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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 computationWed, 29 Dec 2010 12:59:14 +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/29/t1293627419emw4eude1qykpxw.htm/, Retrieved Sat, 10 May 2025 01:33:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116777, Retrieved Sat, 10 May 2025 01:33:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact258

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] [] [2009-11-24 09:55:25] [fef2f8976fa1eef1b54e2cee317fe737]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [fef2f8976fa1eef1b54e2cee317fe737]
- R               [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86]
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:59:14] [e180d4cd19004beeddc12e67012247dc] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
09,166456
07,970589
07,104091
06,621064
07,529215
08,170938
08,157450
07,378962
07,921496
08,156740
08,856365
08,817177
08,734347
09,345927
08,992970
10,785120
08,886867
08,818847
08,823744
09,165298
08,652657
08,173054
07,563416
07,595809
08,381467
07,216432
06,540178
06,238914
05,487288
05,759462
05,993215
07,474726
07,348907
07,303379
07,119314
06,993780
06,958153
07,595706
08,088153
07,555753
07,315433
07,893427
08,858794
08,839367
08,014733
07,873465
08,930377
10,500550
12,611440
11,417870
11,872490
11,060820
12,043310
09,776299
09,557194
09,202590
10,224020
09,350807
08,300913
08,365779
08,133595
07,660470
08,074839
07,848597
07,998220
07,396895
07,900419
08,100500
07,899453
07,599783
08,100929
09,002175
10,298900
10,101520
10,699150
09,698140
09,800951
10,900470
10,697850
09,297252
10,397440
10,900720
12,901270
13,099060
11,698280
11,099870
11,301570
10,702110
10,099310
09,591119

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116777&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116777&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116777&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 time4 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8744698.29590
20.7544617.15740
30.6368756.04190
40.5879555.57780
50.5000014.74344e-06
60.3859353.66130.000212
70.2598412.46510.007798
80.1843931.74930.041824
90.1285131.21920.112981
100.0560140.53140.298226
11-0.041645-0.39510.346859
12-0.135403-1.28450.101125
13-0.197469-1.87340.032133
14-0.20545-1.94910.027201
15-0.223683-2.1220.018291
16-0.239049-2.26780.012867
17-0.257074-2.43880.008349
18-0.243997-2.31480.011451
19-0.232006-2.2010.015147
20-0.215717-2.04650.021814
21-0.182566-1.7320.043352
22-0.134049-1.27170.103378
23-0.063823-0.60550.273194
240.0166140.15760.437557
250.0760.7210.236389
260.1223661.16090.124383
270.1413141.34060.091708
280.1740891.65160.051055
290.2103621.99570.024497
300.2607462.47370.007625
310.3000682.84670.002736
320.3412533.23740.000845
330.3690213.50080.000362
340.3571073.38780.000523
350.3387393.21360.00091
360.2698772.56030.006063

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.874469 & 8.2959 & 0 \tabularnewline
2 & 0.754461 & 7.1574 & 0 \tabularnewline
3 & 0.636875 & 6.0419 & 0 \tabularnewline
4 & 0.587955 & 5.5778 & 0 \tabularnewline
5 & 0.500001 & 4.7434 & 4e-06 \tabularnewline
6 & 0.385935 & 3.6613 & 0.000212 \tabularnewline
7 & 0.259841 & 2.4651 & 0.007798 \tabularnewline
8 & 0.184393 & 1.7493 & 0.041824 \tabularnewline
9 & 0.128513 & 1.2192 & 0.112981 \tabularnewline
10 & 0.056014 & 0.5314 & 0.298226 \tabularnewline
11 & -0.041645 & -0.3951 & 0.346859 \tabularnewline
12 & -0.135403 & -1.2845 & 0.101125 \tabularnewline
13 & -0.197469 & -1.8734 & 0.032133 \tabularnewline
14 & -0.20545 & -1.9491 & 0.027201 \tabularnewline
15 & -0.223683 & -2.122 & 0.018291 \tabularnewline
16 & -0.239049 & -2.2678 & 0.012867 \tabularnewline
17 & -0.257074 & -2.4388 & 0.008349 \tabularnewline
18 & -0.243997 & -2.3148 & 0.011451 \tabularnewline
19 & -0.232006 & -2.201 & 0.015147 \tabularnewline
20 & -0.215717 & -2.0465 & 0.021814 \tabularnewline
21 & -0.182566 & -1.732 & 0.043352 \tabularnewline
22 & -0.134049 & -1.2717 & 0.103378 \tabularnewline
23 & -0.063823 & -0.6055 & 0.273194 \tabularnewline
24 & 0.016614 & 0.1576 & 0.437557 \tabularnewline
25 & 0.076 & 0.721 & 0.236389 \tabularnewline
26 & 0.122366 & 1.1609 & 0.124383 \tabularnewline
27 & 0.141314 & 1.3406 & 0.091708 \tabularnewline
28 & 0.174089 & 1.6516 & 0.051055 \tabularnewline
29 & 0.210362 & 1.9957 & 0.024497 \tabularnewline
30 & 0.260746 & 2.4737 & 0.007625 \tabularnewline
31 & 0.300068 & 2.8467 & 0.002736 \tabularnewline
32 & 0.341253 & 3.2374 & 0.000845 \tabularnewline
33 & 0.369021 & 3.5008 & 0.000362 \tabularnewline
34 & 0.357107 & 3.3878 & 0.000523 \tabularnewline
35 & 0.338739 & 3.2136 & 0.00091 \tabularnewline
36 & 0.269877 & 2.5603 & 0.006063 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116777&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]0.874469[/C][C]8.2959[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.754461[/C][C]7.1574[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.636875[/C][C]6.0419[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.587955[/C][C]5.5778[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.500001[/C][C]4.7434[/C][C]4e-06[/C][/ROW]
[ROW][C]6[/C][C]0.385935[/C][C]3.6613[/C][C]0.000212[/C][/ROW]
[ROW][C]7[/C][C]0.259841[/C][C]2.4651[/C][C]0.007798[/C][/ROW]
[ROW][C]8[/C][C]0.184393[/C][C]1.7493[/C][C]0.041824[/C][/ROW]
[ROW][C]9[/C][C]0.128513[/C][C]1.2192[/C][C]0.112981[/C][/ROW]
[ROW][C]10[/C][C]0.056014[/C][C]0.5314[/C][C]0.298226[/C][/ROW]
[ROW][C]11[/C][C]-0.041645[/C][C]-0.3951[/C][C]0.346859[/C][/ROW]
[ROW][C]12[/C][C]-0.135403[/C][C]-1.2845[/C][C]0.101125[/C][/ROW]
[ROW][C]13[/C][C]-0.197469[/C][C]-1.8734[/C][C]0.032133[/C][/ROW]
[ROW][C]14[/C][C]-0.20545[/C][C]-1.9491[/C][C]0.027201[/C][/ROW]
[ROW][C]15[/C][C]-0.223683[/C][C]-2.122[/C][C]0.018291[/C][/ROW]
[ROW][C]16[/C][C]-0.239049[/C][C]-2.2678[/C][C]0.012867[/C][/ROW]
[ROW][C]17[/C][C]-0.257074[/C][C]-2.4388[/C][C]0.008349[/C][/ROW]
[ROW][C]18[/C][C]-0.243997[/C][C]-2.3148[/C][C]0.011451[/C][/ROW]
[ROW][C]19[/C][C]-0.232006[/C][C]-2.201[/C][C]0.015147[/C][/ROW]
[ROW][C]20[/C][C]-0.215717[/C][C]-2.0465[/C][C]0.021814[/C][/ROW]
[ROW][C]21[/C][C]-0.182566[/C][C]-1.732[/C][C]0.043352[/C][/ROW]
[ROW][C]22[/C][C]-0.134049[/C][C]-1.2717[/C][C]0.103378[/C][/ROW]
[ROW][C]23[/C][C]-0.063823[/C][C]-0.6055[/C][C]0.273194[/C][/ROW]
[ROW][C]24[/C][C]0.016614[/C][C]0.1576[/C][C]0.437557[/C][/ROW]
[ROW][C]25[/C][C]0.076[/C][C]0.721[/C][C]0.236389[/C][/ROW]
[ROW][C]26[/C][C]0.122366[/C][C]1.1609[/C][C]0.124383[/C][/ROW]
[ROW][C]27[/C][C]0.141314[/C][C]1.3406[/C][C]0.091708[/C][/ROW]
[ROW][C]28[/C][C]0.174089[/C][C]1.6516[/C][C]0.051055[/C][/ROW]
[ROW][C]29[/C][C]0.210362[/C][C]1.9957[/C][C]0.024497[/C][/ROW]
[ROW][C]30[/C][C]0.260746[/C][C]2.4737[/C][C]0.007625[/C][/ROW]
[ROW][C]31[/C][C]0.300068[/C][C]2.8467[/C][C]0.002736[/C][/ROW]
[ROW][C]32[/C][C]0.341253[/C][C]3.2374[/C][C]0.000845[/C][/ROW]
[ROW][C]33[/C][C]0.369021[/C][C]3.5008[/C][C]0.000362[/C][/ROW]
[ROW][C]34[/C][C]0.357107[/C][C]3.3878[/C][C]0.000523[/C][/ROW]
[ROW][C]35[/C][C]0.338739[/C][C]3.2136[/C][C]0.00091[/C][/ROW]
[ROW][C]36[/C][C]0.269877[/C][C]2.5603[/C][C]0.006063[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116777&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116777&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
10.8744698.29590
20.7544617.15740
30.6368756.04190
40.5879555.57780
50.5000014.74344e-06
60.3859353.66130.000212
70.2598412.46510.007798
80.1843931.74930.041824
90.1285131.21920.112981
100.0560140.53140.298226
11-0.041645-0.39510.346859
12-0.135403-1.28450.101125
13-0.197469-1.87340.032133
14-0.20545-1.94910.027201
15-0.223683-2.1220.018291
16-0.239049-2.26780.012867
17-0.257074-2.43880.008349
18-0.243997-2.31480.011451
19-0.232006-2.2010.015147
20-0.215717-2.04650.021814
21-0.182566-1.7320.043352
22-0.134049-1.27170.103378
23-0.063823-0.60550.273194
240.0166140.15760.437557
250.0760.7210.236389
260.1223661.16090.124383
270.1413141.34060.091708
280.1740891.65160.051055
290.2103621.99570.024497
300.2607462.47370.007625
310.3000682.84670.002736
320.3412533.23740.000845
330.3690213.50080.000362
340.3571073.38780.000523
350.3387393.21360.00091
360.2698772.56030.006063






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8744698.29590
2-0.043493-0.41260.340437
3-0.057649-0.54690.292897
40.2218942.10510.019036
5-0.203433-1.92990.028382
6-0.177652-1.68540.047693
7-0.054055-0.51280.30467
80.0589520.55930.288684
9-0.016817-0.15950.436799
10-0.125477-1.19040.118515
11-0.08656-0.82120.206857
12-0.07877-0.74730.228422
13-0.034536-0.32760.371975
140.1438711.36490.087847
15-0.049088-0.46570.321281
160.0207450.19680.422212
170.0086920.08250.467233
18-0.015255-0.14470.442627
19-0.062778-0.59560.276481
200.0009650.00920.496356
210.1658981.57380.059516
220.0342020.32450.373168
230.0749010.71060.239592
240.1283711.21780.113235
25-0.073853-0.70060.24267
26-0.015436-0.14640.441952
27-0.077643-0.73660.231645
280.0475290.45090.326573
290.0854390.81050.209882
300.0989660.93890.175155
310.1103241.04660.149038
320.0279460.26510.395762
330.0033260.03160.487448
34-0.167675-1.59070.057592
350.0059750.05670.477461
36-0.175103-1.66120.05008

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.874469 & 8.2959 & 0 \tabularnewline
2 & -0.043493 & -0.4126 & 0.340437 \tabularnewline
3 & -0.057649 & -0.5469 & 0.292897 \tabularnewline
4 & 0.221894 & 2.1051 & 0.019036 \tabularnewline
5 & -0.203433 & -1.9299 & 0.028382 \tabularnewline
6 & -0.177652 & -1.6854 & 0.047693 \tabularnewline
7 & -0.054055 & -0.5128 & 0.30467 \tabularnewline
8 & 0.058952 & 0.5593 & 0.288684 \tabularnewline
9 & -0.016817 & -0.1595 & 0.436799 \tabularnewline
10 & -0.125477 & -1.1904 & 0.118515 \tabularnewline
11 & -0.08656 & -0.8212 & 0.206857 \tabularnewline
12 & -0.07877 & -0.7473 & 0.228422 \tabularnewline
13 & -0.034536 & -0.3276 & 0.371975 \tabularnewline
14 & 0.143871 & 1.3649 & 0.087847 \tabularnewline
15 & -0.049088 & -0.4657 & 0.321281 \tabularnewline
16 & 0.020745 & 0.1968 & 0.422212 \tabularnewline
17 & 0.008692 & 0.0825 & 0.467233 \tabularnewline
18 & -0.015255 & -0.1447 & 0.442627 \tabularnewline
19 & -0.062778 & -0.5956 & 0.276481 \tabularnewline
20 & 0.000965 & 0.0092 & 0.496356 \tabularnewline
21 & 0.165898 & 1.5738 & 0.059516 \tabularnewline
22 & 0.034202 & 0.3245 & 0.373168 \tabularnewline
23 & 0.074901 & 0.7106 & 0.239592 \tabularnewline
24 & 0.128371 & 1.2178 & 0.113235 \tabularnewline
25 & -0.073853 & -0.7006 & 0.24267 \tabularnewline
26 & -0.015436 & -0.1464 & 0.441952 \tabularnewline
27 & -0.077643 & -0.7366 & 0.231645 \tabularnewline
28 & 0.047529 & 0.4509 & 0.326573 \tabularnewline
29 & 0.085439 & 0.8105 & 0.209882 \tabularnewline
30 & 0.098966 & 0.9389 & 0.175155 \tabularnewline
31 & 0.110324 & 1.0466 & 0.149038 \tabularnewline
32 & 0.027946 & 0.2651 & 0.395762 \tabularnewline
33 & 0.003326 & 0.0316 & 0.487448 \tabularnewline
34 & -0.167675 & -1.5907 & 0.057592 \tabularnewline
35 & 0.005975 & 0.0567 & 0.477461 \tabularnewline
36 & -0.175103 & -1.6612 & 0.05008 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116777&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]0.874469[/C][C]8.2959[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.043493[/C][C]-0.4126[/C][C]0.340437[/C][/ROW]
[ROW][C]3[/C][C]-0.057649[/C][C]-0.5469[/C][C]0.292897[/C][/ROW]
[ROW][C]4[/C][C]0.221894[/C][C]2.1051[/C][C]0.019036[/C][/ROW]
[ROW][C]5[/C][C]-0.203433[/C][C]-1.9299[/C][C]0.028382[/C][/ROW]
[ROW][C]6[/C][C]-0.177652[/C][C]-1.6854[/C][C]0.047693[/C][/ROW]
[ROW][C]7[/C][C]-0.054055[/C][C]-0.5128[/C][C]0.30467[/C][/ROW]
[ROW][C]8[/C][C]0.058952[/C][C]0.5593[/C][C]0.288684[/C][/ROW]
[ROW][C]9[/C][C]-0.016817[/C][C]-0.1595[/C][C]0.436799[/C][/ROW]
[ROW][C]10[/C][C]-0.125477[/C][C]-1.1904[/C][C]0.118515[/C][/ROW]
[ROW][C]11[/C][C]-0.08656[/C][C]-0.8212[/C][C]0.206857[/C][/ROW]
[ROW][C]12[/C][C]-0.07877[/C][C]-0.7473[/C][C]0.228422[/C][/ROW]
[ROW][C]13[/C][C]-0.034536[/C][C]-0.3276[/C][C]0.371975[/C][/ROW]
[ROW][C]14[/C][C]0.143871[/C][C]1.3649[/C][C]0.087847[/C][/ROW]
[ROW][C]15[/C][C]-0.049088[/C][C]-0.4657[/C][C]0.321281[/C][/ROW]
[ROW][C]16[/C][C]0.020745[/C][C]0.1968[/C][C]0.422212[/C][/ROW]
[ROW][C]17[/C][C]0.008692[/C][C]0.0825[/C][C]0.467233[/C][/ROW]
[ROW][C]18[/C][C]-0.015255[/C][C]-0.1447[/C][C]0.442627[/C][/ROW]
[ROW][C]19[/C][C]-0.062778[/C][C]-0.5956[/C][C]0.276481[/C][/ROW]
[ROW][C]20[/C][C]0.000965[/C][C]0.0092[/C][C]0.496356[/C][/ROW]
[ROW][C]21[/C][C]0.165898[/C][C]1.5738[/C][C]0.059516[/C][/ROW]
[ROW][C]22[/C][C]0.034202[/C][C]0.3245[/C][C]0.373168[/C][/ROW]
[ROW][C]23[/C][C]0.074901[/C][C]0.7106[/C][C]0.239592[/C][/ROW]
[ROW][C]24[/C][C]0.128371[/C][C]1.2178[/C][C]0.113235[/C][/ROW]
[ROW][C]25[/C][C]-0.073853[/C][C]-0.7006[/C][C]0.24267[/C][/ROW]
[ROW][C]26[/C][C]-0.015436[/C][C]-0.1464[/C][C]0.441952[/C][/ROW]
[ROW][C]27[/C][C]-0.077643[/C][C]-0.7366[/C][C]0.231645[/C][/ROW]
[ROW][C]28[/C][C]0.047529[/C][C]0.4509[/C][C]0.326573[/C][/ROW]
[ROW][C]29[/C][C]0.085439[/C][C]0.8105[/C][C]0.209882[/C][/ROW]
[ROW][C]30[/C][C]0.098966[/C][C]0.9389[/C][C]0.175155[/C][/ROW]
[ROW][C]31[/C][C]0.110324[/C][C]1.0466[/C][C]0.149038[/C][/ROW]
[ROW][C]32[/C][C]0.027946[/C][C]0.2651[/C][C]0.395762[/C][/ROW]
[ROW][C]33[/C][C]0.003326[/C][C]0.0316[/C][C]0.487448[/C][/ROW]
[ROW][C]34[/C][C]-0.167675[/C][C]-1.5907[/C][C]0.057592[/C][/ROW]
[ROW][C]35[/C][C]0.005975[/C][C]0.0567[/C][C]0.477461[/C][/ROW]
[ROW][C]36[/C][C]-0.175103[/C][C]-1.6612[/C][C]0.05008[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116777&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116777&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
10.8744698.29590
2-0.043493-0.41260.340437
3-0.057649-0.54690.292897
40.2218942.10510.019036
5-0.203433-1.92990.028382
6-0.177652-1.68540.047693
7-0.054055-0.51280.30467
80.0589520.55930.288684
9-0.016817-0.15950.436799
10-0.125477-1.19040.118515
11-0.08656-0.82120.206857
12-0.07877-0.74730.228422
13-0.034536-0.32760.371975
140.1438711.36490.087847
15-0.049088-0.46570.321281
160.0207450.19680.422212
170.0086920.08250.467233
18-0.015255-0.14470.442627
19-0.062778-0.59560.276481
200.0009650.00920.496356
210.1658981.57380.059516
220.0342020.32450.373168
230.0749010.71060.239592
240.1283711.21780.113235
25-0.073853-0.70060.24267
26-0.015436-0.14640.441952
27-0.077643-0.73660.231645
280.0475290.45090.326573
290.0854390.81050.209882
300.0989660.93890.175155
310.1103241.04660.149038
320.0279460.26510.395762
330.0033260.03160.487448
34-0.167675-1.59070.057592
350.0059750.05670.477461
36-0.175103-1.66120.05008


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 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')