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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 11:58:18 -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/14/t1229281139u6i88w6pvzfptpi.htm/, Retrieved Wed, 15 May 2024 03:49:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33538, Retrieved Wed, 15 May 2024 03:49:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184

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] [005293453b571dbccb80b45226e44173]
-    D                  [(Partial) Autocorrelation Function] [part autocorr belgië] [2008-12-14 18:58:18] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-   P                     [(Partial) Autocorrelation Function] [pacf belgie D=1] [2008-12-16 14:10:10] [005293453b571dbccb80b45226e44173]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945

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=33538&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=33538&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33538&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
10.8840276.84760
20.7256215.62060
30.6071834.70328e-06
40.5203344.03058e-05
50.4789283.70980.000228
60.4412933.41820.000569
70.3714362.87710.002775
80.2972642.30260.012393
90.284462.20340.015708
100.3213112.48890.007804
110.3855112.98620.002043
120.4038893.12850.001356
130.2741172.12330.018931
140.1298581.00590.159257
150.0187380.14510.442543
16-0.067446-0.52240.301646
17-0.109251-0.84630.200387
18-0.150122-1.16280.124749
19-0.212564-1.64650.052444
20-0.273636-2.11960.019094
21-0.273112-2.11550.019273
22-0.235411-1.82350.036606
23-0.179432-1.38990.084851
24-0.152348-1.18010.121313
25-0.211896-1.64130.052979
26-0.288029-2.23110.014713
27-0.333052-2.57980.006176
28-0.354841-2.74860.003947
29-0.351211-2.72050.004258
30-0.351072-2.71940.004271
31-0.364836-2.8260.003196
32-0.376632-2.91740.00248
33-0.343332-2.65940.005011
34-0.28513-2.20860.015516
35-0.215352-1.66810.050253
36-0.163262-1.26460.105449

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884027 & 6.8476 & 0 \tabularnewline
2 & 0.725621 & 5.6206 & 0 \tabularnewline
3 & 0.607183 & 4.7032 & 8e-06 \tabularnewline
4 & 0.520334 & 4.0305 & 8e-05 \tabularnewline
5 & 0.478928 & 3.7098 & 0.000228 \tabularnewline
6 & 0.441293 & 3.4182 & 0.000569 \tabularnewline
7 & 0.371436 & 2.8771 & 0.002775 \tabularnewline
8 & 0.297264 & 2.3026 & 0.012393 \tabularnewline
9 & 0.28446 & 2.2034 & 0.015708 \tabularnewline
10 & 0.321311 & 2.4889 & 0.007804 \tabularnewline
11 & 0.385511 & 2.9862 & 0.002043 \tabularnewline
12 & 0.403889 & 3.1285 & 0.001356 \tabularnewline
13 & 0.274117 & 2.1233 & 0.018931 \tabularnewline
14 & 0.129858 & 1.0059 & 0.159257 \tabularnewline
15 & 0.018738 & 0.1451 & 0.442543 \tabularnewline
16 & -0.067446 & -0.5224 & 0.301646 \tabularnewline
17 & -0.109251 & -0.8463 & 0.200387 \tabularnewline
18 & -0.150122 & -1.1628 & 0.124749 \tabularnewline
19 & -0.212564 & -1.6465 & 0.052444 \tabularnewline
20 & -0.273636 & -2.1196 & 0.019094 \tabularnewline
21 & -0.273112 & -2.1155 & 0.019273 \tabularnewline
22 & -0.235411 & -1.8235 & 0.036606 \tabularnewline
23 & -0.179432 & -1.3899 & 0.084851 \tabularnewline
24 & -0.152348 & -1.1801 & 0.121313 \tabularnewline
25 & -0.211896 & -1.6413 & 0.052979 \tabularnewline
26 & -0.288029 & -2.2311 & 0.014713 \tabularnewline
27 & -0.333052 & -2.5798 & 0.006176 \tabularnewline
28 & -0.354841 & -2.7486 & 0.003947 \tabularnewline
29 & -0.351211 & -2.7205 & 0.004258 \tabularnewline
30 & -0.351072 & -2.7194 & 0.004271 \tabularnewline
31 & -0.364836 & -2.826 & 0.003196 \tabularnewline
32 & -0.376632 & -2.9174 & 0.00248 \tabularnewline
33 & -0.343332 & -2.6594 & 0.005011 \tabularnewline
34 & -0.28513 & -2.2086 & 0.015516 \tabularnewline
35 & -0.215352 & -1.6681 & 0.050253 \tabularnewline
36 & -0.163262 & -1.2646 & 0.105449 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33538&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]0.884027[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.725621[/C][C]5.6206[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.607183[/C][C]4.7032[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.520334[/C][C]4.0305[/C][C]8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.478928[/C][C]3.7098[/C][C]0.000228[/C][/ROW]
[ROW][C]6[/C][C]0.441293[/C][C]3.4182[/C][C]0.000569[/C][/ROW]
[ROW][C]7[/C][C]0.371436[/C][C]2.8771[/C][C]0.002775[/C][/ROW]
[ROW][C]8[/C][C]0.297264[/C][C]2.3026[/C][C]0.012393[/C][/ROW]
[ROW][C]9[/C][C]0.28446[/C][C]2.2034[/C][C]0.015708[/C][/ROW]
[ROW][C]10[/C][C]0.321311[/C][C]2.4889[/C][C]0.007804[/C][/ROW]
[ROW][C]11[/C][C]0.385511[/C][C]2.9862[/C][C]0.002043[/C][/ROW]
[ROW][C]12[/C][C]0.403889[/C][C]3.1285[/C][C]0.001356[/C][/ROW]
[ROW][C]13[/C][C]0.274117[/C][C]2.1233[/C][C]0.018931[/C][/ROW]
[ROW][C]14[/C][C]0.129858[/C][C]1.0059[/C][C]0.159257[/C][/ROW]
[ROW][C]15[/C][C]0.018738[/C][C]0.1451[/C][C]0.442543[/C][/ROW]
[ROW][C]16[/C][C]-0.067446[/C][C]-0.5224[/C][C]0.301646[/C][/ROW]
[ROW][C]17[/C][C]-0.109251[/C][C]-0.8463[/C][C]0.200387[/C][/ROW]
[ROW][C]18[/C][C]-0.150122[/C][C]-1.1628[/C][C]0.124749[/C][/ROW]
[ROW][C]19[/C][C]-0.212564[/C][C]-1.6465[/C][C]0.052444[/C][/ROW]
[ROW][C]20[/C][C]-0.273636[/C][C]-2.1196[/C][C]0.019094[/C][/ROW]
[ROW][C]21[/C][C]-0.273112[/C][C]-2.1155[/C][C]0.019273[/C][/ROW]
[ROW][C]22[/C][C]-0.235411[/C][C]-1.8235[/C][C]0.036606[/C][/ROW]
[ROW][C]23[/C][C]-0.179432[/C][C]-1.3899[/C][C]0.084851[/C][/ROW]
[ROW][C]24[/C][C]-0.152348[/C][C]-1.1801[/C][C]0.121313[/C][/ROW]
[ROW][C]25[/C][C]-0.211896[/C][C]-1.6413[/C][C]0.052979[/C][/ROW]
[ROW][C]26[/C][C]-0.288029[/C][C]-2.2311[/C][C]0.014713[/C][/ROW]
[ROW][C]27[/C][C]-0.333052[/C][C]-2.5798[/C][C]0.006176[/C][/ROW]
[ROW][C]28[/C][C]-0.354841[/C][C]-2.7486[/C][C]0.003947[/C][/ROW]
[ROW][C]29[/C][C]-0.351211[/C][C]-2.7205[/C][C]0.004258[/C][/ROW]
[ROW][C]30[/C][C]-0.351072[/C][C]-2.7194[/C][C]0.004271[/C][/ROW]
[ROW][C]31[/C][C]-0.364836[/C][C]-2.826[/C][C]0.003196[/C][/ROW]
[ROW][C]32[/C][C]-0.376632[/C][C]-2.9174[/C][C]0.00248[/C][/ROW]
[ROW][C]33[/C][C]-0.343332[/C][C]-2.6594[/C][C]0.005011[/C][/ROW]
[ROW][C]34[/C][C]-0.28513[/C][C]-2.2086[/C][C]0.015516[/C][/ROW]
[ROW][C]35[/C][C]-0.215352[/C][C]-1.6681[/C][C]0.050253[/C][/ROW]
[ROW][C]36[/C][C]-0.163262[/C][C]-1.2646[/C][C]0.105449[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33538&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33538&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
10.8840276.84760
20.7256215.62060
30.6071834.70328e-06
40.5203344.03058e-05
50.4789283.70980.000228
60.4412933.41820.000569
70.3714362.87710.002775
80.2972642.30260.012393
90.284462.20340.015708
100.3213112.48890.007804
110.3855112.98620.002043
120.4038893.12850.001356
130.2741172.12330.018931
140.1298581.00590.159257
150.0187380.14510.442543
16-0.067446-0.52240.301646
17-0.109251-0.84630.200387
18-0.150122-1.16280.124749
19-0.212564-1.64650.052444
20-0.273636-2.11960.019094
21-0.273112-2.11550.019273
22-0.235411-1.82350.036606
23-0.179432-1.38990.084851
24-0.152348-1.18010.121313
25-0.211896-1.64130.052979
26-0.288029-2.23110.014713
27-0.333052-2.57980.006176
28-0.354841-2.74860.003947
29-0.351211-2.72050.004258
30-0.351072-2.71940.004271
31-0.364836-2.8260.003196
32-0.376632-2.91740.00248
33-0.343332-2.65940.005011
34-0.28513-2.20860.015516
35-0.215352-1.66810.050253
36-0.163262-1.26460.105449






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8840276.84760
2-0.255758-1.98110.026085
30.1358941.05260.148366
40.0004950.00380.498476
50.1565491.21260.115014
6-0.071421-0.55320.291082
7-0.109983-0.85190.198822
80.0038270.02960.488225
90.2520541.95240.02778
100.1100770.85260.198622
110.1452551.12510.132506
12-0.185325-1.43550.078166
13-0.570856-4.42182.1e-05
140.0996440.77180.22162
15-0.120099-0.93030.177977
16-0.033438-0.2590.398257
170.0245210.18990.424999
18-0.048217-0.37350.355052
190.0805790.62420.267444
20-0.057092-0.44220.329956
21-0.019615-0.15190.439875
22-0.10987-0.8510.199064
230.0248430.19240.424027
240.0359710.27860.390743
250.055170.42730.33533
26-0.130562-1.01130.157961
270.1042920.80780.211187
28-0.034276-0.26550.395767
29-0.036182-0.28030.39012
30-0.012663-0.09810.461096
31-0.028912-0.2240.411777
320.0239750.18570.426648
33-0.011876-0.0920.463506
34-0.02652-0.20540.418968
350.009610.07440.470453
360.0222330.17220.431923

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884027 & 6.8476 & 0 \tabularnewline
2 & -0.255758 & -1.9811 & 0.026085 \tabularnewline
3 & 0.135894 & 1.0526 & 0.148366 \tabularnewline
4 & 0.000495 & 0.0038 & 0.498476 \tabularnewline
5 & 0.156549 & 1.2126 & 0.115014 \tabularnewline
6 & -0.071421 & -0.5532 & 0.291082 \tabularnewline
7 & -0.109983 & -0.8519 & 0.198822 \tabularnewline
8 & 0.003827 & 0.0296 & 0.488225 \tabularnewline
9 & 0.252054 & 1.9524 & 0.02778 \tabularnewline
10 & 0.110077 & 0.8526 & 0.198622 \tabularnewline
11 & 0.145255 & 1.1251 & 0.132506 \tabularnewline
12 & -0.185325 & -1.4355 & 0.078166 \tabularnewline
13 & -0.570856 & -4.4218 & 2.1e-05 \tabularnewline
14 & 0.099644 & 0.7718 & 0.22162 \tabularnewline
15 & -0.120099 & -0.9303 & 0.177977 \tabularnewline
16 & -0.033438 & -0.259 & 0.398257 \tabularnewline
17 & 0.024521 & 0.1899 & 0.424999 \tabularnewline
18 & -0.048217 & -0.3735 & 0.355052 \tabularnewline
19 & 0.080579 & 0.6242 & 0.267444 \tabularnewline
20 & -0.057092 & -0.4422 & 0.329956 \tabularnewline
21 & -0.019615 & -0.1519 & 0.439875 \tabularnewline
22 & -0.10987 & -0.851 & 0.199064 \tabularnewline
23 & 0.024843 & 0.1924 & 0.424027 \tabularnewline
24 & 0.035971 & 0.2786 & 0.390743 \tabularnewline
25 & 0.05517 & 0.4273 & 0.33533 \tabularnewline
26 & -0.130562 & -1.0113 & 0.157961 \tabularnewline
27 & 0.104292 & 0.8078 & 0.211187 \tabularnewline
28 & -0.034276 & -0.2655 & 0.395767 \tabularnewline
29 & -0.036182 & -0.2803 & 0.39012 \tabularnewline
30 & -0.012663 & -0.0981 & 0.461096 \tabularnewline
31 & -0.028912 & -0.224 & 0.411777 \tabularnewline
32 & 0.023975 & 0.1857 & 0.426648 \tabularnewline
33 & -0.011876 & -0.092 & 0.463506 \tabularnewline
34 & -0.02652 & -0.2054 & 0.418968 \tabularnewline
35 & 0.00961 & 0.0744 & 0.470453 \tabularnewline
36 & 0.022233 & 0.1722 & 0.431923 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33538&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]0.884027[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.255758[/C][C]-1.9811[/C][C]0.026085[/C][/ROW]
[ROW][C]3[/C][C]0.135894[/C][C]1.0526[/C][C]0.148366[/C][/ROW]
[ROW][C]4[/C][C]0.000495[/C][C]0.0038[/C][C]0.498476[/C][/ROW]
[ROW][C]5[/C][C]0.156549[/C][C]1.2126[/C][C]0.115014[/C][/ROW]
[ROW][C]6[/C][C]-0.071421[/C][C]-0.5532[/C][C]0.291082[/C][/ROW]
[ROW][C]7[/C][C]-0.109983[/C][C]-0.8519[/C][C]0.198822[/C][/ROW]
[ROW][C]8[/C][C]0.003827[/C][C]0.0296[/C][C]0.488225[/C][/ROW]
[ROW][C]9[/C][C]0.252054[/C][C]1.9524[/C][C]0.02778[/C][/ROW]
[ROW][C]10[/C][C]0.110077[/C][C]0.8526[/C][C]0.198622[/C][/ROW]
[ROW][C]11[/C][C]0.145255[/C][C]1.1251[/C][C]0.132506[/C][/ROW]
[ROW][C]12[/C][C]-0.185325[/C][C]-1.4355[/C][C]0.078166[/C][/ROW]
[ROW][C]13[/C][C]-0.570856[/C][C]-4.4218[/C][C]2.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.099644[/C][C]0.7718[/C][C]0.22162[/C][/ROW]
[ROW][C]15[/C][C]-0.120099[/C][C]-0.9303[/C][C]0.177977[/C][/ROW]
[ROW][C]16[/C][C]-0.033438[/C][C]-0.259[/C][C]0.398257[/C][/ROW]
[ROW][C]17[/C][C]0.024521[/C][C]0.1899[/C][C]0.424999[/C][/ROW]
[ROW][C]18[/C][C]-0.048217[/C][C]-0.3735[/C][C]0.355052[/C][/ROW]
[ROW][C]19[/C][C]0.080579[/C][C]0.6242[/C][C]0.267444[/C][/ROW]
[ROW][C]20[/C][C]-0.057092[/C][C]-0.4422[/C][C]0.329956[/C][/ROW]
[ROW][C]21[/C][C]-0.019615[/C][C]-0.1519[/C][C]0.439875[/C][/ROW]
[ROW][C]22[/C][C]-0.10987[/C][C]-0.851[/C][C]0.199064[/C][/ROW]
[ROW][C]23[/C][C]0.024843[/C][C]0.1924[/C][C]0.424027[/C][/ROW]
[ROW][C]24[/C][C]0.035971[/C][C]0.2786[/C][C]0.390743[/C][/ROW]
[ROW][C]25[/C][C]0.05517[/C][C]0.4273[/C][C]0.33533[/C][/ROW]
[ROW][C]26[/C][C]-0.130562[/C][C]-1.0113[/C][C]0.157961[/C][/ROW]
[ROW][C]27[/C][C]0.104292[/C][C]0.8078[/C][C]0.211187[/C][/ROW]
[ROW][C]28[/C][C]-0.034276[/C][C]-0.2655[/C][C]0.395767[/C][/ROW]
[ROW][C]29[/C][C]-0.036182[/C][C]-0.2803[/C][C]0.39012[/C][/ROW]
[ROW][C]30[/C][C]-0.012663[/C][C]-0.0981[/C][C]0.461096[/C][/ROW]
[ROW][C]31[/C][C]-0.028912[/C][C]-0.224[/C][C]0.411777[/C][/ROW]
[ROW][C]32[/C][C]0.023975[/C][C]0.1857[/C][C]0.426648[/C][/ROW]
[ROW][C]33[/C][C]-0.011876[/C][C]-0.092[/C][C]0.463506[/C][/ROW]
[ROW][C]34[/C][C]-0.02652[/C][C]-0.2054[/C][C]0.418968[/C][/ROW]
[ROW][C]35[/C][C]0.00961[/C][C]0.0744[/C][C]0.470453[/C][/ROW]
[ROW][C]36[/C][C]0.022233[/C][C]0.1722[/C][C]0.431923[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33538&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33538&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
10.8840276.84760
2-0.255758-1.98110.026085
30.1358941.05260.148366
40.0004950.00380.498476
50.1565491.21260.115014
6-0.071421-0.55320.291082
7-0.109983-0.85190.198822
80.0038270.02960.488225
90.2520541.95240.02778
100.1100770.85260.198622
110.1452551.12510.132506
12-0.185325-1.43550.078166
13-0.570856-4.42182.1e-05
140.0996440.77180.22162
15-0.120099-0.93030.177977
16-0.033438-0.2590.398257
170.0245210.18990.424999
18-0.048217-0.37350.355052
190.0805790.62420.267444
20-0.057092-0.44220.329956
21-0.019615-0.15190.439875
22-0.10987-0.8510.199064
230.0248430.19240.424027
240.0359710.27860.390743
250.055170.42730.33533
26-0.130562-1.01130.157961
270.1042920.80780.211187
28-0.034276-0.26550.395767
29-0.036182-0.28030.39012
30-0.012663-0.09810.461096
31-0.028912-0.2240.411777
320.0239750.18570.426648
33-0.011876-0.0920.463506
34-0.02652-0.20540.418968
350.009610.07440.470453
360.0222330.17220.431923


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')