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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 computationSun, 29 Nov 2009 08:06:16 -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/29/t1259507223ommbcr0dex804r1.htm/, Retrieved Thu, 25 Apr 2024 02:12:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61622, Retrieved Thu, 25 Apr 2024 02:12:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Shw8: Method 1 AC...] [2009-11-27 11:38:48] [3c8b83428ce260cd44df892bb7619588]
-   P             [(Partial) Autocorrelation Function] [SHWWS8reviw3] [2009-11-29 15:06:16] [db49399df1e4a3dbe31268849cebfd7f] [Current]
-    D              [(Partial) Autocorrelation Function] [SHWReviewWS8] [2009-12-04 20:46:14] [a66d3a79ef9e5308cd94a469bc5ca464]
-   PD              [(Partial) Autocorrelation Function] [SHWREviewws8] [2009-12-04 20:48:20] [a66d3a79ef9e5308cd94a469bc5ca464]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.7461
0.7775
0.7790
0.7744
0.7905
0.7719
0.7811
0.7557
0.7637
0.7595
0.7471
0.7615
0.7487
0.7389
0.7337
0.7510
0.7382
0.7159
0.7542
0.7636
0.7433
0.7658
0.7627
0.7480
0.7692
0.7850
0.7913
0.7720
0.7880
0.8070
0.8268
0.8244
0.8487
0.8572
0.8214
0.8827
0.9216
0.8865
0.8816
0.8884
0.9466
0.9180
0.9337
0.9559
0.9626
0.9434
0.8639
0.7996
0.6680
0.6572
0.6928
0.6438
0.6454
0.6873
0.7265
0.7912
0.8114
0.8281
0.8393

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=61622&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=61622&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61622&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
10.2528861.92590.02951
20.0695440.52960.299194
30.1978071.50650.068689
40.0221590.16880.433286
5-0.052534-0.40010.345281
6-0.254888-1.94120.028551
7-0.10615-0.80840.211079
8-0.290188-2.210.015532
9-0.224766-1.71180.046141
100.0462120.35190.36308
11-0.02483-0.18910.425339
12-0.131592-1.00220.160211
13-0.155191-1.18190.121034
140.1840941.4020.083119
150.0273230.20810.417946
16-0.228541-1.74050.043536
170.0620980.47290.31902
18-0.008538-0.0650.474188
19-0.077702-0.59180.278156
200.0298820.22760.410389
210.0447910.34110.367125
22-0.013646-0.10390.458795
23-0.098493-0.75010.228113
240.0525430.40020.345255
250.0882010.67170.252215
26-0.016117-0.12270.451367
27-0.041765-0.31810.375787
28-0.006527-0.04970.480263
290.0478750.36460.358365
30-0.09363-0.71310.239332
310.0858150.65350.257994
320.072790.55440.290734
33-0.110725-0.84330.201274
340.1072550.81680.208683
350.0512420.39030.34889
360.0337690.25720.398977

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.252886 & 1.9259 & 0.02951 \tabularnewline
2 & 0.069544 & 0.5296 & 0.299194 \tabularnewline
3 & 0.197807 & 1.5065 & 0.068689 \tabularnewline
4 & 0.022159 & 0.1688 & 0.433286 \tabularnewline
5 & -0.052534 & -0.4001 & 0.345281 \tabularnewline
6 & -0.254888 & -1.9412 & 0.028551 \tabularnewline
7 & -0.10615 & -0.8084 & 0.211079 \tabularnewline
8 & -0.290188 & -2.21 & 0.015532 \tabularnewline
9 & -0.224766 & -1.7118 & 0.046141 \tabularnewline
10 & 0.046212 & 0.3519 & 0.36308 \tabularnewline
11 & -0.02483 & -0.1891 & 0.425339 \tabularnewline
12 & -0.131592 & -1.0022 & 0.160211 \tabularnewline
13 & -0.155191 & -1.1819 & 0.121034 \tabularnewline
14 & 0.184094 & 1.402 & 0.083119 \tabularnewline
15 & 0.027323 & 0.2081 & 0.417946 \tabularnewline
16 & -0.228541 & -1.7405 & 0.043536 \tabularnewline
17 & 0.062098 & 0.4729 & 0.31902 \tabularnewline
18 & -0.008538 & -0.065 & 0.474188 \tabularnewline
19 & -0.077702 & -0.5918 & 0.278156 \tabularnewline
20 & 0.029882 & 0.2276 & 0.410389 \tabularnewline
21 & 0.044791 & 0.3411 & 0.367125 \tabularnewline
22 & -0.013646 & -0.1039 & 0.458795 \tabularnewline
23 & -0.098493 & -0.7501 & 0.228113 \tabularnewline
24 & 0.052543 & 0.4002 & 0.345255 \tabularnewline
25 & 0.088201 & 0.6717 & 0.252215 \tabularnewline
26 & -0.016117 & -0.1227 & 0.451367 \tabularnewline
27 & -0.041765 & -0.3181 & 0.375787 \tabularnewline
28 & -0.006527 & -0.0497 & 0.480263 \tabularnewline
29 & 0.047875 & 0.3646 & 0.358365 \tabularnewline
30 & -0.09363 & -0.7131 & 0.239332 \tabularnewline
31 & 0.085815 & 0.6535 & 0.257994 \tabularnewline
32 & 0.07279 & 0.5544 & 0.290734 \tabularnewline
33 & -0.110725 & -0.8433 & 0.201274 \tabularnewline
34 & 0.107255 & 0.8168 & 0.208683 \tabularnewline
35 & 0.051242 & 0.3903 & 0.34889 \tabularnewline
36 & 0.033769 & 0.2572 & 0.398977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61622&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]0.252886[/C][C]1.9259[/C][C]0.02951[/C][/ROW]
[ROW][C]2[/C][C]0.069544[/C][C]0.5296[/C][C]0.299194[/C][/ROW]
[ROW][C]3[/C][C]0.197807[/C][C]1.5065[/C][C]0.068689[/C][/ROW]
[ROW][C]4[/C][C]0.022159[/C][C]0.1688[/C][C]0.433286[/C][/ROW]
[ROW][C]5[/C][C]-0.052534[/C][C]-0.4001[/C][C]0.345281[/C][/ROW]
[ROW][C]6[/C][C]-0.254888[/C][C]-1.9412[/C][C]0.028551[/C][/ROW]
[ROW][C]7[/C][C]-0.10615[/C][C]-0.8084[/C][C]0.211079[/C][/ROW]
[ROW][C]8[/C][C]-0.290188[/C][C]-2.21[/C][C]0.015532[/C][/ROW]
[ROW][C]9[/C][C]-0.224766[/C][C]-1.7118[/C][C]0.046141[/C][/ROW]
[ROW][C]10[/C][C]0.046212[/C][C]0.3519[/C][C]0.36308[/C][/ROW]
[ROW][C]11[/C][C]-0.02483[/C][C]-0.1891[/C][C]0.425339[/C][/ROW]
[ROW][C]12[/C][C]-0.131592[/C][C]-1.0022[/C][C]0.160211[/C][/ROW]
[ROW][C]13[/C][C]-0.155191[/C][C]-1.1819[/C][C]0.121034[/C][/ROW]
[ROW][C]14[/C][C]0.184094[/C][C]1.402[/C][C]0.083119[/C][/ROW]
[ROW][C]15[/C][C]0.027323[/C][C]0.2081[/C][C]0.417946[/C][/ROW]
[ROW][C]16[/C][C]-0.228541[/C][C]-1.7405[/C][C]0.043536[/C][/ROW]
[ROW][C]17[/C][C]0.062098[/C][C]0.4729[/C][C]0.31902[/C][/ROW]
[ROW][C]18[/C][C]-0.008538[/C][C]-0.065[/C][C]0.474188[/C][/ROW]
[ROW][C]19[/C][C]-0.077702[/C][C]-0.5918[/C][C]0.278156[/C][/ROW]
[ROW][C]20[/C][C]0.029882[/C][C]0.2276[/C][C]0.410389[/C][/ROW]
[ROW][C]21[/C][C]0.044791[/C][C]0.3411[/C][C]0.367125[/C][/ROW]
[ROW][C]22[/C][C]-0.013646[/C][C]-0.1039[/C][C]0.458795[/C][/ROW]
[ROW][C]23[/C][C]-0.098493[/C][C]-0.7501[/C][C]0.228113[/C][/ROW]
[ROW][C]24[/C][C]0.052543[/C][C]0.4002[/C][C]0.345255[/C][/ROW]
[ROW][C]25[/C][C]0.088201[/C][C]0.6717[/C][C]0.252215[/C][/ROW]
[ROW][C]26[/C][C]-0.016117[/C][C]-0.1227[/C][C]0.451367[/C][/ROW]
[ROW][C]27[/C][C]-0.041765[/C][C]-0.3181[/C][C]0.375787[/C][/ROW]
[ROW][C]28[/C][C]-0.006527[/C][C]-0.0497[/C][C]0.480263[/C][/ROW]
[ROW][C]29[/C][C]0.047875[/C][C]0.3646[/C][C]0.358365[/C][/ROW]
[ROW][C]30[/C][C]-0.09363[/C][C]-0.7131[/C][C]0.239332[/C][/ROW]
[ROW][C]31[/C][C]0.085815[/C][C]0.6535[/C][C]0.257994[/C][/ROW]
[ROW][C]32[/C][C]0.07279[/C][C]0.5544[/C][C]0.290734[/C][/ROW]
[ROW][C]33[/C][C]-0.110725[/C][C]-0.8433[/C][C]0.201274[/C][/ROW]
[ROW][C]34[/C][C]0.107255[/C][C]0.8168[/C][C]0.208683[/C][/ROW]
[ROW][C]35[/C][C]0.051242[/C][C]0.3903[/C][C]0.34889[/C][/ROW]
[ROW][C]36[/C][C]0.033769[/C][C]0.2572[/C][C]0.398977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61622&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61622&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
10.2528861.92590.02951
20.0695440.52960.299194
30.1978071.50650.068689
40.0221590.16880.433286
5-0.052534-0.40010.345281
6-0.254888-1.94120.028551
7-0.10615-0.80840.211079
8-0.290188-2.210.015532
9-0.224766-1.71180.046141
100.0462120.35190.36308
11-0.02483-0.18910.425339
12-0.131592-1.00220.160211
13-0.155191-1.18190.121034
140.1840941.4020.083119
150.0273230.20810.417946
16-0.228541-1.74050.043536
170.0620980.47290.31902
18-0.008538-0.0650.474188
19-0.077702-0.59180.278156
200.0298820.22760.410389
210.0447910.34110.367125
22-0.013646-0.10390.458795
23-0.098493-0.75010.228113
240.0525430.40020.345255
250.0882010.67170.252215
26-0.016117-0.12270.451367
27-0.041765-0.31810.375787
28-0.006527-0.04970.480263
290.0478750.36460.358365
30-0.09363-0.71310.239332
310.0858150.65350.257994
320.072790.55440.290734
33-0.110725-0.84330.201274
340.1072550.81680.208683
350.0512420.39030.34889
360.0337690.25720.398977






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2528861.92590.02951
20.0059750.04550.48193
30.1910381.45490.075544
4-0.08064-0.61410.270764
5-0.048805-0.37170.355739
6-0.296082-2.25490.013965
70.0445080.3390.367932
8-0.315252-2.40090.009791
90.0510110.38850.349538
100.0858620.65390.257879
110.074730.56910.285735
12-0.230686-1.75680.042111
13-0.165072-1.25720.106869
140.1410241.0740.143634
15-0.089974-0.68520.247966
16-0.241824-1.84170.035319
170.0712380.54250.294766
18-0.051066-0.38890.349383
19-0.0701-0.53390.297737
200.0045310.03450.486297
21-0.08146-0.62040.268717
22-0.05874-0.44730.328145
23-0.07045-0.53650.296823
24-0.133554-1.01710.156661
25-0.005213-0.03970.484233
260.0615820.4690.320417
27-0.089872-0.68440.248209
28-0.188815-1.4380.077908
29-0.024298-0.1850.426918
30-0.083074-0.63270.264717
310.0648280.49370.311687
32-0.125302-0.95430.171954
33-0.055823-0.42510.336156
340.0556280.42370.336694
35-0.131999-1.00530.159471
36-0.074713-0.5690.285778

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.252886 & 1.9259 & 0.02951 \tabularnewline
2 & 0.005975 & 0.0455 & 0.48193 \tabularnewline
3 & 0.191038 & 1.4549 & 0.075544 \tabularnewline
4 & -0.08064 & -0.6141 & 0.270764 \tabularnewline
5 & -0.048805 & -0.3717 & 0.355739 \tabularnewline
6 & -0.296082 & -2.2549 & 0.013965 \tabularnewline
7 & 0.044508 & 0.339 & 0.367932 \tabularnewline
8 & -0.315252 & -2.4009 & 0.009791 \tabularnewline
9 & 0.051011 & 0.3885 & 0.349538 \tabularnewline
10 & 0.085862 & 0.6539 & 0.257879 \tabularnewline
11 & 0.07473 & 0.5691 & 0.285735 \tabularnewline
12 & -0.230686 & -1.7568 & 0.042111 \tabularnewline
13 & -0.165072 & -1.2572 & 0.106869 \tabularnewline
14 & 0.141024 & 1.074 & 0.143634 \tabularnewline
15 & -0.089974 & -0.6852 & 0.247966 \tabularnewline
16 & -0.241824 & -1.8417 & 0.035319 \tabularnewline
17 & 0.071238 & 0.5425 & 0.294766 \tabularnewline
18 & -0.051066 & -0.3889 & 0.349383 \tabularnewline
19 & -0.0701 & -0.5339 & 0.297737 \tabularnewline
20 & 0.004531 & 0.0345 & 0.486297 \tabularnewline
21 & -0.08146 & -0.6204 & 0.268717 \tabularnewline
22 & -0.05874 & -0.4473 & 0.328145 \tabularnewline
23 & -0.07045 & -0.5365 & 0.296823 \tabularnewline
24 & -0.133554 & -1.0171 & 0.156661 \tabularnewline
25 & -0.005213 & -0.0397 & 0.484233 \tabularnewline
26 & 0.061582 & 0.469 & 0.320417 \tabularnewline
27 & -0.089872 & -0.6844 & 0.248209 \tabularnewline
28 & -0.188815 & -1.438 & 0.077908 \tabularnewline
29 & -0.024298 & -0.185 & 0.426918 \tabularnewline
30 & -0.083074 & -0.6327 & 0.264717 \tabularnewline
31 & 0.064828 & 0.4937 & 0.311687 \tabularnewline
32 & -0.125302 & -0.9543 & 0.171954 \tabularnewline
33 & -0.055823 & -0.4251 & 0.336156 \tabularnewline
34 & 0.055628 & 0.4237 & 0.336694 \tabularnewline
35 & -0.131999 & -1.0053 & 0.159471 \tabularnewline
36 & -0.074713 & -0.569 & 0.285778 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61622&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]0.252886[/C][C]1.9259[/C][C]0.02951[/C][/ROW]
[ROW][C]2[/C][C]0.005975[/C][C]0.0455[/C][C]0.48193[/C][/ROW]
[ROW][C]3[/C][C]0.191038[/C][C]1.4549[/C][C]0.075544[/C][/ROW]
[ROW][C]4[/C][C]-0.08064[/C][C]-0.6141[/C][C]0.270764[/C][/ROW]
[ROW][C]5[/C][C]-0.048805[/C][C]-0.3717[/C][C]0.355739[/C][/ROW]
[ROW][C]6[/C][C]-0.296082[/C][C]-2.2549[/C][C]0.013965[/C][/ROW]
[ROW][C]7[/C][C]0.044508[/C][C]0.339[/C][C]0.367932[/C][/ROW]
[ROW][C]8[/C][C]-0.315252[/C][C]-2.4009[/C][C]0.009791[/C][/ROW]
[ROW][C]9[/C][C]0.051011[/C][C]0.3885[/C][C]0.349538[/C][/ROW]
[ROW][C]10[/C][C]0.085862[/C][C]0.6539[/C][C]0.257879[/C][/ROW]
[ROW][C]11[/C][C]0.07473[/C][C]0.5691[/C][C]0.285735[/C][/ROW]
[ROW][C]12[/C][C]-0.230686[/C][C]-1.7568[/C][C]0.042111[/C][/ROW]
[ROW][C]13[/C][C]-0.165072[/C][C]-1.2572[/C][C]0.106869[/C][/ROW]
[ROW][C]14[/C][C]0.141024[/C][C]1.074[/C][C]0.143634[/C][/ROW]
[ROW][C]15[/C][C]-0.089974[/C][C]-0.6852[/C][C]0.247966[/C][/ROW]
[ROW][C]16[/C][C]-0.241824[/C][C]-1.8417[/C][C]0.035319[/C][/ROW]
[ROW][C]17[/C][C]0.071238[/C][C]0.5425[/C][C]0.294766[/C][/ROW]
[ROW][C]18[/C][C]-0.051066[/C][C]-0.3889[/C][C]0.349383[/C][/ROW]
[ROW][C]19[/C][C]-0.0701[/C][C]-0.5339[/C][C]0.297737[/C][/ROW]
[ROW][C]20[/C][C]0.004531[/C][C]0.0345[/C][C]0.486297[/C][/ROW]
[ROW][C]21[/C][C]-0.08146[/C][C]-0.6204[/C][C]0.268717[/C][/ROW]
[ROW][C]22[/C][C]-0.05874[/C][C]-0.4473[/C][C]0.328145[/C][/ROW]
[ROW][C]23[/C][C]-0.07045[/C][C]-0.5365[/C][C]0.296823[/C][/ROW]
[ROW][C]24[/C][C]-0.133554[/C][C]-1.0171[/C][C]0.156661[/C][/ROW]
[ROW][C]25[/C][C]-0.005213[/C][C]-0.0397[/C][C]0.484233[/C][/ROW]
[ROW][C]26[/C][C]0.061582[/C][C]0.469[/C][C]0.320417[/C][/ROW]
[ROW][C]27[/C][C]-0.089872[/C][C]-0.6844[/C][C]0.248209[/C][/ROW]
[ROW][C]28[/C][C]-0.188815[/C][C]-1.438[/C][C]0.077908[/C][/ROW]
[ROW][C]29[/C][C]-0.024298[/C][C]-0.185[/C][C]0.426918[/C][/ROW]
[ROW][C]30[/C][C]-0.083074[/C][C]-0.6327[/C][C]0.264717[/C][/ROW]
[ROW][C]31[/C][C]0.064828[/C][C]0.4937[/C][C]0.311687[/C][/ROW]
[ROW][C]32[/C][C]-0.125302[/C][C]-0.9543[/C][C]0.171954[/C][/ROW]
[ROW][C]33[/C][C]-0.055823[/C][C]-0.4251[/C][C]0.336156[/C][/ROW]
[ROW][C]34[/C][C]0.055628[/C][C]0.4237[/C][C]0.336694[/C][/ROW]
[ROW][C]35[/C][C]-0.131999[/C][C]-1.0053[/C][C]0.159471[/C][/ROW]
[ROW][C]36[/C][C]-0.074713[/C][C]-0.569[/C][C]0.285778[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61622&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61622&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
10.2528861.92590.02951
20.0059750.04550.48193
30.1910381.45490.075544
4-0.08064-0.61410.270764
5-0.048805-0.37170.355739
6-0.296082-2.25490.013965
70.0445080.3390.367932
8-0.315252-2.40090.009791
90.0510110.38850.349538
100.0858620.65390.257879
110.074730.56910.285735
12-0.230686-1.75680.042111
13-0.165072-1.25720.106869
140.1410241.0740.143634
15-0.089974-0.68520.247966
16-0.241824-1.84170.035319
170.0712380.54250.294766
18-0.051066-0.38890.349383
19-0.0701-0.53390.297737
200.0045310.03450.486297
21-0.08146-0.62040.268717
22-0.05874-0.44730.328145
23-0.07045-0.53650.296823
24-0.133554-1.01710.156661
25-0.005213-0.03970.484233
260.0615820.4690.320417
27-0.089872-0.68440.248209
28-0.188815-1.4380.077908
29-0.024298-0.1850.426918
30-0.083074-0.63270.264717
310.0648280.49370.311687
32-0.125302-0.95430.171954
33-0.055823-0.42510.336156
340.0556280.42370.336694
35-0.131999-1.00530.159471
36-0.074713-0.5690.285778


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')