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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 09:10:37 -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/t12609799014tiwdzxcaum3l2t.htm/, Retrieved Tue, 30 Apr 2024 11:17:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68452, Retrieved Tue, 30 Apr 2024 11:17:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact141

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=1 d=1] [2009-12-16 16:10:37] [17416e80e7873ecccac25c455c5f767e] [Current]
-    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 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=68452&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=68452&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68452&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
10.1383421.35550.089224
20.1578661.54680.062605
30.1502391.4720.072142
40.1665321.63170.053013
5-0.01654-0.16210.435799
60.0438490.42960.334212
70.0357290.35010.363525
8-0.06228-0.61020.271581
9-0.177972-1.74380.042201
10-0.122989-1.2050.115575
110.040.39190.347994
12-0.492729-4.82773e-06
13-0.187872-1.84080.034373
14-0.073429-0.71950.236804
15-0.035281-0.34570.36517
16-0.11493-1.12610.13147
17-0.085414-0.83690.202368
18-0.013813-0.13530.446315
190.0091120.08930.464524
20-0.024855-0.24350.404057
210.0556760.54550.293334
220.0780220.76450.223234
23-0.070525-0.6910.245617
240.0327610.3210.374457
250.0944660.92560.178494
260.0422050.41350.340075
27-0.008316-0.08150.467614
280.0014380.01410.494393
290.0619310.60680.27271
300.0286850.28110.389635
31-0.038835-0.38050.352205
320.0627340.61470.270117
330.0552380.54120.294805
34-0.009634-0.09440.462495
35-0.048695-0.47710.317184
360.0865750.84830.199201

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.138342 & 1.3555 & 0.089224 \tabularnewline
2 & 0.157866 & 1.5468 & 0.062605 \tabularnewline
3 & 0.150239 & 1.472 & 0.072142 \tabularnewline
4 & 0.166532 & 1.6317 & 0.053013 \tabularnewline
5 & -0.01654 & -0.1621 & 0.435799 \tabularnewline
6 & 0.043849 & 0.4296 & 0.334212 \tabularnewline
7 & 0.035729 & 0.3501 & 0.363525 \tabularnewline
8 & -0.06228 & -0.6102 & 0.271581 \tabularnewline
9 & -0.177972 & -1.7438 & 0.042201 \tabularnewline
10 & -0.122989 & -1.205 & 0.115575 \tabularnewline
11 & 0.04 & 0.3919 & 0.347994 \tabularnewline
12 & -0.492729 & -4.8277 & 3e-06 \tabularnewline
13 & -0.187872 & -1.8408 & 0.034373 \tabularnewline
14 & -0.073429 & -0.7195 & 0.236804 \tabularnewline
15 & -0.035281 & -0.3457 & 0.36517 \tabularnewline
16 & -0.11493 & -1.1261 & 0.13147 \tabularnewline
17 & -0.085414 & -0.8369 & 0.202368 \tabularnewline
18 & -0.013813 & -0.1353 & 0.446315 \tabularnewline
19 & 0.009112 & 0.0893 & 0.464524 \tabularnewline
20 & -0.024855 & -0.2435 & 0.404057 \tabularnewline
21 & 0.055676 & 0.5455 & 0.293334 \tabularnewline
22 & 0.078022 & 0.7645 & 0.223234 \tabularnewline
23 & -0.070525 & -0.691 & 0.245617 \tabularnewline
24 & 0.032761 & 0.321 & 0.374457 \tabularnewline
25 & 0.094466 & 0.9256 & 0.178494 \tabularnewline
26 & 0.042205 & 0.4135 & 0.340075 \tabularnewline
27 & -0.008316 & -0.0815 & 0.467614 \tabularnewline
28 & 0.001438 & 0.0141 & 0.494393 \tabularnewline
29 & 0.061931 & 0.6068 & 0.27271 \tabularnewline
30 & 0.028685 & 0.2811 & 0.389635 \tabularnewline
31 & -0.038835 & -0.3805 & 0.352205 \tabularnewline
32 & 0.062734 & 0.6147 & 0.270117 \tabularnewline
33 & 0.055238 & 0.5412 & 0.294805 \tabularnewline
34 & -0.009634 & -0.0944 & 0.462495 \tabularnewline
35 & -0.048695 & -0.4771 & 0.317184 \tabularnewline
36 & 0.086575 & 0.8483 & 0.199201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68452&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]0.138342[/C][C]1.3555[/C][C]0.089224[/C][/ROW]
[ROW][C]2[/C][C]0.157866[/C][C]1.5468[/C][C]0.062605[/C][/ROW]
[ROW][C]3[/C][C]0.150239[/C][C]1.472[/C][C]0.072142[/C][/ROW]
[ROW][C]4[/C][C]0.166532[/C][C]1.6317[/C][C]0.053013[/C][/ROW]
[ROW][C]5[/C][C]-0.01654[/C][C]-0.1621[/C][C]0.435799[/C][/ROW]
[ROW][C]6[/C][C]0.043849[/C][C]0.4296[/C][C]0.334212[/C][/ROW]
[ROW][C]7[/C][C]0.035729[/C][C]0.3501[/C][C]0.363525[/C][/ROW]
[ROW][C]8[/C][C]-0.06228[/C][C]-0.6102[/C][C]0.271581[/C][/ROW]
[ROW][C]9[/C][C]-0.177972[/C][C]-1.7438[/C][C]0.042201[/C][/ROW]
[ROW][C]10[/C][C]-0.122989[/C][C]-1.205[/C][C]0.115575[/C][/ROW]
[ROW][C]11[/C][C]0.04[/C][C]0.3919[/C][C]0.347994[/C][/ROW]
[ROW][C]12[/C][C]-0.492729[/C][C]-4.8277[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.187872[/C][C]-1.8408[/C][C]0.034373[/C][/ROW]
[ROW][C]14[/C][C]-0.073429[/C][C]-0.7195[/C][C]0.236804[/C][/ROW]
[ROW][C]15[/C][C]-0.035281[/C][C]-0.3457[/C][C]0.36517[/C][/ROW]
[ROW][C]16[/C][C]-0.11493[/C][C]-1.1261[/C][C]0.13147[/C][/ROW]
[ROW][C]17[/C][C]-0.085414[/C][C]-0.8369[/C][C]0.202368[/C][/ROW]
[ROW][C]18[/C][C]-0.013813[/C][C]-0.1353[/C][C]0.446315[/C][/ROW]
[ROW][C]19[/C][C]0.009112[/C][C]0.0893[/C][C]0.464524[/C][/ROW]
[ROW][C]20[/C][C]-0.024855[/C][C]-0.2435[/C][C]0.404057[/C][/ROW]
[ROW][C]21[/C][C]0.055676[/C][C]0.5455[/C][C]0.293334[/C][/ROW]
[ROW][C]22[/C][C]0.078022[/C][C]0.7645[/C][C]0.223234[/C][/ROW]
[ROW][C]23[/C][C]-0.070525[/C][C]-0.691[/C][C]0.245617[/C][/ROW]
[ROW][C]24[/C][C]0.032761[/C][C]0.321[/C][C]0.374457[/C][/ROW]
[ROW][C]25[/C][C]0.094466[/C][C]0.9256[/C][C]0.178494[/C][/ROW]
[ROW][C]26[/C][C]0.042205[/C][C]0.4135[/C][C]0.340075[/C][/ROW]
[ROW][C]27[/C][C]-0.008316[/C][C]-0.0815[/C][C]0.467614[/C][/ROW]
[ROW][C]28[/C][C]0.001438[/C][C]0.0141[/C][C]0.494393[/C][/ROW]
[ROW][C]29[/C][C]0.061931[/C][C]0.6068[/C][C]0.27271[/C][/ROW]
[ROW][C]30[/C][C]0.028685[/C][C]0.2811[/C][C]0.389635[/C][/ROW]
[ROW][C]31[/C][C]-0.038835[/C][C]-0.3805[/C][C]0.352205[/C][/ROW]
[ROW][C]32[/C][C]0.062734[/C][C]0.6147[/C][C]0.270117[/C][/ROW]
[ROW][C]33[/C][C]0.055238[/C][C]0.5412[/C][C]0.294805[/C][/ROW]
[ROW][C]34[/C][C]-0.009634[/C][C]-0.0944[/C][C]0.462495[/C][/ROW]
[ROW][C]35[/C][C]-0.048695[/C][C]-0.4771[/C][C]0.317184[/C][/ROW]
[ROW][C]36[/C][C]0.086575[/C][C]0.8483[/C][C]0.199201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68452&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68452&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
10.1383421.35550.089224
20.1578661.54680.062605
30.1502391.4720.072142
40.1665321.63170.053013
5-0.01654-0.16210.435799
60.0438490.42960.334212
70.0357290.35010.363525
8-0.06228-0.61020.271581
9-0.177972-1.74380.042201
10-0.122989-1.2050.115575
110.040.39190.347994
12-0.492729-4.82773e-06
13-0.187872-1.84080.034373
14-0.073429-0.71950.236804
15-0.035281-0.34570.36517
16-0.11493-1.12610.13147
17-0.085414-0.83690.202368
18-0.013813-0.13530.446315
190.0091120.08930.464524
20-0.024855-0.24350.404057
210.0556760.54550.293334
220.0780220.76450.223234
23-0.070525-0.6910.245617
240.0327610.3210.374457
250.0944660.92560.178494
260.0422050.41350.340075
27-0.008316-0.08150.467614
280.0014380.01410.494393
290.0619310.60680.27271
300.0286850.28110.389635
31-0.038835-0.38050.352205
320.0627340.61470.270117
330.0552380.54120.294805
34-0.009634-0.09440.462495
35-0.048695-0.47710.317184
360.0865750.84830.199201






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1383421.35550.089224
20.1414341.38580.084514
30.1164351.14080.128391
40.1211851.18740.119007
5-0.086981-0.85220.198102
6-0.000112-0.00110.499563
70.009530.09340.462898
8-0.084658-0.82950.204447
9-0.171501-1.68040.048069
10-0.096551-0.9460.173261
110.1292621.26650.104199
12-0.473732-4.64165e-06
13-0.062281-0.61020.271575
140.091920.90060.18502
150.0881650.86380.194915
160.0476920.46730.320678
17-0.167493-1.64110.052025
180.0315140.30880.379081
190.0906660.88830.188289
20-0.029212-0.28620.387662
21-0.1108-1.08560.140185
22-0.078363-0.76780.222247
230.0718080.70360.241702
24-0.209494-2.05260.021416
25-0.045529-0.44610.328267
260.028670.28090.389692
270.0709780.69540.24423
280.0308330.30210.381614
29-0.124925-1.2240.111972
300.040960.40130.344538
310.0396710.38870.349182
320.0811190.79480.214345
33-0.031663-0.31020.378527
34-0.063541-0.62260.267522
35-0.060655-0.59430.276857
360.0058930.05770.477038

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.138342 & 1.3555 & 0.089224 \tabularnewline
2 & 0.141434 & 1.3858 & 0.084514 \tabularnewline
3 & 0.116435 & 1.1408 & 0.128391 \tabularnewline
4 & 0.121185 & 1.1874 & 0.119007 \tabularnewline
5 & -0.086981 & -0.8522 & 0.198102 \tabularnewline
6 & -0.000112 & -0.0011 & 0.499563 \tabularnewline
7 & 0.00953 & 0.0934 & 0.462898 \tabularnewline
8 & -0.084658 & -0.8295 & 0.204447 \tabularnewline
9 & -0.171501 & -1.6804 & 0.048069 \tabularnewline
10 & -0.096551 & -0.946 & 0.173261 \tabularnewline
11 & 0.129262 & 1.2665 & 0.104199 \tabularnewline
12 & -0.473732 & -4.6416 & 5e-06 \tabularnewline
13 & -0.062281 & -0.6102 & 0.271575 \tabularnewline
14 & 0.09192 & 0.9006 & 0.18502 \tabularnewline
15 & 0.088165 & 0.8638 & 0.194915 \tabularnewline
16 & 0.047692 & 0.4673 & 0.320678 \tabularnewline
17 & -0.167493 & -1.6411 & 0.052025 \tabularnewline
18 & 0.031514 & 0.3088 & 0.379081 \tabularnewline
19 & 0.090666 & 0.8883 & 0.188289 \tabularnewline
20 & -0.029212 & -0.2862 & 0.387662 \tabularnewline
21 & -0.1108 & -1.0856 & 0.140185 \tabularnewline
22 & -0.078363 & -0.7678 & 0.222247 \tabularnewline
23 & 0.071808 & 0.7036 & 0.241702 \tabularnewline
24 & -0.209494 & -2.0526 & 0.021416 \tabularnewline
25 & -0.045529 & -0.4461 & 0.328267 \tabularnewline
26 & 0.02867 & 0.2809 & 0.389692 \tabularnewline
27 & 0.070978 & 0.6954 & 0.24423 \tabularnewline
28 & 0.030833 & 0.3021 & 0.381614 \tabularnewline
29 & -0.124925 & -1.224 & 0.111972 \tabularnewline
30 & 0.04096 & 0.4013 & 0.344538 \tabularnewline
31 & 0.039671 & 0.3887 & 0.349182 \tabularnewline
32 & 0.081119 & 0.7948 & 0.214345 \tabularnewline
33 & -0.031663 & -0.3102 & 0.378527 \tabularnewline
34 & -0.063541 & -0.6226 & 0.267522 \tabularnewline
35 & -0.060655 & -0.5943 & 0.276857 \tabularnewline
36 & 0.005893 & 0.0577 & 0.477038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68452&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]0.138342[/C][C]1.3555[/C][C]0.089224[/C][/ROW]
[ROW][C]2[/C][C]0.141434[/C][C]1.3858[/C][C]0.084514[/C][/ROW]
[ROW][C]3[/C][C]0.116435[/C][C]1.1408[/C][C]0.128391[/C][/ROW]
[ROW][C]4[/C][C]0.121185[/C][C]1.1874[/C][C]0.119007[/C][/ROW]
[ROW][C]5[/C][C]-0.086981[/C][C]-0.8522[/C][C]0.198102[/C][/ROW]
[ROW][C]6[/C][C]-0.000112[/C][C]-0.0011[/C][C]0.499563[/C][/ROW]
[ROW][C]7[/C][C]0.00953[/C][C]0.0934[/C][C]0.462898[/C][/ROW]
[ROW][C]8[/C][C]-0.084658[/C][C]-0.8295[/C][C]0.204447[/C][/ROW]
[ROW][C]9[/C][C]-0.171501[/C][C]-1.6804[/C][C]0.048069[/C][/ROW]
[ROW][C]10[/C][C]-0.096551[/C][C]-0.946[/C][C]0.173261[/C][/ROW]
[ROW][C]11[/C][C]0.129262[/C][C]1.2665[/C][C]0.104199[/C][/ROW]
[ROW][C]12[/C][C]-0.473732[/C][C]-4.6416[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.062281[/C][C]-0.6102[/C][C]0.271575[/C][/ROW]
[ROW][C]14[/C][C]0.09192[/C][C]0.9006[/C][C]0.18502[/C][/ROW]
[ROW][C]15[/C][C]0.088165[/C][C]0.8638[/C][C]0.194915[/C][/ROW]
[ROW][C]16[/C][C]0.047692[/C][C]0.4673[/C][C]0.320678[/C][/ROW]
[ROW][C]17[/C][C]-0.167493[/C][C]-1.6411[/C][C]0.052025[/C][/ROW]
[ROW][C]18[/C][C]0.031514[/C][C]0.3088[/C][C]0.379081[/C][/ROW]
[ROW][C]19[/C][C]0.090666[/C][C]0.8883[/C][C]0.188289[/C][/ROW]
[ROW][C]20[/C][C]-0.029212[/C][C]-0.2862[/C][C]0.387662[/C][/ROW]
[ROW][C]21[/C][C]-0.1108[/C][C]-1.0856[/C][C]0.140185[/C][/ROW]
[ROW][C]22[/C][C]-0.078363[/C][C]-0.7678[/C][C]0.222247[/C][/ROW]
[ROW][C]23[/C][C]0.071808[/C][C]0.7036[/C][C]0.241702[/C][/ROW]
[ROW][C]24[/C][C]-0.209494[/C][C]-2.0526[/C][C]0.021416[/C][/ROW]
[ROW][C]25[/C][C]-0.045529[/C][C]-0.4461[/C][C]0.328267[/C][/ROW]
[ROW][C]26[/C][C]0.02867[/C][C]0.2809[/C][C]0.389692[/C][/ROW]
[ROW][C]27[/C][C]0.070978[/C][C]0.6954[/C][C]0.24423[/C][/ROW]
[ROW][C]28[/C][C]0.030833[/C][C]0.3021[/C][C]0.381614[/C][/ROW]
[ROW][C]29[/C][C]-0.124925[/C][C]-1.224[/C][C]0.111972[/C][/ROW]
[ROW][C]30[/C][C]0.04096[/C][C]0.4013[/C][C]0.344538[/C][/ROW]
[ROW][C]31[/C][C]0.039671[/C][C]0.3887[/C][C]0.349182[/C][/ROW]
[ROW][C]32[/C][C]0.081119[/C][C]0.7948[/C][C]0.214345[/C][/ROW]
[ROW][C]33[/C][C]-0.031663[/C][C]-0.3102[/C][C]0.378527[/C][/ROW]
[ROW][C]34[/C][C]-0.063541[/C][C]-0.6226[/C][C]0.267522[/C][/ROW]
[ROW][C]35[/C][C]-0.060655[/C][C]-0.5943[/C][C]0.276857[/C][/ROW]
[ROW][C]36[/C][C]0.005893[/C][C]0.0577[/C][C]0.477038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68452&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68452&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
10.1383421.35550.089224
20.1414341.38580.084514
30.1164351.14080.128391
40.1211851.18740.119007
5-0.086981-0.85220.198102
6-0.000112-0.00110.499563
70.009530.09340.462898
8-0.084658-0.82950.204447
9-0.171501-1.68040.048069
10-0.096551-0.9460.173261
110.1292621.26650.104199
12-0.473732-4.64165e-06
13-0.062281-0.61020.271575
140.091920.90060.18502
150.0881650.86380.194915
160.0476920.46730.320678
17-0.167493-1.64110.052025
180.0315140.30880.379081
190.0906660.88830.188289
20-0.029212-0.28620.387662
21-0.1108-1.08560.140185
22-0.078363-0.76780.222247
230.0718080.70360.241702
24-0.209494-2.05260.021416
25-0.045529-0.44610.328267
260.028670.28090.389692
270.0709780.69540.24423
280.0308330.30210.381614
29-0.124925-1.2240.111972
300.040960.40130.344538
310.0396710.38870.349182
320.0811190.79480.214345
33-0.031663-0.31020.378527
34-0.063541-0.62260.267522
35-0.060655-0.59430.276857
360.0058930.05770.477038


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')