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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 computationMon, 21 Dec 2009 07:29:58 -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/21/t1261405870ia40vw77pg7972e.htm/, Retrieved Sun, 05 May 2024 20:31:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70199, Retrieved Sun, 05 May 2024 20:31:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsShw; Paper; toepassing ACF d = 1 & D = 0
Estimated Impact165

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] [Ws8.1 ACF1] [2009-11-25 19:12:20] [e0fc65a5811681d807296d590d5b45de]
-    D          [(Partial) Autocorrelation Function] [Paper stationair ...] [2009-12-19 17:48:37] [e0fc65a5811681d807296d590d5b45de]
-   PD              [(Partial) Autocorrelation Function] [Paper; toepassing...] [2009-12-21 14:29:58] [51108381f3361ca8af49c4f74052c840] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103.1
103.1
103.3
103.5
103.3
103.5
103.8
103.9
103.9
104.2
104.6
104.9
105.2
105.2
105.6
105.6
106.2
106.3
106.4
106.9
107.2
107.3
107.3
107.4
107.55
107.87
108.37
108.38
107.92
108.03
108.14
108.3
108.64
108.66
109.04
109.03
109.03
109.54
109.75
109.83
109.65
109.82
109.95
110.12
110.15
110.2
109.99
110.14
110.14
110.81
110.97
110.99
109.73
109.81
110.02
110.18
110.21
110.25
110.36
110.51
110.64
110.95
111.18
111.19
111.69
111.7
111.83
111.77
111.73
112.01
111.86
112.04

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=70199&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=70199&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70199&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
10.0080780.06810.472963
2-0.071394-0.60160.274687
3-0.224178-1.8890.031491
40.0399850.33690.368585
50.1215921.02460.154526
60.1209371.0190.155824
70.0772690.65110.258549
8-0.007411-0.06240.475192
9-0.180627-1.5220.066227
10-0.008945-0.07540.470067
110.0676530.57010.285219
120.0228090.19220.424071
130.0742070.62530.266896
14-0.096184-0.81050.210192
15-0.00287-0.02420.490387
160.044990.37910.352874
170.0388730.32750.372108
180.0371710.31320.377519
19-0.061243-0.5160.303714
20-0.041908-0.35310.362521
21-0.11152-0.93970.175283
22-0.025384-0.21390.415624
230.1019190.85880.196674
240.2204611.85760.033684
250.0265860.2240.411694
26-0.168152-1.41690.080446
27-0.011194-0.09430.46256
28-0.002577-0.02170.491367
290.008650.07290.471051
300.0285070.24020.405433
31-0.013638-0.11490.454418
32-0.037268-0.3140.37721
33-0.143872-1.21230.11471
34-0.054768-0.46150.322933
350.0699470.58940.278737
36-0.222573-1.87540.032423

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.008078 & 0.0681 & 0.472963 \tabularnewline
2 & -0.071394 & -0.6016 & 0.274687 \tabularnewline
3 & -0.224178 & -1.889 & 0.031491 \tabularnewline
4 & 0.039985 & 0.3369 & 0.368585 \tabularnewline
5 & 0.121592 & 1.0246 & 0.154526 \tabularnewline
6 & 0.120937 & 1.019 & 0.155824 \tabularnewline
7 & 0.077269 & 0.6511 & 0.258549 \tabularnewline
8 & -0.007411 & -0.0624 & 0.475192 \tabularnewline
9 & -0.180627 & -1.522 & 0.066227 \tabularnewline
10 & -0.008945 & -0.0754 & 0.470067 \tabularnewline
11 & 0.067653 & 0.5701 & 0.285219 \tabularnewline
12 & 0.022809 & 0.1922 & 0.424071 \tabularnewline
13 & 0.074207 & 0.6253 & 0.266896 \tabularnewline
14 & -0.096184 & -0.8105 & 0.210192 \tabularnewline
15 & -0.00287 & -0.0242 & 0.490387 \tabularnewline
16 & 0.04499 & 0.3791 & 0.352874 \tabularnewline
17 & 0.038873 & 0.3275 & 0.372108 \tabularnewline
18 & 0.037171 & 0.3132 & 0.377519 \tabularnewline
19 & -0.061243 & -0.516 & 0.303714 \tabularnewline
20 & -0.041908 & -0.3531 & 0.362521 \tabularnewline
21 & -0.11152 & -0.9397 & 0.175283 \tabularnewline
22 & -0.025384 & -0.2139 & 0.415624 \tabularnewline
23 & 0.101919 & 0.8588 & 0.196674 \tabularnewline
24 & 0.220461 & 1.8576 & 0.033684 \tabularnewline
25 & 0.026586 & 0.224 & 0.411694 \tabularnewline
26 & -0.168152 & -1.4169 & 0.080446 \tabularnewline
27 & -0.011194 & -0.0943 & 0.46256 \tabularnewline
28 & -0.002577 & -0.0217 & 0.491367 \tabularnewline
29 & 0.00865 & 0.0729 & 0.471051 \tabularnewline
30 & 0.028507 & 0.2402 & 0.405433 \tabularnewline
31 & -0.013638 & -0.1149 & 0.454418 \tabularnewline
32 & -0.037268 & -0.314 & 0.37721 \tabularnewline
33 & -0.143872 & -1.2123 & 0.11471 \tabularnewline
34 & -0.054768 & -0.4615 & 0.322933 \tabularnewline
35 & 0.069947 & 0.5894 & 0.278737 \tabularnewline
36 & -0.222573 & -1.8754 & 0.032423 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70199&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]0.008078[/C][C]0.0681[/C][C]0.472963[/C][/ROW]
[ROW][C]2[/C][C]-0.071394[/C][C]-0.6016[/C][C]0.274687[/C][/ROW]
[ROW][C]3[/C][C]-0.224178[/C][C]-1.889[/C][C]0.031491[/C][/ROW]
[ROW][C]4[/C][C]0.039985[/C][C]0.3369[/C][C]0.368585[/C][/ROW]
[ROW][C]5[/C][C]0.121592[/C][C]1.0246[/C][C]0.154526[/C][/ROW]
[ROW][C]6[/C][C]0.120937[/C][C]1.019[/C][C]0.155824[/C][/ROW]
[ROW][C]7[/C][C]0.077269[/C][C]0.6511[/C][C]0.258549[/C][/ROW]
[ROW][C]8[/C][C]-0.007411[/C][C]-0.0624[/C][C]0.475192[/C][/ROW]
[ROW][C]9[/C][C]-0.180627[/C][C]-1.522[/C][C]0.066227[/C][/ROW]
[ROW][C]10[/C][C]-0.008945[/C][C]-0.0754[/C][C]0.470067[/C][/ROW]
[ROW][C]11[/C][C]0.067653[/C][C]0.5701[/C][C]0.285219[/C][/ROW]
[ROW][C]12[/C][C]0.022809[/C][C]0.1922[/C][C]0.424071[/C][/ROW]
[ROW][C]13[/C][C]0.074207[/C][C]0.6253[/C][C]0.266896[/C][/ROW]
[ROW][C]14[/C][C]-0.096184[/C][C]-0.8105[/C][C]0.210192[/C][/ROW]
[ROW][C]15[/C][C]-0.00287[/C][C]-0.0242[/C][C]0.490387[/C][/ROW]
[ROW][C]16[/C][C]0.04499[/C][C]0.3791[/C][C]0.352874[/C][/ROW]
[ROW][C]17[/C][C]0.038873[/C][C]0.3275[/C][C]0.372108[/C][/ROW]
[ROW][C]18[/C][C]0.037171[/C][C]0.3132[/C][C]0.377519[/C][/ROW]
[ROW][C]19[/C][C]-0.061243[/C][C]-0.516[/C][C]0.303714[/C][/ROW]
[ROW][C]20[/C][C]-0.041908[/C][C]-0.3531[/C][C]0.362521[/C][/ROW]
[ROW][C]21[/C][C]-0.11152[/C][C]-0.9397[/C][C]0.175283[/C][/ROW]
[ROW][C]22[/C][C]-0.025384[/C][C]-0.2139[/C][C]0.415624[/C][/ROW]
[ROW][C]23[/C][C]0.101919[/C][C]0.8588[/C][C]0.196674[/C][/ROW]
[ROW][C]24[/C][C]0.220461[/C][C]1.8576[/C][C]0.033684[/C][/ROW]
[ROW][C]25[/C][C]0.026586[/C][C]0.224[/C][C]0.411694[/C][/ROW]
[ROW][C]26[/C][C]-0.168152[/C][C]-1.4169[/C][C]0.080446[/C][/ROW]
[ROW][C]27[/C][C]-0.011194[/C][C]-0.0943[/C][C]0.46256[/C][/ROW]
[ROW][C]28[/C][C]-0.002577[/C][C]-0.0217[/C][C]0.491367[/C][/ROW]
[ROW][C]29[/C][C]0.00865[/C][C]0.0729[/C][C]0.471051[/C][/ROW]
[ROW][C]30[/C][C]0.028507[/C][C]0.2402[/C][C]0.405433[/C][/ROW]
[ROW][C]31[/C][C]-0.013638[/C][C]-0.1149[/C][C]0.454418[/C][/ROW]
[ROW][C]32[/C][C]-0.037268[/C][C]-0.314[/C][C]0.37721[/C][/ROW]
[ROW][C]33[/C][C]-0.143872[/C][C]-1.2123[/C][C]0.11471[/C][/ROW]
[ROW][C]34[/C][C]-0.054768[/C][C]-0.4615[/C][C]0.322933[/C][/ROW]
[ROW][C]35[/C][C]0.069947[/C][C]0.5894[/C][C]0.278737[/C][/ROW]
[ROW][C]36[/C][C]-0.222573[/C][C]-1.8754[/C][C]0.032423[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70199&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70199&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
10.0080780.06810.472963
2-0.071394-0.60160.274687
3-0.224178-1.8890.031491
40.0399850.33690.368585
50.1215921.02460.154526
60.1209371.0190.155824
70.0772690.65110.258549
8-0.007411-0.06240.475192
9-0.180627-1.5220.066227
10-0.008945-0.07540.470067
110.0676530.57010.285219
120.0228090.19220.424071
130.0742070.62530.266896
14-0.096184-0.81050.210192
15-0.00287-0.02420.490387
160.044990.37910.352874
170.0388730.32750.372108
180.0371710.31320.377519
19-0.061243-0.5160.303714
20-0.041908-0.35310.362521
21-0.11152-0.93970.175283
22-0.025384-0.21390.415624
230.1019190.85880.196674
240.2204611.85760.033684
250.0265860.2240.411694
26-0.168152-1.41690.080446
27-0.011194-0.09430.46256
28-0.002577-0.02170.491367
290.008650.07290.471051
300.0285070.24020.405433
31-0.013638-0.11490.454418
32-0.037268-0.3140.37721
33-0.143872-1.21230.11471
34-0.054768-0.46150.322933
350.0699470.58940.278737
36-0.222573-1.87540.032423






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0080780.06810.472963
2-0.071464-0.60220.274492
3-0.224142-1.88870.031512
40.0372350.31370.377316
50.0956650.80610.211442
60.0815040.68680.247233
70.1160310.97770.165772
80.0560630.47240.319047
9-0.147924-1.24640.108352
100.0060450.05090.47976
110.0303130.25540.399569
12-0.084243-0.70980.240063
130.0838940.70690.24097
14-0.058566-0.49350.311596
150.0093740.0790.468631
160.1063420.89610.186627
170.0070090.05910.476536
180.0099670.0840.466653
19-0.025269-0.21290.415999
20-0.041334-0.34830.364327
21-0.14923-1.25740.106359
22-0.046454-0.39140.348327
230.0461190.38860.349365
240.2049651.72710.044252
250.1183770.99750.160964
26-0.09128-0.76910.222182
270.1256111.05840.146726
28-0.048426-0.4080.342235
29-0.162903-1.37260.087092
30-0.031607-0.26630.395379
31-0.102679-0.86520.194925
32-0.052017-0.43830.331248
33-0.054235-0.4570.324534
34-0.027441-0.23120.408903
350.0508530.42850.334794
36-0.256936-2.1650.016876

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.008078 & 0.0681 & 0.472963 \tabularnewline
2 & -0.071464 & -0.6022 & 0.274492 \tabularnewline
3 & -0.224142 & -1.8887 & 0.031512 \tabularnewline
4 & 0.037235 & 0.3137 & 0.377316 \tabularnewline
5 & 0.095665 & 0.8061 & 0.211442 \tabularnewline
6 & 0.081504 & 0.6868 & 0.247233 \tabularnewline
7 & 0.116031 & 0.9777 & 0.165772 \tabularnewline
8 & 0.056063 & 0.4724 & 0.319047 \tabularnewline
9 & -0.147924 & -1.2464 & 0.108352 \tabularnewline
10 & 0.006045 & 0.0509 & 0.47976 \tabularnewline
11 & 0.030313 & 0.2554 & 0.399569 \tabularnewline
12 & -0.084243 & -0.7098 & 0.240063 \tabularnewline
13 & 0.083894 & 0.7069 & 0.24097 \tabularnewline
14 & -0.058566 & -0.4935 & 0.311596 \tabularnewline
15 & 0.009374 & 0.079 & 0.468631 \tabularnewline
16 & 0.106342 & 0.8961 & 0.186627 \tabularnewline
17 & 0.007009 & 0.0591 & 0.476536 \tabularnewline
18 & 0.009967 & 0.084 & 0.466653 \tabularnewline
19 & -0.025269 & -0.2129 & 0.415999 \tabularnewline
20 & -0.041334 & -0.3483 & 0.364327 \tabularnewline
21 & -0.14923 & -1.2574 & 0.106359 \tabularnewline
22 & -0.046454 & -0.3914 & 0.348327 \tabularnewline
23 & 0.046119 & 0.3886 & 0.349365 \tabularnewline
24 & 0.204965 & 1.7271 & 0.044252 \tabularnewline
25 & 0.118377 & 0.9975 & 0.160964 \tabularnewline
26 & -0.09128 & -0.7691 & 0.222182 \tabularnewline
27 & 0.125611 & 1.0584 & 0.146726 \tabularnewline
28 & -0.048426 & -0.408 & 0.342235 \tabularnewline
29 & -0.162903 & -1.3726 & 0.087092 \tabularnewline
30 & -0.031607 & -0.2663 & 0.395379 \tabularnewline
31 & -0.102679 & -0.8652 & 0.194925 \tabularnewline
32 & -0.052017 & -0.4383 & 0.331248 \tabularnewline
33 & -0.054235 & -0.457 & 0.324534 \tabularnewline
34 & -0.027441 & -0.2312 & 0.408903 \tabularnewline
35 & 0.050853 & 0.4285 & 0.334794 \tabularnewline
36 & -0.256936 & -2.165 & 0.016876 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70199&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]0.008078[/C][C]0.0681[/C][C]0.472963[/C][/ROW]
[ROW][C]2[/C][C]-0.071464[/C][C]-0.6022[/C][C]0.274492[/C][/ROW]
[ROW][C]3[/C][C]-0.224142[/C][C]-1.8887[/C][C]0.031512[/C][/ROW]
[ROW][C]4[/C][C]0.037235[/C][C]0.3137[/C][C]0.377316[/C][/ROW]
[ROW][C]5[/C][C]0.095665[/C][C]0.8061[/C][C]0.211442[/C][/ROW]
[ROW][C]6[/C][C]0.081504[/C][C]0.6868[/C][C]0.247233[/C][/ROW]
[ROW][C]7[/C][C]0.116031[/C][C]0.9777[/C][C]0.165772[/C][/ROW]
[ROW][C]8[/C][C]0.056063[/C][C]0.4724[/C][C]0.319047[/C][/ROW]
[ROW][C]9[/C][C]-0.147924[/C][C]-1.2464[/C][C]0.108352[/C][/ROW]
[ROW][C]10[/C][C]0.006045[/C][C]0.0509[/C][C]0.47976[/C][/ROW]
[ROW][C]11[/C][C]0.030313[/C][C]0.2554[/C][C]0.399569[/C][/ROW]
[ROW][C]12[/C][C]-0.084243[/C][C]-0.7098[/C][C]0.240063[/C][/ROW]
[ROW][C]13[/C][C]0.083894[/C][C]0.7069[/C][C]0.24097[/C][/ROW]
[ROW][C]14[/C][C]-0.058566[/C][C]-0.4935[/C][C]0.311596[/C][/ROW]
[ROW][C]15[/C][C]0.009374[/C][C]0.079[/C][C]0.468631[/C][/ROW]
[ROW][C]16[/C][C]0.106342[/C][C]0.8961[/C][C]0.186627[/C][/ROW]
[ROW][C]17[/C][C]0.007009[/C][C]0.0591[/C][C]0.476536[/C][/ROW]
[ROW][C]18[/C][C]0.009967[/C][C]0.084[/C][C]0.466653[/C][/ROW]
[ROW][C]19[/C][C]-0.025269[/C][C]-0.2129[/C][C]0.415999[/C][/ROW]
[ROW][C]20[/C][C]-0.041334[/C][C]-0.3483[/C][C]0.364327[/C][/ROW]
[ROW][C]21[/C][C]-0.14923[/C][C]-1.2574[/C][C]0.106359[/C][/ROW]
[ROW][C]22[/C][C]-0.046454[/C][C]-0.3914[/C][C]0.348327[/C][/ROW]
[ROW][C]23[/C][C]0.046119[/C][C]0.3886[/C][C]0.349365[/C][/ROW]
[ROW][C]24[/C][C]0.204965[/C][C]1.7271[/C][C]0.044252[/C][/ROW]
[ROW][C]25[/C][C]0.118377[/C][C]0.9975[/C][C]0.160964[/C][/ROW]
[ROW][C]26[/C][C]-0.09128[/C][C]-0.7691[/C][C]0.222182[/C][/ROW]
[ROW][C]27[/C][C]0.125611[/C][C]1.0584[/C][C]0.146726[/C][/ROW]
[ROW][C]28[/C][C]-0.048426[/C][C]-0.408[/C][C]0.342235[/C][/ROW]
[ROW][C]29[/C][C]-0.162903[/C][C]-1.3726[/C][C]0.087092[/C][/ROW]
[ROW][C]30[/C][C]-0.031607[/C][C]-0.2663[/C][C]0.395379[/C][/ROW]
[ROW][C]31[/C][C]-0.102679[/C][C]-0.8652[/C][C]0.194925[/C][/ROW]
[ROW][C]32[/C][C]-0.052017[/C][C]-0.4383[/C][C]0.331248[/C][/ROW]
[ROW][C]33[/C][C]-0.054235[/C][C]-0.457[/C][C]0.324534[/C][/ROW]
[ROW][C]34[/C][C]-0.027441[/C][C]-0.2312[/C][C]0.408903[/C][/ROW]
[ROW][C]35[/C][C]0.050853[/C][C]0.4285[/C][C]0.334794[/C][/ROW]
[ROW][C]36[/C][C]-0.256936[/C][C]-2.165[/C][C]0.016876[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70199&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70199&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
10.0080780.06810.472963
2-0.071464-0.60220.274492
3-0.224142-1.88870.031512
40.0372350.31370.377316
50.0956650.80610.211442
60.0815040.68680.247233
70.1160310.97770.165772
80.0560630.47240.319047
9-0.147924-1.24640.108352
100.0060450.05090.47976
110.0303130.25540.399569
12-0.084243-0.70980.240063
130.0838940.70690.24097
14-0.058566-0.49350.311596
150.0093740.0790.468631
160.1063420.89610.186627
170.0070090.05910.476536
180.0099670.0840.466653
19-0.025269-0.21290.415999
20-0.041334-0.34830.364327
21-0.14923-1.25740.106359
22-0.046454-0.39140.348327
230.0461190.38860.349365
240.2049651.72710.044252
250.1183770.99750.160964
26-0.09128-0.76910.222182
270.1256111.05840.146726
28-0.048426-0.4080.342235
29-0.162903-1.37260.087092
30-0.031607-0.26630.395379
31-0.102679-0.86520.194925
32-0.052017-0.43830.331248
33-0.054235-0.4570.324534
34-0.027441-0.23120.408903
350.0508530.42850.334794
36-0.256936-2.1650.016876


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')