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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 computationWed, 09 Dec 2009 09:35:12 -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/09/t12603766042wvo1g4tx0av670.htm/, Retrieved Mon, 29 Apr 2024 12:37:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65035, Retrieved Mon, 29 Apr 2024 12:37:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords, Review 2WS
Estimated Impact119
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] [af8eb90b4bf1bcfcc4325c143dbee260]
-   PD                  [(Partial) Autocorrelation Function] [WS 9 D=1, d=1] [2009-12-09 16:35:12] [a53416c107f5e7e1e12bb9940270d09d] [Current]
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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=65035&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=65035&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65035&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
10.5379623.72710.000255
2-0.085563-0.59280.27805
3-0.485708-3.36510.000756
4-0.50955-3.53030.000464
5-0.153206-1.06140.146901
60.2226511.54260.064751
70.4070022.81980.003482
80.2816231.95110.028445
9-0.032083-0.22230.41252
10-0.18651-1.29220.10124
11-0.244434-1.69350.048422
12-0.24585-1.70330.04749
13-0.070417-0.48790.313934
140.1119030.77530.220986
150.1390940.96370.170021
160.0410850.28460.388569
17-0.044297-0.30690.380124
18-0.083414-0.57790.283013
19-0.094984-0.65810.256818
200.0181150.12550.450325
210.1117010.77390.221396
220.0030980.02150.491484
23-0.127491-0.88330.190744
24-0.154777-1.07230.144468
25-0.05916-0.40990.341863
260.0539390.37370.355136
270.0724770.50210.308934
280.0134940.09350.462952
29-0.091666-0.63510.264196
30-0.151973-1.05290.148829
31-0.013093-0.09070.46405
320.0943550.65370.258209
330.1044170.72340.236466
340.0553230.38330.3516
35-0.008163-0.05660.477566
36-0.019204-0.1330.447356

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.537962 & 3.7271 & 0.000255 \tabularnewline
2 & -0.085563 & -0.5928 & 0.27805 \tabularnewline
3 & -0.485708 & -3.3651 & 0.000756 \tabularnewline
4 & -0.50955 & -3.5303 & 0.000464 \tabularnewline
5 & -0.153206 & -1.0614 & 0.146901 \tabularnewline
6 & 0.222651 & 1.5426 & 0.064751 \tabularnewline
7 & 0.407002 & 2.8198 & 0.003482 \tabularnewline
8 & 0.281623 & 1.9511 & 0.028445 \tabularnewline
9 & -0.032083 & -0.2223 & 0.41252 \tabularnewline
10 & -0.18651 & -1.2922 & 0.10124 \tabularnewline
11 & -0.244434 & -1.6935 & 0.048422 \tabularnewline
12 & -0.24585 & -1.7033 & 0.04749 \tabularnewline
13 & -0.070417 & -0.4879 & 0.313934 \tabularnewline
14 & 0.111903 & 0.7753 & 0.220986 \tabularnewline
15 & 0.139094 & 0.9637 & 0.170021 \tabularnewline
16 & 0.041085 & 0.2846 & 0.388569 \tabularnewline
17 & -0.044297 & -0.3069 & 0.380124 \tabularnewline
18 & -0.083414 & -0.5779 & 0.283013 \tabularnewline
19 & -0.094984 & -0.6581 & 0.256818 \tabularnewline
20 & 0.018115 & 0.1255 & 0.450325 \tabularnewline
21 & 0.111701 & 0.7739 & 0.221396 \tabularnewline
22 & 0.003098 & 0.0215 & 0.491484 \tabularnewline
23 & -0.127491 & -0.8833 & 0.190744 \tabularnewline
24 & -0.154777 & -1.0723 & 0.144468 \tabularnewline
25 & -0.05916 & -0.4099 & 0.341863 \tabularnewline
26 & 0.053939 & 0.3737 & 0.355136 \tabularnewline
27 & 0.072477 & 0.5021 & 0.308934 \tabularnewline
28 & 0.013494 & 0.0935 & 0.462952 \tabularnewline
29 & -0.091666 & -0.6351 & 0.264196 \tabularnewline
30 & -0.151973 & -1.0529 & 0.148829 \tabularnewline
31 & -0.013093 & -0.0907 & 0.46405 \tabularnewline
32 & 0.094355 & 0.6537 & 0.258209 \tabularnewline
33 & 0.104417 & 0.7234 & 0.236466 \tabularnewline
34 & 0.055323 & 0.3833 & 0.3516 \tabularnewline
35 & -0.008163 & -0.0566 & 0.477566 \tabularnewline
36 & -0.019204 & -0.133 & 0.447356 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65035&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]0.537962[/C][C]3.7271[/C][C]0.000255[/C][/ROW]
[ROW][C]2[/C][C]-0.085563[/C][C]-0.5928[/C][C]0.27805[/C][/ROW]
[ROW][C]3[/C][C]-0.485708[/C][C]-3.3651[/C][C]0.000756[/C][/ROW]
[ROW][C]4[/C][C]-0.50955[/C][C]-3.5303[/C][C]0.000464[/C][/ROW]
[ROW][C]5[/C][C]-0.153206[/C][C]-1.0614[/C][C]0.146901[/C][/ROW]
[ROW][C]6[/C][C]0.222651[/C][C]1.5426[/C][C]0.064751[/C][/ROW]
[ROW][C]7[/C][C]0.407002[/C][C]2.8198[/C][C]0.003482[/C][/ROW]
[ROW][C]8[/C][C]0.281623[/C][C]1.9511[/C][C]0.028445[/C][/ROW]
[ROW][C]9[/C][C]-0.032083[/C][C]-0.2223[/C][C]0.41252[/C][/ROW]
[ROW][C]10[/C][C]-0.18651[/C][C]-1.2922[/C][C]0.10124[/C][/ROW]
[ROW][C]11[/C][C]-0.244434[/C][C]-1.6935[/C][C]0.048422[/C][/ROW]
[ROW][C]12[/C][C]-0.24585[/C][C]-1.7033[/C][C]0.04749[/C][/ROW]
[ROW][C]13[/C][C]-0.070417[/C][C]-0.4879[/C][C]0.313934[/C][/ROW]
[ROW][C]14[/C][C]0.111903[/C][C]0.7753[/C][C]0.220986[/C][/ROW]
[ROW][C]15[/C][C]0.139094[/C][C]0.9637[/C][C]0.170021[/C][/ROW]
[ROW][C]16[/C][C]0.041085[/C][C]0.2846[/C][C]0.388569[/C][/ROW]
[ROW][C]17[/C][C]-0.044297[/C][C]-0.3069[/C][C]0.380124[/C][/ROW]
[ROW][C]18[/C][C]-0.083414[/C][C]-0.5779[/C][C]0.283013[/C][/ROW]
[ROW][C]19[/C][C]-0.094984[/C][C]-0.6581[/C][C]0.256818[/C][/ROW]
[ROW][C]20[/C][C]0.018115[/C][C]0.1255[/C][C]0.450325[/C][/ROW]
[ROW][C]21[/C][C]0.111701[/C][C]0.7739[/C][C]0.221396[/C][/ROW]
[ROW][C]22[/C][C]0.003098[/C][C]0.0215[/C][C]0.491484[/C][/ROW]
[ROW][C]23[/C][C]-0.127491[/C][C]-0.8833[/C][C]0.190744[/C][/ROW]
[ROW][C]24[/C][C]-0.154777[/C][C]-1.0723[/C][C]0.144468[/C][/ROW]
[ROW][C]25[/C][C]-0.05916[/C][C]-0.4099[/C][C]0.341863[/C][/ROW]
[ROW][C]26[/C][C]0.053939[/C][C]0.3737[/C][C]0.355136[/C][/ROW]
[ROW][C]27[/C][C]0.072477[/C][C]0.5021[/C][C]0.308934[/C][/ROW]
[ROW][C]28[/C][C]0.013494[/C][C]0.0935[/C][C]0.462952[/C][/ROW]
[ROW][C]29[/C][C]-0.091666[/C][C]-0.6351[/C][C]0.264196[/C][/ROW]
[ROW][C]30[/C][C]-0.151973[/C][C]-1.0529[/C][C]0.148829[/C][/ROW]
[ROW][C]31[/C][C]-0.013093[/C][C]-0.0907[/C][C]0.46405[/C][/ROW]
[ROW][C]32[/C][C]0.094355[/C][C]0.6537[/C][C]0.258209[/C][/ROW]
[ROW][C]33[/C][C]0.104417[/C][C]0.7234[/C][C]0.236466[/C][/ROW]
[ROW][C]34[/C][C]0.055323[/C][C]0.3833[/C][C]0.3516[/C][/ROW]
[ROW][C]35[/C][C]-0.008163[/C][C]-0.0566[/C][C]0.477566[/C][/ROW]
[ROW][C]36[/C][C]-0.019204[/C][C]-0.133[/C][C]0.447356[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65035&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65035&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
10.5379623.72710.000255
2-0.085563-0.59280.27805
3-0.485708-3.36510.000756
4-0.50955-3.53030.000464
5-0.153206-1.06140.146901
60.2226511.54260.064751
70.4070022.81980.003482
80.2816231.95110.028445
9-0.032083-0.22230.41252
10-0.18651-1.29220.10124
11-0.244434-1.69350.048422
12-0.24585-1.70330.04749
13-0.070417-0.48790.313934
140.1119030.77530.220986
150.1390940.96370.170021
160.0410850.28460.388569
17-0.044297-0.30690.380124
18-0.083414-0.57790.283013
19-0.094984-0.65810.256818
200.0181150.12550.450325
210.1117010.77390.221396
220.0030980.02150.491484
23-0.127491-0.88330.190744
24-0.154777-1.07230.144468
25-0.05916-0.40990.341863
260.0539390.37370.355136
270.0724770.50210.308934
280.0134940.09350.462952
29-0.091666-0.63510.264196
30-0.151973-1.05290.148829
31-0.013093-0.09070.46405
320.0943550.65370.258209
330.1044170.72340.236466
340.0553230.38330.3516
35-0.008163-0.05660.477566
36-0.019204-0.1330.447356







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5379623.72710.000255
2-0.527677-3.65590.000317
3-0.256504-1.77710.040943
4-0.136209-0.94370.175029
50.1345310.93210.177985
60.012620.08740.465345
70.1008960.6990.243954
8-0.029849-0.20680.418522
9-0.037833-0.26210.397177
100.1641181.1370.130583
11-0.148237-1.0270.15478
12-0.236182-1.63630.054157
130.06830.47320.319108
140.0102830.07120.471751
15-0.188462-1.30570.098939
16-0.10169-0.70450.242255
170.0888330.61550.270581
18-0.021907-0.15180.439999
19-0.035876-0.24860.402381
200.15361.06420.146288
21-0.045239-0.31340.377657
22-0.220207-1.52560.066831
230.0045260.03140.487557
24-0.064911-0.44970.327469
25-0.093859-0.65030.259309
26-0.030372-0.21040.417113
27-0.149661-1.03690.152493
28-0.204262-1.41520.081738
290.0461080.31940.375388
30-0.019449-0.13470.446687
31-0.015971-0.11070.456176
32-0.052032-0.36050.360032
330.0700410.48530.31485
34-0.094484-0.65460.257925
35-0.012003-0.08320.467036
360.0760360.52680.300383

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.537962 & 3.7271 & 0.000255 \tabularnewline
2 & -0.527677 & -3.6559 & 0.000317 \tabularnewline
3 & -0.256504 & -1.7771 & 0.040943 \tabularnewline
4 & -0.136209 & -0.9437 & 0.175029 \tabularnewline
5 & 0.134531 & 0.9321 & 0.177985 \tabularnewline
6 & 0.01262 & 0.0874 & 0.465345 \tabularnewline
7 & 0.100896 & 0.699 & 0.243954 \tabularnewline
8 & -0.029849 & -0.2068 & 0.418522 \tabularnewline
9 & -0.037833 & -0.2621 & 0.397177 \tabularnewline
10 & 0.164118 & 1.137 & 0.130583 \tabularnewline
11 & -0.148237 & -1.027 & 0.15478 \tabularnewline
12 & -0.236182 & -1.6363 & 0.054157 \tabularnewline
13 & 0.0683 & 0.4732 & 0.319108 \tabularnewline
14 & 0.010283 & 0.0712 & 0.471751 \tabularnewline
15 & -0.188462 & -1.3057 & 0.098939 \tabularnewline
16 & -0.10169 & -0.7045 & 0.242255 \tabularnewline
17 & 0.088833 & 0.6155 & 0.270581 \tabularnewline
18 & -0.021907 & -0.1518 & 0.439999 \tabularnewline
19 & -0.035876 & -0.2486 & 0.402381 \tabularnewline
20 & 0.1536 & 1.0642 & 0.146288 \tabularnewline
21 & -0.045239 & -0.3134 & 0.377657 \tabularnewline
22 & -0.220207 & -1.5256 & 0.066831 \tabularnewline
23 & 0.004526 & 0.0314 & 0.487557 \tabularnewline
24 & -0.064911 & -0.4497 & 0.327469 \tabularnewline
25 & -0.093859 & -0.6503 & 0.259309 \tabularnewline
26 & -0.030372 & -0.2104 & 0.417113 \tabularnewline
27 & -0.149661 & -1.0369 & 0.152493 \tabularnewline
28 & -0.204262 & -1.4152 & 0.081738 \tabularnewline
29 & 0.046108 & 0.3194 & 0.375388 \tabularnewline
30 & -0.019449 & -0.1347 & 0.446687 \tabularnewline
31 & -0.015971 & -0.1107 & 0.456176 \tabularnewline
32 & -0.052032 & -0.3605 & 0.360032 \tabularnewline
33 & 0.070041 & 0.4853 & 0.31485 \tabularnewline
34 & -0.094484 & -0.6546 & 0.257925 \tabularnewline
35 & -0.012003 & -0.0832 & 0.467036 \tabularnewline
36 & 0.076036 & 0.5268 & 0.300383 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65035&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]0.537962[/C][C]3.7271[/C][C]0.000255[/C][/ROW]
[ROW][C]2[/C][C]-0.527677[/C][C]-3.6559[/C][C]0.000317[/C][/ROW]
[ROW][C]3[/C][C]-0.256504[/C][C]-1.7771[/C][C]0.040943[/C][/ROW]
[ROW][C]4[/C][C]-0.136209[/C][C]-0.9437[/C][C]0.175029[/C][/ROW]
[ROW][C]5[/C][C]0.134531[/C][C]0.9321[/C][C]0.177985[/C][/ROW]
[ROW][C]6[/C][C]0.01262[/C][C]0.0874[/C][C]0.465345[/C][/ROW]
[ROW][C]7[/C][C]0.100896[/C][C]0.699[/C][C]0.243954[/C][/ROW]
[ROW][C]8[/C][C]-0.029849[/C][C]-0.2068[/C][C]0.418522[/C][/ROW]
[ROW][C]9[/C][C]-0.037833[/C][C]-0.2621[/C][C]0.397177[/C][/ROW]
[ROW][C]10[/C][C]0.164118[/C][C]1.137[/C][C]0.130583[/C][/ROW]
[ROW][C]11[/C][C]-0.148237[/C][C]-1.027[/C][C]0.15478[/C][/ROW]
[ROW][C]12[/C][C]-0.236182[/C][C]-1.6363[/C][C]0.054157[/C][/ROW]
[ROW][C]13[/C][C]0.0683[/C][C]0.4732[/C][C]0.319108[/C][/ROW]
[ROW][C]14[/C][C]0.010283[/C][C]0.0712[/C][C]0.471751[/C][/ROW]
[ROW][C]15[/C][C]-0.188462[/C][C]-1.3057[/C][C]0.098939[/C][/ROW]
[ROW][C]16[/C][C]-0.10169[/C][C]-0.7045[/C][C]0.242255[/C][/ROW]
[ROW][C]17[/C][C]0.088833[/C][C]0.6155[/C][C]0.270581[/C][/ROW]
[ROW][C]18[/C][C]-0.021907[/C][C]-0.1518[/C][C]0.439999[/C][/ROW]
[ROW][C]19[/C][C]-0.035876[/C][C]-0.2486[/C][C]0.402381[/C][/ROW]
[ROW][C]20[/C][C]0.1536[/C][C]1.0642[/C][C]0.146288[/C][/ROW]
[ROW][C]21[/C][C]-0.045239[/C][C]-0.3134[/C][C]0.377657[/C][/ROW]
[ROW][C]22[/C][C]-0.220207[/C][C]-1.5256[/C][C]0.066831[/C][/ROW]
[ROW][C]23[/C][C]0.004526[/C][C]0.0314[/C][C]0.487557[/C][/ROW]
[ROW][C]24[/C][C]-0.064911[/C][C]-0.4497[/C][C]0.327469[/C][/ROW]
[ROW][C]25[/C][C]-0.093859[/C][C]-0.6503[/C][C]0.259309[/C][/ROW]
[ROW][C]26[/C][C]-0.030372[/C][C]-0.2104[/C][C]0.417113[/C][/ROW]
[ROW][C]27[/C][C]-0.149661[/C][C]-1.0369[/C][C]0.152493[/C][/ROW]
[ROW][C]28[/C][C]-0.204262[/C][C]-1.4152[/C][C]0.081738[/C][/ROW]
[ROW][C]29[/C][C]0.046108[/C][C]0.3194[/C][C]0.375388[/C][/ROW]
[ROW][C]30[/C][C]-0.019449[/C][C]-0.1347[/C][C]0.446687[/C][/ROW]
[ROW][C]31[/C][C]-0.015971[/C][C]-0.1107[/C][C]0.456176[/C][/ROW]
[ROW][C]32[/C][C]-0.052032[/C][C]-0.3605[/C][C]0.360032[/C][/ROW]
[ROW][C]33[/C][C]0.070041[/C][C]0.4853[/C][C]0.31485[/C][/ROW]
[ROW][C]34[/C][C]-0.094484[/C][C]-0.6546[/C][C]0.257925[/C][/ROW]
[ROW][C]35[/C][C]-0.012003[/C][C]-0.0832[/C][C]0.467036[/C][/ROW]
[ROW][C]36[/C][C]0.076036[/C][C]0.5268[/C][C]0.300383[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65035&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65035&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
10.5379623.72710.000255
2-0.527677-3.65590.000317
3-0.256504-1.77710.040943
4-0.136209-0.94370.175029
50.1345310.93210.177985
60.012620.08740.465345
70.1008960.6990.243954
8-0.029849-0.20680.418522
9-0.037833-0.26210.397177
100.1641181.1370.130583
11-0.148237-1.0270.15478
12-0.236182-1.63630.054157
130.06830.47320.319108
140.0102830.07120.471751
15-0.188462-1.30570.098939
16-0.10169-0.70450.242255
170.0888330.61550.270581
18-0.021907-0.15180.439999
19-0.035876-0.24860.402381
200.15361.06420.146288
21-0.045239-0.31340.377657
22-0.220207-1.52560.066831
230.0045260.03140.487557
24-0.064911-0.44970.327469
25-0.093859-0.65030.259309
26-0.030372-0.21040.417113
27-0.149661-1.03690.152493
28-0.204262-1.41520.081738
290.0461080.31940.375388
30-0.019449-0.13470.446687
31-0.015971-0.11070.456176
32-0.052032-0.36050.360032
330.0700410.48530.31485
34-0.094484-0.65460.257925
35-0.012003-0.08320.467036
360.0760360.52680.300383



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