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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 09:06:47 -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/t12609796772980lkkyk3iw9uf.htm/, Retrieved Tue, 30 Apr 2024 15:31:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68451, Retrieved Tue, 30 Apr 2024 15:31:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159

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] [3425351e86519d261a643e224a0c8ee1]
-   PD                      [(Partial) Autocorrelation Function] [D=0 d=1] [2009-12-16 16:06:47] [17416e80e7873ecccac25c455c5f767e] [Current]
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 0] [2009-12-21 01:13:47] [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 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=68451&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=68451&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68451&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
1-0.432916-4.4999e-06
20.0424320.4410.330059
3-0.016114-0.16750.43366
40.0293460.3050.380489
5-0.425751-4.42451.2e-05
60.7978578.29160
7-0.427689-4.44471.1e-05
80.0059460.06180.47542
9-0.023312-0.24230.404518
100.008080.0840.466616
11-0.352388-3.66210.000195
120.7487657.78140
13-0.409369-4.25432.2e-05
140.000690.00720.497145
15-0.002662-0.02770.488989
16-0.008245-0.08570.46594
17-0.378291-3.93137.5e-05
180.7092877.37110
19-0.383248-3.98286.2e-05
20-0.00019-0.0020.499214
21-0.013497-0.14030.444355
220.04220.43860.330931
23-0.350879-3.64640.000205
240.6973077.24660
25-0.33873-3.52020.000316
260.026750.2780.390774
27-0.020901-0.21720.414225
280.0114350.11880.452814
29-0.328727-3.41620.000448
300.6246116.49110
31-0.337614-3.50860.000329
320.0193850.20150.420361
33-0.003541-0.03680.485357
340.0029710.03090.487712
35-0.287294-2.98560.001751
360.601416.250

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.432916 & -4.499 & 9e-06 \tabularnewline
2 & 0.042432 & 0.441 & 0.330059 \tabularnewline
3 & -0.016114 & -0.1675 & 0.43366 \tabularnewline
4 & 0.029346 & 0.305 & 0.380489 \tabularnewline
5 & -0.425751 & -4.4245 & 1.2e-05 \tabularnewline
6 & 0.797857 & 8.2916 & 0 \tabularnewline
7 & -0.427689 & -4.4447 & 1.1e-05 \tabularnewline
8 & 0.005946 & 0.0618 & 0.47542 \tabularnewline
9 & -0.023312 & -0.2423 & 0.404518 \tabularnewline
10 & 0.00808 & 0.084 & 0.466616 \tabularnewline
11 & -0.352388 & -3.6621 & 0.000195 \tabularnewline
12 & 0.748765 & 7.7814 & 0 \tabularnewline
13 & -0.409369 & -4.2543 & 2.2e-05 \tabularnewline
14 & 0.00069 & 0.0072 & 0.497145 \tabularnewline
15 & -0.002662 & -0.0277 & 0.488989 \tabularnewline
16 & -0.008245 & -0.0857 & 0.46594 \tabularnewline
17 & -0.378291 & -3.9313 & 7.5e-05 \tabularnewline
18 & 0.709287 & 7.3711 & 0 \tabularnewline
19 & -0.383248 & -3.9828 & 6.2e-05 \tabularnewline
20 & -0.00019 & -0.002 & 0.499214 \tabularnewline
21 & -0.013497 & -0.1403 & 0.444355 \tabularnewline
22 & 0.0422 & 0.4386 & 0.330931 \tabularnewline
23 & -0.350879 & -3.6464 & 0.000205 \tabularnewline
24 & 0.697307 & 7.2466 & 0 \tabularnewline
25 & -0.33873 & -3.5202 & 0.000316 \tabularnewline
26 & 0.02675 & 0.278 & 0.390774 \tabularnewline
27 & -0.020901 & -0.2172 & 0.414225 \tabularnewline
28 & 0.011435 & 0.1188 & 0.452814 \tabularnewline
29 & -0.328727 & -3.4162 & 0.000448 \tabularnewline
30 & 0.624611 & 6.4911 & 0 \tabularnewline
31 & -0.337614 & -3.5086 & 0.000329 \tabularnewline
32 & 0.019385 & 0.2015 & 0.420361 \tabularnewline
33 & -0.003541 & -0.0368 & 0.485357 \tabularnewline
34 & 0.002971 & 0.0309 & 0.487712 \tabularnewline
35 & -0.287294 & -2.9856 & 0.001751 \tabularnewline
36 & 0.60141 & 6.25 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68451&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]-0.432916[/C][C]-4.499[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.042432[/C][C]0.441[/C][C]0.330059[/C][/ROW]
[ROW][C]3[/C][C]-0.016114[/C][C]-0.1675[/C][C]0.43366[/C][/ROW]
[ROW][C]4[/C][C]0.029346[/C][C]0.305[/C][C]0.380489[/C][/ROW]
[ROW][C]5[/C][C]-0.425751[/C][C]-4.4245[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.797857[/C][C]8.2916[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.427689[/C][C]-4.4447[/C][C]1.1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.005946[/C][C]0.0618[/C][C]0.47542[/C][/ROW]
[ROW][C]9[/C][C]-0.023312[/C][C]-0.2423[/C][C]0.404518[/C][/ROW]
[ROW][C]10[/C][C]0.00808[/C][C]0.084[/C][C]0.466616[/C][/ROW]
[ROW][C]11[/C][C]-0.352388[/C][C]-3.6621[/C][C]0.000195[/C][/ROW]
[ROW][C]12[/C][C]0.748765[/C][C]7.7814[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.409369[/C][C]-4.2543[/C][C]2.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.00069[/C][C]0.0072[/C][C]0.497145[/C][/ROW]
[ROW][C]15[/C][C]-0.002662[/C][C]-0.0277[/C][C]0.488989[/C][/ROW]
[ROW][C]16[/C][C]-0.008245[/C][C]-0.0857[/C][C]0.46594[/C][/ROW]
[ROW][C]17[/C][C]-0.378291[/C][C]-3.9313[/C][C]7.5e-05[/C][/ROW]
[ROW][C]18[/C][C]0.709287[/C][C]7.3711[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.383248[/C][C]-3.9828[/C][C]6.2e-05[/C][/ROW]
[ROW][C]20[/C][C]-0.00019[/C][C]-0.002[/C][C]0.499214[/C][/ROW]
[ROW][C]21[/C][C]-0.013497[/C][C]-0.1403[/C][C]0.444355[/C][/ROW]
[ROW][C]22[/C][C]0.0422[/C][C]0.4386[/C][C]0.330931[/C][/ROW]
[ROW][C]23[/C][C]-0.350879[/C][C]-3.6464[/C][C]0.000205[/C][/ROW]
[ROW][C]24[/C][C]0.697307[/C][C]7.2466[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.33873[/C][C]-3.5202[/C][C]0.000316[/C][/ROW]
[ROW][C]26[/C][C]0.02675[/C][C]0.278[/C][C]0.390774[/C][/ROW]
[ROW][C]27[/C][C]-0.020901[/C][C]-0.2172[/C][C]0.414225[/C][/ROW]
[ROW][C]28[/C][C]0.011435[/C][C]0.1188[/C][C]0.452814[/C][/ROW]
[ROW][C]29[/C][C]-0.328727[/C][C]-3.4162[/C][C]0.000448[/C][/ROW]
[ROW][C]30[/C][C]0.624611[/C][C]6.4911[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.337614[/C][C]-3.5086[/C][C]0.000329[/C][/ROW]
[ROW][C]32[/C][C]0.019385[/C][C]0.2015[/C][C]0.420361[/C][/ROW]
[ROW][C]33[/C][C]-0.003541[/C][C]-0.0368[/C][C]0.485357[/C][/ROW]
[ROW][C]34[/C][C]0.002971[/C][C]0.0309[/C][C]0.487712[/C][/ROW]
[ROW][C]35[/C][C]-0.287294[/C][C]-2.9856[/C][C]0.001751[/C][/ROW]
[ROW][C]36[/C][C]0.60141[/C][C]6.25[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68451&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68451&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
1-0.432916-4.4999e-06
20.0424320.4410.330059
3-0.016114-0.16750.43366
40.0293460.3050.380489
5-0.425751-4.42451.2e-05
60.7978578.29160
7-0.427689-4.44471.1e-05
80.0059460.06180.47542
9-0.023312-0.24230.404518
100.008080.0840.466616
11-0.352388-3.66210.000195
120.7487657.78140
13-0.409369-4.25432.2e-05
140.000690.00720.497145
15-0.002662-0.02770.488989
16-0.008245-0.08570.46594
17-0.378291-3.93137.5e-05
180.7092877.37110
19-0.383248-3.98286.2e-05
20-0.00019-0.0020.499214
21-0.013497-0.14030.444355
220.04220.43860.330931
23-0.350879-3.64640.000205
240.6973077.24660
25-0.33873-3.52020.000316
260.026750.2780.390774
27-0.020901-0.21720.414225
280.0114350.11880.452814
29-0.328727-3.41620.000448
300.6246116.49110
31-0.337614-3.50860.000329
320.0193850.20150.420361
33-0.003541-0.03680.485357
340.0029710.03090.487712
35-0.287294-2.98560.001751
360.601416.250






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.432916-4.4999e-06
2-0.178424-1.85420.033217
3-0.09115-0.94730.17281
4-0.011604-0.12060.452117
5-0.53179-5.52650
60.6390126.64080
7-0.082313-0.85540.197105
8-0.204769-2.1280.017805
9-0.129858-1.34950.089995
10-0.147725-1.53520.063829
110.0255310.26530.39563
120.2554422.65460.00457
13-0.04521-0.46980.319711
14-0.118656-1.23310.110106
15-0.052863-0.54940.291942
16-0.063329-0.65810.255927
17-0.251609-2.61480.005102
180.0223310.23210.408461
190.0409970.4260.33546
20-0.017834-0.18530.426658
21-0.135308-1.40620.081274
220.0184920.19220.423981
23-0.034176-0.35520.361579
240.0694780.7220.235918
250.0958040.99560.160829
260.0519730.54010.295113
27-0.023537-0.24460.403613
28-0.110183-1.14510.127358
290.0023530.02450.490267
30-0.095079-0.98810.162658
31-0.057045-0.59280.277267
320.0433260.45030.326714
330.0250680.26050.397482
34-0.058725-0.61030.271477
350.0067860.07050.471956
360.0239940.24940.40178

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.432916 & -4.499 & 9e-06 \tabularnewline
2 & -0.178424 & -1.8542 & 0.033217 \tabularnewline
3 & -0.09115 & -0.9473 & 0.17281 \tabularnewline
4 & -0.011604 & -0.1206 & 0.452117 \tabularnewline
5 & -0.53179 & -5.5265 & 0 \tabularnewline
6 & 0.639012 & 6.6408 & 0 \tabularnewline
7 & -0.082313 & -0.8554 & 0.197105 \tabularnewline
8 & -0.204769 & -2.128 & 0.017805 \tabularnewline
9 & -0.129858 & -1.3495 & 0.089995 \tabularnewline
10 & -0.147725 & -1.5352 & 0.063829 \tabularnewline
11 & 0.025531 & 0.2653 & 0.39563 \tabularnewline
12 & 0.255442 & 2.6546 & 0.00457 \tabularnewline
13 & -0.04521 & -0.4698 & 0.319711 \tabularnewline
14 & -0.118656 & -1.2331 & 0.110106 \tabularnewline
15 & -0.052863 & -0.5494 & 0.291942 \tabularnewline
16 & -0.063329 & -0.6581 & 0.255927 \tabularnewline
17 & -0.251609 & -2.6148 & 0.005102 \tabularnewline
18 & 0.022331 & 0.2321 & 0.408461 \tabularnewline
19 & 0.040997 & 0.426 & 0.33546 \tabularnewline
20 & -0.017834 & -0.1853 & 0.426658 \tabularnewline
21 & -0.135308 & -1.4062 & 0.081274 \tabularnewline
22 & 0.018492 & 0.1922 & 0.423981 \tabularnewline
23 & -0.034176 & -0.3552 & 0.361579 \tabularnewline
24 & 0.069478 & 0.722 & 0.235918 \tabularnewline
25 & 0.095804 & 0.9956 & 0.160829 \tabularnewline
26 & 0.051973 & 0.5401 & 0.295113 \tabularnewline
27 & -0.023537 & -0.2446 & 0.403613 \tabularnewline
28 & -0.110183 & -1.1451 & 0.127358 \tabularnewline
29 & 0.002353 & 0.0245 & 0.490267 \tabularnewline
30 & -0.095079 & -0.9881 & 0.162658 \tabularnewline
31 & -0.057045 & -0.5928 & 0.277267 \tabularnewline
32 & 0.043326 & 0.4503 & 0.326714 \tabularnewline
33 & 0.025068 & 0.2605 & 0.397482 \tabularnewline
34 & -0.058725 & -0.6103 & 0.271477 \tabularnewline
35 & 0.006786 & 0.0705 & 0.471956 \tabularnewline
36 & 0.023994 & 0.2494 & 0.40178 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68451&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]-0.432916[/C][C]-4.499[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.178424[/C][C]-1.8542[/C][C]0.033217[/C][/ROW]
[ROW][C]3[/C][C]-0.09115[/C][C]-0.9473[/C][C]0.17281[/C][/ROW]
[ROW][C]4[/C][C]-0.011604[/C][C]-0.1206[/C][C]0.452117[/C][/ROW]
[ROW][C]5[/C][C]-0.53179[/C][C]-5.5265[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.639012[/C][C]6.6408[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.082313[/C][C]-0.8554[/C][C]0.197105[/C][/ROW]
[ROW][C]8[/C][C]-0.204769[/C][C]-2.128[/C][C]0.017805[/C][/ROW]
[ROW][C]9[/C][C]-0.129858[/C][C]-1.3495[/C][C]0.089995[/C][/ROW]
[ROW][C]10[/C][C]-0.147725[/C][C]-1.5352[/C][C]0.063829[/C][/ROW]
[ROW][C]11[/C][C]0.025531[/C][C]0.2653[/C][C]0.39563[/C][/ROW]
[ROW][C]12[/C][C]0.255442[/C][C]2.6546[/C][C]0.00457[/C][/ROW]
[ROW][C]13[/C][C]-0.04521[/C][C]-0.4698[/C][C]0.319711[/C][/ROW]
[ROW][C]14[/C][C]-0.118656[/C][C]-1.2331[/C][C]0.110106[/C][/ROW]
[ROW][C]15[/C][C]-0.052863[/C][C]-0.5494[/C][C]0.291942[/C][/ROW]
[ROW][C]16[/C][C]-0.063329[/C][C]-0.6581[/C][C]0.255927[/C][/ROW]
[ROW][C]17[/C][C]-0.251609[/C][C]-2.6148[/C][C]0.005102[/C][/ROW]
[ROW][C]18[/C][C]0.022331[/C][C]0.2321[/C][C]0.408461[/C][/ROW]
[ROW][C]19[/C][C]0.040997[/C][C]0.426[/C][C]0.33546[/C][/ROW]
[ROW][C]20[/C][C]-0.017834[/C][C]-0.1853[/C][C]0.426658[/C][/ROW]
[ROW][C]21[/C][C]-0.135308[/C][C]-1.4062[/C][C]0.081274[/C][/ROW]
[ROW][C]22[/C][C]0.018492[/C][C]0.1922[/C][C]0.423981[/C][/ROW]
[ROW][C]23[/C][C]-0.034176[/C][C]-0.3552[/C][C]0.361579[/C][/ROW]
[ROW][C]24[/C][C]0.069478[/C][C]0.722[/C][C]0.235918[/C][/ROW]
[ROW][C]25[/C][C]0.095804[/C][C]0.9956[/C][C]0.160829[/C][/ROW]
[ROW][C]26[/C][C]0.051973[/C][C]0.5401[/C][C]0.295113[/C][/ROW]
[ROW][C]27[/C][C]-0.023537[/C][C]-0.2446[/C][C]0.403613[/C][/ROW]
[ROW][C]28[/C][C]-0.110183[/C][C]-1.1451[/C][C]0.127358[/C][/ROW]
[ROW][C]29[/C][C]0.002353[/C][C]0.0245[/C][C]0.490267[/C][/ROW]
[ROW][C]30[/C][C]-0.095079[/C][C]-0.9881[/C][C]0.162658[/C][/ROW]
[ROW][C]31[/C][C]-0.057045[/C][C]-0.5928[/C][C]0.277267[/C][/ROW]
[ROW][C]32[/C][C]0.043326[/C][C]0.4503[/C][C]0.326714[/C][/ROW]
[ROW][C]33[/C][C]0.025068[/C][C]0.2605[/C][C]0.397482[/C][/ROW]
[ROW][C]34[/C][C]-0.058725[/C][C]-0.6103[/C][C]0.271477[/C][/ROW]
[ROW][C]35[/C][C]0.006786[/C][C]0.0705[/C][C]0.471956[/C][/ROW]
[ROW][C]36[/C][C]0.023994[/C][C]0.2494[/C][C]0.40178[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68451&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68451&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
1-0.432916-4.4999e-06
2-0.178424-1.85420.033217
3-0.09115-0.94730.17281
4-0.011604-0.12060.452117
5-0.53179-5.52650
60.6390126.64080
7-0.082313-0.85540.197105
8-0.204769-2.1280.017805
9-0.129858-1.34950.089995
10-0.147725-1.53520.063829
110.0255310.26530.39563
120.2554422.65460.00457
13-0.04521-0.46980.319711
14-0.118656-1.23310.110106
15-0.052863-0.54940.291942
16-0.063329-0.65810.255927
17-0.251609-2.61480.005102
180.0223310.23210.408461
190.0409970.4260.33546
20-0.017834-0.18530.426658
21-0.135308-1.40620.081274
220.0184920.19220.423981
23-0.034176-0.35520.361579
240.0694780.7220.235918
250.0958040.99560.160829
260.0519730.54010.295113
27-0.023537-0.24460.403613
28-0.110183-1.14510.127358
290.0023530.02450.490267
30-0.095079-0.98810.162658
31-0.057045-0.59280.277267
320.0433260.45030.326714
330.0250680.26050.397482
34-0.058725-0.61030.271477
350.0067860.07050.471956
360.0239940.24940.40178


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')