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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 12:08:07 -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/t1229454530ogdw58zt8fi6wow.htm/, Retrieved Wed, 15 May 2024 09:58:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34122, Retrieved Wed, 15 May 2024 09:58:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact203

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [22f18fc6a98517db16300404be421f9a]
-    D    [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:08:07] [e8f764b122b426f433a1e1038b457077] [Current]
-    D      [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D        [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-16 19:11:22] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD          [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:47:38] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:55:00] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:34:54] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P           [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:39:29] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:42:39] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:22:45] [4ddbf81f78ea7c738951638c7e93f6ee]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7,5
7,6
7,9
7,9
8,1
8,2
8
7,5
6,8
6,5
6,6
7,6
8
8
7,7
7,5
7,6
7,7
7,9
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,1
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,7
6,4
6,3
6,2
6,5
6,8
6,8
6,5
6,3
5,9
5,9
6,4

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'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34122&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34122&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34122&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.8844996.85130
20.674335.22331e-06
30.4703913.64360.000281
40.3508052.71730.004294
50.3221742.49550.007672
60.3308642.56290.006454
70.3314142.56710.006383
80.3055882.36710.010586
90.28652.21920.015132
100.2864992.21920.015132
110.3028912.34620.011144
120.3204242.4820.007941
130.2865812.21980.01511
140.2300051.78160.039937
150.1574921.21990.113633
160.0759020.58790.279391
170.0017390.01350.49465
18-0.046805-0.36260.640894
19-0.072618-0.56250.712063
20-0.095433-0.73920.768671
21-0.110601-0.85670.802494
22-0.142423-1.10320.862828
23-0.16979-1.31520.903274
24-0.178963-1.38620.914598
25-0.169529-1.31320.902937
26-0.135824-1.05210.851511
27-0.110962-0.85950.803258
28-0.115088-0.89150.811879
29-0.1398-1.08290.858404
30-0.182775-1.41580.918993
31-0.223274-1.72950.955567
32-0.250049-1.93690.971263
33-0.247987-1.92090.97025
34-0.226012-1.75070.957444
35-0.187356-1.45130.924041

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.884499 & 6.8513 & 0 \tabularnewline
2 & 0.67433 & 5.2233 & 1e-06 \tabularnewline
3 & 0.470391 & 3.6436 & 0.000281 \tabularnewline
4 & 0.350805 & 2.7173 & 0.004294 \tabularnewline
5 & 0.322174 & 2.4955 & 0.007672 \tabularnewline
6 & 0.330864 & 2.5629 & 0.006454 \tabularnewline
7 & 0.331414 & 2.5671 & 0.006383 \tabularnewline
8 & 0.305588 & 2.3671 & 0.010586 \tabularnewline
9 & 0.2865 & 2.2192 & 0.015132 \tabularnewline
10 & 0.286499 & 2.2192 & 0.015132 \tabularnewline
11 & 0.302891 & 2.3462 & 0.011144 \tabularnewline
12 & 0.320424 & 2.482 & 0.007941 \tabularnewline
13 & 0.286581 & 2.2198 & 0.01511 \tabularnewline
14 & 0.230005 & 1.7816 & 0.039937 \tabularnewline
15 & 0.157492 & 1.2199 & 0.113633 \tabularnewline
16 & 0.075902 & 0.5879 & 0.279391 \tabularnewline
17 & 0.001739 & 0.0135 & 0.49465 \tabularnewline
18 & -0.046805 & -0.3626 & 0.640894 \tabularnewline
19 & -0.072618 & -0.5625 & 0.712063 \tabularnewline
20 & -0.095433 & -0.7392 & 0.768671 \tabularnewline
21 & -0.110601 & -0.8567 & 0.802494 \tabularnewline
22 & -0.142423 & -1.1032 & 0.862828 \tabularnewline
23 & -0.16979 & -1.3152 & 0.903274 \tabularnewline
24 & -0.178963 & -1.3862 & 0.914598 \tabularnewline
25 & -0.169529 & -1.3132 & 0.902937 \tabularnewline
26 & -0.135824 & -1.0521 & 0.851511 \tabularnewline
27 & -0.110962 & -0.8595 & 0.803258 \tabularnewline
28 & -0.115088 & -0.8915 & 0.811879 \tabularnewline
29 & -0.1398 & -1.0829 & 0.858404 \tabularnewline
30 & -0.182775 & -1.4158 & 0.918993 \tabularnewline
31 & -0.223274 & -1.7295 & 0.955567 \tabularnewline
32 & -0.250049 & -1.9369 & 0.971263 \tabularnewline
33 & -0.247987 & -1.9209 & 0.97025 \tabularnewline
34 & -0.226012 & -1.7507 & 0.957444 \tabularnewline
35 & -0.187356 & -1.4513 & 0.924041 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34122&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.884499[/C][C]6.8513[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.67433[/C][C]5.2233[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.470391[/C][C]3.6436[/C][C]0.000281[/C][/ROW]
[ROW][C]4[/C][C]0.350805[/C][C]2.7173[/C][C]0.004294[/C][/ROW]
[ROW][C]5[/C][C]0.322174[/C][C]2.4955[/C][C]0.007672[/C][/ROW]
[ROW][C]6[/C][C]0.330864[/C][C]2.5629[/C][C]0.006454[/C][/ROW]
[ROW][C]7[/C][C]0.331414[/C][C]2.5671[/C][C]0.006383[/C][/ROW]
[ROW][C]8[/C][C]0.305588[/C][C]2.3671[/C][C]0.010586[/C][/ROW]
[ROW][C]9[/C][C]0.2865[/C][C]2.2192[/C][C]0.015132[/C][/ROW]
[ROW][C]10[/C][C]0.286499[/C][C]2.2192[/C][C]0.015132[/C][/ROW]
[ROW][C]11[/C][C]0.302891[/C][C]2.3462[/C][C]0.011144[/C][/ROW]
[ROW][C]12[/C][C]0.320424[/C][C]2.482[/C][C]0.007941[/C][/ROW]
[ROW][C]13[/C][C]0.286581[/C][C]2.2198[/C][C]0.01511[/C][/ROW]
[ROW][C]14[/C][C]0.230005[/C][C]1.7816[/C][C]0.039937[/C][/ROW]
[ROW][C]15[/C][C]0.157492[/C][C]1.2199[/C][C]0.113633[/C][/ROW]
[ROW][C]16[/C][C]0.075902[/C][C]0.5879[/C][C]0.279391[/C][/ROW]
[ROW][C]17[/C][C]0.001739[/C][C]0.0135[/C][C]0.49465[/C][/ROW]
[ROW][C]18[/C][C]-0.046805[/C][C]-0.3626[/C][C]0.640894[/C][/ROW]
[ROW][C]19[/C][C]-0.072618[/C][C]-0.5625[/C][C]0.712063[/C][/ROW]
[ROW][C]20[/C][C]-0.095433[/C][C]-0.7392[/C][C]0.768671[/C][/ROW]
[ROW][C]21[/C][C]-0.110601[/C][C]-0.8567[/C][C]0.802494[/C][/ROW]
[ROW][C]22[/C][C]-0.142423[/C][C]-1.1032[/C][C]0.862828[/C][/ROW]
[ROW][C]23[/C][C]-0.16979[/C][C]-1.3152[/C][C]0.903274[/C][/ROW]
[ROW][C]24[/C][C]-0.178963[/C][C]-1.3862[/C][C]0.914598[/C][/ROW]
[ROW][C]25[/C][C]-0.169529[/C][C]-1.3132[/C][C]0.902937[/C][/ROW]
[ROW][C]26[/C][C]-0.135824[/C][C]-1.0521[/C][C]0.851511[/C][/ROW]
[ROW][C]27[/C][C]-0.110962[/C][C]-0.8595[/C][C]0.803258[/C][/ROW]
[ROW][C]28[/C][C]-0.115088[/C][C]-0.8915[/C][C]0.811879[/C][/ROW]
[ROW][C]29[/C][C]-0.1398[/C][C]-1.0829[/C][C]0.858404[/C][/ROW]
[ROW][C]30[/C][C]-0.182775[/C][C]-1.4158[/C][C]0.918993[/C][/ROW]
[ROW][C]31[/C][C]-0.223274[/C][C]-1.7295[/C][C]0.955567[/C][/ROW]
[ROW][C]32[/C][C]-0.250049[/C][C]-1.9369[/C][C]0.971263[/C][/ROW]
[ROW][C]33[/C][C]-0.247987[/C][C]-1.9209[/C][C]0.97025[/C][/ROW]
[ROW][C]34[/C][C]-0.226012[/C][C]-1.7507[/C][C]0.957444[/C][/ROW]
[ROW][C]35[/C][C]-0.187356[/C][C]-1.4513[/C][C]0.924041[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34122&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34122&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
017.7460
10.8844996.85130
20.674335.22331e-06
30.4703913.64360.000281
40.3508052.71730.004294
50.3221742.49550.007672
60.3308642.56290.006454
70.3314142.56710.006383
80.3055882.36710.010586
90.28652.21920.015132
100.2864992.21920.015132
110.3028912.34620.011144
120.3204242.4820.007941
130.2865812.21980.01511
140.2300051.78160.039937
150.1574921.21990.113633
160.0759020.58790.279391
170.0017390.01350.49465
18-0.046805-0.36260.640894
19-0.072618-0.56250.712063
20-0.095433-0.73920.768671
21-0.110601-0.85670.802494
22-0.142423-1.10320.862828
23-0.16979-1.31520.903274
24-0.178963-1.38620.914598
25-0.169529-1.31320.902937
26-0.135824-1.05210.851511
27-0.110962-0.85950.803258
28-0.115088-0.89150.811879
29-0.1398-1.08290.858404
30-0.182775-1.41580.918993
31-0.223274-1.72950.955567
32-0.250049-1.93690.971263
33-0.247987-1.92090.97025
34-0.226012-1.75070.957444
35-0.187356-1.45130.924041






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8844996.85130
1-0.496217-3.84370.999852
20.1029130.79720.214251
30.2445371.89420.031512
40.095170.73720.231942
5-0.070812-0.54850.707311
60.0051840.04020.48405
70.0333510.25830.398517
80.1744761.35150.090806
90.0131590.10190.459577
100.0039040.03020.487988
110.0416290.32250.374114
12-0.211127-1.63540.946397
130.1447351.12110.133354
14-0.111733-0.86550.804889
15-0.19958-1.54590.936311
16-0.026302-0.20370.580376
170.0635480.49220.312172
18-0.091931-0.71210.760416
19-0.121428-0.94060.824653
200.003740.0290.488494
21-0.136963-1.06090.853508
220.0868320.67260.251893
23-0.021442-0.16610.565676
240.036110.27970.390332
250.0621330.48130.316033
26-0.063622-0.49280.688028
270.0090150.06980.472282
280.0984980.7630.224238
29-0.20395-1.57980.940293
300.0359490.27850.39081
310.0759540.58830.279258
32-0.059201-0.45860.6759
330.1022580.79210.215716
340.0184990.14330.443269
35-0.177782-1.37710.9132

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.884499 & 6.8513 & 0 \tabularnewline
1 & -0.496217 & -3.8437 & 0.999852 \tabularnewline
2 & 0.102913 & 0.7972 & 0.214251 \tabularnewline
3 & 0.244537 & 1.8942 & 0.031512 \tabularnewline
4 & 0.09517 & 0.7372 & 0.231942 \tabularnewline
5 & -0.070812 & -0.5485 & 0.707311 \tabularnewline
6 & 0.005184 & 0.0402 & 0.48405 \tabularnewline
7 & 0.033351 & 0.2583 & 0.398517 \tabularnewline
8 & 0.174476 & 1.3515 & 0.090806 \tabularnewline
9 & 0.013159 & 0.1019 & 0.459577 \tabularnewline
10 & 0.003904 & 0.0302 & 0.487988 \tabularnewline
11 & 0.041629 & 0.3225 & 0.374114 \tabularnewline
12 & -0.211127 & -1.6354 & 0.946397 \tabularnewline
13 & 0.144735 & 1.1211 & 0.133354 \tabularnewline
14 & -0.111733 & -0.8655 & 0.804889 \tabularnewline
15 & -0.19958 & -1.5459 & 0.936311 \tabularnewline
16 & -0.026302 & -0.2037 & 0.580376 \tabularnewline
17 & 0.063548 & 0.4922 & 0.312172 \tabularnewline
18 & -0.091931 & -0.7121 & 0.760416 \tabularnewline
19 & -0.121428 & -0.9406 & 0.824653 \tabularnewline
20 & 0.00374 & 0.029 & 0.488494 \tabularnewline
21 & -0.136963 & -1.0609 & 0.853508 \tabularnewline
22 & 0.086832 & 0.6726 & 0.251893 \tabularnewline
23 & -0.021442 & -0.1661 & 0.565676 \tabularnewline
24 & 0.03611 & 0.2797 & 0.390332 \tabularnewline
25 & 0.062133 & 0.4813 & 0.316033 \tabularnewline
26 & -0.063622 & -0.4928 & 0.688028 \tabularnewline
27 & 0.009015 & 0.0698 & 0.472282 \tabularnewline
28 & 0.098498 & 0.763 & 0.224238 \tabularnewline
29 & -0.20395 & -1.5798 & 0.940293 \tabularnewline
30 & 0.035949 & 0.2785 & 0.39081 \tabularnewline
31 & 0.075954 & 0.5883 & 0.279258 \tabularnewline
32 & -0.059201 & -0.4586 & 0.6759 \tabularnewline
33 & 0.102258 & 0.7921 & 0.215716 \tabularnewline
34 & 0.018499 & 0.1433 & 0.443269 \tabularnewline
35 & -0.177782 & -1.3771 & 0.9132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34122&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]0[/C][C]0.884499[/C][C]6.8513[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.496217[/C][C]-3.8437[/C][C]0.999852[/C][/ROW]
[ROW][C]2[/C][C]0.102913[/C][C]0.7972[/C][C]0.214251[/C][/ROW]
[ROW][C]3[/C][C]0.244537[/C][C]1.8942[/C][C]0.031512[/C][/ROW]
[ROW][C]4[/C][C]0.09517[/C][C]0.7372[/C][C]0.231942[/C][/ROW]
[ROW][C]5[/C][C]-0.070812[/C][C]-0.5485[/C][C]0.707311[/C][/ROW]
[ROW][C]6[/C][C]0.005184[/C][C]0.0402[/C][C]0.48405[/C][/ROW]
[ROW][C]7[/C][C]0.033351[/C][C]0.2583[/C][C]0.398517[/C][/ROW]
[ROW][C]8[/C][C]0.174476[/C][C]1.3515[/C][C]0.090806[/C][/ROW]
[ROW][C]9[/C][C]0.013159[/C][C]0.1019[/C][C]0.459577[/C][/ROW]
[ROW][C]10[/C][C]0.003904[/C][C]0.0302[/C][C]0.487988[/C][/ROW]
[ROW][C]11[/C][C]0.041629[/C][C]0.3225[/C][C]0.374114[/C][/ROW]
[ROW][C]12[/C][C]-0.211127[/C][C]-1.6354[/C][C]0.946397[/C][/ROW]
[ROW][C]13[/C][C]0.144735[/C][C]1.1211[/C][C]0.133354[/C][/ROW]
[ROW][C]14[/C][C]-0.111733[/C][C]-0.8655[/C][C]0.804889[/C][/ROW]
[ROW][C]15[/C][C]-0.19958[/C][C]-1.5459[/C][C]0.936311[/C][/ROW]
[ROW][C]16[/C][C]-0.026302[/C][C]-0.2037[/C][C]0.580376[/C][/ROW]
[ROW][C]17[/C][C]0.063548[/C][C]0.4922[/C][C]0.312172[/C][/ROW]
[ROW][C]18[/C][C]-0.091931[/C][C]-0.7121[/C][C]0.760416[/C][/ROW]
[ROW][C]19[/C][C]-0.121428[/C][C]-0.9406[/C][C]0.824653[/C][/ROW]
[ROW][C]20[/C][C]0.00374[/C][C]0.029[/C][C]0.488494[/C][/ROW]
[ROW][C]21[/C][C]-0.136963[/C][C]-1.0609[/C][C]0.853508[/C][/ROW]
[ROW][C]22[/C][C]0.086832[/C][C]0.6726[/C][C]0.251893[/C][/ROW]
[ROW][C]23[/C][C]-0.021442[/C][C]-0.1661[/C][C]0.565676[/C][/ROW]
[ROW][C]24[/C][C]0.03611[/C][C]0.2797[/C][C]0.390332[/C][/ROW]
[ROW][C]25[/C][C]0.062133[/C][C]0.4813[/C][C]0.316033[/C][/ROW]
[ROW][C]26[/C][C]-0.063622[/C][C]-0.4928[/C][C]0.688028[/C][/ROW]
[ROW][C]27[/C][C]0.009015[/C][C]0.0698[/C][C]0.472282[/C][/ROW]
[ROW][C]28[/C][C]0.098498[/C][C]0.763[/C][C]0.224238[/C][/ROW]
[ROW][C]29[/C][C]-0.20395[/C][C]-1.5798[/C][C]0.940293[/C][/ROW]
[ROW][C]30[/C][C]0.035949[/C][C]0.2785[/C][C]0.39081[/C][/ROW]
[ROW][C]31[/C][C]0.075954[/C][C]0.5883[/C][C]0.279258[/C][/ROW]
[ROW][C]32[/C][C]-0.059201[/C][C]-0.4586[/C][C]0.6759[/C][/ROW]
[ROW][C]33[/C][C]0.102258[/C][C]0.7921[/C][C]0.215716[/C][/ROW]
[ROW][C]34[/C][C]0.018499[/C][C]0.1433[/C][C]0.443269[/C][/ROW]
[ROW][C]35[/C][C]-0.177782[/C][C]-1.3771[/C][C]0.9132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34122&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34122&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
00.8844996.85130
1-0.496217-3.84370.999852
20.1029130.79720.214251
30.2445371.89420.031512
40.095170.73720.231942
5-0.070812-0.54850.707311
60.0051840.04020.48405
70.0333510.25830.398517
80.1744761.35150.090806
90.0131590.10190.459577
100.0039040.03020.487988
110.0416290.32250.374114
12-0.211127-1.63540.946397
130.1447351.12110.133354
14-0.111733-0.86550.804889
15-0.19958-1.54590.936311
16-0.026302-0.20370.580376
170.0635480.49220.312172
18-0.091931-0.71210.760416
19-0.121428-0.94060.824653
200.003740.0290.488494
21-0.136963-1.06090.853508
220.0868320.67260.251893
23-0.021442-0.16610.565676
240.036110.27970.390332
250.0621330.48130.316033
26-0.063622-0.49280.688028
270.0090150.06980.472282
280.0984980.7630.224238
29-0.20395-1.57980.940293
300.0359490.27850.39081
310.0759540.58830.279258
32-0.059201-0.45860.6759
330.1022580.79210.215716
340.0184990.14330.443269
35-0.177782-1.37710.9132


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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')