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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 computationTue, 16 Dec 2008 07:10:10 -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/t1229436652m4599fbytohjd6p.htm/, Retrieved Wed, 15 May 2024 00:53:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33954, Retrieved Wed, 15 May 2024 00:53:30 +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] [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] [005293453b571dbccb80b45226e44173]
-   P                     [(Partial) Autocorrelation Function] [pacf belgie D=1] [2008-12-16 14:10:10] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
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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 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=33954&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=33954&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33954&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
10.938856.50450
20.8777196.0810
30.8188175.67290
40.762735.28442e-06
50.6962324.82367e-06
60.631424.37463.3e-05
70.5600883.88040.000159
80.4854363.36320.00076
90.4080442.8270.003416
100.3302112.28780.013299
110.2634441.82520.037099
120.1852221.28330.102781
130.1301180.90150.185916
140.0843530.58440.280839
150.0295540.20480.419314
16-0.024525-0.16990.432896
17-0.068039-0.47140.31975
18-0.105652-0.7320.233871
19-0.151044-1.04650.150295
20-0.203503-1.40990.082507
21-0.255395-1.76940.041588
22-0.304903-2.11240.019939
23-0.354871-2.45860.008803
24-0.401697-2.7830.003839
25-0.423286-2.93260.002569
26-0.439791-3.0470.001875
27-0.441988-3.06220.001798
28-0.449395-3.11350.001557
29-0.445906-3.08930.001666
30-0.440991-3.05530.001832
31-0.432883-2.99910.002141
32-0.408763-2.8320.003371
33-0.368451-2.55270.006962
34-0.339047-2.3490.011494
35-0.307406-2.12980.019173
36-0.254383-1.76240.042183

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.93885 & 6.5045 & 0 \tabularnewline
2 & 0.877719 & 6.081 & 0 \tabularnewline
3 & 0.818817 & 5.6729 & 0 \tabularnewline
4 & 0.76273 & 5.2844 & 2e-06 \tabularnewline
5 & 0.696232 & 4.8236 & 7e-06 \tabularnewline
6 & 0.63142 & 4.3746 & 3.3e-05 \tabularnewline
7 & 0.560088 & 3.8804 & 0.000159 \tabularnewline
8 & 0.485436 & 3.3632 & 0.00076 \tabularnewline
9 & 0.408044 & 2.827 & 0.003416 \tabularnewline
10 & 0.330211 & 2.2878 & 0.013299 \tabularnewline
11 & 0.263444 & 1.8252 & 0.037099 \tabularnewline
12 & 0.185222 & 1.2833 & 0.102781 \tabularnewline
13 & 0.130118 & 0.9015 & 0.185916 \tabularnewline
14 & 0.084353 & 0.5844 & 0.280839 \tabularnewline
15 & 0.029554 & 0.2048 & 0.419314 \tabularnewline
16 & -0.024525 & -0.1699 & 0.432896 \tabularnewline
17 & -0.068039 & -0.4714 & 0.31975 \tabularnewline
18 & -0.105652 & -0.732 & 0.233871 \tabularnewline
19 & -0.151044 & -1.0465 & 0.150295 \tabularnewline
20 & -0.203503 & -1.4099 & 0.082507 \tabularnewline
21 & -0.255395 & -1.7694 & 0.041588 \tabularnewline
22 & -0.304903 & -2.1124 & 0.019939 \tabularnewline
23 & -0.354871 & -2.4586 & 0.008803 \tabularnewline
24 & -0.401697 & -2.783 & 0.003839 \tabularnewline
25 & -0.423286 & -2.9326 & 0.002569 \tabularnewline
26 & -0.439791 & -3.047 & 0.001875 \tabularnewline
27 & -0.441988 & -3.0622 & 0.001798 \tabularnewline
28 & -0.449395 & -3.1135 & 0.001557 \tabularnewline
29 & -0.445906 & -3.0893 & 0.001666 \tabularnewline
30 & -0.440991 & -3.0553 & 0.001832 \tabularnewline
31 & -0.432883 & -2.9991 & 0.002141 \tabularnewline
32 & -0.408763 & -2.832 & 0.003371 \tabularnewline
33 & -0.368451 & -2.5527 & 0.006962 \tabularnewline
34 & -0.339047 & -2.349 & 0.011494 \tabularnewline
35 & -0.307406 & -2.1298 & 0.019173 \tabularnewline
36 & -0.254383 & -1.7624 & 0.042183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33954&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]0.93885[/C][C]6.5045[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.877719[/C][C]6.081[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.818817[/C][C]5.6729[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.76273[/C][C]5.2844[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.696232[/C][C]4.8236[/C][C]7e-06[/C][/ROW]
[ROW][C]6[/C][C]0.63142[/C][C]4.3746[/C][C]3.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.560088[/C][C]3.8804[/C][C]0.000159[/C][/ROW]
[ROW][C]8[/C][C]0.485436[/C][C]3.3632[/C][C]0.00076[/C][/ROW]
[ROW][C]9[/C][C]0.408044[/C][C]2.827[/C][C]0.003416[/C][/ROW]
[ROW][C]10[/C][C]0.330211[/C][C]2.2878[/C][C]0.013299[/C][/ROW]
[ROW][C]11[/C][C]0.263444[/C][C]1.8252[/C][C]0.037099[/C][/ROW]
[ROW][C]12[/C][C]0.185222[/C][C]1.2833[/C][C]0.102781[/C][/ROW]
[ROW][C]13[/C][C]0.130118[/C][C]0.9015[/C][C]0.185916[/C][/ROW]
[ROW][C]14[/C][C]0.084353[/C][C]0.5844[/C][C]0.280839[/C][/ROW]
[ROW][C]15[/C][C]0.029554[/C][C]0.2048[/C][C]0.419314[/C][/ROW]
[ROW][C]16[/C][C]-0.024525[/C][C]-0.1699[/C][C]0.432896[/C][/ROW]
[ROW][C]17[/C][C]-0.068039[/C][C]-0.4714[/C][C]0.31975[/C][/ROW]
[ROW][C]18[/C][C]-0.105652[/C][C]-0.732[/C][C]0.233871[/C][/ROW]
[ROW][C]19[/C][C]-0.151044[/C][C]-1.0465[/C][C]0.150295[/C][/ROW]
[ROW][C]20[/C][C]-0.203503[/C][C]-1.4099[/C][C]0.082507[/C][/ROW]
[ROW][C]21[/C][C]-0.255395[/C][C]-1.7694[/C][C]0.041588[/C][/ROW]
[ROW][C]22[/C][C]-0.304903[/C][C]-2.1124[/C][C]0.019939[/C][/ROW]
[ROW][C]23[/C][C]-0.354871[/C][C]-2.4586[/C][C]0.008803[/C][/ROW]
[ROW][C]24[/C][C]-0.401697[/C][C]-2.783[/C][C]0.003839[/C][/ROW]
[ROW][C]25[/C][C]-0.423286[/C][C]-2.9326[/C][C]0.002569[/C][/ROW]
[ROW][C]26[/C][C]-0.439791[/C][C]-3.047[/C][C]0.001875[/C][/ROW]
[ROW][C]27[/C][C]-0.441988[/C][C]-3.0622[/C][C]0.001798[/C][/ROW]
[ROW][C]28[/C][C]-0.449395[/C][C]-3.1135[/C][C]0.001557[/C][/ROW]
[ROW][C]29[/C][C]-0.445906[/C][C]-3.0893[/C][C]0.001666[/C][/ROW]
[ROW][C]30[/C][C]-0.440991[/C][C]-3.0553[/C][C]0.001832[/C][/ROW]
[ROW][C]31[/C][C]-0.432883[/C][C]-2.9991[/C][C]0.002141[/C][/ROW]
[ROW][C]32[/C][C]-0.408763[/C][C]-2.832[/C][C]0.003371[/C][/ROW]
[ROW][C]33[/C][C]-0.368451[/C][C]-2.5527[/C][C]0.006962[/C][/ROW]
[ROW][C]34[/C][C]-0.339047[/C][C]-2.349[/C][C]0.011494[/C][/ROW]
[ROW][C]35[/C][C]-0.307406[/C][C]-2.1298[/C][C]0.019173[/C][/ROW]
[ROW][C]36[/C][C]-0.254383[/C][C]-1.7624[/C][C]0.042183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33954&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33954&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
10.938856.50450
20.8777196.0810
30.8188175.67290
40.762735.28442e-06
50.6962324.82367e-06
60.631424.37463.3e-05
70.5600883.88040.000159
80.4854363.36320.00076
90.4080442.8270.003416
100.3302112.28780.013299
110.2634441.82520.037099
120.1852221.28330.102781
130.1301180.90150.185916
140.0843530.58440.280839
150.0295540.20480.419314
16-0.024525-0.16990.432896
17-0.068039-0.47140.31975
18-0.105652-0.7320.233871
19-0.151044-1.04650.150295
20-0.203503-1.40990.082507
21-0.255395-1.76940.041588
22-0.304903-2.11240.019939
23-0.354871-2.45860.008803
24-0.401697-2.7830.003839
25-0.423286-2.93260.002569
26-0.439791-3.0470.001875
27-0.441988-3.06220.001798
28-0.449395-3.11350.001557
29-0.445906-3.08930.001666
30-0.440991-3.05530.001832
31-0.432883-2.99910.002141
32-0.408763-2.8320.003371
33-0.368451-2.55270.006962
34-0.339047-2.3490.011494
35-0.307406-2.12980.019173
36-0.254383-1.76240.042183






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.938856.50450
2-0.031373-0.21740.414426
3-0.01374-0.09520.462278
4-0.008625-0.05980.476298
5-0.119502-0.82790.205902
6-0.02396-0.1660.434426
7-0.098216-0.68050.249742
8-0.078541-0.54420.294428
9-0.069589-0.48210.315952
10-0.067234-0.46580.32173
110.0436660.30250.381778
12-0.152011-1.05320.14877
130.1515211.04980.149541
140.0342140.2370.406817
15-0.135817-0.9410.175716
16-0.00157-0.01090.495682
17-0.009606-0.06660.473607
18-0.001892-0.01310.494798
19-0.127126-0.88080.19142
20-0.142195-0.98520.164744
21-0.063794-0.4420.330244
22-0.103378-0.71620.238662
23-0.033205-0.230.409516
24-0.082436-0.57110.285287
250.167921.16340.125212
260.0589110.40810.342491
270.0869490.60240.274871
28-0.066616-0.46150.323252
290.0468780.32480.373379
300.0027660.01920.492395
31-0.101116-0.70060.243482
320.0571430.39590.346967
330.073180.5070.307236
34-0.129658-0.89830.186756
350.0302870.20980.417341
360.1265870.8770.192422

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.93885 & 6.5045 & 0 \tabularnewline
2 & -0.031373 & -0.2174 & 0.414426 \tabularnewline
3 & -0.01374 & -0.0952 & 0.462278 \tabularnewline
4 & -0.008625 & -0.0598 & 0.476298 \tabularnewline
5 & -0.119502 & -0.8279 & 0.205902 \tabularnewline
6 & -0.02396 & -0.166 & 0.434426 \tabularnewline
7 & -0.098216 & -0.6805 & 0.249742 \tabularnewline
8 & -0.078541 & -0.5442 & 0.294428 \tabularnewline
9 & -0.069589 & -0.4821 & 0.315952 \tabularnewline
10 & -0.067234 & -0.4658 & 0.32173 \tabularnewline
11 & 0.043666 & 0.3025 & 0.381778 \tabularnewline
12 & -0.152011 & -1.0532 & 0.14877 \tabularnewline
13 & 0.151521 & 1.0498 & 0.149541 \tabularnewline
14 & 0.034214 & 0.237 & 0.406817 \tabularnewline
15 & -0.135817 & -0.941 & 0.175716 \tabularnewline
16 & -0.00157 & -0.0109 & 0.495682 \tabularnewline
17 & -0.009606 & -0.0666 & 0.473607 \tabularnewline
18 & -0.001892 & -0.0131 & 0.494798 \tabularnewline
19 & -0.127126 & -0.8808 & 0.19142 \tabularnewline
20 & -0.142195 & -0.9852 & 0.164744 \tabularnewline
21 & -0.063794 & -0.442 & 0.330244 \tabularnewline
22 & -0.103378 & -0.7162 & 0.238662 \tabularnewline
23 & -0.033205 & -0.23 & 0.409516 \tabularnewline
24 & -0.082436 & -0.5711 & 0.285287 \tabularnewline
25 & 0.16792 & 1.1634 & 0.125212 \tabularnewline
26 & 0.058911 & 0.4081 & 0.342491 \tabularnewline
27 & 0.086949 & 0.6024 & 0.274871 \tabularnewline
28 & -0.066616 & -0.4615 & 0.323252 \tabularnewline
29 & 0.046878 & 0.3248 & 0.373379 \tabularnewline
30 & 0.002766 & 0.0192 & 0.492395 \tabularnewline
31 & -0.101116 & -0.7006 & 0.243482 \tabularnewline
32 & 0.057143 & 0.3959 & 0.346967 \tabularnewline
33 & 0.07318 & 0.507 & 0.307236 \tabularnewline
34 & -0.129658 & -0.8983 & 0.186756 \tabularnewline
35 & 0.030287 & 0.2098 & 0.417341 \tabularnewline
36 & 0.126587 & 0.877 & 0.192422 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33954&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]0.93885[/C][C]6.5045[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.031373[/C][C]-0.2174[/C][C]0.414426[/C][/ROW]
[ROW][C]3[/C][C]-0.01374[/C][C]-0.0952[/C][C]0.462278[/C][/ROW]
[ROW][C]4[/C][C]-0.008625[/C][C]-0.0598[/C][C]0.476298[/C][/ROW]
[ROW][C]5[/C][C]-0.119502[/C][C]-0.8279[/C][C]0.205902[/C][/ROW]
[ROW][C]6[/C][C]-0.02396[/C][C]-0.166[/C][C]0.434426[/C][/ROW]
[ROW][C]7[/C][C]-0.098216[/C][C]-0.6805[/C][C]0.249742[/C][/ROW]
[ROW][C]8[/C][C]-0.078541[/C][C]-0.5442[/C][C]0.294428[/C][/ROW]
[ROW][C]9[/C][C]-0.069589[/C][C]-0.4821[/C][C]0.315952[/C][/ROW]
[ROW][C]10[/C][C]-0.067234[/C][C]-0.4658[/C][C]0.32173[/C][/ROW]
[ROW][C]11[/C][C]0.043666[/C][C]0.3025[/C][C]0.381778[/C][/ROW]
[ROW][C]12[/C][C]-0.152011[/C][C]-1.0532[/C][C]0.14877[/C][/ROW]
[ROW][C]13[/C][C]0.151521[/C][C]1.0498[/C][C]0.149541[/C][/ROW]
[ROW][C]14[/C][C]0.034214[/C][C]0.237[/C][C]0.406817[/C][/ROW]
[ROW][C]15[/C][C]-0.135817[/C][C]-0.941[/C][C]0.175716[/C][/ROW]
[ROW][C]16[/C][C]-0.00157[/C][C]-0.0109[/C][C]0.495682[/C][/ROW]
[ROW][C]17[/C][C]-0.009606[/C][C]-0.0666[/C][C]0.473607[/C][/ROW]
[ROW][C]18[/C][C]-0.001892[/C][C]-0.0131[/C][C]0.494798[/C][/ROW]
[ROW][C]19[/C][C]-0.127126[/C][C]-0.8808[/C][C]0.19142[/C][/ROW]
[ROW][C]20[/C][C]-0.142195[/C][C]-0.9852[/C][C]0.164744[/C][/ROW]
[ROW][C]21[/C][C]-0.063794[/C][C]-0.442[/C][C]0.330244[/C][/ROW]
[ROW][C]22[/C][C]-0.103378[/C][C]-0.7162[/C][C]0.238662[/C][/ROW]
[ROW][C]23[/C][C]-0.033205[/C][C]-0.23[/C][C]0.409516[/C][/ROW]
[ROW][C]24[/C][C]-0.082436[/C][C]-0.5711[/C][C]0.285287[/C][/ROW]
[ROW][C]25[/C][C]0.16792[/C][C]1.1634[/C][C]0.125212[/C][/ROW]
[ROW][C]26[/C][C]0.058911[/C][C]0.4081[/C][C]0.342491[/C][/ROW]
[ROW][C]27[/C][C]0.086949[/C][C]0.6024[/C][C]0.274871[/C][/ROW]
[ROW][C]28[/C][C]-0.066616[/C][C]-0.4615[/C][C]0.323252[/C][/ROW]
[ROW][C]29[/C][C]0.046878[/C][C]0.3248[/C][C]0.373379[/C][/ROW]
[ROW][C]30[/C][C]0.002766[/C][C]0.0192[/C][C]0.492395[/C][/ROW]
[ROW][C]31[/C][C]-0.101116[/C][C]-0.7006[/C][C]0.243482[/C][/ROW]
[ROW][C]32[/C][C]0.057143[/C][C]0.3959[/C][C]0.346967[/C][/ROW]
[ROW][C]33[/C][C]0.07318[/C][C]0.507[/C][C]0.307236[/C][/ROW]
[ROW][C]34[/C][C]-0.129658[/C][C]-0.8983[/C][C]0.186756[/C][/ROW]
[ROW][C]35[/C][C]0.030287[/C][C]0.2098[/C][C]0.417341[/C][/ROW]
[ROW][C]36[/C][C]0.126587[/C][C]0.877[/C][C]0.192422[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33954&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33954&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
10.938856.50450
2-0.031373-0.21740.414426
3-0.01374-0.09520.462278
4-0.008625-0.05980.476298
5-0.119502-0.82790.205902
6-0.02396-0.1660.434426
7-0.098216-0.68050.249742
8-0.078541-0.54420.294428
9-0.069589-0.48210.315952
10-0.067234-0.46580.32173
110.0436660.30250.381778
12-0.152011-1.05320.14877
130.1515211.04980.149541
140.0342140.2370.406817
15-0.135817-0.9410.175716
16-0.00157-0.01090.495682
17-0.009606-0.06660.473607
18-0.001892-0.01310.494798
19-0.127126-0.88080.19142
20-0.142195-0.98520.164744
21-0.063794-0.4420.330244
22-0.103378-0.71620.238662
23-0.033205-0.230.409516
24-0.082436-0.57110.285287
250.167921.16340.125212
260.0589110.40810.342491
270.0869490.60240.274871
28-0.066616-0.46150.323252
290.0468780.32480.373379
300.0027660.01920.492395
31-0.101116-0.70060.243482
320.0571430.39590.346967
330.073180.5070.307236
34-0.129658-0.89830.186756
350.0302870.20980.417341
360.1265870.8770.192422


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')