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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 computationTue, 02 Dec 2008 10:12:08 -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/2008/Dec/02/t1228237982m5pfw92j31azlen.htm/, Retrieved Sun, 19 May 2024 02:42:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28092, Retrieved Sun, 19 May 2024 02:42:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [(Partial) Autocorrelation Function] [nsts Q8 (1)] [2008-12-02 16:54:05] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   PD  [(Partial) Autocorrelation Function] [nsts Q8 (2)] [2008-12-02 16:58:46] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   PD    [(Partial) Autocorrelation Function] [nsts Q8 (5)] [2008-12-02 17:09:15] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   PD        [(Partial) Autocorrelation Function] [nsts Q8 (6)] [2008-12-02 17:12:08] [e7b1048c2c3a353441b9143db4404b91] [Current]
-   P           [(Partial) Autocorrelation Function] [nsts Q8 (7)] [2008-12-02 17:14:26] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   P             [(Partial) Autocorrelation Function] [nsts Q8 (10)] [2008-12-02 18:11:41] [b1bd16d1f47bfe13feacf1c27a0abba5]
F RMPD            [Standard Deviation-Mean Plot] [nsts Q8 (11)] [2008-12-02 18:16:35] [b1bd16d1f47bfe13feacf1c27a0abba5]
F RMPD            [Cross Correlation Function] [nsts Q9] [2008-12-02 18:20:14] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   P               [Cross Correlation Function] [NonStationaryTime...] [2008-12-02 20:22:16] [9c2d53170eb755e9ae5fcf19d2174a32]
F RMPD          [Variance Reduction Matrix] [nsts Q8 (8)] [2008-12-02 17:17:02] [b1bd16d1f47bfe13feacf1c27a0abba5]
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Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.8
107.4
117.5
105.6
97.4
99.5
98.0
104.3
100.6
101.1
103.9
96.9
95.5
108.4
117.0
103.8
100.8
110.6
104.0
112.6
107.3
98.9
109.8
104.9
102.2
123.9
124.9
112.7
121.9
100.6
104.3
120.4
107.5
102.9
125.6
107.5
108.8
128.4
121.1
119.5
128.7
108.7
105.5
119.8
111.3
110.6
120.1
97.5
107.7
127.3
117.2
119.8
116.2
111.0
112.4
130.6
109.1
118.8
123.9
101.6
112.8
128.0
129.6
125.8
119.5
115.7
113.6
129.7
112.0
116.8
127.0
112.1
114.2
121.1
131.6
125.0
120.4
117.7
117.5
120.6
127.5
112.3
124.5
115.2
105.4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28092&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]0 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=28092&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28092&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.362828-3.32540.000655
2-0.338498-3.10240.001307
30.4544184.16483.8e-05
4-0.327967-3.00590.001746
5-0.139367-1.27730.102505
60.5048144.62677e-06
7-0.284275-2.60540.005426
8-0.169729-1.55560.061783
90.4397094.036.1e-05
10-0.42135-3.86170.00011
11-0.167332-1.53360.06444
120.6628036.07470
13-0.274532-2.51610.006884
14-0.186839-1.71240.045255
150.3373963.09230.001348
16-0.360063-3.30.00071
170.0184270.16890.433145
180.3728653.41740.000489
19-0.284157-2.60430.005442
20-0.053708-0.49220.311915
210.2967722.720.003967
22-0.384788-3.52660.000342
230.0211530.19390.423373
240.360063.30.00071
25-0.175126-1.60510.056117
26-0.057484-0.52680.299844
270.2058051.88620.03136
28-0.302473-2.77220.003428
290.0649620.59540.276594
300.1946021.78360.039053
31-0.160692-1.47280.072276
320.0334440.30650.379983
330.0816840.74860.228081
34-0.221977-2.03450.02253
350.0248390.22770.410233
360.2398472.19820.015342

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.362828 & -3.3254 & 0.000655 \tabularnewline
2 & -0.338498 & -3.1024 & 0.001307 \tabularnewline
3 & 0.454418 & 4.1648 & 3.8e-05 \tabularnewline
4 & -0.327967 & -3.0059 & 0.001746 \tabularnewline
5 & -0.139367 & -1.2773 & 0.102505 \tabularnewline
6 & 0.504814 & 4.6267 & 7e-06 \tabularnewline
7 & -0.284275 & -2.6054 & 0.005426 \tabularnewline
8 & -0.169729 & -1.5556 & 0.061783 \tabularnewline
9 & 0.439709 & 4.03 & 6.1e-05 \tabularnewline
10 & -0.42135 & -3.8617 & 0.00011 \tabularnewline
11 & -0.167332 & -1.5336 & 0.06444 \tabularnewline
12 & 0.662803 & 6.0747 & 0 \tabularnewline
13 & -0.274532 & -2.5161 & 0.006884 \tabularnewline
14 & -0.186839 & -1.7124 & 0.045255 \tabularnewline
15 & 0.337396 & 3.0923 & 0.001348 \tabularnewline
16 & -0.360063 & -3.3 & 0.00071 \tabularnewline
17 & 0.018427 & 0.1689 & 0.433145 \tabularnewline
18 & 0.372865 & 3.4174 & 0.000489 \tabularnewline
19 & -0.284157 & -2.6043 & 0.005442 \tabularnewline
20 & -0.053708 & -0.4922 & 0.311915 \tabularnewline
21 & 0.296772 & 2.72 & 0.003967 \tabularnewline
22 & -0.384788 & -3.5266 & 0.000342 \tabularnewline
23 & 0.021153 & 0.1939 & 0.423373 \tabularnewline
24 & 0.36006 & 3.3 & 0.00071 \tabularnewline
25 & -0.175126 & -1.6051 & 0.056117 \tabularnewline
26 & -0.057484 & -0.5268 & 0.299844 \tabularnewline
27 & 0.205805 & 1.8862 & 0.03136 \tabularnewline
28 & -0.302473 & -2.7722 & 0.003428 \tabularnewline
29 & 0.064962 & 0.5954 & 0.276594 \tabularnewline
30 & 0.194602 & 1.7836 & 0.039053 \tabularnewline
31 & -0.160692 & -1.4728 & 0.072276 \tabularnewline
32 & 0.033444 & 0.3065 & 0.379983 \tabularnewline
33 & 0.081684 & 0.7486 & 0.228081 \tabularnewline
34 & -0.221977 & -2.0345 & 0.02253 \tabularnewline
35 & 0.024839 & 0.2277 & 0.410233 \tabularnewline
36 & 0.239847 & 2.1982 & 0.015342 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28092&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]-0.362828[/C][C]-3.3254[/C][C]0.000655[/C][/ROW]
[ROW][C]2[/C][C]-0.338498[/C][C]-3.1024[/C][C]0.001307[/C][/ROW]
[ROW][C]3[/C][C]0.454418[/C][C]4.1648[/C][C]3.8e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.327967[/C][C]-3.0059[/C][C]0.001746[/C][/ROW]
[ROW][C]5[/C][C]-0.139367[/C][C]-1.2773[/C][C]0.102505[/C][/ROW]
[ROW][C]6[/C][C]0.504814[/C][C]4.6267[/C][C]7e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.284275[/C][C]-2.6054[/C][C]0.005426[/C][/ROW]
[ROW][C]8[/C][C]-0.169729[/C][C]-1.5556[/C][C]0.061783[/C][/ROW]
[ROW][C]9[/C][C]0.439709[/C][C]4.03[/C][C]6.1e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.42135[/C][C]-3.8617[/C][C]0.00011[/C][/ROW]
[ROW][C]11[/C][C]-0.167332[/C][C]-1.5336[/C][C]0.06444[/C][/ROW]
[ROW][C]12[/C][C]0.662803[/C][C]6.0747[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.274532[/C][C]-2.5161[/C][C]0.006884[/C][/ROW]
[ROW][C]14[/C][C]-0.186839[/C][C]-1.7124[/C][C]0.045255[/C][/ROW]
[ROW][C]15[/C][C]0.337396[/C][C]3.0923[/C][C]0.001348[/C][/ROW]
[ROW][C]16[/C][C]-0.360063[/C][C]-3.3[/C][C]0.00071[/C][/ROW]
[ROW][C]17[/C][C]0.018427[/C][C]0.1689[/C][C]0.433145[/C][/ROW]
[ROW][C]18[/C][C]0.372865[/C][C]3.4174[/C][C]0.000489[/C][/ROW]
[ROW][C]19[/C][C]-0.284157[/C][C]-2.6043[/C][C]0.005442[/C][/ROW]
[ROW][C]20[/C][C]-0.053708[/C][C]-0.4922[/C][C]0.311915[/C][/ROW]
[ROW][C]21[/C][C]0.296772[/C][C]2.72[/C][C]0.003967[/C][/ROW]
[ROW][C]22[/C][C]-0.384788[/C][C]-3.5266[/C][C]0.000342[/C][/ROW]
[ROW][C]23[/C][C]0.021153[/C][C]0.1939[/C][C]0.423373[/C][/ROW]
[ROW][C]24[/C][C]0.36006[/C][C]3.3[/C][C]0.00071[/C][/ROW]
[ROW][C]25[/C][C]-0.175126[/C][C]-1.6051[/C][C]0.056117[/C][/ROW]
[ROW][C]26[/C][C]-0.057484[/C][C]-0.5268[/C][C]0.299844[/C][/ROW]
[ROW][C]27[/C][C]0.205805[/C][C]1.8862[/C][C]0.03136[/C][/ROW]
[ROW][C]28[/C][C]-0.302473[/C][C]-2.7722[/C][C]0.003428[/C][/ROW]
[ROW][C]29[/C][C]0.064962[/C][C]0.5954[/C][C]0.276594[/C][/ROW]
[ROW][C]30[/C][C]0.194602[/C][C]1.7836[/C][C]0.039053[/C][/ROW]
[ROW][C]31[/C][C]-0.160692[/C][C]-1.4728[/C][C]0.072276[/C][/ROW]
[ROW][C]32[/C][C]0.033444[/C][C]0.3065[/C][C]0.379983[/C][/ROW]
[ROW][C]33[/C][C]0.081684[/C][C]0.7486[/C][C]0.228081[/C][/ROW]
[ROW][C]34[/C][C]-0.221977[/C][C]-2.0345[/C][C]0.02253[/C][/ROW]
[ROW][C]35[/C][C]0.024839[/C][C]0.2277[/C][C]0.410233[/C][/ROW]
[ROW][C]36[/C][C]0.239847[/C][C]2.1982[/C][C]0.015342[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28092&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28092&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
1-0.362828-3.32540.000655
2-0.338498-3.10240.001307
30.4544184.16483.8e-05
4-0.327967-3.00590.001746
5-0.139367-1.27730.102505
60.5048144.62677e-06
7-0.284275-2.60540.005426
8-0.169729-1.55560.061783
90.4397094.036.1e-05
10-0.42135-3.86170.00011
11-0.167332-1.53360.06444
120.6628036.07470
13-0.274532-2.51610.006884
14-0.186839-1.71240.045255
150.3373963.09230.001348
16-0.360063-3.30.00071
170.0184270.16890.433145
180.3728653.41740.000489
19-0.284157-2.60430.005442
20-0.053708-0.49220.311915
210.2967722.720.003967
22-0.384788-3.52660.000342
230.0211530.19390.423373
240.360063.30.00071
25-0.175126-1.60510.056117
26-0.057484-0.52680.299844
270.2058051.88620.03136
28-0.302473-2.77220.003428
290.0649620.59540.276594
300.1946021.78360.039053
31-0.160692-1.47280.072276
320.0334440.30650.379983
330.0816840.74860.228081
34-0.221977-2.03450.02253
350.0248390.22770.410233
360.2398472.19820.015342






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.362828-3.32540.000655
2-0.541416-4.96222e-06
30.1118671.02530.154088
4-0.367659-3.36970.000569
5-0.285061-2.61260.005322
60.1043440.95630.170824
7-0.047329-0.43380.33278
8-0.110812-1.01560.156365
90.1528591.4010.082452
10-0.252537-2.31450.011539
11-0.399592-3.66230.000218
120.1787931.63870.052512
130.2202462.01860.02336
140.1103651.01150.157338
15-0.021657-0.19850.421572
16-0.051282-0.470.319783
170.1234791.13170.13049
18-0.036814-0.33740.368325
190.0587470.53840.295853
200.0030570.0280.488855
21-0.063042-0.57780.282477
22-0.142501-1.3060.097552
230.092840.85090.198625
24-0.082585-0.75690.225614
250.0943890.86510.194727
26-0.054011-0.4950.310941
270.145451.33310.093056
280.0402470.36890.356577
290.0538130.49320.311579
30-0.19897-1.82360.035885
310.0752860.690.246046
32-0.011201-0.10270.459238
33-0.057685-0.52870.299208
34-0.076734-0.70330.241913
35-0.097599-0.89450.186802
360.059580.54610.293235

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.362828 & -3.3254 & 0.000655 \tabularnewline
2 & -0.541416 & -4.9622 & 2e-06 \tabularnewline
3 & 0.111867 & 1.0253 & 0.154088 \tabularnewline
4 & -0.367659 & -3.3697 & 0.000569 \tabularnewline
5 & -0.285061 & -2.6126 & 0.005322 \tabularnewline
6 & 0.104344 & 0.9563 & 0.170824 \tabularnewline
7 & -0.047329 & -0.4338 & 0.33278 \tabularnewline
8 & -0.110812 & -1.0156 & 0.156365 \tabularnewline
9 & 0.152859 & 1.401 & 0.082452 \tabularnewline
10 & -0.252537 & -2.3145 & 0.011539 \tabularnewline
11 & -0.399592 & -3.6623 & 0.000218 \tabularnewline
12 & 0.178793 & 1.6387 & 0.052512 \tabularnewline
13 & 0.220246 & 2.0186 & 0.02336 \tabularnewline
14 & 0.110365 & 1.0115 & 0.157338 \tabularnewline
15 & -0.021657 & -0.1985 & 0.421572 \tabularnewline
16 & -0.051282 & -0.47 & 0.319783 \tabularnewline
17 & 0.123479 & 1.1317 & 0.13049 \tabularnewline
18 & -0.036814 & -0.3374 & 0.368325 \tabularnewline
19 & 0.058747 & 0.5384 & 0.295853 \tabularnewline
20 & 0.003057 & 0.028 & 0.488855 \tabularnewline
21 & -0.063042 & -0.5778 & 0.282477 \tabularnewline
22 & -0.142501 & -1.306 & 0.097552 \tabularnewline
23 & 0.09284 & 0.8509 & 0.198625 \tabularnewline
24 & -0.082585 & -0.7569 & 0.225614 \tabularnewline
25 & 0.094389 & 0.8651 & 0.194727 \tabularnewline
26 & -0.054011 & -0.495 & 0.310941 \tabularnewline
27 & 0.14545 & 1.3331 & 0.093056 \tabularnewline
28 & 0.040247 & 0.3689 & 0.356577 \tabularnewline
29 & 0.053813 & 0.4932 & 0.311579 \tabularnewline
30 & -0.19897 & -1.8236 & 0.035885 \tabularnewline
31 & 0.075286 & 0.69 & 0.246046 \tabularnewline
32 & -0.011201 & -0.1027 & 0.459238 \tabularnewline
33 & -0.057685 & -0.5287 & 0.299208 \tabularnewline
34 & -0.076734 & -0.7033 & 0.241913 \tabularnewline
35 & -0.097599 & -0.8945 & 0.186802 \tabularnewline
36 & 0.05958 & 0.5461 & 0.293235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28092&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]-0.362828[/C][C]-3.3254[/C][C]0.000655[/C][/ROW]
[ROW][C]2[/C][C]-0.541416[/C][C]-4.9622[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.111867[/C][C]1.0253[/C][C]0.154088[/C][/ROW]
[ROW][C]4[/C][C]-0.367659[/C][C]-3.3697[/C][C]0.000569[/C][/ROW]
[ROW][C]5[/C][C]-0.285061[/C][C]-2.6126[/C][C]0.005322[/C][/ROW]
[ROW][C]6[/C][C]0.104344[/C][C]0.9563[/C][C]0.170824[/C][/ROW]
[ROW][C]7[/C][C]-0.047329[/C][C]-0.4338[/C][C]0.33278[/C][/ROW]
[ROW][C]8[/C][C]-0.110812[/C][C]-1.0156[/C][C]0.156365[/C][/ROW]
[ROW][C]9[/C][C]0.152859[/C][C]1.401[/C][C]0.082452[/C][/ROW]
[ROW][C]10[/C][C]-0.252537[/C][C]-2.3145[/C][C]0.011539[/C][/ROW]
[ROW][C]11[/C][C]-0.399592[/C][C]-3.6623[/C][C]0.000218[/C][/ROW]
[ROW][C]12[/C][C]0.178793[/C][C]1.6387[/C][C]0.052512[/C][/ROW]
[ROW][C]13[/C][C]0.220246[/C][C]2.0186[/C][C]0.02336[/C][/ROW]
[ROW][C]14[/C][C]0.110365[/C][C]1.0115[/C][C]0.157338[/C][/ROW]
[ROW][C]15[/C][C]-0.021657[/C][C]-0.1985[/C][C]0.421572[/C][/ROW]
[ROW][C]16[/C][C]-0.051282[/C][C]-0.47[/C][C]0.319783[/C][/ROW]
[ROW][C]17[/C][C]0.123479[/C][C]1.1317[/C][C]0.13049[/C][/ROW]
[ROW][C]18[/C][C]-0.036814[/C][C]-0.3374[/C][C]0.368325[/C][/ROW]
[ROW][C]19[/C][C]0.058747[/C][C]0.5384[/C][C]0.295853[/C][/ROW]
[ROW][C]20[/C][C]0.003057[/C][C]0.028[/C][C]0.488855[/C][/ROW]
[ROW][C]21[/C][C]-0.063042[/C][C]-0.5778[/C][C]0.282477[/C][/ROW]
[ROW][C]22[/C][C]-0.142501[/C][C]-1.306[/C][C]0.097552[/C][/ROW]
[ROW][C]23[/C][C]0.09284[/C][C]0.8509[/C][C]0.198625[/C][/ROW]
[ROW][C]24[/C][C]-0.082585[/C][C]-0.7569[/C][C]0.225614[/C][/ROW]
[ROW][C]25[/C][C]0.094389[/C][C]0.8651[/C][C]0.194727[/C][/ROW]
[ROW][C]26[/C][C]-0.054011[/C][C]-0.495[/C][C]0.310941[/C][/ROW]
[ROW][C]27[/C][C]0.14545[/C][C]1.3331[/C][C]0.093056[/C][/ROW]
[ROW][C]28[/C][C]0.040247[/C][C]0.3689[/C][C]0.356577[/C][/ROW]
[ROW][C]29[/C][C]0.053813[/C][C]0.4932[/C][C]0.311579[/C][/ROW]
[ROW][C]30[/C][C]-0.19897[/C][C]-1.8236[/C][C]0.035885[/C][/ROW]
[ROW][C]31[/C][C]0.075286[/C][C]0.69[/C][C]0.246046[/C][/ROW]
[ROW][C]32[/C][C]-0.011201[/C][C]-0.1027[/C][C]0.459238[/C][/ROW]
[ROW][C]33[/C][C]-0.057685[/C][C]-0.5287[/C][C]0.299208[/C][/ROW]
[ROW][C]34[/C][C]-0.076734[/C][C]-0.7033[/C][C]0.241913[/C][/ROW]
[ROW][C]35[/C][C]-0.097599[/C][C]-0.8945[/C][C]0.186802[/C][/ROW]
[ROW][C]36[/C][C]0.05958[/C][C]0.5461[/C][C]0.293235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28092&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28092&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
1-0.362828-3.32540.000655
2-0.541416-4.96222e-06
30.1118671.02530.154088
4-0.367659-3.36970.000569
5-0.285061-2.61260.005322
60.1043440.95630.170824
7-0.047329-0.43380.33278
8-0.110812-1.01560.156365
90.1528591.4010.082452
10-0.252537-2.31450.011539
11-0.399592-3.66230.000218
120.1787931.63870.052512
130.2202462.01860.02336
140.1103651.01150.157338
15-0.021657-0.19850.421572
16-0.051282-0.470.319783
170.1234791.13170.13049
18-0.036814-0.33740.368325
190.0587470.53840.295853
200.0030570.0280.488855
21-0.063042-0.57780.282477
22-0.142501-1.3060.097552
230.092840.85090.198625
24-0.082585-0.75690.225614
250.0943890.86510.194727
26-0.054011-0.4950.310941
270.145451.33310.093056
280.0402470.36890.356577
290.0538130.49320.311579
30-0.19897-1.82360.035885
310.0752860.690.246046
32-0.011201-0.10270.459238
33-0.057685-0.52870.299208
34-0.076734-0.70330.241913
35-0.097599-0.89450.186802
360.059580.54610.293235


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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')