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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, 23 Nov 2009 08:21:31 -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/Nov/23/t1258989756g4mbrtzawd8aqye.htm/, Retrieved Fri, 03 May 2024 05:58:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58790, Retrieved Fri, 03 May 2024 05:58:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-23 15:21:31] [2b679e8ec54382eeb0ec0b6bb527570a] [Current]
-   PD            [(Partial) Autocorrelation Function] [AC] [2009-12-04 12:13:18] [74be16979710d4c4e7c6647856088456]
-    D            [(Partial) Autocorrelation Function] [AC D=1] [2009-12-04 12:15:32] [74be16979710d4c4e7c6647856088456]
- R PD            [(Partial) Autocorrelation Function] [AutoCF d=0,D=1] [2009-12-04 15:15:19] [fa71ec4c741ffec745cb91dcbd756720]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-20 08:11:29] [5d885a68c2332cc44f6191ec94766bfa]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.03
100.25
99.6
100.16
100.49
99.72
100.14
98.48
100.38
101.45
98.42
98.6
100.06
98.62
100.84
100.02
97.95
98.32
98.27
97.22
99.28
100.38
99.02
100.32
99.81
100.6
101.19
100.47
101.77
102.32
102.39
101.16
100.63
101.48
101.44
100.09
100.7
100.78
99.81
98.45
98.49
97.48
97.91
96.94
98.53
96.82
95.76
95.27
97.32
96.68
97.87
97.42
97.94
99.52
100.99
99.92
101.97
101.58
99.54
100.83

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=58790&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=58790&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58790&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
10.8236325.70630
20.7221825.00344e-06
30.6141694.25514.8e-05
40.4387563.03980.001913
50.316552.19310.016588
60.1734531.20170.117684
7-0.029698-0.20580.418928
8-0.140946-0.97650.166855
9-0.293426-2.03290.023806
10-0.43831-3.03670.00193
11-0.486702-3.3720.000741
12-0.593101-4.10917.7e-05
13-0.581606-4.02959.9e-05
14-0.521916-3.61590.000358
15-0.513925-3.56060.000423
16-0.497552-3.44710.000594
17-0.444848-3.0820.001701
18-0.395391-2.73930.004308
19-0.242575-1.68060.049668
20-0.141206-0.97830.166414
21-0.061367-0.42520.336309
220.0567990.39350.34784
230.1200560.83180.204828
240.1572981.08980.140622
250.2477771.71670.046245
260.2415941.67380.050336
270.2535671.75680.042668
280.2836641.96530.027591
290.2628671.82120.037407
300.2234011.54780.064124
310.1609591.11520.135167
320.0949380.65780.25692
330.0740870.51330.305051
340.057380.39750.346366
35-0.005722-0.03960.48427
36-0.00653-0.04520.482052

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.823632 & 5.7063 & 0 \tabularnewline
2 & 0.722182 & 5.0034 & 4e-06 \tabularnewline
3 & 0.614169 & 4.2551 & 4.8e-05 \tabularnewline
4 & 0.438756 & 3.0398 & 0.001913 \tabularnewline
5 & 0.31655 & 2.1931 & 0.016588 \tabularnewline
6 & 0.173453 & 1.2017 & 0.117684 \tabularnewline
7 & -0.029698 & -0.2058 & 0.418928 \tabularnewline
8 & -0.140946 & -0.9765 & 0.166855 \tabularnewline
9 & -0.293426 & -2.0329 & 0.023806 \tabularnewline
10 & -0.43831 & -3.0367 & 0.00193 \tabularnewline
11 & -0.486702 & -3.372 & 0.000741 \tabularnewline
12 & -0.593101 & -4.1091 & 7.7e-05 \tabularnewline
13 & -0.581606 & -4.0295 & 9.9e-05 \tabularnewline
14 & -0.521916 & -3.6159 & 0.000358 \tabularnewline
15 & -0.513925 & -3.5606 & 0.000423 \tabularnewline
16 & -0.497552 & -3.4471 & 0.000594 \tabularnewline
17 & -0.444848 & -3.082 & 0.001701 \tabularnewline
18 & -0.395391 & -2.7393 & 0.004308 \tabularnewline
19 & -0.242575 & -1.6806 & 0.049668 \tabularnewline
20 & -0.141206 & -0.9783 & 0.166414 \tabularnewline
21 & -0.061367 & -0.4252 & 0.336309 \tabularnewline
22 & 0.056799 & 0.3935 & 0.34784 \tabularnewline
23 & 0.120056 & 0.8318 & 0.204828 \tabularnewline
24 & 0.157298 & 1.0898 & 0.140622 \tabularnewline
25 & 0.247777 & 1.7167 & 0.046245 \tabularnewline
26 & 0.241594 & 1.6738 & 0.050336 \tabularnewline
27 & 0.253567 & 1.7568 & 0.042668 \tabularnewline
28 & 0.283664 & 1.9653 & 0.027591 \tabularnewline
29 & 0.262867 & 1.8212 & 0.037407 \tabularnewline
30 & 0.223401 & 1.5478 & 0.064124 \tabularnewline
31 & 0.160959 & 1.1152 & 0.135167 \tabularnewline
32 & 0.094938 & 0.6578 & 0.25692 \tabularnewline
33 & 0.074087 & 0.5133 & 0.305051 \tabularnewline
34 & 0.05738 & 0.3975 & 0.346366 \tabularnewline
35 & -0.005722 & -0.0396 & 0.48427 \tabularnewline
36 & -0.00653 & -0.0452 & 0.482052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58790&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]0.823632[/C][C]5.7063[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.722182[/C][C]5.0034[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.614169[/C][C]4.2551[/C][C]4.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.438756[/C][C]3.0398[/C][C]0.001913[/C][/ROW]
[ROW][C]5[/C][C]0.31655[/C][C]2.1931[/C][C]0.016588[/C][/ROW]
[ROW][C]6[/C][C]0.173453[/C][C]1.2017[/C][C]0.117684[/C][/ROW]
[ROW][C]7[/C][C]-0.029698[/C][C]-0.2058[/C][C]0.418928[/C][/ROW]
[ROW][C]8[/C][C]-0.140946[/C][C]-0.9765[/C][C]0.166855[/C][/ROW]
[ROW][C]9[/C][C]-0.293426[/C][C]-2.0329[/C][C]0.023806[/C][/ROW]
[ROW][C]10[/C][C]-0.43831[/C][C]-3.0367[/C][C]0.00193[/C][/ROW]
[ROW][C]11[/C][C]-0.486702[/C][C]-3.372[/C][C]0.000741[/C][/ROW]
[ROW][C]12[/C][C]-0.593101[/C][C]-4.1091[/C][C]7.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.581606[/C][C]-4.0295[/C][C]9.9e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.521916[/C][C]-3.6159[/C][C]0.000358[/C][/ROW]
[ROW][C]15[/C][C]-0.513925[/C][C]-3.5606[/C][C]0.000423[/C][/ROW]
[ROW][C]16[/C][C]-0.497552[/C][C]-3.4471[/C][C]0.000594[/C][/ROW]
[ROW][C]17[/C][C]-0.444848[/C][C]-3.082[/C][C]0.001701[/C][/ROW]
[ROW][C]18[/C][C]-0.395391[/C][C]-2.7393[/C][C]0.004308[/C][/ROW]
[ROW][C]19[/C][C]-0.242575[/C][C]-1.6806[/C][C]0.049668[/C][/ROW]
[ROW][C]20[/C][C]-0.141206[/C][C]-0.9783[/C][C]0.166414[/C][/ROW]
[ROW][C]21[/C][C]-0.061367[/C][C]-0.4252[/C][C]0.336309[/C][/ROW]
[ROW][C]22[/C][C]0.056799[/C][C]0.3935[/C][C]0.34784[/C][/ROW]
[ROW][C]23[/C][C]0.120056[/C][C]0.8318[/C][C]0.204828[/C][/ROW]
[ROW][C]24[/C][C]0.157298[/C][C]1.0898[/C][C]0.140622[/C][/ROW]
[ROW][C]25[/C][C]0.247777[/C][C]1.7167[/C][C]0.046245[/C][/ROW]
[ROW][C]26[/C][C]0.241594[/C][C]1.6738[/C][C]0.050336[/C][/ROW]
[ROW][C]27[/C][C]0.253567[/C][C]1.7568[/C][C]0.042668[/C][/ROW]
[ROW][C]28[/C][C]0.283664[/C][C]1.9653[/C][C]0.027591[/C][/ROW]
[ROW][C]29[/C][C]0.262867[/C][C]1.8212[/C][C]0.037407[/C][/ROW]
[ROW][C]30[/C][C]0.223401[/C][C]1.5478[/C][C]0.064124[/C][/ROW]
[ROW][C]31[/C][C]0.160959[/C][C]1.1152[/C][C]0.135167[/C][/ROW]
[ROW][C]32[/C][C]0.094938[/C][C]0.6578[/C][C]0.25692[/C][/ROW]
[ROW][C]33[/C][C]0.074087[/C][C]0.5133[/C][C]0.305051[/C][/ROW]
[ROW][C]34[/C][C]0.05738[/C][C]0.3975[/C][C]0.346366[/C][/ROW]
[ROW][C]35[/C][C]-0.005722[/C][C]-0.0396[/C][C]0.48427[/C][/ROW]
[ROW][C]36[/C][C]-0.00653[/C][C]-0.0452[/C][C]0.482052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58790&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58790&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
10.8236325.70630
20.7221825.00344e-06
30.6141694.25514.8e-05
40.4387563.03980.001913
50.316552.19310.016588
60.1734531.20170.117684
7-0.029698-0.20580.418928
8-0.140946-0.97650.166855
9-0.293426-2.03290.023806
10-0.43831-3.03670.00193
11-0.486702-3.3720.000741
12-0.593101-4.10917.7e-05
13-0.581606-4.02959.9e-05
14-0.521916-3.61590.000358
15-0.513925-3.56060.000423
16-0.497552-3.44710.000594
17-0.444848-3.0820.001701
18-0.395391-2.73930.004308
19-0.242575-1.68060.049668
20-0.141206-0.97830.166414
21-0.061367-0.42520.336309
220.0567990.39350.34784
230.1200560.83180.204828
240.1572981.08980.140622
250.2477771.71670.046245
260.2415941.67380.050336
270.2535671.75680.042668
280.2836641.96530.027591
290.2628671.82120.037407
300.2234011.54780.064124
310.1609591.11520.135167
320.0949380.65780.25692
330.0740870.51330.305051
340.057380.39750.346366
35-0.005722-0.03960.48427
36-0.00653-0.04520.482052






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8236325.70630
20.1362190.94380.175012
3-0.037425-0.25930.398262
4-0.279477-1.93630.029367
5-0.029656-0.20550.41904
6-0.115833-0.80250.213105
7-0.310054-2.14810.01839
80.0057870.04010.484093
9-0.173284-1.20060.117909
10-0.166354-1.15250.127404
110.0368680.25540.399741
12-0.201679-1.39730.084379
130.1812311.25560.107668
140.0798710.55340.291291
15-0.088639-0.61410.271022
16-0.290885-2.01530.024745
17-0.11901-0.82450.20686
180.03470.24040.405518
190.1755651.21630.1149
20-0.035541-0.24620.403275
21-0.103683-0.71830.238016
22-0.039362-0.27270.393124
23-0.021523-0.14910.441044
24-0.17243-1.19460.119051
250.1165140.80720.211756
26-0.114514-0.79340.215731
27-0.078034-0.54060.295628
28-0.126686-0.87770.192238
290.0335090.23220.408702
30-0.109341-0.75750.226216
31-0.031888-0.22090.413042
320.0402670.2790.39073
33-0.063553-0.44030.330845
34-0.019652-0.13620.446134
35-0.105205-0.72890.234808
360.0423330.29330.385281

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.823632 & 5.7063 & 0 \tabularnewline
2 & 0.136219 & 0.9438 & 0.175012 \tabularnewline
3 & -0.037425 & -0.2593 & 0.398262 \tabularnewline
4 & -0.279477 & -1.9363 & 0.029367 \tabularnewline
5 & -0.029656 & -0.2055 & 0.41904 \tabularnewline
6 & -0.115833 & -0.8025 & 0.213105 \tabularnewline
7 & -0.310054 & -2.1481 & 0.01839 \tabularnewline
8 & 0.005787 & 0.0401 & 0.484093 \tabularnewline
9 & -0.173284 & -1.2006 & 0.117909 \tabularnewline
10 & -0.166354 & -1.1525 & 0.127404 \tabularnewline
11 & 0.036868 & 0.2554 & 0.399741 \tabularnewline
12 & -0.201679 & -1.3973 & 0.084379 \tabularnewline
13 & 0.181231 & 1.2556 & 0.107668 \tabularnewline
14 & 0.079871 & 0.5534 & 0.291291 \tabularnewline
15 & -0.088639 & -0.6141 & 0.271022 \tabularnewline
16 & -0.290885 & -2.0153 & 0.024745 \tabularnewline
17 & -0.11901 & -0.8245 & 0.20686 \tabularnewline
18 & 0.0347 & 0.2404 & 0.405518 \tabularnewline
19 & 0.175565 & 1.2163 & 0.1149 \tabularnewline
20 & -0.035541 & -0.2462 & 0.403275 \tabularnewline
21 & -0.103683 & -0.7183 & 0.238016 \tabularnewline
22 & -0.039362 & -0.2727 & 0.393124 \tabularnewline
23 & -0.021523 & -0.1491 & 0.441044 \tabularnewline
24 & -0.17243 & -1.1946 & 0.119051 \tabularnewline
25 & 0.116514 & 0.8072 & 0.211756 \tabularnewline
26 & -0.114514 & -0.7934 & 0.215731 \tabularnewline
27 & -0.078034 & -0.5406 & 0.295628 \tabularnewline
28 & -0.126686 & -0.8777 & 0.192238 \tabularnewline
29 & 0.033509 & 0.2322 & 0.408702 \tabularnewline
30 & -0.109341 & -0.7575 & 0.226216 \tabularnewline
31 & -0.031888 & -0.2209 & 0.413042 \tabularnewline
32 & 0.040267 & 0.279 & 0.39073 \tabularnewline
33 & -0.063553 & -0.4403 & 0.330845 \tabularnewline
34 & -0.019652 & -0.1362 & 0.446134 \tabularnewline
35 & -0.105205 & -0.7289 & 0.234808 \tabularnewline
36 & 0.042333 & 0.2933 & 0.385281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58790&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]0.823632[/C][C]5.7063[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.136219[/C][C]0.9438[/C][C]0.175012[/C][/ROW]
[ROW][C]3[/C][C]-0.037425[/C][C]-0.2593[/C][C]0.398262[/C][/ROW]
[ROW][C]4[/C][C]-0.279477[/C][C]-1.9363[/C][C]0.029367[/C][/ROW]
[ROW][C]5[/C][C]-0.029656[/C][C]-0.2055[/C][C]0.41904[/C][/ROW]
[ROW][C]6[/C][C]-0.115833[/C][C]-0.8025[/C][C]0.213105[/C][/ROW]
[ROW][C]7[/C][C]-0.310054[/C][C]-2.1481[/C][C]0.01839[/C][/ROW]
[ROW][C]8[/C][C]0.005787[/C][C]0.0401[/C][C]0.484093[/C][/ROW]
[ROW][C]9[/C][C]-0.173284[/C][C]-1.2006[/C][C]0.117909[/C][/ROW]
[ROW][C]10[/C][C]-0.166354[/C][C]-1.1525[/C][C]0.127404[/C][/ROW]
[ROW][C]11[/C][C]0.036868[/C][C]0.2554[/C][C]0.399741[/C][/ROW]
[ROW][C]12[/C][C]-0.201679[/C][C]-1.3973[/C][C]0.084379[/C][/ROW]
[ROW][C]13[/C][C]0.181231[/C][C]1.2556[/C][C]0.107668[/C][/ROW]
[ROW][C]14[/C][C]0.079871[/C][C]0.5534[/C][C]0.291291[/C][/ROW]
[ROW][C]15[/C][C]-0.088639[/C][C]-0.6141[/C][C]0.271022[/C][/ROW]
[ROW][C]16[/C][C]-0.290885[/C][C]-2.0153[/C][C]0.024745[/C][/ROW]
[ROW][C]17[/C][C]-0.11901[/C][C]-0.8245[/C][C]0.20686[/C][/ROW]
[ROW][C]18[/C][C]0.0347[/C][C]0.2404[/C][C]0.405518[/C][/ROW]
[ROW][C]19[/C][C]0.175565[/C][C]1.2163[/C][C]0.1149[/C][/ROW]
[ROW][C]20[/C][C]-0.035541[/C][C]-0.2462[/C][C]0.403275[/C][/ROW]
[ROW][C]21[/C][C]-0.103683[/C][C]-0.7183[/C][C]0.238016[/C][/ROW]
[ROW][C]22[/C][C]-0.039362[/C][C]-0.2727[/C][C]0.393124[/C][/ROW]
[ROW][C]23[/C][C]-0.021523[/C][C]-0.1491[/C][C]0.441044[/C][/ROW]
[ROW][C]24[/C][C]-0.17243[/C][C]-1.1946[/C][C]0.119051[/C][/ROW]
[ROW][C]25[/C][C]0.116514[/C][C]0.8072[/C][C]0.211756[/C][/ROW]
[ROW][C]26[/C][C]-0.114514[/C][C]-0.7934[/C][C]0.215731[/C][/ROW]
[ROW][C]27[/C][C]-0.078034[/C][C]-0.5406[/C][C]0.295628[/C][/ROW]
[ROW][C]28[/C][C]-0.126686[/C][C]-0.8777[/C][C]0.192238[/C][/ROW]
[ROW][C]29[/C][C]0.033509[/C][C]0.2322[/C][C]0.408702[/C][/ROW]
[ROW][C]30[/C][C]-0.109341[/C][C]-0.7575[/C][C]0.226216[/C][/ROW]
[ROW][C]31[/C][C]-0.031888[/C][C]-0.2209[/C][C]0.413042[/C][/ROW]
[ROW][C]32[/C][C]0.040267[/C][C]0.279[/C][C]0.39073[/C][/ROW]
[ROW][C]33[/C][C]-0.063553[/C][C]-0.4403[/C][C]0.330845[/C][/ROW]
[ROW][C]34[/C][C]-0.019652[/C][C]-0.1362[/C][C]0.446134[/C][/ROW]
[ROW][C]35[/C][C]-0.105205[/C][C]-0.7289[/C][C]0.234808[/C][/ROW]
[ROW][C]36[/C][C]0.042333[/C][C]0.2933[/C][C]0.385281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58790&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58790&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
10.8236325.70630
20.1362190.94380.175012
3-0.037425-0.25930.398262
4-0.279477-1.93630.029367
5-0.029656-0.20550.41904
6-0.115833-0.80250.213105
7-0.310054-2.14810.01839
80.0057870.04010.484093
9-0.173284-1.20060.117909
10-0.166354-1.15250.127404
110.0368680.25540.399741
12-0.201679-1.39730.084379
130.1812311.25560.107668
140.0798710.55340.291291
15-0.088639-0.61410.271022
16-0.290885-2.01530.024745
17-0.11901-0.82450.20686
180.03470.24040.405518
190.1755651.21630.1149
20-0.035541-0.24620.403275
21-0.103683-0.71830.238016
22-0.039362-0.27270.393124
23-0.021523-0.14910.441044
24-0.17243-1.19460.119051
250.1165140.80720.211756
26-0.114514-0.79340.215731
27-0.078034-0.54060.295628
28-0.126686-0.87770.192238
290.0335090.23220.408702
30-0.109341-0.75750.226216
31-0.031888-0.22090.413042
320.0402670.2790.39073
33-0.063553-0.44030.330845
34-0.019652-0.13620.446134
35-0.105205-0.72890.234808
360.0423330.29330.385281


Figures (Output of Computation)

Input Parameters & R Code

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