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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 18:36:32 -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/t12612730352qphntj18ujn2sv.htm/, Retrieved Sat, 27 Apr 2024 10:06:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69779, Retrieved Sat, 27 Apr 2024 10:06:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184

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 12] [2009-12-20 01:36:32] [71c065898bd1c08eef04509b4bcee039] [Current]
-    D                [(Partial) Autocorrelation Function] [PAPER 13] [2009-12-20 01:39:09] [4a2be4899cba879e4eea9daa25281df8]
-                       [(Partial) Autocorrelation Function] [PAPER 14] [2009-12-20 01:40:45] [4a2be4899cba879e4eea9daa25281df8]
-    D                  [(Partial) Autocorrelation Function] [paper 3] [2009-12-20 16:09:30] [4a2be4899cba879e4eea9daa25281df8]
-    D                [(Partial) Autocorrelation Function] [paper 2] [2009-12-20 16:07:26] [4a2be4899cba879e4eea9daa25281df8]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
111,85
111,42
109,91
109,70
107,97
109,27
122,63
125,00
124,57
121,77
117,89
119,61
121,12
120,91
119,61
117,24
115,73
117,03
128,02
131,68
132,11
131,68
128,02
128,23
127,37
126,94
125,86
123,49
122,20
122,63
133,84
135,56
135,34
131,90
128,23
128,66
127,80
127,16
125,00
123,71
123,49
123,49
133,62
134,91
133,62
126,72
121,98
120,04
120,91
118,32
114,66
113,36
110,13
107,54
119,61
121,77
116,81
113,58
109,91
110,78
111,42
109,48
106,25
105,60
101,08
103,02
113,79
115,09
111,64
109,05
108,19
111,21
113,79
114,87
115,52
115,73
112,93
115,52
126,51
128,66
125,22
121,55
120,26

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=69779&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=69779&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69779&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
10.8806628.02320
20.6984866.36350
30.5646655.14431e-06
40.5013394.56748e-06
50.491424.4771.2e-05
60.4661824.24712.8e-05
70.4125283.75830.000159
80.3441253.13510.001188
90.324512.95640.002026
100.3674563.34770.000613
110.4516634.11484.5e-05
120.4830554.40081.6e-05
130.341113.10770.001291
140.1562491.42350.07917
150.0156680.14270.443419
16-0.063924-0.58240.280947
17-0.093017-0.84740.199598
18-0.127892-1.16520.123647
19-0.177706-1.6190.054623
20-0.234023-2.1320.017979
21-0.240748-2.19330.015541
22-0.19159-1.74550.042302
23-0.114879-1.04660.149161
24-0.087168-0.79410.21469
25-0.19945-1.81710.036407
26-0.337096-3.07110.001442
27-0.426309-3.88390.000103
28-0.455102-4.14624.1e-05
29-0.442968-4.03566e-05
30-0.436416-3.97597.5e-05
31-0.43863-3.99616.9e-05
32-0.444674-4.05125.7e-05
33-0.404649-3.68650.000202
34-0.326376-2.97340.001927
35-0.234843-2.13950.017665
36-0.181789-1.65620.050731

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.880662 & 8.0232 & 0 \tabularnewline
2 & 0.698486 & 6.3635 & 0 \tabularnewline
3 & 0.564665 & 5.1443 & 1e-06 \tabularnewline
4 & 0.501339 & 4.5674 & 8e-06 \tabularnewline
5 & 0.49142 & 4.477 & 1.2e-05 \tabularnewline
6 & 0.466182 & 4.2471 & 2.8e-05 \tabularnewline
7 & 0.412528 & 3.7583 & 0.000159 \tabularnewline
8 & 0.344125 & 3.1351 & 0.001188 \tabularnewline
9 & 0.32451 & 2.9564 & 0.002026 \tabularnewline
10 & 0.367456 & 3.3477 & 0.000613 \tabularnewline
11 & 0.451663 & 4.1148 & 4.5e-05 \tabularnewline
12 & 0.483055 & 4.4008 & 1.6e-05 \tabularnewline
13 & 0.34111 & 3.1077 & 0.001291 \tabularnewline
14 & 0.156249 & 1.4235 & 0.07917 \tabularnewline
15 & 0.015668 & 0.1427 & 0.443419 \tabularnewline
16 & -0.063924 & -0.5824 & 0.280947 \tabularnewline
17 & -0.093017 & -0.8474 & 0.199598 \tabularnewline
18 & -0.127892 & -1.1652 & 0.123647 \tabularnewline
19 & -0.177706 & -1.619 & 0.054623 \tabularnewline
20 & -0.234023 & -2.132 & 0.017979 \tabularnewline
21 & -0.240748 & -2.1933 & 0.015541 \tabularnewline
22 & -0.19159 & -1.7455 & 0.042302 \tabularnewline
23 & -0.114879 & -1.0466 & 0.149161 \tabularnewline
24 & -0.087168 & -0.7941 & 0.21469 \tabularnewline
25 & -0.19945 & -1.8171 & 0.036407 \tabularnewline
26 & -0.337096 & -3.0711 & 0.001442 \tabularnewline
27 & -0.426309 & -3.8839 & 0.000103 \tabularnewline
28 & -0.455102 & -4.1462 & 4.1e-05 \tabularnewline
29 & -0.442968 & -4.0356 & 6e-05 \tabularnewline
30 & -0.436416 & -3.9759 & 7.5e-05 \tabularnewline
31 & -0.43863 & -3.9961 & 6.9e-05 \tabularnewline
32 & -0.444674 & -4.0512 & 5.7e-05 \tabularnewline
33 & -0.404649 & -3.6865 & 0.000202 \tabularnewline
34 & -0.326376 & -2.9734 & 0.001927 \tabularnewline
35 & -0.234843 & -2.1395 & 0.017665 \tabularnewline
36 & -0.181789 & -1.6562 & 0.050731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69779&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]0.880662[/C][C]8.0232[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.698486[/C][C]6.3635[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.564665[/C][C]5.1443[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.501339[/C][C]4.5674[/C][C]8e-06[/C][/ROW]
[ROW][C]5[/C][C]0.49142[/C][C]4.477[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.466182[/C][C]4.2471[/C][C]2.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.412528[/C][C]3.7583[/C][C]0.000159[/C][/ROW]
[ROW][C]8[/C][C]0.344125[/C][C]3.1351[/C][C]0.001188[/C][/ROW]
[ROW][C]9[/C][C]0.32451[/C][C]2.9564[/C][C]0.002026[/C][/ROW]
[ROW][C]10[/C][C]0.367456[/C][C]3.3477[/C][C]0.000613[/C][/ROW]
[ROW][C]11[/C][C]0.451663[/C][C]4.1148[/C][C]4.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.483055[/C][C]4.4008[/C][C]1.6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.34111[/C][C]3.1077[/C][C]0.001291[/C][/ROW]
[ROW][C]14[/C][C]0.156249[/C][C]1.4235[/C][C]0.07917[/C][/ROW]
[ROW][C]15[/C][C]0.015668[/C][C]0.1427[/C][C]0.443419[/C][/ROW]
[ROW][C]16[/C][C]-0.063924[/C][C]-0.5824[/C][C]0.280947[/C][/ROW]
[ROW][C]17[/C][C]-0.093017[/C][C]-0.8474[/C][C]0.199598[/C][/ROW]
[ROW][C]18[/C][C]-0.127892[/C][C]-1.1652[/C][C]0.123647[/C][/ROW]
[ROW][C]19[/C][C]-0.177706[/C][C]-1.619[/C][C]0.054623[/C][/ROW]
[ROW][C]20[/C][C]-0.234023[/C][C]-2.132[/C][C]0.017979[/C][/ROW]
[ROW][C]21[/C][C]-0.240748[/C][C]-2.1933[/C][C]0.015541[/C][/ROW]
[ROW][C]22[/C][C]-0.19159[/C][C]-1.7455[/C][C]0.042302[/C][/ROW]
[ROW][C]23[/C][C]-0.114879[/C][C]-1.0466[/C][C]0.149161[/C][/ROW]
[ROW][C]24[/C][C]-0.087168[/C][C]-0.7941[/C][C]0.21469[/C][/ROW]
[ROW][C]25[/C][C]-0.19945[/C][C]-1.8171[/C][C]0.036407[/C][/ROW]
[ROW][C]26[/C][C]-0.337096[/C][C]-3.0711[/C][C]0.001442[/C][/ROW]
[ROW][C]27[/C][C]-0.426309[/C][C]-3.8839[/C][C]0.000103[/C][/ROW]
[ROW][C]28[/C][C]-0.455102[/C][C]-4.1462[/C][C]4.1e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.442968[/C][C]-4.0356[/C][C]6e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.436416[/C][C]-3.9759[/C][C]7.5e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.43863[/C][C]-3.9961[/C][C]6.9e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.444674[/C][C]-4.0512[/C][C]5.7e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.404649[/C][C]-3.6865[/C][C]0.000202[/C][/ROW]
[ROW][C]34[/C][C]-0.326376[/C][C]-2.9734[/C][C]0.001927[/C][/ROW]
[ROW][C]35[/C][C]-0.234843[/C][C]-2.1395[/C][C]0.017665[/C][/ROW]
[ROW][C]36[/C][C]-0.181789[/C][C]-1.6562[/C][C]0.050731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69779&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69779&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
10.8806628.02320
20.6984866.36350
30.5646655.14431e-06
40.5013394.56748e-06
50.491424.4771.2e-05
60.4661824.24712.8e-05
70.4125283.75830.000159
80.3441253.13510.001188
90.324512.95640.002026
100.3674563.34770.000613
110.4516634.11484.5e-05
120.4830554.40081.6e-05
130.341113.10770.001291
140.1562491.42350.07917
150.0156680.14270.443419
16-0.063924-0.58240.280947
17-0.093017-0.84740.199598
18-0.127892-1.16520.123647
19-0.177706-1.6190.054623
20-0.234023-2.1320.017979
21-0.240748-2.19330.015541
22-0.19159-1.74550.042302
23-0.114879-1.04660.149161
24-0.087168-0.79410.21469
25-0.19945-1.81710.036407
26-0.337096-3.07110.001442
27-0.426309-3.88390.000103
28-0.455102-4.14624.1e-05
29-0.442968-4.03566e-05
30-0.436416-3.97597.5e-05
31-0.43863-3.99616.9e-05
32-0.444674-4.05125.7e-05
33-0.404649-3.68650.000202
34-0.326376-2.97340.001927
35-0.234843-2.13950.017665
36-0.181789-1.65620.050731






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8806628.02320
2-0.343439-3.12890.001211
30.2057411.87440.032197
40.116561.06190.145678
50.1248431.13740.129328
6-0.117796-1.07320.143152
70.0135250.12320.451117
8-0.037711-0.34360.366022
90.2317942.11170.018858
100.1150061.04780.148898
110.2126741.93760.028039
12-0.211477-1.92660.028723
13-0.624668-5.6910
140.1031680.93990.174996
15-0.126452-1.1520.126308
16-0.122997-1.12060.132855
17-0.032907-0.29980.382541
180.0038140.03470.486182
190.0339450.30930.378953
20-0.010429-0.0950.462269
210.0661790.60290.274102
22-0.005328-0.04850.4807
23-0.047165-0.42970.334265
24-0.038107-0.34720.364672
25-0.148423-1.35220.089992
260.0383630.34950.363798
270.0022610.02060.491809
280.029470.26850.394495
29-0.052111-0.47480.318106
300.0319510.29110.385857
310.0275020.25060.401388
32-0.021887-0.19940.421219
330.0060030.05470.478259
34-0.097725-0.89030.187935
350.0008310.00760.49699
360.0693130.63150.264734

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.880662 & 8.0232 & 0 \tabularnewline
2 & -0.343439 & -3.1289 & 0.001211 \tabularnewline
3 & 0.205741 & 1.8744 & 0.032197 \tabularnewline
4 & 0.11656 & 1.0619 & 0.145678 \tabularnewline
5 & 0.124843 & 1.1374 & 0.129328 \tabularnewline
6 & -0.117796 & -1.0732 & 0.143152 \tabularnewline
7 & 0.013525 & 0.1232 & 0.451117 \tabularnewline
8 & -0.037711 & -0.3436 & 0.366022 \tabularnewline
9 & 0.231794 & 2.1117 & 0.018858 \tabularnewline
10 & 0.115006 & 1.0478 & 0.148898 \tabularnewline
11 & 0.212674 & 1.9376 & 0.028039 \tabularnewline
12 & -0.211477 & -1.9266 & 0.028723 \tabularnewline
13 & -0.624668 & -5.691 & 0 \tabularnewline
14 & 0.103168 & 0.9399 & 0.174996 \tabularnewline
15 & -0.126452 & -1.152 & 0.126308 \tabularnewline
16 & -0.122997 & -1.1206 & 0.132855 \tabularnewline
17 & -0.032907 & -0.2998 & 0.382541 \tabularnewline
18 & 0.003814 & 0.0347 & 0.486182 \tabularnewline
19 & 0.033945 & 0.3093 & 0.378953 \tabularnewline
20 & -0.010429 & -0.095 & 0.462269 \tabularnewline
21 & 0.066179 & 0.6029 & 0.274102 \tabularnewline
22 & -0.005328 & -0.0485 & 0.4807 \tabularnewline
23 & -0.047165 & -0.4297 & 0.334265 \tabularnewline
24 & -0.038107 & -0.3472 & 0.364672 \tabularnewline
25 & -0.148423 & -1.3522 & 0.089992 \tabularnewline
26 & 0.038363 & 0.3495 & 0.363798 \tabularnewline
27 & 0.002261 & 0.0206 & 0.491809 \tabularnewline
28 & 0.02947 & 0.2685 & 0.394495 \tabularnewline
29 & -0.052111 & -0.4748 & 0.318106 \tabularnewline
30 & 0.031951 & 0.2911 & 0.385857 \tabularnewline
31 & 0.027502 & 0.2506 & 0.401388 \tabularnewline
32 & -0.021887 & -0.1994 & 0.421219 \tabularnewline
33 & 0.006003 & 0.0547 & 0.478259 \tabularnewline
34 & -0.097725 & -0.8903 & 0.187935 \tabularnewline
35 & 0.000831 & 0.0076 & 0.49699 \tabularnewline
36 & 0.069313 & 0.6315 & 0.264734 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69779&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]0.880662[/C][C]8.0232[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.343439[/C][C]-3.1289[/C][C]0.001211[/C][/ROW]
[ROW][C]3[/C][C]0.205741[/C][C]1.8744[/C][C]0.032197[/C][/ROW]
[ROW][C]4[/C][C]0.11656[/C][C]1.0619[/C][C]0.145678[/C][/ROW]
[ROW][C]5[/C][C]0.124843[/C][C]1.1374[/C][C]0.129328[/C][/ROW]
[ROW][C]6[/C][C]-0.117796[/C][C]-1.0732[/C][C]0.143152[/C][/ROW]
[ROW][C]7[/C][C]0.013525[/C][C]0.1232[/C][C]0.451117[/C][/ROW]
[ROW][C]8[/C][C]-0.037711[/C][C]-0.3436[/C][C]0.366022[/C][/ROW]
[ROW][C]9[/C][C]0.231794[/C][C]2.1117[/C][C]0.018858[/C][/ROW]
[ROW][C]10[/C][C]0.115006[/C][C]1.0478[/C][C]0.148898[/C][/ROW]
[ROW][C]11[/C][C]0.212674[/C][C]1.9376[/C][C]0.028039[/C][/ROW]
[ROW][C]12[/C][C]-0.211477[/C][C]-1.9266[/C][C]0.028723[/C][/ROW]
[ROW][C]13[/C][C]-0.624668[/C][C]-5.691[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.103168[/C][C]0.9399[/C][C]0.174996[/C][/ROW]
[ROW][C]15[/C][C]-0.126452[/C][C]-1.152[/C][C]0.126308[/C][/ROW]
[ROW][C]16[/C][C]-0.122997[/C][C]-1.1206[/C][C]0.132855[/C][/ROW]
[ROW][C]17[/C][C]-0.032907[/C][C]-0.2998[/C][C]0.382541[/C][/ROW]
[ROW][C]18[/C][C]0.003814[/C][C]0.0347[/C][C]0.486182[/C][/ROW]
[ROW][C]19[/C][C]0.033945[/C][C]0.3093[/C][C]0.378953[/C][/ROW]
[ROW][C]20[/C][C]-0.010429[/C][C]-0.095[/C][C]0.462269[/C][/ROW]
[ROW][C]21[/C][C]0.066179[/C][C]0.6029[/C][C]0.274102[/C][/ROW]
[ROW][C]22[/C][C]-0.005328[/C][C]-0.0485[/C][C]0.4807[/C][/ROW]
[ROW][C]23[/C][C]-0.047165[/C][C]-0.4297[/C][C]0.334265[/C][/ROW]
[ROW][C]24[/C][C]-0.038107[/C][C]-0.3472[/C][C]0.364672[/C][/ROW]
[ROW][C]25[/C][C]-0.148423[/C][C]-1.3522[/C][C]0.089992[/C][/ROW]
[ROW][C]26[/C][C]0.038363[/C][C]0.3495[/C][C]0.363798[/C][/ROW]
[ROW][C]27[/C][C]0.002261[/C][C]0.0206[/C][C]0.491809[/C][/ROW]
[ROW][C]28[/C][C]0.02947[/C][C]0.2685[/C][C]0.394495[/C][/ROW]
[ROW][C]29[/C][C]-0.052111[/C][C]-0.4748[/C][C]0.318106[/C][/ROW]
[ROW][C]30[/C][C]0.031951[/C][C]0.2911[/C][C]0.385857[/C][/ROW]
[ROW][C]31[/C][C]0.027502[/C][C]0.2506[/C][C]0.401388[/C][/ROW]
[ROW][C]32[/C][C]-0.021887[/C][C]-0.1994[/C][C]0.421219[/C][/ROW]
[ROW][C]33[/C][C]0.006003[/C][C]0.0547[/C][C]0.478259[/C][/ROW]
[ROW][C]34[/C][C]-0.097725[/C][C]-0.8903[/C][C]0.187935[/C][/ROW]
[ROW][C]35[/C][C]0.000831[/C][C]0.0076[/C][C]0.49699[/C][/ROW]
[ROW][C]36[/C][C]0.069313[/C][C]0.6315[/C][C]0.264734[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69779&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69779&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
10.8806628.02320
2-0.343439-3.12890.001211
30.2057411.87440.032197
40.116561.06190.145678
50.1248431.13740.129328
6-0.117796-1.07320.143152
70.0135250.12320.451117
8-0.037711-0.34360.366022
90.2317942.11170.018858
100.1150061.04780.148898
110.2126741.93760.028039
12-0.211477-1.92660.028723
13-0.624668-5.6910
140.1031680.93990.174996
15-0.126452-1.1520.126308
16-0.122997-1.12060.132855
17-0.032907-0.29980.382541
180.0038140.03470.486182
190.0339450.30930.378953
20-0.010429-0.0950.462269
210.0661790.60290.274102
22-0.005328-0.04850.4807
23-0.047165-0.42970.334265
24-0.038107-0.34720.364672
25-0.148423-1.35220.089992
260.0383630.34950.363798
270.0022610.02060.491809
280.029470.26850.394495
29-0.052111-0.47480.318106
300.0319510.29110.385857
310.0275020.25060.401388
32-0.021887-0.19940.421219
330.0060030.05470.478259
34-0.097725-0.89030.187935
350.0008310.00760.49699
360.0693130.63150.264734


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')