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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, 25 Nov 2009 10:09:22 -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/25/t12591691061f6uqjqfxg9cqoc.htm/, Retrieved Wed, 08 May 2024 04:05:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59471, Retrieved Wed, 08 May 2024 04:05:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169

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]
- R  D        [(Partial) Autocorrelation Function] [Model 1 (autocorr...] [2009-11-25 16:46:20] [c0117c881d5fcd069841276db0c34efe]
-   PD          [(Partial) Autocorrelation Function] [Model 1: D=1] [2009-11-25 16:54:24] [c0117c881d5fcd069841276db0c34efe]
-   P               [(Partial) Autocorrelation Function] [Model 1: D=1, d=1] [2009-11-25 17:09:22] [d5837f25ec8937f9733a894c487f865c] [Current]
-   P                 [(Partial) Autocorrelation Function] [Model 1: D=0, d=1] [2009-11-25 17:41:01] [c0117c881d5fcd069841276db0c34efe]
-   PD                [(Partial) Autocorrelation Function] [] [2009-11-28 11:25:31] [4f1a20f787b3465111b61213cdeef1a9]
-    D                [(Partial) Autocorrelation Function] [model 1: D=1, d=1] [2009-11-28 11:37:11] [4f1a20f787b3465111b61213cdeef1a9]
-   PD                  [(Partial) Autocorrelation Function] [model 1: D=0, d=1] [2009-11-28 11:46:39] [4f1a20f787b3465111b61213cdeef1a9]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3030.29
2803.47
2767.63
2882.6
2863.36
2897.06
3012.61
3142.95
3032.93
3045.78
3110.52
3013.24
2987.1
2995.55
2833.18
2848.96
2794.83
2845.26
2915.02
2892.63
2604.42
2641.65
2659.81
2638.53
2720.25
2745.88
2735.7
2811.7
2799.43
2555.28
2304.98
2214.95
2065.81
1940.49
2042
1995.37
1946.81
1765.9
1635.25
1833.42
1910.43
1959.67
1969.6
2061.41
2093.48
2120.88
2174.56
2196.72
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44

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=59471&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=59471&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59471&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
10.4646723.18560.001283
20.1273640.87320.193507
3-0.014734-0.1010.459987
4-0.033258-0.2280.410315
5-0.076335-0.52330.301602
6-0.050936-0.34920.364251
70.0500250.3430.366582
80.1290250.88450.190451
9-0.000415-0.00280.498871
10-0.097418-0.66790.253744
11-0.201709-1.38280.086623
12-0.376057-2.57810.006564
13-0.120301-0.82470.206842
140.0131140.08990.464372
150.1757311.20480.117166
160.1104670.75730.226317
170.1115530.76480.224115
180.06880.47170.319674
19-0.067842-0.46510.322003
20-0.197129-1.35140.091511
210.027040.18540.426866
220.0820470.56250.288229
23-0.021127-0.14480.442729
24-0.07533-0.51640.303986
25-0.105828-0.72550.235865
26-0.092335-0.6330.264895
27-0.154581-1.05980.147336
28-0.109712-0.75220.227856
29-0.106042-0.7270.235419
30-0.061767-0.42350.336948
310.0255880.17540.43075
320.0904750.62030.269039
330.0039950.02740.489132
34-0.031281-0.21450.415562
350.0224050.15360.439291
360.065750.45080.327118

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.464672 & 3.1856 & 0.001283 \tabularnewline
2 & 0.127364 & 0.8732 & 0.193507 \tabularnewline
3 & -0.014734 & -0.101 & 0.459987 \tabularnewline
4 & -0.033258 & -0.228 & 0.410315 \tabularnewline
5 & -0.076335 & -0.5233 & 0.301602 \tabularnewline
6 & -0.050936 & -0.3492 & 0.364251 \tabularnewline
7 & 0.050025 & 0.343 & 0.366582 \tabularnewline
8 & 0.129025 & 0.8845 & 0.190451 \tabularnewline
9 & -0.000415 & -0.0028 & 0.498871 \tabularnewline
10 & -0.097418 & -0.6679 & 0.253744 \tabularnewline
11 & -0.201709 & -1.3828 & 0.086623 \tabularnewline
12 & -0.376057 & -2.5781 & 0.006564 \tabularnewline
13 & -0.120301 & -0.8247 & 0.206842 \tabularnewline
14 & 0.013114 & 0.0899 & 0.464372 \tabularnewline
15 & 0.175731 & 1.2048 & 0.117166 \tabularnewline
16 & 0.110467 & 0.7573 & 0.226317 \tabularnewline
17 & 0.111553 & 0.7648 & 0.224115 \tabularnewline
18 & 0.0688 & 0.4717 & 0.319674 \tabularnewline
19 & -0.067842 & -0.4651 & 0.322003 \tabularnewline
20 & -0.197129 & -1.3514 & 0.091511 \tabularnewline
21 & 0.02704 & 0.1854 & 0.426866 \tabularnewline
22 & 0.082047 & 0.5625 & 0.288229 \tabularnewline
23 & -0.021127 & -0.1448 & 0.442729 \tabularnewline
24 & -0.07533 & -0.5164 & 0.303986 \tabularnewline
25 & -0.105828 & -0.7255 & 0.235865 \tabularnewline
26 & -0.092335 & -0.633 & 0.264895 \tabularnewline
27 & -0.154581 & -1.0598 & 0.147336 \tabularnewline
28 & -0.109712 & -0.7522 & 0.227856 \tabularnewline
29 & -0.106042 & -0.727 & 0.235419 \tabularnewline
30 & -0.061767 & -0.4235 & 0.336948 \tabularnewline
31 & 0.025588 & 0.1754 & 0.43075 \tabularnewline
32 & 0.090475 & 0.6203 & 0.269039 \tabularnewline
33 & 0.003995 & 0.0274 & 0.489132 \tabularnewline
34 & -0.031281 & -0.2145 & 0.415562 \tabularnewline
35 & 0.022405 & 0.1536 & 0.439291 \tabularnewline
36 & 0.06575 & 0.4508 & 0.327118 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59471&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]0.464672[/C][C]3.1856[/C][C]0.001283[/C][/ROW]
[ROW][C]2[/C][C]0.127364[/C][C]0.8732[/C][C]0.193507[/C][/ROW]
[ROW][C]3[/C][C]-0.014734[/C][C]-0.101[/C][C]0.459987[/C][/ROW]
[ROW][C]4[/C][C]-0.033258[/C][C]-0.228[/C][C]0.410315[/C][/ROW]
[ROW][C]5[/C][C]-0.076335[/C][C]-0.5233[/C][C]0.301602[/C][/ROW]
[ROW][C]6[/C][C]-0.050936[/C][C]-0.3492[/C][C]0.364251[/C][/ROW]
[ROW][C]7[/C][C]0.050025[/C][C]0.343[/C][C]0.366582[/C][/ROW]
[ROW][C]8[/C][C]0.129025[/C][C]0.8845[/C][C]0.190451[/C][/ROW]
[ROW][C]9[/C][C]-0.000415[/C][C]-0.0028[/C][C]0.498871[/C][/ROW]
[ROW][C]10[/C][C]-0.097418[/C][C]-0.6679[/C][C]0.253744[/C][/ROW]
[ROW][C]11[/C][C]-0.201709[/C][C]-1.3828[/C][C]0.086623[/C][/ROW]
[ROW][C]12[/C][C]-0.376057[/C][C]-2.5781[/C][C]0.006564[/C][/ROW]
[ROW][C]13[/C][C]-0.120301[/C][C]-0.8247[/C][C]0.206842[/C][/ROW]
[ROW][C]14[/C][C]0.013114[/C][C]0.0899[/C][C]0.464372[/C][/ROW]
[ROW][C]15[/C][C]0.175731[/C][C]1.2048[/C][C]0.117166[/C][/ROW]
[ROW][C]16[/C][C]0.110467[/C][C]0.7573[/C][C]0.226317[/C][/ROW]
[ROW][C]17[/C][C]0.111553[/C][C]0.7648[/C][C]0.224115[/C][/ROW]
[ROW][C]18[/C][C]0.0688[/C][C]0.4717[/C][C]0.319674[/C][/ROW]
[ROW][C]19[/C][C]-0.067842[/C][C]-0.4651[/C][C]0.322003[/C][/ROW]
[ROW][C]20[/C][C]-0.197129[/C][C]-1.3514[/C][C]0.091511[/C][/ROW]
[ROW][C]21[/C][C]0.02704[/C][C]0.1854[/C][C]0.426866[/C][/ROW]
[ROW][C]22[/C][C]0.082047[/C][C]0.5625[/C][C]0.288229[/C][/ROW]
[ROW][C]23[/C][C]-0.021127[/C][C]-0.1448[/C][C]0.442729[/C][/ROW]
[ROW][C]24[/C][C]-0.07533[/C][C]-0.5164[/C][C]0.303986[/C][/ROW]
[ROW][C]25[/C][C]-0.105828[/C][C]-0.7255[/C][C]0.235865[/C][/ROW]
[ROW][C]26[/C][C]-0.092335[/C][C]-0.633[/C][C]0.264895[/C][/ROW]
[ROW][C]27[/C][C]-0.154581[/C][C]-1.0598[/C][C]0.147336[/C][/ROW]
[ROW][C]28[/C][C]-0.109712[/C][C]-0.7522[/C][C]0.227856[/C][/ROW]
[ROW][C]29[/C][C]-0.106042[/C][C]-0.727[/C][C]0.235419[/C][/ROW]
[ROW][C]30[/C][C]-0.061767[/C][C]-0.4235[/C][C]0.336948[/C][/ROW]
[ROW][C]31[/C][C]0.025588[/C][C]0.1754[/C][C]0.43075[/C][/ROW]
[ROW][C]32[/C][C]0.090475[/C][C]0.6203[/C][C]0.269039[/C][/ROW]
[ROW][C]33[/C][C]0.003995[/C][C]0.0274[/C][C]0.489132[/C][/ROW]
[ROW][C]34[/C][C]-0.031281[/C][C]-0.2145[/C][C]0.415562[/C][/ROW]
[ROW][C]35[/C][C]0.022405[/C][C]0.1536[/C][C]0.439291[/C][/ROW]
[ROW][C]36[/C][C]0.06575[/C][C]0.4508[/C][C]0.327118[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59471&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59471&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
10.4646723.18560.001283
20.1273640.87320.193507
3-0.014734-0.1010.459987
4-0.033258-0.2280.410315
5-0.076335-0.52330.301602
6-0.050936-0.34920.364251
70.0500250.3430.366582
80.1290250.88450.190451
9-0.000415-0.00280.498871
10-0.097418-0.66790.253744
11-0.201709-1.38280.086623
12-0.376057-2.57810.006564
13-0.120301-0.82470.206842
140.0131140.08990.464372
150.1757311.20480.117166
160.1104670.75730.226317
170.1115530.76480.224115
180.06880.47170.319674
19-0.067842-0.46510.322003
20-0.197129-1.35140.091511
210.027040.18540.426866
220.0820470.56250.288229
23-0.021127-0.14480.442729
24-0.07533-0.51640.303986
25-0.105828-0.72550.235865
26-0.092335-0.6330.264895
27-0.154581-1.05980.147336
28-0.109712-0.75220.227856
29-0.106042-0.7270.235419
30-0.061767-0.42350.336948
310.0255880.17540.43075
320.0904750.62030.269039
330.0039950.02740.489132
34-0.031281-0.21450.415562
350.0224050.15360.439291
360.065750.45080.327118






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4646723.18560.001283
2-0.112943-0.77430.221316
3-0.036326-0.2490.402209
40.0041040.02810.488836
5-0.07459-0.51140.305745
60.0177450.12170.451845
70.09160.6280.26653
80.0744710.51050.30603
9-0.137587-0.94330.175188
10-0.057171-0.39190.348436
11-0.148497-1.0180.156934
12-0.295739-2.02750.024152
130.2789721.91250.030956
14-0.043216-0.29630.384163
150.1720621.17960.122048
16-0.081872-0.56130.288634
170.0768430.52680.300402
18-0.012549-0.0860.465904
19-0.102289-0.70130.243299
20-0.048704-0.33390.369972
210.1678311.15060.127861
22-0.085377-0.58530.280569
23-0.218002-1.49450.070858
24-0.086814-0.59520.277294
250.0035060.0240.490463
26-0.023887-0.16380.43531
270.1033250.70840.24111
28-0.060948-0.41780.338983
29-0.119186-0.81710.208997
30-0.03884-0.26630.395597
310.0616390.42260.337266
32-0.035797-0.24540.403604
330.1149440.7880.217322
34-0.083101-0.56970.285794
35-0.000357-0.00240.499028
36-0.115428-0.79130.216362

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.464672 & 3.1856 & 0.001283 \tabularnewline
2 & -0.112943 & -0.7743 & 0.221316 \tabularnewline
3 & -0.036326 & -0.249 & 0.402209 \tabularnewline
4 & 0.004104 & 0.0281 & 0.488836 \tabularnewline
5 & -0.07459 & -0.5114 & 0.305745 \tabularnewline
6 & 0.017745 & 0.1217 & 0.451845 \tabularnewline
7 & 0.0916 & 0.628 & 0.26653 \tabularnewline
8 & 0.074471 & 0.5105 & 0.30603 \tabularnewline
9 & -0.137587 & -0.9433 & 0.175188 \tabularnewline
10 & -0.057171 & -0.3919 & 0.348436 \tabularnewline
11 & -0.148497 & -1.018 & 0.156934 \tabularnewline
12 & -0.295739 & -2.0275 & 0.024152 \tabularnewline
13 & 0.278972 & 1.9125 & 0.030956 \tabularnewline
14 & -0.043216 & -0.2963 & 0.384163 \tabularnewline
15 & 0.172062 & 1.1796 & 0.122048 \tabularnewline
16 & -0.081872 & -0.5613 & 0.288634 \tabularnewline
17 & 0.076843 & 0.5268 & 0.300402 \tabularnewline
18 & -0.012549 & -0.086 & 0.465904 \tabularnewline
19 & -0.102289 & -0.7013 & 0.243299 \tabularnewline
20 & -0.048704 & -0.3339 & 0.369972 \tabularnewline
21 & 0.167831 & 1.1506 & 0.127861 \tabularnewline
22 & -0.085377 & -0.5853 & 0.280569 \tabularnewline
23 & -0.218002 & -1.4945 & 0.070858 \tabularnewline
24 & -0.086814 & -0.5952 & 0.277294 \tabularnewline
25 & 0.003506 & 0.024 & 0.490463 \tabularnewline
26 & -0.023887 & -0.1638 & 0.43531 \tabularnewline
27 & 0.103325 & 0.7084 & 0.24111 \tabularnewline
28 & -0.060948 & -0.4178 & 0.338983 \tabularnewline
29 & -0.119186 & -0.8171 & 0.208997 \tabularnewline
30 & -0.03884 & -0.2663 & 0.395597 \tabularnewline
31 & 0.061639 & 0.4226 & 0.337266 \tabularnewline
32 & -0.035797 & -0.2454 & 0.403604 \tabularnewline
33 & 0.114944 & 0.788 & 0.217322 \tabularnewline
34 & -0.083101 & -0.5697 & 0.285794 \tabularnewline
35 & -0.000357 & -0.0024 & 0.499028 \tabularnewline
36 & -0.115428 & -0.7913 & 0.216362 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59471&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]0.464672[/C][C]3.1856[/C][C]0.001283[/C][/ROW]
[ROW][C]2[/C][C]-0.112943[/C][C]-0.7743[/C][C]0.221316[/C][/ROW]
[ROW][C]3[/C][C]-0.036326[/C][C]-0.249[/C][C]0.402209[/C][/ROW]
[ROW][C]4[/C][C]0.004104[/C][C]0.0281[/C][C]0.488836[/C][/ROW]
[ROW][C]5[/C][C]-0.07459[/C][C]-0.5114[/C][C]0.305745[/C][/ROW]
[ROW][C]6[/C][C]0.017745[/C][C]0.1217[/C][C]0.451845[/C][/ROW]
[ROW][C]7[/C][C]0.0916[/C][C]0.628[/C][C]0.26653[/C][/ROW]
[ROW][C]8[/C][C]0.074471[/C][C]0.5105[/C][C]0.30603[/C][/ROW]
[ROW][C]9[/C][C]-0.137587[/C][C]-0.9433[/C][C]0.175188[/C][/ROW]
[ROW][C]10[/C][C]-0.057171[/C][C]-0.3919[/C][C]0.348436[/C][/ROW]
[ROW][C]11[/C][C]-0.148497[/C][C]-1.018[/C][C]0.156934[/C][/ROW]
[ROW][C]12[/C][C]-0.295739[/C][C]-2.0275[/C][C]0.024152[/C][/ROW]
[ROW][C]13[/C][C]0.278972[/C][C]1.9125[/C][C]0.030956[/C][/ROW]
[ROW][C]14[/C][C]-0.043216[/C][C]-0.2963[/C][C]0.384163[/C][/ROW]
[ROW][C]15[/C][C]0.172062[/C][C]1.1796[/C][C]0.122048[/C][/ROW]
[ROW][C]16[/C][C]-0.081872[/C][C]-0.5613[/C][C]0.288634[/C][/ROW]
[ROW][C]17[/C][C]0.076843[/C][C]0.5268[/C][C]0.300402[/C][/ROW]
[ROW][C]18[/C][C]-0.012549[/C][C]-0.086[/C][C]0.465904[/C][/ROW]
[ROW][C]19[/C][C]-0.102289[/C][C]-0.7013[/C][C]0.243299[/C][/ROW]
[ROW][C]20[/C][C]-0.048704[/C][C]-0.3339[/C][C]0.369972[/C][/ROW]
[ROW][C]21[/C][C]0.167831[/C][C]1.1506[/C][C]0.127861[/C][/ROW]
[ROW][C]22[/C][C]-0.085377[/C][C]-0.5853[/C][C]0.280569[/C][/ROW]
[ROW][C]23[/C][C]-0.218002[/C][C]-1.4945[/C][C]0.070858[/C][/ROW]
[ROW][C]24[/C][C]-0.086814[/C][C]-0.5952[/C][C]0.277294[/C][/ROW]
[ROW][C]25[/C][C]0.003506[/C][C]0.024[/C][C]0.490463[/C][/ROW]
[ROW][C]26[/C][C]-0.023887[/C][C]-0.1638[/C][C]0.43531[/C][/ROW]
[ROW][C]27[/C][C]0.103325[/C][C]0.7084[/C][C]0.24111[/C][/ROW]
[ROW][C]28[/C][C]-0.060948[/C][C]-0.4178[/C][C]0.338983[/C][/ROW]
[ROW][C]29[/C][C]-0.119186[/C][C]-0.8171[/C][C]0.208997[/C][/ROW]
[ROW][C]30[/C][C]-0.03884[/C][C]-0.2663[/C][C]0.395597[/C][/ROW]
[ROW][C]31[/C][C]0.061639[/C][C]0.4226[/C][C]0.337266[/C][/ROW]
[ROW][C]32[/C][C]-0.035797[/C][C]-0.2454[/C][C]0.403604[/C][/ROW]
[ROW][C]33[/C][C]0.114944[/C][C]0.788[/C][C]0.217322[/C][/ROW]
[ROW][C]34[/C][C]-0.083101[/C][C]-0.5697[/C][C]0.285794[/C][/ROW]
[ROW][C]35[/C][C]-0.000357[/C][C]-0.0024[/C][C]0.499028[/C][/ROW]
[ROW][C]36[/C][C]-0.115428[/C][C]-0.7913[/C][C]0.216362[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59471&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59471&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
10.4646723.18560.001283
2-0.112943-0.77430.221316
3-0.036326-0.2490.402209
40.0041040.02810.488836
5-0.07459-0.51140.305745
60.0177450.12170.451845
70.09160.6280.26653
80.0744710.51050.30603
9-0.137587-0.94330.175188
10-0.057171-0.39190.348436
11-0.148497-1.0180.156934
12-0.295739-2.02750.024152
130.2789721.91250.030956
14-0.043216-0.29630.384163
150.1720621.17960.122048
16-0.081872-0.56130.288634
170.0768430.52680.300402
18-0.012549-0.0860.465904
19-0.102289-0.70130.243299
20-0.048704-0.33390.369972
210.1678311.15060.127861
22-0.085377-0.58530.280569
23-0.218002-1.49450.070858
24-0.086814-0.59520.277294
250.0035060.0240.490463
26-0.023887-0.16380.43531
270.1033250.70840.24111
28-0.060948-0.41780.338983
29-0.119186-0.81710.208997
30-0.03884-0.26630.395597
310.0616390.42260.337266
32-0.035797-0.24540.403604
330.1149440.7880.217322
34-0.083101-0.56970.285794
35-0.000357-0.00240.499028
36-0.115428-0.79130.216362


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')