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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 computationTue, 15 Dec 2009 12:35:54 -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/15/t1260905828goz2zww6m0ram2z.htm/, Retrieved Wed, 08 May 2024 05:21:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68093, Retrieved Wed, 08 May 2024 05:21:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127

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]
-    D            [(Partial) Autocorrelation Function] [WS 8 d = 0 en D = 0] [2009-11-26 20:15:56] [3425351e86519d261a643e224a0c8ee1]
-    D              [(Partial) Autocorrelation Function] [d=0 D=0] [2009-12-07 18:11:31] [3425351e86519d261a643e224a0c8ee1]
-    D                [(Partial) Autocorrelation Function] [Paper ACF d=0 D=0] [2009-12-15 10:58:22] [3425351e86519d261a643e224a0c8ee1]
-   PD                    [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2009-12-15 19:35:54] [17416e80e7873ecccac25c455c5f767e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103.1
102.0
104.7
86.0
92.1
106.9
112.6
101.7
92.0
97.4
97.0
105.4
102.7
98.1
104.5
87.4
89.9
109.8
111.7
98.6
96.9
95.1
97.0
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99.0
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102.0
106.0
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100.0
110.7
112.8
109.8
117.3
109.1
115.9
96.0
99.8
116.8
115.7
99.4
94.3
91.0
93.2
103.1
94.1
91.8
102.7
82.6
89.1
104.5

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=68093&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=68093&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68093&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
1-0.606971-5.32610
20.0021850.01920.492378
30.376743.30590.00072
4-0.369937-3.24620.000866
50.12161.0670.144645
60.1827281.60340.056467
7-0.311312-2.73180.003904
80.1937241.69990.046591
9-0.017904-0.15710.437785
10-0.149121-1.30850.097293
110.2322672.03810.022485
12-0.204834-1.79740.038095
130.0510770.44820.327634
140.049870.43760.331447
15-0.006313-0.05540.477982
16-0.099129-0.86990.193542
170.1289221.13130.130723
18-0.004234-0.03720.485228
19-0.136381-1.19670.117539
200.1159281.01730.156107
210.0793360.69620.24421
22-0.310477-2.72440.003984
230.418553.67280.00022
24-0.275257-2.41540.009045
25-0.039439-0.34610.365116
260.2676812.34890.010698
27-0.223958-1.96520.026498
280.0123730.10860.456913
290.1636941.43640.077468
30-0.200553-1.75980.041203
310.0955370.83830.202219
320.0837280.73470.232375
33-0.217306-1.90690.030135
340.2161341.89660.030818
35-0.142012-1.24610.108244
360.0074360.06520.474073

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.606971 & -5.3261 & 0 \tabularnewline
2 & 0.002185 & 0.0192 & 0.492378 \tabularnewline
3 & 0.37674 & 3.3059 & 0.00072 \tabularnewline
4 & -0.369937 & -3.2462 & 0.000866 \tabularnewline
5 & 0.1216 & 1.067 & 0.144645 \tabularnewline
6 & 0.182728 & 1.6034 & 0.056467 \tabularnewline
7 & -0.311312 & -2.7318 & 0.003904 \tabularnewline
8 & 0.193724 & 1.6999 & 0.046591 \tabularnewline
9 & -0.017904 & -0.1571 & 0.437785 \tabularnewline
10 & -0.149121 & -1.3085 & 0.097293 \tabularnewline
11 & 0.232267 & 2.0381 & 0.022485 \tabularnewline
12 & -0.204834 & -1.7974 & 0.038095 \tabularnewline
13 & 0.051077 & 0.4482 & 0.327634 \tabularnewline
14 & 0.04987 & 0.4376 & 0.331447 \tabularnewline
15 & -0.006313 & -0.0554 & 0.477982 \tabularnewline
16 & -0.099129 & -0.8699 & 0.193542 \tabularnewline
17 & 0.128922 & 1.1313 & 0.130723 \tabularnewline
18 & -0.004234 & -0.0372 & 0.485228 \tabularnewline
19 & -0.136381 & -1.1967 & 0.117539 \tabularnewline
20 & 0.115928 & 1.0173 & 0.156107 \tabularnewline
21 & 0.079336 & 0.6962 & 0.24421 \tabularnewline
22 & -0.310477 & -2.7244 & 0.003984 \tabularnewline
23 & 0.41855 & 3.6728 & 0.00022 \tabularnewline
24 & -0.275257 & -2.4154 & 0.009045 \tabularnewline
25 & -0.039439 & -0.3461 & 0.365116 \tabularnewline
26 & 0.267681 & 2.3489 & 0.010698 \tabularnewline
27 & -0.223958 & -1.9652 & 0.026498 \tabularnewline
28 & 0.012373 & 0.1086 & 0.456913 \tabularnewline
29 & 0.163694 & 1.4364 & 0.077468 \tabularnewline
30 & -0.200553 & -1.7598 & 0.041203 \tabularnewline
31 & 0.095537 & 0.8383 & 0.202219 \tabularnewline
32 & 0.083728 & 0.7347 & 0.232375 \tabularnewline
33 & -0.217306 & -1.9069 & 0.030135 \tabularnewline
34 & 0.216134 & 1.8966 & 0.030818 \tabularnewline
35 & -0.142012 & -1.2461 & 0.108244 \tabularnewline
36 & 0.007436 & 0.0652 & 0.474073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68093&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]-0.606971[/C][C]-5.3261[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.002185[/C][C]0.0192[/C][C]0.492378[/C][/ROW]
[ROW][C]3[/C][C]0.37674[/C][C]3.3059[/C][C]0.00072[/C][/ROW]
[ROW][C]4[/C][C]-0.369937[/C][C]-3.2462[/C][C]0.000866[/C][/ROW]
[ROW][C]5[/C][C]0.1216[/C][C]1.067[/C][C]0.144645[/C][/ROW]
[ROW][C]6[/C][C]0.182728[/C][C]1.6034[/C][C]0.056467[/C][/ROW]
[ROW][C]7[/C][C]-0.311312[/C][C]-2.7318[/C][C]0.003904[/C][/ROW]
[ROW][C]8[/C][C]0.193724[/C][C]1.6999[/C][C]0.046591[/C][/ROW]
[ROW][C]9[/C][C]-0.017904[/C][C]-0.1571[/C][C]0.437785[/C][/ROW]
[ROW][C]10[/C][C]-0.149121[/C][C]-1.3085[/C][C]0.097293[/C][/ROW]
[ROW][C]11[/C][C]0.232267[/C][C]2.0381[/C][C]0.022485[/C][/ROW]
[ROW][C]12[/C][C]-0.204834[/C][C]-1.7974[/C][C]0.038095[/C][/ROW]
[ROW][C]13[/C][C]0.051077[/C][C]0.4482[/C][C]0.327634[/C][/ROW]
[ROW][C]14[/C][C]0.04987[/C][C]0.4376[/C][C]0.331447[/C][/ROW]
[ROW][C]15[/C][C]-0.006313[/C][C]-0.0554[/C][C]0.477982[/C][/ROW]
[ROW][C]16[/C][C]-0.099129[/C][C]-0.8699[/C][C]0.193542[/C][/ROW]
[ROW][C]17[/C][C]0.128922[/C][C]1.1313[/C][C]0.130723[/C][/ROW]
[ROW][C]18[/C][C]-0.004234[/C][C]-0.0372[/C][C]0.485228[/C][/ROW]
[ROW][C]19[/C][C]-0.136381[/C][C]-1.1967[/C][C]0.117539[/C][/ROW]
[ROW][C]20[/C][C]0.115928[/C][C]1.0173[/C][C]0.156107[/C][/ROW]
[ROW][C]21[/C][C]0.079336[/C][C]0.6962[/C][C]0.24421[/C][/ROW]
[ROW][C]22[/C][C]-0.310477[/C][C]-2.7244[/C][C]0.003984[/C][/ROW]
[ROW][C]23[/C][C]0.41855[/C][C]3.6728[/C][C]0.00022[/C][/ROW]
[ROW][C]24[/C][C]-0.275257[/C][C]-2.4154[/C][C]0.009045[/C][/ROW]
[ROW][C]25[/C][C]-0.039439[/C][C]-0.3461[/C][C]0.365116[/C][/ROW]
[ROW][C]26[/C][C]0.267681[/C][C]2.3489[/C][C]0.010698[/C][/ROW]
[ROW][C]27[/C][C]-0.223958[/C][C]-1.9652[/C][C]0.026498[/C][/ROW]
[ROW][C]28[/C][C]0.012373[/C][C]0.1086[/C][C]0.456913[/C][/ROW]
[ROW][C]29[/C][C]0.163694[/C][C]1.4364[/C][C]0.077468[/C][/ROW]
[ROW][C]30[/C][C]-0.200553[/C][C]-1.7598[/C][C]0.041203[/C][/ROW]
[ROW][C]31[/C][C]0.095537[/C][C]0.8383[/C][C]0.202219[/C][/ROW]
[ROW][C]32[/C][C]0.083728[/C][C]0.7347[/C][C]0.232375[/C][/ROW]
[ROW][C]33[/C][C]-0.217306[/C][C]-1.9069[/C][C]0.030135[/C][/ROW]
[ROW][C]34[/C][C]0.216134[/C][C]1.8966[/C][C]0.030818[/C][/ROW]
[ROW][C]35[/C][C]-0.142012[/C][C]-1.2461[/C][C]0.108244[/C][/ROW]
[ROW][C]36[/C][C]0.007436[/C][C]0.0652[/C][C]0.474073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68093&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68093&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
1-0.606971-5.32610
20.0021850.01920.492378
30.376743.30590.00072
4-0.369937-3.24620.000866
50.12161.0670.144645
60.1827281.60340.056467
7-0.311312-2.73180.003904
80.1937241.69990.046591
9-0.017904-0.15710.437785
10-0.149121-1.30850.097293
110.2322672.03810.022485
12-0.204834-1.79740.038095
130.0510770.44820.327634
140.049870.43760.331447
15-0.006313-0.05540.477982
16-0.099129-0.86990.193542
170.1289221.13130.130723
18-0.004234-0.03720.485228
19-0.136381-1.19670.117539
200.1159281.01730.156107
210.0793360.69620.24421
22-0.310477-2.72440.003984
230.418553.67280.00022
24-0.275257-2.41540.009045
25-0.039439-0.34610.365116
260.2676812.34890.010698
27-0.223958-1.96520.026498
280.0123730.10860.456913
290.1636941.43640.077468
30-0.200553-1.75980.041203
310.0955370.83830.202219
320.0837280.73470.232375
33-0.217306-1.90690.030135
340.2161341.89660.030818
35-0.142012-1.24610.108244
360.0074360.06520.474073






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.606971-5.32610
2-0.579856-5.08821e-06
30.0641160.56260.287665
40.041610.36510.358007
5-0.01962-0.17220.431881
60.1562641.37120.087146
70.007510.06590.473813
8-0.045526-0.39950.34532
9-0.128653-1.12890.131216
10-0.157725-1.3840.085174
110.0635860.5580.289245
12-0.053259-0.46730.320785
13-0.031166-0.27350.392609
14-0.135362-1.18780.119282
150.1538091.34970.090538
16-0.048335-0.42410.336322
17-0.05516-0.4840.31487
180.1630151.43050.078316
190.0108120.09490.46233
20-0.155722-1.36650.087887
210.090970.79830.213588
22-0.209281-1.83640.035076
230.2231771.95840.026904
24-0.03101-0.27210.393133
25-0.008124-0.07130.471678
26-0.051057-0.4480.327696
270.1663371.45960.074233
28-0.034285-0.30080.38217
29-0.094489-0.82910.204794
300.0555870.48780.313548
310.0307040.26940.39416
32-0.033919-0.29760.383391
33-0.003622-0.03180.487364
34-0.047172-0.41390.340037
35-0.015834-0.13890.444929
36-0.120799-1.060.146228

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.606971 & -5.3261 & 0 \tabularnewline
2 & -0.579856 & -5.0882 & 1e-06 \tabularnewline
3 & 0.064116 & 0.5626 & 0.287665 \tabularnewline
4 & 0.04161 & 0.3651 & 0.358007 \tabularnewline
5 & -0.01962 & -0.1722 & 0.431881 \tabularnewline
6 & 0.156264 & 1.3712 & 0.087146 \tabularnewline
7 & 0.00751 & 0.0659 & 0.473813 \tabularnewline
8 & -0.045526 & -0.3995 & 0.34532 \tabularnewline
9 & -0.128653 & -1.1289 & 0.131216 \tabularnewline
10 & -0.157725 & -1.384 & 0.085174 \tabularnewline
11 & 0.063586 & 0.558 & 0.289245 \tabularnewline
12 & -0.053259 & -0.4673 & 0.320785 \tabularnewline
13 & -0.031166 & -0.2735 & 0.392609 \tabularnewline
14 & -0.135362 & -1.1878 & 0.119282 \tabularnewline
15 & 0.153809 & 1.3497 & 0.090538 \tabularnewline
16 & -0.048335 & -0.4241 & 0.336322 \tabularnewline
17 & -0.05516 & -0.484 & 0.31487 \tabularnewline
18 & 0.163015 & 1.4305 & 0.078316 \tabularnewline
19 & 0.010812 & 0.0949 & 0.46233 \tabularnewline
20 & -0.155722 & -1.3665 & 0.087887 \tabularnewline
21 & 0.09097 & 0.7983 & 0.213588 \tabularnewline
22 & -0.209281 & -1.8364 & 0.035076 \tabularnewline
23 & 0.223177 & 1.9584 & 0.026904 \tabularnewline
24 & -0.03101 & -0.2721 & 0.393133 \tabularnewline
25 & -0.008124 & -0.0713 & 0.471678 \tabularnewline
26 & -0.051057 & -0.448 & 0.327696 \tabularnewline
27 & 0.166337 & 1.4596 & 0.074233 \tabularnewline
28 & -0.034285 & -0.3008 & 0.38217 \tabularnewline
29 & -0.094489 & -0.8291 & 0.204794 \tabularnewline
30 & 0.055587 & 0.4878 & 0.313548 \tabularnewline
31 & 0.030704 & 0.2694 & 0.39416 \tabularnewline
32 & -0.033919 & -0.2976 & 0.383391 \tabularnewline
33 & -0.003622 & -0.0318 & 0.487364 \tabularnewline
34 & -0.047172 & -0.4139 & 0.340037 \tabularnewline
35 & -0.015834 & -0.1389 & 0.444929 \tabularnewline
36 & -0.120799 & -1.06 & 0.146228 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68093&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]-0.606971[/C][C]-5.3261[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.579856[/C][C]-5.0882[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.064116[/C][C]0.5626[/C][C]0.287665[/C][/ROW]
[ROW][C]4[/C][C]0.04161[/C][C]0.3651[/C][C]0.358007[/C][/ROW]
[ROW][C]5[/C][C]-0.01962[/C][C]-0.1722[/C][C]0.431881[/C][/ROW]
[ROW][C]6[/C][C]0.156264[/C][C]1.3712[/C][C]0.087146[/C][/ROW]
[ROW][C]7[/C][C]0.00751[/C][C]0.0659[/C][C]0.473813[/C][/ROW]
[ROW][C]8[/C][C]-0.045526[/C][C]-0.3995[/C][C]0.34532[/C][/ROW]
[ROW][C]9[/C][C]-0.128653[/C][C]-1.1289[/C][C]0.131216[/C][/ROW]
[ROW][C]10[/C][C]-0.157725[/C][C]-1.384[/C][C]0.085174[/C][/ROW]
[ROW][C]11[/C][C]0.063586[/C][C]0.558[/C][C]0.289245[/C][/ROW]
[ROW][C]12[/C][C]-0.053259[/C][C]-0.4673[/C][C]0.320785[/C][/ROW]
[ROW][C]13[/C][C]-0.031166[/C][C]-0.2735[/C][C]0.392609[/C][/ROW]
[ROW][C]14[/C][C]-0.135362[/C][C]-1.1878[/C][C]0.119282[/C][/ROW]
[ROW][C]15[/C][C]0.153809[/C][C]1.3497[/C][C]0.090538[/C][/ROW]
[ROW][C]16[/C][C]-0.048335[/C][C]-0.4241[/C][C]0.336322[/C][/ROW]
[ROW][C]17[/C][C]-0.05516[/C][C]-0.484[/C][C]0.31487[/C][/ROW]
[ROW][C]18[/C][C]0.163015[/C][C]1.4305[/C][C]0.078316[/C][/ROW]
[ROW][C]19[/C][C]0.010812[/C][C]0.0949[/C][C]0.46233[/C][/ROW]
[ROW][C]20[/C][C]-0.155722[/C][C]-1.3665[/C][C]0.087887[/C][/ROW]
[ROW][C]21[/C][C]0.09097[/C][C]0.7983[/C][C]0.213588[/C][/ROW]
[ROW][C]22[/C][C]-0.209281[/C][C]-1.8364[/C][C]0.035076[/C][/ROW]
[ROW][C]23[/C][C]0.223177[/C][C]1.9584[/C][C]0.026904[/C][/ROW]
[ROW][C]24[/C][C]-0.03101[/C][C]-0.2721[/C][C]0.393133[/C][/ROW]
[ROW][C]25[/C][C]-0.008124[/C][C]-0.0713[/C][C]0.471678[/C][/ROW]
[ROW][C]26[/C][C]-0.051057[/C][C]-0.448[/C][C]0.327696[/C][/ROW]
[ROW][C]27[/C][C]0.166337[/C][C]1.4596[/C][C]0.074233[/C][/ROW]
[ROW][C]28[/C][C]-0.034285[/C][C]-0.3008[/C][C]0.38217[/C][/ROW]
[ROW][C]29[/C][C]-0.094489[/C][C]-0.8291[/C][C]0.204794[/C][/ROW]
[ROW][C]30[/C][C]0.055587[/C][C]0.4878[/C][C]0.313548[/C][/ROW]
[ROW][C]31[/C][C]0.030704[/C][C]0.2694[/C][C]0.39416[/C][/ROW]
[ROW][C]32[/C][C]-0.033919[/C][C]-0.2976[/C][C]0.383391[/C][/ROW]
[ROW][C]33[/C][C]-0.003622[/C][C]-0.0318[/C][C]0.487364[/C][/ROW]
[ROW][C]34[/C][C]-0.047172[/C][C]-0.4139[/C][C]0.340037[/C][/ROW]
[ROW][C]35[/C][C]-0.015834[/C][C]-0.1389[/C][C]0.444929[/C][/ROW]
[ROW][C]36[/C][C]-0.120799[/C][C]-1.06[/C][C]0.146228[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68093&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68093&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
1-0.606971-5.32610
2-0.579856-5.08821e-06
30.0641160.56260.287665
40.041610.36510.358007
5-0.01962-0.17220.431881
60.1562641.37120.087146
70.007510.06590.473813
8-0.045526-0.39950.34532
9-0.128653-1.12890.131216
10-0.157725-1.3840.085174
110.0635860.5580.289245
12-0.053259-0.46730.320785
13-0.031166-0.27350.392609
14-0.135362-1.18780.119282
150.1538091.34970.090538
16-0.048335-0.42410.336322
17-0.05516-0.4840.31487
180.1630151.43050.078316
190.0108120.09490.46233
20-0.155722-1.36650.087887
210.090970.79830.213588
22-0.209281-1.83640.035076
230.2231771.95840.026904
24-0.03101-0.27210.393133
25-0.008124-0.07130.471678
26-0.051057-0.4480.327696
270.1663371.45960.074233
28-0.034285-0.30080.38217
29-0.094489-0.82910.204794
300.0555870.48780.313548
310.0307040.26940.39416
32-0.033919-0.29760.383391
33-0.003622-0.03180.487364
34-0.047172-0.41390.340037
35-0.015834-0.13890.444929
36-0.120799-1.060.146228


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')