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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 11:37:56 -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/t1259951986y3bh8j6c9lpjax7.htm/, Retrieved Sat, 27 Apr 2024 23:25:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64017, Retrieved Sat, 27 Apr 2024 23:25:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114

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]
- R  D        [(Partial) Autocorrelation Function] [] [2009-11-27 16:22:38] [9b30bff5dd5a100f8196daf92e735633]
-   P           [(Partial) Autocorrelation Function] [] [2009-11-27 16:35:19] [9b30bff5dd5a100f8196daf92e735633]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 16:38:38] [9b30bff5dd5a100f8196daf92e735633]
-   P                 [(Partial) Autocorrelation Function] [] [2009-12-04 18:37:56] [0545e25c765ce26b196961216dc11e13] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
274412
272433
268361
268586
264768
269974
304744
309365
308347
298427
289231
291975
294912
293488
290555
284736
281818
287854
316263
325412
326011
328282
317480
317539
313737
312276
309391
302950
300316
304035
333476
337698
335932
323931
313927
314485
313218
309664
302963
298989
298423
301631
329765
335083
327616
309119
295916
291413
291542
284678
276475
272566
264981
263290
296806
303598
286994
276427
266424
267153
268381
262522
255542
253158
243803
250741
280445
285257
270976
261076
255603
260376
263903
264291
263276
262572
256167
264221
293860

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=64017&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=64017&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64017&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
10.3177472.80630.003163
2-0.199405-1.76110.04107
3-0.308207-2.7220.004
4-0.25626-2.26320.013201
50.02590.22870.409836
60.1536061.35660.089409
70.0363410.3210.37455
8-0.229901-2.03040.02286
9-0.301599-2.66370.004694
10-0.183702-1.62240.054375
110.3123612.75870.003614
120.7877236.9570
130.2381572.10330.01933
14-0.183644-1.62190.05443
15-0.253884-2.24220.013893
16-0.235125-2.07660.020567
17-0.004893-0.04320.48282
180.0996590.88020.190737
190.004940.04360.482657
20-0.22335-1.97260.026044
21-0.256443-2.26480.013149
22-0.118839-1.04960.148581
230.2767012.44380.008397
240.6222355.49540
250.1489461.31550.096106
26-0.195124-1.72330.044399
27-0.267939-2.36640.010223
28-0.202054-1.78450.039116
29-0.00197-0.01740.49308
300.0726870.6420.261393
31-0.016164-0.14280.443424
32-0.210874-1.86240.033157
33-0.197855-1.74740.042251
34-0.063155-0.55780.2893
350.1854151.63750.052773
360.4729924.17743.8e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.317747 & 2.8063 & 0.003163 \tabularnewline
2 & -0.199405 & -1.7611 & 0.04107 \tabularnewline
3 & -0.308207 & -2.722 & 0.004 \tabularnewline
4 & -0.25626 & -2.2632 & 0.013201 \tabularnewline
5 & 0.0259 & 0.2287 & 0.409836 \tabularnewline
6 & 0.153606 & 1.3566 & 0.089409 \tabularnewline
7 & 0.036341 & 0.321 & 0.37455 \tabularnewline
8 & -0.229901 & -2.0304 & 0.02286 \tabularnewline
9 & -0.301599 & -2.6637 & 0.004694 \tabularnewline
10 & -0.183702 & -1.6224 & 0.054375 \tabularnewline
11 & 0.312361 & 2.7587 & 0.003614 \tabularnewline
12 & 0.787723 & 6.957 & 0 \tabularnewline
13 & 0.238157 & 2.1033 & 0.01933 \tabularnewline
14 & -0.183644 & -1.6219 & 0.05443 \tabularnewline
15 & -0.253884 & -2.2422 & 0.013893 \tabularnewline
16 & -0.235125 & -2.0766 & 0.020567 \tabularnewline
17 & -0.004893 & -0.0432 & 0.48282 \tabularnewline
18 & 0.099659 & 0.8802 & 0.190737 \tabularnewline
19 & 0.00494 & 0.0436 & 0.482657 \tabularnewline
20 & -0.22335 & -1.9726 & 0.026044 \tabularnewline
21 & -0.256443 & -2.2648 & 0.013149 \tabularnewline
22 & -0.118839 & -1.0496 & 0.148581 \tabularnewline
23 & 0.276701 & 2.4438 & 0.008397 \tabularnewline
24 & 0.622235 & 5.4954 & 0 \tabularnewline
25 & 0.148946 & 1.3155 & 0.096106 \tabularnewline
26 & -0.195124 & -1.7233 & 0.044399 \tabularnewline
27 & -0.267939 & -2.3664 & 0.010223 \tabularnewline
28 & -0.202054 & -1.7845 & 0.039116 \tabularnewline
29 & -0.00197 & -0.0174 & 0.49308 \tabularnewline
30 & 0.072687 & 0.642 & 0.261393 \tabularnewline
31 & -0.016164 & -0.1428 & 0.443424 \tabularnewline
32 & -0.210874 & -1.8624 & 0.033157 \tabularnewline
33 & -0.197855 & -1.7474 & 0.042251 \tabularnewline
34 & -0.063155 & -0.5578 & 0.2893 \tabularnewline
35 & 0.185415 & 1.6375 & 0.052773 \tabularnewline
36 & 0.472992 & 4.1774 & 3.8e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64017&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]0.317747[/C][C]2.8063[/C][C]0.003163[/C][/ROW]
[ROW][C]2[/C][C]-0.199405[/C][C]-1.7611[/C][C]0.04107[/C][/ROW]
[ROW][C]3[/C][C]-0.308207[/C][C]-2.722[/C][C]0.004[/C][/ROW]
[ROW][C]4[/C][C]-0.25626[/C][C]-2.2632[/C][C]0.013201[/C][/ROW]
[ROW][C]5[/C][C]0.0259[/C][C]0.2287[/C][C]0.409836[/C][/ROW]
[ROW][C]6[/C][C]0.153606[/C][C]1.3566[/C][C]0.089409[/C][/ROW]
[ROW][C]7[/C][C]0.036341[/C][C]0.321[/C][C]0.37455[/C][/ROW]
[ROW][C]8[/C][C]-0.229901[/C][C]-2.0304[/C][C]0.02286[/C][/ROW]
[ROW][C]9[/C][C]-0.301599[/C][C]-2.6637[/C][C]0.004694[/C][/ROW]
[ROW][C]10[/C][C]-0.183702[/C][C]-1.6224[/C][C]0.054375[/C][/ROW]
[ROW][C]11[/C][C]0.312361[/C][C]2.7587[/C][C]0.003614[/C][/ROW]
[ROW][C]12[/C][C]0.787723[/C][C]6.957[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.238157[/C][C]2.1033[/C][C]0.01933[/C][/ROW]
[ROW][C]14[/C][C]-0.183644[/C][C]-1.6219[/C][C]0.05443[/C][/ROW]
[ROW][C]15[/C][C]-0.253884[/C][C]-2.2422[/C][C]0.013893[/C][/ROW]
[ROW][C]16[/C][C]-0.235125[/C][C]-2.0766[/C][C]0.020567[/C][/ROW]
[ROW][C]17[/C][C]-0.004893[/C][C]-0.0432[/C][C]0.48282[/C][/ROW]
[ROW][C]18[/C][C]0.099659[/C][C]0.8802[/C][C]0.190737[/C][/ROW]
[ROW][C]19[/C][C]0.00494[/C][C]0.0436[/C][C]0.482657[/C][/ROW]
[ROW][C]20[/C][C]-0.22335[/C][C]-1.9726[/C][C]0.026044[/C][/ROW]
[ROW][C]21[/C][C]-0.256443[/C][C]-2.2648[/C][C]0.013149[/C][/ROW]
[ROW][C]22[/C][C]-0.118839[/C][C]-1.0496[/C][C]0.148581[/C][/ROW]
[ROW][C]23[/C][C]0.276701[/C][C]2.4438[/C][C]0.008397[/C][/ROW]
[ROW][C]24[/C][C]0.622235[/C][C]5.4954[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.148946[/C][C]1.3155[/C][C]0.096106[/C][/ROW]
[ROW][C]26[/C][C]-0.195124[/C][C]-1.7233[/C][C]0.044399[/C][/ROW]
[ROW][C]27[/C][C]-0.267939[/C][C]-2.3664[/C][C]0.010223[/C][/ROW]
[ROW][C]28[/C][C]-0.202054[/C][C]-1.7845[/C][C]0.039116[/C][/ROW]
[ROW][C]29[/C][C]-0.00197[/C][C]-0.0174[/C][C]0.49308[/C][/ROW]
[ROW][C]30[/C][C]0.072687[/C][C]0.642[/C][C]0.261393[/C][/ROW]
[ROW][C]31[/C][C]-0.016164[/C][C]-0.1428[/C][C]0.443424[/C][/ROW]
[ROW][C]32[/C][C]-0.210874[/C][C]-1.8624[/C][C]0.033157[/C][/ROW]
[ROW][C]33[/C][C]-0.197855[/C][C]-1.7474[/C][C]0.042251[/C][/ROW]
[ROW][C]34[/C][C]-0.063155[/C][C]-0.5578[/C][C]0.2893[/C][/ROW]
[ROW][C]35[/C][C]0.185415[/C][C]1.6375[/C][C]0.052773[/C][/ROW]
[ROW][C]36[/C][C]0.472992[/C][C]4.1774[/C][C]3.8e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64017&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64017&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
10.3177472.80630.003163
2-0.199405-1.76110.04107
3-0.308207-2.7220.004
4-0.25626-2.26320.013201
50.02590.22870.409836
60.1536061.35660.089409
70.0363410.3210.37455
8-0.229901-2.03040.02286
9-0.301599-2.66370.004694
10-0.183702-1.62240.054375
110.3123612.75870.003614
120.7877236.9570
130.2381572.10330.01933
14-0.183644-1.62190.05443
15-0.253884-2.24220.013893
16-0.235125-2.07660.020567
17-0.004893-0.04320.48282
180.0996590.88020.190737
190.004940.04360.482657
20-0.22335-1.97260.026044
21-0.256443-2.26480.013149
22-0.118839-1.04960.148581
230.2767012.44380.008397
240.6222355.49540
250.1489461.31550.096106
26-0.195124-1.72330.044399
27-0.267939-2.36640.010223
28-0.202054-1.78450.039116
29-0.00197-0.01740.49308
300.0726870.6420.261393
31-0.016164-0.14280.443424
32-0.210874-1.86240.033157
33-0.197855-1.74740.042251
34-0.063155-0.55780.2893
350.1854151.63750.052773
360.4729924.17743.8e-05






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3177472.80630.003163
2-0.334101-2.95070.002092
3-0.14714-1.29950.0988
4-0.18965-1.67490.048975
50.0799730.70630.241052
6-0.02844-0.25120.401171
7-0.089881-0.79380.214859
8-0.274576-2.4250.00881
9-0.178159-1.57350.059831
10-0.219532-1.93890.028068
110.3041762.68640.004411
120.6320485.58210
13-0.164361-1.45160.075312
140.0615210.54330.294222
150.1152511.01790.155943
16-0.010982-0.0970.46149
17-0.082949-0.73260.233004
18-0.114348-1.00990.157834
19-0.049698-0.43890.330967
20-0.079403-0.70130.242611
210.0441230.38970.348918
220.0153020.13510.446425
23-0.09334-0.82440.206125
240.0456630.40330.343921
25-0.08166-0.72120.23647
26-0.089381-0.78940.216137
27-0.200765-1.77310.040057
280.035010.30920.378998
29-0.057004-0.50340.308036
30-0.058469-0.51640.303522
31-0.026171-0.23110.408908
32-0.004019-0.03550.485886
330.0342830.30280.381433
34-0.025554-0.22570.411018
35-0.263831-2.33010.011194
36-0.034255-0.30250.381527

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.317747 & 2.8063 & 0.003163 \tabularnewline
2 & -0.334101 & -2.9507 & 0.002092 \tabularnewline
3 & -0.14714 & -1.2995 & 0.0988 \tabularnewline
4 & -0.18965 & -1.6749 & 0.048975 \tabularnewline
5 & 0.079973 & 0.7063 & 0.241052 \tabularnewline
6 & -0.02844 & -0.2512 & 0.401171 \tabularnewline
7 & -0.089881 & -0.7938 & 0.214859 \tabularnewline
8 & -0.274576 & -2.425 & 0.00881 \tabularnewline
9 & -0.178159 & -1.5735 & 0.059831 \tabularnewline
10 & -0.219532 & -1.9389 & 0.028068 \tabularnewline
11 & 0.304176 & 2.6864 & 0.004411 \tabularnewline
12 & 0.632048 & 5.5821 & 0 \tabularnewline
13 & -0.164361 & -1.4516 & 0.075312 \tabularnewline
14 & 0.061521 & 0.5433 & 0.294222 \tabularnewline
15 & 0.115251 & 1.0179 & 0.155943 \tabularnewline
16 & -0.010982 & -0.097 & 0.46149 \tabularnewline
17 & -0.082949 & -0.7326 & 0.233004 \tabularnewline
18 & -0.114348 & -1.0099 & 0.157834 \tabularnewline
19 & -0.049698 & -0.4389 & 0.330967 \tabularnewline
20 & -0.079403 & -0.7013 & 0.242611 \tabularnewline
21 & 0.044123 & 0.3897 & 0.348918 \tabularnewline
22 & 0.015302 & 0.1351 & 0.446425 \tabularnewline
23 & -0.09334 & -0.8244 & 0.206125 \tabularnewline
24 & 0.045663 & 0.4033 & 0.343921 \tabularnewline
25 & -0.08166 & -0.7212 & 0.23647 \tabularnewline
26 & -0.089381 & -0.7894 & 0.216137 \tabularnewline
27 & -0.200765 & -1.7731 & 0.040057 \tabularnewline
28 & 0.03501 & 0.3092 & 0.378998 \tabularnewline
29 & -0.057004 & -0.5034 & 0.308036 \tabularnewline
30 & -0.058469 & -0.5164 & 0.303522 \tabularnewline
31 & -0.026171 & -0.2311 & 0.408908 \tabularnewline
32 & -0.004019 & -0.0355 & 0.485886 \tabularnewline
33 & 0.034283 & 0.3028 & 0.381433 \tabularnewline
34 & -0.025554 & -0.2257 & 0.411018 \tabularnewline
35 & -0.263831 & -2.3301 & 0.011194 \tabularnewline
36 & -0.034255 & -0.3025 & 0.381527 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64017&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]0.317747[/C][C]2.8063[/C][C]0.003163[/C][/ROW]
[ROW][C]2[/C][C]-0.334101[/C][C]-2.9507[/C][C]0.002092[/C][/ROW]
[ROW][C]3[/C][C]-0.14714[/C][C]-1.2995[/C][C]0.0988[/C][/ROW]
[ROW][C]4[/C][C]-0.18965[/C][C]-1.6749[/C][C]0.048975[/C][/ROW]
[ROW][C]5[/C][C]0.079973[/C][C]0.7063[/C][C]0.241052[/C][/ROW]
[ROW][C]6[/C][C]-0.02844[/C][C]-0.2512[/C][C]0.401171[/C][/ROW]
[ROW][C]7[/C][C]-0.089881[/C][C]-0.7938[/C][C]0.214859[/C][/ROW]
[ROW][C]8[/C][C]-0.274576[/C][C]-2.425[/C][C]0.00881[/C][/ROW]
[ROW][C]9[/C][C]-0.178159[/C][C]-1.5735[/C][C]0.059831[/C][/ROW]
[ROW][C]10[/C][C]-0.219532[/C][C]-1.9389[/C][C]0.028068[/C][/ROW]
[ROW][C]11[/C][C]0.304176[/C][C]2.6864[/C][C]0.004411[/C][/ROW]
[ROW][C]12[/C][C]0.632048[/C][C]5.5821[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.164361[/C][C]-1.4516[/C][C]0.075312[/C][/ROW]
[ROW][C]14[/C][C]0.061521[/C][C]0.5433[/C][C]0.294222[/C][/ROW]
[ROW][C]15[/C][C]0.115251[/C][C]1.0179[/C][C]0.155943[/C][/ROW]
[ROW][C]16[/C][C]-0.010982[/C][C]-0.097[/C][C]0.46149[/C][/ROW]
[ROW][C]17[/C][C]-0.082949[/C][C]-0.7326[/C][C]0.233004[/C][/ROW]
[ROW][C]18[/C][C]-0.114348[/C][C]-1.0099[/C][C]0.157834[/C][/ROW]
[ROW][C]19[/C][C]-0.049698[/C][C]-0.4389[/C][C]0.330967[/C][/ROW]
[ROW][C]20[/C][C]-0.079403[/C][C]-0.7013[/C][C]0.242611[/C][/ROW]
[ROW][C]21[/C][C]0.044123[/C][C]0.3897[/C][C]0.348918[/C][/ROW]
[ROW][C]22[/C][C]0.015302[/C][C]0.1351[/C][C]0.446425[/C][/ROW]
[ROW][C]23[/C][C]-0.09334[/C][C]-0.8244[/C][C]0.206125[/C][/ROW]
[ROW][C]24[/C][C]0.045663[/C][C]0.4033[/C][C]0.343921[/C][/ROW]
[ROW][C]25[/C][C]-0.08166[/C][C]-0.7212[/C][C]0.23647[/C][/ROW]
[ROW][C]26[/C][C]-0.089381[/C][C]-0.7894[/C][C]0.216137[/C][/ROW]
[ROW][C]27[/C][C]-0.200765[/C][C]-1.7731[/C][C]0.040057[/C][/ROW]
[ROW][C]28[/C][C]0.03501[/C][C]0.3092[/C][C]0.378998[/C][/ROW]
[ROW][C]29[/C][C]-0.057004[/C][C]-0.5034[/C][C]0.308036[/C][/ROW]
[ROW][C]30[/C][C]-0.058469[/C][C]-0.5164[/C][C]0.303522[/C][/ROW]
[ROW][C]31[/C][C]-0.026171[/C][C]-0.2311[/C][C]0.408908[/C][/ROW]
[ROW][C]32[/C][C]-0.004019[/C][C]-0.0355[/C][C]0.485886[/C][/ROW]
[ROW][C]33[/C][C]0.034283[/C][C]0.3028[/C][C]0.381433[/C][/ROW]
[ROW][C]34[/C][C]-0.025554[/C][C]-0.2257[/C][C]0.411018[/C][/ROW]
[ROW][C]35[/C][C]-0.263831[/C][C]-2.3301[/C][C]0.011194[/C][/ROW]
[ROW][C]36[/C][C]-0.034255[/C][C]-0.3025[/C][C]0.381527[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64017&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64017&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
10.3177472.80630.003163
2-0.334101-2.95070.002092
3-0.14714-1.29950.0988
4-0.18965-1.67490.048975
50.0799730.70630.241052
6-0.02844-0.25120.401171
7-0.089881-0.79380.214859
8-0.274576-2.4250.00881
9-0.178159-1.57350.059831
10-0.219532-1.93890.028068
110.3041762.68640.004411
120.6320485.58210
13-0.164361-1.45160.075312
140.0615210.54330.294222
150.1152511.01790.155943
16-0.010982-0.0970.46149
17-0.082949-0.73260.233004
18-0.114348-1.00990.157834
19-0.049698-0.43890.330967
20-0.079403-0.70130.242611
210.0441230.38970.348918
220.0153020.13510.446425
23-0.09334-0.82440.206125
240.0456630.40330.343921
25-0.08166-0.72120.23647
26-0.089381-0.78940.216137
27-0.200765-1.77310.040057
280.035010.30920.378998
29-0.057004-0.50340.308036
30-0.058469-0.51640.303522
31-0.026171-0.23110.408908
32-0.004019-0.03550.485886
330.0342830.30280.381433
34-0.025554-0.22570.411018
35-0.263831-2.33010.011194
36-0.034255-0.30250.381527


Figures (Output of Computation)

Input Parameters & R Code

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