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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 computationSun, 20 Dec 2009 09:12:22 -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/t1261325582e86t3zpnmzdb877.htm/, Retrieved Sat, 27 Apr 2024 10:56:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69929, Retrieved Sat, 27 Apr 2024 10:56:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138

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] [4a2be4899cba879e4eea9daa25281df8]
-    D                [(Partial) Autocorrelation Function] [paper 4] [2009-12-20 16:12:22] [71c065898bd1c08eef04509b4bcee039] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
31,48
29,90
33,84
39,12
33,70
25,09
51,44
45,59
52,52
48,56
41,75
49,59
32,75
33,38
35,65
37,03
35,68
20,97
58,55
54,96
65,54
51,57
51,15
46,64
35,70
33,25
35,19
41,67
34,87
21,21
56,13
49,23
59,72
48,10
47,47
50,50
40,06
34,15
36,86
46,36
36,58
23,87
57,28
56,39
57,66
62,30
48,93
51,17
39,64
33,21
38,13
43,29
30,60
21,96
48,03
46,15
50,74
48,11
38,39
44,11

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=69929&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=69929&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69929&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
1-0.592027-4.05879.3e-05
20.3104972.12870.019277
3-0.138969-0.95270.172802
4-0.019411-0.13310.447352
5-0.095081-0.65180.258839
60.1272670.87250.193686
7-0.107018-0.73370.233394
80.1342240.92020.181085
9-0.050612-0.3470.365078
10-0.002122-0.01450.494227
110.0771950.52920.299572
12-0.228195-1.56440.062213
130.0281150.19270.423995
140.0034170.02340.490706
15-0.010632-0.07290.471103
160.0538290.3690.35688
170.0256760.1760.430514
180.0015060.01030.495903
19-0.023996-0.16450.435019
20-0.091493-0.62720.266767
210.2138551.46610.074638
22-0.344695-2.36310.011156
230.3392662.32590.012194
24-0.195402-1.33960.093408
250.1417870.9720.168003
26-0.021979-0.15070.440435
270.1136940.77940.219813
28-0.212615-1.45760.075798
290.1600731.09740.139028
30-0.141532-0.97030.168433
310.0803680.5510.29213
320.0317330.21760.41436
33-0.075701-0.5190.303106
340.0799540.54810.293095
35-0.060809-0.41690.33933
36-0.030978-0.21240.416366

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.592027 & -4.0587 & 9.3e-05 \tabularnewline
2 & 0.310497 & 2.1287 & 0.019277 \tabularnewline
3 & -0.138969 & -0.9527 & 0.172802 \tabularnewline
4 & -0.019411 & -0.1331 & 0.447352 \tabularnewline
5 & -0.095081 & -0.6518 & 0.258839 \tabularnewline
6 & 0.127267 & 0.8725 & 0.193686 \tabularnewline
7 & -0.107018 & -0.7337 & 0.233394 \tabularnewline
8 & 0.134224 & 0.9202 & 0.181085 \tabularnewline
9 & -0.050612 & -0.347 & 0.365078 \tabularnewline
10 & -0.002122 & -0.0145 & 0.494227 \tabularnewline
11 & 0.077195 & 0.5292 & 0.299572 \tabularnewline
12 & -0.228195 & -1.5644 & 0.062213 \tabularnewline
13 & 0.028115 & 0.1927 & 0.423995 \tabularnewline
14 & 0.003417 & 0.0234 & 0.490706 \tabularnewline
15 & -0.010632 & -0.0729 & 0.471103 \tabularnewline
16 & 0.053829 & 0.369 & 0.35688 \tabularnewline
17 & 0.025676 & 0.176 & 0.430514 \tabularnewline
18 & 0.001506 & 0.0103 & 0.495903 \tabularnewline
19 & -0.023996 & -0.1645 & 0.435019 \tabularnewline
20 & -0.091493 & -0.6272 & 0.266767 \tabularnewline
21 & 0.213855 & 1.4661 & 0.074638 \tabularnewline
22 & -0.344695 & -2.3631 & 0.011156 \tabularnewline
23 & 0.339266 & 2.3259 & 0.012194 \tabularnewline
24 & -0.195402 & -1.3396 & 0.093408 \tabularnewline
25 & 0.141787 & 0.972 & 0.168003 \tabularnewline
26 & -0.021979 & -0.1507 & 0.440435 \tabularnewline
27 & 0.113694 & 0.7794 & 0.219813 \tabularnewline
28 & -0.212615 & -1.4576 & 0.075798 \tabularnewline
29 & 0.160073 & 1.0974 & 0.139028 \tabularnewline
30 & -0.141532 & -0.9703 & 0.168433 \tabularnewline
31 & 0.080368 & 0.551 & 0.29213 \tabularnewline
32 & 0.031733 & 0.2176 & 0.41436 \tabularnewline
33 & -0.075701 & -0.519 & 0.303106 \tabularnewline
34 & 0.079954 & 0.5481 & 0.293095 \tabularnewline
35 & -0.060809 & -0.4169 & 0.33933 \tabularnewline
36 & -0.030978 & -0.2124 & 0.416366 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69929&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]-0.592027[/C][C]-4.0587[/C][C]9.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.310497[/C][C]2.1287[/C][C]0.019277[/C][/ROW]
[ROW][C]3[/C][C]-0.138969[/C][C]-0.9527[/C][C]0.172802[/C][/ROW]
[ROW][C]4[/C][C]-0.019411[/C][C]-0.1331[/C][C]0.447352[/C][/ROW]
[ROW][C]5[/C][C]-0.095081[/C][C]-0.6518[/C][C]0.258839[/C][/ROW]
[ROW][C]6[/C][C]0.127267[/C][C]0.8725[/C][C]0.193686[/C][/ROW]
[ROW][C]7[/C][C]-0.107018[/C][C]-0.7337[/C][C]0.233394[/C][/ROW]
[ROW][C]8[/C][C]0.134224[/C][C]0.9202[/C][C]0.181085[/C][/ROW]
[ROW][C]9[/C][C]-0.050612[/C][C]-0.347[/C][C]0.365078[/C][/ROW]
[ROW][C]10[/C][C]-0.002122[/C][C]-0.0145[/C][C]0.494227[/C][/ROW]
[ROW][C]11[/C][C]0.077195[/C][C]0.5292[/C][C]0.299572[/C][/ROW]
[ROW][C]12[/C][C]-0.228195[/C][C]-1.5644[/C][C]0.062213[/C][/ROW]
[ROW][C]13[/C][C]0.028115[/C][C]0.1927[/C][C]0.423995[/C][/ROW]
[ROW][C]14[/C][C]0.003417[/C][C]0.0234[/C][C]0.490706[/C][/ROW]
[ROW][C]15[/C][C]-0.010632[/C][C]-0.0729[/C][C]0.471103[/C][/ROW]
[ROW][C]16[/C][C]0.053829[/C][C]0.369[/C][C]0.35688[/C][/ROW]
[ROW][C]17[/C][C]0.025676[/C][C]0.176[/C][C]0.430514[/C][/ROW]
[ROW][C]18[/C][C]0.001506[/C][C]0.0103[/C][C]0.495903[/C][/ROW]
[ROW][C]19[/C][C]-0.023996[/C][C]-0.1645[/C][C]0.435019[/C][/ROW]
[ROW][C]20[/C][C]-0.091493[/C][C]-0.6272[/C][C]0.266767[/C][/ROW]
[ROW][C]21[/C][C]0.213855[/C][C]1.4661[/C][C]0.074638[/C][/ROW]
[ROW][C]22[/C][C]-0.344695[/C][C]-2.3631[/C][C]0.011156[/C][/ROW]
[ROW][C]23[/C][C]0.339266[/C][C]2.3259[/C][C]0.012194[/C][/ROW]
[ROW][C]24[/C][C]-0.195402[/C][C]-1.3396[/C][C]0.093408[/C][/ROW]
[ROW][C]25[/C][C]0.141787[/C][C]0.972[/C][C]0.168003[/C][/ROW]
[ROW][C]26[/C][C]-0.021979[/C][C]-0.1507[/C][C]0.440435[/C][/ROW]
[ROW][C]27[/C][C]0.113694[/C][C]0.7794[/C][C]0.219813[/C][/ROW]
[ROW][C]28[/C][C]-0.212615[/C][C]-1.4576[/C][C]0.075798[/C][/ROW]
[ROW][C]29[/C][C]0.160073[/C][C]1.0974[/C][C]0.139028[/C][/ROW]
[ROW][C]30[/C][C]-0.141532[/C][C]-0.9703[/C][C]0.168433[/C][/ROW]
[ROW][C]31[/C][C]0.080368[/C][C]0.551[/C][C]0.29213[/C][/ROW]
[ROW][C]32[/C][C]0.031733[/C][C]0.2176[/C][C]0.41436[/C][/ROW]
[ROW][C]33[/C][C]-0.075701[/C][C]-0.519[/C][C]0.303106[/C][/ROW]
[ROW][C]34[/C][C]0.079954[/C][C]0.5481[/C][C]0.293095[/C][/ROW]
[ROW][C]35[/C][C]-0.060809[/C][C]-0.4169[/C][C]0.33933[/C][/ROW]
[ROW][C]36[/C][C]-0.030978[/C][C]-0.2124[/C][C]0.416366[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69929&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69929&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
1-0.592027-4.05879.3e-05
20.3104972.12870.019277
3-0.138969-0.95270.172802
4-0.019411-0.13310.447352
5-0.095081-0.65180.258839
60.1272670.87250.193686
7-0.107018-0.73370.233394
80.1342240.92020.181085
9-0.050612-0.3470.365078
10-0.002122-0.01450.494227
110.0771950.52920.299572
12-0.228195-1.56440.062213
130.0281150.19270.423995
140.0034170.02340.490706
15-0.010632-0.07290.471103
160.0538290.3690.35688
170.0256760.1760.430514
180.0015060.01030.495903
19-0.023996-0.16450.435019
20-0.091493-0.62720.266767
210.2138551.46610.074638
22-0.344695-2.36310.011156
230.3392662.32590.012194
24-0.195402-1.33960.093408
250.1417870.9720.168003
26-0.021979-0.15070.440435
270.1136940.77940.219813
28-0.212615-1.45760.075798
290.1600731.09740.139028
30-0.141532-0.97030.168433
310.0803680.5510.29213
320.0317330.21760.41436
33-0.075701-0.5190.303106
340.0799540.54810.293095
35-0.060809-0.41690.33933
36-0.030978-0.21240.416366






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.592027-4.05879.3e-05
2-0.061583-0.42220.337405
30.0304690.20890.41772
4-0.116447-0.79830.21435
5-0.265814-1.82230.037385
6-0.022781-0.15620.438279
70.0067410.04620.481667
80.0535370.3670.357622
90.0373760.25620.399442
10-0.034143-0.23410.407973
110.1184570.81210.210414
12-0.18466-1.2660.105882
13-0.343192-2.35280.011435
14-0.162713-1.11550.135153
15-0.008308-0.0570.47741
16-0.030027-0.20590.418897
17-0.113906-0.78090.219388
18-0.002523-0.01730.493137
190.023320.15990.436832
20-0.181646-1.24530.109597
210.1918241.31510.097432
22-0.189985-1.30250.09955
23-0.004078-0.0280.488908
24-0.036406-0.24960.401998
25-0.109703-0.75210.227874
260.0148760.1020.459601
270.2006511.37560.087734
28-0.021618-0.14820.441408
29-0.113919-0.7810.219363
300.0802980.55050.292294
310.0551490.37810.353537
32-0.015293-0.10480.458472
330.0055730.03820.484842
34-0.088423-0.60620.273651
35-0.066215-0.45390.325977
36-0.027482-0.18840.425685

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.592027 & -4.0587 & 9.3e-05 \tabularnewline
2 & -0.061583 & -0.4222 & 0.337405 \tabularnewline
3 & 0.030469 & 0.2089 & 0.41772 \tabularnewline
4 & -0.116447 & -0.7983 & 0.21435 \tabularnewline
5 & -0.265814 & -1.8223 & 0.037385 \tabularnewline
6 & -0.022781 & -0.1562 & 0.438279 \tabularnewline
7 & 0.006741 & 0.0462 & 0.481667 \tabularnewline
8 & 0.053537 & 0.367 & 0.357622 \tabularnewline
9 & 0.037376 & 0.2562 & 0.399442 \tabularnewline
10 & -0.034143 & -0.2341 & 0.407973 \tabularnewline
11 & 0.118457 & 0.8121 & 0.210414 \tabularnewline
12 & -0.18466 & -1.266 & 0.105882 \tabularnewline
13 & -0.343192 & -2.3528 & 0.011435 \tabularnewline
14 & -0.162713 & -1.1155 & 0.135153 \tabularnewline
15 & -0.008308 & -0.057 & 0.47741 \tabularnewline
16 & -0.030027 & -0.2059 & 0.418897 \tabularnewline
17 & -0.113906 & -0.7809 & 0.219388 \tabularnewline
18 & -0.002523 & -0.0173 & 0.493137 \tabularnewline
19 & 0.02332 & 0.1599 & 0.436832 \tabularnewline
20 & -0.181646 & -1.2453 & 0.109597 \tabularnewline
21 & 0.191824 & 1.3151 & 0.097432 \tabularnewline
22 & -0.189985 & -1.3025 & 0.09955 \tabularnewline
23 & -0.004078 & -0.028 & 0.488908 \tabularnewline
24 & -0.036406 & -0.2496 & 0.401998 \tabularnewline
25 & -0.109703 & -0.7521 & 0.227874 \tabularnewline
26 & 0.014876 & 0.102 & 0.459601 \tabularnewline
27 & 0.200651 & 1.3756 & 0.087734 \tabularnewline
28 & -0.021618 & -0.1482 & 0.441408 \tabularnewline
29 & -0.113919 & -0.781 & 0.219363 \tabularnewline
30 & 0.080298 & 0.5505 & 0.292294 \tabularnewline
31 & 0.055149 & 0.3781 & 0.353537 \tabularnewline
32 & -0.015293 & -0.1048 & 0.458472 \tabularnewline
33 & 0.005573 & 0.0382 & 0.484842 \tabularnewline
34 & -0.088423 & -0.6062 & 0.273651 \tabularnewline
35 & -0.066215 & -0.4539 & 0.325977 \tabularnewline
36 & -0.027482 & -0.1884 & 0.425685 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69929&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]-0.592027[/C][C]-4.0587[/C][C]9.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.061583[/C][C]-0.4222[/C][C]0.337405[/C][/ROW]
[ROW][C]3[/C][C]0.030469[/C][C]0.2089[/C][C]0.41772[/C][/ROW]
[ROW][C]4[/C][C]-0.116447[/C][C]-0.7983[/C][C]0.21435[/C][/ROW]
[ROW][C]5[/C][C]-0.265814[/C][C]-1.8223[/C][C]0.037385[/C][/ROW]
[ROW][C]6[/C][C]-0.022781[/C][C]-0.1562[/C][C]0.438279[/C][/ROW]
[ROW][C]7[/C][C]0.006741[/C][C]0.0462[/C][C]0.481667[/C][/ROW]
[ROW][C]8[/C][C]0.053537[/C][C]0.367[/C][C]0.357622[/C][/ROW]
[ROW][C]9[/C][C]0.037376[/C][C]0.2562[/C][C]0.399442[/C][/ROW]
[ROW][C]10[/C][C]-0.034143[/C][C]-0.2341[/C][C]0.407973[/C][/ROW]
[ROW][C]11[/C][C]0.118457[/C][C]0.8121[/C][C]0.210414[/C][/ROW]
[ROW][C]12[/C][C]-0.18466[/C][C]-1.266[/C][C]0.105882[/C][/ROW]
[ROW][C]13[/C][C]-0.343192[/C][C]-2.3528[/C][C]0.011435[/C][/ROW]
[ROW][C]14[/C][C]-0.162713[/C][C]-1.1155[/C][C]0.135153[/C][/ROW]
[ROW][C]15[/C][C]-0.008308[/C][C]-0.057[/C][C]0.47741[/C][/ROW]
[ROW][C]16[/C][C]-0.030027[/C][C]-0.2059[/C][C]0.418897[/C][/ROW]
[ROW][C]17[/C][C]-0.113906[/C][C]-0.7809[/C][C]0.219388[/C][/ROW]
[ROW][C]18[/C][C]-0.002523[/C][C]-0.0173[/C][C]0.493137[/C][/ROW]
[ROW][C]19[/C][C]0.02332[/C][C]0.1599[/C][C]0.436832[/C][/ROW]
[ROW][C]20[/C][C]-0.181646[/C][C]-1.2453[/C][C]0.109597[/C][/ROW]
[ROW][C]21[/C][C]0.191824[/C][C]1.3151[/C][C]0.097432[/C][/ROW]
[ROW][C]22[/C][C]-0.189985[/C][C]-1.3025[/C][C]0.09955[/C][/ROW]
[ROW][C]23[/C][C]-0.004078[/C][C]-0.028[/C][C]0.488908[/C][/ROW]
[ROW][C]24[/C][C]-0.036406[/C][C]-0.2496[/C][C]0.401998[/C][/ROW]
[ROW][C]25[/C][C]-0.109703[/C][C]-0.7521[/C][C]0.227874[/C][/ROW]
[ROW][C]26[/C][C]0.014876[/C][C]0.102[/C][C]0.459601[/C][/ROW]
[ROW][C]27[/C][C]0.200651[/C][C]1.3756[/C][C]0.087734[/C][/ROW]
[ROW][C]28[/C][C]-0.021618[/C][C]-0.1482[/C][C]0.441408[/C][/ROW]
[ROW][C]29[/C][C]-0.113919[/C][C]-0.781[/C][C]0.219363[/C][/ROW]
[ROW][C]30[/C][C]0.080298[/C][C]0.5505[/C][C]0.292294[/C][/ROW]
[ROW][C]31[/C][C]0.055149[/C][C]0.3781[/C][C]0.353537[/C][/ROW]
[ROW][C]32[/C][C]-0.015293[/C][C]-0.1048[/C][C]0.458472[/C][/ROW]
[ROW][C]33[/C][C]0.005573[/C][C]0.0382[/C][C]0.484842[/C][/ROW]
[ROW][C]34[/C][C]-0.088423[/C][C]-0.6062[/C][C]0.273651[/C][/ROW]
[ROW][C]35[/C][C]-0.066215[/C][C]-0.4539[/C][C]0.325977[/C][/ROW]
[ROW][C]36[/C][C]-0.027482[/C][C]-0.1884[/C][C]0.425685[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69929&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69929&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
1-0.592027-4.05879.3e-05
2-0.061583-0.42220.337405
30.0304690.20890.41772
4-0.116447-0.79830.21435
5-0.265814-1.82230.037385
6-0.022781-0.15620.438279
70.0067410.04620.481667
80.0535370.3670.357622
90.0373760.25620.399442
10-0.034143-0.23410.407973
110.1184570.81210.210414
12-0.18466-1.2660.105882
13-0.343192-2.35280.011435
14-0.162713-1.11550.135153
15-0.008308-0.0570.47741
16-0.030027-0.20590.418897
17-0.113906-0.78090.219388
18-0.002523-0.01730.493137
190.023320.15990.436832
20-0.181646-1.24530.109597
210.1918241.31510.097432
22-0.189985-1.30250.09955
23-0.004078-0.0280.488908
24-0.036406-0.24960.401998
25-0.109703-0.75210.227874
260.0148760.1020.459601
270.2006511.37560.087734
28-0.021618-0.14820.441408
29-0.113919-0.7810.219363
300.0802980.55050.292294
310.0551490.37810.353537
32-0.015293-0.10480.458472
330.0055730.03820.484842
34-0.088423-0.60620.273651
35-0.066215-0.45390.325977
36-0.027482-0.18840.425685


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')