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 computationTue, 08 Dec 2009 09:11:45 -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/08/t1260288766ek2cgm5dqvr5ign.htm/, Retrieved Sat, 27 Apr 2024 20:17:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64722, Retrieved Sat, 27 Apr 2024 20:17:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgegevens: werkloosheid in België
Estimated Impact128

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [BBWS8-ACF1] [2009-11-28 15:24:25] [408e92805dcb18620260f240a7fb9d53]
-    D          [(Partial) Autocorrelation Function] [W8: d,D=0, Lamda 1] [2009-12-01 14:27:42] [03d5b865e91ca35b5a5d21b8d6da5aba]
-   PD            [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:07:08] [03d5b865e91ca35b5a5d21b8d6da5aba]
-   PD                [(Partial) Autocorrelation Function] [Review: Autocorre...] [2009-12-08 16:11:45] [a5ada8bd39e806b5b90f09589c89554a] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
267413
267366
264777
258863
254844
254868
277267
285351
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881
293299

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'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64722&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64722&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64722&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1105730.82750.205746
20.3270462.44740.008776
30.3258092.43810.008981
40.233731.74910.042879
50.0961150.71930.237485
60.178611.33660.09338
70.0737740.55210.291548
80.1374981.02890.153965
90.0919720.68830.247066
10-0.094533-0.70740.24112
110.3514692.63020.0055
12-0.152496-1.14120.129327
130.0306090.22910.40983
140.1070290.80090.213279
150.072550.54290.294672
16-0.03605-0.26980.394163
170.0973120.72820.234757
18-0.117905-0.88230.190687
19-0.014133-0.10580.458074
20-0.09457-0.70770.241033
21-0.18067-1.3520.090904
22-0.034909-0.26120.397433
23-0.215687-1.61410.056068
24-0.141229-1.05690.147556
25-0.130739-0.97840.166051
26-0.108085-0.80880.211016
27-0.207815-1.55510.062772
28-0.149058-1.11540.134711
29-0.167767-1.25550.107264
30-0.087685-0.65620.257199
31-0.059422-0.44470.329134
32-0.108657-0.81310.209798
330.00220.01650.493463
34-0.083184-0.62250.268073
350.0135640.10150.459758
36-0.064341-0.48150.316025

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110573 & 0.8275 & 0.205746 \tabularnewline
2 & 0.327046 & 2.4474 & 0.008776 \tabularnewline
3 & 0.325809 & 2.4381 & 0.008981 \tabularnewline
4 & 0.23373 & 1.7491 & 0.042879 \tabularnewline
5 & 0.096115 & 0.7193 & 0.237485 \tabularnewline
6 & 0.17861 & 1.3366 & 0.09338 \tabularnewline
7 & 0.073774 & 0.5521 & 0.291548 \tabularnewline
8 & 0.137498 & 1.0289 & 0.153965 \tabularnewline
9 & 0.091972 & 0.6883 & 0.247066 \tabularnewline
10 & -0.094533 & -0.7074 & 0.24112 \tabularnewline
11 & 0.351469 & 2.6302 & 0.0055 \tabularnewline
12 & -0.152496 & -1.1412 & 0.129327 \tabularnewline
13 & 0.030609 & 0.2291 & 0.40983 \tabularnewline
14 & 0.107029 & 0.8009 & 0.213279 \tabularnewline
15 & 0.07255 & 0.5429 & 0.294672 \tabularnewline
16 & -0.03605 & -0.2698 & 0.394163 \tabularnewline
17 & 0.097312 & 0.7282 & 0.234757 \tabularnewline
18 & -0.117905 & -0.8823 & 0.190687 \tabularnewline
19 & -0.014133 & -0.1058 & 0.458074 \tabularnewline
20 & -0.09457 & -0.7077 & 0.241033 \tabularnewline
21 & -0.18067 & -1.352 & 0.090904 \tabularnewline
22 & -0.034909 & -0.2612 & 0.397433 \tabularnewline
23 & -0.215687 & -1.6141 & 0.056068 \tabularnewline
24 & -0.141229 & -1.0569 & 0.147556 \tabularnewline
25 & -0.130739 & -0.9784 & 0.166051 \tabularnewline
26 & -0.108085 & -0.8088 & 0.211016 \tabularnewline
27 & -0.207815 & -1.5551 & 0.062772 \tabularnewline
28 & -0.149058 & -1.1154 & 0.134711 \tabularnewline
29 & -0.167767 & -1.2555 & 0.107264 \tabularnewline
30 & -0.087685 & -0.6562 & 0.257199 \tabularnewline
31 & -0.059422 & -0.4447 & 0.329134 \tabularnewline
32 & -0.108657 & -0.8131 & 0.209798 \tabularnewline
33 & 0.0022 & 0.0165 & 0.493463 \tabularnewline
34 & -0.083184 & -0.6225 & 0.268073 \tabularnewline
35 & 0.013564 & 0.1015 & 0.459758 \tabularnewline
36 & -0.064341 & -0.4815 & 0.316025 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64722&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]0.110573[/C][C]0.8275[/C][C]0.205746[/C][/ROW]
[ROW][C]2[/C][C]0.327046[/C][C]2.4474[/C][C]0.008776[/C][/ROW]
[ROW][C]3[/C][C]0.325809[/C][C]2.4381[/C][C]0.008981[/C][/ROW]
[ROW][C]4[/C][C]0.23373[/C][C]1.7491[/C][C]0.042879[/C][/ROW]
[ROW][C]5[/C][C]0.096115[/C][C]0.7193[/C][C]0.237485[/C][/ROW]
[ROW][C]6[/C][C]0.17861[/C][C]1.3366[/C][C]0.09338[/C][/ROW]
[ROW][C]7[/C][C]0.073774[/C][C]0.5521[/C][C]0.291548[/C][/ROW]
[ROW][C]8[/C][C]0.137498[/C][C]1.0289[/C][C]0.153965[/C][/ROW]
[ROW][C]9[/C][C]0.091972[/C][C]0.6883[/C][C]0.247066[/C][/ROW]
[ROW][C]10[/C][C]-0.094533[/C][C]-0.7074[/C][C]0.24112[/C][/ROW]
[ROW][C]11[/C][C]0.351469[/C][C]2.6302[/C][C]0.0055[/C][/ROW]
[ROW][C]12[/C][C]-0.152496[/C][C]-1.1412[/C][C]0.129327[/C][/ROW]
[ROW][C]13[/C][C]0.030609[/C][C]0.2291[/C][C]0.40983[/C][/ROW]
[ROW][C]14[/C][C]0.107029[/C][C]0.8009[/C][C]0.213279[/C][/ROW]
[ROW][C]15[/C][C]0.07255[/C][C]0.5429[/C][C]0.294672[/C][/ROW]
[ROW][C]16[/C][C]-0.03605[/C][C]-0.2698[/C][C]0.394163[/C][/ROW]
[ROW][C]17[/C][C]0.097312[/C][C]0.7282[/C][C]0.234757[/C][/ROW]
[ROW][C]18[/C][C]-0.117905[/C][C]-0.8823[/C][C]0.190687[/C][/ROW]
[ROW][C]19[/C][C]-0.014133[/C][C]-0.1058[/C][C]0.458074[/C][/ROW]
[ROW][C]20[/C][C]-0.09457[/C][C]-0.7077[/C][C]0.241033[/C][/ROW]
[ROW][C]21[/C][C]-0.18067[/C][C]-1.352[/C][C]0.090904[/C][/ROW]
[ROW][C]22[/C][C]-0.034909[/C][C]-0.2612[/C][C]0.397433[/C][/ROW]
[ROW][C]23[/C][C]-0.215687[/C][C]-1.6141[/C][C]0.056068[/C][/ROW]
[ROW][C]24[/C][C]-0.141229[/C][C]-1.0569[/C][C]0.147556[/C][/ROW]
[ROW][C]25[/C][C]-0.130739[/C][C]-0.9784[/C][C]0.166051[/C][/ROW]
[ROW][C]26[/C][C]-0.108085[/C][C]-0.8088[/C][C]0.211016[/C][/ROW]
[ROW][C]27[/C][C]-0.207815[/C][C]-1.5551[/C][C]0.062772[/C][/ROW]
[ROW][C]28[/C][C]-0.149058[/C][C]-1.1154[/C][C]0.134711[/C][/ROW]
[ROW][C]29[/C][C]-0.167767[/C][C]-1.2555[/C][C]0.107264[/C][/ROW]
[ROW][C]30[/C][C]-0.087685[/C][C]-0.6562[/C][C]0.257199[/C][/ROW]
[ROW][C]31[/C][C]-0.059422[/C][C]-0.4447[/C][C]0.329134[/C][/ROW]
[ROW][C]32[/C][C]-0.108657[/C][C]-0.8131[/C][C]0.209798[/C][/ROW]
[ROW][C]33[/C][C]0.0022[/C][C]0.0165[/C][C]0.493463[/C][/ROW]
[ROW][C]34[/C][C]-0.083184[/C][C]-0.6225[/C][C]0.268073[/C][/ROW]
[ROW][C]35[/C][C]0.013564[/C][C]0.1015[/C][C]0.459758[/C][/ROW]
[ROW][C]36[/C][C]-0.064341[/C][C]-0.4815[/C][C]0.316025[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64722&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64722&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
10.1105730.82750.205746
20.3270462.44740.008776
30.3258092.43810.008981
40.233731.74910.042879
50.0961150.71930.237485
60.178611.33660.09338
70.0737740.55210.291548
80.1374981.02890.153965
90.0919720.68830.247066
10-0.094533-0.70740.24112
110.3514692.63020.0055
12-0.152496-1.14120.129327
130.0306090.22910.40983
140.1070290.80090.213279
150.072550.54290.294672
16-0.03605-0.26980.394163
170.0973120.72820.234757
18-0.117905-0.88230.190687
19-0.014133-0.10580.458074
20-0.09457-0.70770.241033
21-0.18067-1.3520.090904
22-0.034909-0.26120.397433
23-0.215687-1.61410.056068
24-0.141229-1.05690.147556
25-0.130739-0.97840.166051
26-0.108085-0.80880.211016
27-0.207815-1.55510.062772
28-0.149058-1.11540.134711
29-0.167767-1.25550.107264
30-0.087685-0.65620.257199
31-0.059422-0.44470.329134
32-0.108657-0.81310.209798
330.00220.01650.493463
34-0.083184-0.62250.268073
350.0135640.10150.459758
36-0.064341-0.48150.316025






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1105730.82750.205746
20.3187172.38510.010243
30.2996612.24250.014454
40.1365721.0220.155584
5-0.10965-0.82050.207692
6-0.028713-0.21490.415326
7-0.039041-0.29220.385624
80.0869240.65050.259022
90.0652690.48840.313578
10-0.220206-1.64790.05249
110.3365022.51820.007341
12-0.201259-1.50610.068833
13-0.076542-0.57280.28454
140.0839160.6280.266289
150.0739550.55340.291088
160.0443190.33170.370695
17-0.069631-0.52110.302185
18-0.204152-1.52770.066104
19-0.08301-0.62120.268497
20-0.075645-0.56610.286801
210.0271290.2030.419931
22-0.112748-0.84370.201205
23-0.023186-0.17350.43144
240.0100370.07510.470196
25-0.10467-0.78330.218382
260.0308190.23060.409222
27-0.039821-0.2980.383406
28-0.168706-1.26250.106004
290.0908020.67950.249811
300.0029970.02240.491093
310.1541761.15370.126752
320.0005940.00440.498235
330.0112870.08450.466493
34-0.013112-0.09810.461094
350.0575720.43080.334123
360.0174870.13090.448178

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110573 & 0.8275 & 0.205746 \tabularnewline
2 & 0.318717 & 2.3851 & 0.010243 \tabularnewline
3 & 0.299661 & 2.2425 & 0.014454 \tabularnewline
4 & 0.136572 & 1.022 & 0.155584 \tabularnewline
5 & -0.10965 & -0.8205 & 0.207692 \tabularnewline
6 & -0.028713 & -0.2149 & 0.415326 \tabularnewline
7 & -0.039041 & -0.2922 & 0.385624 \tabularnewline
8 & 0.086924 & 0.6505 & 0.259022 \tabularnewline
9 & 0.065269 & 0.4884 & 0.313578 \tabularnewline
10 & -0.220206 & -1.6479 & 0.05249 \tabularnewline
11 & 0.336502 & 2.5182 & 0.007341 \tabularnewline
12 & -0.201259 & -1.5061 & 0.068833 \tabularnewline
13 & -0.076542 & -0.5728 & 0.28454 \tabularnewline
14 & 0.083916 & 0.628 & 0.266289 \tabularnewline
15 & 0.073955 & 0.5534 & 0.291088 \tabularnewline
16 & 0.044319 & 0.3317 & 0.370695 \tabularnewline
17 & -0.069631 & -0.5211 & 0.302185 \tabularnewline
18 & -0.204152 & -1.5277 & 0.066104 \tabularnewline
19 & -0.08301 & -0.6212 & 0.268497 \tabularnewline
20 & -0.075645 & -0.5661 & 0.286801 \tabularnewline
21 & 0.027129 & 0.203 & 0.419931 \tabularnewline
22 & -0.112748 & -0.8437 & 0.201205 \tabularnewline
23 & -0.023186 & -0.1735 & 0.43144 \tabularnewline
24 & 0.010037 & 0.0751 & 0.470196 \tabularnewline
25 & -0.10467 & -0.7833 & 0.218382 \tabularnewline
26 & 0.030819 & 0.2306 & 0.409222 \tabularnewline
27 & -0.039821 & -0.298 & 0.383406 \tabularnewline
28 & -0.168706 & -1.2625 & 0.106004 \tabularnewline
29 & 0.090802 & 0.6795 & 0.249811 \tabularnewline
30 & 0.002997 & 0.0224 & 0.491093 \tabularnewline
31 & 0.154176 & 1.1537 & 0.126752 \tabularnewline
32 & 0.000594 & 0.0044 & 0.498235 \tabularnewline
33 & 0.011287 & 0.0845 & 0.466493 \tabularnewline
34 & -0.013112 & -0.0981 & 0.461094 \tabularnewline
35 & 0.057572 & 0.4308 & 0.334123 \tabularnewline
36 & 0.017487 & 0.1309 & 0.448178 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64722&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]0.110573[/C][C]0.8275[/C][C]0.205746[/C][/ROW]
[ROW][C]2[/C][C]0.318717[/C][C]2.3851[/C][C]0.010243[/C][/ROW]
[ROW][C]3[/C][C]0.299661[/C][C]2.2425[/C][C]0.014454[/C][/ROW]
[ROW][C]4[/C][C]0.136572[/C][C]1.022[/C][C]0.155584[/C][/ROW]
[ROW][C]5[/C][C]-0.10965[/C][C]-0.8205[/C][C]0.207692[/C][/ROW]
[ROW][C]6[/C][C]-0.028713[/C][C]-0.2149[/C][C]0.415326[/C][/ROW]
[ROW][C]7[/C][C]-0.039041[/C][C]-0.2922[/C][C]0.385624[/C][/ROW]
[ROW][C]8[/C][C]0.086924[/C][C]0.6505[/C][C]0.259022[/C][/ROW]
[ROW][C]9[/C][C]0.065269[/C][C]0.4884[/C][C]0.313578[/C][/ROW]
[ROW][C]10[/C][C]-0.220206[/C][C]-1.6479[/C][C]0.05249[/C][/ROW]
[ROW][C]11[/C][C]0.336502[/C][C]2.5182[/C][C]0.007341[/C][/ROW]
[ROW][C]12[/C][C]-0.201259[/C][C]-1.5061[/C][C]0.068833[/C][/ROW]
[ROW][C]13[/C][C]-0.076542[/C][C]-0.5728[/C][C]0.28454[/C][/ROW]
[ROW][C]14[/C][C]0.083916[/C][C]0.628[/C][C]0.266289[/C][/ROW]
[ROW][C]15[/C][C]0.073955[/C][C]0.5534[/C][C]0.291088[/C][/ROW]
[ROW][C]16[/C][C]0.044319[/C][C]0.3317[/C][C]0.370695[/C][/ROW]
[ROW][C]17[/C][C]-0.069631[/C][C]-0.5211[/C][C]0.302185[/C][/ROW]
[ROW][C]18[/C][C]-0.204152[/C][C]-1.5277[/C][C]0.066104[/C][/ROW]
[ROW][C]19[/C][C]-0.08301[/C][C]-0.6212[/C][C]0.268497[/C][/ROW]
[ROW][C]20[/C][C]-0.075645[/C][C]-0.5661[/C][C]0.286801[/C][/ROW]
[ROW][C]21[/C][C]0.027129[/C][C]0.203[/C][C]0.419931[/C][/ROW]
[ROW][C]22[/C][C]-0.112748[/C][C]-0.8437[/C][C]0.201205[/C][/ROW]
[ROW][C]23[/C][C]-0.023186[/C][C]-0.1735[/C][C]0.43144[/C][/ROW]
[ROW][C]24[/C][C]0.010037[/C][C]0.0751[/C][C]0.470196[/C][/ROW]
[ROW][C]25[/C][C]-0.10467[/C][C]-0.7833[/C][C]0.218382[/C][/ROW]
[ROW][C]26[/C][C]0.030819[/C][C]0.2306[/C][C]0.409222[/C][/ROW]
[ROW][C]27[/C][C]-0.039821[/C][C]-0.298[/C][C]0.383406[/C][/ROW]
[ROW][C]28[/C][C]-0.168706[/C][C]-1.2625[/C][C]0.106004[/C][/ROW]
[ROW][C]29[/C][C]0.090802[/C][C]0.6795[/C][C]0.249811[/C][/ROW]
[ROW][C]30[/C][C]0.002997[/C][C]0.0224[/C][C]0.491093[/C][/ROW]
[ROW][C]31[/C][C]0.154176[/C][C]1.1537[/C][C]0.126752[/C][/ROW]
[ROW][C]32[/C][C]0.000594[/C][C]0.0044[/C][C]0.498235[/C][/ROW]
[ROW][C]33[/C][C]0.011287[/C][C]0.0845[/C][C]0.466493[/C][/ROW]
[ROW][C]34[/C][C]-0.013112[/C][C]-0.0981[/C][C]0.461094[/C][/ROW]
[ROW][C]35[/C][C]0.057572[/C][C]0.4308[/C][C]0.334123[/C][/ROW]
[ROW][C]36[/C][C]0.017487[/C][C]0.1309[/C][C]0.448178[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64722&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64722&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
10.1105730.82750.205746
20.3187172.38510.010243
30.2996612.24250.014454
40.1365721.0220.155584
5-0.10965-0.82050.207692
6-0.028713-0.21490.415326
7-0.039041-0.29220.385624
80.0869240.65050.259022
90.0652690.48840.313578
10-0.220206-1.64790.05249
110.3365022.51820.007341
12-0.201259-1.50610.068833
13-0.076542-0.57280.28454
140.0839160.6280.266289
150.0739550.55340.291088
160.0443190.33170.370695
17-0.069631-0.52110.302185
18-0.204152-1.52770.066104
19-0.08301-0.62120.268497
20-0.075645-0.56610.286801
210.0271290.2030.419931
22-0.112748-0.84370.201205
23-0.023186-0.17350.43144
240.0100370.07510.470196
25-0.10467-0.78330.218382
260.0308190.23060.409222
27-0.039821-0.2980.383406
28-0.168706-1.26250.106004
290.0908020.67950.249811
300.0029970.02240.491093
310.1541761.15370.126752
320.0005940.00440.498235
330.0112870.08450.466493
34-0.013112-0.09810.461094
350.0575720.43080.334123
360.0174870.13090.448178


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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')