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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 12:41:34 -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/26/t1259264584yp1vh4zi1fe3jws.htm/, Retrieved Mon, 29 Apr 2024 04:50:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60329, Retrieved Mon, 29 Apr 2024 04:50:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166

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] [] [2009-11-26 19:41:34] [429631dabc57c2ce83a6344a979b9063] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-04 12:13:02] [74be16979710d4c4e7c6647856088456]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-04 12:22:59] [74be16979710d4c4e7c6647856088456]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-04 12:25:16] [74be16979710d4c4e7c6647856088456]
- R PD            [(Partial) Autocorrelation Function] [] [2009-12-21 16:18:16] [8f79fe502d085bc4aad43092067387d5]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
115.6
111.9
107
107.1
100.6
99.2
108.4
103
99.8
115
90.8
95.9
114.4
108.2
112.6
109.1
105
105
118.5
103.7
112.5
116.6
96.6
101.9
116.5
119.3
115.4
108.5
111.5
108.8
121.8
109.6
112.2
119.6
104.1
105.3
115
124.1
116.8
107.5
115.6
116.2
116.3
119
111.9
118.6
106.9
103.2
118.6
118.7
102.8
100.6
94.9
94.5
102.9
95.3
92.5
102.7
91.5
89.5

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=60329&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=60329&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60329&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
1-0.587493-4.02770.000102
20.0378670.25960.398152
30.3789742.59810.00624
4-0.352982-2.41990.009722
50.0975550.66880.253447
60.1566681.07410.14414
7-0.294751-2.02070.024514
80.2292611.57170.06136
9-0.139567-0.95680.171776
10-0.024425-0.16740.433868
110.1468561.00680.159595
12-0.17713-1.21430.115341
130.0611840.41950.338396
140.0353610.24240.404755
15-0.006887-0.04720.481272
16-0.067177-0.46050.323625
170.0801060.54920.29274
180.0171120.11730.453555
19-0.132471-0.90820.18421
200.1358960.93170.178138
210.0426260.29220.385698
22-0.31593-2.16590.017712
230.412312.82670.003444
24-0.243685-1.67060.050722
25-0.018048-0.12370.451027
260.2034131.39450.084858
27-0.181775-1.24620.109435
280.0116640.080.468302
290.1510251.03540.152896
30-0.202688-1.38960.085606
310.1592151.09150.140303
32-0.079328-0.54380.29456
33-0.056994-0.39070.348881
340.1342410.92030.181055
35-0.150019-1.02850.154495
360.0133980.09190.463602

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.587493 & -4.0277 & 0.000102 \tabularnewline
2 & 0.037867 & 0.2596 & 0.398152 \tabularnewline
3 & 0.378974 & 2.5981 & 0.00624 \tabularnewline
4 & -0.352982 & -2.4199 & 0.009722 \tabularnewline
5 & 0.097555 & 0.6688 & 0.253447 \tabularnewline
6 & 0.156668 & 1.0741 & 0.14414 \tabularnewline
7 & -0.294751 & -2.0207 & 0.024514 \tabularnewline
8 & 0.229261 & 1.5717 & 0.06136 \tabularnewline
9 & -0.139567 & -0.9568 & 0.171776 \tabularnewline
10 & -0.024425 & -0.1674 & 0.433868 \tabularnewline
11 & 0.146856 & 1.0068 & 0.159595 \tabularnewline
12 & -0.17713 & -1.2143 & 0.115341 \tabularnewline
13 & 0.061184 & 0.4195 & 0.338396 \tabularnewline
14 & 0.035361 & 0.2424 & 0.404755 \tabularnewline
15 & -0.006887 & -0.0472 & 0.481272 \tabularnewline
16 & -0.067177 & -0.4605 & 0.323625 \tabularnewline
17 & 0.080106 & 0.5492 & 0.29274 \tabularnewline
18 & 0.017112 & 0.1173 & 0.453555 \tabularnewline
19 & -0.132471 & -0.9082 & 0.18421 \tabularnewline
20 & 0.135896 & 0.9317 & 0.178138 \tabularnewline
21 & 0.042626 & 0.2922 & 0.385698 \tabularnewline
22 & -0.31593 & -2.1659 & 0.017712 \tabularnewline
23 & 0.41231 & 2.8267 & 0.003444 \tabularnewline
24 & -0.243685 & -1.6706 & 0.050722 \tabularnewline
25 & -0.018048 & -0.1237 & 0.451027 \tabularnewline
26 & 0.203413 & 1.3945 & 0.084858 \tabularnewline
27 & -0.181775 & -1.2462 & 0.109435 \tabularnewline
28 & 0.011664 & 0.08 & 0.468302 \tabularnewline
29 & 0.151025 & 1.0354 & 0.152896 \tabularnewline
30 & -0.202688 & -1.3896 & 0.085606 \tabularnewline
31 & 0.159215 & 1.0915 & 0.140303 \tabularnewline
32 & -0.079328 & -0.5438 & 0.29456 \tabularnewline
33 & -0.056994 & -0.3907 & 0.348881 \tabularnewline
34 & 0.134241 & 0.9203 & 0.181055 \tabularnewline
35 & -0.150019 & -1.0285 & 0.154495 \tabularnewline
36 & 0.013398 & 0.0919 & 0.463602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60329&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]-0.587493[/C][C]-4.0277[/C][C]0.000102[/C][/ROW]
[ROW][C]2[/C][C]0.037867[/C][C]0.2596[/C][C]0.398152[/C][/ROW]
[ROW][C]3[/C][C]0.378974[/C][C]2.5981[/C][C]0.00624[/C][/ROW]
[ROW][C]4[/C][C]-0.352982[/C][C]-2.4199[/C][C]0.009722[/C][/ROW]
[ROW][C]5[/C][C]0.097555[/C][C]0.6688[/C][C]0.253447[/C][/ROW]
[ROW][C]6[/C][C]0.156668[/C][C]1.0741[/C][C]0.14414[/C][/ROW]
[ROW][C]7[/C][C]-0.294751[/C][C]-2.0207[/C][C]0.024514[/C][/ROW]
[ROW][C]8[/C][C]0.229261[/C][C]1.5717[/C][C]0.06136[/C][/ROW]
[ROW][C]9[/C][C]-0.139567[/C][C]-0.9568[/C][C]0.171776[/C][/ROW]
[ROW][C]10[/C][C]-0.024425[/C][C]-0.1674[/C][C]0.433868[/C][/ROW]
[ROW][C]11[/C][C]0.146856[/C][C]1.0068[/C][C]0.159595[/C][/ROW]
[ROW][C]12[/C][C]-0.17713[/C][C]-1.2143[/C][C]0.115341[/C][/ROW]
[ROW][C]13[/C][C]0.061184[/C][C]0.4195[/C][C]0.338396[/C][/ROW]
[ROW][C]14[/C][C]0.035361[/C][C]0.2424[/C][C]0.404755[/C][/ROW]
[ROW][C]15[/C][C]-0.006887[/C][C]-0.0472[/C][C]0.481272[/C][/ROW]
[ROW][C]16[/C][C]-0.067177[/C][C]-0.4605[/C][C]0.323625[/C][/ROW]
[ROW][C]17[/C][C]0.080106[/C][C]0.5492[/C][C]0.29274[/C][/ROW]
[ROW][C]18[/C][C]0.017112[/C][C]0.1173[/C][C]0.453555[/C][/ROW]
[ROW][C]19[/C][C]-0.132471[/C][C]-0.9082[/C][C]0.18421[/C][/ROW]
[ROW][C]20[/C][C]0.135896[/C][C]0.9317[/C][C]0.178138[/C][/ROW]
[ROW][C]21[/C][C]0.042626[/C][C]0.2922[/C][C]0.385698[/C][/ROW]
[ROW][C]22[/C][C]-0.31593[/C][C]-2.1659[/C][C]0.017712[/C][/ROW]
[ROW][C]23[/C][C]0.41231[/C][C]2.8267[/C][C]0.003444[/C][/ROW]
[ROW][C]24[/C][C]-0.243685[/C][C]-1.6706[/C][C]0.050722[/C][/ROW]
[ROW][C]25[/C][C]-0.018048[/C][C]-0.1237[/C][C]0.451027[/C][/ROW]
[ROW][C]26[/C][C]0.203413[/C][C]1.3945[/C][C]0.084858[/C][/ROW]
[ROW][C]27[/C][C]-0.181775[/C][C]-1.2462[/C][C]0.109435[/C][/ROW]
[ROW][C]28[/C][C]0.011664[/C][C]0.08[/C][C]0.468302[/C][/ROW]
[ROW][C]29[/C][C]0.151025[/C][C]1.0354[/C][C]0.152896[/C][/ROW]
[ROW][C]30[/C][C]-0.202688[/C][C]-1.3896[/C][C]0.085606[/C][/ROW]
[ROW][C]31[/C][C]0.159215[/C][C]1.0915[/C][C]0.140303[/C][/ROW]
[ROW][C]32[/C][C]-0.079328[/C][C]-0.5438[/C][C]0.29456[/C][/ROW]
[ROW][C]33[/C][C]-0.056994[/C][C]-0.3907[/C][C]0.348881[/C][/ROW]
[ROW][C]34[/C][C]0.134241[/C][C]0.9203[/C][C]0.181055[/C][/ROW]
[ROW][C]35[/C][C]-0.150019[/C][C]-1.0285[/C][C]0.154495[/C][/ROW]
[ROW][C]36[/C][C]0.013398[/C][C]0.0919[/C][C]0.463602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60329&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60329&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
1-0.587493-4.02770.000102
20.0378670.25960.398152
30.3789742.59810.00624
4-0.352982-2.41990.009722
50.0975550.66880.253447
60.1566681.07410.14414
7-0.294751-2.02070.024514
80.2292611.57170.06136
9-0.139567-0.95680.171776
10-0.024425-0.16740.433868
110.1468561.00680.159595
12-0.17713-1.21430.115341
130.0611840.41950.338396
140.0353610.24240.404755
15-0.006887-0.04720.481272
16-0.067177-0.46050.323625
170.0801060.54920.29274
180.0171120.11730.453555
19-0.132471-0.90820.18421
200.1358960.93170.178138
210.0426260.29220.385698
22-0.31593-2.16590.017712
230.412312.82670.003444
24-0.243685-1.67060.050722
25-0.018048-0.12370.451027
260.2034131.39450.084858
27-0.181775-1.24620.109435
280.0116640.080.468302
290.1510251.03540.152896
30-0.202688-1.38960.085606
310.1592151.09150.140303
32-0.079328-0.54380.29456
33-0.056994-0.39070.348881
340.1342410.92030.181055
35-0.150019-1.02850.154495
360.0133980.09190.463602






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.587493-4.02770.000102
2-0.469239-3.21690.001174
30.2662911.82560.037134
40.1945231.33360.094384
5-0.02075-0.14230.443742
6-0.009804-0.06720.473348
7-0.176653-1.21110.115961
8-0.008958-0.06140.475644
9-0.156336-1.07180.144644
10-0.076566-0.52490.301057
110.0884890.60660.273502
120.0510990.35030.363832
13-0.053231-0.36490.358399
14-0.165029-1.13140.131818
150.1562151.0710.144829
16-0.002087-0.01430.494322
17-0.06514-0.44660.328615
180.0424830.29130.386071
19-0.066013-0.45260.326472
20-0.015341-0.10520.458343
210.1327770.91030.183662
22-0.267241-1.83210.036638
230.0567830.38930.349411
240.0765870.52510.301006
250.1155870.79240.216048
26-0.042758-0.29310.385355
270.0366160.2510.401444
28-0.05753-0.39440.347532
29-0.089211-0.61160.271874
300.0176120.12070.452204
310.0401780.27540.392091
32-0.004854-0.03330.486797
33-0.0444-0.30440.381087
34-0.080001-0.54850.292987
35-0.095404-0.65410.258131
36-0.101556-0.69620.244857

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.587493 & -4.0277 & 0.000102 \tabularnewline
2 & -0.469239 & -3.2169 & 0.001174 \tabularnewline
3 & 0.266291 & 1.8256 & 0.037134 \tabularnewline
4 & 0.194523 & 1.3336 & 0.094384 \tabularnewline
5 & -0.02075 & -0.1423 & 0.443742 \tabularnewline
6 & -0.009804 & -0.0672 & 0.473348 \tabularnewline
7 & -0.176653 & -1.2111 & 0.115961 \tabularnewline
8 & -0.008958 & -0.0614 & 0.475644 \tabularnewline
9 & -0.156336 & -1.0718 & 0.144644 \tabularnewline
10 & -0.076566 & -0.5249 & 0.301057 \tabularnewline
11 & 0.088489 & 0.6066 & 0.273502 \tabularnewline
12 & 0.051099 & 0.3503 & 0.363832 \tabularnewline
13 & -0.053231 & -0.3649 & 0.358399 \tabularnewline
14 & -0.165029 & -1.1314 & 0.131818 \tabularnewline
15 & 0.156215 & 1.071 & 0.144829 \tabularnewline
16 & -0.002087 & -0.0143 & 0.494322 \tabularnewline
17 & -0.06514 & -0.4466 & 0.328615 \tabularnewline
18 & 0.042483 & 0.2913 & 0.386071 \tabularnewline
19 & -0.066013 & -0.4526 & 0.326472 \tabularnewline
20 & -0.015341 & -0.1052 & 0.458343 \tabularnewline
21 & 0.132777 & 0.9103 & 0.183662 \tabularnewline
22 & -0.267241 & -1.8321 & 0.036638 \tabularnewline
23 & 0.056783 & 0.3893 & 0.349411 \tabularnewline
24 & 0.076587 & 0.5251 & 0.301006 \tabularnewline
25 & 0.115587 & 0.7924 & 0.216048 \tabularnewline
26 & -0.042758 & -0.2931 & 0.385355 \tabularnewline
27 & 0.036616 & 0.251 & 0.401444 \tabularnewline
28 & -0.05753 & -0.3944 & 0.347532 \tabularnewline
29 & -0.089211 & -0.6116 & 0.271874 \tabularnewline
30 & 0.017612 & 0.1207 & 0.452204 \tabularnewline
31 & 0.040178 & 0.2754 & 0.392091 \tabularnewline
32 & -0.004854 & -0.0333 & 0.486797 \tabularnewline
33 & -0.0444 & -0.3044 & 0.381087 \tabularnewline
34 & -0.080001 & -0.5485 & 0.292987 \tabularnewline
35 & -0.095404 & -0.6541 & 0.258131 \tabularnewline
36 & -0.101556 & -0.6962 & 0.244857 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60329&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]-0.587493[/C][C]-4.0277[/C][C]0.000102[/C][/ROW]
[ROW][C]2[/C][C]-0.469239[/C][C]-3.2169[/C][C]0.001174[/C][/ROW]
[ROW][C]3[/C][C]0.266291[/C][C]1.8256[/C][C]0.037134[/C][/ROW]
[ROW][C]4[/C][C]0.194523[/C][C]1.3336[/C][C]0.094384[/C][/ROW]
[ROW][C]5[/C][C]-0.02075[/C][C]-0.1423[/C][C]0.443742[/C][/ROW]
[ROW][C]6[/C][C]-0.009804[/C][C]-0.0672[/C][C]0.473348[/C][/ROW]
[ROW][C]7[/C][C]-0.176653[/C][C]-1.2111[/C][C]0.115961[/C][/ROW]
[ROW][C]8[/C][C]-0.008958[/C][C]-0.0614[/C][C]0.475644[/C][/ROW]
[ROW][C]9[/C][C]-0.156336[/C][C]-1.0718[/C][C]0.144644[/C][/ROW]
[ROW][C]10[/C][C]-0.076566[/C][C]-0.5249[/C][C]0.301057[/C][/ROW]
[ROW][C]11[/C][C]0.088489[/C][C]0.6066[/C][C]0.273502[/C][/ROW]
[ROW][C]12[/C][C]0.051099[/C][C]0.3503[/C][C]0.363832[/C][/ROW]
[ROW][C]13[/C][C]-0.053231[/C][C]-0.3649[/C][C]0.358399[/C][/ROW]
[ROW][C]14[/C][C]-0.165029[/C][C]-1.1314[/C][C]0.131818[/C][/ROW]
[ROW][C]15[/C][C]0.156215[/C][C]1.071[/C][C]0.144829[/C][/ROW]
[ROW][C]16[/C][C]-0.002087[/C][C]-0.0143[/C][C]0.494322[/C][/ROW]
[ROW][C]17[/C][C]-0.06514[/C][C]-0.4466[/C][C]0.328615[/C][/ROW]
[ROW][C]18[/C][C]0.042483[/C][C]0.2913[/C][C]0.386071[/C][/ROW]
[ROW][C]19[/C][C]-0.066013[/C][C]-0.4526[/C][C]0.326472[/C][/ROW]
[ROW][C]20[/C][C]-0.015341[/C][C]-0.1052[/C][C]0.458343[/C][/ROW]
[ROW][C]21[/C][C]0.132777[/C][C]0.9103[/C][C]0.183662[/C][/ROW]
[ROW][C]22[/C][C]-0.267241[/C][C]-1.8321[/C][C]0.036638[/C][/ROW]
[ROW][C]23[/C][C]0.056783[/C][C]0.3893[/C][C]0.349411[/C][/ROW]
[ROW][C]24[/C][C]0.076587[/C][C]0.5251[/C][C]0.301006[/C][/ROW]
[ROW][C]25[/C][C]0.115587[/C][C]0.7924[/C][C]0.216048[/C][/ROW]
[ROW][C]26[/C][C]-0.042758[/C][C]-0.2931[/C][C]0.385355[/C][/ROW]
[ROW][C]27[/C][C]0.036616[/C][C]0.251[/C][C]0.401444[/C][/ROW]
[ROW][C]28[/C][C]-0.05753[/C][C]-0.3944[/C][C]0.347532[/C][/ROW]
[ROW][C]29[/C][C]-0.089211[/C][C]-0.6116[/C][C]0.271874[/C][/ROW]
[ROW][C]30[/C][C]0.017612[/C][C]0.1207[/C][C]0.452204[/C][/ROW]
[ROW][C]31[/C][C]0.040178[/C][C]0.2754[/C][C]0.392091[/C][/ROW]
[ROW][C]32[/C][C]-0.004854[/C][C]-0.0333[/C][C]0.486797[/C][/ROW]
[ROW][C]33[/C][C]-0.0444[/C][C]-0.3044[/C][C]0.381087[/C][/ROW]
[ROW][C]34[/C][C]-0.080001[/C][C]-0.5485[/C][C]0.292987[/C][/ROW]
[ROW][C]35[/C][C]-0.095404[/C][C]-0.6541[/C][C]0.258131[/C][/ROW]
[ROW][C]36[/C][C]-0.101556[/C][C]-0.6962[/C][C]0.244857[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60329&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60329&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
1-0.587493-4.02770.000102
2-0.469239-3.21690.001174
30.2662911.82560.037134
40.1945231.33360.094384
5-0.02075-0.14230.443742
6-0.009804-0.06720.473348
7-0.176653-1.21110.115961
8-0.008958-0.06140.475644
9-0.156336-1.07180.144644
10-0.076566-0.52490.301057
110.0884890.60660.273502
120.0510990.35030.363832
13-0.053231-0.36490.358399
14-0.165029-1.13140.131818
150.1562151.0710.144829
16-0.002087-0.01430.494322
17-0.06514-0.44660.328615
180.0424830.29130.386071
19-0.066013-0.45260.326472
20-0.015341-0.10520.458343
210.1327770.91030.183662
22-0.267241-1.83210.036638
230.0567830.38930.349411
240.0765870.52510.301006
250.1155870.79240.216048
26-0.042758-0.29310.385355
270.0366160.2510.401444
28-0.05753-0.39440.347532
29-0.089211-0.61160.271874
300.0176120.12070.452204
310.0401780.27540.392091
32-0.004854-0.03330.486797
33-0.0444-0.30440.381087
34-0.080001-0.54850.292987
35-0.095404-0.65410.258131
36-0.101556-0.69620.244857


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')