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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 computationSat, 19 Dec 2009 10:48:37 -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/19/t1261245013b8xkfvglo6kr5c0.htm/, Retrieved Sat, 04 May 2024 03:34:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69723, Retrieved Sat, 04 May 2024 03:34:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsShwPaper stationair maken ACF
Estimated Impact135

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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Ws8.1 ACF1] [2009-11-25 19:12:20] [e0fc65a5811681d807296d590d5b45de]
-    D            [(Partial) Autocorrelation Function] [Paper stationair ...] [2009-12-19 17:48:37] [51108381f3361ca8af49c4f74052c840] [Current]
-    D              [(Partial) Autocorrelation Function] [Paper; toepassing...] [2009-12-21 14:20:57] [e0fc65a5811681d807296d590d5b45de]
-   PD              [(Partial) Autocorrelation Function] [Paper; toepassing...] [2009-12-21 14:24:33] [e0fc65a5811681d807296d590d5b45de]
-   PD              [(Partial) Autocorrelation Function] [Paper toepassing ...] [2009-12-21 14:27:06] [e0fc65a5811681d807296d590d5b45de]
-   PD              [(Partial) Autocorrelation Function] [Paper; toepassing...] [2009-12-21 14:29:58] [e0fc65a5811681d807296d590d5b45de]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
152.60
153.32
165.50
139.18
136.53
115.92
96.65
83.77
84.66
106.03
86.92
54.66
151.66
121.27
132.95
119.64
122.16
117.44
106.69
87.45
80.98
110.30
87.01
55.73
146.00
137.54
138.54
135.62
107.27
99.04
91.36
68.35
82.59
98.41
71.25
47.58
130.83
113.60
125.69
113.60
97.12
104.43
91.84
75.11
89.24
110.23
78.42
68.45
122.81
129.66
159.06
139.03
102.16
113.59
81.46
77.36
87.57
101.23
87.21
64.94
133.12
117.99
135.90
125.67
108.03
128.31
84.74
86.38
92.24
95.83
92.33
54.27

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=69723&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=69723&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69723&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
10.4283053.63430.00026
20.2077511.76280.041086
30.0913520.77510.220395
4-0.140199-1.18960.11905
5-0.265144-2.24980.013759
6-0.415727-3.52760.000367
7-0.330158-2.80150.003264
8-0.19458-1.65110.05154
9-0.051946-0.44080.330349
100.0244570.20750.418092
110.2184621.85370.033938
120.6979575.92240
130.2830552.40180.009448
140.1181831.00280.159654
150.047290.40130.344706
16-0.154661-1.31230.096787
17-0.219168-1.85970.033507
18-0.343033-2.91070.002398
19-0.2932-2.48790.007583
20-0.144623-1.22720.111878
21-0.066833-0.56710.286205
220.008250.070.472192
230.2126551.80440.037672
240.5710484.84554e-06
250.2585142.19360.015748
260.1147260.97350.166787
270.0062550.05310.478908
28-0.145375-1.23350.110692
29-0.188987-1.60360.056589
30-0.318276-2.70070.004311
31-0.25279-2.1450.017664
32-0.117752-0.99920.160531
33-0.065927-0.55940.28881
34-0.021648-0.18370.427388
350.1117870.94850.173013
360.3855843.27180.000821

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.428305 & 3.6343 & 0.00026 \tabularnewline
2 & 0.207751 & 1.7628 & 0.041086 \tabularnewline
3 & 0.091352 & 0.7751 & 0.220395 \tabularnewline
4 & -0.140199 & -1.1896 & 0.11905 \tabularnewline
5 & -0.265144 & -2.2498 & 0.013759 \tabularnewline
6 & -0.415727 & -3.5276 & 0.000367 \tabularnewline
7 & -0.330158 & -2.8015 & 0.003264 \tabularnewline
8 & -0.19458 & -1.6511 & 0.05154 \tabularnewline
9 & -0.051946 & -0.4408 & 0.330349 \tabularnewline
10 & 0.024457 & 0.2075 & 0.418092 \tabularnewline
11 & 0.218462 & 1.8537 & 0.033938 \tabularnewline
12 & 0.697957 & 5.9224 & 0 \tabularnewline
13 & 0.283055 & 2.4018 & 0.009448 \tabularnewline
14 & 0.118183 & 1.0028 & 0.159654 \tabularnewline
15 & 0.04729 & 0.4013 & 0.344706 \tabularnewline
16 & -0.154661 & -1.3123 & 0.096787 \tabularnewline
17 & -0.219168 & -1.8597 & 0.033507 \tabularnewline
18 & -0.343033 & -2.9107 & 0.002398 \tabularnewline
19 & -0.2932 & -2.4879 & 0.007583 \tabularnewline
20 & -0.144623 & -1.2272 & 0.111878 \tabularnewline
21 & -0.066833 & -0.5671 & 0.286205 \tabularnewline
22 & 0.00825 & 0.07 & 0.472192 \tabularnewline
23 & 0.212655 & 1.8044 & 0.037672 \tabularnewline
24 & 0.571048 & 4.8455 & 4e-06 \tabularnewline
25 & 0.258514 & 2.1936 & 0.015748 \tabularnewline
26 & 0.114726 & 0.9735 & 0.166787 \tabularnewline
27 & 0.006255 & 0.0531 & 0.478908 \tabularnewline
28 & -0.145375 & -1.2335 & 0.110692 \tabularnewline
29 & -0.188987 & -1.6036 & 0.056589 \tabularnewline
30 & -0.318276 & -2.7007 & 0.004311 \tabularnewline
31 & -0.25279 & -2.145 & 0.017664 \tabularnewline
32 & -0.117752 & -0.9992 & 0.160531 \tabularnewline
33 & -0.065927 & -0.5594 & 0.28881 \tabularnewline
34 & -0.021648 & -0.1837 & 0.427388 \tabularnewline
35 & 0.111787 & 0.9485 & 0.173013 \tabularnewline
36 & 0.385584 & 3.2718 & 0.000821 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69723&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]0.428305[/C][C]3.6343[/C][C]0.00026[/C][/ROW]
[ROW][C]2[/C][C]0.207751[/C][C]1.7628[/C][C]0.041086[/C][/ROW]
[ROW][C]3[/C][C]0.091352[/C][C]0.7751[/C][C]0.220395[/C][/ROW]
[ROW][C]4[/C][C]-0.140199[/C][C]-1.1896[/C][C]0.11905[/C][/ROW]
[ROW][C]5[/C][C]-0.265144[/C][C]-2.2498[/C][C]0.013759[/C][/ROW]
[ROW][C]6[/C][C]-0.415727[/C][C]-3.5276[/C][C]0.000367[/C][/ROW]
[ROW][C]7[/C][C]-0.330158[/C][C]-2.8015[/C][C]0.003264[/C][/ROW]
[ROW][C]8[/C][C]-0.19458[/C][C]-1.6511[/C][C]0.05154[/C][/ROW]
[ROW][C]9[/C][C]-0.051946[/C][C]-0.4408[/C][C]0.330349[/C][/ROW]
[ROW][C]10[/C][C]0.024457[/C][C]0.2075[/C][C]0.418092[/C][/ROW]
[ROW][C]11[/C][C]0.218462[/C][C]1.8537[/C][C]0.033938[/C][/ROW]
[ROW][C]12[/C][C]0.697957[/C][C]5.9224[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.283055[/C][C]2.4018[/C][C]0.009448[/C][/ROW]
[ROW][C]14[/C][C]0.118183[/C][C]1.0028[/C][C]0.159654[/C][/ROW]
[ROW][C]15[/C][C]0.04729[/C][C]0.4013[/C][C]0.344706[/C][/ROW]
[ROW][C]16[/C][C]-0.154661[/C][C]-1.3123[/C][C]0.096787[/C][/ROW]
[ROW][C]17[/C][C]-0.219168[/C][C]-1.8597[/C][C]0.033507[/C][/ROW]
[ROW][C]18[/C][C]-0.343033[/C][C]-2.9107[/C][C]0.002398[/C][/ROW]
[ROW][C]19[/C][C]-0.2932[/C][C]-2.4879[/C][C]0.007583[/C][/ROW]
[ROW][C]20[/C][C]-0.144623[/C][C]-1.2272[/C][C]0.111878[/C][/ROW]
[ROW][C]21[/C][C]-0.066833[/C][C]-0.5671[/C][C]0.286205[/C][/ROW]
[ROW][C]22[/C][C]0.00825[/C][C]0.07[/C][C]0.472192[/C][/ROW]
[ROW][C]23[/C][C]0.212655[/C][C]1.8044[/C][C]0.037672[/C][/ROW]
[ROW][C]24[/C][C]0.571048[/C][C]4.8455[/C][C]4e-06[/C][/ROW]
[ROW][C]25[/C][C]0.258514[/C][C]2.1936[/C][C]0.015748[/C][/ROW]
[ROW][C]26[/C][C]0.114726[/C][C]0.9735[/C][C]0.166787[/C][/ROW]
[ROW][C]27[/C][C]0.006255[/C][C]0.0531[/C][C]0.478908[/C][/ROW]
[ROW][C]28[/C][C]-0.145375[/C][C]-1.2335[/C][C]0.110692[/C][/ROW]
[ROW][C]29[/C][C]-0.188987[/C][C]-1.6036[/C][C]0.056589[/C][/ROW]
[ROW][C]30[/C][C]-0.318276[/C][C]-2.7007[/C][C]0.004311[/C][/ROW]
[ROW][C]31[/C][C]-0.25279[/C][C]-2.145[/C][C]0.017664[/C][/ROW]
[ROW][C]32[/C][C]-0.117752[/C][C]-0.9992[/C][C]0.160531[/C][/ROW]
[ROW][C]33[/C][C]-0.065927[/C][C]-0.5594[/C][C]0.28881[/C][/ROW]
[ROW][C]34[/C][C]-0.021648[/C][C]-0.1837[/C][C]0.427388[/C][/ROW]
[ROW][C]35[/C][C]0.111787[/C][C]0.9485[/C][C]0.173013[/C][/ROW]
[ROW][C]36[/C][C]0.385584[/C][C]3.2718[/C][C]0.000821[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69723&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69723&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
10.4283053.63430.00026
20.2077511.76280.041086
30.0913520.77510.220395
4-0.140199-1.18960.11905
5-0.265144-2.24980.013759
6-0.415727-3.52760.000367
7-0.330158-2.80150.003264
8-0.19458-1.65110.05154
9-0.051946-0.44080.330349
100.0244570.20750.418092
110.2184621.85370.033938
120.6979575.92240
130.2830552.40180.009448
140.1181831.00280.159654
150.047290.40130.344706
16-0.154661-1.31230.096787
17-0.219168-1.85970.033507
18-0.343033-2.91070.002398
19-0.2932-2.48790.007583
20-0.144623-1.22720.111878
21-0.066833-0.56710.286205
220.008250.070.472192
230.2126551.80440.037672
240.5710484.84554e-06
250.2585142.19360.015748
260.1147260.97350.166787
270.0062550.05310.478908
28-0.145375-1.23350.110692
29-0.188987-1.60360.056589
30-0.318276-2.70070.004311
31-0.25279-2.1450.017664
32-0.117752-0.99920.160531
33-0.065927-0.55940.28881
34-0.021648-0.18370.427388
350.1117870.94850.173013
360.3855843.27180.000821






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4283053.63430.00026
20.0297670.25260.400656
3-0.009474-0.08040.468074
4-0.22204-1.88410.031796
5-0.171512-1.45530.074962
6-0.281279-2.38670.009814
7-0.040307-0.3420.366668
80.0053680.04560.481897
90.0670520.5690.285578
10-0.060388-0.51240.304968
110.1353461.14840.127293
120.6405495.43520
13-0.447568-3.79770.000151
14-0.171043-1.45130.075514
15-0.041139-0.34910.364026
160.0295930.25110.401223
170.0219710.18640.426317
180.0889850.75510.226338
19-0.034794-0.29520.38433
20-0.027454-0.2330.408228
21-0.031998-0.27150.393387
220.1040360.88280.190148
230.1442361.22390.112493
24-0.069496-0.58970.27862
25-0.057085-0.48440.314792
26-0.030052-0.2550.399724
27-0.143503-1.21770.113664
280.1183891.00460.159235
290.0598410.50780.306585
30-0.080052-0.67930.249573
310.0505790.42920.334537
32-0.037914-0.32170.374302
330.0398320.3380.368179
34-0.071485-0.60660.273021
35-0.229693-1.9490.027595
36-0.036506-0.30980.378819

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.428305 & 3.6343 & 0.00026 \tabularnewline
2 & 0.029767 & 0.2526 & 0.400656 \tabularnewline
3 & -0.009474 & -0.0804 & 0.468074 \tabularnewline
4 & -0.22204 & -1.8841 & 0.031796 \tabularnewline
5 & -0.171512 & -1.4553 & 0.074962 \tabularnewline
6 & -0.281279 & -2.3867 & 0.009814 \tabularnewline
7 & -0.040307 & -0.342 & 0.366668 \tabularnewline
8 & 0.005368 & 0.0456 & 0.481897 \tabularnewline
9 & 0.067052 & 0.569 & 0.285578 \tabularnewline
10 & -0.060388 & -0.5124 & 0.304968 \tabularnewline
11 & 0.135346 & 1.1484 & 0.127293 \tabularnewline
12 & 0.640549 & 5.4352 & 0 \tabularnewline
13 & -0.447568 & -3.7977 & 0.000151 \tabularnewline
14 & -0.171043 & -1.4513 & 0.075514 \tabularnewline
15 & -0.041139 & -0.3491 & 0.364026 \tabularnewline
16 & 0.029593 & 0.2511 & 0.401223 \tabularnewline
17 & 0.021971 & 0.1864 & 0.426317 \tabularnewline
18 & 0.088985 & 0.7551 & 0.226338 \tabularnewline
19 & -0.034794 & -0.2952 & 0.38433 \tabularnewline
20 & -0.027454 & -0.233 & 0.408228 \tabularnewline
21 & -0.031998 & -0.2715 & 0.393387 \tabularnewline
22 & 0.104036 & 0.8828 & 0.190148 \tabularnewline
23 & 0.144236 & 1.2239 & 0.112493 \tabularnewline
24 & -0.069496 & -0.5897 & 0.27862 \tabularnewline
25 & -0.057085 & -0.4844 & 0.314792 \tabularnewline
26 & -0.030052 & -0.255 & 0.399724 \tabularnewline
27 & -0.143503 & -1.2177 & 0.113664 \tabularnewline
28 & 0.118389 & 1.0046 & 0.159235 \tabularnewline
29 & 0.059841 & 0.5078 & 0.306585 \tabularnewline
30 & -0.080052 & -0.6793 & 0.249573 \tabularnewline
31 & 0.050579 & 0.4292 & 0.334537 \tabularnewline
32 & -0.037914 & -0.3217 & 0.374302 \tabularnewline
33 & 0.039832 & 0.338 & 0.368179 \tabularnewline
34 & -0.071485 & -0.6066 & 0.273021 \tabularnewline
35 & -0.229693 & -1.949 & 0.027595 \tabularnewline
36 & -0.036506 & -0.3098 & 0.378819 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69723&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]0.428305[/C][C]3.6343[/C][C]0.00026[/C][/ROW]
[ROW][C]2[/C][C]0.029767[/C][C]0.2526[/C][C]0.400656[/C][/ROW]
[ROW][C]3[/C][C]-0.009474[/C][C]-0.0804[/C][C]0.468074[/C][/ROW]
[ROW][C]4[/C][C]-0.22204[/C][C]-1.8841[/C][C]0.031796[/C][/ROW]
[ROW][C]5[/C][C]-0.171512[/C][C]-1.4553[/C][C]0.074962[/C][/ROW]
[ROW][C]6[/C][C]-0.281279[/C][C]-2.3867[/C][C]0.009814[/C][/ROW]
[ROW][C]7[/C][C]-0.040307[/C][C]-0.342[/C][C]0.366668[/C][/ROW]
[ROW][C]8[/C][C]0.005368[/C][C]0.0456[/C][C]0.481897[/C][/ROW]
[ROW][C]9[/C][C]0.067052[/C][C]0.569[/C][C]0.285578[/C][/ROW]
[ROW][C]10[/C][C]-0.060388[/C][C]-0.5124[/C][C]0.304968[/C][/ROW]
[ROW][C]11[/C][C]0.135346[/C][C]1.1484[/C][C]0.127293[/C][/ROW]
[ROW][C]12[/C][C]0.640549[/C][C]5.4352[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.447568[/C][C]-3.7977[/C][C]0.000151[/C][/ROW]
[ROW][C]14[/C][C]-0.171043[/C][C]-1.4513[/C][C]0.075514[/C][/ROW]
[ROW][C]15[/C][C]-0.041139[/C][C]-0.3491[/C][C]0.364026[/C][/ROW]
[ROW][C]16[/C][C]0.029593[/C][C]0.2511[/C][C]0.401223[/C][/ROW]
[ROW][C]17[/C][C]0.021971[/C][C]0.1864[/C][C]0.426317[/C][/ROW]
[ROW][C]18[/C][C]0.088985[/C][C]0.7551[/C][C]0.226338[/C][/ROW]
[ROW][C]19[/C][C]-0.034794[/C][C]-0.2952[/C][C]0.38433[/C][/ROW]
[ROW][C]20[/C][C]-0.027454[/C][C]-0.233[/C][C]0.408228[/C][/ROW]
[ROW][C]21[/C][C]-0.031998[/C][C]-0.2715[/C][C]0.393387[/C][/ROW]
[ROW][C]22[/C][C]0.104036[/C][C]0.8828[/C][C]0.190148[/C][/ROW]
[ROW][C]23[/C][C]0.144236[/C][C]1.2239[/C][C]0.112493[/C][/ROW]
[ROW][C]24[/C][C]-0.069496[/C][C]-0.5897[/C][C]0.27862[/C][/ROW]
[ROW][C]25[/C][C]-0.057085[/C][C]-0.4844[/C][C]0.314792[/C][/ROW]
[ROW][C]26[/C][C]-0.030052[/C][C]-0.255[/C][C]0.399724[/C][/ROW]
[ROW][C]27[/C][C]-0.143503[/C][C]-1.2177[/C][C]0.113664[/C][/ROW]
[ROW][C]28[/C][C]0.118389[/C][C]1.0046[/C][C]0.159235[/C][/ROW]
[ROW][C]29[/C][C]0.059841[/C][C]0.5078[/C][C]0.306585[/C][/ROW]
[ROW][C]30[/C][C]-0.080052[/C][C]-0.6793[/C][C]0.249573[/C][/ROW]
[ROW][C]31[/C][C]0.050579[/C][C]0.4292[/C][C]0.334537[/C][/ROW]
[ROW][C]32[/C][C]-0.037914[/C][C]-0.3217[/C][C]0.374302[/C][/ROW]
[ROW][C]33[/C][C]0.039832[/C][C]0.338[/C][C]0.368179[/C][/ROW]
[ROW][C]34[/C][C]-0.071485[/C][C]-0.6066[/C][C]0.273021[/C][/ROW]
[ROW][C]35[/C][C]-0.229693[/C][C]-1.949[/C][C]0.027595[/C][/ROW]
[ROW][C]36[/C][C]-0.036506[/C][C]-0.3098[/C][C]0.378819[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69723&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69723&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
10.4283053.63430.00026
20.0297670.25260.400656
3-0.009474-0.08040.468074
4-0.22204-1.88410.031796
5-0.171512-1.45530.074962
6-0.281279-2.38670.009814
7-0.040307-0.3420.366668
80.0053680.04560.481897
90.0670520.5690.285578
10-0.060388-0.51240.304968
110.1353461.14840.127293
120.6405495.43520
13-0.447568-3.79770.000151
14-0.171043-1.45130.075514
15-0.041139-0.34910.364026
160.0295930.25110.401223
170.0219710.18640.426317
180.0889850.75510.226338
19-0.034794-0.29520.38433
20-0.027454-0.2330.408228
21-0.031998-0.27150.393387
220.1040360.88280.190148
230.1442361.22390.112493
24-0.069496-0.58970.27862
25-0.057085-0.48440.314792
26-0.030052-0.2550.399724
27-0.143503-1.21770.113664
280.1183891.00460.159235
290.0598410.50780.306585
30-0.080052-0.67930.249573
310.0505790.42920.334537
32-0.037914-0.32170.374302
330.0398320.3380.368179
34-0.071485-0.60660.273021
35-0.229693-1.9490.027595
36-0.036506-0.30980.378819


Figures (Output of Computation)

Input Parameters & R Code

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