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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 18:19:31 -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/20/t1261272038fcgsy4375dbc1ep.htm/, Retrieved Sat, 27 Apr 2024 10:21:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69773, Retrieved Sat, 27 Apr 2024 10:21:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159

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] [WS 8.1] [2009-11-27 19:35:53] [4a2be4899cba879e4eea9daa25281df8]
-    D          [(Partial) Autocorrelation Function] [PAPER 5] [2009-12-20 01:17:09] [4a2be4899cba879e4eea9daa25281df8]
-    D              [(Partial) Autocorrelation Function] [PAPER 7] [2009-12-20 01:19:31] [71c065898bd1c08eef04509b4bcee039] [Current]
-    D                [(Partial) Autocorrelation Function] [paper 4] [2009-12-20 16:12:22] [4a2be4899cba879e4eea9daa25281df8]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
144.63
124.24
135.21
119.80
102.79
109.42
99.61
83.02
95.29
116.18
81.25
71.35
128.63
134.85
167.22
147.01
104.08
111.61
82.63
80.48
93.46
104.55
87.97
63.36
136.50
117.44
133.53
121.53
102.82
124.11
82.47
85.96
90.34
90.80
84.80
49.10
146.65
135.41
158.36
124.67
122.70
108.72
83.33
79.52
83.55
96.35
79.77
42.99
142.84
121.85
140.67
118.67
115.19
118.30
93.70
85.76
93.73
113.70
90.93
58.46
144.86
138.19
137.77
146.55
118.52
123.15
92.73
81.64
94.17
103.34
71.46
52.82
116.78
110.56
127.52
120.22
94.15
104.45
87.32
77.88
91.95
103.19
85.96

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=69773&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=69773&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69773&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
10.4825734.06626.1e-05
20.3666053.08910.001433
30.1175650.99060.162617
40.0410130.34560.365339
50.0426280.35920.360259
60.0565670.47660.31754
70.0312710.26350.396466
80.0717460.60450.273706
9-0.057623-0.48550.314393
10-0.250911-2.11420.019005
11-0.378346-3.1880.001066
12-0.493003-4.15414.5e-05
13-0.382266-3.2210.000964
14-0.153154-1.29050.100532
15-0.061621-0.51920.302608
16-0.046732-0.39380.347467
17-0.05984-0.50420.307833
18-0.084345-0.71070.239798
19-0.108247-0.91210.1824
20-0.081915-0.69020.246151
210.0831530.70070.242903
220.0569260.47970.31647
230.3420462.88210.002611
240.200451.6890.047801
250.2492712.10040.019624
260.1329851.12060.133127
270.045040.37950.352719
28-0.034361-0.28950.386509
290.0304780.25680.399034
30-0.097384-0.82060.207318
31-0.054599-0.46010.323439
32-0.111258-0.93750.175846
33-0.168453-1.41940.080077
34-0.112485-0.94780.17322
35-0.202884-1.70950.04586
36-0.234051-1.97210.026244

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.482573 & 4.0662 & 6.1e-05 \tabularnewline
2 & 0.366605 & 3.0891 & 0.001433 \tabularnewline
3 & 0.117565 & 0.9906 & 0.162617 \tabularnewline
4 & 0.041013 & 0.3456 & 0.365339 \tabularnewline
5 & 0.042628 & 0.3592 & 0.360259 \tabularnewline
6 & 0.056567 & 0.4766 & 0.31754 \tabularnewline
7 & 0.031271 & 0.2635 & 0.396466 \tabularnewline
8 & 0.071746 & 0.6045 & 0.273706 \tabularnewline
9 & -0.057623 & -0.4855 & 0.314393 \tabularnewline
10 & -0.250911 & -2.1142 & 0.019005 \tabularnewline
11 & -0.378346 & -3.188 & 0.001066 \tabularnewline
12 & -0.493003 & -4.1541 & 4.5e-05 \tabularnewline
13 & -0.382266 & -3.221 & 0.000964 \tabularnewline
14 & -0.153154 & -1.2905 & 0.100532 \tabularnewline
15 & -0.061621 & -0.5192 & 0.302608 \tabularnewline
16 & -0.046732 & -0.3938 & 0.347467 \tabularnewline
17 & -0.05984 & -0.5042 & 0.307833 \tabularnewline
18 & -0.084345 & -0.7107 & 0.239798 \tabularnewline
19 & -0.108247 & -0.9121 & 0.1824 \tabularnewline
20 & -0.081915 & -0.6902 & 0.246151 \tabularnewline
21 & 0.083153 & 0.7007 & 0.242903 \tabularnewline
22 & 0.056926 & 0.4797 & 0.31647 \tabularnewline
23 & 0.342046 & 2.8821 & 0.002611 \tabularnewline
24 & 0.20045 & 1.689 & 0.047801 \tabularnewline
25 & 0.249271 & 2.1004 & 0.019624 \tabularnewline
26 & 0.132985 & 1.1206 & 0.133127 \tabularnewline
27 & 0.04504 & 0.3795 & 0.352719 \tabularnewline
28 & -0.034361 & -0.2895 & 0.386509 \tabularnewline
29 & 0.030478 & 0.2568 & 0.399034 \tabularnewline
30 & -0.097384 & -0.8206 & 0.207318 \tabularnewline
31 & -0.054599 & -0.4601 & 0.323439 \tabularnewline
32 & -0.111258 & -0.9375 & 0.175846 \tabularnewline
33 & -0.168453 & -1.4194 & 0.080077 \tabularnewline
34 & -0.112485 & -0.9478 & 0.17322 \tabularnewline
35 & -0.202884 & -1.7095 & 0.04586 \tabularnewline
36 & -0.234051 & -1.9721 & 0.026244 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69773&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]0.482573[/C][C]4.0662[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.366605[/C][C]3.0891[/C][C]0.001433[/C][/ROW]
[ROW][C]3[/C][C]0.117565[/C][C]0.9906[/C][C]0.162617[/C][/ROW]
[ROW][C]4[/C][C]0.041013[/C][C]0.3456[/C][C]0.365339[/C][/ROW]
[ROW][C]5[/C][C]0.042628[/C][C]0.3592[/C][C]0.360259[/C][/ROW]
[ROW][C]6[/C][C]0.056567[/C][C]0.4766[/C][C]0.31754[/C][/ROW]
[ROW][C]7[/C][C]0.031271[/C][C]0.2635[/C][C]0.396466[/C][/ROW]
[ROW][C]8[/C][C]0.071746[/C][C]0.6045[/C][C]0.273706[/C][/ROW]
[ROW][C]9[/C][C]-0.057623[/C][C]-0.4855[/C][C]0.314393[/C][/ROW]
[ROW][C]10[/C][C]-0.250911[/C][C]-2.1142[/C][C]0.019005[/C][/ROW]
[ROW][C]11[/C][C]-0.378346[/C][C]-3.188[/C][C]0.001066[/C][/ROW]
[ROW][C]12[/C][C]-0.493003[/C][C]-4.1541[/C][C]4.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.382266[/C][C]-3.221[/C][C]0.000964[/C][/ROW]
[ROW][C]14[/C][C]-0.153154[/C][C]-1.2905[/C][C]0.100532[/C][/ROW]
[ROW][C]15[/C][C]-0.061621[/C][C]-0.5192[/C][C]0.302608[/C][/ROW]
[ROW][C]16[/C][C]-0.046732[/C][C]-0.3938[/C][C]0.347467[/C][/ROW]
[ROW][C]17[/C][C]-0.05984[/C][C]-0.5042[/C][C]0.307833[/C][/ROW]
[ROW][C]18[/C][C]-0.084345[/C][C]-0.7107[/C][C]0.239798[/C][/ROW]
[ROW][C]19[/C][C]-0.108247[/C][C]-0.9121[/C][C]0.1824[/C][/ROW]
[ROW][C]20[/C][C]-0.081915[/C][C]-0.6902[/C][C]0.246151[/C][/ROW]
[ROW][C]21[/C][C]0.083153[/C][C]0.7007[/C][C]0.242903[/C][/ROW]
[ROW][C]22[/C][C]0.056926[/C][C]0.4797[/C][C]0.31647[/C][/ROW]
[ROW][C]23[/C][C]0.342046[/C][C]2.8821[/C][C]0.002611[/C][/ROW]
[ROW][C]24[/C][C]0.20045[/C][C]1.689[/C][C]0.047801[/C][/ROW]
[ROW][C]25[/C][C]0.249271[/C][C]2.1004[/C][C]0.019624[/C][/ROW]
[ROW][C]26[/C][C]0.132985[/C][C]1.1206[/C][C]0.133127[/C][/ROW]
[ROW][C]27[/C][C]0.04504[/C][C]0.3795[/C][C]0.352719[/C][/ROW]
[ROW][C]28[/C][C]-0.034361[/C][C]-0.2895[/C][C]0.386509[/C][/ROW]
[ROW][C]29[/C][C]0.030478[/C][C]0.2568[/C][C]0.399034[/C][/ROW]
[ROW][C]30[/C][C]-0.097384[/C][C]-0.8206[/C][C]0.207318[/C][/ROW]
[ROW][C]31[/C][C]-0.054599[/C][C]-0.4601[/C][C]0.323439[/C][/ROW]
[ROW][C]32[/C][C]-0.111258[/C][C]-0.9375[/C][C]0.175846[/C][/ROW]
[ROW][C]33[/C][C]-0.168453[/C][C]-1.4194[/C][C]0.080077[/C][/ROW]
[ROW][C]34[/C][C]-0.112485[/C][C]-0.9478[/C][C]0.17322[/C][/ROW]
[ROW][C]35[/C][C]-0.202884[/C][C]-1.7095[/C][C]0.04586[/C][/ROW]
[ROW][C]36[/C][C]-0.234051[/C][C]-1.9721[/C][C]0.026244[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69773&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69773&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
10.4825734.06626.1e-05
20.3666053.08910.001433
30.1175650.99060.162617
40.0410130.34560.365339
50.0426280.35920.360259
60.0565670.47660.31754
70.0312710.26350.396466
80.0717460.60450.273706
9-0.057623-0.48550.314393
10-0.250911-2.11420.019005
11-0.378346-3.1880.001066
12-0.493003-4.15414.5e-05
13-0.382266-3.2210.000964
14-0.153154-1.29050.100532
15-0.061621-0.51920.302608
16-0.046732-0.39380.347467
17-0.05984-0.50420.307833
18-0.084345-0.71070.239798
19-0.108247-0.91210.1824
20-0.081915-0.69020.246151
210.0831530.70070.242903
220.0569260.47970.31647
230.3420462.88210.002611
240.200451.6890.047801
250.2492712.10040.019624
260.1329851.12060.133127
270.045040.37950.352719
28-0.034361-0.28950.386509
290.0304780.25680.399034
30-0.097384-0.82060.207318
31-0.054599-0.46010.323439
32-0.111258-0.93750.175846
33-0.168453-1.41940.080077
34-0.112485-0.94780.17322
35-0.202884-1.70950.04586
36-0.234051-1.97210.026244






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4825734.06626.1e-05
20.1743241.46890.073141
3-0.151426-1.27590.103068
4-0.030117-0.25380.400204
50.085840.72330.235935
60.0412340.34740.364643
7-0.045966-0.38730.349839
80.0620640.5230.301315
9-0.134219-1.13090.130942
10-0.304345-2.56450.006225
11-0.199973-1.6850.04819
12-0.217478-1.83250.035535
13-0.039163-0.330.371188
140.2071751.74570.042596
150.056070.47250.319026
16-0.109802-0.92520.178996
17-0.015113-0.12730.449514
180.05240.44150.330087
19-0.063733-0.5370.296464
20-0.027362-0.23060.40916
210.1860951.56810.060657
22-0.280427-2.36290.010437
230.1971141.66090.050571
24-0.082337-0.69380.24504
250.0362530.30550.38045
260.1008540.84980.199144
27-0.01879-0.15830.437325
28-0.22511-1.89680.030961
29-0.004086-0.03440.486316
30-0.173372-1.46090.074233
31-0.163105-1.37430.086829
32-0.033834-0.28510.388202
330.0547590.46140.322957
340.0373250.31450.377029
35-0.027828-0.23450.407644
36-0.0077-0.06490.474226

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.482573 & 4.0662 & 6.1e-05 \tabularnewline
2 & 0.174324 & 1.4689 & 0.073141 \tabularnewline
3 & -0.151426 & -1.2759 & 0.103068 \tabularnewline
4 & -0.030117 & -0.2538 & 0.400204 \tabularnewline
5 & 0.08584 & 0.7233 & 0.235935 \tabularnewline
6 & 0.041234 & 0.3474 & 0.364643 \tabularnewline
7 & -0.045966 & -0.3873 & 0.349839 \tabularnewline
8 & 0.062064 & 0.523 & 0.301315 \tabularnewline
9 & -0.134219 & -1.1309 & 0.130942 \tabularnewline
10 & -0.304345 & -2.5645 & 0.006225 \tabularnewline
11 & -0.199973 & -1.685 & 0.04819 \tabularnewline
12 & -0.217478 & -1.8325 & 0.035535 \tabularnewline
13 & -0.039163 & -0.33 & 0.371188 \tabularnewline
14 & 0.207175 & 1.7457 & 0.042596 \tabularnewline
15 & 0.05607 & 0.4725 & 0.319026 \tabularnewline
16 & -0.109802 & -0.9252 & 0.178996 \tabularnewline
17 & -0.015113 & -0.1273 & 0.449514 \tabularnewline
18 & 0.0524 & 0.4415 & 0.330087 \tabularnewline
19 & -0.063733 & -0.537 & 0.296464 \tabularnewline
20 & -0.027362 & -0.2306 & 0.40916 \tabularnewline
21 & 0.186095 & 1.5681 & 0.060657 \tabularnewline
22 & -0.280427 & -2.3629 & 0.010437 \tabularnewline
23 & 0.197114 & 1.6609 & 0.050571 \tabularnewline
24 & -0.082337 & -0.6938 & 0.24504 \tabularnewline
25 & 0.036253 & 0.3055 & 0.38045 \tabularnewline
26 & 0.100854 & 0.8498 & 0.199144 \tabularnewline
27 & -0.01879 & -0.1583 & 0.437325 \tabularnewline
28 & -0.22511 & -1.8968 & 0.030961 \tabularnewline
29 & -0.004086 & -0.0344 & 0.486316 \tabularnewline
30 & -0.173372 & -1.4609 & 0.074233 \tabularnewline
31 & -0.163105 & -1.3743 & 0.086829 \tabularnewline
32 & -0.033834 & -0.2851 & 0.388202 \tabularnewline
33 & 0.054759 & 0.4614 & 0.322957 \tabularnewline
34 & 0.037325 & 0.3145 & 0.377029 \tabularnewline
35 & -0.027828 & -0.2345 & 0.407644 \tabularnewline
36 & -0.0077 & -0.0649 & 0.474226 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69773&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]0.482573[/C][C]4.0662[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.174324[/C][C]1.4689[/C][C]0.073141[/C][/ROW]
[ROW][C]3[/C][C]-0.151426[/C][C]-1.2759[/C][C]0.103068[/C][/ROW]
[ROW][C]4[/C][C]-0.030117[/C][C]-0.2538[/C][C]0.400204[/C][/ROW]
[ROW][C]5[/C][C]0.08584[/C][C]0.7233[/C][C]0.235935[/C][/ROW]
[ROW][C]6[/C][C]0.041234[/C][C]0.3474[/C][C]0.364643[/C][/ROW]
[ROW][C]7[/C][C]-0.045966[/C][C]-0.3873[/C][C]0.349839[/C][/ROW]
[ROW][C]8[/C][C]0.062064[/C][C]0.523[/C][C]0.301315[/C][/ROW]
[ROW][C]9[/C][C]-0.134219[/C][C]-1.1309[/C][C]0.130942[/C][/ROW]
[ROW][C]10[/C][C]-0.304345[/C][C]-2.5645[/C][C]0.006225[/C][/ROW]
[ROW][C]11[/C][C]-0.199973[/C][C]-1.685[/C][C]0.04819[/C][/ROW]
[ROW][C]12[/C][C]-0.217478[/C][C]-1.8325[/C][C]0.035535[/C][/ROW]
[ROW][C]13[/C][C]-0.039163[/C][C]-0.33[/C][C]0.371188[/C][/ROW]
[ROW][C]14[/C][C]0.207175[/C][C]1.7457[/C][C]0.042596[/C][/ROW]
[ROW][C]15[/C][C]0.05607[/C][C]0.4725[/C][C]0.319026[/C][/ROW]
[ROW][C]16[/C][C]-0.109802[/C][C]-0.9252[/C][C]0.178996[/C][/ROW]
[ROW][C]17[/C][C]-0.015113[/C][C]-0.1273[/C][C]0.449514[/C][/ROW]
[ROW][C]18[/C][C]0.0524[/C][C]0.4415[/C][C]0.330087[/C][/ROW]
[ROW][C]19[/C][C]-0.063733[/C][C]-0.537[/C][C]0.296464[/C][/ROW]
[ROW][C]20[/C][C]-0.027362[/C][C]-0.2306[/C][C]0.40916[/C][/ROW]
[ROW][C]21[/C][C]0.186095[/C][C]1.5681[/C][C]0.060657[/C][/ROW]
[ROW][C]22[/C][C]-0.280427[/C][C]-2.3629[/C][C]0.010437[/C][/ROW]
[ROW][C]23[/C][C]0.197114[/C][C]1.6609[/C][C]0.050571[/C][/ROW]
[ROW][C]24[/C][C]-0.082337[/C][C]-0.6938[/C][C]0.24504[/C][/ROW]
[ROW][C]25[/C][C]0.036253[/C][C]0.3055[/C][C]0.38045[/C][/ROW]
[ROW][C]26[/C][C]0.100854[/C][C]0.8498[/C][C]0.199144[/C][/ROW]
[ROW][C]27[/C][C]-0.01879[/C][C]-0.1583[/C][C]0.437325[/C][/ROW]
[ROW][C]28[/C][C]-0.22511[/C][C]-1.8968[/C][C]0.030961[/C][/ROW]
[ROW][C]29[/C][C]-0.004086[/C][C]-0.0344[/C][C]0.486316[/C][/ROW]
[ROW][C]30[/C][C]-0.173372[/C][C]-1.4609[/C][C]0.074233[/C][/ROW]
[ROW][C]31[/C][C]-0.163105[/C][C]-1.3743[/C][C]0.086829[/C][/ROW]
[ROW][C]32[/C][C]-0.033834[/C][C]-0.2851[/C][C]0.388202[/C][/ROW]
[ROW][C]33[/C][C]0.054759[/C][C]0.4614[/C][C]0.322957[/C][/ROW]
[ROW][C]34[/C][C]0.037325[/C][C]0.3145[/C][C]0.377029[/C][/ROW]
[ROW][C]35[/C][C]-0.027828[/C][C]-0.2345[/C][C]0.407644[/C][/ROW]
[ROW][C]36[/C][C]-0.0077[/C][C]-0.0649[/C][C]0.474226[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69773&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69773&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
10.4825734.06626.1e-05
20.1743241.46890.073141
3-0.151426-1.27590.103068
4-0.030117-0.25380.400204
50.085840.72330.235935
60.0412340.34740.364643
7-0.045966-0.38730.349839
80.0620640.5230.301315
9-0.134219-1.13090.130942
10-0.304345-2.56450.006225
11-0.199973-1.6850.04819
12-0.217478-1.83250.035535
13-0.039163-0.330.371188
140.2071751.74570.042596
150.056070.47250.319026
16-0.109802-0.92520.178996
17-0.015113-0.12730.449514
180.05240.44150.330087
19-0.063733-0.5370.296464
20-0.027362-0.23060.40916
210.1860951.56810.060657
22-0.280427-2.36290.010437
230.1971141.66090.050571
24-0.082337-0.69380.24504
250.0362530.30550.38045
260.1008540.84980.199144
27-0.01879-0.15830.437325
28-0.22511-1.89680.030961
29-0.004086-0.03440.486316
30-0.173372-1.46090.074233
31-0.163105-1.37430.086829
32-0.033834-0.28510.388202
330.0547590.46140.322957
340.0373250.31450.377029
35-0.027828-0.23450.407644
36-0.0077-0.06490.474226


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 = 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')