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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 computationWed, 25 Nov 2009 09:46:20 -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/t12591676287bxpkakfkk4slf0.htm/, Retrieved Tue, 07 May 2024 16:01:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59458, Retrieved Tue, 07 May 2024 16:01:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact176

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]
- R  D          [(Partial) Autocorrelation Function] [Model 1 (autocorr...] [2009-11-25 16:46:20] [d5837f25ec8937f9733a894c487f865c] [Current]
-   PD            [(Partial) Autocorrelation Function] [Model 1: D=1] [2009-11-25 16:54:24] [c0117c881d5fcd069841276db0c34efe]
-   P               [(Partial) Autocorrelation Function] [Model 1: D=1, d=1] [2009-11-25 17:09:22] [c0117c881d5fcd069841276db0c34efe]
-   P                 [(Partial) Autocorrelation Function] [Model 1: D=0, d=1] [2009-11-25 17:41:01] [c0117c881d5fcd069841276db0c34efe]
-   PD                [(Partial) Autocorrelation Function] [] [2009-11-28 11:25:31] [4f1a20f787b3465111b61213cdeef1a9]
-    D                [(Partial) Autocorrelation Function] [model 1: D=1, d=1] [2009-11-28 11:37:11] [4f1a20f787b3465111b61213cdeef1a9]
-   PD                  [(Partial) Autocorrelation Function] [model 1: D=0, d=1] [2009-11-28 11:46:39] [4f1a20f787b3465111b61213cdeef1a9]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3030.29
2803.47
2767.63
2882.6
2863.36
2897.06
3012.61
3142.95
3032.93
3045.78
3110.52
3013.24
2987.1
2995.55
2833.18
2848.96
2794.83
2845.26
2915.02
2892.63
2604.42
2641.65
2659.81
2638.53
2720.25
2745.88
2735.7
2811.7
2799.43
2555.28
2304.98
2214.95
2065.81
1940.49
2042
1995.37
1946.81
1765.9
1635.25
1833.42
1910.43
1959.67
1969.6
2061.41
2093.48
2120.88
2174.56
2196.72
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44

Tables (Output of Computation)





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=59458&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=59458&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59458&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9458757.32670
20.8881716.87970
30.8340786.46070
40.7677365.94690
50.7085345.48830
60.6521935.05192e-06
70.5847384.52941.4e-05
80.5079623.93470.00011
90.4302843.3330.000738
100.3461132.6810.004733
110.257151.99190.025471
120.1861691.44210.077242
130.117030.90650.184147
140.0534850.41430.340068
150.0069280.05370.47869
16-0.045964-0.3560.361533
17-0.095038-0.73620.232251
18-0.147994-1.14640.1281
19-0.21122-1.63610.053527
20-0.268123-2.07690.021052
21-0.295554-2.28930.012796
22-0.320149-2.47990.007984
23-0.353105-2.73510.004093
24-0.380542-2.94770.002278
25-0.411003-3.18360.001153
26-0.434574-3.36620.000667
27-0.436018-3.37740.000645
28-0.434735-3.36740.000665
29-0.431726-3.34410.000713
30-0.41896-3.24530.00096
31-0.402984-3.12150.001384
32-0.391434-3.0320.001792
33-0.376011-2.91260.002514
34-0.350645-2.71610.004309
35-0.331266-2.5660.006402
36-0.305799-2.36870.010544

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945875 & 7.3267 & 0 \tabularnewline
2 & 0.888171 & 6.8797 & 0 \tabularnewline
3 & 0.834078 & 6.4607 & 0 \tabularnewline
4 & 0.767736 & 5.9469 & 0 \tabularnewline
5 & 0.708534 & 5.4883 & 0 \tabularnewline
6 & 0.652193 & 5.0519 & 2e-06 \tabularnewline
7 & 0.584738 & 4.5294 & 1.4e-05 \tabularnewline
8 & 0.507962 & 3.9347 & 0.00011 \tabularnewline
9 & 0.430284 & 3.333 & 0.000738 \tabularnewline
10 & 0.346113 & 2.681 & 0.004733 \tabularnewline
11 & 0.25715 & 1.9919 & 0.025471 \tabularnewline
12 & 0.186169 & 1.4421 & 0.077242 \tabularnewline
13 & 0.11703 & 0.9065 & 0.184147 \tabularnewline
14 & 0.053485 & 0.4143 & 0.340068 \tabularnewline
15 & 0.006928 & 0.0537 & 0.47869 \tabularnewline
16 & -0.045964 & -0.356 & 0.361533 \tabularnewline
17 & -0.095038 & -0.7362 & 0.232251 \tabularnewline
18 & -0.147994 & -1.1464 & 0.1281 \tabularnewline
19 & -0.21122 & -1.6361 & 0.053527 \tabularnewline
20 & -0.268123 & -2.0769 & 0.021052 \tabularnewline
21 & -0.295554 & -2.2893 & 0.012796 \tabularnewline
22 & -0.320149 & -2.4799 & 0.007984 \tabularnewline
23 & -0.353105 & -2.7351 & 0.004093 \tabularnewline
24 & -0.380542 & -2.9477 & 0.002278 \tabularnewline
25 & -0.411003 & -3.1836 & 0.001153 \tabularnewline
26 & -0.434574 & -3.3662 & 0.000667 \tabularnewline
27 & -0.436018 & -3.3774 & 0.000645 \tabularnewline
28 & -0.434735 & -3.3674 & 0.000665 \tabularnewline
29 & -0.431726 & -3.3441 & 0.000713 \tabularnewline
30 & -0.41896 & -3.2453 & 0.00096 \tabularnewline
31 & -0.402984 & -3.1215 & 0.001384 \tabularnewline
32 & -0.391434 & -3.032 & 0.001792 \tabularnewline
33 & -0.376011 & -2.9126 & 0.002514 \tabularnewline
34 & -0.350645 & -2.7161 & 0.004309 \tabularnewline
35 & -0.331266 & -2.566 & 0.006402 \tabularnewline
36 & -0.305799 & -2.3687 & 0.010544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59458&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]0.945875[/C][C]7.3267[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.888171[/C][C]6.8797[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.834078[/C][C]6.4607[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.767736[/C][C]5.9469[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.708534[/C][C]5.4883[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.652193[/C][C]5.0519[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.584738[/C][C]4.5294[/C][C]1.4e-05[/C][/ROW]
[ROW][C]8[/C][C]0.507962[/C][C]3.9347[/C][C]0.00011[/C][/ROW]
[ROW][C]9[/C][C]0.430284[/C][C]3.333[/C][C]0.000738[/C][/ROW]
[ROW][C]10[/C][C]0.346113[/C][C]2.681[/C][C]0.004733[/C][/ROW]
[ROW][C]11[/C][C]0.25715[/C][C]1.9919[/C][C]0.025471[/C][/ROW]
[ROW][C]12[/C][C]0.186169[/C][C]1.4421[/C][C]0.077242[/C][/ROW]
[ROW][C]13[/C][C]0.11703[/C][C]0.9065[/C][C]0.184147[/C][/ROW]
[ROW][C]14[/C][C]0.053485[/C][C]0.4143[/C][C]0.340068[/C][/ROW]
[ROW][C]15[/C][C]0.006928[/C][C]0.0537[/C][C]0.47869[/C][/ROW]
[ROW][C]16[/C][C]-0.045964[/C][C]-0.356[/C][C]0.361533[/C][/ROW]
[ROW][C]17[/C][C]-0.095038[/C][C]-0.7362[/C][C]0.232251[/C][/ROW]
[ROW][C]18[/C][C]-0.147994[/C][C]-1.1464[/C][C]0.1281[/C][/ROW]
[ROW][C]19[/C][C]-0.21122[/C][C]-1.6361[/C][C]0.053527[/C][/ROW]
[ROW][C]20[/C][C]-0.268123[/C][C]-2.0769[/C][C]0.021052[/C][/ROW]
[ROW][C]21[/C][C]-0.295554[/C][C]-2.2893[/C][C]0.012796[/C][/ROW]
[ROW][C]22[/C][C]-0.320149[/C][C]-2.4799[/C][C]0.007984[/C][/ROW]
[ROW][C]23[/C][C]-0.353105[/C][C]-2.7351[/C][C]0.004093[/C][/ROW]
[ROW][C]24[/C][C]-0.380542[/C][C]-2.9477[/C][C]0.002278[/C][/ROW]
[ROW][C]25[/C][C]-0.411003[/C][C]-3.1836[/C][C]0.001153[/C][/ROW]
[ROW][C]26[/C][C]-0.434574[/C][C]-3.3662[/C][C]0.000667[/C][/ROW]
[ROW][C]27[/C][C]-0.436018[/C][C]-3.3774[/C][C]0.000645[/C][/ROW]
[ROW][C]28[/C][C]-0.434735[/C][C]-3.3674[/C][C]0.000665[/C][/ROW]
[ROW][C]29[/C][C]-0.431726[/C][C]-3.3441[/C][C]0.000713[/C][/ROW]
[ROW][C]30[/C][C]-0.41896[/C][C]-3.2453[/C][C]0.00096[/C][/ROW]
[ROW][C]31[/C][C]-0.402984[/C][C]-3.1215[/C][C]0.001384[/C][/ROW]
[ROW][C]32[/C][C]-0.391434[/C][C]-3.032[/C][C]0.001792[/C][/ROW]
[ROW][C]33[/C][C]-0.376011[/C][C]-2.9126[/C][C]0.002514[/C][/ROW]
[ROW][C]34[/C][C]-0.350645[/C][C]-2.7161[/C][C]0.004309[/C][/ROW]
[ROW][C]35[/C][C]-0.331266[/C][C]-2.566[/C][C]0.006402[/C][/ROW]
[ROW][C]36[/C][C]-0.305799[/C][C]-2.3687[/C][C]0.010544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59458&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59458&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
10.9458757.32670
20.8881716.87970
30.8340786.46070
40.7677365.94690
50.7085345.48830
60.6521935.05192e-06
70.5847384.52941.4e-05
80.5079623.93470.00011
90.4302843.3330.000738
100.3461132.6810.004733
110.257151.99190.025471
120.1861691.44210.077242
130.117030.90650.184147
140.0534850.41430.340068
150.0069280.05370.47869
16-0.045964-0.3560.361533
17-0.095038-0.73620.232251
18-0.147994-1.14640.1281
19-0.21122-1.63610.053527
20-0.268123-2.07690.021052
21-0.295554-2.28930.012796
22-0.320149-2.47990.007984
23-0.353105-2.73510.004093
24-0.380542-2.94770.002278
25-0.411003-3.18360.001153
26-0.434574-3.36620.000667
27-0.436018-3.37740.000645
28-0.434735-3.36740.000665
29-0.431726-3.34410.000713
30-0.41896-3.24530.00096
31-0.402984-3.12150.001384
32-0.391434-3.0320.001792
33-0.376011-2.91260.002514
34-0.350645-2.71610.004309
35-0.331266-2.5660.006402
36-0.305799-2.36870.010544






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9458757.32670
2-0.061806-0.47870.316929
30.004930.03820.484832
4-0.148545-1.15060.127225
50.0409990.31760.375955
6-0.021372-0.16550.434536
7-0.125199-0.96980.168023
8-0.142-1.09990.137879
9-0.062385-0.48320.315345
10-0.104013-0.80570.211805
11-0.106168-0.82240.207061
120.0899930.69710.244221
13-0.042181-0.32670.372504
140.0255660.1980.421844
150.0808440.62620.266774
16-0.08492-0.65780.256596
170.0146070.11310.455148
18-0.143461-1.11120.135449
19-0.161835-1.25360.107431
20-0.045211-0.35020.363706
210.1917251.48510.071377
22-0.058887-0.45610.32497
23-0.140667-1.08960.140123
24-0.064127-0.49670.310598
25-0.035986-0.27870.3907
260.1099790.85190.19883
270.1149850.89070.188332
28-0.027988-0.21680.414553
29-0.049289-0.38180.351982
30-0.023566-0.18250.427887
310.0098280.07610.469784
32-0.03795-0.2940.384902
33-0.047811-0.37030.356216
340.0286510.22190.412562
35-0.038951-0.30170.381956
36-0.004013-0.03110.487652

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945875 & 7.3267 & 0 \tabularnewline
2 & -0.061806 & -0.4787 & 0.316929 \tabularnewline
3 & 0.00493 & 0.0382 & 0.484832 \tabularnewline
4 & -0.148545 & -1.1506 & 0.127225 \tabularnewline
5 & 0.040999 & 0.3176 & 0.375955 \tabularnewline
6 & -0.021372 & -0.1655 & 0.434536 \tabularnewline
7 & -0.125199 & -0.9698 & 0.168023 \tabularnewline
8 & -0.142 & -1.0999 & 0.137879 \tabularnewline
9 & -0.062385 & -0.4832 & 0.315345 \tabularnewline
10 & -0.104013 & -0.8057 & 0.211805 \tabularnewline
11 & -0.106168 & -0.8224 & 0.207061 \tabularnewline
12 & 0.089993 & 0.6971 & 0.244221 \tabularnewline
13 & -0.042181 & -0.3267 & 0.372504 \tabularnewline
14 & 0.025566 & 0.198 & 0.421844 \tabularnewline
15 & 0.080844 & 0.6262 & 0.266774 \tabularnewline
16 & -0.08492 & -0.6578 & 0.256596 \tabularnewline
17 & 0.014607 & 0.1131 & 0.455148 \tabularnewline
18 & -0.143461 & -1.1112 & 0.135449 \tabularnewline
19 & -0.161835 & -1.2536 & 0.107431 \tabularnewline
20 & -0.045211 & -0.3502 & 0.363706 \tabularnewline
21 & 0.191725 & 1.4851 & 0.071377 \tabularnewline
22 & -0.058887 & -0.4561 & 0.32497 \tabularnewline
23 & -0.140667 & -1.0896 & 0.140123 \tabularnewline
24 & -0.064127 & -0.4967 & 0.310598 \tabularnewline
25 & -0.035986 & -0.2787 & 0.3907 \tabularnewline
26 & 0.109979 & 0.8519 & 0.19883 \tabularnewline
27 & 0.114985 & 0.8907 & 0.188332 \tabularnewline
28 & -0.027988 & -0.2168 & 0.414553 \tabularnewline
29 & -0.049289 & -0.3818 & 0.351982 \tabularnewline
30 & -0.023566 & -0.1825 & 0.427887 \tabularnewline
31 & 0.009828 & 0.0761 & 0.469784 \tabularnewline
32 & -0.03795 & -0.294 & 0.384902 \tabularnewline
33 & -0.047811 & -0.3703 & 0.356216 \tabularnewline
34 & 0.028651 & 0.2219 & 0.412562 \tabularnewline
35 & -0.038951 & -0.3017 & 0.381956 \tabularnewline
36 & -0.004013 & -0.0311 & 0.487652 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59458&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]0.945875[/C][C]7.3267[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.061806[/C][C]-0.4787[/C][C]0.316929[/C][/ROW]
[ROW][C]3[/C][C]0.00493[/C][C]0.0382[/C][C]0.484832[/C][/ROW]
[ROW][C]4[/C][C]-0.148545[/C][C]-1.1506[/C][C]0.127225[/C][/ROW]
[ROW][C]5[/C][C]0.040999[/C][C]0.3176[/C][C]0.375955[/C][/ROW]
[ROW][C]6[/C][C]-0.021372[/C][C]-0.1655[/C][C]0.434536[/C][/ROW]
[ROW][C]7[/C][C]-0.125199[/C][C]-0.9698[/C][C]0.168023[/C][/ROW]
[ROW][C]8[/C][C]-0.142[/C][C]-1.0999[/C][C]0.137879[/C][/ROW]
[ROW][C]9[/C][C]-0.062385[/C][C]-0.4832[/C][C]0.315345[/C][/ROW]
[ROW][C]10[/C][C]-0.104013[/C][C]-0.8057[/C][C]0.211805[/C][/ROW]
[ROW][C]11[/C][C]-0.106168[/C][C]-0.8224[/C][C]0.207061[/C][/ROW]
[ROW][C]12[/C][C]0.089993[/C][C]0.6971[/C][C]0.244221[/C][/ROW]
[ROW][C]13[/C][C]-0.042181[/C][C]-0.3267[/C][C]0.372504[/C][/ROW]
[ROW][C]14[/C][C]0.025566[/C][C]0.198[/C][C]0.421844[/C][/ROW]
[ROW][C]15[/C][C]0.080844[/C][C]0.6262[/C][C]0.266774[/C][/ROW]
[ROW][C]16[/C][C]-0.08492[/C][C]-0.6578[/C][C]0.256596[/C][/ROW]
[ROW][C]17[/C][C]0.014607[/C][C]0.1131[/C][C]0.455148[/C][/ROW]
[ROW][C]18[/C][C]-0.143461[/C][C]-1.1112[/C][C]0.135449[/C][/ROW]
[ROW][C]19[/C][C]-0.161835[/C][C]-1.2536[/C][C]0.107431[/C][/ROW]
[ROW][C]20[/C][C]-0.045211[/C][C]-0.3502[/C][C]0.363706[/C][/ROW]
[ROW][C]21[/C][C]0.191725[/C][C]1.4851[/C][C]0.071377[/C][/ROW]
[ROW][C]22[/C][C]-0.058887[/C][C]-0.4561[/C][C]0.32497[/C][/ROW]
[ROW][C]23[/C][C]-0.140667[/C][C]-1.0896[/C][C]0.140123[/C][/ROW]
[ROW][C]24[/C][C]-0.064127[/C][C]-0.4967[/C][C]0.310598[/C][/ROW]
[ROW][C]25[/C][C]-0.035986[/C][C]-0.2787[/C][C]0.3907[/C][/ROW]
[ROW][C]26[/C][C]0.109979[/C][C]0.8519[/C][C]0.19883[/C][/ROW]
[ROW][C]27[/C][C]0.114985[/C][C]0.8907[/C][C]0.188332[/C][/ROW]
[ROW][C]28[/C][C]-0.027988[/C][C]-0.2168[/C][C]0.414553[/C][/ROW]
[ROW][C]29[/C][C]-0.049289[/C][C]-0.3818[/C][C]0.351982[/C][/ROW]
[ROW][C]30[/C][C]-0.023566[/C][C]-0.1825[/C][C]0.427887[/C][/ROW]
[ROW][C]31[/C][C]0.009828[/C][C]0.0761[/C][C]0.469784[/C][/ROW]
[ROW][C]32[/C][C]-0.03795[/C][C]-0.294[/C][C]0.384902[/C][/ROW]
[ROW][C]33[/C][C]-0.047811[/C][C]-0.3703[/C][C]0.356216[/C][/ROW]
[ROW][C]34[/C][C]0.028651[/C][C]0.2219[/C][C]0.412562[/C][/ROW]
[ROW][C]35[/C][C]-0.038951[/C][C]-0.3017[/C][C]0.381956[/C][/ROW]
[ROW][C]36[/C][C]-0.004013[/C][C]-0.0311[/C][C]0.487652[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59458&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59458&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
10.9458757.32670
2-0.061806-0.47870.316929
30.004930.03820.484832
4-0.148545-1.15060.127225
50.0409990.31760.375955
6-0.021372-0.16550.434536
7-0.125199-0.96980.168023
8-0.142-1.09990.137879
9-0.062385-0.48320.315345
10-0.104013-0.80570.211805
11-0.106168-0.82240.207061
120.0899930.69710.244221
13-0.042181-0.32670.372504
140.0255660.1980.421844
150.0808440.62620.266774
16-0.08492-0.65780.256596
170.0146070.11310.455148
18-0.143461-1.11120.135449
19-0.161835-1.25360.107431
20-0.045211-0.35020.363706
210.1917251.48510.071377
22-0.058887-0.45610.32497
23-0.140667-1.08960.140123
24-0.064127-0.49670.310598
25-0.035986-0.27870.3907
260.1099790.85190.19883
270.1149850.89070.188332
28-0.027988-0.21680.414553
29-0.049289-0.38180.351982
30-0.023566-0.18250.427887
310.0098280.07610.469784
32-0.03795-0.2940.384902
33-0.047811-0.37030.356216
340.0286510.22190.412562
35-0.038951-0.30170.381956
36-0.004013-0.03110.487652


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 = 0 ; 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')