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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 computationSun, 26 Dec 2010 15:30:57 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/26/t1293377758cjsob61dm0kws3r.htm/, Retrieved Thu, 02 May 2024 08:29:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115671, Retrieved Thu, 02 May 2024 08:29:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsARIMA model- ACF
Estimated Impact199

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] [] [2009-12-04 17:17:00] [b7349fb284cae6f1172638396d27b11f]
-    D                [(Partial) Autocorrelation Function] [Paper] [2010-12-26 15:30:57] [e247a0a17f1c9a5b89239760575ef468] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
548604
563668
586111
604378
600991
544686
537034
551531
563250
574761
580112
575093
557560
564478
580523
596594
586570
536214
523597
536535
536322
532638
528222
516141
501866
506174
517945
533590
528379
477580
469357
490243
492622
507561
516922
514258
509846
527070
541657
564591
555362
498662
511038
525919
531673
548854
560576
557274
565742
587625
619916
625809
619567
572942
572775
574205
579799
590072
593408
597141
595404

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115671&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]2 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=115671&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115671&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1774231.22920.11249
20.2737711.89670.031944
30.356982.47320.008491
40.1616431.11990.134166
50.1005060.69630.244791
60.2059811.42710.080015
7-0.013541-0.09380.462824
80.0626120.43380.333193
90.0145240.10060.460133
10-0.161139-1.11640.134904
110.1046380.7250.236001
12-0.20817-1.44220.077864
13-0.131549-0.91140.183319
14-0.017053-0.11820.453221
15-0.093983-0.65110.259033
16-0.131727-0.91260.182998
17-0.026399-0.18290.427824
18-0.223089-1.54560.064384
19-0.110256-0.76390.22434
20-0.118399-0.82030.208053
21-0.307899-2.13320.019025
22-0.147045-1.01880.156713
23-0.194411-1.34690.092166
24-0.208552-1.44490.077492
25-0.04021-0.27860.39088
26-0.112726-0.7810.219322
27-0.181686-1.25880.107103
28-0.078606-0.54460.294277
29-0.068877-0.47720.317694
30-0.045334-0.31410.377411
310.0501490.34740.364889
32-0.021967-0.15220.439836
330.0842590.58380.281056
340.0271060.18780.425913
350.0782830.54240.295039
360.0405010.28060.390111

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177423 & 1.2292 & 0.11249 \tabularnewline
2 & 0.273771 & 1.8967 & 0.031944 \tabularnewline
3 & 0.35698 & 2.4732 & 0.008491 \tabularnewline
4 & 0.161643 & 1.1199 & 0.134166 \tabularnewline
5 & 0.100506 & 0.6963 & 0.244791 \tabularnewline
6 & 0.205981 & 1.4271 & 0.080015 \tabularnewline
7 & -0.013541 & -0.0938 & 0.462824 \tabularnewline
8 & 0.062612 & 0.4338 & 0.333193 \tabularnewline
9 & 0.014524 & 0.1006 & 0.460133 \tabularnewline
10 & -0.161139 & -1.1164 & 0.134904 \tabularnewline
11 & 0.104638 & 0.725 & 0.236001 \tabularnewline
12 & -0.20817 & -1.4422 & 0.077864 \tabularnewline
13 & -0.131549 & -0.9114 & 0.183319 \tabularnewline
14 & -0.017053 & -0.1182 & 0.453221 \tabularnewline
15 & -0.093983 & -0.6511 & 0.259033 \tabularnewline
16 & -0.131727 & -0.9126 & 0.182998 \tabularnewline
17 & -0.026399 & -0.1829 & 0.427824 \tabularnewline
18 & -0.223089 & -1.5456 & 0.064384 \tabularnewline
19 & -0.110256 & -0.7639 & 0.22434 \tabularnewline
20 & -0.118399 & -0.8203 & 0.208053 \tabularnewline
21 & -0.307899 & -2.1332 & 0.019025 \tabularnewline
22 & -0.147045 & -1.0188 & 0.156713 \tabularnewline
23 & -0.194411 & -1.3469 & 0.092166 \tabularnewline
24 & -0.208552 & -1.4449 & 0.077492 \tabularnewline
25 & -0.04021 & -0.2786 & 0.39088 \tabularnewline
26 & -0.112726 & -0.781 & 0.219322 \tabularnewline
27 & -0.181686 & -1.2588 & 0.107103 \tabularnewline
28 & -0.078606 & -0.5446 & 0.294277 \tabularnewline
29 & -0.068877 & -0.4772 & 0.317694 \tabularnewline
30 & -0.045334 & -0.3141 & 0.377411 \tabularnewline
31 & 0.050149 & 0.3474 & 0.364889 \tabularnewline
32 & -0.021967 & -0.1522 & 0.439836 \tabularnewline
33 & 0.084259 & 0.5838 & 0.281056 \tabularnewline
34 & 0.027106 & 0.1878 & 0.425913 \tabularnewline
35 & 0.078283 & 0.5424 & 0.295039 \tabularnewline
36 & 0.040501 & 0.2806 & 0.390111 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115671&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]0.177423[/C][C]1.2292[/C][C]0.11249[/C][/ROW]
[ROW][C]2[/C][C]0.273771[/C][C]1.8967[/C][C]0.031944[/C][/ROW]
[ROW][C]3[/C][C]0.35698[/C][C]2.4732[/C][C]0.008491[/C][/ROW]
[ROW][C]4[/C][C]0.161643[/C][C]1.1199[/C][C]0.134166[/C][/ROW]
[ROW][C]5[/C][C]0.100506[/C][C]0.6963[/C][C]0.244791[/C][/ROW]
[ROW][C]6[/C][C]0.205981[/C][C]1.4271[/C][C]0.080015[/C][/ROW]
[ROW][C]7[/C][C]-0.013541[/C][C]-0.0938[/C][C]0.462824[/C][/ROW]
[ROW][C]8[/C][C]0.062612[/C][C]0.4338[/C][C]0.333193[/C][/ROW]
[ROW][C]9[/C][C]0.014524[/C][C]0.1006[/C][C]0.460133[/C][/ROW]
[ROW][C]10[/C][C]-0.161139[/C][C]-1.1164[/C][C]0.134904[/C][/ROW]
[ROW][C]11[/C][C]0.104638[/C][C]0.725[/C][C]0.236001[/C][/ROW]
[ROW][C]12[/C][C]-0.20817[/C][C]-1.4422[/C][C]0.077864[/C][/ROW]
[ROW][C]13[/C][C]-0.131549[/C][C]-0.9114[/C][C]0.183319[/C][/ROW]
[ROW][C]14[/C][C]-0.017053[/C][C]-0.1182[/C][C]0.453221[/C][/ROW]
[ROW][C]15[/C][C]-0.093983[/C][C]-0.6511[/C][C]0.259033[/C][/ROW]
[ROW][C]16[/C][C]-0.131727[/C][C]-0.9126[/C][C]0.182998[/C][/ROW]
[ROW][C]17[/C][C]-0.026399[/C][C]-0.1829[/C][C]0.427824[/C][/ROW]
[ROW][C]18[/C][C]-0.223089[/C][C]-1.5456[/C][C]0.064384[/C][/ROW]
[ROW][C]19[/C][C]-0.110256[/C][C]-0.7639[/C][C]0.22434[/C][/ROW]
[ROW][C]20[/C][C]-0.118399[/C][C]-0.8203[/C][C]0.208053[/C][/ROW]
[ROW][C]21[/C][C]-0.307899[/C][C]-2.1332[/C][C]0.019025[/C][/ROW]
[ROW][C]22[/C][C]-0.147045[/C][C]-1.0188[/C][C]0.156713[/C][/ROW]
[ROW][C]23[/C][C]-0.194411[/C][C]-1.3469[/C][C]0.092166[/C][/ROW]
[ROW][C]24[/C][C]-0.208552[/C][C]-1.4449[/C][C]0.077492[/C][/ROW]
[ROW][C]25[/C][C]-0.04021[/C][C]-0.2786[/C][C]0.39088[/C][/ROW]
[ROW][C]26[/C][C]-0.112726[/C][C]-0.781[/C][C]0.219322[/C][/ROW]
[ROW][C]27[/C][C]-0.181686[/C][C]-1.2588[/C][C]0.107103[/C][/ROW]
[ROW][C]28[/C][C]-0.078606[/C][C]-0.5446[/C][C]0.294277[/C][/ROW]
[ROW][C]29[/C][C]-0.068877[/C][C]-0.4772[/C][C]0.317694[/C][/ROW]
[ROW][C]30[/C][C]-0.045334[/C][C]-0.3141[/C][C]0.377411[/C][/ROW]
[ROW][C]31[/C][C]0.050149[/C][C]0.3474[/C][C]0.364889[/C][/ROW]
[ROW][C]32[/C][C]-0.021967[/C][C]-0.1522[/C][C]0.439836[/C][/ROW]
[ROW][C]33[/C][C]0.084259[/C][C]0.5838[/C][C]0.281056[/C][/ROW]
[ROW][C]34[/C][C]0.027106[/C][C]0.1878[/C][C]0.425913[/C][/ROW]
[ROW][C]35[/C][C]0.078283[/C][C]0.5424[/C][C]0.295039[/C][/ROW]
[ROW][C]36[/C][C]0.040501[/C][C]0.2806[/C][C]0.390111[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115671&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115671&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
10.1774231.22920.11249
20.2737711.89670.031944
30.356982.47320.008491
40.1616431.11990.134166
50.1005060.69630.244791
60.2059811.42710.080015
7-0.013541-0.09380.462824
80.0626120.43380.333193
90.0145240.10060.460133
10-0.161139-1.11640.134904
110.1046380.7250.236001
12-0.20817-1.44220.077864
13-0.131549-0.91140.183319
14-0.017053-0.11820.453221
15-0.093983-0.65110.259033
16-0.131727-0.91260.182998
17-0.026399-0.18290.427824
18-0.223089-1.54560.064384
19-0.110256-0.76390.22434
20-0.118399-0.82030.208053
21-0.307899-2.13320.019025
22-0.147045-1.01880.156713
23-0.194411-1.34690.092166
24-0.208552-1.44490.077492
25-0.04021-0.27860.39088
26-0.112726-0.7810.219322
27-0.181686-1.25880.107103
28-0.078606-0.54460.294277
29-0.068877-0.47720.317694
30-0.045334-0.31410.377411
310.0501490.34740.364889
32-0.021967-0.15220.439836
330.0842590.58380.281056
340.0271060.18780.425913
350.0782830.54240.295039
360.0405010.28060.390111






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1774231.22920.11249
20.2501671.73320.04474
30.3041862.10750.020163
40.0363360.25170.401158
5-0.082895-0.57430.284218
60.0663790.45990.323836
7-0.113783-0.78830.217196
80.0018120.01260.495018
9-0.048978-0.33930.367921
10-0.182789-1.26640.105741
110.1715051.18820.120296
12-0.212144-1.46980.074073
13-0.0284-0.19680.422422
140.0395060.27370.392742
150.0397660.27550.392054
160.0109520.07590.469915
17-0.079122-0.54820.293056
18-0.139375-0.96560.169537
19-0.050231-0.3480.364677
20-0.060723-0.42070.337925
21-0.178307-1.23540.111356
22-0.115669-0.80140.213431
23-0.019323-0.13390.447031
240.0166860.11560.454225
250.1165890.80770.21161
26-0.007432-0.05150.479574
27-0.079822-0.5530.291408
28-0.13276-0.91980.181141
290.036650.25390.400322
300.0012570.00870.496543
310.0164330.11390.454914
320.0021420.01480.49411
330.0089460.0620.475417
34-0.075174-0.52080.302444
350.0632780.43840.331531
36-0.088157-0.61080.272117

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177423 & 1.2292 & 0.11249 \tabularnewline
2 & 0.250167 & 1.7332 & 0.04474 \tabularnewline
3 & 0.304186 & 2.1075 & 0.020163 \tabularnewline
4 & 0.036336 & 0.2517 & 0.401158 \tabularnewline
5 & -0.082895 & -0.5743 & 0.284218 \tabularnewline
6 & 0.066379 & 0.4599 & 0.323836 \tabularnewline
7 & -0.113783 & -0.7883 & 0.217196 \tabularnewline
8 & 0.001812 & 0.0126 & 0.495018 \tabularnewline
9 & -0.048978 & -0.3393 & 0.367921 \tabularnewline
10 & -0.182789 & -1.2664 & 0.105741 \tabularnewline
11 & 0.171505 & 1.1882 & 0.120296 \tabularnewline
12 & -0.212144 & -1.4698 & 0.074073 \tabularnewline
13 & -0.0284 & -0.1968 & 0.422422 \tabularnewline
14 & 0.039506 & 0.2737 & 0.392742 \tabularnewline
15 & 0.039766 & 0.2755 & 0.392054 \tabularnewline
16 & 0.010952 & 0.0759 & 0.469915 \tabularnewline
17 & -0.079122 & -0.5482 & 0.293056 \tabularnewline
18 & -0.139375 & -0.9656 & 0.169537 \tabularnewline
19 & -0.050231 & -0.348 & 0.364677 \tabularnewline
20 & -0.060723 & -0.4207 & 0.337925 \tabularnewline
21 & -0.178307 & -1.2354 & 0.111356 \tabularnewline
22 & -0.115669 & -0.8014 & 0.213431 \tabularnewline
23 & -0.019323 & -0.1339 & 0.447031 \tabularnewline
24 & 0.016686 & 0.1156 & 0.454225 \tabularnewline
25 & 0.116589 & 0.8077 & 0.21161 \tabularnewline
26 & -0.007432 & -0.0515 & 0.479574 \tabularnewline
27 & -0.079822 & -0.553 & 0.291408 \tabularnewline
28 & -0.13276 & -0.9198 & 0.181141 \tabularnewline
29 & 0.03665 & 0.2539 & 0.400322 \tabularnewline
30 & 0.001257 & 0.0087 & 0.496543 \tabularnewline
31 & 0.016433 & 0.1139 & 0.454914 \tabularnewline
32 & 0.002142 & 0.0148 & 0.49411 \tabularnewline
33 & 0.008946 & 0.062 & 0.475417 \tabularnewline
34 & -0.075174 & -0.5208 & 0.302444 \tabularnewline
35 & 0.063278 & 0.4384 & 0.331531 \tabularnewline
36 & -0.088157 & -0.6108 & 0.272117 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115671&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]0.177423[/C][C]1.2292[/C][C]0.11249[/C][/ROW]
[ROW][C]2[/C][C]0.250167[/C][C]1.7332[/C][C]0.04474[/C][/ROW]
[ROW][C]3[/C][C]0.304186[/C][C]2.1075[/C][C]0.020163[/C][/ROW]
[ROW][C]4[/C][C]0.036336[/C][C]0.2517[/C][C]0.401158[/C][/ROW]
[ROW][C]5[/C][C]-0.082895[/C][C]-0.5743[/C][C]0.284218[/C][/ROW]
[ROW][C]6[/C][C]0.066379[/C][C]0.4599[/C][C]0.323836[/C][/ROW]
[ROW][C]7[/C][C]-0.113783[/C][C]-0.7883[/C][C]0.217196[/C][/ROW]
[ROW][C]8[/C][C]0.001812[/C][C]0.0126[/C][C]0.495018[/C][/ROW]
[ROW][C]9[/C][C]-0.048978[/C][C]-0.3393[/C][C]0.367921[/C][/ROW]
[ROW][C]10[/C][C]-0.182789[/C][C]-1.2664[/C][C]0.105741[/C][/ROW]
[ROW][C]11[/C][C]0.171505[/C][C]1.1882[/C][C]0.120296[/C][/ROW]
[ROW][C]12[/C][C]-0.212144[/C][C]-1.4698[/C][C]0.074073[/C][/ROW]
[ROW][C]13[/C][C]-0.0284[/C][C]-0.1968[/C][C]0.422422[/C][/ROW]
[ROW][C]14[/C][C]0.039506[/C][C]0.2737[/C][C]0.392742[/C][/ROW]
[ROW][C]15[/C][C]0.039766[/C][C]0.2755[/C][C]0.392054[/C][/ROW]
[ROW][C]16[/C][C]0.010952[/C][C]0.0759[/C][C]0.469915[/C][/ROW]
[ROW][C]17[/C][C]-0.079122[/C][C]-0.5482[/C][C]0.293056[/C][/ROW]
[ROW][C]18[/C][C]-0.139375[/C][C]-0.9656[/C][C]0.169537[/C][/ROW]
[ROW][C]19[/C][C]-0.050231[/C][C]-0.348[/C][C]0.364677[/C][/ROW]
[ROW][C]20[/C][C]-0.060723[/C][C]-0.4207[/C][C]0.337925[/C][/ROW]
[ROW][C]21[/C][C]-0.178307[/C][C]-1.2354[/C][C]0.111356[/C][/ROW]
[ROW][C]22[/C][C]-0.115669[/C][C]-0.8014[/C][C]0.213431[/C][/ROW]
[ROW][C]23[/C][C]-0.019323[/C][C]-0.1339[/C][C]0.447031[/C][/ROW]
[ROW][C]24[/C][C]0.016686[/C][C]0.1156[/C][C]0.454225[/C][/ROW]
[ROW][C]25[/C][C]0.116589[/C][C]0.8077[/C][C]0.21161[/C][/ROW]
[ROW][C]26[/C][C]-0.007432[/C][C]-0.0515[/C][C]0.479574[/C][/ROW]
[ROW][C]27[/C][C]-0.079822[/C][C]-0.553[/C][C]0.291408[/C][/ROW]
[ROW][C]28[/C][C]-0.13276[/C][C]-0.9198[/C][C]0.181141[/C][/ROW]
[ROW][C]29[/C][C]0.03665[/C][C]0.2539[/C][C]0.400322[/C][/ROW]
[ROW][C]30[/C][C]0.001257[/C][C]0.0087[/C][C]0.496543[/C][/ROW]
[ROW][C]31[/C][C]0.016433[/C][C]0.1139[/C][C]0.454914[/C][/ROW]
[ROW][C]32[/C][C]0.002142[/C][C]0.0148[/C][C]0.49411[/C][/ROW]
[ROW][C]33[/C][C]0.008946[/C][C]0.062[/C][C]0.475417[/C][/ROW]
[ROW][C]34[/C][C]-0.075174[/C][C]-0.5208[/C][C]0.302444[/C][/ROW]
[ROW][C]35[/C][C]0.063278[/C][C]0.4384[/C][C]0.331531[/C][/ROW]
[ROW][C]36[/C][C]-0.088157[/C][C]-0.6108[/C][C]0.272117[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115671&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115671&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
10.1774231.22920.11249
20.2501671.73320.04474
30.3041862.10750.020163
40.0363360.25170.401158
5-0.082895-0.57430.284218
60.0663790.45990.323836
7-0.113783-0.78830.217196
80.0018120.01260.495018
9-0.048978-0.33930.367921
10-0.182789-1.26640.105741
110.1715051.18820.120296
12-0.212144-1.46980.074073
13-0.0284-0.19680.422422
140.0395060.27370.392742
150.0397660.27550.392054
160.0109520.07590.469915
17-0.079122-0.54820.293056
18-0.139375-0.96560.169537
19-0.050231-0.3480.364677
20-0.060723-0.42070.337925
21-0.178307-1.23540.111356
22-0.115669-0.80140.213431
23-0.019323-0.13390.447031
240.0166860.11560.454225
250.1165890.80770.21161
26-0.007432-0.05150.479574
27-0.079822-0.5530.291408
28-0.13276-0.91980.181141
290.036650.25390.400322
300.0012570.00870.496543
310.0164330.11390.454914
320.0021420.01480.49411
330.0089460.0620.475417
34-0.075174-0.52080.302444
350.0632780.43840.331531
36-0.088157-0.61080.272117


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ; par8 = ;
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')