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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 computationMon, 08 Dec 2008 13:22:18 -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/t1228767787d2gt6xenurhdwys.htm/, Retrieved Thu, 16 May 2024 21:41:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30948, Retrieved Thu, 16 May 2024 21:41:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact259

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D    [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [299afd6311e4c20059ea2f05c8dd029d]
F    D      [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d]
F RM D        [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d]
- RM D            [(Partial) Autocorrelation Function] [Deel 2: Step 2 - ...] [2008-12-08 20:22:18] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
-   P               [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:33:20] [299afd6311e4c20059ea2f05c8dd029d]
-   P                 [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:37:32] [299afd6311e4c20059ea2f05c8dd029d]
-   P                   [(Partial) Autocorrelation Function] [d=0 D=1] [2008-12-14 13:55:01] [299afd6311e4c20059ea2f05c8dd029d]
-   P               [(Partial) Autocorrelation Function] [Totale Uitvoer d=...] [2008-12-17 16:03:30] [299afd6311e4c20059ea2f05c8dd029d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14291.1
14205.3
15859.4
15258.9
15498.6
15106.5
15023.6
12083
15761.3
16943
15070.3
13659.6
14768.9
14725.1
15998.1
15370.6
14956.9
15469.7
15101.8
11703.7
16283.6
16726.5
14968.9
14861
14583.3
15305.8
17903.9
16379.4
15420.3
17870.5
15912.8
13866.5
17823.2
17872
17420.4
16704.4
15991.2
16583.6
19123.5
17838.7
17209.4
18586.5
16258.1
15141.6
19202.1
17746.5
19090.1
18040.3
17515.5
17751.8
21072.4
17170
19439.5
19795.4
17574.9
16165.4
19464.6
19932.1
19961.2
17343.4
18924.2
18574.1
21350.6
18594.6
19823.1
20844.4
19640.2
17735.4
19813.6
22160
20664.3
17877.4

Tables (Output of Computation)





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=30948&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=30948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30948&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.617015.23551e-06
20.4705483.99277.8e-05
30.5594794.74735e-06
40.5929545.03142e-06
50.5391194.57461e-05
60.6259785.31161e-06
70.4707693.99467.7e-05
80.4854894.11955e-05
90.4129023.50360.000397
100.2761222.3430.010949
110.3872673.28610.000786
120.6075425.15521e-06
130.3174922.6940.004389
140.2170111.84140.034841
150.2379112.01870.02362
160.2509242.12920.018331
170.2545582.160.017052
180.2956112.50830.007192
190.1644781.39560.083555
200.1645621.39640.083449
210.0919470.78020.218916
22-0.037981-0.32230.374088
230.0875440.74280.229998
240.1919181.62850.053896
25-0.021004-0.17820.429525
26-0.089801-0.7620.224279
27-0.093174-0.79060.215884
28-0.083488-0.70840.240487
29-0.070897-0.60160.274671
30-0.040694-0.34530.365437
31-0.12173-1.03290.152551
32-0.106148-0.90070.185378
33-0.205672-1.74520.04261
34-0.275584-2.33840.011073
35-0.166975-1.41680.080423
36-0.081789-0.6940.244958

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.61701 & 5.2355 & 1e-06 \tabularnewline
2 & 0.470548 & 3.9927 & 7.8e-05 \tabularnewline
3 & 0.559479 & 4.7473 & 5e-06 \tabularnewline
4 & 0.592954 & 5.0314 & 2e-06 \tabularnewline
5 & 0.539119 & 4.5746 & 1e-05 \tabularnewline
6 & 0.625978 & 5.3116 & 1e-06 \tabularnewline
7 & 0.470769 & 3.9946 & 7.7e-05 \tabularnewline
8 & 0.485489 & 4.1195 & 5e-05 \tabularnewline
9 & 0.412902 & 3.5036 & 0.000397 \tabularnewline
10 & 0.276122 & 2.343 & 0.010949 \tabularnewline
11 & 0.387267 & 3.2861 & 0.000786 \tabularnewline
12 & 0.607542 & 5.1552 & 1e-06 \tabularnewline
13 & 0.317492 & 2.694 & 0.004389 \tabularnewline
14 & 0.217011 & 1.8414 & 0.034841 \tabularnewline
15 & 0.237911 & 2.0187 & 0.02362 \tabularnewline
16 & 0.250924 & 2.1292 & 0.018331 \tabularnewline
17 & 0.254558 & 2.16 & 0.017052 \tabularnewline
18 & 0.295611 & 2.5083 & 0.007192 \tabularnewline
19 & 0.164478 & 1.3956 & 0.083555 \tabularnewline
20 & 0.164562 & 1.3964 & 0.083449 \tabularnewline
21 & 0.091947 & 0.7802 & 0.218916 \tabularnewline
22 & -0.037981 & -0.3223 & 0.374088 \tabularnewline
23 & 0.087544 & 0.7428 & 0.229998 \tabularnewline
24 & 0.191918 & 1.6285 & 0.053896 \tabularnewline
25 & -0.021004 & -0.1782 & 0.429525 \tabularnewline
26 & -0.089801 & -0.762 & 0.224279 \tabularnewline
27 & -0.093174 & -0.7906 & 0.215884 \tabularnewline
28 & -0.083488 & -0.7084 & 0.240487 \tabularnewline
29 & -0.070897 & -0.6016 & 0.274671 \tabularnewline
30 & -0.040694 & -0.3453 & 0.365437 \tabularnewline
31 & -0.12173 & -1.0329 & 0.152551 \tabularnewline
32 & -0.106148 & -0.9007 & 0.185378 \tabularnewline
33 & -0.205672 & -1.7452 & 0.04261 \tabularnewline
34 & -0.275584 & -2.3384 & 0.011073 \tabularnewline
35 & -0.166975 & -1.4168 & 0.080423 \tabularnewline
36 & -0.081789 & -0.694 & 0.244958 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30948&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]0.61701[/C][C]5.2355[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.470548[/C][C]3.9927[/C][C]7.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.559479[/C][C]4.7473[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]0.592954[/C][C]5.0314[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.539119[/C][C]4.5746[/C][C]1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.625978[/C][C]5.3116[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.470769[/C][C]3.9946[/C][C]7.7e-05[/C][/ROW]
[ROW][C]8[/C][C]0.485489[/C][C]4.1195[/C][C]5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.412902[/C][C]3.5036[/C][C]0.000397[/C][/ROW]
[ROW][C]10[/C][C]0.276122[/C][C]2.343[/C][C]0.010949[/C][/ROW]
[ROW][C]11[/C][C]0.387267[/C][C]3.2861[/C][C]0.000786[/C][/ROW]
[ROW][C]12[/C][C]0.607542[/C][C]5.1552[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.317492[/C][C]2.694[/C][C]0.004389[/C][/ROW]
[ROW][C]14[/C][C]0.217011[/C][C]1.8414[/C][C]0.034841[/C][/ROW]
[ROW][C]15[/C][C]0.237911[/C][C]2.0187[/C][C]0.02362[/C][/ROW]
[ROW][C]16[/C][C]0.250924[/C][C]2.1292[/C][C]0.018331[/C][/ROW]
[ROW][C]17[/C][C]0.254558[/C][C]2.16[/C][C]0.017052[/C][/ROW]
[ROW][C]18[/C][C]0.295611[/C][C]2.5083[/C][C]0.007192[/C][/ROW]
[ROW][C]19[/C][C]0.164478[/C][C]1.3956[/C][C]0.083555[/C][/ROW]
[ROW][C]20[/C][C]0.164562[/C][C]1.3964[/C][C]0.083449[/C][/ROW]
[ROW][C]21[/C][C]0.091947[/C][C]0.7802[/C][C]0.218916[/C][/ROW]
[ROW][C]22[/C][C]-0.037981[/C][C]-0.3223[/C][C]0.374088[/C][/ROW]
[ROW][C]23[/C][C]0.087544[/C][C]0.7428[/C][C]0.229998[/C][/ROW]
[ROW][C]24[/C][C]0.191918[/C][C]1.6285[/C][C]0.053896[/C][/ROW]
[ROW][C]25[/C][C]-0.021004[/C][C]-0.1782[/C][C]0.429525[/C][/ROW]
[ROW][C]26[/C][C]-0.089801[/C][C]-0.762[/C][C]0.224279[/C][/ROW]
[ROW][C]27[/C][C]-0.093174[/C][C]-0.7906[/C][C]0.215884[/C][/ROW]
[ROW][C]28[/C][C]-0.083488[/C][C]-0.7084[/C][C]0.240487[/C][/ROW]
[ROW][C]29[/C][C]-0.070897[/C][C]-0.6016[/C][C]0.274671[/C][/ROW]
[ROW][C]30[/C][C]-0.040694[/C][C]-0.3453[/C][C]0.365437[/C][/ROW]
[ROW][C]31[/C][C]-0.12173[/C][C]-1.0329[/C][C]0.152551[/C][/ROW]
[ROW][C]32[/C][C]-0.106148[/C][C]-0.9007[/C][C]0.185378[/C][/ROW]
[ROW][C]33[/C][C]-0.205672[/C][C]-1.7452[/C][C]0.04261[/C][/ROW]
[ROW][C]34[/C][C]-0.275584[/C][C]-2.3384[/C][C]0.011073[/C][/ROW]
[ROW][C]35[/C][C]-0.166975[/C][C]-1.4168[/C][C]0.080423[/C][/ROW]
[ROW][C]36[/C][C]-0.081789[/C][C]-0.694[/C][C]0.244958[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30948&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30948&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
10.617015.23551e-06
20.4705483.99277.8e-05
30.5594794.74735e-06
40.5929545.03142e-06
50.5391194.57461e-05
60.6259785.31161e-06
70.4707693.99467.7e-05
80.4854894.11955e-05
90.4129023.50360.000397
100.2761222.3430.010949
110.3872673.28610.000786
120.6075425.15521e-06
130.3174922.6940.004389
140.2170111.84140.034841
150.2379112.01870.02362
160.2509242.12920.018331
170.2545582.160.017052
180.2956112.50830.007192
190.1644781.39560.083555
200.1645621.39640.083449
210.0919470.78020.218916
22-0.037981-0.32230.374088
230.0875440.74280.229998
240.1919181.62850.053896
25-0.021004-0.17820.429525
26-0.089801-0.7620.224279
27-0.093174-0.79060.215884
28-0.083488-0.70840.240487
29-0.070897-0.60160.274671
30-0.040694-0.34530.365437
31-0.12173-1.03290.152551
32-0.106148-0.90070.185378
33-0.205672-1.74520.04261
34-0.275584-2.33840.011073
35-0.166975-1.41680.080423
36-0.081789-0.6940.244958






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.617015.23551e-06
20.1450781.2310.111159
30.3657683.10360.001366
40.2368052.00940.024124
50.1295971.09970.137571
60.3332232.82750.003035
7-0.195712-1.66070.050565
80.1736121.47310.072535
9-0.308032-2.61370.005449
10-0.334456-2.83790.002947
110.1990391.68890.047783
120.3381242.86910.0027
13-0.212703-1.80480.03764
14-0.021401-0.18160.428206
15-0.200054-1.69750.046959
16-0.002523-0.02140.491488
170.0332620.28220.389284
18-0.030304-0.25710.398904
190.0786550.66740.253323
20-0.15476-1.31320.096646
21-0.015756-0.13370.44701
22-0.152515-1.29410.099878
230.040.33940.367645
24-0.084883-0.72030.236849
25-0.061767-0.52410.300906
260.0315260.26750.394922
27-0.044467-0.37730.353524
280.1234441.04750.149195
29-0.127488-1.08180.141481
300.0998940.84760.199728
310.0047410.04020.484012
320.0115950.09840.46095
33-0.075589-0.64140.261653
34-0.056846-0.48240.315509
35-0.121681-1.03250.152648
360.0606210.51440.304278

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.61701 & 5.2355 & 1e-06 \tabularnewline
2 & 0.145078 & 1.231 & 0.111159 \tabularnewline
3 & 0.365768 & 3.1036 & 0.001366 \tabularnewline
4 & 0.236805 & 2.0094 & 0.024124 \tabularnewline
5 & 0.129597 & 1.0997 & 0.137571 \tabularnewline
6 & 0.333223 & 2.8275 & 0.003035 \tabularnewline
7 & -0.195712 & -1.6607 & 0.050565 \tabularnewline
8 & 0.173612 & 1.4731 & 0.072535 \tabularnewline
9 & -0.308032 & -2.6137 & 0.005449 \tabularnewline
10 & -0.334456 & -2.8379 & 0.002947 \tabularnewline
11 & 0.199039 & 1.6889 & 0.047783 \tabularnewline
12 & 0.338124 & 2.8691 & 0.0027 \tabularnewline
13 & -0.212703 & -1.8048 & 0.03764 \tabularnewline
14 & -0.021401 & -0.1816 & 0.428206 \tabularnewline
15 & -0.200054 & -1.6975 & 0.046959 \tabularnewline
16 & -0.002523 & -0.0214 & 0.491488 \tabularnewline
17 & 0.033262 & 0.2822 & 0.389284 \tabularnewline
18 & -0.030304 & -0.2571 & 0.398904 \tabularnewline
19 & 0.078655 & 0.6674 & 0.253323 \tabularnewline
20 & -0.15476 & -1.3132 & 0.096646 \tabularnewline
21 & -0.015756 & -0.1337 & 0.44701 \tabularnewline
22 & -0.152515 & -1.2941 & 0.099878 \tabularnewline
23 & 0.04 & 0.3394 & 0.367645 \tabularnewline
24 & -0.084883 & -0.7203 & 0.236849 \tabularnewline
25 & -0.061767 & -0.5241 & 0.300906 \tabularnewline
26 & 0.031526 & 0.2675 & 0.394922 \tabularnewline
27 & -0.044467 & -0.3773 & 0.353524 \tabularnewline
28 & 0.123444 & 1.0475 & 0.149195 \tabularnewline
29 & -0.127488 & -1.0818 & 0.141481 \tabularnewline
30 & 0.099894 & 0.8476 & 0.199728 \tabularnewline
31 & 0.004741 & 0.0402 & 0.484012 \tabularnewline
32 & 0.011595 & 0.0984 & 0.46095 \tabularnewline
33 & -0.075589 & -0.6414 & 0.261653 \tabularnewline
34 & -0.056846 & -0.4824 & 0.315509 \tabularnewline
35 & -0.121681 & -1.0325 & 0.152648 \tabularnewline
36 & 0.060621 & 0.5144 & 0.304278 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30948&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]0.61701[/C][C]5.2355[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.145078[/C][C]1.231[/C][C]0.111159[/C][/ROW]
[ROW][C]3[/C][C]0.365768[/C][C]3.1036[/C][C]0.001366[/C][/ROW]
[ROW][C]4[/C][C]0.236805[/C][C]2.0094[/C][C]0.024124[/C][/ROW]
[ROW][C]5[/C][C]0.129597[/C][C]1.0997[/C][C]0.137571[/C][/ROW]
[ROW][C]6[/C][C]0.333223[/C][C]2.8275[/C][C]0.003035[/C][/ROW]
[ROW][C]7[/C][C]-0.195712[/C][C]-1.6607[/C][C]0.050565[/C][/ROW]
[ROW][C]8[/C][C]0.173612[/C][C]1.4731[/C][C]0.072535[/C][/ROW]
[ROW][C]9[/C][C]-0.308032[/C][C]-2.6137[/C][C]0.005449[/C][/ROW]
[ROW][C]10[/C][C]-0.334456[/C][C]-2.8379[/C][C]0.002947[/C][/ROW]
[ROW][C]11[/C][C]0.199039[/C][C]1.6889[/C][C]0.047783[/C][/ROW]
[ROW][C]12[/C][C]0.338124[/C][C]2.8691[/C][C]0.0027[/C][/ROW]
[ROW][C]13[/C][C]-0.212703[/C][C]-1.8048[/C][C]0.03764[/C][/ROW]
[ROW][C]14[/C][C]-0.021401[/C][C]-0.1816[/C][C]0.428206[/C][/ROW]
[ROW][C]15[/C][C]-0.200054[/C][C]-1.6975[/C][C]0.046959[/C][/ROW]
[ROW][C]16[/C][C]-0.002523[/C][C]-0.0214[/C][C]0.491488[/C][/ROW]
[ROW][C]17[/C][C]0.033262[/C][C]0.2822[/C][C]0.389284[/C][/ROW]
[ROW][C]18[/C][C]-0.030304[/C][C]-0.2571[/C][C]0.398904[/C][/ROW]
[ROW][C]19[/C][C]0.078655[/C][C]0.6674[/C][C]0.253323[/C][/ROW]
[ROW][C]20[/C][C]-0.15476[/C][C]-1.3132[/C][C]0.096646[/C][/ROW]
[ROW][C]21[/C][C]-0.015756[/C][C]-0.1337[/C][C]0.44701[/C][/ROW]
[ROW][C]22[/C][C]-0.152515[/C][C]-1.2941[/C][C]0.099878[/C][/ROW]
[ROW][C]23[/C][C]0.04[/C][C]0.3394[/C][C]0.367645[/C][/ROW]
[ROW][C]24[/C][C]-0.084883[/C][C]-0.7203[/C][C]0.236849[/C][/ROW]
[ROW][C]25[/C][C]-0.061767[/C][C]-0.5241[/C][C]0.300906[/C][/ROW]
[ROW][C]26[/C][C]0.031526[/C][C]0.2675[/C][C]0.394922[/C][/ROW]
[ROW][C]27[/C][C]-0.044467[/C][C]-0.3773[/C][C]0.353524[/C][/ROW]
[ROW][C]28[/C][C]0.123444[/C][C]1.0475[/C][C]0.149195[/C][/ROW]
[ROW][C]29[/C][C]-0.127488[/C][C]-1.0818[/C][C]0.141481[/C][/ROW]
[ROW][C]30[/C][C]0.099894[/C][C]0.8476[/C][C]0.199728[/C][/ROW]
[ROW][C]31[/C][C]0.004741[/C][C]0.0402[/C][C]0.484012[/C][/ROW]
[ROW][C]32[/C][C]0.011595[/C][C]0.0984[/C][C]0.46095[/C][/ROW]
[ROW][C]33[/C][C]-0.075589[/C][C]-0.6414[/C][C]0.261653[/C][/ROW]
[ROW][C]34[/C][C]-0.056846[/C][C]-0.4824[/C][C]0.315509[/C][/ROW]
[ROW][C]35[/C][C]-0.121681[/C][C]-1.0325[/C][C]0.152648[/C][/ROW]
[ROW][C]36[/C][C]0.060621[/C][C]0.5144[/C][C]0.304278[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30948&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30948&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
10.617015.23551e-06
20.1450781.2310.111159
30.3657683.10360.001366
40.2368052.00940.024124
50.1295971.09970.137571
60.3332232.82750.003035
7-0.195712-1.66070.050565
80.1736121.47310.072535
9-0.308032-2.61370.005449
10-0.334456-2.83790.002947
110.1990391.68890.047783
120.3381242.86910.0027
13-0.212703-1.80480.03764
14-0.021401-0.18160.428206
15-0.200054-1.69750.046959
16-0.002523-0.02140.491488
170.0332620.28220.389284
18-0.030304-0.25710.398904
190.0786550.66740.253323
20-0.15476-1.31320.096646
21-0.015756-0.13370.44701
22-0.152515-1.29410.099878
230.040.33940.367645
24-0.084883-0.72030.236849
25-0.061767-0.52410.300906
260.0315260.26750.394922
27-0.044467-0.37730.353524
280.1234441.04750.149195
29-0.127488-1.08180.141481
300.0998940.84760.199728
310.0047410.04020.484012
320.0115950.09840.46095
33-0.075589-0.64140.261653
34-0.056846-0.48240.315509
35-0.121681-1.03250.152648
360.0606210.51440.304278


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')