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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 18:40:45 -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/t1261273288zg6dgouxgwkmtmr.htm/, Retrieved Sat, 27 Apr 2024 11:07:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69781, Retrieved Sat, 27 Apr 2024 11:07:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157

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] [4a2be4899cba879e4eea9daa25281df8]
-                       [(Partial) Autocorrelation Function] [PAPER 14] [2009-12-20 01:40:45] [71c065898bd1c08eef04509b4bcee039] [Current]
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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=69781&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=69781&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69781&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
10.1523671.27480.103299
20.2203221.84330.034756
30.237491.9870.025419
40.1651331.38160.085744
50.0798760.66830.253073
60.1525031.27590.103099
70.0401870.33620.368851
80.133561.11740.133812
90.0854610.7150.238487
10-0.065709-0.54980.292118
110.2365051.97870.02589
12-0.11774-0.98510.163988
13-0.002236-0.01870.492562
140.163341.36660.088063
150.0872960.73040.233801
16-0.010135-0.08480.466334
170.0539970.45180.326415
18-0.021036-0.1760.4304
190.0599470.50160.308777
20-0.015366-0.12860.449037
21-0.111828-0.93560.176344
22-0.032337-0.27050.393767
23-0.079517-0.66530.254026
24-0.239521-2.0040.024472
25-0.109531-0.91640.181301
26-0.165036-1.38080.085868
27-0.116844-0.97760.165823
28-0.118005-0.98730.163449
29-0.02366-0.1980.421826
30-0.098094-0.82070.207297
31-0.050665-0.42390.336471
32-0.078185-0.65410.257583
33-0.046121-0.38590.35038
34-0.016182-0.13540.446347
35-0.004298-0.0360.48571
36-0.033858-0.28330.388902

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.152367 & 1.2748 & 0.103299 \tabularnewline
2 & 0.220322 & 1.8433 & 0.034756 \tabularnewline
3 & 0.23749 & 1.987 & 0.025419 \tabularnewline
4 & 0.165133 & 1.3816 & 0.085744 \tabularnewline
5 & 0.079876 & 0.6683 & 0.253073 \tabularnewline
6 & 0.152503 & 1.2759 & 0.103099 \tabularnewline
7 & 0.040187 & 0.3362 & 0.368851 \tabularnewline
8 & 0.13356 & 1.1174 & 0.133812 \tabularnewline
9 & 0.085461 & 0.715 & 0.238487 \tabularnewline
10 & -0.065709 & -0.5498 & 0.292118 \tabularnewline
11 & 0.236505 & 1.9787 & 0.02589 \tabularnewline
12 & -0.11774 & -0.9851 & 0.163988 \tabularnewline
13 & -0.002236 & -0.0187 & 0.492562 \tabularnewline
14 & 0.16334 & 1.3666 & 0.088063 \tabularnewline
15 & 0.087296 & 0.7304 & 0.233801 \tabularnewline
16 & -0.010135 & -0.0848 & 0.466334 \tabularnewline
17 & 0.053997 & 0.4518 & 0.326415 \tabularnewline
18 & -0.021036 & -0.176 & 0.4304 \tabularnewline
19 & 0.059947 & 0.5016 & 0.308777 \tabularnewline
20 & -0.015366 & -0.1286 & 0.449037 \tabularnewline
21 & -0.111828 & -0.9356 & 0.176344 \tabularnewline
22 & -0.032337 & -0.2705 & 0.393767 \tabularnewline
23 & -0.079517 & -0.6653 & 0.254026 \tabularnewline
24 & -0.239521 & -2.004 & 0.024472 \tabularnewline
25 & -0.109531 & -0.9164 & 0.181301 \tabularnewline
26 & -0.165036 & -1.3808 & 0.085868 \tabularnewline
27 & -0.116844 & -0.9776 & 0.165823 \tabularnewline
28 & -0.118005 & -0.9873 & 0.163449 \tabularnewline
29 & -0.02366 & -0.198 & 0.421826 \tabularnewline
30 & -0.098094 & -0.8207 & 0.207297 \tabularnewline
31 & -0.050665 & -0.4239 & 0.336471 \tabularnewline
32 & -0.078185 & -0.6541 & 0.257583 \tabularnewline
33 & -0.046121 & -0.3859 & 0.35038 \tabularnewline
34 & -0.016182 & -0.1354 & 0.446347 \tabularnewline
35 & -0.004298 & -0.036 & 0.48571 \tabularnewline
36 & -0.033858 & -0.2833 & 0.388902 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69781&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]0.152367[/C][C]1.2748[/C][C]0.103299[/C][/ROW]
[ROW][C]2[/C][C]0.220322[/C][C]1.8433[/C][C]0.034756[/C][/ROW]
[ROW][C]3[/C][C]0.23749[/C][C]1.987[/C][C]0.025419[/C][/ROW]
[ROW][C]4[/C][C]0.165133[/C][C]1.3816[/C][C]0.085744[/C][/ROW]
[ROW][C]5[/C][C]0.079876[/C][C]0.6683[/C][C]0.253073[/C][/ROW]
[ROW][C]6[/C][C]0.152503[/C][C]1.2759[/C][C]0.103099[/C][/ROW]
[ROW][C]7[/C][C]0.040187[/C][C]0.3362[/C][C]0.368851[/C][/ROW]
[ROW][C]8[/C][C]0.13356[/C][C]1.1174[/C][C]0.133812[/C][/ROW]
[ROW][C]9[/C][C]0.085461[/C][C]0.715[/C][C]0.238487[/C][/ROW]
[ROW][C]10[/C][C]-0.065709[/C][C]-0.5498[/C][C]0.292118[/C][/ROW]
[ROW][C]11[/C][C]0.236505[/C][C]1.9787[/C][C]0.02589[/C][/ROW]
[ROW][C]12[/C][C]-0.11774[/C][C]-0.9851[/C][C]0.163988[/C][/ROW]
[ROW][C]13[/C][C]-0.002236[/C][C]-0.0187[/C][C]0.492562[/C][/ROW]
[ROW][C]14[/C][C]0.16334[/C][C]1.3666[/C][C]0.088063[/C][/ROW]
[ROW][C]15[/C][C]0.087296[/C][C]0.7304[/C][C]0.233801[/C][/ROW]
[ROW][C]16[/C][C]-0.010135[/C][C]-0.0848[/C][C]0.466334[/C][/ROW]
[ROW][C]17[/C][C]0.053997[/C][C]0.4518[/C][C]0.326415[/C][/ROW]
[ROW][C]18[/C][C]-0.021036[/C][C]-0.176[/C][C]0.4304[/C][/ROW]
[ROW][C]19[/C][C]0.059947[/C][C]0.5016[/C][C]0.308777[/C][/ROW]
[ROW][C]20[/C][C]-0.015366[/C][C]-0.1286[/C][C]0.449037[/C][/ROW]
[ROW][C]21[/C][C]-0.111828[/C][C]-0.9356[/C][C]0.176344[/C][/ROW]
[ROW][C]22[/C][C]-0.032337[/C][C]-0.2705[/C][C]0.393767[/C][/ROW]
[ROW][C]23[/C][C]-0.079517[/C][C]-0.6653[/C][C]0.254026[/C][/ROW]
[ROW][C]24[/C][C]-0.239521[/C][C]-2.004[/C][C]0.024472[/C][/ROW]
[ROW][C]25[/C][C]-0.109531[/C][C]-0.9164[/C][C]0.181301[/C][/ROW]
[ROW][C]26[/C][C]-0.165036[/C][C]-1.3808[/C][C]0.085868[/C][/ROW]
[ROW][C]27[/C][C]-0.116844[/C][C]-0.9776[/C][C]0.165823[/C][/ROW]
[ROW][C]28[/C][C]-0.118005[/C][C]-0.9873[/C][C]0.163449[/C][/ROW]
[ROW][C]29[/C][C]-0.02366[/C][C]-0.198[/C][C]0.421826[/C][/ROW]
[ROW][C]30[/C][C]-0.098094[/C][C]-0.8207[/C][C]0.207297[/C][/ROW]
[ROW][C]31[/C][C]-0.050665[/C][C]-0.4239[/C][C]0.336471[/C][/ROW]
[ROW][C]32[/C][C]-0.078185[/C][C]-0.6541[/C][C]0.257583[/C][/ROW]
[ROW][C]33[/C][C]-0.046121[/C][C]-0.3859[/C][C]0.35038[/C][/ROW]
[ROW][C]34[/C][C]-0.016182[/C][C]-0.1354[/C][C]0.446347[/C][/ROW]
[ROW][C]35[/C][C]-0.004298[/C][C]-0.036[/C][C]0.48571[/C][/ROW]
[ROW][C]36[/C][C]-0.033858[/C][C]-0.2833[/C][C]0.388902[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69781&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69781&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
10.1523671.27480.103299
20.2203221.84330.034756
30.237491.9870.025419
40.1651331.38160.085744
50.0798760.66830.253073
60.1525031.27590.103099
70.0401870.33620.368851
80.133561.11740.133812
90.0854610.7150.238487
10-0.065709-0.54980.292118
110.2365051.97870.02589
12-0.11774-0.98510.163988
13-0.002236-0.01870.492562
140.163341.36660.088063
150.0872960.73040.233801
16-0.010135-0.08480.466334
170.0539970.45180.326415
18-0.021036-0.1760.4304
190.0599470.50160.308777
20-0.015366-0.12860.449037
21-0.111828-0.93560.176344
22-0.032337-0.27050.393767
23-0.079517-0.66530.254026
24-0.239521-2.0040.024472
25-0.109531-0.91640.181301
26-0.165036-1.38080.085868
27-0.116844-0.97760.165823
28-0.118005-0.98730.163449
29-0.02366-0.1980.421826
30-0.098094-0.82070.207297
31-0.050665-0.42390.336471
32-0.078185-0.65410.257583
33-0.046121-0.38590.35038
34-0.016182-0.13540.446347
35-0.004298-0.0360.48571
36-0.033858-0.28330.388902






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1523671.27480.103299
20.2017911.68830.047902
30.1920451.60680.056304
40.0851880.71270.23919
5-0.026352-0.22050.41307
60.0660770.55280.291068
7-0.038138-0.31910.375307
80.0837960.70110.242786
90.0290810.24330.404238
10-0.144516-1.20910.115346
110.2260431.89120.031367
12-0.211013-1.76550.040924
13-0.003004-0.02510.490011
140.1782941.49170.070133
150.0518250.43360.332955
16-0.019457-0.16280.435577
17-0.090558-0.75770.225599
18-0.017728-0.14830.441256
190.0426280.35660.361214
20-0.058842-0.49230.312022
21-0.056693-0.47430.318373
22-0.14904-1.2470.108285
230.0205720.17210.43192
24-0.204799-1.71350.045526
25-0.097171-0.8130.20949
26-0.017083-0.14290.443379
270.0679640.56860.285714
28-0.029186-0.24420.403901
290.0692590.57950.282069
30-0.050015-0.41850.338446
310.0338640.28330.38888
320.0277140.23190.408656
33-0.023759-0.19880.421503
34-0.011435-0.09570.462027
350.1480341.23850.109827
36-0.067558-0.56520.286863

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.152367 & 1.2748 & 0.103299 \tabularnewline
2 & 0.201791 & 1.6883 & 0.047902 \tabularnewline
3 & 0.192045 & 1.6068 & 0.056304 \tabularnewline
4 & 0.085188 & 0.7127 & 0.23919 \tabularnewline
5 & -0.026352 & -0.2205 & 0.41307 \tabularnewline
6 & 0.066077 & 0.5528 & 0.291068 \tabularnewline
7 & -0.038138 & -0.3191 & 0.375307 \tabularnewline
8 & 0.083796 & 0.7011 & 0.242786 \tabularnewline
9 & 0.029081 & 0.2433 & 0.404238 \tabularnewline
10 & -0.144516 & -1.2091 & 0.115346 \tabularnewline
11 & 0.226043 & 1.8912 & 0.031367 \tabularnewline
12 & -0.211013 & -1.7655 & 0.040924 \tabularnewline
13 & -0.003004 & -0.0251 & 0.490011 \tabularnewline
14 & 0.178294 & 1.4917 & 0.070133 \tabularnewline
15 & 0.051825 & 0.4336 & 0.332955 \tabularnewline
16 & -0.019457 & -0.1628 & 0.435577 \tabularnewline
17 & -0.090558 & -0.7577 & 0.225599 \tabularnewline
18 & -0.017728 & -0.1483 & 0.441256 \tabularnewline
19 & 0.042628 & 0.3566 & 0.361214 \tabularnewline
20 & -0.058842 & -0.4923 & 0.312022 \tabularnewline
21 & -0.056693 & -0.4743 & 0.318373 \tabularnewline
22 & -0.14904 & -1.247 & 0.108285 \tabularnewline
23 & 0.020572 & 0.1721 & 0.43192 \tabularnewline
24 & -0.204799 & -1.7135 & 0.045526 \tabularnewline
25 & -0.097171 & -0.813 & 0.20949 \tabularnewline
26 & -0.017083 & -0.1429 & 0.443379 \tabularnewline
27 & 0.067964 & 0.5686 & 0.285714 \tabularnewline
28 & -0.029186 & -0.2442 & 0.403901 \tabularnewline
29 & 0.069259 & 0.5795 & 0.282069 \tabularnewline
30 & -0.050015 & -0.4185 & 0.338446 \tabularnewline
31 & 0.033864 & 0.2833 & 0.38888 \tabularnewline
32 & 0.027714 & 0.2319 & 0.408656 \tabularnewline
33 & -0.023759 & -0.1988 & 0.421503 \tabularnewline
34 & -0.011435 & -0.0957 & 0.462027 \tabularnewline
35 & 0.148034 & 1.2385 & 0.109827 \tabularnewline
36 & -0.067558 & -0.5652 & 0.286863 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69781&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]0.152367[/C][C]1.2748[/C][C]0.103299[/C][/ROW]
[ROW][C]2[/C][C]0.201791[/C][C]1.6883[/C][C]0.047902[/C][/ROW]
[ROW][C]3[/C][C]0.192045[/C][C]1.6068[/C][C]0.056304[/C][/ROW]
[ROW][C]4[/C][C]0.085188[/C][C]0.7127[/C][C]0.23919[/C][/ROW]
[ROW][C]5[/C][C]-0.026352[/C][C]-0.2205[/C][C]0.41307[/C][/ROW]
[ROW][C]6[/C][C]0.066077[/C][C]0.5528[/C][C]0.291068[/C][/ROW]
[ROW][C]7[/C][C]-0.038138[/C][C]-0.3191[/C][C]0.375307[/C][/ROW]
[ROW][C]8[/C][C]0.083796[/C][C]0.7011[/C][C]0.242786[/C][/ROW]
[ROW][C]9[/C][C]0.029081[/C][C]0.2433[/C][C]0.404238[/C][/ROW]
[ROW][C]10[/C][C]-0.144516[/C][C]-1.2091[/C][C]0.115346[/C][/ROW]
[ROW][C]11[/C][C]0.226043[/C][C]1.8912[/C][C]0.031367[/C][/ROW]
[ROW][C]12[/C][C]-0.211013[/C][C]-1.7655[/C][C]0.040924[/C][/ROW]
[ROW][C]13[/C][C]-0.003004[/C][C]-0.0251[/C][C]0.490011[/C][/ROW]
[ROW][C]14[/C][C]0.178294[/C][C]1.4917[/C][C]0.070133[/C][/ROW]
[ROW][C]15[/C][C]0.051825[/C][C]0.4336[/C][C]0.332955[/C][/ROW]
[ROW][C]16[/C][C]-0.019457[/C][C]-0.1628[/C][C]0.435577[/C][/ROW]
[ROW][C]17[/C][C]-0.090558[/C][C]-0.7577[/C][C]0.225599[/C][/ROW]
[ROW][C]18[/C][C]-0.017728[/C][C]-0.1483[/C][C]0.441256[/C][/ROW]
[ROW][C]19[/C][C]0.042628[/C][C]0.3566[/C][C]0.361214[/C][/ROW]
[ROW][C]20[/C][C]-0.058842[/C][C]-0.4923[/C][C]0.312022[/C][/ROW]
[ROW][C]21[/C][C]-0.056693[/C][C]-0.4743[/C][C]0.318373[/C][/ROW]
[ROW][C]22[/C][C]-0.14904[/C][C]-1.247[/C][C]0.108285[/C][/ROW]
[ROW][C]23[/C][C]0.020572[/C][C]0.1721[/C][C]0.43192[/C][/ROW]
[ROW][C]24[/C][C]-0.204799[/C][C]-1.7135[/C][C]0.045526[/C][/ROW]
[ROW][C]25[/C][C]-0.097171[/C][C]-0.813[/C][C]0.20949[/C][/ROW]
[ROW][C]26[/C][C]-0.017083[/C][C]-0.1429[/C][C]0.443379[/C][/ROW]
[ROW][C]27[/C][C]0.067964[/C][C]0.5686[/C][C]0.285714[/C][/ROW]
[ROW][C]28[/C][C]-0.029186[/C][C]-0.2442[/C][C]0.403901[/C][/ROW]
[ROW][C]29[/C][C]0.069259[/C][C]0.5795[/C][C]0.282069[/C][/ROW]
[ROW][C]30[/C][C]-0.050015[/C][C]-0.4185[/C][C]0.338446[/C][/ROW]
[ROW][C]31[/C][C]0.033864[/C][C]0.2833[/C][C]0.38888[/C][/ROW]
[ROW][C]32[/C][C]0.027714[/C][C]0.2319[/C][C]0.408656[/C][/ROW]
[ROW][C]33[/C][C]-0.023759[/C][C]-0.1988[/C][C]0.421503[/C][/ROW]
[ROW][C]34[/C][C]-0.011435[/C][C]-0.0957[/C][C]0.462027[/C][/ROW]
[ROW][C]35[/C][C]0.148034[/C][C]1.2385[/C][C]0.109827[/C][/ROW]
[ROW][C]36[/C][C]-0.067558[/C][C]-0.5652[/C][C]0.286863[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69781&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69781&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
10.1523671.27480.103299
20.2017911.68830.047902
30.1920451.60680.056304
40.0851880.71270.23919
5-0.026352-0.22050.41307
60.0660770.55280.291068
7-0.038138-0.31910.375307
80.0837960.70110.242786
90.0290810.24330.404238
10-0.144516-1.20910.115346
110.2260431.89120.031367
12-0.211013-1.76550.040924
13-0.003004-0.02510.490011
140.1782941.49170.070133
150.0518250.43360.332955
16-0.019457-0.16280.435577
17-0.090558-0.75770.225599
18-0.017728-0.14830.441256
190.0426280.35660.361214
20-0.058842-0.49230.312022
21-0.056693-0.47430.318373
22-0.14904-1.2470.108285
230.0205720.17210.43192
24-0.204799-1.71350.045526
25-0.097171-0.8130.20949
26-0.017083-0.14290.443379
270.0679640.56860.285714
28-0.029186-0.24420.403901
290.0692590.57950.282069
30-0.050015-0.41850.338446
310.0338640.28330.38888
320.0277140.23190.408656
33-0.023759-0.19880.421503
34-0.011435-0.09570.462027
350.1480341.23850.109827
36-0.067558-0.56520.286863


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 = 1 ; 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')