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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 06:52:45 -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/11/t1260539627olo1v0gi49709kp.htm/, Retrieved Sun, 28 Apr 2024 23:36:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66198, Retrieved Sun, 28 Apr 2024 23:36:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact123

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]
-   PD        [(Partial) Autocorrelation Function] [WS8 d=1 D=1] [2009-11-25 16:19:15] [445b292c553470d9fed8bc2796fd3a00]
-   PD          [(Partial) Autocorrelation Function] [ws 8 d=2 D=1] [2009-11-25 21:12:55] [134dc66689e3d457a82860db6471d419]
-   P             [(Partial) Autocorrelation Function] [wsact d=2 D=0] [2009-11-25 22:00:58] [134dc66689e3d457a82860db6471d419]
-   P               [(Partial) Autocorrelation Function] [ws 9 acf] [2009-12-04 18:58:49] [134dc66689e3d457a82860db6471d419]
-   P                   [(Partial) Autocorrelation Function] [] [2009-12-11 13:52:45] [3e9f70e60513fc8919624add68d96eca] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.01
103.84
104.48
95.43
104.80
108.64
105.65
108.42
115.35
113.64
115.24
100.33
101.29
104.48
99.26
100.11
103.52
101.18
96.39
97.56
96.39
85.10
79.77
79.13
80.84
82.75
92.55
96.60
96.92
95.32
98.52
100.22
104.91
103.10
97.13
103.42
111.72
118.11
111.62
100.22
102.03
105.76
107.68
110.77
105.44
112.26
114.07
117.90
124.72
126.42
134.73
135.79
143.36
140.37
144.74
151.98
150.92
163.38
154.43
146.66
157.95
162.10
180.42
179.57
171.58
185.43
190.64
203.00
202.36
193.41
186.17
192.24
209.60
206.41
209.82
230.37
235.80
232.07
244.64
242.19
217.48
209.39
211.73
221.00
203.11
214.71
224.19
238.04
238.36
246.24
259.87
249.97
266.48
282.98
306.31
301.73
314.62
332.62
355.51
370.32
408.13
433.58
440.51
386.29
342.84
254.97
203.42
170.09
174.03
167.85
177.01
188.19
211.20
240.91
230.26
251.25
241.66

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=66198&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=66198&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66198&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
10.5343165.75480
20.3823324.11783.6e-05
30.0979381.05480.146849
4-0.032244-0.34730.364506
5-0.240153-2.58650.005466
6-0.301646-3.24880.000758
7-0.243523-2.62280.004946
8-0.238739-2.57130.005698
9-0.213633-2.30090.011592
10-0.095984-1.03380.151696
110.0278020.29940.382571
12-0.036802-0.39640.34628
13-0.059302-0.63870.262138
140.0009320.010.496004
150.0442550.47660.317256
16-0.066567-0.71690.237424
17-0.069828-0.75210.226767
18-0.053046-0.57130.284445
19-0.015281-0.16460.434778
20-0.055863-0.60170.274287
210.0446530.48090.315737
220.0465740.50160.308444
230.099061.06690.144114
240.0562610.60590.272866
250.1743821.87820.031436
260.1132551.21980.112509
270.0205570.22140.412582
28-0.030855-0.33230.370125
29-0.064338-0.69290.244867
30-0.030677-0.33040.370847
31-0.10724-1.1550.125231
32-0.055111-0.59360.27698
33-0.050094-0.53950.295277
34-0.015401-0.16590.434273
350.0548190.59040.278031
360.0521140.56130.287843

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.534316 & 5.7548 & 0 \tabularnewline
2 & 0.382332 & 4.1178 & 3.6e-05 \tabularnewline
3 & 0.097938 & 1.0548 & 0.146849 \tabularnewline
4 & -0.032244 & -0.3473 & 0.364506 \tabularnewline
5 & -0.240153 & -2.5865 & 0.005466 \tabularnewline
6 & -0.301646 & -3.2488 & 0.000758 \tabularnewline
7 & -0.243523 & -2.6228 & 0.004946 \tabularnewline
8 & -0.238739 & -2.5713 & 0.005698 \tabularnewline
9 & -0.213633 & -2.3009 & 0.011592 \tabularnewline
10 & -0.095984 & -1.0338 & 0.151696 \tabularnewline
11 & 0.027802 & 0.2994 & 0.382571 \tabularnewline
12 & -0.036802 & -0.3964 & 0.34628 \tabularnewline
13 & -0.059302 & -0.6387 & 0.262138 \tabularnewline
14 & 0.000932 & 0.01 & 0.496004 \tabularnewline
15 & 0.044255 & 0.4766 & 0.317256 \tabularnewline
16 & -0.066567 & -0.7169 & 0.237424 \tabularnewline
17 & -0.069828 & -0.7521 & 0.226767 \tabularnewline
18 & -0.053046 & -0.5713 & 0.284445 \tabularnewline
19 & -0.015281 & -0.1646 & 0.434778 \tabularnewline
20 & -0.055863 & -0.6017 & 0.274287 \tabularnewline
21 & 0.044653 & 0.4809 & 0.315737 \tabularnewline
22 & 0.046574 & 0.5016 & 0.308444 \tabularnewline
23 & 0.09906 & 1.0669 & 0.144114 \tabularnewline
24 & 0.056261 & 0.6059 & 0.272866 \tabularnewline
25 & 0.174382 & 1.8782 & 0.031436 \tabularnewline
26 & 0.113255 & 1.2198 & 0.112509 \tabularnewline
27 & 0.020557 & 0.2214 & 0.412582 \tabularnewline
28 & -0.030855 & -0.3323 & 0.370125 \tabularnewline
29 & -0.064338 & -0.6929 & 0.244867 \tabularnewline
30 & -0.030677 & -0.3304 & 0.370847 \tabularnewline
31 & -0.10724 & -1.155 & 0.125231 \tabularnewline
32 & -0.055111 & -0.5936 & 0.27698 \tabularnewline
33 & -0.050094 & -0.5395 & 0.295277 \tabularnewline
34 & -0.015401 & -0.1659 & 0.434273 \tabularnewline
35 & 0.054819 & 0.5904 & 0.278031 \tabularnewline
36 & 0.052114 & 0.5613 & 0.287843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66198&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]0.534316[/C][C]5.7548[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.382332[/C][C]4.1178[/C][C]3.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.097938[/C][C]1.0548[/C][C]0.146849[/C][/ROW]
[ROW][C]4[/C][C]-0.032244[/C][C]-0.3473[/C][C]0.364506[/C][/ROW]
[ROW][C]5[/C][C]-0.240153[/C][C]-2.5865[/C][C]0.005466[/C][/ROW]
[ROW][C]6[/C][C]-0.301646[/C][C]-3.2488[/C][C]0.000758[/C][/ROW]
[ROW][C]7[/C][C]-0.243523[/C][C]-2.6228[/C][C]0.004946[/C][/ROW]
[ROW][C]8[/C][C]-0.238739[/C][C]-2.5713[/C][C]0.005698[/C][/ROW]
[ROW][C]9[/C][C]-0.213633[/C][C]-2.3009[/C][C]0.011592[/C][/ROW]
[ROW][C]10[/C][C]-0.095984[/C][C]-1.0338[/C][C]0.151696[/C][/ROW]
[ROW][C]11[/C][C]0.027802[/C][C]0.2994[/C][C]0.382571[/C][/ROW]
[ROW][C]12[/C][C]-0.036802[/C][C]-0.3964[/C][C]0.34628[/C][/ROW]
[ROW][C]13[/C][C]-0.059302[/C][C]-0.6387[/C][C]0.262138[/C][/ROW]
[ROW][C]14[/C][C]0.000932[/C][C]0.01[/C][C]0.496004[/C][/ROW]
[ROW][C]15[/C][C]0.044255[/C][C]0.4766[/C][C]0.317256[/C][/ROW]
[ROW][C]16[/C][C]-0.066567[/C][C]-0.7169[/C][C]0.237424[/C][/ROW]
[ROW][C]17[/C][C]-0.069828[/C][C]-0.7521[/C][C]0.226767[/C][/ROW]
[ROW][C]18[/C][C]-0.053046[/C][C]-0.5713[/C][C]0.284445[/C][/ROW]
[ROW][C]19[/C][C]-0.015281[/C][C]-0.1646[/C][C]0.434778[/C][/ROW]
[ROW][C]20[/C][C]-0.055863[/C][C]-0.6017[/C][C]0.274287[/C][/ROW]
[ROW][C]21[/C][C]0.044653[/C][C]0.4809[/C][C]0.315737[/C][/ROW]
[ROW][C]22[/C][C]0.046574[/C][C]0.5016[/C][C]0.308444[/C][/ROW]
[ROW][C]23[/C][C]0.09906[/C][C]1.0669[/C][C]0.144114[/C][/ROW]
[ROW][C]24[/C][C]0.056261[/C][C]0.6059[/C][C]0.272866[/C][/ROW]
[ROW][C]25[/C][C]0.174382[/C][C]1.8782[/C][C]0.031436[/C][/ROW]
[ROW][C]26[/C][C]0.113255[/C][C]1.2198[/C][C]0.112509[/C][/ROW]
[ROW][C]27[/C][C]0.020557[/C][C]0.2214[/C][C]0.412582[/C][/ROW]
[ROW][C]28[/C][C]-0.030855[/C][C]-0.3323[/C][C]0.370125[/C][/ROW]
[ROW][C]29[/C][C]-0.064338[/C][C]-0.6929[/C][C]0.244867[/C][/ROW]
[ROW][C]30[/C][C]-0.030677[/C][C]-0.3304[/C][C]0.370847[/C][/ROW]
[ROW][C]31[/C][C]-0.10724[/C][C]-1.155[/C][C]0.125231[/C][/ROW]
[ROW][C]32[/C][C]-0.055111[/C][C]-0.5936[/C][C]0.27698[/C][/ROW]
[ROW][C]33[/C][C]-0.050094[/C][C]-0.5395[/C][C]0.295277[/C][/ROW]
[ROW][C]34[/C][C]-0.015401[/C][C]-0.1659[/C][C]0.434273[/C][/ROW]
[ROW][C]35[/C][C]0.054819[/C][C]0.5904[/C][C]0.278031[/C][/ROW]
[ROW][C]36[/C][C]0.052114[/C][C]0.5613[/C][C]0.287843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66198&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66198&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
10.5343165.75480
20.3823324.11783.6e-05
30.0979381.05480.146849
4-0.032244-0.34730.364506
5-0.240153-2.58650.005466
6-0.301646-3.24880.000758
7-0.243523-2.62280.004946
8-0.238739-2.57130.005698
9-0.213633-2.30090.011592
10-0.095984-1.03380.151696
110.0278020.29940.382571
12-0.036802-0.39640.34628
13-0.059302-0.63870.262138
140.0009320.010.496004
150.0442550.47660.317256
16-0.066567-0.71690.237424
17-0.069828-0.75210.226767
18-0.053046-0.57130.284445
19-0.015281-0.16460.434778
20-0.055863-0.60170.274287
210.0446530.48090.315737
220.0465740.50160.308444
230.099061.06690.144114
240.0562610.60590.272866
250.1743821.87820.031436
260.1132551.21980.112509
270.0205570.22140.412582
28-0.030855-0.33230.370125
29-0.064338-0.69290.244867
30-0.030677-0.33040.370847
31-0.10724-1.1550.125231
32-0.055111-0.59360.27698
33-0.050094-0.53950.295277
34-0.015401-0.16590.434273
350.0548190.59040.278031
360.0521140.56130.287843






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5343165.75480
20.1355321.45970.073535
3-0.215401-2.31990.011047
4-0.082391-0.88740.188357
5-0.209088-2.2520.013104
6-0.106698-1.14920.126424
70.0798810.86030.195688
8-0.101953-1.09810.137225
9-0.120915-1.30230.097698
100.0668040.71950.236639
110.0591990.63760.262499
12-0.213238-2.29660.011717
13-0.118238-1.27350.1027
140.0828170.8920.18713
150.0394870.42530.335707
16-0.194288-2.09250.019285
17-0.078461-0.8450.199912
18-0.013024-0.14030.444345
190.0392340.42260.336698
20-0.061642-0.66390.254034
210.0051280.05520.478025
22-0.087386-0.94120.174285
230.1075291.15810.124595
242.7e-053e-040.499885
250.0496550.53480.296904
26-0.080893-0.87120.19271
27-0.067966-0.7320.232819
280.0343710.37020.355959
29-0.056868-0.61250.270707
300.0624860.6730.251145
31-0.043028-0.46340.321965
32-0.029119-0.31360.377184
330.0049120.05290.478948
340.0140740.15160.439889
350.1187711.27920.10169
36-0.119455-1.28660.100402

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.534316 & 5.7548 & 0 \tabularnewline
2 & 0.135532 & 1.4597 & 0.073535 \tabularnewline
3 & -0.215401 & -2.3199 & 0.011047 \tabularnewline
4 & -0.082391 & -0.8874 & 0.188357 \tabularnewline
5 & -0.209088 & -2.252 & 0.013104 \tabularnewline
6 & -0.106698 & -1.1492 & 0.126424 \tabularnewline
7 & 0.079881 & 0.8603 & 0.195688 \tabularnewline
8 & -0.101953 & -1.0981 & 0.137225 \tabularnewline
9 & -0.120915 & -1.3023 & 0.097698 \tabularnewline
10 & 0.066804 & 0.7195 & 0.236639 \tabularnewline
11 & 0.059199 & 0.6376 & 0.262499 \tabularnewline
12 & -0.213238 & -2.2966 & 0.011717 \tabularnewline
13 & -0.118238 & -1.2735 & 0.1027 \tabularnewline
14 & 0.082817 & 0.892 & 0.18713 \tabularnewline
15 & 0.039487 & 0.4253 & 0.335707 \tabularnewline
16 & -0.194288 & -2.0925 & 0.019285 \tabularnewline
17 & -0.078461 & -0.845 & 0.199912 \tabularnewline
18 & -0.013024 & -0.1403 & 0.444345 \tabularnewline
19 & 0.039234 & 0.4226 & 0.336698 \tabularnewline
20 & -0.061642 & -0.6639 & 0.254034 \tabularnewline
21 & 0.005128 & 0.0552 & 0.478025 \tabularnewline
22 & -0.087386 & -0.9412 & 0.174285 \tabularnewline
23 & 0.107529 & 1.1581 & 0.124595 \tabularnewline
24 & 2.7e-05 & 3e-04 & 0.499885 \tabularnewline
25 & 0.049655 & 0.5348 & 0.296904 \tabularnewline
26 & -0.080893 & -0.8712 & 0.19271 \tabularnewline
27 & -0.067966 & -0.732 & 0.232819 \tabularnewline
28 & 0.034371 & 0.3702 & 0.355959 \tabularnewline
29 & -0.056868 & -0.6125 & 0.270707 \tabularnewline
30 & 0.062486 & 0.673 & 0.251145 \tabularnewline
31 & -0.043028 & -0.4634 & 0.321965 \tabularnewline
32 & -0.029119 & -0.3136 & 0.377184 \tabularnewline
33 & 0.004912 & 0.0529 & 0.478948 \tabularnewline
34 & 0.014074 & 0.1516 & 0.439889 \tabularnewline
35 & 0.118771 & 1.2792 & 0.10169 \tabularnewline
36 & -0.119455 & -1.2866 & 0.100402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66198&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]0.534316[/C][C]5.7548[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.135532[/C][C]1.4597[/C][C]0.073535[/C][/ROW]
[ROW][C]3[/C][C]-0.215401[/C][C]-2.3199[/C][C]0.011047[/C][/ROW]
[ROW][C]4[/C][C]-0.082391[/C][C]-0.8874[/C][C]0.188357[/C][/ROW]
[ROW][C]5[/C][C]-0.209088[/C][C]-2.252[/C][C]0.013104[/C][/ROW]
[ROW][C]6[/C][C]-0.106698[/C][C]-1.1492[/C][C]0.126424[/C][/ROW]
[ROW][C]7[/C][C]0.079881[/C][C]0.8603[/C][C]0.195688[/C][/ROW]
[ROW][C]8[/C][C]-0.101953[/C][C]-1.0981[/C][C]0.137225[/C][/ROW]
[ROW][C]9[/C][C]-0.120915[/C][C]-1.3023[/C][C]0.097698[/C][/ROW]
[ROW][C]10[/C][C]0.066804[/C][C]0.7195[/C][C]0.236639[/C][/ROW]
[ROW][C]11[/C][C]0.059199[/C][C]0.6376[/C][C]0.262499[/C][/ROW]
[ROW][C]12[/C][C]-0.213238[/C][C]-2.2966[/C][C]0.011717[/C][/ROW]
[ROW][C]13[/C][C]-0.118238[/C][C]-1.2735[/C][C]0.1027[/C][/ROW]
[ROW][C]14[/C][C]0.082817[/C][C]0.892[/C][C]0.18713[/C][/ROW]
[ROW][C]15[/C][C]0.039487[/C][C]0.4253[/C][C]0.335707[/C][/ROW]
[ROW][C]16[/C][C]-0.194288[/C][C]-2.0925[/C][C]0.019285[/C][/ROW]
[ROW][C]17[/C][C]-0.078461[/C][C]-0.845[/C][C]0.199912[/C][/ROW]
[ROW][C]18[/C][C]-0.013024[/C][C]-0.1403[/C][C]0.444345[/C][/ROW]
[ROW][C]19[/C][C]0.039234[/C][C]0.4226[/C][C]0.336698[/C][/ROW]
[ROW][C]20[/C][C]-0.061642[/C][C]-0.6639[/C][C]0.254034[/C][/ROW]
[ROW][C]21[/C][C]0.005128[/C][C]0.0552[/C][C]0.478025[/C][/ROW]
[ROW][C]22[/C][C]-0.087386[/C][C]-0.9412[/C][C]0.174285[/C][/ROW]
[ROW][C]23[/C][C]0.107529[/C][C]1.1581[/C][C]0.124595[/C][/ROW]
[ROW][C]24[/C][C]2.7e-05[/C][C]3e-04[/C][C]0.499885[/C][/ROW]
[ROW][C]25[/C][C]0.049655[/C][C]0.5348[/C][C]0.296904[/C][/ROW]
[ROW][C]26[/C][C]-0.080893[/C][C]-0.8712[/C][C]0.19271[/C][/ROW]
[ROW][C]27[/C][C]-0.067966[/C][C]-0.732[/C][C]0.232819[/C][/ROW]
[ROW][C]28[/C][C]0.034371[/C][C]0.3702[/C][C]0.355959[/C][/ROW]
[ROW][C]29[/C][C]-0.056868[/C][C]-0.6125[/C][C]0.270707[/C][/ROW]
[ROW][C]30[/C][C]0.062486[/C][C]0.673[/C][C]0.251145[/C][/ROW]
[ROW][C]31[/C][C]-0.043028[/C][C]-0.4634[/C][C]0.321965[/C][/ROW]
[ROW][C]32[/C][C]-0.029119[/C][C]-0.3136[/C][C]0.377184[/C][/ROW]
[ROW][C]33[/C][C]0.004912[/C][C]0.0529[/C][C]0.478948[/C][/ROW]
[ROW][C]34[/C][C]0.014074[/C][C]0.1516[/C][C]0.439889[/C][/ROW]
[ROW][C]35[/C][C]0.118771[/C][C]1.2792[/C][C]0.10169[/C][/ROW]
[ROW][C]36[/C][C]-0.119455[/C][C]-1.2866[/C][C]0.100402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66198&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66198&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
10.5343165.75480
20.1355321.45970.073535
3-0.215401-2.31990.011047
4-0.082391-0.88740.188357
5-0.209088-2.2520.013104
6-0.106698-1.14920.126424
70.0798810.86030.195688
8-0.101953-1.09810.137225
9-0.120915-1.30230.097698
100.0668040.71950.236639
110.0591990.63760.262499
12-0.213238-2.29660.011717
13-0.118238-1.27350.1027
140.0828170.8920.18713
150.0394870.42530.335707
16-0.194288-2.09250.019285
17-0.078461-0.8450.199912
18-0.013024-0.14030.444345
190.0392340.42260.336698
20-0.061642-0.66390.254034
210.0051280.05520.478025
22-0.087386-0.94120.174285
230.1075291.15810.124595
242.7e-053e-040.499885
250.0496550.53480.296904
26-0.080893-0.87120.19271
27-0.067966-0.7320.232819
280.0343710.37020.355959
29-0.056868-0.61250.270707
300.0624860.6730.251145
31-0.043028-0.46340.321965
32-0.029119-0.31360.377184
330.0049120.05290.478948
340.0140740.15160.439889
350.1187711.27920.10169
36-0.119455-1.28660.100402


Figures (Output of Computation)

Input Parameters & R Code

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