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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 11:57:31 -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/t125917559971xbivux2ajg1hb.htm/, Retrieved Tue, 07 May 2024 22:35:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59566, Retrieved Tue, 07 May 2024 22:35:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [ACF Link 2] [2009-11-25 18:57:31] [026d431dc78a3ce53a040b5408fc0322] [Current]
-    D            [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2009-12-02 19:11:03] [74be16979710d4c4e7c6647856088456]
-    D            [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2009-12-02 19:11:03] [1f74ef2f756548f1f3a7b6136ea56d7f]
-                   [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2009-12-02 20:15:15] [1f74ef2f756548f1f3a7b6136ea56d7f]
-   PD                [(Partial) Autocorrelation Function] [WS 9 ACF : d=2, D...] [2009-12-04 14:11:55] [af8eb90b4bf1bcfcc4325c143dbee260]
-   PD                  [(Partial) Autocorrelation Function] [WS 9 D=1, d=1] [2009-12-09 16:35:12] [aba88da643e3763d32ff92bd8f92a385]
-   PD              [(Partial) Autocorrelation Function] [WS 9 ACF d=1, D=0...] [2009-12-04 14:02:59] [af8eb90b4bf1bcfcc4325c143dbee260]
-   PD              [(Partial) Autocorrelation Function] [WS9 ACF : d=2, D=...] [2009-12-04 14:08:10] [af8eb90b4bf1bcfcc4325c143dbee260]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5250.0
3937.0
4004.0
5560.0
3922.0
3759.0
4138.0
4634.0
3996.0
4308.0
4143.0
4429.0
5219.0
4929.0
5755.0
5592.0
4163.0
4962.0
5208.0
4755.0
4491.0
5732.0
5731.0
5040.0
6102.0
4904.0
5369.0
5578.0
4619.0
4731.0
5011.0
5299.0
4146.0
4625.0
4736.0
4219.0
5116.0
4205.0
4121.0
5103.0
4300.0
4578.0
3809.0
5526.0
4247.0
3830.0
4394.0
4826.0
4409.0
4569.0
4106.0
4794.0
3914.0
3793.0
4405.0
4022.0
4100.0
4788.0
3163.0
3585.0
3903.0

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59566&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]3 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=59566&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59566&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4022142.81550.003498
20.2354351.6480.052871
30.4724243.3070.000886
40.3970582.77940.003851
50.2115931.48120.072484
60.2001471.4010.083753
70.3065922.14610.01842
80.1935891.35510.090796
90.0714530.50020.309596
100.1493881.04570.150411
11-0.065919-0.46140.323265
12-0.18929-1.3250.095654
13-0.025164-0.17610.430453
14-0.096837-0.67790.250526
15-0.17064-1.19450.119021
16-0.148462-1.03920.151898
17-0.072703-0.50890.306546
18-0.104414-0.73090.234162
19-0.117648-0.82350.207097
20-0.160052-1.12040.13401
21-0.144559-1.01190.158276
22-0.049987-0.34990.363953
23-0.042986-0.30090.382381
24-0.183132-1.28190.102951
25-0.026663-0.18660.426355
260.0809420.56660.286789
27-0.057658-0.40360.344129
28-0.140724-0.98510.164715
29-0.016786-0.11750.453471
30-0.015377-0.10760.45736
31-0.1624-1.13680.130576
32-0.064236-0.44960.327473
330.0029670.02080.491758
34-0.113715-0.7960.214935
35-0.073364-0.51350.304939
36-0.056499-0.39550.347098

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.402214 & 2.8155 & 0.003498 \tabularnewline
2 & 0.235435 & 1.648 & 0.052871 \tabularnewline
3 & 0.472424 & 3.307 & 0.000886 \tabularnewline
4 & 0.397058 & 2.7794 & 0.003851 \tabularnewline
5 & 0.211593 & 1.4812 & 0.072484 \tabularnewline
6 & 0.200147 & 1.401 & 0.083753 \tabularnewline
7 & 0.306592 & 2.1461 & 0.01842 \tabularnewline
8 & 0.193589 & 1.3551 & 0.090796 \tabularnewline
9 & 0.071453 & 0.5002 & 0.309596 \tabularnewline
10 & 0.149388 & 1.0457 & 0.150411 \tabularnewline
11 & -0.065919 & -0.4614 & 0.323265 \tabularnewline
12 & -0.18929 & -1.325 & 0.095654 \tabularnewline
13 & -0.025164 & -0.1761 & 0.430453 \tabularnewline
14 & -0.096837 & -0.6779 & 0.250526 \tabularnewline
15 & -0.17064 & -1.1945 & 0.119021 \tabularnewline
16 & -0.148462 & -1.0392 & 0.151898 \tabularnewline
17 & -0.072703 & -0.5089 & 0.306546 \tabularnewline
18 & -0.104414 & -0.7309 & 0.234162 \tabularnewline
19 & -0.117648 & -0.8235 & 0.207097 \tabularnewline
20 & -0.160052 & -1.1204 & 0.13401 \tabularnewline
21 & -0.144559 & -1.0119 & 0.158276 \tabularnewline
22 & -0.049987 & -0.3499 & 0.363953 \tabularnewline
23 & -0.042986 & -0.3009 & 0.382381 \tabularnewline
24 & -0.183132 & -1.2819 & 0.102951 \tabularnewline
25 & -0.026663 & -0.1866 & 0.426355 \tabularnewline
26 & 0.080942 & 0.5666 & 0.286789 \tabularnewline
27 & -0.057658 & -0.4036 & 0.344129 \tabularnewline
28 & -0.140724 & -0.9851 & 0.164715 \tabularnewline
29 & -0.016786 & -0.1175 & 0.453471 \tabularnewline
30 & -0.015377 & -0.1076 & 0.45736 \tabularnewline
31 & -0.1624 & -1.1368 & 0.130576 \tabularnewline
32 & -0.064236 & -0.4496 & 0.327473 \tabularnewline
33 & 0.002967 & 0.0208 & 0.491758 \tabularnewline
34 & -0.113715 & -0.796 & 0.214935 \tabularnewline
35 & -0.073364 & -0.5135 & 0.304939 \tabularnewline
36 & -0.056499 & -0.3955 & 0.347098 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59566&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]0.402214[/C][C]2.8155[/C][C]0.003498[/C][/ROW]
[ROW][C]2[/C][C]0.235435[/C][C]1.648[/C][C]0.052871[/C][/ROW]
[ROW][C]3[/C][C]0.472424[/C][C]3.307[/C][C]0.000886[/C][/ROW]
[ROW][C]4[/C][C]0.397058[/C][C]2.7794[/C][C]0.003851[/C][/ROW]
[ROW][C]5[/C][C]0.211593[/C][C]1.4812[/C][C]0.072484[/C][/ROW]
[ROW][C]6[/C][C]0.200147[/C][C]1.401[/C][C]0.083753[/C][/ROW]
[ROW][C]7[/C][C]0.306592[/C][C]2.1461[/C][C]0.01842[/C][/ROW]
[ROW][C]8[/C][C]0.193589[/C][C]1.3551[/C][C]0.090796[/C][/ROW]
[ROW][C]9[/C][C]0.071453[/C][C]0.5002[/C][C]0.309596[/C][/ROW]
[ROW][C]10[/C][C]0.149388[/C][C]1.0457[/C][C]0.150411[/C][/ROW]
[ROW][C]11[/C][C]-0.065919[/C][C]-0.4614[/C][C]0.323265[/C][/ROW]
[ROW][C]12[/C][C]-0.18929[/C][C]-1.325[/C][C]0.095654[/C][/ROW]
[ROW][C]13[/C][C]-0.025164[/C][C]-0.1761[/C][C]0.430453[/C][/ROW]
[ROW][C]14[/C][C]-0.096837[/C][C]-0.6779[/C][C]0.250526[/C][/ROW]
[ROW][C]15[/C][C]-0.17064[/C][C]-1.1945[/C][C]0.119021[/C][/ROW]
[ROW][C]16[/C][C]-0.148462[/C][C]-1.0392[/C][C]0.151898[/C][/ROW]
[ROW][C]17[/C][C]-0.072703[/C][C]-0.5089[/C][C]0.306546[/C][/ROW]
[ROW][C]18[/C][C]-0.104414[/C][C]-0.7309[/C][C]0.234162[/C][/ROW]
[ROW][C]19[/C][C]-0.117648[/C][C]-0.8235[/C][C]0.207097[/C][/ROW]
[ROW][C]20[/C][C]-0.160052[/C][C]-1.1204[/C][C]0.13401[/C][/ROW]
[ROW][C]21[/C][C]-0.144559[/C][C]-1.0119[/C][C]0.158276[/C][/ROW]
[ROW][C]22[/C][C]-0.049987[/C][C]-0.3499[/C][C]0.363953[/C][/ROW]
[ROW][C]23[/C][C]-0.042986[/C][C]-0.3009[/C][C]0.382381[/C][/ROW]
[ROW][C]24[/C][C]-0.183132[/C][C]-1.2819[/C][C]0.102951[/C][/ROW]
[ROW][C]25[/C][C]-0.026663[/C][C]-0.1866[/C][C]0.426355[/C][/ROW]
[ROW][C]26[/C][C]0.080942[/C][C]0.5666[/C][C]0.286789[/C][/ROW]
[ROW][C]27[/C][C]-0.057658[/C][C]-0.4036[/C][C]0.344129[/C][/ROW]
[ROW][C]28[/C][C]-0.140724[/C][C]-0.9851[/C][C]0.164715[/C][/ROW]
[ROW][C]29[/C][C]-0.016786[/C][C]-0.1175[/C][C]0.453471[/C][/ROW]
[ROW][C]30[/C][C]-0.015377[/C][C]-0.1076[/C][C]0.45736[/C][/ROW]
[ROW][C]31[/C][C]-0.1624[/C][C]-1.1368[/C][C]0.130576[/C][/ROW]
[ROW][C]32[/C][C]-0.064236[/C][C]-0.4496[/C][C]0.327473[/C][/ROW]
[ROW][C]33[/C][C]0.002967[/C][C]0.0208[/C][C]0.491758[/C][/ROW]
[ROW][C]34[/C][C]-0.113715[/C][C]-0.796[/C][C]0.214935[/C][/ROW]
[ROW][C]35[/C][C]-0.073364[/C][C]-0.5135[/C][C]0.304939[/C][/ROW]
[ROW][C]36[/C][C]-0.056499[/C][C]-0.3955[/C][C]0.347098[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59566&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59566&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
10.4022142.81550.003498
20.2354351.6480.052871
30.4724243.3070.000886
40.3970582.77940.003851
50.2115931.48120.072484
60.2001471.4010.083753
70.3065922.14610.01842
80.1935891.35510.090796
90.0714530.50020.309596
100.1493881.04570.150411
11-0.065919-0.46140.323265
12-0.18929-1.3250.095654
13-0.025164-0.17610.430453
14-0.096837-0.67790.250526
15-0.17064-1.19450.119021
16-0.148462-1.03920.151898
17-0.072703-0.50890.306546
18-0.104414-0.73090.234162
19-0.117648-0.82350.207097
20-0.160052-1.12040.13401
21-0.144559-1.01190.158276
22-0.049987-0.34990.363953
23-0.042986-0.30090.382381
24-0.183132-1.28190.102951
25-0.026663-0.18660.426355
260.0809420.56660.286789
27-0.057658-0.40360.344129
28-0.140724-0.98510.164715
29-0.016786-0.11750.453471
30-0.015377-0.10760.45736
31-0.1624-1.13680.130576
32-0.064236-0.44960.327473
330.0029670.02080.491758
34-0.113715-0.7960.214935
35-0.073364-0.51350.304939
36-0.056499-0.39550.347098






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4022142.81550.003498
20.0878750.61510.270658
30.4216472.95150.00242
40.1277750.89440.187733
5-0.016622-0.11640.453925
6-0.061501-0.43050.334356
70.0962330.67360.251855
8-0.034464-0.24120.405185
9-0.065279-0.4570.324861
100.002960.02070.491775
11-0.33127-2.31890.012307
12-0.216553-1.51590.067988
130.0292750.20490.419239
14-0.027078-0.18950.425223
150.0952740.66690.253977
160.0100280.07020.472161
170.0616590.43160.333959
180.0772190.54050.295638
190.1817061.27190.104699
20-0.111024-0.77720.220398
21-0.029808-0.20870.417792
220.0427770.29940.382936
23-0.067651-0.47360.318959
24-0.223158-1.56210.06235
250.0676760.47370.318898
260.0222870.1560.438333
27-0.037268-0.26090.397641
28-0.114893-0.80430.212567
29-0.02395-0.16770.433773
30-0.016397-0.11480.454545
31-0.039298-0.27510.392202
320.0172280.12060.452251
330.0237830.16650.434231
340.0185090.12960.448721
350.0256520.17960.429117
36-0.128797-0.90160.185845

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.402214 & 2.8155 & 0.003498 \tabularnewline
2 & 0.087875 & 0.6151 & 0.270658 \tabularnewline
3 & 0.421647 & 2.9515 & 0.00242 \tabularnewline
4 & 0.127775 & 0.8944 & 0.187733 \tabularnewline
5 & -0.016622 & -0.1164 & 0.453925 \tabularnewline
6 & -0.061501 & -0.4305 & 0.334356 \tabularnewline
7 & 0.096233 & 0.6736 & 0.251855 \tabularnewline
8 & -0.034464 & -0.2412 & 0.405185 \tabularnewline
9 & -0.065279 & -0.457 & 0.324861 \tabularnewline
10 & 0.00296 & 0.0207 & 0.491775 \tabularnewline
11 & -0.33127 & -2.3189 & 0.012307 \tabularnewline
12 & -0.216553 & -1.5159 & 0.067988 \tabularnewline
13 & 0.029275 & 0.2049 & 0.419239 \tabularnewline
14 & -0.027078 & -0.1895 & 0.425223 \tabularnewline
15 & 0.095274 & 0.6669 & 0.253977 \tabularnewline
16 & 0.010028 & 0.0702 & 0.472161 \tabularnewline
17 & 0.061659 & 0.4316 & 0.333959 \tabularnewline
18 & 0.077219 & 0.5405 & 0.295638 \tabularnewline
19 & 0.181706 & 1.2719 & 0.104699 \tabularnewline
20 & -0.111024 & -0.7772 & 0.220398 \tabularnewline
21 & -0.029808 & -0.2087 & 0.417792 \tabularnewline
22 & 0.042777 & 0.2994 & 0.382936 \tabularnewline
23 & -0.067651 & -0.4736 & 0.318959 \tabularnewline
24 & -0.223158 & -1.5621 & 0.06235 \tabularnewline
25 & 0.067676 & 0.4737 & 0.318898 \tabularnewline
26 & 0.022287 & 0.156 & 0.438333 \tabularnewline
27 & -0.037268 & -0.2609 & 0.397641 \tabularnewline
28 & -0.114893 & -0.8043 & 0.212567 \tabularnewline
29 & -0.02395 & -0.1677 & 0.433773 \tabularnewline
30 & -0.016397 & -0.1148 & 0.454545 \tabularnewline
31 & -0.039298 & -0.2751 & 0.392202 \tabularnewline
32 & 0.017228 & 0.1206 & 0.452251 \tabularnewline
33 & 0.023783 & 0.1665 & 0.434231 \tabularnewline
34 & 0.018509 & 0.1296 & 0.448721 \tabularnewline
35 & 0.025652 & 0.1796 & 0.429117 \tabularnewline
36 & -0.128797 & -0.9016 & 0.185845 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59566&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]0.402214[/C][C]2.8155[/C][C]0.003498[/C][/ROW]
[ROW][C]2[/C][C]0.087875[/C][C]0.6151[/C][C]0.270658[/C][/ROW]
[ROW][C]3[/C][C]0.421647[/C][C]2.9515[/C][C]0.00242[/C][/ROW]
[ROW][C]4[/C][C]0.127775[/C][C]0.8944[/C][C]0.187733[/C][/ROW]
[ROW][C]5[/C][C]-0.016622[/C][C]-0.1164[/C][C]0.453925[/C][/ROW]
[ROW][C]6[/C][C]-0.061501[/C][C]-0.4305[/C][C]0.334356[/C][/ROW]
[ROW][C]7[/C][C]0.096233[/C][C]0.6736[/C][C]0.251855[/C][/ROW]
[ROW][C]8[/C][C]-0.034464[/C][C]-0.2412[/C][C]0.405185[/C][/ROW]
[ROW][C]9[/C][C]-0.065279[/C][C]-0.457[/C][C]0.324861[/C][/ROW]
[ROW][C]10[/C][C]0.00296[/C][C]0.0207[/C][C]0.491775[/C][/ROW]
[ROW][C]11[/C][C]-0.33127[/C][C]-2.3189[/C][C]0.012307[/C][/ROW]
[ROW][C]12[/C][C]-0.216553[/C][C]-1.5159[/C][C]0.067988[/C][/ROW]
[ROW][C]13[/C][C]0.029275[/C][C]0.2049[/C][C]0.419239[/C][/ROW]
[ROW][C]14[/C][C]-0.027078[/C][C]-0.1895[/C][C]0.425223[/C][/ROW]
[ROW][C]15[/C][C]0.095274[/C][C]0.6669[/C][C]0.253977[/C][/ROW]
[ROW][C]16[/C][C]0.010028[/C][C]0.0702[/C][C]0.472161[/C][/ROW]
[ROW][C]17[/C][C]0.061659[/C][C]0.4316[/C][C]0.333959[/C][/ROW]
[ROW][C]18[/C][C]0.077219[/C][C]0.5405[/C][C]0.295638[/C][/ROW]
[ROW][C]19[/C][C]0.181706[/C][C]1.2719[/C][C]0.104699[/C][/ROW]
[ROW][C]20[/C][C]-0.111024[/C][C]-0.7772[/C][C]0.220398[/C][/ROW]
[ROW][C]21[/C][C]-0.029808[/C][C]-0.2087[/C][C]0.417792[/C][/ROW]
[ROW][C]22[/C][C]0.042777[/C][C]0.2994[/C][C]0.382936[/C][/ROW]
[ROW][C]23[/C][C]-0.067651[/C][C]-0.4736[/C][C]0.318959[/C][/ROW]
[ROW][C]24[/C][C]-0.223158[/C][C]-1.5621[/C][C]0.06235[/C][/ROW]
[ROW][C]25[/C][C]0.067676[/C][C]0.4737[/C][C]0.318898[/C][/ROW]
[ROW][C]26[/C][C]0.022287[/C][C]0.156[/C][C]0.438333[/C][/ROW]
[ROW][C]27[/C][C]-0.037268[/C][C]-0.2609[/C][C]0.397641[/C][/ROW]
[ROW][C]28[/C][C]-0.114893[/C][C]-0.8043[/C][C]0.212567[/C][/ROW]
[ROW][C]29[/C][C]-0.02395[/C][C]-0.1677[/C][C]0.433773[/C][/ROW]
[ROW][C]30[/C][C]-0.016397[/C][C]-0.1148[/C][C]0.454545[/C][/ROW]
[ROW][C]31[/C][C]-0.039298[/C][C]-0.2751[/C][C]0.392202[/C][/ROW]
[ROW][C]32[/C][C]0.017228[/C][C]0.1206[/C][C]0.452251[/C][/ROW]
[ROW][C]33[/C][C]0.023783[/C][C]0.1665[/C][C]0.434231[/C][/ROW]
[ROW][C]34[/C][C]0.018509[/C][C]0.1296[/C][C]0.448721[/C][/ROW]
[ROW][C]35[/C][C]0.025652[/C][C]0.1796[/C][C]0.429117[/C][/ROW]
[ROW][C]36[/C][C]-0.128797[/C][C]-0.9016[/C][C]0.185845[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59566&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59566&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
10.4022142.81550.003498
20.0878750.61510.270658
30.4216472.95150.00242
40.1277750.89440.187733
5-0.016622-0.11640.453925
6-0.061501-0.43050.334356
70.0962330.67360.251855
8-0.034464-0.24120.405185
9-0.065279-0.4570.324861
100.002960.02070.491775
11-0.33127-2.31890.012307
12-0.216553-1.51590.067988
130.0292750.20490.419239
14-0.027078-0.18950.425223
150.0952740.66690.253977
160.0100280.07020.472161
170.0616590.43160.333959
180.0772190.54050.295638
190.1817061.27190.104699
20-0.111024-0.77720.220398
21-0.029808-0.20870.417792
220.0427770.29940.382936
23-0.067651-0.47360.318959
24-0.223158-1.56210.06235
250.0676760.47370.318898
260.0222870.1560.438333
27-0.037268-0.26090.397641
28-0.114893-0.80430.212567
29-0.02395-0.16770.433773
30-0.016397-0.11480.454545
31-0.039298-0.27510.392202
320.0172280.12060.452251
330.0237830.16650.434231
340.0185090.12960.448721
350.0256520.17960.429117
36-0.128797-0.90160.185845


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')