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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 computationFri, 11 Dec 2009 04:49:54 -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/t12605322617ifd05rhaoq9822.htm/, Retrieved Sun, 28 Apr 2024 20:41:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66032, Retrieved Sun, 28 Apr 2024 20:41:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125

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] [WS 8, ACF model 1] [2009-11-27 23:37:27] [96e597a9107bfe8c07649cce3d4f6fec]
-               [(Partial) Autocorrelation Function] [WS 9, ACF model (...] [2009-12-04 11:59:07] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD            [(Partial) Autocorrelation Function] [WS 9, ACF model (...] [2009-12-04 12:03:38] [96e597a9107bfe8c07649cce3d4f6fec]
-                   [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 10:41:25] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD                  [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 11:49:54] [e31f2fa83f4a5291b9a51009566cf69b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
93.8
93.8
107.6
101
95.4
96.5
89.2
87.1
110.5
110.8
104.2
88.9
89.8
90
93.9
91.3
87.8
99.7
73.5
79.2
96.9
95.2
95.6
89.7
92.8
88
101.1
92.7
95.8
103.8
81.8
87.1
105.9
108.1
102.6
93.7
103.5
100.6
113.3
102.4
102.1
106.9
87.3
93.1
109.1
120.3
104.9
92.6
109.8
111.4
117.9
121.6
117.8
124.2
106.8
102.7
116.8
113.6
96.1
85

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=66032&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=66032&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66032&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
10.683354.73441e-05
20.6189514.28824.3e-05
30.4845263.35690.000775
40.3572672.47520.008449
50.2390851.65640.052079
60.2692611.86550.034115
70.1862771.29060.101519
80.0562720.38990.34918
90.0771270.53440.297782
10-0.048107-0.33330.370182
11-0.014091-0.09760.461317
12-0.074191-0.5140.3048
13-0.071462-0.49510.311393
14-0.10449-0.72390.236312
15-0.104993-0.72740.235254
16-0.137157-0.95030.173372
17-0.131032-0.90780.184255
18-0.15959-1.10570.137189
19-0.158871-1.10070.13826
20-0.142452-0.98690.164312
21-0.120457-0.83460.204052
22-0.115713-0.80170.213343
23-0.085684-0.59360.277772
24-0.125918-0.87240.193671
25-0.102987-0.71350.239492
26-0.093556-0.64820.25998
27-0.152019-1.05320.148756
28-0.109849-0.76110.225172
29-0.153141-1.0610.147002
30-0.181695-1.25880.107092
31-0.213551-1.47950.072767
32-0.178181-1.23450.111518
33-0.266628-1.84730.035439
34-0.208651-1.44560.077397
35-0.19929-1.38070.08688
36-0.166414-1.1530.12732

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.68335 & 4.7344 & 1e-05 \tabularnewline
2 & 0.618951 & 4.2882 & 4.3e-05 \tabularnewline
3 & 0.484526 & 3.3569 & 0.000775 \tabularnewline
4 & 0.357267 & 2.4752 & 0.008449 \tabularnewline
5 & 0.239085 & 1.6564 & 0.052079 \tabularnewline
6 & 0.269261 & 1.8655 & 0.034115 \tabularnewline
7 & 0.186277 & 1.2906 & 0.101519 \tabularnewline
8 & 0.056272 & 0.3899 & 0.34918 \tabularnewline
9 & 0.077127 & 0.5344 & 0.297782 \tabularnewline
10 & -0.048107 & -0.3333 & 0.370182 \tabularnewline
11 & -0.014091 & -0.0976 & 0.461317 \tabularnewline
12 & -0.074191 & -0.514 & 0.3048 \tabularnewline
13 & -0.071462 & -0.4951 & 0.311393 \tabularnewline
14 & -0.10449 & -0.7239 & 0.236312 \tabularnewline
15 & -0.104993 & -0.7274 & 0.235254 \tabularnewline
16 & -0.137157 & -0.9503 & 0.173372 \tabularnewline
17 & -0.131032 & -0.9078 & 0.184255 \tabularnewline
18 & -0.15959 & -1.1057 & 0.137189 \tabularnewline
19 & -0.158871 & -1.1007 & 0.13826 \tabularnewline
20 & -0.142452 & -0.9869 & 0.164312 \tabularnewline
21 & -0.120457 & -0.8346 & 0.204052 \tabularnewline
22 & -0.115713 & -0.8017 & 0.213343 \tabularnewline
23 & -0.085684 & -0.5936 & 0.277772 \tabularnewline
24 & -0.125918 & -0.8724 & 0.193671 \tabularnewline
25 & -0.102987 & -0.7135 & 0.239492 \tabularnewline
26 & -0.093556 & -0.6482 & 0.25998 \tabularnewline
27 & -0.152019 & -1.0532 & 0.148756 \tabularnewline
28 & -0.109849 & -0.7611 & 0.225172 \tabularnewline
29 & -0.153141 & -1.061 & 0.147002 \tabularnewline
30 & -0.181695 & -1.2588 & 0.107092 \tabularnewline
31 & -0.213551 & -1.4795 & 0.072767 \tabularnewline
32 & -0.178181 & -1.2345 & 0.111518 \tabularnewline
33 & -0.266628 & -1.8473 & 0.035439 \tabularnewline
34 & -0.208651 & -1.4456 & 0.077397 \tabularnewline
35 & -0.19929 & -1.3807 & 0.08688 \tabularnewline
36 & -0.166414 & -1.153 & 0.12732 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66032&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]0.68335[/C][C]4.7344[/C][C]1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.618951[/C][C]4.2882[/C][C]4.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.484526[/C][C]3.3569[/C][C]0.000775[/C][/ROW]
[ROW][C]4[/C][C]0.357267[/C][C]2.4752[/C][C]0.008449[/C][/ROW]
[ROW][C]5[/C][C]0.239085[/C][C]1.6564[/C][C]0.052079[/C][/ROW]
[ROW][C]6[/C][C]0.269261[/C][C]1.8655[/C][C]0.034115[/C][/ROW]
[ROW][C]7[/C][C]0.186277[/C][C]1.2906[/C][C]0.101519[/C][/ROW]
[ROW][C]8[/C][C]0.056272[/C][C]0.3899[/C][C]0.34918[/C][/ROW]
[ROW][C]9[/C][C]0.077127[/C][C]0.5344[/C][C]0.297782[/C][/ROW]
[ROW][C]10[/C][C]-0.048107[/C][C]-0.3333[/C][C]0.370182[/C][/ROW]
[ROW][C]11[/C][C]-0.014091[/C][C]-0.0976[/C][C]0.461317[/C][/ROW]
[ROW][C]12[/C][C]-0.074191[/C][C]-0.514[/C][C]0.3048[/C][/ROW]
[ROW][C]13[/C][C]-0.071462[/C][C]-0.4951[/C][C]0.311393[/C][/ROW]
[ROW][C]14[/C][C]-0.10449[/C][C]-0.7239[/C][C]0.236312[/C][/ROW]
[ROW][C]15[/C][C]-0.104993[/C][C]-0.7274[/C][C]0.235254[/C][/ROW]
[ROW][C]16[/C][C]-0.137157[/C][C]-0.9503[/C][C]0.173372[/C][/ROW]
[ROW][C]17[/C][C]-0.131032[/C][C]-0.9078[/C][C]0.184255[/C][/ROW]
[ROW][C]18[/C][C]-0.15959[/C][C]-1.1057[/C][C]0.137189[/C][/ROW]
[ROW][C]19[/C][C]-0.158871[/C][C]-1.1007[/C][C]0.13826[/C][/ROW]
[ROW][C]20[/C][C]-0.142452[/C][C]-0.9869[/C][C]0.164312[/C][/ROW]
[ROW][C]21[/C][C]-0.120457[/C][C]-0.8346[/C][C]0.204052[/C][/ROW]
[ROW][C]22[/C][C]-0.115713[/C][C]-0.8017[/C][C]0.213343[/C][/ROW]
[ROW][C]23[/C][C]-0.085684[/C][C]-0.5936[/C][C]0.277772[/C][/ROW]
[ROW][C]24[/C][C]-0.125918[/C][C]-0.8724[/C][C]0.193671[/C][/ROW]
[ROW][C]25[/C][C]-0.102987[/C][C]-0.7135[/C][C]0.239492[/C][/ROW]
[ROW][C]26[/C][C]-0.093556[/C][C]-0.6482[/C][C]0.25998[/C][/ROW]
[ROW][C]27[/C][C]-0.152019[/C][C]-1.0532[/C][C]0.148756[/C][/ROW]
[ROW][C]28[/C][C]-0.109849[/C][C]-0.7611[/C][C]0.225172[/C][/ROW]
[ROW][C]29[/C][C]-0.153141[/C][C]-1.061[/C][C]0.147002[/C][/ROW]
[ROW][C]30[/C][C]-0.181695[/C][C]-1.2588[/C][C]0.107092[/C][/ROW]
[ROW][C]31[/C][C]-0.213551[/C][C]-1.4795[/C][C]0.072767[/C][/ROW]
[ROW][C]32[/C][C]-0.178181[/C][C]-1.2345[/C][C]0.111518[/C][/ROW]
[ROW][C]33[/C][C]-0.266628[/C][C]-1.8473[/C][C]0.035439[/C][/ROW]
[ROW][C]34[/C][C]-0.208651[/C][C]-1.4456[/C][C]0.077397[/C][/ROW]
[ROW][C]35[/C][C]-0.19929[/C][C]-1.3807[/C][C]0.08688[/C][/ROW]
[ROW][C]36[/C][C]-0.166414[/C][C]-1.153[/C][C]0.12732[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66032&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66032&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
10.683354.73441e-05
20.6189514.28824.3e-05
30.4845263.35690.000775
40.3572672.47520.008449
50.2390851.65640.052079
60.2692611.86550.034115
70.1862771.29060.101519
80.0562720.38990.34918
90.0771270.53440.297782
10-0.048107-0.33330.370182
11-0.014091-0.09760.461317
12-0.074191-0.5140.3048
13-0.071462-0.49510.311393
14-0.10449-0.72390.236312
15-0.104993-0.72740.235254
16-0.137157-0.95030.173372
17-0.131032-0.90780.184255
18-0.15959-1.10570.137189
19-0.158871-1.10070.13826
20-0.142452-0.98690.164312
21-0.120457-0.83460.204052
22-0.115713-0.80170.213343
23-0.085684-0.59360.277772
24-0.125918-0.87240.193671
25-0.102987-0.71350.239492
26-0.093556-0.64820.25998
27-0.152019-1.05320.148756
28-0.109849-0.76110.225172
29-0.153141-1.0610.147002
30-0.181695-1.25880.107092
31-0.213551-1.47950.072767
32-0.178181-1.23450.111518
33-0.266628-1.84730.035439
34-0.208651-1.44560.077397
35-0.19929-1.38070.08688
36-0.166414-1.1530.12732






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.683354.73441e-05
20.2851311.97540.026991
3-0.025893-0.17940.429192
4-0.101398-0.70250.242878
5-0.086424-0.59880.276073
60.2192111.51870.067694
7-0.028459-0.19720.422262
8-0.281159-1.94790.028642
90.0970280.67220.252331
10-0.099288-0.68790.247418
110.1690461.17120.123653
12-0.13821-0.95750.171546
13-0.088979-0.61650.27025
140.083770.58040.282189
15-0.043728-0.3030.381615
16-0.017526-0.12140.451932
17-0.035289-0.24450.403947
18-0.135838-0.94110.175679
190.1381160.95690.171707
20-0.060908-0.4220.337462
210.071180.49320.312077
22-0.070496-0.48840.313741
23-0.017819-0.12350.451131
24-0.053525-0.37080.356198
250.0294030.20370.41972
260.0067450.04670.481462
27-0.190367-1.31890.09673
280.049260.34130.367189
29-0.058066-0.40230.344626
30-0.082313-0.57030.285575
31-0.023506-0.16290.435658
32-0.080063-0.55470.29084
33-0.047778-0.3310.371036
340.0260990.18080.428636
35-0.012675-0.08780.465193
360.1079550.74790.229074

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.68335 & 4.7344 & 1e-05 \tabularnewline
2 & 0.285131 & 1.9754 & 0.026991 \tabularnewline
3 & -0.025893 & -0.1794 & 0.429192 \tabularnewline
4 & -0.101398 & -0.7025 & 0.242878 \tabularnewline
5 & -0.086424 & -0.5988 & 0.276073 \tabularnewline
6 & 0.219211 & 1.5187 & 0.067694 \tabularnewline
7 & -0.028459 & -0.1972 & 0.422262 \tabularnewline
8 & -0.281159 & -1.9479 & 0.028642 \tabularnewline
9 & 0.097028 & 0.6722 & 0.252331 \tabularnewline
10 & -0.099288 & -0.6879 & 0.247418 \tabularnewline
11 & 0.169046 & 1.1712 & 0.123653 \tabularnewline
12 & -0.13821 & -0.9575 & 0.171546 \tabularnewline
13 & -0.088979 & -0.6165 & 0.27025 \tabularnewline
14 & 0.08377 & 0.5804 & 0.282189 \tabularnewline
15 & -0.043728 & -0.303 & 0.381615 \tabularnewline
16 & -0.017526 & -0.1214 & 0.451932 \tabularnewline
17 & -0.035289 & -0.2445 & 0.403947 \tabularnewline
18 & -0.135838 & -0.9411 & 0.175679 \tabularnewline
19 & 0.138116 & 0.9569 & 0.171707 \tabularnewline
20 & -0.060908 & -0.422 & 0.337462 \tabularnewline
21 & 0.07118 & 0.4932 & 0.312077 \tabularnewline
22 & -0.070496 & -0.4884 & 0.313741 \tabularnewline
23 & -0.017819 & -0.1235 & 0.451131 \tabularnewline
24 & -0.053525 & -0.3708 & 0.356198 \tabularnewline
25 & 0.029403 & 0.2037 & 0.41972 \tabularnewline
26 & 0.006745 & 0.0467 & 0.481462 \tabularnewline
27 & -0.190367 & -1.3189 & 0.09673 \tabularnewline
28 & 0.04926 & 0.3413 & 0.367189 \tabularnewline
29 & -0.058066 & -0.4023 & 0.344626 \tabularnewline
30 & -0.082313 & -0.5703 & 0.285575 \tabularnewline
31 & -0.023506 & -0.1629 & 0.435658 \tabularnewline
32 & -0.080063 & -0.5547 & 0.29084 \tabularnewline
33 & -0.047778 & -0.331 & 0.371036 \tabularnewline
34 & 0.026099 & 0.1808 & 0.428636 \tabularnewline
35 & -0.012675 & -0.0878 & 0.465193 \tabularnewline
36 & 0.107955 & 0.7479 & 0.229074 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66032&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]0.68335[/C][C]4.7344[/C][C]1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.285131[/C][C]1.9754[/C][C]0.026991[/C][/ROW]
[ROW][C]3[/C][C]-0.025893[/C][C]-0.1794[/C][C]0.429192[/C][/ROW]
[ROW][C]4[/C][C]-0.101398[/C][C]-0.7025[/C][C]0.242878[/C][/ROW]
[ROW][C]5[/C][C]-0.086424[/C][C]-0.5988[/C][C]0.276073[/C][/ROW]
[ROW][C]6[/C][C]0.219211[/C][C]1.5187[/C][C]0.067694[/C][/ROW]
[ROW][C]7[/C][C]-0.028459[/C][C]-0.1972[/C][C]0.422262[/C][/ROW]
[ROW][C]8[/C][C]-0.281159[/C][C]-1.9479[/C][C]0.028642[/C][/ROW]
[ROW][C]9[/C][C]0.097028[/C][C]0.6722[/C][C]0.252331[/C][/ROW]
[ROW][C]10[/C][C]-0.099288[/C][C]-0.6879[/C][C]0.247418[/C][/ROW]
[ROW][C]11[/C][C]0.169046[/C][C]1.1712[/C][C]0.123653[/C][/ROW]
[ROW][C]12[/C][C]-0.13821[/C][C]-0.9575[/C][C]0.171546[/C][/ROW]
[ROW][C]13[/C][C]-0.088979[/C][C]-0.6165[/C][C]0.27025[/C][/ROW]
[ROW][C]14[/C][C]0.08377[/C][C]0.5804[/C][C]0.282189[/C][/ROW]
[ROW][C]15[/C][C]-0.043728[/C][C]-0.303[/C][C]0.381615[/C][/ROW]
[ROW][C]16[/C][C]-0.017526[/C][C]-0.1214[/C][C]0.451932[/C][/ROW]
[ROW][C]17[/C][C]-0.035289[/C][C]-0.2445[/C][C]0.403947[/C][/ROW]
[ROW][C]18[/C][C]-0.135838[/C][C]-0.9411[/C][C]0.175679[/C][/ROW]
[ROW][C]19[/C][C]0.138116[/C][C]0.9569[/C][C]0.171707[/C][/ROW]
[ROW][C]20[/C][C]-0.060908[/C][C]-0.422[/C][C]0.337462[/C][/ROW]
[ROW][C]21[/C][C]0.07118[/C][C]0.4932[/C][C]0.312077[/C][/ROW]
[ROW][C]22[/C][C]-0.070496[/C][C]-0.4884[/C][C]0.313741[/C][/ROW]
[ROW][C]23[/C][C]-0.017819[/C][C]-0.1235[/C][C]0.451131[/C][/ROW]
[ROW][C]24[/C][C]-0.053525[/C][C]-0.3708[/C][C]0.356198[/C][/ROW]
[ROW][C]25[/C][C]0.029403[/C][C]0.2037[/C][C]0.41972[/C][/ROW]
[ROW][C]26[/C][C]0.006745[/C][C]0.0467[/C][C]0.481462[/C][/ROW]
[ROW][C]27[/C][C]-0.190367[/C][C]-1.3189[/C][C]0.09673[/C][/ROW]
[ROW][C]28[/C][C]0.04926[/C][C]0.3413[/C][C]0.367189[/C][/ROW]
[ROW][C]29[/C][C]-0.058066[/C][C]-0.4023[/C][C]0.344626[/C][/ROW]
[ROW][C]30[/C][C]-0.082313[/C][C]-0.5703[/C][C]0.285575[/C][/ROW]
[ROW][C]31[/C][C]-0.023506[/C][C]-0.1629[/C][C]0.435658[/C][/ROW]
[ROW][C]32[/C][C]-0.080063[/C][C]-0.5547[/C][C]0.29084[/C][/ROW]
[ROW][C]33[/C][C]-0.047778[/C][C]-0.331[/C][C]0.371036[/C][/ROW]
[ROW][C]34[/C][C]0.026099[/C][C]0.1808[/C][C]0.428636[/C][/ROW]
[ROW][C]35[/C][C]-0.012675[/C][C]-0.0878[/C][C]0.465193[/C][/ROW]
[ROW][C]36[/C][C]0.107955[/C][C]0.7479[/C][C]0.229074[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66032&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66032&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
10.683354.73441e-05
20.2851311.97540.026991
3-0.025893-0.17940.429192
4-0.101398-0.70250.242878
5-0.086424-0.59880.276073
60.2192111.51870.067694
7-0.028459-0.19720.422262
8-0.281159-1.94790.028642
90.0970280.67220.252331
10-0.099288-0.68790.247418
110.1690461.17120.123653
12-0.13821-0.95750.171546
13-0.088979-0.61650.27025
140.083770.58040.282189
15-0.043728-0.3030.381615
16-0.017526-0.12140.451932
17-0.035289-0.24450.403947
18-0.135838-0.94110.175679
190.1381160.95690.171707
20-0.060908-0.4220.337462
210.071180.49320.312077
22-0.070496-0.48840.313741
23-0.017819-0.12350.451131
24-0.053525-0.37080.356198
250.0294030.20370.41972
260.0067450.04670.481462
27-0.190367-1.31890.09673
280.049260.34130.367189
29-0.058066-0.40230.344626
30-0.082313-0.57030.285575
31-0.023506-0.16290.435658
32-0.080063-0.55470.29084
33-0.047778-0.3310.371036
340.0260990.18080.428636
35-0.012675-0.08780.465193
360.1079550.74790.229074


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -1.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = -1.0 ; 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')