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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 computationWed, 16 Dec 2009 08:57:43 -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/16/t1260979109qt39zsgq838las6.htm/, Retrieved Tue, 30 Apr 2024 14:53:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68446, Retrieved Tue, 30 Apr 2024 14:53:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144

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]
-    D                    [(Partial) Autocorrelation Function] [] [2009-12-16 15:57:43] [17416e80e7873ecccac25c455c5f767e] [Current]
-   PD                      [(Partial) Autocorrelation Function] [D=0 d=1] [2009-12-16 16:06:47] [3425351e86519d261a643e224a0c8ee1]
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 0] [2009-12-21 01:13:47] [76ab39dc7a55316678260825bd5ad46c]
-   PD                      [(Partial) Autocorrelation Function] [D=1 d=1] [2009-12-16 16:10:37] [3425351e86519d261a643e224a0c8ee1]
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 1] [2009-12-21 01:28:39] [76ab39dc7a55316678260825bd5ad46c]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
91,98
91,72
90,27
91,89
92,07
92,92
93,34
93,6
92,41
93,6
93,77
93,6
93,6
93,51
92,66
94,2
94,37
94,45
94,62
94,37
93,43
94,79
94,88
94,79
94,62
94,71
93,77
95,73
95,99
95,82
95,47
95,82
94,71
96,33
96,5
96,16
96,33
96,33
95,05
96,84
96,92
97,44
97,78
97,69
96,67
98,29
98,2
98,71
98,54
98,2
96,92
99,06
99,65
99,82
99,99
100,33
99,31
101,1
101,1
100,93
100,85
100,93
99,6
101,88
101,81
102,38
102,74
102,82
101,72
103,47
102,98
102,68
102,9
103,03
101,29
103,69
103,68
104,2
104,08
104,16
103,05
104,66
104,46
104,95
105,85
106,23
104,86
107,44
108,23
108,45
109,39
110,15
109,13
110,28
110,17
109,99
109,26
109,11
107,06
109,53
108,92
109,24
109,12
109
107,23
109,49
109,04
109,02
109,23

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68446&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]2 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=68446&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68446&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.96492910.07420
20.9411069.82540
30.9118519.520
40.8848669.23830
50.8623959.00370
60.8486378.860
70.8125038.48280
80.7878838.22570
90.7603557.93830
100.7339387.66250
110.7131697.44570
120.6959947.26640
130.6567346.85650
140.626076.53640
150.59216.18170
160.5606665.85350
170.5319465.55370
180.5106315.33110
190.4709884.91732e-06
200.4430584.62575e-06
210.4127124.30881.8e-05
220.3871364.04185e-05
230.3664063.82540.000109
240.3511993.66660.000191
250.3163823.30310.000647
260.2928483.05740.001404
270.2669562.78710.003138
280.2450872.55880.005938
290.2269922.36990.009776
300.2143572.2380.013629
310.1830561.91120.029305
320.1611121.68210.04771
330.136731.42750.078147
340.1156021.20690.115037
350.1002981.04710.148674
360.087360.91210.181872

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964929 & 10.0742 & 0 \tabularnewline
2 & 0.941106 & 9.8254 & 0 \tabularnewline
3 & 0.911851 & 9.52 & 0 \tabularnewline
4 & 0.884866 & 9.2383 & 0 \tabularnewline
5 & 0.862395 & 9.0037 & 0 \tabularnewline
6 & 0.848637 & 8.86 & 0 \tabularnewline
7 & 0.812503 & 8.4828 & 0 \tabularnewline
8 & 0.787883 & 8.2257 & 0 \tabularnewline
9 & 0.760355 & 7.9383 & 0 \tabularnewline
10 & 0.733938 & 7.6625 & 0 \tabularnewline
11 & 0.713169 & 7.4457 & 0 \tabularnewline
12 & 0.695994 & 7.2664 & 0 \tabularnewline
13 & 0.656734 & 6.8565 & 0 \tabularnewline
14 & 0.62607 & 6.5364 & 0 \tabularnewline
15 & 0.5921 & 6.1817 & 0 \tabularnewline
16 & 0.560666 & 5.8535 & 0 \tabularnewline
17 & 0.531946 & 5.5537 & 0 \tabularnewline
18 & 0.510631 & 5.3311 & 0 \tabularnewline
19 & 0.470988 & 4.9173 & 2e-06 \tabularnewline
20 & 0.443058 & 4.6257 & 5e-06 \tabularnewline
21 & 0.412712 & 4.3088 & 1.8e-05 \tabularnewline
22 & 0.387136 & 4.0418 & 5e-05 \tabularnewline
23 & 0.366406 & 3.8254 & 0.000109 \tabularnewline
24 & 0.351199 & 3.6666 & 0.000191 \tabularnewline
25 & 0.316382 & 3.3031 & 0.000647 \tabularnewline
26 & 0.292848 & 3.0574 & 0.001404 \tabularnewline
27 & 0.266956 & 2.7871 & 0.003138 \tabularnewline
28 & 0.245087 & 2.5588 & 0.005938 \tabularnewline
29 & 0.226992 & 2.3699 & 0.009776 \tabularnewline
30 & 0.214357 & 2.238 & 0.013629 \tabularnewline
31 & 0.183056 & 1.9112 & 0.029305 \tabularnewline
32 & 0.161112 & 1.6821 & 0.04771 \tabularnewline
33 & 0.13673 & 1.4275 & 0.078147 \tabularnewline
34 & 0.115602 & 1.2069 & 0.115037 \tabularnewline
35 & 0.100298 & 1.0471 & 0.148674 \tabularnewline
36 & 0.08736 & 0.9121 & 0.181872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68446&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]0.964929[/C][C]10.0742[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.941106[/C][C]9.8254[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.911851[/C][C]9.52[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.884866[/C][C]9.2383[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.862395[/C][C]9.0037[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.848637[/C][C]8.86[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.812503[/C][C]8.4828[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.787883[/C][C]8.2257[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.760355[/C][C]7.9383[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.733938[/C][C]7.6625[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.713169[/C][C]7.4457[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.695994[/C][C]7.2664[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.656734[/C][C]6.8565[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.62607[/C][C]6.5364[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.5921[/C][C]6.1817[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.560666[/C][C]5.8535[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.531946[/C][C]5.5537[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.510631[/C][C]5.3311[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.470988[/C][C]4.9173[/C][C]2e-06[/C][/ROW]
[ROW][C]20[/C][C]0.443058[/C][C]4.6257[/C][C]5e-06[/C][/ROW]
[ROW][C]21[/C][C]0.412712[/C][C]4.3088[/C][C]1.8e-05[/C][/ROW]
[ROW][C]22[/C][C]0.387136[/C][C]4.0418[/C][C]5e-05[/C][/ROW]
[ROW][C]23[/C][C]0.366406[/C][C]3.8254[/C][C]0.000109[/C][/ROW]
[ROW][C]24[/C][C]0.351199[/C][C]3.6666[/C][C]0.000191[/C][/ROW]
[ROW][C]25[/C][C]0.316382[/C][C]3.3031[/C][C]0.000647[/C][/ROW]
[ROW][C]26[/C][C]0.292848[/C][C]3.0574[/C][C]0.001404[/C][/ROW]
[ROW][C]27[/C][C]0.266956[/C][C]2.7871[/C][C]0.003138[/C][/ROW]
[ROW][C]28[/C][C]0.245087[/C][C]2.5588[/C][C]0.005938[/C][/ROW]
[ROW][C]29[/C][C]0.226992[/C][C]2.3699[/C][C]0.009776[/C][/ROW]
[ROW][C]30[/C][C]0.214357[/C][C]2.238[/C][C]0.013629[/C][/ROW]
[ROW][C]31[/C][C]0.183056[/C][C]1.9112[/C][C]0.029305[/C][/ROW]
[ROW][C]32[/C][C]0.161112[/C][C]1.6821[/C][C]0.04771[/C][/ROW]
[ROW][C]33[/C][C]0.13673[/C][C]1.4275[/C][C]0.078147[/C][/ROW]
[ROW][C]34[/C][C]0.115602[/C][C]1.2069[/C][C]0.115037[/C][/ROW]
[ROW][C]35[/C][C]0.100298[/C][C]1.0471[/C][C]0.148674[/C][/ROW]
[ROW][C]36[/C][C]0.08736[/C][C]0.9121[/C][C]0.181872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68446&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68446&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
10.96492910.07420
20.9411069.82540
30.9118519.520
40.8848669.23830
50.8623959.00370
60.8486378.860
70.8125038.48280
80.7878838.22570
90.7603557.93830
100.7339387.66250
110.7131697.44570
120.6959947.26640
130.6567346.85650
140.626076.53640
150.59216.18170
160.5606665.85350
170.5319465.55370
180.5106315.33110
190.4709884.91732e-06
200.4430584.62575e-06
210.4127124.30881.8e-05
220.3871364.04185e-05
230.3664063.82540.000109
240.3511993.66660.000191
250.3163823.30310.000647
260.2928483.05740.001404
270.2669562.78710.003138
280.2450872.55880.005938
290.2269922.36990.009776
300.2143572.2380.013629
310.1830561.91120.029305
320.1611121.68210.04771
330.136731.42750.078147
340.1156021.20690.115037
350.1002981.04710.148674
360.087360.91210.181872






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.96492910.07420
20.1453831.51780.065975
3-0.066865-0.69810.243304
4-0.002149-0.02240.491069
50.0639370.66750.252925
60.1370711.43110.077636
7-0.314671-3.28530.000685
80.0583660.60940.271779
90.0387040.40410.343473
10-0.010803-0.11280.455205
110.035610.37180.355391
120.0118920.12420.450709
13-0.251451-2.62520.004951
14-0.021861-0.22820.409943
150.0303710.31710.375895
160.0121310.12670.449725
17-0.064548-0.67390.250902
180.0627920.65560.256743
19-0.131198-1.36970.08679
200.0253060.26420.396062
210.0416110.43440.332419
220.0405750.42360.33634
230.0038370.04010.484061
240.0250130.26110.397237
25-0.138913-1.45030.074924
260.0218270.22790.410081
270.054990.57410.283538
280.0215080.22460.411373
29-0.035033-0.36580.357627
300.0245860.25670.398951
31-0.110933-1.15820.124663
32-0.033086-0.34540.36522
330.0394870.41230.340479
34-0.004518-0.04720.481234
35-0.009977-0.10420.458616
36-0.030678-0.32030.374681

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964929 & 10.0742 & 0 \tabularnewline
2 & 0.145383 & 1.5178 & 0.065975 \tabularnewline
3 & -0.066865 & -0.6981 & 0.243304 \tabularnewline
4 & -0.002149 & -0.0224 & 0.491069 \tabularnewline
5 & 0.063937 & 0.6675 & 0.252925 \tabularnewline
6 & 0.137071 & 1.4311 & 0.077636 \tabularnewline
7 & -0.314671 & -3.2853 & 0.000685 \tabularnewline
8 & 0.058366 & 0.6094 & 0.271779 \tabularnewline
9 & 0.038704 & 0.4041 & 0.343473 \tabularnewline
10 & -0.010803 & -0.1128 & 0.455205 \tabularnewline
11 & 0.03561 & 0.3718 & 0.355391 \tabularnewline
12 & 0.011892 & 0.1242 & 0.450709 \tabularnewline
13 & -0.251451 & -2.6252 & 0.004951 \tabularnewline
14 & -0.021861 & -0.2282 & 0.409943 \tabularnewline
15 & 0.030371 & 0.3171 & 0.375895 \tabularnewline
16 & 0.012131 & 0.1267 & 0.449725 \tabularnewline
17 & -0.064548 & -0.6739 & 0.250902 \tabularnewline
18 & 0.062792 & 0.6556 & 0.256743 \tabularnewline
19 & -0.131198 & -1.3697 & 0.08679 \tabularnewline
20 & 0.025306 & 0.2642 & 0.396062 \tabularnewline
21 & 0.041611 & 0.4344 & 0.332419 \tabularnewline
22 & 0.040575 & 0.4236 & 0.33634 \tabularnewline
23 & 0.003837 & 0.0401 & 0.484061 \tabularnewline
24 & 0.025013 & 0.2611 & 0.397237 \tabularnewline
25 & -0.138913 & -1.4503 & 0.074924 \tabularnewline
26 & 0.021827 & 0.2279 & 0.410081 \tabularnewline
27 & 0.05499 & 0.5741 & 0.283538 \tabularnewline
28 & 0.021508 & 0.2246 & 0.411373 \tabularnewline
29 & -0.035033 & -0.3658 & 0.357627 \tabularnewline
30 & 0.024586 & 0.2567 & 0.398951 \tabularnewline
31 & -0.110933 & -1.1582 & 0.124663 \tabularnewline
32 & -0.033086 & -0.3454 & 0.36522 \tabularnewline
33 & 0.039487 & 0.4123 & 0.340479 \tabularnewline
34 & -0.004518 & -0.0472 & 0.481234 \tabularnewline
35 & -0.009977 & -0.1042 & 0.458616 \tabularnewline
36 & -0.030678 & -0.3203 & 0.374681 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68446&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]0.964929[/C][C]10.0742[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.145383[/C][C]1.5178[/C][C]0.065975[/C][/ROW]
[ROW][C]3[/C][C]-0.066865[/C][C]-0.6981[/C][C]0.243304[/C][/ROW]
[ROW][C]4[/C][C]-0.002149[/C][C]-0.0224[/C][C]0.491069[/C][/ROW]
[ROW][C]5[/C][C]0.063937[/C][C]0.6675[/C][C]0.252925[/C][/ROW]
[ROW][C]6[/C][C]0.137071[/C][C]1.4311[/C][C]0.077636[/C][/ROW]
[ROW][C]7[/C][C]-0.314671[/C][C]-3.2853[/C][C]0.000685[/C][/ROW]
[ROW][C]8[/C][C]0.058366[/C][C]0.6094[/C][C]0.271779[/C][/ROW]
[ROW][C]9[/C][C]0.038704[/C][C]0.4041[/C][C]0.343473[/C][/ROW]
[ROW][C]10[/C][C]-0.010803[/C][C]-0.1128[/C][C]0.455205[/C][/ROW]
[ROW][C]11[/C][C]0.03561[/C][C]0.3718[/C][C]0.355391[/C][/ROW]
[ROW][C]12[/C][C]0.011892[/C][C]0.1242[/C][C]0.450709[/C][/ROW]
[ROW][C]13[/C][C]-0.251451[/C][C]-2.6252[/C][C]0.004951[/C][/ROW]
[ROW][C]14[/C][C]-0.021861[/C][C]-0.2282[/C][C]0.409943[/C][/ROW]
[ROW][C]15[/C][C]0.030371[/C][C]0.3171[/C][C]0.375895[/C][/ROW]
[ROW][C]16[/C][C]0.012131[/C][C]0.1267[/C][C]0.449725[/C][/ROW]
[ROW][C]17[/C][C]-0.064548[/C][C]-0.6739[/C][C]0.250902[/C][/ROW]
[ROW][C]18[/C][C]0.062792[/C][C]0.6556[/C][C]0.256743[/C][/ROW]
[ROW][C]19[/C][C]-0.131198[/C][C]-1.3697[/C][C]0.08679[/C][/ROW]
[ROW][C]20[/C][C]0.025306[/C][C]0.2642[/C][C]0.396062[/C][/ROW]
[ROW][C]21[/C][C]0.041611[/C][C]0.4344[/C][C]0.332419[/C][/ROW]
[ROW][C]22[/C][C]0.040575[/C][C]0.4236[/C][C]0.33634[/C][/ROW]
[ROW][C]23[/C][C]0.003837[/C][C]0.0401[/C][C]0.484061[/C][/ROW]
[ROW][C]24[/C][C]0.025013[/C][C]0.2611[/C][C]0.397237[/C][/ROW]
[ROW][C]25[/C][C]-0.138913[/C][C]-1.4503[/C][C]0.074924[/C][/ROW]
[ROW][C]26[/C][C]0.021827[/C][C]0.2279[/C][C]0.410081[/C][/ROW]
[ROW][C]27[/C][C]0.05499[/C][C]0.5741[/C][C]0.283538[/C][/ROW]
[ROW][C]28[/C][C]0.021508[/C][C]0.2246[/C][C]0.411373[/C][/ROW]
[ROW][C]29[/C][C]-0.035033[/C][C]-0.3658[/C][C]0.357627[/C][/ROW]
[ROW][C]30[/C][C]0.024586[/C][C]0.2567[/C][C]0.398951[/C][/ROW]
[ROW][C]31[/C][C]-0.110933[/C][C]-1.1582[/C][C]0.124663[/C][/ROW]
[ROW][C]32[/C][C]-0.033086[/C][C]-0.3454[/C][C]0.36522[/C][/ROW]
[ROW][C]33[/C][C]0.039487[/C][C]0.4123[/C][C]0.340479[/C][/ROW]
[ROW][C]34[/C][C]-0.004518[/C][C]-0.0472[/C][C]0.481234[/C][/ROW]
[ROW][C]35[/C][C]-0.009977[/C][C]-0.1042[/C][C]0.458616[/C][/ROW]
[ROW][C]36[/C][C]-0.030678[/C][C]-0.3203[/C][C]0.374681[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68446&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68446&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
10.96492910.07420
20.1453831.51780.065975
3-0.066865-0.69810.243304
4-0.002149-0.02240.491069
50.0639370.66750.252925
60.1370711.43110.077636
7-0.314671-3.28530.000685
80.0583660.60940.271779
90.0387040.40410.343473
10-0.010803-0.11280.455205
110.035610.37180.355391
120.0118920.12420.450709
13-0.251451-2.62520.004951
14-0.021861-0.22820.409943
150.0303710.31710.375895
160.0121310.12670.449725
17-0.064548-0.67390.250902
180.0627920.65560.256743
19-0.131198-1.36970.08679
200.0253060.26420.396062
210.0416110.43440.332419
220.0405750.42360.33634
230.0038370.04010.484061
240.0250130.26110.397237
25-0.138913-1.45030.074924
260.0218270.22790.410081
270.054990.57410.283538
280.0215080.22460.411373
29-0.035033-0.36580.357627
300.0245860.25670.398951
31-0.110933-1.15820.124663
32-0.033086-0.34540.36522
330.0394870.41230.340479
34-0.004518-0.04720.481234
35-0.009977-0.10420.458616
36-0.030678-0.32030.374681


Figures (Output of Computation)

Input Parameters & R Code

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