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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 18:39:09 -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/20/t1261273182gvzifylshg797pc.htm/, Retrieved Sat, 27 Apr 2024 10:35:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69780, Retrieved Sat, 27 Apr 2024 10:35:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [4a2be4899cba879e4eea9daa25281df8]
-    D                [(Partial) Autocorrelation Function] [PAPER 13] [2009-12-20 01:39:09] [71c065898bd1c08eef04509b4bcee039] [Current]
-                       [(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]
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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=69780&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=69780&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69780&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
10.9578888.07130
20.9080637.65150
30.8462117.13030
40.7783576.55860
50.7052385.94240
60.6292945.30251e-06
70.5527234.65737e-06
80.476194.01257.3e-05
90.3946083.3250.000701
100.314392.64910.00497
110.2436092.05270.021895
120.1703341.43530.077802
130.1112110.93710.175946
140.0592170.4990.309672
150.0016680.01410.494413
16-0.05586-0.47070.319656
17-0.115274-0.97130.167343
18-0.178337-1.50270.068676
19-0.230224-1.93990.028182
20-0.284071-2.39360.009664
21-0.334525-2.81880.003121
22-0.373948-3.15090.001191
23-0.410428-3.45830.000461
24-0.444482-3.74530.000182
25-0.461985-3.89280.000111
26-0.471993-3.97718.3e-05
27-0.464575-3.91460.000103
28-0.462723-3.8990.000108
29-0.45575-3.84020.000132
30-0.442378-3.72750.000193
31-0.428994-3.61480.000279
32-0.419719-3.53660.000359
33-0.40528-3.41490.000529
34-0.386282-3.25490.00087
35-0.369278-3.11160.00134
36-0.343861-2.89740.0025

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.957888 & 8.0713 & 0 \tabularnewline
2 & 0.908063 & 7.6515 & 0 \tabularnewline
3 & 0.846211 & 7.1303 & 0 \tabularnewline
4 & 0.778357 & 6.5586 & 0 \tabularnewline
5 & 0.705238 & 5.9424 & 0 \tabularnewline
6 & 0.629294 & 5.3025 & 1e-06 \tabularnewline
7 & 0.552723 & 4.6573 & 7e-06 \tabularnewline
8 & 0.47619 & 4.0125 & 7.3e-05 \tabularnewline
9 & 0.394608 & 3.325 & 0.000701 \tabularnewline
10 & 0.31439 & 2.6491 & 0.00497 \tabularnewline
11 & 0.243609 & 2.0527 & 0.021895 \tabularnewline
12 & 0.170334 & 1.4353 & 0.077802 \tabularnewline
13 & 0.111211 & 0.9371 & 0.175946 \tabularnewline
14 & 0.059217 & 0.499 & 0.309672 \tabularnewline
15 & 0.001668 & 0.0141 & 0.494413 \tabularnewline
16 & -0.05586 & -0.4707 & 0.319656 \tabularnewline
17 & -0.115274 & -0.9713 & 0.167343 \tabularnewline
18 & -0.178337 & -1.5027 & 0.068676 \tabularnewline
19 & -0.230224 & -1.9399 & 0.028182 \tabularnewline
20 & -0.284071 & -2.3936 & 0.009664 \tabularnewline
21 & -0.334525 & -2.8188 & 0.003121 \tabularnewline
22 & -0.373948 & -3.1509 & 0.001191 \tabularnewline
23 & -0.410428 & -3.4583 & 0.000461 \tabularnewline
24 & -0.444482 & -3.7453 & 0.000182 \tabularnewline
25 & -0.461985 & -3.8928 & 0.000111 \tabularnewline
26 & -0.471993 & -3.9771 & 8.3e-05 \tabularnewline
27 & -0.464575 & -3.9146 & 0.000103 \tabularnewline
28 & -0.462723 & -3.899 & 0.000108 \tabularnewline
29 & -0.45575 & -3.8402 & 0.000132 \tabularnewline
30 & -0.442378 & -3.7275 & 0.000193 \tabularnewline
31 & -0.428994 & -3.6148 & 0.000279 \tabularnewline
32 & -0.419719 & -3.5366 & 0.000359 \tabularnewline
33 & -0.40528 & -3.4149 & 0.000529 \tabularnewline
34 & -0.386282 & -3.2549 & 0.00087 \tabularnewline
35 & -0.369278 & -3.1116 & 0.00134 \tabularnewline
36 & -0.343861 & -2.8974 & 0.0025 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69780&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]0.957888[/C][C]8.0713[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.908063[/C][C]7.6515[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.846211[/C][C]7.1303[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.778357[/C][C]6.5586[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.705238[/C][C]5.9424[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.629294[/C][C]5.3025[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.552723[/C][C]4.6573[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.47619[/C][C]4.0125[/C][C]7.3e-05[/C][/ROW]
[ROW][C]9[/C][C]0.394608[/C][C]3.325[/C][C]0.000701[/C][/ROW]
[ROW][C]10[/C][C]0.31439[/C][C]2.6491[/C][C]0.00497[/C][/ROW]
[ROW][C]11[/C][C]0.243609[/C][C]2.0527[/C][C]0.021895[/C][/ROW]
[ROW][C]12[/C][C]0.170334[/C][C]1.4353[/C][C]0.077802[/C][/ROW]
[ROW][C]13[/C][C]0.111211[/C][C]0.9371[/C][C]0.175946[/C][/ROW]
[ROW][C]14[/C][C]0.059217[/C][C]0.499[/C][C]0.309672[/C][/ROW]
[ROW][C]15[/C][C]0.001668[/C][C]0.0141[/C][C]0.494413[/C][/ROW]
[ROW][C]16[/C][C]-0.05586[/C][C]-0.4707[/C][C]0.319656[/C][/ROW]
[ROW][C]17[/C][C]-0.115274[/C][C]-0.9713[/C][C]0.167343[/C][/ROW]
[ROW][C]18[/C][C]-0.178337[/C][C]-1.5027[/C][C]0.068676[/C][/ROW]
[ROW][C]19[/C][C]-0.230224[/C][C]-1.9399[/C][C]0.028182[/C][/ROW]
[ROW][C]20[/C][C]-0.284071[/C][C]-2.3936[/C][C]0.009664[/C][/ROW]
[ROW][C]21[/C][C]-0.334525[/C][C]-2.8188[/C][C]0.003121[/C][/ROW]
[ROW][C]22[/C][C]-0.373948[/C][C]-3.1509[/C][C]0.001191[/C][/ROW]
[ROW][C]23[/C][C]-0.410428[/C][C]-3.4583[/C][C]0.000461[/C][/ROW]
[ROW][C]24[/C][C]-0.444482[/C][C]-3.7453[/C][C]0.000182[/C][/ROW]
[ROW][C]25[/C][C]-0.461985[/C][C]-3.8928[/C][C]0.000111[/C][/ROW]
[ROW][C]26[/C][C]-0.471993[/C][C]-3.9771[/C][C]8.3e-05[/C][/ROW]
[ROW][C]27[/C][C]-0.464575[/C][C]-3.9146[/C][C]0.000103[/C][/ROW]
[ROW][C]28[/C][C]-0.462723[/C][C]-3.899[/C][C]0.000108[/C][/ROW]
[ROW][C]29[/C][C]-0.45575[/C][C]-3.8402[/C][C]0.000132[/C][/ROW]
[ROW][C]30[/C][C]-0.442378[/C][C]-3.7275[/C][C]0.000193[/C][/ROW]
[ROW][C]31[/C][C]-0.428994[/C][C]-3.6148[/C][C]0.000279[/C][/ROW]
[ROW][C]32[/C][C]-0.419719[/C][C]-3.5366[/C][C]0.000359[/C][/ROW]
[ROW][C]33[/C][C]-0.40528[/C][C]-3.4149[/C][C]0.000529[/C][/ROW]
[ROW][C]34[/C][C]-0.386282[/C][C]-3.2549[/C][C]0.00087[/C][/ROW]
[ROW][C]35[/C][C]-0.369278[/C][C]-3.1116[/C][C]0.00134[/C][/ROW]
[ROW][C]36[/C][C]-0.343861[/C][C]-2.8974[/C][C]0.0025[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69780&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69780&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
10.9578888.07130
20.9080637.65150
30.8462117.13030
40.7783576.55860
50.7052385.94240
60.6292945.30251e-06
70.5527234.65737e-06
80.476194.01257.3e-05
90.3946083.3250.000701
100.314392.64910.00497
110.2436092.05270.021895
120.1703341.43530.077802
130.1112110.93710.175946
140.0592170.4990.309672
150.0016680.01410.494413
16-0.05586-0.47070.319656
17-0.115274-0.97130.167343
18-0.178337-1.50270.068676
19-0.230224-1.93990.028182
20-0.284071-2.39360.009664
21-0.334525-2.81880.003121
22-0.373948-3.15090.001191
23-0.410428-3.45830.000461
24-0.444482-3.74530.000182
25-0.461985-3.89280.000111
26-0.471993-3.97718.3e-05
27-0.464575-3.91460.000103
28-0.462723-3.8990.000108
29-0.45575-3.84020.000132
30-0.442378-3.72750.000193
31-0.428994-3.61480.000279
32-0.419719-3.53660.000359
33-0.40528-3.41490.000529
34-0.386282-3.25490.00087
35-0.369278-3.11160.00134
36-0.343861-2.89740.0025






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9578888.07130
2-0.115047-0.96940.167816
3-0.165677-1.3960.08353
4-0.086713-0.73070.233695
5-0.078015-0.65740.256536
6-0.057596-0.48530.314474
7-0.037047-0.31220.377915
8-0.039104-0.32950.371375
9-0.114561-0.96530.168833
10-0.036248-0.30540.380466
110.0723160.60930.272121
12-0.103071-0.86850.194026
130.1014360.85470.197792
140.0194820.16420.435035
15-0.185548-1.56350.061196
16-0.082527-0.69540.244541
17-0.077147-0.65010.258878
18-0.128499-1.08270.141291
190.0819660.69070.246015
20-0.082945-0.69890.243446
21-0.079158-0.6670.253468
220.0590650.49770.310119
23-0.013578-0.11440.454616
24-0.091941-0.77470.220543
250.1565221.31890.095724
260.0355680.29970.38264
270.0500440.42170.337266
28-0.196117-1.65250.051423
29-0.01061-0.08940.464509
30-0.035455-0.29870.383004
31-0.023917-0.20150.42043
32-0.064926-0.54710.293022
33-0.031058-0.26170.397156
340.046430.39120.348402
35-0.040284-0.33940.36764
360.0434430.36610.357705

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.957888 & 8.0713 & 0 \tabularnewline
2 & -0.115047 & -0.9694 & 0.167816 \tabularnewline
3 & -0.165677 & -1.396 & 0.08353 \tabularnewline
4 & -0.086713 & -0.7307 & 0.233695 \tabularnewline
5 & -0.078015 & -0.6574 & 0.256536 \tabularnewline
6 & -0.057596 & -0.4853 & 0.314474 \tabularnewline
7 & -0.037047 & -0.3122 & 0.377915 \tabularnewline
8 & -0.039104 & -0.3295 & 0.371375 \tabularnewline
9 & -0.114561 & -0.9653 & 0.168833 \tabularnewline
10 & -0.036248 & -0.3054 & 0.380466 \tabularnewline
11 & 0.072316 & 0.6093 & 0.272121 \tabularnewline
12 & -0.103071 & -0.8685 & 0.194026 \tabularnewline
13 & 0.101436 & 0.8547 & 0.197792 \tabularnewline
14 & 0.019482 & 0.1642 & 0.435035 \tabularnewline
15 & -0.185548 & -1.5635 & 0.061196 \tabularnewline
16 & -0.082527 & -0.6954 & 0.244541 \tabularnewline
17 & -0.077147 & -0.6501 & 0.258878 \tabularnewline
18 & -0.128499 & -1.0827 & 0.141291 \tabularnewline
19 & 0.081966 & 0.6907 & 0.246015 \tabularnewline
20 & -0.082945 & -0.6989 & 0.243446 \tabularnewline
21 & -0.079158 & -0.667 & 0.253468 \tabularnewline
22 & 0.059065 & 0.4977 & 0.310119 \tabularnewline
23 & -0.013578 & -0.1144 & 0.454616 \tabularnewline
24 & -0.091941 & -0.7747 & 0.220543 \tabularnewline
25 & 0.156522 & 1.3189 & 0.095724 \tabularnewline
26 & 0.035568 & 0.2997 & 0.38264 \tabularnewline
27 & 0.050044 & 0.4217 & 0.337266 \tabularnewline
28 & -0.196117 & -1.6525 & 0.051423 \tabularnewline
29 & -0.01061 & -0.0894 & 0.464509 \tabularnewline
30 & -0.035455 & -0.2987 & 0.383004 \tabularnewline
31 & -0.023917 & -0.2015 & 0.42043 \tabularnewline
32 & -0.064926 & -0.5471 & 0.293022 \tabularnewline
33 & -0.031058 & -0.2617 & 0.397156 \tabularnewline
34 & 0.04643 & 0.3912 & 0.348402 \tabularnewline
35 & -0.040284 & -0.3394 & 0.36764 \tabularnewline
36 & 0.043443 & 0.3661 & 0.357705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69780&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]0.957888[/C][C]8.0713[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.115047[/C][C]-0.9694[/C][C]0.167816[/C][/ROW]
[ROW][C]3[/C][C]-0.165677[/C][C]-1.396[/C][C]0.08353[/C][/ROW]
[ROW][C]4[/C][C]-0.086713[/C][C]-0.7307[/C][C]0.233695[/C][/ROW]
[ROW][C]5[/C][C]-0.078015[/C][C]-0.6574[/C][C]0.256536[/C][/ROW]
[ROW][C]6[/C][C]-0.057596[/C][C]-0.4853[/C][C]0.314474[/C][/ROW]
[ROW][C]7[/C][C]-0.037047[/C][C]-0.3122[/C][C]0.377915[/C][/ROW]
[ROW][C]8[/C][C]-0.039104[/C][C]-0.3295[/C][C]0.371375[/C][/ROW]
[ROW][C]9[/C][C]-0.114561[/C][C]-0.9653[/C][C]0.168833[/C][/ROW]
[ROW][C]10[/C][C]-0.036248[/C][C]-0.3054[/C][C]0.380466[/C][/ROW]
[ROW][C]11[/C][C]0.072316[/C][C]0.6093[/C][C]0.272121[/C][/ROW]
[ROW][C]12[/C][C]-0.103071[/C][C]-0.8685[/C][C]0.194026[/C][/ROW]
[ROW][C]13[/C][C]0.101436[/C][C]0.8547[/C][C]0.197792[/C][/ROW]
[ROW][C]14[/C][C]0.019482[/C][C]0.1642[/C][C]0.435035[/C][/ROW]
[ROW][C]15[/C][C]-0.185548[/C][C]-1.5635[/C][C]0.061196[/C][/ROW]
[ROW][C]16[/C][C]-0.082527[/C][C]-0.6954[/C][C]0.244541[/C][/ROW]
[ROW][C]17[/C][C]-0.077147[/C][C]-0.6501[/C][C]0.258878[/C][/ROW]
[ROW][C]18[/C][C]-0.128499[/C][C]-1.0827[/C][C]0.141291[/C][/ROW]
[ROW][C]19[/C][C]0.081966[/C][C]0.6907[/C][C]0.246015[/C][/ROW]
[ROW][C]20[/C][C]-0.082945[/C][C]-0.6989[/C][C]0.243446[/C][/ROW]
[ROW][C]21[/C][C]-0.079158[/C][C]-0.667[/C][C]0.253468[/C][/ROW]
[ROW][C]22[/C][C]0.059065[/C][C]0.4977[/C][C]0.310119[/C][/ROW]
[ROW][C]23[/C][C]-0.013578[/C][C]-0.1144[/C][C]0.454616[/C][/ROW]
[ROW][C]24[/C][C]-0.091941[/C][C]-0.7747[/C][C]0.220543[/C][/ROW]
[ROW][C]25[/C][C]0.156522[/C][C]1.3189[/C][C]0.095724[/C][/ROW]
[ROW][C]26[/C][C]0.035568[/C][C]0.2997[/C][C]0.38264[/C][/ROW]
[ROW][C]27[/C][C]0.050044[/C][C]0.4217[/C][C]0.337266[/C][/ROW]
[ROW][C]28[/C][C]-0.196117[/C][C]-1.6525[/C][C]0.051423[/C][/ROW]
[ROW][C]29[/C][C]-0.01061[/C][C]-0.0894[/C][C]0.464509[/C][/ROW]
[ROW][C]30[/C][C]-0.035455[/C][C]-0.2987[/C][C]0.383004[/C][/ROW]
[ROW][C]31[/C][C]-0.023917[/C][C]-0.2015[/C][C]0.42043[/C][/ROW]
[ROW][C]32[/C][C]-0.064926[/C][C]-0.5471[/C][C]0.293022[/C][/ROW]
[ROW][C]33[/C][C]-0.031058[/C][C]-0.2617[/C][C]0.397156[/C][/ROW]
[ROW][C]34[/C][C]0.04643[/C][C]0.3912[/C][C]0.348402[/C][/ROW]
[ROW][C]35[/C][C]-0.040284[/C][C]-0.3394[/C][C]0.36764[/C][/ROW]
[ROW][C]36[/C][C]0.043443[/C][C]0.3661[/C][C]0.357705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69780&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69780&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
10.9578888.07130
2-0.115047-0.96940.167816
3-0.165677-1.3960.08353
4-0.086713-0.73070.233695
5-0.078015-0.65740.256536
6-0.057596-0.48530.314474
7-0.037047-0.31220.377915
8-0.039104-0.32950.371375
9-0.114561-0.96530.168833
10-0.036248-0.30540.380466
110.0723160.60930.272121
12-0.103071-0.86850.194026
130.1014360.85470.197792
140.0194820.16420.435035
15-0.185548-1.56350.061196
16-0.082527-0.69540.244541
17-0.077147-0.65010.258878
18-0.128499-1.08270.141291
190.0819660.69070.246015
20-0.082945-0.69890.243446
21-0.079158-0.6670.253468
220.0590650.49770.310119
23-0.013578-0.11440.454616
24-0.091941-0.77470.220543
250.1565221.31890.095724
260.0355680.29970.38264
270.0500440.42170.337266
28-0.196117-1.65250.051423
29-0.01061-0.08940.464509
30-0.035455-0.29870.383004
31-0.023917-0.20150.42043
32-0.064926-0.54710.293022
33-0.031058-0.26170.397156
340.046430.39120.348402
35-0.040284-0.33940.36764
360.0434430.36610.357705


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')