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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 computationFri, 12 Dec 2008 06:31:29 -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/12/t1229089141f28lxhs9t4dwayx.htm/, Retrieved Fri, 17 May 2024 13:39:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32714, Retrieved Fri, 17 May 2024 13:39:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact203

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  [Standard Deviation-Mean Plot] [Q5 Standard DMP] [2008-11-29 16:26:32] [aa5573c1db401b164e448aef050955a1]
-   PD    [Standard Deviation-Mean Plot] [Q8 SDMN bouwprod] [2008-11-30 00:14:02] [aa5573c1db401b164e448aef050955a1]
-           [Standard Deviation-Mean Plot] [Q8 SDMN bouwprod] [2008-11-30 00:31:28] [aa5573c1db401b164e448aef050955a1]
-   P         [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-12 12:06:26] [aa5573c1db401b164e448aef050955a1]
- RM            [Variance Reduction Matrix] [VRM Bouwproductie] [2008-12-12 13:22:47] [aa5573c1db401b164e448aef050955a1]
- RMP               [(Partial) Autocorrelation Function] [ACF bouwproductie...] [2008-12-12 13:31:29] [8a1195ff8db4df756ce44b463a631c76] [Current]
-   P                 [(Partial) Autocorrelation Function] [ACF bouwproductie...] [2008-12-12 13:45:52] [aa5573c1db401b164e448aef050955a1]
-   P                   [(Partial) Autocorrelation Function] [ACF bouwproductie...] [2008-12-12 13:59:06] [aa5573c1db401b164e448aef050955a1]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
82.7
88.9
105.9
100.8
94
105
58.5
87.6
113.1
112.5
89.6
74.5
82.7
90.1
109.4
96
89.2
109.1
49.1
92.9
107.7
103.5
91.1
79.8
71.9
82.9
90.1
100.7
90.7
108.8
44.1
93.6
107.4
96.5
93.6
76.5
76.7
84
103.3
88.5
99
105.9
44.7
94
107.1
104.8
102.5
77.7
85.2
91.3
106.5
92.4
97.5
107
51.1
98.6
102.2
114.3
99.4
72.5
92.3
99.4
85.9
109.4
97.6

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'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32714&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32714&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32714&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.078208-0.63050.265279
2-0.265699-2.14210.017967
3-0.241547-1.94740.027904
4-0.217806-1.7560.041899
50.255682.06140.021636
60.3140592.5320.006883
70.1912911.54220.063935
8-0.145807-1.17550.122034
9-0.254872-2.05480.021959
10-0.253423-2.04320.022547
11-0.014728-0.11870.452924
120.7323185.90410
13-0.077601-0.62560.266871
14-0.169065-1.3630.088785
15-0.209094-1.68580.048318
16-0.228395-1.84140.035065
170.2089311.68450.048445
180.2266451.82730.036125
190.1332341.07420.143359
20-0.087307-0.70390.242006
21-0.23319-1.880.032293
22-0.249253-2.00950.024318
230.0037470.03020.487996
240.5109444.11945.5e-05
25-0.070906-0.57170.284762
26-0.089851-0.72440.235708
27-0.212191-1.71070.045949
28-0.168283-1.35670.089778
290.1660131.33840.092708
300.138611.11750.133944
310.0807860.65130.258568
32-0.044756-0.36080.359698
33-0.182686-1.47290.072807
34-0.175485-1.41480.08095
350.0151650.12230.451532
360.3505532.82620.003125

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.078208 & -0.6305 & 0.265279 \tabularnewline
2 & -0.265699 & -2.1421 & 0.017967 \tabularnewline
3 & -0.241547 & -1.9474 & 0.027904 \tabularnewline
4 & -0.217806 & -1.756 & 0.041899 \tabularnewline
5 & 0.25568 & 2.0614 & 0.021636 \tabularnewline
6 & 0.314059 & 2.532 & 0.006883 \tabularnewline
7 & 0.191291 & 1.5422 & 0.063935 \tabularnewline
8 & -0.145807 & -1.1755 & 0.122034 \tabularnewline
9 & -0.254872 & -2.0548 & 0.021959 \tabularnewline
10 & -0.253423 & -2.0432 & 0.022547 \tabularnewline
11 & -0.014728 & -0.1187 & 0.452924 \tabularnewline
12 & 0.732318 & 5.9041 & 0 \tabularnewline
13 & -0.077601 & -0.6256 & 0.266871 \tabularnewline
14 & -0.169065 & -1.363 & 0.088785 \tabularnewline
15 & -0.209094 & -1.6858 & 0.048318 \tabularnewline
16 & -0.228395 & -1.8414 & 0.035065 \tabularnewline
17 & 0.208931 & 1.6845 & 0.048445 \tabularnewline
18 & 0.226645 & 1.8273 & 0.036125 \tabularnewline
19 & 0.133234 & 1.0742 & 0.143359 \tabularnewline
20 & -0.087307 & -0.7039 & 0.242006 \tabularnewline
21 & -0.23319 & -1.88 & 0.032293 \tabularnewline
22 & -0.249253 & -2.0095 & 0.024318 \tabularnewline
23 & 0.003747 & 0.0302 & 0.487996 \tabularnewline
24 & 0.510944 & 4.1194 & 5.5e-05 \tabularnewline
25 & -0.070906 & -0.5717 & 0.284762 \tabularnewline
26 & -0.089851 & -0.7244 & 0.235708 \tabularnewline
27 & -0.212191 & -1.7107 & 0.045949 \tabularnewline
28 & -0.168283 & -1.3567 & 0.089778 \tabularnewline
29 & 0.166013 & 1.3384 & 0.092708 \tabularnewline
30 & 0.13861 & 1.1175 & 0.133944 \tabularnewline
31 & 0.080786 & 0.6513 & 0.258568 \tabularnewline
32 & -0.044756 & -0.3608 & 0.359698 \tabularnewline
33 & -0.182686 & -1.4729 & 0.072807 \tabularnewline
34 & -0.175485 & -1.4148 & 0.08095 \tabularnewline
35 & 0.015165 & 0.1223 & 0.451532 \tabularnewline
36 & 0.350553 & 2.8262 & 0.003125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32714&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]-0.078208[/C][C]-0.6305[/C][C]0.265279[/C][/ROW]
[ROW][C]2[/C][C]-0.265699[/C][C]-2.1421[/C][C]0.017967[/C][/ROW]
[ROW][C]3[/C][C]-0.241547[/C][C]-1.9474[/C][C]0.027904[/C][/ROW]
[ROW][C]4[/C][C]-0.217806[/C][C]-1.756[/C][C]0.041899[/C][/ROW]
[ROW][C]5[/C][C]0.25568[/C][C]2.0614[/C][C]0.021636[/C][/ROW]
[ROW][C]6[/C][C]0.314059[/C][C]2.532[/C][C]0.006883[/C][/ROW]
[ROW][C]7[/C][C]0.191291[/C][C]1.5422[/C][C]0.063935[/C][/ROW]
[ROW][C]8[/C][C]-0.145807[/C][C]-1.1755[/C][C]0.122034[/C][/ROW]
[ROW][C]9[/C][C]-0.254872[/C][C]-2.0548[/C][C]0.021959[/C][/ROW]
[ROW][C]10[/C][C]-0.253423[/C][C]-2.0432[/C][C]0.022547[/C][/ROW]
[ROW][C]11[/C][C]-0.014728[/C][C]-0.1187[/C][C]0.452924[/C][/ROW]
[ROW][C]12[/C][C]0.732318[/C][C]5.9041[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.077601[/C][C]-0.6256[/C][C]0.266871[/C][/ROW]
[ROW][C]14[/C][C]-0.169065[/C][C]-1.363[/C][C]0.088785[/C][/ROW]
[ROW][C]15[/C][C]-0.209094[/C][C]-1.6858[/C][C]0.048318[/C][/ROW]
[ROW][C]16[/C][C]-0.228395[/C][C]-1.8414[/C][C]0.035065[/C][/ROW]
[ROW][C]17[/C][C]0.208931[/C][C]1.6845[/C][C]0.048445[/C][/ROW]
[ROW][C]18[/C][C]0.226645[/C][C]1.8273[/C][C]0.036125[/C][/ROW]
[ROW][C]19[/C][C]0.133234[/C][C]1.0742[/C][C]0.143359[/C][/ROW]
[ROW][C]20[/C][C]-0.087307[/C][C]-0.7039[/C][C]0.242006[/C][/ROW]
[ROW][C]21[/C][C]-0.23319[/C][C]-1.88[/C][C]0.032293[/C][/ROW]
[ROW][C]22[/C][C]-0.249253[/C][C]-2.0095[/C][C]0.024318[/C][/ROW]
[ROW][C]23[/C][C]0.003747[/C][C]0.0302[/C][C]0.487996[/C][/ROW]
[ROW][C]24[/C][C]0.510944[/C][C]4.1194[/C][C]5.5e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.070906[/C][C]-0.5717[/C][C]0.284762[/C][/ROW]
[ROW][C]26[/C][C]-0.089851[/C][C]-0.7244[/C][C]0.235708[/C][/ROW]
[ROW][C]27[/C][C]-0.212191[/C][C]-1.7107[/C][C]0.045949[/C][/ROW]
[ROW][C]28[/C][C]-0.168283[/C][C]-1.3567[/C][C]0.089778[/C][/ROW]
[ROW][C]29[/C][C]0.166013[/C][C]1.3384[/C][C]0.092708[/C][/ROW]
[ROW][C]30[/C][C]0.13861[/C][C]1.1175[/C][C]0.133944[/C][/ROW]
[ROW][C]31[/C][C]0.080786[/C][C]0.6513[/C][C]0.258568[/C][/ROW]
[ROW][C]32[/C][C]-0.044756[/C][C]-0.3608[/C][C]0.359698[/C][/ROW]
[ROW][C]33[/C][C]-0.182686[/C][C]-1.4729[/C][C]0.072807[/C][/ROW]
[ROW][C]34[/C][C]-0.175485[/C][C]-1.4148[/C][C]0.08095[/C][/ROW]
[ROW][C]35[/C][C]0.015165[/C][C]0.1223[/C][C]0.451532[/C][/ROW]
[ROW][C]36[/C][C]0.350553[/C][C]2.8262[/C][C]0.003125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32714&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32714&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
1-0.078208-0.63050.265279
2-0.265699-2.14210.017967
3-0.241547-1.94740.027904
4-0.217806-1.7560.041899
50.255682.06140.021636
60.3140592.5320.006883
70.1912911.54220.063935
8-0.145807-1.17550.122034
9-0.254872-2.05480.021959
10-0.253423-2.04320.022547
11-0.014728-0.11870.452924
120.7323185.90410
13-0.077601-0.62560.266871
14-0.169065-1.3630.088785
15-0.209094-1.68580.048318
16-0.228395-1.84140.035065
170.2089311.68450.048445
180.2266451.82730.036125
190.1332341.07420.143359
20-0.087307-0.70390.242006
21-0.23319-1.880.032293
22-0.249253-2.00950.024318
230.0037470.03020.487996
240.5109444.11945.5e-05
25-0.070906-0.57170.284762
26-0.089851-0.72440.235708
27-0.212191-1.71070.045949
28-0.168283-1.35670.089778
290.1660131.33840.092708
300.138611.11750.133944
310.0807860.65130.258568
32-0.044756-0.36080.359698
33-0.182686-1.47290.072807
34-0.175485-1.41480.08095
350.0151650.12230.451532
360.3505532.82620.003125






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.078208-0.63050.265279
2-0.273489-2.20490.015501
3-0.314719-2.53730.006789
4-0.44451-3.58380.000324
5-0.093122-0.75080.227748
60.0980480.79050.216059
70.3321922.67820.004681
80.2801382.25850.013637
90.2996742.4160.009254
10-0.043333-0.34940.363973
11-0.402641-3.24620.000925
120.4039523.25680.000896
13-0.188534-1.520.06668
14-0.038551-0.31080.378471
15-0.04399-0.35470.361997
160.046060.37130.355792
17-0.056184-0.4530.326038
18-0.055457-0.44710.328141
19-0.066939-0.53970.295631
20-0.055783-0.44970.327198
21-0.036469-0.2940.384839
22-0.120924-0.97490.166607
23-0.101949-0.82190.207059
24-0.139673-1.12610.132137
25-0.137834-1.11120.135277
26-0.107097-0.86340.195535
27-0.157892-1.2730.103782
280.0684320.55170.291518
290.0746890.60220.27458
300.1314861.06010.146518
310.0504580.40680.342745
320.079580.64160.261696
330.0012620.01020.495958
340.0135490.10920.456675
35-0.083125-0.67020.252561
36-0.081508-0.65710.256706

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.078208 & -0.6305 & 0.265279 \tabularnewline
2 & -0.273489 & -2.2049 & 0.015501 \tabularnewline
3 & -0.314719 & -2.5373 & 0.006789 \tabularnewline
4 & -0.44451 & -3.5838 & 0.000324 \tabularnewline
5 & -0.093122 & -0.7508 & 0.227748 \tabularnewline
6 & 0.098048 & 0.7905 & 0.216059 \tabularnewline
7 & 0.332192 & 2.6782 & 0.004681 \tabularnewline
8 & 0.280138 & 2.2585 & 0.013637 \tabularnewline
9 & 0.299674 & 2.416 & 0.009254 \tabularnewline
10 & -0.043333 & -0.3494 & 0.363973 \tabularnewline
11 & -0.402641 & -3.2462 & 0.000925 \tabularnewline
12 & 0.403952 & 3.2568 & 0.000896 \tabularnewline
13 & -0.188534 & -1.52 & 0.06668 \tabularnewline
14 & -0.038551 & -0.3108 & 0.378471 \tabularnewline
15 & -0.04399 & -0.3547 & 0.361997 \tabularnewline
16 & 0.04606 & 0.3713 & 0.355792 \tabularnewline
17 & -0.056184 & -0.453 & 0.326038 \tabularnewline
18 & -0.055457 & -0.4471 & 0.328141 \tabularnewline
19 & -0.066939 & -0.5397 & 0.295631 \tabularnewline
20 & -0.055783 & -0.4497 & 0.327198 \tabularnewline
21 & -0.036469 & -0.294 & 0.384839 \tabularnewline
22 & -0.120924 & -0.9749 & 0.166607 \tabularnewline
23 & -0.101949 & -0.8219 & 0.207059 \tabularnewline
24 & -0.139673 & -1.1261 & 0.132137 \tabularnewline
25 & -0.137834 & -1.1112 & 0.135277 \tabularnewline
26 & -0.107097 & -0.8634 & 0.195535 \tabularnewline
27 & -0.157892 & -1.273 & 0.103782 \tabularnewline
28 & 0.068432 & 0.5517 & 0.291518 \tabularnewline
29 & 0.074689 & 0.6022 & 0.27458 \tabularnewline
30 & 0.131486 & 1.0601 & 0.146518 \tabularnewline
31 & 0.050458 & 0.4068 & 0.342745 \tabularnewline
32 & 0.07958 & 0.6416 & 0.261696 \tabularnewline
33 & 0.001262 & 0.0102 & 0.495958 \tabularnewline
34 & 0.013549 & 0.1092 & 0.456675 \tabularnewline
35 & -0.083125 & -0.6702 & 0.252561 \tabularnewline
36 & -0.081508 & -0.6571 & 0.256706 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32714&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]-0.078208[/C][C]-0.6305[/C][C]0.265279[/C][/ROW]
[ROW][C]2[/C][C]-0.273489[/C][C]-2.2049[/C][C]0.015501[/C][/ROW]
[ROW][C]3[/C][C]-0.314719[/C][C]-2.5373[/C][C]0.006789[/C][/ROW]
[ROW][C]4[/C][C]-0.44451[/C][C]-3.5838[/C][C]0.000324[/C][/ROW]
[ROW][C]5[/C][C]-0.093122[/C][C]-0.7508[/C][C]0.227748[/C][/ROW]
[ROW][C]6[/C][C]0.098048[/C][C]0.7905[/C][C]0.216059[/C][/ROW]
[ROW][C]7[/C][C]0.332192[/C][C]2.6782[/C][C]0.004681[/C][/ROW]
[ROW][C]8[/C][C]0.280138[/C][C]2.2585[/C][C]0.013637[/C][/ROW]
[ROW][C]9[/C][C]0.299674[/C][C]2.416[/C][C]0.009254[/C][/ROW]
[ROW][C]10[/C][C]-0.043333[/C][C]-0.3494[/C][C]0.363973[/C][/ROW]
[ROW][C]11[/C][C]-0.402641[/C][C]-3.2462[/C][C]0.000925[/C][/ROW]
[ROW][C]12[/C][C]0.403952[/C][C]3.2568[/C][C]0.000896[/C][/ROW]
[ROW][C]13[/C][C]-0.188534[/C][C]-1.52[/C][C]0.06668[/C][/ROW]
[ROW][C]14[/C][C]-0.038551[/C][C]-0.3108[/C][C]0.378471[/C][/ROW]
[ROW][C]15[/C][C]-0.04399[/C][C]-0.3547[/C][C]0.361997[/C][/ROW]
[ROW][C]16[/C][C]0.04606[/C][C]0.3713[/C][C]0.355792[/C][/ROW]
[ROW][C]17[/C][C]-0.056184[/C][C]-0.453[/C][C]0.326038[/C][/ROW]
[ROW][C]18[/C][C]-0.055457[/C][C]-0.4471[/C][C]0.328141[/C][/ROW]
[ROW][C]19[/C][C]-0.066939[/C][C]-0.5397[/C][C]0.295631[/C][/ROW]
[ROW][C]20[/C][C]-0.055783[/C][C]-0.4497[/C][C]0.327198[/C][/ROW]
[ROW][C]21[/C][C]-0.036469[/C][C]-0.294[/C][C]0.384839[/C][/ROW]
[ROW][C]22[/C][C]-0.120924[/C][C]-0.9749[/C][C]0.166607[/C][/ROW]
[ROW][C]23[/C][C]-0.101949[/C][C]-0.8219[/C][C]0.207059[/C][/ROW]
[ROW][C]24[/C][C]-0.139673[/C][C]-1.1261[/C][C]0.132137[/C][/ROW]
[ROW][C]25[/C][C]-0.137834[/C][C]-1.1112[/C][C]0.135277[/C][/ROW]
[ROW][C]26[/C][C]-0.107097[/C][C]-0.8634[/C][C]0.195535[/C][/ROW]
[ROW][C]27[/C][C]-0.157892[/C][C]-1.273[/C][C]0.103782[/C][/ROW]
[ROW][C]28[/C][C]0.068432[/C][C]0.5517[/C][C]0.291518[/C][/ROW]
[ROW][C]29[/C][C]0.074689[/C][C]0.6022[/C][C]0.27458[/C][/ROW]
[ROW][C]30[/C][C]0.131486[/C][C]1.0601[/C][C]0.146518[/C][/ROW]
[ROW][C]31[/C][C]0.050458[/C][C]0.4068[/C][C]0.342745[/C][/ROW]
[ROW][C]32[/C][C]0.07958[/C][C]0.6416[/C][C]0.261696[/C][/ROW]
[ROW][C]33[/C][C]0.001262[/C][C]0.0102[/C][C]0.495958[/C][/ROW]
[ROW][C]34[/C][C]0.013549[/C][C]0.1092[/C][C]0.456675[/C][/ROW]
[ROW][C]35[/C][C]-0.083125[/C][C]-0.6702[/C][C]0.252561[/C][/ROW]
[ROW][C]36[/C][C]-0.081508[/C][C]-0.6571[/C][C]0.256706[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32714&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32714&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
1-0.078208-0.63050.265279
2-0.273489-2.20490.015501
3-0.314719-2.53730.006789
4-0.44451-3.58380.000324
5-0.093122-0.75080.227748
60.0980480.79050.216059
70.3321922.67820.004681
80.2801382.25850.013637
90.2996742.4160.009254
10-0.043333-0.34940.363973
11-0.402641-3.24620.000925
120.4039523.25680.000896
13-0.188534-1.520.06668
14-0.038551-0.31080.378471
15-0.04399-0.35470.361997
160.046060.37130.355792
17-0.056184-0.4530.326038
18-0.055457-0.44710.328141
19-0.066939-0.53970.295631
20-0.055783-0.44970.327198
21-0.036469-0.2940.384839
22-0.120924-0.97490.166607
23-0.101949-0.82190.207059
24-0.139673-1.12610.132137
25-0.137834-1.11120.135277
26-0.107097-0.86340.195535
27-0.157892-1.2730.103782
280.0684320.55170.291518
290.0746890.60220.27458
300.1314861.06010.146518
310.0504580.40680.342745
320.079580.64160.261696
330.0012620.01020.495958
340.0135490.10920.456675
35-0.083125-0.67020.252561
36-0.081508-0.65710.256706


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 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')