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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 12:45:42 -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/t1260647480q73m72gfuxlljjg.htm/, Retrieved Mon, 29 Apr 2024 14:58:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67137, Retrieved Mon, 29 Apr 2024 14:58:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128

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 19:45:42] [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=67137&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=67137&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67137&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
10.1375751.4030.081798
20.1531331.56170.060703
30.0962450.98150.16431
40.1851071.88770.030925
50.0149250.15220.43966
60.0868390.88560.188943
70.0630290.64280.260894
80.0177010.18050.42855
9-0.12913-1.31690.095387
10-0.092996-0.94840.172569
110.0662610.67570.250354
12-0.440948-4.49689e-06
13-0.168454-1.71790.044395
14-0.071745-0.73170.233012
15-0.005435-0.05540.477954
16-0.113582-1.15830.124694
17-0.133577-1.36220.088035
18-0.054782-0.55870.288795
190.0084260.08590.465844
20-0.039502-0.40280.343946
210.0357220.36430.358188
220.0777770.79320.214742
23-0.0955-0.97390.16618
24-0.024975-0.25470.39973
250.052170.5320.297918
260.0479440.48890.31296
27-0.00317-0.03230.487138
280.0121340.12370.450878
290.0654010.6670.253137
300.0459420.46850.320196
31-0.034858-0.35550.361474
320.0328560.33510.369125
330.0376970.38440.350722
34-0.001309-0.01340.494686
35-0.055675-0.56780.285707
360.1124131.14640.127131

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.137575 & 1.403 & 0.081798 \tabularnewline
2 & 0.153133 & 1.5617 & 0.060703 \tabularnewline
3 & 0.096245 & 0.9815 & 0.16431 \tabularnewline
4 & 0.185107 & 1.8877 & 0.030925 \tabularnewline
5 & 0.014925 & 0.1522 & 0.43966 \tabularnewline
6 & 0.086839 & 0.8856 & 0.188943 \tabularnewline
7 & 0.063029 & 0.6428 & 0.260894 \tabularnewline
8 & 0.017701 & 0.1805 & 0.42855 \tabularnewline
9 & -0.12913 & -1.3169 & 0.095387 \tabularnewline
10 & -0.092996 & -0.9484 & 0.172569 \tabularnewline
11 & 0.066261 & 0.6757 & 0.250354 \tabularnewline
12 & -0.440948 & -4.4968 & 9e-06 \tabularnewline
13 & -0.168454 & -1.7179 & 0.044395 \tabularnewline
14 & -0.071745 & -0.7317 & 0.233012 \tabularnewline
15 & -0.005435 & -0.0554 & 0.477954 \tabularnewline
16 & -0.113582 & -1.1583 & 0.124694 \tabularnewline
17 & -0.133577 & -1.3622 & 0.088035 \tabularnewline
18 & -0.054782 & -0.5587 & 0.288795 \tabularnewline
19 & 0.008426 & 0.0859 & 0.465844 \tabularnewline
20 & -0.039502 & -0.4028 & 0.343946 \tabularnewline
21 & 0.035722 & 0.3643 & 0.358188 \tabularnewline
22 & 0.077777 & 0.7932 & 0.214742 \tabularnewline
23 & -0.0955 & -0.9739 & 0.16618 \tabularnewline
24 & -0.024975 & -0.2547 & 0.39973 \tabularnewline
25 & 0.05217 & 0.532 & 0.297918 \tabularnewline
26 & 0.047944 & 0.4889 & 0.31296 \tabularnewline
27 & -0.00317 & -0.0323 & 0.487138 \tabularnewline
28 & 0.012134 & 0.1237 & 0.450878 \tabularnewline
29 & 0.065401 & 0.667 & 0.253137 \tabularnewline
30 & 0.045942 & 0.4685 & 0.320196 \tabularnewline
31 & -0.034858 & -0.3555 & 0.361474 \tabularnewline
32 & 0.032856 & 0.3351 & 0.369125 \tabularnewline
33 & 0.037697 & 0.3844 & 0.350722 \tabularnewline
34 & -0.001309 & -0.0134 & 0.494686 \tabularnewline
35 & -0.055675 & -0.5678 & 0.285707 \tabularnewline
36 & 0.112413 & 1.1464 & 0.127131 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67137&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]0.137575[/C][C]1.403[/C][C]0.081798[/C][/ROW]
[ROW][C]2[/C][C]0.153133[/C][C]1.5617[/C][C]0.060703[/C][/ROW]
[ROW][C]3[/C][C]0.096245[/C][C]0.9815[/C][C]0.16431[/C][/ROW]
[ROW][C]4[/C][C]0.185107[/C][C]1.8877[/C][C]0.030925[/C][/ROW]
[ROW][C]5[/C][C]0.014925[/C][C]0.1522[/C][C]0.43966[/C][/ROW]
[ROW][C]6[/C][C]0.086839[/C][C]0.8856[/C][C]0.188943[/C][/ROW]
[ROW][C]7[/C][C]0.063029[/C][C]0.6428[/C][C]0.260894[/C][/ROW]
[ROW][C]8[/C][C]0.017701[/C][C]0.1805[/C][C]0.42855[/C][/ROW]
[ROW][C]9[/C][C]-0.12913[/C][C]-1.3169[/C][C]0.095387[/C][/ROW]
[ROW][C]10[/C][C]-0.092996[/C][C]-0.9484[/C][C]0.172569[/C][/ROW]
[ROW][C]11[/C][C]0.066261[/C][C]0.6757[/C][C]0.250354[/C][/ROW]
[ROW][C]12[/C][C]-0.440948[/C][C]-4.4968[/C][C]9e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.168454[/C][C]-1.7179[/C][C]0.044395[/C][/ROW]
[ROW][C]14[/C][C]-0.071745[/C][C]-0.7317[/C][C]0.233012[/C][/ROW]
[ROW][C]15[/C][C]-0.005435[/C][C]-0.0554[/C][C]0.477954[/C][/ROW]
[ROW][C]16[/C][C]-0.113582[/C][C]-1.1583[/C][C]0.124694[/C][/ROW]
[ROW][C]17[/C][C]-0.133577[/C][C]-1.3622[/C][C]0.088035[/C][/ROW]
[ROW][C]18[/C][C]-0.054782[/C][C]-0.5587[/C][C]0.288795[/C][/ROW]
[ROW][C]19[/C][C]0.008426[/C][C]0.0859[/C][C]0.465844[/C][/ROW]
[ROW][C]20[/C][C]-0.039502[/C][C]-0.4028[/C][C]0.343946[/C][/ROW]
[ROW][C]21[/C][C]0.035722[/C][C]0.3643[/C][C]0.358188[/C][/ROW]
[ROW][C]22[/C][C]0.077777[/C][C]0.7932[/C][C]0.214742[/C][/ROW]
[ROW][C]23[/C][C]-0.0955[/C][C]-0.9739[/C][C]0.16618[/C][/ROW]
[ROW][C]24[/C][C]-0.024975[/C][C]-0.2547[/C][C]0.39973[/C][/ROW]
[ROW][C]25[/C][C]0.05217[/C][C]0.532[/C][C]0.297918[/C][/ROW]
[ROW][C]26[/C][C]0.047944[/C][C]0.4889[/C][C]0.31296[/C][/ROW]
[ROW][C]27[/C][C]-0.00317[/C][C]-0.0323[/C][C]0.487138[/C][/ROW]
[ROW][C]28[/C][C]0.012134[/C][C]0.1237[/C][C]0.450878[/C][/ROW]
[ROW][C]29[/C][C]0.065401[/C][C]0.667[/C][C]0.253137[/C][/ROW]
[ROW][C]30[/C][C]0.045942[/C][C]0.4685[/C][C]0.320196[/C][/ROW]
[ROW][C]31[/C][C]-0.034858[/C][C]-0.3555[/C][C]0.361474[/C][/ROW]
[ROW][C]32[/C][C]0.032856[/C][C]0.3351[/C][C]0.369125[/C][/ROW]
[ROW][C]33[/C][C]0.037697[/C][C]0.3844[/C][C]0.350722[/C][/ROW]
[ROW][C]34[/C][C]-0.001309[/C][C]-0.0134[/C][C]0.494686[/C][/ROW]
[ROW][C]35[/C][C]-0.055675[/C][C]-0.5678[/C][C]0.285707[/C][/ROW]
[ROW][C]36[/C][C]0.112413[/C][C]1.1464[/C][C]0.127131[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67137&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67137&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
10.1375751.4030.081798
20.1531331.56170.060703
30.0962450.98150.16431
40.1851071.88770.030925
50.0149250.15220.43966
60.0868390.88560.188943
70.0630290.64280.260894
80.0177010.18050.42855
9-0.12913-1.31690.095387
10-0.092996-0.94840.172569
110.0662610.67570.250354
12-0.440948-4.49689e-06
13-0.168454-1.71790.044395
14-0.071745-0.73170.233012
15-0.005435-0.05540.477954
16-0.113582-1.15830.124694
17-0.133577-1.36220.088035
18-0.054782-0.55870.288795
190.0084260.08590.465844
20-0.039502-0.40280.343946
210.0357220.36430.358188
220.0777770.79320.214742
23-0.0955-0.97390.16618
24-0.024975-0.25470.39973
250.052170.5320.297918
260.0479440.48890.31296
27-0.00317-0.03230.487138
280.0121340.12370.450878
290.0654010.6670.253137
300.0459420.46850.320196
31-0.034858-0.35550.361474
320.0328560.33510.369125
330.0376970.38440.350722
34-0.001309-0.01340.494686
35-0.055675-0.56780.285707
360.1124131.14640.127131






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1375751.4030.081798
20.1367961.3950.082987
30.0615340.62750.265845
40.1524321.55450.061551
5-0.044988-0.45880.323671
60.0448330.45720.324236
70.0321380.32770.371883
8-0.034841-0.35530.361538
9-0.149515-1.52480.065178
10-0.096702-0.98620.163169
110.1165291.18840.118698
12-0.470052-4.79363e-06
13-0.042512-0.43350.332761
140.0912130.93020.177212
150.0450090.4590.323595
160.0697220.7110.23933
17-0.159908-1.63070.052984
180.0596780.60860.272057
190.1003661.02350.154214
200.0252350.25740.398708
21-0.05021-0.5120.304853
22-0.054314-0.55390.290418
230.0144080.14690.441733
24-0.253956-2.58990.005489
25-0.010529-0.10740.457351
260.0242480.24730.402588
270.0340830.34760.364427
280.0994211.01390.156493
29-0.107293-1.09420.138203
300.0653010.66590.253462
310.038950.39720.346013
320.0687360.7010.242442
33-0.014107-0.14390.442942
34-0.038768-0.39540.346693
35-0.096829-0.98750.162853
36-0.009452-0.09640.461696

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.137575 & 1.403 & 0.081798 \tabularnewline
2 & 0.136796 & 1.395 & 0.082987 \tabularnewline
3 & 0.061534 & 0.6275 & 0.265845 \tabularnewline
4 & 0.152432 & 1.5545 & 0.061551 \tabularnewline
5 & -0.044988 & -0.4588 & 0.323671 \tabularnewline
6 & 0.044833 & 0.4572 & 0.324236 \tabularnewline
7 & 0.032138 & 0.3277 & 0.371883 \tabularnewline
8 & -0.034841 & -0.3553 & 0.361538 \tabularnewline
9 & -0.149515 & -1.5248 & 0.065178 \tabularnewline
10 & -0.096702 & -0.9862 & 0.163169 \tabularnewline
11 & 0.116529 & 1.1884 & 0.118698 \tabularnewline
12 & -0.470052 & -4.7936 & 3e-06 \tabularnewline
13 & -0.042512 & -0.4335 & 0.332761 \tabularnewline
14 & 0.091213 & 0.9302 & 0.177212 \tabularnewline
15 & 0.045009 & 0.459 & 0.323595 \tabularnewline
16 & 0.069722 & 0.711 & 0.23933 \tabularnewline
17 & -0.159908 & -1.6307 & 0.052984 \tabularnewline
18 & 0.059678 & 0.6086 & 0.272057 \tabularnewline
19 & 0.100366 & 1.0235 & 0.154214 \tabularnewline
20 & 0.025235 & 0.2574 & 0.398708 \tabularnewline
21 & -0.05021 & -0.512 & 0.304853 \tabularnewline
22 & -0.054314 & -0.5539 & 0.290418 \tabularnewline
23 & 0.014408 & 0.1469 & 0.441733 \tabularnewline
24 & -0.253956 & -2.5899 & 0.005489 \tabularnewline
25 & -0.010529 & -0.1074 & 0.457351 \tabularnewline
26 & 0.024248 & 0.2473 & 0.402588 \tabularnewline
27 & 0.034083 & 0.3476 & 0.364427 \tabularnewline
28 & 0.099421 & 1.0139 & 0.156493 \tabularnewline
29 & -0.107293 & -1.0942 & 0.138203 \tabularnewline
30 & 0.065301 & 0.6659 & 0.253462 \tabularnewline
31 & 0.03895 & 0.3972 & 0.346013 \tabularnewline
32 & 0.068736 & 0.701 & 0.242442 \tabularnewline
33 & -0.014107 & -0.1439 & 0.442942 \tabularnewline
34 & -0.038768 & -0.3954 & 0.346693 \tabularnewline
35 & -0.096829 & -0.9875 & 0.162853 \tabularnewline
36 & -0.009452 & -0.0964 & 0.461696 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67137&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]0.137575[/C][C]1.403[/C][C]0.081798[/C][/ROW]
[ROW][C]2[/C][C]0.136796[/C][C]1.395[/C][C]0.082987[/C][/ROW]
[ROW][C]3[/C][C]0.061534[/C][C]0.6275[/C][C]0.265845[/C][/ROW]
[ROW][C]4[/C][C]0.152432[/C][C]1.5545[/C][C]0.061551[/C][/ROW]
[ROW][C]5[/C][C]-0.044988[/C][C]-0.4588[/C][C]0.323671[/C][/ROW]
[ROW][C]6[/C][C]0.044833[/C][C]0.4572[/C][C]0.324236[/C][/ROW]
[ROW][C]7[/C][C]0.032138[/C][C]0.3277[/C][C]0.371883[/C][/ROW]
[ROW][C]8[/C][C]-0.034841[/C][C]-0.3553[/C][C]0.361538[/C][/ROW]
[ROW][C]9[/C][C]-0.149515[/C][C]-1.5248[/C][C]0.065178[/C][/ROW]
[ROW][C]10[/C][C]-0.096702[/C][C]-0.9862[/C][C]0.163169[/C][/ROW]
[ROW][C]11[/C][C]0.116529[/C][C]1.1884[/C][C]0.118698[/C][/ROW]
[ROW][C]12[/C][C]-0.470052[/C][C]-4.7936[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.042512[/C][C]-0.4335[/C][C]0.332761[/C][/ROW]
[ROW][C]14[/C][C]0.091213[/C][C]0.9302[/C][C]0.177212[/C][/ROW]
[ROW][C]15[/C][C]0.045009[/C][C]0.459[/C][C]0.323595[/C][/ROW]
[ROW][C]16[/C][C]0.069722[/C][C]0.711[/C][C]0.23933[/C][/ROW]
[ROW][C]17[/C][C]-0.159908[/C][C]-1.6307[/C][C]0.052984[/C][/ROW]
[ROW][C]18[/C][C]0.059678[/C][C]0.6086[/C][C]0.272057[/C][/ROW]
[ROW][C]19[/C][C]0.100366[/C][C]1.0235[/C][C]0.154214[/C][/ROW]
[ROW][C]20[/C][C]0.025235[/C][C]0.2574[/C][C]0.398708[/C][/ROW]
[ROW][C]21[/C][C]-0.05021[/C][C]-0.512[/C][C]0.304853[/C][/ROW]
[ROW][C]22[/C][C]-0.054314[/C][C]-0.5539[/C][C]0.290418[/C][/ROW]
[ROW][C]23[/C][C]0.014408[/C][C]0.1469[/C][C]0.441733[/C][/ROW]
[ROW][C]24[/C][C]-0.253956[/C][C]-2.5899[/C][C]0.005489[/C][/ROW]
[ROW][C]25[/C][C]-0.010529[/C][C]-0.1074[/C][C]0.457351[/C][/ROW]
[ROW][C]26[/C][C]0.024248[/C][C]0.2473[/C][C]0.402588[/C][/ROW]
[ROW][C]27[/C][C]0.034083[/C][C]0.3476[/C][C]0.364427[/C][/ROW]
[ROW][C]28[/C][C]0.099421[/C][C]1.0139[/C][C]0.156493[/C][/ROW]
[ROW][C]29[/C][C]-0.107293[/C][C]-1.0942[/C][C]0.138203[/C][/ROW]
[ROW][C]30[/C][C]0.065301[/C][C]0.6659[/C][C]0.253462[/C][/ROW]
[ROW][C]31[/C][C]0.03895[/C][C]0.3972[/C][C]0.346013[/C][/ROW]
[ROW][C]32[/C][C]0.068736[/C][C]0.701[/C][C]0.242442[/C][/ROW]
[ROW][C]33[/C][C]-0.014107[/C][C]-0.1439[/C][C]0.442942[/C][/ROW]
[ROW][C]34[/C][C]-0.038768[/C][C]-0.3954[/C][C]0.346693[/C][/ROW]
[ROW][C]35[/C][C]-0.096829[/C][C]-0.9875[/C][C]0.162853[/C][/ROW]
[ROW][C]36[/C][C]-0.009452[/C][C]-0.0964[/C][C]0.461696[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67137&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67137&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
10.1375751.4030.081798
20.1367961.3950.082987
30.0615340.62750.265845
40.1524321.55450.061551
5-0.044988-0.45880.323671
60.0448330.45720.324236
70.0321380.32770.371883
8-0.034841-0.35530.361538
9-0.149515-1.52480.065178
10-0.096702-0.98620.163169
110.1165291.18840.118698
12-0.470052-4.79363e-06
13-0.042512-0.43350.332761
140.0912130.93020.177212
150.0450090.4590.323595
160.0697220.7110.23933
17-0.159908-1.63070.052984
180.0596780.60860.272057
190.1003661.02350.154214
200.0252350.25740.398708
21-0.05021-0.5120.304853
22-0.054314-0.55390.290418
230.0144080.14690.441733
24-0.253956-2.58990.005489
25-0.010529-0.10740.457351
260.0242480.24730.402588
270.0340830.34760.364427
280.0994211.01390.156493
29-0.107293-1.09420.138203
300.0653010.66590.253462
310.038950.39720.346013
320.0687360.7010.242442
33-0.014107-0.14390.442942
34-0.038768-0.39540.346693
35-0.096829-0.98750.162853
36-0.009452-0.09640.461696


Figures (Output of Computation)

Input Parameters & R Code

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