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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 03:28:07 -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/t1259922535tqxz3ohmqfvmcd3.htm/, Retrieved Sat, 27 Apr 2024 19:05:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63250, Retrieved Sat, 27 Apr 2024 19:05:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119

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] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D            [(Partial) Autocorrelation Function] [WS 8 d = 0 en D = 0] [2009-11-26 20:15:56] [3425351e86519d261a643e224a0c8ee1]
-   PD              [(Partial) Autocorrelation Function] [WS 8 d=0 D=1] [2009-11-26 20:29:03] [3425351e86519d261a643e224a0c8ee1]
-   P                   [(Partial) Autocorrelation Function] [Rev3WS8-ACF] [2009-12-04 10:28:07] [36295456a56d4c7dcc9b9537ce63463b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
153.4
145
137.7
148.3
152.2
169.4
168.6
161.1
174.1
179
190.6
190
181.6
174.8
180.5
196.8
193.8
197
216.3
221.4
217.9
229.7
227.4
204.2
196.6
198.8
207.5
190.7
201.6
210.5
223.5
223.8
231.2
244
234.7
250.2
265.7
287.6
283.3
295.4
312.3
333.8
347.7
383.2
407.1
413.6
362.7
321.9
239.4
191
159.7
163.4
157.6
166.2
176.7
198.3
226.2
216.2
235.9
226.9

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=63250&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=63250&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63250&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
10.5693294.37312.5e-05
20.4144283.18330.001162
30.0994270.76370.224042
4-0.03203-0.2460.403259
5-0.275147-2.11340.019401
6-0.318742-2.44830.008673
7-0.256626-1.97120.0267
8-0.260743-2.00280.0249
9-0.22353-1.7170.045615
10-0.120731-0.92730.178762
110.0243760.18720.42606
12-0.041625-0.31970.375151
13-0.052002-0.39940.345509
140.0040460.03110.487656
150.0337980.25960.398036
16-0.061941-0.47580.317995
17-0.087507-0.67220.252054
18-0.06217-0.47750.317373
19-0.022501-0.17280.431686
20-0.081297-0.62450.267369
210.0470560.36140.35953
220.0508590.39070.34873
230.1258280.96650.168869
240.0577580.44360.32946
250.1721971.32270.095524
260.1204370.92510.179343
270.0309150.23750.406559
28-0.031623-0.24290.404463
29-0.061282-0.47070.319788
30-0.048838-0.37510.354453
31-0.121861-0.9360.176536
32-0.044792-0.34410.366016
33-0.042694-0.32790.372058
340.0136480.10480.458431
350.0324490.24920.402018
360.0478780.36780.357184

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.569329 & 4.3731 & 2.5e-05 \tabularnewline
2 & 0.414428 & 3.1833 & 0.001162 \tabularnewline
3 & 0.099427 & 0.7637 & 0.224042 \tabularnewline
4 & -0.03203 & -0.246 & 0.403259 \tabularnewline
5 & -0.275147 & -2.1134 & 0.019401 \tabularnewline
6 & -0.318742 & -2.4483 & 0.008673 \tabularnewline
7 & -0.256626 & -1.9712 & 0.0267 \tabularnewline
8 & -0.260743 & -2.0028 & 0.0249 \tabularnewline
9 & -0.22353 & -1.717 & 0.045615 \tabularnewline
10 & -0.120731 & -0.9273 & 0.178762 \tabularnewline
11 & 0.024376 & 0.1872 & 0.42606 \tabularnewline
12 & -0.041625 & -0.3197 & 0.375151 \tabularnewline
13 & -0.052002 & -0.3994 & 0.345509 \tabularnewline
14 & 0.004046 & 0.0311 & 0.487656 \tabularnewline
15 & 0.033798 & 0.2596 & 0.398036 \tabularnewline
16 & -0.061941 & -0.4758 & 0.317995 \tabularnewline
17 & -0.087507 & -0.6722 & 0.252054 \tabularnewline
18 & -0.06217 & -0.4775 & 0.317373 \tabularnewline
19 & -0.022501 & -0.1728 & 0.431686 \tabularnewline
20 & -0.081297 & -0.6245 & 0.267369 \tabularnewline
21 & 0.047056 & 0.3614 & 0.35953 \tabularnewline
22 & 0.050859 & 0.3907 & 0.34873 \tabularnewline
23 & 0.125828 & 0.9665 & 0.168869 \tabularnewline
24 & 0.057758 & 0.4436 & 0.32946 \tabularnewline
25 & 0.172197 & 1.3227 & 0.095524 \tabularnewline
26 & 0.120437 & 0.9251 & 0.179343 \tabularnewline
27 & 0.030915 & 0.2375 & 0.406559 \tabularnewline
28 & -0.031623 & -0.2429 & 0.404463 \tabularnewline
29 & -0.061282 & -0.4707 & 0.319788 \tabularnewline
30 & -0.048838 & -0.3751 & 0.354453 \tabularnewline
31 & -0.121861 & -0.936 & 0.176536 \tabularnewline
32 & -0.044792 & -0.3441 & 0.366016 \tabularnewline
33 & -0.042694 & -0.3279 & 0.372058 \tabularnewline
34 & 0.013648 & 0.1048 & 0.458431 \tabularnewline
35 & 0.032449 & 0.2492 & 0.402018 \tabularnewline
36 & 0.047878 & 0.3678 & 0.357184 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63250&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]0.569329[/C][C]4.3731[/C][C]2.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.414428[/C][C]3.1833[/C][C]0.001162[/C][/ROW]
[ROW][C]3[/C][C]0.099427[/C][C]0.7637[/C][C]0.224042[/C][/ROW]
[ROW][C]4[/C][C]-0.03203[/C][C]-0.246[/C][C]0.403259[/C][/ROW]
[ROW][C]5[/C][C]-0.275147[/C][C]-2.1134[/C][C]0.019401[/C][/ROW]
[ROW][C]6[/C][C]-0.318742[/C][C]-2.4483[/C][C]0.008673[/C][/ROW]
[ROW][C]7[/C][C]-0.256626[/C][C]-1.9712[/C][C]0.0267[/C][/ROW]
[ROW][C]8[/C][C]-0.260743[/C][C]-2.0028[/C][C]0.0249[/C][/ROW]
[ROW][C]9[/C][C]-0.22353[/C][C]-1.717[/C][C]0.045615[/C][/ROW]
[ROW][C]10[/C][C]-0.120731[/C][C]-0.9273[/C][C]0.178762[/C][/ROW]
[ROW][C]11[/C][C]0.024376[/C][C]0.1872[/C][C]0.42606[/C][/ROW]
[ROW][C]12[/C][C]-0.041625[/C][C]-0.3197[/C][C]0.375151[/C][/ROW]
[ROW][C]13[/C][C]-0.052002[/C][C]-0.3994[/C][C]0.345509[/C][/ROW]
[ROW][C]14[/C][C]0.004046[/C][C]0.0311[/C][C]0.487656[/C][/ROW]
[ROW][C]15[/C][C]0.033798[/C][C]0.2596[/C][C]0.398036[/C][/ROW]
[ROW][C]16[/C][C]-0.061941[/C][C]-0.4758[/C][C]0.317995[/C][/ROW]
[ROW][C]17[/C][C]-0.087507[/C][C]-0.6722[/C][C]0.252054[/C][/ROW]
[ROW][C]18[/C][C]-0.06217[/C][C]-0.4775[/C][C]0.317373[/C][/ROW]
[ROW][C]19[/C][C]-0.022501[/C][C]-0.1728[/C][C]0.431686[/C][/ROW]
[ROW][C]20[/C][C]-0.081297[/C][C]-0.6245[/C][C]0.267369[/C][/ROW]
[ROW][C]21[/C][C]0.047056[/C][C]0.3614[/C][C]0.35953[/C][/ROW]
[ROW][C]22[/C][C]0.050859[/C][C]0.3907[/C][C]0.34873[/C][/ROW]
[ROW][C]23[/C][C]0.125828[/C][C]0.9665[/C][C]0.168869[/C][/ROW]
[ROW][C]24[/C][C]0.057758[/C][C]0.4436[/C][C]0.32946[/C][/ROW]
[ROW][C]25[/C][C]0.172197[/C][C]1.3227[/C][C]0.095524[/C][/ROW]
[ROW][C]26[/C][C]0.120437[/C][C]0.9251[/C][C]0.179343[/C][/ROW]
[ROW][C]27[/C][C]0.030915[/C][C]0.2375[/C][C]0.406559[/C][/ROW]
[ROW][C]28[/C][C]-0.031623[/C][C]-0.2429[/C][C]0.404463[/C][/ROW]
[ROW][C]29[/C][C]-0.061282[/C][C]-0.4707[/C][C]0.319788[/C][/ROW]
[ROW][C]30[/C][C]-0.048838[/C][C]-0.3751[/C][C]0.354453[/C][/ROW]
[ROW][C]31[/C][C]-0.121861[/C][C]-0.936[/C][C]0.176536[/C][/ROW]
[ROW][C]32[/C][C]-0.044792[/C][C]-0.3441[/C][C]0.366016[/C][/ROW]
[ROW][C]33[/C][C]-0.042694[/C][C]-0.3279[/C][C]0.372058[/C][/ROW]
[ROW][C]34[/C][C]0.013648[/C][C]0.1048[/C][C]0.458431[/C][/ROW]
[ROW][C]35[/C][C]0.032449[/C][C]0.2492[/C][C]0.402018[/C][/ROW]
[ROW][C]36[/C][C]0.047878[/C][C]0.3678[/C][C]0.357184[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63250&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63250&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
10.5693294.37312.5e-05
20.4144283.18330.001162
30.0994270.76370.224042
4-0.03203-0.2460.403259
5-0.275147-2.11340.019401
6-0.318742-2.44830.008673
7-0.256626-1.97120.0267
8-0.260743-2.00280.0249
9-0.22353-1.7170.045615
10-0.120731-0.92730.178762
110.0243760.18720.42606
12-0.041625-0.31970.375151
13-0.052002-0.39940.345509
140.0040460.03110.487656
150.0337980.25960.398036
16-0.061941-0.47580.317995
17-0.087507-0.67220.252054
18-0.06217-0.47750.317373
19-0.022501-0.17280.431686
20-0.081297-0.62450.267369
210.0470560.36140.35953
220.0508590.39070.34873
230.1258280.96650.168869
240.0577580.44360.32946
250.1721971.32270.095524
260.1204370.92510.179343
270.0309150.23750.406559
28-0.031623-0.24290.404463
29-0.061282-0.47070.319788
30-0.048838-0.37510.354453
31-0.121861-0.9360.176536
32-0.044792-0.34410.366016
33-0.042694-0.32790.372058
340.0136480.10480.458431
350.0324490.24920.402018
360.0478780.36780.357184






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5693294.37312.5e-05
20.1335951.02620.154501
3-0.272759-2.09510.020232
4-0.065968-0.50670.307125
5-0.246935-1.89670.03138
6-0.074798-0.57450.283895
70.1317211.01180.15789
8-0.171485-1.31720.096432
9-0.114484-0.87940.191385
100.0653330.50180.308827
110.0642290.49340.311797
12-0.223344-1.71550.045747
13-0.129958-0.99820.161124
140.1019960.78340.218248
150.0102980.07910.468612
16-0.18792-1.44340.077092
17-0.126049-0.96820.168448
18-0.02276-0.17480.430909
190.1045130.80280.212662
20-0.133259-1.02360.155105
210.0064050.04920.480463
22-0.087785-0.67430.25138
230.1307381.00420.159687
24-0.024595-0.18890.425402
25-0.019081-0.14660.441987
26-0.054248-0.41670.339211
27-0.064139-0.49270.31204
280.0422080.32420.373466
29-0.07806-0.59960.275536
30-0.003419-0.02630.489567
31-0.004388-0.03370.486612
320.0190170.14610.442183
33-0.036879-0.28330.388981
34-0.004202-0.03230.487179
350.0960370.73770.231819
36-0.129967-0.99830.161106

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.569329 & 4.3731 & 2.5e-05 \tabularnewline
2 & 0.133595 & 1.0262 & 0.154501 \tabularnewline
3 & -0.272759 & -2.0951 & 0.020232 \tabularnewline
4 & -0.065968 & -0.5067 & 0.307125 \tabularnewline
5 & -0.246935 & -1.8967 & 0.03138 \tabularnewline
6 & -0.074798 & -0.5745 & 0.283895 \tabularnewline
7 & 0.131721 & 1.0118 & 0.15789 \tabularnewline
8 & -0.171485 & -1.3172 & 0.096432 \tabularnewline
9 & -0.114484 & -0.8794 & 0.191385 \tabularnewline
10 & 0.065333 & 0.5018 & 0.308827 \tabularnewline
11 & 0.064229 & 0.4934 & 0.311797 \tabularnewline
12 & -0.223344 & -1.7155 & 0.045747 \tabularnewline
13 & -0.129958 & -0.9982 & 0.161124 \tabularnewline
14 & 0.101996 & 0.7834 & 0.218248 \tabularnewline
15 & 0.010298 & 0.0791 & 0.468612 \tabularnewline
16 & -0.18792 & -1.4434 & 0.077092 \tabularnewline
17 & -0.126049 & -0.9682 & 0.168448 \tabularnewline
18 & -0.02276 & -0.1748 & 0.430909 \tabularnewline
19 & 0.104513 & 0.8028 & 0.212662 \tabularnewline
20 & -0.133259 & -1.0236 & 0.155105 \tabularnewline
21 & 0.006405 & 0.0492 & 0.480463 \tabularnewline
22 & -0.087785 & -0.6743 & 0.25138 \tabularnewline
23 & 0.130738 & 1.0042 & 0.159687 \tabularnewline
24 & -0.024595 & -0.1889 & 0.425402 \tabularnewline
25 & -0.019081 & -0.1466 & 0.441987 \tabularnewline
26 & -0.054248 & -0.4167 & 0.339211 \tabularnewline
27 & -0.064139 & -0.4927 & 0.31204 \tabularnewline
28 & 0.042208 & 0.3242 & 0.373466 \tabularnewline
29 & -0.07806 & -0.5996 & 0.275536 \tabularnewline
30 & -0.003419 & -0.0263 & 0.489567 \tabularnewline
31 & -0.004388 & -0.0337 & 0.486612 \tabularnewline
32 & 0.019017 & 0.1461 & 0.442183 \tabularnewline
33 & -0.036879 & -0.2833 & 0.388981 \tabularnewline
34 & -0.004202 & -0.0323 & 0.487179 \tabularnewline
35 & 0.096037 & 0.7377 & 0.231819 \tabularnewline
36 & -0.129967 & -0.9983 & 0.161106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63250&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]0.569329[/C][C]4.3731[/C][C]2.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.133595[/C][C]1.0262[/C][C]0.154501[/C][/ROW]
[ROW][C]3[/C][C]-0.272759[/C][C]-2.0951[/C][C]0.020232[/C][/ROW]
[ROW][C]4[/C][C]-0.065968[/C][C]-0.5067[/C][C]0.307125[/C][/ROW]
[ROW][C]5[/C][C]-0.246935[/C][C]-1.8967[/C][C]0.03138[/C][/ROW]
[ROW][C]6[/C][C]-0.074798[/C][C]-0.5745[/C][C]0.283895[/C][/ROW]
[ROW][C]7[/C][C]0.131721[/C][C]1.0118[/C][C]0.15789[/C][/ROW]
[ROW][C]8[/C][C]-0.171485[/C][C]-1.3172[/C][C]0.096432[/C][/ROW]
[ROW][C]9[/C][C]-0.114484[/C][C]-0.8794[/C][C]0.191385[/C][/ROW]
[ROW][C]10[/C][C]0.065333[/C][C]0.5018[/C][C]0.308827[/C][/ROW]
[ROW][C]11[/C][C]0.064229[/C][C]0.4934[/C][C]0.311797[/C][/ROW]
[ROW][C]12[/C][C]-0.223344[/C][C]-1.7155[/C][C]0.045747[/C][/ROW]
[ROW][C]13[/C][C]-0.129958[/C][C]-0.9982[/C][C]0.161124[/C][/ROW]
[ROW][C]14[/C][C]0.101996[/C][C]0.7834[/C][C]0.218248[/C][/ROW]
[ROW][C]15[/C][C]0.010298[/C][C]0.0791[/C][C]0.468612[/C][/ROW]
[ROW][C]16[/C][C]-0.18792[/C][C]-1.4434[/C][C]0.077092[/C][/ROW]
[ROW][C]17[/C][C]-0.126049[/C][C]-0.9682[/C][C]0.168448[/C][/ROW]
[ROW][C]18[/C][C]-0.02276[/C][C]-0.1748[/C][C]0.430909[/C][/ROW]
[ROW][C]19[/C][C]0.104513[/C][C]0.8028[/C][C]0.212662[/C][/ROW]
[ROW][C]20[/C][C]-0.133259[/C][C]-1.0236[/C][C]0.155105[/C][/ROW]
[ROW][C]21[/C][C]0.006405[/C][C]0.0492[/C][C]0.480463[/C][/ROW]
[ROW][C]22[/C][C]-0.087785[/C][C]-0.6743[/C][C]0.25138[/C][/ROW]
[ROW][C]23[/C][C]0.130738[/C][C]1.0042[/C][C]0.159687[/C][/ROW]
[ROW][C]24[/C][C]-0.024595[/C][C]-0.1889[/C][C]0.425402[/C][/ROW]
[ROW][C]25[/C][C]-0.019081[/C][C]-0.1466[/C][C]0.441987[/C][/ROW]
[ROW][C]26[/C][C]-0.054248[/C][C]-0.4167[/C][C]0.339211[/C][/ROW]
[ROW][C]27[/C][C]-0.064139[/C][C]-0.4927[/C][C]0.31204[/C][/ROW]
[ROW][C]28[/C][C]0.042208[/C][C]0.3242[/C][C]0.373466[/C][/ROW]
[ROW][C]29[/C][C]-0.07806[/C][C]-0.5996[/C][C]0.275536[/C][/ROW]
[ROW][C]30[/C][C]-0.003419[/C][C]-0.0263[/C][C]0.489567[/C][/ROW]
[ROW][C]31[/C][C]-0.004388[/C][C]-0.0337[/C][C]0.486612[/C][/ROW]
[ROW][C]32[/C][C]0.019017[/C][C]0.1461[/C][C]0.442183[/C][/ROW]
[ROW][C]33[/C][C]-0.036879[/C][C]-0.2833[/C][C]0.388981[/C][/ROW]
[ROW][C]34[/C][C]-0.004202[/C][C]-0.0323[/C][C]0.487179[/C][/ROW]
[ROW][C]35[/C][C]0.096037[/C][C]0.7377[/C][C]0.231819[/C][/ROW]
[ROW][C]36[/C][C]-0.129967[/C][C]-0.9983[/C][C]0.161106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63250&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63250&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
10.5693294.37312.5e-05
20.1335951.02620.154501
3-0.272759-2.09510.020232
4-0.065968-0.50670.307125
5-0.246935-1.89670.03138
6-0.074798-0.57450.283895
70.1317211.01180.15789
8-0.171485-1.31720.096432
9-0.114484-0.87940.191385
100.0653330.50180.308827
110.0642290.49340.311797
12-0.223344-1.71550.045747
13-0.129958-0.99820.161124
140.1019960.78340.218248
150.0102980.07910.468612
16-0.18792-1.44340.077092
17-0.126049-0.96820.168448
18-0.02276-0.17480.430909
190.1045130.80280.212662
20-0.133259-1.02360.155105
210.0064050.04920.480463
22-0.087785-0.67430.25138
230.1307381.00420.159687
24-0.024595-0.18890.425402
25-0.019081-0.14660.441987
26-0.054248-0.41670.339211
27-0.064139-0.49270.31204
280.0422080.32420.373466
29-0.07806-0.59960.275536
30-0.003419-0.02630.489567
31-0.004388-0.03370.486612
320.0190170.14610.442183
33-0.036879-0.28330.388981
34-0.004202-0.03230.487179
350.0960370.73770.231819
36-0.129967-0.99830.161106


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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')