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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 computationFri, 27 Nov 2009 09:35:19 -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/27/t12593397756qpysyaip7rbt2u.htm/, Retrieved Mon, 29 Apr 2024 20:17:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60966, Retrieved Mon, 29 Apr 2024 20:17:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

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] [] [2009-11-27 16:22:38] [9b30bff5dd5a100f8196daf92e735633]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 16:35:19] [54e293c1fb7c46e2abc5c1dda68d8adb] [Current]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 16:38:38] [9b30bff5dd5a100f8196daf92e735633]
-   P                 [(Partial) Autocorrelation Function] [] [2009-12-04 18:37:56] [badc6a9acdc45286bea7f74742e15a21]
-   P                 [(Partial) Autocorrelation Function] [WS 9 review] [2009-12-09 15:37:33] [830e13ac5e5ac1e5b21c6af0c149b21d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
274412
272433
268361
268586
264768
269974
304744
309365
308347
298427
289231
291975
294912
293488
290555
284736
281818
287854
316263
325412
326011
328282
317480
317539
313737
312276
309391
302950
300316
304035
333476
337698
335932
323931
313927
314485
313218
309664
302963
298989
298423
301631
329765
335083
327616
309119
295916
291413
291542
284678
276475
272566
264981
263290
296806
303598
286994
276427
266424
267153
268381
262522
255542
253158
243803
250741
280445
285257
270976
261076
255603
260376
263903
264291
263276
262572
256167
264221
293860

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=60966&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=60966&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60966&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
10.956827.83190
20.9086677.43780
30.8538356.98890
40.8043956.58430
50.7497316.13680
60.6948245.68740
70.6481925.30571e-06
80.5968334.88533e-06
90.5418374.43511.8e-05
100.4722223.86530.000127
110.4092753.35010.000665
120.3408192.78970.003431
130.2851332.33390.011304
140.2276551.86340.033392
150.1688931.38240.085713
160.1025770.83960.202051
170.0357960.2930.385212
18-0.026124-0.21380.415664
19-0.091248-0.74690.22887
20-0.155337-1.27150.103976
21-0.216156-1.76930.040696
22-0.254715-2.08490.020445
23-0.28984-2.37240.010275
24-0.334584-2.73870.003948
25-0.369427-3.02390.001768
26-0.392033-3.20890.001023
27-0.404368-3.30990.000753
28-0.41985-3.43660.000508
29-0.430697-3.52540.000384
30-0.442929-3.62550.000279
31-0.451396-3.69480.000222
32-0.456215-3.73430.000195
33-0.452441-3.70340.000216
34-0.444568-3.63890.000267
35-0.440047-3.60190.000301
36-0.430035-3.520.000391

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95682 & 7.8319 & 0 \tabularnewline
2 & 0.908667 & 7.4378 & 0 \tabularnewline
3 & 0.853835 & 6.9889 & 0 \tabularnewline
4 & 0.804395 & 6.5843 & 0 \tabularnewline
5 & 0.749731 & 6.1368 & 0 \tabularnewline
6 & 0.694824 & 5.6874 & 0 \tabularnewline
7 & 0.648192 & 5.3057 & 1e-06 \tabularnewline
8 & 0.596833 & 4.8853 & 3e-06 \tabularnewline
9 & 0.541837 & 4.4351 & 1.8e-05 \tabularnewline
10 & 0.472222 & 3.8653 & 0.000127 \tabularnewline
11 & 0.409275 & 3.3501 & 0.000665 \tabularnewline
12 & 0.340819 & 2.7897 & 0.003431 \tabularnewline
13 & 0.285133 & 2.3339 & 0.011304 \tabularnewline
14 & 0.227655 & 1.8634 & 0.033392 \tabularnewline
15 & 0.168893 & 1.3824 & 0.085713 \tabularnewline
16 & 0.102577 & 0.8396 & 0.202051 \tabularnewline
17 & 0.035796 & 0.293 & 0.385212 \tabularnewline
18 & -0.026124 & -0.2138 & 0.415664 \tabularnewline
19 & -0.091248 & -0.7469 & 0.22887 \tabularnewline
20 & -0.155337 & -1.2715 & 0.103976 \tabularnewline
21 & -0.216156 & -1.7693 & 0.040696 \tabularnewline
22 & -0.254715 & -2.0849 & 0.020445 \tabularnewline
23 & -0.28984 & -2.3724 & 0.010275 \tabularnewline
24 & -0.334584 & -2.7387 & 0.003948 \tabularnewline
25 & -0.369427 & -3.0239 & 0.001768 \tabularnewline
26 & -0.392033 & -3.2089 & 0.001023 \tabularnewline
27 & -0.404368 & -3.3099 & 0.000753 \tabularnewline
28 & -0.41985 & -3.4366 & 0.000508 \tabularnewline
29 & -0.430697 & -3.5254 & 0.000384 \tabularnewline
30 & -0.442929 & -3.6255 & 0.000279 \tabularnewline
31 & -0.451396 & -3.6948 & 0.000222 \tabularnewline
32 & -0.456215 & -3.7343 & 0.000195 \tabularnewline
33 & -0.452441 & -3.7034 & 0.000216 \tabularnewline
34 & -0.444568 & -3.6389 & 0.000267 \tabularnewline
35 & -0.440047 & -3.6019 & 0.000301 \tabularnewline
36 & -0.430035 & -3.52 & 0.000391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60966&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]0.95682[/C][C]7.8319[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.908667[/C][C]7.4378[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.853835[/C][C]6.9889[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.804395[/C][C]6.5843[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.749731[/C][C]6.1368[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.694824[/C][C]5.6874[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.648192[/C][C]5.3057[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.596833[/C][C]4.8853[/C][C]3e-06[/C][/ROW]
[ROW][C]9[/C][C]0.541837[/C][C]4.4351[/C][C]1.8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.472222[/C][C]3.8653[/C][C]0.000127[/C][/ROW]
[ROW][C]11[/C][C]0.409275[/C][C]3.3501[/C][C]0.000665[/C][/ROW]
[ROW][C]12[/C][C]0.340819[/C][C]2.7897[/C][C]0.003431[/C][/ROW]
[ROW][C]13[/C][C]0.285133[/C][C]2.3339[/C][C]0.011304[/C][/ROW]
[ROW][C]14[/C][C]0.227655[/C][C]1.8634[/C][C]0.033392[/C][/ROW]
[ROW][C]15[/C][C]0.168893[/C][C]1.3824[/C][C]0.085713[/C][/ROW]
[ROW][C]16[/C][C]0.102577[/C][C]0.8396[/C][C]0.202051[/C][/ROW]
[ROW][C]17[/C][C]0.035796[/C][C]0.293[/C][C]0.385212[/C][/ROW]
[ROW][C]18[/C][C]-0.026124[/C][C]-0.2138[/C][C]0.415664[/C][/ROW]
[ROW][C]19[/C][C]-0.091248[/C][C]-0.7469[/C][C]0.22887[/C][/ROW]
[ROW][C]20[/C][C]-0.155337[/C][C]-1.2715[/C][C]0.103976[/C][/ROW]
[ROW][C]21[/C][C]-0.216156[/C][C]-1.7693[/C][C]0.040696[/C][/ROW]
[ROW][C]22[/C][C]-0.254715[/C][C]-2.0849[/C][C]0.020445[/C][/ROW]
[ROW][C]23[/C][C]-0.28984[/C][C]-2.3724[/C][C]0.010275[/C][/ROW]
[ROW][C]24[/C][C]-0.334584[/C][C]-2.7387[/C][C]0.003948[/C][/ROW]
[ROW][C]25[/C][C]-0.369427[/C][C]-3.0239[/C][C]0.001768[/C][/ROW]
[ROW][C]26[/C][C]-0.392033[/C][C]-3.2089[/C][C]0.001023[/C][/ROW]
[ROW][C]27[/C][C]-0.404368[/C][C]-3.3099[/C][C]0.000753[/C][/ROW]
[ROW][C]28[/C][C]-0.41985[/C][C]-3.4366[/C][C]0.000508[/C][/ROW]
[ROW][C]29[/C][C]-0.430697[/C][C]-3.5254[/C][C]0.000384[/C][/ROW]
[ROW][C]30[/C][C]-0.442929[/C][C]-3.6255[/C][C]0.000279[/C][/ROW]
[ROW][C]31[/C][C]-0.451396[/C][C]-3.6948[/C][C]0.000222[/C][/ROW]
[ROW][C]32[/C][C]-0.456215[/C][C]-3.7343[/C][C]0.000195[/C][/ROW]
[ROW][C]33[/C][C]-0.452441[/C][C]-3.7034[/C][C]0.000216[/C][/ROW]
[ROW][C]34[/C][C]-0.444568[/C][C]-3.6389[/C][C]0.000267[/C][/ROW]
[ROW][C]35[/C][C]-0.440047[/C][C]-3.6019[/C][C]0.000301[/C][/ROW]
[ROW][C]36[/C][C]-0.430035[/C][C]-3.52[/C][C]0.000391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60966&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60966&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
10.956827.83190
20.9086677.43780
30.8538356.98890
40.8043956.58430
50.7497316.13680
60.6948245.68740
70.6481925.30571e-06
80.5968334.88533e-06
90.5418374.43511.8e-05
100.4722223.86530.000127
110.4092753.35010.000665
120.3408192.78970.003431
130.2851332.33390.011304
140.2276551.86340.033392
150.1688931.38240.085713
160.1025770.83960.202051
170.0357960.2930.385212
18-0.026124-0.21380.415664
19-0.091248-0.74690.22887
20-0.155337-1.27150.103976
21-0.216156-1.76930.040696
22-0.254715-2.08490.020445
23-0.28984-2.37240.010275
24-0.334584-2.73870.003948
25-0.369427-3.02390.001768
26-0.392033-3.20890.001023
27-0.404368-3.30990.000753
28-0.41985-3.43660.000508
29-0.430697-3.52540.000384
30-0.442929-3.62550.000279
31-0.451396-3.69480.000222
32-0.456215-3.73430.000195
33-0.452441-3.70340.000216
34-0.444568-3.63890.000267
35-0.440047-3.60190.000301
36-0.430035-3.520.000391






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.956827.83190
2-0.080931-0.66240.254979
3-0.101547-0.83120.204408
40.0432850.35430.362113
5-0.091832-0.75170.22744
6-0.03767-0.30830.37939
70.0830230.67960.249559
8-0.107155-0.87710.191783
9-0.082374-0.67430.251234
10-0.184237-1.5080.068122
110.0376690.30830.379391
12-0.10086-0.82560.205987
130.1025630.83950.202084
14-0.060141-0.49230.312066
15-0.106344-0.87050.193578
16-0.149596-1.22450.112527
17-0.033375-0.27320.392775
18-0.001895-0.01550.493835
19-0.06071-0.49690.310432
20-0.090303-0.73920.231196
21-0.018306-0.14980.440669
220.1320821.08110.141756
230.0040090.03280.486959
24-0.212438-1.73890.043324
250.1431761.17190.122685
260.0719760.58920.27887
270.0261530.21410.415571
28-0.060008-0.49120.31245
29-0.003763-0.03080.48776
30-0.121345-0.99320.162081
31-0.026994-0.2210.412898
320.065890.53930.295721
330.0835270.68370.248262
34-0.045842-0.37520.354336
35-0.102696-0.84060.20178
36-0.069776-0.57110.284908

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95682 & 7.8319 & 0 \tabularnewline
2 & -0.080931 & -0.6624 & 0.254979 \tabularnewline
3 & -0.101547 & -0.8312 & 0.204408 \tabularnewline
4 & 0.043285 & 0.3543 & 0.362113 \tabularnewline
5 & -0.091832 & -0.7517 & 0.22744 \tabularnewline
6 & -0.03767 & -0.3083 & 0.37939 \tabularnewline
7 & 0.083023 & 0.6796 & 0.249559 \tabularnewline
8 & -0.107155 & -0.8771 & 0.191783 \tabularnewline
9 & -0.082374 & -0.6743 & 0.251234 \tabularnewline
10 & -0.184237 & -1.508 & 0.068122 \tabularnewline
11 & 0.037669 & 0.3083 & 0.379391 \tabularnewline
12 & -0.10086 & -0.8256 & 0.205987 \tabularnewline
13 & 0.102563 & 0.8395 & 0.202084 \tabularnewline
14 & -0.060141 & -0.4923 & 0.312066 \tabularnewline
15 & -0.106344 & -0.8705 & 0.193578 \tabularnewline
16 & -0.149596 & -1.2245 & 0.112527 \tabularnewline
17 & -0.033375 & -0.2732 & 0.392775 \tabularnewline
18 & -0.001895 & -0.0155 & 0.493835 \tabularnewline
19 & -0.06071 & -0.4969 & 0.310432 \tabularnewline
20 & -0.090303 & -0.7392 & 0.231196 \tabularnewline
21 & -0.018306 & -0.1498 & 0.440669 \tabularnewline
22 & 0.132082 & 1.0811 & 0.141756 \tabularnewline
23 & 0.004009 & 0.0328 & 0.486959 \tabularnewline
24 & -0.212438 & -1.7389 & 0.043324 \tabularnewline
25 & 0.143176 & 1.1719 & 0.122685 \tabularnewline
26 & 0.071976 & 0.5892 & 0.27887 \tabularnewline
27 & 0.026153 & 0.2141 & 0.415571 \tabularnewline
28 & -0.060008 & -0.4912 & 0.31245 \tabularnewline
29 & -0.003763 & -0.0308 & 0.48776 \tabularnewline
30 & -0.121345 & -0.9932 & 0.162081 \tabularnewline
31 & -0.026994 & -0.221 & 0.412898 \tabularnewline
32 & 0.06589 & 0.5393 & 0.295721 \tabularnewline
33 & 0.083527 & 0.6837 & 0.248262 \tabularnewline
34 & -0.045842 & -0.3752 & 0.354336 \tabularnewline
35 & -0.102696 & -0.8406 & 0.20178 \tabularnewline
36 & -0.069776 & -0.5711 & 0.284908 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60966&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]0.95682[/C][C]7.8319[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.080931[/C][C]-0.6624[/C][C]0.254979[/C][/ROW]
[ROW][C]3[/C][C]-0.101547[/C][C]-0.8312[/C][C]0.204408[/C][/ROW]
[ROW][C]4[/C][C]0.043285[/C][C]0.3543[/C][C]0.362113[/C][/ROW]
[ROW][C]5[/C][C]-0.091832[/C][C]-0.7517[/C][C]0.22744[/C][/ROW]
[ROW][C]6[/C][C]-0.03767[/C][C]-0.3083[/C][C]0.37939[/C][/ROW]
[ROW][C]7[/C][C]0.083023[/C][C]0.6796[/C][C]0.249559[/C][/ROW]
[ROW][C]8[/C][C]-0.107155[/C][C]-0.8771[/C][C]0.191783[/C][/ROW]
[ROW][C]9[/C][C]-0.082374[/C][C]-0.6743[/C][C]0.251234[/C][/ROW]
[ROW][C]10[/C][C]-0.184237[/C][C]-1.508[/C][C]0.068122[/C][/ROW]
[ROW][C]11[/C][C]0.037669[/C][C]0.3083[/C][C]0.379391[/C][/ROW]
[ROW][C]12[/C][C]-0.10086[/C][C]-0.8256[/C][C]0.205987[/C][/ROW]
[ROW][C]13[/C][C]0.102563[/C][C]0.8395[/C][C]0.202084[/C][/ROW]
[ROW][C]14[/C][C]-0.060141[/C][C]-0.4923[/C][C]0.312066[/C][/ROW]
[ROW][C]15[/C][C]-0.106344[/C][C]-0.8705[/C][C]0.193578[/C][/ROW]
[ROW][C]16[/C][C]-0.149596[/C][C]-1.2245[/C][C]0.112527[/C][/ROW]
[ROW][C]17[/C][C]-0.033375[/C][C]-0.2732[/C][C]0.392775[/C][/ROW]
[ROW][C]18[/C][C]-0.001895[/C][C]-0.0155[/C][C]0.493835[/C][/ROW]
[ROW][C]19[/C][C]-0.06071[/C][C]-0.4969[/C][C]0.310432[/C][/ROW]
[ROW][C]20[/C][C]-0.090303[/C][C]-0.7392[/C][C]0.231196[/C][/ROW]
[ROW][C]21[/C][C]-0.018306[/C][C]-0.1498[/C][C]0.440669[/C][/ROW]
[ROW][C]22[/C][C]0.132082[/C][C]1.0811[/C][C]0.141756[/C][/ROW]
[ROW][C]23[/C][C]0.004009[/C][C]0.0328[/C][C]0.486959[/C][/ROW]
[ROW][C]24[/C][C]-0.212438[/C][C]-1.7389[/C][C]0.043324[/C][/ROW]
[ROW][C]25[/C][C]0.143176[/C][C]1.1719[/C][C]0.122685[/C][/ROW]
[ROW][C]26[/C][C]0.071976[/C][C]0.5892[/C][C]0.27887[/C][/ROW]
[ROW][C]27[/C][C]0.026153[/C][C]0.2141[/C][C]0.415571[/C][/ROW]
[ROW][C]28[/C][C]-0.060008[/C][C]-0.4912[/C][C]0.31245[/C][/ROW]
[ROW][C]29[/C][C]-0.003763[/C][C]-0.0308[/C][C]0.48776[/C][/ROW]
[ROW][C]30[/C][C]-0.121345[/C][C]-0.9932[/C][C]0.162081[/C][/ROW]
[ROW][C]31[/C][C]-0.026994[/C][C]-0.221[/C][C]0.412898[/C][/ROW]
[ROW][C]32[/C][C]0.06589[/C][C]0.5393[/C][C]0.295721[/C][/ROW]
[ROW][C]33[/C][C]0.083527[/C][C]0.6837[/C][C]0.248262[/C][/ROW]
[ROW][C]34[/C][C]-0.045842[/C][C]-0.3752[/C][C]0.354336[/C][/ROW]
[ROW][C]35[/C][C]-0.102696[/C][C]-0.8406[/C][C]0.20178[/C][/ROW]
[ROW][C]36[/C][C]-0.069776[/C][C]-0.5711[/C][C]0.284908[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60966&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60966&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
10.956827.83190
2-0.080931-0.66240.254979
3-0.101547-0.83120.204408
40.0432850.35430.362113
5-0.091832-0.75170.22744
6-0.03767-0.30830.37939
70.0830230.67960.249559
8-0.107155-0.87710.191783
9-0.082374-0.67430.251234
10-0.184237-1.5080.068122
110.0376690.30830.379391
12-0.10086-0.82560.205987
130.1025630.83950.202084
14-0.060141-0.49230.312066
15-0.106344-0.87050.193578
16-0.149596-1.22450.112527
17-0.033375-0.27320.392775
18-0.001895-0.01550.493835
19-0.06071-0.49690.310432
20-0.090303-0.73920.231196
21-0.018306-0.14980.440669
220.1320821.08110.141756
230.0040090.03280.486959
24-0.212438-1.73890.043324
250.1431761.17190.122685
260.0719760.58920.27887
270.0261530.21410.415571
28-0.060008-0.49120.31245
29-0.003763-0.03080.48776
30-0.121345-0.99320.162081
31-0.026994-0.2210.412898
320.065890.53930.295721
330.0835270.68370.248262
34-0.045842-0.37520.354336
35-0.102696-0.84060.20178
36-0.069776-0.57110.284908


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')