FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationSat, 28 Nov 2009 01:51:25 -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/28/t1259398342md5utww6wfwyfsv.htm/, Retrieved Sun, 28 Apr 2024 20:47:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61380, Retrieved Sun, 28 Apr 2024 20:47:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143

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]
-    D        [(Partial) Autocorrelation Function] [WS8.2] [2009-11-25 18:11:35] [626f1d98f4a7f05bcb9f17666b672c60]
-    D            [(Partial) Autocorrelation Function] [workshop 8] [2009-11-28 08:51:25] [ee8fc1691ecec7724e0ca78f0c288737] [Current]
- R P               [(Partial) Autocorrelation Function] [Workshop8 Review ...] [2009-11-29 16:16:26] [143cbdcaf7333bdd9926a1dde50d1082]
- R P               [(Partial) Autocorrelation Function] [Workshop8 Review ...] [2009-11-29 16:25:50] [143cbdcaf7333bdd9926a1dde50d1082]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
130
136.7
138.1
139.5
140.4
144.6
151.4
147.9
141.5
143.8
143.6
150.5
150.1
154.9
162.1
176.7
186.6
194.8
196.3
228.8
267.2
237.2
254.7
258.2
257.9
269.6
266.9
269.6
253.9
258.6
274.2
301.5
304.5
285.1
287.7
265.5
264.1
276.1
258.9
239.1
250.1
276.8
297.6
295.4
283
275.8
279.7
254.6
234.6
176.9
148.1
122.7
124.9
121.6
128.4
144.5
151.8
167.1
173.8
203.7
199.8

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=61380&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=61380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61380&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
10.9482697.40620
20.8741486.82730
30.7847846.12940
40.6883225.3761e-06
50.5867124.58241.2e-05
60.4799513.74850.000199
70.3812912.9780.002079
80.2942492.29820.012498
90.2306311.80130.0383
100.1796891.40340.082781
110.1339231.0460.149851
120.0788620.61590.270116
130.0182730.14270.443494
14-0.036571-0.28560.388066
15-0.096642-0.75480.226636
16-0.156327-1.2210.113401
17-0.214528-1.67550.049476
18-0.273865-2.1390.018226
19-0.330474-2.58110.006135
20-0.363163-2.83640.003092
21-0.369881-2.88890.002673
22-0.390356-3.04880.001698
23-0.406605-3.17570.001172
24-0.423062-3.30420.000799
25-0.433207-3.38350.000628
26-0.43798-3.42070.00056
27-0.445074-3.47610.000472
28-0.448347-3.50170.000436
29-0.45856-3.58150.000339
30-0.45615-3.56260.00036
31-0.439672-3.43390.000537
32-0.402395-3.14280.001292
33-0.357804-2.79450.003469
34-0.311718-2.43460.008925
35-0.256602-2.00410.024751
36-0.208613-1.62930.0542

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948269 & 7.4062 & 0 \tabularnewline
2 & 0.874148 & 6.8273 & 0 \tabularnewline
3 & 0.784784 & 6.1294 & 0 \tabularnewline
4 & 0.688322 & 5.376 & 1e-06 \tabularnewline
5 & 0.586712 & 4.5824 & 1.2e-05 \tabularnewline
6 & 0.479951 & 3.7485 & 0.000199 \tabularnewline
7 & 0.381291 & 2.978 & 0.002079 \tabularnewline
8 & 0.294249 & 2.2982 & 0.012498 \tabularnewline
9 & 0.230631 & 1.8013 & 0.0383 \tabularnewline
10 & 0.179689 & 1.4034 & 0.082781 \tabularnewline
11 & 0.133923 & 1.046 & 0.149851 \tabularnewline
12 & 0.078862 & 0.6159 & 0.270116 \tabularnewline
13 & 0.018273 & 0.1427 & 0.443494 \tabularnewline
14 & -0.036571 & -0.2856 & 0.388066 \tabularnewline
15 & -0.096642 & -0.7548 & 0.226636 \tabularnewline
16 & -0.156327 & -1.221 & 0.113401 \tabularnewline
17 & -0.214528 & -1.6755 & 0.049476 \tabularnewline
18 & -0.273865 & -2.139 & 0.018226 \tabularnewline
19 & -0.330474 & -2.5811 & 0.006135 \tabularnewline
20 & -0.363163 & -2.8364 & 0.003092 \tabularnewline
21 & -0.369881 & -2.8889 & 0.002673 \tabularnewline
22 & -0.390356 & -3.0488 & 0.001698 \tabularnewline
23 & -0.406605 & -3.1757 & 0.001172 \tabularnewline
24 & -0.423062 & -3.3042 & 0.000799 \tabularnewline
25 & -0.433207 & -3.3835 & 0.000628 \tabularnewline
26 & -0.43798 & -3.4207 & 0.00056 \tabularnewline
27 & -0.445074 & -3.4761 & 0.000472 \tabularnewline
28 & -0.448347 & -3.5017 & 0.000436 \tabularnewline
29 & -0.45856 & -3.5815 & 0.000339 \tabularnewline
30 & -0.45615 & -3.5626 & 0.00036 \tabularnewline
31 & -0.439672 & -3.4339 & 0.000537 \tabularnewline
32 & -0.402395 & -3.1428 & 0.001292 \tabularnewline
33 & -0.357804 & -2.7945 & 0.003469 \tabularnewline
34 & -0.311718 & -2.4346 & 0.008925 \tabularnewline
35 & -0.256602 & -2.0041 & 0.024751 \tabularnewline
36 & -0.208613 & -1.6293 & 0.0542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61380&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]0.948269[/C][C]7.4062[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.874148[/C][C]6.8273[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.784784[/C][C]6.1294[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.688322[/C][C]5.376[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.586712[/C][C]4.5824[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.479951[/C][C]3.7485[/C][C]0.000199[/C][/ROW]
[ROW][C]7[/C][C]0.381291[/C][C]2.978[/C][C]0.002079[/C][/ROW]
[ROW][C]8[/C][C]0.294249[/C][C]2.2982[/C][C]0.012498[/C][/ROW]
[ROW][C]9[/C][C]0.230631[/C][C]1.8013[/C][C]0.0383[/C][/ROW]
[ROW][C]10[/C][C]0.179689[/C][C]1.4034[/C][C]0.082781[/C][/ROW]
[ROW][C]11[/C][C]0.133923[/C][C]1.046[/C][C]0.149851[/C][/ROW]
[ROW][C]12[/C][C]0.078862[/C][C]0.6159[/C][C]0.270116[/C][/ROW]
[ROW][C]13[/C][C]0.018273[/C][C]0.1427[/C][C]0.443494[/C][/ROW]
[ROW][C]14[/C][C]-0.036571[/C][C]-0.2856[/C][C]0.388066[/C][/ROW]
[ROW][C]15[/C][C]-0.096642[/C][C]-0.7548[/C][C]0.226636[/C][/ROW]
[ROW][C]16[/C][C]-0.156327[/C][C]-1.221[/C][C]0.113401[/C][/ROW]
[ROW][C]17[/C][C]-0.214528[/C][C]-1.6755[/C][C]0.049476[/C][/ROW]
[ROW][C]18[/C][C]-0.273865[/C][C]-2.139[/C][C]0.018226[/C][/ROW]
[ROW][C]19[/C][C]-0.330474[/C][C]-2.5811[/C][C]0.006135[/C][/ROW]
[ROW][C]20[/C][C]-0.363163[/C][C]-2.8364[/C][C]0.003092[/C][/ROW]
[ROW][C]21[/C][C]-0.369881[/C][C]-2.8889[/C][C]0.002673[/C][/ROW]
[ROW][C]22[/C][C]-0.390356[/C][C]-3.0488[/C][C]0.001698[/C][/ROW]
[ROW][C]23[/C][C]-0.406605[/C][C]-3.1757[/C][C]0.001172[/C][/ROW]
[ROW][C]24[/C][C]-0.423062[/C][C]-3.3042[/C][C]0.000799[/C][/ROW]
[ROW][C]25[/C][C]-0.433207[/C][C]-3.3835[/C][C]0.000628[/C][/ROW]
[ROW][C]26[/C][C]-0.43798[/C][C]-3.4207[/C][C]0.00056[/C][/ROW]
[ROW][C]27[/C][C]-0.445074[/C][C]-3.4761[/C][C]0.000472[/C][/ROW]
[ROW][C]28[/C][C]-0.448347[/C][C]-3.5017[/C][C]0.000436[/C][/ROW]
[ROW][C]29[/C][C]-0.45856[/C][C]-3.5815[/C][C]0.000339[/C][/ROW]
[ROW][C]30[/C][C]-0.45615[/C][C]-3.5626[/C][C]0.00036[/C][/ROW]
[ROW][C]31[/C][C]-0.439672[/C][C]-3.4339[/C][C]0.000537[/C][/ROW]
[ROW][C]32[/C][C]-0.402395[/C][C]-3.1428[/C][C]0.001292[/C][/ROW]
[ROW][C]33[/C][C]-0.357804[/C][C]-2.7945[/C][C]0.003469[/C][/ROW]
[ROW][C]34[/C][C]-0.311718[/C][C]-2.4346[/C][C]0.008925[/C][/ROW]
[ROW][C]35[/C][C]-0.256602[/C][C]-2.0041[/C][C]0.024751[/C][/ROW]
[ROW][C]36[/C][C]-0.208613[/C][C]-1.6293[/C][C]0.0542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61380&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
10.9482697.40620
20.8741486.82730
30.7847846.12940
40.6883225.3761e-06
50.5867124.58241.2e-05
60.4799513.74850.000199
70.3812912.9780.002079
80.2942492.29820.012498
90.2306311.80130.0383
100.1796891.40340.082781
110.1339231.0460.149851
120.0788620.61590.270116
130.0182730.14270.443494
14-0.036571-0.28560.388066
15-0.096642-0.75480.226636
16-0.156327-1.2210.113401
17-0.214528-1.67550.049476
18-0.273865-2.1390.018226
19-0.330474-2.58110.006135
20-0.363163-2.83640.003092
21-0.369881-2.88890.002673
22-0.390356-3.04880.001698
23-0.406605-3.17570.001172
24-0.423062-3.30420.000799
25-0.433207-3.38350.000628
26-0.43798-3.42070.00056
27-0.445074-3.47610.000472
28-0.448347-3.50170.000436
29-0.45856-3.58150.000339
30-0.45615-3.56260.00036
31-0.439672-3.43390.000537
32-0.402395-3.14280.001292
33-0.357804-2.79450.003469
34-0.311718-2.43460.008925
35-0.256602-2.00410.024751
36-0.208613-1.62930.0542






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9482697.40620
2-0.248711-1.94250.028349
3-0.152965-1.19470.118416
4-0.07544-0.58920.278951
5-0.081667-0.63780.262982
6-0.099401-0.77630.220273
70.038290.29910.382959
80.034070.26610.395531
90.1362021.06380.145813
10-0.014519-0.11340.455045
11-0.078493-0.6130.271062
12-0.212004-1.65580.051449
13-0.121813-0.95140.17258
140.019320.15090.440278
15-0.095147-0.74310.23013
16-0.003312-0.02590.489723
170.0241850.18890.425404
18-0.08717-0.68080.249282
19-0.092057-0.7190.237447
200.1366761.06750.144982
210.1182330.92340.17971
22-0.355029-2.77290.00368
23-0.017853-0.13940.444781
24-0.03887-0.30360.38124
25-0.062543-0.48850.313483
26-0.001351-0.01060.495808
27-0.002173-0.0170.493257
280.0209850.16390.435176
29-0.115704-0.90370.184861
300.066650.52060.302281
310.0010590.00830.496714
320.0436040.34060.367305
330.0570170.44530.328835
34-0.052272-0.40830.342256
35-0.033726-0.26340.396561
36-0.090882-0.70980.240264

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948269 & 7.4062 & 0 \tabularnewline
2 & -0.248711 & -1.9425 & 0.028349 \tabularnewline
3 & -0.152965 & -1.1947 & 0.118416 \tabularnewline
4 & -0.07544 & -0.5892 & 0.278951 \tabularnewline
5 & -0.081667 & -0.6378 & 0.262982 \tabularnewline
6 & -0.099401 & -0.7763 & 0.220273 \tabularnewline
7 & 0.03829 & 0.2991 & 0.382959 \tabularnewline
8 & 0.03407 & 0.2661 & 0.395531 \tabularnewline
9 & 0.136202 & 1.0638 & 0.145813 \tabularnewline
10 & -0.014519 & -0.1134 & 0.455045 \tabularnewline
11 & -0.078493 & -0.613 & 0.271062 \tabularnewline
12 & -0.212004 & -1.6558 & 0.051449 \tabularnewline
13 & -0.121813 & -0.9514 & 0.17258 \tabularnewline
14 & 0.01932 & 0.1509 & 0.440278 \tabularnewline
15 & -0.095147 & -0.7431 & 0.23013 \tabularnewline
16 & -0.003312 & -0.0259 & 0.489723 \tabularnewline
17 & 0.024185 & 0.1889 & 0.425404 \tabularnewline
18 & -0.08717 & -0.6808 & 0.249282 \tabularnewline
19 & -0.092057 & -0.719 & 0.237447 \tabularnewline
20 & 0.136676 & 1.0675 & 0.144982 \tabularnewline
21 & 0.118233 & 0.9234 & 0.17971 \tabularnewline
22 & -0.355029 & -2.7729 & 0.00368 \tabularnewline
23 & -0.017853 & -0.1394 & 0.444781 \tabularnewline
24 & -0.03887 & -0.3036 & 0.38124 \tabularnewline
25 & -0.062543 & -0.4885 & 0.313483 \tabularnewline
26 & -0.001351 & -0.0106 & 0.495808 \tabularnewline
27 & -0.002173 & -0.017 & 0.493257 \tabularnewline
28 & 0.020985 & 0.1639 & 0.435176 \tabularnewline
29 & -0.115704 & -0.9037 & 0.184861 \tabularnewline
30 & 0.06665 & 0.5206 & 0.302281 \tabularnewline
31 & 0.001059 & 0.0083 & 0.496714 \tabularnewline
32 & 0.043604 & 0.3406 & 0.367305 \tabularnewline
33 & 0.057017 & 0.4453 & 0.328835 \tabularnewline
34 & -0.052272 & -0.4083 & 0.342256 \tabularnewline
35 & -0.033726 & -0.2634 & 0.396561 \tabularnewline
36 & -0.090882 & -0.7098 & 0.240264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61380&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]0.948269[/C][C]7.4062[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.248711[/C][C]-1.9425[/C][C]0.028349[/C][/ROW]
[ROW][C]3[/C][C]-0.152965[/C][C]-1.1947[/C][C]0.118416[/C][/ROW]
[ROW][C]4[/C][C]-0.07544[/C][C]-0.5892[/C][C]0.278951[/C][/ROW]
[ROW][C]5[/C][C]-0.081667[/C][C]-0.6378[/C][C]0.262982[/C][/ROW]
[ROW][C]6[/C][C]-0.099401[/C][C]-0.7763[/C][C]0.220273[/C][/ROW]
[ROW][C]7[/C][C]0.03829[/C][C]0.2991[/C][C]0.382959[/C][/ROW]
[ROW][C]8[/C][C]0.03407[/C][C]0.2661[/C][C]0.395531[/C][/ROW]
[ROW][C]9[/C][C]0.136202[/C][C]1.0638[/C][C]0.145813[/C][/ROW]
[ROW][C]10[/C][C]-0.014519[/C][C]-0.1134[/C][C]0.455045[/C][/ROW]
[ROW][C]11[/C][C]-0.078493[/C][C]-0.613[/C][C]0.271062[/C][/ROW]
[ROW][C]12[/C][C]-0.212004[/C][C]-1.6558[/C][C]0.051449[/C][/ROW]
[ROW][C]13[/C][C]-0.121813[/C][C]-0.9514[/C][C]0.17258[/C][/ROW]
[ROW][C]14[/C][C]0.01932[/C][C]0.1509[/C][C]0.440278[/C][/ROW]
[ROW][C]15[/C][C]-0.095147[/C][C]-0.7431[/C][C]0.23013[/C][/ROW]
[ROW][C]16[/C][C]-0.003312[/C][C]-0.0259[/C][C]0.489723[/C][/ROW]
[ROW][C]17[/C][C]0.024185[/C][C]0.1889[/C][C]0.425404[/C][/ROW]
[ROW][C]18[/C][C]-0.08717[/C][C]-0.6808[/C][C]0.249282[/C][/ROW]
[ROW][C]19[/C][C]-0.092057[/C][C]-0.719[/C][C]0.237447[/C][/ROW]
[ROW][C]20[/C][C]0.136676[/C][C]1.0675[/C][C]0.144982[/C][/ROW]
[ROW][C]21[/C][C]0.118233[/C][C]0.9234[/C][C]0.17971[/C][/ROW]
[ROW][C]22[/C][C]-0.355029[/C][C]-2.7729[/C][C]0.00368[/C][/ROW]
[ROW][C]23[/C][C]-0.017853[/C][C]-0.1394[/C][C]0.444781[/C][/ROW]
[ROW][C]24[/C][C]-0.03887[/C][C]-0.3036[/C][C]0.38124[/C][/ROW]
[ROW][C]25[/C][C]-0.062543[/C][C]-0.4885[/C][C]0.313483[/C][/ROW]
[ROW][C]26[/C][C]-0.001351[/C][C]-0.0106[/C][C]0.495808[/C][/ROW]
[ROW][C]27[/C][C]-0.002173[/C][C]-0.017[/C][C]0.493257[/C][/ROW]
[ROW][C]28[/C][C]0.020985[/C][C]0.1639[/C][C]0.435176[/C][/ROW]
[ROW][C]29[/C][C]-0.115704[/C][C]-0.9037[/C][C]0.184861[/C][/ROW]
[ROW][C]30[/C][C]0.06665[/C][C]0.5206[/C][C]0.302281[/C][/ROW]
[ROW][C]31[/C][C]0.001059[/C][C]0.0083[/C][C]0.496714[/C][/ROW]
[ROW][C]32[/C][C]0.043604[/C][C]0.3406[/C][C]0.367305[/C][/ROW]
[ROW][C]33[/C][C]0.057017[/C][C]0.4453[/C][C]0.328835[/C][/ROW]
[ROW][C]34[/C][C]-0.052272[/C][C]-0.4083[/C][C]0.342256[/C][/ROW]
[ROW][C]35[/C][C]-0.033726[/C][C]-0.2634[/C][C]0.396561[/C][/ROW]
[ROW][C]36[/C][C]-0.090882[/C][C]-0.7098[/C][C]0.240264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61380&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61380&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
10.9482697.40620
2-0.248711-1.94250.028349
3-0.152965-1.19470.118416
4-0.07544-0.58920.278951
5-0.081667-0.63780.262982
6-0.099401-0.77630.220273
70.038290.29910.382959
80.034070.26610.395531
90.1362021.06380.145813
10-0.014519-0.11340.455045
11-0.078493-0.6130.271062
12-0.212004-1.65580.051449
13-0.121813-0.95140.17258
140.019320.15090.440278
15-0.095147-0.74310.23013
16-0.003312-0.02590.489723
170.0241850.18890.425404
18-0.08717-0.68080.249282
19-0.092057-0.7190.237447
200.1366761.06750.144982
210.1182330.92340.17971
22-0.355029-2.77290.00368
23-0.017853-0.13940.444781
24-0.03887-0.30360.38124
25-0.062543-0.48850.313483
26-0.001351-0.01060.495808
27-0.002173-0.0170.493257
280.0209850.16390.435176
29-0.115704-0.90370.184861
300.066650.52060.302281
310.0010590.00830.496714
320.0436040.34060.367305
330.0570170.44530.328835
34-0.052272-0.40830.342256
35-0.033726-0.26340.396561
36-0.090882-0.70980.240264


Figures (Output of Computation)

Input Parameters & R Code

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