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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 18:04:29 +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/t1290708171wpn24afjtbp8ndk.htm/, Retrieved Fri, 29 Mar 2024 02:31:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=101286, Retrieved Fri, 29 Mar 2024 02:31:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact149
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]
-   PD                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:56:03] [7773f496f69461f4a67891f0ef752622]
-   P                   [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-19 09:43:35] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [WS8 4] [2010-11-25 16:59:27] [717f3d787904f94c39256c5c1fc72d4c]
-    D                        [(Partial) Autocorrelation Function] [WS8 6] [2010-11-25 18:04:29] [c1f1b5e209adb4577289f490325e36f2] [Current]
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Dataseries X:
 0.6923
 0.6886
 0.6855
 0.6745
 0.6769
 0.6758
 0.6896
 0.6843
 0.6818
 0.6774
 0.6821
 0.6885
 0.6829
 0.6796
 0.6976
 0.6924
 0.6849
 0.6921
 0.6839
 0.6727
 0.6776
 0.6692
 0.6738
 0.6740
 0.6635
 0.6737
 0.6788
 0.6828
 0.6795
 0.6740
 0.6744
 0.6764
 0.6987
 0.6967
 0.7116
 0.7357
 0.7455
 0.7639
 0.7958
 0.7864
 0.7853
 0.7903
 0.7866
 0.8039
 0.7916
 0.7903
 0.8242
 0.9567
 0.8850
 0.8865
 0.9258
 0.8948
 0.8762
 0.8527
 0.8536
 0.8805
 0.9155
 0.8961
 0.9127
 0.8857




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101286&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101286&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101286&T=0

As an alternative you can also use a 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'George Udny Yule' @ 72.249.76.132







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.176588-1.35640.09007
2-0.163802-1.25820.10664
30.1322711.0160.156891
4-0.023501-0.18050.428683
5-0.094231-0.72380.236024
6-0.021141-0.16240.435779
7-0.124737-0.95810.170956
80.0423620.32540.37302
90.3142432.41370.009456
10-0.108841-0.8360.203258
110.0949640.72940.234311
120.0192470.14780.441488
13-0.030211-0.23210.408648
14-0.080087-0.61520.270407
150.0931920.71580.238463
16-0.104855-0.80540.211909
17-0.049193-0.37790.353445
180.0212910.16350.435325
19-0.066048-0.50730.30691
200.0411260.31590.376599
210.0235750.18110.428463
22-0.025435-0.19540.422887
23-0.050118-0.3850.350825
240.0460470.35370.362415
25-0.030835-0.23690.406796
26-0.052096-0.40020.345242
27-0.007182-0.05520.478096
28-0.0631-0.48470.314849
29-0.005398-0.04150.483534
300.0430920.3310.370911
31-0.075004-0.57610.283364
320.0019140.01470.49416
330.0857490.65870.25634
34-0.091598-0.70360.242232
35-0.018958-0.14560.442359
360.0576420.44280.329782

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.176588 & -1.3564 & 0.09007 \tabularnewline
2 & -0.163802 & -1.2582 & 0.10664 \tabularnewline
3 & 0.132271 & 1.016 & 0.156891 \tabularnewline
4 & -0.023501 & -0.1805 & 0.428683 \tabularnewline
5 & -0.094231 & -0.7238 & 0.236024 \tabularnewline
6 & -0.021141 & -0.1624 & 0.435779 \tabularnewline
7 & -0.124737 & -0.9581 & 0.170956 \tabularnewline
8 & 0.042362 & 0.3254 & 0.37302 \tabularnewline
9 & 0.314243 & 2.4137 & 0.009456 \tabularnewline
10 & -0.108841 & -0.836 & 0.203258 \tabularnewline
11 & 0.094964 & 0.7294 & 0.234311 \tabularnewline
12 & 0.019247 & 0.1478 & 0.441488 \tabularnewline
13 & -0.030211 & -0.2321 & 0.408648 \tabularnewline
14 & -0.080087 & -0.6152 & 0.270407 \tabularnewline
15 & 0.093192 & 0.7158 & 0.238463 \tabularnewline
16 & -0.104855 & -0.8054 & 0.211909 \tabularnewline
17 & -0.049193 & -0.3779 & 0.353445 \tabularnewline
18 & 0.021291 & 0.1635 & 0.435325 \tabularnewline
19 & -0.066048 & -0.5073 & 0.30691 \tabularnewline
20 & 0.041126 & 0.3159 & 0.376599 \tabularnewline
21 & 0.023575 & 0.1811 & 0.428463 \tabularnewline
22 & -0.025435 & -0.1954 & 0.422887 \tabularnewline
23 & -0.050118 & -0.385 & 0.350825 \tabularnewline
24 & 0.046047 & 0.3537 & 0.362415 \tabularnewline
25 & -0.030835 & -0.2369 & 0.406796 \tabularnewline
26 & -0.052096 & -0.4002 & 0.345242 \tabularnewline
27 & -0.007182 & -0.0552 & 0.478096 \tabularnewline
28 & -0.0631 & -0.4847 & 0.314849 \tabularnewline
29 & -0.005398 & -0.0415 & 0.483534 \tabularnewline
30 & 0.043092 & 0.331 & 0.370911 \tabularnewline
31 & -0.075004 & -0.5761 & 0.283364 \tabularnewline
32 & 0.001914 & 0.0147 & 0.49416 \tabularnewline
33 & 0.085749 & 0.6587 & 0.25634 \tabularnewline
34 & -0.091598 & -0.7036 & 0.242232 \tabularnewline
35 & -0.018958 & -0.1456 & 0.442359 \tabularnewline
36 & 0.057642 & 0.4428 & 0.329782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101286&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]-0.176588[/C][C]-1.3564[/C][C]0.09007[/C][/ROW]
[ROW][C]2[/C][C]-0.163802[/C][C]-1.2582[/C][C]0.10664[/C][/ROW]
[ROW][C]3[/C][C]0.132271[/C][C]1.016[/C][C]0.156891[/C][/ROW]
[ROW][C]4[/C][C]-0.023501[/C][C]-0.1805[/C][C]0.428683[/C][/ROW]
[ROW][C]5[/C][C]-0.094231[/C][C]-0.7238[/C][C]0.236024[/C][/ROW]
[ROW][C]6[/C][C]-0.021141[/C][C]-0.1624[/C][C]0.435779[/C][/ROW]
[ROW][C]7[/C][C]-0.124737[/C][C]-0.9581[/C][C]0.170956[/C][/ROW]
[ROW][C]8[/C][C]0.042362[/C][C]0.3254[/C][C]0.37302[/C][/ROW]
[ROW][C]9[/C][C]0.314243[/C][C]2.4137[/C][C]0.009456[/C][/ROW]
[ROW][C]10[/C][C]-0.108841[/C][C]-0.836[/C][C]0.203258[/C][/ROW]
[ROW][C]11[/C][C]0.094964[/C][C]0.7294[/C][C]0.234311[/C][/ROW]
[ROW][C]12[/C][C]0.019247[/C][C]0.1478[/C][C]0.441488[/C][/ROW]
[ROW][C]13[/C][C]-0.030211[/C][C]-0.2321[/C][C]0.408648[/C][/ROW]
[ROW][C]14[/C][C]-0.080087[/C][C]-0.6152[/C][C]0.270407[/C][/ROW]
[ROW][C]15[/C][C]0.093192[/C][C]0.7158[/C][C]0.238463[/C][/ROW]
[ROW][C]16[/C][C]-0.104855[/C][C]-0.8054[/C][C]0.211909[/C][/ROW]
[ROW][C]17[/C][C]-0.049193[/C][C]-0.3779[/C][C]0.353445[/C][/ROW]
[ROW][C]18[/C][C]0.021291[/C][C]0.1635[/C][C]0.435325[/C][/ROW]
[ROW][C]19[/C][C]-0.066048[/C][C]-0.5073[/C][C]0.30691[/C][/ROW]
[ROW][C]20[/C][C]0.041126[/C][C]0.3159[/C][C]0.376599[/C][/ROW]
[ROW][C]21[/C][C]0.023575[/C][C]0.1811[/C][C]0.428463[/C][/ROW]
[ROW][C]22[/C][C]-0.025435[/C][C]-0.1954[/C][C]0.422887[/C][/ROW]
[ROW][C]23[/C][C]-0.050118[/C][C]-0.385[/C][C]0.350825[/C][/ROW]
[ROW][C]24[/C][C]0.046047[/C][C]0.3537[/C][C]0.362415[/C][/ROW]
[ROW][C]25[/C][C]-0.030835[/C][C]-0.2369[/C][C]0.406796[/C][/ROW]
[ROW][C]26[/C][C]-0.052096[/C][C]-0.4002[/C][C]0.345242[/C][/ROW]
[ROW][C]27[/C][C]-0.007182[/C][C]-0.0552[/C][C]0.478096[/C][/ROW]
[ROW][C]28[/C][C]-0.0631[/C][C]-0.4847[/C][C]0.314849[/C][/ROW]
[ROW][C]29[/C][C]-0.005398[/C][C]-0.0415[/C][C]0.483534[/C][/ROW]
[ROW][C]30[/C][C]0.043092[/C][C]0.331[/C][C]0.370911[/C][/ROW]
[ROW][C]31[/C][C]-0.075004[/C][C]-0.5761[/C][C]0.283364[/C][/ROW]
[ROW][C]32[/C][C]0.001914[/C][C]0.0147[/C][C]0.49416[/C][/ROW]
[ROW][C]33[/C][C]0.085749[/C][C]0.6587[/C][C]0.25634[/C][/ROW]
[ROW][C]34[/C][C]-0.091598[/C][C]-0.7036[/C][C]0.242232[/C][/ROW]
[ROW][C]35[/C][C]-0.018958[/C][C]-0.1456[/C][C]0.442359[/C][/ROW]
[ROW][C]36[/C][C]0.057642[/C][C]0.4428[/C][C]0.329782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101286&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101286&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.176588-1.35640.09007
2-0.163802-1.25820.10664
30.1322711.0160.156891
4-0.023501-0.18050.428683
5-0.094231-0.72380.236024
6-0.021141-0.16240.435779
7-0.124737-0.95810.170956
80.0423620.32540.37302
90.3142432.41370.009456
10-0.108841-0.8360.203258
110.0949640.72940.234311
120.0192470.14780.441488
13-0.030211-0.23210.408648
14-0.080087-0.61520.270407
150.0931920.71580.238463
16-0.104855-0.80540.211909
17-0.049193-0.37790.353445
180.0212910.16350.435325
19-0.066048-0.50730.30691
200.0411260.31590.376599
210.0235750.18110.428463
22-0.025435-0.19540.422887
23-0.050118-0.3850.350825
240.0460470.35370.362415
25-0.030835-0.23690.406796
26-0.052096-0.40020.345242
27-0.007182-0.05520.478096
28-0.0631-0.48470.314849
29-0.005398-0.04150.483534
300.0430920.3310.370911
31-0.075004-0.57610.283364
320.0019140.01470.49416
330.0857490.65870.25634
34-0.091598-0.70360.242232
35-0.018958-0.14560.442359
360.0576420.44280.329782







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.176588-1.35640.09007
2-0.201262-1.54590.063736
30.0666790.51220.305222
4-0.01739-0.13360.447097
5-0.07178-0.55140.291738
6-0.07458-0.57290.284459
7-0.182329-1.40050.083301
8-0.022863-0.17560.430599
90.3089152.37280.010465
100.0497890.38240.351755
110.1896921.4570.075202
12-0.034213-0.26280.396811
130.0051340.03940.484337
14-0.085982-0.66040.25577
150.1443581.10880.136001
160.0163620.12570.450205
17-0.040947-0.31450.377117
18-0.160491-1.23280.111279
19-0.159784-1.22730.112288
20-0.113563-0.87230.193293
210.0285420.21920.41361
220.009570.07350.470825
23-0.045259-0.34760.364672
24-0.134331-1.03180.153185
25-0.044006-0.3380.368275
26-0.066146-0.50810.306646
270.0937840.72040.237071
280.007370.05660.477525
290.010090.07750.469243
30-0.041971-0.32240.374149
31-0.093343-0.7170.238108
320.0061020.04690.481389
330.1214450.93280.177352
34-0.009045-0.06950.472424
35-0.032489-0.24960.4019
36-0.079278-0.60890.272448

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.176588 & -1.3564 & 0.09007 \tabularnewline
2 & -0.201262 & -1.5459 & 0.063736 \tabularnewline
3 & 0.066679 & 0.5122 & 0.305222 \tabularnewline
4 & -0.01739 & -0.1336 & 0.447097 \tabularnewline
5 & -0.07178 & -0.5514 & 0.291738 \tabularnewline
6 & -0.07458 & -0.5729 & 0.284459 \tabularnewline
7 & -0.182329 & -1.4005 & 0.083301 \tabularnewline
8 & -0.022863 & -0.1756 & 0.430599 \tabularnewline
9 & 0.308915 & 2.3728 & 0.010465 \tabularnewline
10 & 0.049789 & 0.3824 & 0.351755 \tabularnewline
11 & 0.189692 & 1.457 & 0.075202 \tabularnewline
12 & -0.034213 & -0.2628 & 0.396811 \tabularnewline
13 & 0.005134 & 0.0394 & 0.484337 \tabularnewline
14 & -0.085982 & -0.6604 & 0.25577 \tabularnewline
15 & 0.144358 & 1.1088 & 0.136001 \tabularnewline
16 & 0.016362 & 0.1257 & 0.450205 \tabularnewline
17 & -0.040947 & -0.3145 & 0.377117 \tabularnewline
18 & -0.160491 & -1.2328 & 0.111279 \tabularnewline
19 & -0.159784 & -1.2273 & 0.112288 \tabularnewline
20 & -0.113563 & -0.8723 & 0.193293 \tabularnewline
21 & 0.028542 & 0.2192 & 0.41361 \tabularnewline
22 & 0.00957 & 0.0735 & 0.470825 \tabularnewline
23 & -0.045259 & -0.3476 & 0.364672 \tabularnewline
24 & -0.134331 & -1.0318 & 0.153185 \tabularnewline
25 & -0.044006 & -0.338 & 0.368275 \tabularnewline
26 & -0.066146 & -0.5081 & 0.306646 \tabularnewline
27 & 0.093784 & 0.7204 & 0.237071 \tabularnewline
28 & 0.00737 & 0.0566 & 0.477525 \tabularnewline
29 & 0.01009 & 0.0775 & 0.469243 \tabularnewline
30 & -0.041971 & -0.3224 & 0.374149 \tabularnewline
31 & -0.093343 & -0.717 & 0.238108 \tabularnewline
32 & 0.006102 & 0.0469 & 0.481389 \tabularnewline
33 & 0.121445 & 0.9328 & 0.177352 \tabularnewline
34 & -0.009045 & -0.0695 & 0.472424 \tabularnewline
35 & -0.032489 & -0.2496 & 0.4019 \tabularnewline
36 & -0.079278 & -0.6089 & 0.272448 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101286&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]-0.176588[/C][C]-1.3564[/C][C]0.09007[/C][/ROW]
[ROW][C]2[/C][C]-0.201262[/C][C]-1.5459[/C][C]0.063736[/C][/ROW]
[ROW][C]3[/C][C]0.066679[/C][C]0.5122[/C][C]0.305222[/C][/ROW]
[ROW][C]4[/C][C]-0.01739[/C][C]-0.1336[/C][C]0.447097[/C][/ROW]
[ROW][C]5[/C][C]-0.07178[/C][C]-0.5514[/C][C]0.291738[/C][/ROW]
[ROW][C]6[/C][C]-0.07458[/C][C]-0.5729[/C][C]0.284459[/C][/ROW]
[ROW][C]7[/C][C]-0.182329[/C][C]-1.4005[/C][C]0.083301[/C][/ROW]
[ROW][C]8[/C][C]-0.022863[/C][C]-0.1756[/C][C]0.430599[/C][/ROW]
[ROW][C]9[/C][C]0.308915[/C][C]2.3728[/C][C]0.010465[/C][/ROW]
[ROW][C]10[/C][C]0.049789[/C][C]0.3824[/C][C]0.351755[/C][/ROW]
[ROW][C]11[/C][C]0.189692[/C][C]1.457[/C][C]0.075202[/C][/ROW]
[ROW][C]12[/C][C]-0.034213[/C][C]-0.2628[/C][C]0.396811[/C][/ROW]
[ROW][C]13[/C][C]0.005134[/C][C]0.0394[/C][C]0.484337[/C][/ROW]
[ROW][C]14[/C][C]-0.085982[/C][C]-0.6604[/C][C]0.25577[/C][/ROW]
[ROW][C]15[/C][C]0.144358[/C][C]1.1088[/C][C]0.136001[/C][/ROW]
[ROW][C]16[/C][C]0.016362[/C][C]0.1257[/C][C]0.450205[/C][/ROW]
[ROW][C]17[/C][C]-0.040947[/C][C]-0.3145[/C][C]0.377117[/C][/ROW]
[ROW][C]18[/C][C]-0.160491[/C][C]-1.2328[/C][C]0.111279[/C][/ROW]
[ROW][C]19[/C][C]-0.159784[/C][C]-1.2273[/C][C]0.112288[/C][/ROW]
[ROW][C]20[/C][C]-0.113563[/C][C]-0.8723[/C][C]0.193293[/C][/ROW]
[ROW][C]21[/C][C]0.028542[/C][C]0.2192[/C][C]0.41361[/C][/ROW]
[ROW][C]22[/C][C]0.00957[/C][C]0.0735[/C][C]0.470825[/C][/ROW]
[ROW][C]23[/C][C]-0.045259[/C][C]-0.3476[/C][C]0.364672[/C][/ROW]
[ROW][C]24[/C][C]-0.134331[/C][C]-1.0318[/C][C]0.153185[/C][/ROW]
[ROW][C]25[/C][C]-0.044006[/C][C]-0.338[/C][C]0.368275[/C][/ROW]
[ROW][C]26[/C][C]-0.066146[/C][C]-0.5081[/C][C]0.306646[/C][/ROW]
[ROW][C]27[/C][C]0.093784[/C][C]0.7204[/C][C]0.237071[/C][/ROW]
[ROW][C]28[/C][C]0.00737[/C][C]0.0566[/C][C]0.477525[/C][/ROW]
[ROW][C]29[/C][C]0.01009[/C][C]0.0775[/C][C]0.469243[/C][/ROW]
[ROW][C]30[/C][C]-0.041971[/C][C]-0.3224[/C][C]0.374149[/C][/ROW]
[ROW][C]31[/C][C]-0.093343[/C][C]-0.717[/C][C]0.238108[/C][/ROW]
[ROW][C]32[/C][C]0.006102[/C][C]0.0469[/C][C]0.481389[/C][/ROW]
[ROW][C]33[/C][C]0.121445[/C][C]0.9328[/C][C]0.177352[/C][/ROW]
[ROW][C]34[/C][C]-0.009045[/C][C]-0.0695[/C][C]0.472424[/C][/ROW]
[ROW][C]35[/C][C]-0.032489[/C][C]-0.2496[/C][C]0.4019[/C][/ROW]
[ROW][C]36[/C][C]-0.079278[/C][C]-0.6089[/C][C]0.272448[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101286&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101286&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.176588-1.35640.09007
2-0.201262-1.54590.063736
30.0666790.51220.305222
4-0.01739-0.13360.447097
5-0.07178-0.55140.291738
6-0.07458-0.57290.284459
7-0.182329-1.40050.083301
8-0.022863-0.17560.430599
90.3089152.37280.010465
100.0497890.38240.351755
110.1896921.4570.075202
12-0.034213-0.26280.396811
130.0051340.03940.484337
14-0.085982-0.66040.25577
150.1443581.10880.136001
160.0163620.12570.450205
17-0.040947-0.31450.377117
18-0.160491-1.23280.111279
19-0.159784-1.22730.112288
20-0.113563-0.87230.193293
210.0285420.21920.41361
220.009570.07350.470825
23-0.045259-0.34760.364672
24-0.134331-1.03180.153185
25-0.044006-0.3380.368275
26-0.066146-0.50810.306646
270.0937840.72040.237071
280.007370.05660.477525
290.010090.07750.469243
30-0.041971-0.32240.374149
31-0.093343-0.7170.238108
320.0061020.04690.481389
330.1214450.93280.177352
34-0.009045-0.06950.472424
35-0.032489-0.24960.4019
36-0.079278-0.60890.272448



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 = 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')