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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 computationThu, 17 Dec 2009 10:12:13 -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/t1261070020xb96grqx5b12los.htm/, Retrieved Tue, 30 Apr 2024 04:59:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69001, Retrieved Tue, 30 Apr 2024 04:59:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact176
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] [Partial Correlation ] [2009-11-25 13:28:43] [4395c69e961f9a13a0559fd2f0a72538]
-    D          [(Partial) Autocorrelation Function] [Paper ACF d=D=0 l...] [2009-12-17 17:07:25] [4395c69e961f9a13a0559fd2f0a72538]
-   P               [(Partial) Autocorrelation Function] [Paper ACF d= 1 D=...] [2009-12-17 17:12:13] [d1081bd6cdf1fed9ed45c42dbd523bf1] [Current]
-   P                 [(Partial) Autocorrelation Function] [Paper ACF d=D=1 l...] [2009-12-17 17:16:30] [4395c69e961f9a13a0559fd2f0a72538]
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Dataseries X:
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
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




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=69001&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=69001&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69001&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
10.3770213.19910.001025
2-0.239563-2.03280.022883
3-0.596498-5.06142e-06
4-0.440303-3.73610.000186
50.0849960.72120.236555
60.4518743.83430.000134
70.3086952.61940.005368
8-0.06444-0.54680.293107
9-0.318709-2.70430.004268
10-0.261573-2.21950.014801
110.023460.19910.421386
120.3963113.36280.000619
130.1047120.88850.188613
14-0.03937-0.33410.369651
15-0.154883-1.31420.096471
16-0.124203-1.05390.147728
170.0382750.32480.373147
180.1426861.21070.114979
190.0401330.34050.367222
20-0.071464-0.60640.27308
21-0.113021-0.9590.170379
22-0.084454-0.71660.237965
230.018070.15330.439285
240.1874211.59030.058072
25-0.007373-0.06260.475145
26-0.043831-0.37190.355524
27-0.083416-0.70780.240676
28-0.033633-0.28540.388083
290.0627480.53240.298031
300.119491.01390.157012
310.0342350.29050.386137
32-0.087448-0.7420.230244
33-0.123906-1.05140.148301
34-0.085337-0.72410.235673
350.0405150.34380.366007
360.1865951.58330.058867

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.377021 & 3.1991 & 0.001025 \tabularnewline
2 & -0.239563 & -2.0328 & 0.022883 \tabularnewline
3 & -0.596498 & -5.0614 & 2e-06 \tabularnewline
4 & -0.440303 & -3.7361 & 0.000186 \tabularnewline
5 & 0.084996 & 0.7212 & 0.236555 \tabularnewline
6 & 0.451874 & 3.8343 & 0.000134 \tabularnewline
7 & 0.308695 & 2.6194 & 0.005368 \tabularnewline
8 & -0.06444 & -0.5468 & 0.293107 \tabularnewline
9 & -0.318709 & -2.7043 & 0.004268 \tabularnewline
10 & -0.261573 & -2.2195 & 0.014801 \tabularnewline
11 & 0.02346 & 0.1991 & 0.421386 \tabularnewline
12 & 0.396311 & 3.3628 & 0.000619 \tabularnewline
13 & 0.104712 & 0.8885 & 0.188613 \tabularnewline
14 & -0.03937 & -0.3341 & 0.369651 \tabularnewline
15 & -0.154883 & -1.3142 & 0.096471 \tabularnewline
16 & -0.124203 & -1.0539 & 0.147728 \tabularnewline
17 & 0.038275 & 0.3248 & 0.373147 \tabularnewline
18 & 0.142686 & 1.2107 & 0.114979 \tabularnewline
19 & 0.040133 & 0.3405 & 0.367222 \tabularnewline
20 & -0.071464 & -0.6064 & 0.27308 \tabularnewline
21 & -0.113021 & -0.959 & 0.170379 \tabularnewline
22 & -0.084454 & -0.7166 & 0.237965 \tabularnewline
23 & 0.01807 & 0.1533 & 0.439285 \tabularnewline
24 & 0.187421 & 1.5903 & 0.058072 \tabularnewline
25 & -0.007373 & -0.0626 & 0.475145 \tabularnewline
26 & -0.043831 & -0.3719 & 0.355524 \tabularnewline
27 & -0.083416 & -0.7078 & 0.240676 \tabularnewline
28 & -0.033633 & -0.2854 & 0.388083 \tabularnewline
29 & 0.062748 & 0.5324 & 0.298031 \tabularnewline
30 & 0.11949 & 1.0139 & 0.157012 \tabularnewline
31 & 0.034235 & 0.2905 & 0.386137 \tabularnewline
32 & -0.087448 & -0.742 & 0.230244 \tabularnewline
33 & -0.123906 & -1.0514 & 0.148301 \tabularnewline
34 & -0.085337 & -0.7241 & 0.235673 \tabularnewline
35 & 0.040515 & 0.3438 & 0.366007 \tabularnewline
36 & 0.186595 & 1.5833 & 0.058867 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69001&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]0.377021[/C][C]3.1991[/C][C]0.001025[/C][/ROW]
[ROW][C]2[/C][C]-0.239563[/C][C]-2.0328[/C][C]0.022883[/C][/ROW]
[ROW][C]3[/C][C]-0.596498[/C][C]-5.0614[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.440303[/C][C]-3.7361[/C][C]0.000186[/C][/ROW]
[ROW][C]5[/C][C]0.084996[/C][C]0.7212[/C][C]0.236555[/C][/ROW]
[ROW][C]6[/C][C]0.451874[/C][C]3.8343[/C][C]0.000134[/C][/ROW]
[ROW][C]7[/C][C]0.308695[/C][C]2.6194[/C][C]0.005368[/C][/ROW]
[ROW][C]8[/C][C]-0.06444[/C][C]-0.5468[/C][C]0.293107[/C][/ROW]
[ROW][C]9[/C][C]-0.318709[/C][C]-2.7043[/C][C]0.004268[/C][/ROW]
[ROW][C]10[/C][C]-0.261573[/C][C]-2.2195[/C][C]0.014801[/C][/ROW]
[ROW][C]11[/C][C]0.02346[/C][C]0.1991[/C][C]0.421386[/C][/ROW]
[ROW][C]12[/C][C]0.396311[/C][C]3.3628[/C][C]0.000619[/C][/ROW]
[ROW][C]13[/C][C]0.104712[/C][C]0.8885[/C][C]0.188613[/C][/ROW]
[ROW][C]14[/C][C]-0.03937[/C][C]-0.3341[/C][C]0.369651[/C][/ROW]
[ROW][C]15[/C][C]-0.154883[/C][C]-1.3142[/C][C]0.096471[/C][/ROW]
[ROW][C]16[/C][C]-0.124203[/C][C]-1.0539[/C][C]0.147728[/C][/ROW]
[ROW][C]17[/C][C]0.038275[/C][C]0.3248[/C][C]0.373147[/C][/ROW]
[ROW][C]18[/C][C]0.142686[/C][C]1.2107[/C][C]0.114979[/C][/ROW]
[ROW][C]19[/C][C]0.040133[/C][C]0.3405[/C][C]0.367222[/C][/ROW]
[ROW][C]20[/C][C]-0.071464[/C][C]-0.6064[/C][C]0.27308[/C][/ROW]
[ROW][C]21[/C][C]-0.113021[/C][C]-0.959[/C][C]0.170379[/C][/ROW]
[ROW][C]22[/C][C]-0.084454[/C][C]-0.7166[/C][C]0.237965[/C][/ROW]
[ROW][C]23[/C][C]0.01807[/C][C]0.1533[/C][C]0.439285[/C][/ROW]
[ROW][C]24[/C][C]0.187421[/C][C]1.5903[/C][C]0.058072[/C][/ROW]
[ROW][C]25[/C][C]-0.007373[/C][C]-0.0626[/C][C]0.475145[/C][/ROW]
[ROW][C]26[/C][C]-0.043831[/C][C]-0.3719[/C][C]0.355524[/C][/ROW]
[ROW][C]27[/C][C]-0.083416[/C][C]-0.7078[/C][C]0.240676[/C][/ROW]
[ROW][C]28[/C][C]-0.033633[/C][C]-0.2854[/C][C]0.388083[/C][/ROW]
[ROW][C]29[/C][C]0.062748[/C][C]0.5324[/C][C]0.298031[/C][/ROW]
[ROW][C]30[/C][C]0.11949[/C][C]1.0139[/C][C]0.157012[/C][/ROW]
[ROW][C]31[/C][C]0.034235[/C][C]0.2905[/C][C]0.386137[/C][/ROW]
[ROW][C]32[/C][C]-0.087448[/C][C]-0.742[/C][C]0.230244[/C][/ROW]
[ROW][C]33[/C][C]-0.123906[/C][C]-1.0514[/C][C]0.148301[/C][/ROW]
[ROW][C]34[/C][C]-0.085337[/C][C]-0.7241[/C][C]0.235673[/C][/ROW]
[ROW][C]35[/C][C]0.040515[/C][C]0.3438[/C][C]0.366007[/C][/ROW]
[ROW][C]36[/C][C]0.186595[/C][C]1.5833[/C][C]0.058867[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69001&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69001&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
10.3770213.19910.001025
2-0.239563-2.03280.022883
3-0.596498-5.06142e-06
4-0.440303-3.73610.000186
50.0849960.72120.236555
60.4518743.83430.000134
70.3086952.61940.005368
8-0.06444-0.54680.293107
9-0.318709-2.70430.004268
10-0.261573-2.21950.014801
110.023460.19910.421386
120.3963113.36280.000619
130.1047120.88850.188613
14-0.03937-0.33410.369651
15-0.154883-1.31420.096471
16-0.124203-1.05390.147728
170.0382750.32480.373147
180.1426861.21070.114979
190.0401330.34050.367222
20-0.071464-0.60640.27308
21-0.113021-0.9590.170379
22-0.084454-0.71660.237965
230.018070.15330.439285
240.1874211.59030.058072
25-0.007373-0.06260.475145
26-0.043831-0.37190.355524
27-0.083416-0.70780.240676
28-0.033633-0.28540.388083
290.0627480.53240.298031
300.119491.01390.157012
310.0342350.29050.386137
32-0.087448-0.7420.230244
33-0.123906-1.05140.148301
34-0.085337-0.72410.235673
350.0405150.34380.366007
360.1865951.58330.058867







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3770213.19910.001025
2-0.444956-3.77560.000163
3-0.433468-3.67810.000225
4-0.209383-1.77670.039923
50.0787910.66860.252957
60.0791610.67170.25196
7-0.146065-1.23940.10961
8-0.091642-0.77760.219675
9-0.00331-0.02810.488836
10-0.006736-0.05720.47729
11-0.027082-0.22980.409449
120.2787082.36490.010366
13-0.401323-3.40530.000542
140.2717012.30550.012013
150.1176680.99840.160703
16-0.018365-0.15580.4383
17-0.066926-0.56790.285939
180.0795250.67480.250984
190.0030360.02580.48976
20-0.056003-0.47520.318041
21-0.013485-0.11440.454611
22-0.094463-0.80150.212728
23-0.037667-0.31960.375092
240.0321420.27270.39292
25-0.029723-0.25220.4008
26-0.145179-1.23190.110999
270.0086280.07320.470921
280.0882450.74880.228214
29-0.032028-0.27180.39329
300.0034090.02890.488502
310.0660610.56050.288422
32-0.101462-0.86090.196066
33-0.000659-0.00560.497776
340.0498560.4230.336762
35-0.010151-0.08610.465799
36-0.053616-0.45490.325258

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.377021 & 3.1991 & 0.001025 \tabularnewline
2 & -0.444956 & -3.7756 & 0.000163 \tabularnewline
3 & -0.433468 & -3.6781 & 0.000225 \tabularnewline
4 & -0.209383 & -1.7767 & 0.039923 \tabularnewline
5 & 0.078791 & 0.6686 & 0.252957 \tabularnewline
6 & 0.079161 & 0.6717 & 0.25196 \tabularnewline
7 & -0.146065 & -1.2394 & 0.10961 \tabularnewline
8 & -0.091642 & -0.7776 & 0.219675 \tabularnewline
9 & -0.00331 & -0.0281 & 0.488836 \tabularnewline
10 & -0.006736 & -0.0572 & 0.47729 \tabularnewline
11 & -0.027082 & -0.2298 & 0.409449 \tabularnewline
12 & 0.278708 & 2.3649 & 0.010366 \tabularnewline
13 & -0.401323 & -3.4053 & 0.000542 \tabularnewline
14 & 0.271701 & 2.3055 & 0.012013 \tabularnewline
15 & 0.117668 & 0.9984 & 0.160703 \tabularnewline
16 & -0.018365 & -0.1558 & 0.4383 \tabularnewline
17 & -0.066926 & -0.5679 & 0.285939 \tabularnewline
18 & 0.079525 & 0.6748 & 0.250984 \tabularnewline
19 & 0.003036 & 0.0258 & 0.48976 \tabularnewline
20 & -0.056003 & -0.4752 & 0.318041 \tabularnewline
21 & -0.013485 & -0.1144 & 0.454611 \tabularnewline
22 & -0.094463 & -0.8015 & 0.212728 \tabularnewline
23 & -0.037667 & -0.3196 & 0.375092 \tabularnewline
24 & 0.032142 & 0.2727 & 0.39292 \tabularnewline
25 & -0.029723 & -0.2522 & 0.4008 \tabularnewline
26 & -0.145179 & -1.2319 & 0.110999 \tabularnewline
27 & 0.008628 & 0.0732 & 0.470921 \tabularnewline
28 & 0.088245 & 0.7488 & 0.228214 \tabularnewline
29 & -0.032028 & -0.2718 & 0.39329 \tabularnewline
30 & 0.003409 & 0.0289 & 0.488502 \tabularnewline
31 & 0.066061 & 0.5605 & 0.288422 \tabularnewline
32 & -0.101462 & -0.8609 & 0.196066 \tabularnewline
33 & -0.000659 & -0.0056 & 0.497776 \tabularnewline
34 & 0.049856 & 0.423 & 0.336762 \tabularnewline
35 & -0.010151 & -0.0861 & 0.465799 \tabularnewline
36 & -0.053616 & -0.4549 & 0.325258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69001&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]0.377021[/C][C]3.1991[/C][C]0.001025[/C][/ROW]
[ROW][C]2[/C][C]-0.444956[/C][C]-3.7756[/C][C]0.000163[/C][/ROW]
[ROW][C]3[/C][C]-0.433468[/C][C]-3.6781[/C][C]0.000225[/C][/ROW]
[ROW][C]4[/C][C]-0.209383[/C][C]-1.7767[/C][C]0.039923[/C][/ROW]
[ROW][C]5[/C][C]0.078791[/C][C]0.6686[/C][C]0.252957[/C][/ROW]
[ROW][C]6[/C][C]0.079161[/C][C]0.6717[/C][C]0.25196[/C][/ROW]
[ROW][C]7[/C][C]-0.146065[/C][C]-1.2394[/C][C]0.10961[/C][/ROW]
[ROW][C]8[/C][C]-0.091642[/C][C]-0.7776[/C][C]0.219675[/C][/ROW]
[ROW][C]9[/C][C]-0.00331[/C][C]-0.0281[/C][C]0.488836[/C][/ROW]
[ROW][C]10[/C][C]-0.006736[/C][C]-0.0572[/C][C]0.47729[/C][/ROW]
[ROW][C]11[/C][C]-0.027082[/C][C]-0.2298[/C][C]0.409449[/C][/ROW]
[ROW][C]12[/C][C]0.278708[/C][C]2.3649[/C][C]0.010366[/C][/ROW]
[ROW][C]13[/C][C]-0.401323[/C][C]-3.4053[/C][C]0.000542[/C][/ROW]
[ROW][C]14[/C][C]0.271701[/C][C]2.3055[/C][C]0.012013[/C][/ROW]
[ROW][C]15[/C][C]0.117668[/C][C]0.9984[/C][C]0.160703[/C][/ROW]
[ROW][C]16[/C][C]-0.018365[/C][C]-0.1558[/C][C]0.4383[/C][/ROW]
[ROW][C]17[/C][C]-0.066926[/C][C]-0.5679[/C][C]0.285939[/C][/ROW]
[ROW][C]18[/C][C]0.079525[/C][C]0.6748[/C][C]0.250984[/C][/ROW]
[ROW][C]19[/C][C]0.003036[/C][C]0.0258[/C][C]0.48976[/C][/ROW]
[ROW][C]20[/C][C]-0.056003[/C][C]-0.4752[/C][C]0.318041[/C][/ROW]
[ROW][C]21[/C][C]-0.013485[/C][C]-0.1144[/C][C]0.454611[/C][/ROW]
[ROW][C]22[/C][C]-0.094463[/C][C]-0.8015[/C][C]0.212728[/C][/ROW]
[ROW][C]23[/C][C]-0.037667[/C][C]-0.3196[/C][C]0.375092[/C][/ROW]
[ROW][C]24[/C][C]0.032142[/C][C]0.2727[/C][C]0.39292[/C][/ROW]
[ROW][C]25[/C][C]-0.029723[/C][C]-0.2522[/C][C]0.4008[/C][/ROW]
[ROW][C]26[/C][C]-0.145179[/C][C]-1.2319[/C][C]0.110999[/C][/ROW]
[ROW][C]27[/C][C]0.008628[/C][C]0.0732[/C][C]0.470921[/C][/ROW]
[ROW][C]28[/C][C]0.088245[/C][C]0.7488[/C][C]0.228214[/C][/ROW]
[ROW][C]29[/C][C]-0.032028[/C][C]-0.2718[/C][C]0.39329[/C][/ROW]
[ROW][C]30[/C][C]0.003409[/C][C]0.0289[/C][C]0.488502[/C][/ROW]
[ROW][C]31[/C][C]0.066061[/C][C]0.5605[/C][C]0.288422[/C][/ROW]
[ROW][C]32[/C][C]-0.101462[/C][C]-0.8609[/C][C]0.196066[/C][/ROW]
[ROW][C]33[/C][C]-0.000659[/C][C]-0.0056[/C][C]0.497776[/C][/ROW]
[ROW][C]34[/C][C]0.049856[/C][C]0.423[/C][C]0.336762[/C][/ROW]
[ROW][C]35[/C][C]-0.010151[/C][C]-0.0861[/C][C]0.465799[/C][/ROW]
[ROW][C]36[/C][C]-0.053616[/C][C]-0.4549[/C][C]0.325258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69001&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69001&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
10.3770213.19910.001025
2-0.444956-3.77560.000163
3-0.433468-3.67810.000225
4-0.209383-1.77670.039923
50.0787910.66860.252957
60.0791610.67170.25196
7-0.146065-1.23940.10961
8-0.091642-0.77760.219675
9-0.00331-0.02810.488836
10-0.006736-0.05720.47729
11-0.027082-0.22980.409449
120.2787082.36490.010366
13-0.401323-3.40530.000542
140.2717012.30550.012013
150.1176680.99840.160703
16-0.018365-0.15580.4383
17-0.066926-0.56790.285939
180.0795250.67480.250984
190.0030360.02580.48976
20-0.056003-0.47520.318041
21-0.013485-0.11440.454611
22-0.094463-0.80150.212728
23-0.037667-0.31960.375092
240.0321420.27270.39292
25-0.029723-0.25220.4008
26-0.145179-1.23190.110999
270.0086280.07320.470921
280.0882450.74880.228214
29-0.032028-0.27180.39329
300.0034090.02890.488502
310.0660610.56050.288422
32-0.101462-0.86090.196066
33-0.000659-0.00560.497776
340.0498560.4230.336762
35-0.010151-0.08610.465799
36-0.053616-0.45490.325258



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')