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 computationThu, 17 Dec 2009 06:16:42 -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/17/t1261055868kh3z7kh6rgtk0jv.htm/, Retrieved Tue, 30 Apr 2024 03:34:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68859, Retrieved Tue, 30 Apr 2024 03:34:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsSHW Paper: (Partial) Autocorrelation function
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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS 8 Methode 1:AC...] [2009-11-25 13:05:26] [b103a1dc147def8132c7f643ad8c8f84]
-    D            [(Partial) Autocorrelation Function] [Paper: (Partial) ...] [2009-12-17 13:16:42] [a45cc820faa25ce30779915639528ec2] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15.5
15.1
11.7
16.3
16.7
15
14.9
14.6
15.3
17.9
16.4
15.4
17.9
15.9
13.9
17.8
17.9
17.4
16.7
16
16.6
19.1
17.8
17.2
18.6
16.3
15.1
19.2
17.7
19.1
18
17.5
17.8
21.1
17.2
19.4
19.8
17.6
16.2
19.5
19.9
20
17.3
18.9
18.6
21.4
18.6
19.8
20.8
19.6
17.7
19.8
22.2
20.7
17.9
20.9
21.2
21.4
23
21.3
23.9
22.4
18.3
22.8
22.3
17.8
16.4
16
16.4
17.7
16.6
16.2
18.3

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=68859&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=68859&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68859&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
10.6736375.26131e-06
20.6526945.09772e-06
30.5598614.37272.4e-05
40.333852.60750.005726
50.2581432.01620.024096
60.1065940.83250.204179
7-0.068492-0.53490.297319
8-0.078159-0.61040.27192
9-0.175338-1.36940.087943
10-0.162967-1.27280.103957
11-0.150949-1.1790.121498
12-0.162706-1.27080.104317
13-0.117779-0.91990.180628
14-0.097262-0.75960.225197
15-0.044337-0.34630.36516
16-0.10845-0.8470.200147
17-0.019134-0.14940.44085
18-0.036055-0.28160.389603
19-0.044012-0.34370.36611
20-0.015275-0.11930.452715
21-0.018659-0.14570.442308
22-0.051908-0.40540.343294
230.067030.52350.301254
24-0.027131-0.21190.416447
250.0369690.28870.386882
260.0373060.29140.38588
27-0.007048-0.05510.478139
280.0190690.14890.44105
290.0095910.07490.470266
30-0.032122-0.25090.401373
31-0.016879-0.13180.447775
32-0.053487-0.41770.338799
33-0.026232-0.20490.419174
34-0.037396-0.29210.385611
35-0.063521-0.49610.310798
36-0.041802-0.32650.372587

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.673637 & 5.2613 & 1e-06 \tabularnewline
2 & 0.652694 & 5.0977 & 2e-06 \tabularnewline
3 & 0.559861 & 4.3727 & 2.4e-05 \tabularnewline
4 & 0.33385 & 2.6075 & 0.005726 \tabularnewline
5 & 0.258143 & 2.0162 & 0.024096 \tabularnewline
6 & 0.106594 & 0.8325 & 0.204179 \tabularnewline
7 & -0.068492 & -0.5349 & 0.297319 \tabularnewline
8 & -0.078159 & -0.6104 & 0.27192 \tabularnewline
9 & -0.175338 & -1.3694 & 0.087943 \tabularnewline
10 & -0.162967 & -1.2728 & 0.103957 \tabularnewline
11 & -0.150949 & -1.179 & 0.121498 \tabularnewline
12 & -0.162706 & -1.2708 & 0.104317 \tabularnewline
13 & -0.117779 & -0.9199 & 0.180628 \tabularnewline
14 & -0.097262 & -0.7596 & 0.225197 \tabularnewline
15 & -0.044337 & -0.3463 & 0.36516 \tabularnewline
16 & -0.10845 & -0.847 & 0.200147 \tabularnewline
17 & -0.019134 & -0.1494 & 0.44085 \tabularnewline
18 & -0.036055 & -0.2816 & 0.389603 \tabularnewline
19 & -0.044012 & -0.3437 & 0.36611 \tabularnewline
20 & -0.015275 & -0.1193 & 0.452715 \tabularnewline
21 & -0.018659 & -0.1457 & 0.442308 \tabularnewline
22 & -0.051908 & -0.4054 & 0.343294 \tabularnewline
23 & 0.06703 & 0.5235 & 0.301254 \tabularnewline
24 & -0.027131 & -0.2119 & 0.416447 \tabularnewline
25 & 0.036969 & 0.2887 & 0.386882 \tabularnewline
26 & 0.037306 & 0.2914 & 0.38588 \tabularnewline
27 & -0.007048 & -0.0551 & 0.478139 \tabularnewline
28 & 0.019069 & 0.1489 & 0.44105 \tabularnewline
29 & 0.009591 & 0.0749 & 0.470266 \tabularnewline
30 & -0.032122 & -0.2509 & 0.401373 \tabularnewline
31 & -0.016879 & -0.1318 & 0.447775 \tabularnewline
32 & -0.053487 & -0.4177 & 0.338799 \tabularnewline
33 & -0.026232 & -0.2049 & 0.419174 \tabularnewline
34 & -0.037396 & -0.2921 & 0.385611 \tabularnewline
35 & -0.063521 & -0.4961 & 0.310798 \tabularnewline
36 & -0.041802 & -0.3265 & 0.372587 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68859&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]0.673637[/C][C]5.2613[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.652694[/C][C]5.0977[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.559861[/C][C]4.3727[/C][C]2.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.33385[/C][C]2.6075[/C][C]0.005726[/C][/ROW]
[ROW][C]5[/C][C]0.258143[/C][C]2.0162[/C][C]0.024096[/C][/ROW]
[ROW][C]6[/C][C]0.106594[/C][C]0.8325[/C][C]0.204179[/C][/ROW]
[ROW][C]7[/C][C]-0.068492[/C][C]-0.5349[/C][C]0.297319[/C][/ROW]
[ROW][C]8[/C][C]-0.078159[/C][C]-0.6104[/C][C]0.27192[/C][/ROW]
[ROW][C]9[/C][C]-0.175338[/C][C]-1.3694[/C][C]0.087943[/C][/ROW]
[ROW][C]10[/C][C]-0.162967[/C][C]-1.2728[/C][C]0.103957[/C][/ROW]
[ROW][C]11[/C][C]-0.150949[/C][C]-1.179[/C][C]0.121498[/C][/ROW]
[ROW][C]12[/C][C]-0.162706[/C][C]-1.2708[/C][C]0.104317[/C][/ROW]
[ROW][C]13[/C][C]-0.117779[/C][C]-0.9199[/C][C]0.180628[/C][/ROW]
[ROW][C]14[/C][C]-0.097262[/C][C]-0.7596[/C][C]0.225197[/C][/ROW]
[ROW][C]15[/C][C]-0.044337[/C][C]-0.3463[/C][C]0.36516[/C][/ROW]
[ROW][C]16[/C][C]-0.10845[/C][C]-0.847[/C][C]0.200147[/C][/ROW]
[ROW][C]17[/C][C]-0.019134[/C][C]-0.1494[/C][C]0.44085[/C][/ROW]
[ROW][C]18[/C][C]-0.036055[/C][C]-0.2816[/C][C]0.389603[/C][/ROW]
[ROW][C]19[/C][C]-0.044012[/C][C]-0.3437[/C][C]0.36611[/C][/ROW]
[ROW][C]20[/C][C]-0.015275[/C][C]-0.1193[/C][C]0.452715[/C][/ROW]
[ROW][C]21[/C][C]-0.018659[/C][C]-0.1457[/C][C]0.442308[/C][/ROW]
[ROW][C]22[/C][C]-0.051908[/C][C]-0.4054[/C][C]0.343294[/C][/ROW]
[ROW][C]23[/C][C]0.06703[/C][C]0.5235[/C][C]0.301254[/C][/ROW]
[ROW][C]24[/C][C]-0.027131[/C][C]-0.2119[/C][C]0.416447[/C][/ROW]
[ROW][C]25[/C][C]0.036969[/C][C]0.2887[/C][C]0.386882[/C][/ROW]
[ROW][C]26[/C][C]0.037306[/C][C]0.2914[/C][C]0.38588[/C][/ROW]
[ROW][C]27[/C][C]-0.007048[/C][C]-0.0551[/C][C]0.478139[/C][/ROW]
[ROW][C]28[/C][C]0.019069[/C][C]0.1489[/C][C]0.44105[/C][/ROW]
[ROW][C]29[/C][C]0.009591[/C][C]0.0749[/C][C]0.470266[/C][/ROW]
[ROW][C]30[/C][C]-0.032122[/C][C]-0.2509[/C][C]0.401373[/C][/ROW]
[ROW][C]31[/C][C]-0.016879[/C][C]-0.1318[/C][C]0.447775[/C][/ROW]
[ROW][C]32[/C][C]-0.053487[/C][C]-0.4177[/C][C]0.338799[/C][/ROW]
[ROW][C]33[/C][C]-0.026232[/C][C]-0.2049[/C][C]0.419174[/C][/ROW]
[ROW][C]34[/C][C]-0.037396[/C][C]-0.2921[/C][C]0.385611[/C][/ROW]
[ROW][C]35[/C][C]-0.063521[/C][C]-0.4961[/C][C]0.310798[/C][/ROW]
[ROW][C]36[/C][C]-0.041802[/C][C]-0.3265[/C][C]0.372587[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68859&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68859&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
10.6736375.26131e-06
20.6526945.09772e-06
30.5598614.37272.4e-05
40.333852.60750.005726
50.2581432.01620.024096
60.1065940.83250.204179
7-0.068492-0.53490.297319
8-0.078159-0.61040.27192
9-0.175338-1.36940.087943
10-0.162967-1.27280.103957
11-0.150949-1.1790.121498
12-0.162706-1.27080.104317
13-0.117779-0.91990.180628
14-0.097262-0.75960.225197
15-0.044337-0.34630.36516
16-0.10845-0.8470.200147
17-0.019134-0.14940.44085
18-0.036055-0.28160.389603
19-0.044012-0.34370.36611
20-0.015275-0.11930.452715
21-0.018659-0.14570.442308
22-0.051908-0.40540.343294
230.067030.52350.301254
24-0.027131-0.21190.416447
250.0369690.28870.386882
260.0373060.29140.38588
27-0.007048-0.05510.478139
280.0190690.14890.44105
290.0095910.07490.470266
30-0.032122-0.25090.401373
31-0.016879-0.13180.447775
32-0.053487-0.41770.338799
33-0.026232-0.20490.419174
34-0.037396-0.29210.385611
35-0.063521-0.49610.310798
36-0.041802-0.32650.372587






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6736375.26131e-06
20.3641572.84420.003026
30.0738420.57670.283124
4-0.334639-2.61360.005634
5-0.102878-0.80350.212403
6-0.079344-0.61970.268882
7-0.176304-1.3770.086776
80.0848070.66240.255116
90.0459440.35880.36048
100.1197780.93550.176612
11-0.000831-0.00650.49742
12-0.046698-0.36470.358289
13-0.053096-0.41470.33991
14-0.045111-0.35230.362903
150.0803840.62780.266232
16-0.239548-1.87090.033077
170.1515471.18360.120578
180.0351210.27430.392389
190.0056680.04430.482418
20-0.059026-0.4610.323215
210.0457990.35770.3609
22-0.068978-0.53870.296016
230.165221.29040.100889
24-0.110186-0.86060.19642
250.0032020.0250.490064
26-0.021066-0.16450.43493
27-0.013104-0.10230.459409
28-0.078515-0.61320.271004
290.0464390.36270.359042
300.0262160.20480.419222
31-0.009123-0.07120.471716
32-0.059147-0.46190.32288
330.1243960.97160.167551
34-0.069836-0.54540.293721
35-0.058813-0.45930.323809
36-0.056486-0.44120.330324

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.673637 & 5.2613 & 1e-06 \tabularnewline
2 & 0.364157 & 2.8442 & 0.003026 \tabularnewline
3 & 0.073842 & 0.5767 & 0.283124 \tabularnewline
4 & -0.334639 & -2.6136 & 0.005634 \tabularnewline
5 & -0.102878 & -0.8035 & 0.212403 \tabularnewline
6 & -0.079344 & -0.6197 & 0.268882 \tabularnewline
7 & -0.176304 & -1.377 & 0.086776 \tabularnewline
8 & 0.084807 & 0.6624 & 0.255116 \tabularnewline
9 & 0.045944 & 0.3588 & 0.36048 \tabularnewline
10 & 0.119778 & 0.9355 & 0.176612 \tabularnewline
11 & -0.000831 & -0.0065 & 0.49742 \tabularnewline
12 & -0.046698 & -0.3647 & 0.358289 \tabularnewline
13 & -0.053096 & -0.4147 & 0.33991 \tabularnewline
14 & -0.045111 & -0.3523 & 0.362903 \tabularnewline
15 & 0.080384 & 0.6278 & 0.266232 \tabularnewline
16 & -0.239548 & -1.8709 & 0.033077 \tabularnewline
17 & 0.151547 & 1.1836 & 0.120578 \tabularnewline
18 & 0.035121 & 0.2743 & 0.392389 \tabularnewline
19 & 0.005668 & 0.0443 & 0.482418 \tabularnewline
20 & -0.059026 & -0.461 & 0.323215 \tabularnewline
21 & 0.045799 & 0.3577 & 0.3609 \tabularnewline
22 & -0.068978 & -0.5387 & 0.296016 \tabularnewline
23 & 0.16522 & 1.2904 & 0.100889 \tabularnewline
24 & -0.110186 & -0.8606 & 0.19642 \tabularnewline
25 & 0.003202 & 0.025 & 0.490064 \tabularnewline
26 & -0.021066 & -0.1645 & 0.43493 \tabularnewline
27 & -0.013104 & -0.1023 & 0.459409 \tabularnewline
28 & -0.078515 & -0.6132 & 0.271004 \tabularnewline
29 & 0.046439 & 0.3627 & 0.359042 \tabularnewline
30 & 0.026216 & 0.2048 & 0.419222 \tabularnewline
31 & -0.009123 & -0.0712 & 0.471716 \tabularnewline
32 & -0.059147 & -0.4619 & 0.32288 \tabularnewline
33 & 0.124396 & 0.9716 & 0.167551 \tabularnewline
34 & -0.069836 & -0.5454 & 0.293721 \tabularnewline
35 & -0.058813 & -0.4593 & 0.323809 \tabularnewline
36 & -0.056486 & -0.4412 & 0.330324 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68859&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]0.673637[/C][C]5.2613[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.364157[/C][C]2.8442[/C][C]0.003026[/C][/ROW]
[ROW][C]3[/C][C]0.073842[/C][C]0.5767[/C][C]0.283124[/C][/ROW]
[ROW][C]4[/C][C]-0.334639[/C][C]-2.6136[/C][C]0.005634[/C][/ROW]
[ROW][C]5[/C][C]-0.102878[/C][C]-0.8035[/C][C]0.212403[/C][/ROW]
[ROW][C]6[/C][C]-0.079344[/C][C]-0.6197[/C][C]0.268882[/C][/ROW]
[ROW][C]7[/C][C]-0.176304[/C][C]-1.377[/C][C]0.086776[/C][/ROW]
[ROW][C]8[/C][C]0.084807[/C][C]0.6624[/C][C]0.255116[/C][/ROW]
[ROW][C]9[/C][C]0.045944[/C][C]0.3588[/C][C]0.36048[/C][/ROW]
[ROW][C]10[/C][C]0.119778[/C][C]0.9355[/C][C]0.176612[/C][/ROW]
[ROW][C]11[/C][C]-0.000831[/C][C]-0.0065[/C][C]0.49742[/C][/ROW]
[ROW][C]12[/C][C]-0.046698[/C][C]-0.3647[/C][C]0.358289[/C][/ROW]
[ROW][C]13[/C][C]-0.053096[/C][C]-0.4147[/C][C]0.33991[/C][/ROW]
[ROW][C]14[/C][C]-0.045111[/C][C]-0.3523[/C][C]0.362903[/C][/ROW]
[ROW][C]15[/C][C]0.080384[/C][C]0.6278[/C][C]0.266232[/C][/ROW]
[ROW][C]16[/C][C]-0.239548[/C][C]-1.8709[/C][C]0.033077[/C][/ROW]
[ROW][C]17[/C][C]0.151547[/C][C]1.1836[/C][C]0.120578[/C][/ROW]
[ROW][C]18[/C][C]0.035121[/C][C]0.2743[/C][C]0.392389[/C][/ROW]
[ROW][C]19[/C][C]0.005668[/C][C]0.0443[/C][C]0.482418[/C][/ROW]
[ROW][C]20[/C][C]-0.059026[/C][C]-0.461[/C][C]0.323215[/C][/ROW]
[ROW][C]21[/C][C]0.045799[/C][C]0.3577[/C][C]0.3609[/C][/ROW]
[ROW][C]22[/C][C]-0.068978[/C][C]-0.5387[/C][C]0.296016[/C][/ROW]
[ROW][C]23[/C][C]0.16522[/C][C]1.2904[/C][C]0.100889[/C][/ROW]
[ROW][C]24[/C][C]-0.110186[/C][C]-0.8606[/C][C]0.19642[/C][/ROW]
[ROW][C]25[/C][C]0.003202[/C][C]0.025[/C][C]0.490064[/C][/ROW]
[ROW][C]26[/C][C]-0.021066[/C][C]-0.1645[/C][C]0.43493[/C][/ROW]
[ROW][C]27[/C][C]-0.013104[/C][C]-0.1023[/C][C]0.459409[/C][/ROW]
[ROW][C]28[/C][C]-0.078515[/C][C]-0.6132[/C][C]0.271004[/C][/ROW]
[ROW][C]29[/C][C]0.046439[/C][C]0.3627[/C][C]0.359042[/C][/ROW]
[ROW][C]30[/C][C]0.026216[/C][C]0.2048[/C][C]0.419222[/C][/ROW]
[ROW][C]31[/C][C]-0.009123[/C][C]-0.0712[/C][C]0.471716[/C][/ROW]
[ROW][C]32[/C][C]-0.059147[/C][C]-0.4619[/C][C]0.32288[/C][/ROW]
[ROW][C]33[/C][C]0.124396[/C][C]0.9716[/C][C]0.167551[/C][/ROW]
[ROW][C]34[/C][C]-0.069836[/C][C]-0.5454[/C][C]0.293721[/C][/ROW]
[ROW][C]35[/C][C]-0.058813[/C][C]-0.4593[/C][C]0.323809[/C][/ROW]
[ROW][C]36[/C][C]-0.056486[/C][C]-0.4412[/C][C]0.330324[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68859&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68859&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
10.6736375.26131e-06
20.3641572.84420.003026
30.0738420.57670.283124
4-0.334639-2.61360.005634
5-0.102878-0.80350.212403
6-0.079344-0.61970.268882
7-0.176304-1.3770.086776
80.0848070.66240.255116
90.0459440.35880.36048
100.1197780.93550.176612
11-0.000831-0.00650.49742
12-0.046698-0.36470.358289
13-0.053096-0.41470.33991
14-0.045111-0.35230.362903
150.0803840.62780.266232
16-0.239548-1.87090.033077
170.1515471.18360.120578
180.0351210.27430.392389
190.0056680.04430.482418
20-0.059026-0.4610.323215
210.0457990.35770.3609
22-0.068978-0.53870.296016
230.165221.29040.100889
24-0.110186-0.86060.19642
250.0032020.0250.490064
26-0.021066-0.16450.43493
27-0.013104-0.10230.459409
28-0.078515-0.61320.271004
290.0464390.36270.359042
300.0262160.20480.419222
31-0.009123-0.07120.471716
32-0.059147-0.46190.32288
330.1243960.97160.167551
34-0.069836-0.54540.293721
35-0.058813-0.45930.323809
36-0.056486-0.44120.330324


Figures (Output of Computation)

Input Parameters & R Code

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