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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 07:29:50 -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/t1259937050lsmqgpe8qnsx9s1.htm/, Retrieved Sat, 27 Apr 2024 15:42:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63611, Retrieved Sat, 27 Apr 2024 15:42:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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]
-   PD        [(Partial) Autocorrelation Function] [WS8 d=1 D=1] [2009-11-25 16:19:15] [445b292c553470d9fed8bc2796fd3a00]
-   PD          [(Partial) Autocorrelation Function] [ws 8 d=2 D=1] [2009-11-25 21:12:55] [134dc66689e3d457a82860db6471d419]
-   P               [(Partial) Autocorrelation Function] [WS 8: review2 blog1] [2009-12-04 14:29:50] [17b3de9cda9f51722106e41c76160a49] [Current]
Feedback Forum

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.01
103.84
104.48
95.43
104.80
108.64
105.65
108.42
115.35
113.64
115.24
100.33
101.29
104.48
99.26
100.11
103.52
101.18
96.39
97.56
96.39
85.10
79.77
79.13
80.84
82.75
92.55
96.60
96.92
95.32
98.52
100.22
104.91
103.10
97.13
103.42
111.72
118.11
111.62
100.22
102.03
105.76
107.68
110.77
105.44
112.26
114.07
117.90
124.72
126.42
134.73
135.79
143.36
140.37
144.74
151.98
150.92
163.38
154.43
146.66
157.95
162.10
180.42
179.57
171.58
185.43
190.64
203.00
202.36
193.41
186.17
192.24
209.60
206.41
209.82
230.37
235.80
232.07
244.64
242.19
217.48
209.39
211.73
221.00
203.11
214.71
224.19
238.04
238.36
246.24
259.87
249.97
266.48
282.98
306.31
301.73
314.62
332.62
355.51
370.32
408.13
433.58
440.51
386.29
342.84
254.97
203.42
170.09
174.03
167.85
177.01
188.19
211.20
240.91
230.26
251.25
241.66

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=63611&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=63611&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63611&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
10.4607154.4191.4e-05
20.155021.48690.07023
30.0861980.82680.205249
40.1270571.21870.11304
50.0074260.07120.471685
6-0.021388-0.20510.418954
70.0061790.05930.476433
8-0.090314-0.86630.1943
9-0.230695-2.21270.014695
10-0.244421-2.34440.010605
11-0.235509-2.25890.013125
12-0.449984-4.31612e-05
13-0.252158-2.41860.008774
14-0.082291-0.78930.215982
150.0620620.59530.276559
16-0.039535-0.37920.352703
17-0.020182-0.19360.423466
18-0.016704-0.16020.436532
190.0212370.20370.41952
200.0551390.52890.299082
210.0752560.72180.236114
220.0590690.56660.286194
230.0083250.07990.468263
240.1054921.01180.157134
250.1145611.09880.137355
260.0912020.87480.191987
27-0.017647-0.16930.432979
28-0.057033-0.5470.292837
29-0.009599-0.09210.46342
300.0418070.4010.344675
310.0075820.07270.471093
32-0.059821-0.57380.283758
33-0.052917-0.50760.306489
34-0.030166-0.28930.386484
350.0453840.43530.332181
36-0.030896-0.29630.383816

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460715 & 4.419 & 1.4e-05 \tabularnewline
2 & 0.15502 & 1.4869 & 0.07023 \tabularnewline
3 & 0.086198 & 0.8268 & 0.205249 \tabularnewline
4 & 0.127057 & 1.2187 & 0.11304 \tabularnewline
5 & 0.007426 & 0.0712 & 0.471685 \tabularnewline
6 & -0.021388 & -0.2051 & 0.418954 \tabularnewline
7 & 0.006179 & 0.0593 & 0.476433 \tabularnewline
8 & -0.090314 & -0.8663 & 0.1943 \tabularnewline
9 & -0.230695 & -2.2127 & 0.014695 \tabularnewline
10 & -0.244421 & -2.3444 & 0.010605 \tabularnewline
11 & -0.235509 & -2.2589 & 0.013125 \tabularnewline
12 & -0.449984 & -4.3161 & 2e-05 \tabularnewline
13 & -0.252158 & -2.4186 & 0.008774 \tabularnewline
14 & -0.082291 & -0.7893 & 0.215982 \tabularnewline
15 & 0.062062 & 0.5953 & 0.276559 \tabularnewline
16 & -0.039535 & -0.3792 & 0.352703 \tabularnewline
17 & -0.020182 & -0.1936 & 0.423466 \tabularnewline
18 & -0.016704 & -0.1602 & 0.436532 \tabularnewline
19 & 0.021237 & 0.2037 & 0.41952 \tabularnewline
20 & 0.055139 & 0.5289 & 0.299082 \tabularnewline
21 & 0.075256 & 0.7218 & 0.236114 \tabularnewline
22 & 0.059069 & 0.5666 & 0.286194 \tabularnewline
23 & 0.008325 & 0.0799 & 0.468263 \tabularnewline
24 & 0.105492 & 1.0118 & 0.157134 \tabularnewline
25 & 0.114561 & 1.0988 & 0.137355 \tabularnewline
26 & 0.091202 & 0.8748 & 0.191987 \tabularnewline
27 & -0.017647 & -0.1693 & 0.432979 \tabularnewline
28 & -0.057033 & -0.547 & 0.292837 \tabularnewline
29 & -0.009599 & -0.0921 & 0.46342 \tabularnewline
30 & 0.041807 & 0.401 & 0.344675 \tabularnewline
31 & 0.007582 & 0.0727 & 0.471093 \tabularnewline
32 & -0.059821 & -0.5738 & 0.283758 \tabularnewline
33 & -0.052917 & -0.5076 & 0.306489 \tabularnewline
34 & -0.030166 & -0.2893 & 0.386484 \tabularnewline
35 & 0.045384 & 0.4353 & 0.332181 \tabularnewline
36 & -0.030896 & -0.2963 & 0.383816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63611&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]0.460715[/C][C]4.419[/C][C]1.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.15502[/C][C]1.4869[/C][C]0.07023[/C][/ROW]
[ROW][C]3[/C][C]0.086198[/C][C]0.8268[/C][C]0.205249[/C][/ROW]
[ROW][C]4[/C][C]0.127057[/C][C]1.2187[/C][C]0.11304[/C][/ROW]
[ROW][C]5[/C][C]0.007426[/C][C]0.0712[/C][C]0.471685[/C][/ROW]
[ROW][C]6[/C][C]-0.021388[/C][C]-0.2051[/C][C]0.418954[/C][/ROW]
[ROW][C]7[/C][C]0.006179[/C][C]0.0593[/C][C]0.476433[/C][/ROW]
[ROW][C]8[/C][C]-0.090314[/C][C]-0.8663[/C][C]0.1943[/C][/ROW]
[ROW][C]9[/C][C]-0.230695[/C][C]-2.2127[/C][C]0.014695[/C][/ROW]
[ROW][C]10[/C][C]-0.244421[/C][C]-2.3444[/C][C]0.010605[/C][/ROW]
[ROW][C]11[/C][C]-0.235509[/C][C]-2.2589[/C][C]0.013125[/C][/ROW]
[ROW][C]12[/C][C]-0.449984[/C][C]-4.3161[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.252158[/C][C]-2.4186[/C][C]0.008774[/C][/ROW]
[ROW][C]14[/C][C]-0.082291[/C][C]-0.7893[/C][C]0.215982[/C][/ROW]
[ROW][C]15[/C][C]0.062062[/C][C]0.5953[/C][C]0.276559[/C][/ROW]
[ROW][C]16[/C][C]-0.039535[/C][C]-0.3792[/C][C]0.352703[/C][/ROW]
[ROW][C]17[/C][C]-0.020182[/C][C]-0.1936[/C][C]0.423466[/C][/ROW]
[ROW][C]18[/C][C]-0.016704[/C][C]-0.1602[/C][C]0.436532[/C][/ROW]
[ROW][C]19[/C][C]0.021237[/C][C]0.2037[/C][C]0.41952[/C][/ROW]
[ROW][C]20[/C][C]0.055139[/C][C]0.5289[/C][C]0.299082[/C][/ROW]
[ROW][C]21[/C][C]0.075256[/C][C]0.7218[/C][C]0.236114[/C][/ROW]
[ROW][C]22[/C][C]0.059069[/C][C]0.5666[/C][C]0.286194[/C][/ROW]
[ROW][C]23[/C][C]0.008325[/C][C]0.0799[/C][C]0.468263[/C][/ROW]
[ROW][C]24[/C][C]0.105492[/C][C]1.0118[/C][C]0.157134[/C][/ROW]
[ROW][C]25[/C][C]0.114561[/C][C]1.0988[/C][C]0.137355[/C][/ROW]
[ROW][C]26[/C][C]0.091202[/C][C]0.8748[/C][C]0.191987[/C][/ROW]
[ROW][C]27[/C][C]-0.017647[/C][C]-0.1693[/C][C]0.432979[/C][/ROW]
[ROW][C]28[/C][C]-0.057033[/C][C]-0.547[/C][C]0.292837[/C][/ROW]
[ROW][C]29[/C][C]-0.009599[/C][C]-0.0921[/C][C]0.46342[/C][/ROW]
[ROW][C]30[/C][C]0.041807[/C][C]0.401[/C][C]0.344675[/C][/ROW]
[ROW][C]31[/C][C]0.007582[/C][C]0.0727[/C][C]0.471093[/C][/ROW]
[ROW][C]32[/C][C]-0.059821[/C][C]-0.5738[/C][C]0.283758[/C][/ROW]
[ROW][C]33[/C][C]-0.052917[/C][C]-0.5076[/C][C]0.306489[/C][/ROW]
[ROW][C]34[/C][C]-0.030166[/C][C]-0.2893[/C][C]0.386484[/C][/ROW]
[ROW][C]35[/C][C]0.045384[/C][C]0.4353[/C][C]0.332181[/C][/ROW]
[ROW][C]36[/C][C]-0.030896[/C][C]-0.2963[/C][C]0.383816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63611&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63611&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
10.4607154.4191.4e-05
20.155021.48690.07023
30.0861980.82680.205249
40.1270571.21870.11304
50.0074260.07120.471685
6-0.021388-0.20510.418954
70.0061790.05930.476433
8-0.090314-0.86630.1943
9-0.230695-2.21270.014695
10-0.244421-2.34440.010605
11-0.235509-2.25890.013125
12-0.449984-4.31612e-05
13-0.252158-2.41860.008774
14-0.082291-0.78930.215982
150.0620620.59530.276559
16-0.039535-0.37920.352703
17-0.020182-0.19360.423466
18-0.016704-0.16020.436532
190.0212370.20370.41952
200.0551390.52890.299082
210.0752560.72180.236114
220.0590690.56660.286194
230.0083250.07990.468263
240.1054921.01180.157134
250.1145611.09880.137355
260.0912020.87480.191987
27-0.017647-0.16930.432979
28-0.057033-0.5470.292837
29-0.009599-0.09210.46342
300.0418070.4010.344675
310.0075820.07270.471093
32-0.059821-0.57380.283758
33-0.052917-0.50760.306489
34-0.030166-0.28930.386484
350.0453840.43530.332181
36-0.030896-0.29630.383816






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4607154.4191.4e-05
2-0.072662-0.69690.243797
30.0549590.52720.299678
40.0950670.91180.182116
5-0.119353-1.14480.127632
60.0231060.22160.412548
70.0187870.18020.428698
8-0.150539-1.44390.076079
9-0.154129-1.47830.071365
10-0.080996-0.77690.219611
11-0.126566-1.2140.113931
12-0.383657-3.67990.000196
130.1807071.73330.043198
14-0.026376-0.2530.400422
150.126091.20940.114802
16-0.038209-0.36650.357423
17-0.014649-0.14050.444281
18-0.083908-0.80480.211499
190.0195430.18740.425862
20-0.025745-0.24690.402753
21-0.154652-1.48340.070697
22-0.064869-0.62220.267673
23-0.084084-0.80650.211017
240.001140.01090.495651
250.100960.96840.167698
260.0351940.33760.368227
270.0195820.18780.425715
28-0.143401-1.37550.086165
290.0893530.8570.196824
30-0.070578-0.6770.250063
31-0.017712-0.16990.432734
32-0.111276-1.06730.144309
33-0.041674-0.39970.345145
34-0.03119-0.29920.382745
350.1004110.96310.169008
36-0.028989-0.27810.390797

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460715 & 4.419 & 1.4e-05 \tabularnewline
2 & -0.072662 & -0.6969 & 0.243797 \tabularnewline
3 & 0.054959 & 0.5272 & 0.299678 \tabularnewline
4 & 0.095067 & 0.9118 & 0.182116 \tabularnewline
5 & -0.119353 & -1.1448 & 0.127632 \tabularnewline
6 & 0.023106 & 0.2216 & 0.412548 \tabularnewline
7 & 0.018787 & 0.1802 & 0.428698 \tabularnewline
8 & -0.150539 & -1.4439 & 0.076079 \tabularnewline
9 & -0.154129 & -1.4783 & 0.071365 \tabularnewline
10 & -0.080996 & -0.7769 & 0.219611 \tabularnewline
11 & -0.126566 & -1.214 & 0.113931 \tabularnewline
12 & -0.383657 & -3.6799 & 0.000196 \tabularnewline
13 & 0.180707 & 1.7333 & 0.043198 \tabularnewline
14 & -0.026376 & -0.253 & 0.400422 \tabularnewline
15 & 0.12609 & 1.2094 & 0.114802 \tabularnewline
16 & -0.038209 & -0.3665 & 0.357423 \tabularnewline
17 & -0.014649 & -0.1405 & 0.444281 \tabularnewline
18 & -0.083908 & -0.8048 & 0.211499 \tabularnewline
19 & 0.019543 & 0.1874 & 0.425862 \tabularnewline
20 & -0.025745 & -0.2469 & 0.402753 \tabularnewline
21 & -0.154652 & -1.4834 & 0.070697 \tabularnewline
22 & -0.064869 & -0.6222 & 0.267673 \tabularnewline
23 & -0.084084 & -0.8065 & 0.211017 \tabularnewline
24 & 0.00114 & 0.0109 & 0.495651 \tabularnewline
25 & 0.10096 & 0.9684 & 0.167698 \tabularnewline
26 & 0.035194 & 0.3376 & 0.368227 \tabularnewline
27 & 0.019582 & 0.1878 & 0.425715 \tabularnewline
28 & -0.143401 & -1.3755 & 0.086165 \tabularnewline
29 & 0.089353 & 0.857 & 0.196824 \tabularnewline
30 & -0.070578 & -0.677 & 0.250063 \tabularnewline
31 & -0.017712 & -0.1699 & 0.432734 \tabularnewline
32 & -0.111276 & -1.0673 & 0.144309 \tabularnewline
33 & -0.041674 & -0.3997 & 0.345145 \tabularnewline
34 & -0.03119 & -0.2992 & 0.382745 \tabularnewline
35 & 0.100411 & 0.9631 & 0.169008 \tabularnewline
36 & -0.028989 & -0.2781 & 0.390797 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63611&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]0.460715[/C][C]4.419[/C][C]1.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.072662[/C][C]-0.6969[/C][C]0.243797[/C][/ROW]
[ROW][C]3[/C][C]0.054959[/C][C]0.5272[/C][C]0.299678[/C][/ROW]
[ROW][C]4[/C][C]0.095067[/C][C]0.9118[/C][C]0.182116[/C][/ROW]
[ROW][C]5[/C][C]-0.119353[/C][C]-1.1448[/C][C]0.127632[/C][/ROW]
[ROW][C]6[/C][C]0.023106[/C][C]0.2216[/C][C]0.412548[/C][/ROW]
[ROW][C]7[/C][C]0.018787[/C][C]0.1802[/C][C]0.428698[/C][/ROW]
[ROW][C]8[/C][C]-0.150539[/C][C]-1.4439[/C][C]0.076079[/C][/ROW]
[ROW][C]9[/C][C]-0.154129[/C][C]-1.4783[/C][C]0.071365[/C][/ROW]
[ROW][C]10[/C][C]-0.080996[/C][C]-0.7769[/C][C]0.219611[/C][/ROW]
[ROW][C]11[/C][C]-0.126566[/C][C]-1.214[/C][C]0.113931[/C][/ROW]
[ROW][C]12[/C][C]-0.383657[/C][C]-3.6799[/C][C]0.000196[/C][/ROW]
[ROW][C]13[/C][C]0.180707[/C][C]1.7333[/C][C]0.043198[/C][/ROW]
[ROW][C]14[/C][C]-0.026376[/C][C]-0.253[/C][C]0.400422[/C][/ROW]
[ROW][C]15[/C][C]0.12609[/C][C]1.2094[/C][C]0.114802[/C][/ROW]
[ROW][C]16[/C][C]-0.038209[/C][C]-0.3665[/C][C]0.357423[/C][/ROW]
[ROW][C]17[/C][C]-0.014649[/C][C]-0.1405[/C][C]0.444281[/C][/ROW]
[ROW][C]18[/C][C]-0.083908[/C][C]-0.8048[/C][C]0.211499[/C][/ROW]
[ROW][C]19[/C][C]0.019543[/C][C]0.1874[/C][C]0.425862[/C][/ROW]
[ROW][C]20[/C][C]-0.025745[/C][C]-0.2469[/C][C]0.402753[/C][/ROW]
[ROW][C]21[/C][C]-0.154652[/C][C]-1.4834[/C][C]0.070697[/C][/ROW]
[ROW][C]22[/C][C]-0.064869[/C][C]-0.6222[/C][C]0.267673[/C][/ROW]
[ROW][C]23[/C][C]-0.084084[/C][C]-0.8065[/C][C]0.211017[/C][/ROW]
[ROW][C]24[/C][C]0.00114[/C][C]0.0109[/C][C]0.495651[/C][/ROW]
[ROW][C]25[/C][C]0.10096[/C][C]0.9684[/C][C]0.167698[/C][/ROW]
[ROW][C]26[/C][C]0.035194[/C][C]0.3376[/C][C]0.368227[/C][/ROW]
[ROW][C]27[/C][C]0.019582[/C][C]0.1878[/C][C]0.425715[/C][/ROW]
[ROW][C]28[/C][C]-0.143401[/C][C]-1.3755[/C][C]0.086165[/C][/ROW]
[ROW][C]29[/C][C]0.089353[/C][C]0.857[/C][C]0.196824[/C][/ROW]
[ROW][C]30[/C][C]-0.070578[/C][C]-0.677[/C][C]0.250063[/C][/ROW]
[ROW][C]31[/C][C]-0.017712[/C][C]-0.1699[/C][C]0.432734[/C][/ROW]
[ROW][C]32[/C][C]-0.111276[/C][C]-1.0673[/C][C]0.144309[/C][/ROW]
[ROW][C]33[/C][C]-0.041674[/C][C]-0.3997[/C][C]0.345145[/C][/ROW]
[ROW][C]34[/C][C]-0.03119[/C][C]-0.2992[/C][C]0.382745[/C][/ROW]
[ROW][C]35[/C][C]0.100411[/C][C]0.9631[/C][C]0.169008[/C][/ROW]
[ROW][C]36[/C][C]-0.028989[/C][C]-0.2781[/C][C]0.390797[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63611&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63611&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
10.4607154.4191.4e-05
2-0.072662-0.69690.243797
30.0549590.52720.299678
40.0950670.91180.182116
5-0.119353-1.14480.127632
60.0231060.22160.412548
70.0187870.18020.428698
8-0.150539-1.44390.076079
9-0.154129-1.47830.071365
10-0.080996-0.77690.219611
11-0.126566-1.2140.113931
12-0.383657-3.67990.000196
130.1807071.73330.043198
14-0.026376-0.2530.400422
150.126091.20940.114802
16-0.038209-0.36650.357423
17-0.014649-0.14050.444281
18-0.083908-0.80480.211499
190.0195430.18740.425862
20-0.025745-0.24690.402753
21-0.154652-1.48340.070697
22-0.064869-0.62220.267673
23-0.084084-0.80650.211017
240.001140.01090.495651
250.100960.96840.167698
260.0351940.33760.368227
270.0195820.18780.425715
28-0.143401-1.37550.086165
290.0893530.8570.196824
30-0.070578-0.6770.250063
31-0.017712-0.16990.432734
32-0.111276-1.06730.144309
33-0.041674-0.39970.345145
34-0.03119-0.29920.382745
350.1004110.96310.169008
36-0.028989-0.27810.390797


Figures (Output of Computation)

Input Parameters & R Code

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