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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 08:17:34 -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/t1259939896l8ogerop4iiwje3.htm/, Retrieved Sun, 28 Apr 2024 00:13:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63740, Retrieved Sun, 28 Apr 2024 00:13:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131
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] [Ws 8.2] [2009-11-25 19:27:18] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD            [(Partial) Autocorrelation Function] [WS 9 ACF] [2009-12-04 15:17:34] [51118f1042b56b16d340924f16263174] [Current]
- RMPD              [Harrell-Davis Quantiles] [Ws 9 Harrel Davis] [2009-12-04 15:59:51] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD              [(Partial) Autocorrelation Function] [ws9 ACF] [2009-12-04 18:53:32] [95cead3ebb75668735f848316249436a]
-                     [(Partial) Autocorrelation Function] [WS9 ACF] [2009-12-04 19:28:39] [95cead3ebb75668735f848316249436a]
-   PD              [(Partial) Autocorrelation Function] [ws9 acf] [2009-12-04 20:29:00] [95cead3ebb75668735f848316249436a]
- R P                 [(Partial) Autocorrelation Function] [] [2009-12-10 16:08:15] [9b30bff5dd5a100f8196daf92e735633]
-   PD              [(Partial) Autocorrelation Function] [verbetering works...] [2009-12-11 09:51:41] [f1a50df816abcbb519e7637ff6b72fa0]
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Dataseries X:
100
96,21064363
96,31280765
107,1793443
114,9066592
92,56060184
114,9995356
107,1236185
117,7765394
107,3650971
106,2970187
114,5072908
98,0031578
103,0649206
100,2879168
104,6066685
111,1544534
104,9874617
109,9284852
111,5352466
132,4974459
100,3436426
123,0983561
114,2379493
104,569518
109,0833101
106,9843039
133,6769759
124,8537197
122,5132349
116,8013374
116,0118882
129,7575926
125,1973623
143,7912139
127,9465032
130,2962757
108,4424631
129,3675118
143,6797622
131,8844618
117,6186496
118,9560695
104,8202842
134,624315
140,401226
143,8005015
153,4317823
153,2924677
127,3149438
153,5525216
136,9276493
131,7730101
144,3391845
107,4208229
113,6249652
124,2221603
102,0618557
96,36853348
111,6838488




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63740&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]2 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=63740&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63740&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.482267-3.70440.000234
20.0266080.20440.41938
30.0238370.18310.427676
4-0.063349-0.48660.314174
50.0658180.50560.307525
6-0.046766-0.35920.360359
70.0786120.60380.274137
8-0.114248-0.87760.191872
90.1149860.88320.190349
10-0.22475-1.72630.04476
110.0295420.22690.410636
120.2593651.99220.02549
13-0.222875-1.71190.04608
140.197771.51910.06704
15-0.275816-2.11860.019173
160.2186061.67910.049206
17-0.015405-0.11830.453105
18-0.087289-0.67050.252585
190.0861180.66150.255439
20-0.037635-0.28910.386766
210.0527210.4050.343486
22-0.08747-0.67190.252144
230.0038650.02970.488209
240.0130750.10040.460172
250.0367450.28220.389373
260.0080950.06220.475315
27-0.155549-1.19480.118474
280.2075931.59460.058078
29-0.122918-0.94410.174472
300.0452130.34730.364805
31-0.002989-0.0230.490882
32-0.020821-0.15990.436741
330.0554260.42570.335924
34-0.02673-0.20530.419015
35-0.105379-0.80940.21076
360.0983430.75540.226511

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.482267 & -3.7044 & 0.000234 \tabularnewline
2 & 0.026608 & 0.2044 & 0.41938 \tabularnewline
3 & 0.023837 & 0.1831 & 0.427676 \tabularnewline
4 & -0.063349 & -0.4866 & 0.314174 \tabularnewline
5 & 0.065818 & 0.5056 & 0.307525 \tabularnewline
6 & -0.046766 & -0.3592 & 0.360359 \tabularnewline
7 & 0.078612 & 0.6038 & 0.274137 \tabularnewline
8 & -0.114248 & -0.8776 & 0.191872 \tabularnewline
9 & 0.114986 & 0.8832 & 0.190349 \tabularnewline
10 & -0.22475 & -1.7263 & 0.04476 \tabularnewline
11 & 0.029542 & 0.2269 & 0.410636 \tabularnewline
12 & 0.259365 & 1.9922 & 0.02549 \tabularnewline
13 & -0.222875 & -1.7119 & 0.04608 \tabularnewline
14 & 0.19777 & 1.5191 & 0.06704 \tabularnewline
15 & -0.275816 & -2.1186 & 0.019173 \tabularnewline
16 & 0.218606 & 1.6791 & 0.049206 \tabularnewline
17 & -0.015405 & -0.1183 & 0.453105 \tabularnewline
18 & -0.087289 & -0.6705 & 0.252585 \tabularnewline
19 & 0.086118 & 0.6615 & 0.255439 \tabularnewline
20 & -0.037635 & -0.2891 & 0.386766 \tabularnewline
21 & 0.052721 & 0.405 & 0.343486 \tabularnewline
22 & -0.08747 & -0.6719 & 0.252144 \tabularnewline
23 & 0.003865 & 0.0297 & 0.488209 \tabularnewline
24 & 0.013075 & 0.1004 & 0.460172 \tabularnewline
25 & 0.036745 & 0.2822 & 0.389373 \tabularnewline
26 & 0.008095 & 0.0622 & 0.475315 \tabularnewline
27 & -0.155549 & -1.1948 & 0.118474 \tabularnewline
28 & 0.207593 & 1.5946 & 0.058078 \tabularnewline
29 & -0.122918 & -0.9441 & 0.174472 \tabularnewline
30 & 0.045213 & 0.3473 & 0.364805 \tabularnewline
31 & -0.002989 & -0.023 & 0.490882 \tabularnewline
32 & -0.020821 & -0.1599 & 0.436741 \tabularnewline
33 & 0.055426 & 0.4257 & 0.335924 \tabularnewline
34 & -0.02673 & -0.2053 & 0.419015 \tabularnewline
35 & -0.105379 & -0.8094 & 0.21076 \tabularnewline
36 & 0.098343 & 0.7554 & 0.226511 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63740&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]-0.482267[/C][C]-3.7044[/C][C]0.000234[/C][/ROW]
[ROW][C]2[/C][C]0.026608[/C][C]0.2044[/C][C]0.41938[/C][/ROW]
[ROW][C]3[/C][C]0.023837[/C][C]0.1831[/C][C]0.427676[/C][/ROW]
[ROW][C]4[/C][C]-0.063349[/C][C]-0.4866[/C][C]0.314174[/C][/ROW]
[ROW][C]5[/C][C]0.065818[/C][C]0.5056[/C][C]0.307525[/C][/ROW]
[ROW][C]6[/C][C]-0.046766[/C][C]-0.3592[/C][C]0.360359[/C][/ROW]
[ROW][C]7[/C][C]0.078612[/C][C]0.6038[/C][C]0.274137[/C][/ROW]
[ROW][C]8[/C][C]-0.114248[/C][C]-0.8776[/C][C]0.191872[/C][/ROW]
[ROW][C]9[/C][C]0.114986[/C][C]0.8832[/C][C]0.190349[/C][/ROW]
[ROW][C]10[/C][C]-0.22475[/C][C]-1.7263[/C][C]0.04476[/C][/ROW]
[ROW][C]11[/C][C]0.029542[/C][C]0.2269[/C][C]0.410636[/C][/ROW]
[ROW][C]12[/C][C]0.259365[/C][C]1.9922[/C][C]0.02549[/C][/ROW]
[ROW][C]13[/C][C]-0.222875[/C][C]-1.7119[/C][C]0.04608[/C][/ROW]
[ROW][C]14[/C][C]0.19777[/C][C]1.5191[/C][C]0.06704[/C][/ROW]
[ROW][C]15[/C][C]-0.275816[/C][C]-2.1186[/C][C]0.019173[/C][/ROW]
[ROW][C]16[/C][C]0.218606[/C][C]1.6791[/C][C]0.049206[/C][/ROW]
[ROW][C]17[/C][C]-0.015405[/C][C]-0.1183[/C][C]0.453105[/C][/ROW]
[ROW][C]18[/C][C]-0.087289[/C][C]-0.6705[/C][C]0.252585[/C][/ROW]
[ROW][C]19[/C][C]0.086118[/C][C]0.6615[/C][C]0.255439[/C][/ROW]
[ROW][C]20[/C][C]-0.037635[/C][C]-0.2891[/C][C]0.386766[/C][/ROW]
[ROW][C]21[/C][C]0.052721[/C][C]0.405[/C][C]0.343486[/C][/ROW]
[ROW][C]22[/C][C]-0.08747[/C][C]-0.6719[/C][C]0.252144[/C][/ROW]
[ROW][C]23[/C][C]0.003865[/C][C]0.0297[/C][C]0.488209[/C][/ROW]
[ROW][C]24[/C][C]0.013075[/C][C]0.1004[/C][C]0.460172[/C][/ROW]
[ROW][C]25[/C][C]0.036745[/C][C]0.2822[/C][C]0.389373[/C][/ROW]
[ROW][C]26[/C][C]0.008095[/C][C]0.0622[/C][C]0.475315[/C][/ROW]
[ROW][C]27[/C][C]-0.155549[/C][C]-1.1948[/C][C]0.118474[/C][/ROW]
[ROW][C]28[/C][C]0.207593[/C][C]1.5946[/C][C]0.058078[/C][/ROW]
[ROW][C]29[/C][C]-0.122918[/C][C]-0.9441[/C][C]0.174472[/C][/ROW]
[ROW][C]30[/C][C]0.045213[/C][C]0.3473[/C][C]0.364805[/C][/ROW]
[ROW][C]31[/C][C]-0.002989[/C][C]-0.023[/C][C]0.490882[/C][/ROW]
[ROW][C]32[/C][C]-0.020821[/C][C]-0.1599[/C][C]0.436741[/C][/ROW]
[ROW][C]33[/C][C]0.055426[/C][C]0.4257[/C][C]0.335924[/C][/ROW]
[ROW][C]34[/C][C]-0.02673[/C][C]-0.2053[/C][C]0.419015[/C][/ROW]
[ROW][C]35[/C][C]-0.105379[/C][C]-0.8094[/C][C]0.21076[/C][/ROW]
[ROW][C]36[/C][C]0.098343[/C][C]0.7554[/C][C]0.226511[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63740&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63740&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
1-0.482267-3.70440.000234
20.0266080.20440.41938
30.0238370.18310.427676
4-0.063349-0.48660.314174
50.0658180.50560.307525
6-0.046766-0.35920.360359
70.0786120.60380.274137
8-0.114248-0.87760.191872
90.1149860.88320.190349
10-0.22475-1.72630.04476
110.0295420.22690.410636
120.2593651.99220.02549
13-0.222875-1.71190.04608
140.197771.51910.06704
15-0.275816-2.11860.019173
160.2186061.67910.049206
17-0.015405-0.11830.453105
18-0.087289-0.67050.252585
190.0861180.66150.255439
20-0.037635-0.28910.386766
210.0527210.4050.343486
22-0.08747-0.67190.252144
230.0038650.02970.488209
240.0130750.10040.460172
250.0367450.28220.389373
260.0080950.06220.475315
27-0.155549-1.19480.118474
280.2075931.59460.058078
29-0.122918-0.94410.174472
300.0452130.34730.364805
31-0.002989-0.0230.490882
32-0.020821-0.15990.436741
330.0554260.42570.335924
34-0.02673-0.20530.419015
35-0.105379-0.80940.21076
360.0983430.75540.226511







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.482267-3.70440.000234
2-0.268397-2.06160.02183
3-0.125434-0.96350.169621
4-0.141633-1.08790.140531
5-0.042707-0.3280.372021
6-0.05655-0.43440.332802
70.0559020.42940.334602
8-0.070103-0.53850.296139
90.0516940.39710.346374
10-0.234512-1.80130.038382
11-0.291713-2.24070.014412
120.1017040.78120.218904
13-0.018376-0.14120.444116
140.1690631.29860.099567
15-0.176576-1.35630.090085
160.0418840.32170.374402
170.1118390.85910.196894
18-0.040149-0.30840.379435
19-0.022327-0.17150.432209
20-0.019031-0.14620.442138
210.028280.21720.414392
220.1327091.01940.156098
23-0.070409-0.54080.295333
24-0.051602-0.39640.346635
25-0.024796-0.19050.4248
260.0246580.18940.425214
27-0.011462-0.0880.465071
28-0.028188-0.21650.414667
290.0034540.02650.489461
300.022420.17220.431929
310.0423350.32520.373098
320.0034270.02630.489545
33-0.074388-0.57140.284955
340.0365340.28060.389989
35-0.130621-1.00330.159903
36-0.010494-0.08060.468014

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.482267 & -3.7044 & 0.000234 \tabularnewline
2 & -0.268397 & -2.0616 & 0.02183 \tabularnewline
3 & -0.125434 & -0.9635 & 0.169621 \tabularnewline
4 & -0.141633 & -1.0879 & 0.140531 \tabularnewline
5 & -0.042707 & -0.328 & 0.372021 \tabularnewline
6 & -0.05655 & -0.4344 & 0.332802 \tabularnewline
7 & 0.055902 & 0.4294 & 0.334602 \tabularnewline
8 & -0.070103 & -0.5385 & 0.296139 \tabularnewline
9 & 0.051694 & 0.3971 & 0.346374 \tabularnewline
10 & -0.234512 & -1.8013 & 0.038382 \tabularnewline
11 & -0.291713 & -2.2407 & 0.014412 \tabularnewline
12 & 0.101704 & 0.7812 & 0.218904 \tabularnewline
13 & -0.018376 & -0.1412 & 0.444116 \tabularnewline
14 & 0.169063 & 1.2986 & 0.099567 \tabularnewline
15 & -0.176576 & -1.3563 & 0.090085 \tabularnewline
16 & 0.041884 & 0.3217 & 0.374402 \tabularnewline
17 & 0.111839 & 0.8591 & 0.196894 \tabularnewline
18 & -0.040149 & -0.3084 & 0.379435 \tabularnewline
19 & -0.022327 & -0.1715 & 0.432209 \tabularnewline
20 & -0.019031 & -0.1462 & 0.442138 \tabularnewline
21 & 0.02828 & 0.2172 & 0.414392 \tabularnewline
22 & 0.132709 & 1.0194 & 0.156098 \tabularnewline
23 & -0.070409 & -0.5408 & 0.295333 \tabularnewline
24 & -0.051602 & -0.3964 & 0.346635 \tabularnewline
25 & -0.024796 & -0.1905 & 0.4248 \tabularnewline
26 & 0.024658 & 0.1894 & 0.425214 \tabularnewline
27 & -0.011462 & -0.088 & 0.465071 \tabularnewline
28 & -0.028188 & -0.2165 & 0.414667 \tabularnewline
29 & 0.003454 & 0.0265 & 0.489461 \tabularnewline
30 & 0.02242 & 0.1722 & 0.431929 \tabularnewline
31 & 0.042335 & 0.3252 & 0.373098 \tabularnewline
32 & 0.003427 & 0.0263 & 0.489545 \tabularnewline
33 & -0.074388 & -0.5714 & 0.284955 \tabularnewline
34 & 0.036534 & 0.2806 & 0.389989 \tabularnewline
35 & -0.130621 & -1.0033 & 0.159903 \tabularnewline
36 & -0.010494 & -0.0806 & 0.468014 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63740&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]-0.482267[/C][C]-3.7044[/C][C]0.000234[/C][/ROW]
[ROW][C]2[/C][C]-0.268397[/C][C]-2.0616[/C][C]0.02183[/C][/ROW]
[ROW][C]3[/C][C]-0.125434[/C][C]-0.9635[/C][C]0.169621[/C][/ROW]
[ROW][C]4[/C][C]-0.141633[/C][C]-1.0879[/C][C]0.140531[/C][/ROW]
[ROW][C]5[/C][C]-0.042707[/C][C]-0.328[/C][C]0.372021[/C][/ROW]
[ROW][C]6[/C][C]-0.05655[/C][C]-0.4344[/C][C]0.332802[/C][/ROW]
[ROW][C]7[/C][C]0.055902[/C][C]0.4294[/C][C]0.334602[/C][/ROW]
[ROW][C]8[/C][C]-0.070103[/C][C]-0.5385[/C][C]0.296139[/C][/ROW]
[ROW][C]9[/C][C]0.051694[/C][C]0.3971[/C][C]0.346374[/C][/ROW]
[ROW][C]10[/C][C]-0.234512[/C][C]-1.8013[/C][C]0.038382[/C][/ROW]
[ROW][C]11[/C][C]-0.291713[/C][C]-2.2407[/C][C]0.014412[/C][/ROW]
[ROW][C]12[/C][C]0.101704[/C][C]0.7812[/C][C]0.218904[/C][/ROW]
[ROW][C]13[/C][C]-0.018376[/C][C]-0.1412[/C][C]0.444116[/C][/ROW]
[ROW][C]14[/C][C]0.169063[/C][C]1.2986[/C][C]0.099567[/C][/ROW]
[ROW][C]15[/C][C]-0.176576[/C][C]-1.3563[/C][C]0.090085[/C][/ROW]
[ROW][C]16[/C][C]0.041884[/C][C]0.3217[/C][C]0.374402[/C][/ROW]
[ROW][C]17[/C][C]0.111839[/C][C]0.8591[/C][C]0.196894[/C][/ROW]
[ROW][C]18[/C][C]-0.040149[/C][C]-0.3084[/C][C]0.379435[/C][/ROW]
[ROW][C]19[/C][C]-0.022327[/C][C]-0.1715[/C][C]0.432209[/C][/ROW]
[ROW][C]20[/C][C]-0.019031[/C][C]-0.1462[/C][C]0.442138[/C][/ROW]
[ROW][C]21[/C][C]0.02828[/C][C]0.2172[/C][C]0.414392[/C][/ROW]
[ROW][C]22[/C][C]0.132709[/C][C]1.0194[/C][C]0.156098[/C][/ROW]
[ROW][C]23[/C][C]-0.070409[/C][C]-0.5408[/C][C]0.295333[/C][/ROW]
[ROW][C]24[/C][C]-0.051602[/C][C]-0.3964[/C][C]0.346635[/C][/ROW]
[ROW][C]25[/C][C]-0.024796[/C][C]-0.1905[/C][C]0.4248[/C][/ROW]
[ROW][C]26[/C][C]0.024658[/C][C]0.1894[/C][C]0.425214[/C][/ROW]
[ROW][C]27[/C][C]-0.011462[/C][C]-0.088[/C][C]0.465071[/C][/ROW]
[ROW][C]28[/C][C]-0.028188[/C][C]-0.2165[/C][C]0.414667[/C][/ROW]
[ROW][C]29[/C][C]0.003454[/C][C]0.0265[/C][C]0.489461[/C][/ROW]
[ROW][C]30[/C][C]0.02242[/C][C]0.1722[/C][C]0.431929[/C][/ROW]
[ROW][C]31[/C][C]0.042335[/C][C]0.3252[/C][C]0.373098[/C][/ROW]
[ROW][C]32[/C][C]0.003427[/C][C]0.0263[/C][C]0.489545[/C][/ROW]
[ROW][C]33[/C][C]-0.074388[/C][C]-0.5714[/C][C]0.284955[/C][/ROW]
[ROW][C]34[/C][C]0.036534[/C][C]0.2806[/C][C]0.389989[/C][/ROW]
[ROW][C]35[/C][C]-0.130621[/C][C]-1.0033[/C][C]0.159903[/C][/ROW]
[ROW][C]36[/C][C]-0.010494[/C][C]-0.0806[/C][C]0.468014[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63740&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63740&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
1-0.482267-3.70440.000234
2-0.268397-2.06160.02183
3-0.125434-0.96350.169621
4-0.141633-1.08790.140531
5-0.042707-0.3280.372021
6-0.05655-0.43440.332802
70.0559020.42940.334602
8-0.070103-0.53850.296139
90.0516940.39710.346374
10-0.234512-1.80130.038382
11-0.291713-2.24070.014412
120.1017040.78120.218904
13-0.018376-0.14120.444116
140.1690631.29860.099567
15-0.176576-1.35630.090085
160.0418840.32170.374402
170.1118390.85910.196894
18-0.040149-0.30840.379435
19-0.022327-0.17150.432209
20-0.019031-0.14620.442138
210.028280.21720.414392
220.1327091.01940.156098
23-0.070409-0.54080.295333
24-0.051602-0.39640.346635
25-0.024796-0.19050.4248
260.0246580.18940.425214
27-0.011462-0.0880.465071
28-0.028188-0.21650.414667
290.0034540.02650.489461
300.022420.17220.431929
310.0423350.32520.373098
320.0034270.02630.489545
33-0.074388-0.57140.284955
340.0365340.28060.389989
35-0.130621-1.00330.159903
36-0.010494-0.08060.468014



Parameters (Session):
par1 = 36 ; par2 = -2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = -2.0 ; 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')