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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 07:11:55 -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/t12599359851o2jvkwg1io7qnk.htm/, Retrieved Sun, 28 Apr 2024 16:20:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63567, Retrieved Sun, 28 Apr 2024 16:20:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151
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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [ACF Link 2] [2009-11-25 18:57:31] [1f74ef2f756548f1f3a7b6136ea56d7f]
-    D          [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2009-12-02 19:11:03] [1f74ef2f756548f1f3a7b6136ea56d7f]
-                 [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2009-12-02 20:15:15] [1f74ef2f756548f1f3a7b6136ea56d7f]
-   PD                [(Partial) Autocorrelation Function] [WS 9 ACF : d=2, D...] [2009-12-04 14:11:55] [ac4f1d4b47349b2602192853b2bc5b72] [Current]
-   PD                  [(Partial) Autocorrelation Function] [WS 9 D=1, d=1] [2009-12-09 16:35:12] [aba88da643e3763d32ff92bd8f92a385]
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Dataseries X:
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
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
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
8
7,7
7,3
7,4
8,1
8,3




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=63567&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=63567&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63567&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
10.1743121.1950.119037
2-0.240826-1.6510.052701
3-0.408257-2.79890.003707
4-0.41055-2.81460.003556
5-0.020642-0.14150.444034
60.2087161.43090.07954
70.3371562.31140.012621
80.1995411.3680.088911
9-0.174312-1.1950.119037
10-0.107798-0.7390.231783
11-0.057339-0.39310.348012
12-0.188073-1.28940.10179
13-0.004587-0.03140.487523
140.1674311.14790.12842
150.1307340.89630.187339
16-0.016055-0.11010.456412
17-0.048165-0.33020.371357
18-0.029817-0.20440.419457
19-0.133028-0.9120.183214
200.0206420.14150.444034
210.217891.49380.070959
220.0252290.1730.431711
23-0.114679-0.78620.217849
24-0.133028-0.9120.183214
25-0.016055-0.11010.456412
260.1009170.69190.246216
270.0848620.58180.281745
280.0504590.34590.36547
29-0.050459-0.34590.36547
30-0.215596-1.47810.073032
310.032110.22010.413359
320.1077980.7390.231783
330.0688070.47170.319655
340.0160550.11010.456412
35-0.059633-0.40880.342263
36-0.025229-0.1730.431711

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.174312 & 1.195 & 0.119037 \tabularnewline
2 & -0.240826 & -1.651 & 0.052701 \tabularnewline
3 & -0.408257 & -2.7989 & 0.003707 \tabularnewline
4 & -0.41055 & -2.8146 & 0.003556 \tabularnewline
5 & -0.020642 & -0.1415 & 0.444034 \tabularnewline
6 & 0.208716 & 1.4309 & 0.07954 \tabularnewline
7 & 0.337156 & 2.3114 & 0.012621 \tabularnewline
8 & 0.199541 & 1.368 & 0.088911 \tabularnewline
9 & -0.174312 & -1.195 & 0.119037 \tabularnewline
10 & -0.107798 & -0.739 & 0.231783 \tabularnewline
11 & -0.057339 & -0.3931 & 0.348012 \tabularnewline
12 & -0.188073 & -1.2894 & 0.10179 \tabularnewline
13 & -0.004587 & -0.0314 & 0.487523 \tabularnewline
14 & 0.167431 & 1.1479 & 0.12842 \tabularnewline
15 & 0.130734 & 0.8963 & 0.187339 \tabularnewline
16 & -0.016055 & -0.1101 & 0.456412 \tabularnewline
17 & -0.048165 & -0.3302 & 0.371357 \tabularnewline
18 & -0.029817 & -0.2044 & 0.419457 \tabularnewline
19 & -0.133028 & -0.912 & 0.183214 \tabularnewline
20 & 0.020642 & 0.1415 & 0.444034 \tabularnewline
21 & 0.21789 & 1.4938 & 0.070959 \tabularnewline
22 & 0.025229 & 0.173 & 0.431711 \tabularnewline
23 & -0.114679 & -0.7862 & 0.217849 \tabularnewline
24 & -0.133028 & -0.912 & 0.183214 \tabularnewline
25 & -0.016055 & -0.1101 & 0.456412 \tabularnewline
26 & 0.100917 & 0.6919 & 0.246216 \tabularnewline
27 & 0.084862 & 0.5818 & 0.281745 \tabularnewline
28 & 0.050459 & 0.3459 & 0.36547 \tabularnewline
29 & -0.050459 & -0.3459 & 0.36547 \tabularnewline
30 & -0.215596 & -1.4781 & 0.073032 \tabularnewline
31 & 0.03211 & 0.2201 & 0.413359 \tabularnewline
32 & 0.107798 & 0.739 & 0.231783 \tabularnewline
33 & 0.068807 & 0.4717 & 0.319655 \tabularnewline
34 & 0.016055 & 0.1101 & 0.456412 \tabularnewline
35 & -0.059633 & -0.4088 & 0.342263 \tabularnewline
36 & -0.025229 & -0.173 & 0.431711 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63567&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]0.174312[/C][C]1.195[/C][C]0.119037[/C][/ROW]
[ROW][C]2[/C][C]-0.240826[/C][C]-1.651[/C][C]0.052701[/C][/ROW]
[ROW][C]3[/C][C]-0.408257[/C][C]-2.7989[/C][C]0.003707[/C][/ROW]
[ROW][C]4[/C][C]-0.41055[/C][C]-2.8146[/C][C]0.003556[/C][/ROW]
[ROW][C]5[/C][C]-0.020642[/C][C]-0.1415[/C][C]0.444034[/C][/ROW]
[ROW][C]6[/C][C]0.208716[/C][C]1.4309[/C][C]0.07954[/C][/ROW]
[ROW][C]7[/C][C]0.337156[/C][C]2.3114[/C][C]0.012621[/C][/ROW]
[ROW][C]8[/C][C]0.199541[/C][C]1.368[/C][C]0.088911[/C][/ROW]
[ROW][C]9[/C][C]-0.174312[/C][C]-1.195[/C][C]0.119037[/C][/ROW]
[ROW][C]10[/C][C]-0.107798[/C][C]-0.739[/C][C]0.231783[/C][/ROW]
[ROW][C]11[/C][C]-0.057339[/C][C]-0.3931[/C][C]0.348012[/C][/ROW]
[ROW][C]12[/C][C]-0.188073[/C][C]-1.2894[/C][C]0.10179[/C][/ROW]
[ROW][C]13[/C][C]-0.004587[/C][C]-0.0314[/C][C]0.487523[/C][/ROW]
[ROW][C]14[/C][C]0.167431[/C][C]1.1479[/C][C]0.12842[/C][/ROW]
[ROW][C]15[/C][C]0.130734[/C][C]0.8963[/C][C]0.187339[/C][/ROW]
[ROW][C]16[/C][C]-0.016055[/C][C]-0.1101[/C][C]0.456412[/C][/ROW]
[ROW][C]17[/C][C]-0.048165[/C][C]-0.3302[/C][C]0.371357[/C][/ROW]
[ROW][C]18[/C][C]-0.029817[/C][C]-0.2044[/C][C]0.419457[/C][/ROW]
[ROW][C]19[/C][C]-0.133028[/C][C]-0.912[/C][C]0.183214[/C][/ROW]
[ROW][C]20[/C][C]0.020642[/C][C]0.1415[/C][C]0.444034[/C][/ROW]
[ROW][C]21[/C][C]0.21789[/C][C]1.4938[/C][C]0.070959[/C][/ROW]
[ROW][C]22[/C][C]0.025229[/C][C]0.173[/C][C]0.431711[/C][/ROW]
[ROW][C]23[/C][C]-0.114679[/C][C]-0.7862[/C][C]0.217849[/C][/ROW]
[ROW][C]24[/C][C]-0.133028[/C][C]-0.912[/C][C]0.183214[/C][/ROW]
[ROW][C]25[/C][C]-0.016055[/C][C]-0.1101[/C][C]0.456412[/C][/ROW]
[ROW][C]26[/C][C]0.100917[/C][C]0.6919[/C][C]0.246216[/C][/ROW]
[ROW][C]27[/C][C]0.084862[/C][C]0.5818[/C][C]0.281745[/C][/ROW]
[ROW][C]28[/C][C]0.050459[/C][C]0.3459[/C][C]0.36547[/C][/ROW]
[ROW][C]29[/C][C]-0.050459[/C][C]-0.3459[/C][C]0.36547[/C][/ROW]
[ROW][C]30[/C][C]-0.215596[/C][C]-1.4781[/C][C]0.073032[/C][/ROW]
[ROW][C]31[/C][C]0.03211[/C][C]0.2201[/C][C]0.413359[/C][/ROW]
[ROW][C]32[/C][C]0.107798[/C][C]0.739[/C][C]0.231783[/C][/ROW]
[ROW][C]33[/C][C]0.068807[/C][C]0.4717[/C][C]0.319655[/C][/ROW]
[ROW][C]34[/C][C]0.016055[/C][C]0.1101[/C][C]0.456412[/C][/ROW]
[ROW][C]35[/C][C]-0.059633[/C][C]-0.4088[/C][C]0.342263[/C][/ROW]
[ROW][C]36[/C][C]-0.025229[/C][C]-0.173[/C][C]0.431711[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63567&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63567&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
10.1743121.1950.119037
2-0.240826-1.6510.052701
3-0.408257-2.79890.003707
4-0.41055-2.81460.003556
5-0.020642-0.14150.444034
60.2087161.43090.07954
70.3371562.31140.012621
80.1995411.3680.088911
9-0.174312-1.1950.119037
10-0.107798-0.7390.231783
11-0.057339-0.39310.348012
12-0.188073-1.28940.10179
13-0.004587-0.03140.487523
140.1674311.14790.12842
150.1307340.89630.187339
16-0.016055-0.11010.456412
17-0.048165-0.33020.371357
18-0.029817-0.20440.419457
19-0.133028-0.9120.183214
200.0206420.14150.444034
210.217891.49380.070959
220.0252290.1730.431711
23-0.114679-0.78620.217849
24-0.133028-0.9120.183214
25-0.016055-0.11010.456412
260.1009170.69190.246216
270.0848620.58180.281745
280.0504590.34590.36547
29-0.050459-0.34590.36547
30-0.215596-1.47810.073032
310.032110.22010.413359
320.1077980.7390.231783
330.0688070.47170.319655
340.0160550.11010.456412
35-0.059633-0.40880.342263
36-0.025229-0.1730.431711







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1743121.1950.119037
2-0.279709-1.91760.030626
3-0.342129-2.34550.011636
4-0.440853-3.02230.002026
5-0.223256-1.53060.06629
6-0.252124-1.72850.045234
7-0.092035-0.6310.265561
8-0.082875-0.56820.286314
9-0.253629-1.73880.044309
100.0600760.41190.341156
110.1295120.88790.18956
12-0.190646-1.3070.098785
13-0.108141-0.74140.231077
140.0816970.56010.289039
15-0.026745-0.18340.427655
16-0.200587-1.37520.087802
17-0.06973-0.4780.317417
18-0.056725-0.38890.349557
19-0.22427-1.53750.065436
20-0.015423-0.10570.458123
210.1442410.98890.163895
22-0.093243-0.63920.262884
23-0.027397-0.18780.425912
24-0.003504-0.0240.490469
25-0.063344-0.43430.333041
260.0430840.29540.384507
270.067580.46330.322641
28-0.180701-1.23880.110782
29-0.095656-0.65580.25758
30-0.090901-0.62320.268087
31-0.052854-0.36240.359357
32-0.160802-1.10240.13795
330.0107410.07360.470805
34-0.073069-0.50090.309377
35-0.152404-1.04480.150723
360.0118550.08130.467784

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.174312 & 1.195 & 0.119037 \tabularnewline
2 & -0.279709 & -1.9176 & 0.030626 \tabularnewline
3 & -0.342129 & -2.3455 & 0.011636 \tabularnewline
4 & -0.440853 & -3.0223 & 0.002026 \tabularnewline
5 & -0.223256 & -1.5306 & 0.06629 \tabularnewline
6 & -0.252124 & -1.7285 & 0.045234 \tabularnewline
7 & -0.092035 & -0.631 & 0.265561 \tabularnewline
8 & -0.082875 & -0.5682 & 0.286314 \tabularnewline
9 & -0.253629 & -1.7388 & 0.044309 \tabularnewline
10 & 0.060076 & 0.4119 & 0.341156 \tabularnewline
11 & 0.129512 & 0.8879 & 0.18956 \tabularnewline
12 & -0.190646 & -1.307 & 0.098785 \tabularnewline
13 & -0.108141 & -0.7414 & 0.231077 \tabularnewline
14 & 0.081697 & 0.5601 & 0.289039 \tabularnewline
15 & -0.026745 & -0.1834 & 0.427655 \tabularnewline
16 & -0.200587 & -1.3752 & 0.087802 \tabularnewline
17 & -0.06973 & -0.478 & 0.317417 \tabularnewline
18 & -0.056725 & -0.3889 & 0.349557 \tabularnewline
19 & -0.22427 & -1.5375 & 0.065436 \tabularnewline
20 & -0.015423 & -0.1057 & 0.458123 \tabularnewline
21 & 0.144241 & 0.9889 & 0.163895 \tabularnewline
22 & -0.093243 & -0.6392 & 0.262884 \tabularnewline
23 & -0.027397 & -0.1878 & 0.425912 \tabularnewline
24 & -0.003504 & -0.024 & 0.490469 \tabularnewline
25 & -0.063344 & -0.4343 & 0.333041 \tabularnewline
26 & 0.043084 & 0.2954 & 0.384507 \tabularnewline
27 & 0.06758 & 0.4633 & 0.322641 \tabularnewline
28 & -0.180701 & -1.2388 & 0.110782 \tabularnewline
29 & -0.095656 & -0.6558 & 0.25758 \tabularnewline
30 & -0.090901 & -0.6232 & 0.268087 \tabularnewline
31 & -0.052854 & -0.3624 & 0.359357 \tabularnewline
32 & -0.160802 & -1.1024 & 0.13795 \tabularnewline
33 & 0.010741 & 0.0736 & 0.470805 \tabularnewline
34 & -0.073069 & -0.5009 & 0.309377 \tabularnewline
35 & -0.152404 & -1.0448 & 0.150723 \tabularnewline
36 & 0.011855 & 0.0813 & 0.467784 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63567&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]0.174312[/C][C]1.195[/C][C]0.119037[/C][/ROW]
[ROW][C]2[/C][C]-0.279709[/C][C]-1.9176[/C][C]0.030626[/C][/ROW]
[ROW][C]3[/C][C]-0.342129[/C][C]-2.3455[/C][C]0.011636[/C][/ROW]
[ROW][C]4[/C][C]-0.440853[/C][C]-3.0223[/C][C]0.002026[/C][/ROW]
[ROW][C]5[/C][C]-0.223256[/C][C]-1.5306[/C][C]0.06629[/C][/ROW]
[ROW][C]6[/C][C]-0.252124[/C][C]-1.7285[/C][C]0.045234[/C][/ROW]
[ROW][C]7[/C][C]-0.092035[/C][C]-0.631[/C][C]0.265561[/C][/ROW]
[ROW][C]8[/C][C]-0.082875[/C][C]-0.5682[/C][C]0.286314[/C][/ROW]
[ROW][C]9[/C][C]-0.253629[/C][C]-1.7388[/C][C]0.044309[/C][/ROW]
[ROW][C]10[/C][C]0.060076[/C][C]0.4119[/C][C]0.341156[/C][/ROW]
[ROW][C]11[/C][C]0.129512[/C][C]0.8879[/C][C]0.18956[/C][/ROW]
[ROW][C]12[/C][C]-0.190646[/C][C]-1.307[/C][C]0.098785[/C][/ROW]
[ROW][C]13[/C][C]-0.108141[/C][C]-0.7414[/C][C]0.231077[/C][/ROW]
[ROW][C]14[/C][C]0.081697[/C][C]0.5601[/C][C]0.289039[/C][/ROW]
[ROW][C]15[/C][C]-0.026745[/C][C]-0.1834[/C][C]0.427655[/C][/ROW]
[ROW][C]16[/C][C]-0.200587[/C][C]-1.3752[/C][C]0.087802[/C][/ROW]
[ROW][C]17[/C][C]-0.06973[/C][C]-0.478[/C][C]0.317417[/C][/ROW]
[ROW][C]18[/C][C]-0.056725[/C][C]-0.3889[/C][C]0.349557[/C][/ROW]
[ROW][C]19[/C][C]-0.22427[/C][C]-1.5375[/C][C]0.065436[/C][/ROW]
[ROW][C]20[/C][C]-0.015423[/C][C]-0.1057[/C][C]0.458123[/C][/ROW]
[ROW][C]21[/C][C]0.144241[/C][C]0.9889[/C][C]0.163895[/C][/ROW]
[ROW][C]22[/C][C]-0.093243[/C][C]-0.6392[/C][C]0.262884[/C][/ROW]
[ROW][C]23[/C][C]-0.027397[/C][C]-0.1878[/C][C]0.425912[/C][/ROW]
[ROW][C]24[/C][C]-0.003504[/C][C]-0.024[/C][C]0.490469[/C][/ROW]
[ROW][C]25[/C][C]-0.063344[/C][C]-0.4343[/C][C]0.333041[/C][/ROW]
[ROW][C]26[/C][C]0.043084[/C][C]0.2954[/C][C]0.384507[/C][/ROW]
[ROW][C]27[/C][C]0.06758[/C][C]0.4633[/C][C]0.322641[/C][/ROW]
[ROW][C]28[/C][C]-0.180701[/C][C]-1.2388[/C][C]0.110782[/C][/ROW]
[ROW][C]29[/C][C]-0.095656[/C][C]-0.6558[/C][C]0.25758[/C][/ROW]
[ROW][C]30[/C][C]-0.090901[/C][C]-0.6232[/C][C]0.268087[/C][/ROW]
[ROW][C]31[/C][C]-0.052854[/C][C]-0.3624[/C][C]0.359357[/C][/ROW]
[ROW][C]32[/C][C]-0.160802[/C][C]-1.1024[/C][C]0.13795[/C][/ROW]
[ROW][C]33[/C][C]0.010741[/C][C]0.0736[/C][C]0.470805[/C][/ROW]
[ROW][C]34[/C][C]-0.073069[/C][C]-0.5009[/C][C]0.309377[/C][/ROW]
[ROW][C]35[/C][C]-0.152404[/C][C]-1.0448[/C][C]0.150723[/C][/ROW]
[ROW][C]36[/C][C]0.011855[/C][C]0.0813[/C][C]0.467784[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63567&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63567&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
10.1743121.1950.119037
2-0.279709-1.91760.030626
3-0.342129-2.34550.011636
4-0.440853-3.02230.002026
5-0.223256-1.53060.06629
6-0.252124-1.72850.045234
7-0.092035-0.6310.265561
8-0.082875-0.56820.286314
9-0.253629-1.73880.044309
100.0600760.41190.341156
110.1295120.88790.18956
12-0.190646-1.3070.098785
13-0.108141-0.74140.231077
140.0816970.56010.289039
15-0.026745-0.18340.427655
16-0.200587-1.37520.087802
17-0.06973-0.4780.317417
18-0.056725-0.38890.349557
19-0.22427-1.53750.065436
20-0.015423-0.10570.458123
210.1442410.98890.163895
22-0.093243-0.63920.262884
23-0.027397-0.18780.425912
24-0.003504-0.0240.490469
25-0.063344-0.43430.333041
260.0430840.29540.384507
270.067580.46330.322641
28-0.180701-1.23880.110782
29-0.095656-0.65580.25758
30-0.090901-0.62320.268087
31-0.052854-0.36240.359357
32-0.160802-1.10240.13795
330.0107410.07360.470805
34-0.073069-0.50090.309377
35-0.152404-1.04480.150723
360.0118550.08130.467784



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