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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 computationSun, 20 Dec 2009 09:09:30 -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/2009/Dec/20/t1261325448grzzzg5imlu9t9l.htm/, Retrieved Thu, 31 Oct 2024 23:04:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69928, Retrieved Thu, 31 Oct 2024 23:04:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157

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] [WS 8.1] [2009-11-27 19:35:53] [4a2be4899cba879e4eea9daa25281df8]
-    D          [(Partial) Autocorrelation Function] [PAPER 5] [2009-12-20 01:17:09] [4a2be4899cba879e4eea9daa25281df8]
-    D            [(Partial) Autocorrelation Function] [PAPER 12] [2009-12-20 01:36:32] [4a2be4899cba879e4eea9daa25281df8]
-    D              [(Partial) Autocorrelation Function] [PAPER 13] [2009-12-20 01:39:09] [4a2be4899cba879e4eea9daa25281df8]
-    D                  [(Partial) Autocorrelation Function] [paper 3] [2009-12-20 16:09:30] [71c065898bd1c08eef04509b4bcee039] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
31,48
29,90
33,84
39,12
33,70
25,09
51,44
45,59
52,52
48,56
41,75
49,59
32,75
33,38
35,65
37,03
35,68
20,97
58,55
54,96
65,54
51,57
51,15
46,64
35,70
33,25
35,19
41,67
34,87
21,21
56,13
49,23
59,72
48,10
47,47
50,50
40,06
34,15
36,86
46,36
36,58
23,87
57,28
56,39
57,66
62,30
48,93
51,17
39,64
33,21
38,13
43,29
30,60
21,96
48,03
46,15
50,74
48,11
38,39
44,11

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' @ 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69928&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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69928&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69928&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' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5138933.56040.000424
20.5643433.90990.000145
30.306482.12340.019453
40.2143111.48480.072068
50.1206540.83590.203673
60.1249610.86580.195466
70.0325840.22570.411178
80.0186210.1290.448945
9-0.113165-0.7840.218438
10-0.170166-1.17890.122115
11-0.241681-1.67440.050276
12-0.373201-2.58560.006406
13-0.29095-2.01580.024721
14-0.229108-1.58730.059505
15-0.111511-0.77260.221781
16-0.062292-0.43160.333991
17-0.017102-0.11850.453089
18-0.024138-0.16720.433943
19-0.02342-0.16230.435893
20-0.001304-0.0090.496414
210.1209440.83790.203113
220.0271540.18810.425783
230.2536431.75730.042623
240.1707651.18310.121299
250.2680781.85730.034705
260.2001961.3870.085925
270.1521591.05420.148538
28-0.017335-0.12010.452453
290.0141350.09790.461198
30-0.091659-0.6350.264212
31-0.052134-0.36120.359769
32-0.099165-0.6870.247684
33-0.143847-0.99660.161977
34-0.155963-1.08050.14265
35-0.232137-1.60830.057165
36-0.237187-1.64330.05343

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.513893 & 3.5604 & 0.000424 \tabularnewline
2 & 0.564343 & 3.9099 & 0.000145 \tabularnewline
3 & 0.30648 & 2.1234 & 0.019453 \tabularnewline
4 & 0.214311 & 1.4848 & 0.072068 \tabularnewline
5 & 0.120654 & 0.8359 & 0.203673 \tabularnewline
6 & 0.124961 & 0.8658 & 0.195466 \tabularnewline
7 & 0.032584 & 0.2257 & 0.411178 \tabularnewline
8 & 0.018621 & 0.129 & 0.448945 \tabularnewline
9 & -0.113165 & -0.784 & 0.218438 \tabularnewline
10 & -0.170166 & -1.1789 & 0.122115 \tabularnewline
11 & -0.241681 & -1.6744 & 0.050276 \tabularnewline
12 & -0.373201 & -2.5856 & 0.006406 \tabularnewline
13 & -0.29095 & -2.0158 & 0.024721 \tabularnewline
14 & -0.229108 & -1.5873 & 0.059505 \tabularnewline
15 & -0.111511 & -0.7726 & 0.221781 \tabularnewline
16 & -0.062292 & -0.4316 & 0.333991 \tabularnewline
17 & -0.017102 & -0.1185 & 0.453089 \tabularnewline
18 & -0.024138 & -0.1672 & 0.433943 \tabularnewline
19 & -0.02342 & -0.1623 & 0.435893 \tabularnewline
20 & -0.001304 & -0.009 & 0.496414 \tabularnewline
21 & 0.120944 & 0.8379 & 0.203113 \tabularnewline
22 & 0.027154 & 0.1881 & 0.425783 \tabularnewline
23 & 0.253643 & 1.7573 & 0.042623 \tabularnewline
24 & 0.170765 & 1.1831 & 0.121299 \tabularnewline
25 & 0.268078 & 1.8573 & 0.034705 \tabularnewline
26 & 0.200196 & 1.387 & 0.085925 \tabularnewline
27 & 0.152159 & 1.0542 & 0.148538 \tabularnewline
28 & -0.017335 & -0.1201 & 0.452453 \tabularnewline
29 & 0.014135 & 0.0979 & 0.461198 \tabularnewline
30 & -0.091659 & -0.635 & 0.264212 \tabularnewline
31 & -0.052134 & -0.3612 & 0.359769 \tabularnewline
32 & -0.099165 & -0.687 & 0.247684 \tabularnewline
33 & -0.143847 & -0.9966 & 0.161977 \tabularnewline
34 & -0.155963 & -1.0805 & 0.14265 \tabularnewline
35 & -0.232137 & -1.6083 & 0.057165 \tabularnewline
36 & -0.237187 & -1.6433 & 0.05343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69928&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]0.513893[/C][C]3.5604[/C][C]0.000424[/C][/ROW]
[ROW][C]2[/C][C]0.564343[/C][C]3.9099[/C][C]0.000145[/C][/ROW]
[ROW][C]3[/C][C]0.30648[/C][C]2.1234[/C][C]0.019453[/C][/ROW]
[ROW][C]4[/C][C]0.214311[/C][C]1.4848[/C][C]0.072068[/C][/ROW]
[ROW][C]5[/C][C]0.120654[/C][C]0.8359[/C][C]0.203673[/C][/ROW]
[ROW][C]6[/C][C]0.124961[/C][C]0.8658[/C][C]0.195466[/C][/ROW]
[ROW][C]7[/C][C]0.032584[/C][C]0.2257[/C][C]0.411178[/C][/ROW]
[ROW][C]8[/C][C]0.018621[/C][C]0.129[/C][C]0.448945[/C][/ROW]
[ROW][C]9[/C][C]-0.113165[/C][C]-0.784[/C][C]0.218438[/C][/ROW]
[ROW][C]10[/C][C]-0.170166[/C][C]-1.1789[/C][C]0.122115[/C][/ROW]
[ROW][C]11[/C][C]-0.241681[/C][C]-1.6744[/C][C]0.050276[/C][/ROW]
[ROW][C]12[/C][C]-0.373201[/C][C]-2.5856[/C][C]0.006406[/C][/ROW]
[ROW][C]13[/C][C]-0.29095[/C][C]-2.0158[/C][C]0.024721[/C][/ROW]
[ROW][C]14[/C][C]-0.229108[/C][C]-1.5873[/C][C]0.059505[/C][/ROW]
[ROW][C]15[/C][C]-0.111511[/C][C]-0.7726[/C][C]0.221781[/C][/ROW]
[ROW][C]16[/C][C]-0.062292[/C][C]-0.4316[/C][C]0.333991[/C][/ROW]
[ROW][C]17[/C][C]-0.017102[/C][C]-0.1185[/C][C]0.453089[/C][/ROW]
[ROW][C]18[/C][C]-0.024138[/C][C]-0.1672[/C][C]0.433943[/C][/ROW]
[ROW][C]19[/C][C]-0.02342[/C][C]-0.1623[/C][C]0.435893[/C][/ROW]
[ROW][C]20[/C][C]-0.001304[/C][C]-0.009[/C][C]0.496414[/C][/ROW]
[ROW][C]21[/C][C]0.120944[/C][C]0.8379[/C][C]0.203113[/C][/ROW]
[ROW][C]22[/C][C]0.027154[/C][C]0.1881[/C][C]0.425783[/C][/ROW]
[ROW][C]23[/C][C]0.253643[/C][C]1.7573[/C][C]0.042623[/C][/ROW]
[ROW][C]24[/C][C]0.170765[/C][C]1.1831[/C][C]0.121299[/C][/ROW]
[ROW][C]25[/C][C]0.268078[/C][C]1.8573[/C][C]0.034705[/C][/ROW]
[ROW][C]26[/C][C]0.200196[/C][C]1.387[/C][C]0.085925[/C][/ROW]
[ROW][C]27[/C][C]0.152159[/C][C]1.0542[/C][C]0.148538[/C][/ROW]
[ROW][C]28[/C][C]-0.017335[/C][C]-0.1201[/C][C]0.452453[/C][/ROW]
[ROW][C]29[/C][C]0.014135[/C][C]0.0979[/C][C]0.461198[/C][/ROW]
[ROW][C]30[/C][C]-0.091659[/C][C]-0.635[/C][C]0.264212[/C][/ROW]
[ROW][C]31[/C][C]-0.052134[/C][C]-0.3612[/C][C]0.359769[/C][/ROW]
[ROW][C]32[/C][C]-0.099165[/C][C]-0.687[/C][C]0.247684[/C][/ROW]
[ROW][C]33[/C][C]-0.143847[/C][C]-0.9966[/C][C]0.161977[/C][/ROW]
[ROW][C]34[/C][C]-0.155963[/C][C]-1.0805[/C][C]0.14265[/C][/ROW]
[ROW][C]35[/C][C]-0.232137[/C][C]-1.6083[/C][C]0.057165[/C][/ROW]
[ROW][C]36[/C][C]-0.237187[/C][C]-1.6433[/C][C]0.05343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69928&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69928&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
10.5138933.56040.000424
20.5643433.90990.000145
30.306482.12340.019453
40.2143111.48480.072068
50.1206540.83590.203673
60.1249610.86580.195466
70.0325840.22570.411178
80.0186210.1290.448945
9-0.113165-0.7840.218438
10-0.170166-1.17890.122115
11-0.241681-1.67440.050276
12-0.373201-2.58560.006406
13-0.29095-2.01580.024721
14-0.229108-1.58730.059505
15-0.111511-0.77260.221781
16-0.062292-0.43160.333991
17-0.017102-0.11850.453089
18-0.024138-0.16720.433943
19-0.02342-0.16230.435893
20-0.001304-0.0090.496414
210.1209440.83790.203113
220.0271540.18810.425783
230.2536431.75730.042623
240.1707651.18310.121299
250.2680781.85730.034705
260.2001961.3870.085925
270.1521591.05420.148538
28-0.017335-0.12010.452453
290.0141350.09790.461198
30-0.091659-0.6350.264212
31-0.052134-0.36120.359769
32-0.099165-0.6870.247684
33-0.143847-0.99660.161977
34-0.155963-1.08050.14265
35-0.232137-1.60830.057165
36-0.237187-1.64330.05343






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5138933.56040.000424
20.4080052.82670.003418
3-0.122066-0.84570.200959
4-0.136816-0.94790.173967
50.0086510.05990.476227
60.1245560.8630.196228
7-0.070424-0.48790.313917
8-0.08943-0.61960.269228
9-0.156245-1.08250.142221
10-0.106941-0.74090.23118
11-0.047938-0.33210.37062
12-0.238549-1.65270.052458
130.040840.28290.389217
140.2179021.50970.068841
150.1481421.02640.154934
16-0.066658-0.46180.323149
17-0.06933-0.48030.316587
180.0384330.26630.395584
190.0035580.02460.490219
20-0.011187-0.07750.469271
210.1288740.89290.188192
22-0.193029-1.33730.093706
230.2071421.43510.078868
240.0329870.22850.410098
250.0060570.0420.483351
260.0315940.21890.413831
27-0.022169-0.15360.439289
28-0.232669-1.6120.056762
29-0.008095-0.05610.477755
300.0431950.29930.383015
31-0.098905-0.68520.248245
32-0.041554-0.28790.387334
330.018340.12710.44971
34-0.040338-0.27950.390542
35-0.009001-0.06240.475266
360.0096150.06660.473582

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.513893 & 3.5604 & 0.000424 \tabularnewline
2 & 0.408005 & 2.8267 & 0.003418 \tabularnewline
3 & -0.122066 & -0.8457 & 0.200959 \tabularnewline
4 & -0.136816 & -0.9479 & 0.173967 \tabularnewline
5 & 0.008651 & 0.0599 & 0.476227 \tabularnewline
6 & 0.124556 & 0.863 & 0.196228 \tabularnewline
7 & -0.070424 & -0.4879 & 0.313917 \tabularnewline
8 & -0.08943 & -0.6196 & 0.269228 \tabularnewline
9 & -0.156245 & -1.0825 & 0.142221 \tabularnewline
10 & -0.106941 & -0.7409 & 0.23118 \tabularnewline
11 & -0.047938 & -0.3321 & 0.37062 \tabularnewline
12 & -0.238549 & -1.6527 & 0.052458 \tabularnewline
13 & 0.04084 & 0.2829 & 0.389217 \tabularnewline
14 & 0.217902 & 1.5097 & 0.068841 \tabularnewline
15 & 0.148142 & 1.0264 & 0.154934 \tabularnewline
16 & -0.066658 & -0.4618 & 0.323149 \tabularnewline
17 & -0.06933 & -0.4803 & 0.316587 \tabularnewline
18 & 0.038433 & 0.2663 & 0.395584 \tabularnewline
19 & 0.003558 & 0.0246 & 0.490219 \tabularnewline
20 & -0.011187 & -0.0775 & 0.469271 \tabularnewline
21 & 0.128874 & 0.8929 & 0.188192 \tabularnewline
22 & -0.193029 & -1.3373 & 0.093706 \tabularnewline
23 & 0.207142 & 1.4351 & 0.078868 \tabularnewline
24 & 0.032987 & 0.2285 & 0.410098 \tabularnewline
25 & 0.006057 & 0.042 & 0.483351 \tabularnewline
26 & 0.031594 & 0.2189 & 0.413831 \tabularnewline
27 & -0.022169 & -0.1536 & 0.439289 \tabularnewline
28 & -0.232669 & -1.612 & 0.056762 \tabularnewline
29 & -0.008095 & -0.0561 & 0.477755 \tabularnewline
30 & 0.043195 & 0.2993 & 0.383015 \tabularnewline
31 & -0.098905 & -0.6852 & 0.248245 \tabularnewline
32 & -0.041554 & -0.2879 & 0.387334 \tabularnewline
33 & 0.01834 & 0.1271 & 0.44971 \tabularnewline
34 & -0.040338 & -0.2795 & 0.390542 \tabularnewline
35 & -0.009001 & -0.0624 & 0.475266 \tabularnewline
36 & 0.009615 & 0.0666 & 0.473582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69928&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]0.513893[/C][C]3.5604[/C][C]0.000424[/C][/ROW]
[ROW][C]2[/C][C]0.408005[/C][C]2.8267[/C][C]0.003418[/C][/ROW]
[ROW][C]3[/C][C]-0.122066[/C][C]-0.8457[/C][C]0.200959[/C][/ROW]
[ROW][C]4[/C][C]-0.136816[/C][C]-0.9479[/C][C]0.173967[/C][/ROW]
[ROW][C]5[/C][C]0.008651[/C][C]0.0599[/C][C]0.476227[/C][/ROW]
[ROW][C]6[/C][C]0.124556[/C][C]0.863[/C][C]0.196228[/C][/ROW]
[ROW][C]7[/C][C]-0.070424[/C][C]-0.4879[/C][C]0.313917[/C][/ROW]
[ROW][C]8[/C][C]-0.08943[/C][C]-0.6196[/C][C]0.269228[/C][/ROW]
[ROW][C]9[/C][C]-0.156245[/C][C]-1.0825[/C][C]0.142221[/C][/ROW]
[ROW][C]10[/C][C]-0.106941[/C][C]-0.7409[/C][C]0.23118[/C][/ROW]
[ROW][C]11[/C][C]-0.047938[/C][C]-0.3321[/C][C]0.37062[/C][/ROW]
[ROW][C]12[/C][C]-0.238549[/C][C]-1.6527[/C][C]0.052458[/C][/ROW]
[ROW][C]13[/C][C]0.04084[/C][C]0.2829[/C][C]0.389217[/C][/ROW]
[ROW][C]14[/C][C]0.217902[/C][C]1.5097[/C][C]0.068841[/C][/ROW]
[ROW][C]15[/C][C]0.148142[/C][C]1.0264[/C][C]0.154934[/C][/ROW]
[ROW][C]16[/C][C]-0.066658[/C][C]-0.4618[/C][C]0.323149[/C][/ROW]
[ROW][C]17[/C][C]-0.06933[/C][C]-0.4803[/C][C]0.316587[/C][/ROW]
[ROW][C]18[/C][C]0.038433[/C][C]0.2663[/C][C]0.395584[/C][/ROW]
[ROW][C]19[/C][C]0.003558[/C][C]0.0246[/C][C]0.490219[/C][/ROW]
[ROW][C]20[/C][C]-0.011187[/C][C]-0.0775[/C][C]0.469271[/C][/ROW]
[ROW][C]21[/C][C]0.128874[/C][C]0.8929[/C][C]0.188192[/C][/ROW]
[ROW][C]22[/C][C]-0.193029[/C][C]-1.3373[/C][C]0.093706[/C][/ROW]
[ROW][C]23[/C][C]0.207142[/C][C]1.4351[/C][C]0.078868[/C][/ROW]
[ROW][C]24[/C][C]0.032987[/C][C]0.2285[/C][C]0.410098[/C][/ROW]
[ROW][C]25[/C][C]0.006057[/C][C]0.042[/C][C]0.483351[/C][/ROW]
[ROW][C]26[/C][C]0.031594[/C][C]0.2189[/C][C]0.413831[/C][/ROW]
[ROW][C]27[/C][C]-0.022169[/C][C]-0.1536[/C][C]0.439289[/C][/ROW]
[ROW][C]28[/C][C]-0.232669[/C][C]-1.612[/C][C]0.056762[/C][/ROW]
[ROW][C]29[/C][C]-0.008095[/C][C]-0.0561[/C][C]0.477755[/C][/ROW]
[ROW][C]30[/C][C]0.043195[/C][C]0.2993[/C][C]0.383015[/C][/ROW]
[ROW][C]31[/C][C]-0.098905[/C][C]-0.6852[/C][C]0.248245[/C][/ROW]
[ROW][C]32[/C][C]-0.041554[/C][C]-0.2879[/C][C]0.387334[/C][/ROW]
[ROW][C]33[/C][C]0.01834[/C][C]0.1271[/C][C]0.44971[/C][/ROW]
[ROW][C]34[/C][C]-0.040338[/C][C]-0.2795[/C][C]0.390542[/C][/ROW]
[ROW][C]35[/C][C]-0.009001[/C][C]-0.0624[/C][C]0.475266[/C][/ROW]
[ROW][C]36[/C][C]0.009615[/C][C]0.0666[/C][C]0.473582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69928&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69928&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
10.5138933.56040.000424
20.4080052.82670.003418
3-0.122066-0.84570.200959
4-0.136816-0.94790.173967
50.0086510.05990.476227
60.1245560.8630.196228
7-0.070424-0.48790.313917
8-0.08943-0.61960.269228
9-0.156245-1.08250.142221
10-0.106941-0.74090.23118
11-0.047938-0.33210.37062
12-0.238549-1.65270.052458
130.040840.28290.389217
140.2179021.50970.068841
150.1481421.02640.154934
16-0.066658-0.46180.323149
17-0.06933-0.48030.316587
180.0384330.26630.395584
190.0035580.02460.490219
20-0.011187-0.07750.469271
210.1288740.89290.188192
22-0.193029-1.33730.093706
230.2071421.43510.078868
240.0329870.22850.410098
250.0060570.0420.483351
260.0315940.21890.413831
27-0.022169-0.15360.439289
28-0.232669-1.6120.056762
29-0.008095-0.05610.477755
300.0431950.29930.383015
31-0.098905-0.68520.248245
32-0.041554-0.28790.387334
330.018340.12710.44971
34-0.040338-0.27950.390542
35-0.009001-0.06240.475266
360.0096150.06660.473582


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 = 1 ; 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')