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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 computationSun, 13 Dec 2009 08:05:34 -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/13/t1260716784ayb7biey4zux0tf.htm/, Retrieved Sun, 28 Apr 2024 17:37:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67318, Retrieved Sun, 28 Apr 2024 17:37:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138

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]
-    D        [(Partial) Autocorrelation Function] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D              [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:05:34] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-    D                [(Partial) Autocorrelation Function] [WS9] [2009-12-13 18:59:07] [85be98bd9ebcfd4d73e77f8552419c9a]
-   PD                  [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:01:13] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                     [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:03:21] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                       [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:11:37] [85be98bd9ebcfd4d73e77f8552419c9a]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
 181.10 
 191.20 
 206.20 
 212.00 
 224.70 
 231.30 
 229.30 
 227.40 
 253.90 
 265.90 
 277.70 
 292.10 
 282.90 
 292.80 
 311.00 
 330.90 
 350.00 
 348.50 
 360.90 
 345.90 
 308.80 
 320.00 
 322.00 
 322.90 
 343.30 
 354.70 
 376.60 
 383.20 
 392.50 
 388.20 
 407.40 
 412.50 
 419.80 
 418.10 
 389.20 
 391.60 
 412.90 
 385.90 
 385.50 
 350.20 
 336.30 
 318.50 
 345.40 
 377.40 
 359.50 
 315.60 
 307.80 
 277.40 
 186.90 
 160.00 
 149.10 
 148.90 
 137.90 
 134.00 
 157.50 
 175.10 
 181.00 
 182.20 
 207.80 
 219.40

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67318&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]4 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=67318&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67318&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9493397.35350
20.8763776.78840
30.794666.15540
40.7026375.44261e-06
50.6063894.69718e-06
60.5109833.95810.000101
70.41723.23160.001
80.3207822.48480.007885
90.2276061.7630.041494
100.140111.08530.141068
110.0613040.47490.318306
12-0.013097-0.10140.459767
13-0.075697-0.58630.279921
14-0.130046-1.00730.158911
15-0.183825-1.42390.079828
16-0.225691-1.74820.042772
17-0.258669-2.00360.024815
18-0.296279-2.2950.012624
19-0.330099-2.55690.006554
20-0.362358-2.80680.003369
21-0.398402-3.0860.001534
22-0.419651-3.25060.000945
23-0.43595-3.37690.000646
24-0.43713-3.3860.000628
25-0.428289-3.31750.000773
26-0.418038-3.23810.000981
27-0.395444-3.06310.001639
28-0.373815-2.89560.002636
29-0.363193-2.81330.00331
30-0.357136-2.76640.003762
31-0.345676-2.67760.004775
32-0.327049-2.53330.006965
33-0.304169-2.35610.010877
34-0.278813-2.15970.017402
35-0.258979-2.0060.024683
36-0.234068-1.81310.037411

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949339 & 7.3535 & 0 \tabularnewline
2 & 0.876377 & 6.7884 & 0 \tabularnewline
3 & 0.79466 & 6.1554 & 0 \tabularnewline
4 & 0.702637 & 5.4426 & 1e-06 \tabularnewline
5 & 0.606389 & 4.6971 & 8e-06 \tabularnewline
6 & 0.510983 & 3.9581 & 0.000101 \tabularnewline
7 & 0.4172 & 3.2316 & 0.001 \tabularnewline
8 & 0.320782 & 2.4848 & 0.007885 \tabularnewline
9 & 0.227606 & 1.763 & 0.041494 \tabularnewline
10 & 0.14011 & 1.0853 & 0.141068 \tabularnewline
11 & 0.061304 & 0.4749 & 0.318306 \tabularnewline
12 & -0.013097 & -0.1014 & 0.459767 \tabularnewline
13 & -0.075697 & -0.5863 & 0.279921 \tabularnewline
14 & -0.130046 & -1.0073 & 0.158911 \tabularnewline
15 & -0.183825 & -1.4239 & 0.079828 \tabularnewline
16 & -0.225691 & -1.7482 & 0.042772 \tabularnewline
17 & -0.258669 & -2.0036 & 0.024815 \tabularnewline
18 & -0.296279 & -2.295 & 0.012624 \tabularnewline
19 & -0.330099 & -2.5569 & 0.006554 \tabularnewline
20 & -0.362358 & -2.8068 & 0.003369 \tabularnewline
21 & -0.398402 & -3.086 & 0.001534 \tabularnewline
22 & -0.419651 & -3.2506 & 0.000945 \tabularnewline
23 & -0.43595 & -3.3769 & 0.000646 \tabularnewline
24 & -0.43713 & -3.386 & 0.000628 \tabularnewline
25 & -0.428289 & -3.3175 & 0.000773 \tabularnewline
26 & -0.418038 & -3.2381 & 0.000981 \tabularnewline
27 & -0.395444 & -3.0631 & 0.001639 \tabularnewline
28 & -0.373815 & -2.8956 & 0.002636 \tabularnewline
29 & -0.363193 & -2.8133 & 0.00331 \tabularnewline
30 & -0.357136 & -2.7664 & 0.003762 \tabularnewline
31 & -0.345676 & -2.6776 & 0.004775 \tabularnewline
32 & -0.327049 & -2.5333 & 0.006965 \tabularnewline
33 & -0.304169 & -2.3561 & 0.010877 \tabularnewline
34 & -0.278813 & -2.1597 & 0.017402 \tabularnewline
35 & -0.258979 & -2.006 & 0.024683 \tabularnewline
36 & -0.234068 & -1.8131 & 0.037411 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67318&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]0.949339[/C][C]7.3535[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.876377[/C][C]6.7884[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.79466[/C][C]6.1554[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.702637[/C][C]5.4426[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.606389[/C][C]4.6971[/C][C]8e-06[/C][/ROW]
[ROW][C]6[/C][C]0.510983[/C][C]3.9581[/C][C]0.000101[/C][/ROW]
[ROW][C]7[/C][C]0.4172[/C][C]3.2316[/C][C]0.001[/C][/ROW]
[ROW][C]8[/C][C]0.320782[/C][C]2.4848[/C][C]0.007885[/C][/ROW]
[ROW][C]9[/C][C]0.227606[/C][C]1.763[/C][C]0.041494[/C][/ROW]
[ROW][C]10[/C][C]0.14011[/C][C]1.0853[/C][C]0.141068[/C][/ROW]
[ROW][C]11[/C][C]0.061304[/C][C]0.4749[/C][C]0.318306[/C][/ROW]
[ROW][C]12[/C][C]-0.013097[/C][C]-0.1014[/C][C]0.459767[/C][/ROW]
[ROW][C]13[/C][C]-0.075697[/C][C]-0.5863[/C][C]0.279921[/C][/ROW]
[ROW][C]14[/C][C]-0.130046[/C][C]-1.0073[/C][C]0.158911[/C][/ROW]
[ROW][C]15[/C][C]-0.183825[/C][C]-1.4239[/C][C]0.079828[/C][/ROW]
[ROW][C]16[/C][C]-0.225691[/C][C]-1.7482[/C][C]0.042772[/C][/ROW]
[ROW][C]17[/C][C]-0.258669[/C][C]-2.0036[/C][C]0.024815[/C][/ROW]
[ROW][C]18[/C][C]-0.296279[/C][C]-2.295[/C][C]0.012624[/C][/ROW]
[ROW][C]19[/C][C]-0.330099[/C][C]-2.5569[/C][C]0.006554[/C][/ROW]
[ROW][C]20[/C][C]-0.362358[/C][C]-2.8068[/C][C]0.003369[/C][/ROW]
[ROW][C]21[/C][C]-0.398402[/C][C]-3.086[/C][C]0.001534[/C][/ROW]
[ROW][C]22[/C][C]-0.419651[/C][C]-3.2506[/C][C]0.000945[/C][/ROW]
[ROW][C]23[/C][C]-0.43595[/C][C]-3.3769[/C][C]0.000646[/C][/ROW]
[ROW][C]24[/C][C]-0.43713[/C][C]-3.386[/C][C]0.000628[/C][/ROW]
[ROW][C]25[/C][C]-0.428289[/C][C]-3.3175[/C][C]0.000773[/C][/ROW]
[ROW][C]26[/C][C]-0.418038[/C][C]-3.2381[/C][C]0.000981[/C][/ROW]
[ROW][C]27[/C][C]-0.395444[/C][C]-3.0631[/C][C]0.001639[/C][/ROW]
[ROW][C]28[/C][C]-0.373815[/C][C]-2.8956[/C][C]0.002636[/C][/ROW]
[ROW][C]29[/C][C]-0.363193[/C][C]-2.8133[/C][C]0.00331[/C][/ROW]
[ROW][C]30[/C][C]-0.357136[/C][C]-2.7664[/C][C]0.003762[/C][/ROW]
[ROW][C]31[/C][C]-0.345676[/C][C]-2.6776[/C][C]0.004775[/C][/ROW]
[ROW][C]32[/C][C]-0.327049[/C][C]-2.5333[/C][C]0.006965[/C][/ROW]
[ROW][C]33[/C][C]-0.304169[/C][C]-2.3561[/C][C]0.010877[/C][/ROW]
[ROW][C]34[/C][C]-0.278813[/C][C]-2.1597[/C][C]0.017402[/C][/ROW]
[ROW][C]35[/C][C]-0.258979[/C][C]-2.006[/C][C]0.024683[/C][/ROW]
[ROW][C]36[/C][C]-0.234068[/C][C]-1.8131[/C][C]0.037411[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67318&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67318&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
10.9493397.35350
20.8763776.78840
30.794666.15540
40.7026375.44261e-06
50.6063894.69718e-06
60.5109833.95810.000101
70.41723.23160.001
80.3207822.48480.007885
90.2276061.7630.041494
100.140111.08530.141068
110.0613040.47490.318306
12-0.013097-0.10140.459767
13-0.075697-0.58630.279921
14-0.130046-1.00730.158911
15-0.183825-1.42390.079828
16-0.225691-1.74820.042772
17-0.258669-2.00360.024815
18-0.296279-2.2950.012624
19-0.330099-2.55690.006554
20-0.362358-2.80680.003369
21-0.398402-3.0860.001534
22-0.419651-3.25060.000945
23-0.43595-3.37690.000646
24-0.43713-3.3860.000628
25-0.428289-3.31750.000773
26-0.418038-3.23810.000981
27-0.395444-3.06310.001639
28-0.373815-2.89560.002636
29-0.363193-2.81330.00331
30-0.357136-2.76640.003762
31-0.345676-2.67760.004775
32-0.327049-2.53330.006965
33-0.304169-2.35610.010877
34-0.278813-2.15970.017402
35-0.258979-2.0060.024683
36-0.234068-1.81310.037411






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9493397.35350
2-0.251812-1.95050.027894
3-0.083968-0.65040.258955
4-0.130486-1.01070.158099
5-0.061053-0.47290.318995
6-0.033888-0.26250.396921
7-0.043916-0.34020.367458
8-0.101485-0.78610.217453
9-0.030875-0.23920.4059
10-0.029299-0.22690.410618
110.002630.02040.491906
12-0.064434-0.49910.309765
130.0297050.23010.4094
14-0.038349-0.2970.383728
15-0.095769-0.74180.230545
160.0450540.3490.364161
17-0.023769-0.18410.427273
18-0.152256-1.17940.121454
19-0.01687-0.13070.448235
20-0.086879-0.6730.251777
21-0.113828-0.88170.190727
220.1164380.90190.185352
23-0.082138-0.63620.263519
240.0903680.70.243321
25-0.005321-0.04120.483631
26-0.078928-0.61140.27163
270.0796750.61720.269732
28-0.111745-0.86560.195085
29-0.169052-1.30950.097684
30-0.078831-0.61060.271878
310.0021880.0170.493266
320.0709910.54990.292217
33-0.036627-0.28370.388804
34-0.019845-0.15370.439174
35-0.094946-0.73550.232465
360.030880.23920.405884

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949339 & 7.3535 & 0 \tabularnewline
2 & -0.251812 & -1.9505 & 0.027894 \tabularnewline
3 & -0.083968 & -0.6504 & 0.258955 \tabularnewline
4 & -0.130486 & -1.0107 & 0.158099 \tabularnewline
5 & -0.061053 & -0.4729 & 0.318995 \tabularnewline
6 & -0.033888 & -0.2625 & 0.396921 \tabularnewline
7 & -0.043916 & -0.3402 & 0.367458 \tabularnewline
8 & -0.101485 & -0.7861 & 0.217453 \tabularnewline
9 & -0.030875 & -0.2392 & 0.4059 \tabularnewline
10 & -0.029299 & -0.2269 & 0.410618 \tabularnewline
11 & 0.00263 & 0.0204 & 0.491906 \tabularnewline
12 & -0.064434 & -0.4991 & 0.309765 \tabularnewline
13 & 0.029705 & 0.2301 & 0.4094 \tabularnewline
14 & -0.038349 & -0.297 & 0.383728 \tabularnewline
15 & -0.095769 & -0.7418 & 0.230545 \tabularnewline
16 & 0.045054 & 0.349 & 0.364161 \tabularnewline
17 & -0.023769 & -0.1841 & 0.427273 \tabularnewline
18 & -0.152256 & -1.1794 & 0.121454 \tabularnewline
19 & -0.01687 & -0.1307 & 0.448235 \tabularnewline
20 & -0.086879 & -0.673 & 0.251777 \tabularnewline
21 & -0.113828 & -0.8817 & 0.190727 \tabularnewline
22 & 0.116438 & 0.9019 & 0.185352 \tabularnewline
23 & -0.082138 & -0.6362 & 0.263519 \tabularnewline
24 & 0.090368 & 0.7 & 0.243321 \tabularnewline
25 & -0.005321 & -0.0412 & 0.483631 \tabularnewline
26 & -0.078928 & -0.6114 & 0.27163 \tabularnewline
27 & 0.079675 & 0.6172 & 0.269732 \tabularnewline
28 & -0.111745 & -0.8656 & 0.195085 \tabularnewline
29 & -0.169052 & -1.3095 & 0.097684 \tabularnewline
30 & -0.078831 & -0.6106 & 0.271878 \tabularnewline
31 & 0.002188 & 0.017 & 0.493266 \tabularnewline
32 & 0.070991 & 0.5499 & 0.292217 \tabularnewline
33 & -0.036627 & -0.2837 & 0.388804 \tabularnewline
34 & -0.019845 & -0.1537 & 0.439174 \tabularnewline
35 & -0.094946 & -0.7355 & 0.232465 \tabularnewline
36 & 0.03088 & 0.2392 & 0.405884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67318&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]0.949339[/C][C]7.3535[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.251812[/C][C]-1.9505[/C][C]0.027894[/C][/ROW]
[ROW][C]3[/C][C]-0.083968[/C][C]-0.6504[/C][C]0.258955[/C][/ROW]
[ROW][C]4[/C][C]-0.130486[/C][C]-1.0107[/C][C]0.158099[/C][/ROW]
[ROW][C]5[/C][C]-0.061053[/C][C]-0.4729[/C][C]0.318995[/C][/ROW]
[ROW][C]6[/C][C]-0.033888[/C][C]-0.2625[/C][C]0.396921[/C][/ROW]
[ROW][C]7[/C][C]-0.043916[/C][C]-0.3402[/C][C]0.367458[/C][/ROW]
[ROW][C]8[/C][C]-0.101485[/C][C]-0.7861[/C][C]0.217453[/C][/ROW]
[ROW][C]9[/C][C]-0.030875[/C][C]-0.2392[/C][C]0.4059[/C][/ROW]
[ROW][C]10[/C][C]-0.029299[/C][C]-0.2269[/C][C]0.410618[/C][/ROW]
[ROW][C]11[/C][C]0.00263[/C][C]0.0204[/C][C]0.491906[/C][/ROW]
[ROW][C]12[/C][C]-0.064434[/C][C]-0.4991[/C][C]0.309765[/C][/ROW]
[ROW][C]13[/C][C]0.029705[/C][C]0.2301[/C][C]0.4094[/C][/ROW]
[ROW][C]14[/C][C]-0.038349[/C][C]-0.297[/C][C]0.383728[/C][/ROW]
[ROW][C]15[/C][C]-0.095769[/C][C]-0.7418[/C][C]0.230545[/C][/ROW]
[ROW][C]16[/C][C]0.045054[/C][C]0.349[/C][C]0.364161[/C][/ROW]
[ROW][C]17[/C][C]-0.023769[/C][C]-0.1841[/C][C]0.427273[/C][/ROW]
[ROW][C]18[/C][C]-0.152256[/C][C]-1.1794[/C][C]0.121454[/C][/ROW]
[ROW][C]19[/C][C]-0.01687[/C][C]-0.1307[/C][C]0.448235[/C][/ROW]
[ROW][C]20[/C][C]-0.086879[/C][C]-0.673[/C][C]0.251777[/C][/ROW]
[ROW][C]21[/C][C]-0.113828[/C][C]-0.8817[/C][C]0.190727[/C][/ROW]
[ROW][C]22[/C][C]0.116438[/C][C]0.9019[/C][C]0.185352[/C][/ROW]
[ROW][C]23[/C][C]-0.082138[/C][C]-0.6362[/C][C]0.263519[/C][/ROW]
[ROW][C]24[/C][C]0.090368[/C][C]0.7[/C][C]0.243321[/C][/ROW]
[ROW][C]25[/C][C]-0.005321[/C][C]-0.0412[/C][C]0.483631[/C][/ROW]
[ROW][C]26[/C][C]-0.078928[/C][C]-0.6114[/C][C]0.27163[/C][/ROW]
[ROW][C]27[/C][C]0.079675[/C][C]0.6172[/C][C]0.269732[/C][/ROW]
[ROW][C]28[/C][C]-0.111745[/C][C]-0.8656[/C][C]0.195085[/C][/ROW]
[ROW][C]29[/C][C]-0.169052[/C][C]-1.3095[/C][C]0.097684[/C][/ROW]
[ROW][C]30[/C][C]-0.078831[/C][C]-0.6106[/C][C]0.271878[/C][/ROW]
[ROW][C]31[/C][C]0.002188[/C][C]0.017[/C][C]0.493266[/C][/ROW]
[ROW][C]32[/C][C]0.070991[/C][C]0.5499[/C][C]0.292217[/C][/ROW]
[ROW][C]33[/C][C]-0.036627[/C][C]-0.2837[/C][C]0.388804[/C][/ROW]
[ROW][C]34[/C][C]-0.019845[/C][C]-0.1537[/C][C]0.439174[/C][/ROW]
[ROW][C]35[/C][C]-0.094946[/C][C]-0.7355[/C][C]0.232465[/C][/ROW]
[ROW][C]36[/C][C]0.03088[/C][C]0.2392[/C][C]0.405884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67318&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67318&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
10.9493397.35350
2-0.251812-1.95050.027894
3-0.083968-0.65040.258955
4-0.130486-1.01070.158099
5-0.061053-0.47290.318995
6-0.033888-0.26250.396921
7-0.043916-0.34020.367458
8-0.101485-0.78610.217453
9-0.030875-0.23920.4059
10-0.029299-0.22690.410618
110.002630.02040.491906
12-0.064434-0.49910.309765
130.0297050.23010.4094
14-0.038349-0.2970.383728
15-0.095769-0.74180.230545
160.0450540.3490.364161
17-0.023769-0.18410.427273
18-0.152256-1.17940.121454
19-0.01687-0.13070.448235
20-0.086879-0.6730.251777
21-0.113828-0.88170.190727
220.1164380.90190.185352
23-0.082138-0.63620.263519
240.0903680.70.243321
25-0.005321-0.04120.483631
26-0.078928-0.61140.27163
270.0796750.61720.269732
28-0.111745-0.86560.195085
29-0.169052-1.30950.097684
30-0.078831-0.61060.271878
310.0021880.0170.493266
320.0709910.54990.292217
33-0.036627-0.28370.388804
34-0.019845-0.15370.439174
35-0.094946-0.73550.232465
360.030880.23920.405884


Figures (Output of Computation)

Input Parameters & R Code

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