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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 21 Nov 2013 05:16:58 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2013/Nov/21/t13850290484qcvw1s5do5pqwn.htm/, Retrieved Fri, 03 May 2024 07:54:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=226806, Retrieved Fri, 03 May 2024 07:54:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Hawai bezoekers] [2013-11-21 10:16:58] [6864a9b8bb386dbf93fa34bd3826a254] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
500,48
500,49
500,50
500,51
500,52
500,53
500,54
500,55
500,56
500,57
500,58
500,59
500,60
500,61
500,62
500,63
500,64
500,65
500,66
500,67
500,68
500,69
500,70
500,71

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'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226806&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226806&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226806&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'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8754.28660.000127
20.750873.67850.000591
30.6284783.07890.002571
40.5086962.49210.010002
50.3923911.92230.033257
60.2804351.37380.091093
70.1736960.85090.201609
80.0730430.35780.361796
9-0.020652-0.10120.460126
10-0.106522-0.52180.30328
11-0.183696-0.89990.188552
12-0.251304-1.23110.115101
13-0.308478-1.51120.071893
14-0.354348-1.73590.047699
15-0.388043-1.9010.034687
16-0.408696-2.00220.028344
17-0.415435-2.03520.026509
18-0.407391-1.99580.028712
19-0.383696-1.87970.03617
20-0.343478-1.68270.052701
21-0.28587-1.40050.087085
22-0.21-1.02880.156919
23-0.115-0.56340.2892
24NANANA
25NANANA
26NANANA
27NANANA
28NANANA
29NANANA
30NANANA
31NANANA
32NANANA
33NANANA
34NANANA
35NANANA
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875 & 4.2866 & 0.000127 \tabularnewline
2 & 0.75087 & 3.6785 & 0.000591 \tabularnewline
3 & 0.628478 & 3.0789 & 0.002571 \tabularnewline
4 & 0.508696 & 2.4921 & 0.010002 \tabularnewline
5 & 0.392391 & 1.9223 & 0.033257 \tabularnewline
6 & 0.280435 & 1.3738 & 0.091093 \tabularnewline
7 & 0.173696 & 0.8509 & 0.201609 \tabularnewline
8 & 0.073043 & 0.3578 & 0.361796 \tabularnewline
9 & -0.020652 & -0.1012 & 0.460126 \tabularnewline
10 & -0.106522 & -0.5218 & 0.30328 \tabularnewline
11 & -0.183696 & -0.8999 & 0.188552 \tabularnewline
12 & -0.251304 & -1.2311 & 0.115101 \tabularnewline
13 & -0.308478 & -1.5112 & 0.071893 \tabularnewline
14 & -0.354348 & -1.7359 & 0.047699 \tabularnewline
15 & -0.388043 & -1.901 & 0.034687 \tabularnewline
16 & -0.408696 & -2.0022 & 0.028344 \tabularnewline
17 & -0.415435 & -2.0352 & 0.026509 \tabularnewline
18 & -0.407391 & -1.9958 & 0.028712 \tabularnewline
19 & -0.383696 & -1.8797 & 0.03617 \tabularnewline
20 & -0.343478 & -1.6827 & 0.052701 \tabularnewline
21 & -0.28587 & -1.4005 & 0.087085 \tabularnewline
22 & -0.21 & -1.0288 & 0.156919 \tabularnewline
23 & -0.115 & -0.5634 & 0.2892 \tabularnewline
24 & NA & NA & NA \tabularnewline
25 & NA & NA & NA \tabularnewline
26 & NA & NA & NA \tabularnewline
27 & NA & NA & NA \tabularnewline
28 & NA & NA & NA \tabularnewline
29 & NA & NA & NA \tabularnewline
30 & NA & NA & NA \tabularnewline
31 & NA & NA & NA \tabularnewline
32 & NA & NA & NA \tabularnewline
33 & NA & NA & NA \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226806&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]0.875[/C][C]4.2866[/C][C]0.000127[/C][/ROW]
[ROW][C]2[/C][C]0.75087[/C][C]3.6785[/C][C]0.000591[/C][/ROW]
[ROW][C]3[/C][C]0.628478[/C][C]3.0789[/C][C]0.002571[/C][/ROW]
[ROW][C]4[/C][C]0.508696[/C][C]2.4921[/C][C]0.010002[/C][/ROW]
[ROW][C]5[/C][C]0.392391[/C][C]1.9223[/C][C]0.033257[/C][/ROW]
[ROW][C]6[/C][C]0.280435[/C][C]1.3738[/C][C]0.091093[/C][/ROW]
[ROW][C]7[/C][C]0.173696[/C][C]0.8509[/C][C]0.201609[/C][/ROW]
[ROW][C]8[/C][C]0.073043[/C][C]0.3578[/C][C]0.361796[/C][/ROW]
[ROW][C]9[/C][C]-0.020652[/C][C]-0.1012[/C][C]0.460126[/C][/ROW]
[ROW][C]10[/C][C]-0.106522[/C][C]-0.5218[/C][C]0.30328[/C][/ROW]
[ROW][C]11[/C][C]-0.183696[/C][C]-0.8999[/C][C]0.188552[/C][/ROW]
[ROW][C]12[/C][C]-0.251304[/C][C]-1.2311[/C][C]0.115101[/C][/ROW]
[ROW][C]13[/C][C]-0.308478[/C][C]-1.5112[/C][C]0.071893[/C][/ROW]
[ROW][C]14[/C][C]-0.354348[/C][C]-1.7359[/C][C]0.047699[/C][/ROW]
[ROW][C]15[/C][C]-0.388043[/C][C]-1.901[/C][C]0.034687[/C][/ROW]
[ROW][C]16[/C][C]-0.408696[/C][C]-2.0022[/C][C]0.028344[/C][/ROW]
[ROW][C]17[/C][C]-0.415435[/C][C]-2.0352[/C][C]0.026509[/C][/ROW]
[ROW][C]18[/C][C]-0.407391[/C][C]-1.9958[/C][C]0.028712[/C][/ROW]
[ROW][C]19[/C][C]-0.383696[/C][C]-1.8797[/C][C]0.03617[/C][/ROW]
[ROW][C]20[/C][C]-0.343478[/C][C]-1.6827[/C][C]0.052701[/C][/ROW]
[ROW][C]21[/C][C]-0.28587[/C][C]-1.4005[/C][C]0.087085[/C][/ROW]
[ROW][C]22[/C][C]-0.21[/C][C]-1.0288[/C][C]0.156919[/C][/ROW]
[ROW][C]23[/C][C]-0.115[/C][C]-0.5634[/C][C]0.2892[/C][/ROW]
[ROW][C]24[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]25[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]26[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]27[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]28[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]29[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]30[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]31[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]32[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]33[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226806&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226806&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
10.8754.28660.000127
20.750873.67850.000591
30.6284783.07890.002571
40.5086962.49210.010002
50.3923911.92230.033257
60.2804351.37380.091093
70.1736960.85090.201609
80.0730430.35780.361796
9-0.020652-0.10120.460126
10-0.106522-0.52180.30328
11-0.183696-0.89990.188552
12-0.251304-1.23110.115101
13-0.308478-1.51120.071893
14-0.354348-1.73590.047699
15-0.388043-1.9010.034687
16-0.408696-2.00220.028344
17-0.415435-2.03520.026509
18-0.407391-1.99580.028712
19-0.383696-1.87970.03617
20-0.343478-1.68270.052701
21-0.28587-1.40050.087085
22-0.21-1.02880.156919
23-0.115-0.56340.2892
24NANANA
25NANANA
26NANANA
27NANANA
28NANANA
29NANANA
30NANANA
31NANANA
32NANANA
33NANANA
34NANANA
35NANANA
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8754.28660.000127
2-0.062957-0.30840.380211
3-0.063436-0.31080.37933
4-0.063901-0.3130.378474
5-0.064309-0.3150.377724
6-0.064608-0.31650.377174
7-0.064735-0.31710.376942
8-0.064611-0.31650.377169
9-0.064139-0.31420.378035
10-0.063202-0.30960.379759
11-0.061653-0.3020.382613
12-0.059317-0.29060.38693
13-0.055981-0.27430.393119
14-0.051399-0.25180.401668
15-0.045287-0.22190.41315
16-0.03733-0.18290.428214
17-0.027195-0.13320.447563
18-0.014542-0.07120.471899
190.0009570.00470.498148
200.0196180.09610.462116
210.0417730.20460.419787
220.0678720.33250.371198
230.0987090.48360.316535
24NANANA
25NANANA
26NANANA
27NANANA
28NANANA
29NANANA
30NANANA
31NANANA
32NANANA
33NANANA
34NANANA
35NANANA
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875 & 4.2866 & 0.000127 \tabularnewline
2 & -0.062957 & -0.3084 & 0.380211 \tabularnewline
3 & -0.063436 & -0.3108 & 0.37933 \tabularnewline
4 & -0.063901 & -0.313 & 0.378474 \tabularnewline
5 & -0.064309 & -0.315 & 0.377724 \tabularnewline
6 & -0.064608 & -0.3165 & 0.377174 \tabularnewline
7 & -0.064735 & -0.3171 & 0.376942 \tabularnewline
8 & -0.064611 & -0.3165 & 0.377169 \tabularnewline
9 & -0.064139 & -0.3142 & 0.378035 \tabularnewline
10 & -0.063202 & -0.3096 & 0.379759 \tabularnewline
11 & -0.061653 & -0.302 & 0.382613 \tabularnewline
12 & -0.059317 & -0.2906 & 0.38693 \tabularnewline
13 & -0.055981 & -0.2743 & 0.393119 \tabularnewline
14 & -0.051399 & -0.2518 & 0.401668 \tabularnewline
15 & -0.045287 & -0.2219 & 0.41315 \tabularnewline
16 & -0.03733 & -0.1829 & 0.428214 \tabularnewline
17 & -0.027195 & -0.1332 & 0.447563 \tabularnewline
18 & -0.014542 & -0.0712 & 0.471899 \tabularnewline
19 & 0.000957 & 0.0047 & 0.498148 \tabularnewline
20 & 0.019618 & 0.0961 & 0.462116 \tabularnewline
21 & 0.041773 & 0.2046 & 0.419787 \tabularnewline
22 & 0.067872 & 0.3325 & 0.371198 \tabularnewline
23 & 0.098709 & 0.4836 & 0.316535 \tabularnewline
24 & NA & NA & NA \tabularnewline
25 & NA & NA & NA \tabularnewline
26 & NA & NA & NA \tabularnewline
27 & NA & NA & NA \tabularnewline
28 & NA & NA & NA \tabularnewline
29 & NA & NA & NA \tabularnewline
30 & NA & NA & NA \tabularnewline
31 & NA & NA & NA \tabularnewline
32 & NA & NA & NA \tabularnewline
33 & NA & NA & NA \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226806&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]0.875[/C][C]4.2866[/C][C]0.000127[/C][/ROW]
[ROW][C]2[/C][C]-0.062957[/C][C]-0.3084[/C][C]0.380211[/C][/ROW]
[ROW][C]3[/C][C]-0.063436[/C][C]-0.3108[/C][C]0.37933[/C][/ROW]
[ROW][C]4[/C][C]-0.063901[/C][C]-0.313[/C][C]0.378474[/C][/ROW]
[ROW][C]5[/C][C]-0.064309[/C][C]-0.315[/C][C]0.377724[/C][/ROW]
[ROW][C]6[/C][C]-0.064608[/C][C]-0.3165[/C][C]0.377174[/C][/ROW]
[ROW][C]7[/C][C]-0.064735[/C][C]-0.3171[/C][C]0.376942[/C][/ROW]
[ROW][C]8[/C][C]-0.064611[/C][C]-0.3165[/C][C]0.377169[/C][/ROW]
[ROW][C]9[/C][C]-0.064139[/C][C]-0.3142[/C][C]0.378035[/C][/ROW]
[ROW][C]10[/C][C]-0.063202[/C][C]-0.3096[/C][C]0.379759[/C][/ROW]
[ROW][C]11[/C][C]-0.061653[/C][C]-0.302[/C][C]0.382613[/C][/ROW]
[ROW][C]12[/C][C]-0.059317[/C][C]-0.2906[/C][C]0.38693[/C][/ROW]
[ROW][C]13[/C][C]-0.055981[/C][C]-0.2743[/C][C]0.393119[/C][/ROW]
[ROW][C]14[/C][C]-0.051399[/C][C]-0.2518[/C][C]0.401668[/C][/ROW]
[ROW][C]15[/C][C]-0.045287[/C][C]-0.2219[/C][C]0.41315[/C][/ROW]
[ROW][C]16[/C][C]-0.03733[/C][C]-0.1829[/C][C]0.428214[/C][/ROW]
[ROW][C]17[/C][C]-0.027195[/C][C]-0.1332[/C][C]0.447563[/C][/ROW]
[ROW][C]18[/C][C]-0.014542[/C][C]-0.0712[/C][C]0.471899[/C][/ROW]
[ROW][C]19[/C][C]0.000957[/C][C]0.0047[/C][C]0.498148[/C][/ROW]
[ROW][C]20[/C][C]0.019618[/C][C]0.0961[/C][C]0.462116[/C][/ROW]
[ROW][C]21[/C][C]0.041773[/C][C]0.2046[/C][C]0.419787[/C][/ROW]
[ROW][C]22[/C][C]0.067872[/C][C]0.3325[/C][C]0.371198[/C][/ROW]
[ROW][C]23[/C][C]0.098709[/C][C]0.4836[/C][C]0.316535[/C][/ROW]
[ROW][C]24[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]25[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]26[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]27[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]28[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]29[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]30[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]31[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]32[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]33[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226806&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226806&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
10.8754.28660.000127
2-0.062957-0.30840.380211
3-0.063436-0.31080.37933
4-0.063901-0.3130.378474
5-0.064309-0.3150.377724
6-0.064608-0.31650.377174
7-0.064735-0.31710.376942
8-0.064611-0.31650.377169
9-0.064139-0.31420.378035
10-0.063202-0.30960.379759
11-0.061653-0.3020.382613
12-0.059317-0.29060.38693
13-0.055981-0.27430.393119
14-0.051399-0.25180.401668
15-0.045287-0.22190.41315
16-0.03733-0.18290.428214
17-0.027195-0.13320.447563
18-0.014542-0.07120.471899
190.0009570.00470.498148
200.0196180.09610.462116
210.0417730.20460.419787
220.0678720.33250.371198
230.0987090.48360.316535
24NANANA
25NANANA
26NANANA
27NANANA
28NANANA
29NANANA
30NANANA
31NANANA
32NANANA
33NANANA
34NANANA
35NANANA
36NANANA
37NANANA
38NANANA
39NANANA
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
48NANANA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')