FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationTue, 16 Dec 2008 07:05:47 -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/16/t1229436390aw6qar6sy1xzz9z.htm/, Retrieved Wed, 15 May 2024 21:36:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33951, Retrieved Wed, 15 May 2024 21:36:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact205

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]
-   P                 [(Partial) Autocorrelation Function] [pacf Waals Gewest...] [2008-12-16 14:05:47] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
Feedback Forum

Post a new message

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 time2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33951&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33951&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33951&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9101596.30580
20.8262685.72460
30.7785335.39381e-06
40.741795.13933e-06
50.6811984.71951e-05
60.6112834.23515.1e-05
70.5157713.57340.000407
80.4394833.04480.001887
90.3610812.50160.007912
100.2703771.87320.033567
110.1725691.19560.118865
120.074990.51950.302885
130.0330470.2290.409938
140.0193670.13420.44691
15-0.02226-0.15420.43904
16-0.106386-0.73710.232335
17-0.156734-1.08590.141477
18-0.17106-1.18510.120898
19-0.181876-1.26010.106867
20-0.191384-1.32590.095566
21-0.219305-1.51940.067613
22-0.243647-1.6880.048946
23-0.257842-1.78640.040177
24-0.277003-1.91910.030462
25-0.306962-2.12670.019307
26-0.327612-2.26980.013876
27-0.335983-2.32780.012094
28-0.328004-2.27250.013788
29-0.312005-2.16160.017832
30-0.323934-2.24430.014731
31-0.360145-2.49520.008041
32-0.367518-2.54620.007077
33-0.326326-2.26080.01417
34-0.302142-2.09330.020815
35-0.28851-1.99890.025652
36-0.267534-1.85350.034979

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.910159 & 6.3058 & 0 \tabularnewline
2 & 0.826268 & 5.7246 & 0 \tabularnewline
3 & 0.778533 & 5.3938 & 1e-06 \tabularnewline
4 & 0.74179 & 5.1393 & 3e-06 \tabularnewline
5 & 0.681198 & 4.7195 & 1e-05 \tabularnewline
6 & 0.611283 & 4.2351 & 5.1e-05 \tabularnewline
7 & 0.515771 & 3.5734 & 0.000407 \tabularnewline
8 & 0.439483 & 3.0448 & 0.001887 \tabularnewline
9 & 0.361081 & 2.5016 & 0.007912 \tabularnewline
10 & 0.270377 & 1.8732 & 0.033567 \tabularnewline
11 & 0.172569 & 1.1956 & 0.118865 \tabularnewline
12 & 0.07499 & 0.5195 & 0.302885 \tabularnewline
13 & 0.033047 & 0.229 & 0.409938 \tabularnewline
14 & 0.019367 & 0.1342 & 0.44691 \tabularnewline
15 & -0.02226 & -0.1542 & 0.43904 \tabularnewline
16 & -0.106386 & -0.7371 & 0.232335 \tabularnewline
17 & -0.156734 & -1.0859 & 0.141477 \tabularnewline
18 & -0.17106 & -1.1851 & 0.120898 \tabularnewline
19 & -0.181876 & -1.2601 & 0.106867 \tabularnewline
20 & -0.191384 & -1.3259 & 0.095566 \tabularnewline
21 & -0.219305 & -1.5194 & 0.067613 \tabularnewline
22 & -0.243647 & -1.688 & 0.048946 \tabularnewline
23 & -0.257842 & -1.7864 & 0.040177 \tabularnewline
24 & -0.277003 & -1.9191 & 0.030462 \tabularnewline
25 & -0.306962 & -2.1267 & 0.019307 \tabularnewline
26 & -0.327612 & -2.2698 & 0.013876 \tabularnewline
27 & -0.335983 & -2.3278 & 0.012094 \tabularnewline
28 & -0.328004 & -2.2725 & 0.013788 \tabularnewline
29 & -0.312005 & -2.1616 & 0.017832 \tabularnewline
30 & -0.323934 & -2.2443 & 0.014731 \tabularnewline
31 & -0.360145 & -2.4952 & 0.008041 \tabularnewline
32 & -0.367518 & -2.5462 & 0.007077 \tabularnewline
33 & -0.326326 & -2.2608 & 0.01417 \tabularnewline
34 & -0.302142 & -2.0933 & 0.020815 \tabularnewline
35 & -0.28851 & -1.9989 & 0.025652 \tabularnewline
36 & -0.267534 & -1.8535 & 0.034979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33951&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]0.910159[/C][C]6.3058[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.826268[/C][C]5.7246[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.778533[/C][C]5.3938[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.74179[/C][C]5.1393[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.681198[/C][C]4.7195[/C][C]1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.611283[/C][C]4.2351[/C][C]5.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.515771[/C][C]3.5734[/C][C]0.000407[/C][/ROW]
[ROW][C]8[/C][C]0.439483[/C][C]3.0448[/C][C]0.001887[/C][/ROW]
[ROW][C]9[/C][C]0.361081[/C][C]2.5016[/C][C]0.007912[/C][/ROW]
[ROW][C]10[/C][C]0.270377[/C][C]1.8732[/C][C]0.033567[/C][/ROW]
[ROW][C]11[/C][C]0.172569[/C][C]1.1956[/C][C]0.118865[/C][/ROW]
[ROW][C]12[/C][C]0.07499[/C][C]0.5195[/C][C]0.302885[/C][/ROW]
[ROW][C]13[/C][C]0.033047[/C][C]0.229[/C][C]0.409938[/C][/ROW]
[ROW][C]14[/C][C]0.019367[/C][C]0.1342[/C][C]0.44691[/C][/ROW]
[ROW][C]15[/C][C]-0.02226[/C][C]-0.1542[/C][C]0.43904[/C][/ROW]
[ROW][C]16[/C][C]-0.106386[/C][C]-0.7371[/C][C]0.232335[/C][/ROW]
[ROW][C]17[/C][C]-0.156734[/C][C]-1.0859[/C][C]0.141477[/C][/ROW]
[ROW][C]18[/C][C]-0.17106[/C][C]-1.1851[/C][C]0.120898[/C][/ROW]
[ROW][C]19[/C][C]-0.181876[/C][C]-1.2601[/C][C]0.106867[/C][/ROW]
[ROW][C]20[/C][C]-0.191384[/C][C]-1.3259[/C][C]0.095566[/C][/ROW]
[ROW][C]21[/C][C]-0.219305[/C][C]-1.5194[/C][C]0.067613[/C][/ROW]
[ROW][C]22[/C][C]-0.243647[/C][C]-1.688[/C][C]0.048946[/C][/ROW]
[ROW][C]23[/C][C]-0.257842[/C][C]-1.7864[/C][C]0.040177[/C][/ROW]
[ROW][C]24[/C][C]-0.277003[/C][C]-1.9191[/C][C]0.030462[/C][/ROW]
[ROW][C]25[/C][C]-0.306962[/C][C]-2.1267[/C][C]0.019307[/C][/ROW]
[ROW][C]26[/C][C]-0.327612[/C][C]-2.2698[/C][C]0.013876[/C][/ROW]
[ROW][C]27[/C][C]-0.335983[/C][C]-2.3278[/C][C]0.012094[/C][/ROW]
[ROW][C]28[/C][C]-0.328004[/C][C]-2.2725[/C][C]0.013788[/C][/ROW]
[ROW][C]29[/C][C]-0.312005[/C][C]-2.1616[/C][C]0.017832[/C][/ROW]
[ROW][C]30[/C][C]-0.323934[/C][C]-2.2443[/C][C]0.014731[/C][/ROW]
[ROW][C]31[/C][C]-0.360145[/C][C]-2.4952[/C][C]0.008041[/C][/ROW]
[ROW][C]32[/C][C]-0.367518[/C][C]-2.5462[/C][C]0.007077[/C][/ROW]
[ROW][C]33[/C][C]-0.326326[/C][C]-2.2608[/C][C]0.01417[/C][/ROW]
[ROW][C]34[/C][C]-0.302142[/C][C]-2.0933[/C][C]0.020815[/C][/ROW]
[ROW][C]35[/C][C]-0.28851[/C][C]-1.9989[/C][C]0.025652[/C][/ROW]
[ROW][C]36[/C][C]-0.267534[/C][C]-1.8535[/C][C]0.034979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33951&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33951&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
10.9101596.30580
20.8262685.72460
30.7785335.39381e-06
40.741795.13933e-06
50.6811984.71951e-05
60.6112834.23515.1e-05
70.5157713.57340.000407
80.4394833.04480.001887
90.3610812.50160.007912
100.2703771.87320.033567
110.1725691.19560.118865
120.074990.51950.302885
130.0330470.2290.409938
140.0193670.13420.44691
15-0.02226-0.15420.43904
16-0.106386-0.73710.232335
17-0.156734-1.08590.141477
18-0.17106-1.18510.120898
19-0.181876-1.26010.106867
20-0.191384-1.32590.095566
21-0.219305-1.51940.067613
22-0.243647-1.6880.048946
23-0.257842-1.78640.040177
24-0.277003-1.91910.030462
25-0.306962-2.12670.019307
26-0.327612-2.26980.013876
27-0.335983-2.32780.012094
28-0.328004-2.27250.013788
29-0.312005-2.16160.017832
30-0.323934-2.24430.014731
31-0.360145-2.49520.008041
32-0.367518-2.54620.007077
33-0.326326-2.26080.01417
34-0.302142-2.09330.020815
35-0.28851-1.99890.025652
36-0.267534-1.85350.034979






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9101596.30580
2-0.012365-0.08570.466045
30.1658211.14880.128158
40.0502280.3480.364686
5-0.119691-0.82920.205536
6-0.072446-0.50190.309009
7-0.242062-1.67710.050017
80.0063950.04430.482421
9-0.126152-0.8740.193234
10-0.12189-0.84450.201295
11-0.08887-0.61570.270497
12-0.131218-0.90910.183919
130.2949642.04360.023253
140.1668891.15620.126653
150.0013820.00960.496201
16-0.211756-1.46710.074437
170.0082840.05740.477236
180.06910.47870.317149
19-0.093077-0.64490.261045
200.0792290.54890.292804
21-0.193266-1.3390.093441
22-0.051168-0.35450.362257
23-0.130458-0.90380.185297
24-0.142484-0.98720.164257
250.0402980.27920.390649
260.0270190.18720.426149
270.1163940.80640.211994
28-0.094163-0.65240.258635
290.1403450.97230.167878
300.0076020.05270.479108
31-0.172621-1.1960.118794
320.0826550.57270.284777
330.1020220.70680.241546
34-0.054277-0.3760.35427
35-0.095223-0.65970.256293
360.0372090.25780.398834

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.910159 & 6.3058 & 0 \tabularnewline
2 & -0.012365 & -0.0857 & 0.466045 \tabularnewline
3 & 0.165821 & 1.1488 & 0.128158 \tabularnewline
4 & 0.050228 & 0.348 & 0.364686 \tabularnewline
5 & -0.119691 & -0.8292 & 0.205536 \tabularnewline
6 & -0.072446 & -0.5019 & 0.309009 \tabularnewline
7 & -0.242062 & -1.6771 & 0.050017 \tabularnewline
8 & 0.006395 & 0.0443 & 0.482421 \tabularnewline
9 & -0.126152 & -0.874 & 0.193234 \tabularnewline
10 & -0.12189 & -0.8445 & 0.201295 \tabularnewline
11 & -0.08887 & -0.6157 & 0.270497 \tabularnewline
12 & -0.131218 & -0.9091 & 0.183919 \tabularnewline
13 & 0.294964 & 2.0436 & 0.023253 \tabularnewline
14 & 0.166889 & 1.1562 & 0.126653 \tabularnewline
15 & 0.001382 & 0.0096 & 0.496201 \tabularnewline
16 & -0.211756 & -1.4671 & 0.074437 \tabularnewline
17 & 0.008284 & 0.0574 & 0.477236 \tabularnewline
18 & 0.0691 & 0.4787 & 0.317149 \tabularnewline
19 & -0.093077 & -0.6449 & 0.261045 \tabularnewline
20 & 0.079229 & 0.5489 & 0.292804 \tabularnewline
21 & -0.193266 & -1.339 & 0.093441 \tabularnewline
22 & -0.051168 & -0.3545 & 0.362257 \tabularnewline
23 & -0.130458 & -0.9038 & 0.185297 \tabularnewline
24 & -0.142484 & -0.9872 & 0.164257 \tabularnewline
25 & 0.040298 & 0.2792 & 0.390649 \tabularnewline
26 & 0.027019 & 0.1872 & 0.426149 \tabularnewline
27 & 0.116394 & 0.8064 & 0.211994 \tabularnewline
28 & -0.094163 & -0.6524 & 0.258635 \tabularnewline
29 & 0.140345 & 0.9723 & 0.167878 \tabularnewline
30 & 0.007602 & 0.0527 & 0.479108 \tabularnewline
31 & -0.172621 & -1.196 & 0.118794 \tabularnewline
32 & 0.082655 & 0.5727 & 0.284777 \tabularnewline
33 & 0.102022 & 0.7068 & 0.241546 \tabularnewline
34 & -0.054277 & -0.376 & 0.35427 \tabularnewline
35 & -0.095223 & -0.6597 & 0.256293 \tabularnewline
36 & 0.037209 & 0.2578 & 0.398834 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33951&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]0.910159[/C][C]6.3058[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.012365[/C][C]-0.0857[/C][C]0.466045[/C][/ROW]
[ROW][C]3[/C][C]0.165821[/C][C]1.1488[/C][C]0.128158[/C][/ROW]
[ROW][C]4[/C][C]0.050228[/C][C]0.348[/C][C]0.364686[/C][/ROW]
[ROW][C]5[/C][C]-0.119691[/C][C]-0.8292[/C][C]0.205536[/C][/ROW]
[ROW][C]6[/C][C]-0.072446[/C][C]-0.5019[/C][C]0.309009[/C][/ROW]
[ROW][C]7[/C][C]-0.242062[/C][C]-1.6771[/C][C]0.050017[/C][/ROW]
[ROW][C]8[/C][C]0.006395[/C][C]0.0443[/C][C]0.482421[/C][/ROW]
[ROW][C]9[/C][C]-0.126152[/C][C]-0.874[/C][C]0.193234[/C][/ROW]
[ROW][C]10[/C][C]-0.12189[/C][C]-0.8445[/C][C]0.201295[/C][/ROW]
[ROW][C]11[/C][C]-0.08887[/C][C]-0.6157[/C][C]0.270497[/C][/ROW]
[ROW][C]12[/C][C]-0.131218[/C][C]-0.9091[/C][C]0.183919[/C][/ROW]
[ROW][C]13[/C][C]0.294964[/C][C]2.0436[/C][C]0.023253[/C][/ROW]
[ROW][C]14[/C][C]0.166889[/C][C]1.1562[/C][C]0.126653[/C][/ROW]
[ROW][C]15[/C][C]0.001382[/C][C]0.0096[/C][C]0.496201[/C][/ROW]
[ROW][C]16[/C][C]-0.211756[/C][C]-1.4671[/C][C]0.074437[/C][/ROW]
[ROW][C]17[/C][C]0.008284[/C][C]0.0574[/C][C]0.477236[/C][/ROW]
[ROW][C]18[/C][C]0.0691[/C][C]0.4787[/C][C]0.317149[/C][/ROW]
[ROW][C]19[/C][C]-0.093077[/C][C]-0.6449[/C][C]0.261045[/C][/ROW]
[ROW][C]20[/C][C]0.079229[/C][C]0.5489[/C][C]0.292804[/C][/ROW]
[ROW][C]21[/C][C]-0.193266[/C][C]-1.339[/C][C]0.093441[/C][/ROW]
[ROW][C]22[/C][C]-0.051168[/C][C]-0.3545[/C][C]0.362257[/C][/ROW]
[ROW][C]23[/C][C]-0.130458[/C][C]-0.9038[/C][C]0.185297[/C][/ROW]
[ROW][C]24[/C][C]-0.142484[/C][C]-0.9872[/C][C]0.164257[/C][/ROW]
[ROW][C]25[/C][C]0.040298[/C][C]0.2792[/C][C]0.390649[/C][/ROW]
[ROW][C]26[/C][C]0.027019[/C][C]0.1872[/C][C]0.426149[/C][/ROW]
[ROW][C]27[/C][C]0.116394[/C][C]0.8064[/C][C]0.211994[/C][/ROW]
[ROW][C]28[/C][C]-0.094163[/C][C]-0.6524[/C][C]0.258635[/C][/ROW]
[ROW][C]29[/C][C]0.140345[/C][C]0.9723[/C][C]0.167878[/C][/ROW]
[ROW][C]30[/C][C]0.007602[/C][C]0.0527[/C][C]0.479108[/C][/ROW]
[ROW][C]31[/C][C]-0.172621[/C][C]-1.196[/C][C]0.118794[/C][/ROW]
[ROW][C]32[/C][C]0.082655[/C][C]0.5727[/C][C]0.284777[/C][/ROW]
[ROW][C]33[/C][C]0.102022[/C][C]0.7068[/C][C]0.241546[/C][/ROW]
[ROW][C]34[/C][C]-0.054277[/C][C]-0.376[/C][C]0.35427[/C][/ROW]
[ROW][C]35[/C][C]-0.095223[/C][C]-0.6597[/C][C]0.256293[/C][/ROW]
[ROW][C]36[/C][C]0.037209[/C][C]0.2578[/C][C]0.398834[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33951&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33951&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
10.9101596.30580
2-0.012365-0.08570.466045
30.1658211.14880.128158
40.0502280.3480.364686
5-0.119691-0.82920.205536
6-0.072446-0.50190.309009
7-0.242062-1.67710.050017
80.0063950.04430.482421
9-0.126152-0.8740.193234
10-0.12189-0.84450.201295
11-0.08887-0.61570.270497
12-0.131218-0.90910.183919
130.2949642.04360.023253
140.1668891.15620.126653
150.0013820.00960.496201
16-0.211756-1.46710.074437
170.0082840.05740.477236
180.06910.47870.317149
19-0.093077-0.64490.261045
200.0792290.54890.292804
21-0.193266-1.3390.093441
22-0.051168-0.35450.362257
23-0.130458-0.90380.185297
24-0.142484-0.98720.164257
250.0402980.27920.390649
260.0270190.18720.426149
270.1163940.80640.211994
28-0.094163-0.65240.258635
290.1403450.97230.167878
300.0076020.05270.479108
31-0.172621-1.1960.118794
320.0826550.57270.284777
330.1020220.70680.241546
34-0.054277-0.3760.35427
35-0.095223-0.65970.256293
360.0372090.25780.398834


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')