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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 computationFri, 04 Dec 2009 03:01:26 -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/2009/Dec/04/t1259921020ur412ufvwurylc1.htm/, Retrieved Sun, 28 Apr 2024 18:19:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63229, Retrieved Sun, 28 Apr 2024 18:19:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124

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] [workshop 8] [2009-11-25 11:31:06] [309ee52d0058ff0a6f7eec15e07b2d9f]
-   P           [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 16:13:00] [309ee52d0058ff0a6f7eec15e07b2d9f]
-   P               [(Partial) Autocorrelation Function] [Rev2WS8-ACF] [2009-12-04 10:01:26] [36295456a56d4c7dcc9b9537ce63463b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.6348
0.634
0.62915
0.62168
0.61328
0.6089
0.60857
0.62672
0.62291
0.62393
0.61838
0.62012
0.61659
0.6116
0.61573
0.61407
0.62823
0.64405
0.6387
0.63633
0.63059
0.62994
0.63709
0.64217
0.65711
0.66977
0.68255
0.68902
0.71322
0.70224
0.70045
0.69919
0.69693
0.69763
0.69278
0.70196
0.69215
0.6769
0.67124
0.66532
0.67157
0.66428
0.66576
0.66942
0.6813
0.69144
0.69862
0.695
0.69867
0.68968
0.69233
0.68293
0.68399
0.66895
0.68756
0.68527
0.6776
0.68137
0.67933
0.67922

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=63229&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=63229&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63229&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
10.3498072.39820.01025
20.2083611.42850.079887
30.0419510.28760.387458
4-0.031582-0.21650.414762
5-0.073071-0.50090.309372
6-0.091869-0.62980.26593
7-0.103143-0.70710.241494
8-0.000488-0.00330.498673
9-0.027522-0.18870.425578
10-0.002139-0.01470.494181
11-0.028198-0.19330.423773
12-0.406549-2.78720.003824
13-0.222706-1.52680.066757
14-0.225006-1.54260.064822
15-0.127218-0.87220.193777
160.0178770.12260.451489
170.0527070.36130.359732
180.220571.51220.068595
190.161661.10830.136689
200.0233770.16030.43668
210.0023880.01640.493505
22-0.019926-0.13660.445964
23-0.096496-0.66150.255747
240.0209640.14370.443167
25-0.122745-0.84150.202166
260.0288530.19780.422024
270.0917570.62910.266179
280.0818140.56090.288769
290.0539150.36960.356662
30-0.04297-0.29460.384802
31-0.09312-0.63840.263156
320.0192280.13180.447844
33-0.008243-0.05650.477586
340.014470.09920.4607
35-0.059896-0.41060.341607
36-0.03532-0.24210.404861

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.349807 & 2.3982 & 0.01025 \tabularnewline
2 & 0.208361 & 1.4285 & 0.079887 \tabularnewline
3 & 0.041951 & 0.2876 & 0.387458 \tabularnewline
4 & -0.031582 & -0.2165 & 0.414762 \tabularnewline
5 & -0.073071 & -0.5009 & 0.309372 \tabularnewline
6 & -0.091869 & -0.6298 & 0.26593 \tabularnewline
7 & -0.103143 & -0.7071 & 0.241494 \tabularnewline
8 & -0.000488 & -0.0033 & 0.498673 \tabularnewline
9 & -0.027522 & -0.1887 & 0.425578 \tabularnewline
10 & -0.002139 & -0.0147 & 0.494181 \tabularnewline
11 & -0.028198 & -0.1933 & 0.423773 \tabularnewline
12 & -0.406549 & -2.7872 & 0.003824 \tabularnewline
13 & -0.222706 & -1.5268 & 0.066757 \tabularnewline
14 & -0.225006 & -1.5426 & 0.064822 \tabularnewline
15 & -0.127218 & -0.8722 & 0.193777 \tabularnewline
16 & 0.017877 & 0.1226 & 0.451489 \tabularnewline
17 & 0.052707 & 0.3613 & 0.359732 \tabularnewline
18 & 0.22057 & 1.5122 & 0.068595 \tabularnewline
19 & 0.16166 & 1.1083 & 0.136689 \tabularnewline
20 & 0.023377 & 0.1603 & 0.43668 \tabularnewline
21 & 0.002388 & 0.0164 & 0.493505 \tabularnewline
22 & -0.019926 & -0.1366 & 0.445964 \tabularnewline
23 & -0.096496 & -0.6615 & 0.255747 \tabularnewline
24 & 0.020964 & 0.1437 & 0.443167 \tabularnewline
25 & -0.122745 & -0.8415 & 0.202166 \tabularnewline
26 & 0.028853 & 0.1978 & 0.422024 \tabularnewline
27 & 0.091757 & 0.6291 & 0.266179 \tabularnewline
28 & 0.081814 & 0.5609 & 0.288769 \tabularnewline
29 & 0.053915 & 0.3696 & 0.356662 \tabularnewline
30 & -0.04297 & -0.2946 & 0.384802 \tabularnewline
31 & -0.09312 & -0.6384 & 0.263156 \tabularnewline
32 & 0.019228 & 0.1318 & 0.447844 \tabularnewline
33 & -0.008243 & -0.0565 & 0.477586 \tabularnewline
34 & 0.01447 & 0.0992 & 0.4607 \tabularnewline
35 & -0.059896 & -0.4106 & 0.341607 \tabularnewline
36 & -0.03532 & -0.2421 & 0.404861 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63229&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]0.349807[/C][C]2.3982[/C][C]0.01025[/C][/ROW]
[ROW][C]2[/C][C]0.208361[/C][C]1.4285[/C][C]0.079887[/C][/ROW]
[ROW][C]3[/C][C]0.041951[/C][C]0.2876[/C][C]0.387458[/C][/ROW]
[ROW][C]4[/C][C]-0.031582[/C][C]-0.2165[/C][C]0.414762[/C][/ROW]
[ROW][C]5[/C][C]-0.073071[/C][C]-0.5009[/C][C]0.309372[/C][/ROW]
[ROW][C]6[/C][C]-0.091869[/C][C]-0.6298[/C][C]0.26593[/C][/ROW]
[ROW][C]7[/C][C]-0.103143[/C][C]-0.7071[/C][C]0.241494[/C][/ROW]
[ROW][C]8[/C][C]-0.000488[/C][C]-0.0033[/C][C]0.498673[/C][/ROW]
[ROW][C]9[/C][C]-0.027522[/C][C]-0.1887[/C][C]0.425578[/C][/ROW]
[ROW][C]10[/C][C]-0.002139[/C][C]-0.0147[/C][C]0.494181[/C][/ROW]
[ROW][C]11[/C][C]-0.028198[/C][C]-0.1933[/C][C]0.423773[/C][/ROW]
[ROW][C]12[/C][C]-0.406549[/C][C]-2.7872[/C][C]0.003824[/C][/ROW]
[ROW][C]13[/C][C]-0.222706[/C][C]-1.5268[/C][C]0.066757[/C][/ROW]
[ROW][C]14[/C][C]-0.225006[/C][C]-1.5426[/C][C]0.064822[/C][/ROW]
[ROW][C]15[/C][C]-0.127218[/C][C]-0.8722[/C][C]0.193777[/C][/ROW]
[ROW][C]16[/C][C]0.017877[/C][C]0.1226[/C][C]0.451489[/C][/ROW]
[ROW][C]17[/C][C]0.052707[/C][C]0.3613[/C][C]0.359732[/C][/ROW]
[ROW][C]18[/C][C]0.22057[/C][C]1.5122[/C][C]0.068595[/C][/ROW]
[ROW][C]19[/C][C]0.16166[/C][C]1.1083[/C][C]0.136689[/C][/ROW]
[ROW][C]20[/C][C]0.023377[/C][C]0.1603[/C][C]0.43668[/C][/ROW]
[ROW][C]21[/C][C]0.002388[/C][C]0.0164[/C][C]0.493505[/C][/ROW]
[ROW][C]22[/C][C]-0.019926[/C][C]-0.1366[/C][C]0.445964[/C][/ROW]
[ROW][C]23[/C][C]-0.096496[/C][C]-0.6615[/C][C]0.255747[/C][/ROW]
[ROW][C]24[/C][C]0.020964[/C][C]0.1437[/C][C]0.443167[/C][/ROW]
[ROW][C]25[/C][C]-0.122745[/C][C]-0.8415[/C][C]0.202166[/C][/ROW]
[ROW][C]26[/C][C]0.028853[/C][C]0.1978[/C][C]0.422024[/C][/ROW]
[ROW][C]27[/C][C]0.091757[/C][C]0.6291[/C][C]0.266179[/C][/ROW]
[ROW][C]28[/C][C]0.081814[/C][C]0.5609[/C][C]0.288769[/C][/ROW]
[ROW][C]29[/C][C]0.053915[/C][C]0.3696[/C][C]0.356662[/C][/ROW]
[ROW][C]30[/C][C]-0.04297[/C][C]-0.2946[/C][C]0.384802[/C][/ROW]
[ROW][C]31[/C][C]-0.09312[/C][C]-0.6384[/C][C]0.263156[/C][/ROW]
[ROW][C]32[/C][C]0.019228[/C][C]0.1318[/C][C]0.447844[/C][/ROW]
[ROW][C]33[/C][C]-0.008243[/C][C]-0.0565[/C][C]0.477586[/C][/ROW]
[ROW][C]34[/C][C]0.01447[/C][C]0.0992[/C][C]0.4607[/C][/ROW]
[ROW][C]35[/C][C]-0.059896[/C][C]-0.4106[/C][C]0.341607[/C][/ROW]
[ROW][C]36[/C][C]-0.03532[/C][C]-0.2421[/C][C]0.404861[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63229&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63229&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
10.3498072.39820.01025
20.2083611.42850.079887
30.0419510.28760.387458
4-0.031582-0.21650.414762
5-0.073071-0.50090.309372
6-0.091869-0.62980.26593
7-0.103143-0.70710.241494
8-0.000488-0.00330.498673
9-0.027522-0.18870.425578
10-0.002139-0.01470.494181
11-0.028198-0.19330.423773
12-0.406549-2.78720.003824
13-0.222706-1.52680.066757
14-0.225006-1.54260.064822
15-0.127218-0.87220.193777
160.0178770.12260.451489
170.0527070.36130.359732
180.220571.51220.068595
190.161661.10830.136689
200.0233770.16030.43668
210.0023880.01640.493505
22-0.019926-0.13660.445964
23-0.096496-0.66150.255747
240.0209640.14370.443167
25-0.122745-0.84150.202166
260.0288530.19780.422024
270.0917570.62910.266179
280.0818140.56090.288769
290.0539150.36960.356662
30-0.04297-0.29460.384802
31-0.09312-0.63840.263156
320.0192280.13180.447844
33-0.008243-0.05650.477586
340.014470.09920.4607
35-0.059896-0.41060.341607
36-0.03532-0.24210.404861






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3498072.39820.01025
20.0979870.67180.252512
3-0.066808-0.4580.324528
4-0.053774-0.36870.357019
5-0.045379-0.31110.378549
6-0.04527-0.31040.378831
7-0.050208-0.34420.366112
80.0733020.50250.308819
9-0.036252-0.24850.402403
10-0.00744-0.0510.479769
11-0.033994-0.23310.408367
12-0.464372-3.18360.001291
130.043840.30060.382541
14-0.050461-0.34590.365464
15-0.035017-0.24010.405663
160.1125190.77140.222168
17-0.017738-0.12160.451866
180.1783331.22260.11379
19-0.082366-0.56470.28749
20-0.102901-0.70550.242005
21-0.032462-0.22250.412425
220.0300560.20610.418818
23-0.021527-0.14760.441651
24-0.119533-0.81950.208326
25-0.157509-1.07980.142865
260.0122530.0840.466705
270.0662180.4540.32597
280.0563370.38620.350535
29-0.041869-0.2870.387672
300.1000570.6860.248056
31-0.031967-0.21920.413739
320.0466140.31960.375357
33-0.009665-0.06630.473726
34-0.035143-0.24090.405328
35-0.15329-1.05090.149338
36-0.021742-0.14910.441073

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.349807 & 2.3982 & 0.01025 \tabularnewline
2 & 0.097987 & 0.6718 & 0.252512 \tabularnewline
3 & -0.066808 & -0.458 & 0.324528 \tabularnewline
4 & -0.053774 & -0.3687 & 0.357019 \tabularnewline
5 & -0.045379 & -0.3111 & 0.378549 \tabularnewline
6 & -0.04527 & -0.3104 & 0.378831 \tabularnewline
7 & -0.050208 & -0.3442 & 0.366112 \tabularnewline
8 & 0.073302 & 0.5025 & 0.308819 \tabularnewline
9 & -0.036252 & -0.2485 & 0.402403 \tabularnewline
10 & -0.00744 & -0.051 & 0.479769 \tabularnewline
11 & -0.033994 & -0.2331 & 0.408367 \tabularnewline
12 & -0.464372 & -3.1836 & 0.001291 \tabularnewline
13 & 0.04384 & 0.3006 & 0.382541 \tabularnewline
14 & -0.050461 & -0.3459 & 0.365464 \tabularnewline
15 & -0.035017 & -0.2401 & 0.405663 \tabularnewline
16 & 0.112519 & 0.7714 & 0.222168 \tabularnewline
17 & -0.017738 & -0.1216 & 0.451866 \tabularnewline
18 & 0.178333 & 1.2226 & 0.11379 \tabularnewline
19 & -0.082366 & -0.5647 & 0.28749 \tabularnewline
20 & -0.102901 & -0.7055 & 0.242005 \tabularnewline
21 & -0.032462 & -0.2225 & 0.412425 \tabularnewline
22 & 0.030056 & 0.2061 & 0.418818 \tabularnewline
23 & -0.021527 & -0.1476 & 0.441651 \tabularnewline
24 & -0.119533 & -0.8195 & 0.208326 \tabularnewline
25 & -0.157509 & -1.0798 & 0.142865 \tabularnewline
26 & 0.012253 & 0.084 & 0.466705 \tabularnewline
27 & 0.066218 & 0.454 & 0.32597 \tabularnewline
28 & 0.056337 & 0.3862 & 0.350535 \tabularnewline
29 & -0.041869 & -0.287 & 0.387672 \tabularnewline
30 & 0.100057 & 0.686 & 0.248056 \tabularnewline
31 & -0.031967 & -0.2192 & 0.413739 \tabularnewline
32 & 0.046614 & 0.3196 & 0.375357 \tabularnewline
33 & -0.009665 & -0.0663 & 0.473726 \tabularnewline
34 & -0.035143 & -0.2409 & 0.405328 \tabularnewline
35 & -0.15329 & -1.0509 & 0.149338 \tabularnewline
36 & -0.021742 & -0.1491 & 0.441073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63229&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]0.349807[/C][C]2.3982[/C][C]0.01025[/C][/ROW]
[ROW][C]2[/C][C]0.097987[/C][C]0.6718[/C][C]0.252512[/C][/ROW]
[ROW][C]3[/C][C]-0.066808[/C][C]-0.458[/C][C]0.324528[/C][/ROW]
[ROW][C]4[/C][C]-0.053774[/C][C]-0.3687[/C][C]0.357019[/C][/ROW]
[ROW][C]5[/C][C]-0.045379[/C][C]-0.3111[/C][C]0.378549[/C][/ROW]
[ROW][C]6[/C][C]-0.04527[/C][C]-0.3104[/C][C]0.378831[/C][/ROW]
[ROW][C]7[/C][C]-0.050208[/C][C]-0.3442[/C][C]0.366112[/C][/ROW]
[ROW][C]8[/C][C]0.073302[/C][C]0.5025[/C][C]0.308819[/C][/ROW]
[ROW][C]9[/C][C]-0.036252[/C][C]-0.2485[/C][C]0.402403[/C][/ROW]
[ROW][C]10[/C][C]-0.00744[/C][C]-0.051[/C][C]0.479769[/C][/ROW]
[ROW][C]11[/C][C]-0.033994[/C][C]-0.2331[/C][C]0.408367[/C][/ROW]
[ROW][C]12[/C][C]-0.464372[/C][C]-3.1836[/C][C]0.001291[/C][/ROW]
[ROW][C]13[/C][C]0.04384[/C][C]0.3006[/C][C]0.382541[/C][/ROW]
[ROW][C]14[/C][C]-0.050461[/C][C]-0.3459[/C][C]0.365464[/C][/ROW]
[ROW][C]15[/C][C]-0.035017[/C][C]-0.2401[/C][C]0.405663[/C][/ROW]
[ROW][C]16[/C][C]0.112519[/C][C]0.7714[/C][C]0.222168[/C][/ROW]
[ROW][C]17[/C][C]-0.017738[/C][C]-0.1216[/C][C]0.451866[/C][/ROW]
[ROW][C]18[/C][C]0.178333[/C][C]1.2226[/C][C]0.11379[/C][/ROW]
[ROW][C]19[/C][C]-0.082366[/C][C]-0.5647[/C][C]0.28749[/C][/ROW]
[ROW][C]20[/C][C]-0.102901[/C][C]-0.7055[/C][C]0.242005[/C][/ROW]
[ROW][C]21[/C][C]-0.032462[/C][C]-0.2225[/C][C]0.412425[/C][/ROW]
[ROW][C]22[/C][C]0.030056[/C][C]0.2061[/C][C]0.418818[/C][/ROW]
[ROW][C]23[/C][C]-0.021527[/C][C]-0.1476[/C][C]0.441651[/C][/ROW]
[ROW][C]24[/C][C]-0.119533[/C][C]-0.8195[/C][C]0.208326[/C][/ROW]
[ROW][C]25[/C][C]-0.157509[/C][C]-1.0798[/C][C]0.142865[/C][/ROW]
[ROW][C]26[/C][C]0.012253[/C][C]0.084[/C][C]0.466705[/C][/ROW]
[ROW][C]27[/C][C]0.066218[/C][C]0.454[/C][C]0.32597[/C][/ROW]
[ROW][C]28[/C][C]0.056337[/C][C]0.3862[/C][C]0.350535[/C][/ROW]
[ROW][C]29[/C][C]-0.041869[/C][C]-0.287[/C][C]0.387672[/C][/ROW]
[ROW][C]30[/C][C]0.100057[/C][C]0.686[/C][C]0.248056[/C][/ROW]
[ROW][C]31[/C][C]-0.031967[/C][C]-0.2192[/C][C]0.413739[/C][/ROW]
[ROW][C]32[/C][C]0.046614[/C][C]0.3196[/C][C]0.375357[/C][/ROW]
[ROW][C]33[/C][C]-0.009665[/C][C]-0.0663[/C][C]0.473726[/C][/ROW]
[ROW][C]34[/C][C]-0.035143[/C][C]-0.2409[/C][C]0.405328[/C][/ROW]
[ROW][C]35[/C][C]-0.15329[/C][C]-1.0509[/C][C]0.149338[/C][/ROW]
[ROW][C]36[/C][C]-0.021742[/C][C]-0.1491[/C][C]0.441073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63229&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63229&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
10.3498072.39820.01025
20.0979870.67180.252512
3-0.066808-0.4580.324528
4-0.053774-0.36870.357019
5-0.045379-0.31110.378549
6-0.04527-0.31040.378831
7-0.050208-0.34420.366112
80.0733020.50250.308819
9-0.036252-0.24850.402403
10-0.00744-0.0510.479769
11-0.033994-0.23310.408367
12-0.464372-3.18360.001291
130.043840.30060.382541
14-0.050461-0.34590.365464
15-0.035017-0.24010.405663
160.1125190.77140.222168
17-0.017738-0.12160.451866
180.1783331.22260.11379
19-0.082366-0.56470.28749
20-0.102901-0.70550.242005
21-0.032462-0.22250.412425
220.0300560.20610.418818
23-0.021527-0.14760.441651
24-0.119533-0.81950.208326
25-0.157509-1.07980.142865
260.0122530.0840.466705
270.0662180.4540.32597
280.0563370.38620.350535
29-0.041869-0.2870.387672
300.1000570.6860.248056
31-0.031967-0.21920.413739
320.0466140.31960.375357
33-0.009665-0.06630.473726
34-0.035143-0.24090.405328
35-0.15329-1.05090.149338
36-0.021742-0.14910.441073


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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')