Free Statistics

of Irreproducible Research!

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 computationTue, 24 Nov 2009 09:13:45 -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/Nov/24/t1259079358oqhd4fpe2vp4bpi.htm/, Retrieved Sat, 12 Oct 2024 12:21:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59144, Retrieved Sat, 12 Oct 2024 12:21:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact255
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]
-   PD          [(Partial) Autocorrelation Function] [Workshop 8 - Meth...] [2009-11-24 16:13:45] [d904c6aa144b8c40108ebe5ec22fe1a0] [Current]
-                 [(Partial) Autocorrelation Function] [workshop 8/method...] [2009-11-30 13:04:11] [24c4941ee50deadff4640c9c09cc70cb]
-                 [(Partial) Autocorrelation Function] [] [2009-11-30 16:52:46] [74be16979710d4c4e7c6647856088456]
-   P               [(Partial) Autocorrelation Function] [] [2009-12-01 18:27:34] [1e83ffa964db6f7ea6ccc4e7b5acbbff]
-                   [(Partial) Autocorrelation Function] [] [2009-12-03 17:28:27] [74be16979710d4c4e7c6647856088456]
-                 [(Partial) Autocorrelation Function] [Workshop 8: Metho...] [2009-12-07 12:49:27] [24c4941ee50deadff4640c9c09cc70cb]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-07 13:30:32] [3af9fa3d2c04a43d660a9a466bdfbaa0]
- RMP               [ARIMA Backward Selection] [] [2009-12-07 13:56:36] [3af9fa3d2c04a43d660a9a466bdfbaa0]
- RMP               [Standard Deviation-Mean Plot] [] [2009-12-12 15:41:19] [74be16979710d4c4e7c6647856088456]
- RMP               [ARIMA Forecasting] [] [2009-12-14 21:16:16] [3af9fa3d2c04a43d660a9a466bdfbaa0]
Feedback Forum

Post a new message
Dataseries X:
269645
267037
258113
262813
267413
267366
264777
258863
254844
254868
277267
285351
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59144&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]2 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=59144&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59144&T=0

As an alternative you can also use a 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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1218660.93610.176526
20.3092162.37510.010406
30.3200212.45810.008461
40.2270161.74370.043206
50.1045710.80320.212535
60.1993861.53150.065494
70.0984740.75640.226212
80.1591521.22250.113195
90.0938650.7210.236881
10-0.070138-0.53870.296048
110.3401122.61250.005693
12-0.130873-1.00530.159441
130.0308890.23730.406636
140.1035610.79550.214764
150.0780220.59930.275635
16-0.063958-0.49130.312527
170.0997440.76610.223322
18-0.091513-0.70290.242434
190.0104150.080.468254
20-0.09032-0.69380.245278
21-0.118127-0.90740.183955
220.0131870.10130.459831
23-0.177618-1.36430.088826
24-0.147704-1.13450.13058
25-0.121519-0.93340.177207
26-0.039162-0.30080.382308
27-0.204088-1.56760.061158
28-0.120348-0.92440.17952
29-0.094608-0.72670.235142
30-0.094369-0.72490.2357
31-0.084937-0.65240.258334
32-0.041526-0.3190.37544
33-0.023026-0.17690.430109
34-0.128088-0.98390.164601
35-0.009944-0.07640.469686
36-0.07903-0.6070.273076

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.121866 & 0.9361 & 0.176526 \tabularnewline
2 & 0.309216 & 2.3751 & 0.010406 \tabularnewline
3 & 0.320021 & 2.4581 & 0.008461 \tabularnewline
4 & 0.227016 & 1.7437 & 0.043206 \tabularnewline
5 & 0.104571 & 0.8032 & 0.212535 \tabularnewline
6 & 0.199386 & 1.5315 & 0.065494 \tabularnewline
7 & 0.098474 & 0.7564 & 0.226212 \tabularnewline
8 & 0.159152 & 1.2225 & 0.113195 \tabularnewline
9 & 0.093865 & 0.721 & 0.236881 \tabularnewline
10 & -0.070138 & -0.5387 & 0.296048 \tabularnewline
11 & 0.340112 & 2.6125 & 0.005693 \tabularnewline
12 & -0.130873 & -1.0053 & 0.159441 \tabularnewline
13 & 0.030889 & 0.2373 & 0.406636 \tabularnewline
14 & 0.103561 & 0.7955 & 0.214764 \tabularnewline
15 & 0.078022 & 0.5993 & 0.275635 \tabularnewline
16 & -0.063958 & -0.4913 & 0.312527 \tabularnewline
17 & 0.099744 & 0.7661 & 0.223322 \tabularnewline
18 & -0.091513 & -0.7029 & 0.242434 \tabularnewline
19 & 0.010415 & 0.08 & 0.468254 \tabularnewline
20 & -0.09032 & -0.6938 & 0.245278 \tabularnewline
21 & -0.118127 & -0.9074 & 0.183955 \tabularnewline
22 & 0.013187 & 0.1013 & 0.459831 \tabularnewline
23 & -0.177618 & -1.3643 & 0.088826 \tabularnewline
24 & -0.147704 & -1.1345 & 0.13058 \tabularnewline
25 & -0.121519 & -0.9334 & 0.177207 \tabularnewline
26 & -0.039162 & -0.3008 & 0.382308 \tabularnewline
27 & -0.204088 & -1.5676 & 0.061158 \tabularnewline
28 & -0.120348 & -0.9244 & 0.17952 \tabularnewline
29 & -0.094608 & -0.7267 & 0.235142 \tabularnewline
30 & -0.094369 & -0.7249 & 0.2357 \tabularnewline
31 & -0.084937 & -0.6524 & 0.258334 \tabularnewline
32 & -0.041526 & -0.319 & 0.37544 \tabularnewline
33 & -0.023026 & -0.1769 & 0.430109 \tabularnewline
34 & -0.128088 & -0.9839 & 0.164601 \tabularnewline
35 & -0.009944 & -0.0764 & 0.469686 \tabularnewline
36 & -0.07903 & -0.607 & 0.273076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59144&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]0.121866[/C][C]0.9361[/C][C]0.176526[/C][/ROW]
[ROW][C]2[/C][C]0.309216[/C][C]2.3751[/C][C]0.010406[/C][/ROW]
[ROW][C]3[/C][C]0.320021[/C][C]2.4581[/C][C]0.008461[/C][/ROW]
[ROW][C]4[/C][C]0.227016[/C][C]1.7437[/C][C]0.043206[/C][/ROW]
[ROW][C]5[/C][C]0.104571[/C][C]0.8032[/C][C]0.212535[/C][/ROW]
[ROW][C]6[/C][C]0.199386[/C][C]1.5315[/C][C]0.065494[/C][/ROW]
[ROW][C]7[/C][C]0.098474[/C][C]0.7564[/C][C]0.226212[/C][/ROW]
[ROW][C]8[/C][C]0.159152[/C][C]1.2225[/C][C]0.113195[/C][/ROW]
[ROW][C]9[/C][C]0.093865[/C][C]0.721[/C][C]0.236881[/C][/ROW]
[ROW][C]10[/C][C]-0.070138[/C][C]-0.5387[/C][C]0.296048[/C][/ROW]
[ROW][C]11[/C][C]0.340112[/C][C]2.6125[/C][C]0.005693[/C][/ROW]
[ROW][C]12[/C][C]-0.130873[/C][C]-1.0053[/C][C]0.159441[/C][/ROW]
[ROW][C]13[/C][C]0.030889[/C][C]0.2373[/C][C]0.406636[/C][/ROW]
[ROW][C]14[/C][C]0.103561[/C][C]0.7955[/C][C]0.214764[/C][/ROW]
[ROW][C]15[/C][C]0.078022[/C][C]0.5993[/C][C]0.275635[/C][/ROW]
[ROW][C]16[/C][C]-0.063958[/C][C]-0.4913[/C][C]0.312527[/C][/ROW]
[ROW][C]17[/C][C]0.099744[/C][C]0.7661[/C][C]0.223322[/C][/ROW]
[ROW][C]18[/C][C]-0.091513[/C][C]-0.7029[/C][C]0.242434[/C][/ROW]
[ROW][C]19[/C][C]0.010415[/C][C]0.08[/C][C]0.468254[/C][/ROW]
[ROW][C]20[/C][C]-0.09032[/C][C]-0.6938[/C][C]0.245278[/C][/ROW]
[ROW][C]21[/C][C]-0.118127[/C][C]-0.9074[/C][C]0.183955[/C][/ROW]
[ROW][C]22[/C][C]0.013187[/C][C]0.1013[/C][C]0.459831[/C][/ROW]
[ROW][C]23[/C][C]-0.177618[/C][C]-1.3643[/C][C]0.088826[/C][/ROW]
[ROW][C]24[/C][C]-0.147704[/C][C]-1.1345[/C][C]0.13058[/C][/ROW]
[ROW][C]25[/C][C]-0.121519[/C][C]-0.9334[/C][C]0.177207[/C][/ROW]
[ROW][C]26[/C][C]-0.039162[/C][C]-0.3008[/C][C]0.382308[/C][/ROW]
[ROW][C]27[/C][C]-0.204088[/C][C]-1.5676[/C][C]0.061158[/C][/ROW]
[ROW][C]28[/C][C]-0.120348[/C][C]-0.9244[/C][C]0.17952[/C][/ROW]
[ROW][C]29[/C][C]-0.094608[/C][C]-0.7267[/C][C]0.235142[/C][/ROW]
[ROW][C]30[/C][C]-0.094369[/C][C]-0.7249[/C][C]0.2357[/C][/ROW]
[ROW][C]31[/C][C]-0.084937[/C][C]-0.6524[/C][C]0.258334[/C][/ROW]
[ROW][C]32[/C][C]-0.041526[/C][C]-0.319[/C][C]0.37544[/C][/ROW]
[ROW][C]33[/C][C]-0.023026[/C][C]-0.1769[/C][C]0.430109[/C][/ROW]
[ROW][C]34[/C][C]-0.128088[/C][C]-0.9839[/C][C]0.164601[/C][/ROW]
[ROW][C]35[/C][C]-0.009944[/C][C]-0.0764[/C][C]0.469686[/C][/ROW]
[ROW][C]36[/C][C]-0.07903[/C][C]-0.607[/C][C]0.273076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59144&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59144&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1218660.93610.176526
20.3092162.37510.010406
30.3200212.45810.008461
40.2270161.74370.043206
50.1045710.80320.212535
60.1993861.53150.065494
70.0984740.75640.226212
80.1591521.22250.113195
90.0938650.7210.236881
10-0.070138-0.53870.296048
110.3401122.61250.005693
12-0.130873-1.00530.159441
130.0308890.23730.406636
140.1035610.79550.214764
150.0780220.59930.275635
16-0.063958-0.49130.312527
170.0997440.76610.223322
18-0.091513-0.70290.242434
190.0104150.080.468254
20-0.09032-0.69380.245278
21-0.118127-0.90740.183955
220.0131870.10130.459831
23-0.177618-1.36430.088826
24-0.147704-1.13450.13058
25-0.121519-0.93340.177207
26-0.039162-0.30080.382308
27-0.204088-1.56760.061158
28-0.120348-0.92440.17952
29-0.094608-0.72670.235142
30-0.094369-0.72490.2357
31-0.084937-0.65240.258334
32-0.041526-0.3190.37544
33-0.023026-0.17690.430109
34-0.128088-0.98390.164601
35-0.009944-0.07640.469686
36-0.07903-0.6070.273076







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1218660.93610.176526
20.2988022.29510.012649
30.2866542.20180.0158
40.1303351.00110.160428
5-0.083725-0.64310.261323
60.0190420.14630.442105
7-0.009601-0.07370.470732
80.0885040.67980.24964
90.0200450.1540.439079
10-0.21896-1.68190.048941
110.3174882.43870.008885
12-0.18785-1.44290.077168
13-0.058581-0.450.327189
140.0609930.46850.320578
150.0750460.57640.283256
16-0.017441-0.1340.446941
17-0.0454-0.34870.364268
18-0.121256-0.93140.177726
19-0.020502-0.15750.437703
20-0.080006-0.61450.27061
210.0095860.07360.470777
22-0.072981-0.56060.288604
23-0.034578-0.26560.395736
24-0.065541-0.50340.308268
25-0.116257-0.8930.187746
260.1192240.91580.181755
270.0006850.00530.497911
28-0.160801-1.23510.110838
290.1030210.79130.215963
30-0.054378-0.41770.338848
310.1172820.90090.185663
320.0460950.35410.362276
33-0.026853-0.20630.418648
34-0.086292-0.66280.255012
350.0635530.48820.313623
360.0050870.03910.484483

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.121866 & 0.9361 & 0.176526 \tabularnewline
2 & 0.298802 & 2.2951 & 0.012649 \tabularnewline
3 & 0.286654 & 2.2018 & 0.0158 \tabularnewline
4 & 0.130335 & 1.0011 & 0.160428 \tabularnewline
5 & -0.083725 & -0.6431 & 0.261323 \tabularnewline
6 & 0.019042 & 0.1463 & 0.442105 \tabularnewline
7 & -0.009601 & -0.0737 & 0.470732 \tabularnewline
8 & 0.088504 & 0.6798 & 0.24964 \tabularnewline
9 & 0.020045 & 0.154 & 0.439079 \tabularnewline
10 & -0.21896 & -1.6819 & 0.048941 \tabularnewline
11 & 0.317488 & 2.4387 & 0.008885 \tabularnewline
12 & -0.18785 & -1.4429 & 0.077168 \tabularnewline
13 & -0.058581 & -0.45 & 0.327189 \tabularnewline
14 & 0.060993 & 0.4685 & 0.320578 \tabularnewline
15 & 0.075046 & 0.5764 & 0.283256 \tabularnewline
16 & -0.017441 & -0.134 & 0.446941 \tabularnewline
17 & -0.0454 & -0.3487 & 0.364268 \tabularnewline
18 & -0.121256 & -0.9314 & 0.177726 \tabularnewline
19 & -0.020502 & -0.1575 & 0.437703 \tabularnewline
20 & -0.080006 & -0.6145 & 0.27061 \tabularnewline
21 & 0.009586 & 0.0736 & 0.470777 \tabularnewline
22 & -0.072981 & -0.5606 & 0.288604 \tabularnewline
23 & -0.034578 & -0.2656 & 0.395736 \tabularnewline
24 & -0.065541 & -0.5034 & 0.308268 \tabularnewline
25 & -0.116257 & -0.893 & 0.187746 \tabularnewline
26 & 0.119224 & 0.9158 & 0.181755 \tabularnewline
27 & 0.000685 & 0.0053 & 0.497911 \tabularnewline
28 & -0.160801 & -1.2351 & 0.110838 \tabularnewline
29 & 0.103021 & 0.7913 & 0.215963 \tabularnewline
30 & -0.054378 & -0.4177 & 0.338848 \tabularnewline
31 & 0.117282 & 0.9009 & 0.185663 \tabularnewline
32 & 0.046095 & 0.3541 & 0.362276 \tabularnewline
33 & -0.026853 & -0.2063 & 0.418648 \tabularnewline
34 & -0.086292 & -0.6628 & 0.255012 \tabularnewline
35 & 0.063553 & 0.4882 & 0.313623 \tabularnewline
36 & 0.005087 & 0.0391 & 0.484483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59144&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]0.121866[/C][C]0.9361[/C][C]0.176526[/C][/ROW]
[ROW][C]2[/C][C]0.298802[/C][C]2.2951[/C][C]0.012649[/C][/ROW]
[ROW][C]3[/C][C]0.286654[/C][C]2.2018[/C][C]0.0158[/C][/ROW]
[ROW][C]4[/C][C]0.130335[/C][C]1.0011[/C][C]0.160428[/C][/ROW]
[ROW][C]5[/C][C]-0.083725[/C][C]-0.6431[/C][C]0.261323[/C][/ROW]
[ROW][C]6[/C][C]0.019042[/C][C]0.1463[/C][C]0.442105[/C][/ROW]
[ROW][C]7[/C][C]-0.009601[/C][C]-0.0737[/C][C]0.470732[/C][/ROW]
[ROW][C]8[/C][C]0.088504[/C][C]0.6798[/C][C]0.24964[/C][/ROW]
[ROW][C]9[/C][C]0.020045[/C][C]0.154[/C][C]0.439079[/C][/ROW]
[ROW][C]10[/C][C]-0.21896[/C][C]-1.6819[/C][C]0.048941[/C][/ROW]
[ROW][C]11[/C][C]0.317488[/C][C]2.4387[/C][C]0.008885[/C][/ROW]
[ROW][C]12[/C][C]-0.18785[/C][C]-1.4429[/C][C]0.077168[/C][/ROW]
[ROW][C]13[/C][C]-0.058581[/C][C]-0.45[/C][C]0.327189[/C][/ROW]
[ROW][C]14[/C][C]0.060993[/C][C]0.4685[/C][C]0.320578[/C][/ROW]
[ROW][C]15[/C][C]0.075046[/C][C]0.5764[/C][C]0.283256[/C][/ROW]
[ROW][C]16[/C][C]-0.017441[/C][C]-0.134[/C][C]0.446941[/C][/ROW]
[ROW][C]17[/C][C]-0.0454[/C][C]-0.3487[/C][C]0.364268[/C][/ROW]
[ROW][C]18[/C][C]-0.121256[/C][C]-0.9314[/C][C]0.177726[/C][/ROW]
[ROW][C]19[/C][C]-0.020502[/C][C]-0.1575[/C][C]0.437703[/C][/ROW]
[ROW][C]20[/C][C]-0.080006[/C][C]-0.6145[/C][C]0.27061[/C][/ROW]
[ROW][C]21[/C][C]0.009586[/C][C]0.0736[/C][C]0.470777[/C][/ROW]
[ROW][C]22[/C][C]-0.072981[/C][C]-0.5606[/C][C]0.288604[/C][/ROW]
[ROW][C]23[/C][C]-0.034578[/C][C]-0.2656[/C][C]0.395736[/C][/ROW]
[ROW][C]24[/C][C]-0.065541[/C][C]-0.5034[/C][C]0.308268[/C][/ROW]
[ROW][C]25[/C][C]-0.116257[/C][C]-0.893[/C][C]0.187746[/C][/ROW]
[ROW][C]26[/C][C]0.119224[/C][C]0.9158[/C][C]0.181755[/C][/ROW]
[ROW][C]27[/C][C]0.000685[/C][C]0.0053[/C][C]0.497911[/C][/ROW]
[ROW][C]28[/C][C]-0.160801[/C][C]-1.2351[/C][C]0.110838[/C][/ROW]
[ROW][C]29[/C][C]0.103021[/C][C]0.7913[/C][C]0.215963[/C][/ROW]
[ROW][C]30[/C][C]-0.054378[/C][C]-0.4177[/C][C]0.338848[/C][/ROW]
[ROW][C]31[/C][C]0.117282[/C][C]0.9009[/C][C]0.185663[/C][/ROW]
[ROW][C]32[/C][C]0.046095[/C][C]0.3541[/C][C]0.362276[/C][/ROW]
[ROW][C]33[/C][C]-0.026853[/C][C]-0.2063[/C][C]0.418648[/C][/ROW]
[ROW][C]34[/C][C]-0.086292[/C][C]-0.6628[/C][C]0.255012[/C][/ROW]
[ROW][C]35[/C][C]0.063553[/C][C]0.4882[/C][C]0.313623[/C][/ROW]
[ROW][C]36[/C][C]0.005087[/C][C]0.0391[/C][C]0.484483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59144&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59144&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1218660.93610.176526
20.2988022.29510.012649
30.2866542.20180.0158
40.1303351.00110.160428
5-0.083725-0.64310.261323
60.0190420.14630.442105
7-0.009601-0.07370.470732
80.0885040.67980.24964
90.0200450.1540.439079
10-0.21896-1.68190.048941
110.3174882.43870.008885
12-0.18785-1.44290.077168
13-0.058581-0.450.327189
140.0609930.46850.320578
150.0750460.57640.283256
16-0.017441-0.1340.446941
17-0.0454-0.34870.364268
18-0.121256-0.93140.177726
19-0.020502-0.15750.437703
20-0.080006-0.61450.27061
210.0095860.07360.470777
22-0.072981-0.56060.288604
23-0.034578-0.26560.395736
24-0.065541-0.50340.308268
25-0.116257-0.8930.187746
260.1192240.91580.181755
270.0006850.00530.497911
28-0.160801-1.23510.110838
290.1030210.79130.215963
30-0.054378-0.41770.338848
310.1172820.90090.185663
320.0460950.35410.362276
33-0.026853-0.20630.418648
34-0.086292-0.66280.255012
350.0635530.48820.313623
360.0050870.03910.484483



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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')