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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 05:03:38 -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/t1259928315fmaqjl9jvigbsyb.htm/, Retrieved Sun, 28 Apr 2024 11:24:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63346, Retrieved Sun, 28 Apr 2024 11:24:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136

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, ACF model 1] [2009-11-27 23:37:27] [96e597a9107bfe8c07649cce3d4f6fec]
-               [(Partial) Autocorrelation Function] [WS 9, ACF model (...] [2009-12-04 11:59:07] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD              [(Partial) Autocorrelation Function] [WS 9, ACF model (...] [2009-12-04 12:03:38] [e31f2fa83f4a5291b9a51009566cf69b] [Current]
-                     [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 10:41:25] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD                  [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 11:43:59] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD                  [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 11:49:54] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD                  [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 11:49:54] [96e597a9107bfe8c07649cce3d4f6fec]
-   PD                  [(Partial) Autocorrelation Function] [WS 10, ACF model ...] [2009-12-11 11:55:02] [96e597a9107bfe8c07649cce3d4f6fec]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3

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=63346&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=63346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63346&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
10.0411080.28480.38851
20.2196311.52160.067329
30.2938782.0360.023642
40.0421830.29230.385677
50.1446121.00190.160708
60.1522071.05450.148461
7-0.044488-0.30820.379624
80.0552120.38250.351881
90.1007990.69840.244161
10-0.123143-0.85320.198904
110.0474520.32880.371884
12-0.039094-0.27090.393833
13-0.057409-0.39770.346291
14-0.081314-0.56340.287907
15-0.005151-0.03570.48584
16-0.176523-1.2230.113653
17-0.040313-0.27930.390609
18-0.034305-0.23770.406574
19-0.174644-1.210.116107
20-0.068567-0.4750.318453
21-0.084081-0.58250.281469
22-0.260341-1.80370.038778
230.1064410.73740.23222
24-0.248063-1.71860.046063
25-0.135165-0.93640.176865
26-0.011126-0.07710.46944
27-0.140499-0.97340.167616
28-0.09311-0.64510.260973
29-0.07098-0.49180.312563
30-0.131806-0.91320.182856
31-0.130914-0.9070.184469
32-0.025343-0.17560.430681
33-0.17395-1.20520.117025
34-0.013034-0.09030.464212
35-0.057134-0.39580.34699
360.0356250.24680.403051

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.041108 & 0.2848 & 0.38851 \tabularnewline
2 & 0.219631 & 1.5216 & 0.067329 \tabularnewline
3 & 0.293878 & 2.036 & 0.023642 \tabularnewline
4 & 0.042183 & 0.2923 & 0.385677 \tabularnewline
5 & 0.144612 & 1.0019 & 0.160708 \tabularnewline
6 & 0.152207 & 1.0545 & 0.148461 \tabularnewline
7 & -0.044488 & -0.3082 & 0.379624 \tabularnewline
8 & 0.055212 & 0.3825 & 0.351881 \tabularnewline
9 & 0.100799 & 0.6984 & 0.244161 \tabularnewline
10 & -0.123143 & -0.8532 & 0.198904 \tabularnewline
11 & 0.047452 & 0.3288 & 0.371884 \tabularnewline
12 & -0.039094 & -0.2709 & 0.393833 \tabularnewline
13 & -0.057409 & -0.3977 & 0.346291 \tabularnewline
14 & -0.081314 & -0.5634 & 0.287907 \tabularnewline
15 & -0.005151 & -0.0357 & 0.48584 \tabularnewline
16 & -0.176523 & -1.223 & 0.113653 \tabularnewline
17 & -0.040313 & -0.2793 & 0.390609 \tabularnewline
18 & -0.034305 & -0.2377 & 0.406574 \tabularnewline
19 & -0.174644 & -1.21 & 0.116107 \tabularnewline
20 & -0.068567 & -0.475 & 0.318453 \tabularnewline
21 & -0.084081 & -0.5825 & 0.281469 \tabularnewline
22 & -0.260341 & -1.8037 & 0.038778 \tabularnewline
23 & 0.106441 & 0.7374 & 0.23222 \tabularnewline
24 & -0.248063 & -1.7186 & 0.046063 \tabularnewline
25 & -0.135165 & -0.9364 & 0.176865 \tabularnewline
26 & -0.011126 & -0.0771 & 0.46944 \tabularnewline
27 & -0.140499 & -0.9734 & 0.167616 \tabularnewline
28 & -0.09311 & -0.6451 & 0.260973 \tabularnewline
29 & -0.07098 & -0.4918 & 0.312563 \tabularnewline
30 & -0.131806 & -0.9132 & 0.182856 \tabularnewline
31 & -0.130914 & -0.907 & 0.184469 \tabularnewline
32 & -0.025343 & -0.1756 & 0.430681 \tabularnewline
33 & -0.17395 & -1.2052 & 0.117025 \tabularnewline
34 & -0.013034 & -0.0903 & 0.464212 \tabularnewline
35 & -0.057134 & -0.3958 & 0.34699 \tabularnewline
36 & 0.035625 & 0.2468 & 0.403051 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63346&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]0.041108[/C][C]0.2848[/C][C]0.38851[/C][/ROW]
[ROW][C]2[/C][C]0.219631[/C][C]1.5216[/C][C]0.067329[/C][/ROW]
[ROW][C]3[/C][C]0.293878[/C][C]2.036[/C][C]0.023642[/C][/ROW]
[ROW][C]4[/C][C]0.042183[/C][C]0.2923[/C][C]0.385677[/C][/ROW]
[ROW][C]5[/C][C]0.144612[/C][C]1.0019[/C][C]0.160708[/C][/ROW]
[ROW][C]6[/C][C]0.152207[/C][C]1.0545[/C][C]0.148461[/C][/ROW]
[ROW][C]7[/C][C]-0.044488[/C][C]-0.3082[/C][C]0.379624[/C][/ROW]
[ROW][C]8[/C][C]0.055212[/C][C]0.3825[/C][C]0.351881[/C][/ROW]
[ROW][C]9[/C][C]0.100799[/C][C]0.6984[/C][C]0.244161[/C][/ROW]
[ROW][C]10[/C][C]-0.123143[/C][C]-0.8532[/C][C]0.198904[/C][/ROW]
[ROW][C]11[/C][C]0.047452[/C][C]0.3288[/C][C]0.371884[/C][/ROW]
[ROW][C]12[/C][C]-0.039094[/C][C]-0.2709[/C][C]0.393833[/C][/ROW]
[ROW][C]13[/C][C]-0.057409[/C][C]-0.3977[/C][C]0.346291[/C][/ROW]
[ROW][C]14[/C][C]-0.081314[/C][C]-0.5634[/C][C]0.287907[/C][/ROW]
[ROW][C]15[/C][C]-0.005151[/C][C]-0.0357[/C][C]0.48584[/C][/ROW]
[ROW][C]16[/C][C]-0.176523[/C][C]-1.223[/C][C]0.113653[/C][/ROW]
[ROW][C]17[/C][C]-0.040313[/C][C]-0.2793[/C][C]0.390609[/C][/ROW]
[ROW][C]18[/C][C]-0.034305[/C][C]-0.2377[/C][C]0.406574[/C][/ROW]
[ROW][C]19[/C][C]-0.174644[/C][C]-1.21[/C][C]0.116107[/C][/ROW]
[ROW][C]20[/C][C]-0.068567[/C][C]-0.475[/C][C]0.318453[/C][/ROW]
[ROW][C]21[/C][C]-0.084081[/C][C]-0.5825[/C][C]0.281469[/C][/ROW]
[ROW][C]22[/C][C]-0.260341[/C][C]-1.8037[/C][C]0.038778[/C][/ROW]
[ROW][C]23[/C][C]0.106441[/C][C]0.7374[/C][C]0.23222[/C][/ROW]
[ROW][C]24[/C][C]-0.248063[/C][C]-1.7186[/C][C]0.046063[/C][/ROW]
[ROW][C]25[/C][C]-0.135165[/C][C]-0.9364[/C][C]0.176865[/C][/ROW]
[ROW][C]26[/C][C]-0.011126[/C][C]-0.0771[/C][C]0.46944[/C][/ROW]
[ROW][C]27[/C][C]-0.140499[/C][C]-0.9734[/C][C]0.167616[/C][/ROW]
[ROW][C]28[/C][C]-0.09311[/C][C]-0.6451[/C][C]0.260973[/C][/ROW]
[ROW][C]29[/C][C]-0.07098[/C][C]-0.4918[/C][C]0.312563[/C][/ROW]
[ROW][C]30[/C][C]-0.131806[/C][C]-0.9132[/C][C]0.182856[/C][/ROW]
[ROW][C]31[/C][C]-0.130914[/C][C]-0.907[/C][C]0.184469[/C][/ROW]
[ROW][C]32[/C][C]-0.025343[/C][C]-0.1756[/C][C]0.430681[/C][/ROW]
[ROW][C]33[/C][C]-0.17395[/C][C]-1.2052[/C][C]0.117025[/C][/ROW]
[ROW][C]34[/C][C]-0.013034[/C][C]-0.0903[/C][C]0.464212[/C][/ROW]
[ROW][C]35[/C][C]-0.057134[/C][C]-0.3958[/C][C]0.34699[/C][/ROW]
[ROW][C]36[/C][C]0.035625[/C][C]0.2468[/C][C]0.403051[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63346&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
10.0411080.28480.38851
20.2196311.52160.067329
30.2938782.0360.023642
40.0421830.29230.385677
50.1446121.00190.160708
60.1522071.05450.148461
7-0.044488-0.30820.379624
80.0552120.38250.351881
90.1007990.69840.244161
10-0.123143-0.85320.198904
110.0474520.32880.371884
12-0.039094-0.27090.393833
13-0.057409-0.39770.346291
14-0.081314-0.56340.287907
15-0.005151-0.03570.48584
16-0.176523-1.2230.113653
17-0.040313-0.27930.390609
18-0.034305-0.23770.406574
19-0.174644-1.210.116107
20-0.068567-0.4750.318453
21-0.084081-0.58250.281469
22-0.260341-1.80370.038778
230.1064410.73740.23222
24-0.248063-1.71860.046063
25-0.135165-0.93640.176865
26-0.011126-0.07710.46944
27-0.140499-0.97340.167616
28-0.09311-0.64510.260973
29-0.07098-0.49180.312563
30-0.131806-0.91320.182856
31-0.130914-0.9070.184469
32-0.025343-0.17560.430681
33-0.17395-1.20520.117025
34-0.013034-0.09030.464212
35-0.057134-0.39580.34699
360.0356250.24680.403051






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0411080.28480.38851
20.218311.51250.068483
30.2922452.02470.024239
4-0.007371-0.05110.47974
50.0232040.16080.436477
60.0736380.51020.306132
7-0.095722-0.66320.255193
8-0.047185-0.32690.37258
90.0793590.54980.292497
10-0.108123-0.74910.228727
11-0.012015-0.08320.467003
12-0.03491-0.24190.404959
130.0084920.05880.476665
14-0.110892-0.76830.223041
150.0350690.2430.404534
16-0.10953-0.75880.225827
17-0.020886-0.14470.442775
180.0294310.20390.419646
19-0.068815-0.47680.317846
20-0.074285-0.51470.304575
21-0.016331-0.11310.455195
22-0.18575-1.28690.102148
230.1870961.29620.100546
24-0.193888-1.34330.092747
25-0.019917-0.1380.445413
26-0.043053-0.29830.383389
270.034780.2410.405305
28-0.070912-0.49130.31273
29-0.073819-0.51140.305696
30-0.060764-0.4210.337822
31-0.085881-0.5950.277319
32-0.068911-0.47740.317613
33-0.032155-0.22280.412329
34-0.026405-0.18290.427809
35-0.001314-0.00910.496387
360.0522880.36230.359373

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.041108 & 0.2848 & 0.38851 \tabularnewline
2 & 0.21831 & 1.5125 & 0.068483 \tabularnewline
3 & 0.292245 & 2.0247 & 0.024239 \tabularnewline
4 & -0.007371 & -0.0511 & 0.47974 \tabularnewline
5 & 0.023204 & 0.1608 & 0.436477 \tabularnewline
6 & 0.073638 & 0.5102 & 0.306132 \tabularnewline
7 & -0.095722 & -0.6632 & 0.255193 \tabularnewline
8 & -0.047185 & -0.3269 & 0.37258 \tabularnewline
9 & 0.079359 & 0.5498 & 0.292497 \tabularnewline
10 & -0.108123 & -0.7491 & 0.228727 \tabularnewline
11 & -0.012015 & -0.0832 & 0.467003 \tabularnewline
12 & -0.03491 & -0.2419 & 0.404959 \tabularnewline
13 & 0.008492 & 0.0588 & 0.476665 \tabularnewline
14 & -0.110892 & -0.7683 & 0.223041 \tabularnewline
15 & 0.035069 & 0.243 & 0.404534 \tabularnewline
16 & -0.10953 & -0.7588 & 0.225827 \tabularnewline
17 & -0.020886 & -0.1447 & 0.442775 \tabularnewline
18 & 0.029431 & 0.2039 & 0.419646 \tabularnewline
19 & -0.068815 & -0.4768 & 0.317846 \tabularnewline
20 & -0.074285 & -0.5147 & 0.304575 \tabularnewline
21 & -0.016331 & -0.1131 & 0.455195 \tabularnewline
22 & -0.18575 & -1.2869 & 0.102148 \tabularnewline
23 & 0.187096 & 1.2962 & 0.100546 \tabularnewline
24 & -0.193888 & -1.3433 & 0.092747 \tabularnewline
25 & -0.019917 & -0.138 & 0.445413 \tabularnewline
26 & -0.043053 & -0.2983 & 0.383389 \tabularnewline
27 & 0.03478 & 0.241 & 0.405305 \tabularnewline
28 & -0.070912 & -0.4913 & 0.31273 \tabularnewline
29 & -0.073819 & -0.5114 & 0.305696 \tabularnewline
30 & -0.060764 & -0.421 & 0.337822 \tabularnewline
31 & -0.085881 & -0.595 & 0.277319 \tabularnewline
32 & -0.068911 & -0.4774 & 0.317613 \tabularnewline
33 & -0.032155 & -0.2228 & 0.412329 \tabularnewline
34 & -0.026405 & -0.1829 & 0.427809 \tabularnewline
35 & -0.001314 & -0.0091 & 0.496387 \tabularnewline
36 & 0.052288 & 0.3623 & 0.359373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63346&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]0.041108[/C][C]0.2848[/C][C]0.38851[/C][/ROW]
[ROW][C]2[/C][C]0.21831[/C][C]1.5125[/C][C]0.068483[/C][/ROW]
[ROW][C]3[/C][C]0.292245[/C][C]2.0247[/C][C]0.024239[/C][/ROW]
[ROW][C]4[/C][C]-0.007371[/C][C]-0.0511[/C][C]0.47974[/C][/ROW]
[ROW][C]5[/C][C]0.023204[/C][C]0.1608[/C][C]0.436477[/C][/ROW]
[ROW][C]6[/C][C]0.073638[/C][C]0.5102[/C][C]0.306132[/C][/ROW]
[ROW][C]7[/C][C]-0.095722[/C][C]-0.6632[/C][C]0.255193[/C][/ROW]
[ROW][C]8[/C][C]-0.047185[/C][C]-0.3269[/C][C]0.37258[/C][/ROW]
[ROW][C]9[/C][C]0.079359[/C][C]0.5498[/C][C]0.292497[/C][/ROW]
[ROW][C]10[/C][C]-0.108123[/C][C]-0.7491[/C][C]0.228727[/C][/ROW]
[ROW][C]11[/C][C]-0.012015[/C][C]-0.0832[/C][C]0.467003[/C][/ROW]
[ROW][C]12[/C][C]-0.03491[/C][C]-0.2419[/C][C]0.404959[/C][/ROW]
[ROW][C]13[/C][C]0.008492[/C][C]0.0588[/C][C]0.476665[/C][/ROW]
[ROW][C]14[/C][C]-0.110892[/C][C]-0.7683[/C][C]0.223041[/C][/ROW]
[ROW][C]15[/C][C]0.035069[/C][C]0.243[/C][C]0.404534[/C][/ROW]
[ROW][C]16[/C][C]-0.10953[/C][C]-0.7588[/C][C]0.225827[/C][/ROW]
[ROW][C]17[/C][C]-0.020886[/C][C]-0.1447[/C][C]0.442775[/C][/ROW]
[ROW][C]18[/C][C]0.029431[/C][C]0.2039[/C][C]0.419646[/C][/ROW]
[ROW][C]19[/C][C]-0.068815[/C][C]-0.4768[/C][C]0.317846[/C][/ROW]
[ROW][C]20[/C][C]-0.074285[/C][C]-0.5147[/C][C]0.304575[/C][/ROW]
[ROW][C]21[/C][C]-0.016331[/C][C]-0.1131[/C][C]0.455195[/C][/ROW]
[ROW][C]22[/C][C]-0.18575[/C][C]-1.2869[/C][C]0.102148[/C][/ROW]
[ROW][C]23[/C][C]0.187096[/C][C]1.2962[/C][C]0.100546[/C][/ROW]
[ROW][C]24[/C][C]-0.193888[/C][C]-1.3433[/C][C]0.092747[/C][/ROW]
[ROW][C]25[/C][C]-0.019917[/C][C]-0.138[/C][C]0.445413[/C][/ROW]
[ROW][C]26[/C][C]-0.043053[/C][C]-0.2983[/C][C]0.383389[/C][/ROW]
[ROW][C]27[/C][C]0.03478[/C][C]0.241[/C][C]0.405305[/C][/ROW]
[ROW][C]28[/C][C]-0.070912[/C][C]-0.4913[/C][C]0.31273[/C][/ROW]
[ROW][C]29[/C][C]-0.073819[/C][C]-0.5114[/C][C]0.305696[/C][/ROW]
[ROW][C]30[/C][C]-0.060764[/C][C]-0.421[/C][C]0.337822[/C][/ROW]
[ROW][C]31[/C][C]-0.085881[/C][C]-0.595[/C][C]0.277319[/C][/ROW]
[ROW][C]32[/C][C]-0.068911[/C][C]-0.4774[/C][C]0.317613[/C][/ROW]
[ROW][C]33[/C][C]-0.032155[/C][C]-0.2228[/C][C]0.412329[/C][/ROW]
[ROW][C]34[/C][C]-0.026405[/C][C]-0.1829[/C][C]0.427809[/C][/ROW]
[ROW][C]35[/C][C]-0.001314[/C][C]-0.0091[/C][C]0.496387[/C][/ROW]
[ROW][C]36[/C][C]0.052288[/C][C]0.3623[/C][C]0.359373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63346&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63346&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
10.0411080.28480.38851
20.218311.51250.068483
30.2922452.02470.024239
4-0.007371-0.05110.47974
50.0232040.16080.436477
60.0736380.51020.306132
7-0.095722-0.66320.255193
8-0.047185-0.32690.37258
90.0793590.54980.292497
10-0.108123-0.74910.228727
11-0.012015-0.08320.467003
12-0.03491-0.24190.404959
130.0084920.05880.476665
14-0.110892-0.76830.223041
150.0350690.2430.404534
16-0.10953-0.75880.225827
17-0.020886-0.14470.442775
180.0294310.20390.419646
19-0.068815-0.47680.317846
20-0.074285-0.51470.304575
21-0.016331-0.11310.455195
22-0.18575-1.28690.102148
230.1870961.29620.100546
24-0.193888-1.34330.092747
25-0.019917-0.1380.445413
26-0.043053-0.29830.383389
270.034780.2410.405305
28-0.070912-0.49130.31273
29-0.073819-0.51140.305696
30-0.060764-0.4210.337822
31-0.085881-0.5950.277319
32-0.068911-0.47740.317613
33-0.032155-0.22280.412329
34-0.026405-0.18290.427809
35-0.001314-0.00910.496387
360.0522880.36230.359373


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')