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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 computationSat, 10 Dec 2011 09:47:02 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/10/t1323528439jdy8rkfk2j14ey3.htm/, Retrieved Wed, 14 May 2025 13:50:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153565, Retrieved Wed, 14 May 2025 13:50:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact204

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] [ws8_2] [2009-11-24 20:22:15] [8b1aef4e7013bd33fbc2a5833375c5f5]
-   P           [(Partial) Autocorrelation Function] [WS8_seizonaliteit1] [2009-11-25 17:44:58] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D            [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 20:13:10] [814f53995537cd15c528d8efbf1cf544]
- R  D              [(Partial) Autocorrelation Function] [] [2011-12-10 12:56:10] [74be16979710d4c4e7c6647856088456]
-   PD                  [(Partial) Autocorrelation Function] [] [2011-12-10 14:47:02] [a1e1d0bae7c18896aaea36b6ddc51406] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12008.00
9169.00
8788.00
8417.00
8247.00
8197.00
8236.00
8253.00
7733.00
8366.00
8626.00
8863.00
10102.00
8463.00
9114.00
8563.00
8872.00
8301.00
8301.00
8278.00
7736.00
7973.00
8268.00
9476.00
11100.00
8962.00
9173.00
8738.00
8459.00
8078.00
8411.00
8291.00
7810.00
8616.00
8312.00
9692.00
9911.00
8915.00
9452.00
9112.00
8472.00
8230.00
8384.00
8625.00
8221.00
8649.00
8625.00
10443.00
10357.00
8586.00
8892.00
8329.00
8101.00
7922.00
8120.00
7838.00
7735.00
8406.00
8209.00
9451.00
10041.00
9411.00
10405.00
8467.00
8464.00
8102.00
7627.00
7513.00
7510.00
8291.00
8064.00
9383.00
9706.00
8579.00
9474.00
8318.00
8213.00
8059.00
9111.00
7708.00
7680.00
8014.00
8007.00
8718.00
9486.00
9113.00
9025.00
8476.00
7952.00
7759.00
7835.00
7600.00
7651.00
8319.00
8812.00
8630.00

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'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153565&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153565&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153565&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'George Udny Yule' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3635063.33160.000643
20.0440520.40370.343714
3-0.12229-1.12080.132782
4-0.177569-1.62750.053693
5-0.190564-1.74650.042186
6-0.073214-0.6710.252026
70.0645470.59160.277861
80.0327680.30030.382338
90.0994730.91170.182273
10-0.087425-0.80130.212619
11-0.369297-3.38470.000543
12-0.474287-4.34691.9e-05
13-0.11077-1.01520.156457
140.1785151.63610.052778
150.2399922.19960.015293
160.3237152.96690.001958
170.2160991.98060.025456
180.0688250.63080.264944
19-0.022489-0.20610.418599
20-0.08963-0.82150.206852
21-0.081647-0.74830.228182
220.0048390.04440.482364
230.1813351.6620.050124
240.1734621.58980.057818
25-0.121345-1.11210.134624
26-0.287736-2.63710.00498
27-0.192253-1.7620.040851
28-0.170722-1.56470.060707
29-0.056019-0.51340.304502
300.0715980.65620.256743
310.117431.07630.142445
320.0822080.75340.226644
33-0.019842-0.18190.428068
34-0.103931-0.95250.171778
35-0.159594-1.46270.07364
36-0.090979-0.83380.203369

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.363506 & 3.3316 & 0.000643 \tabularnewline
2 & 0.044052 & 0.4037 & 0.343714 \tabularnewline
3 & -0.12229 & -1.1208 & 0.132782 \tabularnewline
4 & -0.177569 & -1.6275 & 0.053693 \tabularnewline
5 & -0.190564 & -1.7465 & 0.042186 \tabularnewline
6 & -0.073214 & -0.671 & 0.252026 \tabularnewline
7 & 0.064547 & 0.5916 & 0.277861 \tabularnewline
8 & 0.032768 & 0.3003 & 0.382338 \tabularnewline
9 & 0.099473 & 0.9117 & 0.182273 \tabularnewline
10 & -0.087425 & -0.8013 & 0.212619 \tabularnewline
11 & -0.369297 & -3.3847 & 0.000543 \tabularnewline
12 & -0.474287 & -4.3469 & 1.9e-05 \tabularnewline
13 & -0.11077 & -1.0152 & 0.156457 \tabularnewline
14 & 0.178515 & 1.6361 & 0.052778 \tabularnewline
15 & 0.239992 & 2.1996 & 0.015293 \tabularnewline
16 & 0.323715 & 2.9669 & 0.001958 \tabularnewline
17 & 0.216099 & 1.9806 & 0.025456 \tabularnewline
18 & 0.068825 & 0.6308 & 0.264944 \tabularnewline
19 & -0.022489 & -0.2061 & 0.418599 \tabularnewline
20 & -0.08963 & -0.8215 & 0.206852 \tabularnewline
21 & -0.081647 & -0.7483 & 0.228182 \tabularnewline
22 & 0.004839 & 0.0444 & 0.482364 \tabularnewline
23 & 0.181335 & 1.662 & 0.050124 \tabularnewline
24 & 0.173462 & 1.5898 & 0.057818 \tabularnewline
25 & -0.121345 & -1.1121 & 0.134624 \tabularnewline
26 & -0.287736 & -2.6371 & 0.00498 \tabularnewline
27 & -0.192253 & -1.762 & 0.040851 \tabularnewline
28 & -0.170722 & -1.5647 & 0.060707 \tabularnewline
29 & -0.056019 & -0.5134 & 0.304502 \tabularnewline
30 & 0.071598 & 0.6562 & 0.256743 \tabularnewline
31 & 0.11743 & 1.0763 & 0.142445 \tabularnewline
32 & 0.082208 & 0.7534 & 0.226644 \tabularnewline
33 & -0.019842 & -0.1819 & 0.428068 \tabularnewline
34 & -0.103931 & -0.9525 & 0.171778 \tabularnewline
35 & -0.159594 & -1.4627 & 0.07364 \tabularnewline
36 & -0.090979 & -0.8338 & 0.203369 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153565&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]0.363506[/C][C]3.3316[/C][C]0.000643[/C][/ROW]
[ROW][C]2[/C][C]0.044052[/C][C]0.4037[/C][C]0.343714[/C][/ROW]
[ROW][C]3[/C][C]-0.12229[/C][C]-1.1208[/C][C]0.132782[/C][/ROW]
[ROW][C]4[/C][C]-0.177569[/C][C]-1.6275[/C][C]0.053693[/C][/ROW]
[ROW][C]5[/C][C]-0.190564[/C][C]-1.7465[/C][C]0.042186[/C][/ROW]
[ROW][C]6[/C][C]-0.073214[/C][C]-0.671[/C][C]0.252026[/C][/ROW]
[ROW][C]7[/C][C]0.064547[/C][C]0.5916[/C][C]0.277861[/C][/ROW]
[ROW][C]8[/C][C]0.032768[/C][C]0.3003[/C][C]0.382338[/C][/ROW]
[ROW][C]9[/C][C]0.099473[/C][C]0.9117[/C][C]0.182273[/C][/ROW]
[ROW][C]10[/C][C]-0.087425[/C][C]-0.8013[/C][C]0.212619[/C][/ROW]
[ROW][C]11[/C][C]-0.369297[/C][C]-3.3847[/C][C]0.000543[/C][/ROW]
[ROW][C]12[/C][C]-0.474287[/C][C]-4.3469[/C][C]1.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.11077[/C][C]-1.0152[/C][C]0.156457[/C][/ROW]
[ROW][C]14[/C][C]0.178515[/C][C]1.6361[/C][C]0.052778[/C][/ROW]
[ROW][C]15[/C][C]0.239992[/C][C]2.1996[/C][C]0.015293[/C][/ROW]
[ROW][C]16[/C][C]0.323715[/C][C]2.9669[/C][C]0.001958[/C][/ROW]
[ROW][C]17[/C][C]0.216099[/C][C]1.9806[/C][C]0.025456[/C][/ROW]
[ROW][C]18[/C][C]0.068825[/C][C]0.6308[/C][C]0.264944[/C][/ROW]
[ROW][C]19[/C][C]-0.022489[/C][C]-0.2061[/C][C]0.418599[/C][/ROW]
[ROW][C]20[/C][C]-0.08963[/C][C]-0.8215[/C][C]0.206852[/C][/ROW]
[ROW][C]21[/C][C]-0.081647[/C][C]-0.7483[/C][C]0.228182[/C][/ROW]
[ROW][C]22[/C][C]0.004839[/C][C]0.0444[/C][C]0.482364[/C][/ROW]
[ROW][C]23[/C][C]0.181335[/C][C]1.662[/C][C]0.050124[/C][/ROW]
[ROW][C]24[/C][C]0.173462[/C][C]1.5898[/C][C]0.057818[/C][/ROW]
[ROW][C]25[/C][C]-0.121345[/C][C]-1.1121[/C][C]0.134624[/C][/ROW]
[ROW][C]26[/C][C]-0.287736[/C][C]-2.6371[/C][C]0.00498[/C][/ROW]
[ROW][C]27[/C][C]-0.192253[/C][C]-1.762[/C][C]0.040851[/C][/ROW]
[ROW][C]28[/C][C]-0.170722[/C][C]-1.5647[/C][C]0.060707[/C][/ROW]
[ROW][C]29[/C][C]-0.056019[/C][C]-0.5134[/C][C]0.304502[/C][/ROW]
[ROW][C]30[/C][C]0.071598[/C][C]0.6562[/C][C]0.256743[/C][/ROW]
[ROW][C]31[/C][C]0.11743[/C][C]1.0763[/C][C]0.142445[/C][/ROW]
[ROW][C]32[/C][C]0.082208[/C][C]0.7534[/C][C]0.226644[/C][/ROW]
[ROW][C]33[/C][C]-0.019842[/C][C]-0.1819[/C][C]0.428068[/C][/ROW]
[ROW][C]34[/C][C]-0.103931[/C][C]-0.9525[/C][C]0.171778[/C][/ROW]
[ROW][C]35[/C][C]-0.159594[/C][C]-1.4627[/C][C]0.07364[/C][/ROW]
[ROW][C]36[/C][C]-0.090979[/C][C]-0.8338[/C][C]0.203369[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153565&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153565&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
10.3635063.33160.000643
20.0440520.40370.343714
3-0.12229-1.12080.132782
4-0.177569-1.62750.053693
5-0.190564-1.74650.042186
6-0.073214-0.6710.252026
70.0645470.59160.277861
80.0327680.30030.382338
90.0994730.91170.182273
10-0.087425-0.80130.212619
11-0.369297-3.38470.000543
12-0.474287-4.34691.9e-05
13-0.11077-1.01520.156457
140.1785151.63610.052778
150.2399922.19960.015293
160.3237152.96690.001958
170.2160991.98060.025456
180.0688250.63080.264944
19-0.022489-0.20610.418599
20-0.08963-0.82150.206852
21-0.081647-0.74830.228182
220.0048390.04440.482364
230.1813351.6620.050124
240.1734621.58980.057818
25-0.121345-1.11210.134624
26-0.287736-2.63710.00498
27-0.192253-1.7620.040851
28-0.170722-1.56470.060707
29-0.056019-0.51340.304502
300.0715980.65620.256743
310.117431.07630.142445
320.0822080.75340.226644
33-0.019842-0.18190.428068
34-0.103931-0.95250.171778
35-0.159594-1.46270.07364
36-0.090979-0.83380.203369






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3635063.33160.000643
2-0.101496-0.93020.17746
3-0.119957-1.09940.137362
4-0.099382-0.91080.182491
5-0.10883-0.99740.160707
60.0191070.17510.430703
70.066020.60510.273377
8-0.069639-0.63830.262523
90.0894790.82010.207242
10-0.194135-1.77930.039406
11-0.343827-3.15120.001127
12-0.302028-2.76810.003467
130.1426291.30720.097353
140.1906391.74720.042126
150.034430.31560.376561
160.1075070.98530.163649
170.0059080.05410.478473
180.0047390.04340.482728
190.0724090.66360.25437
200.0007890.00720.497125
210.0628020.57560.283216
22-0.079875-0.73210.233082
23-0.062622-0.57390.283771
240.0350080.32080.374561
25-0.146697-1.34450.091203
26-0.07984-0.73170.233179
270.1577211.44550.076014
280.0266140.24390.403945
290.038090.34910.363942
30-0.018674-0.17110.43226
31-0.027847-0.25520.399588
32-0.087917-0.80580.211324
33-0.207327-1.90020.03042
34-0.091224-0.83610.202741
350.0103890.09520.462186
36-0.095103-0.87160.192946

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.363506 & 3.3316 & 0.000643 \tabularnewline
2 & -0.101496 & -0.9302 & 0.17746 \tabularnewline
3 & -0.119957 & -1.0994 & 0.137362 \tabularnewline
4 & -0.099382 & -0.9108 & 0.182491 \tabularnewline
5 & -0.10883 & -0.9974 & 0.160707 \tabularnewline
6 & 0.019107 & 0.1751 & 0.430703 \tabularnewline
7 & 0.06602 & 0.6051 & 0.273377 \tabularnewline
8 & -0.069639 & -0.6383 & 0.262523 \tabularnewline
9 & 0.089479 & 0.8201 & 0.207242 \tabularnewline
10 & -0.194135 & -1.7793 & 0.039406 \tabularnewline
11 & -0.343827 & -3.1512 & 0.001127 \tabularnewline
12 & -0.302028 & -2.7681 & 0.003467 \tabularnewline
13 & 0.142629 & 1.3072 & 0.097353 \tabularnewline
14 & 0.190639 & 1.7472 & 0.042126 \tabularnewline
15 & 0.03443 & 0.3156 & 0.376561 \tabularnewline
16 & 0.107507 & 0.9853 & 0.163649 \tabularnewline
17 & 0.005908 & 0.0541 & 0.478473 \tabularnewline
18 & 0.004739 & 0.0434 & 0.482728 \tabularnewline
19 & 0.072409 & 0.6636 & 0.25437 \tabularnewline
20 & 0.000789 & 0.0072 & 0.497125 \tabularnewline
21 & 0.062802 & 0.5756 & 0.283216 \tabularnewline
22 & -0.079875 & -0.7321 & 0.233082 \tabularnewline
23 & -0.062622 & -0.5739 & 0.283771 \tabularnewline
24 & 0.035008 & 0.3208 & 0.374561 \tabularnewline
25 & -0.146697 & -1.3445 & 0.091203 \tabularnewline
26 & -0.07984 & -0.7317 & 0.233179 \tabularnewline
27 & 0.157721 & 1.4455 & 0.076014 \tabularnewline
28 & 0.026614 & 0.2439 & 0.403945 \tabularnewline
29 & 0.03809 & 0.3491 & 0.363942 \tabularnewline
30 & -0.018674 & -0.1711 & 0.43226 \tabularnewline
31 & -0.027847 & -0.2552 & 0.399588 \tabularnewline
32 & -0.087917 & -0.8058 & 0.211324 \tabularnewline
33 & -0.207327 & -1.9002 & 0.03042 \tabularnewline
34 & -0.091224 & -0.8361 & 0.202741 \tabularnewline
35 & 0.010389 & 0.0952 & 0.462186 \tabularnewline
36 & -0.095103 & -0.8716 & 0.192946 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153565&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]0.363506[/C][C]3.3316[/C][C]0.000643[/C][/ROW]
[ROW][C]2[/C][C]-0.101496[/C][C]-0.9302[/C][C]0.17746[/C][/ROW]
[ROW][C]3[/C][C]-0.119957[/C][C]-1.0994[/C][C]0.137362[/C][/ROW]
[ROW][C]4[/C][C]-0.099382[/C][C]-0.9108[/C][C]0.182491[/C][/ROW]
[ROW][C]5[/C][C]-0.10883[/C][C]-0.9974[/C][C]0.160707[/C][/ROW]
[ROW][C]6[/C][C]0.019107[/C][C]0.1751[/C][C]0.430703[/C][/ROW]
[ROW][C]7[/C][C]0.06602[/C][C]0.6051[/C][C]0.273377[/C][/ROW]
[ROW][C]8[/C][C]-0.069639[/C][C]-0.6383[/C][C]0.262523[/C][/ROW]
[ROW][C]9[/C][C]0.089479[/C][C]0.8201[/C][C]0.207242[/C][/ROW]
[ROW][C]10[/C][C]-0.194135[/C][C]-1.7793[/C][C]0.039406[/C][/ROW]
[ROW][C]11[/C][C]-0.343827[/C][C]-3.1512[/C][C]0.001127[/C][/ROW]
[ROW][C]12[/C][C]-0.302028[/C][C]-2.7681[/C][C]0.003467[/C][/ROW]
[ROW][C]13[/C][C]0.142629[/C][C]1.3072[/C][C]0.097353[/C][/ROW]
[ROW][C]14[/C][C]0.190639[/C][C]1.7472[/C][C]0.042126[/C][/ROW]
[ROW][C]15[/C][C]0.03443[/C][C]0.3156[/C][C]0.376561[/C][/ROW]
[ROW][C]16[/C][C]0.107507[/C][C]0.9853[/C][C]0.163649[/C][/ROW]
[ROW][C]17[/C][C]0.005908[/C][C]0.0541[/C][C]0.478473[/C][/ROW]
[ROW][C]18[/C][C]0.004739[/C][C]0.0434[/C][C]0.482728[/C][/ROW]
[ROW][C]19[/C][C]0.072409[/C][C]0.6636[/C][C]0.25437[/C][/ROW]
[ROW][C]20[/C][C]0.000789[/C][C]0.0072[/C][C]0.497125[/C][/ROW]
[ROW][C]21[/C][C]0.062802[/C][C]0.5756[/C][C]0.283216[/C][/ROW]
[ROW][C]22[/C][C]-0.079875[/C][C]-0.7321[/C][C]0.233082[/C][/ROW]
[ROW][C]23[/C][C]-0.062622[/C][C]-0.5739[/C][C]0.283771[/C][/ROW]
[ROW][C]24[/C][C]0.035008[/C][C]0.3208[/C][C]0.374561[/C][/ROW]
[ROW][C]25[/C][C]-0.146697[/C][C]-1.3445[/C][C]0.091203[/C][/ROW]
[ROW][C]26[/C][C]-0.07984[/C][C]-0.7317[/C][C]0.233179[/C][/ROW]
[ROW][C]27[/C][C]0.157721[/C][C]1.4455[/C][C]0.076014[/C][/ROW]
[ROW][C]28[/C][C]0.026614[/C][C]0.2439[/C][C]0.403945[/C][/ROW]
[ROW][C]29[/C][C]0.03809[/C][C]0.3491[/C][C]0.363942[/C][/ROW]
[ROW][C]30[/C][C]-0.018674[/C][C]-0.1711[/C][C]0.43226[/C][/ROW]
[ROW][C]31[/C][C]-0.027847[/C][C]-0.2552[/C][C]0.399588[/C][/ROW]
[ROW][C]32[/C][C]-0.087917[/C][C]-0.8058[/C][C]0.211324[/C][/ROW]
[ROW][C]33[/C][C]-0.207327[/C][C]-1.9002[/C][C]0.03042[/C][/ROW]
[ROW][C]34[/C][C]-0.091224[/C][C]-0.8361[/C][C]0.202741[/C][/ROW]
[ROW][C]35[/C][C]0.010389[/C][C]0.0952[/C][C]0.462186[/C][/ROW]
[ROW][C]36[/C][C]-0.095103[/C][C]-0.8716[/C][C]0.192946[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153565&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153565&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
10.3635063.33160.000643
2-0.101496-0.93020.17746
3-0.119957-1.09940.137362
4-0.099382-0.91080.182491
5-0.10883-0.99740.160707
60.0191070.17510.430703
70.066020.60510.273377
8-0.069639-0.63830.262523
90.0894790.82010.207242
10-0.194135-1.77930.039406
11-0.343827-3.15120.001127
12-0.302028-2.76810.003467
130.1426291.30720.097353
140.1906391.74720.042126
150.034430.31560.376561
160.1075070.98530.163649
170.0059080.05410.478473
180.0047390.04340.482728
190.0724090.66360.25437
200.0007890.00720.497125
210.0628020.57560.283216
22-0.079875-0.73210.233082
23-0.062622-0.57390.283771
240.0350080.32080.374561
25-0.146697-1.34450.091203
26-0.07984-0.73170.233179
270.1577211.44550.076014
280.0266140.24390.403945
290.038090.34910.363942
30-0.018674-0.17110.43226
31-0.027847-0.25520.399588
32-0.087917-0.80580.211324
33-0.207327-1.90020.03042
34-0.091224-0.83610.202741
350.0103890.09520.462186
36-0.095103-0.87160.192946


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')