FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 08:08:56 -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/13/t1260717030vj5r978htlutado.htm/, Retrieved Sat, 27 Apr 2024 17:15:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67320, Retrieved Sat, 27 Apr 2024 17:15:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131

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]
-   PD              [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:08:56] [5cd0e65b1f56b3935a0672588b930e12] [Current]
Feedback Forum

Post a new message

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 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=67320&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=67320&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67320&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
10.3814022.92960.00241
20.1384551.06350.145946
30.1937171.4880.071042
40.1092580.83920.202366
5-0.033563-0.25780.398728
6-0.099437-0.76380.224019
70.0488320.37510.354471
80.0928410.71310.239289
9-0.039878-0.30630.380224
10-0.060752-0.46660.321236
110.0664230.51020.305906
120.0188110.14450.442803
13-0.010037-0.07710.469404
140.0900010.69130.246041
150.0094390.07250.471225
16-0.016822-0.12920.448814
17-0.019542-0.15010.440596
18-0.084983-0.65280.25822
19-0.040132-0.30830.379484
20-0.05798-0.44540.328848
21-0.101003-0.77580.220478
22-0.074668-0.57350.284231
23-0.174448-1.340.092699
24-0.141075-1.08360.141471
250.0173080.13290.447344
26-0.031893-0.2450.403662
270.0477460.36670.35756
280.2015391.54810.063479
290.0422860.32480.373238
30-0.061815-0.47480.318339
31-0.085381-0.65580.257244
32-0.065354-0.5020.30877
33-0.066574-0.51140.305502
34-0.093037-0.71460.238828
35-0.105716-0.8120.210023
36-0.089363-0.68640.247571

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.381402 & 2.9296 & 0.00241 \tabularnewline
2 & 0.138455 & 1.0635 & 0.145946 \tabularnewline
3 & 0.193717 & 1.488 & 0.071042 \tabularnewline
4 & 0.109258 & 0.8392 & 0.202366 \tabularnewline
5 & -0.033563 & -0.2578 & 0.398728 \tabularnewline
6 & -0.099437 & -0.7638 & 0.224019 \tabularnewline
7 & 0.048832 & 0.3751 & 0.354471 \tabularnewline
8 & 0.092841 & 0.7131 & 0.239289 \tabularnewline
9 & -0.039878 & -0.3063 & 0.380224 \tabularnewline
10 & -0.060752 & -0.4666 & 0.321236 \tabularnewline
11 & 0.066423 & 0.5102 & 0.305906 \tabularnewline
12 & 0.018811 & 0.1445 & 0.442803 \tabularnewline
13 & -0.010037 & -0.0771 & 0.469404 \tabularnewline
14 & 0.090001 & 0.6913 & 0.246041 \tabularnewline
15 & 0.009439 & 0.0725 & 0.471225 \tabularnewline
16 & -0.016822 & -0.1292 & 0.448814 \tabularnewline
17 & -0.019542 & -0.1501 & 0.440596 \tabularnewline
18 & -0.084983 & -0.6528 & 0.25822 \tabularnewline
19 & -0.040132 & -0.3083 & 0.379484 \tabularnewline
20 & -0.05798 & -0.4454 & 0.328848 \tabularnewline
21 & -0.101003 & -0.7758 & 0.220478 \tabularnewline
22 & -0.074668 & -0.5735 & 0.284231 \tabularnewline
23 & -0.174448 & -1.34 & 0.092699 \tabularnewline
24 & -0.141075 & -1.0836 & 0.141471 \tabularnewline
25 & 0.017308 & 0.1329 & 0.447344 \tabularnewline
26 & -0.031893 & -0.245 & 0.403662 \tabularnewline
27 & 0.047746 & 0.3667 & 0.35756 \tabularnewline
28 & 0.201539 & 1.5481 & 0.063479 \tabularnewline
29 & 0.042286 & 0.3248 & 0.373238 \tabularnewline
30 & -0.061815 & -0.4748 & 0.318339 \tabularnewline
31 & -0.085381 & -0.6558 & 0.257244 \tabularnewline
32 & -0.065354 & -0.502 & 0.30877 \tabularnewline
33 & -0.066574 & -0.5114 & 0.305502 \tabularnewline
34 & -0.093037 & -0.7146 & 0.238828 \tabularnewline
35 & -0.105716 & -0.812 & 0.210023 \tabularnewline
36 & -0.089363 & -0.6864 & 0.247571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67320&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]0.381402[/C][C]2.9296[/C][C]0.00241[/C][/ROW]
[ROW][C]2[/C][C]0.138455[/C][C]1.0635[/C][C]0.145946[/C][/ROW]
[ROW][C]3[/C][C]0.193717[/C][C]1.488[/C][C]0.071042[/C][/ROW]
[ROW][C]4[/C][C]0.109258[/C][C]0.8392[/C][C]0.202366[/C][/ROW]
[ROW][C]5[/C][C]-0.033563[/C][C]-0.2578[/C][C]0.398728[/C][/ROW]
[ROW][C]6[/C][C]-0.099437[/C][C]-0.7638[/C][C]0.224019[/C][/ROW]
[ROW][C]7[/C][C]0.048832[/C][C]0.3751[/C][C]0.354471[/C][/ROW]
[ROW][C]8[/C][C]0.092841[/C][C]0.7131[/C][C]0.239289[/C][/ROW]
[ROW][C]9[/C][C]-0.039878[/C][C]-0.3063[/C][C]0.380224[/C][/ROW]
[ROW][C]10[/C][C]-0.060752[/C][C]-0.4666[/C][C]0.321236[/C][/ROW]
[ROW][C]11[/C][C]0.066423[/C][C]0.5102[/C][C]0.305906[/C][/ROW]
[ROW][C]12[/C][C]0.018811[/C][C]0.1445[/C][C]0.442803[/C][/ROW]
[ROW][C]13[/C][C]-0.010037[/C][C]-0.0771[/C][C]0.469404[/C][/ROW]
[ROW][C]14[/C][C]0.090001[/C][C]0.6913[/C][C]0.246041[/C][/ROW]
[ROW][C]15[/C][C]0.009439[/C][C]0.0725[/C][C]0.471225[/C][/ROW]
[ROW][C]16[/C][C]-0.016822[/C][C]-0.1292[/C][C]0.448814[/C][/ROW]
[ROW][C]17[/C][C]-0.019542[/C][C]-0.1501[/C][C]0.440596[/C][/ROW]
[ROW][C]18[/C][C]-0.084983[/C][C]-0.6528[/C][C]0.25822[/C][/ROW]
[ROW][C]19[/C][C]-0.040132[/C][C]-0.3083[/C][C]0.379484[/C][/ROW]
[ROW][C]20[/C][C]-0.05798[/C][C]-0.4454[/C][C]0.328848[/C][/ROW]
[ROW][C]21[/C][C]-0.101003[/C][C]-0.7758[/C][C]0.220478[/C][/ROW]
[ROW][C]22[/C][C]-0.074668[/C][C]-0.5735[/C][C]0.284231[/C][/ROW]
[ROW][C]23[/C][C]-0.174448[/C][C]-1.34[/C][C]0.092699[/C][/ROW]
[ROW][C]24[/C][C]-0.141075[/C][C]-1.0836[/C][C]0.141471[/C][/ROW]
[ROW][C]25[/C][C]0.017308[/C][C]0.1329[/C][C]0.447344[/C][/ROW]
[ROW][C]26[/C][C]-0.031893[/C][C]-0.245[/C][C]0.403662[/C][/ROW]
[ROW][C]27[/C][C]0.047746[/C][C]0.3667[/C][C]0.35756[/C][/ROW]
[ROW][C]28[/C][C]0.201539[/C][C]1.5481[/C][C]0.063479[/C][/ROW]
[ROW][C]29[/C][C]0.042286[/C][C]0.3248[/C][C]0.373238[/C][/ROW]
[ROW][C]30[/C][C]-0.061815[/C][C]-0.4748[/C][C]0.318339[/C][/ROW]
[ROW][C]31[/C][C]-0.085381[/C][C]-0.6558[/C][C]0.257244[/C][/ROW]
[ROW][C]32[/C][C]-0.065354[/C][C]-0.502[/C][C]0.30877[/C][/ROW]
[ROW][C]33[/C][C]-0.066574[/C][C]-0.5114[/C][C]0.305502[/C][/ROW]
[ROW][C]34[/C][C]-0.093037[/C][C]-0.7146[/C][C]0.238828[/C][/ROW]
[ROW][C]35[/C][C]-0.105716[/C][C]-0.812[/C][C]0.210023[/C][/ROW]
[ROW][C]36[/C][C]-0.089363[/C][C]-0.6864[/C][C]0.247571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67320&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67320&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
10.3814022.92960.00241
20.1384551.06350.145946
30.1937171.4880.071042
40.1092580.83920.202366
5-0.033563-0.25780.398728
6-0.099437-0.76380.224019
70.0488320.37510.354471
80.0928410.71310.239289
9-0.039878-0.30630.380224
10-0.060752-0.46660.321236
110.0664230.51020.305906
120.0188110.14450.442803
13-0.010037-0.07710.469404
140.0900010.69130.246041
150.0094390.07250.471225
16-0.016822-0.12920.448814
17-0.019542-0.15010.440596
18-0.084983-0.65280.25822
19-0.040132-0.30830.379484
20-0.05798-0.44540.328848
21-0.101003-0.77580.220478
22-0.074668-0.57350.284231
23-0.174448-1.340.092699
24-0.141075-1.08360.141471
250.0173080.13290.447344
26-0.031893-0.2450.403662
270.0477460.36670.35756
280.2015391.54810.063479
290.0422860.32480.373238
30-0.061815-0.47480.318339
31-0.085381-0.65580.257244
32-0.065354-0.5020.30877
33-0.066574-0.51140.305502
34-0.093037-0.71460.238828
35-0.105716-0.8120.210023
36-0.089363-0.68640.247571






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3814022.92960.00241
2-0.008206-0.0630.474977
30.1680641.29090.100882
4-0.023504-0.18050.428675
5-0.09312-0.71530.238632
6-0.096402-0.74050.230975
70.1316311.01110.158054
80.0703350.54030.295528
9-0.07788-0.59820.275996
10-0.056833-0.43650.332019
110.076390.58680.2798
12-0.024918-0.19140.424434
130.0488380.37510.354454
140.0929780.71420.238966
15-0.122452-0.94060.17538
16-0.005009-0.03850.48472
170.0019880.01530.493934
18-0.087404-0.67140.252305
190.0317950.24420.403954
20-0.021688-0.16660.434133
21-0.088156-0.67710.250483
22-0.031159-0.23930.405837
23-0.139138-1.06870.144771
24-0.007484-0.05750.477176
250.1268310.97420.166966
26-0.026966-0.20710.41831
270.0938980.72120.236805
280.1436491.10340.13717
29-0.143054-1.09880.138156
30-0.082571-0.63420.264188
31-0.052152-0.40060.345087
32-0.008022-0.06160.475538
33-0.009263-0.07120.471759
340.0313070.24050.4054
35-0.126058-0.96830.16843
36-0.119291-0.91630.181623

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.381402 & 2.9296 & 0.00241 \tabularnewline
2 & -0.008206 & -0.063 & 0.474977 \tabularnewline
3 & 0.168064 & 1.2909 & 0.100882 \tabularnewline
4 & -0.023504 & -0.1805 & 0.428675 \tabularnewline
5 & -0.09312 & -0.7153 & 0.238632 \tabularnewline
6 & -0.096402 & -0.7405 & 0.230975 \tabularnewline
7 & 0.131631 & 1.0111 & 0.158054 \tabularnewline
8 & 0.070335 & 0.5403 & 0.295528 \tabularnewline
9 & -0.07788 & -0.5982 & 0.275996 \tabularnewline
10 & -0.056833 & -0.4365 & 0.332019 \tabularnewline
11 & 0.07639 & 0.5868 & 0.2798 \tabularnewline
12 & -0.024918 & -0.1914 & 0.424434 \tabularnewline
13 & 0.048838 & 0.3751 & 0.354454 \tabularnewline
14 & 0.092978 & 0.7142 & 0.238966 \tabularnewline
15 & -0.122452 & -0.9406 & 0.17538 \tabularnewline
16 & -0.005009 & -0.0385 & 0.48472 \tabularnewline
17 & 0.001988 & 0.0153 & 0.493934 \tabularnewline
18 & -0.087404 & -0.6714 & 0.252305 \tabularnewline
19 & 0.031795 & 0.2442 & 0.403954 \tabularnewline
20 & -0.021688 & -0.1666 & 0.434133 \tabularnewline
21 & -0.088156 & -0.6771 & 0.250483 \tabularnewline
22 & -0.031159 & -0.2393 & 0.405837 \tabularnewline
23 & -0.139138 & -1.0687 & 0.144771 \tabularnewline
24 & -0.007484 & -0.0575 & 0.477176 \tabularnewline
25 & 0.126831 & 0.9742 & 0.166966 \tabularnewline
26 & -0.026966 & -0.2071 & 0.41831 \tabularnewline
27 & 0.093898 & 0.7212 & 0.236805 \tabularnewline
28 & 0.143649 & 1.1034 & 0.13717 \tabularnewline
29 & -0.143054 & -1.0988 & 0.138156 \tabularnewline
30 & -0.082571 & -0.6342 & 0.264188 \tabularnewline
31 & -0.052152 & -0.4006 & 0.345087 \tabularnewline
32 & -0.008022 & -0.0616 & 0.475538 \tabularnewline
33 & -0.009263 & -0.0712 & 0.471759 \tabularnewline
34 & 0.031307 & 0.2405 & 0.4054 \tabularnewline
35 & -0.126058 & -0.9683 & 0.16843 \tabularnewline
36 & -0.119291 & -0.9163 & 0.181623 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67320&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]0.381402[/C][C]2.9296[/C][C]0.00241[/C][/ROW]
[ROW][C]2[/C][C]-0.008206[/C][C]-0.063[/C][C]0.474977[/C][/ROW]
[ROW][C]3[/C][C]0.168064[/C][C]1.2909[/C][C]0.100882[/C][/ROW]
[ROW][C]4[/C][C]-0.023504[/C][C]-0.1805[/C][C]0.428675[/C][/ROW]
[ROW][C]5[/C][C]-0.09312[/C][C]-0.7153[/C][C]0.238632[/C][/ROW]
[ROW][C]6[/C][C]-0.096402[/C][C]-0.7405[/C][C]0.230975[/C][/ROW]
[ROW][C]7[/C][C]0.131631[/C][C]1.0111[/C][C]0.158054[/C][/ROW]
[ROW][C]8[/C][C]0.070335[/C][C]0.5403[/C][C]0.295528[/C][/ROW]
[ROW][C]9[/C][C]-0.07788[/C][C]-0.5982[/C][C]0.275996[/C][/ROW]
[ROW][C]10[/C][C]-0.056833[/C][C]-0.4365[/C][C]0.332019[/C][/ROW]
[ROW][C]11[/C][C]0.07639[/C][C]0.5868[/C][C]0.2798[/C][/ROW]
[ROW][C]12[/C][C]-0.024918[/C][C]-0.1914[/C][C]0.424434[/C][/ROW]
[ROW][C]13[/C][C]0.048838[/C][C]0.3751[/C][C]0.354454[/C][/ROW]
[ROW][C]14[/C][C]0.092978[/C][C]0.7142[/C][C]0.238966[/C][/ROW]
[ROW][C]15[/C][C]-0.122452[/C][C]-0.9406[/C][C]0.17538[/C][/ROW]
[ROW][C]16[/C][C]-0.005009[/C][C]-0.0385[/C][C]0.48472[/C][/ROW]
[ROW][C]17[/C][C]0.001988[/C][C]0.0153[/C][C]0.493934[/C][/ROW]
[ROW][C]18[/C][C]-0.087404[/C][C]-0.6714[/C][C]0.252305[/C][/ROW]
[ROW][C]19[/C][C]0.031795[/C][C]0.2442[/C][C]0.403954[/C][/ROW]
[ROW][C]20[/C][C]-0.021688[/C][C]-0.1666[/C][C]0.434133[/C][/ROW]
[ROW][C]21[/C][C]-0.088156[/C][C]-0.6771[/C][C]0.250483[/C][/ROW]
[ROW][C]22[/C][C]-0.031159[/C][C]-0.2393[/C][C]0.405837[/C][/ROW]
[ROW][C]23[/C][C]-0.139138[/C][C]-1.0687[/C][C]0.144771[/C][/ROW]
[ROW][C]24[/C][C]-0.007484[/C][C]-0.0575[/C][C]0.477176[/C][/ROW]
[ROW][C]25[/C][C]0.126831[/C][C]0.9742[/C][C]0.166966[/C][/ROW]
[ROW][C]26[/C][C]-0.026966[/C][C]-0.2071[/C][C]0.41831[/C][/ROW]
[ROW][C]27[/C][C]0.093898[/C][C]0.7212[/C][C]0.236805[/C][/ROW]
[ROW][C]28[/C][C]0.143649[/C][C]1.1034[/C][C]0.13717[/C][/ROW]
[ROW][C]29[/C][C]-0.143054[/C][C]-1.0988[/C][C]0.138156[/C][/ROW]
[ROW][C]30[/C][C]-0.082571[/C][C]-0.6342[/C][C]0.264188[/C][/ROW]
[ROW][C]31[/C][C]-0.052152[/C][C]-0.4006[/C][C]0.345087[/C][/ROW]
[ROW][C]32[/C][C]-0.008022[/C][C]-0.0616[/C][C]0.475538[/C][/ROW]
[ROW][C]33[/C][C]-0.009263[/C][C]-0.0712[/C][C]0.471759[/C][/ROW]
[ROW][C]34[/C][C]0.031307[/C][C]0.2405[/C][C]0.4054[/C][/ROW]
[ROW][C]35[/C][C]-0.126058[/C][C]-0.9683[/C][C]0.16843[/C][/ROW]
[ROW][C]36[/C][C]-0.119291[/C][C]-0.9163[/C][C]0.181623[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67320&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67320&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
10.3814022.92960.00241
2-0.008206-0.0630.474977
30.1680641.29090.100882
4-0.023504-0.18050.428675
5-0.09312-0.71530.238632
6-0.096402-0.74050.230975
70.1316311.01110.158054
80.0703350.54030.295528
9-0.07788-0.59820.275996
10-0.056833-0.43650.332019
110.076390.58680.2798
12-0.024918-0.19140.424434
130.0488380.37510.354454
140.0929780.71420.238966
15-0.122452-0.94060.17538
16-0.005009-0.03850.48472
170.0019880.01530.493934
18-0.087404-0.67140.252305
190.0317950.24420.403954
20-0.021688-0.16660.434133
21-0.088156-0.67710.250483
22-0.031159-0.23930.405837
23-0.139138-1.06870.144771
24-0.007484-0.05750.477176
250.1268310.97420.166966
26-0.026966-0.20710.41831
270.0938980.72120.236805
280.1436491.10340.13717
29-0.143054-1.09880.138156
30-0.082571-0.63420.264188
31-0.052152-0.40060.345087
32-0.008022-0.06160.475538
33-0.009263-0.07120.471759
340.0313070.24050.4054
35-0.126058-0.96830.16843
36-0.119291-0.91630.181623


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')