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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 computationFri, 11 Dec 2009 02:51:41 -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/11/t1260525221nzqj42fs9xir37v.htm/, Retrieved Mon, 29 Apr 2024 07:35:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65930, Retrieved Mon, 29 Apr 2024 07:35:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140
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]
-   PD        [(Partial) Autocorrelation Function] [Ws 8.2] [2009-11-25 19:27:18] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD          [(Partial) Autocorrelation Function] [WS 9 ACF] [2009-12-04 15:17:34] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD              [(Partial) Autocorrelation Function] [verbetering works...] [2009-12-11 09:51:41] [a18540c86166a2b66550d1fef0503cc2] [Current]
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Dataseries X:
100
96.21064363
96.31280765
107.1793443
114.9066592
92.56060184
114.9995356
107.1236185
117.7765394
107.3650971
106.2970187
114.5072908
98.0031578
103.0649206
100.2879168
104.6066685
111.1544534
104.9874617
109.9284852
111.5352466
132.4974459
100.3436426
123.0983561
114.2379493
104.569518
109.0833101
106.9843039
133.6769759
124.8537197
122.5132349
116.8013374
116.0118882
129.7575926
125.1973623
143.7912139
127.9465032
130.2962757
108.4424631
129.3675118
143.6797622
131.8844618
117.6186496
118.9560695
104.8202842
134.624315
140.401226
143.8005015
153.4317823
153.2924677
127.3149438
153.5525216
136.9276493
131.7730101
144.3391845
107.4208229
113.6249652
124.2221603
102.0618557
96.36853348
111.6838488




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=65930&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=65930&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65930&T=0

As an alternative you can also use a 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
1-0.46731-3.58950.000337
20.0396290.30440.380947
30.0623880.47920.31678
4-0.179264-1.3770.086864
50.0979380.75230.227439
60.0559530.42980.334458
7-0.021221-0.1630.435536
8-0.056992-0.43780.331577
90.0886610.6810.249263
10-0.270216-2.07560.021151
110.0448450.34450.365863
120.2845412.18560.016413
13-0.251845-1.93450.028928
140.2564921.97020.02676
15-0.30243-2.3230.011823
160.1776151.36430.088829
170.0062540.0480.480924
18-0.065386-0.50220.308685
190.0910330.69920.243576
20-0.047239-0.36280.359007
210.0523170.40190.344621
22-0.112402-0.86340.195714
230.0245970.18890.425398
24-0.003275-0.02520.490007
250.0296840.2280.410214
260.0352390.27070.393792
27-0.183573-1.41010.081887
280.258311.98410.025951
29-0.187406-1.43950.077648
300.0837760.64350.261197
310.0123860.09510.462262
32-0.059039-0.45350.325931
330.0757270.58170.281503
34-0.045018-0.34580.365365
35-0.082364-0.63260.264704
360.083850.64410.261016

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.46731 & -3.5895 & 0.000337 \tabularnewline
2 & 0.039629 & 0.3044 & 0.380947 \tabularnewline
3 & 0.062388 & 0.4792 & 0.31678 \tabularnewline
4 & -0.179264 & -1.377 & 0.086864 \tabularnewline
5 & 0.097938 & 0.7523 & 0.227439 \tabularnewline
6 & 0.055953 & 0.4298 & 0.334458 \tabularnewline
7 & -0.021221 & -0.163 & 0.435536 \tabularnewline
8 & -0.056992 & -0.4378 & 0.331577 \tabularnewline
9 & 0.088661 & 0.681 & 0.249263 \tabularnewline
10 & -0.270216 & -2.0756 & 0.021151 \tabularnewline
11 & 0.044845 & 0.3445 & 0.365863 \tabularnewline
12 & 0.284541 & 2.1856 & 0.016413 \tabularnewline
13 & -0.251845 & -1.9345 & 0.028928 \tabularnewline
14 & 0.256492 & 1.9702 & 0.02676 \tabularnewline
15 & -0.30243 & -2.323 & 0.011823 \tabularnewline
16 & 0.177615 & 1.3643 & 0.088829 \tabularnewline
17 & 0.006254 & 0.048 & 0.480924 \tabularnewline
18 & -0.065386 & -0.5022 & 0.308685 \tabularnewline
19 & 0.091033 & 0.6992 & 0.243576 \tabularnewline
20 & -0.047239 & -0.3628 & 0.359007 \tabularnewline
21 & 0.052317 & 0.4019 & 0.344621 \tabularnewline
22 & -0.112402 & -0.8634 & 0.195714 \tabularnewline
23 & 0.024597 & 0.1889 & 0.425398 \tabularnewline
24 & -0.003275 & -0.0252 & 0.490007 \tabularnewline
25 & 0.029684 & 0.228 & 0.410214 \tabularnewline
26 & 0.035239 & 0.2707 & 0.393792 \tabularnewline
27 & -0.183573 & -1.4101 & 0.081887 \tabularnewline
28 & 0.25831 & 1.9841 & 0.025951 \tabularnewline
29 & -0.187406 & -1.4395 & 0.077648 \tabularnewline
30 & 0.083776 & 0.6435 & 0.261197 \tabularnewline
31 & 0.012386 & 0.0951 & 0.462262 \tabularnewline
32 & -0.059039 & -0.4535 & 0.325931 \tabularnewline
33 & 0.075727 & 0.5817 & 0.281503 \tabularnewline
34 & -0.045018 & -0.3458 & 0.365365 \tabularnewline
35 & -0.082364 & -0.6326 & 0.264704 \tabularnewline
36 & 0.08385 & 0.6441 & 0.261016 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65930&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]-0.46731[/C][C]-3.5895[/C][C]0.000337[/C][/ROW]
[ROW][C]2[/C][C]0.039629[/C][C]0.3044[/C][C]0.380947[/C][/ROW]
[ROW][C]3[/C][C]0.062388[/C][C]0.4792[/C][C]0.31678[/C][/ROW]
[ROW][C]4[/C][C]-0.179264[/C][C]-1.377[/C][C]0.086864[/C][/ROW]
[ROW][C]5[/C][C]0.097938[/C][C]0.7523[/C][C]0.227439[/C][/ROW]
[ROW][C]6[/C][C]0.055953[/C][C]0.4298[/C][C]0.334458[/C][/ROW]
[ROW][C]7[/C][C]-0.021221[/C][C]-0.163[/C][C]0.435536[/C][/ROW]
[ROW][C]8[/C][C]-0.056992[/C][C]-0.4378[/C][C]0.331577[/C][/ROW]
[ROW][C]9[/C][C]0.088661[/C][C]0.681[/C][C]0.249263[/C][/ROW]
[ROW][C]10[/C][C]-0.270216[/C][C]-2.0756[/C][C]0.021151[/C][/ROW]
[ROW][C]11[/C][C]0.044845[/C][C]0.3445[/C][C]0.365863[/C][/ROW]
[ROW][C]12[/C][C]0.284541[/C][C]2.1856[/C][C]0.016413[/C][/ROW]
[ROW][C]13[/C][C]-0.251845[/C][C]-1.9345[/C][C]0.028928[/C][/ROW]
[ROW][C]14[/C][C]0.256492[/C][C]1.9702[/C][C]0.02676[/C][/ROW]
[ROW][C]15[/C][C]-0.30243[/C][C]-2.323[/C][C]0.011823[/C][/ROW]
[ROW][C]16[/C][C]0.177615[/C][C]1.3643[/C][C]0.088829[/C][/ROW]
[ROW][C]17[/C][C]0.006254[/C][C]0.048[/C][C]0.480924[/C][/ROW]
[ROW][C]18[/C][C]-0.065386[/C][C]-0.5022[/C][C]0.308685[/C][/ROW]
[ROW][C]19[/C][C]0.091033[/C][C]0.6992[/C][C]0.243576[/C][/ROW]
[ROW][C]20[/C][C]-0.047239[/C][C]-0.3628[/C][C]0.359007[/C][/ROW]
[ROW][C]21[/C][C]0.052317[/C][C]0.4019[/C][C]0.344621[/C][/ROW]
[ROW][C]22[/C][C]-0.112402[/C][C]-0.8634[/C][C]0.195714[/C][/ROW]
[ROW][C]23[/C][C]0.024597[/C][C]0.1889[/C][C]0.425398[/C][/ROW]
[ROW][C]24[/C][C]-0.003275[/C][C]-0.0252[/C][C]0.490007[/C][/ROW]
[ROW][C]25[/C][C]0.029684[/C][C]0.228[/C][C]0.410214[/C][/ROW]
[ROW][C]26[/C][C]0.035239[/C][C]0.2707[/C][C]0.393792[/C][/ROW]
[ROW][C]27[/C][C]-0.183573[/C][C]-1.4101[/C][C]0.081887[/C][/ROW]
[ROW][C]28[/C][C]0.25831[/C][C]1.9841[/C][C]0.025951[/C][/ROW]
[ROW][C]29[/C][C]-0.187406[/C][C]-1.4395[/C][C]0.077648[/C][/ROW]
[ROW][C]30[/C][C]0.083776[/C][C]0.6435[/C][C]0.261197[/C][/ROW]
[ROW][C]31[/C][C]0.012386[/C][C]0.0951[/C][C]0.462262[/C][/ROW]
[ROW][C]32[/C][C]-0.059039[/C][C]-0.4535[/C][C]0.325931[/C][/ROW]
[ROW][C]33[/C][C]0.075727[/C][C]0.5817[/C][C]0.281503[/C][/ROW]
[ROW][C]34[/C][C]-0.045018[/C][C]-0.3458[/C][C]0.365365[/C][/ROW]
[ROW][C]35[/C][C]-0.082364[/C][C]-0.6326[/C][C]0.264704[/C][/ROW]
[ROW][C]36[/C][C]0.08385[/C][C]0.6441[/C][C]0.261016[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65930&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65930&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.46731-3.58950.000337
20.0396290.30440.380947
30.0623880.47920.31678
4-0.179264-1.3770.086864
50.0979380.75230.227439
60.0559530.42980.334458
7-0.021221-0.1630.435536
8-0.056992-0.43780.331577
90.0886610.6810.249263
10-0.270216-2.07560.021151
110.0448450.34450.365863
120.2845412.18560.016413
13-0.251845-1.93450.028928
140.2564921.97020.02676
15-0.30243-2.3230.011823
160.1776151.36430.088829
170.0062540.0480.480924
18-0.065386-0.50220.308685
190.0910330.69920.243576
20-0.047239-0.36280.359007
210.0523170.40190.344621
22-0.112402-0.86340.195714
230.0245970.18890.425398
24-0.003275-0.02520.490007
250.0296840.2280.410214
260.0352390.27070.393792
27-0.183573-1.41010.081887
280.258311.98410.025951
29-0.187406-1.43950.077648
300.0837760.64350.261197
310.0123860.09510.462262
32-0.059039-0.45350.325931
330.0757270.58170.281503
34-0.045018-0.34580.365365
35-0.082364-0.63260.264704
360.083850.64410.261016







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.46731-3.58950.000337
2-0.22869-1.75660.042088
3-0.029331-0.22530.411265
4-0.19862-1.52560.066222
5-0.10685-0.82070.207552
60.0446470.34290.366432
70.0727370.55870.28924
8-0.067158-0.51590.303943
90.0465830.35780.36088
10-0.264613-2.03250.023304
11-0.323669-2.48610.007882
120.1462071.1230.132986
13-0.004996-0.03840.484758
140.158671.21880.113891
15-0.221189-1.6990.047295
160.1177550.90450.184706
170.1032590.79310.215434
18-0.044774-0.34390.366066
19-0.041437-0.31830.375696
20-0.056811-0.43640.332079
210.0660680.50750.306856
220.0735160.56470.287215
23-0.057645-0.44280.329772
24-0.074242-0.57030.285331
25-0.056584-0.43460.332708
260.0331350.25450.399992
27-0.03243-0.24910.402074
280.0309450.23770.406471
290.0081250.06240.475225
30-0.007545-0.0580.476992
310.0756640.58120.281665
32-0.010464-0.08040.468104
33-0.098766-0.75860.225544
34-0.02404-0.18470.427066
35-0.148467-1.14040.129365
360.0499810.38390.351211

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.46731 & -3.5895 & 0.000337 \tabularnewline
2 & -0.22869 & -1.7566 & 0.042088 \tabularnewline
3 & -0.029331 & -0.2253 & 0.411265 \tabularnewline
4 & -0.19862 & -1.5256 & 0.066222 \tabularnewline
5 & -0.10685 & -0.8207 & 0.207552 \tabularnewline
6 & 0.044647 & 0.3429 & 0.366432 \tabularnewline
7 & 0.072737 & 0.5587 & 0.28924 \tabularnewline
8 & -0.067158 & -0.5159 & 0.303943 \tabularnewline
9 & 0.046583 & 0.3578 & 0.36088 \tabularnewline
10 & -0.264613 & -2.0325 & 0.023304 \tabularnewline
11 & -0.323669 & -2.4861 & 0.007882 \tabularnewline
12 & 0.146207 & 1.123 & 0.132986 \tabularnewline
13 & -0.004996 & -0.0384 & 0.484758 \tabularnewline
14 & 0.15867 & 1.2188 & 0.113891 \tabularnewline
15 & -0.221189 & -1.699 & 0.047295 \tabularnewline
16 & 0.117755 & 0.9045 & 0.184706 \tabularnewline
17 & 0.103259 & 0.7931 & 0.215434 \tabularnewline
18 & -0.044774 & -0.3439 & 0.366066 \tabularnewline
19 & -0.041437 & -0.3183 & 0.375696 \tabularnewline
20 & -0.056811 & -0.4364 & 0.332079 \tabularnewline
21 & 0.066068 & 0.5075 & 0.306856 \tabularnewline
22 & 0.073516 & 0.5647 & 0.287215 \tabularnewline
23 & -0.057645 & -0.4428 & 0.329772 \tabularnewline
24 & -0.074242 & -0.5703 & 0.285331 \tabularnewline
25 & -0.056584 & -0.4346 & 0.332708 \tabularnewline
26 & 0.033135 & 0.2545 & 0.399992 \tabularnewline
27 & -0.03243 & -0.2491 & 0.402074 \tabularnewline
28 & 0.030945 & 0.2377 & 0.406471 \tabularnewline
29 & 0.008125 & 0.0624 & 0.475225 \tabularnewline
30 & -0.007545 & -0.058 & 0.476992 \tabularnewline
31 & 0.075664 & 0.5812 & 0.281665 \tabularnewline
32 & -0.010464 & -0.0804 & 0.468104 \tabularnewline
33 & -0.098766 & -0.7586 & 0.225544 \tabularnewline
34 & -0.02404 & -0.1847 & 0.427066 \tabularnewline
35 & -0.148467 & -1.1404 & 0.129365 \tabularnewline
36 & 0.049981 & 0.3839 & 0.351211 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65930&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]-0.46731[/C][C]-3.5895[/C][C]0.000337[/C][/ROW]
[ROW][C]2[/C][C]-0.22869[/C][C]-1.7566[/C][C]0.042088[/C][/ROW]
[ROW][C]3[/C][C]-0.029331[/C][C]-0.2253[/C][C]0.411265[/C][/ROW]
[ROW][C]4[/C][C]-0.19862[/C][C]-1.5256[/C][C]0.066222[/C][/ROW]
[ROW][C]5[/C][C]-0.10685[/C][C]-0.8207[/C][C]0.207552[/C][/ROW]
[ROW][C]6[/C][C]0.044647[/C][C]0.3429[/C][C]0.366432[/C][/ROW]
[ROW][C]7[/C][C]0.072737[/C][C]0.5587[/C][C]0.28924[/C][/ROW]
[ROW][C]8[/C][C]-0.067158[/C][C]-0.5159[/C][C]0.303943[/C][/ROW]
[ROW][C]9[/C][C]0.046583[/C][C]0.3578[/C][C]0.36088[/C][/ROW]
[ROW][C]10[/C][C]-0.264613[/C][C]-2.0325[/C][C]0.023304[/C][/ROW]
[ROW][C]11[/C][C]-0.323669[/C][C]-2.4861[/C][C]0.007882[/C][/ROW]
[ROW][C]12[/C][C]0.146207[/C][C]1.123[/C][C]0.132986[/C][/ROW]
[ROW][C]13[/C][C]-0.004996[/C][C]-0.0384[/C][C]0.484758[/C][/ROW]
[ROW][C]14[/C][C]0.15867[/C][C]1.2188[/C][C]0.113891[/C][/ROW]
[ROW][C]15[/C][C]-0.221189[/C][C]-1.699[/C][C]0.047295[/C][/ROW]
[ROW][C]16[/C][C]0.117755[/C][C]0.9045[/C][C]0.184706[/C][/ROW]
[ROW][C]17[/C][C]0.103259[/C][C]0.7931[/C][C]0.215434[/C][/ROW]
[ROW][C]18[/C][C]-0.044774[/C][C]-0.3439[/C][C]0.366066[/C][/ROW]
[ROW][C]19[/C][C]-0.041437[/C][C]-0.3183[/C][C]0.375696[/C][/ROW]
[ROW][C]20[/C][C]-0.056811[/C][C]-0.4364[/C][C]0.332079[/C][/ROW]
[ROW][C]21[/C][C]0.066068[/C][C]0.5075[/C][C]0.306856[/C][/ROW]
[ROW][C]22[/C][C]0.073516[/C][C]0.5647[/C][C]0.287215[/C][/ROW]
[ROW][C]23[/C][C]-0.057645[/C][C]-0.4428[/C][C]0.329772[/C][/ROW]
[ROW][C]24[/C][C]-0.074242[/C][C]-0.5703[/C][C]0.285331[/C][/ROW]
[ROW][C]25[/C][C]-0.056584[/C][C]-0.4346[/C][C]0.332708[/C][/ROW]
[ROW][C]26[/C][C]0.033135[/C][C]0.2545[/C][C]0.399992[/C][/ROW]
[ROW][C]27[/C][C]-0.03243[/C][C]-0.2491[/C][C]0.402074[/C][/ROW]
[ROW][C]28[/C][C]0.030945[/C][C]0.2377[/C][C]0.406471[/C][/ROW]
[ROW][C]29[/C][C]0.008125[/C][C]0.0624[/C][C]0.475225[/C][/ROW]
[ROW][C]30[/C][C]-0.007545[/C][C]-0.058[/C][C]0.476992[/C][/ROW]
[ROW][C]31[/C][C]0.075664[/C][C]0.5812[/C][C]0.281665[/C][/ROW]
[ROW][C]32[/C][C]-0.010464[/C][C]-0.0804[/C][C]0.468104[/C][/ROW]
[ROW][C]33[/C][C]-0.098766[/C][C]-0.7586[/C][C]0.225544[/C][/ROW]
[ROW][C]34[/C][C]-0.02404[/C][C]-0.1847[/C][C]0.427066[/C][/ROW]
[ROW][C]35[/C][C]-0.148467[/C][C]-1.1404[/C][C]0.129365[/C][/ROW]
[ROW][C]36[/C][C]0.049981[/C][C]0.3839[/C][C]0.351211[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65930&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65930&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.46731-3.58950.000337
2-0.22869-1.75660.042088
3-0.029331-0.22530.411265
4-0.19862-1.52560.066222
5-0.10685-0.82070.207552
60.0446470.34290.366432
70.0727370.55870.28924
8-0.067158-0.51590.303943
90.0465830.35780.36088
10-0.264613-2.03250.023304
11-0.323669-2.48610.007882
120.1462071.1230.132986
13-0.004996-0.03840.484758
140.158671.21880.113891
15-0.221189-1.6990.047295
160.1177550.90450.184706
170.1032590.79310.215434
18-0.044774-0.34390.366066
19-0.041437-0.31830.375696
20-0.056811-0.43640.332079
210.0660680.50750.306856
220.0735160.56470.287215
23-0.057645-0.44280.329772
24-0.074242-0.57030.285331
25-0.056584-0.43460.332708
260.0331350.25450.399992
27-0.03243-0.24910.402074
280.0309450.23770.406471
290.0081250.06240.475225
30-0.007545-0.0580.476992
310.0756640.58120.281665
32-0.010464-0.08040.468104
33-0.098766-0.75860.225544
34-0.02404-0.18470.427066
35-0.148467-1.14040.129365
360.0499810.38390.351211



Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 0 ; par8 = 1 ;
Parameters (R input):
par1 = 36 ; par2 = 1.0 ; par3 = 1 ; par4 = 0 ; 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')