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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 computationSun, 14 Dec 2008 11:33:57 -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/14/t1229280025603py6btzlbdpo0.htm/, Retrieved Wed, 15 May 2024 23:07:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33532, Retrieved Wed, 15 May 2024 23:07:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [Mean plot vervaar...] [2007-11-09 12:25:12] [74be16979710d4c4e7c6647856088456]
- R  D  [Mean Plot] [Mean plot Vlaams ...] [2008-12-13 21:24:44] [005293453b571dbccb80b45226e44173]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 16:50:50] [005293453b571dbccb80b45226e44173]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 17:00:55] [005293453b571dbccb80b45226e44173]
- RM          [(Partial) Autocorrelation Function] [partial autocorr ...] [2008-12-14 17:18:01] [005293453b571dbccb80b45226e44173]
-   P             [(Partial) Autocorrelation Function] [part autocorrelat...] [2008-12-14 18:33:57] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-    D              [(Partial) Autocorrelation Function] [part autocorr Waa...] [2008-12-14 18:53:41] [005293453b571dbccb80b45226e44173]
-    D                [(Partial) Autocorrelation Function] [part autocorr Bru...] [2008-12-14 18:56:03] [005293453b571dbccb80b45226e44173]
-    D                  [(Partial) Autocorrelation Function] [part autocorr belgië] [2008-12-14 18:58:18] [005293453b571dbccb80b45226e44173]
-   P                     [(Partial) Autocorrelation Function] [pacf belgie D=1] [2008-12-16 14:10:10] [005293453b571dbccb80b45226e44173]
-   P                   [(Partial) Autocorrelation Function] [pacf Brussels hst...] [2008-12-16 14:07:56] [005293453b571dbccb80b45226e44173]
-   P                 [(Partial) Autocorrelation Function] [pacf Waals Gewest...] [2008-12-16 14:05:47] [005293453b571dbccb80b45226e44173]
-   P               [(Partial) Autocorrelation Function] [pacf vlaams gewes...] [2008-12-16 14:02:56] [005293453b571dbccb80b45226e44173]
-   P               [(Partial) Autocorrelation Function] [pacf vlaams d=1 D=1] [2008-12-16 14:38:27] [005293453b571dbccb80b45226e44173]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
217859
208679
213188
216234
213587
209465
204045
200237
203666
241476
260307
243324
244460
233575
237217
235243
230354
227184
221678
217142
219452
256446
265845
248624
241114
229245
231805
219277
219313
212610
214771
211142
211457
240048
240636
230580
208795
197922
194596
194581
185686
178106
172608
167302
168053
202300
202388
182516
173476
166444
171297
169701
164182
161914
159612
151001
158114
186530
187069
174330

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=33532&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=33532&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33532&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
10.8946366.92980
20.7598195.88550
30.6720175.20541e-06
40.609934.72457e-06
50.5670024.3922.3e-05
60.5250844.06737e-05
70.4825853.73810.000208
80.4301833.33220.00074
90.4124213.19460.001116
100.4233743.27940.000867
110.4632513.58830.000335
120.4626593.58370.00034
130.3346222.5920.005984
140.1991641.54270.064079
150.1064380.82450.20647
160.032110.24870.402213
17-0.021411-0.16580.434418
18-0.070952-0.54960.292321
19-0.119159-0.9230.179851
20-0.165805-1.28430.101984
21-0.180074-1.39480.084102
22-0.177916-1.37810.08664
23-0.151611-1.17440.122443
24-0.153604-1.18980.119403
25-0.227316-1.76080.041686
26-0.301285-2.33370.011489
27-0.339033-2.62610.005472
28-0.359284-2.7830.003595
29-0.365412-2.83050.003157
30-0.371169-2.87510.002791
31-0.383009-2.96680.002158
32-0.390402-3.0240.001834
33-0.378024-2.92820.002406
34-0.345163-2.67360.004826
35-0.291567-2.25850.013782
36-0.259754-2.0120.024356

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894636 & 6.9298 & 0 \tabularnewline
2 & 0.759819 & 5.8855 & 0 \tabularnewline
3 & 0.672017 & 5.2054 & 1e-06 \tabularnewline
4 & 0.60993 & 4.7245 & 7e-06 \tabularnewline
5 & 0.567002 & 4.392 & 2.3e-05 \tabularnewline
6 & 0.525084 & 4.0673 & 7e-05 \tabularnewline
7 & 0.482585 & 3.7381 & 0.000208 \tabularnewline
8 & 0.430183 & 3.3322 & 0.00074 \tabularnewline
9 & 0.412421 & 3.1946 & 0.001116 \tabularnewline
10 & 0.423374 & 3.2794 & 0.000867 \tabularnewline
11 & 0.463251 & 3.5883 & 0.000335 \tabularnewline
12 & 0.462659 & 3.5837 & 0.00034 \tabularnewline
13 & 0.334622 & 2.592 & 0.005984 \tabularnewline
14 & 0.199164 & 1.5427 & 0.064079 \tabularnewline
15 & 0.106438 & 0.8245 & 0.20647 \tabularnewline
16 & 0.03211 & 0.2487 & 0.402213 \tabularnewline
17 & -0.021411 & -0.1658 & 0.434418 \tabularnewline
18 & -0.070952 & -0.5496 & 0.292321 \tabularnewline
19 & -0.119159 & -0.923 & 0.179851 \tabularnewline
20 & -0.165805 & -1.2843 & 0.101984 \tabularnewline
21 & -0.180074 & -1.3948 & 0.084102 \tabularnewline
22 & -0.177916 & -1.3781 & 0.08664 \tabularnewline
23 & -0.151611 & -1.1744 & 0.122443 \tabularnewline
24 & -0.153604 & -1.1898 & 0.119403 \tabularnewline
25 & -0.227316 & -1.7608 & 0.041686 \tabularnewline
26 & -0.301285 & -2.3337 & 0.011489 \tabularnewline
27 & -0.339033 & -2.6261 & 0.005472 \tabularnewline
28 & -0.359284 & -2.783 & 0.003595 \tabularnewline
29 & -0.365412 & -2.8305 & 0.003157 \tabularnewline
30 & -0.371169 & -2.8751 & 0.002791 \tabularnewline
31 & -0.383009 & -2.9668 & 0.002158 \tabularnewline
32 & -0.390402 & -3.024 & 0.001834 \tabularnewline
33 & -0.378024 & -2.9282 & 0.002406 \tabularnewline
34 & -0.345163 & -2.6736 & 0.004826 \tabularnewline
35 & -0.291567 & -2.2585 & 0.013782 \tabularnewline
36 & -0.259754 & -2.012 & 0.024356 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33532&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]0.894636[/C][C]6.9298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.759819[/C][C]5.8855[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.672017[/C][C]5.2054[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.60993[/C][C]4.7245[/C][C]7e-06[/C][/ROW]
[ROW][C]5[/C][C]0.567002[/C][C]4.392[/C][C]2.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.525084[/C][C]4.0673[/C][C]7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.482585[/C][C]3.7381[/C][C]0.000208[/C][/ROW]
[ROW][C]8[/C][C]0.430183[/C][C]3.3322[/C][C]0.00074[/C][/ROW]
[ROW][C]9[/C][C]0.412421[/C][C]3.1946[/C][C]0.001116[/C][/ROW]
[ROW][C]10[/C][C]0.423374[/C][C]3.2794[/C][C]0.000867[/C][/ROW]
[ROW][C]11[/C][C]0.463251[/C][C]3.5883[/C][C]0.000335[/C][/ROW]
[ROW][C]12[/C][C]0.462659[/C][C]3.5837[/C][C]0.00034[/C][/ROW]
[ROW][C]13[/C][C]0.334622[/C][C]2.592[/C][C]0.005984[/C][/ROW]
[ROW][C]14[/C][C]0.199164[/C][C]1.5427[/C][C]0.064079[/C][/ROW]
[ROW][C]15[/C][C]0.106438[/C][C]0.8245[/C][C]0.20647[/C][/ROW]
[ROW][C]16[/C][C]0.03211[/C][C]0.2487[/C][C]0.402213[/C][/ROW]
[ROW][C]17[/C][C]-0.021411[/C][C]-0.1658[/C][C]0.434418[/C][/ROW]
[ROW][C]18[/C][C]-0.070952[/C][C]-0.5496[/C][C]0.292321[/C][/ROW]
[ROW][C]19[/C][C]-0.119159[/C][C]-0.923[/C][C]0.179851[/C][/ROW]
[ROW][C]20[/C][C]-0.165805[/C][C]-1.2843[/C][C]0.101984[/C][/ROW]
[ROW][C]21[/C][C]-0.180074[/C][C]-1.3948[/C][C]0.084102[/C][/ROW]
[ROW][C]22[/C][C]-0.177916[/C][C]-1.3781[/C][C]0.08664[/C][/ROW]
[ROW][C]23[/C][C]-0.151611[/C][C]-1.1744[/C][C]0.122443[/C][/ROW]
[ROW][C]24[/C][C]-0.153604[/C][C]-1.1898[/C][C]0.119403[/C][/ROW]
[ROW][C]25[/C][C]-0.227316[/C][C]-1.7608[/C][C]0.041686[/C][/ROW]
[ROW][C]26[/C][C]-0.301285[/C][C]-2.3337[/C][C]0.011489[/C][/ROW]
[ROW][C]27[/C][C]-0.339033[/C][C]-2.6261[/C][C]0.005472[/C][/ROW]
[ROW][C]28[/C][C]-0.359284[/C][C]-2.783[/C][C]0.003595[/C][/ROW]
[ROW][C]29[/C][C]-0.365412[/C][C]-2.8305[/C][C]0.003157[/C][/ROW]
[ROW][C]30[/C][C]-0.371169[/C][C]-2.8751[/C][C]0.002791[/C][/ROW]
[ROW][C]31[/C][C]-0.383009[/C][C]-2.9668[/C][C]0.002158[/C][/ROW]
[ROW][C]32[/C][C]-0.390402[/C][C]-3.024[/C][C]0.001834[/C][/ROW]
[ROW][C]33[/C][C]-0.378024[/C][C]-2.9282[/C][C]0.002406[/C][/ROW]
[ROW][C]34[/C][C]-0.345163[/C][C]-2.6736[/C][C]0.004826[/C][/ROW]
[ROW][C]35[/C][C]-0.291567[/C][C]-2.2585[/C][C]0.013782[/C][/ROW]
[ROW][C]36[/C][C]-0.259754[/C][C]-2.012[/C][C]0.024356[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33532&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33532&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
10.8946366.92980
20.7598195.88550
30.6720175.20541e-06
40.609934.72457e-06
50.5670024.3922.3e-05
60.5250844.06737e-05
70.4825853.73810.000208
80.4301833.33220.00074
90.4124213.19460.001116
100.4233743.27940.000867
110.4632513.58830.000335
120.4626593.58370.00034
130.3346222.5920.005984
140.1991641.54270.064079
150.1064380.82450.20647
160.032110.24870.402213
17-0.021411-0.16580.434418
18-0.070952-0.54960.292321
19-0.119159-0.9230.179851
20-0.165805-1.28430.101984
21-0.180074-1.39480.084102
22-0.177916-1.37810.08664
23-0.151611-1.17440.122443
24-0.153604-1.18980.119403
25-0.227316-1.76080.041686
26-0.301285-2.33370.011489
27-0.339033-2.62610.005472
28-0.359284-2.7830.003595
29-0.365412-2.83050.003157
30-0.371169-2.87510.002791
31-0.383009-2.96680.002158
32-0.390402-3.0240.001834
33-0.378024-2.92820.002406
34-0.345163-2.67360.004826
35-0.291567-2.25850.013782
36-0.259754-2.0120.024356






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8946366.92980
2-0.203157-1.57360.060414
30.1876271.45340.075668
40.0049820.03860.484673
50.0860590.66660.253789
6-0.023365-0.1810.428494
70.0205380.15910.437069
8-0.071669-0.55510.290431
90.1938991.50190.06918
100.0527830.40890.34205
110.2237971.73350.04407
12-0.218038-1.68890.048214
13-0.536278-4.1545.3e-05
140.0003570.00280.498902
15-0.066527-0.51530.304114
16-0.087911-0.6810.249259
170.0549220.42540.336025
18-0.090245-0.6990.243614
190.0415790.32210.374259
200.0164420.12740.449542
21-0.06206-0.48070.316234
22-0.095923-0.7430.230186
230.080540.62390.267543
24-0.020898-0.16190.435974
250.0772630.59850.275888
26-0.06248-0.4840.315085
270.0491090.38040.352497
280.008220.06370.474723
290.0151580.11740.453462
30-0.071094-0.55070.291945
31-0.025067-0.19420.42335
32-0.048845-0.37830.353253
33-0.003265-0.02530.489952
340.0548660.4250.336181
350.024350.18860.425515
36-0.005115-0.03960.484264

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894636 & 6.9298 & 0 \tabularnewline
2 & -0.203157 & -1.5736 & 0.060414 \tabularnewline
3 & 0.187627 & 1.4534 & 0.075668 \tabularnewline
4 & 0.004982 & 0.0386 & 0.484673 \tabularnewline
5 & 0.086059 & 0.6666 & 0.253789 \tabularnewline
6 & -0.023365 & -0.181 & 0.428494 \tabularnewline
7 & 0.020538 & 0.1591 & 0.437069 \tabularnewline
8 & -0.071669 & -0.5551 & 0.290431 \tabularnewline
9 & 0.193899 & 1.5019 & 0.06918 \tabularnewline
10 & 0.052783 & 0.4089 & 0.34205 \tabularnewline
11 & 0.223797 & 1.7335 & 0.04407 \tabularnewline
12 & -0.218038 & -1.6889 & 0.048214 \tabularnewline
13 & -0.536278 & -4.154 & 5.3e-05 \tabularnewline
14 & 0.000357 & 0.0028 & 0.498902 \tabularnewline
15 & -0.066527 & -0.5153 & 0.304114 \tabularnewline
16 & -0.087911 & -0.681 & 0.249259 \tabularnewline
17 & 0.054922 & 0.4254 & 0.336025 \tabularnewline
18 & -0.090245 & -0.699 & 0.243614 \tabularnewline
19 & 0.041579 & 0.3221 & 0.374259 \tabularnewline
20 & 0.016442 & 0.1274 & 0.449542 \tabularnewline
21 & -0.06206 & -0.4807 & 0.316234 \tabularnewline
22 & -0.095923 & -0.743 & 0.230186 \tabularnewline
23 & 0.08054 & 0.6239 & 0.267543 \tabularnewline
24 & -0.020898 & -0.1619 & 0.435974 \tabularnewline
25 & 0.077263 & 0.5985 & 0.275888 \tabularnewline
26 & -0.06248 & -0.484 & 0.315085 \tabularnewline
27 & 0.049109 & 0.3804 & 0.352497 \tabularnewline
28 & 0.00822 & 0.0637 & 0.474723 \tabularnewline
29 & 0.015158 & 0.1174 & 0.453462 \tabularnewline
30 & -0.071094 & -0.5507 & 0.291945 \tabularnewline
31 & -0.025067 & -0.1942 & 0.42335 \tabularnewline
32 & -0.048845 & -0.3783 & 0.353253 \tabularnewline
33 & -0.003265 & -0.0253 & 0.489952 \tabularnewline
34 & 0.054866 & 0.425 & 0.336181 \tabularnewline
35 & 0.02435 & 0.1886 & 0.425515 \tabularnewline
36 & -0.005115 & -0.0396 & 0.484264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33532&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]0.894636[/C][C]6.9298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.203157[/C][C]-1.5736[/C][C]0.060414[/C][/ROW]
[ROW][C]3[/C][C]0.187627[/C][C]1.4534[/C][C]0.075668[/C][/ROW]
[ROW][C]4[/C][C]0.004982[/C][C]0.0386[/C][C]0.484673[/C][/ROW]
[ROW][C]5[/C][C]0.086059[/C][C]0.6666[/C][C]0.253789[/C][/ROW]
[ROW][C]6[/C][C]-0.023365[/C][C]-0.181[/C][C]0.428494[/C][/ROW]
[ROW][C]7[/C][C]0.020538[/C][C]0.1591[/C][C]0.437069[/C][/ROW]
[ROW][C]8[/C][C]-0.071669[/C][C]-0.5551[/C][C]0.290431[/C][/ROW]
[ROW][C]9[/C][C]0.193899[/C][C]1.5019[/C][C]0.06918[/C][/ROW]
[ROW][C]10[/C][C]0.052783[/C][C]0.4089[/C][C]0.34205[/C][/ROW]
[ROW][C]11[/C][C]0.223797[/C][C]1.7335[/C][C]0.04407[/C][/ROW]
[ROW][C]12[/C][C]-0.218038[/C][C]-1.6889[/C][C]0.048214[/C][/ROW]
[ROW][C]13[/C][C]-0.536278[/C][C]-4.154[/C][C]5.3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.000357[/C][C]0.0028[/C][C]0.498902[/C][/ROW]
[ROW][C]15[/C][C]-0.066527[/C][C]-0.5153[/C][C]0.304114[/C][/ROW]
[ROW][C]16[/C][C]-0.087911[/C][C]-0.681[/C][C]0.249259[/C][/ROW]
[ROW][C]17[/C][C]0.054922[/C][C]0.4254[/C][C]0.336025[/C][/ROW]
[ROW][C]18[/C][C]-0.090245[/C][C]-0.699[/C][C]0.243614[/C][/ROW]
[ROW][C]19[/C][C]0.041579[/C][C]0.3221[/C][C]0.374259[/C][/ROW]
[ROW][C]20[/C][C]0.016442[/C][C]0.1274[/C][C]0.449542[/C][/ROW]
[ROW][C]21[/C][C]-0.06206[/C][C]-0.4807[/C][C]0.316234[/C][/ROW]
[ROW][C]22[/C][C]-0.095923[/C][C]-0.743[/C][C]0.230186[/C][/ROW]
[ROW][C]23[/C][C]0.08054[/C][C]0.6239[/C][C]0.267543[/C][/ROW]
[ROW][C]24[/C][C]-0.020898[/C][C]-0.1619[/C][C]0.435974[/C][/ROW]
[ROW][C]25[/C][C]0.077263[/C][C]0.5985[/C][C]0.275888[/C][/ROW]
[ROW][C]26[/C][C]-0.06248[/C][C]-0.484[/C][C]0.315085[/C][/ROW]
[ROW][C]27[/C][C]0.049109[/C][C]0.3804[/C][C]0.352497[/C][/ROW]
[ROW][C]28[/C][C]0.00822[/C][C]0.0637[/C][C]0.474723[/C][/ROW]
[ROW][C]29[/C][C]0.015158[/C][C]0.1174[/C][C]0.453462[/C][/ROW]
[ROW][C]30[/C][C]-0.071094[/C][C]-0.5507[/C][C]0.291945[/C][/ROW]
[ROW][C]31[/C][C]-0.025067[/C][C]-0.1942[/C][C]0.42335[/C][/ROW]
[ROW][C]32[/C][C]-0.048845[/C][C]-0.3783[/C][C]0.353253[/C][/ROW]
[ROW][C]33[/C][C]-0.003265[/C][C]-0.0253[/C][C]0.489952[/C][/ROW]
[ROW][C]34[/C][C]0.054866[/C][C]0.425[/C][C]0.336181[/C][/ROW]
[ROW][C]35[/C][C]0.02435[/C][C]0.1886[/C][C]0.425515[/C][/ROW]
[ROW][C]36[/C][C]-0.005115[/C][C]-0.0396[/C][C]0.484264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33532&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33532&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
10.8946366.92980
2-0.203157-1.57360.060414
30.1876271.45340.075668
40.0049820.03860.484673
50.0860590.66660.253789
6-0.023365-0.1810.428494
70.0205380.15910.437069
8-0.071669-0.55510.290431
90.1938991.50190.06918
100.0527830.40890.34205
110.2237971.73350.04407
12-0.218038-1.68890.048214
13-0.536278-4.1545.3e-05
140.0003570.00280.498902
15-0.066527-0.51530.304114
16-0.087911-0.6810.249259
170.0549220.42540.336025
18-0.090245-0.6990.243614
190.0415790.32210.374259
200.0164420.12740.449542
21-0.06206-0.48070.316234
22-0.095923-0.7430.230186
230.080540.62390.267543
24-0.020898-0.16190.435974
250.0772630.59850.275888
26-0.06248-0.4840.315085
270.0491090.38040.352497
280.008220.06370.474723
290.0151580.11740.453462
30-0.071094-0.55070.291945
31-0.025067-0.19420.42335
32-0.048845-0.37830.353253
33-0.003265-0.02530.489952
340.0548660.4250.336181
350.024350.18860.425515
36-0.005115-0.03960.484264


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')