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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 14:02:34 -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/t12591833280w4saom75qieank.htm/, Retrieved Wed, 08 May 2024 02:48:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59647, Retrieved Wed, 08 May 2024 02:48:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

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]
-   PD        [(Partial) Autocorrelation Function] [WS8 d=1 D=1] [2009-11-25 16:19:15] [445b292c553470d9fed8bc2796fd3a00]
-    D            [(Partial) Autocorrelation Function] [ws 8 d=1 D=1] [2009-11-25 21:02:34] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.01
103.84
104.48
95.43
104.80
108.64
105.65
108.42
115.35
113.64
115.24
100.33
101.29
104.48
99.26
100.11
103.52
101.18
96.39
97.56
96.39
85.10
79.77
79.13
80.84
82.75
92.55
96.60
96.92
95.32
98.52
100.22
104.91
103.10
97.13
103.42
111.72
118.11
111.62
100.22
102.03
105.76
107.68
110.77
105.44
112.26
114.07
117.90
124.72
126.42
134.73
135.79
143.36
140.37
144.74
151.98
150.92
163.38
154.43
146.66
157.95
162.10
180.42
179.57
171.58
185.43
190.64
203.00
202.36
193.41
186.17
192.24
209.60
206.41
209.82
230.37
235.80
232.07
244.64
242.19
217.48
209.39
211.73
221.00
203.11
214.71
224.19
238.04
238.36
246.24
259.87
249.97
266.48
282.98
306.31
301.73
314.62
332.62
355.51
370.32
408.13
433.58
440.51
386.29
342.84
254.97
203.42
170.09
174.03
167.85
177.01
188.19
211.20
240.91
230.26
251.25
241.66

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=59647&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=59647&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59647&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
10.4914365.01171e-06
20.2682462.73560.003662
30.1481461.51080.066936
40.1182021.20540.115386
5-0.036493-0.37220.355268
6-0.076546-0.78060.2184
7-0.019791-0.20180.42022
8-0.102893-1.04930.148235
9-0.262976-2.68180.004259
10-0.260394-2.65550.004583
11-0.22551-2.29980.01173
12-0.369602-3.76920.000136
13-0.271419-2.76790.00334
14-0.079853-0.81430.208654
150.0716910.73110.23318
16-0.052619-0.53660.296343
17-0.026241-0.26760.394766
18-0.001625-0.01660.493404
190.0406220.41430.339767
20-0.002863-0.02920.488382
210.0885860.90340.1842
220.084270.85940.196052
230.0496480.50630.306855
240.033380.34040.367116
250.1257271.28220.101317
260.1190781.21440.11368
270.0081180.08280.467089
28-0.020184-0.20580.418659
29-0.019522-0.19910.421293
300.0349780.35670.361018
31-0.034162-0.34840.364126
32-0.023287-0.23750.406374
33-0.016677-0.17010.432641
34-0.046508-0.47430.318143
350.0022370.02280.49092
36-0.010386-0.10590.457927

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.491436 & 5.0117 & 1e-06 \tabularnewline
2 & 0.268246 & 2.7356 & 0.003662 \tabularnewline
3 & 0.148146 & 1.5108 & 0.066936 \tabularnewline
4 & 0.118202 & 1.2054 & 0.115386 \tabularnewline
5 & -0.036493 & -0.3722 & 0.355268 \tabularnewline
6 & -0.076546 & -0.7806 & 0.2184 \tabularnewline
7 & -0.019791 & -0.2018 & 0.42022 \tabularnewline
8 & -0.102893 & -1.0493 & 0.148235 \tabularnewline
9 & -0.262976 & -2.6818 & 0.004259 \tabularnewline
10 & -0.260394 & -2.6555 & 0.004583 \tabularnewline
11 & -0.22551 & -2.2998 & 0.01173 \tabularnewline
12 & -0.369602 & -3.7692 & 0.000136 \tabularnewline
13 & -0.271419 & -2.7679 & 0.00334 \tabularnewline
14 & -0.079853 & -0.8143 & 0.208654 \tabularnewline
15 & 0.071691 & 0.7311 & 0.23318 \tabularnewline
16 & -0.052619 & -0.5366 & 0.296343 \tabularnewline
17 & -0.026241 & -0.2676 & 0.394766 \tabularnewline
18 & -0.001625 & -0.0166 & 0.493404 \tabularnewline
19 & 0.040622 & 0.4143 & 0.339767 \tabularnewline
20 & -0.002863 & -0.0292 & 0.488382 \tabularnewline
21 & 0.088586 & 0.9034 & 0.1842 \tabularnewline
22 & 0.08427 & 0.8594 & 0.196052 \tabularnewline
23 & 0.049648 & 0.5063 & 0.306855 \tabularnewline
24 & 0.03338 & 0.3404 & 0.367116 \tabularnewline
25 & 0.125727 & 1.2822 & 0.101317 \tabularnewline
26 & 0.119078 & 1.2144 & 0.11368 \tabularnewline
27 & 0.008118 & 0.0828 & 0.467089 \tabularnewline
28 & -0.020184 & -0.2058 & 0.418659 \tabularnewline
29 & -0.019522 & -0.1991 & 0.421293 \tabularnewline
30 & 0.034978 & 0.3567 & 0.361018 \tabularnewline
31 & -0.034162 & -0.3484 & 0.364126 \tabularnewline
32 & -0.023287 & -0.2375 & 0.406374 \tabularnewline
33 & -0.016677 & -0.1701 & 0.432641 \tabularnewline
34 & -0.046508 & -0.4743 & 0.318143 \tabularnewline
35 & 0.002237 & 0.0228 & 0.49092 \tabularnewline
36 & -0.010386 & -0.1059 & 0.457927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59647&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]0.491436[/C][C]5.0117[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.268246[/C][C]2.7356[/C][C]0.003662[/C][/ROW]
[ROW][C]3[/C][C]0.148146[/C][C]1.5108[/C][C]0.066936[/C][/ROW]
[ROW][C]4[/C][C]0.118202[/C][C]1.2054[/C][C]0.115386[/C][/ROW]
[ROW][C]5[/C][C]-0.036493[/C][C]-0.3722[/C][C]0.355268[/C][/ROW]
[ROW][C]6[/C][C]-0.076546[/C][C]-0.7806[/C][C]0.2184[/C][/ROW]
[ROW][C]7[/C][C]-0.019791[/C][C]-0.2018[/C][C]0.42022[/C][/ROW]
[ROW][C]8[/C][C]-0.102893[/C][C]-1.0493[/C][C]0.148235[/C][/ROW]
[ROW][C]9[/C][C]-0.262976[/C][C]-2.6818[/C][C]0.004259[/C][/ROW]
[ROW][C]10[/C][C]-0.260394[/C][C]-2.6555[/C][C]0.004583[/C][/ROW]
[ROW][C]11[/C][C]-0.22551[/C][C]-2.2998[/C][C]0.01173[/C][/ROW]
[ROW][C]12[/C][C]-0.369602[/C][C]-3.7692[/C][C]0.000136[/C][/ROW]
[ROW][C]13[/C][C]-0.271419[/C][C]-2.7679[/C][C]0.00334[/C][/ROW]
[ROW][C]14[/C][C]-0.079853[/C][C]-0.8143[/C][C]0.208654[/C][/ROW]
[ROW][C]15[/C][C]0.071691[/C][C]0.7311[/C][C]0.23318[/C][/ROW]
[ROW][C]16[/C][C]-0.052619[/C][C]-0.5366[/C][C]0.296343[/C][/ROW]
[ROW][C]17[/C][C]-0.026241[/C][C]-0.2676[/C][C]0.394766[/C][/ROW]
[ROW][C]18[/C][C]-0.001625[/C][C]-0.0166[/C][C]0.493404[/C][/ROW]
[ROW][C]19[/C][C]0.040622[/C][C]0.4143[/C][C]0.339767[/C][/ROW]
[ROW][C]20[/C][C]-0.002863[/C][C]-0.0292[/C][C]0.488382[/C][/ROW]
[ROW][C]21[/C][C]0.088586[/C][C]0.9034[/C][C]0.1842[/C][/ROW]
[ROW][C]22[/C][C]0.08427[/C][C]0.8594[/C][C]0.196052[/C][/ROW]
[ROW][C]23[/C][C]0.049648[/C][C]0.5063[/C][C]0.306855[/C][/ROW]
[ROW][C]24[/C][C]0.03338[/C][C]0.3404[/C][C]0.367116[/C][/ROW]
[ROW][C]25[/C][C]0.125727[/C][C]1.2822[/C][C]0.101317[/C][/ROW]
[ROW][C]26[/C][C]0.119078[/C][C]1.2144[/C][C]0.11368[/C][/ROW]
[ROW][C]27[/C][C]0.008118[/C][C]0.0828[/C][C]0.467089[/C][/ROW]
[ROW][C]28[/C][C]-0.020184[/C][C]-0.2058[/C][C]0.418659[/C][/ROW]
[ROW][C]29[/C][C]-0.019522[/C][C]-0.1991[/C][C]0.421293[/C][/ROW]
[ROW][C]30[/C][C]0.034978[/C][C]0.3567[/C][C]0.361018[/C][/ROW]
[ROW][C]31[/C][C]-0.034162[/C][C]-0.3484[/C][C]0.364126[/C][/ROW]
[ROW][C]32[/C][C]-0.023287[/C][C]-0.2375[/C][C]0.406374[/C][/ROW]
[ROW][C]33[/C][C]-0.016677[/C][C]-0.1701[/C][C]0.432641[/C][/ROW]
[ROW][C]34[/C][C]-0.046508[/C][C]-0.4743[/C][C]0.318143[/C][/ROW]
[ROW][C]35[/C][C]0.002237[/C][C]0.0228[/C][C]0.49092[/C][/ROW]
[ROW][C]36[/C][C]-0.010386[/C][C]-0.1059[/C][C]0.457927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59647&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59647&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
10.4914365.01171e-06
20.2682462.73560.003662
30.1481461.51080.066936
40.1182021.20540.115386
5-0.036493-0.37220.355268
6-0.076546-0.78060.2184
7-0.019791-0.20180.42022
8-0.102893-1.04930.148235
9-0.262976-2.68180.004259
10-0.260394-2.65550.004583
11-0.22551-2.29980.01173
12-0.369602-3.76920.000136
13-0.271419-2.76790.00334
14-0.079853-0.81430.208654
150.0716910.73110.23318
16-0.052619-0.53660.296343
17-0.026241-0.26760.394766
18-0.001625-0.01660.493404
190.0406220.41430.339767
20-0.002863-0.02920.488382
210.0885860.90340.1842
220.084270.85940.196052
230.0496480.50630.306855
240.033380.34040.367116
250.1257271.28220.101317
260.1190781.21440.11368
270.0081180.08280.467089
28-0.020184-0.20580.418659
29-0.019522-0.19910.421293
300.0349780.35670.361018
31-0.034162-0.34840.364126
32-0.023287-0.23750.406374
33-0.016677-0.17010.432641
34-0.046508-0.47430.318143
350.0022370.02280.49092
36-0.010386-0.10590.457927






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4914365.01171e-06
20.0352490.35950.359986
30.0048110.04910.480483
40.0485550.49520.310765
5-0.153639-1.56680.060097
6-0.023614-0.24080.405085
70.0694560.70830.240166
8-0.140462-1.43240.077509
9-0.212387-2.16590.016301
10-0.044075-0.44950.327011
11-0.065742-0.67040.252033
12-0.27952-2.85060.002632
130.066260.67570.250359
140.1096151.11790.133101
150.0799820.81570.208279
16-0.147189-1.5010.068187
17-0.027042-0.27580.391634
18-0.085526-0.87220.192555
190.0396150.4040.343524
20-0.043176-0.44030.330313
21-0.025941-0.26450.395941
22-0.10397-1.06030.145735
230.0047110.0480.480888
24-0.013524-0.13790.445287
250.0979530.99890.160075
260.0510780.52090.301774
27-0.03554-0.36240.358879
28-0.099977-1.01960.155149
29-0.074358-0.75830.22499
300.071640.73060.233338
31-0.009117-0.0930.463052
32-0.041952-0.42780.33483
330.0129630.13220.447543
34-0.076015-0.77520.219989
350.1308031.33390.09257
36-0.053239-0.54290.294168

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.491436 & 5.0117 & 1e-06 \tabularnewline
2 & 0.035249 & 0.3595 & 0.359986 \tabularnewline
3 & 0.004811 & 0.0491 & 0.480483 \tabularnewline
4 & 0.048555 & 0.4952 & 0.310765 \tabularnewline
5 & -0.153639 & -1.5668 & 0.060097 \tabularnewline
6 & -0.023614 & -0.2408 & 0.405085 \tabularnewline
7 & 0.069456 & 0.7083 & 0.240166 \tabularnewline
8 & -0.140462 & -1.4324 & 0.077509 \tabularnewline
9 & -0.212387 & -2.1659 & 0.016301 \tabularnewline
10 & -0.044075 & -0.4495 & 0.327011 \tabularnewline
11 & -0.065742 & -0.6704 & 0.252033 \tabularnewline
12 & -0.27952 & -2.8506 & 0.002632 \tabularnewline
13 & 0.06626 & 0.6757 & 0.250359 \tabularnewline
14 & 0.109615 & 1.1179 & 0.133101 \tabularnewline
15 & 0.079982 & 0.8157 & 0.208279 \tabularnewline
16 & -0.147189 & -1.501 & 0.068187 \tabularnewline
17 & -0.027042 & -0.2758 & 0.391634 \tabularnewline
18 & -0.085526 & -0.8722 & 0.192555 \tabularnewline
19 & 0.039615 & 0.404 & 0.343524 \tabularnewline
20 & -0.043176 & -0.4403 & 0.330313 \tabularnewline
21 & -0.025941 & -0.2645 & 0.395941 \tabularnewline
22 & -0.10397 & -1.0603 & 0.145735 \tabularnewline
23 & 0.004711 & 0.048 & 0.480888 \tabularnewline
24 & -0.013524 & -0.1379 & 0.445287 \tabularnewline
25 & 0.097953 & 0.9989 & 0.160075 \tabularnewline
26 & 0.051078 & 0.5209 & 0.301774 \tabularnewline
27 & -0.03554 & -0.3624 & 0.358879 \tabularnewline
28 & -0.099977 & -1.0196 & 0.155149 \tabularnewline
29 & -0.074358 & -0.7583 & 0.22499 \tabularnewline
30 & 0.07164 & 0.7306 & 0.233338 \tabularnewline
31 & -0.009117 & -0.093 & 0.463052 \tabularnewline
32 & -0.041952 & -0.4278 & 0.33483 \tabularnewline
33 & 0.012963 & 0.1322 & 0.447543 \tabularnewline
34 & -0.076015 & -0.7752 & 0.219989 \tabularnewline
35 & 0.130803 & 1.3339 & 0.09257 \tabularnewline
36 & -0.053239 & -0.5429 & 0.294168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59647&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]0.491436[/C][C]5.0117[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.035249[/C][C]0.3595[/C][C]0.359986[/C][/ROW]
[ROW][C]3[/C][C]0.004811[/C][C]0.0491[/C][C]0.480483[/C][/ROW]
[ROW][C]4[/C][C]0.048555[/C][C]0.4952[/C][C]0.310765[/C][/ROW]
[ROW][C]5[/C][C]-0.153639[/C][C]-1.5668[/C][C]0.060097[/C][/ROW]
[ROW][C]6[/C][C]-0.023614[/C][C]-0.2408[/C][C]0.405085[/C][/ROW]
[ROW][C]7[/C][C]0.069456[/C][C]0.7083[/C][C]0.240166[/C][/ROW]
[ROW][C]8[/C][C]-0.140462[/C][C]-1.4324[/C][C]0.077509[/C][/ROW]
[ROW][C]9[/C][C]-0.212387[/C][C]-2.1659[/C][C]0.016301[/C][/ROW]
[ROW][C]10[/C][C]-0.044075[/C][C]-0.4495[/C][C]0.327011[/C][/ROW]
[ROW][C]11[/C][C]-0.065742[/C][C]-0.6704[/C][C]0.252033[/C][/ROW]
[ROW][C]12[/C][C]-0.27952[/C][C]-2.8506[/C][C]0.002632[/C][/ROW]
[ROW][C]13[/C][C]0.06626[/C][C]0.6757[/C][C]0.250359[/C][/ROW]
[ROW][C]14[/C][C]0.109615[/C][C]1.1179[/C][C]0.133101[/C][/ROW]
[ROW][C]15[/C][C]0.079982[/C][C]0.8157[/C][C]0.208279[/C][/ROW]
[ROW][C]16[/C][C]-0.147189[/C][C]-1.501[/C][C]0.068187[/C][/ROW]
[ROW][C]17[/C][C]-0.027042[/C][C]-0.2758[/C][C]0.391634[/C][/ROW]
[ROW][C]18[/C][C]-0.085526[/C][C]-0.8722[/C][C]0.192555[/C][/ROW]
[ROW][C]19[/C][C]0.039615[/C][C]0.404[/C][C]0.343524[/C][/ROW]
[ROW][C]20[/C][C]-0.043176[/C][C]-0.4403[/C][C]0.330313[/C][/ROW]
[ROW][C]21[/C][C]-0.025941[/C][C]-0.2645[/C][C]0.395941[/C][/ROW]
[ROW][C]22[/C][C]-0.10397[/C][C]-1.0603[/C][C]0.145735[/C][/ROW]
[ROW][C]23[/C][C]0.004711[/C][C]0.048[/C][C]0.480888[/C][/ROW]
[ROW][C]24[/C][C]-0.013524[/C][C]-0.1379[/C][C]0.445287[/C][/ROW]
[ROW][C]25[/C][C]0.097953[/C][C]0.9989[/C][C]0.160075[/C][/ROW]
[ROW][C]26[/C][C]0.051078[/C][C]0.5209[/C][C]0.301774[/C][/ROW]
[ROW][C]27[/C][C]-0.03554[/C][C]-0.3624[/C][C]0.358879[/C][/ROW]
[ROW][C]28[/C][C]-0.099977[/C][C]-1.0196[/C][C]0.155149[/C][/ROW]
[ROW][C]29[/C][C]-0.074358[/C][C]-0.7583[/C][C]0.22499[/C][/ROW]
[ROW][C]30[/C][C]0.07164[/C][C]0.7306[/C][C]0.233338[/C][/ROW]
[ROW][C]31[/C][C]-0.009117[/C][C]-0.093[/C][C]0.463052[/C][/ROW]
[ROW][C]32[/C][C]-0.041952[/C][C]-0.4278[/C][C]0.33483[/C][/ROW]
[ROW][C]33[/C][C]0.012963[/C][C]0.1322[/C][C]0.447543[/C][/ROW]
[ROW][C]34[/C][C]-0.076015[/C][C]-0.7752[/C][C]0.219989[/C][/ROW]
[ROW][C]35[/C][C]0.130803[/C][C]1.3339[/C][C]0.09257[/C][/ROW]
[ROW][C]36[/C][C]-0.053239[/C][C]-0.5429[/C][C]0.294168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59647&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59647&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
10.4914365.01171e-06
20.0352490.35950.359986
30.0048110.04910.480483
40.0485550.49520.310765
5-0.153639-1.56680.060097
6-0.023614-0.24080.405085
70.0694560.70830.240166
8-0.140462-1.43240.077509
9-0.212387-2.16590.016301
10-0.044075-0.44950.327011
11-0.065742-0.67040.252033
12-0.27952-2.85060.002632
130.066260.67570.250359
140.1096151.11790.133101
150.0799820.81570.208279
16-0.147189-1.5010.068187
17-0.027042-0.27580.391634
18-0.085526-0.87220.192555
190.0396150.4040.343524
20-0.043176-0.44030.330313
21-0.025941-0.26450.395941
22-0.10397-1.06030.145735
230.0047110.0480.480888
24-0.013524-0.13790.445287
250.0979530.99890.160075
260.0510780.52090.301774
27-0.03554-0.36240.358879
28-0.099977-1.01960.155149
29-0.074358-0.75830.22499
300.071640.73060.233338
31-0.009117-0.0930.463052
32-0.041952-0.42780.33483
330.0129630.13220.447543
34-0.076015-0.77520.219989
350.1308031.33390.09257
36-0.053239-0.54290.294168


Figures (Output of Computation)

Input Parameters & R Code

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')