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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 26 Nov 2009 09:52:54 -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/t1259254440c97w7f4me11dgv4.htm/, Retrieved Mon, 29 Apr 2024 04:17:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60171, Retrieved Mon, 29 Apr 2024 04:17:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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] [1433a524809eda02c3198b3ae6eebb69]
-    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] [9e7543b6beb0d8de71e2ffbfbbc7253a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.7461
0.7775
0.7790
0.7744
0.7905
0.7719
0.7811
0.7557
0.7637
0.7595
0.7471
0.7615
0.7487
0.7389
0.7337
0.7510
0.7382
0.7159
0.7542
0.7636
0.7433
0.7658
0.7627
0.7480
0.7692
0.7850
0.7913
0.7720
0.7880
0.8070
0.8268
0.8244
0.8487
0.8572
0.8214
0.8827
0.9216
0.8865
0.8816
0.8884
0.9466
0.9180
0.9337
0.9559
0.9626
0.9434
0.8639
0.7996
0.6680
0.6572
0.6928
0.6438
0.6454
0.6873
0.7265
0.7912
0.8114
0.8281
0.8393

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=60171&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=60171&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60171&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
10.9237186.33270
20.8116285.56421e-06
30.7275814.9884e-06
40.6083034.17036.5e-05
50.4434613.04020.001928
60.293162.00980.025106
70.1640061.12440.133283
80.0303780.20830.417963
9-0.07369-0.50520.307892
10-0.143844-0.98610.164556
11-0.212328-1.45560.076069
12-0.278663-1.91040.031096
13-0.291241-1.99660.025837
14-0.277204-1.90040.031761
15-0.297193-2.03740.023629
16-0.318401-2.18280.017038
17-0.307313-2.10680.020249
18-0.298896-2.04910.023027
19-0.307184-2.10590.020289
20-0.292087-2.00240.025512
21-0.27054-1.85470.034957
22-0.266252-1.82530.037154
23-0.249688-1.71180.046765
24-0.218587-1.49860.070338
25-0.189887-1.30180.099664
26-0.17672-1.21150.115875
27-0.154715-1.06070.14713
28-0.119961-0.82240.207499
29-0.091099-0.62450.267646
30-0.061439-0.42120.337764
31-0.024283-0.16650.434247
320.0041750.02860.488644
330.0226620.15540.438601
340.0462270.31690.376354
350.0563960.38660.350388
360.0543890.37290.355459

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923718 & 6.3327 & 0 \tabularnewline
2 & 0.811628 & 5.5642 & 1e-06 \tabularnewline
3 & 0.727581 & 4.988 & 4e-06 \tabularnewline
4 & 0.608303 & 4.1703 & 6.5e-05 \tabularnewline
5 & 0.443461 & 3.0402 & 0.001928 \tabularnewline
6 & 0.29316 & 2.0098 & 0.025106 \tabularnewline
7 & 0.164006 & 1.1244 & 0.133283 \tabularnewline
8 & 0.030378 & 0.2083 & 0.417963 \tabularnewline
9 & -0.07369 & -0.5052 & 0.307892 \tabularnewline
10 & -0.143844 & -0.9861 & 0.164556 \tabularnewline
11 & -0.212328 & -1.4556 & 0.076069 \tabularnewline
12 & -0.278663 & -1.9104 & 0.031096 \tabularnewline
13 & -0.291241 & -1.9966 & 0.025837 \tabularnewline
14 & -0.277204 & -1.9004 & 0.031761 \tabularnewline
15 & -0.297193 & -2.0374 & 0.023629 \tabularnewline
16 & -0.318401 & -2.1828 & 0.017038 \tabularnewline
17 & -0.307313 & -2.1068 & 0.020249 \tabularnewline
18 & -0.298896 & -2.0491 & 0.023027 \tabularnewline
19 & -0.307184 & -2.1059 & 0.020289 \tabularnewline
20 & -0.292087 & -2.0024 & 0.025512 \tabularnewline
21 & -0.27054 & -1.8547 & 0.034957 \tabularnewline
22 & -0.266252 & -1.8253 & 0.037154 \tabularnewline
23 & -0.249688 & -1.7118 & 0.046765 \tabularnewline
24 & -0.218587 & -1.4986 & 0.070338 \tabularnewline
25 & -0.189887 & -1.3018 & 0.099664 \tabularnewline
26 & -0.17672 & -1.2115 & 0.115875 \tabularnewline
27 & -0.154715 & -1.0607 & 0.14713 \tabularnewline
28 & -0.119961 & -0.8224 & 0.207499 \tabularnewline
29 & -0.091099 & -0.6245 & 0.267646 \tabularnewline
30 & -0.061439 & -0.4212 & 0.337764 \tabularnewline
31 & -0.024283 & -0.1665 & 0.434247 \tabularnewline
32 & 0.004175 & 0.0286 & 0.488644 \tabularnewline
33 & 0.022662 & 0.1554 & 0.438601 \tabularnewline
34 & 0.046227 & 0.3169 & 0.376354 \tabularnewline
35 & 0.056396 & 0.3866 & 0.350388 \tabularnewline
36 & 0.054389 & 0.3729 & 0.355459 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60171&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]0.923718[/C][C]6.3327[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.811628[/C][C]5.5642[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.727581[/C][C]4.988[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.608303[/C][C]4.1703[/C][C]6.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.443461[/C][C]3.0402[/C][C]0.001928[/C][/ROW]
[ROW][C]6[/C][C]0.29316[/C][C]2.0098[/C][C]0.025106[/C][/ROW]
[ROW][C]7[/C][C]0.164006[/C][C]1.1244[/C][C]0.133283[/C][/ROW]
[ROW][C]8[/C][C]0.030378[/C][C]0.2083[/C][C]0.417963[/C][/ROW]
[ROW][C]9[/C][C]-0.07369[/C][C]-0.5052[/C][C]0.307892[/C][/ROW]
[ROW][C]10[/C][C]-0.143844[/C][C]-0.9861[/C][C]0.164556[/C][/ROW]
[ROW][C]11[/C][C]-0.212328[/C][C]-1.4556[/C][C]0.076069[/C][/ROW]
[ROW][C]12[/C][C]-0.278663[/C][C]-1.9104[/C][C]0.031096[/C][/ROW]
[ROW][C]13[/C][C]-0.291241[/C][C]-1.9966[/C][C]0.025837[/C][/ROW]
[ROW][C]14[/C][C]-0.277204[/C][C]-1.9004[/C][C]0.031761[/C][/ROW]
[ROW][C]15[/C][C]-0.297193[/C][C]-2.0374[/C][C]0.023629[/C][/ROW]
[ROW][C]16[/C][C]-0.318401[/C][C]-2.1828[/C][C]0.017038[/C][/ROW]
[ROW][C]17[/C][C]-0.307313[/C][C]-2.1068[/C][C]0.020249[/C][/ROW]
[ROW][C]18[/C][C]-0.298896[/C][C]-2.0491[/C][C]0.023027[/C][/ROW]
[ROW][C]19[/C][C]-0.307184[/C][C]-2.1059[/C][C]0.020289[/C][/ROW]
[ROW][C]20[/C][C]-0.292087[/C][C]-2.0024[/C][C]0.025512[/C][/ROW]
[ROW][C]21[/C][C]-0.27054[/C][C]-1.8547[/C][C]0.034957[/C][/ROW]
[ROW][C]22[/C][C]-0.266252[/C][C]-1.8253[/C][C]0.037154[/C][/ROW]
[ROW][C]23[/C][C]-0.249688[/C][C]-1.7118[/C][C]0.046765[/C][/ROW]
[ROW][C]24[/C][C]-0.218587[/C][C]-1.4986[/C][C]0.070338[/C][/ROW]
[ROW][C]25[/C][C]-0.189887[/C][C]-1.3018[/C][C]0.099664[/C][/ROW]
[ROW][C]26[/C][C]-0.17672[/C][C]-1.2115[/C][C]0.115875[/C][/ROW]
[ROW][C]27[/C][C]-0.154715[/C][C]-1.0607[/C][C]0.14713[/C][/ROW]
[ROW][C]28[/C][C]-0.119961[/C][C]-0.8224[/C][C]0.207499[/C][/ROW]
[ROW][C]29[/C][C]-0.091099[/C][C]-0.6245[/C][C]0.267646[/C][/ROW]
[ROW][C]30[/C][C]-0.061439[/C][C]-0.4212[/C][C]0.337764[/C][/ROW]
[ROW][C]31[/C][C]-0.024283[/C][C]-0.1665[/C][C]0.434247[/C][/ROW]
[ROW][C]32[/C][C]0.004175[/C][C]0.0286[/C][C]0.488644[/C][/ROW]
[ROW][C]33[/C][C]0.022662[/C][C]0.1554[/C][C]0.438601[/C][/ROW]
[ROW][C]34[/C][C]0.046227[/C][C]0.3169[/C][C]0.376354[/C][/ROW]
[ROW][C]35[/C][C]0.056396[/C][C]0.3866[/C][C]0.350388[/C][/ROW]
[ROW][C]36[/C][C]0.054389[/C][C]0.3729[/C][C]0.355459[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60171&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60171&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
10.9237186.33270
20.8116285.56421e-06
30.7275814.9884e-06
40.6083034.17036.5e-05
50.4434613.04020.001928
60.293162.00980.025106
70.1640061.12440.133283
80.0303780.20830.417963
9-0.07369-0.50520.307892
10-0.143844-0.98610.164556
11-0.212328-1.45560.076069
12-0.278663-1.91040.031096
13-0.291241-1.99660.025837
14-0.277204-1.90040.031761
15-0.297193-2.03740.023629
16-0.318401-2.18280.017038
17-0.307313-2.10680.020249
18-0.298896-2.04910.023027
19-0.307184-2.10590.020289
20-0.292087-2.00240.025512
21-0.27054-1.85470.034957
22-0.266252-1.82530.037154
23-0.249688-1.71180.046765
24-0.218587-1.49860.070338
25-0.189887-1.30180.099664
26-0.17672-1.21150.115875
27-0.154715-1.06070.14713
28-0.119961-0.82240.207499
29-0.091099-0.62450.267646
30-0.061439-0.42120.337764
31-0.024283-0.16650.434247
320.0041750.02860.488644
330.0226620.15540.438601
340.0462270.31690.376354
350.0563960.38660.350388
360.0543890.37290.355459






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9237186.33270
2-0.283669-1.94470.028902
30.2017571.38320.086573
4-0.448314-3.07350.001758
5-0.179495-1.23060.112306
6-0.0259-0.17760.429914
7-0.059321-0.40670.343043
8-0.018483-0.12670.449854
90.196621.3480.092066
10-0.079963-0.54820.293075
11-0.06442-0.44160.330387
12-0.137999-0.94610.174475
130.21911.50210.069883
14-0.105343-0.72220.236877
15-0.174066-1.19330.119364
16-0.06255-0.42880.335007
17-0.06068-0.4160.339651
18-0.050191-0.34410.366155
190.0575220.39440.347552
200.0847550.5810.281992
21-0.080195-0.54980.292532
22-0.030297-0.20770.418177
23-0.027446-0.18820.42578
24-0.128312-0.87970.191758
250.1543611.05820.147676
26-0.161926-1.11010.136299
27-0.014028-0.09620.461896
28-0.012465-0.08550.466131
290.0451190.30930.379222
300.0720330.49380.311861
31-0.009062-0.06210.475362
32-0.057896-0.39690.346613
33-0.002404-0.01650.49346
34-0.172787-1.18460.121071
35-0.055884-0.38310.35168
360.056340.38620.350528

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923718 & 6.3327 & 0 \tabularnewline
2 & -0.283669 & -1.9447 & 0.028902 \tabularnewline
3 & 0.201757 & 1.3832 & 0.086573 \tabularnewline
4 & -0.448314 & -3.0735 & 0.001758 \tabularnewline
5 & -0.179495 & -1.2306 & 0.112306 \tabularnewline
6 & -0.0259 & -0.1776 & 0.429914 \tabularnewline
7 & -0.059321 & -0.4067 & 0.343043 \tabularnewline
8 & -0.018483 & -0.1267 & 0.449854 \tabularnewline
9 & 0.19662 & 1.348 & 0.092066 \tabularnewline
10 & -0.079963 & -0.5482 & 0.293075 \tabularnewline
11 & -0.06442 & -0.4416 & 0.330387 \tabularnewline
12 & -0.137999 & -0.9461 & 0.174475 \tabularnewline
13 & 0.2191 & 1.5021 & 0.069883 \tabularnewline
14 & -0.105343 & -0.7222 & 0.236877 \tabularnewline
15 & -0.174066 & -1.1933 & 0.119364 \tabularnewline
16 & -0.06255 & -0.4288 & 0.335007 \tabularnewline
17 & -0.06068 & -0.416 & 0.339651 \tabularnewline
18 & -0.050191 & -0.3441 & 0.366155 \tabularnewline
19 & 0.057522 & 0.3944 & 0.347552 \tabularnewline
20 & 0.084755 & 0.581 & 0.281992 \tabularnewline
21 & -0.080195 & -0.5498 & 0.292532 \tabularnewline
22 & -0.030297 & -0.2077 & 0.418177 \tabularnewline
23 & -0.027446 & -0.1882 & 0.42578 \tabularnewline
24 & -0.128312 & -0.8797 & 0.191758 \tabularnewline
25 & 0.154361 & 1.0582 & 0.147676 \tabularnewline
26 & -0.161926 & -1.1101 & 0.136299 \tabularnewline
27 & -0.014028 & -0.0962 & 0.461896 \tabularnewline
28 & -0.012465 & -0.0855 & 0.466131 \tabularnewline
29 & 0.045119 & 0.3093 & 0.379222 \tabularnewline
30 & 0.072033 & 0.4938 & 0.311861 \tabularnewline
31 & -0.009062 & -0.0621 & 0.475362 \tabularnewline
32 & -0.057896 & -0.3969 & 0.346613 \tabularnewline
33 & -0.002404 & -0.0165 & 0.49346 \tabularnewline
34 & -0.172787 & -1.1846 & 0.121071 \tabularnewline
35 & -0.055884 & -0.3831 & 0.35168 \tabularnewline
36 & 0.05634 & 0.3862 & 0.350528 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60171&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]0.923718[/C][C]6.3327[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.283669[/C][C]-1.9447[/C][C]0.028902[/C][/ROW]
[ROW][C]3[/C][C]0.201757[/C][C]1.3832[/C][C]0.086573[/C][/ROW]
[ROW][C]4[/C][C]-0.448314[/C][C]-3.0735[/C][C]0.001758[/C][/ROW]
[ROW][C]5[/C][C]-0.179495[/C][C]-1.2306[/C][C]0.112306[/C][/ROW]
[ROW][C]6[/C][C]-0.0259[/C][C]-0.1776[/C][C]0.429914[/C][/ROW]
[ROW][C]7[/C][C]-0.059321[/C][C]-0.4067[/C][C]0.343043[/C][/ROW]
[ROW][C]8[/C][C]-0.018483[/C][C]-0.1267[/C][C]0.449854[/C][/ROW]
[ROW][C]9[/C][C]0.19662[/C][C]1.348[/C][C]0.092066[/C][/ROW]
[ROW][C]10[/C][C]-0.079963[/C][C]-0.5482[/C][C]0.293075[/C][/ROW]
[ROW][C]11[/C][C]-0.06442[/C][C]-0.4416[/C][C]0.330387[/C][/ROW]
[ROW][C]12[/C][C]-0.137999[/C][C]-0.9461[/C][C]0.174475[/C][/ROW]
[ROW][C]13[/C][C]0.2191[/C][C]1.5021[/C][C]0.069883[/C][/ROW]
[ROW][C]14[/C][C]-0.105343[/C][C]-0.7222[/C][C]0.236877[/C][/ROW]
[ROW][C]15[/C][C]-0.174066[/C][C]-1.1933[/C][C]0.119364[/C][/ROW]
[ROW][C]16[/C][C]-0.06255[/C][C]-0.4288[/C][C]0.335007[/C][/ROW]
[ROW][C]17[/C][C]-0.06068[/C][C]-0.416[/C][C]0.339651[/C][/ROW]
[ROW][C]18[/C][C]-0.050191[/C][C]-0.3441[/C][C]0.366155[/C][/ROW]
[ROW][C]19[/C][C]0.057522[/C][C]0.3944[/C][C]0.347552[/C][/ROW]
[ROW][C]20[/C][C]0.084755[/C][C]0.581[/C][C]0.281992[/C][/ROW]
[ROW][C]21[/C][C]-0.080195[/C][C]-0.5498[/C][C]0.292532[/C][/ROW]
[ROW][C]22[/C][C]-0.030297[/C][C]-0.2077[/C][C]0.418177[/C][/ROW]
[ROW][C]23[/C][C]-0.027446[/C][C]-0.1882[/C][C]0.42578[/C][/ROW]
[ROW][C]24[/C][C]-0.128312[/C][C]-0.8797[/C][C]0.191758[/C][/ROW]
[ROW][C]25[/C][C]0.154361[/C][C]1.0582[/C][C]0.147676[/C][/ROW]
[ROW][C]26[/C][C]-0.161926[/C][C]-1.1101[/C][C]0.136299[/C][/ROW]
[ROW][C]27[/C][C]-0.014028[/C][C]-0.0962[/C][C]0.461896[/C][/ROW]
[ROW][C]28[/C][C]-0.012465[/C][C]-0.0855[/C][C]0.466131[/C][/ROW]
[ROW][C]29[/C][C]0.045119[/C][C]0.3093[/C][C]0.379222[/C][/ROW]
[ROW][C]30[/C][C]0.072033[/C][C]0.4938[/C][C]0.311861[/C][/ROW]
[ROW][C]31[/C][C]-0.009062[/C][C]-0.0621[/C][C]0.475362[/C][/ROW]
[ROW][C]32[/C][C]-0.057896[/C][C]-0.3969[/C][C]0.346613[/C][/ROW]
[ROW][C]33[/C][C]-0.002404[/C][C]-0.0165[/C][C]0.49346[/C][/ROW]
[ROW][C]34[/C][C]-0.172787[/C][C]-1.1846[/C][C]0.121071[/C][/ROW]
[ROW][C]35[/C][C]-0.055884[/C][C]-0.3831[/C][C]0.35168[/C][/ROW]
[ROW][C]36[/C][C]0.05634[/C][C]0.3862[/C][C]0.350528[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60171&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60171&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
10.9237186.33270
2-0.283669-1.94470.028902
30.2017571.38320.086573
4-0.448314-3.07350.001758
5-0.179495-1.23060.112306
6-0.0259-0.17760.429914
7-0.059321-0.40670.343043
8-0.018483-0.12670.449854
90.196621.3480.092066
10-0.079963-0.54820.293075
11-0.06442-0.44160.330387
12-0.137999-0.94610.174475
130.21911.50210.069883
14-0.105343-0.72220.236877
15-0.174066-1.19330.119364
16-0.06255-0.42880.335007
17-0.06068-0.4160.339651
18-0.050191-0.34410.366155
190.0575220.39440.347552
200.0847550.5810.281992
21-0.080195-0.54980.292532
22-0.030297-0.20770.418177
23-0.027446-0.18820.42578
24-0.128312-0.87970.191758
250.1543611.05820.147676
26-0.161926-1.11010.136299
27-0.014028-0.09620.461896
28-0.012465-0.08550.466131
290.0451190.30930.379222
300.0720330.49380.311861
31-0.009062-0.06210.475362
32-0.057896-0.39690.346613
33-0.002404-0.01650.49346
34-0.172787-1.18460.121071
35-0.055884-0.38310.35168
360.056340.38620.350528


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')