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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 11:56:03 -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/t122928100307jj6kjkiyw9ppp.htm/, Retrieved Wed, 15 May 2024 11:20:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33537, Retrieved Wed, 15 May 2024 11:20:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact188

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] [005293453b571dbccb80b45226e44173]
-    D                [(Partial) Autocorrelation Function] [part autocorr Bru...] [2008-12-14 18:56:03] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-    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]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
88827
85874
85211
87130
88620
89563
89056
88542
89504
89428
86040
96240
94423
93028
92285
91685
94260
93858
92437
92980
92099
92803
88551
98334
98329
96455
97109
97687
98512
98673
96028
98014
95580
97838
97760
99913
97588
93942
93656
93365
92881
93120
91063
90930
91946
94624
95484
95862
95530
94574
94677
93845
91533
91214
90922
89563
89945
91850
92505
92437

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33537&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33537&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33537&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7570585.86410
20.6263644.85185e-06
30.5199154.02728e-05
40.4393533.40320.000596
50.3784492.93150.002384
60.2906092.2510.014029
70.2378241.84220.035196
80.1867521.44660.07661
90.0926340.71750.237912
100.0986510.76410.223888
110.0730610.56590.286776
120.1954351.51380.067659
130.0609320.4720.319328
14-0.007247-0.05610.477712
15-0.005874-0.04550.48193
16-0.045305-0.35090.363434
17-0.064219-0.49740.31035
18-0.095339-0.73850.231548
19-0.153159-1.18640.120078
20-0.169067-1.30960.097665
21-0.241455-1.87030.033161
22-0.251381-1.94720.028098
23-0.321241-2.48830.007814
24-0.334071-2.58770.006051
25-0.399667-3.09580.001491
26-0.437907-3.3920.000617
27-0.410653-3.18090.001162
28-0.389686-3.01850.001863
29-0.349174-2.70470.004442
30-0.294775-2.28330.012984
31-0.284273-2.2020.015761
32-0.240573-1.86350.033646
33-0.177978-1.37860.086566
34-0.102623-0.79490.214899
35-0.066697-0.51660.303657
36-0.02689-0.20830.417854

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.757058 & 5.8641 & 0 \tabularnewline
2 & 0.626364 & 4.8518 & 5e-06 \tabularnewline
3 & 0.519915 & 4.0272 & 8e-05 \tabularnewline
4 & 0.439353 & 3.4032 & 0.000596 \tabularnewline
5 & 0.378449 & 2.9315 & 0.002384 \tabularnewline
6 & 0.290609 & 2.251 & 0.014029 \tabularnewline
7 & 0.237824 & 1.8422 & 0.035196 \tabularnewline
8 & 0.186752 & 1.4466 & 0.07661 \tabularnewline
9 & 0.092634 & 0.7175 & 0.237912 \tabularnewline
10 & 0.098651 & 0.7641 & 0.223888 \tabularnewline
11 & 0.073061 & 0.5659 & 0.286776 \tabularnewline
12 & 0.195435 & 1.5138 & 0.067659 \tabularnewline
13 & 0.060932 & 0.472 & 0.319328 \tabularnewline
14 & -0.007247 & -0.0561 & 0.477712 \tabularnewline
15 & -0.005874 & -0.0455 & 0.48193 \tabularnewline
16 & -0.045305 & -0.3509 & 0.363434 \tabularnewline
17 & -0.064219 & -0.4974 & 0.31035 \tabularnewline
18 & -0.095339 & -0.7385 & 0.231548 \tabularnewline
19 & -0.153159 & -1.1864 & 0.120078 \tabularnewline
20 & -0.169067 & -1.3096 & 0.097665 \tabularnewline
21 & -0.241455 & -1.8703 & 0.033161 \tabularnewline
22 & -0.251381 & -1.9472 & 0.028098 \tabularnewline
23 & -0.321241 & -2.4883 & 0.007814 \tabularnewline
24 & -0.334071 & -2.5877 & 0.006051 \tabularnewline
25 & -0.399667 & -3.0958 & 0.001491 \tabularnewline
26 & -0.437907 & -3.392 & 0.000617 \tabularnewline
27 & -0.410653 & -3.1809 & 0.001162 \tabularnewline
28 & -0.389686 & -3.0185 & 0.001863 \tabularnewline
29 & -0.349174 & -2.7047 & 0.004442 \tabularnewline
30 & -0.294775 & -2.2833 & 0.012984 \tabularnewline
31 & -0.284273 & -2.202 & 0.015761 \tabularnewline
32 & -0.240573 & -1.8635 & 0.033646 \tabularnewline
33 & -0.177978 & -1.3786 & 0.086566 \tabularnewline
34 & -0.102623 & -0.7949 & 0.214899 \tabularnewline
35 & -0.066697 & -0.5166 & 0.303657 \tabularnewline
36 & -0.02689 & -0.2083 & 0.417854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33537&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]0.757058[/C][C]5.8641[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.626364[/C][C]4.8518[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.519915[/C][C]4.0272[/C][C]8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.439353[/C][C]3.4032[/C][C]0.000596[/C][/ROW]
[ROW][C]5[/C][C]0.378449[/C][C]2.9315[/C][C]0.002384[/C][/ROW]
[ROW][C]6[/C][C]0.290609[/C][C]2.251[/C][C]0.014029[/C][/ROW]
[ROW][C]7[/C][C]0.237824[/C][C]1.8422[/C][C]0.035196[/C][/ROW]
[ROW][C]8[/C][C]0.186752[/C][C]1.4466[/C][C]0.07661[/C][/ROW]
[ROW][C]9[/C][C]0.092634[/C][C]0.7175[/C][C]0.237912[/C][/ROW]
[ROW][C]10[/C][C]0.098651[/C][C]0.7641[/C][C]0.223888[/C][/ROW]
[ROW][C]11[/C][C]0.073061[/C][C]0.5659[/C][C]0.286776[/C][/ROW]
[ROW][C]12[/C][C]0.195435[/C][C]1.5138[/C][C]0.067659[/C][/ROW]
[ROW][C]13[/C][C]0.060932[/C][C]0.472[/C][C]0.319328[/C][/ROW]
[ROW][C]14[/C][C]-0.007247[/C][C]-0.0561[/C][C]0.477712[/C][/ROW]
[ROW][C]15[/C][C]-0.005874[/C][C]-0.0455[/C][C]0.48193[/C][/ROW]
[ROW][C]16[/C][C]-0.045305[/C][C]-0.3509[/C][C]0.363434[/C][/ROW]
[ROW][C]17[/C][C]-0.064219[/C][C]-0.4974[/C][C]0.31035[/C][/ROW]
[ROW][C]18[/C][C]-0.095339[/C][C]-0.7385[/C][C]0.231548[/C][/ROW]
[ROW][C]19[/C][C]-0.153159[/C][C]-1.1864[/C][C]0.120078[/C][/ROW]
[ROW][C]20[/C][C]-0.169067[/C][C]-1.3096[/C][C]0.097665[/C][/ROW]
[ROW][C]21[/C][C]-0.241455[/C][C]-1.8703[/C][C]0.033161[/C][/ROW]
[ROW][C]22[/C][C]-0.251381[/C][C]-1.9472[/C][C]0.028098[/C][/ROW]
[ROW][C]23[/C][C]-0.321241[/C][C]-2.4883[/C][C]0.007814[/C][/ROW]
[ROW][C]24[/C][C]-0.334071[/C][C]-2.5877[/C][C]0.006051[/C][/ROW]
[ROW][C]25[/C][C]-0.399667[/C][C]-3.0958[/C][C]0.001491[/C][/ROW]
[ROW][C]26[/C][C]-0.437907[/C][C]-3.392[/C][C]0.000617[/C][/ROW]
[ROW][C]27[/C][C]-0.410653[/C][C]-3.1809[/C][C]0.001162[/C][/ROW]
[ROW][C]28[/C][C]-0.389686[/C][C]-3.0185[/C][C]0.001863[/C][/ROW]
[ROW][C]29[/C][C]-0.349174[/C][C]-2.7047[/C][C]0.004442[/C][/ROW]
[ROW][C]30[/C][C]-0.294775[/C][C]-2.2833[/C][C]0.012984[/C][/ROW]
[ROW][C]31[/C][C]-0.284273[/C][C]-2.202[/C][C]0.015761[/C][/ROW]
[ROW][C]32[/C][C]-0.240573[/C][C]-1.8635[/C][C]0.033646[/C][/ROW]
[ROW][C]33[/C][C]-0.177978[/C][C]-1.3786[/C][C]0.086566[/C][/ROW]
[ROW][C]34[/C][C]-0.102623[/C][C]-0.7949[/C][C]0.214899[/C][/ROW]
[ROW][C]35[/C][C]-0.066697[/C][C]-0.5166[/C][C]0.303657[/C][/ROW]
[ROW][C]36[/C][C]-0.02689[/C][C]-0.2083[/C][C]0.417854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33537&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33537&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
10.7570585.86410
20.6263644.85185e-06
30.5199154.02728e-05
40.4393533.40320.000596
50.3784492.93150.002384
60.2906092.2510.014029
70.2378241.84220.035196
80.1867521.44660.07661
90.0926340.71750.237912
100.0986510.76410.223888
110.0730610.56590.286776
120.1954351.51380.067659
130.0609320.4720.319328
14-0.007247-0.05610.477712
15-0.005874-0.04550.48193
16-0.045305-0.35090.363434
17-0.064219-0.49740.31035
18-0.095339-0.73850.231548
19-0.153159-1.18640.120078
20-0.169067-1.30960.097665
21-0.241455-1.87030.033161
22-0.251381-1.94720.028098
23-0.321241-2.48830.007814
24-0.334071-2.58770.006051
25-0.399667-3.09580.001491
26-0.437907-3.3920.000617
27-0.410653-3.18090.001162
28-0.389686-3.01850.001863
29-0.349174-2.70470.004442
30-0.294775-2.28330.012984
31-0.284273-2.2020.015761
32-0.240573-1.86350.033646
33-0.177978-1.37860.086566
34-0.102623-0.79490.214899
35-0.066697-0.51660.303657
36-0.02689-0.20830.417854






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7570585.86410
20.1246920.96590.168995
30.0248680.19260.423949
40.023410.18130.428359
50.0246650.19110.424565
6-0.075312-0.58340.280918
70.0126420.09790.461158
8-0.012951-0.10030.460213
9-0.13543-1.0490.149184
100.1331341.03130.153281
11-0.014481-0.11220.455533
120.3363762.60560.005775
13-0.470879-3.64740.000278
140.0522560.40480.343542
150.0491940.38110.352253
16-0.064915-0.50280.308462
17-0.042226-0.32710.372371
18-0.021043-0.1630.435533
19-0.115208-0.89240.187872
20-0.036847-0.28540.388154
210.0462720.35840.360644
22-0.174811-1.35410.090394
23-0.097337-0.7540.226909
24-0.246725-1.91110.030385
250.1318651.02140.155577
26-0.066396-0.51430.304465
27-0.043384-0.33610.369001
280.0397020.30750.379753
290.0553090.42840.334938
30-0.024609-0.19060.424734
310.0287750.22290.412189
32-0.042132-0.32640.372647
330.1065940.82570.20613
340.0412350.31940.375265
350.0306770.23760.406493
360.108250.83850.202538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.757058 & 5.8641 & 0 \tabularnewline
2 & 0.124692 & 0.9659 & 0.168995 \tabularnewline
3 & 0.024868 & 0.1926 & 0.423949 \tabularnewline
4 & 0.02341 & 0.1813 & 0.428359 \tabularnewline
5 & 0.024665 & 0.1911 & 0.424565 \tabularnewline
6 & -0.075312 & -0.5834 & 0.280918 \tabularnewline
7 & 0.012642 & 0.0979 & 0.461158 \tabularnewline
8 & -0.012951 & -0.1003 & 0.460213 \tabularnewline
9 & -0.13543 & -1.049 & 0.149184 \tabularnewline
10 & 0.133134 & 1.0313 & 0.153281 \tabularnewline
11 & -0.014481 & -0.1122 & 0.455533 \tabularnewline
12 & 0.336376 & 2.6056 & 0.005775 \tabularnewline
13 & -0.470879 & -3.6474 & 0.000278 \tabularnewline
14 & 0.052256 & 0.4048 & 0.343542 \tabularnewline
15 & 0.049194 & 0.3811 & 0.352253 \tabularnewline
16 & -0.064915 & -0.5028 & 0.308462 \tabularnewline
17 & -0.042226 & -0.3271 & 0.372371 \tabularnewline
18 & -0.021043 & -0.163 & 0.435533 \tabularnewline
19 & -0.115208 & -0.8924 & 0.187872 \tabularnewline
20 & -0.036847 & -0.2854 & 0.388154 \tabularnewline
21 & 0.046272 & 0.3584 & 0.360644 \tabularnewline
22 & -0.174811 & -1.3541 & 0.090394 \tabularnewline
23 & -0.097337 & -0.754 & 0.226909 \tabularnewline
24 & -0.246725 & -1.9111 & 0.030385 \tabularnewline
25 & 0.131865 & 1.0214 & 0.155577 \tabularnewline
26 & -0.066396 & -0.5143 & 0.304465 \tabularnewline
27 & -0.043384 & -0.3361 & 0.369001 \tabularnewline
28 & 0.039702 & 0.3075 & 0.379753 \tabularnewline
29 & 0.055309 & 0.4284 & 0.334938 \tabularnewline
30 & -0.024609 & -0.1906 & 0.424734 \tabularnewline
31 & 0.028775 & 0.2229 & 0.412189 \tabularnewline
32 & -0.042132 & -0.3264 & 0.372647 \tabularnewline
33 & 0.106594 & 0.8257 & 0.20613 \tabularnewline
34 & 0.041235 & 0.3194 & 0.375265 \tabularnewline
35 & 0.030677 & 0.2376 & 0.406493 \tabularnewline
36 & 0.10825 & 0.8385 & 0.202538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33537&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]0.757058[/C][C]5.8641[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.124692[/C][C]0.9659[/C][C]0.168995[/C][/ROW]
[ROW][C]3[/C][C]0.024868[/C][C]0.1926[/C][C]0.423949[/C][/ROW]
[ROW][C]4[/C][C]0.02341[/C][C]0.1813[/C][C]0.428359[/C][/ROW]
[ROW][C]5[/C][C]0.024665[/C][C]0.1911[/C][C]0.424565[/C][/ROW]
[ROW][C]6[/C][C]-0.075312[/C][C]-0.5834[/C][C]0.280918[/C][/ROW]
[ROW][C]7[/C][C]0.012642[/C][C]0.0979[/C][C]0.461158[/C][/ROW]
[ROW][C]8[/C][C]-0.012951[/C][C]-0.1003[/C][C]0.460213[/C][/ROW]
[ROW][C]9[/C][C]-0.13543[/C][C]-1.049[/C][C]0.149184[/C][/ROW]
[ROW][C]10[/C][C]0.133134[/C][C]1.0313[/C][C]0.153281[/C][/ROW]
[ROW][C]11[/C][C]-0.014481[/C][C]-0.1122[/C][C]0.455533[/C][/ROW]
[ROW][C]12[/C][C]0.336376[/C][C]2.6056[/C][C]0.005775[/C][/ROW]
[ROW][C]13[/C][C]-0.470879[/C][C]-3.6474[/C][C]0.000278[/C][/ROW]
[ROW][C]14[/C][C]0.052256[/C][C]0.4048[/C][C]0.343542[/C][/ROW]
[ROW][C]15[/C][C]0.049194[/C][C]0.3811[/C][C]0.352253[/C][/ROW]
[ROW][C]16[/C][C]-0.064915[/C][C]-0.5028[/C][C]0.308462[/C][/ROW]
[ROW][C]17[/C][C]-0.042226[/C][C]-0.3271[/C][C]0.372371[/C][/ROW]
[ROW][C]18[/C][C]-0.021043[/C][C]-0.163[/C][C]0.435533[/C][/ROW]
[ROW][C]19[/C][C]-0.115208[/C][C]-0.8924[/C][C]0.187872[/C][/ROW]
[ROW][C]20[/C][C]-0.036847[/C][C]-0.2854[/C][C]0.388154[/C][/ROW]
[ROW][C]21[/C][C]0.046272[/C][C]0.3584[/C][C]0.360644[/C][/ROW]
[ROW][C]22[/C][C]-0.174811[/C][C]-1.3541[/C][C]0.090394[/C][/ROW]
[ROW][C]23[/C][C]-0.097337[/C][C]-0.754[/C][C]0.226909[/C][/ROW]
[ROW][C]24[/C][C]-0.246725[/C][C]-1.9111[/C][C]0.030385[/C][/ROW]
[ROW][C]25[/C][C]0.131865[/C][C]1.0214[/C][C]0.155577[/C][/ROW]
[ROW][C]26[/C][C]-0.066396[/C][C]-0.5143[/C][C]0.304465[/C][/ROW]
[ROW][C]27[/C][C]-0.043384[/C][C]-0.3361[/C][C]0.369001[/C][/ROW]
[ROW][C]28[/C][C]0.039702[/C][C]0.3075[/C][C]0.379753[/C][/ROW]
[ROW][C]29[/C][C]0.055309[/C][C]0.4284[/C][C]0.334938[/C][/ROW]
[ROW][C]30[/C][C]-0.024609[/C][C]-0.1906[/C][C]0.424734[/C][/ROW]
[ROW][C]31[/C][C]0.028775[/C][C]0.2229[/C][C]0.412189[/C][/ROW]
[ROW][C]32[/C][C]-0.042132[/C][C]-0.3264[/C][C]0.372647[/C][/ROW]
[ROW][C]33[/C][C]0.106594[/C][C]0.8257[/C][C]0.20613[/C][/ROW]
[ROW][C]34[/C][C]0.041235[/C][C]0.3194[/C][C]0.375265[/C][/ROW]
[ROW][C]35[/C][C]0.030677[/C][C]0.2376[/C][C]0.406493[/C][/ROW]
[ROW][C]36[/C][C]0.10825[/C][C]0.8385[/C][C]0.202538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33537&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33537&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
10.7570585.86410
20.1246920.96590.168995
30.0248680.19260.423949
40.023410.18130.428359
50.0246650.19110.424565
6-0.075312-0.58340.280918
70.0126420.09790.461158
8-0.012951-0.10030.460213
9-0.13543-1.0490.149184
100.1331341.03130.153281
11-0.014481-0.11220.455533
120.3363762.60560.005775
13-0.470879-3.64740.000278
140.0522560.40480.343542
150.0491940.38110.352253
16-0.064915-0.50280.308462
17-0.042226-0.32710.372371
18-0.021043-0.1630.435533
19-0.115208-0.89240.187872
20-0.036847-0.28540.388154
210.0462720.35840.360644
22-0.174811-1.35410.090394
23-0.097337-0.7540.226909
24-0.246725-1.91110.030385
250.1318651.02140.155577
26-0.066396-0.51430.304465
27-0.043384-0.33610.369001
280.0397020.30750.379753
290.0553090.42840.334938
30-0.024609-0.19060.424734
310.0287750.22290.412189
32-0.042132-0.32640.372647
330.1065940.82570.20613
340.0412350.31940.375265
350.0306770.23760.406493
360.108250.83850.202538


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')