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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 13:29:03 -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/t1259267423w0p8xowuomkx4fw.htm/, Retrieved Sun, 28 Apr 2024 23:23:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60376, Retrieved Sun, 28 Apr 2024 23:23:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128

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] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D            [(Partial) Autocorrelation Function] [WS 8 d = 0 en D = 0] [2009-11-26 20:15:56] [3425351e86519d261a643e224a0c8ee1]
-   PD                [(Partial) Autocorrelation Function] [WS 8 d=0 D=1] [2009-11-26 20:29:03] [17416e80e7873ecccac25c455c5f767e] [Current]
-   P                   [(Partial) Autocorrelation Function] [Rev3WS8-ACF] [2009-12-04 10:28:07] [f15cfb7053d35072d573abca87df96a0]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
153.4
145
137.7
148.3
152.2
169.4
168.6
161.1
174.1
179
190.6
190
181.6
174.8
180.5
196.8
193.8
197
216.3
221.4
217.9
229.7
227.4
204.2
196.6
198.8
207.5
190.7
201.6
210.5
223.5
223.8
231.2
244
234.7
250.2
265.7
287.6
283.3
295.4
312.3
333.8
347.7
383.2
407.1
413.6
362.7
321.9
239.4
191
159.7
163.4
157.6
166.2
176.7
198.3
226.2
216.2
235.9
226.9

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=60376&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=60376&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60376&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
10.9480796.56850
20.8463255.86350
30.7021994.8656e-06
40.5475983.79390.000208
50.3818292.64540.005499
60.2256421.56330.062276
70.0751410.52060.302521
8-0.074385-0.51540.304334
9-0.210027-1.45510.076074
10-0.321916-2.23030.015219
11-0.400989-2.77810.003889
12-0.441622-3.05960.00181
13-0.431851-2.99190.002184
14-0.387869-2.68720.004935
15-0.327775-2.27090.013839
16-0.267971-1.85660.034759
17-0.207487-1.43750.07853
18-0.153933-1.06650.145771
19-0.101042-0.70.243641
20-0.054776-0.37950.352995
21-0.006212-0.0430.482924
220.0298540.20680.418508
230.0617180.42760.335429
240.0790650.54780.293191
250.0863110.5980.276332
260.075180.52090.302427
270.0570120.3950.347301
280.0358070.24810.402565
290.0117870.08170.467626
30-0.012084-0.08370.466813
31-0.036857-0.25540.39977
32-0.060157-0.41680.339348
33-0.086895-0.6020.274996
34-0.105996-0.73440.23315
35-0.120735-0.83650.203517
36-0.130117-0.90150.185918

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948079 & 6.5685 & 0 \tabularnewline
2 & 0.846325 & 5.8635 & 0 \tabularnewline
3 & 0.702199 & 4.865 & 6e-06 \tabularnewline
4 & 0.547598 & 3.7939 & 0.000208 \tabularnewline
5 & 0.381829 & 2.6454 & 0.005499 \tabularnewline
6 & 0.225642 & 1.5633 & 0.062276 \tabularnewline
7 & 0.075141 & 0.5206 & 0.302521 \tabularnewline
8 & -0.074385 & -0.5154 & 0.304334 \tabularnewline
9 & -0.210027 & -1.4551 & 0.076074 \tabularnewline
10 & -0.321916 & -2.2303 & 0.015219 \tabularnewline
11 & -0.400989 & -2.7781 & 0.003889 \tabularnewline
12 & -0.441622 & -3.0596 & 0.00181 \tabularnewline
13 & -0.431851 & -2.9919 & 0.002184 \tabularnewline
14 & -0.387869 & -2.6872 & 0.004935 \tabularnewline
15 & -0.327775 & -2.2709 & 0.013839 \tabularnewline
16 & -0.267971 & -1.8566 & 0.034759 \tabularnewline
17 & -0.207487 & -1.4375 & 0.07853 \tabularnewline
18 & -0.153933 & -1.0665 & 0.145771 \tabularnewline
19 & -0.101042 & -0.7 & 0.243641 \tabularnewline
20 & -0.054776 & -0.3795 & 0.352995 \tabularnewline
21 & -0.006212 & -0.043 & 0.482924 \tabularnewline
22 & 0.029854 & 0.2068 & 0.418508 \tabularnewline
23 & 0.061718 & 0.4276 & 0.335429 \tabularnewline
24 & 0.079065 & 0.5478 & 0.293191 \tabularnewline
25 & 0.086311 & 0.598 & 0.276332 \tabularnewline
26 & 0.07518 & 0.5209 & 0.302427 \tabularnewline
27 & 0.057012 & 0.395 & 0.347301 \tabularnewline
28 & 0.035807 & 0.2481 & 0.402565 \tabularnewline
29 & 0.011787 & 0.0817 & 0.467626 \tabularnewline
30 & -0.012084 & -0.0837 & 0.466813 \tabularnewline
31 & -0.036857 & -0.2554 & 0.39977 \tabularnewline
32 & -0.060157 & -0.4168 & 0.339348 \tabularnewline
33 & -0.086895 & -0.602 & 0.274996 \tabularnewline
34 & -0.105996 & -0.7344 & 0.23315 \tabularnewline
35 & -0.120735 & -0.8365 & 0.203517 \tabularnewline
36 & -0.130117 & -0.9015 & 0.185918 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60376&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]0.948079[/C][C]6.5685[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.846325[/C][C]5.8635[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.702199[/C][C]4.865[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.547598[/C][C]3.7939[/C][C]0.000208[/C][/ROW]
[ROW][C]5[/C][C]0.381829[/C][C]2.6454[/C][C]0.005499[/C][/ROW]
[ROW][C]6[/C][C]0.225642[/C][C]1.5633[/C][C]0.062276[/C][/ROW]
[ROW][C]7[/C][C]0.075141[/C][C]0.5206[/C][C]0.302521[/C][/ROW]
[ROW][C]8[/C][C]-0.074385[/C][C]-0.5154[/C][C]0.304334[/C][/ROW]
[ROW][C]9[/C][C]-0.210027[/C][C]-1.4551[/C][C]0.076074[/C][/ROW]
[ROW][C]10[/C][C]-0.321916[/C][C]-2.2303[/C][C]0.015219[/C][/ROW]
[ROW][C]11[/C][C]-0.400989[/C][C]-2.7781[/C][C]0.003889[/C][/ROW]
[ROW][C]12[/C][C]-0.441622[/C][C]-3.0596[/C][C]0.00181[/C][/ROW]
[ROW][C]13[/C][C]-0.431851[/C][C]-2.9919[/C][C]0.002184[/C][/ROW]
[ROW][C]14[/C][C]-0.387869[/C][C]-2.6872[/C][C]0.004935[/C][/ROW]
[ROW][C]15[/C][C]-0.327775[/C][C]-2.2709[/C][C]0.013839[/C][/ROW]
[ROW][C]16[/C][C]-0.267971[/C][C]-1.8566[/C][C]0.034759[/C][/ROW]
[ROW][C]17[/C][C]-0.207487[/C][C]-1.4375[/C][C]0.07853[/C][/ROW]
[ROW][C]18[/C][C]-0.153933[/C][C]-1.0665[/C][C]0.145771[/C][/ROW]
[ROW][C]19[/C][C]-0.101042[/C][C]-0.7[/C][C]0.243641[/C][/ROW]
[ROW][C]20[/C][C]-0.054776[/C][C]-0.3795[/C][C]0.352995[/C][/ROW]
[ROW][C]21[/C][C]-0.006212[/C][C]-0.043[/C][C]0.482924[/C][/ROW]
[ROW][C]22[/C][C]0.029854[/C][C]0.2068[/C][C]0.418508[/C][/ROW]
[ROW][C]23[/C][C]0.061718[/C][C]0.4276[/C][C]0.335429[/C][/ROW]
[ROW][C]24[/C][C]0.079065[/C][C]0.5478[/C][C]0.293191[/C][/ROW]
[ROW][C]25[/C][C]0.086311[/C][C]0.598[/C][C]0.276332[/C][/ROW]
[ROW][C]26[/C][C]0.07518[/C][C]0.5209[/C][C]0.302427[/C][/ROW]
[ROW][C]27[/C][C]0.057012[/C][C]0.395[/C][C]0.347301[/C][/ROW]
[ROW][C]28[/C][C]0.035807[/C][C]0.2481[/C][C]0.402565[/C][/ROW]
[ROW][C]29[/C][C]0.011787[/C][C]0.0817[/C][C]0.467626[/C][/ROW]
[ROW][C]30[/C][C]-0.012084[/C][C]-0.0837[/C][C]0.466813[/C][/ROW]
[ROW][C]31[/C][C]-0.036857[/C][C]-0.2554[/C][C]0.39977[/C][/ROW]
[ROW][C]32[/C][C]-0.060157[/C][C]-0.4168[/C][C]0.339348[/C][/ROW]
[ROW][C]33[/C][C]-0.086895[/C][C]-0.602[/C][C]0.274996[/C][/ROW]
[ROW][C]34[/C][C]-0.105996[/C][C]-0.7344[/C][C]0.23315[/C][/ROW]
[ROW][C]35[/C][C]-0.120735[/C][C]-0.8365[/C][C]0.203517[/C][/ROW]
[ROW][C]36[/C][C]-0.130117[/C][C]-0.9015[/C][C]0.185918[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60376&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60376&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
10.9480796.56850
20.8463255.86350
30.7021994.8656e-06
40.5475983.79390.000208
50.3818292.64540.005499
60.2256421.56330.062276
70.0751410.52060.302521
8-0.074385-0.51540.304334
9-0.210027-1.45510.076074
10-0.321916-2.23030.015219
11-0.400989-2.77810.003889
12-0.441622-3.05960.00181
13-0.431851-2.99190.002184
14-0.387869-2.68720.004935
15-0.327775-2.27090.013839
16-0.267971-1.85660.034759
17-0.207487-1.43750.07853
18-0.153933-1.06650.145771
19-0.101042-0.70.243641
20-0.054776-0.37950.352995
21-0.006212-0.0430.482924
220.0298540.20680.418508
230.0617180.42760.335429
240.0790650.54780.293191
250.0863110.5980.276332
260.075180.52090.302427
270.0570120.3950.347301
280.0358070.24810.402565
290.0117870.08170.467626
30-0.012084-0.08370.466813
31-0.036857-0.25540.39977
32-0.060157-0.41680.339348
33-0.086895-0.6020.274996
34-0.105996-0.73440.23315
35-0.120735-0.83650.203517
36-0.130117-0.90150.185918






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9480796.56850
2-0.519341-3.59810.000378
3-0.33192-2.29960.012932
40.102430.70970.240675
5-0.176396-1.22210.113818
60.0233690.16190.436031
7-0.109802-0.76070.22527
8-0.308881-2.140.018733
90.1141210.79070.216518
100.0739290.51220.305432
11-0.010949-0.07590.469925
120.1479231.02480.155287
130.1820241.26110.106684
14-0.113907-0.78920.216946
15-0.152144-1.05410.148561
16-0.125648-0.87050.194177
170.0092360.0640.474623
18-0.007407-0.05130.479642
190.0281650.19510.423057
20-0.158251-1.09640.139189
210.1293890.89640.187248
220.0050140.03470.486215
230.0981320.67990.249924
240.0149740.10370.458903
25-0.034915-0.24190.404946
26-0.13425-0.93010.178483
27-0.04113-0.2850.388453
28-0.045878-0.31780.375989
29-0.079428-0.55030.292335
300.0341210.23640.407065
31-0.006361-0.04410.482515
32-0.053627-0.37150.355935
330.0306590.21240.416343
340.104220.72210.236881
35-0.00318-0.0220.491258
36-0.078379-0.5430.294813

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948079 & 6.5685 & 0 \tabularnewline
2 & -0.519341 & -3.5981 & 0.000378 \tabularnewline
3 & -0.33192 & -2.2996 & 0.012932 \tabularnewline
4 & 0.10243 & 0.7097 & 0.240675 \tabularnewline
5 & -0.176396 & -1.2221 & 0.113818 \tabularnewline
6 & 0.023369 & 0.1619 & 0.436031 \tabularnewline
7 & -0.109802 & -0.7607 & 0.22527 \tabularnewline
8 & -0.308881 & -2.14 & 0.018733 \tabularnewline
9 & 0.114121 & 0.7907 & 0.216518 \tabularnewline
10 & 0.073929 & 0.5122 & 0.305432 \tabularnewline
11 & -0.010949 & -0.0759 & 0.469925 \tabularnewline
12 & 0.147923 & 1.0248 & 0.155287 \tabularnewline
13 & 0.182024 & 1.2611 & 0.106684 \tabularnewline
14 & -0.113907 & -0.7892 & 0.216946 \tabularnewline
15 & -0.152144 & -1.0541 & 0.148561 \tabularnewline
16 & -0.125648 & -0.8705 & 0.194177 \tabularnewline
17 & 0.009236 & 0.064 & 0.474623 \tabularnewline
18 & -0.007407 & -0.0513 & 0.479642 \tabularnewline
19 & 0.028165 & 0.1951 & 0.423057 \tabularnewline
20 & -0.158251 & -1.0964 & 0.139189 \tabularnewline
21 & 0.129389 & 0.8964 & 0.187248 \tabularnewline
22 & 0.005014 & 0.0347 & 0.486215 \tabularnewline
23 & 0.098132 & 0.6799 & 0.249924 \tabularnewline
24 & 0.014974 & 0.1037 & 0.458903 \tabularnewline
25 & -0.034915 & -0.2419 & 0.404946 \tabularnewline
26 & -0.13425 & -0.9301 & 0.178483 \tabularnewline
27 & -0.04113 & -0.285 & 0.388453 \tabularnewline
28 & -0.045878 & -0.3178 & 0.375989 \tabularnewline
29 & -0.079428 & -0.5503 & 0.292335 \tabularnewline
30 & 0.034121 & 0.2364 & 0.407065 \tabularnewline
31 & -0.006361 & -0.0441 & 0.482515 \tabularnewline
32 & -0.053627 & -0.3715 & 0.355935 \tabularnewline
33 & 0.030659 & 0.2124 & 0.416343 \tabularnewline
34 & 0.10422 & 0.7221 & 0.236881 \tabularnewline
35 & -0.00318 & -0.022 & 0.491258 \tabularnewline
36 & -0.078379 & -0.543 & 0.294813 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60376&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]0.948079[/C][C]6.5685[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.519341[/C][C]-3.5981[/C][C]0.000378[/C][/ROW]
[ROW][C]3[/C][C]-0.33192[/C][C]-2.2996[/C][C]0.012932[/C][/ROW]
[ROW][C]4[/C][C]0.10243[/C][C]0.7097[/C][C]0.240675[/C][/ROW]
[ROW][C]5[/C][C]-0.176396[/C][C]-1.2221[/C][C]0.113818[/C][/ROW]
[ROW][C]6[/C][C]0.023369[/C][C]0.1619[/C][C]0.436031[/C][/ROW]
[ROW][C]7[/C][C]-0.109802[/C][C]-0.7607[/C][C]0.22527[/C][/ROW]
[ROW][C]8[/C][C]-0.308881[/C][C]-2.14[/C][C]0.018733[/C][/ROW]
[ROW][C]9[/C][C]0.114121[/C][C]0.7907[/C][C]0.216518[/C][/ROW]
[ROW][C]10[/C][C]0.073929[/C][C]0.5122[/C][C]0.305432[/C][/ROW]
[ROW][C]11[/C][C]-0.010949[/C][C]-0.0759[/C][C]0.469925[/C][/ROW]
[ROW][C]12[/C][C]0.147923[/C][C]1.0248[/C][C]0.155287[/C][/ROW]
[ROW][C]13[/C][C]0.182024[/C][C]1.2611[/C][C]0.106684[/C][/ROW]
[ROW][C]14[/C][C]-0.113907[/C][C]-0.7892[/C][C]0.216946[/C][/ROW]
[ROW][C]15[/C][C]-0.152144[/C][C]-1.0541[/C][C]0.148561[/C][/ROW]
[ROW][C]16[/C][C]-0.125648[/C][C]-0.8705[/C][C]0.194177[/C][/ROW]
[ROW][C]17[/C][C]0.009236[/C][C]0.064[/C][C]0.474623[/C][/ROW]
[ROW][C]18[/C][C]-0.007407[/C][C]-0.0513[/C][C]0.479642[/C][/ROW]
[ROW][C]19[/C][C]0.028165[/C][C]0.1951[/C][C]0.423057[/C][/ROW]
[ROW][C]20[/C][C]-0.158251[/C][C]-1.0964[/C][C]0.139189[/C][/ROW]
[ROW][C]21[/C][C]0.129389[/C][C]0.8964[/C][C]0.187248[/C][/ROW]
[ROW][C]22[/C][C]0.005014[/C][C]0.0347[/C][C]0.486215[/C][/ROW]
[ROW][C]23[/C][C]0.098132[/C][C]0.6799[/C][C]0.249924[/C][/ROW]
[ROW][C]24[/C][C]0.014974[/C][C]0.1037[/C][C]0.458903[/C][/ROW]
[ROW][C]25[/C][C]-0.034915[/C][C]-0.2419[/C][C]0.404946[/C][/ROW]
[ROW][C]26[/C][C]-0.13425[/C][C]-0.9301[/C][C]0.178483[/C][/ROW]
[ROW][C]27[/C][C]-0.04113[/C][C]-0.285[/C][C]0.388453[/C][/ROW]
[ROW][C]28[/C][C]-0.045878[/C][C]-0.3178[/C][C]0.375989[/C][/ROW]
[ROW][C]29[/C][C]-0.079428[/C][C]-0.5503[/C][C]0.292335[/C][/ROW]
[ROW][C]30[/C][C]0.034121[/C][C]0.2364[/C][C]0.407065[/C][/ROW]
[ROW][C]31[/C][C]-0.006361[/C][C]-0.0441[/C][C]0.482515[/C][/ROW]
[ROW][C]32[/C][C]-0.053627[/C][C]-0.3715[/C][C]0.355935[/C][/ROW]
[ROW][C]33[/C][C]0.030659[/C][C]0.2124[/C][C]0.416343[/C][/ROW]
[ROW][C]34[/C][C]0.10422[/C][C]0.7221[/C][C]0.236881[/C][/ROW]
[ROW][C]35[/C][C]-0.00318[/C][C]-0.022[/C][C]0.491258[/C][/ROW]
[ROW][C]36[/C][C]-0.078379[/C][C]-0.543[/C][C]0.294813[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60376&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60376&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
10.9480796.56850
2-0.519341-3.59810.000378
3-0.33192-2.29960.012932
40.102430.70970.240675
5-0.176396-1.22210.113818
60.0233690.16190.436031
7-0.109802-0.76070.22527
8-0.308881-2.140.018733
90.1141210.79070.216518
100.0739290.51220.305432
11-0.010949-0.07590.469925
120.1479231.02480.155287
130.1820241.26110.106684
14-0.113907-0.78920.216946
15-0.152144-1.05410.148561
16-0.125648-0.87050.194177
170.0092360.0640.474623
18-0.007407-0.05130.479642
190.0281650.19510.423057
20-0.158251-1.09640.139189
210.1293890.89640.187248
220.0050140.03470.486215
230.0981320.67990.249924
240.0149740.10370.458903
25-0.034915-0.24190.404946
26-0.13425-0.93010.178483
27-0.04113-0.2850.388453
28-0.045878-0.31780.375989
29-0.079428-0.55030.292335
300.0341210.23640.407065
31-0.006361-0.04410.482515
32-0.053627-0.37150.355935
330.0306590.21240.416343
340.104220.72210.236881
35-0.00318-0.0220.491258
36-0.078379-0.5430.294813


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')