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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 06:09:20 -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/t1259932282krndm4xe3uasp24.htm/, Retrieved Sun, 28 Apr 2024 07:38:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63463, Retrieved Sun, 28 Apr 2024 07:38:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110
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       [Standard Deviation-Mean Plot] [Identifying Integ...] [2009-11-22 12:50:05] [b98453cac15ba1066b407e146608df68]
-    D        [Standard Deviation-Mean Plot] [] [2009-11-26 10:43:35] [d181e5359f7da6c8509e4702d1229fb0]
- RMP           [(Partial) Autocorrelation Function] [] [2009-12-03 17:32:57] [d181e5359f7da6c8509e4702d1229fb0]
-   P               [(Partial) Autocorrelation Function] [] [2009-12-04 13:09:20] [b4088cbf8335906ce53a9289ed6fac01] [Current]
-   P                 [(Partial) Autocorrelation Function] [] [2009-12-18 14:18:09] [d181e5359f7da6c8509e4702d1229fb0]
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Dataseries X:
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.00
8.2
8.1
8.1
8.00
7.9
7.9
8.00
8.00
7.9
8.00
7.7
7.2
7.5
7.3
7.00
7.00
7.00
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.00
8.00
7.7
7.3
7.4
8.1
8.3
8.2




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=63463&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=63463&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63463&T=0

As an alternative you can also use a 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
10.2785522.13960.018267
2-0.210316-1.61550.055773
3-0.465593-3.57630.000352
4-0.447296-3.43570.000544
5-0.051765-0.39760.346174
60.1881511.44520.076844
70.3041392.33610.011451
80.2115791.62520.054729
9-0.130828-1.00490.159523
10-0.096428-0.74070.230913
11-0.043966-0.33770.368391
12-0.132791-1.020.15595
130.0139040.10680.457656
140.0980830.75340.227106
150.0745590.57270.284512
16-0.000948-0.00730.497107
17-0.06075-0.46660.321242
180.0184080.14140.444019
19-0.117931-0.90580.184352
20-0.002922-0.02240.491083
210.1453031.11610.134454
220.036180.27790.391028
23-0.042786-0.32860.371792
24-0.129958-0.99820.161123
25-0.02245-0.17240.431839
260.1374391.05570.147707
270.0659730.50670.307111
28-0.002708-0.02080.491739
29-0.095696-0.73510.232609
30-0.204818-1.57320.060506
310.0580280.44570.328714
320.1501061.1530.126783
330.1490841.14510.128388
340.0795780.61120.271692
35-0.177781-1.36560.08863
36-0.207152-1.59120.058458

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.278552 & 2.1396 & 0.018267 \tabularnewline
2 & -0.210316 & -1.6155 & 0.055773 \tabularnewline
3 & -0.465593 & -3.5763 & 0.000352 \tabularnewline
4 & -0.447296 & -3.4357 & 0.000544 \tabularnewline
5 & -0.051765 & -0.3976 & 0.346174 \tabularnewline
6 & 0.188151 & 1.4452 & 0.076844 \tabularnewline
7 & 0.304139 & 2.3361 & 0.011451 \tabularnewline
8 & 0.211579 & 1.6252 & 0.054729 \tabularnewline
9 & -0.130828 & -1.0049 & 0.159523 \tabularnewline
10 & -0.096428 & -0.7407 & 0.230913 \tabularnewline
11 & -0.043966 & -0.3377 & 0.368391 \tabularnewline
12 & -0.132791 & -1.02 & 0.15595 \tabularnewline
13 & 0.013904 & 0.1068 & 0.457656 \tabularnewline
14 & 0.098083 & 0.7534 & 0.227106 \tabularnewline
15 & 0.074559 & 0.5727 & 0.284512 \tabularnewline
16 & -0.000948 & -0.0073 & 0.497107 \tabularnewline
17 & -0.06075 & -0.4666 & 0.321242 \tabularnewline
18 & 0.018408 & 0.1414 & 0.444019 \tabularnewline
19 & -0.117931 & -0.9058 & 0.184352 \tabularnewline
20 & -0.002922 & -0.0224 & 0.491083 \tabularnewline
21 & 0.145303 & 1.1161 & 0.134454 \tabularnewline
22 & 0.03618 & 0.2779 & 0.391028 \tabularnewline
23 & -0.042786 & -0.3286 & 0.371792 \tabularnewline
24 & -0.129958 & -0.9982 & 0.161123 \tabularnewline
25 & -0.02245 & -0.1724 & 0.431839 \tabularnewline
26 & 0.137439 & 1.0557 & 0.147707 \tabularnewline
27 & 0.065973 & 0.5067 & 0.307111 \tabularnewline
28 & -0.002708 & -0.0208 & 0.491739 \tabularnewline
29 & -0.095696 & -0.7351 & 0.232609 \tabularnewline
30 & -0.204818 & -1.5732 & 0.060506 \tabularnewline
31 & 0.058028 & 0.4457 & 0.328714 \tabularnewline
32 & 0.150106 & 1.153 & 0.126783 \tabularnewline
33 & 0.149084 & 1.1451 & 0.128388 \tabularnewline
34 & 0.079578 & 0.6112 & 0.271692 \tabularnewline
35 & -0.177781 & -1.3656 & 0.08863 \tabularnewline
36 & -0.207152 & -1.5912 & 0.058458 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63463&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]0.278552[/C][C]2.1396[/C][C]0.018267[/C][/ROW]
[ROW][C]2[/C][C]-0.210316[/C][C]-1.6155[/C][C]0.055773[/C][/ROW]
[ROW][C]3[/C][C]-0.465593[/C][C]-3.5763[/C][C]0.000352[/C][/ROW]
[ROW][C]4[/C][C]-0.447296[/C][C]-3.4357[/C][C]0.000544[/C][/ROW]
[ROW][C]5[/C][C]-0.051765[/C][C]-0.3976[/C][C]0.346174[/C][/ROW]
[ROW][C]6[/C][C]0.188151[/C][C]1.4452[/C][C]0.076844[/C][/ROW]
[ROW][C]7[/C][C]0.304139[/C][C]2.3361[/C][C]0.011451[/C][/ROW]
[ROW][C]8[/C][C]0.211579[/C][C]1.6252[/C][C]0.054729[/C][/ROW]
[ROW][C]9[/C][C]-0.130828[/C][C]-1.0049[/C][C]0.159523[/C][/ROW]
[ROW][C]10[/C][C]-0.096428[/C][C]-0.7407[/C][C]0.230913[/C][/ROW]
[ROW][C]11[/C][C]-0.043966[/C][C]-0.3377[/C][C]0.368391[/C][/ROW]
[ROW][C]12[/C][C]-0.132791[/C][C]-1.02[/C][C]0.15595[/C][/ROW]
[ROW][C]13[/C][C]0.013904[/C][C]0.1068[/C][C]0.457656[/C][/ROW]
[ROW][C]14[/C][C]0.098083[/C][C]0.7534[/C][C]0.227106[/C][/ROW]
[ROW][C]15[/C][C]0.074559[/C][C]0.5727[/C][C]0.284512[/C][/ROW]
[ROW][C]16[/C][C]-0.000948[/C][C]-0.0073[/C][C]0.497107[/C][/ROW]
[ROW][C]17[/C][C]-0.06075[/C][C]-0.4666[/C][C]0.321242[/C][/ROW]
[ROW][C]18[/C][C]0.018408[/C][C]0.1414[/C][C]0.444019[/C][/ROW]
[ROW][C]19[/C][C]-0.117931[/C][C]-0.9058[/C][C]0.184352[/C][/ROW]
[ROW][C]20[/C][C]-0.002922[/C][C]-0.0224[/C][C]0.491083[/C][/ROW]
[ROW][C]21[/C][C]0.145303[/C][C]1.1161[/C][C]0.134454[/C][/ROW]
[ROW][C]22[/C][C]0.03618[/C][C]0.2779[/C][C]0.391028[/C][/ROW]
[ROW][C]23[/C][C]-0.042786[/C][C]-0.3286[/C][C]0.371792[/C][/ROW]
[ROW][C]24[/C][C]-0.129958[/C][C]-0.9982[/C][C]0.161123[/C][/ROW]
[ROW][C]25[/C][C]-0.02245[/C][C]-0.1724[/C][C]0.431839[/C][/ROW]
[ROW][C]26[/C][C]0.137439[/C][C]1.0557[/C][C]0.147707[/C][/ROW]
[ROW][C]27[/C][C]0.065973[/C][C]0.5067[/C][C]0.307111[/C][/ROW]
[ROW][C]28[/C][C]-0.002708[/C][C]-0.0208[/C][C]0.491739[/C][/ROW]
[ROW][C]29[/C][C]-0.095696[/C][C]-0.7351[/C][C]0.232609[/C][/ROW]
[ROW][C]30[/C][C]-0.204818[/C][C]-1.5732[/C][C]0.060506[/C][/ROW]
[ROW][C]31[/C][C]0.058028[/C][C]0.4457[/C][C]0.328714[/C][/ROW]
[ROW][C]32[/C][C]0.150106[/C][C]1.153[/C][C]0.126783[/C][/ROW]
[ROW][C]33[/C][C]0.149084[/C][C]1.1451[/C][C]0.128388[/C][/ROW]
[ROW][C]34[/C][C]0.079578[/C][C]0.6112[/C][C]0.271692[/C][/ROW]
[ROW][C]35[/C][C]-0.177781[/C][C]-1.3656[/C][C]0.08863[/C][/ROW]
[ROW][C]36[/C][C]-0.207152[/C][C]-1.5912[/C][C]0.058458[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63463&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63463&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2785522.13960.018267
2-0.210316-1.61550.055773
3-0.465593-3.57630.000352
4-0.447296-3.43570.000544
5-0.051765-0.39760.346174
60.1881511.44520.076844
70.3041392.33610.011451
80.2115791.62520.054729
9-0.130828-1.00490.159523
10-0.096428-0.74070.230913
11-0.043966-0.33770.368391
12-0.132791-1.020.15595
130.0139040.10680.457656
140.0980830.75340.227106
150.0745590.57270.284512
16-0.000948-0.00730.497107
17-0.06075-0.46660.321242
180.0184080.14140.444019
19-0.117931-0.90580.184352
20-0.002922-0.02240.491083
210.1453031.11610.134454
220.036180.27790.391028
23-0.042786-0.32860.371792
24-0.129958-0.99820.161123
25-0.02245-0.17240.431839
260.1374391.05570.147707
270.0659730.50670.307111
28-0.002708-0.02080.491739
29-0.095696-0.73510.232609
30-0.204818-1.57320.060506
310.0580280.44570.328714
320.1501061.1530.126783
330.1490841.14510.128388
340.0795780.61120.271692
35-0.177781-1.36560.08863
36-0.207152-1.59120.058458







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2785522.13960.018267
2-0.312125-2.39750.009846
3-0.362479-2.78430.0036
4-0.368679-2.83190.00316
5-0.107399-0.82490.206362
6-0.183532-1.40970.081934
7-0.065135-0.50030.309359
8-0.037661-0.28930.386689
9-0.227022-1.74380.043202
100.1037510.79690.214345
110.0833140.63990.262342
12-0.193442-1.48590.071321
130.0152910.11750.45345
140.1123550.8630.195812
15-0.040437-0.31060.3786
16-0.078729-0.60470.27384
170.0265050.20360.419688
180.0453240.34810.364487
19-0.226279-1.73810.043707
200.1090820.83790.202741
210.0731910.56220.288058
22-0.14231-1.09310.139396
23-0.010597-0.08140.4677
24-0.070308-0.540.295598
25-0.021958-0.16870.433318
260.1617251.24220.109532
270.0302380.23230.408568
28-0.207273-1.59210.058354
290.0116670.08960.464448
30-0.005916-0.04540.481955
31-0.01273-0.09780.461218
32-0.036541-0.28070.389971
330.0976380.750.228125
340.0349360.26840.394683
35-0.12582-0.96640.168884
36-0.071036-0.54560.293686

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.278552 & 2.1396 & 0.018267 \tabularnewline
2 & -0.312125 & -2.3975 & 0.009846 \tabularnewline
3 & -0.362479 & -2.7843 & 0.0036 \tabularnewline
4 & -0.368679 & -2.8319 & 0.00316 \tabularnewline
5 & -0.107399 & -0.8249 & 0.206362 \tabularnewline
6 & -0.183532 & -1.4097 & 0.081934 \tabularnewline
7 & -0.065135 & -0.5003 & 0.309359 \tabularnewline
8 & -0.037661 & -0.2893 & 0.386689 \tabularnewline
9 & -0.227022 & -1.7438 & 0.043202 \tabularnewline
10 & 0.103751 & 0.7969 & 0.214345 \tabularnewline
11 & 0.083314 & 0.6399 & 0.262342 \tabularnewline
12 & -0.193442 & -1.4859 & 0.071321 \tabularnewline
13 & 0.015291 & 0.1175 & 0.45345 \tabularnewline
14 & 0.112355 & 0.863 & 0.195812 \tabularnewline
15 & -0.040437 & -0.3106 & 0.3786 \tabularnewline
16 & -0.078729 & -0.6047 & 0.27384 \tabularnewline
17 & 0.026505 & 0.2036 & 0.419688 \tabularnewline
18 & 0.045324 & 0.3481 & 0.364487 \tabularnewline
19 & -0.226279 & -1.7381 & 0.043707 \tabularnewline
20 & 0.109082 & 0.8379 & 0.202741 \tabularnewline
21 & 0.073191 & 0.5622 & 0.288058 \tabularnewline
22 & -0.14231 & -1.0931 & 0.139396 \tabularnewline
23 & -0.010597 & -0.0814 & 0.4677 \tabularnewline
24 & -0.070308 & -0.54 & 0.295598 \tabularnewline
25 & -0.021958 & -0.1687 & 0.433318 \tabularnewline
26 & 0.161725 & 1.2422 & 0.109532 \tabularnewline
27 & 0.030238 & 0.2323 & 0.408568 \tabularnewline
28 & -0.207273 & -1.5921 & 0.058354 \tabularnewline
29 & 0.011667 & 0.0896 & 0.464448 \tabularnewline
30 & -0.005916 & -0.0454 & 0.481955 \tabularnewline
31 & -0.01273 & -0.0978 & 0.461218 \tabularnewline
32 & -0.036541 & -0.2807 & 0.389971 \tabularnewline
33 & 0.097638 & 0.75 & 0.228125 \tabularnewline
34 & 0.034936 & 0.2684 & 0.394683 \tabularnewline
35 & -0.12582 & -0.9664 & 0.168884 \tabularnewline
36 & -0.071036 & -0.5456 & 0.293686 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63463&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]0.278552[/C][C]2.1396[/C][C]0.018267[/C][/ROW]
[ROW][C]2[/C][C]-0.312125[/C][C]-2.3975[/C][C]0.009846[/C][/ROW]
[ROW][C]3[/C][C]-0.362479[/C][C]-2.7843[/C][C]0.0036[/C][/ROW]
[ROW][C]4[/C][C]-0.368679[/C][C]-2.8319[/C][C]0.00316[/C][/ROW]
[ROW][C]5[/C][C]-0.107399[/C][C]-0.8249[/C][C]0.206362[/C][/ROW]
[ROW][C]6[/C][C]-0.183532[/C][C]-1.4097[/C][C]0.081934[/C][/ROW]
[ROW][C]7[/C][C]-0.065135[/C][C]-0.5003[/C][C]0.309359[/C][/ROW]
[ROW][C]8[/C][C]-0.037661[/C][C]-0.2893[/C][C]0.386689[/C][/ROW]
[ROW][C]9[/C][C]-0.227022[/C][C]-1.7438[/C][C]0.043202[/C][/ROW]
[ROW][C]10[/C][C]0.103751[/C][C]0.7969[/C][C]0.214345[/C][/ROW]
[ROW][C]11[/C][C]0.083314[/C][C]0.6399[/C][C]0.262342[/C][/ROW]
[ROW][C]12[/C][C]-0.193442[/C][C]-1.4859[/C][C]0.071321[/C][/ROW]
[ROW][C]13[/C][C]0.015291[/C][C]0.1175[/C][C]0.45345[/C][/ROW]
[ROW][C]14[/C][C]0.112355[/C][C]0.863[/C][C]0.195812[/C][/ROW]
[ROW][C]15[/C][C]-0.040437[/C][C]-0.3106[/C][C]0.3786[/C][/ROW]
[ROW][C]16[/C][C]-0.078729[/C][C]-0.6047[/C][C]0.27384[/C][/ROW]
[ROW][C]17[/C][C]0.026505[/C][C]0.2036[/C][C]0.419688[/C][/ROW]
[ROW][C]18[/C][C]0.045324[/C][C]0.3481[/C][C]0.364487[/C][/ROW]
[ROW][C]19[/C][C]-0.226279[/C][C]-1.7381[/C][C]0.043707[/C][/ROW]
[ROW][C]20[/C][C]0.109082[/C][C]0.8379[/C][C]0.202741[/C][/ROW]
[ROW][C]21[/C][C]0.073191[/C][C]0.5622[/C][C]0.288058[/C][/ROW]
[ROW][C]22[/C][C]-0.14231[/C][C]-1.0931[/C][C]0.139396[/C][/ROW]
[ROW][C]23[/C][C]-0.010597[/C][C]-0.0814[/C][C]0.4677[/C][/ROW]
[ROW][C]24[/C][C]-0.070308[/C][C]-0.54[/C][C]0.295598[/C][/ROW]
[ROW][C]25[/C][C]-0.021958[/C][C]-0.1687[/C][C]0.433318[/C][/ROW]
[ROW][C]26[/C][C]0.161725[/C][C]1.2422[/C][C]0.109532[/C][/ROW]
[ROW][C]27[/C][C]0.030238[/C][C]0.2323[/C][C]0.408568[/C][/ROW]
[ROW][C]28[/C][C]-0.207273[/C][C]-1.5921[/C][C]0.058354[/C][/ROW]
[ROW][C]29[/C][C]0.011667[/C][C]0.0896[/C][C]0.464448[/C][/ROW]
[ROW][C]30[/C][C]-0.005916[/C][C]-0.0454[/C][C]0.481955[/C][/ROW]
[ROW][C]31[/C][C]-0.01273[/C][C]-0.0978[/C][C]0.461218[/C][/ROW]
[ROW][C]32[/C][C]-0.036541[/C][C]-0.2807[/C][C]0.389971[/C][/ROW]
[ROW][C]33[/C][C]0.097638[/C][C]0.75[/C][C]0.228125[/C][/ROW]
[ROW][C]34[/C][C]0.034936[/C][C]0.2684[/C][C]0.394683[/C][/ROW]
[ROW][C]35[/C][C]-0.12582[/C][C]-0.9664[/C][C]0.168884[/C][/ROW]
[ROW][C]36[/C][C]-0.071036[/C][C]-0.5456[/C][C]0.293686[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63463&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63463&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2785522.13960.018267
2-0.312125-2.39750.009846
3-0.362479-2.78430.0036
4-0.368679-2.83190.00316
5-0.107399-0.82490.206362
6-0.183532-1.40970.081934
7-0.065135-0.50030.309359
8-0.037661-0.28930.386689
9-0.227022-1.74380.043202
100.1037510.79690.214345
110.0833140.63990.262342
12-0.193442-1.48590.071321
130.0152910.11750.45345
140.1123550.8630.195812
15-0.040437-0.31060.3786
16-0.078729-0.60470.27384
170.0265050.20360.419688
180.0453240.34810.364487
19-0.226279-1.73810.043707
200.1090820.83790.202741
210.0731910.56220.288058
22-0.14231-1.09310.139396
23-0.010597-0.08140.4677
24-0.070308-0.540.295598
25-0.021958-0.16870.433318
260.1617251.24220.109532
270.0302380.23230.408568
28-0.207273-1.59210.058354
290.0116670.08960.464448
30-0.005916-0.04540.481955
31-0.01273-0.09780.461218
32-0.036541-0.28070.389971
330.0976380.750.228125
340.0349360.26840.394683
35-0.12582-0.96640.168884
36-0.071036-0.54560.293686



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; 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')