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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 computationWed, 03 Dec 2008 13:36:58 -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/03/t1228336662tuyebhyrhtuirr1.htm/, Retrieved Thu, 01 May 2025 19:24:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28879, Retrieved Thu, 01 May 2025 19:24:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact287

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [(Partial) Autocorrelation Function] [Q6] [2008-11-28 07:36:39] [c5a66f1c8528a963efc2b82a8519f117]
-         [(Partial) Autocorrelation Function] [Q6] [2008-11-30 14:29:11] [a0d819c22534897f04a2f0b92f1eb36a]
-   P       [(Partial) Autocorrelation Function] [Q6 - d1] [2008-11-30 14:31:09] [a0d819c22534897f04a2f0b92f1eb36a]
F   P         [(Partial) Autocorrelation Function] [Q6 - d1 - D1] [2008-11-30 14:33:44] [a0d819c22534897f04a2f0b92f1eb36a]
-                 [(Partial) Autocorrelation Function] [] [2008-12-03 20:36:58] [787873b6436f665b5b192a0bdb2e43c9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306
315
301
356
348
355
422
465
467
404
347
305
336
340
318
362
348
363
435
491
505
404
359
310
337
360
342
406
396
420
472
548
559
463
407
362
405
417
391
419
461
472
535
622
606
508
461
390
432

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=28879&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=28879&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28879&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
1-0.309815-3.5460.000272
20.0953511.09130.138562
3-0.096891-1.1090.134738
4-0.098995-1.1330.129631
50.0610010.69820.24315
6-0.000288-0.00330.498688
7-0.056108-0.64220.260936
8-0.060966-0.69780.243274
90.1759172.01350.023057
10-0.140279-1.60560.055389
110.0697350.79820.213112
12-0.133673-1.530.064219
130.0871770.99780.160111
140.0024940.02860.488633
150.0653320.74780.227972
16-0.109162-1.24940.106871
17-0.000338-0.00390.498462
180.0440280.50390.307582
19-0.113945-1.30420.097232
20-0.091271-1.04460.149054
210.0419430.48010.315994
22-0.157296-1.80030.037054
230.2576042.94840.001892
240.0528360.60470.2732
25-0.051097-0.58480.279833
260.0814460.93220.176475
27-0.101947-1.16680.122698
280.0015170.01740.493086
290.0004830.00550.497798
30-0.039331-0.45020.326667
31-0.092981-1.06420.144595
320.1158971.32650.093491
33-0.099039-1.13360.129525
340.0573060.65590.256519
350.0099440.11380.454782
36-0.018646-0.21340.415666

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.309815 & -3.546 & 0.000272 \tabularnewline
2 & 0.095351 & 1.0913 & 0.138562 \tabularnewline
3 & -0.096891 & -1.109 & 0.134738 \tabularnewline
4 & -0.098995 & -1.133 & 0.129631 \tabularnewline
5 & 0.061001 & 0.6982 & 0.24315 \tabularnewline
6 & -0.000288 & -0.0033 & 0.498688 \tabularnewline
7 & -0.056108 & -0.6422 & 0.260936 \tabularnewline
8 & -0.060966 & -0.6978 & 0.243274 \tabularnewline
9 & 0.175917 & 2.0135 & 0.023057 \tabularnewline
10 & -0.140279 & -1.6056 & 0.055389 \tabularnewline
11 & 0.069735 & 0.7982 & 0.213112 \tabularnewline
12 & -0.133673 & -1.53 & 0.064219 \tabularnewline
13 & 0.087177 & 0.9978 & 0.160111 \tabularnewline
14 & 0.002494 & 0.0286 & 0.488633 \tabularnewline
15 & 0.065332 & 0.7478 & 0.227972 \tabularnewline
16 & -0.109162 & -1.2494 & 0.106871 \tabularnewline
17 & -0.000338 & -0.0039 & 0.498462 \tabularnewline
18 & 0.044028 & 0.5039 & 0.307582 \tabularnewline
19 & -0.113945 & -1.3042 & 0.097232 \tabularnewline
20 & -0.091271 & -1.0446 & 0.149054 \tabularnewline
21 & 0.041943 & 0.4801 & 0.315994 \tabularnewline
22 & -0.157296 & -1.8003 & 0.037054 \tabularnewline
23 & 0.257604 & 2.9484 & 0.001892 \tabularnewline
24 & 0.052836 & 0.6047 & 0.2732 \tabularnewline
25 & -0.051097 & -0.5848 & 0.279833 \tabularnewline
26 & 0.081446 & 0.9322 & 0.176475 \tabularnewline
27 & -0.101947 & -1.1668 & 0.122698 \tabularnewline
28 & 0.001517 & 0.0174 & 0.493086 \tabularnewline
29 & 0.000483 & 0.0055 & 0.497798 \tabularnewline
30 & -0.039331 & -0.4502 & 0.326667 \tabularnewline
31 & -0.092981 & -1.0642 & 0.144595 \tabularnewline
32 & 0.115897 & 1.3265 & 0.093491 \tabularnewline
33 & -0.099039 & -1.1336 & 0.129525 \tabularnewline
34 & 0.057306 & 0.6559 & 0.256519 \tabularnewline
35 & 0.009944 & 0.1138 & 0.454782 \tabularnewline
36 & -0.018646 & -0.2134 & 0.415666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28879&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]-0.309815[/C][C]-3.546[/C][C]0.000272[/C][/ROW]
[ROW][C]2[/C][C]0.095351[/C][C]1.0913[/C][C]0.138562[/C][/ROW]
[ROW][C]3[/C][C]-0.096891[/C][C]-1.109[/C][C]0.134738[/C][/ROW]
[ROW][C]4[/C][C]-0.098995[/C][C]-1.133[/C][C]0.129631[/C][/ROW]
[ROW][C]5[/C][C]0.061001[/C][C]0.6982[/C][C]0.24315[/C][/ROW]
[ROW][C]6[/C][C]-0.000288[/C][C]-0.0033[/C][C]0.498688[/C][/ROW]
[ROW][C]7[/C][C]-0.056108[/C][C]-0.6422[/C][C]0.260936[/C][/ROW]
[ROW][C]8[/C][C]-0.060966[/C][C]-0.6978[/C][C]0.243274[/C][/ROW]
[ROW][C]9[/C][C]0.175917[/C][C]2.0135[/C][C]0.023057[/C][/ROW]
[ROW][C]10[/C][C]-0.140279[/C][C]-1.6056[/C][C]0.055389[/C][/ROW]
[ROW][C]11[/C][C]0.069735[/C][C]0.7982[/C][C]0.213112[/C][/ROW]
[ROW][C]12[/C][C]-0.133673[/C][C]-1.53[/C][C]0.064219[/C][/ROW]
[ROW][C]13[/C][C]0.087177[/C][C]0.9978[/C][C]0.160111[/C][/ROW]
[ROW][C]14[/C][C]0.002494[/C][C]0.0286[/C][C]0.488633[/C][/ROW]
[ROW][C]15[/C][C]0.065332[/C][C]0.7478[/C][C]0.227972[/C][/ROW]
[ROW][C]16[/C][C]-0.109162[/C][C]-1.2494[/C][C]0.106871[/C][/ROW]
[ROW][C]17[/C][C]-0.000338[/C][C]-0.0039[/C][C]0.498462[/C][/ROW]
[ROW][C]18[/C][C]0.044028[/C][C]0.5039[/C][C]0.307582[/C][/ROW]
[ROW][C]19[/C][C]-0.113945[/C][C]-1.3042[/C][C]0.097232[/C][/ROW]
[ROW][C]20[/C][C]-0.091271[/C][C]-1.0446[/C][C]0.149054[/C][/ROW]
[ROW][C]21[/C][C]0.041943[/C][C]0.4801[/C][C]0.315994[/C][/ROW]
[ROW][C]22[/C][C]-0.157296[/C][C]-1.8003[/C][C]0.037054[/C][/ROW]
[ROW][C]23[/C][C]0.257604[/C][C]2.9484[/C][C]0.001892[/C][/ROW]
[ROW][C]24[/C][C]0.052836[/C][C]0.6047[/C][C]0.2732[/C][/ROW]
[ROW][C]25[/C][C]-0.051097[/C][C]-0.5848[/C][C]0.279833[/C][/ROW]
[ROW][C]26[/C][C]0.081446[/C][C]0.9322[/C][C]0.176475[/C][/ROW]
[ROW][C]27[/C][C]-0.101947[/C][C]-1.1668[/C][C]0.122698[/C][/ROW]
[ROW][C]28[/C][C]0.001517[/C][C]0.0174[/C][C]0.493086[/C][/ROW]
[ROW][C]29[/C][C]0.000483[/C][C]0.0055[/C][C]0.497798[/C][/ROW]
[ROW][C]30[/C][C]-0.039331[/C][C]-0.4502[/C][C]0.326667[/C][/ROW]
[ROW][C]31[/C][C]-0.092981[/C][C]-1.0642[/C][C]0.144595[/C][/ROW]
[ROW][C]32[/C][C]0.115897[/C][C]1.3265[/C][C]0.093491[/C][/ROW]
[ROW][C]33[/C][C]-0.099039[/C][C]-1.1336[/C][C]0.129525[/C][/ROW]
[ROW][C]34[/C][C]0.057306[/C][C]0.6559[/C][C]0.256519[/C][/ROW]
[ROW][C]35[/C][C]0.009944[/C][C]0.1138[/C][C]0.454782[/C][/ROW]
[ROW][C]36[/C][C]-0.018646[/C][C]-0.2134[/C][C]0.415666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28879&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28879&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
1-0.309815-3.5460.000272
20.0953511.09130.138562
3-0.096891-1.1090.134738
4-0.098995-1.1330.129631
50.0610010.69820.24315
6-0.000288-0.00330.498688
7-0.056108-0.64220.260936
8-0.060966-0.69780.243274
90.1759172.01350.023057
10-0.140279-1.60560.055389
110.0697350.79820.213112
12-0.133673-1.530.064219
130.0871770.99780.160111
140.0024940.02860.488633
150.0653320.74780.227972
16-0.109162-1.24940.106871
17-0.000338-0.00390.498462
180.0440280.50390.307582
19-0.113945-1.30420.097232
20-0.091271-1.04460.149054
210.0419430.48010.315994
22-0.157296-1.80030.037054
230.2576042.94840.001892
240.0528360.60470.2732
25-0.051097-0.58480.279833
260.0814460.93220.176475
27-0.101947-1.16680.122698
280.0015170.01740.493086
290.0004830.00550.497798
30-0.039331-0.45020.326667
31-0.092981-1.06420.144595
320.1158971.32650.093491
33-0.099039-1.13360.129525
340.0573060.65590.256519
350.0099440.11380.454782
36-0.018646-0.21340.415666






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.309815-3.5460.000272
2-0.000701-0.0080.496806
3-0.074718-0.85520.197005
4-0.166761-1.90870.029247
5-0.015146-0.17340.431319
60.0182880.20930.417265
7-0.088086-1.00820.157611
8-0.133888-1.53240.063916
90.1564051.79010.03787
10-0.05875-0.67240.251251
11-0.052428-0.60010.274749
12-0.115013-1.31640.095172
130.0599560.68620.246893
140.0043180.04940.48033
150.0365870.41880.338041
16-0.086599-0.99120.161715
17-0.027835-0.31860.375275
180.0191170.21880.41357
19-0.113792-1.30240.097531
20-0.256883-2.94020.00194
210.0068430.07830.468846
22-0.224572-2.57030.005639
230.0845290.96750.167543
240.1174911.34470.090515
250.0400330.45820.323783
260.0298430.34160.366613
27-0.020427-0.23380.407752
28-0.054766-0.62680.265931
29-0.012173-0.13930.444701
30-0.090212-1.03250.151865
31-0.122453-1.40150.081708
32-0.068406-0.78290.217539
33-0.061903-0.70850.239943
34-0.050578-0.57890.281827
350.0365230.4180.338305
36-0.021203-0.24270.404318

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.309815 & -3.546 & 0.000272 \tabularnewline
2 & -0.000701 & -0.008 & 0.496806 \tabularnewline
3 & -0.074718 & -0.8552 & 0.197005 \tabularnewline
4 & -0.166761 & -1.9087 & 0.029247 \tabularnewline
5 & -0.015146 & -0.1734 & 0.431319 \tabularnewline
6 & 0.018288 & 0.2093 & 0.417265 \tabularnewline
7 & -0.088086 & -1.0082 & 0.157611 \tabularnewline
8 & -0.133888 & -1.5324 & 0.063916 \tabularnewline
9 & 0.156405 & 1.7901 & 0.03787 \tabularnewline
10 & -0.05875 & -0.6724 & 0.251251 \tabularnewline
11 & -0.052428 & -0.6001 & 0.274749 \tabularnewline
12 & -0.115013 & -1.3164 & 0.095172 \tabularnewline
13 & 0.059956 & 0.6862 & 0.246893 \tabularnewline
14 & 0.004318 & 0.0494 & 0.48033 \tabularnewline
15 & 0.036587 & 0.4188 & 0.338041 \tabularnewline
16 & -0.086599 & -0.9912 & 0.161715 \tabularnewline
17 & -0.027835 & -0.3186 & 0.375275 \tabularnewline
18 & 0.019117 & 0.2188 & 0.41357 \tabularnewline
19 & -0.113792 & -1.3024 & 0.097531 \tabularnewline
20 & -0.256883 & -2.9402 & 0.00194 \tabularnewline
21 & 0.006843 & 0.0783 & 0.468846 \tabularnewline
22 & -0.224572 & -2.5703 & 0.005639 \tabularnewline
23 & 0.084529 & 0.9675 & 0.167543 \tabularnewline
24 & 0.117491 & 1.3447 & 0.090515 \tabularnewline
25 & 0.040033 & 0.4582 & 0.323783 \tabularnewline
26 & 0.029843 & 0.3416 & 0.366613 \tabularnewline
27 & -0.020427 & -0.2338 & 0.407752 \tabularnewline
28 & -0.054766 & -0.6268 & 0.265931 \tabularnewline
29 & -0.012173 & -0.1393 & 0.444701 \tabularnewline
30 & -0.090212 & -1.0325 & 0.151865 \tabularnewline
31 & -0.122453 & -1.4015 & 0.081708 \tabularnewline
32 & -0.068406 & -0.7829 & 0.217539 \tabularnewline
33 & -0.061903 & -0.7085 & 0.239943 \tabularnewline
34 & -0.050578 & -0.5789 & 0.281827 \tabularnewline
35 & 0.036523 & 0.418 & 0.338305 \tabularnewline
36 & -0.021203 & -0.2427 & 0.404318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28879&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]-0.309815[/C][C]-3.546[/C][C]0.000272[/C][/ROW]
[ROW][C]2[/C][C]-0.000701[/C][C]-0.008[/C][C]0.496806[/C][/ROW]
[ROW][C]3[/C][C]-0.074718[/C][C]-0.8552[/C][C]0.197005[/C][/ROW]
[ROW][C]4[/C][C]-0.166761[/C][C]-1.9087[/C][C]0.029247[/C][/ROW]
[ROW][C]5[/C][C]-0.015146[/C][C]-0.1734[/C][C]0.431319[/C][/ROW]
[ROW][C]6[/C][C]0.018288[/C][C]0.2093[/C][C]0.417265[/C][/ROW]
[ROW][C]7[/C][C]-0.088086[/C][C]-1.0082[/C][C]0.157611[/C][/ROW]
[ROW][C]8[/C][C]-0.133888[/C][C]-1.5324[/C][C]0.063916[/C][/ROW]
[ROW][C]9[/C][C]0.156405[/C][C]1.7901[/C][C]0.03787[/C][/ROW]
[ROW][C]10[/C][C]-0.05875[/C][C]-0.6724[/C][C]0.251251[/C][/ROW]
[ROW][C]11[/C][C]-0.052428[/C][C]-0.6001[/C][C]0.274749[/C][/ROW]
[ROW][C]12[/C][C]-0.115013[/C][C]-1.3164[/C][C]0.095172[/C][/ROW]
[ROW][C]13[/C][C]0.059956[/C][C]0.6862[/C][C]0.246893[/C][/ROW]
[ROW][C]14[/C][C]0.004318[/C][C]0.0494[/C][C]0.48033[/C][/ROW]
[ROW][C]15[/C][C]0.036587[/C][C]0.4188[/C][C]0.338041[/C][/ROW]
[ROW][C]16[/C][C]-0.086599[/C][C]-0.9912[/C][C]0.161715[/C][/ROW]
[ROW][C]17[/C][C]-0.027835[/C][C]-0.3186[/C][C]0.375275[/C][/ROW]
[ROW][C]18[/C][C]0.019117[/C][C]0.2188[/C][C]0.41357[/C][/ROW]
[ROW][C]19[/C][C]-0.113792[/C][C]-1.3024[/C][C]0.097531[/C][/ROW]
[ROW][C]20[/C][C]-0.256883[/C][C]-2.9402[/C][C]0.00194[/C][/ROW]
[ROW][C]21[/C][C]0.006843[/C][C]0.0783[/C][C]0.468846[/C][/ROW]
[ROW][C]22[/C][C]-0.224572[/C][C]-2.5703[/C][C]0.005639[/C][/ROW]
[ROW][C]23[/C][C]0.084529[/C][C]0.9675[/C][C]0.167543[/C][/ROW]
[ROW][C]24[/C][C]0.117491[/C][C]1.3447[/C][C]0.090515[/C][/ROW]
[ROW][C]25[/C][C]0.040033[/C][C]0.4582[/C][C]0.323783[/C][/ROW]
[ROW][C]26[/C][C]0.029843[/C][C]0.3416[/C][C]0.366613[/C][/ROW]
[ROW][C]27[/C][C]-0.020427[/C][C]-0.2338[/C][C]0.407752[/C][/ROW]
[ROW][C]28[/C][C]-0.054766[/C][C]-0.6268[/C][C]0.265931[/C][/ROW]
[ROW][C]29[/C][C]-0.012173[/C][C]-0.1393[/C][C]0.444701[/C][/ROW]
[ROW][C]30[/C][C]-0.090212[/C][C]-1.0325[/C][C]0.151865[/C][/ROW]
[ROW][C]31[/C][C]-0.122453[/C][C]-1.4015[/C][C]0.081708[/C][/ROW]
[ROW][C]32[/C][C]-0.068406[/C][C]-0.7829[/C][C]0.217539[/C][/ROW]
[ROW][C]33[/C][C]-0.061903[/C][C]-0.7085[/C][C]0.239943[/C][/ROW]
[ROW][C]34[/C][C]-0.050578[/C][C]-0.5789[/C][C]0.281827[/C][/ROW]
[ROW][C]35[/C][C]0.036523[/C][C]0.418[/C][C]0.338305[/C][/ROW]
[ROW][C]36[/C][C]-0.021203[/C][C]-0.2427[/C][C]0.404318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28879&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28879&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
1-0.309815-3.5460.000272
2-0.000701-0.0080.496806
3-0.074718-0.85520.197005
4-0.166761-1.90870.029247
5-0.015146-0.17340.431319
60.0182880.20930.417265
7-0.088086-1.00820.157611
8-0.133888-1.53240.063916
90.1564051.79010.03787
10-0.05875-0.67240.251251
11-0.052428-0.60010.274749
12-0.115013-1.31640.095172
130.0599560.68620.246893
140.0043180.04940.48033
150.0365870.41880.338041
16-0.086599-0.99120.161715
17-0.027835-0.31860.375275
180.0191170.21880.41357
19-0.113792-1.30240.097531
20-0.256883-2.94020.00194
210.0068430.07830.468846
22-0.224572-2.57030.005639
230.0845290.96750.167543
240.1174911.34470.090515
250.0400330.45820.323783
260.0298430.34160.366613
27-0.020427-0.23380.407752
28-0.054766-0.62680.265931
29-0.012173-0.13930.444701
30-0.090212-1.03250.151865
31-0.122453-1.40150.081708
32-0.068406-0.78290.217539
33-0.061903-0.70850.239943
34-0.050578-0.57890.281827
350.0365230.4180.338305
36-0.021203-0.24270.404318


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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')