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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 computationThu, 26 Nov 2009 08:48:49 -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/26/t1259250597yidljukylbhpmrc.htm/, Retrieved Sun, 28 Apr 2024 21:01:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60124, Retrieved Sun, 28 Apr 2024 21:01:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120

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] [Workshop 8] [2009-11-24 18:19:05] [3e19a07d230ba260a720e0e03e0f40f2]
-    D            [(Partial) Autocorrelation Function] [Workshop 8: Metho...] [2009-11-26 15:48:49] [a5c6be3c0aa55fdb2a703a08e16947ef] [Current]
-    D              [(Partial) Autocorrelation Function] [Workshop 8: Metho...] [2009-11-26 16:45:29] [6f6b63f0ca778484da1b5c31f09bf8b6]
-   P                 [(Partial) Autocorrelation Function] [Workshop 8: Metho...] [2009-11-26 16:52:54] [6f6b63f0ca778484da1b5c31f09bf8b6]
-   P                 [(Partial) Autocorrelation Function] [Method1: d= 1, D=...] [2009-12-11 12:34:39] [1433a524809eda02c3198b3ae6eebb69]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.527
0.472
0.000
0.052
0.313
0.364
0.363
-0.155
0.052
0.568
0.668
1.378
0.252
-0.402
-0.050
0.555
0.050
0.150
0.450
0.299
0.199
0.496
0.444
-0.393
-0.444
0.198
0.494
0.133
0.388
0.484
0.278
0.369
0.165
0.155
0.087
0.414
0.360
0.975
0.270
0.359
0.169
0.381
0.154
0.486
0.925
0.728
-0.014
0.046
-0.819
-1.674
-0.788
0.279
0.396
-0.141
-0.019
0.099
0.742
0.005
0.448
0.167

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=60124&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=60124&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60124&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
10.4660073.60970.000313
20.0078910.06110.475733
3-0.118996-0.92170.180177
4-0.058484-0.4530.326086
5-0.13147-1.01840.156298
6-0.047549-0.36830.356968
70.0034630.02680.489346
8-0.031912-0.24720.402802
9-0.051247-0.3970.346404
100.0537070.4160.339443
110.0447150.34640.365143
12-0.216672-1.67830.049242
13-0.242045-1.87490.03284
14-0.091888-0.71180.239686
150.0582360.45110.326774
160.0392480.3040.381084
170.0337850.26170.397225
18-0.024921-0.1930.42379
19-0.006481-0.05020.480066
20-0.082098-0.63590.26362
21-0.054258-0.42030.337891
22-0.026637-0.20630.418616
23-0.055677-0.43130.333909
24-0.004172-0.03230.487165
250.1799471.39390.084249
260.2349051.81960.036907
270.0265190.20540.418972
28-0.059895-0.46390.322184
29-0.01777-0.13760.445492
300.013080.10130.459817
31-0.068918-0.53380.297713
32-0.015594-0.12080.452132
330.0741110.57410.284036
340.0681530.52790.299754
350.0685280.53080.298754
360.1046970.8110.21029

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.466007 & 3.6097 & 0.000313 \tabularnewline
2 & 0.007891 & 0.0611 & 0.475733 \tabularnewline
3 & -0.118996 & -0.9217 & 0.180177 \tabularnewline
4 & -0.058484 & -0.453 & 0.326086 \tabularnewline
5 & -0.13147 & -1.0184 & 0.156298 \tabularnewline
6 & -0.047549 & -0.3683 & 0.356968 \tabularnewline
7 & 0.003463 & 0.0268 & 0.489346 \tabularnewline
8 & -0.031912 & -0.2472 & 0.402802 \tabularnewline
9 & -0.051247 & -0.397 & 0.346404 \tabularnewline
10 & 0.053707 & 0.416 & 0.339443 \tabularnewline
11 & 0.044715 & 0.3464 & 0.365143 \tabularnewline
12 & -0.216672 & -1.6783 & 0.049242 \tabularnewline
13 & -0.242045 & -1.8749 & 0.03284 \tabularnewline
14 & -0.091888 & -0.7118 & 0.239686 \tabularnewline
15 & 0.058236 & 0.4511 & 0.326774 \tabularnewline
16 & 0.039248 & 0.304 & 0.381084 \tabularnewline
17 & 0.033785 & 0.2617 & 0.397225 \tabularnewline
18 & -0.024921 & -0.193 & 0.42379 \tabularnewline
19 & -0.006481 & -0.0502 & 0.480066 \tabularnewline
20 & -0.082098 & -0.6359 & 0.26362 \tabularnewline
21 & -0.054258 & -0.4203 & 0.337891 \tabularnewline
22 & -0.026637 & -0.2063 & 0.418616 \tabularnewline
23 & -0.055677 & -0.4313 & 0.333909 \tabularnewline
24 & -0.004172 & -0.0323 & 0.487165 \tabularnewline
25 & 0.179947 & 1.3939 & 0.084249 \tabularnewline
26 & 0.234905 & 1.8196 & 0.036907 \tabularnewline
27 & 0.026519 & 0.2054 & 0.418972 \tabularnewline
28 & -0.059895 & -0.4639 & 0.322184 \tabularnewline
29 & -0.01777 & -0.1376 & 0.445492 \tabularnewline
30 & 0.01308 & 0.1013 & 0.459817 \tabularnewline
31 & -0.068918 & -0.5338 & 0.297713 \tabularnewline
32 & -0.015594 & -0.1208 & 0.452132 \tabularnewline
33 & 0.074111 & 0.5741 & 0.284036 \tabularnewline
34 & 0.068153 & 0.5279 & 0.299754 \tabularnewline
35 & 0.068528 & 0.5308 & 0.298754 \tabularnewline
36 & 0.104697 & 0.811 & 0.21029 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60124&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]0.466007[/C][C]3.6097[/C][C]0.000313[/C][/ROW]
[ROW][C]2[/C][C]0.007891[/C][C]0.0611[/C][C]0.475733[/C][/ROW]
[ROW][C]3[/C][C]-0.118996[/C][C]-0.9217[/C][C]0.180177[/C][/ROW]
[ROW][C]4[/C][C]-0.058484[/C][C]-0.453[/C][C]0.326086[/C][/ROW]
[ROW][C]5[/C][C]-0.13147[/C][C]-1.0184[/C][C]0.156298[/C][/ROW]
[ROW][C]6[/C][C]-0.047549[/C][C]-0.3683[/C][C]0.356968[/C][/ROW]
[ROW][C]7[/C][C]0.003463[/C][C]0.0268[/C][C]0.489346[/C][/ROW]
[ROW][C]8[/C][C]-0.031912[/C][C]-0.2472[/C][C]0.402802[/C][/ROW]
[ROW][C]9[/C][C]-0.051247[/C][C]-0.397[/C][C]0.346404[/C][/ROW]
[ROW][C]10[/C][C]0.053707[/C][C]0.416[/C][C]0.339443[/C][/ROW]
[ROW][C]11[/C][C]0.044715[/C][C]0.3464[/C][C]0.365143[/C][/ROW]
[ROW][C]12[/C][C]-0.216672[/C][C]-1.6783[/C][C]0.049242[/C][/ROW]
[ROW][C]13[/C][C]-0.242045[/C][C]-1.8749[/C][C]0.03284[/C][/ROW]
[ROW][C]14[/C][C]-0.091888[/C][C]-0.7118[/C][C]0.239686[/C][/ROW]
[ROW][C]15[/C][C]0.058236[/C][C]0.4511[/C][C]0.326774[/C][/ROW]
[ROW][C]16[/C][C]0.039248[/C][C]0.304[/C][C]0.381084[/C][/ROW]
[ROW][C]17[/C][C]0.033785[/C][C]0.2617[/C][C]0.397225[/C][/ROW]
[ROW][C]18[/C][C]-0.024921[/C][C]-0.193[/C][C]0.42379[/C][/ROW]
[ROW][C]19[/C][C]-0.006481[/C][C]-0.0502[/C][C]0.480066[/C][/ROW]
[ROW][C]20[/C][C]-0.082098[/C][C]-0.6359[/C][C]0.26362[/C][/ROW]
[ROW][C]21[/C][C]-0.054258[/C][C]-0.4203[/C][C]0.337891[/C][/ROW]
[ROW][C]22[/C][C]-0.026637[/C][C]-0.2063[/C][C]0.418616[/C][/ROW]
[ROW][C]23[/C][C]-0.055677[/C][C]-0.4313[/C][C]0.333909[/C][/ROW]
[ROW][C]24[/C][C]-0.004172[/C][C]-0.0323[/C][C]0.487165[/C][/ROW]
[ROW][C]25[/C][C]0.179947[/C][C]1.3939[/C][C]0.084249[/C][/ROW]
[ROW][C]26[/C][C]0.234905[/C][C]1.8196[/C][C]0.036907[/C][/ROW]
[ROW][C]27[/C][C]0.026519[/C][C]0.2054[/C][C]0.418972[/C][/ROW]
[ROW][C]28[/C][C]-0.059895[/C][C]-0.4639[/C][C]0.322184[/C][/ROW]
[ROW][C]29[/C][C]-0.01777[/C][C]-0.1376[/C][C]0.445492[/C][/ROW]
[ROW][C]30[/C][C]0.01308[/C][C]0.1013[/C][C]0.459817[/C][/ROW]
[ROW][C]31[/C][C]-0.068918[/C][C]-0.5338[/C][C]0.297713[/C][/ROW]
[ROW][C]32[/C][C]-0.015594[/C][C]-0.1208[/C][C]0.452132[/C][/ROW]
[ROW][C]33[/C][C]0.074111[/C][C]0.5741[/C][C]0.284036[/C][/ROW]
[ROW][C]34[/C][C]0.068153[/C][C]0.5279[/C][C]0.299754[/C][/ROW]
[ROW][C]35[/C][C]0.068528[/C][C]0.5308[/C][C]0.298754[/C][/ROW]
[ROW][C]36[/C][C]0.104697[/C][C]0.811[/C][C]0.21029[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60124&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60124&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
10.4660073.60970.000313
20.0078910.06110.475733
3-0.118996-0.92170.180177
4-0.058484-0.4530.326086
5-0.13147-1.01840.156298
6-0.047549-0.36830.356968
70.0034630.02680.489346
8-0.031912-0.24720.402802
9-0.051247-0.3970.346404
100.0537070.4160.339443
110.0447150.34640.365143
12-0.216672-1.67830.049242
13-0.242045-1.87490.03284
14-0.091888-0.71180.239686
150.0582360.45110.326774
160.0392480.3040.381084
170.0337850.26170.397225
18-0.024921-0.1930.42379
19-0.006481-0.05020.480066
20-0.082098-0.63590.26362
21-0.054258-0.42030.337891
22-0.026637-0.20630.418616
23-0.055677-0.43130.333909
24-0.004172-0.03230.487165
250.1799471.39390.084249
260.2349051.81960.036907
270.0265190.20540.418972
28-0.059895-0.46390.322184
29-0.01777-0.13760.445492
300.013080.10130.459817
31-0.068918-0.53380.297713
32-0.015594-0.12080.452132
330.0741110.57410.284036
340.0681530.52790.299754
350.0685280.53080.298754
360.1046970.8110.21029






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4660073.60970.000313
2-0.267324-2.07070.021349
30.0012630.00980.496112
40.0183790.14240.443634
5-0.188143-1.45740.075117
60.1351291.04670.149716
7-0.070289-0.54450.294073
8-0.068807-0.5330.298009
90.0346940.26870.394526
100.0564120.4370.331853
11-0.052361-0.40560.343244
12-0.300539-2.3280.011652
130.0555420.43020.334285
14-0.033872-0.26240.396967
150.0507480.39310.347822
16-0.030789-0.23850.406157
17-0.061829-0.47890.316867
18-0.03328-0.25780.398726
190.0549750.42580.335877
20-0.170982-1.32440.095193
210.0030320.02350.490671
220.0157930.12230.451523
23-0.093747-0.72620.235281
240.0713340.55250.291312
250.109510.84830.199831
260.0270410.20950.417401
27-0.121483-0.9410.175238
280.0806160.62440.26735
290.0064550.050.480143
30-0.041593-0.32220.374218
31-0.012131-0.0940.462723
32-0.025598-0.19830.421749
330.1033620.80060.213249
340.0082560.06390.474612
350.051280.39720.346309
36-0.010638-0.08240.467301

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.466007 & 3.6097 & 0.000313 \tabularnewline
2 & -0.267324 & -2.0707 & 0.021349 \tabularnewline
3 & 0.001263 & 0.0098 & 0.496112 \tabularnewline
4 & 0.018379 & 0.1424 & 0.443634 \tabularnewline
5 & -0.188143 & -1.4574 & 0.075117 \tabularnewline
6 & 0.135129 & 1.0467 & 0.149716 \tabularnewline
7 & -0.070289 & -0.5445 & 0.294073 \tabularnewline
8 & -0.068807 & -0.533 & 0.298009 \tabularnewline
9 & 0.034694 & 0.2687 & 0.394526 \tabularnewline
10 & 0.056412 & 0.437 & 0.331853 \tabularnewline
11 & -0.052361 & -0.4056 & 0.343244 \tabularnewline
12 & -0.300539 & -2.328 & 0.011652 \tabularnewline
13 & 0.055542 & 0.4302 & 0.334285 \tabularnewline
14 & -0.033872 & -0.2624 & 0.396967 \tabularnewline
15 & 0.050748 & 0.3931 & 0.347822 \tabularnewline
16 & -0.030789 & -0.2385 & 0.406157 \tabularnewline
17 & -0.061829 & -0.4789 & 0.316867 \tabularnewline
18 & -0.03328 & -0.2578 & 0.398726 \tabularnewline
19 & 0.054975 & 0.4258 & 0.335877 \tabularnewline
20 & -0.170982 & -1.3244 & 0.095193 \tabularnewline
21 & 0.003032 & 0.0235 & 0.490671 \tabularnewline
22 & 0.015793 & 0.1223 & 0.451523 \tabularnewline
23 & -0.093747 & -0.7262 & 0.235281 \tabularnewline
24 & 0.071334 & 0.5525 & 0.291312 \tabularnewline
25 & 0.10951 & 0.8483 & 0.199831 \tabularnewline
26 & 0.027041 & 0.2095 & 0.417401 \tabularnewline
27 & -0.121483 & -0.941 & 0.175238 \tabularnewline
28 & 0.080616 & 0.6244 & 0.26735 \tabularnewline
29 & 0.006455 & 0.05 & 0.480143 \tabularnewline
30 & -0.041593 & -0.3222 & 0.374218 \tabularnewline
31 & -0.012131 & -0.094 & 0.462723 \tabularnewline
32 & -0.025598 & -0.1983 & 0.421749 \tabularnewline
33 & 0.103362 & 0.8006 & 0.213249 \tabularnewline
34 & 0.008256 & 0.0639 & 0.474612 \tabularnewline
35 & 0.05128 & 0.3972 & 0.346309 \tabularnewline
36 & -0.010638 & -0.0824 & 0.467301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60124&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]0.466007[/C][C]3.6097[/C][C]0.000313[/C][/ROW]
[ROW][C]2[/C][C]-0.267324[/C][C]-2.0707[/C][C]0.021349[/C][/ROW]
[ROW][C]3[/C][C]0.001263[/C][C]0.0098[/C][C]0.496112[/C][/ROW]
[ROW][C]4[/C][C]0.018379[/C][C]0.1424[/C][C]0.443634[/C][/ROW]
[ROW][C]5[/C][C]-0.188143[/C][C]-1.4574[/C][C]0.075117[/C][/ROW]
[ROW][C]6[/C][C]0.135129[/C][C]1.0467[/C][C]0.149716[/C][/ROW]
[ROW][C]7[/C][C]-0.070289[/C][C]-0.5445[/C][C]0.294073[/C][/ROW]
[ROW][C]8[/C][C]-0.068807[/C][C]-0.533[/C][C]0.298009[/C][/ROW]
[ROW][C]9[/C][C]0.034694[/C][C]0.2687[/C][C]0.394526[/C][/ROW]
[ROW][C]10[/C][C]0.056412[/C][C]0.437[/C][C]0.331853[/C][/ROW]
[ROW][C]11[/C][C]-0.052361[/C][C]-0.4056[/C][C]0.343244[/C][/ROW]
[ROW][C]12[/C][C]-0.300539[/C][C]-2.328[/C][C]0.011652[/C][/ROW]
[ROW][C]13[/C][C]0.055542[/C][C]0.4302[/C][C]0.334285[/C][/ROW]
[ROW][C]14[/C][C]-0.033872[/C][C]-0.2624[/C][C]0.396967[/C][/ROW]
[ROW][C]15[/C][C]0.050748[/C][C]0.3931[/C][C]0.347822[/C][/ROW]
[ROW][C]16[/C][C]-0.030789[/C][C]-0.2385[/C][C]0.406157[/C][/ROW]
[ROW][C]17[/C][C]-0.061829[/C][C]-0.4789[/C][C]0.316867[/C][/ROW]
[ROW][C]18[/C][C]-0.03328[/C][C]-0.2578[/C][C]0.398726[/C][/ROW]
[ROW][C]19[/C][C]0.054975[/C][C]0.4258[/C][C]0.335877[/C][/ROW]
[ROW][C]20[/C][C]-0.170982[/C][C]-1.3244[/C][C]0.095193[/C][/ROW]
[ROW][C]21[/C][C]0.003032[/C][C]0.0235[/C][C]0.490671[/C][/ROW]
[ROW][C]22[/C][C]0.015793[/C][C]0.1223[/C][C]0.451523[/C][/ROW]
[ROW][C]23[/C][C]-0.093747[/C][C]-0.7262[/C][C]0.235281[/C][/ROW]
[ROW][C]24[/C][C]0.071334[/C][C]0.5525[/C][C]0.291312[/C][/ROW]
[ROW][C]25[/C][C]0.10951[/C][C]0.8483[/C][C]0.199831[/C][/ROW]
[ROW][C]26[/C][C]0.027041[/C][C]0.2095[/C][C]0.417401[/C][/ROW]
[ROW][C]27[/C][C]-0.121483[/C][C]-0.941[/C][C]0.175238[/C][/ROW]
[ROW][C]28[/C][C]0.080616[/C][C]0.6244[/C][C]0.26735[/C][/ROW]
[ROW][C]29[/C][C]0.006455[/C][C]0.05[/C][C]0.480143[/C][/ROW]
[ROW][C]30[/C][C]-0.041593[/C][C]-0.3222[/C][C]0.374218[/C][/ROW]
[ROW][C]31[/C][C]-0.012131[/C][C]-0.094[/C][C]0.462723[/C][/ROW]
[ROW][C]32[/C][C]-0.025598[/C][C]-0.1983[/C][C]0.421749[/C][/ROW]
[ROW][C]33[/C][C]0.103362[/C][C]0.8006[/C][C]0.213249[/C][/ROW]
[ROW][C]34[/C][C]0.008256[/C][C]0.0639[/C][C]0.474612[/C][/ROW]
[ROW][C]35[/C][C]0.05128[/C][C]0.3972[/C][C]0.346309[/C][/ROW]
[ROW][C]36[/C][C]-0.010638[/C][C]-0.0824[/C][C]0.467301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60124&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60124&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
10.4660073.60970.000313
2-0.267324-2.07070.021349
30.0012630.00980.496112
40.0183790.14240.443634
5-0.188143-1.45740.075117
60.1351291.04670.149716
7-0.070289-0.54450.294073
8-0.068807-0.5330.298009
90.0346940.26870.394526
100.0564120.4370.331853
11-0.052361-0.40560.343244
12-0.300539-2.3280.011652
130.0555420.43020.334285
14-0.033872-0.26240.396967
150.0507480.39310.347822
16-0.030789-0.23850.406157
17-0.061829-0.47890.316867
18-0.03328-0.25780.398726
190.0549750.42580.335877
20-0.170982-1.32440.095193
210.0030320.02350.490671
220.0157930.12230.451523
23-0.093747-0.72620.235281
240.0713340.55250.291312
250.109510.84830.199831
260.0270410.20950.417401
27-0.121483-0.9410.175238
280.0806160.62440.26735
290.0064550.050.480143
30-0.041593-0.32220.374218
31-0.012131-0.0940.462723
32-0.025598-0.19830.421749
330.1033620.80060.213249
340.0082560.06390.474612
350.051280.39720.346309
36-0.010638-0.08240.467301


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')