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 computationThu, 18 Dec 2008 09:48:38 -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/18/t1229618940i73mgho033jc76z.htm/, Retrieved Sat, 11 May 2024 07:15:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34885, Retrieved Sat, 11 May 2024 07:15:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsACF
Estimated Impact192

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [q1] [2008-12-08 12:37:39] [3ffd109c9e040b1ae7e5dbe576d4698c]
F    D    [Standard Deviation-Mean Plot] [SMP] [2008-12-08 12:41:29] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM        [Variance Reduction Matrix] [VRM] [2008-12-08 13:10:17] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM          [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:14:12] [3ffd109c9e040b1ae7e5dbe576d4698c]
- R P             [(Partial) Autocorrelation Function] [ACF] [2008-12-18 16:48:38] [962e6c9020896982bc8283b8971710a9] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF] [2008-12-24 13:00:55] [b28ef2aea2cd58ceb5ad90223572c703]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486
115867
120327
117008
108811

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 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 & 6 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34885&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]6 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=34885&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34885&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 time6 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.318262.46520.008286
2-0.12001-0.92960.178153
3-0.315932-2.44720.008671
4-0.278481-2.15710.017506
5-0.082666-0.64030.262198
6-0.003703-0.02870.488608
7-0.063709-0.49350.311736
8-0.280249-2.17080.016957
9-0.251417-1.94750.028082
10-0.085691-0.66380.254694
110.2952742.28720.012863
120.7796426.03910
130.239741.8570.034109
14-0.098102-0.75990.225146
15-0.257709-1.99620.025228
16-0.215498-1.66920.05014
17-0.056931-0.4410.330403
18-0.006539-0.05070.479886
19-0.059819-0.46340.322392
20-0.231921-1.79650.038729
21-0.185181-1.43440.078324
22-0.04003-0.31010.37879
230.2231431.72850.044525
240.5702334.4172.1e-05
250.1638391.26910.104655
26-0.082214-0.63680.26333
27-0.210312-1.62910.054269
28-0.141546-1.09640.138641
29-0.030347-0.23510.407478
300.0112630.08720.465386
31-0.033412-0.25880.398335
32-0.161442-1.25050.107981
33-0.112206-0.86910.194117
34-0.049689-0.38490.35084
350.1564711.2120.115128
360.3813412.95390.002238

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.31826 & 2.4652 & 0.008286 \tabularnewline
2 & -0.12001 & -0.9296 & 0.178153 \tabularnewline
3 & -0.315932 & -2.4472 & 0.008671 \tabularnewline
4 & -0.278481 & -2.1571 & 0.017506 \tabularnewline
5 & -0.082666 & -0.6403 & 0.262198 \tabularnewline
6 & -0.003703 & -0.0287 & 0.488608 \tabularnewline
7 & -0.063709 & -0.4935 & 0.311736 \tabularnewline
8 & -0.280249 & -2.1708 & 0.016957 \tabularnewline
9 & -0.251417 & -1.9475 & 0.028082 \tabularnewline
10 & -0.085691 & -0.6638 & 0.254694 \tabularnewline
11 & 0.295274 & 2.2872 & 0.012863 \tabularnewline
12 & 0.779642 & 6.0391 & 0 \tabularnewline
13 & 0.23974 & 1.857 & 0.034109 \tabularnewline
14 & -0.098102 & -0.7599 & 0.225146 \tabularnewline
15 & -0.257709 & -1.9962 & 0.025228 \tabularnewline
16 & -0.215498 & -1.6692 & 0.05014 \tabularnewline
17 & -0.056931 & -0.441 & 0.330403 \tabularnewline
18 & -0.006539 & -0.0507 & 0.479886 \tabularnewline
19 & -0.059819 & -0.4634 & 0.322392 \tabularnewline
20 & -0.231921 & -1.7965 & 0.038729 \tabularnewline
21 & -0.185181 & -1.4344 & 0.078324 \tabularnewline
22 & -0.04003 & -0.3101 & 0.37879 \tabularnewline
23 & 0.223143 & 1.7285 & 0.044525 \tabularnewline
24 & 0.570233 & 4.417 & 2.1e-05 \tabularnewline
25 & 0.163839 & 1.2691 & 0.104655 \tabularnewline
26 & -0.082214 & -0.6368 & 0.26333 \tabularnewline
27 & -0.210312 & -1.6291 & 0.054269 \tabularnewline
28 & -0.141546 & -1.0964 & 0.138641 \tabularnewline
29 & -0.030347 & -0.2351 & 0.407478 \tabularnewline
30 & 0.011263 & 0.0872 & 0.465386 \tabularnewline
31 & -0.033412 & -0.2588 & 0.398335 \tabularnewline
32 & -0.161442 & -1.2505 & 0.107981 \tabularnewline
33 & -0.112206 & -0.8691 & 0.194117 \tabularnewline
34 & -0.049689 & -0.3849 & 0.35084 \tabularnewline
35 & 0.156471 & 1.212 & 0.115128 \tabularnewline
36 & 0.381341 & 2.9539 & 0.002238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34885&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]0.31826[/C][C]2.4652[/C][C]0.008286[/C][/ROW]
[ROW][C]2[/C][C]-0.12001[/C][C]-0.9296[/C][C]0.178153[/C][/ROW]
[ROW][C]3[/C][C]-0.315932[/C][C]-2.4472[/C][C]0.008671[/C][/ROW]
[ROW][C]4[/C][C]-0.278481[/C][C]-2.1571[/C][C]0.017506[/C][/ROW]
[ROW][C]5[/C][C]-0.082666[/C][C]-0.6403[/C][C]0.262198[/C][/ROW]
[ROW][C]6[/C][C]-0.003703[/C][C]-0.0287[/C][C]0.488608[/C][/ROW]
[ROW][C]7[/C][C]-0.063709[/C][C]-0.4935[/C][C]0.311736[/C][/ROW]
[ROW][C]8[/C][C]-0.280249[/C][C]-2.1708[/C][C]0.016957[/C][/ROW]
[ROW][C]9[/C][C]-0.251417[/C][C]-1.9475[/C][C]0.028082[/C][/ROW]
[ROW][C]10[/C][C]-0.085691[/C][C]-0.6638[/C][C]0.254694[/C][/ROW]
[ROW][C]11[/C][C]0.295274[/C][C]2.2872[/C][C]0.012863[/C][/ROW]
[ROW][C]12[/C][C]0.779642[/C][C]6.0391[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.23974[/C][C]1.857[/C][C]0.034109[/C][/ROW]
[ROW][C]14[/C][C]-0.098102[/C][C]-0.7599[/C][C]0.225146[/C][/ROW]
[ROW][C]15[/C][C]-0.257709[/C][C]-1.9962[/C][C]0.025228[/C][/ROW]
[ROW][C]16[/C][C]-0.215498[/C][C]-1.6692[/C][C]0.05014[/C][/ROW]
[ROW][C]17[/C][C]-0.056931[/C][C]-0.441[/C][C]0.330403[/C][/ROW]
[ROW][C]18[/C][C]-0.006539[/C][C]-0.0507[/C][C]0.479886[/C][/ROW]
[ROW][C]19[/C][C]-0.059819[/C][C]-0.4634[/C][C]0.322392[/C][/ROW]
[ROW][C]20[/C][C]-0.231921[/C][C]-1.7965[/C][C]0.038729[/C][/ROW]
[ROW][C]21[/C][C]-0.185181[/C][C]-1.4344[/C][C]0.078324[/C][/ROW]
[ROW][C]22[/C][C]-0.04003[/C][C]-0.3101[/C][C]0.37879[/C][/ROW]
[ROW][C]23[/C][C]0.223143[/C][C]1.7285[/C][C]0.044525[/C][/ROW]
[ROW][C]24[/C][C]0.570233[/C][C]4.417[/C][C]2.1e-05[/C][/ROW]
[ROW][C]25[/C][C]0.163839[/C][C]1.2691[/C][C]0.104655[/C][/ROW]
[ROW][C]26[/C][C]-0.082214[/C][C]-0.6368[/C][C]0.26333[/C][/ROW]
[ROW][C]27[/C][C]-0.210312[/C][C]-1.6291[/C][C]0.054269[/C][/ROW]
[ROW][C]28[/C][C]-0.141546[/C][C]-1.0964[/C][C]0.138641[/C][/ROW]
[ROW][C]29[/C][C]-0.030347[/C][C]-0.2351[/C][C]0.407478[/C][/ROW]
[ROW][C]30[/C][C]0.011263[/C][C]0.0872[/C][C]0.465386[/C][/ROW]
[ROW][C]31[/C][C]-0.033412[/C][C]-0.2588[/C][C]0.398335[/C][/ROW]
[ROW][C]32[/C][C]-0.161442[/C][C]-1.2505[/C][C]0.107981[/C][/ROW]
[ROW][C]33[/C][C]-0.112206[/C][C]-0.8691[/C][C]0.194117[/C][/ROW]
[ROW][C]34[/C][C]-0.049689[/C][C]-0.3849[/C][C]0.35084[/C][/ROW]
[ROW][C]35[/C][C]0.156471[/C][C]1.212[/C][C]0.115128[/C][/ROW]
[ROW][C]36[/C][C]0.381341[/C][C]2.9539[/C][C]0.002238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34885&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34885&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
10.318262.46520.008286
2-0.12001-0.92960.178153
3-0.315932-2.44720.008671
4-0.278481-2.15710.017506
5-0.082666-0.64030.262198
6-0.003703-0.02870.488608
7-0.063709-0.49350.311736
8-0.280249-2.17080.016957
9-0.251417-1.94750.028082
10-0.085691-0.66380.254694
110.2952742.28720.012863
120.7796426.03910
130.239741.8570.034109
14-0.098102-0.75990.225146
15-0.257709-1.99620.025228
16-0.215498-1.66920.05014
17-0.056931-0.4410.330403
18-0.006539-0.05070.479886
19-0.059819-0.46340.322392
20-0.231921-1.79650.038729
21-0.185181-1.43440.078324
22-0.04003-0.31010.37879
230.2231431.72850.044525
240.5702334.4172.1e-05
250.1638391.26910.104655
26-0.082214-0.63680.26333
27-0.210312-1.62910.054269
28-0.141546-1.09640.138641
29-0.030347-0.23510.407478
300.0112630.08720.465386
31-0.033412-0.25880.398335
32-0.161442-1.25050.107981
33-0.112206-0.86910.194117
34-0.049689-0.38490.35084
350.1564711.2120.115128
360.3813412.95390.002238






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.318262.46520.008286
2-0.246241-1.90740.030631
3-0.225018-1.7430.04323
4-0.147111-1.13950.129508
5-0.035603-0.27580.391831
6-0.118515-0.9180.181143
7-0.191707-1.4850.071396
8-0.398082-3.08350.001545
9-0.316535-2.45190.00857
10-0.400049-3.09880.001478
11-0.173114-1.34090.092498
120.5362784.1545.3e-05
13-0.301362-2.33430.011472
140.03140.24320.404331
150.0445930.34540.365496
16-0.057269-0.44360.329463
170.031530.24420.403944
18-0.077419-0.59970.275486
19-0.022273-0.17250.431803
200.0858820.66520.254224
21-0.047518-0.36810.357056
220.0690030.53450.297486
23-0.139557-1.0810.142011
24-0.050955-0.39470.347233
25-0.027396-0.21220.416331
26-0.121468-0.94090.175268
27-0.085582-0.66290.254962
28-0.028178-0.21830.413981
29-0.129764-1.00510.159432
300.0142110.11010.456358
31-0.07537-0.58380.280766
320.0110220.08540.466124
330.024110.18680.426241
34-0.173712-1.34560.091753
350.0655130.50750.306845
36-0.149471-1.15780.125768

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.31826 & 2.4652 & 0.008286 \tabularnewline
2 & -0.246241 & -1.9074 & 0.030631 \tabularnewline
3 & -0.225018 & -1.743 & 0.04323 \tabularnewline
4 & -0.147111 & -1.1395 & 0.129508 \tabularnewline
5 & -0.035603 & -0.2758 & 0.391831 \tabularnewline
6 & -0.118515 & -0.918 & 0.181143 \tabularnewline
7 & -0.191707 & -1.485 & 0.071396 \tabularnewline
8 & -0.398082 & -3.0835 & 0.001545 \tabularnewline
9 & -0.316535 & -2.4519 & 0.00857 \tabularnewline
10 & -0.400049 & -3.0988 & 0.001478 \tabularnewline
11 & -0.173114 & -1.3409 & 0.092498 \tabularnewline
12 & 0.536278 & 4.154 & 5.3e-05 \tabularnewline
13 & -0.301362 & -2.3343 & 0.011472 \tabularnewline
14 & 0.0314 & 0.2432 & 0.404331 \tabularnewline
15 & 0.044593 & 0.3454 & 0.365496 \tabularnewline
16 & -0.057269 & -0.4436 & 0.329463 \tabularnewline
17 & 0.03153 & 0.2442 & 0.403944 \tabularnewline
18 & -0.077419 & -0.5997 & 0.275486 \tabularnewline
19 & -0.022273 & -0.1725 & 0.431803 \tabularnewline
20 & 0.085882 & 0.6652 & 0.254224 \tabularnewline
21 & -0.047518 & -0.3681 & 0.357056 \tabularnewline
22 & 0.069003 & 0.5345 & 0.297486 \tabularnewline
23 & -0.139557 & -1.081 & 0.142011 \tabularnewline
24 & -0.050955 & -0.3947 & 0.347233 \tabularnewline
25 & -0.027396 & -0.2122 & 0.416331 \tabularnewline
26 & -0.121468 & -0.9409 & 0.175268 \tabularnewline
27 & -0.085582 & -0.6629 & 0.254962 \tabularnewline
28 & -0.028178 & -0.2183 & 0.413981 \tabularnewline
29 & -0.129764 & -1.0051 & 0.159432 \tabularnewline
30 & 0.014211 & 0.1101 & 0.456358 \tabularnewline
31 & -0.07537 & -0.5838 & 0.280766 \tabularnewline
32 & 0.011022 & 0.0854 & 0.466124 \tabularnewline
33 & 0.02411 & 0.1868 & 0.426241 \tabularnewline
34 & -0.173712 & -1.3456 & 0.091753 \tabularnewline
35 & 0.065513 & 0.5075 & 0.306845 \tabularnewline
36 & -0.149471 & -1.1578 & 0.125768 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34885&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]0.31826[/C][C]2.4652[/C][C]0.008286[/C][/ROW]
[ROW][C]2[/C][C]-0.246241[/C][C]-1.9074[/C][C]0.030631[/C][/ROW]
[ROW][C]3[/C][C]-0.225018[/C][C]-1.743[/C][C]0.04323[/C][/ROW]
[ROW][C]4[/C][C]-0.147111[/C][C]-1.1395[/C][C]0.129508[/C][/ROW]
[ROW][C]5[/C][C]-0.035603[/C][C]-0.2758[/C][C]0.391831[/C][/ROW]
[ROW][C]6[/C][C]-0.118515[/C][C]-0.918[/C][C]0.181143[/C][/ROW]
[ROW][C]7[/C][C]-0.191707[/C][C]-1.485[/C][C]0.071396[/C][/ROW]
[ROW][C]8[/C][C]-0.398082[/C][C]-3.0835[/C][C]0.001545[/C][/ROW]
[ROW][C]9[/C][C]-0.316535[/C][C]-2.4519[/C][C]0.00857[/C][/ROW]
[ROW][C]10[/C][C]-0.400049[/C][C]-3.0988[/C][C]0.001478[/C][/ROW]
[ROW][C]11[/C][C]-0.173114[/C][C]-1.3409[/C][C]0.092498[/C][/ROW]
[ROW][C]12[/C][C]0.536278[/C][C]4.154[/C][C]5.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.301362[/C][C]-2.3343[/C][C]0.011472[/C][/ROW]
[ROW][C]14[/C][C]0.0314[/C][C]0.2432[/C][C]0.404331[/C][/ROW]
[ROW][C]15[/C][C]0.044593[/C][C]0.3454[/C][C]0.365496[/C][/ROW]
[ROW][C]16[/C][C]-0.057269[/C][C]-0.4436[/C][C]0.329463[/C][/ROW]
[ROW][C]17[/C][C]0.03153[/C][C]0.2442[/C][C]0.403944[/C][/ROW]
[ROW][C]18[/C][C]-0.077419[/C][C]-0.5997[/C][C]0.275486[/C][/ROW]
[ROW][C]19[/C][C]-0.022273[/C][C]-0.1725[/C][C]0.431803[/C][/ROW]
[ROW][C]20[/C][C]0.085882[/C][C]0.6652[/C][C]0.254224[/C][/ROW]
[ROW][C]21[/C][C]-0.047518[/C][C]-0.3681[/C][C]0.357056[/C][/ROW]
[ROW][C]22[/C][C]0.069003[/C][C]0.5345[/C][C]0.297486[/C][/ROW]
[ROW][C]23[/C][C]-0.139557[/C][C]-1.081[/C][C]0.142011[/C][/ROW]
[ROW][C]24[/C][C]-0.050955[/C][C]-0.3947[/C][C]0.347233[/C][/ROW]
[ROW][C]25[/C][C]-0.027396[/C][C]-0.2122[/C][C]0.416331[/C][/ROW]
[ROW][C]26[/C][C]-0.121468[/C][C]-0.9409[/C][C]0.175268[/C][/ROW]
[ROW][C]27[/C][C]-0.085582[/C][C]-0.6629[/C][C]0.254962[/C][/ROW]
[ROW][C]28[/C][C]-0.028178[/C][C]-0.2183[/C][C]0.413981[/C][/ROW]
[ROW][C]29[/C][C]-0.129764[/C][C]-1.0051[/C][C]0.159432[/C][/ROW]
[ROW][C]30[/C][C]0.014211[/C][C]0.1101[/C][C]0.456358[/C][/ROW]
[ROW][C]31[/C][C]-0.07537[/C][C]-0.5838[/C][C]0.280766[/C][/ROW]
[ROW][C]32[/C][C]0.011022[/C][C]0.0854[/C][C]0.466124[/C][/ROW]
[ROW][C]33[/C][C]0.02411[/C][C]0.1868[/C][C]0.426241[/C][/ROW]
[ROW][C]34[/C][C]-0.173712[/C][C]-1.3456[/C][C]0.091753[/C][/ROW]
[ROW][C]35[/C][C]0.065513[/C][C]0.5075[/C][C]0.306845[/C][/ROW]
[ROW][C]36[/C][C]-0.149471[/C][C]-1.1578[/C][C]0.125768[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34885&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34885&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
10.318262.46520.008286
2-0.246241-1.90740.030631
3-0.225018-1.7430.04323
4-0.147111-1.13950.129508
5-0.035603-0.27580.391831
6-0.118515-0.9180.181143
7-0.191707-1.4850.071396
8-0.398082-3.08350.001545
9-0.316535-2.45190.00857
10-0.400049-3.09880.001478
11-0.173114-1.34090.092498
120.5362784.1545.3e-05
13-0.301362-2.33430.011472
140.03140.24320.404331
150.0445930.34540.365496
16-0.057269-0.44360.329463
170.031530.24420.403944
18-0.077419-0.59970.275486
19-0.022273-0.17250.431803
200.0858820.66520.254224
21-0.047518-0.36810.357056
220.0690030.53450.297486
23-0.139557-1.0810.142011
24-0.050955-0.39470.347233
25-0.027396-0.21220.416331
26-0.121468-0.94090.175268
27-0.085582-0.66290.254962
28-0.028178-0.21830.413981
29-0.129764-1.00510.159432
300.0142110.11010.456358
31-0.07537-0.58380.280766
320.0110220.08540.466124
330.024110.18680.426241
34-0.173712-1.34560.091753
350.0655130.50750.306845
36-0.149471-1.15780.125768


Figures (Output of Computation)

Input Parameters & R Code

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