C][C]-1.9302[/C][C]0.028205[/C][/ROW]
[ROW][C]7[/C][C]-0.128892[/C][C]-1.2889[/C][C]0.100199[/C][/ROW]
[ROW][C]8[/C][C]-0.121454[/C][C]-1.2145[/C][C]0.113701[/C][/ROW]
[ROW][C]9[/C][C]-0.014878[/C][C]-0.1488[/C][C]0.441015[/C][/ROW]
[ROW][C]10[/C][C]0.023721[/C][C]0.2372[/C][C]0.406491[/C][/ROW]
[ROW][C]11[/C][C]0.067983[/C][C]0.6798[/C][C]0.24909[/C][/ROW]
[ROW][C]12[/C][C]-0.052721[/C][C]-0.5272[/C][C]0.299608[/C][/ROW]
[ROW][C]13[/C][C]-0.084557[/C][C]-0.8456[/C][C]0.199905[/C][/ROW]
[ROW][C]14[/C][C]0.033212[/C][C]0.3321[/C][C]0.370245[/C][/ROW]
[ROW][C]15[/C][C]0.035184[/C][C]0.3518[/C][C]0.362849[/C][/ROW]
[ROW][C]16[/C][C]-0.096078[/C][C]-0.9608[/C][C]0.169491[/C][/ROW]
[ROW][C]17[/C][C]-0.013898[/C][C]-0.139[/C][C]0.444873[/C][/ROW]
[ROW][C]18[/C][C]-0.16063[/C][C]-1.6063[/C][C]0.05568[/C][/ROW]
[ROW][C]19[/C][C]-0.044846[/C][C]-0.4485[/C][C]0.327395[/C][/ROW]
[ROW][C]20[/C][C]0.045084[/C][C]0.4508[/C][C]0.32654[/C][/ROW]
[ROW][C]21[/C][C]0.09678[/C][C]0.9678[/C][C]0.167739[/C][/ROW]
[ROW][C]22[/C][C]0.088815[/C][C]0.8881[/C][C]0.188296[/C][/ROW]
[ROW][C]23[/C][C]0.122548[/C][C]1.2255[/C][C]0.111637[/C][/ROW]
[ROW][C]24[/C][C]-0.107028[/C][C]-1.0703[/C][C]0.143536[/C][/ROW]
[ROW][C]25[/C][C]-0.095445[/C][C]-0.9545[/C][C]0.171078[/C][/ROW]
[ROW][C]26[/C][C]-0.026771[/C][C]-0.2677[/C][C]0.394738[/C][/ROW]
[ROW][C]27[/C][C]0.069429[/C][C]0.6943[/C][C]0.244556[/C][/ROW]
[ROW][C]28[/C][C]0.106025[/C][C]1.0603[/C][C]0.145791[/C][/ROW]
[ROW][C]29[/C][C]-0.005215[/C][C]-0.0521[/C][C]0.479258[/C][/ROW]
[ROW][C]30[/C][C]-0.121757[/C][C]-1.2176[/C][C]0.113126[/C][/ROW]
[ROW][C]31[/C][C]-0.034947[/C][C]-0.3495[/C][C]0.363737[/C][/ROW]
[ROW][C]32[/C][C]-0.07682[/C][C]-0.7682[/C][C]0.222089[/C][/ROW]
[ROW][C]33[/C][C]0.131817[/C][C]1.3182[/C][C]0.095229[/C][/ROW]
[ROW][C]34[/C][C]-0.019684[/C][C]-0.1968[/C][C]0.422175[/C][/ROW]
[ROW][C]35[/C][C]-0.009626[/C][C]-0.0963[/C][C]0.461754[/C][/ROW]
[ROW][C]36[/C][C]-0.120626[/C][C]-1.2063[/C][C]0.115281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29714&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29714&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
1-0.036719-0.36720.357128
2-0.197032-1.97030.025783
3-0.277005-2.77010.003341
4-0.353822-3.53820.000306
5-0.184108-1.84110.034287
6-0.193025-1.93020.028205
7-0.128892-1.28890.100199
8-0.121454-1.21450.113701
9-0.014878-0.14880.441015
100.0237210.23720.406491
110.0679830.67980.24909
12-0.052721-0.52720.299608
13-0.084557-0.84560.199905
140.0332120.33210.370245
150.0351840.35180.362849
16-0.096078-0.96080.169491
17-0.013898-0.1390.444873
18-0.16063-1.60630.05568
19-0.044846-0.44850.327395
200.0450840.45080.32654
210.096780.96780.167739
220.0888150.88810.188296
230.1225481.22550.111637
24-0.107028-1.07030.143536
25-0.095445-0.95450.171078
26-0.026771-0.26770.394738
270.0694290.69430.244556
280.1060251.06030.145791
29-0.005215-0.05210.479258
30-0.121757-1.21760.113126
31-0.034947-0.34950.363737
32-0.07682-0.76820.222089
330.1318171.31820.095229
34-0.019684-0.19680.422175
35-0.009626-0.09630.461754
36-0.120626-1.20630.115281



Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; 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 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')