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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 11:58:49 -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/t1259953165l00cn2wjwfy9igt.htm/, Retrieved Sat, 27 Apr 2024 19:41:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64039, Retrieved Sat, 27 Apr 2024 19:41:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128

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] [wsact d=2 D=0] [2009-11-25 22:00:58] [134dc66689e3d457a82860db6471d419]
-   P                 [(Partial) Autocorrelation Function] [ws 9 acf] [2009-12-04 18:58:49] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
-   P                   [(Partial) Autocorrelation Function] [] [2009-12-11 13:52:45] [8d2349dc1d6314bc274adc9ad027c980]
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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=64039&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=64039&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64039&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
1-0.325592-3.49160.000341
20.130941.40420.08148
3-0.151697-1.62680.053262
40.0817520.87670.191239
5-0.162015-1.73740.042495
6-0.130393-1.39830.082356
70.0508480.54530.293309
8-0.01695-0.18180.42804
9-0.115431-1.23790.109144
10-0.01256-0.13470.446546
110.1865412.00040.023905
12-0.027828-0.29840.382961
13-0.093015-0.99750.160313
140.0424750.45550.324806
150.1736341.8620.032577
16-0.110285-1.18270.119688
17-0.030635-0.32850.371558
18-0.019854-0.21290.415888
190.0828340.88830.188119
20-0.153193-1.64280.051576
210.098681.05820.146086
22-0.043589-0.46740.320534
230.099841.07070.143281
24-0.173555-1.86120.032637
250.1817771.94930.026845
260.0441930.47390.318229
27-0.046484-0.49850.309546
28-0.022226-0.23830.406018
29-0.06738-0.72260.235707
300.1172951.25790.105497
31-0.138242-1.48250.070473
320.0394070.42260.336689
33-0.020538-0.22020.413036
34-0.042369-0.45440.325213
350.0741480.79520.214082
36-0.006982-0.07490.470223

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.325592 & -3.4916 & 0.000341 \tabularnewline
2 & 0.13094 & 1.4042 & 0.08148 \tabularnewline
3 & -0.151697 & -1.6268 & 0.053262 \tabularnewline
4 & 0.081752 & 0.8767 & 0.191239 \tabularnewline
5 & -0.162015 & -1.7374 & 0.042495 \tabularnewline
6 & -0.130393 & -1.3983 & 0.082356 \tabularnewline
7 & 0.050848 & 0.5453 & 0.293309 \tabularnewline
8 & -0.01695 & -0.1818 & 0.42804 \tabularnewline
9 & -0.115431 & -1.2379 & 0.109144 \tabularnewline
10 & -0.01256 & -0.1347 & 0.446546 \tabularnewline
11 & 0.186541 & 2.0004 & 0.023905 \tabularnewline
12 & -0.027828 & -0.2984 & 0.382961 \tabularnewline
13 & -0.093015 & -0.9975 & 0.160313 \tabularnewline
14 & 0.042475 & 0.4555 & 0.324806 \tabularnewline
15 & 0.173634 & 1.862 & 0.032577 \tabularnewline
16 & -0.110285 & -1.1827 & 0.119688 \tabularnewline
17 & -0.030635 & -0.3285 & 0.371558 \tabularnewline
18 & -0.019854 & -0.2129 & 0.415888 \tabularnewline
19 & 0.082834 & 0.8883 & 0.188119 \tabularnewline
20 & -0.153193 & -1.6428 & 0.051576 \tabularnewline
21 & 0.09868 & 1.0582 & 0.146086 \tabularnewline
22 & -0.043589 & -0.4674 & 0.320534 \tabularnewline
23 & 0.09984 & 1.0707 & 0.143281 \tabularnewline
24 & -0.173555 & -1.8612 & 0.032637 \tabularnewline
25 & 0.181777 & 1.9493 & 0.026845 \tabularnewline
26 & 0.044193 & 0.4739 & 0.318229 \tabularnewline
27 & -0.046484 & -0.4985 & 0.309546 \tabularnewline
28 & -0.022226 & -0.2383 & 0.406018 \tabularnewline
29 & -0.06738 & -0.7226 & 0.235707 \tabularnewline
30 & 0.117295 & 1.2579 & 0.105497 \tabularnewline
31 & -0.138242 & -1.4825 & 0.070473 \tabularnewline
32 & 0.039407 & 0.4226 & 0.336689 \tabularnewline
33 & -0.020538 & -0.2202 & 0.413036 \tabularnewline
34 & -0.042369 & -0.4544 & 0.325213 \tabularnewline
35 & 0.074148 & 0.7952 & 0.214082 \tabularnewline
36 & -0.006982 & -0.0749 & 0.470223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64039&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]-0.325592[/C][C]-3.4916[/C][C]0.000341[/C][/ROW]
[ROW][C]2[/C][C]0.13094[/C][C]1.4042[/C][C]0.08148[/C][/ROW]
[ROW][C]3[/C][C]-0.151697[/C][C]-1.6268[/C][C]0.053262[/C][/ROW]
[ROW][C]4[/C][C]0.081752[/C][C]0.8767[/C][C]0.191239[/C][/ROW]
[ROW][C]5[/C][C]-0.162015[/C][C]-1.7374[/C][C]0.042495[/C][/ROW]
[ROW][C]6[/C][C]-0.130393[/C][C]-1.3983[/C][C]0.082356[/C][/ROW]
[ROW][C]7[/C][C]0.050848[/C][C]0.5453[/C][C]0.293309[/C][/ROW]
[ROW][C]8[/C][C]-0.01695[/C][C]-0.1818[/C][C]0.42804[/C][/ROW]
[ROW][C]9[/C][C]-0.115431[/C][C]-1.2379[/C][C]0.109144[/C][/ROW]
[ROW][C]10[/C][C]-0.01256[/C][C]-0.1347[/C][C]0.446546[/C][/ROW]
[ROW][C]11[/C][C]0.186541[/C][C]2.0004[/C][C]0.023905[/C][/ROW]
[ROW][C]12[/C][C]-0.027828[/C][C]-0.2984[/C][C]0.382961[/C][/ROW]
[ROW][C]13[/C][C]-0.093015[/C][C]-0.9975[/C][C]0.160313[/C][/ROW]
[ROW][C]14[/C][C]0.042475[/C][C]0.4555[/C][C]0.324806[/C][/ROW]
[ROW][C]15[/C][C]0.173634[/C][C]1.862[/C][C]0.032577[/C][/ROW]
[ROW][C]16[/C][C]-0.110285[/C][C]-1.1827[/C][C]0.119688[/C][/ROW]
[ROW][C]17[/C][C]-0.030635[/C][C]-0.3285[/C][C]0.371558[/C][/ROW]
[ROW][C]18[/C][C]-0.019854[/C][C]-0.2129[/C][C]0.415888[/C][/ROW]
[ROW][C]19[/C][C]0.082834[/C][C]0.8883[/C][C]0.188119[/C][/ROW]
[ROW][C]20[/C][C]-0.153193[/C][C]-1.6428[/C][C]0.051576[/C][/ROW]
[ROW][C]21[/C][C]0.09868[/C][C]1.0582[/C][C]0.146086[/C][/ROW]
[ROW][C]22[/C][C]-0.043589[/C][C]-0.4674[/C][C]0.320534[/C][/ROW]
[ROW][C]23[/C][C]0.09984[/C][C]1.0707[/C][C]0.143281[/C][/ROW]
[ROW][C]24[/C][C]-0.173555[/C][C]-1.8612[/C][C]0.032637[/C][/ROW]
[ROW][C]25[/C][C]0.181777[/C][C]1.9493[/C][C]0.026845[/C][/ROW]
[ROW][C]26[/C][C]0.044193[/C][C]0.4739[/C][C]0.318229[/C][/ROW]
[ROW][C]27[/C][C]-0.046484[/C][C]-0.4985[/C][C]0.309546[/C][/ROW]
[ROW][C]28[/C][C]-0.022226[/C][C]-0.2383[/C][C]0.406018[/C][/ROW]
[ROW][C]29[/C][C]-0.06738[/C][C]-0.7226[/C][C]0.235707[/C][/ROW]
[ROW][C]30[/C][C]0.117295[/C][C]1.2579[/C][C]0.105497[/C][/ROW]
[ROW][C]31[/C][C]-0.138242[/C][C]-1.4825[/C][C]0.070473[/C][/ROW]
[ROW][C]32[/C][C]0.039407[/C][C]0.4226[/C][C]0.336689[/C][/ROW]
[ROW][C]33[/C][C]-0.020538[/C][C]-0.2202[/C][C]0.413036[/C][/ROW]
[ROW][C]34[/C][C]-0.042369[/C][C]-0.4544[/C][C]0.325213[/C][/ROW]
[ROW][C]35[/C][C]0.074148[/C][C]0.7952[/C][C]0.214082[/C][/ROW]
[ROW][C]36[/C][C]-0.006982[/C][C]-0.0749[/C][C]0.470223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64039&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64039&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
1-0.325592-3.49160.000341
20.130941.40420.08148
3-0.151697-1.62680.053262
40.0817520.87670.191239
5-0.162015-1.73740.042495
6-0.130393-1.39830.082356
70.0508480.54530.293309
8-0.01695-0.18180.42804
9-0.115431-1.23790.109144
10-0.01256-0.13470.446546
110.1865412.00040.023905
12-0.027828-0.29840.382961
13-0.093015-0.99750.160313
140.0424750.45550.324806
150.1736341.8620.032577
16-0.110285-1.18270.119688
17-0.030635-0.32850.371558
18-0.019854-0.21290.415888
190.0828340.88830.188119
20-0.153193-1.64280.051576
210.098681.05820.146086
22-0.043589-0.46740.320534
230.099841.07070.143281
24-0.173555-1.86120.032637
250.1817771.94930.026845
260.0441930.47390.318229
27-0.046484-0.49850.309546
28-0.022226-0.23830.406018
29-0.06738-0.72260.235707
300.1172951.25790.105497
31-0.138242-1.48250.070473
320.0394070.42260.336689
33-0.020538-0.22020.413036
34-0.042369-0.45440.325213
350.0741480.79520.214082
36-0.006982-0.07490.470223






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.325592-3.49160.000341
20.0278860.2990.382723
3-0.113259-1.21460.113511
4-0.001833-0.01970.492177
5-0.139802-1.49920.06828
6-0.273259-2.93040.002042
7-0.070416-0.75510.225858
8-0.053499-0.57370.28364
9-0.229371-2.45970.007696
10-0.197085-2.11350.01836
110.0546340.58590.279551
12-0.039361-0.42210.336871
13-0.221723-2.37770.009535
14-0.143489-1.53880.063306
150.0869890.93290.176425
16-0.056848-0.60960.271657
17-0.124579-1.3360.0921
18-0.154615-1.65810.050015
19-0.044371-0.47580.317551
20-0.102635-1.10060.136678
21-0.00516-0.05530.477984
22-0.173042-1.85570.03303
23-0.062141-0.66640.253248
24-0.110474-1.18470.119289
250.0170660.1830.427554
260.0174260.18690.426044
27-0.077541-0.83150.203698
280.0140710.15090.440162
29-0.107744-1.15540.125155
300.0106930.11470.454455
31-0.001104-0.01180.495288
32-0.025576-0.27430.392186
33-0.034416-0.36910.356379
34-0.12611-1.35240.089453
350.1122951.20420.115487
360.0260530.27940.390224

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.325592 & -3.4916 & 0.000341 \tabularnewline
2 & 0.027886 & 0.299 & 0.382723 \tabularnewline
3 & -0.113259 & -1.2146 & 0.113511 \tabularnewline
4 & -0.001833 & -0.0197 & 0.492177 \tabularnewline
5 & -0.139802 & -1.4992 & 0.06828 \tabularnewline
6 & -0.273259 & -2.9304 & 0.002042 \tabularnewline
7 & -0.070416 & -0.7551 & 0.225858 \tabularnewline
8 & -0.053499 & -0.5737 & 0.28364 \tabularnewline
9 & -0.229371 & -2.4597 & 0.007696 \tabularnewline
10 & -0.197085 & -2.1135 & 0.01836 \tabularnewline
11 & 0.054634 & 0.5859 & 0.279551 \tabularnewline
12 & -0.039361 & -0.4221 & 0.336871 \tabularnewline
13 & -0.221723 & -2.3777 & 0.009535 \tabularnewline
14 & -0.143489 & -1.5388 & 0.063306 \tabularnewline
15 & 0.086989 & 0.9329 & 0.176425 \tabularnewline
16 & -0.056848 & -0.6096 & 0.271657 \tabularnewline
17 & -0.124579 & -1.336 & 0.0921 \tabularnewline
18 & -0.154615 & -1.6581 & 0.050015 \tabularnewline
19 & -0.044371 & -0.4758 & 0.317551 \tabularnewline
20 & -0.102635 & -1.1006 & 0.136678 \tabularnewline
21 & -0.00516 & -0.0553 & 0.477984 \tabularnewline
22 & -0.173042 & -1.8557 & 0.03303 \tabularnewline
23 & -0.062141 & -0.6664 & 0.253248 \tabularnewline
24 & -0.110474 & -1.1847 & 0.119289 \tabularnewline
25 & 0.017066 & 0.183 & 0.427554 \tabularnewline
26 & 0.017426 & 0.1869 & 0.426044 \tabularnewline
27 & -0.077541 & -0.8315 & 0.203698 \tabularnewline
28 & 0.014071 & 0.1509 & 0.440162 \tabularnewline
29 & -0.107744 & -1.1554 & 0.125155 \tabularnewline
30 & 0.010693 & 0.1147 & 0.454455 \tabularnewline
31 & -0.001104 & -0.0118 & 0.495288 \tabularnewline
32 & -0.025576 & -0.2743 & 0.392186 \tabularnewline
33 & -0.034416 & -0.3691 & 0.356379 \tabularnewline
34 & -0.12611 & -1.3524 & 0.089453 \tabularnewline
35 & 0.112295 & 1.2042 & 0.115487 \tabularnewline
36 & 0.026053 & 0.2794 & 0.390224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64039&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]-0.325592[/C][C]-3.4916[/C][C]0.000341[/C][/ROW]
[ROW][C]2[/C][C]0.027886[/C][C]0.299[/C][C]0.382723[/C][/ROW]
[ROW][C]3[/C][C]-0.113259[/C][C]-1.2146[/C][C]0.113511[/C][/ROW]
[ROW][C]4[/C][C]-0.001833[/C][C]-0.0197[/C][C]0.492177[/C][/ROW]
[ROW][C]5[/C][C]-0.139802[/C][C]-1.4992[/C][C]0.06828[/C][/ROW]
[ROW][C]6[/C][C]-0.273259[/C][C]-2.9304[/C][C]0.002042[/C][/ROW]
[ROW][C]7[/C][C]-0.070416[/C][C]-0.7551[/C][C]0.225858[/C][/ROW]
[ROW][C]8[/C][C]-0.053499[/C][C]-0.5737[/C][C]0.28364[/C][/ROW]
[ROW][C]9[/C][C]-0.229371[/C][C]-2.4597[/C][C]0.007696[/C][/ROW]
[ROW][C]10[/C][C]-0.197085[/C][C]-2.1135[/C][C]0.01836[/C][/ROW]
[ROW][C]11[/C][C]0.054634[/C][C]0.5859[/C][C]0.279551[/C][/ROW]
[ROW][C]12[/C][C]-0.039361[/C][C]-0.4221[/C][C]0.336871[/C][/ROW]
[ROW][C]13[/C][C]-0.221723[/C][C]-2.3777[/C][C]0.009535[/C][/ROW]
[ROW][C]14[/C][C]-0.143489[/C][C]-1.5388[/C][C]0.063306[/C][/ROW]
[ROW][C]15[/C][C]0.086989[/C][C]0.9329[/C][C]0.176425[/C][/ROW]
[ROW][C]16[/C][C]-0.056848[/C][C]-0.6096[/C][C]0.271657[/C][/ROW]
[ROW][C]17[/C][C]-0.124579[/C][C]-1.336[/C][C]0.0921[/C][/ROW]
[ROW][C]18[/C][C]-0.154615[/C][C]-1.6581[/C][C]0.050015[/C][/ROW]
[ROW][C]19[/C][C]-0.044371[/C][C]-0.4758[/C][C]0.317551[/C][/ROW]
[ROW][C]20[/C][C]-0.102635[/C][C]-1.1006[/C][C]0.136678[/C][/ROW]
[ROW][C]21[/C][C]-0.00516[/C][C]-0.0553[/C][C]0.477984[/C][/ROW]
[ROW][C]22[/C][C]-0.173042[/C][C]-1.8557[/C][C]0.03303[/C][/ROW]
[ROW][C]23[/C][C]-0.062141[/C][C]-0.6664[/C][C]0.253248[/C][/ROW]
[ROW][C]24[/C][C]-0.110474[/C][C]-1.1847[/C][C]0.119289[/C][/ROW]
[ROW][C]25[/C][C]0.017066[/C][C]0.183[/C][C]0.427554[/C][/ROW]
[ROW][C]26[/C][C]0.017426[/C][C]0.1869[/C][C]0.426044[/C][/ROW]
[ROW][C]27[/C][C]-0.077541[/C][C]-0.8315[/C][C]0.203698[/C][/ROW]
[ROW][C]28[/C][C]0.014071[/C][C]0.1509[/C][C]0.440162[/C][/ROW]
[ROW][C]29[/C][C]-0.107744[/C][C]-1.1554[/C][C]0.125155[/C][/ROW]
[ROW][C]30[/C][C]0.010693[/C][C]0.1147[/C][C]0.454455[/C][/ROW]
[ROW][C]31[/C][C]-0.001104[/C][C]-0.0118[/C][C]0.495288[/C][/ROW]
[ROW][C]32[/C][C]-0.025576[/C][C]-0.2743[/C][C]0.392186[/C][/ROW]
[ROW][C]33[/C][C]-0.034416[/C][C]-0.3691[/C][C]0.356379[/C][/ROW]
[ROW][C]34[/C][C]-0.12611[/C][C]-1.3524[/C][C]0.089453[/C][/ROW]
[ROW][C]35[/C][C]0.112295[/C][C]1.2042[/C][C]0.115487[/C][/ROW]
[ROW][C]36[/C][C]0.026053[/C][C]0.2794[/C][C]0.390224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64039&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64039&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
1-0.325592-3.49160.000341
20.0278860.2990.382723
3-0.113259-1.21460.113511
4-0.001833-0.01970.492177
5-0.139802-1.49920.06828
6-0.273259-2.93040.002042
7-0.070416-0.75510.225858
8-0.053499-0.57370.28364
9-0.229371-2.45970.007696
10-0.197085-2.11350.01836
110.0546340.58590.279551
12-0.039361-0.42210.336871
13-0.221723-2.37770.009535
14-0.143489-1.53880.063306
150.0869890.93290.176425
16-0.056848-0.60960.271657
17-0.124579-1.3360.0921
18-0.154615-1.65810.050015
19-0.044371-0.47580.317551
20-0.102635-1.10060.136678
21-0.00516-0.05530.477984
22-0.173042-1.85570.03303
23-0.062141-0.66640.253248
24-0.110474-1.18470.119289
250.0170660.1830.427554
260.0174260.18690.426044
27-0.077541-0.83150.203698
280.0140710.15090.440162
29-0.107744-1.15540.125155
300.0106930.11470.454455
31-0.001104-0.01180.495288
32-0.025576-0.27430.392186
33-0.034416-0.36910.356379
34-0.12611-1.35240.089453
350.1122951.20420.115487
360.0260530.27940.390224


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; 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')