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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, 28 Nov 2009 04:05:47 -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/t1259406409t3q68oxzcg54whw.htm/, Retrieved Mon, 29 Apr 2024 23:34:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61421, Retrieved Mon, 29 Apr 2024 23:34:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS8 ACF2
Estimated Impact149
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] [acf2] [2009-11-26 16:03:04] [ed603017d2bee8fbd82b6d5ec04e12c3]
-                 [(Partial) Autocorrelation Function] [WS8 ACF2] [2009-11-28 11:05:47] [6bd35d492ca1f44b22a33214a39a75ea] [Current]
-   P               [(Partial) Autocorrelation Function] [Ws8 link 2 method...] [2009-11-29 21:05:48] [616e2df490b611f6cb7080068870ecbd]
-   P               [(Partial) Autocorrelation Function] [Ws 8 methode 1 li...] [2009-11-29 21:24:09] [616e2df490b611f6cb7080068870ecbd]
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Dataseries X:
5.7
6.1
6
5.9
5.8
5.7
5.6
5.4
5.4
5.5
5.6
5.7
5.9
6.1
6
5.8
5.8
5.7
5.5
5.3
5.2
5.2
5
5.1
5.1
5.2
4.9
4.8
4.5
4.5
4.4
4.4
4.2
4.1
3.9
3.8
3.9
4.2
4.1
3.8
3.6
3.7
3.5
3.4
3.1
3.1
3.1
3.2
3.3
3.5
3.6
3.5
3.3
3.2
3.1
3.2
3
3
3.1
3.4




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=61421&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=61421&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61421&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'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2133281.63860.053309
20.0479420.36820.357003
3-0.231186-1.77580.040464
40.0839290.64470.260819
5-0.197868-1.51990.066945
6-0.179874-1.38160.086146
7-0.19345-1.48590.071313
80.0505190.3880.34969
9-0.039542-0.30370.381202
100.1115760.8570.197448
110.1436131.10310.137228
120.4290173.29530.000833
130.1392111.06930.144645
140.0244280.18760.425902
15-0.231487-1.77810.040271
16-0.067022-0.51480.304307
17-0.131201-1.00780.15884
18-0.032543-0.250.401741
19-0.215803-1.65760.051352
20-0.051337-0.39430.34738
21-0.099151-0.76160.224667
220.0721620.55430.290739
23-0.008034-0.06170.475501
240.2005351.54030.064412
250.0488450.37520.354434
260.0337610.25930.398145
27-0.153677-1.18040.121285
280.0298220.22910.409804
29-0.115021-0.88350.190279
30-0.090179-0.69270.245614
31-0.262413-2.01560.0242
32-0.092609-0.71130.239838
33-0.136244-1.04650.149796
340.0267120.20520.419069
350.0873010.67060.252555
360.2205461.6940.047765

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.213328 & 1.6386 & 0.053309 \tabularnewline
2 & 0.047942 & 0.3682 & 0.357003 \tabularnewline
3 & -0.231186 & -1.7758 & 0.040464 \tabularnewline
4 & 0.083929 & 0.6447 & 0.260819 \tabularnewline
5 & -0.197868 & -1.5199 & 0.066945 \tabularnewline
6 & -0.179874 & -1.3816 & 0.086146 \tabularnewline
7 & -0.19345 & -1.4859 & 0.071313 \tabularnewline
8 & 0.050519 & 0.388 & 0.34969 \tabularnewline
9 & -0.039542 & -0.3037 & 0.381202 \tabularnewline
10 & 0.111576 & 0.857 & 0.197448 \tabularnewline
11 & 0.143613 & 1.1031 & 0.137228 \tabularnewline
12 & 0.429017 & 3.2953 & 0.000833 \tabularnewline
13 & 0.139211 & 1.0693 & 0.144645 \tabularnewline
14 & 0.024428 & 0.1876 & 0.425902 \tabularnewline
15 & -0.231487 & -1.7781 & 0.040271 \tabularnewline
16 & -0.067022 & -0.5148 & 0.304307 \tabularnewline
17 & -0.131201 & -1.0078 & 0.15884 \tabularnewline
18 & -0.032543 & -0.25 & 0.401741 \tabularnewline
19 & -0.215803 & -1.6576 & 0.051352 \tabularnewline
20 & -0.051337 & -0.3943 & 0.34738 \tabularnewline
21 & -0.099151 & -0.7616 & 0.224667 \tabularnewline
22 & 0.072162 & 0.5543 & 0.290739 \tabularnewline
23 & -0.008034 & -0.0617 & 0.475501 \tabularnewline
24 & 0.200535 & 1.5403 & 0.064412 \tabularnewline
25 & 0.048845 & 0.3752 & 0.354434 \tabularnewline
26 & 0.033761 & 0.2593 & 0.398145 \tabularnewline
27 & -0.153677 & -1.1804 & 0.121285 \tabularnewline
28 & 0.029822 & 0.2291 & 0.409804 \tabularnewline
29 & -0.115021 & -0.8835 & 0.190279 \tabularnewline
30 & -0.090179 & -0.6927 & 0.245614 \tabularnewline
31 & -0.262413 & -2.0156 & 0.0242 \tabularnewline
32 & -0.092609 & -0.7113 & 0.239838 \tabularnewline
33 & -0.136244 & -1.0465 & 0.149796 \tabularnewline
34 & 0.026712 & 0.2052 & 0.419069 \tabularnewline
35 & 0.087301 & 0.6706 & 0.252555 \tabularnewline
36 & 0.220546 & 1.694 & 0.047765 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61421&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]0.213328[/C][C]1.6386[/C][C]0.053309[/C][/ROW]
[ROW][C]2[/C][C]0.047942[/C][C]0.3682[/C][C]0.357003[/C][/ROW]
[ROW][C]3[/C][C]-0.231186[/C][C]-1.7758[/C][C]0.040464[/C][/ROW]
[ROW][C]4[/C][C]0.083929[/C][C]0.6447[/C][C]0.260819[/C][/ROW]
[ROW][C]5[/C][C]-0.197868[/C][C]-1.5199[/C][C]0.066945[/C][/ROW]
[ROW][C]6[/C][C]-0.179874[/C][C]-1.3816[/C][C]0.086146[/C][/ROW]
[ROW][C]7[/C][C]-0.19345[/C][C]-1.4859[/C][C]0.071313[/C][/ROW]
[ROW][C]8[/C][C]0.050519[/C][C]0.388[/C][C]0.34969[/C][/ROW]
[ROW][C]9[/C][C]-0.039542[/C][C]-0.3037[/C][C]0.381202[/C][/ROW]
[ROW][C]10[/C][C]0.111576[/C][C]0.857[/C][C]0.197448[/C][/ROW]
[ROW][C]11[/C][C]0.143613[/C][C]1.1031[/C][C]0.137228[/C][/ROW]
[ROW][C]12[/C][C]0.429017[/C][C]3.2953[/C][C]0.000833[/C][/ROW]
[ROW][C]13[/C][C]0.139211[/C][C]1.0693[/C][C]0.144645[/C][/ROW]
[ROW][C]14[/C][C]0.024428[/C][C]0.1876[/C][C]0.425902[/C][/ROW]
[ROW][C]15[/C][C]-0.231487[/C][C]-1.7781[/C][C]0.040271[/C][/ROW]
[ROW][C]16[/C][C]-0.067022[/C][C]-0.5148[/C][C]0.304307[/C][/ROW]
[ROW][C]17[/C][C]-0.131201[/C][C]-1.0078[/C][C]0.15884[/C][/ROW]
[ROW][C]18[/C][C]-0.032543[/C][C]-0.25[/C][C]0.401741[/C][/ROW]
[ROW][C]19[/C][C]-0.215803[/C][C]-1.6576[/C][C]0.051352[/C][/ROW]
[ROW][C]20[/C][C]-0.051337[/C][C]-0.3943[/C][C]0.34738[/C][/ROW]
[ROW][C]21[/C][C]-0.099151[/C][C]-0.7616[/C][C]0.224667[/C][/ROW]
[ROW][C]22[/C][C]0.072162[/C][C]0.5543[/C][C]0.290739[/C][/ROW]
[ROW][C]23[/C][C]-0.008034[/C][C]-0.0617[/C][C]0.475501[/C][/ROW]
[ROW][C]24[/C][C]0.200535[/C][C]1.5403[/C][C]0.064412[/C][/ROW]
[ROW][C]25[/C][C]0.048845[/C][C]0.3752[/C][C]0.354434[/C][/ROW]
[ROW][C]26[/C][C]0.033761[/C][C]0.2593[/C][C]0.398145[/C][/ROW]
[ROW][C]27[/C][C]-0.153677[/C][C]-1.1804[/C][C]0.121285[/C][/ROW]
[ROW][C]28[/C][C]0.029822[/C][C]0.2291[/C][C]0.409804[/C][/ROW]
[ROW][C]29[/C][C]-0.115021[/C][C]-0.8835[/C][C]0.190279[/C][/ROW]
[ROW][C]30[/C][C]-0.090179[/C][C]-0.6927[/C][C]0.245614[/C][/ROW]
[ROW][C]31[/C][C]-0.262413[/C][C]-2.0156[/C][C]0.0242[/C][/ROW]
[ROW][C]32[/C][C]-0.092609[/C][C]-0.7113[/C][C]0.239838[/C][/ROW]
[ROW][C]33[/C][C]-0.136244[/C][C]-1.0465[/C][C]0.149796[/C][/ROW]
[ROW][C]34[/C][C]0.026712[/C][C]0.2052[/C][C]0.419069[/C][/ROW]
[ROW][C]35[/C][C]0.087301[/C][C]0.6706[/C][C]0.252555[/C][/ROW]
[ROW][C]36[/C][C]0.220546[/C][C]1.694[/C][C]0.047765[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61421&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61421&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
10.2133281.63860.053309
20.0479420.36820.357003
3-0.231186-1.77580.040464
40.0839290.64470.260819
5-0.197868-1.51990.066945
6-0.179874-1.38160.086146
7-0.19345-1.48590.071313
80.0505190.3880.34969
9-0.039542-0.30370.381202
100.1115760.8570.197448
110.1436131.10310.137228
120.4290173.29530.000833
130.1392111.06930.144645
140.0244280.18760.425902
15-0.231487-1.77810.040271
16-0.067022-0.51480.304307
17-0.131201-1.00780.15884
18-0.032543-0.250.401741
19-0.215803-1.65760.051352
20-0.051337-0.39430.34738
21-0.099151-0.76160.224667
220.0721620.55430.290739
23-0.008034-0.06170.475501
240.2005351.54030.064412
250.0488450.37520.354434
260.0337610.25930.398145
27-0.153677-1.18040.121285
280.0298220.22910.409804
29-0.115021-0.88350.190279
30-0.090179-0.69270.245614
31-0.262413-2.01560.0242
32-0.092609-0.71130.239838
33-0.136244-1.04650.149796
340.0267120.20520.419069
350.0873010.67060.252555
360.2205461.6940.047765







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2133281.63860.053309
20.0025490.01960.492222
3-0.253468-1.94690.028155
40.2067211.58790.058833
5-0.280297-2.1530.017709
6-0.167744-1.28850.101306
7-0.005094-0.03910.484461
8-0.034543-0.26530.395839
9-0.090998-0.6990.243659
100.1268440.97430.166941
110.1059620.81390.209486
120.3203272.46050.008411
130.0295490.2270.410615
14-0.015093-0.11590.45405
15-0.079603-0.61140.271628
16-0.045813-0.35190.363086
170.0321560.2470.402885
180.0621760.47760.317357
19-0.165226-1.26910.10469
20-0.057033-0.43810.331466
21-0.138879-1.06680.145215
22-0.12188-0.93620.176499
23-0.088118-0.67680.250574
24-0.003023-0.02320.490777
25-0.071462-0.54890.29257
26-0.036007-0.27660.391537
27-0.008028-0.06170.475518
280.0911960.70050.243187
29-0.097123-0.7460.229309
30-0.096183-0.73880.231479
31-0.086807-0.66680.253758
32-0.092923-0.71380.239097
33-0.065773-0.50520.307645
34-0.031623-0.24290.404463
350.0964230.74060.230925
360.0021690.01670.493381

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.213328 & 1.6386 & 0.053309 \tabularnewline
2 & 0.002549 & 0.0196 & 0.492222 \tabularnewline
3 & -0.253468 & -1.9469 & 0.028155 \tabularnewline
4 & 0.206721 & 1.5879 & 0.058833 \tabularnewline
5 & -0.280297 & -2.153 & 0.017709 \tabularnewline
6 & -0.167744 & -1.2885 & 0.101306 \tabularnewline
7 & -0.005094 & -0.0391 & 0.484461 \tabularnewline
8 & -0.034543 & -0.2653 & 0.395839 \tabularnewline
9 & -0.090998 & -0.699 & 0.243659 \tabularnewline
10 & 0.126844 & 0.9743 & 0.166941 \tabularnewline
11 & 0.105962 & 0.8139 & 0.209486 \tabularnewline
12 & 0.320327 & 2.4605 & 0.008411 \tabularnewline
13 & 0.029549 & 0.227 & 0.410615 \tabularnewline
14 & -0.015093 & -0.1159 & 0.45405 \tabularnewline
15 & -0.079603 & -0.6114 & 0.271628 \tabularnewline
16 & -0.045813 & -0.3519 & 0.363086 \tabularnewline
17 & 0.032156 & 0.247 & 0.402885 \tabularnewline
18 & 0.062176 & 0.4776 & 0.317357 \tabularnewline
19 & -0.165226 & -1.2691 & 0.10469 \tabularnewline
20 & -0.057033 & -0.4381 & 0.331466 \tabularnewline
21 & -0.138879 & -1.0668 & 0.145215 \tabularnewline
22 & -0.12188 & -0.9362 & 0.176499 \tabularnewline
23 & -0.088118 & -0.6768 & 0.250574 \tabularnewline
24 & -0.003023 & -0.0232 & 0.490777 \tabularnewline
25 & -0.071462 & -0.5489 & 0.29257 \tabularnewline
26 & -0.036007 & -0.2766 & 0.391537 \tabularnewline
27 & -0.008028 & -0.0617 & 0.475518 \tabularnewline
28 & 0.091196 & 0.7005 & 0.243187 \tabularnewline
29 & -0.097123 & -0.746 & 0.229309 \tabularnewline
30 & -0.096183 & -0.7388 & 0.231479 \tabularnewline
31 & -0.086807 & -0.6668 & 0.253758 \tabularnewline
32 & -0.092923 & -0.7138 & 0.239097 \tabularnewline
33 & -0.065773 & -0.5052 & 0.307645 \tabularnewline
34 & -0.031623 & -0.2429 & 0.404463 \tabularnewline
35 & 0.096423 & 0.7406 & 0.230925 \tabularnewline
36 & 0.002169 & 0.0167 & 0.493381 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61421&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]0.213328[/C][C]1.6386[/C][C]0.053309[/C][/ROW]
[ROW][C]2[/C][C]0.002549[/C][C]0.0196[/C][C]0.492222[/C][/ROW]
[ROW][C]3[/C][C]-0.253468[/C][C]-1.9469[/C][C]0.028155[/C][/ROW]
[ROW][C]4[/C][C]0.206721[/C][C]1.5879[/C][C]0.058833[/C][/ROW]
[ROW][C]5[/C][C]-0.280297[/C][C]-2.153[/C][C]0.017709[/C][/ROW]
[ROW][C]6[/C][C]-0.167744[/C][C]-1.2885[/C][C]0.101306[/C][/ROW]
[ROW][C]7[/C][C]-0.005094[/C][C]-0.0391[/C][C]0.484461[/C][/ROW]
[ROW][C]8[/C][C]-0.034543[/C][C]-0.2653[/C][C]0.395839[/C][/ROW]
[ROW][C]9[/C][C]-0.090998[/C][C]-0.699[/C][C]0.243659[/C][/ROW]
[ROW][C]10[/C][C]0.126844[/C][C]0.9743[/C][C]0.166941[/C][/ROW]
[ROW][C]11[/C][C]0.105962[/C][C]0.8139[/C][C]0.209486[/C][/ROW]
[ROW][C]12[/C][C]0.320327[/C][C]2.4605[/C][C]0.008411[/C][/ROW]
[ROW][C]13[/C][C]0.029549[/C][C]0.227[/C][C]0.410615[/C][/ROW]
[ROW][C]14[/C][C]-0.015093[/C][C]-0.1159[/C][C]0.45405[/C][/ROW]
[ROW][C]15[/C][C]-0.079603[/C][C]-0.6114[/C][C]0.271628[/C][/ROW]
[ROW][C]16[/C][C]-0.045813[/C][C]-0.3519[/C][C]0.363086[/C][/ROW]
[ROW][C]17[/C][C]0.032156[/C][C]0.247[/C][C]0.402885[/C][/ROW]
[ROW][C]18[/C][C]0.062176[/C][C]0.4776[/C][C]0.317357[/C][/ROW]
[ROW][C]19[/C][C]-0.165226[/C][C]-1.2691[/C][C]0.10469[/C][/ROW]
[ROW][C]20[/C][C]-0.057033[/C][C]-0.4381[/C][C]0.331466[/C][/ROW]
[ROW][C]21[/C][C]-0.138879[/C][C]-1.0668[/C][C]0.145215[/C][/ROW]
[ROW][C]22[/C][C]-0.12188[/C][C]-0.9362[/C][C]0.176499[/C][/ROW]
[ROW][C]23[/C][C]-0.088118[/C][C]-0.6768[/C][C]0.250574[/C][/ROW]
[ROW][C]24[/C][C]-0.003023[/C][C]-0.0232[/C][C]0.490777[/C][/ROW]
[ROW][C]25[/C][C]-0.071462[/C][C]-0.5489[/C][C]0.29257[/C][/ROW]
[ROW][C]26[/C][C]-0.036007[/C][C]-0.2766[/C][C]0.391537[/C][/ROW]
[ROW][C]27[/C][C]-0.008028[/C][C]-0.0617[/C][C]0.475518[/C][/ROW]
[ROW][C]28[/C][C]0.091196[/C][C]0.7005[/C][C]0.243187[/C][/ROW]
[ROW][C]29[/C][C]-0.097123[/C][C]-0.746[/C][C]0.229309[/C][/ROW]
[ROW][C]30[/C][C]-0.096183[/C][C]-0.7388[/C][C]0.231479[/C][/ROW]
[ROW][C]31[/C][C]-0.086807[/C][C]-0.6668[/C][C]0.253758[/C][/ROW]
[ROW][C]32[/C][C]-0.092923[/C][C]-0.7138[/C][C]0.239097[/C][/ROW]
[ROW][C]33[/C][C]-0.065773[/C][C]-0.5052[/C][C]0.307645[/C][/ROW]
[ROW][C]34[/C][C]-0.031623[/C][C]-0.2429[/C][C]0.404463[/C][/ROW]
[ROW][C]35[/C][C]0.096423[/C][C]0.7406[/C][C]0.230925[/C][/ROW]
[ROW][C]36[/C][C]0.002169[/C][C]0.0167[/C][C]0.493381[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61421&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61421&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
10.2133281.63860.053309
20.0025490.01960.492222
3-0.253468-1.94690.028155
40.2067211.58790.058833
5-0.280297-2.1530.017709
6-0.167744-1.28850.101306
7-0.005094-0.03910.484461
8-0.034543-0.26530.395839
9-0.090998-0.6990.243659
100.1268440.97430.166941
110.1059620.81390.209486
120.3203272.46050.008411
130.0295490.2270.410615
14-0.015093-0.11590.45405
15-0.079603-0.61140.271628
16-0.045813-0.35190.363086
170.0321560.2470.402885
180.0621760.47760.317357
19-0.165226-1.26910.10469
20-0.057033-0.43810.331466
21-0.138879-1.06680.145215
22-0.12188-0.93620.176499
23-0.088118-0.67680.250574
24-0.003023-0.02320.490777
25-0.071462-0.54890.29257
26-0.036007-0.27660.391537
27-0.008028-0.06170.475518
280.0911960.70050.243187
29-0.097123-0.7460.229309
30-0.096183-0.73880.231479
31-0.086807-0.66680.253758
32-0.092923-0.71380.239097
33-0.065773-0.50520.307645
34-0.031623-0.24290.404463
350.0964230.74060.230925
360.0021690.01670.493381



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')