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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 computationWed, 25 Nov 2009 04:56:04 -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/25/t1259150274mdfik9gudzhaskw.htm/, Retrieved Tue, 07 May 2024 07:06:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59344, Retrieved Tue, 07 May 2024 07:06:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWs8 method 1 3de link
Estimated Impact172
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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Ws8 method 1 link 3] [2009-11-25 11:51:12] [616e2df490b611f6cb7080068870ecbd]
-   P             [(Partial) Autocorrelation Function] [Ws8 method 1 3de ...] [2009-11-25 11:56:04] [88e98f4c87ea17c4967db8279bda8533] [Current]
-   P               [(Partial) Autocorrelation Function] [ws 8 d=1 en D=1] [2009-12-17 15:59:07] [616e2df490b611f6cb7080068870ecbd]
-   P                 [(Partial) Autocorrelation Function] [ws 8 d=1 en D=0] [2009-12-17 18:57:18] [616e2df490b611f6cb7080068870ecbd]
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Dataseries X:
8.2
8.0
7.5
6.8
6.5
6.6
7.6
8.0
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8.0
8.1




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=59344&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=59344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59344&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4437852.91010.002851
20.0447360.29340.385331
3-0.323836-2.12350.019751
4-0.350684-2.29960.013195
5-0.132414-0.86830.195026
60.0405610.2660.395765
70.1276540.83710.203587
80.0284370.18650.426474
9-0.067328-0.44150.330533
10-0.085225-0.55890.28958
110.0725610.47580.318307
12-0.032425-0.21260.416311
130.0729640.47850.317375
140.0041740.02740.489145
15-0.057786-0.37890.353304
16-0.165189-1.08320.142375
17-0.172483-1.1310.132152
180.0150640.09880.460886
190.1092830.71660.238742
200.2576991.68980.049148
210.1984521.30130.100036
220.0392190.25720.399134
23-0.227839-1.4940.071233
24-0.26709-1.75140.043502
25-0.180292-1.18230.121801
26-0.091349-0.5990.276152
27-0.024426-0.16020.436749
28-0.013079-0.08580.466025
290.042650.27970.390534
300.0067290.04410.482506
310.0707670.46410.322475
320.0378790.24840.402509
330.0440470.28880.387047
34-0.066093-0.43340.333445
35-0.065374-0.42870.335146
36-0.062805-0.41180.34125

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443785 & 2.9101 & 0.002851 \tabularnewline
2 & 0.044736 & 0.2934 & 0.385331 \tabularnewline
3 & -0.323836 & -2.1235 & 0.019751 \tabularnewline
4 & -0.350684 & -2.2996 & 0.013195 \tabularnewline
5 & -0.132414 & -0.8683 & 0.195026 \tabularnewline
6 & 0.040561 & 0.266 & 0.395765 \tabularnewline
7 & 0.127654 & 0.8371 & 0.203587 \tabularnewline
8 & 0.028437 & 0.1865 & 0.426474 \tabularnewline
9 & -0.067328 & -0.4415 & 0.330533 \tabularnewline
10 & -0.085225 & -0.5589 & 0.28958 \tabularnewline
11 & 0.072561 & 0.4758 & 0.318307 \tabularnewline
12 & -0.032425 & -0.2126 & 0.416311 \tabularnewline
13 & 0.072964 & 0.4785 & 0.317375 \tabularnewline
14 & 0.004174 & 0.0274 & 0.489145 \tabularnewline
15 & -0.057786 & -0.3789 & 0.353304 \tabularnewline
16 & -0.165189 & -1.0832 & 0.142375 \tabularnewline
17 & -0.172483 & -1.131 & 0.132152 \tabularnewline
18 & 0.015064 & 0.0988 & 0.460886 \tabularnewline
19 & 0.109283 & 0.7166 & 0.238742 \tabularnewline
20 & 0.257699 & 1.6898 & 0.049148 \tabularnewline
21 & 0.198452 & 1.3013 & 0.100036 \tabularnewline
22 & 0.039219 & 0.2572 & 0.399134 \tabularnewline
23 & -0.227839 & -1.494 & 0.071233 \tabularnewline
24 & -0.26709 & -1.7514 & 0.043502 \tabularnewline
25 & -0.180292 & -1.1823 & 0.121801 \tabularnewline
26 & -0.091349 & -0.599 & 0.276152 \tabularnewline
27 & -0.024426 & -0.1602 & 0.436749 \tabularnewline
28 & -0.013079 & -0.0858 & 0.466025 \tabularnewline
29 & 0.04265 & 0.2797 & 0.390534 \tabularnewline
30 & 0.006729 & 0.0441 & 0.482506 \tabularnewline
31 & 0.070767 & 0.4641 & 0.322475 \tabularnewline
32 & 0.037879 & 0.2484 & 0.402509 \tabularnewline
33 & 0.044047 & 0.2888 & 0.387047 \tabularnewline
34 & -0.066093 & -0.4334 & 0.333445 \tabularnewline
35 & -0.065374 & -0.4287 & 0.335146 \tabularnewline
36 & -0.062805 & -0.4118 & 0.34125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59344&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]0.443785[/C][C]2.9101[/C][C]0.002851[/C][/ROW]
[ROW][C]2[/C][C]0.044736[/C][C]0.2934[/C][C]0.385331[/C][/ROW]
[ROW][C]3[/C][C]-0.323836[/C][C]-2.1235[/C][C]0.019751[/C][/ROW]
[ROW][C]4[/C][C]-0.350684[/C][C]-2.2996[/C][C]0.013195[/C][/ROW]
[ROW][C]5[/C][C]-0.132414[/C][C]-0.8683[/C][C]0.195026[/C][/ROW]
[ROW][C]6[/C][C]0.040561[/C][C]0.266[/C][C]0.395765[/C][/ROW]
[ROW][C]7[/C][C]0.127654[/C][C]0.8371[/C][C]0.203587[/C][/ROW]
[ROW][C]8[/C][C]0.028437[/C][C]0.1865[/C][C]0.426474[/C][/ROW]
[ROW][C]9[/C][C]-0.067328[/C][C]-0.4415[/C][C]0.330533[/C][/ROW]
[ROW][C]10[/C][C]-0.085225[/C][C]-0.5589[/C][C]0.28958[/C][/ROW]
[ROW][C]11[/C][C]0.072561[/C][C]0.4758[/C][C]0.318307[/C][/ROW]
[ROW][C]12[/C][C]-0.032425[/C][C]-0.2126[/C][C]0.416311[/C][/ROW]
[ROW][C]13[/C][C]0.072964[/C][C]0.4785[/C][C]0.317375[/C][/ROW]
[ROW][C]14[/C][C]0.004174[/C][C]0.0274[/C][C]0.489145[/C][/ROW]
[ROW][C]15[/C][C]-0.057786[/C][C]-0.3789[/C][C]0.353304[/C][/ROW]
[ROW][C]16[/C][C]-0.165189[/C][C]-1.0832[/C][C]0.142375[/C][/ROW]
[ROW][C]17[/C][C]-0.172483[/C][C]-1.131[/C][C]0.132152[/C][/ROW]
[ROW][C]18[/C][C]0.015064[/C][C]0.0988[/C][C]0.460886[/C][/ROW]
[ROW][C]19[/C][C]0.109283[/C][C]0.7166[/C][C]0.238742[/C][/ROW]
[ROW][C]20[/C][C]0.257699[/C][C]1.6898[/C][C]0.049148[/C][/ROW]
[ROW][C]21[/C][C]0.198452[/C][C]1.3013[/C][C]0.100036[/C][/ROW]
[ROW][C]22[/C][C]0.039219[/C][C]0.2572[/C][C]0.399134[/C][/ROW]
[ROW][C]23[/C][C]-0.227839[/C][C]-1.494[/C][C]0.071233[/C][/ROW]
[ROW][C]24[/C][C]-0.26709[/C][C]-1.7514[/C][C]0.043502[/C][/ROW]
[ROW][C]25[/C][C]-0.180292[/C][C]-1.1823[/C][C]0.121801[/C][/ROW]
[ROW][C]26[/C][C]-0.091349[/C][C]-0.599[/C][C]0.276152[/C][/ROW]
[ROW][C]27[/C][C]-0.024426[/C][C]-0.1602[/C][C]0.436749[/C][/ROW]
[ROW][C]28[/C][C]-0.013079[/C][C]-0.0858[/C][C]0.466025[/C][/ROW]
[ROW][C]29[/C][C]0.04265[/C][C]0.2797[/C][C]0.390534[/C][/ROW]
[ROW][C]30[/C][C]0.006729[/C][C]0.0441[/C][C]0.482506[/C][/ROW]
[ROW][C]31[/C][C]0.070767[/C][C]0.4641[/C][C]0.322475[/C][/ROW]
[ROW][C]32[/C][C]0.037879[/C][C]0.2484[/C][C]0.402509[/C][/ROW]
[ROW][C]33[/C][C]0.044047[/C][C]0.2888[/C][C]0.387047[/C][/ROW]
[ROW][C]34[/C][C]-0.066093[/C][C]-0.4334[/C][C]0.333445[/C][/ROW]
[ROW][C]35[/C][C]-0.065374[/C][C]-0.4287[/C][C]0.335146[/C][/ROW]
[ROW][C]36[/C][C]-0.062805[/C][C]-0.4118[/C][C]0.34125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59344&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
10.4437852.91010.002851
20.0447360.29340.385331
3-0.323836-2.12350.019751
4-0.350684-2.29960.013195
5-0.132414-0.86830.195026
60.0405610.2660.395765
70.1276540.83710.203587
80.0284370.18650.426474
9-0.067328-0.44150.330533
10-0.085225-0.55890.28958
110.0725610.47580.318307
12-0.032425-0.21260.416311
130.0729640.47850.317375
140.0041740.02740.489145
15-0.057786-0.37890.353304
16-0.165189-1.08320.142375
17-0.172483-1.1310.132152
180.0150640.09880.460886
190.1092830.71660.238742
200.2576991.68980.049148
210.1984521.30130.100036
220.0392190.25720.399134
23-0.227839-1.4940.071233
24-0.26709-1.75140.043502
25-0.180292-1.18230.121801
26-0.091349-0.5990.276152
27-0.024426-0.16020.436749
28-0.013079-0.08580.466025
290.042650.27970.390534
300.0067290.04410.482506
310.0707670.46410.322475
320.0378790.24840.402509
330.0440470.28880.387047
34-0.066093-0.43340.333445
35-0.065374-0.42870.335146
36-0.062805-0.41180.34125







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4437852.91010.002851
2-0.189538-1.24290.110323
3-0.340141-2.23050.015494
4-0.071882-0.47140.319882
50.0935150.61320.271482
6-0.043839-0.28750.387567
7-0.033735-0.22120.412985
8-0.092628-0.60740.273388
9-0.038392-0.25180.401215
100.0138510.09080.464027
110.1569651.02930.15455
12-0.26913-1.76480.042349
130.1541311.01070.158906
140.0030580.02010.492048
15-0.11153-0.73140.234265
16-0.189041-1.23960.110918
170.0071670.0470.481365
180.1197460.78520.218314
19-0.020967-0.13750.445642
200.1269760.83260.204826
210.0249630.16370.43537
22-0.074459-0.48830.313923
23-0.090013-0.59030.279054
24-0.073741-0.48360.315578
25-0.029334-0.19240.424185
26-0.193433-1.26840.105736
27-0.069783-0.45760.324772
28-0.078354-0.51380.305011
290.0077480.05080.479858
30-0.026972-0.17690.430222
31-0.040908-0.26830.394894
32-0.067265-0.44110.330681
330.0262290.1720.432123
34-0.082815-0.54310.294949
35-0.048415-0.31750.37621
36-0.060725-0.39820.346227

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443785 & 2.9101 & 0.002851 \tabularnewline
2 & -0.189538 & -1.2429 & 0.110323 \tabularnewline
3 & -0.340141 & -2.2305 & 0.015494 \tabularnewline
4 & -0.071882 & -0.4714 & 0.319882 \tabularnewline
5 & 0.093515 & 0.6132 & 0.271482 \tabularnewline
6 & -0.043839 & -0.2875 & 0.387567 \tabularnewline
7 & -0.033735 & -0.2212 & 0.412985 \tabularnewline
8 & -0.092628 & -0.6074 & 0.273388 \tabularnewline
9 & -0.038392 & -0.2518 & 0.401215 \tabularnewline
10 & 0.013851 & 0.0908 & 0.464027 \tabularnewline
11 & 0.156965 & 1.0293 & 0.15455 \tabularnewline
12 & -0.26913 & -1.7648 & 0.042349 \tabularnewline
13 & 0.154131 & 1.0107 & 0.158906 \tabularnewline
14 & 0.003058 & 0.0201 & 0.492048 \tabularnewline
15 & -0.11153 & -0.7314 & 0.234265 \tabularnewline
16 & -0.189041 & -1.2396 & 0.110918 \tabularnewline
17 & 0.007167 & 0.047 & 0.481365 \tabularnewline
18 & 0.119746 & 0.7852 & 0.218314 \tabularnewline
19 & -0.020967 & -0.1375 & 0.445642 \tabularnewline
20 & 0.126976 & 0.8326 & 0.204826 \tabularnewline
21 & 0.024963 & 0.1637 & 0.43537 \tabularnewline
22 & -0.074459 & -0.4883 & 0.313923 \tabularnewline
23 & -0.090013 & -0.5903 & 0.279054 \tabularnewline
24 & -0.073741 & -0.4836 & 0.315578 \tabularnewline
25 & -0.029334 & -0.1924 & 0.424185 \tabularnewline
26 & -0.193433 & -1.2684 & 0.105736 \tabularnewline
27 & -0.069783 & -0.4576 & 0.324772 \tabularnewline
28 & -0.078354 & -0.5138 & 0.305011 \tabularnewline
29 & 0.007748 & 0.0508 & 0.479858 \tabularnewline
30 & -0.026972 & -0.1769 & 0.430222 \tabularnewline
31 & -0.040908 & -0.2683 & 0.394894 \tabularnewline
32 & -0.067265 & -0.4411 & 0.330681 \tabularnewline
33 & 0.026229 & 0.172 & 0.432123 \tabularnewline
34 & -0.082815 & -0.5431 & 0.294949 \tabularnewline
35 & -0.048415 & -0.3175 & 0.37621 \tabularnewline
36 & -0.060725 & -0.3982 & 0.346227 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59344&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]0.443785[/C][C]2.9101[/C][C]0.002851[/C][/ROW]
[ROW][C]2[/C][C]-0.189538[/C][C]-1.2429[/C][C]0.110323[/C][/ROW]
[ROW][C]3[/C][C]-0.340141[/C][C]-2.2305[/C][C]0.015494[/C][/ROW]
[ROW][C]4[/C][C]-0.071882[/C][C]-0.4714[/C][C]0.319882[/C][/ROW]
[ROW][C]5[/C][C]0.093515[/C][C]0.6132[/C][C]0.271482[/C][/ROW]
[ROW][C]6[/C][C]-0.043839[/C][C]-0.2875[/C][C]0.387567[/C][/ROW]
[ROW][C]7[/C][C]-0.033735[/C][C]-0.2212[/C][C]0.412985[/C][/ROW]
[ROW][C]8[/C][C]-0.092628[/C][C]-0.6074[/C][C]0.273388[/C][/ROW]
[ROW][C]9[/C][C]-0.038392[/C][C]-0.2518[/C][C]0.401215[/C][/ROW]
[ROW][C]10[/C][C]0.013851[/C][C]0.0908[/C][C]0.464027[/C][/ROW]
[ROW][C]11[/C][C]0.156965[/C][C]1.0293[/C][C]0.15455[/C][/ROW]
[ROW][C]12[/C][C]-0.26913[/C][C]-1.7648[/C][C]0.042349[/C][/ROW]
[ROW][C]13[/C][C]0.154131[/C][C]1.0107[/C][C]0.158906[/C][/ROW]
[ROW][C]14[/C][C]0.003058[/C][C]0.0201[/C][C]0.492048[/C][/ROW]
[ROW][C]15[/C][C]-0.11153[/C][C]-0.7314[/C][C]0.234265[/C][/ROW]
[ROW][C]16[/C][C]-0.189041[/C][C]-1.2396[/C][C]0.110918[/C][/ROW]
[ROW][C]17[/C][C]0.007167[/C][C]0.047[/C][C]0.481365[/C][/ROW]
[ROW][C]18[/C][C]0.119746[/C][C]0.7852[/C][C]0.218314[/C][/ROW]
[ROW][C]19[/C][C]-0.020967[/C][C]-0.1375[/C][C]0.445642[/C][/ROW]
[ROW][C]20[/C][C]0.126976[/C][C]0.8326[/C][C]0.204826[/C][/ROW]
[ROW][C]21[/C][C]0.024963[/C][C]0.1637[/C][C]0.43537[/C][/ROW]
[ROW][C]22[/C][C]-0.074459[/C][C]-0.4883[/C][C]0.313923[/C][/ROW]
[ROW][C]23[/C][C]-0.090013[/C][C]-0.5903[/C][C]0.279054[/C][/ROW]
[ROW][C]24[/C][C]-0.073741[/C][C]-0.4836[/C][C]0.315578[/C][/ROW]
[ROW][C]25[/C][C]-0.029334[/C][C]-0.1924[/C][C]0.424185[/C][/ROW]
[ROW][C]26[/C][C]-0.193433[/C][C]-1.2684[/C][C]0.105736[/C][/ROW]
[ROW][C]27[/C][C]-0.069783[/C][C]-0.4576[/C][C]0.324772[/C][/ROW]
[ROW][C]28[/C][C]-0.078354[/C][C]-0.5138[/C][C]0.305011[/C][/ROW]
[ROW][C]29[/C][C]0.007748[/C][C]0.0508[/C][C]0.479858[/C][/ROW]
[ROW][C]30[/C][C]-0.026972[/C][C]-0.1769[/C][C]0.430222[/C][/ROW]
[ROW][C]31[/C][C]-0.040908[/C][C]-0.2683[/C][C]0.394894[/C][/ROW]
[ROW][C]32[/C][C]-0.067265[/C][C]-0.4411[/C][C]0.330681[/C][/ROW]
[ROW][C]33[/C][C]0.026229[/C][C]0.172[/C][C]0.432123[/C][/ROW]
[ROW][C]34[/C][C]-0.082815[/C][C]-0.5431[/C][C]0.294949[/C][/ROW]
[ROW][C]35[/C][C]-0.048415[/C][C]-0.3175[/C][C]0.37621[/C][/ROW]
[ROW][C]36[/C][C]-0.060725[/C][C]-0.3982[/C][C]0.346227[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59344&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59344&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
10.4437852.91010.002851
2-0.189538-1.24290.110323
3-0.340141-2.23050.015494
4-0.071882-0.47140.319882
50.0935150.61320.271482
6-0.043839-0.28750.387567
7-0.033735-0.22120.412985
8-0.092628-0.60740.273388
9-0.038392-0.25180.401215
100.0138510.09080.464027
110.1569651.02930.15455
12-0.26913-1.76480.042349
130.1541311.01070.158906
140.0030580.02010.492048
15-0.11153-0.73140.234265
16-0.189041-1.23960.110918
170.0071670.0470.481365
180.1197460.78520.218314
19-0.020967-0.13750.445642
200.1269760.83260.204826
210.0249630.16370.43537
22-0.074459-0.48830.313923
23-0.090013-0.59030.279054
24-0.073741-0.48360.315578
25-0.029334-0.19240.424185
26-0.193433-1.26840.105736
27-0.069783-0.45760.324772
28-0.078354-0.51380.305011
290.0077480.05080.479858
30-0.026972-0.17690.430222
31-0.040908-0.26830.394894
32-0.067265-0.44110.330681
330.0262290.1720.432123
34-0.082815-0.54310.294949
35-0.048415-0.31750.37621
36-0.060725-0.39820.346227



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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')