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Description of Statistical Computation

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 computationFri, 18 Dec 2009 04:02:34 -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/2009/Dec/18/t1261134337srox6l59m5r6asb.htm/, Retrieved Mon, 05 May 2025 21:16:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69231, Retrieved Mon, 05 May 2025 21:16:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact330

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
-   PD        [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 16:54:07] [ee7c2e7343f5b1451e62c5c16ec521f1]
-   P           [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 17:23:40] [ee7c2e7343f5b1451e62c5c16ec521f1]
- RMPD            [(Partial) Autocorrelation Function] [] [2009-11-26 08:57:08] [5edbdb7a459c4059b6c3b063ba86821c]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-26 10:12:32] [5edbdb7a459c4059b6c3b063ba86821c]
-    D                  [(Partial) Autocorrelation Function] [] [2009-12-18 11:02:34] [24029b2c7217429de6ff94b5379eb52c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
80.2
74.8
77.8
73
72
75.8
72.6
71.9
74.8
72.9
72.9
79.9
74
76
69.6
77.3
75.2
75.8
77.6
76.7
77
77.9
76.7
71.9
73.4
72.5
73.7
69.5
74.7
72.5
72.1
70.7
71.4
69.5
73.5
72.4
74.5
72.2
73
73.3
71.3
73.6
71.3
71.2
81.4
76.1
71.1
75.7
70
68.5
56.7
57.9
58.8
59.3
61.3
62.9
61.4
64.5
63.8
61.6

Tables (Output of Computation)





Summary of computational 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 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69231&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69231&T=0

As an alternative you can also use a QR Code:  
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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.409873-3.14830.001288
20.1007540.77390.221038
30.0290230.22290.41218
4-0.0197-0.15130.440121
5-0.062612-0.48090.316171
6-0.042847-0.32910.371618
7-0.134587-1.03380.152729
80.0719240.55250.291361
9-0.065893-0.50610.307326
100.1084860.83330.204019
110.087560.67260.251926
12-0.307347-2.36080.01078
130.3373382.59110.006018
14-0.230707-1.77210.040771
150.0327470.25150.401138
16-0.041393-0.31790.375824
170.0421220.32350.373713
18-0.086787-0.66660.253805
190.1507691.15810.125749
20-0.076526-0.58780.279452
210.0615330.47260.319105
22-0.187412-1.43950.077642
230.2320521.78240.039912
24-0.071137-0.54640.29342
25-0.052122-0.40040.345171
260.1188440.91290.182517
27-0.01041-0.080.46827
28-0.013509-0.10380.458853
290.1003820.7710.221878
30-0.107791-0.8280.205515
31-0.031201-0.23970.405714
32-0.02677-0.20560.418898
330.0081760.06280.475069
340.0769670.59120.278324
35-0.277083-2.12830.018749
360.2870352.20480.015691

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.409873 & -3.1483 & 0.001288 \tabularnewline
2 & 0.100754 & 0.7739 & 0.221038 \tabularnewline
3 & 0.029023 & 0.2229 & 0.41218 \tabularnewline
4 & -0.0197 & -0.1513 & 0.440121 \tabularnewline
5 & -0.062612 & -0.4809 & 0.316171 \tabularnewline
6 & -0.042847 & -0.3291 & 0.371618 \tabularnewline
7 & -0.134587 & -1.0338 & 0.152729 \tabularnewline
8 & 0.071924 & 0.5525 & 0.291361 \tabularnewline
9 & -0.065893 & -0.5061 & 0.307326 \tabularnewline
10 & 0.108486 & 0.8333 & 0.204019 \tabularnewline
11 & 0.08756 & 0.6726 & 0.251926 \tabularnewline
12 & -0.307347 & -2.3608 & 0.01078 \tabularnewline
13 & 0.337338 & 2.5911 & 0.006018 \tabularnewline
14 & -0.230707 & -1.7721 & 0.040771 \tabularnewline
15 & 0.032747 & 0.2515 & 0.401138 \tabularnewline
16 & -0.041393 & -0.3179 & 0.375824 \tabularnewline
17 & 0.042122 & 0.3235 & 0.373713 \tabularnewline
18 & -0.086787 & -0.6666 & 0.253805 \tabularnewline
19 & 0.150769 & 1.1581 & 0.125749 \tabularnewline
20 & -0.076526 & -0.5878 & 0.279452 \tabularnewline
21 & 0.061533 & 0.4726 & 0.319105 \tabularnewline
22 & -0.187412 & -1.4395 & 0.077642 \tabularnewline
23 & 0.232052 & 1.7824 & 0.039912 \tabularnewline
24 & -0.071137 & -0.5464 & 0.29342 \tabularnewline
25 & -0.052122 & -0.4004 & 0.345171 \tabularnewline
26 & 0.118844 & 0.9129 & 0.182517 \tabularnewline
27 & -0.01041 & -0.08 & 0.46827 \tabularnewline
28 & -0.013509 & -0.1038 & 0.458853 \tabularnewline
29 & 0.100382 & 0.771 & 0.221878 \tabularnewline
30 & -0.107791 & -0.828 & 0.205515 \tabularnewline
31 & -0.031201 & -0.2397 & 0.405714 \tabularnewline
32 & -0.02677 & -0.2056 & 0.418898 \tabularnewline
33 & 0.008176 & 0.0628 & 0.475069 \tabularnewline
34 & 0.076967 & 0.5912 & 0.278324 \tabularnewline
35 & -0.277083 & -2.1283 & 0.018749 \tabularnewline
36 & 0.287035 & 2.2048 & 0.015691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69231&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]-0.409873[/C][C]-3.1483[/C][C]0.001288[/C][/ROW]
[ROW][C]2[/C][C]0.100754[/C][C]0.7739[/C][C]0.221038[/C][/ROW]
[ROW][C]3[/C][C]0.029023[/C][C]0.2229[/C][C]0.41218[/C][/ROW]
[ROW][C]4[/C][C]-0.0197[/C][C]-0.1513[/C][C]0.440121[/C][/ROW]
[ROW][C]5[/C][C]-0.062612[/C][C]-0.4809[/C][C]0.316171[/C][/ROW]
[ROW][C]6[/C][C]-0.042847[/C][C]-0.3291[/C][C]0.371618[/C][/ROW]
[ROW][C]7[/C][C]-0.134587[/C][C]-1.0338[/C][C]0.152729[/C][/ROW]
[ROW][C]8[/C][C]0.071924[/C][C]0.5525[/C][C]0.291361[/C][/ROW]
[ROW][C]9[/C][C]-0.065893[/C][C]-0.5061[/C][C]0.307326[/C][/ROW]
[ROW][C]10[/C][C]0.108486[/C][C]0.8333[/C][C]0.204019[/C][/ROW]
[ROW][C]11[/C][C]0.08756[/C][C]0.6726[/C][C]0.251926[/C][/ROW]
[ROW][C]12[/C][C]-0.307347[/C][C]-2.3608[/C][C]0.01078[/C][/ROW]
[ROW][C]13[/C][C]0.337338[/C][C]2.5911[/C][C]0.006018[/C][/ROW]
[ROW][C]14[/C][C]-0.230707[/C][C]-1.7721[/C][C]0.040771[/C][/ROW]
[ROW][C]15[/C][C]0.032747[/C][C]0.2515[/C][C]0.401138[/C][/ROW]
[ROW][C]16[/C][C]-0.041393[/C][C]-0.3179[/C][C]0.375824[/C][/ROW]
[ROW][C]17[/C][C]0.042122[/C][C]0.3235[/C][C]0.373713[/C][/ROW]
[ROW][C]18[/C][C]-0.086787[/C][C]-0.6666[/C][C]0.253805[/C][/ROW]
[ROW][C]19[/C][C]0.150769[/C][C]1.1581[/C][C]0.125749[/C][/ROW]
[ROW][C]20[/C][C]-0.076526[/C][C]-0.5878[/C][C]0.279452[/C][/ROW]
[ROW][C]21[/C][C]0.061533[/C][C]0.4726[/C][C]0.319105[/C][/ROW]
[ROW][C]22[/C][C]-0.187412[/C][C]-1.4395[/C][C]0.077642[/C][/ROW]
[ROW][C]23[/C][C]0.232052[/C][C]1.7824[/C][C]0.039912[/C][/ROW]
[ROW][C]24[/C][C]-0.071137[/C][C]-0.5464[/C][C]0.29342[/C][/ROW]
[ROW][C]25[/C][C]-0.052122[/C][C]-0.4004[/C][C]0.345171[/C][/ROW]
[ROW][C]26[/C][C]0.118844[/C][C]0.9129[/C][C]0.182517[/C][/ROW]
[ROW][C]27[/C][C]-0.01041[/C][C]-0.08[/C][C]0.46827[/C][/ROW]
[ROW][C]28[/C][C]-0.013509[/C][C]-0.1038[/C][C]0.458853[/C][/ROW]
[ROW][C]29[/C][C]0.100382[/C][C]0.771[/C][C]0.221878[/C][/ROW]
[ROW][C]30[/C][C]-0.107791[/C][C]-0.828[/C][C]0.205515[/C][/ROW]
[ROW][C]31[/C][C]-0.031201[/C][C]-0.2397[/C][C]0.405714[/C][/ROW]
[ROW][C]32[/C][C]-0.02677[/C][C]-0.2056[/C][C]0.418898[/C][/ROW]
[ROW][C]33[/C][C]0.008176[/C][C]0.0628[/C][C]0.475069[/C][/ROW]
[ROW][C]34[/C][C]0.076967[/C][C]0.5912[/C][C]0.278324[/C][/ROW]
[ROW][C]35[/C][C]-0.277083[/C][C]-2.1283[/C][C]0.018749[/C][/ROW]
[ROW][C]36[/C][C]0.287035[/C][C]2.2048[/C][C]0.015691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69231&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69231&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.409873-3.14830.001288
20.1007540.77390.221038
30.0290230.22290.41218
4-0.0197-0.15130.440121
5-0.062612-0.48090.316171
6-0.042847-0.32910.371618
7-0.134587-1.03380.152729
80.0719240.55250.291361
9-0.065893-0.50610.307326
100.1084860.83330.204019
110.087560.67260.251926
12-0.307347-2.36080.01078
130.3373382.59110.006018
14-0.230707-1.77210.040771
150.0327470.25150.401138
16-0.041393-0.31790.375824
170.0421220.32350.373713
18-0.086787-0.66660.253805
190.1507691.15810.125749
20-0.076526-0.58780.279452
210.0615330.47260.319105
22-0.187412-1.43950.077642
230.2320521.78240.039912
24-0.071137-0.54640.29342
25-0.052122-0.40040.345171
260.1188440.91290.182517
27-0.01041-0.080.46827
28-0.013509-0.10380.458853
290.1003820.7710.221878
30-0.107791-0.8280.205515
31-0.031201-0.23970.405714
32-0.02677-0.20560.418898
330.0081760.06280.475069
340.0769670.59120.278324
35-0.277083-2.12830.018749
360.2870352.20480.015691






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.409873-3.14830.001288
2-0.080819-0.62080.268566
30.0490360.37660.353893
40.0231570.17790.429716
5-0.080183-0.61590.270167
6-0.127693-0.98080.165342
7-0.240945-1.85070.034608
8-0.083706-0.6430.261371
9-0.059105-0.4540.32575
100.092390.70970.240356
110.1976921.51850.067115
12-0.320499-2.46180.008383
130.0195720.15030.440506
14-0.154647-1.18790.119824
15-0.073847-0.56720.286356
16-0.046137-0.35440.362156
170.0466040.3580.360822
18-0.085873-0.65960.256038
190.0014810.01140.495482
20-0.012229-0.09390.462741
21-0.090653-0.69630.24448
22-0.242886-1.86560.033533
230.0932240.71610.238388
240.0105770.08120.467762
250.1073470.82450.206475
260.051830.39810.345993
270.0409480.31450.377114
28-0.097788-0.75110.227781
290.0876660.67340.251669
30-0.085913-0.65990.25594
310.0161110.12370.450968
32-0.069071-0.53050.298863
330.0620850.47690.317604
340.0498380.38280.351617
35-0.149611-1.14920.127558
36-0.020811-0.15990.436771

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.409873 & -3.1483 & 0.001288 \tabularnewline
2 & -0.080819 & -0.6208 & 0.268566 \tabularnewline
3 & 0.049036 & 0.3766 & 0.353893 \tabularnewline
4 & 0.023157 & 0.1779 & 0.429716 \tabularnewline
5 & -0.080183 & -0.6159 & 0.270167 \tabularnewline
6 & -0.127693 & -0.9808 & 0.165342 \tabularnewline
7 & -0.240945 & -1.8507 & 0.034608 \tabularnewline
8 & -0.083706 & -0.643 & 0.261371 \tabularnewline
9 & -0.059105 & -0.454 & 0.32575 \tabularnewline
10 & 0.09239 & 0.7097 & 0.240356 \tabularnewline
11 & 0.197692 & 1.5185 & 0.067115 \tabularnewline
12 & -0.320499 & -2.4618 & 0.008383 \tabularnewline
13 & 0.019572 & 0.1503 & 0.440506 \tabularnewline
14 & -0.154647 & -1.1879 & 0.119824 \tabularnewline
15 & -0.073847 & -0.5672 & 0.286356 \tabularnewline
16 & -0.046137 & -0.3544 & 0.362156 \tabularnewline
17 & 0.046604 & 0.358 & 0.360822 \tabularnewline
18 & -0.085873 & -0.6596 & 0.256038 \tabularnewline
19 & 0.001481 & 0.0114 & 0.495482 \tabularnewline
20 & -0.012229 & -0.0939 & 0.462741 \tabularnewline
21 & -0.090653 & -0.6963 & 0.24448 \tabularnewline
22 & -0.242886 & -1.8656 & 0.033533 \tabularnewline
23 & 0.093224 & 0.7161 & 0.238388 \tabularnewline
24 & 0.010577 & 0.0812 & 0.467762 \tabularnewline
25 & 0.107347 & 0.8245 & 0.206475 \tabularnewline
26 & 0.05183 & 0.3981 & 0.345993 \tabularnewline
27 & 0.040948 & 0.3145 & 0.377114 \tabularnewline
28 & -0.097788 & -0.7511 & 0.227781 \tabularnewline
29 & 0.087666 & 0.6734 & 0.251669 \tabularnewline
30 & -0.085913 & -0.6599 & 0.25594 \tabularnewline
31 & 0.016111 & 0.1237 & 0.450968 \tabularnewline
32 & -0.069071 & -0.5305 & 0.298863 \tabularnewline
33 & 0.062085 & 0.4769 & 0.317604 \tabularnewline
34 & 0.049838 & 0.3828 & 0.351617 \tabularnewline
35 & -0.149611 & -1.1492 & 0.127558 \tabularnewline
36 & -0.020811 & -0.1599 & 0.436771 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69231&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]-0.409873[/C][C]-3.1483[/C][C]0.001288[/C][/ROW]
[ROW][C]2[/C][C]-0.080819[/C][C]-0.6208[/C][C]0.268566[/C][/ROW]
[ROW][C]3[/C][C]0.049036[/C][C]0.3766[/C][C]0.353893[/C][/ROW]
[ROW][C]4[/C][C]0.023157[/C][C]0.1779[/C][C]0.429716[/C][/ROW]
[ROW][C]5[/C][C]-0.080183[/C][C]-0.6159[/C][C]0.270167[/C][/ROW]
[ROW][C]6[/C][C]-0.127693[/C][C]-0.9808[/C][C]0.165342[/C][/ROW]
[ROW][C]7[/C][C]-0.240945[/C][C]-1.8507[/C][C]0.034608[/C][/ROW]
[ROW][C]8[/C][C]-0.083706[/C][C]-0.643[/C][C]0.261371[/C][/ROW]
[ROW][C]9[/C][C]-0.059105[/C][C]-0.454[/C][C]0.32575[/C][/ROW]
[ROW][C]10[/C][C]0.09239[/C][C]0.7097[/C][C]0.240356[/C][/ROW]
[ROW][C]11[/C][C]0.197692[/C][C]1.5185[/C][C]0.067115[/C][/ROW]
[ROW][C]12[/C][C]-0.320499[/C][C]-2.4618[/C][C]0.008383[/C][/ROW]
[ROW][C]13[/C][C]0.019572[/C][C]0.1503[/C][C]0.440506[/C][/ROW]
[ROW][C]14[/C][C]-0.154647[/C][C]-1.1879[/C][C]0.119824[/C][/ROW]
[ROW][C]15[/C][C]-0.073847[/C][C]-0.5672[/C][C]0.286356[/C][/ROW]
[ROW][C]16[/C][C]-0.046137[/C][C]-0.3544[/C][C]0.362156[/C][/ROW]
[ROW][C]17[/C][C]0.046604[/C][C]0.358[/C][C]0.360822[/C][/ROW]
[ROW][C]18[/C][C]-0.085873[/C][C]-0.6596[/C][C]0.256038[/C][/ROW]
[ROW][C]19[/C][C]0.001481[/C][C]0.0114[/C][C]0.495482[/C][/ROW]
[ROW][C]20[/C][C]-0.012229[/C][C]-0.0939[/C][C]0.462741[/C][/ROW]
[ROW][C]21[/C][C]-0.090653[/C][C]-0.6963[/C][C]0.24448[/C][/ROW]
[ROW][C]22[/C][C]-0.242886[/C][C]-1.8656[/C][C]0.033533[/C][/ROW]
[ROW][C]23[/C][C]0.093224[/C][C]0.7161[/C][C]0.238388[/C][/ROW]
[ROW][C]24[/C][C]0.010577[/C][C]0.0812[/C][C]0.467762[/C][/ROW]
[ROW][C]25[/C][C]0.107347[/C][C]0.8245[/C][C]0.206475[/C][/ROW]
[ROW][C]26[/C][C]0.05183[/C][C]0.3981[/C][C]0.345993[/C][/ROW]
[ROW][C]27[/C][C]0.040948[/C][C]0.3145[/C][C]0.377114[/C][/ROW]
[ROW][C]28[/C][C]-0.097788[/C][C]-0.7511[/C][C]0.227781[/C][/ROW]
[ROW][C]29[/C][C]0.087666[/C][C]0.6734[/C][C]0.251669[/C][/ROW]
[ROW][C]30[/C][C]-0.085913[/C][C]-0.6599[/C][C]0.25594[/C][/ROW]
[ROW][C]31[/C][C]0.016111[/C][C]0.1237[/C][C]0.450968[/C][/ROW]
[ROW][C]32[/C][C]-0.069071[/C][C]-0.5305[/C][C]0.298863[/C][/ROW]
[ROW][C]33[/C][C]0.062085[/C][C]0.4769[/C][C]0.317604[/C][/ROW]
[ROW][C]34[/C][C]0.049838[/C][C]0.3828[/C][C]0.351617[/C][/ROW]
[ROW][C]35[/C][C]-0.149611[/C][C]-1.1492[/C][C]0.127558[/C][/ROW]
[ROW][C]36[/C][C]-0.020811[/C][C]-0.1599[/C][C]0.436771[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69231&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69231&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.409873-3.14830.001288
2-0.080819-0.62080.268566
30.0490360.37660.353893
40.0231570.17790.429716
5-0.080183-0.61590.270167
6-0.127693-0.98080.165342
7-0.240945-1.85070.034608
8-0.083706-0.6430.261371
9-0.059105-0.4540.32575
100.092390.70970.240356
110.1976921.51850.067115
12-0.320499-2.46180.008383
130.0195720.15030.440506
14-0.154647-1.18790.119824
15-0.073847-0.56720.286356
16-0.046137-0.35440.362156
170.0466040.3580.360822
18-0.085873-0.65960.256038
190.0014810.01140.495482
20-0.012229-0.09390.462741
21-0.090653-0.69630.24448
22-0.242886-1.86560.033533
230.0932240.71610.238388
240.0105770.08120.467762
250.1073470.82450.206475
260.051830.39810.345993
270.0409480.31450.377114
28-0.097788-0.75110.227781
290.0876660.67340.251669
30-0.085913-0.65990.25594
310.0161110.12370.450968
32-0.069071-0.53050.298863
330.0620850.47690.317604
340.0498380.38280.351617
35-0.149611-1.14920.127558
36-0.020811-0.15990.436771


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')