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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 10:14:26 -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/t1228238119mlybqrgadbyhbg7.htm/, Retrieved Sat, 18 May 2024 07:25:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28096, Retrieved Sat, 18 May 2024 07:25:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166

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] [b1bd16d1f47bfe13feacf1c27a0abba5]
-   P           [(Partial) Autocorrelation Function] [nsts Q8 (7)] [2008-12-02 17:14:26] [e7b1048c2c3a353441b9143db4404b91] [Current]
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]
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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 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=28096&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=28096&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28096&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
1-0.500082-4.24333.2e-05
2-0.097612-0.82830.205129
30.2738482.32370.011485
4-0.213222-1.80920.037293
5-0.038146-0.32370.373558
60.2721862.30960.011891
7-0.299026-2.53730.006668
80.0361820.3070.379861
90.2780982.35970.010501
10-0.240129-2.03760.022635
110.0592330.50260.308386
120.0348110.29540.384277
13-0.177794-1.50860.067884
140.1916951.62660.054097
15-0.032524-0.2760.391678
16-0.173467-1.47190.0727
170.2153691.82750.035887
180.0323830.27480.392136
19-0.210514-1.78630.039133
200.0990560.84050.201699
210.0930270.78940.216246
22-0.221716-1.88130.031986
230.3410292.89370.002517
24-0.282534-2.39740.009554
25-0.000154-0.00130.499481
260.0953260.80890.210627
270.0479680.4070.3426
28-0.154286-1.30920.097321
290.1395471.18410.120134
30-0.097849-0.83030.204564
31-0.001058-0.0090.49643
320.1587131.34670.091147
33-0.21932-1.8610.033414
340.0302660.25680.399028
350.1080520.91690.18114
36-0.124214-1.0540.147707

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.500082 & -4.2433 & 3.2e-05 \tabularnewline
2 & -0.097612 & -0.8283 & 0.205129 \tabularnewline
3 & 0.273848 & 2.3237 & 0.011485 \tabularnewline
4 & -0.213222 & -1.8092 & 0.037293 \tabularnewline
5 & -0.038146 & -0.3237 & 0.373558 \tabularnewline
6 & 0.272186 & 2.3096 & 0.011891 \tabularnewline
7 & -0.299026 & -2.5373 & 0.006668 \tabularnewline
8 & 0.036182 & 0.307 & 0.379861 \tabularnewline
9 & 0.278098 & 2.3597 & 0.010501 \tabularnewline
10 & -0.240129 & -2.0376 & 0.022635 \tabularnewline
11 & 0.059233 & 0.5026 & 0.308386 \tabularnewline
12 & 0.034811 & 0.2954 & 0.384277 \tabularnewline
13 & -0.177794 & -1.5086 & 0.067884 \tabularnewline
14 & 0.191695 & 1.6266 & 0.054097 \tabularnewline
15 & -0.032524 & -0.276 & 0.391678 \tabularnewline
16 & -0.173467 & -1.4719 & 0.0727 \tabularnewline
17 & 0.215369 & 1.8275 & 0.035887 \tabularnewline
18 & 0.032383 & 0.2748 & 0.392136 \tabularnewline
19 & -0.210514 & -1.7863 & 0.039133 \tabularnewline
20 & 0.099056 & 0.8405 & 0.201699 \tabularnewline
21 & 0.093027 & 0.7894 & 0.216246 \tabularnewline
22 & -0.221716 & -1.8813 & 0.031986 \tabularnewline
23 & 0.341029 & 2.8937 & 0.002517 \tabularnewline
24 & -0.282534 & -2.3974 & 0.009554 \tabularnewline
25 & -0.000154 & -0.0013 & 0.499481 \tabularnewline
26 & 0.095326 & 0.8089 & 0.210627 \tabularnewline
27 & 0.047968 & 0.407 & 0.3426 \tabularnewline
28 & -0.154286 & -1.3092 & 0.097321 \tabularnewline
29 & 0.139547 & 1.1841 & 0.120134 \tabularnewline
30 & -0.097849 & -0.8303 & 0.204564 \tabularnewline
31 & -0.001058 & -0.009 & 0.49643 \tabularnewline
32 & 0.158713 & 1.3467 & 0.091147 \tabularnewline
33 & -0.21932 & -1.861 & 0.033414 \tabularnewline
34 & 0.030266 & 0.2568 & 0.399028 \tabularnewline
35 & 0.108052 & 0.9169 & 0.18114 \tabularnewline
36 & -0.124214 & -1.054 & 0.147707 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28096&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]-0.500082[/C][C]-4.2433[/C][C]3.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.097612[/C][C]-0.8283[/C][C]0.205129[/C][/ROW]
[ROW][C]3[/C][C]0.273848[/C][C]2.3237[/C][C]0.011485[/C][/ROW]
[ROW][C]4[/C][C]-0.213222[/C][C]-1.8092[/C][C]0.037293[/C][/ROW]
[ROW][C]5[/C][C]-0.038146[/C][C]-0.3237[/C][C]0.373558[/C][/ROW]
[ROW][C]6[/C][C]0.272186[/C][C]2.3096[/C][C]0.011891[/C][/ROW]
[ROW][C]7[/C][C]-0.299026[/C][C]-2.5373[/C][C]0.006668[/C][/ROW]
[ROW][C]8[/C][C]0.036182[/C][C]0.307[/C][C]0.379861[/C][/ROW]
[ROW][C]9[/C][C]0.278098[/C][C]2.3597[/C][C]0.010501[/C][/ROW]
[ROW][C]10[/C][C]-0.240129[/C][C]-2.0376[/C][C]0.022635[/C][/ROW]
[ROW][C]11[/C][C]0.059233[/C][C]0.5026[/C][C]0.308386[/C][/ROW]
[ROW][C]12[/C][C]0.034811[/C][C]0.2954[/C][C]0.384277[/C][/ROW]
[ROW][C]13[/C][C]-0.177794[/C][C]-1.5086[/C][C]0.067884[/C][/ROW]
[ROW][C]14[/C][C]0.191695[/C][C]1.6266[/C][C]0.054097[/C][/ROW]
[ROW][C]15[/C][C]-0.032524[/C][C]-0.276[/C][C]0.391678[/C][/ROW]
[ROW][C]16[/C][C]-0.173467[/C][C]-1.4719[/C][C]0.0727[/C][/ROW]
[ROW][C]17[/C][C]0.215369[/C][C]1.8275[/C][C]0.035887[/C][/ROW]
[ROW][C]18[/C][C]0.032383[/C][C]0.2748[/C][C]0.392136[/C][/ROW]
[ROW][C]19[/C][C]-0.210514[/C][C]-1.7863[/C][C]0.039133[/C][/ROW]
[ROW][C]20[/C][C]0.099056[/C][C]0.8405[/C][C]0.201699[/C][/ROW]
[ROW][C]21[/C][C]0.093027[/C][C]0.7894[/C][C]0.216246[/C][/ROW]
[ROW][C]22[/C][C]-0.221716[/C][C]-1.8813[/C][C]0.031986[/C][/ROW]
[ROW][C]23[/C][C]0.341029[/C][C]2.8937[/C][C]0.002517[/C][/ROW]
[ROW][C]24[/C][C]-0.282534[/C][C]-2.3974[/C][C]0.009554[/C][/ROW]
[ROW][C]25[/C][C]-0.000154[/C][C]-0.0013[/C][C]0.499481[/C][/ROW]
[ROW][C]26[/C][C]0.095326[/C][C]0.8089[/C][C]0.210627[/C][/ROW]
[ROW][C]27[/C][C]0.047968[/C][C]0.407[/C][C]0.3426[/C][/ROW]
[ROW][C]28[/C][C]-0.154286[/C][C]-1.3092[/C][C]0.097321[/C][/ROW]
[ROW][C]29[/C][C]0.139547[/C][C]1.1841[/C][C]0.120134[/C][/ROW]
[ROW][C]30[/C][C]-0.097849[/C][C]-0.8303[/C][C]0.204564[/C][/ROW]
[ROW][C]31[/C][C]-0.001058[/C][C]-0.009[/C][C]0.49643[/C][/ROW]
[ROW][C]32[/C][C]0.158713[/C][C]1.3467[/C][C]0.091147[/C][/ROW]
[ROW][C]33[/C][C]-0.21932[/C][C]-1.861[/C][C]0.033414[/C][/ROW]
[ROW][C]34[/C][C]0.030266[/C][C]0.2568[/C][C]0.399028[/C][/ROW]
[ROW][C]35[/C][C]0.108052[/C][C]0.9169[/C][C]0.18114[/C][/ROW]
[ROW][C]36[/C][C]-0.124214[/C][C]-1.054[/C][C]0.147707[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28096&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28096&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
1-0.500082-4.24333.2e-05
2-0.097612-0.82830.205129
30.2738482.32370.011485
4-0.213222-1.80920.037293
5-0.038146-0.32370.373558
60.2721862.30960.011891
7-0.299026-2.53730.006668
80.0361820.3070.379861
90.2780982.35970.010501
10-0.240129-2.03760.022635
110.0592330.50260.308386
120.0348110.29540.384277
13-0.177794-1.50860.067884
140.1916951.62660.054097
15-0.032524-0.2760.391678
16-0.173467-1.47190.0727
170.2153691.82750.035887
180.0323830.27480.392136
19-0.210514-1.78630.039133
200.0990560.84050.201699
210.0930270.78940.216246
22-0.221716-1.88130.031986
230.3410292.89370.002517
24-0.282534-2.39740.009554
25-0.000154-0.00130.499481
260.0953260.80890.210627
270.0479680.4070.3426
28-0.154286-1.30920.097321
290.1395471.18410.120134
30-0.097849-0.83030.204564
31-0.001058-0.0090.49643
320.1587131.34670.091147
33-0.21932-1.8610.033414
340.0302660.25680.399028
350.1080520.91690.18114
36-0.124214-1.0540.147707






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.500082-4.24333.2e-05
2-0.463643-3.93419.5e-05
3-0.050036-0.42460.336207
4-0.136711-1.160.124934
5-0.222501-1.8880.031529
60.0892710.75750.225614
7-0.121603-1.03180.152801
8-0.190173-1.61370.055487
90.1108730.94080.17498
100.1098090.93180.177286
110.1078220.91490.18165
12-0.051417-0.43630.331967
13-0.160607-1.36280.088597
140.005560.04720.481251
15-0.053236-0.45170.326414
16-0.152939-1.29770.099261
17-0.015777-0.13390.446937
180.1732321.46990.07297
190.0001320.00110.499556
20-0.211095-1.79120.038732
210.1209941.02670.154006
220.0359230.30480.380692
230.2796772.37310.010155
24-0.102609-0.87070.193414
25-0.028692-0.24350.404169
26-0.213151-1.80860.037341
27-0.016985-0.14410.442904
28-0.062013-0.52620.300183
290.0376220.31920.375235
300.0138980.11790.453226
31-0.108225-0.91830.180759
32-0.053028-0.450.327045
33-0.075144-0.63760.262873
34-0.032549-0.27620.391598
35-0.048304-0.40990.341559
36-0.120325-1.0210.155338

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.500082 & -4.2433 & 3.2e-05 \tabularnewline
2 & -0.463643 & -3.9341 & 9.5e-05 \tabularnewline
3 & -0.050036 & -0.4246 & 0.336207 \tabularnewline
4 & -0.136711 & -1.16 & 0.124934 \tabularnewline
5 & -0.222501 & -1.888 & 0.031529 \tabularnewline
6 & 0.089271 & 0.7575 & 0.225614 \tabularnewline
7 & -0.121603 & -1.0318 & 0.152801 \tabularnewline
8 & -0.190173 & -1.6137 & 0.055487 \tabularnewline
9 & 0.110873 & 0.9408 & 0.17498 \tabularnewline
10 & 0.109809 & 0.9318 & 0.177286 \tabularnewline
11 & 0.107822 & 0.9149 & 0.18165 \tabularnewline
12 & -0.051417 & -0.4363 & 0.331967 \tabularnewline
13 & -0.160607 & -1.3628 & 0.088597 \tabularnewline
14 & 0.00556 & 0.0472 & 0.481251 \tabularnewline
15 & -0.053236 & -0.4517 & 0.326414 \tabularnewline
16 & -0.152939 & -1.2977 & 0.099261 \tabularnewline
17 & -0.015777 & -0.1339 & 0.446937 \tabularnewline
18 & 0.173232 & 1.4699 & 0.07297 \tabularnewline
19 & 0.000132 & 0.0011 & 0.499556 \tabularnewline
20 & -0.211095 & -1.7912 & 0.038732 \tabularnewline
21 & 0.120994 & 1.0267 & 0.154006 \tabularnewline
22 & 0.035923 & 0.3048 & 0.380692 \tabularnewline
23 & 0.279677 & 2.3731 & 0.010155 \tabularnewline
24 & -0.102609 & -0.8707 & 0.193414 \tabularnewline
25 & -0.028692 & -0.2435 & 0.404169 \tabularnewline
26 & -0.213151 & -1.8086 & 0.037341 \tabularnewline
27 & -0.016985 & -0.1441 & 0.442904 \tabularnewline
28 & -0.062013 & -0.5262 & 0.300183 \tabularnewline
29 & 0.037622 & 0.3192 & 0.375235 \tabularnewline
30 & 0.013898 & 0.1179 & 0.453226 \tabularnewline
31 & -0.108225 & -0.9183 & 0.180759 \tabularnewline
32 & -0.053028 & -0.45 & 0.327045 \tabularnewline
33 & -0.075144 & -0.6376 & 0.262873 \tabularnewline
34 & -0.032549 & -0.2762 & 0.391598 \tabularnewline
35 & -0.048304 & -0.4099 & 0.341559 \tabularnewline
36 & -0.120325 & -1.021 & 0.155338 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28096&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]-0.500082[/C][C]-4.2433[/C][C]3.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.463643[/C][C]-3.9341[/C][C]9.5e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.050036[/C][C]-0.4246[/C][C]0.336207[/C][/ROW]
[ROW][C]4[/C][C]-0.136711[/C][C]-1.16[/C][C]0.124934[/C][/ROW]
[ROW][C]5[/C][C]-0.222501[/C][C]-1.888[/C][C]0.031529[/C][/ROW]
[ROW][C]6[/C][C]0.089271[/C][C]0.7575[/C][C]0.225614[/C][/ROW]
[ROW][C]7[/C][C]-0.121603[/C][C]-1.0318[/C][C]0.152801[/C][/ROW]
[ROW][C]8[/C][C]-0.190173[/C][C]-1.6137[/C][C]0.055487[/C][/ROW]
[ROW][C]9[/C][C]0.110873[/C][C]0.9408[/C][C]0.17498[/C][/ROW]
[ROW][C]10[/C][C]0.109809[/C][C]0.9318[/C][C]0.177286[/C][/ROW]
[ROW][C]11[/C][C]0.107822[/C][C]0.9149[/C][C]0.18165[/C][/ROW]
[ROW][C]12[/C][C]-0.051417[/C][C]-0.4363[/C][C]0.331967[/C][/ROW]
[ROW][C]13[/C][C]-0.160607[/C][C]-1.3628[/C][C]0.088597[/C][/ROW]
[ROW][C]14[/C][C]0.00556[/C][C]0.0472[/C][C]0.481251[/C][/ROW]
[ROW][C]15[/C][C]-0.053236[/C][C]-0.4517[/C][C]0.326414[/C][/ROW]
[ROW][C]16[/C][C]-0.152939[/C][C]-1.2977[/C][C]0.099261[/C][/ROW]
[ROW][C]17[/C][C]-0.015777[/C][C]-0.1339[/C][C]0.446937[/C][/ROW]
[ROW][C]18[/C][C]0.173232[/C][C]1.4699[/C][C]0.07297[/C][/ROW]
[ROW][C]19[/C][C]0.000132[/C][C]0.0011[/C][C]0.499556[/C][/ROW]
[ROW][C]20[/C][C]-0.211095[/C][C]-1.7912[/C][C]0.038732[/C][/ROW]
[ROW][C]21[/C][C]0.120994[/C][C]1.0267[/C][C]0.154006[/C][/ROW]
[ROW][C]22[/C][C]0.035923[/C][C]0.3048[/C][C]0.380692[/C][/ROW]
[ROW][C]23[/C][C]0.279677[/C][C]2.3731[/C][C]0.010155[/C][/ROW]
[ROW][C]24[/C][C]-0.102609[/C][C]-0.8707[/C][C]0.193414[/C][/ROW]
[ROW][C]25[/C][C]-0.028692[/C][C]-0.2435[/C][C]0.404169[/C][/ROW]
[ROW][C]26[/C][C]-0.213151[/C][C]-1.8086[/C][C]0.037341[/C][/ROW]
[ROW][C]27[/C][C]-0.016985[/C][C]-0.1441[/C][C]0.442904[/C][/ROW]
[ROW][C]28[/C][C]-0.062013[/C][C]-0.5262[/C][C]0.300183[/C][/ROW]
[ROW][C]29[/C][C]0.037622[/C][C]0.3192[/C][C]0.375235[/C][/ROW]
[ROW][C]30[/C][C]0.013898[/C][C]0.1179[/C][C]0.453226[/C][/ROW]
[ROW][C]31[/C][C]-0.108225[/C][C]-0.9183[/C][C]0.180759[/C][/ROW]
[ROW][C]32[/C][C]-0.053028[/C][C]-0.45[/C][C]0.327045[/C][/ROW]
[ROW][C]33[/C][C]-0.075144[/C][C]-0.6376[/C][C]0.262873[/C][/ROW]
[ROW][C]34[/C][C]-0.032549[/C][C]-0.2762[/C][C]0.391598[/C][/ROW]
[ROW][C]35[/C][C]-0.048304[/C][C]-0.4099[/C][C]0.341559[/C][/ROW]
[ROW][C]36[/C][C]-0.120325[/C][C]-1.021[/C][C]0.155338[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28096&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28096&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
1-0.500082-4.24333.2e-05
2-0.463643-3.93419.5e-05
3-0.050036-0.42460.336207
4-0.136711-1.160.124934
5-0.222501-1.8880.031529
60.0892710.75750.225614
7-0.121603-1.03180.152801
8-0.190173-1.61370.055487
90.1108730.94080.17498
100.1098090.93180.177286
110.1078220.91490.18165
12-0.051417-0.43630.331967
13-0.160607-1.36280.088597
140.005560.04720.481251
15-0.053236-0.45170.326414
16-0.152939-1.29770.099261
17-0.015777-0.13390.446937
180.1732321.46990.07297
190.0001320.00110.499556
20-0.211095-1.79120.038732
210.1209941.02670.154006
220.0359230.30480.380692
230.2796772.37310.010155
24-0.102609-0.87070.193414
25-0.028692-0.24350.404169
26-0.213151-1.80860.037341
27-0.016985-0.14410.442904
28-0.062013-0.52620.300183
290.0376220.31920.375235
300.0138980.11790.453226
31-0.108225-0.91830.180759
32-0.053028-0.450.327045
33-0.075144-0.63760.262873
34-0.032549-0.27620.391598
35-0.048304-0.40990.341559
36-0.120325-1.0210.155338


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 ;
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')