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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 10:16:30 -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/t1261070246v2s1bth2t6mmtzm.htm/, Retrieved Tue, 30 Apr 2024 04:50:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69004, Retrieved Tue, 30 Apr 2024 04:50:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178
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] [4395c69e961f9a13a0559fd2f0a72538]
-   P                 [(Partial) Autocorrelation Function] [Paper ACF d=D=1 l...] [2009-12-17 17:16:30] [d1081bd6cdf1fed9ed45c42dbd523bf1] [Current]
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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=69004&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=69004&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69004&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
10.5499184.25963.7e-05
2-0.111776-0.86580.19502
3-0.562639-4.35822.6e-05
4-0.570559-4.41952.1e-05
5-0.201803-1.56320.061637
60.1954631.51410.067632
70.4110243.18380.001153
80.351142.71990.004265
90.0711330.5510.291842
10-0.115113-0.89170.188068
11-0.200127-1.55020.063179
12-0.173342-1.34270.092213
130.0001840.00140.499434
140.0856230.66320.254861
150.0629980.4880.313671
160.0138240.10710.457542
17-0.060883-0.47160.319463
18-0.043909-0.34010.367478
19-0.022159-0.17160.432147
200.0614830.47620.317815
210.1269450.98330.164701
22-0.01521-0.11780.453304
23-0.112234-0.86940.194057
24-0.14207-1.10050.137762
25-0.043226-0.33480.369462
260.0694240.53780.296367
270.0713150.55240.291362
28-0.039114-0.3030.381479
29-0.132781-1.02850.153918
30-0.136185-1.05490.147853
310.0490670.38010.352617
320.1752631.35760.08984
330.1655461.28230.102332
340.007150.05540.478009
35-0.202194-1.56620.061282
36-0.283496-2.1960.015986

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.549918 & 4.2596 & 3.7e-05 \tabularnewline
2 & -0.111776 & -0.8658 & 0.19502 \tabularnewline
3 & -0.562639 & -4.3582 & 2.6e-05 \tabularnewline
4 & -0.570559 & -4.4195 & 2.1e-05 \tabularnewline
5 & -0.201803 & -1.5632 & 0.061637 \tabularnewline
6 & 0.195463 & 1.5141 & 0.067632 \tabularnewline
7 & 0.411024 & 3.1838 & 0.001153 \tabularnewline
8 & 0.35114 & 2.7199 & 0.004265 \tabularnewline
9 & 0.071133 & 0.551 & 0.291842 \tabularnewline
10 & -0.115113 & -0.8917 & 0.188068 \tabularnewline
11 & -0.200127 & -1.5502 & 0.063179 \tabularnewline
12 & -0.173342 & -1.3427 & 0.092213 \tabularnewline
13 & 0.000184 & 0.0014 & 0.499434 \tabularnewline
14 & 0.085623 & 0.6632 & 0.254861 \tabularnewline
15 & 0.062998 & 0.488 & 0.313671 \tabularnewline
16 & 0.013824 & 0.1071 & 0.457542 \tabularnewline
17 & -0.060883 & -0.4716 & 0.319463 \tabularnewline
18 & -0.043909 & -0.3401 & 0.367478 \tabularnewline
19 & -0.022159 & -0.1716 & 0.432147 \tabularnewline
20 & 0.061483 & 0.4762 & 0.317815 \tabularnewline
21 & 0.126945 & 0.9833 & 0.164701 \tabularnewline
22 & -0.01521 & -0.1178 & 0.453304 \tabularnewline
23 & -0.112234 & -0.8694 & 0.194057 \tabularnewline
24 & -0.14207 & -1.1005 & 0.137762 \tabularnewline
25 & -0.043226 & -0.3348 & 0.369462 \tabularnewline
26 & 0.069424 & 0.5378 & 0.296367 \tabularnewline
27 & 0.071315 & 0.5524 & 0.291362 \tabularnewline
28 & -0.039114 & -0.303 & 0.381479 \tabularnewline
29 & -0.132781 & -1.0285 & 0.153918 \tabularnewline
30 & -0.136185 & -1.0549 & 0.147853 \tabularnewline
31 & 0.049067 & 0.3801 & 0.352617 \tabularnewline
32 & 0.175263 & 1.3576 & 0.08984 \tabularnewline
33 & 0.165546 & 1.2823 & 0.102332 \tabularnewline
34 & 0.00715 & 0.0554 & 0.478009 \tabularnewline
35 & -0.202194 & -1.5662 & 0.061282 \tabularnewline
36 & -0.283496 & -2.196 & 0.015986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69004&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]0.549918[/C][C]4.2596[/C][C]3.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.111776[/C][C]-0.8658[/C][C]0.19502[/C][/ROW]
[ROW][C]3[/C][C]-0.562639[/C][C]-4.3582[/C][C]2.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.570559[/C][C]-4.4195[/C][C]2.1e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.201803[/C][C]-1.5632[/C][C]0.061637[/C][/ROW]
[ROW][C]6[/C][C]0.195463[/C][C]1.5141[/C][C]0.067632[/C][/ROW]
[ROW][C]7[/C][C]0.411024[/C][C]3.1838[/C][C]0.001153[/C][/ROW]
[ROW][C]8[/C][C]0.35114[/C][C]2.7199[/C][C]0.004265[/C][/ROW]
[ROW][C]9[/C][C]0.071133[/C][C]0.551[/C][C]0.291842[/C][/ROW]
[ROW][C]10[/C][C]-0.115113[/C][C]-0.8917[/C][C]0.188068[/C][/ROW]
[ROW][C]11[/C][C]-0.200127[/C][C]-1.5502[/C][C]0.063179[/C][/ROW]
[ROW][C]12[/C][C]-0.173342[/C][C]-1.3427[/C][C]0.092213[/C][/ROW]
[ROW][C]13[/C][C]0.000184[/C][C]0.0014[/C][C]0.499434[/C][/ROW]
[ROW][C]14[/C][C]0.085623[/C][C]0.6632[/C][C]0.254861[/C][/ROW]
[ROW][C]15[/C][C]0.062998[/C][C]0.488[/C][C]0.313671[/C][/ROW]
[ROW][C]16[/C][C]0.013824[/C][C]0.1071[/C][C]0.457542[/C][/ROW]
[ROW][C]17[/C][C]-0.060883[/C][C]-0.4716[/C][C]0.319463[/C][/ROW]
[ROW][C]18[/C][C]-0.043909[/C][C]-0.3401[/C][C]0.367478[/C][/ROW]
[ROW][C]19[/C][C]-0.022159[/C][C]-0.1716[/C][C]0.432147[/C][/ROW]
[ROW][C]20[/C][C]0.061483[/C][C]0.4762[/C][C]0.317815[/C][/ROW]
[ROW][C]21[/C][C]0.126945[/C][C]0.9833[/C][C]0.164701[/C][/ROW]
[ROW][C]22[/C][C]-0.01521[/C][C]-0.1178[/C][C]0.453304[/C][/ROW]
[ROW][C]23[/C][C]-0.112234[/C][C]-0.8694[/C][C]0.194057[/C][/ROW]
[ROW][C]24[/C][C]-0.14207[/C][C]-1.1005[/C][C]0.137762[/C][/ROW]
[ROW][C]25[/C][C]-0.043226[/C][C]-0.3348[/C][C]0.369462[/C][/ROW]
[ROW][C]26[/C][C]0.069424[/C][C]0.5378[/C][C]0.296367[/C][/ROW]
[ROW][C]27[/C][C]0.071315[/C][C]0.5524[/C][C]0.291362[/C][/ROW]
[ROW][C]28[/C][C]-0.039114[/C][C]-0.303[/C][C]0.381479[/C][/ROW]
[ROW][C]29[/C][C]-0.132781[/C][C]-1.0285[/C][C]0.153918[/C][/ROW]
[ROW][C]30[/C][C]-0.136185[/C][C]-1.0549[/C][C]0.147853[/C][/ROW]
[ROW][C]31[/C][C]0.049067[/C][C]0.3801[/C][C]0.352617[/C][/ROW]
[ROW][C]32[/C][C]0.175263[/C][C]1.3576[/C][C]0.08984[/C][/ROW]
[ROW][C]33[/C][C]0.165546[/C][C]1.2823[/C][C]0.102332[/C][/ROW]
[ROW][C]34[/C][C]0.00715[/C][C]0.0554[/C][C]0.478009[/C][/ROW]
[ROW][C]35[/C][C]-0.202194[/C][C]-1.5662[/C][C]0.061282[/C][/ROW]
[ROW][C]36[/C][C]-0.283496[/C][C]-2.196[/C][C]0.015986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69004&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69004&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
10.5499184.25963.7e-05
2-0.111776-0.86580.19502
3-0.562639-4.35822.6e-05
4-0.570559-4.41952.1e-05
5-0.201803-1.56320.061637
60.1954631.51410.067632
70.4110243.18380.001153
80.351142.71990.004265
90.0711330.5510.291842
10-0.115113-0.89170.188068
11-0.200127-1.55020.063179
12-0.173342-1.34270.092213
130.0001840.00140.499434
140.0856230.66320.254861
150.0629980.4880.313671
160.0138240.10710.457542
17-0.060883-0.47160.319463
18-0.043909-0.34010.367478
19-0.022159-0.17160.432147
200.0614830.47620.317815
210.1269450.98330.164701
22-0.01521-0.11780.453304
23-0.112234-0.86940.194057
24-0.14207-1.10050.137762
25-0.043226-0.33480.369462
260.0694240.53780.296367
270.0713150.55240.291362
28-0.039114-0.3030.381479
29-0.132781-1.02850.153918
30-0.136185-1.05490.147853
310.0490670.38010.352617
320.1752631.35760.08984
330.1655461.28230.102332
340.007150.05540.478009
35-0.202194-1.56620.061282
36-0.283496-2.1960.015986







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5499184.25963.7e-05
2-0.593739-4.59911.1e-05
3-0.305902-2.36950.010523
4-0.116792-0.90470.18463
50.0216060.16740.433824
6-0.060232-0.46660.321253
70.0754680.58460.280514
80.0611160.47340.318822
9-0.035523-0.27520.392068
100.2239111.73440.043991
11-0.025476-0.19730.422114
12-0.029611-0.22940.409682
130.1868921.44770.076459
14-0.121058-0.93770.176076
15-0.110936-0.85930.196795
160.0593490.45970.32369
17-0.136194-1.0550.147838
18-0.029318-0.22710.41056
19-0.039558-0.30640.380176
200.1092520.84630.200384
210.0124450.09640.461762
22-0.194558-1.5070.068524
230.1396521.08170.141849
24-0.074083-0.57380.284108
250.1225490.94930.173148
26-0.116267-0.90060.185701
27-0.103768-0.80380.212347
28-0.179547-1.39080.084716
29-0.053002-0.41060.341432
30-0.037634-0.29150.385831
310.0637420.49370.311645
320.0062560.04850.480757
330.0524370.40620.343029
34-0.129941-1.00650.159105
350.041770.32350.373703
36-0.080421-0.62290.267843

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.549918 & 4.2596 & 3.7e-05 \tabularnewline
2 & -0.593739 & -4.5991 & 1.1e-05 \tabularnewline
3 & -0.305902 & -2.3695 & 0.010523 \tabularnewline
4 & -0.116792 & -0.9047 & 0.18463 \tabularnewline
5 & 0.021606 & 0.1674 & 0.433824 \tabularnewline
6 & -0.060232 & -0.4666 & 0.321253 \tabularnewline
7 & 0.075468 & 0.5846 & 0.280514 \tabularnewline
8 & 0.061116 & 0.4734 & 0.318822 \tabularnewline
9 & -0.035523 & -0.2752 & 0.392068 \tabularnewline
10 & 0.223911 & 1.7344 & 0.043991 \tabularnewline
11 & -0.025476 & -0.1973 & 0.422114 \tabularnewline
12 & -0.029611 & -0.2294 & 0.409682 \tabularnewline
13 & 0.186892 & 1.4477 & 0.076459 \tabularnewline
14 & -0.121058 & -0.9377 & 0.176076 \tabularnewline
15 & -0.110936 & -0.8593 & 0.196795 \tabularnewline
16 & 0.059349 & 0.4597 & 0.32369 \tabularnewline
17 & -0.136194 & -1.055 & 0.147838 \tabularnewline
18 & -0.029318 & -0.2271 & 0.41056 \tabularnewline
19 & -0.039558 & -0.3064 & 0.380176 \tabularnewline
20 & 0.109252 & 0.8463 & 0.200384 \tabularnewline
21 & 0.012445 & 0.0964 & 0.461762 \tabularnewline
22 & -0.194558 & -1.507 & 0.068524 \tabularnewline
23 & 0.139652 & 1.0817 & 0.141849 \tabularnewline
24 & -0.074083 & -0.5738 & 0.284108 \tabularnewline
25 & 0.122549 & 0.9493 & 0.173148 \tabularnewline
26 & -0.116267 & -0.9006 & 0.185701 \tabularnewline
27 & -0.103768 & -0.8038 & 0.212347 \tabularnewline
28 & -0.179547 & -1.3908 & 0.084716 \tabularnewline
29 & -0.053002 & -0.4106 & 0.341432 \tabularnewline
30 & -0.037634 & -0.2915 & 0.385831 \tabularnewline
31 & 0.063742 & 0.4937 & 0.311645 \tabularnewline
32 & 0.006256 & 0.0485 & 0.480757 \tabularnewline
33 & 0.052437 & 0.4062 & 0.343029 \tabularnewline
34 & -0.129941 & -1.0065 & 0.159105 \tabularnewline
35 & 0.04177 & 0.3235 & 0.373703 \tabularnewline
36 & -0.080421 & -0.6229 & 0.267843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69004&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]0.549918[/C][C]4.2596[/C][C]3.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.593739[/C][C]-4.5991[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.305902[/C][C]-2.3695[/C][C]0.010523[/C][/ROW]
[ROW][C]4[/C][C]-0.116792[/C][C]-0.9047[/C][C]0.18463[/C][/ROW]
[ROW][C]5[/C][C]0.021606[/C][C]0.1674[/C][C]0.433824[/C][/ROW]
[ROW][C]6[/C][C]-0.060232[/C][C]-0.4666[/C][C]0.321253[/C][/ROW]
[ROW][C]7[/C][C]0.075468[/C][C]0.5846[/C][C]0.280514[/C][/ROW]
[ROW][C]8[/C][C]0.061116[/C][C]0.4734[/C][C]0.318822[/C][/ROW]
[ROW][C]9[/C][C]-0.035523[/C][C]-0.2752[/C][C]0.392068[/C][/ROW]
[ROW][C]10[/C][C]0.223911[/C][C]1.7344[/C][C]0.043991[/C][/ROW]
[ROW][C]11[/C][C]-0.025476[/C][C]-0.1973[/C][C]0.422114[/C][/ROW]
[ROW][C]12[/C][C]-0.029611[/C][C]-0.2294[/C][C]0.409682[/C][/ROW]
[ROW][C]13[/C][C]0.186892[/C][C]1.4477[/C][C]0.076459[/C][/ROW]
[ROW][C]14[/C][C]-0.121058[/C][C]-0.9377[/C][C]0.176076[/C][/ROW]
[ROW][C]15[/C][C]-0.110936[/C][C]-0.8593[/C][C]0.196795[/C][/ROW]
[ROW][C]16[/C][C]0.059349[/C][C]0.4597[/C][C]0.32369[/C][/ROW]
[ROW][C]17[/C][C]-0.136194[/C][C]-1.055[/C][C]0.147838[/C][/ROW]
[ROW][C]18[/C][C]-0.029318[/C][C]-0.2271[/C][C]0.41056[/C][/ROW]
[ROW][C]19[/C][C]-0.039558[/C][C]-0.3064[/C][C]0.380176[/C][/ROW]
[ROW][C]20[/C][C]0.109252[/C][C]0.8463[/C][C]0.200384[/C][/ROW]
[ROW][C]21[/C][C]0.012445[/C][C]0.0964[/C][C]0.461762[/C][/ROW]
[ROW][C]22[/C][C]-0.194558[/C][C]-1.507[/C][C]0.068524[/C][/ROW]
[ROW][C]23[/C][C]0.139652[/C][C]1.0817[/C][C]0.141849[/C][/ROW]
[ROW][C]24[/C][C]-0.074083[/C][C]-0.5738[/C][C]0.284108[/C][/ROW]
[ROW][C]25[/C][C]0.122549[/C][C]0.9493[/C][C]0.173148[/C][/ROW]
[ROW][C]26[/C][C]-0.116267[/C][C]-0.9006[/C][C]0.185701[/C][/ROW]
[ROW][C]27[/C][C]-0.103768[/C][C]-0.8038[/C][C]0.212347[/C][/ROW]
[ROW][C]28[/C][C]-0.179547[/C][C]-1.3908[/C][C]0.084716[/C][/ROW]
[ROW][C]29[/C][C]-0.053002[/C][C]-0.4106[/C][C]0.341432[/C][/ROW]
[ROW][C]30[/C][C]-0.037634[/C][C]-0.2915[/C][C]0.385831[/C][/ROW]
[ROW][C]31[/C][C]0.063742[/C][C]0.4937[/C][C]0.311645[/C][/ROW]
[ROW][C]32[/C][C]0.006256[/C][C]0.0485[/C][C]0.480757[/C][/ROW]
[ROW][C]33[/C][C]0.052437[/C][C]0.4062[/C][C]0.343029[/C][/ROW]
[ROW][C]34[/C][C]-0.129941[/C][C]-1.0065[/C][C]0.159105[/C][/ROW]
[ROW][C]35[/C][C]0.04177[/C][C]0.3235[/C][C]0.373703[/C][/ROW]
[ROW][C]36[/C][C]-0.080421[/C][C]-0.6229[/C][C]0.267843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69004&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69004&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
10.5499184.25963.7e-05
2-0.593739-4.59911.1e-05
3-0.305902-2.36950.010523
4-0.116792-0.90470.18463
50.0216060.16740.433824
6-0.060232-0.46660.321253
70.0754680.58460.280514
80.0611160.47340.318822
9-0.035523-0.27520.392068
100.2239111.73440.043991
11-0.025476-0.19730.422114
12-0.029611-0.22940.409682
130.1868921.44770.076459
14-0.121058-0.93770.176076
15-0.110936-0.85930.196795
160.0593490.45970.32369
17-0.136194-1.0550.147838
18-0.029318-0.22710.41056
19-0.039558-0.30640.380176
200.1092520.84630.200384
210.0124450.09640.461762
22-0.194558-1.5070.068524
230.1396521.08170.141849
24-0.074083-0.57380.284108
250.1225490.94930.173148
26-0.116267-0.90060.185701
27-0.103768-0.80380.212347
28-0.179547-1.39080.084716
29-0.053002-0.41060.341432
30-0.037634-0.29150.385831
310.0637420.49370.311645
320.0062560.04850.480757
330.0524370.40620.343029
34-0.129941-1.00650.159105
350.041770.32350.373703
36-0.080421-0.62290.267843



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')