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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 11:59:40 -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/t12606448455vt5jdipxop8grh.htm/, Retrieved Mon, 29 Apr 2024 15:32:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67126, Retrieved Mon, 29 Apr 2024 15:32:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact147

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=2...] [2009-12-12 18:59:40] [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=67126&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=67126&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67126&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
1-0.311923-3.16570.001018
2-0.243894-2.47520.007473
30.0290150.29450.384495
40.06240.63330.263972
50.0613020.62220.267608
6-0.088935-0.90260.184424
70.0212920.21610.414672
8-0.045757-0.46440.321677
9-0.122762-1.24590.107814
100.1955681.98480.024913
110.2092042.12320.018067
12-0.304162-3.08690.001299
13-0.112764-1.14440.127548
140.066390.67380.25098
150.1570761.59410.056984
16-0.132939-1.34920.090118
170.0801440.81340.208941
18-0.045149-0.45820.323882
19-0.061402-0.62320.267276
200.139131.4120.08048
21-0.036035-0.36570.357663
220.1010541.02560.153744
23-0.153559-1.55850.061097
24-0.106713-1.0830.140665
250.2151912.18390.015617
26-0.021138-0.21450.41528
27-0.039896-0.40490.343194
280.0572050.58060.2814
29-0.193429-1.96310.026166
300.1621311.64550.051462
310.0153050.15530.438432
32-0.035065-0.35590.361333
330.0191850.19470.423005
34-0.166351-1.68830.047192
350.1560721.5840.058135
36-0.007216-0.07320.47088

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.311923 & -3.1657 & 0.001018 \tabularnewline
2 & -0.243894 & -2.4752 & 0.007473 \tabularnewline
3 & 0.029015 & 0.2945 & 0.384495 \tabularnewline
4 & 0.0624 & 0.6333 & 0.263972 \tabularnewline
5 & 0.061302 & 0.6222 & 0.267608 \tabularnewline
6 & -0.088935 & -0.9026 & 0.184424 \tabularnewline
7 & 0.021292 & 0.2161 & 0.414672 \tabularnewline
8 & -0.045757 & -0.4644 & 0.321677 \tabularnewline
9 & -0.122762 & -1.2459 & 0.107814 \tabularnewline
10 & 0.195568 & 1.9848 & 0.024913 \tabularnewline
11 & 0.209204 & 2.1232 & 0.018067 \tabularnewline
12 & -0.304162 & -3.0869 & 0.001299 \tabularnewline
13 & -0.112764 & -1.1444 & 0.127548 \tabularnewline
14 & 0.06639 & 0.6738 & 0.25098 \tabularnewline
15 & 0.157076 & 1.5941 & 0.056984 \tabularnewline
16 & -0.132939 & -1.3492 & 0.090118 \tabularnewline
17 & 0.080144 & 0.8134 & 0.208941 \tabularnewline
18 & -0.045149 & -0.4582 & 0.323882 \tabularnewline
19 & -0.061402 & -0.6232 & 0.267276 \tabularnewline
20 & 0.13913 & 1.412 & 0.08048 \tabularnewline
21 & -0.036035 & -0.3657 & 0.357663 \tabularnewline
22 & 0.101054 & 1.0256 & 0.153744 \tabularnewline
23 & -0.153559 & -1.5585 & 0.061097 \tabularnewline
24 & -0.106713 & -1.083 & 0.140665 \tabularnewline
25 & 0.215191 & 2.1839 & 0.015617 \tabularnewline
26 & -0.021138 & -0.2145 & 0.41528 \tabularnewline
27 & -0.039896 & -0.4049 & 0.343194 \tabularnewline
28 & 0.057205 & 0.5806 & 0.2814 \tabularnewline
29 & -0.193429 & -1.9631 & 0.026166 \tabularnewline
30 & 0.162131 & 1.6455 & 0.051462 \tabularnewline
31 & 0.015305 & 0.1553 & 0.438432 \tabularnewline
32 & -0.035065 & -0.3559 & 0.361333 \tabularnewline
33 & 0.019185 & 0.1947 & 0.423005 \tabularnewline
34 & -0.166351 & -1.6883 & 0.047192 \tabularnewline
35 & 0.156072 & 1.584 & 0.058135 \tabularnewline
36 & -0.007216 & -0.0732 & 0.47088 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67126&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]-0.311923[/C][C]-3.1657[/C][C]0.001018[/C][/ROW]
[ROW][C]2[/C][C]-0.243894[/C][C]-2.4752[/C][C]0.007473[/C][/ROW]
[ROW][C]3[/C][C]0.029015[/C][C]0.2945[/C][C]0.384495[/C][/ROW]
[ROW][C]4[/C][C]0.0624[/C][C]0.6333[/C][C]0.263972[/C][/ROW]
[ROW][C]5[/C][C]0.061302[/C][C]0.6222[/C][C]0.267608[/C][/ROW]
[ROW][C]6[/C][C]-0.088935[/C][C]-0.9026[/C][C]0.184424[/C][/ROW]
[ROW][C]7[/C][C]0.021292[/C][C]0.2161[/C][C]0.414672[/C][/ROW]
[ROW][C]8[/C][C]-0.045757[/C][C]-0.4644[/C][C]0.321677[/C][/ROW]
[ROW][C]9[/C][C]-0.122762[/C][C]-1.2459[/C][C]0.107814[/C][/ROW]
[ROW][C]10[/C][C]0.195568[/C][C]1.9848[/C][C]0.024913[/C][/ROW]
[ROW][C]11[/C][C]0.209204[/C][C]2.1232[/C][C]0.018067[/C][/ROW]
[ROW][C]12[/C][C]-0.304162[/C][C]-3.0869[/C][C]0.001299[/C][/ROW]
[ROW][C]13[/C][C]-0.112764[/C][C]-1.1444[/C][C]0.127548[/C][/ROW]
[ROW][C]14[/C][C]0.06639[/C][C]0.6738[/C][C]0.25098[/C][/ROW]
[ROW][C]15[/C][C]0.157076[/C][C]1.5941[/C][C]0.056984[/C][/ROW]
[ROW][C]16[/C][C]-0.132939[/C][C]-1.3492[/C][C]0.090118[/C][/ROW]
[ROW][C]17[/C][C]0.080144[/C][C]0.8134[/C][C]0.208941[/C][/ROW]
[ROW][C]18[/C][C]-0.045149[/C][C]-0.4582[/C][C]0.323882[/C][/ROW]
[ROW][C]19[/C][C]-0.061402[/C][C]-0.6232[/C][C]0.267276[/C][/ROW]
[ROW][C]20[/C][C]0.13913[/C][C]1.412[/C][C]0.08048[/C][/ROW]
[ROW][C]21[/C][C]-0.036035[/C][C]-0.3657[/C][C]0.357663[/C][/ROW]
[ROW][C]22[/C][C]0.101054[/C][C]1.0256[/C][C]0.153744[/C][/ROW]
[ROW][C]23[/C][C]-0.153559[/C][C]-1.5585[/C][C]0.061097[/C][/ROW]
[ROW][C]24[/C][C]-0.106713[/C][C]-1.083[/C][C]0.140665[/C][/ROW]
[ROW][C]25[/C][C]0.215191[/C][C]2.1839[/C][C]0.015617[/C][/ROW]
[ROW][C]26[/C][C]-0.021138[/C][C]-0.2145[/C][C]0.41528[/C][/ROW]
[ROW][C]27[/C][C]-0.039896[/C][C]-0.4049[/C][C]0.343194[/C][/ROW]
[ROW][C]28[/C][C]0.057205[/C][C]0.5806[/C][C]0.2814[/C][/ROW]
[ROW][C]29[/C][C]-0.193429[/C][C]-1.9631[/C][C]0.026166[/C][/ROW]
[ROW][C]30[/C][C]0.162131[/C][C]1.6455[/C][C]0.051462[/C][/ROW]
[ROW][C]31[/C][C]0.015305[/C][C]0.1553[/C][C]0.438432[/C][/ROW]
[ROW][C]32[/C][C]-0.035065[/C][C]-0.3559[/C][C]0.361333[/C][/ROW]
[ROW][C]33[/C][C]0.019185[/C][C]0.1947[/C][C]0.423005[/C][/ROW]
[ROW][C]34[/C][C]-0.166351[/C][C]-1.6883[/C][C]0.047192[/C][/ROW]
[ROW][C]35[/C][C]0.156072[/C][C]1.584[/C][C]0.058135[/C][/ROW]
[ROW][C]36[/C][C]-0.007216[/C][C]-0.0732[/C][C]0.47088[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67126&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67126&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
1-0.311923-3.16570.001018
2-0.243894-2.47520.007473
30.0290150.29450.384495
40.06240.63330.263972
50.0613020.62220.267608
6-0.088935-0.90260.184424
70.0212920.21610.414672
8-0.045757-0.46440.321677
9-0.122762-1.24590.107814
100.1955681.98480.024913
110.2092042.12320.018067
12-0.304162-3.08690.001299
13-0.112764-1.14440.127548
140.066390.67380.25098
150.1570761.59410.056984
16-0.132939-1.34920.090118
170.0801440.81340.208941
18-0.045149-0.45820.323882
19-0.061402-0.62320.267276
200.139131.4120.08048
21-0.036035-0.36570.357663
220.1010541.02560.153744
23-0.153559-1.55850.061097
24-0.106713-1.0830.140665
250.2151912.18390.015617
26-0.021138-0.21450.41528
27-0.039896-0.40490.343194
280.0572050.58060.2814
29-0.193429-1.96310.026166
300.1621311.64550.051462
310.0153050.15530.438432
32-0.035065-0.35590.361333
330.0191850.19470.423005
34-0.166351-1.68830.047192
350.1560721.5840.058135
36-0.007216-0.07320.47088






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.311923-3.16570.001018
2-0.377964-3.83590.000108
3-0.250354-2.54080.006275
4-0.163946-1.66390.049589
5-0.028594-0.29020.386124
6-0.086127-0.87410.192051
7-0.012446-0.12630.449866
8-0.102901-1.04430.149389
9-0.278423-2.82570.002834
10-0.061432-0.62350.267179
110.2612312.65120.004644
12-0.017288-0.17550.430534
13-0.134542-1.36550.087542
14-0.239046-2.42610.008501
15-0.128355-1.30270.097798
16-0.25712-2.60950.005209
170.0387010.39280.347649
18-0.049642-0.50380.307735
19-0.098734-1.0020.159336
200.0031840.03230.487144
21-0.215431-2.18640.015526
220.0110940.11260.455288
230.0963550.97790.165209
24-0.06969-0.70730.240495
250.0036630.03720.48521
26-0.082341-0.83570.202639
27-0.072682-0.73760.231206
280.0516080.52380.300784
29-0.125387-1.27250.103024
300.0039270.03990.484141
31-0.015915-0.16150.436
32-0.045232-0.45910.323581
330.0086160.08740.465244
34-0.078184-0.79350.214661
350.0842380.85490.197288
36-0.052099-0.52870.29906

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.311923 & -3.1657 & 0.001018 \tabularnewline
2 & -0.377964 & -3.8359 & 0.000108 \tabularnewline
3 & -0.250354 & -2.5408 & 0.006275 \tabularnewline
4 & -0.163946 & -1.6639 & 0.049589 \tabularnewline
5 & -0.028594 & -0.2902 & 0.386124 \tabularnewline
6 & -0.086127 & -0.8741 & 0.192051 \tabularnewline
7 & -0.012446 & -0.1263 & 0.449866 \tabularnewline
8 & -0.102901 & -1.0443 & 0.149389 \tabularnewline
9 & -0.278423 & -2.8257 & 0.002834 \tabularnewline
10 & -0.061432 & -0.6235 & 0.267179 \tabularnewline
11 & 0.261231 & 2.6512 & 0.004644 \tabularnewline
12 & -0.017288 & -0.1755 & 0.430534 \tabularnewline
13 & -0.134542 & -1.3655 & 0.087542 \tabularnewline
14 & -0.239046 & -2.4261 & 0.008501 \tabularnewline
15 & -0.128355 & -1.3027 & 0.097798 \tabularnewline
16 & -0.25712 & -2.6095 & 0.005209 \tabularnewline
17 & 0.038701 & 0.3928 & 0.347649 \tabularnewline
18 & -0.049642 & -0.5038 & 0.307735 \tabularnewline
19 & -0.098734 & -1.002 & 0.159336 \tabularnewline
20 & 0.003184 & 0.0323 & 0.487144 \tabularnewline
21 & -0.215431 & -2.1864 & 0.015526 \tabularnewline
22 & 0.011094 & 0.1126 & 0.455288 \tabularnewline
23 & 0.096355 & 0.9779 & 0.165209 \tabularnewline
24 & -0.06969 & -0.7073 & 0.240495 \tabularnewline
25 & 0.003663 & 0.0372 & 0.48521 \tabularnewline
26 & -0.082341 & -0.8357 & 0.202639 \tabularnewline
27 & -0.072682 & -0.7376 & 0.231206 \tabularnewline
28 & 0.051608 & 0.5238 & 0.300784 \tabularnewline
29 & -0.125387 & -1.2725 & 0.103024 \tabularnewline
30 & 0.003927 & 0.0399 & 0.484141 \tabularnewline
31 & -0.015915 & -0.1615 & 0.436 \tabularnewline
32 & -0.045232 & -0.4591 & 0.323581 \tabularnewline
33 & 0.008616 & 0.0874 & 0.465244 \tabularnewline
34 & -0.078184 & -0.7935 & 0.214661 \tabularnewline
35 & 0.084238 & 0.8549 & 0.197288 \tabularnewline
36 & -0.052099 & -0.5287 & 0.29906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67126&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]-0.311923[/C][C]-3.1657[/C][C]0.001018[/C][/ROW]
[ROW][C]2[/C][C]-0.377964[/C][C]-3.8359[/C][C]0.000108[/C][/ROW]
[ROW][C]3[/C][C]-0.250354[/C][C]-2.5408[/C][C]0.006275[/C][/ROW]
[ROW][C]4[/C][C]-0.163946[/C][C]-1.6639[/C][C]0.049589[/C][/ROW]
[ROW][C]5[/C][C]-0.028594[/C][C]-0.2902[/C][C]0.386124[/C][/ROW]
[ROW][C]6[/C][C]-0.086127[/C][C]-0.8741[/C][C]0.192051[/C][/ROW]
[ROW][C]7[/C][C]-0.012446[/C][C]-0.1263[/C][C]0.449866[/C][/ROW]
[ROW][C]8[/C][C]-0.102901[/C][C]-1.0443[/C][C]0.149389[/C][/ROW]
[ROW][C]9[/C][C]-0.278423[/C][C]-2.8257[/C][C]0.002834[/C][/ROW]
[ROW][C]10[/C][C]-0.061432[/C][C]-0.6235[/C][C]0.267179[/C][/ROW]
[ROW][C]11[/C][C]0.261231[/C][C]2.6512[/C][C]0.004644[/C][/ROW]
[ROW][C]12[/C][C]-0.017288[/C][C]-0.1755[/C][C]0.430534[/C][/ROW]
[ROW][C]13[/C][C]-0.134542[/C][C]-1.3655[/C][C]0.087542[/C][/ROW]
[ROW][C]14[/C][C]-0.239046[/C][C]-2.4261[/C][C]0.008501[/C][/ROW]
[ROW][C]15[/C][C]-0.128355[/C][C]-1.3027[/C][C]0.097798[/C][/ROW]
[ROW][C]16[/C][C]-0.25712[/C][C]-2.6095[/C][C]0.005209[/C][/ROW]
[ROW][C]17[/C][C]0.038701[/C][C]0.3928[/C][C]0.347649[/C][/ROW]
[ROW][C]18[/C][C]-0.049642[/C][C]-0.5038[/C][C]0.307735[/C][/ROW]
[ROW][C]19[/C][C]-0.098734[/C][C]-1.002[/C][C]0.159336[/C][/ROW]
[ROW][C]20[/C][C]0.003184[/C][C]0.0323[/C][C]0.487144[/C][/ROW]
[ROW][C]21[/C][C]-0.215431[/C][C]-2.1864[/C][C]0.015526[/C][/ROW]
[ROW][C]22[/C][C]0.011094[/C][C]0.1126[/C][C]0.455288[/C][/ROW]
[ROW][C]23[/C][C]0.096355[/C][C]0.9779[/C][C]0.165209[/C][/ROW]
[ROW][C]24[/C][C]-0.06969[/C][C]-0.7073[/C][C]0.240495[/C][/ROW]
[ROW][C]25[/C][C]0.003663[/C][C]0.0372[/C][C]0.48521[/C][/ROW]
[ROW][C]26[/C][C]-0.082341[/C][C]-0.8357[/C][C]0.202639[/C][/ROW]
[ROW][C]27[/C][C]-0.072682[/C][C]-0.7376[/C][C]0.231206[/C][/ROW]
[ROW][C]28[/C][C]0.051608[/C][C]0.5238[/C][C]0.300784[/C][/ROW]
[ROW][C]29[/C][C]-0.125387[/C][C]-1.2725[/C][C]0.103024[/C][/ROW]
[ROW][C]30[/C][C]0.003927[/C][C]0.0399[/C][C]0.484141[/C][/ROW]
[ROW][C]31[/C][C]-0.015915[/C][C]-0.1615[/C][C]0.436[/C][/ROW]
[ROW][C]32[/C][C]-0.045232[/C][C]-0.4591[/C][C]0.323581[/C][/ROW]
[ROW][C]33[/C][C]0.008616[/C][C]0.0874[/C][C]0.465244[/C][/ROW]
[ROW][C]34[/C][C]-0.078184[/C][C]-0.7935[/C][C]0.214661[/C][/ROW]
[ROW][C]35[/C][C]0.084238[/C][C]0.8549[/C][C]0.197288[/C][/ROW]
[ROW][C]36[/C][C]-0.052099[/C][C]-0.5287[/C][C]0.29906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67126&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67126&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
1-0.311923-3.16570.001018
2-0.377964-3.83590.000108
3-0.250354-2.54080.006275
4-0.163946-1.66390.049589
5-0.028594-0.29020.386124
6-0.086127-0.87410.192051
7-0.012446-0.12630.449866
8-0.102901-1.04430.149389
9-0.278423-2.82570.002834
10-0.061432-0.62350.267179
110.2612312.65120.004644
12-0.017288-0.17550.430534
13-0.134542-1.36550.087542
14-0.239046-2.42610.008501
15-0.128355-1.30270.097798
16-0.25712-2.60950.005209
170.0387010.39280.347649
18-0.049642-0.50380.307735
19-0.098734-1.0020.159336
200.0031840.03230.487144
21-0.215431-2.18640.015526
220.0110940.11260.455288
230.0963550.97790.165209
24-0.06969-0.70730.240495
250.0036630.03720.48521
26-0.082341-0.83570.202639
27-0.072682-0.73760.231206
280.0516080.52380.300784
29-0.125387-1.27250.103024
300.0039270.03990.484141
31-0.015915-0.16150.436
32-0.045232-0.45910.323581
330.0086160.08740.465244
34-0.078184-0.79350.214661
350.0842380.85490.197288
36-0.052099-0.52870.29906


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.7 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = -0.7 ; par3 = 2 ; 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')