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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 computationThu, 03 Dec 2009 03:05:50 -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/2009/Dec/03/t1259834815vexk8kvb83mvf6q.htm/, Retrieved Sat, 20 Apr 2024 13:47:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62659, Retrieved Sat, 20 Apr 2024 13:47:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact187

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]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-03 10:03:52] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-03 10:05:50] [5858ea01c9bd81debbf921a11363ad90] [Current]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-03 10:36:07] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-03 10:37:59] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-03 10:39:07] [2f674a53c3d7aaa1bcf80e66074d3c9b]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
21790
13253
37702
30364
32609
30212
29965
28352
25814
22414
20506
28806
22228
13971
36845
35338
35022
34777
26887
23970
22780
17351
21382
24561
17409
11514
31514
27071
29462
26105
22397
23843
21705
18089
20764
25316
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738
31566
30111
30019
31934
25826
26835
20205
17789
20520
22518
15572
11509
25447
24090
27786
26195
20516
22759
19028
16971
20036
22485
18730

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62659&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62659&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3853843.79560.000128
20.4223644.15983.4e-05
30.2609082.56960.005851
40.21042.07220.02045
50.1364691.34410.091031
60.1104511.08780.139686
7-0.070767-0.6970.243744
8-0.028514-0.28080.389718
9-0.059458-0.58560.279753
10-0.275079-2.70920.003987
11-0.289208-2.84840.002683
12-0.420106-4.13763.7e-05
13-0.352944-3.47610.000381
14-0.211635-2.08440.019878
15-0.152659-1.50350.067977
16-0.249929-2.46150.007801
17-0.092362-0.90970.182628
18-0.121366-1.19530.117438
19-0.065546-0.64560.260047
20-0.01304-0.12840.449036
210.0263610.25960.397852
220.0157750.15540.438427
230.2391652.35550.010255
240.052020.51230.304791
250.1762421.73580.042889
260.1568521.54480.062824
270.092460.91060.182376
280.0612810.60350.273776
290.1094361.07780.141893
30-0.052809-0.52010.302086
310.0012960.01280.49492
32-0.062867-0.61920.268629
33-0.112806-1.1110.134656
34-0.060078-0.59170.277714
35-0.058452-0.57570.283081
36-0.196298-1.93330.028057

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.385384 & 3.7956 & 0.000128 \tabularnewline
2 & 0.422364 & 4.1598 & 3.4e-05 \tabularnewline
3 & 0.260908 & 2.5696 & 0.005851 \tabularnewline
4 & 0.2104 & 2.0722 & 0.02045 \tabularnewline
5 & 0.136469 & 1.3441 & 0.091031 \tabularnewline
6 & 0.110451 & 1.0878 & 0.139686 \tabularnewline
7 & -0.070767 & -0.697 & 0.243744 \tabularnewline
8 & -0.028514 & -0.2808 & 0.389718 \tabularnewline
9 & -0.059458 & -0.5856 & 0.279753 \tabularnewline
10 & -0.275079 & -2.7092 & 0.003987 \tabularnewline
11 & -0.289208 & -2.8484 & 0.002683 \tabularnewline
12 & -0.420106 & -4.1376 & 3.7e-05 \tabularnewline
13 & -0.352944 & -3.4761 & 0.000381 \tabularnewline
14 & -0.211635 & -2.0844 & 0.019878 \tabularnewline
15 & -0.152659 & -1.5035 & 0.067977 \tabularnewline
16 & -0.249929 & -2.4615 & 0.007801 \tabularnewline
17 & -0.092362 & -0.9097 & 0.182628 \tabularnewline
18 & -0.121366 & -1.1953 & 0.117438 \tabularnewline
19 & -0.065546 & -0.6456 & 0.260047 \tabularnewline
20 & -0.01304 & -0.1284 & 0.449036 \tabularnewline
21 & 0.026361 & 0.2596 & 0.397852 \tabularnewline
22 & 0.015775 & 0.1554 & 0.438427 \tabularnewline
23 & 0.239165 & 2.3555 & 0.010255 \tabularnewline
24 & 0.05202 & 0.5123 & 0.304791 \tabularnewline
25 & 0.176242 & 1.7358 & 0.042889 \tabularnewline
26 & 0.156852 & 1.5448 & 0.062824 \tabularnewline
27 & 0.09246 & 0.9106 & 0.182376 \tabularnewline
28 & 0.061281 & 0.6035 & 0.273776 \tabularnewline
29 & 0.109436 & 1.0778 & 0.141893 \tabularnewline
30 & -0.052809 & -0.5201 & 0.302086 \tabularnewline
31 & 0.001296 & 0.0128 & 0.49492 \tabularnewline
32 & -0.062867 & -0.6192 & 0.268629 \tabularnewline
33 & -0.112806 & -1.111 & 0.134656 \tabularnewline
34 & -0.060078 & -0.5917 & 0.277714 \tabularnewline
35 & -0.058452 & -0.5757 & 0.283081 \tabularnewline
36 & -0.196298 & -1.9333 & 0.028057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62659&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]0.385384[/C][C]3.7956[/C][C]0.000128[/C][/ROW]
[ROW][C]2[/C][C]0.422364[/C][C]4.1598[/C][C]3.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.260908[/C][C]2.5696[/C][C]0.005851[/C][/ROW]
[ROW][C]4[/C][C]0.2104[/C][C]2.0722[/C][C]0.02045[/C][/ROW]
[ROW][C]5[/C][C]0.136469[/C][C]1.3441[/C][C]0.091031[/C][/ROW]
[ROW][C]6[/C][C]0.110451[/C][C]1.0878[/C][C]0.139686[/C][/ROW]
[ROW][C]7[/C][C]-0.070767[/C][C]-0.697[/C][C]0.243744[/C][/ROW]
[ROW][C]8[/C][C]-0.028514[/C][C]-0.2808[/C][C]0.389718[/C][/ROW]
[ROW][C]9[/C][C]-0.059458[/C][C]-0.5856[/C][C]0.279753[/C][/ROW]
[ROW][C]10[/C][C]-0.275079[/C][C]-2.7092[/C][C]0.003987[/C][/ROW]
[ROW][C]11[/C][C]-0.289208[/C][C]-2.8484[/C][C]0.002683[/C][/ROW]
[ROW][C]12[/C][C]-0.420106[/C][C]-4.1376[/C][C]3.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.352944[/C][C]-3.4761[/C][C]0.000381[/C][/ROW]
[ROW][C]14[/C][C]-0.211635[/C][C]-2.0844[/C][C]0.019878[/C][/ROW]
[ROW][C]15[/C][C]-0.152659[/C][C]-1.5035[/C][C]0.067977[/C][/ROW]
[ROW][C]16[/C][C]-0.249929[/C][C]-2.4615[/C][C]0.007801[/C][/ROW]
[ROW][C]17[/C][C]-0.092362[/C][C]-0.9097[/C][C]0.182628[/C][/ROW]
[ROW][C]18[/C][C]-0.121366[/C][C]-1.1953[/C][C]0.117438[/C][/ROW]
[ROW][C]19[/C][C]-0.065546[/C][C]-0.6456[/C][C]0.260047[/C][/ROW]
[ROW][C]20[/C][C]-0.01304[/C][C]-0.1284[/C][C]0.449036[/C][/ROW]
[ROW][C]21[/C][C]0.026361[/C][C]0.2596[/C][C]0.397852[/C][/ROW]
[ROW][C]22[/C][C]0.015775[/C][C]0.1554[/C][C]0.438427[/C][/ROW]
[ROW][C]23[/C][C]0.239165[/C][C]2.3555[/C][C]0.010255[/C][/ROW]
[ROW][C]24[/C][C]0.05202[/C][C]0.5123[/C][C]0.304791[/C][/ROW]
[ROW][C]25[/C][C]0.176242[/C][C]1.7358[/C][C]0.042889[/C][/ROW]
[ROW][C]26[/C][C]0.156852[/C][C]1.5448[/C][C]0.062824[/C][/ROW]
[ROW][C]27[/C][C]0.09246[/C][C]0.9106[/C][C]0.182376[/C][/ROW]
[ROW][C]28[/C][C]0.061281[/C][C]0.6035[/C][C]0.273776[/C][/ROW]
[ROW][C]29[/C][C]0.109436[/C][C]1.0778[/C][C]0.141893[/C][/ROW]
[ROW][C]30[/C][C]-0.052809[/C][C]-0.5201[/C][C]0.302086[/C][/ROW]
[ROW][C]31[/C][C]0.001296[/C][C]0.0128[/C][C]0.49492[/C][/ROW]
[ROW][C]32[/C][C]-0.062867[/C][C]-0.6192[/C][C]0.268629[/C][/ROW]
[ROW][C]33[/C][C]-0.112806[/C][C]-1.111[/C][C]0.134656[/C][/ROW]
[ROW][C]34[/C][C]-0.060078[/C][C]-0.5917[/C][C]0.277714[/C][/ROW]
[ROW][C]35[/C][C]-0.058452[/C][C]-0.5757[/C][C]0.283081[/C][/ROW]
[ROW][C]36[/C][C]-0.196298[/C][C]-1.9333[/C][C]0.028057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62659&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
10.3853843.79560.000128
20.4223644.15983.4e-05
30.2609082.56960.005851
40.21042.07220.02045
50.1364691.34410.091031
60.1104511.08780.139686
7-0.070767-0.6970.243744
8-0.028514-0.28080.389718
9-0.059458-0.58560.279753
10-0.275079-2.70920.003987
11-0.289208-2.84840.002683
12-0.420106-4.13763.7e-05
13-0.352944-3.47610.000381
14-0.211635-2.08440.019878
15-0.152659-1.50350.067977
16-0.249929-2.46150.007801
17-0.092362-0.90970.182628
18-0.121366-1.19530.117438
19-0.065546-0.64560.260047
20-0.01304-0.12840.449036
210.0263610.25960.397852
220.0157750.15540.438427
230.2391652.35550.010255
240.052020.51230.304791
250.1762421.73580.042889
260.1568521.54480.062824
270.092460.91060.182376
280.0612810.60350.273776
290.1094361.07780.141893
30-0.052809-0.52010.302086
310.0012960.01280.49492
32-0.062867-0.61920.268629
33-0.112806-1.1110.134656
34-0.060078-0.59170.277714
35-0.058452-0.57570.283081
36-0.196298-1.93330.028057






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3853843.79560.000128
20.3216093.16750.001028
30.0347670.34240.36639
4-0.000381-0.00370.498509
5-0.016178-0.15930.436867
60.0061260.06030.476008
7-0.19002-1.87150.032146
8-0.017291-0.17030.432567
90.0334340.32930.371325
10-0.297411-2.92920.002118
11-0.18317-1.8040.037166
12-0.201188-1.98150.025185
13-0.043101-0.42450.336074
140.1638611.61380.054905
150.1456811.43480.077281
16-0.134566-1.32530.094089
17-0.003979-0.03920.484409
180.0001160.00110.499544
19-0.040174-0.39570.346608
200.0042760.04210.483248
210.0662890.65290.257691
22-0.145923-1.43720.076943
230.0646320.63660.262957
24-0.177897-1.75210.04146
250.0661060.65110.25827
260.1389961.3690.087088
27-0.008952-0.08820.464964
28-0.155825-1.53470.064057
29-0.019862-0.19560.422657
30-0.119736-1.17930.12059
31-0.041329-0.4070.342438
32-0.058212-0.57330.283875
330.0444280.43760.331336
34-0.019768-0.19470.423022
350.0846970.83420.203116
36-0.210452-2.07270.020426

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.385384 & 3.7956 & 0.000128 \tabularnewline
2 & 0.321609 & 3.1675 & 0.001028 \tabularnewline
3 & 0.034767 & 0.3424 & 0.36639 \tabularnewline
4 & -0.000381 & -0.0037 & 0.498509 \tabularnewline
5 & -0.016178 & -0.1593 & 0.436867 \tabularnewline
6 & 0.006126 & 0.0603 & 0.476008 \tabularnewline
7 & -0.19002 & -1.8715 & 0.032146 \tabularnewline
8 & -0.017291 & -0.1703 & 0.432567 \tabularnewline
9 & 0.033434 & 0.3293 & 0.371325 \tabularnewline
10 & -0.297411 & -2.9292 & 0.002118 \tabularnewline
11 & -0.18317 & -1.804 & 0.037166 \tabularnewline
12 & -0.201188 & -1.9815 & 0.025185 \tabularnewline
13 & -0.043101 & -0.4245 & 0.336074 \tabularnewline
14 & 0.163861 & 1.6138 & 0.054905 \tabularnewline
15 & 0.145681 & 1.4348 & 0.077281 \tabularnewline
16 & -0.134566 & -1.3253 & 0.094089 \tabularnewline
17 & -0.003979 & -0.0392 & 0.484409 \tabularnewline
18 & 0.000116 & 0.0011 & 0.499544 \tabularnewline
19 & -0.040174 & -0.3957 & 0.346608 \tabularnewline
20 & 0.004276 & 0.0421 & 0.483248 \tabularnewline
21 & 0.066289 & 0.6529 & 0.257691 \tabularnewline
22 & -0.145923 & -1.4372 & 0.076943 \tabularnewline
23 & 0.064632 & 0.6366 & 0.262957 \tabularnewline
24 & -0.177897 & -1.7521 & 0.04146 \tabularnewline
25 & 0.066106 & 0.6511 & 0.25827 \tabularnewline
26 & 0.138996 & 1.369 & 0.087088 \tabularnewline
27 & -0.008952 & -0.0882 & 0.464964 \tabularnewline
28 & -0.155825 & -1.5347 & 0.064057 \tabularnewline
29 & -0.019862 & -0.1956 & 0.422657 \tabularnewline
30 & -0.119736 & -1.1793 & 0.12059 \tabularnewline
31 & -0.041329 & -0.407 & 0.342438 \tabularnewline
32 & -0.058212 & -0.5733 & 0.283875 \tabularnewline
33 & 0.044428 & 0.4376 & 0.331336 \tabularnewline
34 & -0.019768 & -0.1947 & 0.423022 \tabularnewline
35 & 0.084697 & 0.8342 & 0.203116 \tabularnewline
36 & -0.210452 & -2.0727 & 0.020426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62659&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]0.385384[/C][C]3.7956[/C][C]0.000128[/C][/ROW]
[ROW][C]2[/C][C]0.321609[/C][C]3.1675[/C][C]0.001028[/C][/ROW]
[ROW][C]3[/C][C]0.034767[/C][C]0.3424[/C][C]0.36639[/C][/ROW]
[ROW][C]4[/C][C]-0.000381[/C][C]-0.0037[/C][C]0.498509[/C][/ROW]
[ROW][C]5[/C][C]-0.016178[/C][C]-0.1593[/C][C]0.436867[/C][/ROW]
[ROW][C]6[/C][C]0.006126[/C][C]0.0603[/C][C]0.476008[/C][/ROW]
[ROW][C]7[/C][C]-0.19002[/C][C]-1.8715[/C][C]0.032146[/C][/ROW]
[ROW][C]8[/C][C]-0.017291[/C][C]-0.1703[/C][C]0.432567[/C][/ROW]
[ROW][C]9[/C][C]0.033434[/C][C]0.3293[/C][C]0.371325[/C][/ROW]
[ROW][C]10[/C][C]-0.297411[/C][C]-2.9292[/C][C]0.002118[/C][/ROW]
[ROW][C]11[/C][C]-0.18317[/C][C]-1.804[/C][C]0.037166[/C][/ROW]
[ROW][C]12[/C][C]-0.201188[/C][C]-1.9815[/C][C]0.025185[/C][/ROW]
[ROW][C]13[/C][C]-0.043101[/C][C]-0.4245[/C][C]0.336074[/C][/ROW]
[ROW][C]14[/C][C]0.163861[/C][C]1.6138[/C][C]0.054905[/C][/ROW]
[ROW][C]15[/C][C]0.145681[/C][C]1.4348[/C][C]0.077281[/C][/ROW]
[ROW][C]16[/C][C]-0.134566[/C][C]-1.3253[/C][C]0.094089[/C][/ROW]
[ROW][C]17[/C][C]-0.003979[/C][C]-0.0392[/C][C]0.484409[/C][/ROW]
[ROW][C]18[/C][C]0.000116[/C][C]0.0011[/C][C]0.499544[/C][/ROW]
[ROW][C]19[/C][C]-0.040174[/C][C]-0.3957[/C][C]0.346608[/C][/ROW]
[ROW][C]20[/C][C]0.004276[/C][C]0.0421[/C][C]0.483248[/C][/ROW]
[ROW][C]21[/C][C]0.066289[/C][C]0.6529[/C][C]0.257691[/C][/ROW]
[ROW][C]22[/C][C]-0.145923[/C][C]-1.4372[/C][C]0.076943[/C][/ROW]
[ROW][C]23[/C][C]0.064632[/C][C]0.6366[/C][C]0.262957[/C][/ROW]
[ROW][C]24[/C][C]-0.177897[/C][C]-1.7521[/C][C]0.04146[/C][/ROW]
[ROW][C]25[/C][C]0.066106[/C][C]0.6511[/C][C]0.25827[/C][/ROW]
[ROW][C]26[/C][C]0.138996[/C][C]1.369[/C][C]0.087088[/C][/ROW]
[ROW][C]27[/C][C]-0.008952[/C][C]-0.0882[/C][C]0.464964[/C][/ROW]
[ROW][C]28[/C][C]-0.155825[/C][C]-1.5347[/C][C]0.064057[/C][/ROW]
[ROW][C]29[/C][C]-0.019862[/C][C]-0.1956[/C][C]0.422657[/C][/ROW]
[ROW][C]30[/C][C]-0.119736[/C][C]-1.1793[/C][C]0.12059[/C][/ROW]
[ROW][C]31[/C][C]-0.041329[/C][C]-0.407[/C][C]0.342438[/C][/ROW]
[ROW][C]32[/C][C]-0.058212[/C][C]-0.5733[/C][C]0.283875[/C][/ROW]
[ROW][C]33[/C][C]0.044428[/C][C]0.4376[/C][C]0.331336[/C][/ROW]
[ROW][C]34[/C][C]-0.019768[/C][C]-0.1947[/C][C]0.423022[/C][/ROW]
[ROW][C]35[/C][C]0.084697[/C][C]0.8342[/C][C]0.203116[/C][/ROW]
[ROW][C]36[/C][C]-0.210452[/C][C]-2.0727[/C][C]0.020426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62659&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62659&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
10.3853843.79560.000128
20.3216093.16750.001028
30.0347670.34240.36639
4-0.000381-0.00370.498509
5-0.016178-0.15930.436867
60.0061260.06030.476008
7-0.19002-1.87150.032146
8-0.017291-0.17030.432567
90.0334340.32930.371325
10-0.297411-2.92920.002118
11-0.18317-1.8040.037166
12-0.201188-1.98150.025185
13-0.043101-0.42450.336074
140.1638611.61380.054905
150.1456811.43480.077281
16-0.134566-1.32530.094089
17-0.003979-0.03920.484409
180.0001160.00110.499544
19-0.040174-0.39570.346608
200.0042760.04210.483248
210.0662890.65290.257691
22-0.145923-1.43720.076943
230.0646320.63660.262957
24-0.177897-1.75210.04146
250.0661060.65110.25827
260.1389961.3690.087088
27-0.008952-0.08820.464964
28-0.155825-1.53470.064057
29-0.019862-0.19560.422657
30-0.119736-1.17930.12059
31-0.041329-0.4070.342438
32-0.058212-0.57330.283875
330.0444280.43760.331336
34-0.019768-0.19470.423022
350.0846970.83420.203116
36-0.210452-2.07270.020426


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.5 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = -0.5 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')