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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 computationSun, 13 Dec 2009 12:03:21 -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/t1260731043jdzqoznnszm8kzk.htm/, Retrieved Sat, 27 Apr 2024 23:45:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67396, Retrieved Sat, 27 Apr 2024 23:45:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125
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] [85be98bd9ebcfd4d73e77f8552419c9a]
-    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] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                       [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:11:37] [85be98bd9ebcfd4d73e77f8552419c9a]
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Dataseries X:
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35
0.36




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=67396&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=67396&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67396&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
10.6095854.17916.3e-05
20.500433.43080.000632
30.2884221.97730.026944
40.1933431.32550.095708
50.091060.62430.267732
60.1879131.28830.10198
70.1690511.1590.126165
80.1798821.23320.111815
90.0862630.59140.278546
100.0113360.07770.469193
11-0.005655-0.03880.48462
12-0.04557-0.31240.378054
130.1448190.99280.162938
140.0424120.29080.386255
150.1534051.05170.149158
160.0519440.35610.361675
17-0.004698-0.03220.487221
18-0.085067-0.58320.281277
19-0.020209-0.13850.445202
20-0.116177-0.79650.214881
21-0.05007-0.34330.366465
22-0.058064-0.39810.346192
23-0.028079-0.19250.42409
24-0.120289-0.82470.206866
25-0.146838-1.00670.159624
26-0.139735-0.9580.171488
27-0.222474-1.52520.066955
28-0.205644-1.40980.082588
29-0.179181-1.22840.112706
30-0.172938-1.18560.120869
31-0.172584-1.18320.121345
32-0.154467-1.0590.147512
33-0.196672-1.34830.092009
34-0.20619-1.41360.082039
35-0.232041-1.59080.05918
36-0.183843-1.26040.10688

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.609585 & 4.1791 & 6.3e-05 \tabularnewline
2 & 0.50043 & 3.4308 & 0.000632 \tabularnewline
3 & 0.288422 & 1.9773 & 0.026944 \tabularnewline
4 & 0.193343 & 1.3255 & 0.095708 \tabularnewline
5 & 0.09106 & 0.6243 & 0.267732 \tabularnewline
6 & 0.187913 & 1.2883 & 0.10198 \tabularnewline
7 & 0.169051 & 1.159 & 0.126165 \tabularnewline
8 & 0.179882 & 1.2332 & 0.111815 \tabularnewline
9 & 0.086263 & 0.5914 & 0.278546 \tabularnewline
10 & 0.011336 & 0.0777 & 0.469193 \tabularnewline
11 & -0.005655 & -0.0388 & 0.48462 \tabularnewline
12 & -0.04557 & -0.3124 & 0.378054 \tabularnewline
13 & 0.144819 & 0.9928 & 0.162938 \tabularnewline
14 & 0.042412 & 0.2908 & 0.386255 \tabularnewline
15 & 0.153405 & 1.0517 & 0.149158 \tabularnewline
16 & 0.051944 & 0.3561 & 0.361675 \tabularnewline
17 & -0.004698 & -0.0322 & 0.487221 \tabularnewline
18 & -0.085067 & -0.5832 & 0.281277 \tabularnewline
19 & -0.020209 & -0.1385 & 0.445202 \tabularnewline
20 & -0.116177 & -0.7965 & 0.214881 \tabularnewline
21 & -0.05007 & -0.3433 & 0.366465 \tabularnewline
22 & -0.058064 & -0.3981 & 0.346192 \tabularnewline
23 & -0.028079 & -0.1925 & 0.42409 \tabularnewline
24 & -0.120289 & -0.8247 & 0.206866 \tabularnewline
25 & -0.146838 & -1.0067 & 0.159624 \tabularnewline
26 & -0.139735 & -0.958 & 0.171488 \tabularnewline
27 & -0.222474 & -1.5252 & 0.066955 \tabularnewline
28 & -0.205644 & -1.4098 & 0.082588 \tabularnewline
29 & -0.179181 & -1.2284 & 0.112706 \tabularnewline
30 & -0.172938 & -1.1856 & 0.120869 \tabularnewline
31 & -0.172584 & -1.1832 & 0.121345 \tabularnewline
32 & -0.154467 & -1.059 & 0.147512 \tabularnewline
33 & -0.196672 & -1.3483 & 0.092009 \tabularnewline
34 & -0.20619 & -1.4136 & 0.082039 \tabularnewline
35 & -0.232041 & -1.5908 & 0.05918 \tabularnewline
36 & -0.183843 & -1.2604 & 0.10688 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67396&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]0.609585[/C][C]4.1791[/C][C]6.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.50043[/C][C]3.4308[/C][C]0.000632[/C][/ROW]
[ROW][C]3[/C][C]0.288422[/C][C]1.9773[/C][C]0.026944[/C][/ROW]
[ROW][C]4[/C][C]0.193343[/C][C]1.3255[/C][C]0.095708[/C][/ROW]
[ROW][C]5[/C][C]0.09106[/C][C]0.6243[/C][C]0.267732[/C][/ROW]
[ROW][C]6[/C][C]0.187913[/C][C]1.2883[/C][C]0.10198[/C][/ROW]
[ROW][C]7[/C][C]0.169051[/C][C]1.159[/C][C]0.126165[/C][/ROW]
[ROW][C]8[/C][C]0.179882[/C][C]1.2332[/C][C]0.111815[/C][/ROW]
[ROW][C]9[/C][C]0.086263[/C][C]0.5914[/C][C]0.278546[/C][/ROW]
[ROW][C]10[/C][C]0.011336[/C][C]0.0777[/C][C]0.469193[/C][/ROW]
[ROW][C]11[/C][C]-0.005655[/C][C]-0.0388[/C][C]0.48462[/C][/ROW]
[ROW][C]12[/C][C]-0.04557[/C][C]-0.3124[/C][C]0.378054[/C][/ROW]
[ROW][C]13[/C][C]0.144819[/C][C]0.9928[/C][C]0.162938[/C][/ROW]
[ROW][C]14[/C][C]0.042412[/C][C]0.2908[/C][C]0.386255[/C][/ROW]
[ROW][C]15[/C][C]0.153405[/C][C]1.0517[/C][C]0.149158[/C][/ROW]
[ROW][C]16[/C][C]0.051944[/C][C]0.3561[/C][C]0.361675[/C][/ROW]
[ROW][C]17[/C][C]-0.004698[/C][C]-0.0322[/C][C]0.487221[/C][/ROW]
[ROW][C]18[/C][C]-0.085067[/C][C]-0.5832[/C][C]0.281277[/C][/ROW]
[ROW][C]19[/C][C]-0.020209[/C][C]-0.1385[/C][C]0.445202[/C][/ROW]
[ROW][C]20[/C][C]-0.116177[/C][C]-0.7965[/C][C]0.214881[/C][/ROW]
[ROW][C]21[/C][C]-0.05007[/C][C]-0.3433[/C][C]0.366465[/C][/ROW]
[ROW][C]22[/C][C]-0.058064[/C][C]-0.3981[/C][C]0.346192[/C][/ROW]
[ROW][C]23[/C][C]-0.028079[/C][C]-0.1925[/C][C]0.42409[/C][/ROW]
[ROW][C]24[/C][C]-0.120289[/C][C]-0.8247[/C][C]0.206866[/C][/ROW]
[ROW][C]25[/C][C]-0.146838[/C][C]-1.0067[/C][C]0.159624[/C][/ROW]
[ROW][C]26[/C][C]-0.139735[/C][C]-0.958[/C][C]0.171488[/C][/ROW]
[ROW][C]27[/C][C]-0.222474[/C][C]-1.5252[/C][C]0.066955[/C][/ROW]
[ROW][C]28[/C][C]-0.205644[/C][C]-1.4098[/C][C]0.082588[/C][/ROW]
[ROW][C]29[/C][C]-0.179181[/C][C]-1.2284[/C][C]0.112706[/C][/ROW]
[ROW][C]30[/C][C]-0.172938[/C][C]-1.1856[/C][C]0.120869[/C][/ROW]
[ROW][C]31[/C][C]-0.172584[/C][C]-1.1832[/C][C]0.121345[/C][/ROW]
[ROW][C]32[/C][C]-0.154467[/C][C]-1.059[/C][C]0.147512[/C][/ROW]
[ROW][C]33[/C][C]-0.196672[/C][C]-1.3483[/C][C]0.092009[/C][/ROW]
[ROW][C]34[/C][C]-0.20619[/C][C]-1.4136[/C][C]0.082039[/C][/ROW]
[ROW][C]35[/C][C]-0.232041[/C][C]-1.5908[/C][C]0.05918[/C][/ROW]
[ROW][C]36[/C][C]-0.183843[/C][C]-1.2604[/C][C]0.10688[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67396&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67396&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
10.6095854.17916.3e-05
20.500433.43080.000632
30.2884221.97730.026944
40.1933431.32550.095708
50.091060.62430.267732
60.1879131.28830.10198
70.1690511.1590.126165
80.1798821.23320.111815
90.0862630.59140.278546
100.0113360.07770.469193
11-0.005655-0.03880.48462
12-0.04557-0.31240.378054
130.1448190.99280.162938
140.0424120.29080.386255
150.1534051.05170.149158
160.0519440.35610.361675
17-0.004698-0.03220.487221
18-0.085067-0.58320.281277
19-0.020209-0.13850.445202
20-0.116177-0.79650.214881
21-0.05007-0.34330.366465
22-0.058064-0.39810.346192
23-0.028079-0.19250.42409
24-0.120289-0.82470.206866
25-0.146838-1.00670.159624
26-0.139735-0.9580.171488
27-0.222474-1.52520.066955
28-0.205644-1.40980.082588
29-0.179181-1.22840.112706
30-0.172938-1.18560.120869
31-0.172584-1.18320.121345
32-0.154467-1.0590.147512
33-0.196672-1.34830.092009
34-0.20619-1.41360.082039
35-0.232041-1.59080.05918
36-0.183843-1.26040.10688







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6095854.17916.3e-05
20.205021.40550.083218
3-0.131344-0.90040.186236
4-0.014504-0.09940.460607
5-0.025749-0.17650.430319
60.2361121.61870.056102
70.0229160.15710.437919
8-0.03548-0.24320.404439
9-0.1185-0.81240.210331
10-0.085554-0.58650.280163
110.1122720.76970.222666
12-0.041368-0.28360.38898
130.3166642.17090.01751
14-0.285897-1.960.027969
150.1406090.9640.169998
16-0.112561-0.77170.222084
17-0.082387-0.56480.287442
180.1092420.74890.228816
19-0.065442-0.44860.327874
20-0.05892-0.40390.344047
21-0.106993-0.73350.233447
220.1016640.6970.244626
230.0460510.31570.376811
24-0.195315-1.3390.093503
250.0607980.41680.339358
26-0.169959-1.16520.124913
270.0164720.11290.455284
28-0.131073-0.89860.186726
290.0912070.62530.267406
30-0.029503-0.20230.420292
31-0.095455-0.65440.258019
320.0060.04110.483682
33-0.049891-0.3420.366926
34-0.071108-0.48750.314089
35-0.016832-0.11540.454312
36-0.000554-0.00380.498494

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.609585 & 4.1791 & 6.3e-05 \tabularnewline
2 & 0.20502 & 1.4055 & 0.083218 \tabularnewline
3 & -0.131344 & -0.9004 & 0.186236 \tabularnewline
4 & -0.014504 & -0.0994 & 0.460607 \tabularnewline
5 & -0.025749 & -0.1765 & 0.430319 \tabularnewline
6 & 0.236112 & 1.6187 & 0.056102 \tabularnewline
7 & 0.022916 & 0.1571 & 0.437919 \tabularnewline
8 & -0.03548 & -0.2432 & 0.404439 \tabularnewline
9 & -0.1185 & -0.8124 & 0.210331 \tabularnewline
10 & -0.085554 & -0.5865 & 0.280163 \tabularnewline
11 & 0.112272 & 0.7697 & 0.222666 \tabularnewline
12 & -0.041368 & -0.2836 & 0.38898 \tabularnewline
13 & 0.316664 & 2.1709 & 0.01751 \tabularnewline
14 & -0.285897 & -1.96 & 0.027969 \tabularnewline
15 & 0.140609 & 0.964 & 0.169998 \tabularnewline
16 & -0.112561 & -0.7717 & 0.222084 \tabularnewline
17 & -0.082387 & -0.5648 & 0.287442 \tabularnewline
18 & 0.109242 & 0.7489 & 0.228816 \tabularnewline
19 & -0.065442 & -0.4486 & 0.327874 \tabularnewline
20 & -0.05892 & -0.4039 & 0.344047 \tabularnewline
21 & -0.106993 & -0.7335 & 0.233447 \tabularnewline
22 & 0.101664 & 0.697 & 0.244626 \tabularnewline
23 & 0.046051 & 0.3157 & 0.376811 \tabularnewline
24 & -0.195315 & -1.339 & 0.093503 \tabularnewline
25 & 0.060798 & 0.4168 & 0.339358 \tabularnewline
26 & -0.169959 & -1.1652 & 0.124913 \tabularnewline
27 & 0.016472 & 0.1129 & 0.455284 \tabularnewline
28 & -0.131073 & -0.8986 & 0.186726 \tabularnewline
29 & 0.091207 & 0.6253 & 0.267406 \tabularnewline
30 & -0.029503 & -0.2023 & 0.420292 \tabularnewline
31 & -0.095455 & -0.6544 & 0.258019 \tabularnewline
32 & 0.006 & 0.0411 & 0.483682 \tabularnewline
33 & -0.049891 & -0.342 & 0.366926 \tabularnewline
34 & -0.071108 & -0.4875 & 0.314089 \tabularnewline
35 & -0.016832 & -0.1154 & 0.454312 \tabularnewline
36 & -0.000554 & -0.0038 & 0.498494 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67396&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]0.609585[/C][C]4.1791[/C][C]6.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.20502[/C][C]1.4055[/C][C]0.083218[/C][/ROW]
[ROW][C]3[/C][C]-0.131344[/C][C]-0.9004[/C][C]0.186236[/C][/ROW]
[ROW][C]4[/C][C]-0.014504[/C][C]-0.0994[/C][C]0.460607[/C][/ROW]
[ROW][C]5[/C][C]-0.025749[/C][C]-0.1765[/C][C]0.430319[/C][/ROW]
[ROW][C]6[/C][C]0.236112[/C][C]1.6187[/C][C]0.056102[/C][/ROW]
[ROW][C]7[/C][C]0.022916[/C][C]0.1571[/C][C]0.437919[/C][/ROW]
[ROW][C]8[/C][C]-0.03548[/C][C]-0.2432[/C][C]0.404439[/C][/ROW]
[ROW][C]9[/C][C]-0.1185[/C][C]-0.8124[/C][C]0.210331[/C][/ROW]
[ROW][C]10[/C][C]-0.085554[/C][C]-0.5865[/C][C]0.280163[/C][/ROW]
[ROW][C]11[/C][C]0.112272[/C][C]0.7697[/C][C]0.222666[/C][/ROW]
[ROW][C]12[/C][C]-0.041368[/C][C]-0.2836[/C][C]0.38898[/C][/ROW]
[ROW][C]13[/C][C]0.316664[/C][C]2.1709[/C][C]0.01751[/C][/ROW]
[ROW][C]14[/C][C]-0.285897[/C][C]-1.96[/C][C]0.027969[/C][/ROW]
[ROW][C]15[/C][C]0.140609[/C][C]0.964[/C][C]0.169998[/C][/ROW]
[ROW][C]16[/C][C]-0.112561[/C][C]-0.7717[/C][C]0.222084[/C][/ROW]
[ROW][C]17[/C][C]-0.082387[/C][C]-0.5648[/C][C]0.287442[/C][/ROW]
[ROW][C]18[/C][C]0.109242[/C][C]0.7489[/C][C]0.228816[/C][/ROW]
[ROW][C]19[/C][C]-0.065442[/C][C]-0.4486[/C][C]0.327874[/C][/ROW]
[ROW][C]20[/C][C]-0.05892[/C][C]-0.4039[/C][C]0.344047[/C][/ROW]
[ROW][C]21[/C][C]-0.106993[/C][C]-0.7335[/C][C]0.233447[/C][/ROW]
[ROW][C]22[/C][C]0.101664[/C][C]0.697[/C][C]0.244626[/C][/ROW]
[ROW][C]23[/C][C]0.046051[/C][C]0.3157[/C][C]0.376811[/C][/ROW]
[ROW][C]24[/C][C]-0.195315[/C][C]-1.339[/C][C]0.093503[/C][/ROW]
[ROW][C]25[/C][C]0.060798[/C][C]0.4168[/C][C]0.339358[/C][/ROW]
[ROW][C]26[/C][C]-0.169959[/C][C]-1.1652[/C][C]0.124913[/C][/ROW]
[ROW][C]27[/C][C]0.016472[/C][C]0.1129[/C][C]0.455284[/C][/ROW]
[ROW][C]28[/C][C]-0.131073[/C][C]-0.8986[/C][C]0.186726[/C][/ROW]
[ROW][C]29[/C][C]0.091207[/C][C]0.6253[/C][C]0.267406[/C][/ROW]
[ROW][C]30[/C][C]-0.029503[/C][C]-0.2023[/C][C]0.420292[/C][/ROW]
[ROW][C]31[/C][C]-0.095455[/C][C]-0.6544[/C][C]0.258019[/C][/ROW]
[ROW][C]32[/C][C]0.006[/C][C]0.0411[/C][C]0.483682[/C][/ROW]
[ROW][C]33[/C][C]-0.049891[/C][C]-0.342[/C][C]0.366926[/C][/ROW]
[ROW][C]34[/C][C]-0.071108[/C][C]-0.4875[/C][C]0.314089[/C][/ROW]
[ROW][C]35[/C][C]-0.016832[/C][C]-0.1154[/C][C]0.454312[/C][/ROW]
[ROW][C]36[/C][C]-0.000554[/C][C]-0.0038[/C][C]0.498494[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67396&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67396&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
10.6095854.17916.3e-05
20.205021.40550.083218
3-0.131344-0.90040.186236
4-0.014504-0.09940.460607
5-0.025749-0.17650.430319
60.2361121.61870.056102
70.0229160.15710.437919
8-0.03548-0.24320.404439
9-0.1185-0.81240.210331
10-0.085554-0.58650.280163
110.1122720.76970.222666
12-0.041368-0.28360.38898
130.3166642.17090.01751
14-0.285897-1.960.027969
150.1406090.9640.169998
16-0.112561-0.77170.222084
17-0.082387-0.56480.287442
180.1092420.74890.228816
19-0.065442-0.44860.327874
20-0.05892-0.40390.344047
21-0.106993-0.73350.233447
220.1016640.6970.244626
230.0460510.31570.376811
24-0.195315-1.3390.093503
250.0607980.41680.339358
26-0.169959-1.16520.124913
270.0164720.11290.455284
28-0.131073-0.89860.186726
290.0912070.62530.267406
30-0.029503-0.20230.420292
31-0.095455-0.65440.258019
320.0060.04110.483682
33-0.049891-0.3420.366926
34-0.071108-0.48750.314089
35-0.016832-0.11540.454312
36-0.000554-0.00380.498494



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