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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 computationFri, 18 Dec 2009 07:18:09 -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/18/t1261146254lbdwidgdf7m47dy.htm/, Retrieved Sat, 27 Apr 2024 10:02:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69367, Retrieved Sat, 27 Apr 2024 10:02:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120
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       [Standard Deviation-Mean Plot] [Identifying Integ...] [2009-11-22 12:50:05] [b98453cac15ba1066b407e146608df68]
-    D        [Standard Deviation-Mean Plot] [] [2009-11-26 10:43:35] [d181e5359f7da6c8509e4702d1229fb0]
- RMP           [(Partial) Autocorrelation Function] [] [2009-12-03 17:32:57] [d181e5359f7da6c8509e4702d1229fb0]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-04 13:09:20] [d181e5359f7da6c8509e4702d1229fb0]
-   P                 [(Partial) Autocorrelation Function] [] [2009-12-18 14:18:09] [b4088cbf8335906ce53a9289ed6fac01] [Current]
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Dataseries X:
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
8.00
8.2
8.1
8.1
8.00
7.9
7.9
8.00
8.00
7.9
8.00
7.7
7.2
7.5
7.3
7.00
7.00
7.00
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
8.00
8.00
7.7
7.3
7.4
8.1
8.3
8.2




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=69367&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=69367&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69367&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
10.1937981.32860.095195
2-0.203546-1.39540.084721
3-0.268131-1.83820.036177
4-0.37054-2.54030.00722
5-0.115277-0.79030.216662
6-0.024388-0.16720.433967
70.2655531.82050.037524
80.3306012.26650.014033
9-0.077519-0.53140.298807
100.0010850.00740.497048
11-0.039578-0.27130.393661
12-0.305457-2.09410.020835
13-0.023361-0.16020.436722
140.0738640.50640.307477
150.1228560.84230.201955
160.0757060.5190.303094
17-0.045755-0.31370.377576
180.0926340.63510.264233
19-0.164667-1.12890.132334
20-0.092248-0.63240.265088
210.1289210.88380.190642
22-0.027712-0.190.425069
230.011150.07640.469695
240.0083320.05710.477345
250.069480.47630.318024
260.0657990.45110.326997
27-0.099972-0.68540.248238
28-0.089342-0.61250.271581
29-0.063022-0.43210.333838
30-0.085689-0.58750.279855
310.1271180.87150.193963
320.1437820.98570.164659
330.0479250.32860.371975
340.0327150.22430.411756
35-0.126828-0.86950.1945
36-0.105034-0.72010.237522

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.193798 & 1.3286 & 0.095195 \tabularnewline
2 & -0.203546 & -1.3954 & 0.084721 \tabularnewline
3 & -0.268131 & -1.8382 & 0.036177 \tabularnewline
4 & -0.37054 & -2.5403 & 0.00722 \tabularnewline
5 & -0.115277 & -0.7903 & 0.216662 \tabularnewline
6 & -0.024388 & -0.1672 & 0.433967 \tabularnewline
7 & 0.265553 & 1.8205 & 0.037524 \tabularnewline
8 & 0.330601 & 2.2665 & 0.014033 \tabularnewline
9 & -0.077519 & -0.5314 & 0.298807 \tabularnewline
10 & 0.001085 & 0.0074 & 0.497048 \tabularnewline
11 & -0.039578 & -0.2713 & 0.393661 \tabularnewline
12 & -0.305457 & -2.0941 & 0.020835 \tabularnewline
13 & -0.023361 & -0.1602 & 0.436722 \tabularnewline
14 & 0.073864 & 0.5064 & 0.307477 \tabularnewline
15 & 0.122856 & 0.8423 & 0.201955 \tabularnewline
16 & 0.075706 & 0.519 & 0.303094 \tabularnewline
17 & -0.045755 & -0.3137 & 0.377576 \tabularnewline
18 & 0.092634 & 0.6351 & 0.264233 \tabularnewline
19 & -0.164667 & -1.1289 & 0.132334 \tabularnewline
20 & -0.092248 & -0.6324 & 0.265088 \tabularnewline
21 & 0.128921 & 0.8838 & 0.190642 \tabularnewline
22 & -0.027712 & -0.19 & 0.425069 \tabularnewline
23 & 0.01115 & 0.0764 & 0.469695 \tabularnewline
24 & 0.008332 & 0.0571 & 0.477345 \tabularnewline
25 & 0.06948 & 0.4763 & 0.318024 \tabularnewline
26 & 0.065799 & 0.4511 & 0.326997 \tabularnewline
27 & -0.099972 & -0.6854 & 0.248238 \tabularnewline
28 & -0.089342 & -0.6125 & 0.271581 \tabularnewline
29 & -0.063022 & -0.4321 & 0.333838 \tabularnewline
30 & -0.085689 & -0.5875 & 0.279855 \tabularnewline
31 & 0.127118 & 0.8715 & 0.193963 \tabularnewline
32 & 0.143782 & 0.9857 & 0.164659 \tabularnewline
33 & 0.047925 & 0.3286 & 0.371975 \tabularnewline
34 & 0.032715 & 0.2243 & 0.411756 \tabularnewline
35 & -0.126828 & -0.8695 & 0.1945 \tabularnewline
36 & -0.105034 & -0.7201 & 0.237522 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69367&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]0.193798[/C][C]1.3286[/C][C]0.095195[/C][/ROW]
[ROW][C]2[/C][C]-0.203546[/C][C]-1.3954[/C][C]0.084721[/C][/ROW]
[ROW][C]3[/C][C]-0.268131[/C][C]-1.8382[/C][C]0.036177[/C][/ROW]
[ROW][C]4[/C][C]-0.37054[/C][C]-2.5403[/C][C]0.00722[/C][/ROW]
[ROW][C]5[/C][C]-0.115277[/C][C]-0.7903[/C][C]0.216662[/C][/ROW]
[ROW][C]6[/C][C]-0.024388[/C][C]-0.1672[/C][C]0.433967[/C][/ROW]
[ROW][C]7[/C][C]0.265553[/C][C]1.8205[/C][C]0.037524[/C][/ROW]
[ROW][C]8[/C][C]0.330601[/C][C]2.2665[/C][C]0.014033[/C][/ROW]
[ROW][C]9[/C][C]-0.077519[/C][C]-0.5314[/C][C]0.298807[/C][/ROW]
[ROW][C]10[/C][C]0.001085[/C][C]0.0074[/C][C]0.497048[/C][/ROW]
[ROW][C]11[/C][C]-0.039578[/C][C]-0.2713[/C][C]0.393661[/C][/ROW]
[ROW][C]12[/C][C]-0.305457[/C][C]-2.0941[/C][C]0.020835[/C][/ROW]
[ROW][C]13[/C][C]-0.023361[/C][C]-0.1602[/C][C]0.436722[/C][/ROW]
[ROW][C]14[/C][C]0.073864[/C][C]0.5064[/C][C]0.307477[/C][/ROW]
[ROW][C]15[/C][C]0.122856[/C][C]0.8423[/C][C]0.201955[/C][/ROW]
[ROW][C]16[/C][C]0.075706[/C][C]0.519[/C][C]0.303094[/C][/ROW]
[ROW][C]17[/C][C]-0.045755[/C][C]-0.3137[/C][C]0.377576[/C][/ROW]
[ROW][C]18[/C][C]0.092634[/C][C]0.6351[/C][C]0.264233[/C][/ROW]
[ROW][C]19[/C][C]-0.164667[/C][C]-1.1289[/C][C]0.132334[/C][/ROW]
[ROW][C]20[/C][C]-0.092248[/C][C]-0.6324[/C][C]0.265088[/C][/ROW]
[ROW][C]21[/C][C]0.128921[/C][C]0.8838[/C][C]0.190642[/C][/ROW]
[ROW][C]22[/C][C]-0.027712[/C][C]-0.19[/C][C]0.425069[/C][/ROW]
[ROW][C]23[/C][C]0.01115[/C][C]0.0764[/C][C]0.469695[/C][/ROW]
[ROW][C]24[/C][C]0.008332[/C][C]0.0571[/C][C]0.477345[/C][/ROW]
[ROW][C]25[/C][C]0.06948[/C][C]0.4763[/C][C]0.318024[/C][/ROW]
[ROW][C]26[/C][C]0.065799[/C][C]0.4511[/C][C]0.326997[/C][/ROW]
[ROW][C]27[/C][C]-0.099972[/C][C]-0.6854[/C][C]0.248238[/C][/ROW]
[ROW][C]28[/C][C]-0.089342[/C][C]-0.6125[/C][C]0.271581[/C][/ROW]
[ROW][C]29[/C][C]-0.063022[/C][C]-0.4321[/C][C]0.333838[/C][/ROW]
[ROW][C]30[/C][C]-0.085689[/C][C]-0.5875[/C][C]0.279855[/C][/ROW]
[ROW][C]31[/C][C]0.127118[/C][C]0.8715[/C][C]0.193963[/C][/ROW]
[ROW][C]32[/C][C]0.143782[/C][C]0.9857[/C][C]0.164659[/C][/ROW]
[ROW][C]33[/C][C]0.047925[/C][C]0.3286[/C][C]0.371975[/C][/ROW]
[ROW][C]34[/C][C]0.032715[/C][C]0.2243[/C][C]0.411756[/C][/ROW]
[ROW][C]35[/C][C]-0.126828[/C][C]-0.8695[/C][C]0.1945[/C][/ROW]
[ROW][C]36[/C][C]-0.105034[/C][C]-0.7201[/C][C]0.237522[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69367&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69367&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
10.1937981.32860.095195
2-0.203546-1.39540.084721
3-0.268131-1.83820.036177
4-0.37054-2.54030.00722
5-0.115277-0.79030.216662
6-0.024388-0.16720.433967
70.2655531.82050.037524
80.3306012.26650.014033
9-0.077519-0.53140.298807
100.0010850.00740.497048
11-0.039578-0.27130.393661
12-0.305457-2.09410.020835
13-0.023361-0.16020.436722
140.0738640.50640.307477
150.1228560.84230.201955
160.0757060.5190.303094
17-0.045755-0.31370.377576
180.0926340.63510.264233
19-0.164667-1.12890.132334
20-0.092248-0.63240.265088
210.1289210.88380.190642
22-0.027712-0.190.425069
230.011150.07640.469695
240.0083320.05710.477345
250.069480.47630.318024
260.0657990.45110.326997
27-0.099972-0.68540.248238
28-0.089342-0.61250.271581
29-0.063022-0.43210.333838
30-0.085689-0.58750.279855
310.1271180.87150.193963
320.1437820.98570.164659
330.0479250.32860.371975
340.0327150.22430.411756
35-0.126828-0.86950.1945
36-0.105034-0.72010.237522







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1937981.32860.095195
2-0.250512-1.71740.046242
3-0.188743-1.2940.101002
4-0.371694-2.54820.007078
5-0.127956-0.87720.192413
6-0.289471-1.98450.026527
70.0949290.65080.259172
80.0484630.33220.370591
9-0.203088-1.39230.085192
100.1495771.02540.1552
110.0694920.47640.317994
12-0.244454-1.67590.0502
130.1281180.87830.192115
140.0104330.07150.471642
15-0.075216-0.51570.304256
16-0.025883-0.17740.429961
170.0252920.17340.431543
18-0.004715-0.03230.487175
19-0.150769-1.03360.153302
200.1614251.10670.137034
21-0.034257-0.23490.40767
22-0.088579-0.60730.273298
230.076560.52490.301071
24-0.058359-0.40010.345451
250.0765770.5250.30103
260.0787830.54010.295835
270.0271190.18590.426655
28-0.206044-1.41260.082186
29-0.002253-0.01540.493871
300.0128740.08830.465023
31-0.108982-0.74710.229349
320.0675040.46280.322827
330.0180140.12350.45112
34-0.028625-0.19620.422633
35-0.033405-0.2290.409926
360.0099280.06810.473011

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.193798 & 1.3286 & 0.095195 \tabularnewline
2 & -0.250512 & -1.7174 & 0.046242 \tabularnewline
3 & -0.188743 & -1.294 & 0.101002 \tabularnewline
4 & -0.371694 & -2.5482 & 0.007078 \tabularnewline
5 & -0.127956 & -0.8772 & 0.192413 \tabularnewline
6 & -0.289471 & -1.9845 & 0.026527 \tabularnewline
7 & 0.094929 & 0.6508 & 0.259172 \tabularnewline
8 & 0.048463 & 0.3322 & 0.370591 \tabularnewline
9 & -0.203088 & -1.3923 & 0.085192 \tabularnewline
10 & 0.149577 & 1.0254 & 0.1552 \tabularnewline
11 & 0.069492 & 0.4764 & 0.317994 \tabularnewline
12 & -0.244454 & -1.6759 & 0.0502 \tabularnewline
13 & 0.128118 & 0.8783 & 0.192115 \tabularnewline
14 & 0.010433 & 0.0715 & 0.471642 \tabularnewline
15 & -0.075216 & -0.5157 & 0.304256 \tabularnewline
16 & -0.025883 & -0.1774 & 0.429961 \tabularnewline
17 & 0.025292 & 0.1734 & 0.431543 \tabularnewline
18 & -0.004715 & -0.0323 & 0.487175 \tabularnewline
19 & -0.150769 & -1.0336 & 0.153302 \tabularnewline
20 & 0.161425 & 1.1067 & 0.137034 \tabularnewline
21 & -0.034257 & -0.2349 & 0.40767 \tabularnewline
22 & -0.088579 & -0.6073 & 0.273298 \tabularnewline
23 & 0.07656 & 0.5249 & 0.301071 \tabularnewline
24 & -0.058359 & -0.4001 & 0.345451 \tabularnewline
25 & 0.076577 & 0.525 & 0.30103 \tabularnewline
26 & 0.078783 & 0.5401 & 0.295835 \tabularnewline
27 & 0.027119 & 0.1859 & 0.426655 \tabularnewline
28 & -0.206044 & -1.4126 & 0.082186 \tabularnewline
29 & -0.002253 & -0.0154 & 0.493871 \tabularnewline
30 & 0.012874 & 0.0883 & 0.465023 \tabularnewline
31 & -0.108982 & -0.7471 & 0.229349 \tabularnewline
32 & 0.067504 & 0.4628 & 0.322827 \tabularnewline
33 & 0.018014 & 0.1235 & 0.45112 \tabularnewline
34 & -0.028625 & -0.1962 & 0.422633 \tabularnewline
35 & -0.033405 & -0.229 & 0.409926 \tabularnewline
36 & 0.009928 & 0.0681 & 0.473011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69367&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]0.193798[/C][C]1.3286[/C][C]0.095195[/C][/ROW]
[ROW][C]2[/C][C]-0.250512[/C][C]-1.7174[/C][C]0.046242[/C][/ROW]
[ROW][C]3[/C][C]-0.188743[/C][C]-1.294[/C][C]0.101002[/C][/ROW]
[ROW][C]4[/C][C]-0.371694[/C][C]-2.5482[/C][C]0.007078[/C][/ROW]
[ROW][C]5[/C][C]-0.127956[/C][C]-0.8772[/C][C]0.192413[/C][/ROW]
[ROW][C]6[/C][C]-0.289471[/C][C]-1.9845[/C][C]0.026527[/C][/ROW]
[ROW][C]7[/C][C]0.094929[/C][C]0.6508[/C][C]0.259172[/C][/ROW]
[ROW][C]8[/C][C]0.048463[/C][C]0.3322[/C][C]0.370591[/C][/ROW]
[ROW][C]9[/C][C]-0.203088[/C][C]-1.3923[/C][C]0.085192[/C][/ROW]
[ROW][C]10[/C][C]0.149577[/C][C]1.0254[/C][C]0.1552[/C][/ROW]
[ROW][C]11[/C][C]0.069492[/C][C]0.4764[/C][C]0.317994[/C][/ROW]
[ROW][C]12[/C][C]-0.244454[/C][C]-1.6759[/C][C]0.0502[/C][/ROW]
[ROW][C]13[/C][C]0.128118[/C][C]0.8783[/C][C]0.192115[/C][/ROW]
[ROW][C]14[/C][C]0.010433[/C][C]0.0715[/C][C]0.471642[/C][/ROW]
[ROW][C]15[/C][C]-0.075216[/C][C]-0.5157[/C][C]0.304256[/C][/ROW]
[ROW][C]16[/C][C]-0.025883[/C][C]-0.1774[/C][C]0.429961[/C][/ROW]
[ROW][C]17[/C][C]0.025292[/C][C]0.1734[/C][C]0.431543[/C][/ROW]
[ROW][C]18[/C][C]-0.004715[/C][C]-0.0323[/C][C]0.487175[/C][/ROW]
[ROW][C]19[/C][C]-0.150769[/C][C]-1.0336[/C][C]0.153302[/C][/ROW]
[ROW][C]20[/C][C]0.161425[/C][C]1.1067[/C][C]0.137034[/C][/ROW]
[ROW][C]21[/C][C]-0.034257[/C][C]-0.2349[/C][C]0.40767[/C][/ROW]
[ROW][C]22[/C][C]-0.088579[/C][C]-0.6073[/C][C]0.273298[/C][/ROW]
[ROW][C]23[/C][C]0.07656[/C][C]0.5249[/C][C]0.301071[/C][/ROW]
[ROW][C]24[/C][C]-0.058359[/C][C]-0.4001[/C][C]0.345451[/C][/ROW]
[ROW][C]25[/C][C]0.076577[/C][C]0.525[/C][C]0.30103[/C][/ROW]
[ROW][C]26[/C][C]0.078783[/C][C]0.5401[/C][C]0.295835[/C][/ROW]
[ROW][C]27[/C][C]0.027119[/C][C]0.1859[/C][C]0.426655[/C][/ROW]
[ROW][C]28[/C][C]-0.206044[/C][C]-1.4126[/C][C]0.082186[/C][/ROW]
[ROW][C]29[/C][C]-0.002253[/C][C]-0.0154[/C][C]0.493871[/C][/ROW]
[ROW][C]30[/C][C]0.012874[/C][C]0.0883[/C][C]0.465023[/C][/ROW]
[ROW][C]31[/C][C]-0.108982[/C][C]-0.7471[/C][C]0.229349[/C][/ROW]
[ROW][C]32[/C][C]0.067504[/C][C]0.4628[/C][C]0.322827[/C][/ROW]
[ROW][C]33[/C][C]0.018014[/C][C]0.1235[/C][C]0.45112[/C][/ROW]
[ROW][C]34[/C][C]-0.028625[/C][C]-0.1962[/C][C]0.422633[/C][/ROW]
[ROW][C]35[/C][C]-0.033405[/C][C]-0.229[/C][C]0.409926[/C][/ROW]
[ROW][C]36[/C][C]0.009928[/C][C]0.0681[/C][C]0.473011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69367&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69367&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
10.1937981.32860.095195
2-0.250512-1.71740.046242
3-0.188743-1.2940.101002
4-0.371694-2.54820.007078
5-0.127956-0.87720.192413
6-0.289471-1.98450.026527
70.0949290.65080.259172
80.0484630.33220.370591
9-0.203088-1.39230.085192
100.1495771.02540.1552
110.0694920.47640.317994
12-0.244454-1.67590.0502
130.1281180.87830.192115
140.0104330.07150.471642
15-0.075216-0.51570.304256
16-0.025883-0.17740.429961
170.0252920.17340.431543
18-0.004715-0.03230.487175
19-0.150769-1.03360.153302
200.1614251.10670.137034
21-0.034257-0.23490.40767
22-0.088579-0.60730.273298
230.076560.52490.301071
24-0.058359-0.40010.345451
250.0765770.5250.30103
260.0787830.54010.295835
270.0271190.18590.426655
28-0.206044-1.41260.082186
29-0.002253-0.01540.493871
300.0128740.08830.465023
31-0.108982-0.74710.229349
320.0675040.46280.322827
330.0180140.12350.45112
34-0.028625-0.19620.422633
35-0.033405-0.2290.409926
360.0099280.06810.473011



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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')