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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 12:21:34 -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/t12591769620fwnqwu8830pt7o.htm/, Retrieved Tue, 07 May 2024 17:09:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59578, Retrieved Tue, 07 May 2024 17:09:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159

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] [Methode 1 d,D=0 l...] [2009-11-25 19:21:34] [e1f26cfd746b288ac2a466939c6f316e] [Current]
-   P             [(Partial) Autocorrelation Function] [Methode 1 d=0, D=...] [2009-11-25 19:28:04] [36becc366f59efff5c3495030cea7527]
- R P               [(Partial) Autocorrelation Function] [Methode 1 d=1, D=...] [2009-12-04 11:47:06] [74be16979710d4c4e7c6647856088456]
- R PD              [(Partial) Autocorrelation Function] [Methode 1 d=1, D=...] [2009-12-04 11:49:54] [4f1a20f787b3465111b61213cdeef1a9]
-   P                 [(Partial) Autocorrelation Function] [D=0, d=1 en λ=1] [2009-12-04 11:55:41] [4f1a20f787b3465111b61213cdeef1a9]
-   P               [(Partial) Autocorrelation Function] [Parameter d=1 en D=1] [2009-12-15 20:24:56] [36becc366f59efff5c3495030cea7527]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
105.7
105.7
111.1
82.4
60
107.3
99.3
113.5
108.9
100.2
103.9
138.7
120.2
100.2
143.2
70.9
85.2
133
136.6
117.9
106.3
122.3
125.5
148.4
126.3
99.6
140.4
80.3
92.6
138.5
110.9
119.6
105
109
129.4
148.6
101.4
134.8
143.7
81.6
90.3
141.5
140.7
140.2
100.2
125.7
119.6
134.7
109
116.3
146.9
97.4
89.4
132.1
139.8
129
112.5
121.9
121.7
123.1

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=59578&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=59578&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59578&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
10.0860950.66690.253699
2-0.205114-1.58880.05868
30.1372691.06330.145957
40.0566490.43880.331192
50.0686610.53180.298399
60.0791780.61330.270996
7-0.011607-0.08990.464331
80.0011740.00910.496387
90.0732760.56760.286215
10-0.245262-1.89980.031135
110.0384180.29760.383523
120.6043314.68118e-06
13-0.02201-0.17050.4326
14-0.234461-1.81610.037174
150.0153410.11880.452902
16-0.01644-0.12730.449547
17-0.017545-0.13590.446175
18-0.044597-0.34540.365484
19-0.034644-0.26840.394674
20-0.007127-0.05520.47808
210.0699510.54180.294968
22-0.227221-1.760.041749
230.0391750.30340.381299
240.4020933.11460.001412
25-0.053504-0.41440.340015
26-0.111839-0.86630.194888
270.0062160.04820.480878
28-0.064696-0.50110.309057
29-0.009764-0.07560.469982
30-0.030143-0.23350.40809
31-0.031541-0.24430.403911
32-0.00214-0.01660.493416
33-0.022205-0.1720.432008
34-0.171971-1.33210.093936
35-0.001141-0.00880.49649
360.2224231.72290.04503

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.086095 & 0.6669 & 0.253699 \tabularnewline
2 & -0.205114 & -1.5888 & 0.05868 \tabularnewline
3 & 0.137269 & 1.0633 & 0.145957 \tabularnewline
4 & 0.056649 & 0.4388 & 0.331192 \tabularnewline
5 & 0.068661 & 0.5318 & 0.298399 \tabularnewline
6 & 0.079178 & 0.6133 & 0.270996 \tabularnewline
7 & -0.011607 & -0.0899 & 0.464331 \tabularnewline
8 & 0.001174 & 0.0091 & 0.496387 \tabularnewline
9 & 0.073276 & 0.5676 & 0.286215 \tabularnewline
10 & -0.245262 & -1.8998 & 0.031135 \tabularnewline
11 & 0.038418 & 0.2976 & 0.383523 \tabularnewline
12 & 0.604331 & 4.6811 & 8e-06 \tabularnewline
13 & -0.02201 & -0.1705 & 0.4326 \tabularnewline
14 & -0.234461 & -1.8161 & 0.037174 \tabularnewline
15 & 0.015341 & 0.1188 & 0.452902 \tabularnewline
16 & -0.01644 & -0.1273 & 0.449547 \tabularnewline
17 & -0.017545 & -0.1359 & 0.446175 \tabularnewline
18 & -0.044597 & -0.3454 & 0.365484 \tabularnewline
19 & -0.034644 & -0.2684 & 0.394674 \tabularnewline
20 & -0.007127 & -0.0552 & 0.47808 \tabularnewline
21 & 0.069951 & 0.5418 & 0.294968 \tabularnewline
22 & -0.227221 & -1.76 & 0.041749 \tabularnewline
23 & 0.039175 & 0.3034 & 0.381299 \tabularnewline
24 & 0.402093 & 3.1146 & 0.001412 \tabularnewline
25 & -0.053504 & -0.4144 & 0.340015 \tabularnewline
26 & -0.111839 & -0.8663 & 0.194888 \tabularnewline
27 & 0.006216 & 0.0482 & 0.480878 \tabularnewline
28 & -0.064696 & -0.5011 & 0.309057 \tabularnewline
29 & -0.009764 & -0.0756 & 0.469982 \tabularnewline
30 & -0.030143 & -0.2335 & 0.40809 \tabularnewline
31 & -0.031541 & -0.2443 & 0.403911 \tabularnewline
32 & -0.00214 & -0.0166 & 0.493416 \tabularnewline
33 & -0.022205 & -0.172 & 0.432008 \tabularnewline
34 & -0.171971 & -1.3321 & 0.093936 \tabularnewline
35 & -0.001141 & -0.0088 & 0.49649 \tabularnewline
36 & 0.222423 & 1.7229 & 0.04503 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59578&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]0.086095[/C][C]0.6669[/C][C]0.253699[/C][/ROW]
[ROW][C]2[/C][C]-0.205114[/C][C]-1.5888[/C][C]0.05868[/C][/ROW]
[ROW][C]3[/C][C]0.137269[/C][C]1.0633[/C][C]0.145957[/C][/ROW]
[ROW][C]4[/C][C]0.056649[/C][C]0.4388[/C][C]0.331192[/C][/ROW]
[ROW][C]5[/C][C]0.068661[/C][C]0.5318[/C][C]0.298399[/C][/ROW]
[ROW][C]6[/C][C]0.079178[/C][C]0.6133[/C][C]0.270996[/C][/ROW]
[ROW][C]7[/C][C]-0.011607[/C][C]-0.0899[/C][C]0.464331[/C][/ROW]
[ROW][C]8[/C][C]0.001174[/C][C]0.0091[/C][C]0.496387[/C][/ROW]
[ROW][C]9[/C][C]0.073276[/C][C]0.5676[/C][C]0.286215[/C][/ROW]
[ROW][C]10[/C][C]-0.245262[/C][C]-1.8998[/C][C]0.031135[/C][/ROW]
[ROW][C]11[/C][C]0.038418[/C][C]0.2976[/C][C]0.383523[/C][/ROW]
[ROW][C]12[/C][C]0.604331[/C][C]4.6811[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.02201[/C][C]-0.1705[/C][C]0.4326[/C][/ROW]
[ROW][C]14[/C][C]-0.234461[/C][C]-1.8161[/C][C]0.037174[/C][/ROW]
[ROW][C]15[/C][C]0.015341[/C][C]0.1188[/C][C]0.452902[/C][/ROW]
[ROW][C]16[/C][C]-0.01644[/C][C]-0.1273[/C][C]0.449547[/C][/ROW]
[ROW][C]17[/C][C]-0.017545[/C][C]-0.1359[/C][C]0.446175[/C][/ROW]
[ROW][C]18[/C][C]-0.044597[/C][C]-0.3454[/C][C]0.365484[/C][/ROW]
[ROW][C]19[/C][C]-0.034644[/C][C]-0.2684[/C][C]0.394674[/C][/ROW]
[ROW][C]20[/C][C]-0.007127[/C][C]-0.0552[/C][C]0.47808[/C][/ROW]
[ROW][C]21[/C][C]0.069951[/C][C]0.5418[/C][C]0.294968[/C][/ROW]
[ROW][C]22[/C][C]-0.227221[/C][C]-1.76[/C][C]0.041749[/C][/ROW]
[ROW][C]23[/C][C]0.039175[/C][C]0.3034[/C][C]0.381299[/C][/ROW]
[ROW][C]24[/C][C]0.402093[/C][C]3.1146[/C][C]0.001412[/C][/ROW]
[ROW][C]25[/C][C]-0.053504[/C][C]-0.4144[/C][C]0.340015[/C][/ROW]
[ROW][C]26[/C][C]-0.111839[/C][C]-0.8663[/C][C]0.194888[/C][/ROW]
[ROW][C]27[/C][C]0.006216[/C][C]0.0482[/C][C]0.480878[/C][/ROW]
[ROW][C]28[/C][C]-0.064696[/C][C]-0.5011[/C][C]0.309057[/C][/ROW]
[ROW][C]29[/C][C]-0.009764[/C][C]-0.0756[/C][C]0.469982[/C][/ROW]
[ROW][C]30[/C][C]-0.030143[/C][C]-0.2335[/C][C]0.40809[/C][/ROW]
[ROW][C]31[/C][C]-0.031541[/C][C]-0.2443[/C][C]0.403911[/C][/ROW]
[ROW][C]32[/C][C]-0.00214[/C][C]-0.0166[/C][C]0.493416[/C][/ROW]
[ROW][C]33[/C][C]-0.022205[/C][C]-0.172[/C][C]0.432008[/C][/ROW]
[ROW][C]34[/C][C]-0.171971[/C][C]-1.3321[/C][C]0.093936[/C][/ROW]
[ROW][C]35[/C][C]-0.001141[/C][C]-0.0088[/C][C]0.49649[/C][/ROW]
[ROW][C]36[/C][C]0.222423[/C][C]1.7229[/C][C]0.04503[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59578&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59578&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
10.0860950.66690.253699
2-0.205114-1.58880.05868
30.1372691.06330.145957
40.0566490.43880.331192
50.0686610.53180.298399
60.0791780.61330.270996
7-0.011607-0.08990.464331
80.0011740.00910.496387
90.0732760.56760.286215
10-0.245262-1.89980.031135
110.0384180.29760.383523
120.6043314.68118e-06
13-0.02201-0.17050.4326
14-0.234461-1.81610.037174
150.0153410.11880.452902
16-0.01644-0.12730.449547
17-0.017545-0.13590.446175
18-0.044597-0.34540.365484
19-0.034644-0.26840.394674
20-0.007127-0.05520.47808
210.0699510.54180.294968
22-0.227221-1.760.041749
230.0391750.30340.381299
240.4020933.11460.001412
25-0.053504-0.41440.340015
26-0.111839-0.86630.194888
270.0062160.04820.480878
28-0.064696-0.50110.309057
29-0.009764-0.07560.469982
30-0.030143-0.23350.40809
31-0.031541-0.24430.403911
32-0.00214-0.01660.493416
33-0.022205-0.1720.432008
34-0.171971-1.33210.093936
35-0.001141-0.00880.49649
360.2224231.72290.04503






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0860950.66690.253699
2-0.214113-1.65850.051217
30.1870421.44880.076297
4-0.029792-0.23080.409139
50.1478411.14520.128343
60.0327560.25370.400286
70.0166390.12890.44894
8-0.004092-0.03170.48741
90.0529340.410.341625
10-0.305444-2.3660.010615
110.1693541.31180.097291
120.5221124.04437.6e-05
13-0.101116-0.78320.218282
14-0.089055-0.68980.246485
15-0.146143-1.1320.131065
16-0.090315-0.69960.243447
17-0.133919-1.03730.151872
18-0.11698-0.90610.184248
190.1171740.90760.183852
200.0439660.34060.367312
210.157471.21980.113665
22-0.030466-0.2360.407124
230.0669820.51880.302892
24-0.074248-0.57510.283679
25-0.067298-0.52130.302043
260.0824040.63830.262855
27-0.018781-0.14550.44241
28-0.077583-0.6010.275066
290.0394190.30530.380583
300.0260540.20180.420373
31-0.001422-0.0110.495625
32-0.094459-0.73170.233608
33-0.138641-1.07390.143582
340.0531510.41170.341012
35-0.127158-0.9850.164299
360.0139830.10830.457055

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.086095 & 0.6669 & 0.253699 \tabularnewline
2 & -0.214113 & -1.6585 & 0.051217 \tabularnewline
3 & 0.187042 & 1.4488 & 0.076297 \tabularnewline
4 & -0.029792 & -0.2308 & 0.409139 \tabularnewline
5 & 0.147841 & 1.1452 & 0.128343 \tabularnewline
6 & 0.032756 & 0.2537 & 0.400286 \tabularnewline
7 & 0.016639 & 0.1289 & 0.44894 \tabularnewline
8 & -0.004092 & -0.0317 & 0.48741 \tabularnewline
9 & 0.052934 & 0.41 & 0.341625 \tabularnewline
10 & -0.305444 & -2.366 & 0.010615 \tabularnewline
11 & 0.169354 & 1.3118 & 0.097291 \tabularnewline
12 & 0.522112 & 4.0443 & 7.6e-05 \tabularnewline
13 & -0.101116 & -0.7832 & 0.218282 \tabularnewline
14 & -0.089055 & -0.6898 & 0.246485 \tabularnewline
15 & -0.146143 & -1.132 & 0.131065 \tabularnewline
16 & -0.090315 & -0.6996 & 0.243447 \tabularnewline
17 & -0.133919 & -1.0373 & 0.151872 \tabularnewline
18 & -0.11698 & -0.9061 & 0.184248 \tabularnewline
19 & 0.117174 & 0.9076 & 0.183852 \tabularnewline
20 & 0.043966 & 0.3406 & 0.367312 \tabularnewline
21 & 0.15747 & 1.2198 & 0.113665 \tabularnewline
22 & -0.030466 & -0.236 & 0.407124 \tabularnewline
23 & 0.066982 & 0.5188 & 0.302892 \tabularnewline
24 & -0.074248 & -0.5751 & 0.283679 \tabularnewline
25 & -0.067298 & -0.5213 & 0.302043 \tabularnewline
26 & 0.082404 & 0.6383 & 0.262855 \tabularnewline
27 & -0.018781 & -0.1455 & 0.44241 \tabularnewline
28 & -0.077583 & -0.601 & 0.275066 \tabularnewline
29 & 0.039419 & 0.3053 & 0.380583 \tabularnewline
30 & 0.026054 & 0.2018 & 0.420373 \tabularnewline
31 & -0.001422 & -0.011 & 0.495625 \tabularnewline
32 & -0.094459 & -0.7317 & 0.233608 \tabularnewline
33 & -0.138641 & -1.0739 & 0.143582 \tabularnewline
34 & 0.053151 & 0.4117 & 0.341012 \tabularnewline
35 & -0.127158 & -0.985 & 0.164299 \tabularnewline
36 & 0.013983 & 0.1083 & 0.457055 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59578&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]0.086095[/C][C]0.6669[/C][C]0.253699[/C][/ROW]
[ROW][C]2[/C][C]-0.214113[/C][C]-1.6585[/C][C]0.051217[/C][/ROW]
[ROW][C]3[/C][C]0.187042[/C][C]1.4488[/C][C]0.076297[/C][/ROW]
[ROW][C]4[/C][C]-0.029792[/C][C]-0.2308[/C][C]0.409139[/C][/ROW]
[ROW][C]5[/C][C]0.147841[/C][C]1.1452[/C][C]0.128343[/C][/ROW]
[ROW][C]6[/C][C]0.032756[/C][C]0.2537[/C][C]0.400286[/C][/ROW]
[ROW][C]7[/C][C]0.016639[/C][C]0.1289[/C][C]0.44894[/C][/ROW]
[ROW][C]8[/C][C]-0.004092[/C][C]-0.0317[/C][C]0.48741[/C][/ROW]
[ROW][C]9[/C][C]0.052934[/C][C]0.41[/C][C]0.341625[/C][/ROW]
[ROW][C]10[/C][C]-0.305444[/C][C]-2.366[/C][C]0.010615[/C][/ROW]
[ROW][C]11[/C][C]0.169354[/C][C]1.3118[/C][C]0.097291[/C][/ROW]
[ROW][C]12[/C][C]0.522112[/C][C]4.0443[/C][C]7.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.101116[/C][C]-0.7832[/C][C]0.218282[/C][/ROW]
[ROW][C]14[/C][C]-0.089055[/C][C]-0.6898[/C][C]0.246485[/C][/ROW]
[ROW][C]15[/C][C]-0.146143[/C][C]-1.132[/C][C]0.131065[/C][/ROW]
[ROW][C]16[/C][C]-0.090315[/C][C]-0.6996[/C][C]0.243447[/C][/ROW]
[ROW][C]17[/C][C]-0.133919[/C][C]-1.0373[/C][C]0.151872[/C][/ROW]
[ROW][C]18[/C][C]-0.11698[/C][C]-0.9061[/C][C]0.184248[/C][/ROW]
[ROW][C]19[/C][C]0.117174[/C][C]0.9076[/C][C]0.183852[/C][/ROW]
[ROW][C]20[/C][C]0.043966[/C][C]0.3406[/C][C]0.367312[/C][/ROW]
[ROW][C]21[/C][C]0.15747[/C][C]1.2198[/C][C]0.113665[/C][/ROW]
[ROW][C]22[/C][C]-0.030466[/C][C]-0.236[/C][C]0.407124[/C][/ROW]
[ROW][C]23[/C][C]0.066982[/C][C]0.5188[/C][C]0.302892[/C][/ROW]
[ROW][C]24[/C][C]-0.074248[/C][C]-0.5751[/C][C]0.283679[/C][/ROW]
[ROW][C]25[/C][C]-0.067298[/C][C]-0.5213[/C][C]0.302043[/C][/ROW]
[ROW][C]26[/C][C]0.082404[/C][C]0.6383[/C][C]0.262855[/C][/ROW]
[ROW][C]27[/C][C]-0.018781[/C][C]-0.1455[/C][C]0.44241[/C][/ROW]
[ROW][C]28[/C][C]-0.077583[/C][C]-0.601[/C][C]0.275066[/C][/ROW]
[ROW][C]29[/C][C]0.039419[/C][C]0.3053[/C][C]0.380583[/C][/ROW]
[ROW][C]30[/C][C]0.026054[/C][C]0.2018[/C][C]0.420373[/C][/ROW]
[ROW][C]31[/C][C]-0.001422[/C][C]-0.011[/C][C]0.495625[/C][/ROW]
[ROW][C]32[/C][C]-0.094459[/C][C]-0.7317[/C][C]0.233608[/C][/ROW]
[ROW][C]33[/C][C]-0.138641[/C][C]-1.0739[/C][C]0.143582[/C][/ROW]
[ROW][C]34[/C][C]0.053151[/C][C]0.4117[/C][C]0.341012[/C][/ROW]
[ROW][C]35[/C][C]-0.127158[/C][C]-0.985[/C][C]0.164299[/C][/ROW]
[ROW][C]36[/C][C]0.013983[/C][C]0.1083[/C][C]0.457055[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59578&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59578&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
10.0860950.66690.253699
2-0.214113-1.65850.051217
30.1870421.44880.076297
4-0.029792-0.23080.409139
50.1478411.14520.128343
60.0327560.25370.400286
70.0166390.12890.44894
8-0.004092-0.03170.48741
90.0529340.410.341625
10-0.305444-2.3660.010615
110.1693541.31180.097291
120.5221124.04437.6e-05
13-0.101116-0.78320.218282
14-0.089055-0.68980.246485
15-0.146143-1.1320.131065
16-0.090315-0.69960.243447
17-0.133919-1.03730.151872
18-0.11698-0.90610.184248
190.1171740.90760.183852
200.0439660.34060.367312
210.157471.21980.113665
22-0.030466-0.2360.407124
230.0669820.51880.302892
24-0.074248-0.57510.283679
25-0.067298-0.52130.302043
260.0824040.63830.262855
27-0.018781-0.14550.44241
28-0.077583-0.6010.275066
290.0394190.30530.380583
300.0260540.20180.420373
31-0.001422-0.0110.495625
32-0.094459-0.73170.233608
33-0.138641-1.07390.143582
340.0531510.41170.341012
35-0.127158-0.9850.164299
360.0139830.10830.457055


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')