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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 computationSat, 12 Dec 2009 10:58:39 -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/12/t1260640834cvhyr9s1g0m6fd9.htm/, Retrieved Mon, 29 Apr 2024 08:20:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67103, Retrieved Mon, 29 Apr 2024 08:20:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132

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] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-   P               [(Partial) Autocorrelation Function] [Paper PAF IGP d=1...] [2009-12-12 17:58:39] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
Feedback Forum

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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=67103&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=67103&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67103&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
10.2448132.63670.004759
20.0472450.50880.305916
30.0408380.43980.330435
4-0.024989-0.26910.394151
5-0.034815-0.3750.354182
6-0.16173-1.74190.042089
7-0.122588-1.32030.094664
8-0.121314-1.30660.096967
9-0.103707-1.1170.13316
100.0852620.91830.180183
110.1125391.21210.113973
12-0.005009-0.05390.478536
13-0.152058-1.63770.052095
14-0.089913-0.96840.16743
150.0054420.05860.476679
16-0.06171-0.66460.253799
17-0.011864-0.12780.449274
180.0254530.27410.392235
190.0231170.2490.401909
200.0333720.35940.359965
210.0065480.07050.471951
220.0753010.8110.209507
23-0.002389-0.02570.489758
24-0.014709-0.15840.437198
250.1597161.72020.044032
260.0409450.4410.330021
270.006690.07210.471341
280.0052060.05610.47769
29-0.078803-0.84870.198889
300.0189840.20450.419173
31-0.049469-0.53280.297595
32-0.080274-0.86460.194528
33-0.0791-0.85190.198004
34-0.130343-1.40380.081519
350.0460970.49650.310249
360.0846610.91180.181875

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.244813 & 2.6367 & 0.004759 \tabularnewline
2 & 0.047245 & 0.5088 & 0.305916 \tabularnewline
3 & 0.040838 & 0.4398 & 0.330435 \tabularnewline
4 & -0.024989 & -0.2691 & 0.394151 \tabularnewline
5 & -0.034815 & -0.375 & 0.354182 \tabularnewline
6 & -0.16173 & -1.7419 & 0.042089 \tabularnewline
7 & -0.122588 & -1.3203 & 0.094664 \tabularnewline
8 & -0.121314 & -1.3066 & 0.096967 \tabularnewline
9 & -0.103707 & -1.117 & 0.13316 \tabularnewline
10 & 0.085262 & 0.9183 & 0.180183 \tabularnewline
11 & 0.112539 & 1.2121 & 0.113973 \tabularnewline
12 & -0.005009 & -0.0539 & 0.478536 \tabularnewline
13 & -0.152058 & -1.6377 & 0.052095 \tabularnewline
14 & -0.089913 & -0.9684 & 0.16743 \tabularnewline
15 & 0.005442 & 0.0586 & 0.476679 \tabularnewline
16 & -0.06171 & -0.6646 & 0.253799 \tabularnewline
17 & -0.011864 & -0.1278 & 0.449274 \tabularnewline
18 & 0.025453 & 0.2741 & 0.392235 \tabularnewline
19 & 0.023117 & 0.249 & 0.401909 \tabularnewline
20 & 0.033372 & 0.3594 & 0.359965 \tabularnewline
21 & 0.006548 & 0.0705 & 0.471951 \tabularnewline
22 & 0.075301 & 0.811 & 0.209507 \tabularnewline
23 & -0.002389 & -0.0257 & 0.489758 \tabularnewline
24 & -0.014709 & -0.1584 & 0.437198 \tabularnewline
25 & 0.159716 & 1.7202 & 0.044032 \tabularnewline
26 & 0.040945 & 0.441 & 0.330021 \tabularnewline
27 & 0.00669 & 0.0721 & 0.471341 \tabularnewline
28 & 0.005206 & 0.0561 & 0.47769 \tabularnewline
29 & -0.078803 & -0.8487 & 0.198889 \tabularnewline
30 & 0.018984 & 0.2045 & 0.419173 \tabularnewline
31 & -0.049469 & -0.5328 & 0.297595 \tabularnewline
32 & -0.080274 & -0.8646 & 0.194528 \tabularnewline
33 & -0.0791 & -0.8519 & 0.198004 \tabularnewline
34 & -0.130343 & -1.4038 & 0.081519 \tabularnewline
35 & 0.046097 & 0.4965 & 0.310249 \tabularnewline
36 & 0.084661 & 0.9118 & 0.181875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67103&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]0.244813[/C][C]2.6367[/C][C]0.004759[/C][/ROW]
[ROW][C]2[/C][C]0.047245[/C][C]0.5088[/C][C]0.305916[/C][/ROW]
[ROW][C]3[/C][C]0.040838[/C][C]0.4398[/C][C]0.330435[/C][/ROW]
[ROW][C]4[/C][C]-0.024989[/C][C]-0.2691[/C][C]0.394151[/C][/ROW]
[ROW][C]5[/C][C]-0.034815[/C][C]-0.375[/C][C]0.354182[/C][/ROW]
[ROW][C]6[/C][C]-0.16173[/C][C]-1.7419[/C][C]0.042089[/C][/ROW]
[ROW][C]7[/C][C]-0.122588[/C][C]-1.3203[/C][C]0.094664[/C][/ROW]
[ROW][C]8[/C][C]-0.121314[/C][C]-1.3066[/C][C]0.096967[/C][/ROW]
[ROW][C]9[/C][C]-0.103707[/C][C]-1.117[/C][C]0.13316[/C][/ROW]
[ROW][C]10[/C][C]0.085262[/C][C]0.9183[/C][C]0.180183[/C][/ROW]
[ROW][C]11[/C][C]0.112539[/C][C]1.2121[/C][C]0.113973[/C][/ROW]
[ROW][C]12[/C][C]-0.005009[/C][C]-0.0539[/C][C]0.478536[/C][/ROW]
[ROW][C]13[/C][C]-0.152058[/C][C]-1.6377[/C][C]0.052095[/C][/ROW]
[ROW][C]14[/C][C]-0.089913[/C][C]-0.9684[/C][C]0.16743[/C][/ROW]
[ROW][C]15[/C][C]0.005442[/C][C]0.0586[/C][C]0.476679[/C][/ROW]
[ROW][C]16[/C][C]-0.06171[/C][C]-0.6646[/C][C]0.253799[/C][/ROW]
[ROW][C]17[/C][C]-0.011864[/C][C]-0.1278[/C][C]0.449274[/C][/ROW]
[ROW][C]18[/C][C]0.025453[/C][C]0.2741[/C][C]0.392235[/C][/ROW]
[ROW][C]19[/C][C]0.023117[/C][C]0.249[/C][C]0.401909[/C][/ROW]
[ROW][C]20[/C][C]0.033372[/C][C]0.3594[/C][C]0.359965[/C][/ROW]
[ROW][C]21[/C][C]0.006548[/C][C]0.0705[/C][C]0.471951[/C][/ROW]
[ROW][C]22[/C][C]0.075301[/C][C]0.811[/C][C]0.209507[/C][/ROW]
[ROW][C]23[/C][C]-0.002389[/C][C]-0.0257[/C][C]0.489758[/C][/ROW]
[ROW][C]24[/C][C]-0.014709[/C][C]-0.1584[/C][C]0.437198[/C][/ROW]
[ROW][C]25[/C][C]0.159716[/C][C]1.7202[/C][C]0.044032[/C][/ROW]
[ROW][C]26[/C][C]0.040945[/C][C]0.441[/C][C]0.330021[/C][/ROW]
[ROW][C]27[/C][C]0.00669[/C][C]0.0721[/C][C]0.471341[/C][/ROW]
[ROW][C]28[/C][C]0.005206[/C][C]0.0561[/C][C]0.47769[/C][/ROW]
[ROW][C]29[/C][C]-0.078803[/C][C]-0.8487[/C][C]0.198889[/C][/ROW]
[ROW][C]30[/C][C]0.018984[/C][C]0.2045[/C][C]0.419173[/C][/ROW]
[ROW][C]31[/C][C]-0.049469[/C][C]-0.5328[/C][C]0.297595[/C][/ROW]
[ROW][C]32[/C][C]-0.080274[/C][C]-0.8646[/C][C]0.194528[/C][/ROW]
[ROW][C]33[/C][C]-0.0791[/C][C]-0.8519[/C][C]0.198004[/C][/ROW]
[ROW][C]34[/C][C]-0.130343[/C][C]-1.4038[/C][C]0.081519[/C][/ROW]
[ROW][C]35[/C][C]0.046097[/C][C]0.4965[/C][C]0.310249[/C][/ROW]
[ROW][C]36[/C][C]0.084661[/C][C]0.9118[/C][C]0.181875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67103&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67103&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
10.2448132.63670.004759
20.0472450.50880.305916
30.0408380.43980.330435
4-0.024989-0.26910.394151
5-0.034815-0.3750.354182
6-0.16173-1.74190.042089
7-0.122588-1.32030.094664
8-0.121314-1.30660.096967
9-0.103707-1.1170.13316
100.0852620.91830.180183
110.1125391.21210.113973
12-0.005009-0.05390.478536
13-0.152058-1.63770.052095
14-0.089913-0.96840.16743
150.0054420.05860.476679
16-0.06171-0.66460.253799
17-0.011864-0.12780.449274
180.0254530.27410.392235
190.0231170.2490.401909
200.0333720.35940.359965
210.0065480.07050.471951
220.0753010.8110.209507
23-0.002389-0.02570.489758
24-0.014709-0.15840.437198
250.1597161.72020.044032
260.0409450.4410.330021
270.006690.07210.471341
280.0052060.05610.47769
29-0.078803-0.84870.198889
300.0189840.20450.419173
31-0.049469-0.53280.297595
32-0.080274-0.86460.194528
33-0.0791-0.85190.198004
34-0.130343-1.40380.081519
350.0460970.49650.310249
360.0846610.91180.181875






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2448132.63670.004759
2-0.013498-0.14540.442333
30.0344940.37150.355468
4-0.045317-0.48810.313206
5-0.019951-0.21490.415121
6-0.158751-1.70980.044988
7-0.046824-0.50430.307499
8-0.085779-0.92390.178737
9-0.04912-0.5290.298895
100.1288591.38790.08392
110.0720820.77640.219561
12-0.076997-0.82930.204323
13-0.194625-2.09620.019121
14-0.061351-0.66080.255034
150.0139160.14990.440558
16-0.041963-0.4520.326074
170.0490810.52860.299039
180.0410580.44220.329579
19-0.006089-0.06560.473912
20-0.034575-0.37240.355142
21-0.080628-0.86840.193487
220.0273530.29460.384412
230.0018330.01970.492143
240.057410.61830.268785
250.1930382.07910.019907
26-0.039571-0.42620.335377
27-0.033479-0.36060.359536
28-0.03125-0.33660.368524
29-0.1301-1.40120.081908
300.0679790.73220.232776
310.0391550.42170.337008
32-0.01029-0.11080.455974
33-0.033575-0.36160.359148
34-0.114036-1.22820.110929
350.0380430.40970.341378
360.0294330.3170.375904

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.244813 & 2.6367 & 0.004759 \tabularnewline
2 & -0.013498 & -0.1454 & 0.442333 \tabularnewline
3 & 0.034494 & 0.3715 & 0.355468 \tabularnewline
4 & -0.045317 & -0.4881 & 0.313206 \tabularnewline
5 & -0.019951 & -0.2149 & 0.415121 \tabularnewline
6 & -0.158751 & -1.7098 & 0.044988 \tabularnewline
7 & -0.046824 & -0.5043 & 0.307499 \tabularnewline
8 & -0.085779 & -0.9239 & 0.178737 \tabularnewline
9 & -0.04912 & -0.529 & 0.298895 \tabularnewline
10 & 0.128859 & 1.3879 & 0.08392 \tabularnewline
11 & 0.072082 & 0.7764 & 0.219561 \tabularnewline
12 & -0.076997 & -0.8293 & 0.204323 \tabularnewline
13 & -0.194625 & -2.0962 & 0.019121 \tabularnewline
14 & -0.061351 & -0.6608 & 0.255034 \tabularnewline
15 & 0.013916 & 0.1499 & 0.440558 \tabularnewline
16 & -0.041963 & -0.452 & 0.326074 \tabularnewline
17 & 0.049081 & 0.5286 & 0.299039 \tabularnewline
18 & 0.041058 & 0.4422 & 0.329579 \tabularnewline
19 & -0.006089 & -0.0656 & 0.473912 \tabularnewline
20 & -0.034575 & -0.3724 & 0.355142 \tabularnewline
21 & -0.080628 & -0.8684 & 0.193487 \tabularnewline
22 & 0.027353 & 0.2946 & 0.384412 \tabularnewline
23 & 0.001833 & 0.0197 & 0.492143 \tabularnewline
24 & 0.05741 & 0.6183 & 0.268785 \tabularnewline
25 & 0.193038 & 2.0791 & 0.019907 \tabularnewline
26 & -0.039571 & -0.4262 & 0.335377 \tabularnewline
27 & -0.033479 & -0.3606 & 0.359536 \tabularnewline
28 & -0.03125 & -0.3366 & 0.368524 \tabularnewline
29 & -0.1301 & -1.4012 & 0.081908 \tabularnewline
30 & 0.067979 & 0.7322 & 0.232776 \tabularnewline
31 & 0.039155 & 0.4217 & 0.337008 \tabularnewline
32 & -0.01029 & -0.1108 & 0.455974 \tabularnewline
33 & -0.033575 & -0.3616 & 0.359148 \tabularnewline
34 & -0.114036 & -1.2282 & 0.110929 \tabularnewline
35 & 0.038043 & 0.4097 & 0.341378 \tabularnewline
36 & 0.029433 & 0.317 & 0.375904 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67103&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]0.244813[/C][C]2.6367[/C][C]0.004759[/C][/ROW]
[ROW][C]2[/C][C]-0.013498[/C][C]-0.1454[/C][C]0.442333[/C][/ROW]
[ROW][C]3[/C][C]0.034494[/C][C]0.3715[/C][C]0.355468[/C][/ROW]
[ROW][C]4[/C][C]-0.045317[/C][C]-0.4881[/C][C]0.313206[/C][/ROW]
[ROW][C]5[/C][C]-0.019951[/C][C]-0.2149[/C][C]0.415121[/C][/ROW]
[ROW][C]6[/C][C]-0.158751[/C][C]-1.7098[/C][C]0.044988[/C][/ROW]
[ROW][C]7[/C][C]-0.046824[/C][C]-0.5043[/C][C]0.307499[/C][/ROW]
[ROW][C]8[/C][C]-0.085779[/C][C]-0.9239[/C][C]0.178737[/C][/ROW]
[ROW][C]9[/C][C]-0.04912[/C][C]-0.529[/C][C]0.298895[/C][/ROW]
[ROW][C]10[/C][C]0.128859[/C][C]1.3879[/C][C]0.08392[/C][/ROW]
[ROW][C]11[/C][C]0.072082[/C][C]0.7764[/C][C]0.219561[/C][/ROW]
[ROW][C]12[/C][C]-0.076997[/C][C]-0.8293[/C][C]0.204323[/C][/ROW]
[ROW][C]13[/C][C]-0.194625[/C][C]-2.0962[/C][C]0.019121[/C][/ROW]
[ROW][C]14[/C][C]-0.061351[/C][C]-0.6608[/C][C]0.255034[/C][/ROW]
[ROW][C]15[/C][C]0.013916[/C][C]0.1499[/C][C]0.440558[/C][/ROW]
[ROW][C]16[/C][C]-0.041963[/C][C]-0.452[/C][C]0.326074[/C][/ROW]
[ROW][C]17[/C][C]0.049081[/C][C]0.5286[/C][C]0.299039[/C][/ROW]
[ROW][C]18[/C][C]0.041058[/C][C]0.4422[/C][C]0.329579[/C][/ROW]
[ROW][C]19[/C][C]-0.006089[/C][C]-0.0656[/C][C]0.473912[/C][/ROW]
[ROW][C]20[/C][C]-0.034575[/C][C]-0.3724[/C][C]0.355142[/C][/ROW]
[ROW][C]21[/C][C]-0.080628[/C][C]-0.8684[/C][C]0.193487[/C][/ROW]
[ROW][C]22[/C][C]0.027353[/C][C]0.2946[/C][C]0.384412[/C][/ROW]
[ROW][C]23[/C][C]0.001833[/C][C]0.0197[/C][C]0.492143[/C][/ROW]
[ROW][C]24[/C][C]0.05741[/C][C]0.6183[/C][C]0.268785[/C][/ROW]
[ROW][C]25[/C][C]0.193038[/C][C]2.0791[/C][C]0.019907[/C][/ROW]
[ROW][C]26[/C][C]-0.039571[/C][C]-0.4262[/C][C]0.335377[/C][/ROW]
[ROW][C]27[/C][C]-0.033479[/C][C]-0.3606[/C][C]0.359536[/C][/ROW]
[ROW][C]28[/C][C]-0.03125[/C][C]-0.3366[/C][C]0.368524[/C][/ROW]
[ROW][C]29[/C][C]-0.1301[/C][C]-1.4012[/C][C]0.081908[/C][/ROW]
[ROW][C]30[/C][C]0.067979[/C][C]0.7322[/C][C]0.232776[/C][/ROW]
[ROW][C]31[/C][C]0.039155[/C][C]0.4217[/C][C]0.337008[/C][/ROW]
[ROW][C]32[/C][C]-0.01029[/C][C]-0.1108[/C][C]0.455974[/C][/ROW]
[ROW][C]33[/C][C]-0.033575[/C][C]-0.3616[/C][C]0.359148[/C][/ROW]
[ROW][C]34[/C][C]-0.114036[/C][C]-1.2282[/C][C]0.110929[/C][/ROW]
[ROW][C]35[/C][C]0.038043[/C][C]0.4097[/C][C]0.341378[/C][/ROW]
[ROW][C]36[/C][C]0.029433[/C][C]0.317[/C][C]0.375904[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67103&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67103&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
10.2448132.63670.004759
2-0.013498-0.14540.442333
30.0344940.37150.355468
4-0.045317-0.48810.313206
5-0.019951-0.21490.415121
6-0.158751-1.70980.044988
7-0.046824-0.50430.307499
8-0.085779-0.92390.178737
9-0.04912-0.5290.298895
100.1288591.38790.08392
110.0720820.77640.219561
12-0.076997-0.82930.204323
13-0.194625-2.09620.019121
14-0.061351-0.66080.255034
150.0139160.14990.440558
16-0.041963-0.4520.326074
170.0490810.52860.299039
180.0410580.44220.329579
19-0.006089-0.06560.473912
20-0.034575-0.37240.355142
21-0.080628-0.86840.193487
220.0273530.29460.384412
230.0018330.01970.492143
240.057410.61830.268785
250.1930382.07910.019907
26-0.039571-0.42620.335377
27-0.033479-0.36060.359536
28-0.03125-0.33660.368524
29-0.1301-1.40120.081908
300.0679790.73220.232776
310.0391550.42170.337008
32-0.01029-0.11080.455974
33-0.033575-0.36160.359148
34-0.114036-1.22820.110929
350.0380430.40970.341378
360.0294330.3170.375904


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.7 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = -0.7 ; 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')