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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 11:53:41 -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/t1229280866iohy6g0kczeun9g.htm/, Retrieved Wed, 15 May 2024 23:04:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33536, Retrieved Wed, 15 May 2024 23:04:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact183

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] [005293453b571dbccb80b45226e44173]
-    D              [(Partial) Autocorrelation Function] [part autocorr Waa...] [2008-12-14 18:53:41] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-    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]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
258778
252791
256389
258961
258647
256304
250498
247883
249552
262626
264416
273049
272441
267564
265952
263937
264765
263386
258985
257334
257477
271486
274488
281274
272674
269704
268227
276444
272247
268516
263406
263619
265905
281681
287413
289423
281242
273878
269022
272630
270287
260447
262248
252806
238663
258438
266719
263279
258064
248828
248284
253376
251846
239494
239709
228793
229521
249999
254016
251178

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33536&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33536&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8328666.45140
20.6208544.80915e-06
30.4659843.60950.000313
40.3621322.80510.003385
50.3346552.59220.00598
60.3224312.49750.007633
70.2071371.60450.056931
80.1093630.84710.200147
90.0971620.75260.227313
100.1499331.16140.125044
110.2454871.90150.031018
120.2915162.25810.013796
130.1458311.12960.13157
14-0.014036-0.10870.456894
15-0.143898-1.11460.134728
16-0.242322-1.8770.03269
17-0.269523-2.08770.020539
18-0.270162-2.09270.020308
19-0.333037-2.57970.006178
20-0.398932-3.09010.001516
21-0.38654-2.99410.001997
22-0.297315-2.3030.012381
23-0.178986-1.38640.085375
24-0.097982-0.7590.225421
25-0.132708-1.02790.15405
26-0.221763-1.71780.045498
27-0.280799-2.17510.016789
28-0.298481-2.3120.012113
29-0.277374-2.14850.017859
30-0.262442-2.03290.023249
31-0.2762-2.13940.018239
32-0.309877-2.40030.009751
33-0.266723-2.0660.021576
34-0.179834-1.3930.084381
35-0.091521-0.70890.240561
36-0.020407-0.15810.437466

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832866 & 6.4514 & 0 \tabularnewline
2 & 0.620854 & 4.8091 & 5e-06 \tabularnewline
3 & 0.465984 & 3.6095 & 0.000313 \tabularnewline
4 & 0.362132 & 2.8051 & 0.003385 \tabularnewline
5 & 0.334655 & 2.5922 & 0.00598 \tabularnewline
6 & 0.322431 & 2.4975 & 0.007633 \tabularnewline
7 & 0.207137 & 1.6045 & 0.056931 \tabularnewline
8 & 0.109363 & 0.8471 & 0.200147 \tabularnewline
9 & 0.097162 & 0.7526 & 0.227313 \tabularnewline
10 & 0.149933 & 1.1614 & 0.125044 \tabularnewline
11 & 0.245487 & 1.9015 & 0.031018 \tabularnewline
12 & 0.291516 & 2.2581 & 0.013796 \tabularnewline
13 & 0.145831 & 1.1296 & 0.13157 \tabularnewline
14 & -0.014036 & -0.1087 & 0.456894 \tabularnewline
15 & -0.143898 & -1.1146 & 0.134728 \tabularnewline
16 & -0.242322 & -1.877 & 0.03269 \tabularnewline
17 & -0.269523 & -2.0877 & 0.020539 \tabularnewline
18 & -0.270162 & -2.0927 & 0.020308 \tabularnewline
19 & -0.333037 & -2.5797 & 0.006178 \tabularnewline
20 & -0.398932 & -3.0901 & 0.001516 \tabularnewline
21 & -0.38654 & -2.9941 & 0.001997 \tabularnewline
22 & -0.297315 & -2.303 & 0.012381 \tabularnewline
23 & -0.178986 & -1.3864 & 0.085375 \tabularnewline
24 & -0.097982 & -0.759 & 0.225421 \tabularnewline
25 & -0.132708 & -1.0279 & 0.15405 \tabularnewline
26 & -0.221763 & -1.7178 & 0.045498 \tabularnewline
27 & -0.280799 & -2.1751 & 0.016789 \tabularnewline
28 & -0.298481 & -2.312 & 0.012113 \tabularnewline
29 & -0.277374 & -2.1485 & 0.017859 \tabularnewline
30 & -0.262442 & -2.0329 & 0.023249 \tabularnewline
31 & -0.2762 & -2.1394 & 0.018239 \tabularnewline
32 & -0.309877 & -2.4003 & 0.009751 \tabularnewline
33 & -0.266723 & -2.066 & 0.021576 \tabularnewline
34 & -0.179834 & -1.393 & 0.084381 \tabularnewline
35 & -0.091521 & -0.7089 & 0.240561 \tabularnewline
36 & -0.020407 & -0.1581 & 0.437466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33536&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]0.832866[/C][C]6.4514[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.620854[/C][C]4.8091[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.465984[/C][C]3.6095[/C][C]0.000313[/C][/ROW]
[ROW][C]4[/C][C]0.362132[/C][C]2.8051[/C][C]0.003385[/C][/ROW]
[ROW][C]5[/C][C]0.334655[/C][C]2.5922[/C][C]0.00598[/C][/ROW]
[ROW][C]6[/C][C]0.322431[/C][C]2.4975[/C][C]0.007633[/C][/ROW]
[ROW][C]7[/C][C]0.207137[/C][C]1.6045[/C][C]0.056931[/C][/ROW]
[ROW][C]8[/C][C]0.109363[/C][C]0.8471[/C][C]0.200147[/C][/ROW]
[ROW][C]9[/C][C]0.097162[/C][C]0.7526[/C][C]0.227313[/C][/ROW]
[ROW][C]10[/C][C]0.149933[/C][C]1.1614[/C][C]0.125044[/C][/ROW]
[ROW][C]11[/C][C]0.245487[/C][C]1.9015[/C][C]0.031018[/C][/ROW]
[ROW][C]12[/C][C]0.291516[/C][C]2.2581[/C][C]0.013796[/C][/ROW]
[ROW][C]13[/C][C]0.145831[/C][C]1.1296[/C][C]0.13157[/C][/ROW]
[ROW][C]14[/C][C]-0.014036[/C][C]-0.1087[/C][C]0.456894[/C][/ROW]
[ROW][C]15[/C][C]-0.143898[/C][C]-1.1146[/C][C]0.134728[/C][/ROW]
[ROW][C]16[/C][C]-0.242322[/C][C]-1.877[/C][C]0.03269[/C][/ROW]
[ROW][C]17[/C][C]-0.269523[/C][C]-2.0877[/C][C]0.020539[/C][/ROW]
[ROW][C]18[/C][C]-0.270162[/C][C]-2.0927[/C][C]0.020308[/C][/ROW]
[ROW][C]19[/C][C]-0.333037[/C][C]-2.5797[/C][C]0.006178[/C][/ROW]
[ROW][C]20[/C][C]-0.398932[/C][C]-3.0901[/C][C]0.001516[/C][/ROW]
[ROW][C]21[/C][C]-0.38654[/C][C]-2.9941[/C][C]0.001997[/C][/ROW]
[ROW][C]22[/C][C]-0.297315[/C][C]-2.303[/C][C]0.012381[/C][/ROW]
[ROW][C]23[/C][C]-0.178986[/C][C]-1.3864[/C][C]0.085375[/C][/ROW]
[ROW][C]24[/C][C]-0.097982[/C][C]-0.759[/C][C]0.225421[/C][/ROW]
[ROW][C]25[/C][C]-0.132708[/C][C]-1.0279[/C][C]0.15405[/C][/ROW]
[ROW][C]26[/C][C]-0.221763[/C][C]-1.7178[/C][C]0.045498[/C][/ROW]
[ROW][C]27[/C][C]-0.280799[/C][C]-2.1751[/C][C]0.016789[/C][/ROW]
[ROW][C]28[/C][C]-0.298481[/C][C]-2.312[/C][C]0.012113[/C][/ROW]
[ROW][C]29[/C][C]-0.277374[/C][C]-2.1485[/C][C]0.017859[/C][/ROW]
[ROW][C]30[/C][C]-0.262442[/C][C]-2.0329[/C][C]0.023249[/C][/ROW]
[ROW][C]31[/C][C]-0.2762[/C][C]-2.1394[/C][C]0.018239[/C][/ROW]
[ROW][C]32[/C][C]-0.309877[/C][C]-2.4003[/C][C]0.009751[/C][/ROW]
[ROW][C]33[/C][C]-0.266723[/C][C]-2.066[/C][C]0.021576[/C][/ROW]
[ROW][C]34[/C][C]-0.179834[/C][C]-1.393[/C][C]0.084381[/C][/ROW]
[ROW][C]35[/C][C]-0.091521[/C][C]-0.7089[/C][C]0.240561[/C][/ROW]
[ROW][C]36[/C][C]-0.020407[/C][C]-0.1581[/C][C]0.437466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33536&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
10.8328666.45140
20.6208544.80915e-06
30.4659843.60950.000313
40.3621322.80510.003385
50.3346552.59220.00598
60.3224312.49750.007633
70.2071371.60450.056931
80.1093630.84710.200147
90.0971620.75260.227313
100.1499331.16140.125044
110.2454871.90150.031018
120.2915162.25810.013796
130.1458311.12960.13157
14-0.014036-0.10870.456894
15-0.143898-1.11460.134728
16-0.242322-1.8770.03269
17-0.269523-2.08770.020539
18-0.270162-2.09270.020308
19-0.333037-2.57970.006178
20-0.398932-3.09010.001516
21-0.38654-2.99410.001997
22-0.297315-2.3030.012381
23-0.178986-1.38640.085375
24-0.097982-0.7590.225421
25-0.132708-1.02790.15405
26-0.221763-1.71780.045498
27-0.280799-2.17510.016789
28-0.298481-2.3120.012113
29-0.277374-2.14850.017859
30-0.262442-2.03290.023249
31-0.2762-2.13940.018239
32-0.309877-2.40030.009751
33-0.266723-2.0660.021576
34-0.179834-1.3930.084381
35-0.091521-0.70890.240561
36-0.020407-0.15810.437466






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8328666.45140
2-0.237688-1.84110.035274
30.0828730.64190.261681
40.0145920.1130.455191
50.1705561.32110.095739
6-0.018654-0.14450.442798
7-0.315741-2.44570.008703
80.13671.05890.146951
90.1747761.35380.090438
100.1435031.11160.13538
110.0763020.5910.27836
12-0.101498-0.78620.217421
13-0.453547-3.51320.000424
140.0398750.30890.379246
15-0.189348-1.46670.073842
16-0.119834-0.92820.178505
17-0.004748-0.03680.485392
180.0733050.56780.286139
190.0428040.33160.370688
20-0.181473-1.40570.082487
210.0712410.55180.291556
220.1176770.91150.182835
23-0.040679-0.31510.376891
24-0.039895-0.3090.379186
25-0.009408-0.07290.471073
26-0.120959-0.93690.176272
270.102890.7970.214302
28-0.05739-0.44450.329125
29-0.074408-0.57640.283264
30-0.081686-0.63270.264655
310.120730.93520.176725
32-0.077663-0.60160.274862
33-0.010114-0.07830.468909
34-0.154314-1.19530.118334
350.0147410.11420.454736
360.0233640.1810.428497

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832866 & 6.4514 & 0 \tabularnewline
2 & -0.237688 & -1.8411 & 0.035274 \tabularnewline
3 & 0.082873 & 0.6419 & 0.261681 \tabularnewline
4 & 0.014592 & 0.113 & 0.455191 \tabularnewline
5 & 0.170556 & 1.3211 & 0.095739 \tabularnewline
6 & -0.018654 & -0.1445 & 0.442798 \tabularnewline
7 & -0.315741 & -2.4457 & 0.008703 \tabularnewline
8 & 0.1367 & 1.0589 & 0.146951 \tabularnewline
9 & 0.174776 & 1.3538 & 0.090438 \tabularnewline
10 & 0.143503 & 1.1116 & 0.13538 \tabularnewline
11 & 0.076302 & 0.591 & 0.27836 \tabularnewline
12 & -0.101498 & -0.7862 & 0.217421 \tabularnewline
13 & -0.453547 & -3.5132 & 0.000424 \tabularnewline
14 & 0.039875 & 0.3089 & 0.379246 \tabularnewline
15 & -0.189348 & -1.4667 & 0.073842 \tabularnewline
16 & -0.119834 & -0.9282 & 0.178505 \tabularnewline
17 & -0.004748 & -0.0368 & 0.485392 \tabularnewline
18 & 0.073305 & 0.5678 & 0.286139 \tabularnewline
19 & 0.042804 & 0.3316 & 0.370688 \tabularnewline
20 & -0.181473 & -1.4057 & 0.082487 \tabularnewline
21 & 0.071241 & 0.5518 & 0.291556 \tabularnewline
22 & 0.117677 & 0.9115 & 0.182835 \tabularnewline
23 & -0.040679 & -0.3151 & 0.376891 \tabularnewline
24 & -0.039895 & -0.309 & 0.379186 \tabularnewline
25 & -0.009408 & -0.0729 & 0.471073 \tabularnewline
26 & -0.120959 & -0.9369 & 0.176272 \tabularnewline
27 & 0.10289 & 0.797 & 0.214302 \tabularnewline
28 & -0.05739 & -0.4445 & 0.329125 \tabularnewline
29 & -0.074408 & -0.5764 & 0.283264 \tabularnewline
30 & -0.081686 & -0.6327 & 0.264655 \tabularnewline
31 & 0.12073 & 0.9352 & 0.176725 \tabularnewline
32 & -0.077663 & -0.6016 & 0.274862 \tabularnewline
33 & -0.010114 & -0.0783 & 0.468909 \tabularnewline
34 & -0.154314 & -1.1953 & 0.118334 \tabularnewline
35 & 0.014741 & 0.1142 & 0.454736 \tabularnewline
36 & 0.023364 & 0.181 & 0.428497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33536&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]0.832866[/C][C]6.4514[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.237688[/C][C]-1.8411[/C][C]0.035274[/C][/ROW]
[ROW][C]3[/C][C]0.082873[/C][C]0.6419[/C][C]0.261681[/C][/ROW]
[ROW][C]4[/C][C]0.014592[/C][C]0.113[/C][C]0.455191[/C][/ROW]
[ROW][C]5[/C][C]0.170556[/C][C]1.3211[/C][C]0.095739[/C][/ROW]
[ROW][C]6[/C][C]-0.018654[/C][C]-0.1445[/C][C]0.442798[/C][/ROW]
[ROW][C]7[/C][C]-0.315741[/C][C]-2.4457[/C][C]0.008703[/C][/ROW]
[ROW][C]8[/C][C]0.1367[/C][C]1.0589[/C][C]0.146951[/C][/ROW]
[ROW][C]9[/C][C]0.174776[/C][C]1.3538[/C][C]0.090438[/C][/ROW]
[ROW][C]10[/C][C]0.143503[/C][C]1.1116[/C][C]0.13538[/C][/ROW]
[ROW][C]11[/C][C]0.076302[/C][C]0.591[/C][C]0.27836[/C][/ROW]
[ROW][C]12[/C][C]-0.101498[/C][C]-0.7862[/C][C]0.217421[/C][/ROW]
[ROW][C]13[/C][C]-0.453547[/C][C]-3.5132[/C][C]0.000424[/C][/ROW]
[ROW][C]14[/C][C]0.039875[/C][C]0.3089[/C][C]0.379246[/C][/ROW]
[ROW][C]15[/C][C]-0.189348[/C][C]-1.4667[/C][C]0.073842[/C][/ROW]
[ROW][C]16[/C][C]-0.119834[/C][C]-0.9282[/C][C]0.178505[/C][/ROW]
[ROW][C]17[/C][C]-0.004748[/C][C]-0.0368[/C][C]0.485392[/C][/ROW]
[ROW][C]18[/C][C]0.073305[/C][C]0.5678[/C][C]0.286139[/C][/ROW]
[ROW][C]19[/C][C]0.042804[/C][C]0.3316[/C][C]0.370688[/C][/ROW]
[ROW][C]20[/C][C]-0.181473[/C][C]-1.4057[/C][C]0.082487[/C][/ROW]
[ROW][C]21[/C][C]0.071241[/C][C]0.5518[/C][C]0.291556[/C][/ROW]
[ROW][C]22[/C][C]0.117677[/C][C]0.9115[/C][C]0.182835[/C][/ROW]
[ROW][C]23[/C][C]-0.040679[/C][C]-0.3151[/C][C]0.376891[/C][/ROW]
[ROW][C]24[/C][C]-0.039895[/C][C]-0.309[/C][C]0.379186[/C][/ROW]
[ROW][C]25[/C][C]-0.009408[/C][C]-0.0729[/C][C]0.471073[/C][/ROW]
[ROW][C]26[/C][C]-0.120959[/C][C]-0.9369[/C][C]0.176272[/C][/ROW]
[ROW][C]27[/C][C]0.10289[/C][C]0.797[/C][C]0.214302[/C][/ROW]
[ROW][C]28[/C][C]-0.05739[/C][C]-0.4445[/C][C]0.329125[/C][/ROW]
[ROW][C]29[/C][C]-0.074408[/C][C]-0.5764[/C][C]0.283264[/C][/ROW]
[ROW][C]30[/C][C]-0.081686[/C][C]-0.6327[/C][C]0.264655[/C][/ROW]
[ROW][C]31[/C][C]0.12073[/C][C]0.9352[/C][C]0.176725[/C][/ROW]
[ROW][C]32[/C][C]-0.077663[/C][C]-0.6016[/C][C]0.274862[/C][/ROW]
[ROW][C]33[/C][C]-0.010114[/C][C]-0.0783[/C][C]0.468909[/C][/ROW]
[ROW][C]34[/C][C]-0.154314[/C][C]-1.1953[/C][C]0.118334[/C][/ROW]
[ROW][C]35[/C][C]0.014741[/C][C]0.1142[/C][C]0.454736[/C][/ROW]
[ROW][C]36[/C][C]0.023364[/C][C]0.181[/C][C]0.428497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33536&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33536&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
10.8328666.45140
2-0.237688-1.84110.035274
30.0828730.64190.261681
40.0145920.1130.455191
50.1705561.32110.095739
6-0.018654-0.14450.442798
7-0.315741-2.44570.008703
80.13671.05890.146951
90.1747761.35380.090438
100.1435031.11160.13538
110.0763020.5910.27836
12-0.101498-0.78620.217421
13-0.453547-3.51320.000424
140.0398750.30890.379246
15-0.189348-1.46670.073842
16-0.119834-0.92820.178505
17-0.004748-0.03680.485392
180.0733050.56780.286139
190.0428040.33160.370688
20-0.181473-1.40570.082487
210.0712410.55180.291556
220.1176770.91150.182835
23-0.040679-0.31510.376891
24-0.039895-0.3090.379186
25-0.009408-0.07290.471073
26-0.120959-0.93690.176272
270.102890.7970.214302
28-0.05739-0.44450.329125
29-0.074408-0.57640.283264
30-0.081686-0.63270.264655
310.120730.93520.176725
32-0.077663-0.60160.274862
33-0.010114-0.07830.468909
34-0.154314-1.19530.118334
350.0147410.11420.454736
360.0233640.1810.428497


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')