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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 computationThu, 25 Nov 2010 16:55:40 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/25/t12907041147wl8adoe7bvyxzr.htm/, Retrieved Sat, 20 Apr 2024 09:52:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=101236, Retrieved Sat, 20 Apr 2024 09:52:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622]
-   PD                  [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [7773f496f69461f4a67891f0ef752622]
-   PD                      [(Partial) Autocorrelation Function] [WS8 3] [2010-11-25 16:55:40] [c1f1b5e209adb4577289f490325e36f2] [Current]
-    D                        [(Partial) Autocorrelation Function] [WS8 5] [2010-11-25 18:02:52] [717f3d787904f94c39256c5c1fc72d4c]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
 1.3031
 1.3241
 1.2961
 1.2865
 1.2305
 1.2101
 1.2125
 1.2350
 1.2014
 1.1992
 1.1791
 1.1832
 1.2159
 1.1922
 1.2114
 1.2614
 1.2812
 1.2786
 1.2772
 1.2815
 1.2679
 1.2765
 1.3247
 1.3191
 1.3029
 1.3234
 1.3354
 1.3651
 1.3453
 1.3534
 1.3706
 1.3638
 1.4268
 1.4485
 1.4635
 1.4587
 1.4876
 1.5189
 1.5783
 1.5633
 1.5554
 1.5757
 1.5593
 1.4660
 1.4065
 1.2759
 1.2705
 1.3954
 1.2793
 1.2694
 1.3282
 1.3230
 1.4135
 1.4042
 1.4253
 1.4322
 1.4632
 1.4713
 1.5016
 1.4318

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101236&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101236&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9213227.13650
20.834126.46110
30.7516295.82210
40.6450534.99663e-06
50.5486264.24963.8e-05
60.4303273.33330.000737
70.3093252.3960.009855
80.236761.83390.035812
90.1882671.45830.074985
100.1485811.15090.127169
110.1270980.98450.164412
120.1024540.79360.215277
130.0979930.75910.225396
140.1278890.99060.162924
150.1406161.08920.140209
160.1244510.9640.169458
170.0979740.75890.22544
180.0558210.43240.333504
190.0130940.10140.459777
20-0.023431-0.18150.428294
21-0.08547-0.6620.255239
22-0.140537-1.08860.140343
23-0.186569-1.44520.076809
24-0.217758-1.68670.048423
25-0.247409-1.91640.030039
26-0.292347-2.26450.013584
27-0.332676-2.57690.006223
28-0.355896-2.75680.003861
29-0.360947-2.79590.003471
30-0.354615-2.74680.003966
31-0.335206-2.59650.005913
32-0.320162-2.480.007982
33-0.303736-2.35270.010966
34-0.269642-2.08860.020496
35-0.222331-1.72220.045095
36-0.19583-1.51690.067273

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.921322 & 7.1365 & 0 \tabularnewline
2 & 0.83412 & 6.4611 & 0 \tabularnewline
3 & 0.751629 & 5.8221 & 0 \tabularnewline
4 & 0.645053 & 4.9966 & 3e-06 \tabularnewline
5 & 0.548626 & 4.2496 & 3.8e-05 \tabularnewline
6 & 0.430327 & 3.3333 & 0.000737 \tabularnewline
7 & 0.309325 & 2.396 & 0.009855 \tabularnewline
8 & 0.23676 & 1.8339 & 0.035812 \tabularnewline
9 & 0.188267 & 1.4583 & 0.074985 \tabularnewline
10 & 0.148581 & 1.1509 & 0.127169 \tabularnewline
11 & 0.127098 & 0.9845 & 0.164412 \tabularnewline
12 & 0.102454 & 0.7936 & 0.215277 \tabularnewline
13 & 0.097993 & 0.7591 & 0.225396 \tabularnewline
14 & 0.127889 & 0.9906 & 0.162924 \tabularnewline
15 & 0.140616 & 1.0892 & 0.140209 \tabularnewline
16 & 0.124451 & 0.964 & 0.169458 \tabularnewline
17 & 0.097974 & 0.7589 & 0.22544 \tabularnewline
18 & 0.055821 & 0.4324 & 0.333504 \tabularnewline
19 & 0.013094 & 0.1014 & 0.459777 \tabularnewline
20 & -0.023431 & -0.1815 & 0.428294 \tabularnewline
21 & -0.08547 & -0.662 & 0.255239 \tabularnewline
22 & -0.140537 & -1.0886 & 0.140343 \tabularnewline
23 & -0.186569 & -1.4452 & 0.076809 \tabularnewline
24 & -0.217758 & -1.6867 & 0.048423 \tabularnewline
25 & -0.247409 & -1.9164 & 0.030039 \tabularnewline
26 & -0.292347 & -2.2645 & 0.013584 \tabularnewline
27 & -0.332676 & -2.5769 & 0.006223 \tabularnewline
28 & -0.355896 & -2.7568 & 0.003861 \tabularnewline
29 & -0.360947 & -2.7959 & 0.003471 \tabularnewline
30 & -0.354615 & -2.7468 & 0.003966 \tabularnewline
31 & -0.335206 & -2.5965 & 0.005913 \tabularnewline
32 & -0.320162 & -2.48 & 0.007982 \tabularnewline
33 & -0.303736 & -2.3527 & 0.010966 \tabularnewline
34 & -0.269642 & -2.0886 & 0.020496 \tabularnewline
35 & -0.222331 & -1.7222 & 0.045095 \tabularnewline
36 & -0.19583 & -1.5169 & 0.067273 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101236&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]0.921322[/C][C]7.1365[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.83412[/C][C]6.4611[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.751629[/C][C]5.8221[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.645053[/C][C]4.9966[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.548626[/C][C]4.2496[/C][C]3.8e-05[/C][/ROW]
[ROW][C]6[/C][C]0.430327[/C][C]3.3333[/C][C]0.000737[/C][/ROW]
[ROW][C]7[/C][C]0.309325[/C][C]2.396[/C][C]0.009855[/C][/ROW]
[ROW][C]8[/C][C]0.23676[/C][C]1.8339[/C][C]0.035812[/C][/ROW]
[ROW][C]9[/C][C]0.188267[/C][C]1.4583[/C][C]0.074985[/C][/ROW]
[ROW][C]10[/C][C]0.148581[/C][C]1.1509[/C][C]0.127169[/C][/ROW]
[ROW][C]11[/C][C]0.127098[/C][C]0.9845[/C][C]0.164412[/C][/ROW]
[ROW][C]12[/C][C]0.102454[/C][C]0.7936[/C][C]0.215277[/C][/ROW]
[ROW][C]13[/C][C]0.097993[/C][C]0.7591[/C][C]0.225396[/C][/ROW]
[ROW][C]14[/C][C]0.127889[/C][C]0.9906[/C][C]0.162924[/C][/ROW]
[ROW][C]15[/C][C]0.140616[/C][C]1.0892[/C][C]0.140209[/C][/ROW]
[ROW][C]16[/C][C]0.124451[/C][C]0.964[/C][C]0.169458[/C][/ROW]
[ROW][C]17[/C][C]0.097974[/C][C]0.7589[/C][C]0.22544[/C][/ROW]
[ROW][C]18[/C][C]0.055821[/C][C]0.4324[/C][C]0.333504[/C][/ROW]
[ROW][C]19[/C][C]0.013094[/C][C]0.1014[/C][C]0.459777[/C][/ROW]
[ROW][C]20[/C][C]-0.023431[/C][C]-0.1815[/C][C]0.428294[/C][/ROW]
[ROW][C]21[/C][C]-0.08547[/C][C]-0.662[/C][C]0.255239[/C][/ROW]
[ROW][C]22[/C][C]-0.140537[/C][C]-1.0886[/C][C]0.140343[/C][/ROW]
[ROW][C]23[/C][C]-0.186569[/C][C]-1.4452[/C][C]0.076809[/C][/ROW]
[ROW][C]24[/C][C]-0.217758[/C][C]-1.6867[/C][C]0.048423[/C][/ROW]
[ROW][C]25[/C][C]-0.247409[/C][C]-1.9164[/C][C]0.030039[/C][/ROW]
[ROW][C]26[/C][C]-0.292347[/C][C]-2.2645[/C][C]0.013584[/C][/ROW]
[ROW][C]27[/C][C]-0.332676[/C][C]-2.5769[/C][C]0.006223[/C][/ROW]
[ROW][C]28[/C][C]-0.355896[/C][C]-2.7568[/C][C]0.003861[/C][/ROW]
[ROW][C]29[/C][C]-0.360947[/C][C]-2.7959[/C][C]0.003471[/C][/ROW]
[ROW][C]30[/C][C]-0.354615[/C][C]-2.7468[/C][C]0.003966[/C][/ROW]
[ROW][C]31[/C][C]-0.335206[/C][C]-2.5965[/C][C]0.005913[/C][/ROW]
[ROW][C]32[/C][C]-0.320162[/C][C]-2.48[/C][C]0.007982[/C][/ROW]
[ROW][C]33[/C][C]-0.303736[/C][C]-2.3527[/C][C]0.010966[/C][/ROW]
[ROW][C]34[/C][C]-0.269642[/C][C]-2.0886[/C][C]0.020496[/C][/ROW]
[ROW][C]35[/C][C]-0.222331[/C][C]-1.7222[/C][C]0.045095[/C][/ROW]
[ROW][C]36[/C][C]-0.19583[/C][C]-1.5169[/C][C]0.067273[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101236&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
10.9213227.13650
20.834126.46110
30.7516295.82210
40.6450534.99663e-06
50.5486264.24963.8e-05
60.4303273.33330.000737
70.3093252.3960.009855
80.236761.83390.035812
90.1882671.45830.074985
100.1485811.15090.127169
110.1270980.98450.164412
120.1024540.79360.215277
130.0979930.75910.225396
140.1278890.99060.162924
150.1406161.08920.140209
160.1244510.9640.169458
170.0979740.75890.22544
180.0558210.43240.333504
190.0130940.10140.459777
20-0.023431-0.18150.428294
21-0.08547-0.6620.255239
22-0.140537-1.08860.140343
23-0.186569-1.44520.076809
24-0.217758-1.68670.048423
25-0.247409-1.91640.030039
26-0.292347-2.26450.013584
27-0.332676-2.57690.006223
28-0.355896-2.75680.003861
29-0.360947-2.79590.003471
30-0.354615-2.74680.003966
31-0.335206-2.59650.005913
32-0.320162-2.480.007982
33-0.303736-2.35270.010966
34-0.269642-2.08860.020496
35-0.222331-1.72220.045095
36-0.19583-1.51690.067273






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9213227.13650
2-0.097342-0.7540.226898
3-0.01327-0.10280.459238
4-0.211392-1.63740.053387
50.0232340.180.42889
6-0.237881-1.84260.035163
7-0.049847-0.38610.35039
80.2146491.66270.050798
90.1379771.06880.144729
100.0084710.06560.473951
110.0280.21690.414515
12-0.084195-0.65220.25839
130.0229730.1780.429681
140.133761.03610.152156
15-0.059505-0.46090.323259
16-0.192832-1.49370.070251
17-0.104273-0.80770.211227
18-0.096896-0.75060.227927
19-0.057047-0.44190.33008
200.0908340.70360.242203
21-0.014797-0.11460.454567
220.0574530.4450.328951
23-0.079743-0.61770.269559
240.0428150.33160.370656
25-0.199287-1.54370.063964
26-0.163793-1.26870.104717
27-0.034083-0.2640.396339
28-0.001918-0.01490.494097
290.0382670.29640.383967
300.0859350.66570.254093
310.1644311.27370.103845
32-0.036835-0.28530.38819
33-0.075322-0.58340.280892
340.0106610.08260.46723
350.1045390.80980.210639
36-0.158841-1.23040.111679

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.921322 & 7.1365 & 0 \tabularnewline
2 & -0.097342 & -0.754 & 0.226898 \tabularnewline
3 & -0.01327 & -0.1028 & 0.459238 \tabularnewline
4 & -0.211392 & -1.6374 & 0.053387 \tabularnewline
5 & 0.023234 & 0.18 & 0.42889 \tabularnewline
6 & -0.237881 & -1.8426 & 0.035163 \tabularnewline
7 & -0.049847 & -0.3861 & 0.35039 \tabularnewline
8 & 0.214649 & 1.6627 & 0.050798 \tabularnewline
9 & 0.137977 & 1.0688 & 0.144729 \tabularnewline
10 & 0.008471 & 0.0656 & 0.473951 \tabularnewline
11 & 0.028 & 0.2169 & 0.414515 \tabularnewline
12 & -0.084195 & -0.6522 & 0.25839 \tabularnewline
13 & 0.022973 & 0.178 & 0.429681 \tabularnewline
14 & 0.13376 & 1.0361 & 0.152156 \tabularnewline
15 & -0.059505 & -0.4609 & 0.323259 \tabularnewline
16 & -0.192832 & -1.4937 & 0.070251 \tabularnewline
17 & -0.104273 & -0.8077 & 0.211227 \tabularnewline
18 & -0.096896 & -0.7506 & 0.227927 \tabularnewline
19 & -0.057047 & -0.4419 & 0.33008 \tabularnewline
20 & 0.090834 & 0.7036 & 0.242203 \tabularnewline
21 & -0.014797 & -0.1146 & 0.454567 \tabularnewline
22 & 0.057453 & 0.445 & 0.328951 \tabularnewline
23 & -0.079743 & -0.6177 & 0.269559 \tabularnewline
24 & 0.042815 & 0.3316 & 0.370656 \tabularnewline
25 & -0.199287 & -1.5437 & 0.063964 \tabularnewline
26 & -0.163793 & -1.2687 & 0.104717 \tabularnewline
27 & -0.034083 & -0.264 & 0.396339 \tabularnewline
28 & -0.001918 & -0.0149 & 0.494097 \tabularnewline
29 & 0.038267 & 0.2964 & 0.383967 \tabularnewline
30 & 0.085935 & 0.6657 & 0.254093 \tabularnewline
31 & 0.164431 & 1.2737 & 0.103845 \tabularnewline
32 & -0.036835 & -0.2853 & 0.38819 \tabularnewline
33 & -0.075322 & -0.5834 & 0.280892 \tabularnewline
34 & 0.010661 & 0.0826 & 0.46723 \tabularnewline
35 & 0.104539 & 0.8098 & 0.210639 \tabularnewline
36 & -0.158841 & -1.2304 & 0.111679 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101236&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]0.921322[/C][C]7.1365[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.097342[/C][C]-0.754[/C][C]0.226898[/C][/ROW]
[ROW][C]3[/C][C]-0.01327[/C][C]-0.1028[/C][C]0.459238[/C][/ROW]
[ROW][C]4[/C][C]-0.211392[/C][C]-1.6374[/C][C]0.053387[/C][/ROW]
[ROW][C]5[/C][C]0.023234[/C][C]0.18[/C][C]0.42889[/C][/ROW]
[ROW][C]6[/C][C]-0.237881[/C][C]-1.8426[/C][C]0.035163[/C][/ROW]
[ROW][C]7[/C][C]-0.049847[/C][C]-0.3861[/C][C]0.35039[/C][/ROW]
[ROW][C]8[/C][C]0.214649[/C][C]1.6627[/C][C]0.050798[/C][/ROW]
[ROW][C]9[/C][C]0.137977[/C][C]1.0688[/C][C]0.144729[/C][/ROW]
[ROW][C]10[/C][C]0.008471[/C][C]0.0656[/C][C]0.473951[/C][/ROW]
[ROW][C]11[/C][C]0.028[/C][C]0.2169[/C][C]0.414515[/C][/ROW]
[ROW][C]12[/C][C]-0.084195[/C][C]-0.6522[/C][C]0.25839[/C][/ROW]
[ROW][C]13[/C][C]0.022973[/C][C]0.178[/C][C]0.429681[/C][/ROW]
[ROW][C]14[/C][C]0.13376[/C][C]1.0361[/C][C]0.152156[/C][/ROW]
[ROW][C]15[/C][C]-0.059505[/C][C]-0.4609[/C][C]0.323259[/C][/ROW]
[ROW][C]16[/C][C]-0.192832[/C][C]-1.4937[/C][C]0.070251[/C][/ROW]
[ROW][C]17[/C][C]-0.104273[/C][C]-0.8077[/C][C]0.211227[/C][/ROW]
[ROW][C]18[/C][C]-0.096896[/C][C]-0.7506[/C][C]0.227927[/C][/ROW]
[ROW][C]19[/C][C]-0.057047[/C][C]-0.4419[/C][C]0.33008[/C][/ROW]
[ROW][C]20[/C][C]0.090834[/C][C]0.7036[/C][C]0.242203[/C][/ROW]
[ROW][C]21[/C][C]-0.014797[/C][C]-0.1146[/C][C]0.454567[/C][/ROW]
[ROW][C]22[/C][C]0.057453[/C][C]0.445[/C][C]0.328951[/C][/ROW]
[ROW][C]23[/C][C]-0.079743[/C][C]-0.6177[/C][C]0.269559[/C][/ROW]
[ROW][C]24[/C][C]0.042815[/C][C]0.3316[/C][C]0.370656[/C][/ROW]
[ROW][C]25[/C][C]-0.199287[/C][C]-1.5437[/C][C]0.063964[/C][/ROW]
[ROW][C]26[/C][C]-0.163793[/C][C]-1.2687[/C][C]0.104717[/C][/ROW]
[ROW][C]27[/C][C]-0.034083[/C][C]-0.264[/C][C]0.396339[/C][/ROW]
[ROW][C]28[/C][C]-0.001918[/C][C]-0.0149[/C][C]0.494097[/C][/ROW]
[ROW][C]29[/C][C]0.038267[/C][C]0.2964[/C][C]0.383967[/C][/ROW]
[ROW][C]30[/C][C]0.085935[/C][C]0.6657[/C][C]0.254093[/C][/ROW]
[ROW][C]31[/C][C]0.164431[/C][C]1.2737[/C][C]0.103845[/C][/ROW]
[ROW][C]32[/C][C]-0.036835[/C][C]-0.2853[/C][C]0.38819[/C][/ROW]
[ROW][C]33[/C][C]-0.075322[/C][C]-0.5834[/C][C]0.280892[/C][/ROW]
[ROW][C]34[/C][C]0.010661[/C][C]0.0826[/C][C]0.46723[/C][/ROW]
[ROW][C]35[/C][C]0.104539[/C][C]0.8098[/C][C]0.210639[/C][/ROW]
[ROW][C]36[/C][C]-0.158841[/C][C]-1.2304[/C][C]0.111679[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101236&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101236&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
10.9213227.13650
2-0.097342-0.7540.226898
3-0.01327-0.10280.459238
4-0.211392-1.63740.053387
50.0232340.180.42889
6-0.237881-1.84260.035163
7-0.049847-0.38610.35039
80.2146491.66270.050798
90.1379771.06880.144729
100.0084710.06560.473951
110.0280.21690.414515
12-0.084195-0.65220.25839
130.0229730.1780.429681
140.133761.03610.152156
15-0.059505-0.46090.323259
16-0.192832-1.49370.070251
17-0.104273-0.80770.211227
18-0.096896-0.75060.227927
19-0.057047-0.44190.33008
200.0908340.70360.242203
21-0.014797-0.11460.454567
220.0574530.4450.328951
23-0.079743-0.61770.269559
240.0428150.33160.370656
25-0.199287-1.54370.063964
26-0.163793-1.26870.104717
27-0.034083-0.2640.396339
28-0.001918-0.01490.494097
290.0382670.29640.383967
300.0859350.66570.254093
310.1644311.27370.103845
32-0.036835-0.28530.38819
33-0.075322-0.58340.280892
340.0106610.08260.46723
350.1045390.80980.210639
36-0.158841-1.23040.111679


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')