Free Statistics

of Irreproducible Research!

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 07:59:19 -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/t1260543611f5r51tkqjwstqcd.htm/, Retrieved Mon, 29 Apr 2024 00:50:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66289, Retrieved Mon, 29 Apr 2024 00:50:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [blog] [2008-12-01 15:44:12] [12d343c4448a5f9e527bb31caeac580b]
-   PD  [Multiple Regression] [blog] [2008-12-01 16:17:50] [12d343c4448a5f9e527bb31caeac580b]
-   PD    [Multiple Regression] [dioxine] [2008-12-01 16:30:23] [7a664918911e34206ce9d0436dd7c1c8]
-    D      [Multiple Regression] [Hypothese 1 en 2 ...] [2008-12-03 15:49:48] [12d343c4448a5f9e527bb31caeac580b]
- RMPD          [(Partial) Autocorrelation Function] [paper:3 ACF (d,D=0)] [2009-12-11 14:59:19] [b090d569c0a4c77894e0b029f4429f19] [Current]
-                 [(Partial) Autocorrelation Function] [paper:4 ACF (d=1,...] [2009-12-11 15:01:14] [0f0e461427f61416e46aeda5f4901bed]
- RM              [Variance Reduction Matrix] [paper:5 VRM] [2009-12-11 15:03:16] [0f0e461427f61416e46aeda5f4901bed]
- RM              [Spectral Analysis] [paper6: Spectruma...] [2009-12-11 15:05:17] [0f0e461427f61416e46aeda5f4901bed]
- RM              [Spectral Analysis] [paper6: Spectruma...] [2009-12-11 15:05:17] [0f0e461427f61416e46aeda5f4901bed]
- RM              [Spectral Analysis] [paper:7 Spectruma...] [2009-12-11 15:07:09] [0f0e461427f61416e46aeda5f4901bed]
-                   [Spectral Analysis] [paper:8 Spectruma...] [2009-12-11 15:42:28] [0f0e461427f61416e46aeda5f4901bed]
-                 [(Partial) Autocorrelation Function] [paper:8 ACF (d=1,...] [2009-12-11 15:39:41] [0f0e461427f61416e46aeda5f4901bed]
- RM              [ARIMA Backward Selection] [paper: 9 Backward...] [2009-12-11 15:54:31] [0f0e461427f61416e46aeda5f4901bed]
Feedback Forum

Post a new message
Dataseries X:
118.7
110.1
110.3
112.9
102.2
99.4
116.1
103.8
101.8
113.7
89.7
99.5
122.9
108.6
114.4
110.5
104.1
103.6
121.6
101.1
116.0
120.1
96.0
105.0
124.7
123.9
123.6
114.8
108.8
106.1
123.2
106.2
115.2
120.6
109.5
114.4
121.4
129.5
124.3
112.6
125.1
117.9
116.4
126.4
93.3
102.9
97.8
97.1
110.7
109.3
103.2
106.2
81.3
84.5
92.7
85.0
79.1
92.6
78.1
76.9
92.5




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=66289&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=66289&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66289&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.564034.40522.2e-05
20.450483.51840.000413
30.5269644.11575.9e-05
40.2847032.22360.014944
50.3240262.53070.006989
60.4324483.37750.000639
70.1949021.52220.066559
80.1391591.08690.140687
90.1231810.96210.169906
10-0.000107-8e-040.499668
110.056690.44280.329751
120.1981761.54780.063421
130.0143110.11180.455685
14-0.08056-0.62920.265785
15-0.118332-0.92420.179511
16-0.216299-1.68930.048129
17-0.194903-1.52220.066558
18-0.146737-1.14610.128124
19-0.236606-1.8480.034729
20-0.274351-2.14270.018066
21-0.207129-1.61770.05544
22-0.212279-1.6580.051231
23-0.165752-1.29460.100174
24-0.04162-0.32510.373124
25-0.072013-0.56240.28794
26-0.202491-1.58150.059467
27-0.160913-1.25680.106815
28-0.16022-1.25140.107791
29-0.16552-1.29280.100485
30-0.113445-0.8860.18954
31-0.117195-0.91530.181814
32-0.233566-1.82420.036509
33-0.15658-1.22290.11303
34-0.105345-0.82280.206921
35-0.119604-0.93410.176959
360.0261630.20430.419384

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.56403 & 4.4052 & 2.2e-05 \tabularnewline
2 & 0.45048 & 3.5184 & 0.000413 \tabularnewline
3 & 0.526964 & 4.1157 & 5.9e-05 \tabularnewline
4 & 0.284703 & 2.2236 & 0.014944 \tabularnewline
5 & 0.324026 & 2.5307 & 0.006989 \tabularnewline
6 & 0.432448 & 3.3775 & 0.000639 \tabularnewline
7 & 0.194902 & 1.5222 & 0.066559 \tabularnewline
8 & 0.139159 & 1.0869 & 0.140687 \tabularnewline
9 & 0.123181 & 0.9621 & 0.169906 \tabularnewline
10 & -0.000107 & -8e-04 & 0.499668 \tabularnewline
11 & 0.05669 & 0.4428 & 0.329751 \tabularnewline
12 & 0.198176 & 1.5478 & 0.063421 \tabularnewline
13 & 0.014311 & 0.1118 & 0.455685 \tabularnewline
14 & -0.08056 & -0.6292 & 0.265785 \tabularnewline
15 & -0.118332 & -0.9242 & 0.179511 \tabularnewline
16 & -0.216299 & -1.6893 & 0.048129 \tabularnewline
17 & -0.194903 & -1.5222 & 0.066558 \tabularnewline
18 & -0.146737 & -1.1461 & 0.128124 \tabularnewline
19 & -0.236606 & -1.848 & 0.034729 \tabularnewline
20 & -0.274351 & -2.1427 & 0.018066 \tabularnewline
21 & -0.207129 & -1.6177 & 0.05544 \tabularnewline
22 & -0.212279 & -1.658 & 0.051231 \tabularnewline
23 & -0.165752 & -1.2946 & 0.100174 \tabularnewline
24 & -0.04162 & -0.3251 & 0.373124 \tabularnewline
25 & -0.072013 & -0.5624 & 0.28794 \tabularnewline
26 & -0.202491 & -1.5815 & 0.059467 \tabularnewline
27 & -0.160913 & -1.2568 & 0.106815 \tabularnewline
28 & -0.16022 & -1.2514 & 0.107791 \tabularnewline
29 & -0.16552 & -1.2928 & 0.100485 \tabularnewline
30 & -0.113445 & -0.886 & 0.18954 \tabularnewline
31 & -0.117195 & -0.9153 & 0.181814 \tabularnewline
32 & -0.233566 & -1.8242 & 0.036509 \tabularnewline
33 & -0.15658 & -1.2229 & 0.11303 \tabularnewline
34 & -0.105345 & -0.8228 & 0.206921 \tabularnewline
35 & -0.119604 & -0.9341 & 0.176959 \tabularnewline
36 & 0.026163 & 0.2043 & 0.419384 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66289&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]0.56403[/C][C]4.4052[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.45048[/C][C]3.5184[/C][C]0.000413[/C][/ROW]
[ROW][C]3[/C][C]0.526964[/C][C]4.1157[/C][C]5.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.284703[/C][C]2.2236[/C][C]0.014944[/C][/ROW]
[ROW][C]5[/C][C]0.324026[/C][C]2.5307[/C][C]0.006989[/C][/ROW]
[ROW][C]6[/C][C]0.432448[/C][C]3.3775[/C][C]0.000639[/C][/ROW]
[ROW][C]7[/C][C]0.194902[/C][C]1.5222[/C][C]0.066559[/C][/ROW]
[ROW][C]8[/C][C]0.139159[/C][C]1.0869[/C][C]0.140687[/C][/ROW]
[ROW][C]9[/C][C]0.123181[/C][C]0.9621[/C][C]0.169906[/C][/ROW]
[ROW][C]10[/C][C]-0.000107[/C][C]-8e-04[/C][C]0.499668[/C][/ROW]
[ROW][C]11[/C][C]0.05669[/C][C]0.4428[/C][C]0.329751[/C][/ROW]
[ROW][C]12[/C][C]0.198176[/C][C]1.5478[/C][C]0.063421[/C][/ROW]
[ROW][C]13[/C][C]0.014311[/C][C]0.1118[/C][C]0.455685[/C][/ROW]
[ROW][C]14[/C][C]-0.08056[/C][C]-0.6292[/C][C]0.265785[/C][/ROW]
[ROW][C]15[/C][C]-0.118332[/C][C]-0.9242[/C][C]0.179511[/C][/ROW]
[ROW][C]16[/C][C]-0.216299[/C][C]-1.6893[/C][C]0.048129[/C][/ROW]
[ROW][C]17[/C][C]-0.194903[/C][C]-1.5222[/C][C]0.066558[/C][/ROW]
[ROW][C]18[/C][C]-0.146737[/C][C]-1.1461[/C][C]0.128124[/C][/ROW]
[ROW][C]19[/C][C]-0.236606[/C][C]-1.848[/C][C]0.034729[/C][/ROW]
[ROW][C]20[/C][C]-0.274351[/C][C]-2.1427[/C][C]0.018066[/C][/ROW]
[ROW][C]21[/C][C]-0.207129[/C][C]-1.6177[/C][C]0.05544[/C][/ROW]
[ROW][C]22[/C][C]-0.212279[/C][C]-1.658[/C][C]0.051231[/C][/ROW]
[ROW][C]23[/C][C]-0.165752[/C][C]-1.2946[/C][C]0.100174[/C][/ROW]
[ROW][C]24[/C][C]-0.04162[/C][C]-0.3251[/C][C]0.373124[/C][/ROW]
[ROW][C]25[/C][C]-0.072013[/C][C]-0.5624[/C][C]0.28794[/C][/ROW]
[ROW][C]26[/C][C]-0.202491[/C][C]-1.5815[/C][C]0.059467[/C][/ROW]
[ROW][C]27[/C][C]-0.160913[/C][C]-1.2568[/C][C]0.106815[/C][/ROW]
[ROW][C]28[/C][C]-0.16022[/C][C]-1.2514[/C][C]0.107791[/C][/ROW]
[ROW][C]29[/C][C]-0.16552[/C][C]-1.2928[/C][C]0.100485[/C][/ROW]
[ROW][C]30[/C][C]-0.113445[/C][C]-0.886[/C][C]0.18954[/C][/ROW]
[ROW][C]31[/C][C]-0.117195[/C][C]-0.9153[/C][C]0.181814[/C][/ROW]
[ROW][C]32[/C][C]-0.233566[/C][C]-1.8242[/C][C]0.036509[/C][/ROW]
[ROW][C]33[/C][C]-0.15658[/C][C]-1.2229[/C][C]0.11303[/C][/ROW]
[ROW][C]34[/C][C]-0.105345[/C][C]-0.8228[/C][C]0.206921[/C][/ROW]
[ROW][C]35[/C][C]-0.119604[/C][C]-0.9341[/C][C]0.176959[/C][/ROW]
[ROW][C]36[/C][C]0.026163[/C][C]0.2043[/C][C]0.419384[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66289&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66289&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
10.564034.40522.2e-05
20.450483.51840.000413
30.5269644.11575.9e-05
40.2847032.22360.014944
50.3240262.53070.006989
60.4324483.37750.000639
70.1949021.52220.066559
80.1391591.08690.140687
90.1231810.96210.169906
10-0.000107-8e-040.499668
110.056690.44280.329751
120.1981761.54780.063421
130.0143110.11180.455685
14-0.08056-0.62920.265785
15-0.118332-0.92420.179511
16-0.216299-1.68930.048129
17-0.194903-1.52220.066558
18-0.146737-1.14610.128124
19-0.236606-1.8480.034729
20-0.274351-2.14270.018066
21-0.207129-1.61770.05544
22-0.212279-1.6580.051231
23-0.165752-1.29460.100174
24-0.04162-0.32510.373124
25-0.072013-0.56240.28794
26-0.202491-1.58150.059467
27-0.160913-1.25680.106815
28-0.16022-1.25140.107791
29-0.16552-1.29280.100485
30-0.113445-0.8860.18954
31-0.117195-0.91530.181814
32-0.233566-1.82420.036509
33-0.15658-1.22290.11303
34-0.105345-0.82280.206921
35-0.119604-0.93410.176959
360.0261630.20430.419384







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.564034.40522.2e-05
20.1940991.5160.067348
30.3241782.53190.006968
4-0.213844-1.67020.050004
50.1779971.39020.08476
60.1815841.41820.080608
7-0.189165-1.47740.072353
8-0.135123-1.05530.147714
9-0.101456-0.79240.215601
100.0282640.22070.413013
110.0511040.39910.345595
120.2337061.82530.036426
13-0.18526-1.44690.076519
14-0.203138-1.58660.058892
15-0.201913-1.5770.059985
160.033210.25940.398107
17-0.027421-0.21420.415565
18-0.074029-0.57820.282635
19-0.053072-0.41450.339979
20-0.019336-0.1510.44023
210.2393421.86930.03319
220.1017080.79440.215032
23-0.005391-0.04210.483276
24-0.093216-0.7280.234687
250.0121240.09470.462434
26-0.224331-1.75210.042393
27-0.029322-0.2290.409812
28-0.021354-0.16680.434046
290.0263060.20550.418949
30-0.097694-0.7630.224197
310.0883680.69020.246352
32-0.074443-0.58140.28155
330.0203770.15920.437037
34-0.005652-0.04410.482466
35-0.068365-0.53390.29766
360.0746950.58340.280891

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.56403 & 4.4052 & 2.2e-05 \tabularnewline
2 & 0.194099 & 1.516 & 0.067348 \tabularnewline
3 & 0.324178 & 2.5319 & 0.006968 \tabularnewline
4 & -0.213844 & -1.6702 & 0.050004 \tabularnewline
5 & 0.177997 & 1.3902 & 0.08476 \tabularnewline
6 & 0.181584 & 1.4182 & 0.080608 \tabularnewline
7 & -0.189165 & -1.4774 & 0.072353 \tabularnewline
8 & -0.135123 & -1.0553 & 0.147714 \tabularnewline
9 & -0.101456 & -0.7924 & 0.215601 \tabularnewline
10 & 0.028264 & 0.2207 & 0.413013 \tabularnewline
11 & 0.051104 & 0.3991 & 0.345595 \tabularnewline
12 & 0.233706 & 1.8253 & 0.036426 \tabularnewline
13 & -0.18526 & -1.4469 & 0.076519 \tabularnewline
14 & -0.203138 & -1.5866 & 0.058892 \tabularnewline
15 & -0.201913 & -1.577 & 0.059985 \tabularnewline
16 & 0.03321 & 0.2594 & 0.398107 \tabularnewline
17 & -0.027421 & -0.2142 & 0.415565 \tabularnewline
18 & -0.074029 & -0.5782 & 0.282635 \tabularnewline
19 & -0.053072 & -0.4145 & 0.339979 \tabularnewline
20 & -0.019336 & -0.151 & 0.44023 \tabularnewline
21 & 0.239342 & 1.8693 & 0.03319 \tabularnewline
22 & 0.101708 & 0.7944 & 0.215032 \tabularnewline
23 & -0.005391 & -0.0421 & 0.483276 \tabularnewline
24 & -0.093216 & -0.728 & 0.234687 \tabularnewline
25 & 0.012124 & 0.0947 & 0.462434 \tabularnewline
26 & -0.224331 & -1.7521 & 0.042393 \tabularnewline
27 & -0.029322 & -0.229 & 0.409812 \tabularnewline
28 & -0.021354 & -0.1668 & 0.434046 \tabularnewline
29 & 0.026306 & 0.2055 & 0.418949 \tabularnewline
30 & -0.097694 & -0.763 & 0.224197 \tabularnewline
31 & 0.088368 & 0.6902 & 0.246352 \tabularnewline
32 & -0.074443 & -0.5814 & 0.28155 \tabularnewline
33 & 0.020377 & 0.1592 & 0.437037 \tabularnewline
34 & -0.005652 & -0.0441 & 0.482466 \tabularnewline
35 & -0.068365 & -0.5339 & 0.29766 \tabularnewline
36 & 0.074695 & 0.5834 & 0.280891 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66289&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]0.56403[/C][C]4.4052[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.194099[/C][C]1.516[/C][C]0.067348[/C][/ROW]
[ROW][C]3[/C][C]0.324178[/C][C]2.5319[/C][C]0.006968[/C][/ROW]
[ROW][C]4[/C][C]-0.213844[/C][C]-1.6702[/C][C]0.050004[/C][/ROW]
[ROW][C]5[/C][C]0.177997[/C][C]1.3902[/C][C]0.08476[/C][/ROW]
[ROW][C]6[/C][C]0.181584[/C][C]1.4182[/C][C]0.080608[/C][/ROW]
[ROW][C]7[/C][C]-0.189165[/C][C]-1.4774[/C][C]0.072353[/C][/ROW]
[ROW][C]8[/C][C]-0.135123[/C][C]-1.0553[/C][C]0.147714[/C][/ROW]
[ROW][C]9[/C][C]-0.101456[/C][C]-0.7924[/C][C]0.215601[/C][/ROW]
[ROW][C]10[/C][C]0.028264[/C][C]0.2207[/C][C]0.413013[/C][/ROW]
[ROW][C]11[/C][C]0.051104[/C][C]0.3991[/C][C]0.345595[/C][/ROW]
[ROW][C]12[/C][C]0.233706[/C][C]1.8253[/C][C]0.036426[/C][/ROW]
[ROW][C]13[/C][C]-0.18526[/C][C]-1.4469[/C][C]0.076519[/C][/ROW]
[ROW][C]14[/C][C]-0.203138[/C][C]-1.5866[/C][C]0.058892[/C][/ROW]
[ROW][C]15[/C][C]-0.201913[/C][C]-1.577[/C][C]0.059985[/C][/ROW]
[ROW][C]16[/C][C]0.03321[/C][C]0.2594[/C][C]0.398107[/C][/ROW]
[ROW][C]17[/C][C]-0.027421[/C][C]-0.2142[/C][C]0.415565[/C][/ROW]
[ROW][C]18[/C][C]-0.074029[/C][C]-0.5782[/C][C]0.282635[/C][/ROW]
[ROW][C]19[/C][C]-0.053072[/C][C]-0.4145[/C][C]0.339979[/C][/ROW]
[ROW][C]20[/C][C]-0.019336[/C][C]-0.151[/C][C]0.44023[/C][/ROW]
[ROW][C]21[/C][C]0.239342[/C][C]1.8693[/C][C]0.03319[/C][/ROW]
[ROW][C]22[/C][C]0.101708[/C][C]0.7944[/C][C]0.215032[/C][/ROW]
[ROW][C]23[/C][C]-0.005391[/C][C]-0.0421[/C][C]0.483276[/C][/ROW]
[ROW][C]24[/C][C]-0.093216[/C][C]-0.728[/C][C]0.234687[/C][/ROW]
[ROW][C]25[/C][C]0.012124[/C][C]0.0947[/C][C]0.462434[/C][/ROW]
[ROW][C]26[/C][C]-0.224331[/C][C]-1.7521[/C][C]0.042393[/C][/ROW]
[ROW][C]27[/C][C]-0.029322[/C][C]-0.229[/C][C]0.409812[/C][/ROW]
[ROW][C]28[/C][C]-0.021354[/C][C]-0.1668[/C][C]0.434046[/C][/ROW]
[ROW][C]29[/C][C]0.026306[/C][C]0.2055[/C][C]0.418949[/C][/ROW]
[ROW][C]30[/C][C]-0.097694[/C][C]-0.763[/C][C]0.224197[/C][/ROW]
[ROW][C]31[/C][C]0.088368[/C][C]0.6902[/C][C]0.246352[/C][/ROW]
[ROW][C]32[/C][C]-0.074443[/C][C]-0.5814[/C][C]0.28155[/C][/ROW]
[ROW][C]33[/C][C]0.020377[/C][C]0.1592[/C][C]0.437037[/C][/ROW]
[ROW][C]34[/C][C]-0.005652[/C][C]-0.0441[/C][C]0.482466[/C][/ROW]
[ROW][C]35[/C][C]-0.068365[/C][C]-0.5339[/C][C]0.29766[/C][/ROW]
[ROW][C]36[/C][C]0.074695[/C][C]0.5834[/C][C]0.280891[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66289&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66289&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
10.564034.40522.2e-05
20.1940991.5160.067348
30.3241782.53190.006968
4-0.213844-1.67020.050004
50.1779971.39020.08476
60.1815841.41820.080608
7-0.189165-1.47740.072353
8-0.135123-1.05530.147714
9-0.101456-0.79240.215601
100.0282640.22070.413013
110.0511040.39910.345595
120.2337061.82530.036426
13-0.18526-1.44690.076519
14-0.203138-1.58660.058892
15-0.201913-1.5770.059985
160.033210.25940.398107
17-0.027421-0.21420.415565
18-0.074029-0.57820.282635
19-0.053072-0.41450.339979
20-0.019336-0.1510.44023
210.2393421.86930.03319
220.1017080.79440.215032
23-0.005391-0.04210.483276
24-0.093216-0.7280.234687
250.0121240.09470.462434
26-0.224331-1.75210.042393
27-0.029322-0.2290.409812
28-0.021354-0.16680.434046
290.0263060.20550.418949
30-0.097694-0.7630.224197
310.0883680.69020.246352
32-0.074443-0.58140.28155
330.0203770.15920.437037
34-0.005652-0.04410.482466
35-0.068365-0.53390.29766
360.0746950.58340.280891



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