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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, 29 Dec 2009 14:16:53 -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/29/t1262121476nbly1q5634wfqph.htm/, Retrieved Fri, 03 May 2024 09:02:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71202, Retrieved Fri, 03 May 2024 09:02:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130

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]
-   PD        [(Partial) Autocorrelation Function] [ACF] [2009-12-26 11:04:38] [f15cf5036ae52d4243ad71d4fb151dbe]
-   PD          [(Partial) Autocorrelation Function] [Paper correlatie] [2009-12-29 21:03:02] [f15cf5036ae52d4243ad71d4fb151dbe]
-   P               [(Partial) Autocorrelation Function] [Paper d=1 D=0] [2009-12-29 21:16:53] [1aecede37375310a889a187dca5e5c0a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10001.60
10411.75
10673.38
10539.51
10723.78
10682.06
10283.19
10377.18
10486.64
10545.38
10554.27
10532.54
10324.31
10695.25
10827.81
10872.48
10971.19
11145.65
11234.68
11333.88
10997.97
11036.89
11257.35
11533.59
11963.12
12185.15
12377.62
12512.89
12631.48
12268.53
12754.80
13407.75
13480.21
13673.28
13239.71
13557.69
13901.28
13200.58
13406.97
12538.12
12419.57
12193.88
12656.63
12812.48
12056.67
11322.38
11530.75
11114.08
9181.73
8614.55
8595.56
8396.20
7690.50
7235.47
7992.12
8398.37
8593.01
8679.75
9374.63
9634.97

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=71202&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=71202&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71202&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
10.2449881.88180.0324
2-0.013434-0.10320.45908
30.1737771.33480.093534
40.3284812.52310.007173
50.1470711.12970.131592
6-0.223841-1.71940.045396
7-0.034807-0.26740.395063
80.1214630.9330.177317
90.0090210.06930.472497
10-0.185184-1.42240.080084
110.0237750.18260.427863
120.0350370.26910.394385
13-0.108556-0.83380.20387
14-0.032456-0.24930.401997
15-0.07918-0.60820.272696
16-0.037489-0.2880.387195
17-0.194057-1.49060.070699
18-0.12223-0.93890.175815
19-0.003917-0.03010.48805
20-0.08771-0.67370.251562
21-0.162259-1.24630.108784
22-0.095579-0.73420.232881
230.0307530.23620.407041
24-0.051467-0.39530.347013
25-0.075648-0.58110.281705
26-0.086388-0.66360.254778
270.0089110.06840.472831
280.0663260.50950.306166
290.0090870.06980.472295
30-0.029922-0.22980.409506
310.0032220.02470.49017
320.0148690.11420.45473
330.0498560.3830.351565
340.0031440.02420.490407
35-0.065822-0.50560.307515
36-0.011081-0.08510.46623

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.244988 & 1.8818 & 0.0324 \tabularnewline
2 & -0.013434 & -0.1032 & 0.45908 \tabularnewline
3 & 0.173777 & 1.3348 & 0.093534 \tabularnewline
4 & 0.328481 & 2.5231 & 0.007173 \tabularnewline
5 & 0.147071 & 1.1297 & 0.131592 \tabularnewline
6 & -0.223841 & -1.7194 & 0.045396 \tabularnewline
7 & -0.034807 & -0.2674 & 0.395063 \tabularnewline
8 & 0.121463 & 0.933 & 0.177317 \tabularnewline
9 & 0.009021 & 0.0693 & 0.472497 \tabularnewline
10 & -0.185184 & -1.4224 & 0.080084 \tabularnewline
11 & 0.023775 & 0.1826 & 0.427863 \tabularnewline
12 & 0.035037 & 0.2691 & 0.394385 \tabularnewline
13 & -0.108556 & -0.8338 & 0.20387 \tabularnewline
14 & -0.032456 & -0.2493 & 0.401997 \tabularnewline
15 & -0.07918 & -0.6082 & 0.272696 \tabularnewline
16 & -0.037489 & -0.288 & 0.387195 \tabularnewline
17 & -0.194057 & -1.4906 & 0.070699 \tabularnewline
18 & -0.12223 & -0.9389 & 0.175815 \tabularnewline
19 & -0.003917 & -0.0301 & 0.48805 \tabularnewline
20 & -0.08771 & -0.6737 & 0.251562 \tabularnewline
21 & -0.162259 & -1.2463 & 0.108784 \tabularnewline
22 & -0.095579 & -0.7342 & 0.232881 \tabularnewline
23 & 0.030753 & 0.2362 & 0.407041 \tabularnewline
24 & -0.051467 & -0.3953 & 0.347013 \tabularnewline
25 & -0.075648 & -0.5811 & 0.281705 \tabularnewline
26 & -0.086388 & -0.6636 & 0.254778 \tabularnewline
27 & 0.008911 & 0.0684 & 0.472831 \tabularnewline
28 & 0.066326 & 0.5095 & 0.306166 \tabularnewline
29 & 0.009087 & 0.0698 & 0.472295 \tabularnewline
30 & -0.029922 & -0.2298 & 0.409506 \tabularnewline
31 & 0.003222 & 0.0247 & 0.49017 \tabularnewline
32 & 0.014869 & 0.1142 & 0.45473 \tabularnewline
33 & 0.049856 & 0.383 & 0.351565 \tabularnewline
34 & 0.003144 & 0.0242 & 0.490407 \tabularnewline
35 & -0.065822 & -0.5056 & 0.307515 \tabularnewline
36 & -0.011081 & -0.0851 & 0.46623 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71202&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]0.244988[/C][C]1.8818[/C][C]0.0324[/C][/ROW]
[ROW][C]2[/C][C]-0.013434[/C][C]-0.1032[/C][C]0.45908[/C][/ROW]
[ROW][C]3[/C][C]0.173777[/C][C]1.3348[/C][C]0.093534[/C][/ROW]
[ROW][C]4[/C][C]0.328481[/C][C]2.5231[/C][C]0.007173[/C][/ROW]
[ROW][C]5[/C][C]0.147071[/C][C]1.1297[/C][C]0.131592[/C][/ROW]
[ROW][C]6[/C][C]-0.223841[/C][C]-1.7194[/C][C]0.045396[/C][/ROW]
[ROW][C]7[/C][C]-0.034807[/C][C]-0.2674[/C][C]0.395063[/C][/ROW]
[ROW][C]8[/C][C]0.121463[/C][C]0.933[/C][C]0.177317[/C][/ROW]
[ROW][C]9[/C][C]0.009021[/C][C]0.0693[/C][C]0.472497[/C][/ROW]
[ROW][C]10[/C][C]-0.185184[/C][C]-1.4224[/C][C]0.080084[/C][/ROW]
[ROW][C]11[/C][C]0.023775[/C][C]0.1826[/C][C]0.427863[/C][/ROW]
[ROW][C]12[/C][C]0.035037[/C][C]0.2691[/C][C]0.394385[/C][/ROW]
[ROW][C]13[/C][C]-0.108556[/C][C]-0.8338[/C][C]0.20387[/C][/ROW]
[ROW][C]14[/C][C]-0.032456[/C][C]-0.2493[/C][C]0.401997[/C][/ROW]
[ROW][C]15[/C][C]-0.07918[/C][C]-0.6082[/C][C]0.272696[/C][/ROW]
[ROW][C]16[/C][C]-0.037489[/C][C]-0.288[/C][C]0.387195[/C][/ROW]
[ROW][C]17[/C][C]-0.194057[/C][C]-1.4906[/C][C]0.070699[/C][/ROW]
[ROW][C]18[/C][C]-0.12223[/C][C]-0.9389[/C][C]0.175815[/C][/ROW]
[ROW][C]19[/C][C]-0.003917[/C][C]-0.0301[/C][C]0.48805[/C][/ROW]
[ROW][C]20[/C][C]-0.08771[/C][C]-0.6737[/C][C]0.251562[/C][/ROW]
[ROW][C]21[/C][C]-0.162259[/C][C]-1.2463[/C][C]0.108784[/C][/ROW]
[ROW][C]22[/C][C]-0.095579[/C][C]-0.7342[/C][C]0.232881[/C][/ROW]
[ROW][C]23[/C][C]0.030753[/C][C]0.2362[/C][C]0.407041[/C][/ROW]
[ROW][C]24[/C][C]-0.051467[/C][C]-0.3953[/C][C]0.347013[/C][/ROW]
[ROW][C]25[/C][C]-0.075648[/C][C]-0.5811[/C][C]0.281705[/C][/ROW]
[ROW][C]26[/C][C]-0.086388[/C][C]-0.6636[/C][C]0.254778[/C][/ROW]
[ROW][C]27[/C][C]0.008911[/C][C]0.0684[/C][C]0.472831[/C][/ROW]
[ROW][C]28[/C][C]0.066326[/C][C]0.5095[/C][C]0.306166[/C][/ROW]
[ROW][C]29[/C][C]0.009087[/C][C]0.0698[/C][C]0.472295[/C][/ROW]
[ROW][C]30[/C][C]-0.029922[/C][C]-0.2298[/C][C]0.409506[/C][/ROW]
[ROW][C]31[/C][C]0.003222[/C][C]0.0247[/C][C]0.49017[/C][/ROW]
[ROW][C]32[/C][C]0.014869[/C][C]0.1142[/C][C]0.45473[/C][/ROW]
[ROW][C]33[/C][C]0.049856[/C][C]0.383[/C][C]0.351565[/C][/ROW]
[ROW][C]34[/C][C]0.003144[/C][C]0.0242[/C][C]0.490407[/C][/ROW]
[ROW][C]35[/C][C]-0.065822[/C][C]-0.5056[/C][C]0.307515[/C][/ROW]
[ROW][C]36[/C][C]-0.011081[/C][C]-0.0851[/C][C]0.46623[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71202&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71202&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
10.2449881.88180.0324
2-0.013434-0.10320.45908
30.1737771.33480.093534
40.3284812.52310.007173
50.1470711.12970.131592
6-0.223841-1.71940.045396
7-0.034807-0.26740.395063
80.1214630.9330.177317
90.0090210.06930.472497
10-0.185184-1.42240.080084
110.0237750.18260.427863
120.0350370.26910.394385
13-0.108556-0.83380.20387
14-0.032456-0.24930.401997
15-0.07918-0.60820.272696
16-0.037489-0.2880.387195
17-0.194057-1.49060.070699
18-0.12223-0.93890.175815
19-0.003917-0.03010.48805
20-0.08771-0.67370.251562
21-0.162259-1.24630.108784
22-0.095579-0.73420.232881
230.0307530.23620.407041
24-0.051467-0.39530.347013
25-0.075648-0.58110.281705
26-0.086388-0.66360.254778
270.0089110.06840.472831
280.0663260.50950.306166
290.0090870.06980.472295
30-0.029922-0.22980.409506
310.0032220.02470.49017
320.0148690.11420.45473
330.0498560.3830.351565
340.0031440.02420.490407
35-0.065822-0.50560.307515
36-0.011081-0.08510.46623






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2449881.88180.0324
2-0.078144-0.60020.275324
30.2102991.61530.055787
40.2535591.94760.028112
50.035330.27140.393526
6-0.301629-2.31690.012001
7-0.002615-0.02010.492021
80.0050080.03850.484723
90.0113580.08720.465388
10-0.061512-0.47250.319163
110.1702781.30790.097985
12-0.135844-1.04340.150501
13-0.107155-0.82310.20689
140.1066510.81920.207984
15-0.123045-0.94510.174224
16-0.066056-0.50740.306887
17-0.109742-0.84290.201332
18-0.002118-0.01630.493537
19-0.01488-0.11430.454695
200.0064430.04950.480349
21-0.042594-0.32720.37235
22-0.045998-0.35330.362556
23-0.027007-0.20740.418188
24-0.004874-0.03740.485131
25-0.004349-0.03340.486733
26-0.064002-0.49160.31241
27-0.019921-0.1530.439453
280.0775510.59570.276834
290.0696640.53510.297297
30-0.087176-0.66960.252859
310.0058230.04470.482238
32-0.101189-0.77720.22006
330.0199120.15290.439481
34-0.009031-0.06940.472466
35-0.026534-0.20380.4196
36-0.04625-0.35530.361832

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.244988 & 1.8818 & 0.0324 \tabularnewline
2 & -0.078144 & -0.6002 & 0.275324 \tabularnewline
3 & 0.210299 & 1.6153 & 0.055787 \tabularnewline
4 & 0.253559 & 1.9476 & 0.028112 \tabularnewline
5 & 0.03533 & 0.2714 & 0.393526 \tabularnewline
6 & -0.301629 & -2.3169 & 0.012001 \tabularnewline
7 & -0.002615 & -0.0201 & 0.492021 \tabularnewline
8 & 0.005008 & 0.0385 & 0.484723 \tabularnewline
9 & 0.011358 & 0.0872 & 0.465388 \tabularnewline
10 & -0.061512 & -0.4725 & 0.319163 \tabularnewline
11 & 0.170278 & 1.3079 & 0.097985 \tabularnewline
12 & -0.135844 & -1.0434 & 0.150501 \tabularnewline
13 & -0.107155 & -0.8231 & 0.20689 \tabularnewline
14 & 0.106651 & 0.8192 & 0.207984 \tabularnewline
15 & -0.123045 & -0.9451 & 0.174224 \tabularnewline
16 & -0.066056 & -0.5074 & 0.306887 \tabularnewline
17 & -0.109742 & -0.8429 & 0.201332 \tabularnewline
18 & -0.002118 & -0.0163 & 0.493537 \tabularnewline
19 & -0.01488 & -0.1143 & 0.454695 \tabularnewline
20 & 0.006443 & 0.0495 & 0.480349 \tabularnewline
21 & -0.042594 & -0.3272 & 0.37235 \tabularnewline
22 & -0.045998 & -0.3533 & 0.362556 \tabularnewline
23 & -0.027007 & -0.2074 & 0.418188 \tabularnewline
24 & -0.004874 & -0.0374 & 0.485131 \tabularnewline
25 & -0.004349 & -0.0334 & 0.486733 \tabularnewline
26 & -0.064002 & -0.4916 & 0.31241 \tabularnewline
27 & -0.019921 & -0.153 & 0.439453 \tabularnewline
28 & 0.077551 & 0.5957 & 0.276834 \tabularnewline
29 & 0.069664 & 0.5351 & 0.297297 \tabularnewline
30 & -0.087176 & -0.6696 & 0.252859 \tabularnewline
31 & 0.005823 & 0.0447 & 0.482238 \tabularnewline
32 & -0.101189 & -0.7772 & 0.22006 \tabularnewline
33 & 0.019912 & 0.1529 & 0.439481 \tabularnewline
34 & -0.009031 & -0.0694 & 0.472466 \tabularnewline
35 & -0.026534 & -0.2038 & 0.4196 \tabularnewline
36 & -0.04625 & -0.3553 & 0.361832 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71202&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]0.244988[/C][C]1.8818[/C][C]0.0324[/C][/ROW]
[ROW][C]2[/C][C]-0.078144[/C][C]-0.6002[/C][C]0.275324[/C][/ROW]
[ROW][C]3[/C][C]0.210299[/C][C]1.6153[/C][C]0.055787[/C][/ROW]
[ROW][C]4[/C][C]0.253559[/C][C]1.9476[/C][C]0.028112[/C][/ROW]
[ROW][C]5[/C][C]0.03533[/C][C]0.2714[/C][C]0.393526[/C][/ROW]
[ROW][C]6[/C][C]-0.301629[/C][C]-2.3169[/C][C]0.012001[/C][/ROW]
[ROW][C]7[/C][C]-0.002615[/C][C]-0.0201[/C][C]0.492021[/C][/ROW]
[ROW][C]8[/C][C]0.005008[/C][C]0.0385[/C][C]0.484723[/C][/ROW]
[ROW][C]9[/C][C]0.011358[/C][C]0.0872[/C][C]0.465388[/C][/ROW]
[ROW][C]10[/C][C]-0.061512[/C][C]-0.4725[/C][C]0.319163[/C][/ROW]
[ROW][C]11[/C][C]0.170278[/C][C]1.3079[/C][C]0.097985[/C][/ROW]
[ROW][C]12[/C][C]-0.135844[/C][C]-1.0434[/C][C]0.150501[/C][/ROW]
[ROW][C]13[/C][C]-0.107155[/C][C]-0.8231[/C][C]0.20689[/C][/ROW]
[ROW][C]14[/C][C]0.106651[/C][C]0.8192[/C][C]0.207984[/C][/ROW]
[ROW][C]15[/C][C]-0.123045[/C][C]-0.9451[/C][C]0.174224[/C][/ROW]
[ROW][C]16[/C][C]-0.066056[/C][C]-0.5074[/C][C]0.306887[/C][/ROW]
[ROW][C]17[/C][C]-0.109742[/C][C]-0.8429[/C][C]0.201332[/C][/ROW]
[ROW][C]18[/C][C]-0.002118[/C][C]-0.0163[/C][C]0.493537[/C][/ROW]
[ROW][C]19[/C][C]-0.01488[/C][C]-0.1143[/C][C]0.454695[/C][/ROW]
[ROW][C]20[/C][C]0.006443[/C][C]0.0495[/C][C]0.480349[/C][/ROW]
[ROW][C]21[/C][C]-0.042594[/C][C]-0.3272[/C][C]0.37235[/C][/ROW]
[ROW][C]22[/C][C]-0.045998[/C][C]-0.3533[/C][C]0.362556[/C][/ROW]
[ROW][C]23[/C][C]-0.027007[/C][C]-0.2074[/C][C]0.418188[/C][/ROW]
[ROW][C]24[/C][C]-0.004874[/C][C]-0.0374[/C][C]0.485131[/C][/ROW]
[ROW][C]25[/C][C]-0.004349[/C][C]-0.0334[/C][C]0.486733[/C][/ROW]
[ROW][C]26[/C][C]-0.064002[/C][C]-0.4916[/C][C]0.31241[/C][/ROW]
[ROW][C]27[/C][C]-0.019921[/C][C]-0.153[/C][C]0.439453[/C][/ROW]
[ROW][C]28[/C][C]0.077551[/C][C]0.5957[/C][C]0.276834[/C][/ROW]
[ROW][C]29[/C][C]0.069664[/C][C]0.5351[/C][C]0.297297[/C][/ROW]
[ROW][C]30[/C][C]-0.087176[/C][C]-0.6696[/C][C]0.252859[/C][/ROW]
[ROW][C]31[/C][C]0.005823[/C][C]0.0447[/C][C]0.482238[/C][/ROW]
[ROW][C]32[/C][C]-0.101189[/C][C]-0.7772[/C][C]0.22006[/C][/ROW]
[ROW][C]33[/C][C]0.019912[/C][C]0.1529[/C][C]0.439481[/C][/ROW]
[ROW][C]34[/C][C]-0.009031[/C][C]-0.0694[/C][C]0.472466[/C][/ROW]
[ROW][C]35[/C][C]-0.026534[/C][C]-0.2038[/C][C]0.4196[/C][/ROW]
[ROW][C]36[/C][C]-0.04625[/C][C]-0.3553[/C][C]0.361832[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71202&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71202&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
10.2449881.88180.0324
2-0.078144-0.60020.275324
30.2102991.61530.055787
40.2535591.94760.028112
50.035330.27140.393526
6-0.301629-2.31690.012001
7-0.002615-0.02010.492021
80.0050080.03850.484723
90.0113580.08720.465388
10-0.061512-0.47250.319163
110.1702781.30790.097985
12-0.135844-1.04340.150501
13-0.107155-0.82310.20689
140.1066510.81920.207984
15-0.123045-0.94510.174224
16-0.066056-0.50740.306887
17-0.109742-0.84290.201332
18-0.002118-0.01630.493537
19-0.01488-0.11430.454695
200.0064430.04950.480349
21-0.042594-0.32720.37235
22-0.045998-0.35330.362556
23-0.027007-0.20740.418188
24-0.004874-0.03740.485131
25-0.004349-0.03340.486733
26-0.064002-0.49160.31241
27-0.019921-0.1530.439453
280.0775510.59570.276834
290.0696640.53510.297297
30-0.087176-0.66960.252859
310.0058230.04470.482238
32-0.101189-0.77720.22006
330.0199120.15290.439481
34-0.009031-0.06940.472466
35-0.026534-0.20380.4196
36-0.04625-0.35530.361832


Figures (Output of Computation)

Input Parameters & R Code

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