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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 15:23:11 -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/t1259533461v8kutmoqxvcpc93.htm/, Retrieved Wed, 24 Apr 2024 20:11:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61703, Retrieved Wed, 24 Apr 2024 20:11:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWs 8 methode 1 link 2 verbetering
Estimated Impact185

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]
-    D        [(Partial) Autocorrelation Function] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [9717cb857c153ca3061376906953b329]
-   P           [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 17:32:24] [9717cb857c153ca3061376906953b329]
-   P               [(Partial) Autocorrelation Function] [Ws 8 methode 1 li...] [2009-11-29 22:23:11] [88e98f4c87ea17c4967db8279bda8533] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
220206
220115
218444
214912
210705
209673
237041
242081
241878
242621
238545
240337
244752
244576
241572
240541
236089
236997
264579
270349
269645
267037
258113
262813
267413
267366
264777
258863
254844
254868
277267
285351
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881
293299
288576

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=61703&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=61703&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61703&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
10.9569918.66590
20.9065828.20940
30.8446877.6490
40.7721266.99190
50.6936.27540
60.6123545.54510
70.5285144.78594e-06
80.4435264.01636.5e-05
90.3651383.30650.000702
100.2928222.65160.004807
110.2347382.12560.018271
120.1698341.53790.06396
130.1199121.08580.140365
140.0712670.64530.260251
150.0221730.20080.420682
16-0.029286-0.26520.395762
17-0.080699-0.73080.233505
18-0.122923-1.11310.134456
19-0.162731-1.47360.07221
20-0.202044-1.82960.035473
21-0.237902-2.15430.017076
22-0.267525-2.42250.008808
23-0.299598-2.7130.004062
24-0.315083-2.85320.002739
25-0.320272-2.90020.002393
26-0.31127-2.81870.003021
27-0.307991-2.7890.003286
28-0.297866-2.69730.004242
29-0.281061-2.54510.006399
30-0.268894-2.43490.008532
31-0.259662-2.35130.010553
32-0.246318-2.23050.014223
33-0.23924-2.16640.016591
34-0.235647-2.13390.01792
35-0.223688-2.02560.02303
36-0.221154-2.00260.02426

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956991 & 8.6659 & 0 \tabularnewline
2 & 0.906582 & 8.2094 & 0 \tabularnewline
3 & 0.844687 & 7.649 & 0 \tabularnewline
4 & 0.772126 & 6.9919 & 0 \tabularnewline
5 & 0.693 & 6.2754 & 0 \tabularnewline
6 & 0.612354 & 5.5451 & 0 \tabularnewline
7 & 0.528514 & 4.7859 & 4e-06 \tabularnewline
8 & 0.443526 & 4.0163 & 6.5e-05 \tabularnewline
9 & 0.365138 & 3.3065 & 0.000702 \tabularnewline
10 & 0.292822 & 2.6516 & 0.004807 \tabularnewline
11 & 0.234738 & 2.1256 & 0.018271 \tabularnewline
12 & 0.169834 & 1.5379 & 0.06396 \tabularnewline
13 & 0.119912 & 1.0858 & 0.140365 \tabularnewline
14 & 0.071267 & 0.6453 & 0.260251 \tabularnewline
15 & 0.022173 & 0.2008 & 0.420682 \tabularnewline
16 & -0.029286 & -0.2652 & 0.395762 \tabularnewline
17 & -0.080699 & -0.7308 & 0.233505 \tabularnewline
18 & -0.122923 & -1.1131 & 0.134456 \tabularnewline
19 & -0.162731 & -1.4736 & 0.07221 \tabularnewline
20 & -0.202044 & -1.8296 & 0.035473 \tabularnewline
21 & -0.237902 & -2.1543 & 0.017076 \tabularnewline
22 & -0.267525 & -2.4225 & 0.008808 \tabularnewline
23 & -0.299598 & -2.713 & 0.004062 \tabularnewline
24 & -0.315083 & -2.8532 & 0.002739 \tabularnewline
25 & -0.320272 & -2.9002 & 0.002393 \tabularnewline
26 & -0.31127 & -2.8187 & 0.003021 \tabularnewline
27 & -0.307991 & -2.789 & 0.003286 \tabularnewline
28 & -0.297866 & -2.6973 & 0.004242 \tabularnewline
29 & -0.281061 & -2.5451 & 0.006399 \tabularnewline
30 & -0.268894 & -2.4349 & 0.008532 \tabularnewline
31 & -0.259662 & -2.3513 & 0.010553 \tabularnewline
32 & -0.246318 & -2.2305 & 0.014223 \tabularnewline
33 & -0.23924 & -2.1664 & 0.016591 \tabularnewline
34 & -0.235647 & -2.1339 & 0.01792 \tabularnewline
35 & -0.223688 & -2.0256 & 0.02303 \tabularnewline
36 & -0.221154 & -2.0026 & 0.02426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61703&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]0.956991[/C][C]8.6659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.906582[/C][C]8.2094[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.844687[/C][C]7.649[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.772126[/C][C]6.9919[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.693[/C][C]6.2754[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.612354[/C][C]5.5451[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.528514[/C][C]4.7859[/C][C]4e-06[/C][/ROW]
[ROW][C]8[/C][C]0.443526[/C][C]4.0163[/C][C]6.5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.365138[/C][C]3.3065[/C][C]0.000702[/C][/ROW]
[ROW][C]10[/C][C]0.292822[/C][C]2.6516[/C][C]0.004807[/C][/ROW]
[ROW][C]11[/C][C]0.234738[/C][C]2.1256[/C][C]0.018271[/C][/ROW]
[ROW][C]12[/C][C]0.169834[/C][C]1.5379[/C][C]0.06396[/C][/ROW]
[ROW][C]13[/C][C]0.119912[/C][C]1.0858[/C][C]0.140365[/C][/ROW]
[ROW][C]14[/C][C]0.071267[/C][C]0.6453[/C][C]0.260251[/C][/ROW]
[ROW][C]15[/C][C]0.022173[/C][C]0.2008[/C][C]0.420682[/C][/ROW]
[ROW][C]16[/C][C]-0.029286[/C][C]-0.2652[/C][C]0.395762[/C][/ROW]
[ROW][C]17[/C][C]-0.080699[/C][C]-0.7308[/C][C]0.233505[/C][/ROW]
[ROW][C]18[/C][C]-0.122923[/C][C]-1.1131[/C][C]0.134456[/C][/ROW]
[ROW][C]19[/C][C]-0.162731[/C][C]-1.4736[/C][C]0.07221[/C][/ROW]
[ROW][C]20[/C][C]-0.202044[/C][C]-1.8296[/C][C]0.035473[/C][/ROW]
[ROW][C]21[/C][C]-0.237902[/C][C]-2.1543[/C][C]0.017076[/C][/ROW]
[ROW][C]22[/C][C]-0.267525[/C][C]-2.4225[/C][C]0.008808[/C][/ROW]
[ROW][C]23[/C][C]-0.299598[/C][C]-2.713[/C][C]0.004062[/C][/ROW]
[ROW][C]24[/C][C]-0.315083[/C][C]-2.8532[/C][C]0.002739[/C][/ROW]
[ROW][C]25[/C][C]-0.320272[/C][C]-2.9002[/C][C]0.002393[/C][/ROW]
[ROW][C]26[/C][C]-0.31127[/C][C]-2.8187[/C][C]0.003021[/C][/ROW]
[ROW][C]27[/C][C]-0.307991[/C][C]-2.789[/C][C]0.003286[/C][/ROW]
[ROW][C]28[/C][C]-0.297866[/C][C]-2.6973[/C][C]0.004242[/C][/ROW]
[ROW][C]29[/C][C]-0.281061[/C][C]-2.5451[/C][C]0.006399[/C][/ROW]
[ROW][C]30[/C][C]-0.268894[/C][C]-2.4349[/C][C]0.008532[/C][/ROW]
[ROW][C]31[/C][C]-0.259662[/C][C]-2.3513[/C][C]0.010553[/C][/ROW]
[ROW][C]32[/C][C]-0.246318[/C][C]-2.2305[/C][C]0.014223[/C][/ROW]
[ROW][C]33[/C][C]-0.23924[/C][C]-2.1664[/C][C]0.016591[/C][/ROW]
[ROW][C]34[/C][C]-0.235647[/C][C]-2.1339[/C][C]0.01792[/C][/ROW]
[ROW][C]35[/C][C]-0.223688[/C][C]-2.0256[/C][C]0.02303[/C][/ROW]
[ROW][C]36[/C][C]-0.221154[/C][C]-2.0026[/C][C]0.02426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61703&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61703&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
10.9569918.66590
20.9065828.20940
30.8446877.6490
40.7721266.99190
50.6936.27540
60.6123545.54510
70.5285144.78594e-06
80.4435264.01636.5e-05
90.3651383.30650.000702
100.2928222.65160.004807
110.2347382.12560.018271
120.1698341.53790.06396
130.1199121.08580.140365
140.0712670.64530.260251
150.0221730.20080.420682
16-0.029286-0.26520.395762
17-0.080699-0.73080.233505
18-0.122923-1.11310.134456
19-0.162731-1.47360.07221
20-0.202044-1.82960.035473
21-0.237902-2.15430.017076
22-0.267525-2.42250.008808
23-0.299598-2.7130.004062
24-0.315083-2.85320.002739
25-0.320272-2.90020.002393
26-0.31127-2.81870.003021
27-0.307991-2.7890.003286
28-0.297866-2.69730.004242
29-0.281061-2.54510.006399
30-0.268894-2.43490.008532
31-0.259662-2.35130.010553
32-0.246318-2.23050.014223
33-0.23924-2.16640.016591
34-0.235647-2.13390.01792
35-0.223688-2.02560.02303
36-0.221154-2.00260.02426






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9569918.66590
2-0.109912-0.99530.161261
3-0.157272-1.42420.079098
4-0.145168-1.31460.096163
5-0.093719-0.84870.199269
6-0.033376-0.30220.38162
7-0.064935-0.5880.279069
8-0.055768-0.5050.307455
90.0326680.29580.384057
100.0191190.17310.431488
110.1069470.96840.167835
12-0.181267-1.64140.052268
130.0917220.83060.204311
14-0.071813-0.65030.258659
15-0.087699-0.79410.2147
16-0.114746-1.03910.150913
17-0.076567-0.69330.245026
180.0922570.83540.202955
19-0.00444-0.04020.484015
20-0.072772-0.6590.255877
21-0.006368-0.05770.477077
22-0.009929-0.08990.464288
23-0.041483-0.37560.354075
240.0812480.73570.231996
250.056510.51170.305112
260.1145611.03740.1513
27-0.180766-1.63690.052742
280.0179120.16220.435775
290.0035050.03170.487378
30-0.080195-0.72620.234893
31-0.07208-0.65270.257883
320.0159480.14440.442765
33-0.0869-0.78690.216801
340.0363790.32940.371336
350.0801210.72550.235096
36-0.085173-0.77130.22138

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956991 & 8.6659 & 0 \tabularnewline
2 & -0.109912 & -0.9953 & 0.161261 \tabularnewline
3 & -0.157272 & -1.4242 & 0.079098 \tabularnewline
4 & -0.145168 & -1.3146 & 0.096163 \tabularnewline
5 & -0.093719 & -0.8487 & 0.199269 \tabularnewline
6 & -0.033376 & -0.3022 & 0.38162 \tabularnewline
7 & -0.064935 & -0.588 & 0.279069 \tabularnewline
8 & -0.055768 & -0.505 & 0.307455 \tabularnewline
9 & 0.032668 & 0.2958 & 0.384057 \tabularnewline
10 & 0.019119 & 0.1731 & 0.431488 \tabularnewline
11 & 0.106947 & 0.9684 & 0.167835 \tabularnewline
12 & -0.181267 & -1.6414 & 0.052268 \tabularnewline
13 & 0.091722 & 0.8306 & 0.204311 \tabularnewline
14 & -0.071813 & -0.6503 & 0.258659 \tabularnewline
15 & -0.087699 & -0.7941 & 0.2147 \tabularnewline
16 & -0.114746 & -1.0391 & 0.150913 \tabularnewline
17 & -0.076567 & -0.6933 & 0.245026 \tabularnewline
18 & 0.092257 & 0.8354 & 0.202955 \tabularnewline
19 & -0.00444 & -0.0402 & 0.484015 \tabularnewline
20 & -0.072772 & -0.659 & 0.255877 \tabularnewline
21 & -0.006368 & -0.0577 & 0.477077 \tabularnewline
22 & -0.009929 & -0.0899 & 0.464288 \tabularnewline
23 & -0.041483 & -0.3756 & 0.354075 \tabularnewline
24 & 0.081248 & 0.7357 & 0.231996 \tabularnewline
25 & 0.05651 & 0.5117 & 0.305112 \tabularnewline
26 & 0.114561 & 1.0374 & 0.1513 \tabularnewline
27 & -0.180766 & -1.6369 & 0.052742 \tabularnewline
28 & 0.017912 & 0.1622 & 0.435775 \tabularnewline
29 & 0.003505 & 0.0317 & 0.487378 \tabularnewline
30 & -0.080195 & -0.7262 & 0.234893 \tabularnewline
31 & -0.07208 & -0.6527 & 0.257883 \tabularnewline
32 & 0.015948 & 0.1444 & 0.442765 \tabularnewline
33 & -0.0869 & -0.7869 & 0.216801 \tabularnewline
34 & 0.036379 & 0.3294 & 0.371336 \tabularnewline
35 & 0.080121 & 0.7255 & 0.235096 \tabularnewline
36 & -0.085173 & -0.7713 & 0.22138 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61703&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]0.956991[/C][C]8.6659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.109912[/C][C]-0.9953[/C][C]0.161261[/C][/ROW]
[ROW][C]3[/C][C]-0.157272[/C][C]-1.4242[/C][C]0.079098[/C][/ROW]
[ROW][C]4[/C][C]-0.145168[/C][C]-1.3146[/C][C]0.096163[/C][/ROW]
[ROW][C]5[/C][C]-0.093719[/C][C]-0.8487[/C][C]0.199269[/C][/ROW]
[ROW][C]6[/C][C]-0.033376[/C][C]-0.3022[/C][C]0.38162[/C][/ROW]
[ROW][C]7[/C][C]-0.064935[/C][C]-0.588[/C][C]0.279069[/C][/ROW]
[ROW][C]8[/C][C]-0.055768[/C][C]-0.505[/C][C]0.307455[/C][/ROW]
[ROW][C]9[/C][C]0.032668[/C][C]0.2958[/C][C]0.384057[/C][/ROW]
[ROW][C]10[/C][C]0.019119[/C][C]0.1731[/C][C]0.431488[/C][/ROW]
[ROW][C]11[/C][C]0.106947[/C][C]0.9684[/C][C]0.167835[/C][/ROW]
[ROW][C]12[/C][C]-0.181267[/C][C]-1.6414[/C][C]0.052268[/C][/ROW]
[ROW][C]13[/C][C]0.091722[/C][C]0.8306[/C][C]0.204311[/C][/ROW]
[ROW][C]14[/C][C]-0.071813[/C][C]-0.6503[/C][C]0.258659[/C][/ROW]
[ROW][C]15[/C][C]-0.087699[/C][C]-0.7941[/C][C]0.2147[/C][/ROW]
[ROW][C]16[/C][C]-0.114746[/C][C]-1.0391[/C][C]0.150913[/C][/ROW]
[ROW][C]17[/C][C]-0.076567[/C][C]-0.6933[/C][C]0.245026[/C][/ROW]
[ROW][C]18[/C][C]0.092257[/C][C]0.8354[/C][C]0.202955[/C][/ROW]
[ROW][C]19[/C][C]-0.00444[/C][C]-0.0402[/C][C]0.484015[/C][/ROW]
[ROW][C]20[/C][C]-0.072772[/C][C]-0.659[/C][C]0.255877[/C][/ROW]
[ROW][C]21[/C][C]-0.006368[/C][C]-0.0577[/C][C]0.477077[/C][/ROW]
[ROW][C]22[/C][C]-0.009929[/C][C]-0.0899[/C][C]0.464288[/C][/ROW]
[ROW][C]23[/C][C]-0.041483[/C][C]-0.3756[/C][C]0.354075[/C][/ROW]
[ROW][C]24[/C][C]0.081248[/C][C]0.7357[/C][C]0.231996[/C][/ROW]
[ROW][C]25[/C][C]0.05651[/C][C]0.5117[/C][C]0.305112[/C][/ROW]
[ROW][C]26[/C][C]0.114561[/C][C]1.0374[/C][C]0.1513[/C][/ROW]
[ROW][C]27[/C][C]-0.180766[/C][C]-1.6369[/C][C]0.052742[/C][/ROW]
[ROW][C]28[/C][C]0.017912[/C][C]0.1622[/C][C]0.435775[/C][/ROW]
[ROW][C]29[/C][C]0.003505[/C][C]0.0317[/C][C]0.487378[/C][/ROW]
[ROW][C]30[/C][C]-0.080195[/C][C]-0.7262[/C][C]0.234893[/C][/ROW]
[ROW][C]31[/C][C]-0.07208[/C][C]-0.6527[/C][C]0.257883[/C][/ROW]
[ROW][C]32[/C][C]0.015948[/C][C]0.1444[/C][C]0.442765[/C][/ROW]
[ROW][C]33[/C][C]-0.0869[/C][C]-0.7869[/C][C]0.216801[/C][/ROW]
[ROW][C]34[/C][C]0.036379[/C][C]0.3294[/C][C]0.371336[/C][/ROW]
[ROW][C]35[/C][C]0.080121[/C][C]0.7255[/C][C]0.235096[/C][/ROW]
[ROW][C]36[/C][C]-0.085173[/C][C]-0.7713[/C][C]0.22138[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61703&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61703&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
10.9569918.66590
2-0.109912-0.99530.161261
3-0.157272-1.42420.079098
4-0.145168-1.31460.096163
5-0.093719-0.84870.199269
6-0.033376-0.30220.38162
7-0.064935-0.5880.279069
8-0.055768-0.5050.307455
90.0326680.29580.384057
100.0191190.17310.431488
110.1069470.96840.167835
12-0.181267-1.64140.052268
130.0917220.83060.204311
14-0.071813-0.65030.258659
15-0.087699-0.79410.2147
16-0.114746-1.03910.150913
17-0.076567-0.69330.245026
180.0922570.83540.202955
19-0.00444-0.04020.484015
20-0.072772-0.6590.255877
21-0.006368-0.05770.477077
22-0.009929-0.08990.464288
23-0.041483-0.37560.354075
240.0812480.73570.231996
250.056510.51170.305112
260.1145611.03740.1513
27-0.180766-1.63690.052742
280.0179120.16220.435775
290.0035050.03170.487378
30-0.080195-0.72620.234893
31-0.07208-0.65270.257883
320.0159480.14440.442765
33-0.0869-0.78690.216801
340.0363790.32940.371336
350.0801210.72550.235096
36-0.085173-0.77130.22138


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')