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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 09:13:00 -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/t1259252074ipn3ixhppl4f2xd.htm/, Retrieved Mon, 29 Apr 2024 03:53:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60150, Retrieved Mon, 29 Apr 2024 03:53:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsworkshop 8
Estimated Impact198

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] [2009-11-25 11:31:06] [309ee52d0058ff0a6f7eec15e07b2d9f]
-   P             [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 16:13:00] [6198946fb53eb5eb18db46bb758f7fde] [Current]
-   P               [(Partial) Autocorrelation Function] [Rev2WS8-ACF] [2009-12-04 10:01:26] [f15cfb7053d35072d573abca87df96a0]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.6348
0.634
0.62915
0.62168
0.61328
0.6089
0.60857
0.62672
0.62291
0.62393
0.61838
0.62012
0.61659
0.6116
0.61573
0.61407
0.62823
0.64405
0.6387
0.63633
0.63059
0.62994
0.63709
0.64217
0.65711
0.66977
0.68255
0.68902
0.71322
0.70224
0.70045
0.69919
0.69693
0.69763
0.69278
0.70196
0.69215
0.6769
0.67124
0.66532
0.67157
0.66428
0.66576
0.66942
0.6813
0.69144
0.69862
0.695
0.69867
0.68968
0.69233
0.68293
0.68399
0.66895
0.68756
0.68527
0.6776
0.68137
0.67933
0.67922

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60150&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]0 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=60150&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60150&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9073496.28630
20.7592365.26012e-06
30.5922634.10337.8e-05
40.4267752.95680.002405
50.2921242.02390.024283
60.1846631.27940.103456
70.0770340.53370.298002
8-0.024263-0.16810.433607
9-0.123637-0.85660.197966
10-0.218036-1.51060.068724
11-0.3089-2.14010.018728
12-0.397259-2.75230.004164
13-0.422855-2.92960.00259
14-0.397097-2.75120.004176
15-0.340307-2.35770.011256
16-0.265413-1.83880.036065
17-0.194984-1.35090.091533
18-0.152335-1.05540.148261
19-0.141189-0.97820.166444
20-0.154843-1.07280.144367
21-0.158799-1.10020.138367
22-0.154735-1.0720.144532
23-0.14444-1.00070.160993
24-0.100791-0.69830.244179
25-0.061354-0.42510.336341
26-0.024658-0.17080.432536
270.0030670.02130.491567
280.0086110.05970.476336
29-0.011463-0.07940.468515
30-0.037728-0.26140.397455
31-0.057886-0.4010.345083
32-0.045453-0.31490.377099
33-0.032782-0.22710.410647
34-0.017769-0.12310.451269
35-0.002321-0.01610.49362
360.0029240.02030.491962

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907349 & 6.2863 & 0 \tabularnewline
2 & 0.759236 & 5.2601 & 2e-06 \tabularnewline
3 & 0.592263 & 4.1033 & 7.8e-05 \tabularnewline
4 & 0.426775 & 2.9568 & 0.002405 \tabularnewline
5 & 0.292124 & 2.0239 & 0.024283 \tabularnewline
6 & 0.184663 & 1.2794 & 0.103456 \tabularnewline
7 & 0.077034 & 0.5337 & 0.298002 \tabularnewline
8 & -0.024263 & -0.1681 & 0.433607 \tabularnewline
9 & -0.123637 & -0.8566 & 0.197966 \tabularnewline
10 & -0.218036 & -1.5106 & 0.068724 \tabularnewline
11 & -0.3089 & -2.1401 & 0.018728 \tabularnewline
12 & -0.397259 & -2.7523 & 0.004164 \tabularnewline
13 & -0.422855 & -2.9296 & 0.00259 \tabularnewline
14 & -0.397097 & -2.7512 & 0.004176 \tabularnewline
15 & -0.340307 & -2.3577 & 0.011256 \tabularnewline
16 & -0.265413 & -1.8388 & 0.036065 \tabularnewline
17 & -0.194984 & -1.3509 & 0.091533 \tabularnewline
18 & -0.152335 & -1.0554 & 0.148261 \tabularnewline
19 & -0.141189 & -0.9782 & 0.166444 \tabularnewline
20 & -0.154843 & -1.0728 & 0.144367 \tabularnewline
21 & -0.158799 & -1.1002 & 0.138367 \tabularnewline
22 & -0.154735 & -1.072 & 0.144532 \tabularnewline
23 & -0.14444 & -1.0007 & 0.160993 \tabularnewline
24 & -0.100791 & -0.6983 & 0.244179 \tabularnewline
25 & -0.061354 & -0.4251 & 0.336341 \tabularnewline
26 & -0.024658 & -0.1708 & 0.432536 \tabularnewline
27 & 0.003067 & 0.0213 & 0.491567 \tabularnewline
28 & 0.008611 & 0.0597 & 0.476336 \tabularnewline
29 & -0.011463 & -0.0794 & 0.468515 \tabularnewline
30 & -0.037728 & -0.2614 & 0.397455 \tabularnewline
31 & -0.057886 & -0.401 & 0.345083 \tabularnewline
32 & -0.045453 & -0.3149 & 0.377099 \tabularnewline
33 & -0.032782 & -0.2271 & 0.410647 \tabularnewline
34 & -0.017769 & -0.1231 & 0.451269 \tabularnewline
35 & -0.002321 & -0.0161 & 0.49362 \tabularnewline
36 & 0.002924 & 0.0203 & 0.491962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60150&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]0.907349[/C][C]6.2863[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.759236[/C][C]5.2601[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.592263[/C][C]4.1033[/C][C]7.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.426775[/C][C]2.9568[/C][C]0.002405[/C][/ROW]
[ROW][C]5[/C][C]0.292124[/C][C]2.0239[/C][C]0.024283[/C][/ROW]
[ROW][C]6[/C][C]0.184663[/C][C]1.2794[/C][C]0.103456[/C][/ROW]
[ROW][C]7[/C][C]0.077034[/C][C]0.5337[/C][C]0.298002[/C][/ROW]
[ROW][C]8[/C][C]-0.024263[/C][C]-0.1681[/C][C]0.433607[/C][/ROW]
[ROW][C]9[/C][C]-0.123637[/C][C]-0.8566[/C][C]0.197966[/C][/ROW]
[ROW][C]10[/C][C]-0.218036[/C][C]-1.5106[/C][C]0.068724[/C][/ROW]
[ROW][C]11[/C][C]-0.3089[/C][C]-2.1401[/C][C]0.018728[/C][/ROW]
[ROW][C]12[/C][C]-0.397259[/C][C]-2.7523[/C][C]0.004164[/C][/ROW]
[ROW][C]13[/C][C]-0.422855[/C][C]-2.9296[/C][C]0.00259[/C][/ROW]
[ROW][C]14[/C][C]-0.397097[/C][C]-2.7512[/C][C]0.004176[/C][/ROW]
[ROW][C]15[/C][C]-0.340307[/C][C]-2.3577[/C][C]0.011256[/C][/ROW]
[ROW][C]16[/C][C]-0.265413[/C][C]-1.8388[/C][C]0.036065[/C][/ROW]
[ROW][C]17[/C][C]-0.194984[/C][C]-1.3509[/C][C]0.091533[/C][/ROW]
[ROW][C]18[/C][C]-0.152335[/C][C]-1.0554[/C][C]0.148261[/C][/ROW]
[ROW][C]19[/C][C]-0.141189[/C][C]-0.9782[/C][C]0.166444[/C][/ROW]
[ROW][C]20[/C][C]-0.154843[/C][C]-1.0728[/C][C]0.144367[/C][/ROW]
[ROW][C]21[/C][C]-0.158799[/C][C]-1.1002[/C][C]0.138367[/C][/ROW]
[ROW][C]22[/C][C]-0.154735[/C][C]-1.072[/C][C]0.144532[/C][/ROW]
[ROW][C]23[/C][C]-0.14444[/C][C]-1.0007[/C][C]0.160993[/C][/ROW]
[ROW][C]24[/C][C]-0.100791[/C][C]-0.6983[/C][C]0.244179[/C][/ROW]
[ROW][C]25[/C][C]-0.061354[/C][C]-0.4251[/C][C]0.336341[/C][/ROW]
[ROW][C]26[/C][C]-0.024658[/C][C]-0.1708[/C][C]0.432536[/C][/ROW]
[ROW][C]27[/C][C]0.003067[/C][C]0.0213[/C][C]0.491567[/C][/ROW]
[ROW][C]28[/C][C]0.008611[/C][C]0.0597[/C][C]0.476336[/C][/ROW]
[ROW][C]29[/C][C]-0.011463[/C][C]-0.0794[/C][C]0.468515[/C][/ROW]
[ROW][C]30[/C][C]-0.037728[/C][C]-0.2614[/C][C]0.397455[/C][/ROW]
[ROW][C]31[/C][C]-0.057886[/C][C]-0.401[/C][C]0.345083[/C][/ROW]
[ROW][C]32[/C][C]-0.045453[/C][C]-0.3149[/C][C]0.377099[/C][/ROW]
[ROW][C]33[/C][C]-0.032782[/C][C]-0.2271[/C][C]0.410647[/C][/ROW]
[ROW][C]34[/C][C]-0.017769[/C][C]-0.1231[/C][C]0.451269[/C][/ROW]
[ROW][C]35[/C][C]-0.002321[/C][C]-0.0161[/C][C]0.49362[/C][/ROW]
[ROW][C]36[/C][C]0.002924[/C][C]0.0203[/C][C]0.491962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60150&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60150&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
10.9073496.28630
20.7592365.26012e-06
30.5922634.10337.8e-05
40.4267752.95680.002405
50.2921242.02390.024283
60.1846631.27940.103456
70.0770340.53370.298002
8-0.024263-0.16810.433607
9-0.123637-0.85660.197966
10-0.218036-1.51060.068724
11-0.3089-2.14010.018728
12-0.397259-2.75230.004164
13-0.422855-2.92960.00259
14-0.397097-2.75120.004176
15-0.340307-2.35770.011256
16-0.265413-1.83880.036065
17-0.194984-1.35090.091533
18-0.152335-1.05540.148261
19-0.141189-0.97820.166444
20-0.154843-1.07280.144367
21-0.158799-1.10020.138367
22-0.154735-1.0720.144532
23-0.14444-1.00070.160993
24-0.100791-0.69830.244179
25-0.061354-0.42510.336341
26-0.024658-0.17080.432536
270.0030670.02130.491567
280.0086110.05970.476336
29-0.011463-0.07940.468515
30-0.037728-0.26140.397455
31-0.057886-0.4010.345083
32-0.045453-0.31490.377099
33-0.032782-0.22710.410647
34-0.017769-0.12310.451269
35-0.002321-0.01610.49362
360.0029240.02030.491962






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9073496.28630
2-0.362423-2.51090.007731
3-0.113709-0.78780.217343
4-0.061732-0.42770.335395
50.0727150.50380.30836
6-0.029335-0.20320.419905
7-0.184603-1.2790.103529
8-0.056031-0.38820.349795
9-0.087994-0.60960.272489
10-0.065573-0.45430.32583
11-0.139812-0.96860.168788
12-0.145701-1.00940.158912
130.2977342.06280.022284
140.0568280.39370.347768
15-0.036778-0.25480.39998
16-0.046136-0.31960.375314
170.0070120.04860.480727
18-0.058998-0.40870.342271
19-0.220045-1.52450.066971
20-0.139035-0.96330.170122
210.1297140.89870.186653
22-0.014677-0.10170.459715
23-0.137028-0.94940.173597
240.084730.5870.279969
250.0349940.24240.404733
260.1317050.91250.183038
27-0.116312-0.80580.212157
28-0.103843-0.71940.237678
29-0.028761-0.19930.421449
30-0.027289-0.18910.42542
31-0.103697-0.71840.237985
32-0.013298-0.09210.463489
33-0.094283-0.65320.258368
340.0650290.45050.327178
35-0.043353-0.30040.382602
360.0680390.47140.319749

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907349 & 6.2863 & 0 \tabularnewline
2 & -0.362423 & -2.5109 & 0.007731 \tabularnewline
3 & -0.113709 & -0.7878 & 0.217343 \tabularnewline
4 & -0.061732 & -0.4277 & 0.335395 \tabularnewline
5 & 0.072715 & 0.5038 & 0.30836 \tabularnewline
6 & -0.029335 & -0.2032 & 0.419905 \tabularnewline
7 & -0.184603 & -1.279 & 0.103529 \tabularnewline
8 & -0.056031 & -0.3882 & 0.349795 \tabularnewline
9 & -0.087994 & -0.6096 & 0.272489 \tabularnewline
10 & -0.065573 & -0.4543 & 0.32583 \tabularnewline
11 & -0.139812 & -0.9686 & 0.168788 \tabularnewline
12 & -0.145701 & -1.0094 & 0.158912 \tabularnewline
13 & 0.297734 & 2.0628 & 0.022284 \tabularnewline
14 & 0.056828 & 0.3937 & 0.347768 \tabularnewline
15 & -0.036778 & -0.2548 & 0.39998 \tabularnewline
16 & -0.046136 & -0.3196 & 0.375314 \tabularnewline
17 & 0.007012 & 0.0486 & 0.480727 \tabularnewline
18 & -0.058998 & -0.4087 & 0.342271 \tabularnewline
19 & -0.220045 & -1.5245 & 0.066971 \tabularnewline
20 & -0.139035 & -0.9633 & 0.170122 \tabularnewline
21 & 0.129714 & 0.8987 & 0.186653 \tabularnewline
22 & -0.014677 & -0.1017 & 0.459715 \tabularnewline
23 & -0.137028 & -0.9494 & 0.173597 \tabularnewline
24 & 0.08473 & 0.587 & 0.279969 \tabularnewline
25 & 0.034994 & 0.2424 & 0.404733 \tabularnewline
26 & 0.131705 & 0.9125 & 0.183038 \tabularnewline
27 & -0.116312 & -0.8058 & 0.212157 \tabularnewline
28 & -0.103843 & -0.7194 & 0.237678 \tabularnewline
29 & -0.028761 & -0.1993 & 0.421449 \tabularnewline
30 & -0.027289 & -0.1891 & 0.42542 \tabularnewline
31 & -0.103697 & -0.7184 & 0.237985 \tabularnewline
32 & -0.013298 & -0.0921 & 0.463489 \tabularnewline
33 & -0.094283 & -0.6532 & 0.258368 \tabularnewline
34 & 0.065029 & 0.4505 & 0.327178 \tabularnewline
35 & -0.043353 & -0.3004 & 0.382602 \tabularnewline
36 & 0.068039 & 0.4714 & 0.319749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60150&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]0.907349[/C][C]6.2863[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.362423[/C][C]-2.5109[/C][C]0.007731[/C][/ROW]
[ROW][C]3[/C][C]-0.113709[/C][C]-0.7878[/C][C]0.217343[/C][/ROW]
[ROW][C]4[/C][C]-0.061732[/C][C]-0.4277[/C][C]0.335395[/C][/ROW]
[ROW][C]5[/C][C]0.072715[/C][C]0.5038[/C][C]0.30836[/C][/ROW]
[ROW][C]6[/C][C]-0.029335[/C][C]-0.2032[/C][C]0.419905[/C][/ROW]
[ROW][C]7[/C][C]-0.184603[/C][C]-1.279[/C][C]0.103529[/C][/ROW]
[ROW][C]8[/C][C]-0.056031[/C][C]-0.3882[/C][C]0.349795[/C][/ROW]
[ROW][C]9[/C][C]-0.087994[/C][C]-0.6096[/C][C]0.272489[/C][/ROW]
[ROW][C]10[/C][C]-0.065573[/C][C]-0.4543[/C][C]0.32583[/C][/ROW]
[ROW][C]11[/C][C]-0.139812[/C][C]-0.9686[/C][C]0.168788[/C][/ROW]
[ROW][C]12[/C][C]-0.145701[/C][C]-1.0094[/C][C]0.158912[/C][/ROW]
[ROW][C]13[/C][C]0.297734[/C][C]2.0628[/C][C]0.022284[/C][/ROW]
[ROW][C]14[/C][C]0.056828[/C][C]0.3937[/C][C]0.347768[/C][/ROW]
[ROW][C]15[/C][C]-0.036778[/C][C]-0.2548[/C][C]0.39998[/C][/ROW]
[ROW][C]16[/C][C]-0.046136[/C][C]-0.3196[/C][C]0.375314[/C][/ROW]
[ROW][C]17[/C][C]0.007012[/C][C]0.0486[/C][C]0.480727[/C][/ROW]
[ROW][C]18[/C][C]-0.058998[/C][C]-0.4087[/C][C]0.342271[/C][/ROW]
[ROW][C]19[/C][C]-0.220045[/C][C]-1.5245[/C][C]0.066971[/C][/ROW]
[ROW][C]20[/C][C]-0.139035[/C][C]-0.9633[/C][C]0.170122[/C][/ROW]
[ROW][C]21[/C][C]0.129714[/C][C]0.8987[/C][C]0.186653[/C][/ROW]
[ROW][C]22[/C][C]-0.014677[/C][C]-0.1017[/C][C]0.459715[/C][/ROW]
[ROW][C]23[/C][C]-0.137028[/C][C]-0.9494[/C][C]0.173597[/C][/ROW]
[ROW][C]24[/C][C]0.08473[/C][C]0.587[/C][C]0.279969[/C][/ROW]
[ROW][C]25[/C][C]0.034994[/C][C]0.2424[/C][C]0.404733[/C][/ROW]
[ROW][C]26[/C][C]0.131705[/C][C]0.9125[/C][C]0.183038[/C][/ROW]
[ROW][C]27[/C][C]-0.116312[/C][C]-0.8058[/C][C]0.212157[/C][/ROW]
[ROW][C]28[/C][C]-0.103843[/C][C]-0.7194[/C][C]0.237678[/C][/ROW]
[ROW][C]29[/C][C]-0.028761[/C][C]-0.1993[/C][C]0.421449[/C][/ROW]
[ROW][C]30[/C][C]-0.027289[/C][C]-0.1891[/C][C]0.42542[/C][/ROW]
[ROW][C]31[/C][C]-0.103697[/C][C]-0.7184[/C][C]0.237985[/C][/ROW]
[ROW][C]32[/C][C]-0.013298[/C][C]-0.0921[/C][C]0.463489[/C][/ROW]
[ROW][C]33[/C][C]-0.094283[/C][C]-0.6532[/C][C]0.258368[/C][/ROW]
[ROW][C]34[/C][C]0.065029[/C][C]0.4505[/C][C]0.327178[/C][/ROW]
[ROW][C]35[/C][C]-0.043353[/C][C]-0.3004[/C][C]0.382602[/C][/ROW]
[ROW][C]36[/C][C]0.068039[/C][C]0.4714[/C][C]0.319749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60150&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60150&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
10.9073496.28630
2-0.362423-2.51090.007731
3-0.113709-0.78780.217343
4-0.061732-0.42770.335395
50.0727150.50380.30836
6-0.029335-0.20320.419905
7-0.184603-1.2790.103529
8-0.056031-0.38820.349795
9-0.087994-0.60960.272489
10-0.065573-0.45430.32583
11-0.139812-0.96860.168788
12-0.145701-1.00940.158912
130.2977342.06280.022284
140.0568280.39370.347768
15-0.036778-0.25480.39998
16-0.046136-0.31960.375314
170.0070120.04860.480727
18-0.058998-0.40870.342271
19-0.220045-1.52450.066971
20-0.139035-0.96330.170122
210.1297140.89870.186653
22-0.014677-0.10170.459715
23-0.137028-0.94940.173597
240.084730.5870.279969
250.0349940.24240.404733
260.1317050.91250.183038
27-0.116312-0.80580.212157
28-0.103843-0.71940.237678
29-0.028761-0.19930.421449
30-0.027289-0.18910.42542
31-0.103697-0.71840.237985
32-0.013298-0.09210.463489
33-0.094283-0.65320.258368
340.0650290.45050.327178
35-0.043353-0.30040.382602
360.0680390.47140.319749


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')