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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 computationMon, 08 Dec 2008 04:51:39 -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/2008/Dec/08/t1228737264mxaers1u4r105zl.htm/, Retrieved Thu, 16 May 2024 09:21:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30407, Retrieved Thu, 16 May 2024 09:21:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact189
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2008-12-08 11:51:39] [c60a842d48931bd392d024d8e9ef4583] [Current]
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Dataseries X:
0.24
0.23
0.23
0.24
0.23
0.23
0.25
0.21
0.26
0.25
0.24
0.24
0.27
0.25
0.26
0.29
0.24
0.26
0.24
0.26
0.25
0.26
0.24
0.21
0.20
0.22
0.20
0.21
0.20
0.19
0.20
0.20
0.21
0.24
0.22
0.19
0.23
0.23
0.23
0.22
0.23
0.25
0.25
0.22
0.25
0.25
0.24
0.19
0.24
0.26
0.24
0.24
0.25
0.23
0.27
0.24
0.26
0.27
0.29
0.28
0.32
0.29
0.27
0.26
0.28
0.31
0.29
0.31
0.31
0.32
0.32
0.26
0.31
0.31
0.31
0.31
0.29
0.27
0.30
0.27
0.27
0.30
0.28
0.24
0.28
0.28
0.33
0.28
0.29
0.25
0.31
0.29
0.37
0.31
0.29
0.28
0.30
0.32
0.31
0.28
0.29
0.29
0.28
0.26
0.28
0.30
0.33
0.31
0.37
0.36
0.37
0.37
0.36
0.33
0.33
0.40
0.32
0.39
0.39
0.37
0.37
0.30
0.33
0.33
0.34
0.35
0.34
0.37
0.37
0.37
0.36
0.32
0.33
0.35
0.36
0.35
0.37
0.35
0.32
0.33
0.28
0.32
0.35
0.30
0.32
0.32
0.32
0.32
0.36
0.31
0.26
0.33
0.31
0.34
0.33
0.38
0.32
0.30
0.32
0.33
0.34
0.29
0.33
0.36
0.32
0.32
0.32
0.31
0.30
0.34
0.34
0.30
0.28
0.25
0.27
0.33
0.28
0.33
0.32
0.27
0.27
0.28
0.27
0.27
0.25
0.25
0.22
0.27




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=30407&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=30407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30407&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
1-0.412386-5.63930
2-0.006832-0.09340.462835
3-0.043975-0.60130.27417
4-0.012425-0.16990.432634
5-0.03224-0.44090.329908
60.0408370.55840.288605
70.038950.53260.297461
8-0.021064-0.28810.386813
90.0135520.18530.426591
10-0.023002-0.31450.376728
11-0.067536-0.92350.178459
120.2042792.79350.002879
13-0.188263-2.57450.005407
140.0371610.50820.305969
15-0.055722-0.7620.223515
160.053190.72740.233956
17-0.082438-1.12730.130526
180.1225021.67520.047784
190.037110.50750.306211
20-0.069415-0.94920.171864
21-0.009351-0.12790.449193
220.0327350.44760.327462
23-0.078134-1.06850.143344
240.1224421.67440.047866
25-0.054604-0.74670.228091
26-0.075018-1.02590.153141
270.1224711.67480.047826
28-0.011899-0.16270.435461
29-0.043479-0.59460.276427
300.0333330.45580.324521
31-0.075049-1.02630.153043
32-0.039804-0.54430.293439
330.1107451.51440.065805
340.0073060.09990.460263
35-0.23976-3.27870.000622
360.2878293.9365.8e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.412386 & -5.6393 & 0 \tabularnewline
2 & -0.006832 & -0.0934 & 0.462835 \tabularnewline
3 & -0.043975 & -0.6013 & 0.27417 \tabularnewline
4 & -0.012425 & -0.1699 & 0.432634 \tabularnewline
5 & -0.03224 & -0.4409 & 0.329908 \tabularnewline
6 & 0.040837 & 0.5584 & 0.288605 \tabularnewline
7 & 0.03895 & 0.5326 & 0.297461 \tabularnewline
8 & -0.021064 & -0.2881 & 0.386813 \tabularnewline
9 & 0.013552 & 0.1853 & 0.426591 \tabularnewline
10 & -0.023002 & -0.3145 & 0.376728 \tabularnewline
11 & -0.067536 & -0.9235 & 0.178459 \tabularnewline
12 & 0.204279 & 2.7935 & 0.002879 \tabularnewline
13 & -0.188263 & -2.5745 & 0.005407 \tabularnewline
14 & 0.037161 & 0.5082 & 0.305969 \tabularnewline
15 & -0.055722 & -0.762 & 0.223515 \tabularnewline
16 & 0.05319 & 0.7274 & 0.233956 \tabularnewline
17 & -0.082438 & -1.1273 & 0.130526 \tabularnewline
18 & 0.122502 & 1.6752 & 0.047784 \tabularnewline
19 & 0.03711 & 0.5075 & 0.306211 \tabularnewline
20 & -0.069415 & -0.9492 & 0.171864 \tabularnewline
21 & -0.009351 & -0.1279 & 0.449193 \tabularnewline
22 & 0.032735 & 0.4476 & 0.327462 \tabularnewline
23 & -0.078134 & -1.0685 & 0.143344 \tabularnewline
24 & 0.122442 & 1.6744 & 0.047866 \tabularnewline
25 & -0.054604 & -0.7467 & 0.228091 \tabularnewline
26 & -0.075018 & -1.0259 & 0.153141 \tabularnewline
27 & 0.122471 & 1.6748 & 0.047826 \tabularnewline
28 & -0.011899 & -0.1627 & 0.435461 \tabularnewline
29 & -0.043479 & -0.5946 & 0.276427 \tabularnewline
30 & 0.033333 & 0.4558 & 0.324521 \tabularnewline
31 & -0.075049 & -1.0263 & 0.153043 \tabularnewline
32 & -0.039804 & -0.5443 & 0.293439 \tabularnewline
33 & 0.110745 & 1.5144 & 0.065805 \tabularnewline
34 & 0.007306 & 0.0999 & 0.460263 \tabularnewline
35 & -0.23976 & -3.2787 & 0.000622 \tabularnewline
36 & 0.287829 & 3.936 & 5.8e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30407&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]-0.412386[/C][C]-5.6393[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.006832[/C][C]-0.0934[/C][C]0.462835[/C][/ROW]
[ROW][C]3[/C][C]-0.043975[/C][C]-0.6013[/C][C]0.27417[/C][/ROW]
[ROW][C]4[/C][C]-0.012425[/C][C]-0.1699[/C][C]0.432634[/C][/ROW]
[ROW][C]5[/C][C]-0.03224[/C][C]-0.4409[/C][C]0.329908[/C][/ROW]
[ROW][C]6[/C][C]0.040837[/C][C]0.5584[/C][C]0.288605[/C][/ROW]
[ROW][C]7[/C][C]0.03895[/C][C]0.5326[/C][C]0.297461[/C][/ROW]
[ROW][C]8[/C][C]-0.021064[/C][C]-0.2881[/C][C]0.386813[/C][/ROW]
[ROW][C]9[/C][C]0.013552[/C][C]0.1853[/C][C]0.426591[/C][/ROW]
[ROW][C]10[/C][C]-0.023002[/C][C]-0.3145[/C][C]0.376728[/C][/ROW]
[ROW][C]11[/C][C]-0.067536[/C][C]-0.9235[/C][C]0.178459[/C][/ROW]
[ROW][C]12[/C][C]0.204279[/C][C]2.7935[/C][C]0.002879[/C][/ROW]
[ROW][C]13[/C][C]-0.188263[/C][C]-2.5745[/C][C]0.005407[/C][/ROW]
[ROW][C]14[/C][C]0.037161[/C][C]0.5082[/C][C]0.305969[/C][/ROW]
[ROW][C]15[/C][C]-0.055722[/C][C]-0.762[/C][C]0.223515[/C][/ROW]
[ROW][C]16[/C][C]0.05319[/C][C]0.7274[/C][C]0.233956[/C][/ROW]
[ROW][C]17[/C][C]-0.082438[/C][C]-1.1273[/C][C]0.130526[/C][/ROW]
[ROW][C]18[/C][C]0.122502[/C][C]1.6752[/C][C]0.047784[/C][/ROW]
[ROW][C]19[/C][C]0.03711[/C][C]0.5075[/C][C]0.306211[/C][/ROW]
[ROW][C]20[/C][C]-0.069415[/C][C]-0.9492[/C][C]0.171864[/C][/ROW]
[ROW][C]21[/C][C]-0.009351[/C][C]-0.1279[/C][C]0.449193[/C][/ROW]
[ROW][C]22[/C][C]0.032735[/C][C]0.4476[/C][C]0.327462[/C][/ROW]
[ROW][C]23[/C][C]-0.078134[/C][C]-1.0685[/C][C]0.143344[/C][/ROW]
[ROW][C]24[/C][C]0.122442[/C][C]1.6744[/C][C]0.047866[/C][/ROW]
[ROW][C]25[/C][C]-0.054604[/C][C]-0.7467[/C][C]0.228091[/C][/ROW]
[ROW][C]26[/C][C]-0.075018[/C][C]-1.0259[/C][C]0.153141[/C][/ROW]
[ROW][C]27[/C][C]0.122471[/C][C]1.6748[/C][C]0.047826[/C][/ROW]
[ROW][C]28[/C][C]-0.011899[/C][C]-0.1627[/C][C]0.435461[/C][/ROW]
[ROW][C]29[/C][C]-0.043479[/C][C]-0.5946[/C][C]0.276427[/C][/ROW]
[ROW][C]30[/C][C]0.033333[/C][C]0.4558[/C][C]0.324521[/C][/ROW]
[ROW][C]31[/C][C]-0.075049[/C][C]-1.0263[/C][C]0.153043[/C][/ROW]
[ROW][C]32[/C][C]-0.039804[/C][C]-0.5443[/C][C]0.293439[/C][/ROW]
[ROW][C]33[/C][C]0.110745[/C][C]1.5144[/C][C]0.065805[/C][/ROW]
[ROW][C]34[/C][C]0.007306[/C][C]0.0999[/C][C]0.460263[/C][/ROW]
[ROW][C]35[/C][C]-0.23976[/C][C]-3.2787[/C][C]0.000622[/C][/ROW]
[ROW][C]36[/C][C]0.287829[/C][C]3.936[/C][C]5.8e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30407&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
1-0.412386-5.63930
2-0.006832-0.09340.462835
3-0.043975-0.60130.27417
4-0.012425-0.16990.432634
5-0.03224-0.44090.329908
60.0408370.55840.288605
70.038950.53260.297461
8-0.021064-0.28810.386813
90.0135520.18530.426591
10-0.023002-0.31450.376728
11-0.067536-0.92350.178459
120.2042792.79350.002879
13-0.188263-2.57450.005407
140.0371610.50820.305969
15-0.055722-0.7620.223515
160.053190.72740.233956
17-0.082438-1.12730.130526
180.1225021.67520.047784
190.037110.50750.306211
20-0.069415-0.94920.171864
21-0.009351-0.12790.449193
220.0327350.44760.327462
23-0.078134-1.06850.143344
240.1224421.67440.047866
25-0.054604-0.74670.228091
26-0.075018-1.02590.153141
270.1224711.67480.047826
28-0.011899-0.16270.435461
29-0.043479-0.59460.276427
300.0333330.45580.324521
31-0.075049-1.02630.153043
32-0.039804-0.54430.293439
330.1107451.51440.065805
340.0073060.09990.460263
35-0.23976-3.27870.000622
360.2878293.9365.8e-05







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.412386-5.63930
2-0.213141-2.91470.001998
3-0.170769-2.33520.010296
4-0.141052-1.92890.027631
5-0.151282-2.06870.019973
6-0.080997-1.10760.134726
70.0005560.00760.496972
8-0.005934-0.08110.467707
90.0174420.23850.405872
10-0.000351-0.00480.49809
11-0.091586-1.25240.105991
120.1736192.37420.0093
13-0.040527-0.55420.290053
14-0.048085-0.65750.255819
15-0.109451-1.49670.068077
16-0.051797-0.70830.239817
17-0.137276-1.87720.031023
18-0.006033-0.08250.467171
190.0807421.10410.135478
200.023160.31670.37591
210.0006430.00880.496498
220.0720320.9850.162942
23-0.019424-0.26560.395412
240.0717750.98150.163804
250.0552560.75560.225415
26-0.112389-1.53690.063004
270.067250.91960.179477
280.0454090.6210.26769
290.0254290.34770.364214
30-0.004127-0.05640.477526
31-0.104826-1.43350.076695
32-0.121765-1.66510.048783
330.0518420.70890.239625
340.0523150.71540.237627
35-0.273538-3.74060.000122
360.0451550.61750.268833

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.412386 & -5.6393 & 0 \tabularnewline
2 & -0.213141 & -2.9147 & 0.001998 \tabularnewline
3 & -0.170769 & -2.3352 & 0.010296 \tabularnewline
4 & -0.141052 & -1.9289 & 0.027631 \tabularnewline
5 & -0.151282 & -2.0687 & 0.019973 \tabularnewline
6 & -0.080997 & -1.1076 & 0.134726 \tabularnewline
7 & 0.000556 & 0.0076 & 0.496972 \tabularnewline
8 & -0.005934 & -0.0811 & 0.467707 \tabularnewline
9 & 0.017442 & 0.2385 & 0.405872 \tabularnewline
10 & -0.000351 & -0.0048 & 0.49809 \tabularnewline
11 & -0.091586 & -1.2524 & 0.105991 \tabularnewline
12 & 0.173619 & 2.3742 & 0.0093 \tabularnewline
13 & -0.040527 & -0.5542 & 0.290053 \tabularnewline
14 & -0.048085 & -0.6575 & 0.255819 \tabularnewline
15 & -0.109451 & -1.4967 & 0.068077 \tabularnewline
16 & -0.051797 & -0.7083 & 0.239817 \tabularnewline
17 & -0.137276 & -1.8772 & 0.031023 \tabularnewline
18 & -0.006033 & -0.0825 & 0.467171 \tabularnewline
19 & 0.080742 & 1.1041 & 0.135478 \tabularnewline
20 & 0.02316 & 0.3167 & 0.37591 \tabularnewline
21 & 0.000643 & 0.0088 & 0.496498 \tabularnewline
22 & 0.072032 & 0.985 & 0.162942 \tabularnewline
23 & -0.019424 & -0.2656 & 0.395412 \tabularnewline
24 & 0.071775 & 0.9815 & 0.163804 \tabularnewline
25 & 0.055256 & 0.7556 & 0.225415 \tabularnewline
26 & -0.112389 & -1.5369 & 0.063004 \tabularnewline
27 & 0.06725 & 0.9196 & 0.179477 \tabularnewline
28 & 0.045409 & 0.621 & 0.26769 \tabularnewline
29 & 0.025429 & 0.3477 & 0.364214 \tabularnewline
30 & -0.004127 & -0.0564 & 0.477526 \tabularnewline
31 & -0.104826 & -1.4335 & 0.076695 \tabularnewline
32 & -0.121765 & -1.6651 & 0.048783 \tabularnewline
33 & 0.051842 & 0.7089 & 0.239625 \tabularnewline
34 & 0.052315 & 0.7154 & 0.237627 \tabularnewline
35 & -0.273538 & -3.7406 & 0.000122 \tabularnewline
36 & 0.045155 & 0.6175 & 0.268833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30407&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]-0.412386[/C][C]-5.6393[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.213141[/C][C]-2.9147[/C][C]0.001998[/C][/ROW]
[ROW][C]3[/C][C]-0.170769[/C][C]-2.3352[/C][C]0.010296[/C][/ROW]
[ROW][C]4[/C][C]-0.141052[/C][C]-1.9289[/C][C]0.027631[/C][/ROW]
[ROW][C]5[/C][C]-0.151282[/C][C]-2.0687[/C][C]0.019973[/C][/ROW]
[ROW][C]6[/C][C]-0.080997[/C][C]-1.1076[/C][C]0.134726[/C][/ROW]
[ROW][C]7[/C][C]0.000556[/C][C]0.0076[/C][C]0.496972[/C][/ROW]
[ROW][C]8[/C][C]-0.005934[/C][C]-0.0811[/C][C]0.467707[/C][/ROW]
[ROW][C]9[/C][C]0.017442[/C][C]0.2385[/C][C]0.405872[/C][/ROW]
[ROW][C]10[/C][C]-0.000351[/C][C]-0.0048[/C][C]0.49809[/C][/ROW]
[ROW][C]11[/C][C]-0.091586[/C][C]-1.2524[/C][C]0.105991[/C][/ROW]
[ROW][C]12[/C][C]0.173619[/C][C]2.3742[/C][C]0.0093[/C][/ROW]
[ROW][C]13[/C][C]-0.040527[/C][C]-0.5542[/C][C]0.290053[/C][/ROW]
[ROW][C]14[/C][C]-0.048085[/C][C]-0.6575[/C][C]0.255819[/C][/ROW]
[ROW][C]15[/C][C]-0.109451[/C][C]-1.4967[/C][C]0.068077[/C][/ROW]
[ROW][C]16[/C][C]-0.051797[/C][C]-0.7083[/C][C]0.239817[/C][/ROW]
[ROW][C]17[/C][C]-0.137276[/C][C]-1.8772[/C][C]0.031023[/C][/ROW]
[ROW][C]18[/C][C]-0.006033[/C][C]-0.0825[/C][C]0.467171[/C][/ROW]
[ROW][C]19[/C][C]0.080742[/C][C]1.1041[/C][C]0.135478[/C][/ROW]
[ROW][C]20[/C][C]0.02316[/C][C]0.3167[/C][C]0.37591[/C][/ROW]
[ROW][C]21[/C][C]0.000643[/C][C]0.0088[/C][C]0.496498[/C][/ROW]
[ROW][C]22[/C][C]0.072032[/C][C]0.985[/C][C]0.162942[/C][/ROW]
[ROW][C]23[/C][C]-0.019424[/C][C]-0.2656[/C][C]0.395412[/C][/ROW]
[ROW][C]24[/C][C]0.071775[/C][C]0.9815[/C][C]0.163804[/C][/ROW]
[ROW][C]25[/C][C]0.055256[/C][C]0.7556[/C][C]0.225415[/C][/ROW]
[ROW][C]26[/C][C]-0.112389[/C][C]-1.5369[/C][C]0.063004[/C][/ROW]
[ROW][C]27[/C][C]0.06725[/C][C]0.9196[/C][C]0.179477[/C][/ROW]
[ROW][C]28[/C][C]0.045409[/C][C]0.621[/C][C]0.26769[/C][/ROW]
[ROW][C]29[/C][C]0.025429[/C][C]0.3477[/C][C]0.364214[/C][/ROW]
[ROW][C]30[/C][C]-0.004127[/C][C]-0.0564[/C][C]0.477526[/C][/ROW]
[ROW][C]31[/C][C]-0.104826[/C][C]-1.4335[/C][C]0.076695[/C][/ROW]
[ROW][C]32[/C][C]-0.121765[/C][C]-1.6651[/C][C]0.048783[/C][/ROW]
[ROW][C]33[/C][C]0.051842[/C][C]0.7089[/C][C]0.239625[/C][/ROW]
[ROW][C]34[/C][C]0.052315[/C][C]0.7154[/C][C]0.237627[/C][/ROW]
[ROW][C]35[/C][C]-0.273538[/C][C]-3.7406[/C][C]0.000122[/C][/ROW]
[ROW][C]36[/C][C]0.045155[/C][C]0.6175[/C][C]0.268833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30407&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
1-0.412386-5.63930
2-0.213141-2.91470.001998
3-0.170769-2.33520.010296
4-0.141052-1.92890.027631
5-0.151282-2.06870.019973
6-0.080997-1.10760.134726
70.0005560.00760.496972
8-0.005934-0.08110.467707
90.0174420.23850.405872
10-0.000351-0.00480.49809
11-0.091586-1.25240.105991
120.1736192.37420.0093
13-0.040527-0.55420.290053
14-0.048085-0.65750.255819
15-0.109451-1.49670.068077
16-0.051797-0.70830.239817
17-0.137276-1.87720.031023
18-0.006033-0.08250.467171
190.0807421.10410.135478
200.023160.31670.37591
210.0006430.00880.496498
220.0720320.9850.162942
23-0.019424-0.26560.395412
240.0717750.98150.163804
250.0552560.75560.225415
26-0.112389-1.53690.063004
270.067250.91960.179477
280.0454090.6210.26769
290.0254290.34770.364214
30-0.004127-0.05640.477526
31-0.104826-1.43350.076695
32-0.121765-1.66510.048783
330.0518420.70890.239625
340.0523150.71540.237627
35-0.273538-3.74060.000122
360.0451550.61750.268833



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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')