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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, 27 Nov 2009 03:14:21 -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/Nov/27/t1259317009ae5bm0aazcf6k8p.htm/, Retrieved Sat, 27 Apr 2024 21:38:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60533, Retrieved Sat, 27 Apr 2024 21:38:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordssdws8
Estimated Impact162

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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ACF (d=0, D=1)] [2009-11-27 10:14:21] [2d672adbf8ae6977476cb9852ecac1a3] [Current]
-   P             [(Partial) Autocorrelation Function] [WS8 d = 1] [2009-11-30 18:43:17] [626f1d98f4a7f05bcb9f17666b672c60]
-   P             [(Partial) Autocorrelation Function] [WS8 d = 2] [2009-11-30 18:45:37] [626f1d98f4a7f05bcb9f17666b672c60]
-   P             [(Partial) Autocorrelation Function] [verbetering 5] [2009-11-30 20:39:03] [42ad1186d39724f834063794eac7cea3]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-03 13:56:07] [f7fc9270f813d017f9fa5b506fdc7682]
- RMPD              [] [WS 9 review] [-0001-11-30 00:00:00] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   P             [(Partial) Autocorrelation Function] [WS8 - review ] [2009-12-03 17:41:08] [af2352cd9a951bedd08ebe247d0de1a2]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
593530
610943
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945
506174
501866
516141
528222
532638
536322
536535
523597
536214
586570
596594
580523

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=60533&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=60533&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60533&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
10.9222826.58640
20.8410336.00620
30.7516255.36771e-06
40.6515694.65311.2e-05
50.5445593.88890.000146
60.4393533.13760.001414
70.3269962.33520.011752
80.2330851.66460.051067
90.1483031.05910.147274
100.0676550.48320.315526
11-0.001536-0.0110.495646
12-0.073742-0.52660.300369
13-0.137228-0.980.165855
14-0.190799-1.36260.089501
15-0.255485-1.82450.036966
16-0.320371-2.28790.013161
17-0.360967-2.57780.006438
18-0.406079-2.90.002747
19-0.446524-3.18880.001221
20-0.483356-3.45190.000564
21-0.51111-3.65010.000309
22-0.529145-3.77880.000207
23-0.524825-3.7480.000228
24-0.502512-3.58870.000373
25-0.455255-3.25120.00102
26-0.422658-3.01840.00198
27-0.367439-2.6240.005717
28-0.299182-2.13660.018725
29-0.238126-1.70060.047558
30-0.191618-1.36840.088589
31-0.13938-0.99540.162127
32-0.094478-0.67470.251454
33-0.051464-0.36750.357373
34-0.003504-0.0250.490067
350.0389610.27820.390978
360.0652360.46590.321644

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922282 & 6.5864 & 0 \tabularnewline
2 & 0.841033 & 6.0062 & 0 \tabularnewline
3 & 0.751625 & 5.3677 & 1e-06 \tabularnewline
4 & 0.651569 & 4.6531 & 1.2e-05 \tabularnewline
5 & 0.544559 & 3.8889 & 0.000146 \tabularnewline
6 & 0.439353 & 3.1376 & 0.001414 \tabularnewline
7 & 0.326996 & 2.3352 & 0.011752 \tabularnewline
8 & 0.233085 & 1.6646 & 0.051067 \tabularnewline
9 & 0.148303 & 1.0591 & 0.147274 \tabularnewline
10 & 0.067655 & 0.4832 & 0.315526 \tabularnewline
11 & -0.001536 & -0.011 & 0.495646 \tabularnewline
12 & -0.073742 & -0.5266 & 0.300369 \tabularnewline
13 & -0.137228 & -0.98 & 0.165855 \tabularnewline
14 & -0.190799 & -1.3626 & 0.089501 \tabularnewline
15 & -0.255485 & -1.8245 & 0.036966 \tabularnewline
16 & -0.320371 & -2.2879 & 0.013161 \tabularnewline
17 & -0.360967 & -2.5778 & 0.006438 \tabularnewline
18 & -0.406079 & -2.9 & 0.002747 \tabularnewline
19 & -0.446524 & -3.1888 & 0.001221 \tabularnewline
20 & -0.483356 & -3.4519 & 0.000564 \tabularnewline
21 & -0.51111 & -3.6501 & 0.000309 \tabularnewline
22 & -0.529145 & -3.7788 & 0.000207 \tabularnewline
23 & -0.524825 & -3.748 & 0.000228 \tabularnewline
24 & -0.502512 & -3.5887 & 0.000373 \tabularnewline
25 & -0.455255 & -3.2512 & 0.00102 \tabularnewline
26 & -0.422658 & -3.0184 & 0.00198 \tabularnewline
27 & -0.367439 & -2.624 & 0.005717 \tabularnewline
28 & -0.299182 & -2.1366 & 0.018725 \tabularnewline
29 & -0.238126 & -1.7006 & 0.047558 \tabularnewline
30 & -0.191618 & -1.3684 & 0.088589 \tabularnewline
31 & -0.13938 & -0.9954 & 0.162127 \tabularnewline
32 & -0.094478 & -0.6747 & 0.251454 \tabularnewline
33 & -0.051464 & -0.3675 & 0.357373 \tabularnewline
34 & -0.003504 & -0.025 & 0.490067 \tabularnewline
35 & 0.038961 & 0.2782 & 0.390978 \tabularnewline
36 & 0.065236 & 0.4659 & 0.321644 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60533&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]0.922282[/C][C]6.5864[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.841033[/C][C]6.0062[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.751625[/C][C]5.3677[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.651569[/C][C]4.6531[/C][C]1.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.544559[/C][C]3.8889[/C][C]0.000146[/C][/ROW]
[ROW][C]6[/C][C]0.439353[/C][C]3.1376[/C][C]0.001414[/C][/ROW]
[ROW][C]7[/C][C]0.326996[/C][C]2.3352[/C][C]0.011752[/C][/ROW]
[ROW][C]8[/C][C]0.233085[/C][C]1.6646[/C][C]0.051067[/C][/ROW]
[ROW][C]9[/C][C]0.148303[/C][C]1.0591[/C][C]0.147274[/C][/ROW]
[ROW][C]10[/C][C]0.067655[/C][C]0.4832[/C][C]0.315526[/C][/ROW]
[ROW][C]11[/C][C]-0.001536[/C][C]-0.011[/C][C]0.495646[/C][/ROW]
[ROW][C]12[/C][C]-0.073742[/C][C]-0.5266[/C][C]0.300369[/C][/ROW]
[ROW][C]13[/C][C]-0.137228[/C][C]-0.98[/C][C]0.165855[/C][/ROW]
[ROW][C]14[/C][C]-0.190799[/C][C]-1.3626[/C][C]0.089501[/C][/ROW]
[ROW][C]15[/C][C]-0.255485[/C][C]-1.8245[/C][C]0.036966[/C][/ROW]
[ROW][C]16[/C][C]-0.320371[/C][C]-2.2879[/C][C]0.013161[/C][/ROW]
[ROW][C]17[/C][C]-0.360967[/C][C]-2.5778[/C][C]0.006438[/C][/ROW]
[ROW][C]18[/C][C]-0.406079[/C][C]-2.9[/C][C]0.002747[/C][/ROW]
[ROW][C]19[/C][C]-0.446524[/C][C]-3.1888[/C][C]0.001221[/C][/ROW]
[ROW][C]20[/C][C]-0.483356[/C][C]-3.4519[/C][C]0.000564[/C][/ROW]
[ROW][C]21[/C][C]-0.51111[/C][C]-3.6501[/C][C]0.000309[/C][/ROW]
[ROW][C]22[/C][C]-0.529145[/C][C]-3.7788[/C][C]0.000207[/C][/ROW]
[ROW][C]23[/C][C]-0.524825[/C][C]-3.748[/C][C]0.000228[/C][/ROW]
[ROW][C]24[/C][C]-0.502512[/C][C]-3.5887[/C][C]0.000373[/C][/ROW]
[ROW][C]25[/C][C]-0.455255[/C][C]-3.2512[/C][C]0.00102[/C][/ROW]
[ROW][C]26[/C][C]-0.422658[/C][C]-3.0184[/C][C]0.00198[/C][/ROW]
[ROW][C]27[/C][C]-0.367439[/C][C]-2.624[/C][C]0.005717[/C][/ROW]
[ROW][C]28[/C][C]-0.299182[/C][C]-2.1366[/C][C]0.018725[/C][/ROW]
[ROW][C]29[/C][C]-0.238126[/C][C]-1.7006[/C][C]0.047558[/C][/ROW]
[ROW][C]30[/C][C]-0.191618[/C][C]-1.3684[/C][C]0.088589[/C][/ROW]
[ROW][C]31[/C][C]-0.13938[/C][C]-0.9954[/C][C]0.162127[/C][/ROW]
[ROW][C]32[/C][C]-0.094478[/C][C]-0.6747[/C][C]0.251454[/C][/ROW]
[ROW][C]33[/C][C]-0.051464[/C][C]-0.3675[/C][C]0.357373[/C][/ROW]
[ROW][C]34[/C][C]-0.003504[/C][C]-0.025[/C][C]0.490067[/C][/ROW]
[ROW][C]35[/C][C]0.038961[/C][C]0.2782[/C][C]0.390978[/C][/ROW]
[ROW][C]36[/C][C]0.065236[/C][C]0.4659[/C][C]0.321644[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60533&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60533&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
10.9222826.58640
20.8410336.00620
30.7516255.36771e-06
40.6515694.65311.2e-05
50.5445593.88890.000146
60.4393533.13760.001414
70.3269962.33520.011752
80.2330851.66460.051067
90.1483031.05910.147274
100.0676550.48320.315526
11-0.001536-0.0110.495646
12-0.073742-0.52660.300369
13-0.137228-0.980.165855
14-0.190799-1.36260.089501
15-0.255485-1.82450.036966
16-0.320371-2.28790.013161
17-0.360967-2.57780.006438
18-0.406079-2.90.002747
19-0.446524-3.18880.001221
20-0.483356-3.45190.000564
21-0.51111-3.65010.000309
22-0.529145-3.77880.000207
23-0.524825-3.7480.000228
24-0.502512-3.58870.000373
25-0.455255-3.25120.00102
26-0.422658-3.01840.00198
27-0.367439-2.6240.005717
28-0.299182-2.13660.018725
29-0.238126-1.70060.047558
30-0.191618-1.36840.088589
31-0.13938-0.99540.162127
32-0.094478-0.67470.251454
33-0.051464-0.36750.357373
34-0.003504-0.0250.490067
350.0389610.27820.390978
360.0652360.46590.321644






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9222826.58640
2-0.064064-0.45750.324625
3-0.098476-0.70330.242545
4-0.121385-0.86690.195039
5-0.104684-0.74760.22907
6-0.051043-0.36450.358489
7-0.116004-0.82840.205643
80.0484830.34620.365294
9-0.009779-0.06980.472297
10-0.050819-0.36290.359081
11-0.011576-0.08270.467218
12-0.117108-0.83630.20344
13-0.028566-0.2040.419581
14-0.029909-0.21360.415857
15-0.157696-1.12620.132681
16-0.092528-0.66080.255863
170.0668570.47750.317539
18-0.097674-0.69750.244319
19-0.073923-0.52790.299923
20-0.089598-0.63990.262565
21-0.028789-0.20560.418963
22-0.046745-0.33380.36994
230.0350280.25010.401738
240.0747920.53410.29779
250.1003980.7170.238327
26-0.167725-1.19780.118267
270.0885170.63210.26506
280.0334660.2390.406034
29-0.06303-0.45010.327264
30-0.107469-0.76750.223166
310.0080580.05750.477167
320.000720.00510.497959
33-0.003953-0.02820.488795
340.0442630.31610.376608
350.0132380.09450.462527
36-0.137093-0.9790.166091

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922282 & 6.5864 & 0 \tabularnewline
2 & -0.064064 & -0.4575 & 0.324625 \tabularnewline
3 & -0.098476 & -0.7033 & 0.242545 \tabularnewline
4 & -0.121385 & -0.8669 & 0.195039 \tabularnewline
5 & -0.104684 & -0.7476 & 0.22907 \tabularnewline
6 & -0.051043 & -0.3645 & 0.358489 \tabularnewline
7 & -0.116004 & -0.8284 & 0.205643 \tabularnewline
8 & 0.048483 & 0.3462 & 0.365294 \tabularnewline
9 & -0.009779 & -0.0698 & 0.472297 \tabularnewline
10 & -0.050819 & -0.3629 & 0.359081 \tabularnewline
11 & -0.011576 & -0.0827 & 0.467218 \tabularnewline
12 & -0.117108 & -0.8363 & 0.20344 \tabularnewline
13 & -0.028566 & -0.204 & 0.419581 \tabularnewline
14 & -0.029909 & -0.2136 & 0.415857 \tabularnewline
15 & -0.157696 & -1.1262 & 0.132681 \tabularnewline
16 & -0.092528 & -0.6608 & 0.255863 \tabularnewline
17 & 0.066857 & 0.4775 & 0.317539 \tabularnewline
18 & -0.097674 & -0.6975 & 0.244319 \tabularnewline
19 & -0.073923 & -0.5279 & 0.299923 \tabularnewline
20 & -0.089598 & -0.6399 & 0.262565 \tabularnewline
21 & -0.028789 & -0.2056 & 0.418963 \tabularnewline
22 & -0.046745 & -0.3338 & 0.36994 \tabularnewline
23 & 0.035028 & 0.2501 & 0.401738 \tabularnewline
24 & 0.074792 & 0.5341 & 0.29779 \tabularnewline
25 & 0.100398 & 0.717 & 0.238327 \tabularnewline
26 & -0.167725 & -1.1978 & 0.118267 \tabularnewline
27 & 0.088517 & 0.6321 & 0.26506 \tabularnewline
28 & 0.033466 & 0.239 & 0.406034 \tabularnewline
29 & -0.06303 & -0.4501 & 0.327264 \tabularnewline
30 & -0.107469 & -0.7675 & 0.223166 \tabularnewline
31 & 0.008058 & 0.0575 & 0.477167 \tabularnewline
32 & 0.00072 & 0.0051 & 0.497959 \tabularnewline
33 & -0.003953 & -0.0282 & 0.488795 \tabularnewline
34 & 0.044263 & 0.3161 & 0.376608 \tabularnewline
35 & 0.013238 & 0.0945 & 0.462527 \tabularnewline
36 & -0.137093 & -0.979 & 0.166091 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60533&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]0.922282[/C][C]6.5864[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.064064[/C][C]-0.4575[/C][C]0.324625[/C][/ROW]
[ROW][C]3[/C][C]-0.098476[/C][C]-0.7033[/C][C]0.242545[/C][/ROW]
[ROW][C]4[/C][C]-0.121385[/C][C]-0.8669[/C][C]0.195039[/C][/ROW]
[ROW][C]5[/C][C]-0.104684[/C][C]-0.7476[/C][C]0.22907[/C][/ROW]
[ROW][C]6[/C][C]-0.051043[/C][C]-0.3645[/C][C]0.358489[/C][/ROW]
[ROW][C]7[/C][C]-0.116004[/C][C]-0.8284[/C][C]0.205643[/C][/ROW]
[ROW][C]8[/C][C]0.048483[/C][C]0.3462[/C][C]0.365294[/C][/ROW]
[ROW][C]9[/C][C]-0.009779[/C][C]-0.0698[/C][C]0.472297[/C][/ROW]
[ROW][C]10[/C][C]-0.050819[/C][C]-0.3629[/C][C]0.359081[/C][/ROW]
[ROW][C]11[/C][C]-0.011576[/C][C]-0.0827[/C][C]0.467218[/C][/ROW]
[ROW][C]12[/C][C]-0.117108[/C][C]-0.8363[/C][C]0.20344[/C][/ROW]
[ROW][C]13[/C][C]-0.028566[/C][C]-0.204[/C][C]0.419581[/C][/ROW]
[ROW][C]14[/C][C]-0.029909[/C][C]-0.2136[/C][C]0.415857[/C][/ROW]
[ROW][C]15[/C][C]-0.157696[/C][C]-1.1262[/C][C]0.132681[/C][/ROW]
[ROW][C]16[/C][C]-0.092528[/C][C]-0.6608[/C][C]0.255863[/C][/ROW]
[ROW][C]17[/C][C]0.066857[/C][C]0.4775[/C][C]0.317539[/C][/ROW]
[ROW][C]18[/C][C]-0.097674[/C][C]-0.6975[/C][C]0.244319[/C][/ROW]
[ROW][C]19[/C][C]-0.073923[/C][C]-0.5279[/C][C]0.299923[/C][/ROW]
[ROW][C]20[/C][C]-0.089598[/C][C]-0.6399[/C][C]0.262565[/C][/ROW]
[ROW][C]21[/C][C]-0.028789[/C][C]-0.2056[/C][C]0.418963[/C][/ROW]
[ROW][C]22[/C][C]-0.046745[/C][C]-0.3338[/C][C]0.36994[/C][/ROW]
[ROW][C]23[/C][C]0.035028[/C][C]0.2501[/C][C]0.401738[/C][/ROW]
[ROW][C]24[/C][C]0.074792[/C][C]0.5341[/C][C]0.29779[/C][/ROW]
[ROW][C]25[/C][C]0.100398[/C][C]0.717[/C][C]0.238327[/C][/ROW]
[ROW][C]26[/C][C]-0.167725[/C][C]-1.1978[/C][C]0.118267[/C][/ROW]
[ROW][C]27[/C][C]0.088517[/C][C]0.6321[/C][C]0.26506[/C][/ROW]
[ROW][C]28[/C][C]0.033466[/C][C]0.239[/C][C]0.406034[/C][/ROW]
[ROW][C]29[/C][C]-0.06303[/C][C]-0.4501[/C][C]0.327264[/C][/ROW]
[ROW][C]30[/C][C]-0.107469[/C][C]-0.7675[/C][C]0.223166[/C][/ROW]
[ROW][C]31[/C][C]0.008058[/C][C]0.0575[/C][C]0.477167[/C][/ROW]
[ROW][C]32[/C][C]0.00072[/C][C]0.0051[/C][C]0.497959[/C][/ROW]
[ROW][C]33[/C][C]-0.003953[/C][C]-0.0282[/C][C]0.488795[/C][/ROW]
[ROW][C]34[/C][C]0.044263[/C][C]0.3161[/C][C]0.376608[/C][/ROW]
[ROW][C]35[/C][C]0.013238[/C][C]0.0945[/C][C]0.462527[/C][/ROW]
[ROW][C]36[/C][C]-0.137093[/C][C]-0.979[/C][C]0.166091[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60533&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60533&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
10.9222826.58640
2-0.064064-0.45750.324625
3-0.098476-0.70330.242545
4-0.121385-0.86690.195039
5-0.104684-0.74760.22907
6-0.051043-0.36450.358489
7-0.116004-0.82840.205643
80.0484830.34620.365294
9-0.009779-0.06980.472297
10-0.050819-0.36290.359081
11-0.011576-0.08270.467218
12-0.117108-0.83630.20344
13-0.028566-0.2040.419581
14-0.029909-0.21360.415857
15-0.157696-1.12620.132681
16-0.092528-0.66080.255863
170.0668570.47750.317539
18-0.097674-0.69750.244319
19-0.073923-0.52790.299923
20-0.089598-0.63990.262565
21-0.028789-0.20560.418963
22-0.046745-0.33380.36994
230.0350280.25010.401738
240.0747920.53410.29779
250.1003980.7170.238327
26-0.167725-1.19780.118267
270.0885170.63210.26506
280.0334660.2390.406034
29-0.06303-0.45010.327264
30-0.107469-0.76750.223166
310.0080580.05750.477167
320.000720.00510.497959
33-0.003953-0.02820.488795
340.0442630.31610.376608
350.0132380.09450.462527
36-0.137093-0.9790.166091


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')