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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 computationSat, 28 Nov 2009 04:46:39 -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/28/t1259408877c3s2pkpzgkrr8m7.htm/, Retrieved Fri, 03 May 2024 13:03:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61441, Retrieved Fri, 03 May 2024 13:03:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact183

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] [c0117c881d5fcd069841276db0c34efe]
-    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] [d1818fb1d9a1b0f34f8553ada228d3d5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
107.11
107.57
107.81
108.75
109.43
109.62
109.54
109.53
109.84
109.67
109.79
109.56
110.22
110.40
110.69
110.72
110.89
110.58
110.94
110.91
111.22
111.09
111.00
111.06
111.55
112.32
112.64
112.36
112.04
112.37
112.59
112.89
113.22
112.85
113.06
112.99
113.32
113.74
113.91
114.52
114.96
114.91
115.30
115.44
115.52
116.08
115.94
115.56
115.88
116.66
117.41
117.68
117.85
118.21
118.92
119.03
119.17
118.95
118.92
118.90

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=61441&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=61441&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61441&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
10.1775311.36360.088931
2-0.045429-0.34890.364186
3-0.271641-2.08650.020631
4-0.060379-0.46380.322255
50.0728950.55990.288828
60.0757930.58220.281332
7-0.223353-1.71560.045741
8-0.130441-1.00190.160232
9-0.09634-0.740.231116
100.0298990.22970.409575
110.1983791.52380.066453
120.0828190.63610.263572
130.0812270.62390.267545
140.0448840.34480.36575
15-0.102867-0.79010.216307
16-0.068542-0.52650.300263
17-0.046282-0.35550.361743
18-0.096643-0.74230.230417
19-0.019658-0.1510.440246
200.000790.00610.497589
21-0.097079-0.74570.229412
22-0.022392-0.1720.432015
23-0.113278-0.87010.193885
240.1365221.04860.14931
250.0729830.56060.288598
26-0.011254-0.08640.465704
27-0.045105-0.34650.365116
28-0.031372-0.2410.405205
290.0215440.16550.434564
300.0142980.10980.456461
31-0.047576-0.36540.358046
32-0.144853-1.11260.135188
33-0.102907-0.79040.216218
34-0.068923-0.52940.299254
350.0194840.14970.440773
360.1573461.20860.11582

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177531 & 1.3636 & 0.088931 \tabularnewline
2 & -0.045429 & -0.3489 & 0.364186 \tabularnewline
3 & -0.271641 & -2.0865 & 0.020631 \tabularnewline
4 & -0.060379 & -0.4638 & 0.322255 \tabularnewline
5 & 0.072895 & 0.5599 & 0.288828 \tabularnewline
6 & 0.075793 & 0.5822 & 0.281332 \tabularnewline
7 & -0.223353 & -1.7156 & 0.045741 \tabularnewline
8 & -0.130441 & -1.0019 & 0.160232 \tabularnewline
9 & -0.09634 & -0.74 & 0.231116 \tabularnewline
10 & 0.029899 & 0.2297 & 0.409575 \tabularnewline
11 & 0.198379 & 1.5238 & 0.066453 \tabularnewline
12 & 0.082819 & 0.6361 & 0.263572 \tabularnewline
13 & 0.081227 & 0.6239 & 0.267545 \tabularnewline
14 & 0.044884 & 0.3448 & 0.36575 \tabularnewline
15 & -0.102867 & -0.7901 & 0.216307 \tabularnewline
16 & -0.068542 & -0.5265 & 0.300263 \tabularnewline
17 & -0.046282 & -0.3555 & 0.361743 \tabularnewline
18 & -0.096643 & -0.7423 & 0.230417 \tabularnewline
19 & -0.019658 & -0.151 & 0.440246 \tabularnewline
20 & 0.00079 & 0.0061 & 0.497589 \tabularnewline
21 & -0.097079 & -0.7457 & 0.229412 \tabularnewline
22 & -0.022392 & -0.172 & 0.432015 \tabularnewline
23 & -0.113278 & -0.8701 & 0.193885 \tabularnewline
24 & 0.136522 & 1.0486 & 0.14931 \tabularnewline
25 & 0.072983 & 0.5606 & 0.288598 \tabularnewline
26 & -0.011254 & -0.0864 & 0.465704 \tabularnewline
27 & -0.045105 & -0.3465 & 0.365116 \tabularnewline
28 & -0.031372 & -0.241 & 0.405205 \tabularnewline
29 & 0.021544 & 0.1655 & 0.434564 \tabularnewline
30 & 0.014298 & 0.1098 & 0.456461 \tabularnewline
31 & -0.047576 & -0.3654 & 0.358046 \tabularnewline
32 & -0.144853 & -1.1126 & 0.135188 \tabularnewline
33 & -0.102907 & -0.7904 & 0.216218 \tabularnewline
34 & -0.068923 & -0.5294 & 0.299254 \tabularnewline
35 & 0.019484 & 0.1497 & 0.440773 \tabularnewline
36 & 0.157346 & 1.2086 & 0.11582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61441&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]0.177531[/C][C]1.3636[/C][C]0.088931[/C][/ROW]
[ROW][C]2[/C][C]-0.045429[/C][C]-0.3489[/C][C]0.364186[/C][/ROW]
[ROW][C]3[/C][C]-0.271641[/C][C]-2.0865[/C][C]0.020631[/C][/ROW]
[ROW][C]4[/C][C]-0.060379[/C][C]-0.4638[/C][C]0.322255[/C][/ROW]
[ROW][C]5[/C][C]0.072895[/C][C]0.5599[/C][C]0.288828[/C][/ROW]
[ROW][C]6[/C][C]0.075793[/C][C]0.5822[/C][C]0.281332[/C][/ROW]
[ROW][C]7[/C][C]-0.223353[/C][C]-1.7156[/C][C]0.045741[/C][/ROW]
[ROW][C]8[/C][C]-0.130441[/C][C]-1.0019[/C][C]0.160232[/C][/ROW]
[ROW][C]9[/C][C]-0.09634[/C][C]-0.74[/C][C]0.231116[/C][/ROW]
[ROW][C]10[/C][C]0.029899[/C][C]0.2297[/C][C]0.409575[/C][/ROW]
[ROW][C]11[/C][C]0.198379[/C][C]1.5238[/C][C]0.066453[/C][/ROW]
[ROW][C]12[/C][C]0.082819[/C][C]0.6361[/C][C]0.263572[/C][/ROW]
[ROW][C]13[/C][C]0.081227[/C][C]0.6239[/C][C]0.267545[/C][/ROW]
[ROW][C]14[/C][C]0.044884[/C][C]0.3448[/C][C]0.36575[/C][/ROW]
[ROW][C]15[/C][C]-0.102867[/C][C]-0.7901[/C][C]0.216307[/C][/ROW]
[ROW][C]16[/C][C]-0.068542[/C][C]-0.5265[/C][C]0.300263[/C][/ROW]
[ROW][C]17[/C][C]-0.046282[/C][C]-0.3555[/C][C]0.361743[/C][/ROW]
[ROW][C]18[/C][C]-0.096643[/C][C]-0.7423[/C][C]0.230417[/C][/ROW]
[ROW][C]19[/C][C]-0.019658[/C][C]-0.151[/C][C]0.440246[/C][/ROW]
[ROW][C]20[/C][C]0.00079[/C][C]0.0061[/C][C]0.497589[/C][/ROW]
[ROW][C]21[/C][C]-0.097079[/C][C]-0.7457[/C][C]0.229412[/C][/ROW]
[ROW][C]22[/C][C]-0.022392[/C][C]-0.172[/C][C]0.432015[/C][/ROW]
[ROW][C]23[/C][C]-0.113278[/C][C]-0.8701[/C][C]0.193885[/C][/ROW]
[ROW][C]24[/C][C]0.136522[/C][C]1.0486[/C][C]0.14931[/C][/ROW]
[ROW][C]25[/C][C]0.072983[/C][C]0.5606[/C][C]0.288598[/C][/ROW]
[ROW][C]26[/C][C]-0.011254[/C][C]-0.0864[/C][C]0.465704[/C][/ROW]
[ROW][C]27[/C][C]-0.045105[/C][C]-0.3465[/C][C]0.365116[/C][/ROW]
[ROW][C]28[/C][C]-0.031372[/C][C]-0.241[/C][C]0.405205[/C][/ROW]
[ROW][C]29[/C][C]0.021544[/C][C]0.1655[/C][C]0.434564[/C][/ROW]
[ROW][C]30[/C][C]0.014298[/C][C]0.1098[/C][C]0.456461[/C][/ROW]
[ROW][C]31[/C][C]-0.047576[/C][C]-0.3654[/C][C]0.358046[/C][/ROW]
[ROW][C]32[/C][C]-0.144853[/C][C]-1.1126[/C][C]0.135188[/C][/ROW]
[ROW][C]33[/C][C]-0.102907[/C][C]-0.7904[/C][C]0.216218[/C][/ROW]
[ROW][C]34[/C][C]-0.068923[/C][C]-0.5294[/C][C]0.299254[/C][/ROW]
[ROW][C]35[/C][C]0.019484[/C][C]0.1497[/C][C]0.440773[/C][/ROW]
[ROW][C]36[/C][C]0.157346[/C][C]1.2086[/C][C]0.11582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61441&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61441&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
10.1775311.36360.088931
2-0.045429-0.34890.364186
3-0.271641-2.08650.020631
4-0.060379-0.46380.322255
50.0728950.55990.288828
60.0757930.58220.281332
7-0.223353-1.71560.045741
8-0.130441-1.00190.160232
9-0.09634-0.740.231116
100.0298990.22970.409575
110.1983791.52380.066453
120.0828190.63610.263572
130.0812270.62390.267545
140.0448840.34480.36575
15-0.102867-0.79010.216307
16-0.068542-0.52650.300263
17-0.046282-0.35550.361743
18-0.096643-0.74230.230417
19-0.019658-0.1510.440246
200.000790.00610.497589
21-0.097079-0.74570.229412
22-0.022392-0.1720.432015
23-0.113278-0.87010.193885
240.1365221.04860.14931
250.0729830.56060.288598
26-0.011254-0.08640.465704
27-0.045105-0.34650.365116
28-0.031372-0.2410.405205
290.0215440.16550.434564
300.0142980.10980.456461
31-0.047576-0.36540.358046
32-0.144853-1.11260.135188
33-0.102907-0.79040.216218
34-0.068923-0.52940.299254
350.0194840.14970.440773
360.1573461.20860.11582






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1775311.36360.088931
2-0.07945-0.61030.272014
3-0.25856-1.9860.025841
40.034120.26210.397087
50.0644880.49530.3111
6-0.021961-0.16870.433312
7-0.267971-2.05830.021992
8-0.011635-0.08940.464546
9-0.058161-0.44670.328349
10-0.090758-0.69710.244231
110.1661271.2760.103471
120.0149790.11510.454395
130.090040.69160.245947
140.0686380.52720.30001
15-0.129723-0.99640.161558
16-0.046183-0.35470.362025
17-0.038205-0.29350.385102
18-0.09644-0.74080.230886
19-0.012936-0.09940.460594
200.0711590.54660.293362
21-0.111517-0.85660.197573
22-0.071207-0.5470.293237
23-0.13887-1.06670.14523
240.0947380.72770.23484
25-0.101279-0.77790.219856
26-0.090465-0.69490.244931
270.0725830.55750.289639
28-0.043412-0.33350.369987
290.0434770.3340.369798
30-0.10948-0.84090.201891
31-0.026673-0.20490.419185
32-0.120627-0.92660.178967
33-0.163142-1.25310.107553
34-0.039753-0.30530.380587
35-0.098773-0.75870.225529
360.16561.2720.104183

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.177531 & 1.3636 & 0.088931 \tabularnewline
2 & -0.07945 & -0.6103 & 0.272014 \tabularnewline
3 & -0.25856 & -1.986 & 0.025841 \tabularnewline
4 & 0.03412 & 0.2621 & 0.397087 \tabularnewline
5 & 0.064488 & 0.4953 & 0.3111 \tabularnewline
6 & -0.021961 & -0.1687 & 0.433312 \tabularnewline
7 & -0.267971 & -2.0583 & 0.021992 \tabularnewline
8 & -0.011635 & -0.0894 & 0.464546 \tabularnewline
9 & -0.058161 & -0.4467 & 0.328349 \tabularnewline
10 & -0.090758 & -0.6971 & 0.244231 \tabularnewline
11 & 0.166127 & 1.276 & 0.103471 \tabularnewline
12 & 0.014979 & 0.1151 & 0.454395 \tabularnewline
13 & 0.09004 & 0.6916 & 0.245947 \tabularnewline
14 & 0.068638 & 0.5272 & 0.30001 \tabularnewline
15 & -0.129723 & -0.9964 & 0.161558 \tabularnewline
16 & -0.046183 & -0.3547 & 0.362025 \tabularnewline
17 & -0.038205 & -0.2935 & 0.385102 \tabularnewline
18 & -0.09644 & -0.7408 & 0.230886 \tabularnewline
19 & -0.012936 & -0.0994 & 0.460594 \tabularnewline
20 & 0.071159 & 0.5466 & 0.293362 \tabularnewline
21 & -0.111517 & -0.8566 & 0.197573 \tabularnewline
22 & -0.071207 & -0.547 & 0.293237 \tabularnewline
23 & -0.13887 & -1.0667 & 0.14523 \tabularnewline
24 & 0.094738 & 0.7277 & 0.23484 \tabularnewline
25 & -0.101279 & -0.7779 & 0.219856 \tabularnewline
26 & -0.090465 & -0.6949 & 0.244931 \tabularnewline
27 & 0.072583 & 0.5575 & 0.289639 \tabularnewline
28 & -0.043412 & -0.3335 & 0.369987 \tabularnewline
29 & 0.043477 & 0.334 & 0.369798 \tabularnewline
30 & -0.10948 & -0.8409 & 0.201891 \tabularnewline
31 & -0.026673 & -0.2049 & 0.419185 \tabularnewline
32 & -0.120627 & -0.9266 & 0.178967 \tabularnewline
33 & -0.163142 & -1.2531 & 0.107553 \tabularnewline
34 & -0.039753 & -0.3053 & 0.380587 \tabularnewline
35 & -0.098773 & -0.7587 & 0.225529 \tabularnewline
36 & 0.1656 & 1.272 & 0.104183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61441&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]0.177531[/C][C]1.3636[/C][C]0.088931[/C][/ROW]
[ROW][C]2[/C][C]-0.07945[/C][C]-0.6103[/C][C]0.272014[/C][/ROW]
[ROW][C]3[/C][C]-0.25856[/C][C]-1.986[/C][C]0.025841[/C][/ROW]
[ROW][C]4[/C][C]0.03412[/C][C]0.2621[/C][C]0.397087[/C][/ROW]
[ROW][C]5[/C][C]0.064488[/C][C]0.4953[/C][C]0.3111[/C][/ROW]
[ROW][C]6[/C][C]-0.021961[/C][C]-0.1687[/C][C]0.433312[/C][/ROW]
[ROW][C]7[/C][C]-0.267971[/C][C]-2.0583[/C][C]0.021992[/C][/ROW]
[ROW][C]8[/C][C]-0.011635[/C][C]-0.0894[/C][C]0.464546[/C][/ROW]
[ROW][C]9[/C][C]-0.058161[/C][C]-0.4467[/C][C]0.328349[/C][/ROW]
[ROW][C]10[/C][C]-0.090758[/C][C]-0.6971[/C][C]0.244231[/C][/ROW]
[ROW][C]11[/C][C]0.166127[/C][C]1.276[/C][C]0.103471[/C][/ROW]
[ROW][C]12[/C][C]0.014979[/C][C]0.1151[/C][C]0.454395[/C][/ROW]
[ROW][C]13[/C][C]0.09004[/C][C]0.6916[/C][C]0.245947[/C][/ROW]
[ROW][C]14[/C][C]0.068638[/C][C]0.5272[/C][C]0.30001[/C][/ROW]
[ROW][C]15[/C][C]-0.129723[/C][C]-0.9964[/C][C]0.161558[/C][/ROW]
[ROW][C]16[/C][C]-0.046183[/C][C]-0.3547[/C][C]0.362025[/C][/ROW]
[ROW][C]17[/C][C]-0.038205[/C][C]-0.2935[/C][C]0.385102[/C][/ROW]
[ROW][C]18[/C][C]-0.09644[/C][C]-0.7408[/C][C]0.230886[/C][/ROW]
[ROW][C]19[/C][C]-0.012936[/C][C]-0.0994[/C][C]0.460594[/C][/ROW]
[ROW][C]20[/C][C]0.071159[/C][C]0.5466[/C][C]0.293362[/C][/ROW]
[ROW][C]21[/C][C]-0.111517[/C][C]-0.8566[/C][C]0.197573[/C][/ROW]
[ROW][C]22[/C][C]-0.071207[/C][C]-0.547[/C][C]0.293237[/C][/ROW]
[ROW][C]23[/C][C]-0.13887[/C][C]-1.0667[/C][C]0.14523[/C][/ROW]
[ROW][C]24[/C][C]0.094738[/C][C]0.7277[/C][C]0.23484[/C][/ROW]
[ROW][C]25[/C][C]-0.101279[/C][C]-0.7779[/C][C]0.219856[/C][/ROW]
[ROW][C]26[/C][C]-0.090465[/C][C]-0.6949[/C][C]0.244931[/C][/ROW]
[ROW][C]27[/C][C]0.072583[/C][C]0.5575[/C][C]0.289639[/C][/ROW]
[ROW][C]28[/C][C]-0.043412[/C][C]-0.3335[/C][C]0.369987[/C][/ROW]
[ROW][C]29[/C][C]0.043477[/C][C]0.334[/C][C]0.369798[/C][/ROW]
[ROW][C]30[/C][C]-0.10948[/C][C]-0.8409[/C][C]0.201891[/C][/ROW]
[ROW][C]31[/C][C]-0.026673[/C][C]-0.2049[/C][C]0.419185[/C][/ROW]
[ROW][C]32[/C][C]-0.120627[/C][C]-0.9266[/C][C]0.178967[/C][/ROW]
[ROW][C]33[/C][C]-0.163142[/C][C]-1.2531[/C][C]0.107553[/C][/ROW]
[ROW][C]34[/C][C]-0.039753[/C][C]-0.3053[/C][C]0.380587[/C][/ROW]
[ROW][C]35[/C][C]-0.098773[/C][C]-0.7587[/C][C]0.225529[/C][/ROW]
[ROW][C]36[/C][C]0.1656[/C][C]1.272[/C][C]0.104183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61441&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61441&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
10.1775311.36360.088931
2-0.07945-0.61030.272014
3-0.25856-1.9860.025841
40.034120.26210.397087
50.0644880.49530.3111
6-0.021961-0.16870.433312
7-0.267971-2.05830.021992
8-0.011635-0.08940.464546
9-0.058161-0.44670.328349
10-0.090758-0.69710.244231
110.1661271.2760.103471
120.0149790.11510.454395
130.090040.69160.245947
140.0686380.52720.30001
15-0.129723-0.99640.161558
16-0.046183-0.35470.362025
17-0.038205-0.29350.385102
18-0.09644-0.74080.230886
19-0.012936-0.09940.460594
200.0711590.54660.293362
21-0.111517-0.85660.197573
22-0.071207-0.5470.293237
23-0.13887-1.06670.14523
240.0947380.72770.23484
25-0.101279-0.77790.219856
26-0.090465-0.69490.244931
270.0725830.55750.289639
28-0.043412-0.33350.369987
290.0434770.3340.369798
30-0.10948-0.84090.201891
31-0.026673-0.20490.419185
32-0.120627-0.92660.178967
33-0.163142-1.25310.107553
34-0.039753-0.30530.380587
35-0.098773-0.75870.225529
360.16561.2720.104183


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')