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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 12:09:49 -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/t122945462875inzw6ksoy727t.htm/, Retrieved Wed, 15 May 2024 09:00:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34125, Retrieved Wed, 15 May 2024 09:00:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200

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] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D      [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [e8f764b122b426f433a1e1038b457077] [Current]
-    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]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,4
9,5
9,1
9
9,3
9,9
9,8
9,4
8,3
8
8,5
10,4
11,1
10,9
9,9
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,9
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,8
7,9
7,9
8
7,9
7,5
7,2
6,9
6,6
6,7
7,3

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=34125&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=34125&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34125&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
017.7460
10.8565796.6350
20.5956814.61411.1e-05
30.3883863.00840.001917
40.3435652.66120.004987
50.3996473.09570.001492
60.4420043.42370.000559
70.3950013.05970.001655
80.2873662.22590.014893
90.2068211.6020.057201
100.2125431.64630.05246
110.2548681.97420.026484
120.2558031.98140.026065
130.152441.18080.121172
140.014080.10910.456758
15-0.06795-0.52630.699704
16-0.057532-0.44560.671269
17-0.014721-0.1140.545203
180.0045450.03520.486016
19-0.03367-0.26080.602432
20-0.101822-0.78870.783307
21-0.13931-1.07910.857566
22-0.108468-0.84020.797931
23-0.036932-0.28610.612097
240.0055150.04270.483034
25-0.028579-0.22140.587223
26-0.108943-0.84390.798952
27-0.164581-1.27480.896359
28-0.171737-1.33030.905768
29-0.151531-1.17380.877434
30-0.134689-1.04330.849501
31-0.152208-1.1790.878473
32-0.194362-1.50550.931282
33-0.235334-1.82290.963348
34-0.239703-1.85670.96587
35-0.205346-1.59060.941523

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.856579 & 6.635 & 0 \tabularnewline
2 & 0.595681 & 4.6141 & 1.1e-05 \tabularnewline
3 & 0.388386 & 3.0084 & 0.001917 \tabularnewline
4 & 0.343565 & 2.6612 & 0.004987 \tabularnewline
5 & 0.399647 & 3.0957 & 0.001492 \tabularnewline
6 & 0.442004 & 3.4237 & 0.000559 \tabularnewline
7 & 0.395001 & 3.0597 & 0.001655 \tabularnewline
8 & 0.287366 & 2.2259 & 0.014893 \tabularnewline
9 & 0.206821 & 1.602 & 0.057201 \tabularnewline
10 & 0.212543 & 1.6463 & 0.05246 \tabularnewline
11 & 0.254868 & 1.9742 & 0.026484 \tabularnewline
12 & 0.255803 & 1.9814 & 0.026065 \tabularnewline
13 & 0.15244 & 1.1808 & 0.121172 \tabularnewline
14 & 0.01408 & 0.1091 & 0.456758 \tabularnewline
15 & -0.06795 & -0.5263 & 0.699704 \tabularnewline
16 & -0.057532 & -0.4456 & 0.671269 \tabularnewline
17 & -0.014721 & -0.114 & 0.545203 \tabularnewline
18 & 0.004545 & 0.0352 & 0.486016 \tabularnewline
19 & -0.03367 & -0.2608 & 0.602432 \tabularnewline
20 & -0.101822 & -0.7887 & 0.783307 \tabularnewline
21 & -0.13931 & -1.0791 & 0.857566 \tabularnewline
22 & -0.108468 & -0.8402 & 0.797931 \tabularnewline
23 & -0.036932 & -0.2861 & 0.612097 \tabularnewline
24 & 0.005515 & 0.0427 & 0.483034 \tabularnewline
25 & -0.028579 & -0.2214 & 0.587223 \tabularnewline
26 & -0.108943 & -0.8439 & 0.798952 \tabularnewline
27 & -0.164581 & -1.2748 & 0.896359 \tabularnewline
28 & -0.171737 & -1.3303 & 0.905768 \tabularnewline
29 & -0.151531 & -1.1738 & 0.877434 \tabularnewline
30 & -0.134689 & -1.0433 & 0.849501 \tabularnewline
31 & -0.152208 & -1.179 & 0.878473 \tabularnewline
32 & -0.194362 & -1.5055 & 0.931282 \tabularnewline
33 & -0.235334 & -1.8229 & 0.963348 \tabularnewline
34 & -0.239703 & -1.8567 & 0.96587 \tabularnewline
35 & -0.205346 & -1.5906 & 0.941523 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34125&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]0.856579[/C][C]6.635[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.595681[/C][C]4.6141[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.388386[/C][C]3.0084[/C][C]0.001917[/C][/ROW]
[ROW][C]4[/C][C]0.343565[/C][C]2.6612[/C][C]0.004987[/C][/ROW]
[ROW][C]5[/C][C]0.399647[/C][C]3.0957[/C][C]0.001492[/C][/ROW]
[ROW][C]6[/C][C]0.442004[/C][C]3.4237[/C][C]0.000559[/C][/ROW]
[ROW][C]7[/C][C]0.395001[/C][C]3.0597[/C][C]0.001655[/C][/ROW]
[ROW][C]8[/C][C]0.287366[/C][C]2.2259[/C][C]0.014893[/C][/ROW]
[ROW][C]9[/C][C]0.206821[/C][C]1.602[/C][C]0.057201[/C][/ROW]
[ROW][C]10[/C][C]0.212543[/C][C]1.6463[/C][C]0.05246[/C][/ROW]
[ROW][C]11[/C][C]0.254868[/C][C]1.9742[/C][C]0.026484[/C][/ROW]
[ROW][C]12[/C][C]0.255803[/C][C]1.9814[/C][C]0.026065[/C][/ROW]
[ROW][C]13[/C][C]0.15244[/C][C]1.1808[/C][C]0.121172[/C][/ROW]
[ROW][C]14[/C][C]0.01408[/C][C]0.1091[/C][C]0.456758[/C][/ROW]
[ROW][C]15[/C][C]-0.06795[/C][C]-0.5263[/C][C]0.699704[/C][/ROW]
[ROW][C]16[/C][C]-0.057532[/C][C]-0.4456[/C][C]0.671269[/C][/ROW]
[ROW][C]17[/C][C]-0.014721[/C][C]-0.114[/C][C]0.545203[/C][/ROW]
[ROW][C]18[/C][C]0.004545[/C][C]0.0352[/C][C]0.486016[/C][/ROW]
[ROW][C]19[/C][C]-0.03367[/C][C]-0.2608[/C][C]0.602432[/C][/ROW]
[ROW][C]20[/C][C]-0.101822[/C][C]-0.7887[/C][C]0.783307[/C][/ROW]
[ROW][C]21[/C][C]-0.13931[/C][C]-1.0791[/C][C]0.857566[/C][/ROW]
[ROW][C]22[/C][C]-0.108468[/C][C]-0.8402[/C][C]0.797931[/C][/ROW]
[ROW][C]23[/C][C]-0.036932[/C][C]-0.2861[/C][C]0.612097[/C][/ROW]
[ROW][C]24[/C][C]0.005515[/C][C]0.0427[/C][C]0.483034[/C][/ROW]
[ROW][C]25[/C][C]-0.028579[/C][C]-0.2214[/C][C]0.587223[/C][/ROW]
[ROW][C]26[/C][C]-0.108943[/C][C]-0.8439[/C][C]0.798952[/C][/ROW]
[ROW][C]27[/C][C]-0.164581[/C][C]-1.2748[/C][C]0.896359[/C][/ROW]
[ROW][C]28[/C][C]-0.171737[/C][C]-1.3303[/C][C]0.905768[/C][/ROW]
[ROW][C]29[/C][C]-0.151531[/C][C]-1.1738[/C][C]0.877434[/C][/ROW]
[ROW][C]30[/C][C]-0.134689[/C][C]-1.0433[/C][C]0.849501[/C][/ROW]
[ROW][C]31[/C][C]-0.152208[/C][C]-1.179[/C][C]0.878473[/C][/ROW]
[ROW][C]32[/C][C]-0.194362[/C][C]-1.5055[/C][C]0.931282[/C][/ROW]
[ROW][C]33[/C][C]-0.235334[/C][C]-1.8229[/C][C]0.963348[/C][/ROW]
[ROW][C]34[/C][C]-0.239703[/C][C]-1.8567[/C][C]0.96587[/C][/ROW]
[ROW][C]35[/C][C]-0.205346[/C][C]-1.5906[/C][C]0.941523[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34125&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34125&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
10.8565796.6350
20.5956814.61411.1e-05
30.3883863.00840.001917
40.3435652.66120.004987
50.3996473.09570.001492
60.4420043.42370.000559
70.3950013.05970.001655
80.2873662.22590.014893
90.2068211.6020.057201
100.2125431.64630.05246
110.2548681.97420.026484
120.2558031.98140.026065
130.152441.18080.121172
140.014080.10910.456758
15-0.06795-0.52630.699704
16-0.057532-0.44560.671269
17-0.014721-0.1140.545203
180.0045450.03520.486016
19-0.03367-0.26080.602432
20-0.101822-0.78870.783307
21-0.13931-1.07910.857566
22-0.108468-0.84020.797931
23-0.036932-0.28610.612097
240.0055150.04270.483034
25-0.028579-0.22140.587223
26-0.108943-0.84390.798952
27-0.164581-1.27480.896359
28-0.171737-1.33030.905768
29-0.151531-1.17380.877434
30-0.134689-1.04330.849501
31-0.152208-1.1790.878473
32-0.194362-1.50550.931282
33-0.235334-1.82290.963348
34-0.239703-1.85670.96587
35-0.205346-1.59060.941523






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8565796.6350
1-0.518445-4.01590.999916
20.2963052.29520.012618
30.3565872.76210.003806
4-0.070128-0.54320.705501
5-0.053967-0.4180.661289
6-0.03367-0.26080.602433
70.0259950.20140.420551
80.1002530.77660.220235
90.0835570.64720.259975
10-0.148463-1.150.872645
11-0.068265-0.52880.700545
12-0.203636-1.57740.940015
130.0946980.73350.233048
140.0328460.25440.400018
15-0.106549-0.82530.793771
16-0.095157-0.73710.768028
170.1173810.90920.183434
18-0.039646-0.30710.620084
19-0.060696-0.47010.680023
200.0805570.6240.2675
210.0481020.37260.355382
220.0616870.47780.317254
23-0.050601-0.3920.65176
24-0.073985-0.57310.715635
25-0.015668-0.12140.548096
260.0298570.23130.408944
27-0.171909-1.33160.905986
28-0.005611-0.04350.517263
290.0365710.28330.388968
30-0.139967-1.08420.858688
31-0.004669-0.03620.514364
32-0.065477-0.50720.693057
33-0.031513-0.24410.596007
340.0793350.61450.270595
35-0.000287-0.00220.500883

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.856579 & 6.635 & 0 \tabularnewline
1 & -0.518445 & -4.0159 & 0.999916 \tabularnewline
2 & 0.296305 & 2.2952 & 0.012618 \tabularnewline
3 & 0.356587 & 2.7621 & 0.003806 \tabularnewline
4 & -0.070128 & -0.5432 & 0.705501 \tabularnewline
5 & -0.053967 & -0.418 & 0.661289 \tabularnewline
6 & -0.03367 & -0.2608 & 0.602433 \tabularnewline
7 & 0.025995 & 0.2014 & 0.420551 \tabularnewline
8 & 0.100253 & 0.7766 & 0.220235 \tabularnewline
9 & 0.083557 & 0.6472 & 0.259975 \tabularnewline
10 & -0.148463 & -1.15 & 0.872645 \tabularnewline
11 & -0.068265 & -0.5288 & 0.700545 \tabularnewline
12 & -0.203636 & -1.5774 & 0.940015 \tabularnewline
13 & 0.094698 & 0.7335 & 0.233048 \tabularnewline
14 & 0.032846 & 0.2544 & 0.400018 \tabularnewline
15 & -0.106549 & -0.8253 & 0.793771 \tabularnewline
16 & -0.095157 & -0.7371 & 0.768028 \tabularnewline
17 & 0.117381 & 0.9092 & 0.183434 \tabularnewline
18 & -0.039646 & -0.3071 & 0.620084 \tabularnewline
19 & -0.060696 & -0.4701 & 0.680023 \tabularnewline
20 & 0.080557 & 0.624 & 0.2675 \tabularnewline
21 & 0.048102 & 0.3726 & 0.355382 \tabularnewline
22 & 0.061687 & 0.4778 & 0.317254 \tabularnewline
23 & -0.050601 & -0.392 & 0.65176 \tabularnewline
24 & -0.073985 & -0.5731 & 0.715635 \tabularnewline
25 & -0.015668 & -0.1214 & 0.548096 \tabularnewline
26 & 0.029857 & 0.2313 & 0.408944 \tabularnewline
27 & -0.171909 & -1.3316 & 0.905986 \tabularnewline
28 & -0.005611 & -0.0435 & 0.517263 \tabularnewline
29 & 0.036571 & 0.2833 & 0.388968 \tabularnewline
30 & -0.139967 & -1.0842 & 0.858688 \tabularnewline
31 & -0.004669 & -0.0362 & 0.514364 \tabularnewline
32 & -0.065477 & -0.5072 & 0.693057 \tabularnewline
33 & -0.031513 & -0.2441 & 0.596007 \tabularnewline
34 & 0.079335 & 0.6145 & 0.270595 \tabularnewline
35 & -0.000287 & -0.0022 & 0.500883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34125&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]0.856579[/C][C]6.635[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.518445[/C][C]-4.0159[/C][C]0.999916[/C][/ROW]
[ROW][C]2[/C][C]0.296305[/C][C]2.2952[/C][C]0.012618[/C][/ROW]
[ROW][C]3[/C][C]0.356587[/C][C]2.7621[/C][C]0.003806[/C][/ROW]
[ROW][C]4[/C][C]-0.070128[/C][C]-0.5432[/C][C]0.705501[/C][/ROW]
[ROW][C]5[/C][C]-0.053967[/C][C]-0.418[/C][C]0.661289[/C][/ROW]
[ROW][C]6[/C][C]-0.03367[/C][C]-0.2608[/C][C]0.602433[/C][/ROW]
[ROW][C]7[/C][C]0.025995[/C][C]0.2014[/C][C]0.420551[/C][/ROW]
[ROW][C]8[/C][C]0.100253[/C][C]0.7766[/C][C]0.220235[/C][/ROW]
[ROW][C]9[/C][C]0.083557[/C][C]0.6472[/C][C]0.259975[/C][/ROW]
[ROW][C]10[/C][C]-0.148463[/C][C]-1.15[/C][C]0.872645[/C][/ROW]
[ROW][C]11[/C][C]-0.068265[/C][C]-0.5288[/C][C]0.700545[/C][/ROW]
[ROW][C]12[/C][C]-0.203636[/C][C]-1.5774[/C][C]0.940015[/C][/ROW]
[ROW][C]13[/C][C]0.094698[/C][C]0.7335[/C][C]0.233048[/C][/ROW]
[ROW][C]14[/C][C]0.032846[/C][C]0.2544[/C][C]0.400018[/C][/ROW]
[ROW][C]15[/C][C]-0.106549[/C][C]-0.8253[/C][C]0.793771[/C][/ROW]
[ROW][C]16[/C][C]-0.095157[/C][C]-0.7371[/C][C]0.768028[/C][/ROW]
[ROW][C]17[/C][C]0.117381[/C][C]0.9092[/C][C]0.183434[/C][/ROW]
[ROW][C]18[/C][C]-0.039646[/C][C]-0.3071[/C][C]0.620084[/C][/ROW]
[ROW][C]19[/C][C]-0.060696[/C][C]-0.4701[/C][C]0.680023[/C][/ROW]
[ROW][C]20[/C][C]0.080557[/C][C]0.624[/C][C]0.2675[/C][/ROW]
[ROW][C]21[/C][C]0.048102[/C][C]0.3726[/C][C]0.355382[/C][/ROW]
[ROW][C]22[/C][C]0.061687[/C][C]0.4778[/C][C]0.317254[/C][/ROW]
[ROW][C]23[/C][C]-0.050601[/C][C]-0.392[/C][C]0.65176[/C][/ROW]
[ROW][C]24[/C][C]-0.073985[/C][C]-0.5731[/C][C]0.715635[/C][/ROW]
[ROW][C]25[/C][C]-0.015668[/C][C]-0.1214[/C][C]0.548096[/C][/ROW]
[ROW][C]26[/C][C]0.029857[/C][C]0.2313[/C][C]0.408944[/C][/ROW]
[ROW][C]27[/C][C]-0.171909[/C][C]-1.3316[/C][C]0.905986[/C][/ROW]
[ROW][C]28[/C][C]-0.005611[/C][C]-0.0435[/C][C]0.517263[/C][/ROW]
[ROW][C]29[/C][C]0.036571[/C][C]0.2833[/C][C]0.388968[/C][/ROW]
[ROW][C]30[/C][C]-0.139967[/C][C]-1.0842[/C][C]0.858688[/C][/ROW]
[ROW][C]31[/C][C]-0.004669[/C][C]-0.0362[/C][C]0.514364[/C][/ROW]
[ROW][C]32[/C][C]-0.065477[/C][C]-0.5072[/C][C]0.693057[/C][/ROW]
[ROW][C]33[/C][C]-0.031513[/C][C]-0.2441[/C][C]0.596007[/C][/ROW]
[ROW][C]34[/C][C]0.079335[/C][C]0.6145[/C][C]0.270595[/C][/ROW]
[ROW][C]35[/C][C]-0.000287[/C][C]-0.0022[/C][C]0.500883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34125&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34125&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
00.8565796.6350
1-0.518445-4.01590.999916
20.2963052.29520.012618
30.3565872.76210.003806
4-0.070128-0.54320.705501
5-0.053967-0.4180.661289
6-0.03367-0.26080.602433
70.0259950.20140.420551
80.1002530.77660.220235
90.0835570.64720.259975
10-0.148463-1.150.872645
11-0.068265-0.52880.700545
12-0.203636-1.57740.940015
130.0946980.73350.233048
140.0328460.25440.400018
15-0.106549-0.82530.793771
16-0.095157-0.73710.768028
170.1173810.90920.183434
18-0.039646-0.30710.620084
19-0.060696-0.47010.680023
200.0805570.6240.2675
210.0481020.37260.355382
220.0616870.47780.317254
23-0.050601-0.3920.65176
24-0.073985-0.57310.715635
25-0.015668-0.12140.548096
260.0298570.23130.408944
27-0.171909-1.33160.905986
28-0.005611-0.04350.517263
290.0365710.28330.388968
30-0.139967-1.08420.858688
31-0.004669-0.03620.514364
32-0.065477-0.50720.693057
33-0.031513-0.24410.596007
340.0793350.61450.270595
35-0.000287-0.00220.500883


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')