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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 13:39:59 -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/t126108247377lqxj8kw0w5pjp.htm/, Retrieved Tue, 30 Apr 2024 07:49:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69103, Retrieved Tue, 30 Apr 2024 07:49:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170
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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [Correlatiefunctie...] [2009-12-17 20:39:59] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
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Dataseries X:
1.77
1.76
1.77
1.95
1.98
1.93
1.94
1.92
1.94
1.92
1.92
1.94
1.91
1.88
1.98
2.4
2.47
2.22
1.98
1.89
1.87
1.88
1.86
1.81
1.79
1.78
1.73
1.88
1.91
1.9
1.84
1.85
1.83
1.82
1.82
1.81
1.75
1.74
1.73
1.96
2.07
1.96
1.87
1.84
1.81
1.78
1.72
1.73
1.64
1.61
1.63
1.92
1.88
1.68
1.58
1.49
1.46
1.44
1.44
1.42
1.4
1.38
1.36
1.48
1.56
1.51
1.51
1.42
1.4
1.38
1.35
1.29




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=69103&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=69103&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69103&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
10.3058042.57670.006026
2-0.276232-2.32760.011395
3-0.333486-2.810.003198
4-0.107304-0.90420.184484
50.0158250.13330.447148
60.0298140.25120.401185
70.0170260.14350.443165
8-0.054966-0.46320.322336
9-0.176799-1.48970.070361
10-0.183155-1.54330.063602
110.1172980.98840.163163
120.5404944.55431.1e-05
130.1482421.24910.107864
14-0.176052-1.48340.071191
15-0.195738-1.64930.05175
16-0.090181-0.75990.224922
17-0.002955-0.02490.490104
180.0381170.32120.374509
190.0250150.21080.416832
20-0.072515-0.6110.271569
21-0.181743-1.53140.065058
22-0.162346-1.3680.087821
230.0890640.75050.227726
240.418193.52370.000374
250.1680321.41590.080594
26-0.089877-0.75730.225684
27-0.110457-0.93070.177573
28-0.059799-0.50390.307954
290.0229620.19350.423568
300.0168690.14210.443684
310.0020210.0170.493231
32-0.061024-0.51420.304356
33-0.176533-1.48750.070656
34-0.119434-1.00640.158828
350.1546771.30330.098337
360.4125313.47610.000436

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305804 & 2.5767 & 0.006026 \tabularnewline
2 & -0.276232 & -2.3276 & 0.011395 \tabularnewline
3 & -0.333486 & -2.81 & 0.003198 \tabularnewline
4 & -0.107304 & -0.9042 & 0.184484 \tabularnewline
5 & 0.015825 & 0.1333 & 0.447148 \tabularnewline
6 & 0.029814 & 0.2512 & 0.401185 \tabularnewline
7 & 0.017026 & 0.1435 & 0.443165 \tabularnewline
8 & -0.054966 & -0.4632 & 0.322336 \tabularnewline
9 & -0.176799 & -1.4897 & 0.070361 \tabularnewline
10 & -0.183155 & -1.5433 & 0.063602 \tabularnewline
11 & 0.117298 & 0.9884 & 0.163163 \tabularnewline
12 & 0.540494 & 4.5543 & 1.1e-05 \tabularnewline
13 & 0.148242 & 1.2491 & 0.107864 \tabularnewline
14 & -0.176052 & -1.4834 & 0.071191 \tabularnewline
15 & -0.195738 & -1.6493 & 0.05175 \tabularnewline
16 & -0.090181 & -0.7599 & 0.224922 \tabularnewline
17 & -0.002955 & -0.0249 & 0.490104 \tabularnewline
18 & 0.038117 & 0.3212 & 0.374509 \tabularnewline
19 & 0.025015 & 0.2108 & 0.416832 \tabularnewline
20 & -0.072515 & -0.611 & 0.271569 \tabularnewline
21 & -0.181743 & -1.5314 & 0.065058 \tabularnewline
22 & -0.162346 & -1.368 & 0.087821 \tabularnewline
23 & 0.089064 & 0.7505 & 0.227726 \tabularnewline
24 & 0.41819 & 3.5237 & 0.000374 \tabularnewline
25 & 0.168032 & 1.4159 & 0.080594 \tabularnewline
26 & -0.089877 & -0.7573 & 0.225684 \tabularnewline
27 & -0.110457 & -0.9307 & 0.177573 \tabularnewline
28 & -0.059799 & -0.5039 & 0.307954 \tabularnewline
29 & 0.022962 & 0.1935 & 0.423568 \tabularnewline
30 & 0.016869 & 0.1421 & 0.443684 \tabularnewline
31 & 0.002021 & 0.017 & 0.493231 \tabularnewline
32 & -0.061024 & -0.5142 & 0.304356 \tabularnewline
33 & -0.176533 & -1.4875 & 0.070656 \tabularnewline
34 & -0.119434 & -1.0064 & 0.158828 \tabularnewline
35 & 0.154677 & 1.3033 & 0.098337 \tabularnewline
36 & 0.412531 & 3.4761 & 0.000436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69103&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]0.305804[/C][C]2.5767[/C][C]0.006026[/C][/ROW]
[ROW][C]2[/C][C]-0.276232[/C][C]-2.3276[/C][C]0.011395[/C][/ROW]
[ROW][C]3[/C][C]-0.333486[/C][C]-2.81[/C][C]0.003198[/C][/ROW]
[ROW][C]4[/C][C]-0.107304[/C][C]-0.9042[/C][C]0.184484[/C][/ROW]
[ROW][C]5[/C][C]0.015825[/C][C]0.1333[/C][C]0.447148[/C][/ROW]
[ROW][C]6[/C][C]0.029814[/C][C]0.2512[/C][C]0.401185[/C][/ROW]
[ROW][C]7[/C][C]0.017026[/C][C]0.1435[/C][C]0.443165[/C][/ROW]
[ROW][C]8[/C][C]-0.054966[/C][C]-0.4632[/C][C]0.322336[/C][/ROW]
[ROW][C]9[/C][C]-0.176799[/C][C]-1.4897[/C][C]0.070361[/C][/ROW]
[ROW][C]10[/C][C]-0.183155[/C][C]-1.5433[/C][C]0.063602[/C][/ROW]
[ROW][C]11[/C][C]0.117298[/C][C]0.9884[/C][C]0.163163[/C][/ROW]
[ROW][C]12[/C][C]0.540494[/C][C]4.5543[/C][C]1.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.148242[/C][C]1.2491[/C][C]0.107864[/C][/ROW]
[ROW][C]14[/C][C]-0.176052[/C][C]-1.4834[/C][C]0.071191[/C][/ROW]
[ROW][C]15[/C][C]-0.195738[/C][C]-1.6493[/C][C]0.05175[/C][/ROW]
[ROW][C]16[/C][C]-0.090181[/C][C]-0.7599[/C][C]0.224922[/C][/ROW]
[ROW][C]17[/C][C]-0.002955[/C][C]-0.0249[/C][C]0.490104[/C][/ROW]
[ROW][C]18[/C][C]0.038117[/C][C]0.3212[/C][C]0.374509[/C][/ROW]
[ROW][C]19[/C][C]0.025015[/C][C]0.2108[/C][C]0.416832[/C][/ROW]
[ROW][C]20[/C][C]-0.072515[/C][C]-0.611[/C][C]0.271569[/C][/ROW]
[ROW][C]21[/C][C]-0.181743[/C][C]-1.5314[/C][C]0.065058[/C][/ROW]
[ROW][C]22[/C][C]-0.162346[/C][C]-1.368[/C][C]0.087821[/C][/ROW]
[ROW][C]23[/C][C]0.089064[/C][C]0.7505[/C][C]0.227726[/C][/ROW]
[ROW][C]24[/C][C]0.41819[/C][C]3.5237[/C][C]0.000374[/C][/ROW]
[ROW][C]25[/C][C]0.168032[/C][C]1.4159[/C][C]0.080594[/C][/ROW]
[ROW][C]26[/C][C]-0.089877[/C][C]-0.7573[/C][C]0.225684[/C][/ROW]
[ROW][C]27[/C][C]-0.110457[/C][C]-0.9307[/C][C]0.177573[/C][/ROW]
[ROW][C]28[/C][C]-0.059799[/C][C]-0.5039[/C][C]0.307954[/C][/ROW]
[ROW][C]29[/C][C]0.022962[/C][C]0.1935[/C][C]0.423568[/C][/ROW]
[ROW][C]30[/C][C]0.016869[/C][C]0.1421[/C][C]0.443684[/C][/ROW]
[ROW][C]31[/C][C]0.002021[/C][C]0.017[/C][C]0.493231[/C][/ROW]
[ROW][C]32[/C][C]-0.061024[/C][C]-0.5142[/C][C]0.304356[/C][/ROW]
[ROW][C]33[/C][C]-0.176533[/C][C]-1.4875[/C][C]0.070656[/C][/ROW]
[ROW][C]34[/C][C]-0.119434[/C][C]-1.0064[/C][C]0.158828[/C][/ROW]
[ROW][C]35[/C][C]0.154677[/C][C]1.3033[/C][C]0.098337[/C][/ROW]
[ROW][C]36[/C][C]0.412531[/C][C]3.4761[/C][C]0.000436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69103&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69103&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
10.3058042.57670.006026
2-0.276232-2.32760.011395
3-0.333486-2.810.003198
4-0.107304-0.90420.184484
50.0158250.13330.447148
60.0298140.25120.401185
70.0170260.14350.443165
8-0.054966-0.46320.322336
9-0.176799-1.48970.070361
10-0.183155-1.54330.063602
110.1172980.98840.163163
120.5404944.55431.1e-05
130.1482421.24910.107864
14-0.176052-1.48340.071191
15-0.195738-1.64930.05175
16-0.090181-0.75990.224922
17-0.002955-0.02490.490104
180.0381170.32120.374509
190.0250150.21080.416832
20-0.072515-0.6110.271569
21-0.181743-1.53140.065058
22-0.162346-1.3680.087821
230.0890640.75050.227726
240.418193.52370.000374
250.1680321.41590.080594
26-0.089877-0.75730.225684
27-0.110457-0.93070.177573
28-0.059799-0.50390.307954
290.0229620.19350.423568
300.0168690.14210.443684
310.0020210.0170.493231
32-0.061024-0.51420.304356
33-0.176533-1.48750.070656
34-0.119434-1.00640.158828
350.1546771.30330.098337
360.4125313.47610.000436







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3058042.57670.006026
2-0.407892-3.4370.000494
3-0.118865-1.00160.159974
4-0.056485-0.4760.317785
5-0.106621-0.89840.186002
6-0.048175-0.40590.343006
7-0.033681-0.28380.388695
8-0.116277-0.97980.165263
9-0.203607-1.71560.045296
10-0.179793-1.5150.06711
110.0971450.81860.20789
120.4098753.45370.000468
13-0.278369-2.34560.010898
140.1830551.54240.063705
150.0041570.0350.486078
16-0.107153-0.90290.184818
170.0551610.46480.321751
18-0.012402-0.10450.458532
19-0.054318-0.45770.324285
20-0.077869-0.65610.256929
21-0.126553-1.06640.144938
22-0.050795-0.4280.33497
230.0048530.04090.483749
240.049210.41470.339824
250.0321360.27080.393672
260.0152880.12880.448931
270.0728910.61420.270527
280.0245430.20680.418377
290.0845210.71220.239341
30-0.045704-0.38510.350653
310.0438110.36920.356556
320.0026560.02240.491105
33-0.126196-1.06330.145614
340.0908050.76510.223363
350.1237791.0430.150249
360.0700720.59040.278386

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305804 & 2.5767 & 0.006026 \tabularnewline
2 & -0.407892 & -3.437 & 0.000494 \tabularnewline
3 & -0.118865 & -1.0016 & 0.159974 \tabularnewline
4 & -0.056485 & -0.476 & 0.317785 \tabularnewline
5 & -0.106621 & -0.8984 & 0.186002 \tabularnewline
6 & -0.048175 & -0.4059 & 0.343006 \tabularnewline
7 & -0.033681 & -0.2838 & 0.388695 \tabularnewline
8 & -0.116277 & -0.9798 & 0.165263 \tabularnewline
9 & -0.203607 & -1.7156 & 0.045296 \tabularnewline
10 & -0.179793 & -1.515 & 0.06711 \tabularnewline
11 & 0.097145 & 0.8186 & 0.20789 \tabularnewline
12 & 0.409875 & 3.4537 & 0.000468 \tabularnewline
13 & -0.278369 & -2.3456 & 0.010898 \tabularnewline
14 & 0.183055 & 1.5424 & 0.063705 \tabularnewline
15 & 0.004157 & 0.035 & 0.486078 \tabularnewline
16 & -0.107153 & -0.9029 & 0.184818 \tabularnewline
17 & 0.055161 & 0.4648 & 0.321751 \tabularnewline
18 & -0.012402 & -0.1045 & 0.458532 \tabularnewline
19 & -0.054318 & -0.4577 & 0.324285 \tabularnewline
20 & -0.077869 & -0.6561 & 0.256929 \tabularnewline
21 & -0.126553 & -1.0664 & 0.144938 \tabularnewline
22 & -0.050795 & -0.428 & 0.33497 \tabularnewline
23 & 0.004853 & 0.0409 & 0.483749 \tabularnewline
24 & 0.04921 & 0.4147 & 0.339824 \tabularnewline
25 & 0.032136 & 0.2708 & 0.393672 \tabularnewline
26 & 0.015288 & 0.1288 & 0.448931 \tabularnewline
27 & 0.072891 & 0.6142 & 0.270527 \tabularnewline
28 & 0.024543 & 0.2068 & 0.418377 \tabularnewline
29 & 0.084521 & 0.7122 & 0.239341 \tabularnewline
30 & -0.045704 & -0.3851 & 0.350653 \tabularnewline
31 & 0.043811 & 0.3692 & 0.356556 \tabularnewline
32 & 0.002656 & 0.0224 & 0.491105 \tabularnewline
33 & -0.126196 & -1.0633 & 0.145614 \tabularnewline
34 & 0.090805 & 0.7651 & 0.223363 \tabularnewline
35 & 0.123779 & 1.043 & 0.150249 \tabularnewline
36 & 0.070072 & 0.5904 & 0.278386 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69103&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]0.305804[/C][C]2.5767[/C][C]0.006026[/C][/ROW]
[ROW][C]2[/C][C]-0.407892[/C][C]-3.437[/C][C]0.000494[/C][/ROW]
[ROW][C]3[/C][C]-0.118865[/C][C]-1.0016[/C][C]0.159974[/C][/ROW]
[ROW][C]4[/C][C]-0.056485[/C][C]-0.476[/C][C]0.317785[/C][/ROW]
[ROW][C]5[/C][C]-0.106621[/C][C]-0.8984[/C][C]0.186002[/C][/ROW]
[ROW][C]6[/C][C]-0.048175[/C][C]-0.4059[/C][C]0.343006[/C][/ROW]
[ROW][C]7[/C][C]-0.033681[/C][C]-0.2838[/C][C]0.388695[/C][/ROW]
[ROW][C]8[/C][C]-0.116277[/C][C]-0.9798[/C][C]0.165263[/C][/ROW]
[ROW][C]9[/C][C]-0.203607[/C][C]-1.7156[/C][C]0.045296[/C][/ROW]
[ROW][C]10[/C][C]-0.179793[/C][C]-1.515[/C][C]0.06711[/C][/ROW]
[ROW][C]11[/C][C]0.097145[/C][C]0.8186[/C][C]0.20789[/C][/ROW]
[ROW][C]12[/C][C]0.409875[/C][C]3.4537[/C][C]0.000468[/C][/ROW]
[ROW][C]13[/C][C]-0.278369[/C][C]-2.3456[/C][C]0.010898[/C][/ROW]
[ROW][C]14[/C][C]0.183055[/C][C]1.5424[/C][C]0.063705[/C][/ROW]
[ROW][C]15[/C][C]0.004157[/C][C]0.035[/C][C]0.486078[/C][/ROW]
[ROW][C]16[/C][C]-0.107153[/C][C]-0.9029[/C][C]0.184818[/C][/ROW]
[ROW][C]17[/C][C]0.055161[/C][C]0.4648[/C][C]0.321751[/C][/ROW]
[ROW][C]18[/C][C]-0.012402[/C][C]-0.1045[/C][C]0.458532[/C][/ROW]
[ROW][C]19[/C][C]-0.054318[/C][C]-0.4577[/C][C]0.324285[/C][/ROW]
[ROW][C]20[/C][C]-0.077869[/C][C]-0.6561[/C][C]0.256929[/C][/ROW]
[ROW][C]21[/C][C]-0.126553[/C][C]-1.0664[/C][C]0.144938[/C][/ROW]
[ROW][C]22[/C][C]-0.050795[/C][C]-0.428[/C][C]0.33497[/C][/ROW]
[ROW][C]23[/C][C]0.004853[/C][C]0.0409[/C][C]0.483749[/C][/ROW]
[ROW][C]24[/C][C]0.04921[/C][C]0.4147[/C][C]0.339824[/C][/ROW]
[ROW][C]25[/C][C]0.032136[/C][C]0.2708[/C][C]0.393672[/C][/ROW]
[ROW][C]26[/C][C]0.015288[/C][C]0.1288[/C][C]0.448931[/C][/ROW]
[ROW][C]27[/C][C]0.072891[/C][C]0.6142[/C][C]0.270527[/C][/ROW]
[ROW][C]28[/C][C]0.024543[/C][C]0.2068[/C][C]0.418377[/C][/ROW]
[ROW][C]29[/C][C]0.084521[/C][C]0.7122[/C][C]0.239341[/C][/ROW]
[ROW][C]30[/C][C]-0.045704[/C][C]-0.3851[/C][C]0.350653[/C][/ROW]
[ROW][C]31[/C][C]0.043811[/C][C]0.3692[/C][C]0.356556[/C][/ROW]
[ROW][C]32[/C][C]0.002656[/C][C]0.0224[/C][C]0.491105[/C][/ROW]
[ROW][C]33[/C][C]-0.126196[/C][C]-1.0633[/C][C]0.145614[/C][/ROW]
[ROW][C]34[/C][C]0.090805[/C][C]0.7651[/C][C]0.223363[/C][/ROW]
[ROW][C]35[/C][C]0.123779[/C][C]1.043[/C][C]0.150249[/C][/ROW]
[ROW][C]36[/C][C]0.070072[/C][C]0.5904[/C][C]0.278386[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69103&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69103&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
10.3058042.57670.006026
2-0.407892-3.4370.000494
3-0.118865-1.00160.159974
4-0.056485-0.4760.317785
5-0.106621-0.89840.186002
6-0.048175-0.40590.343006
7-0.033681-0.28380.388695
8-0.116277-0.97980.165263
9-0.203607-1.71560.045296
10-0.179793-1.5150.06711
110.0971450.81860.20789
120.4098753.45370.000468
13-0.278369-2.34560.010898
140.1830551.54240.063705
150.0041570.0350.486078
16-0.107153-0.90290.184818
170.0551610.46480.321751
18-0.012402-0.10450.458532
19-0.054318-0.45770.324285
20-0.077869-0.65610.256929
21-0.126553-1.06640.144938
22-0.050795-0.4280.33497
230.0048530.04090.483749
240.049210.41470.339824
250.0321360.27080.393672
260.0152880.12880.448931
270.0728910.61420.270527
280.0245430.20680.418377
290.0845210.71220.239341
30-0.045704-0.38510.350653
310.0438110.36920.356556
320.0026560.02240.491105
33-0.126196-1.06330.145614
340.0908050.76510.223363
350.1237791.0430.150249
360.0700720.59040.278386



Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;
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')