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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 12:35:13 -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/t1260646687u3obz57zk064w8j.htm/, Retrieved Mon, 29 Apr 2024 13:43:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67134, Retrieved Mon, 29 Apr 2024 13:43:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact163

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]
-   PD              [(Partial) Autocorrelation Function] [Paper PAF ICP d=1...] [2009-12-12 19:35:13] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
Feedback Forum

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.00
102.04
102.51
102.71
103.00
103.39
102.32
103.88
104.65
104.46
104.65
104.36
102.71
104.55
104.76
105.72
106.20
106.50
105.14
106.50
106.69
106.50
106.50
106.39
105.43
107.18
107.37
107.46
107.66
107.37
106.30
107.85
107.95
107.85
107.66
107.76
106.69
108.92
109.22
109.02
108.62
109.02
107.76
109.60
109.80
109.41
109.60
109.60
108.15
110.18
110.27
110.87
111.25
111.15
109.99
111.83
111.73
112.31
112.12
111.73
110.27
112.71
113.38
113.57
113.77
114.15
112.99
115.03
115.03
114.84
114.75
114.84
113.32
115.92
115.84
116.49
116.90
116.99
115.74
117.73
117.17
116.83
117.08
117.23
115.25
117.98
117.97
118.56
118.42
118.51
117.25
119.08
118.85
119.41
120.43
120.87
119.31
122.24
123.14
123.39
124.46
125.33
124.17
125.48
125.35
125.15
124.31
124.14
121.81
124.62
123.93
124.29
124.16
124.02
122.00
124.58
124.06

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=67134&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=67134&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67134&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
1-0.416824-4.48938e-06
20.037750.40660.342534
3-0.00961-0.10350.458871
40.0111720.12030.452217
5-0.424615-4.57326e-06
60.8048478.66850
7-0.41466-4.4669e-06
80.0148310.15970.436685
9-0.026779-0.28840.386772
10-0.012229-0.13170.447721
11-0.366952-3.95226.7e-05
120.7563678.14630
13-0.400437-4.31281.7e-05
140.0098440.1060.457875
150.0025590.02760.489028
16-0.019298-0.20780.417858
17-0.378025-4.07144.3e-05
180.7115037.66310
19-0.379179-4.08394.1e-05
200.0002410.00260.498965
21-0.016533-0.17810.42949
220.0205640.22150.412555
23-0.345263-3.71860.000155
240.7052487.59580
25-0.336707-3.62650.000214
260.0241510.26010.397617
27-0.020517-0.2210.412749
28-0.006414-0.06910.472524
29-0.329798-3.5520.000277
300.6422656.91740
31-0.341151-3.67430.000181
320.0118930.12810.449149
33-0.008866-0.09550.462046
34-0.003553-0.03830.484769
35-0.295246-3.17990.000945
360.6264646.74720

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.416824 & -4.4893 & 8e-06 \tabularnewline
2 & 0.03775 & 0.4066 & 0.342534 \tabularnewline
3 & -0.00961 & -0.1035 & 0.458871 \tabularnewline
4 & 0.011172 & 0.1203 & 0.452217 \tabularnewline
5 & -0.424615 & -4.5732 & 6e-06 \tabularnewline
6 & 0.804847 & 8.6685 & 0 \tabularnewline
7 & -0.41466 & -4.466 & 9e-06 \tabularnewline
8 & 0.014831 & 0.1597 & 0.436685 \tabularnewline
9 & -0.026779 & -0.2884 & 0.386772 \tabularnewline
10 & -0.012229 & -0.1317 & 0.447721 \tabularnewline
11 & -0.366952 & -3.9522 & 6.7e-05 \tabularnewline
12 & 0.756367 & 8.1463 & 0 \tabularnewline
13 & -0.400437 & -4.3128 & 1.7e-05 \tabularnewline
14 & 0.009844 & 0.106 & 0.457875 \tabularnewline
15 & 0.002559 & 0.0276 & 0.489028 \tabularnewline
16 & -0.019298 & -0.2078 & 0.417858 \tabularnewline
17 & -0.378025 & -4.0714 & 4.3e-05 \tabularnewline
18 & 0.711503 & 7.6631 & 0 \tabularnewline
19 & -0.379179 & -4.0839 & 4.1e-05 \tabularnewline
20 & 0.000241 & 0.0026 & 0.498965 \tabularnewline
21 & -0.016533 & -0.1781 & 0.42949 \tabularnewline
22 & 0.020564 & 0.2215 & 0.412555 \tabularnewline
23 & -0.345263 & -3.7186 & 0.000155 \tabularnewline
24 & 0.705248 & 7.5958 & 0 \tabularnewline
25 & -0.336707 & -3.6265 & 0.000214 \tabularnewline
26 & 0.024151 & 0.2601 & 0.397617 \tabularnewline
27 & -0.020517 & -0.221 & 0.412749 \tabularnewline
28 & -0.006414 & -0.0691 & 0.472524 \tabularnewline
29 & -0.329798 & -3.552 & 0.000277 \tabularnewline
30 & 0.642265 & 6.9174 & 0 \tabularnewline
31 & -0.341151 & -3.6743 & 0.000181 \tabularnewline
32 & 0.011893 & 0.1281 & 0.449149 \tabularnewline
33 & -0.008866 & -0.0955 & 0.462046 \tabularnewline
34 & -0.003553 & -0.0383 & 0.484769 \tabularnewline
35 & -0.295246 & -3.1799 & 0.000945 \tabularnewline
36 & 0.626464 & 6.7472 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67134&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]-0.416824[/C][C]-4.4893[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]0.03775[/C][C]0.4066[/C][C]0.342534[/C][/ROW]
[ROW][C]3[/C][C]-0.00961[/C][C]-0.1035[/C][C]0.458871[/C][/ROW]
[ROW][C]4[/C][C]0.011172[/C][C]0.1203[/C][C]0.452217[/C][/ROW]
[ROW][C]5[/C][C]-0.424615[/C][C]-4.5732[/C][C]6e-06[/C][/ROW]
[ROW][C]6[/C][C]0.804847[/C][C]8.6685[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.41466[/C][C]-4.466[/C][C]9e-06[/C][/ROW]
[ROW][C]8[/C][C]0.014831[/C][C]0.1597[/C][C]0.436685[/C][/ROW]
[ROW][C]9[/C][C]-0.026779[/C][C]-0.2884[/C][C]0.386772[/C][/ROW]
[ROW][C]10[/C][C]-0.012229[/C][C]-0.1317[/C][C]0.447721[/C][/ROW]
[ROW][C]11[/C][C]-0.366952[/C][C]-3.9522[/C][C]6.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.756367[/C][C]8.1463[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.400437[/C][C]-4.3128[/C][C]1.7e-05[/C][/ROW]
[ROW][C]14[/C][C]0.009844[/C][C]0.106[/C][C]0.457875[/C][/ROW]
[ROW][C]15[/C][C]0.002559[/C][C]0.0276[/C][C]0.489028[/C][/ROW]
[ROW][C]16[/C][C]-0.019298[/C][C]-0.2078[/C][C]0.417858[/C][/ROW]
[ROW][C]17[/C][C]-0.378025[/C][C]-4.0714[/C][C]4.3e-05[/C][/ROW]
[ROW][C]18[/C][C]0.711503[/C][C]7.6631[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.379179[/C][C]-4.0839[/C][C]4.1e-05[/C][/ROW]
[ROW][C]20[/C][C]0.000241[/C][C]0.0026[/C][C]0.498965[/C][/ROW]
[ROW][C]21[/C][C]-0.016533[/C][C]-0.1781[/C][C]0.42949[/C][/ROW]
[ROW][C]22[/C][C]0.020564[/C][C]0.2215[/C][C]0.412555[/C][/ROW]
[ROW][C]23[/C][C]-0.345263[/C][C]-3.7186[/C][C]0.000155[/C][/ROW]
[ROW][C]24[/C][C]0.705248[/C][C]7.5958[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.336707[/C][C]-3.6265[/C][C]0.000214[/C][/ROW]
[ROW][C]26[/C][C]0.024151[/C][C]0.2601[/C][C]0.397617[/C][/ROW]
[ROW][C]27[/C][C]-0.020517[/C][C]-0.221[/C][C]0.412749[/C][/ROW]
[ROW][C]28[/C][C]-0.006414[/C][C]-0.0691[/C][C]0.472524[/C][/ROW]
[ROW][C]29[/C][C]-0.329798[/C][C]-3.552[/C][C]0.000277[/C][/ROW]
[ROW][C]30[/C][C]0.642265[/C][C]6.9174[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.341151[/C][C]-3.6743[/C][C]0.000181[/C][/ROW]
[ROW][C]32[/C][C]0.011893[/C][C]0.1281[/C][C]0.449149[/C][/ROW]
[ROW][C]33[/C][C]-0.008866[/C][C]-0.0955[/C][C]0.462046[/C][/ROW]
[ROW][C]34[/C][C]-0.003553[/C][C]-0.0383[/C][C]0.484769[/C][/ROW]
[ROW][C]35[/C][C]-0.295246[/C][C]-3.1799[/C][C]0.000945[/C][/ROW]
[ROW][C]36[/C][C]0.626464[/C][C]6.7472[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67134&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67134&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
1-0.416824-4.48938e-06
20.037750.40660.342534
3-0.00961-0.10350.458871
40.0111720.12030.452217
5-0.424615-4.57326e-06
60.8048478.66850
7-0.41466-4.4669e-06
80.0148310.15970.436685
9-0.026779-0.28840.386772
10-0.012229-0.13170.447721
11-0.366952-3.95226.7e-05
120.7563678.14630
13-0.400437-4.31281.7e-05
140.0098440.1060.457875
150.0025590.02760.489028
16-0.019298-0.20780.417858
17-0.378025-4.07144.3e-05
180.7115037.66310
19-0.379179-4.08394.1e-05
200.0002410.00260.498965
21-0.016533-0.17810.42949
220.0205640.22150.412555
23-0.345263-3.71860.000155
240.7052487.59580
25-0.336707-3.62650.000214
260.0241510.26010.397617
27-0.020517-0.2210.412749
28-0.006414-0.06910.472524
29-0.329798-3.5520.000277
300.6422656.91740
31-0.341151-3.67430.000181
320.0118930.12810.449149
33-0.008866-0.09550.462046
34-0.003553-0.03830.484769
35-0.295246-3.17990.000945
360.6264646.74720






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.416824-4.48938e-06
2-0.164588-1.77270.039454
3-0.074501-0.80240.211981
4-0.021374-0.23020.40917
5-0.534013-5.75150
60.6603987.11270
7-0.095692-1.03060.152429
8-0.183611-1.97750.025176
9-0.145247-1.56440.060229
10-0.133259-1.43520.076954
110.0251060.27040.393666
120.2423492.61020.005121
13-0.070499-0.75930.224608
14-0.15944-1.71720.044304
15-0.007952-0.08560.465947
160.0065940.0710.471752
17-0.169138-1.82170.035541
180.009690.10440.458531
19-0.016515-0.17790.429565
20-0.06669-0.71830.237018
21-0.153399-1.65220.050603
220.0418970.45120.326327
230.0124710.13430.446691
240.1144841.2330.110029
250.0736150.79290.214739
26-0.01729-0.18620.426299
27-0.065485-0.70530.24102
28-0.099186-1.06830.14381
290.023270.25060.401272
30-0.065482-0.70530.241031
31-0.076383-0.82270.206192
32-0.020911-0.22520.411104
330.0035430.03820.484813
34-0.012625-0.1360.44604
350.0132470.14270.443397
360.0446120.48050.315893

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.416824 & -4.4893 & 8e-06 \tabularnewline
2 & -0.164588 & -1.7727 & 0.039454 \tabularnewline
3 & -0.074501 & -0.8024 & 0.211981 \tabularnewline
4 & -0.021374 & -0.2302 & 0.40917 \tabularnewline
5 & -0.534013 & -5.7515 & 0 \tabularnewline
6 & 0.660398 & 7.1127 & 0 \tabularnewline
7 & -0.095692 & -1.0306 & 0.152429 \tabularnewline
8 & -0.183611 & -1.9775 & 0.025176 \tabularnewline
9 & -0.145247 & -1.5644 & 0.060229 \tabularnewline
10 & -0.133259 & -1.4352 & 0.076954 \tabularnewline
11 & 0.025106 & 0.2704 & 0.393666 \tabularnewline
12 & 0.242349 & 2.6102 & 0.005121 \tabularnewline
13 & -0.070499 & -0.7593 & 0.224608 \tabularnewline
14 & -0.15944 & -1.7172 & 0.044304 \tabularnewline
15 & -0.007952 & -0.0856 & 0.465947 \tabularnewline
16 & 0.006594 & 0.071 & 0.471752 \tabularnewline
17 & -0.169138 & -1.8217 & 0.035541 \tabularnewline
18 & 0.00969 & 0.1044 & 0.458531 \tabularnewline
19 & -0.016515 & -0.1779 & 0.429565 \tabularnewline
20 & -0.06669 & -0.7183 & 0.237018 \tabularnewline
21 & -0.153399 & -1.6522 & 0.050603 \tabularnewline
22 & 0.041897 & 0.4512 & 0.326327 \tabularnewline
23 & 0.012471 & 0.1343 & 0.446691 \tabularnewline
24 & 0.114484 & 1.233 & 0.110029 \tabularnewline
25 & 0.073615 & 0.7929 & 0.214739 \tabularnewline
26 & -0.01729 & -0.1862 & 0.426299 \tabularnewline
27 & -0.065485 & -0.7053 & 0.24102 \tabularnewline
28 & -0.099186 & -1.0683 & 0.14381 \tabularnewline
29 & 0.02327 & 0.2506 & 0.401272 \tabularnewline
30 & -0.065482 & -0.7053 & 0.241031 \tabularnewline
31 & -0.076383 & -0.8227 & 0.206192 \tabularnewline
32 & -0.020911 & -0.2252 & 0.411104 \tabularnewline
33 & 0.003543 & 0.0382 & 0.484813 \tabularnewline
34 & -0.012625 & -0.136 & 0.44604 \tabularnewline
35 & 0.013247 & 0.1427 & 0.443397 \tabularnewline
36 & 0.044612 & 0.4805 & 0.315893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67134&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]-0.416824[/C][C]-4.4893[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.164588[/C][C]-1.7727[/C][C]0.039454[/C][/ROW]
[ROW][C]3[/C][C]-0.074501[/C][C]-0.8024[/C][C]0.211981[/C][/ROW]
[ROW][C]4[/C][C]-0.021374[/C][C]-0.2302[/C][C]0.40917[/C][/ROW]
[ROW][C]5[/C][C]-0.534013[/C][C]-5.7515[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.660398[/C][C]7.1127[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.095692[/C][C]-1.0306[/C][C]0.152429[/C][/ROW]
[ROW][C]8[/C][C]-0.183611[/C][C]-1.9775[/C][C]0.025176[/C][/ROW]
[ROW][C]9[/C][C]-0.145247[/C][C]-1.5644[/C][C]0.060229[/C][/ROW]
[ROW][C]10[/C][C]-0.133259[/C][C]-1.4352[/C][C]0.076954[/C][/ROW]
[ROW][C]11[/C][C]0.025106[/C][C]0.2704[/C][C]0.393666[/C][/ROW]
[ROW][C]12[/C][C]0.242349[/C][C]2.6102[/C][C]0.005121[/C][/ROW]
[ROW][C]13[/C][C]-0.070499[/C][C]-0.7593[/C][C]0.224608[/C][/ROW]
[ROW][C]14[/C][C]-0.15944[/C][C]-1.7172[/C][C]0.044304[/C][/ROW]
[ROW][C]15[/C][C]-0.007952[/C][C]-0.0856[/C][C]0.465947[/C][/ROW]
[ROW][C]16[/C][C]0.006594[/C][C]0.071[/C][C]0.471752[/C][/ROW]
[ROW][C]17[/C][C]-0.169138[/C][C]-1.8217[/C][C]0.035541[/C][/ROW]
[ROW][C]18[/C][C]0.00969[/C][C]0.1044[/C][C]0.458531[/C][/ROW]
[ROW][C]19[/C][C]-0.016515[/C][C]-0.1779[/C][C]0.429565[/C][/ROW]
[ROW][C]20[/C][C]-0.06669[/C][C]-0.7183[/C][C]0.237018[/C][/ROW]
[ROW][C]21[/C][C]-0.153399[/C][C]-1.6522[/C][C]0.050603[/C][/ROW]
[ROW][C]22[/C][C]0.041897[/C][C]0.4512[/C][C]0.326327[/C][/ROW]
[ROW][C]23[/C][C]0.012471[/C][C]0.1343[/C][C]0.446691[/C][/ROW]
[ROW][C]24[/C][C]0.114484[/C][C]1.233[/C][C]0.110029[/C][/ROW]
[ROW][C]25[/C][C]0.073615[/C][C]0.7929[/C][C]0.214739[/C][/ROW]
[ROW][C]26[/C][C]-0.01729[/C][C]-0.1862[/C][C]0.426299[/C][/ROW]
[ROW][C]27[/C][C]-0.065485[/C][C]-0.7053[/C][C]0.24102[/C][/ROW]
[ROW][C]28[/C][C]-0.099186[/C][C]-1.0683[/C][C]0.14381[/C][/ROW]
[ROW][C]29[/C][C]0.02327[/C][C]0.2506[/C][C]0.401272[/C][/ROW]
[ROW][C]30[/C][C]-0.065482[/C][C]-0.7053[/C][C]0.241031[/C][/ROW]
[ROW][C]31[/C][C]-0.076383[/C][C]-0.8227[/C][C]0.206192[/C][/ROW]
[ROW][C]32[/C][C]-0.020911[/C][C]-0.2252[/C][C]0.411104[/C][/ROW]
[ROW][C]33[/C][C]0.003543[/C][C]0.0382[/C][C]0.484813[/C][/ROW]
[ROW][C]34[/C][C]-0.012625[/C][C]-0.136[/C][C]0.44604[/C][/ROW]
[ROW][C]35[/C][C]0.013247[/C][C]0.1427[/C][C]0.443397[/C][/ROW]
[ROW][C]36[/C][C]0.044612[/C][C]0.4805[/C][C]0.315893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67134&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67134&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
1-0.416824-4.48938e-06
2-0.164588-1.77270.039454
3-0.074501-0.80240.211981
4-0.021374-0.23020.40917
5-0.534013-5.75150
60.6603987.11270
7-0.095692-1.03060.152429
8-0.183611-1.97750.025176
9-0.145247-1.56440.060229
10-0.133259-1.43520.076954
110.0251060.27040.393666
120.2423492.61020.005121
13-0.070499-0.75930.224608
14-0.15944-1.71720.044304
15-0.007952-0.08560.465947
160.0065940.0710.471752
17-0.169138-1.82170.035541
180.009690.10440.458531
19-0.016515-0.17790.429565
20-0.06669-0.71830.237018
21-0.153399-1.65220.050603
220.0418970.45120.326327
230.0124710.13430.446691
240.1144841.2330.110029
250.0736150.79290.214739
26-0.01729-0.18620.426299
27-0.065485-0.70530.24102
28-0.099186-1.06830.14381
290.023270.25060.401272
30-0.065482-0.70530.241031
31-0.076383-0.82270.206192
32-0.020911-0.22520.411104
330.0035430.03820.484813
34-0.012625-0.1360.44604
350.0132470.14270.443397
360.0446120.48050.315893


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')