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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 13:32:03 -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/t1259267610q7cjybyr2kj1iew.htm/, Retrieved Sun, 28 Apr 2024 23:50:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60380, Retrieved Sun, 28 Apr 2024 23:50:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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=1 D=1] [2009-11-26 20:32:03] [17416e80e7873ecccac25c455c5f767e] [Current]
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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 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=60380&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=60380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60380&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
10.5277873.61830.000361
20.3092672.12020.019647
30.1595811.0940.139759
40.1166240.79950.214002
5-0.089158-0.61120.271994
6-0.090406-0.61980.269195
70.0005890.0040.498398
8-0.115964-0.7950.215301
9-0.29521-2.02390.024345
10-0.342261-2.34640.011611
11-0.27791-1.90530.031438
12-0.356259-2.44240.009203
13-0.271977-1.86460.034246
14-0.078821-0.54040.295746
150.0506720.34740.364925
16-0.055721-0.3820.352089
17-0.011503-0.07890.468739
180.0143680.09850.460975
190.0547710.37550.354492
20-0.049588-0.340.367702
210.0753960.51690.30383
220.0961850.65940.256425
230.1030970.70680.24159
240.0425440.29170.385912
250.1001250.68640.24791
260.1070890.73420.233247
270.0075950.05210.479347
28-0.01219-0.08360.466876
29-0.009179-0.06290.475044
300.0151860.10410.458763
31-0.071704-0.49160.312654
32-0.02493-0.17090.432513
33-0.015013-0.10290.45923
34-0.054694-0.3750.354688
35-0.073006-0.50050.309529
36-0.067852-0.46520.321979

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.527787 & 3.6183 & 0.000361 \tabularnewline
2 & 0.309267 & 2.1202 & 0.019647 \tabularnewline
3 & 0.159581 & 1.094 & 0.139759 \tabularnewline
4 & 0.116624 & 0.7995 & 0.214002 \tabularnewline
5 & -0.089158 & -0.6112 & 0.271994 \tabularnewline
6 & -0.090406 & -0.6198 & 0.269195 \tabularnewline
7 & 0.000589 & 0.004 & 0.498398 \tabularnewline
8 & -0.115964 & -0.795 & 0.215301 \tabularnewline
9 & -0.29521 & -2.0239 & 0.024345 \tabularnewline
10 & -0.342261 & -2.3464 & 0.011611 \tabularnewline
11 & -0.27791 & -1.9053 & 0.031438 \tabularnewline
12 & -0.356259 & -2.4424 & 0.009203 \tabularnewline
13 & -0.271977 & -1.8646 & 0.034246 \tabularnewline
14 & -0.078821 & -0.5404 & 0.295746 \tabularnewline
15 & 0.050672 & 0.3474 & 0.364925 \tabularnewline
16 & -0.055721 & -0.382 & 0.352089 \tabularnewline
17 & -0.011503 & -0.0789 & 0.468739 \tabularnewline
18 & 0.014368 & 0.0985 & 0.460975 \tabularnewline
19 & 0.054771 & 0.3755 & 0.354492 \tabularnewline
20 & -0.049588 & -0.34 & 0.367702 \tabularnewline
21 & 0.075396 & 0.5169 & 0.30383 \tabularnewline
22 & 0.096185 & 0.6594 & 0.256425 \tabularnewline
23 & 0.103097 & 0.7068 & 0.24159 \tabularnewline
24 & 0.042544 & 0.2917 & 0.385912 \tabularnewline
25 & 0.100125 & 0.6864 & 0.24791 \tabularnewline
26 & 0.107089 & 0.7342 & 0.233247 \tabularnewline
27 & 0.007595 & 0.0521 & 0.479347 \tabularnewline
28 & -0.01219 & -0.0836 & 0.466876 \tabularnewline
29 & -0.009179 & -0.0629 & 0.475044 \tabularnewline
30 & 0.015186 & 0.1041 & 0.458763 \tabularnewline
31 & -0.071704 & -0.4916 & 0.312654 \tabularnewline
32 & -0.02493 & -0.1709 & 0.432513 \tabularnewline
33 & -0.015013 & -0.1029 & 0.45923 \tabularnewline
34 & -0.054694 & -0.375 & 0.354688 \tabularnewline
35 & -0.073006 & -0.5005 & 0.309529 \tabularnewline
36 & -0.067852 & -0.4652 & 0.321979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60380&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]0.527787[/C][C]3.6183[/C][C]0.000361[/C][/ROW]
[ROW][C]2[/C][C]0.309267[/C][C]2.1202[/C][C]0.019647[/C][/ROW]
[ROW][C]3[/C][C]0.159581[/C][C]1.094[/C][C]0.139759[/C][/ROW]
[ROW][C]4[/C][C]0.116624[/C][C]0.7995[/C][C]0.214002[/C][/ROW]
[ROW][C]5[/C][C]-0.089158[/C][C]-0.6112[/C][C]0.271994[/C][/ROW]
[ROW][C]6[/C][C]-0.090406[/C][C]-0.6198[/C][C]0.269195[/C][/ROW]
[ROW][C]7[/C][C]0.000589[/C][C]0.004[/C][C]0.498398[/C][/ROW]
[ROW][C]8[/C][C]-0.115964[/C][C]-0.795[/C][C]0.215301[/C][/ROW]
[ROW][C]9[/C][C]-0.29521[/C][C]-2.0239[/C][C]0.024345[/C][/ROW]
[ROW][C]10[/C][C]-0.342261[/C][C]-2.3464[/C][C]0.011611[/C][/ROW]
[ROW][C]11[/C][C]-0.27791[/C][C]-1.9053[/C][C]0.031438[/C][/ROW]
[ROW][C]12[/C][C]-0.356259[/C][C]-2.4424[/C][C]0.009203[/C][/ROW]
[ROW][C]13[/C][C]-0.271977[/C][C]-1.8646[/C][C]0.034246[/C][/ROW]
[ROW][C]14[/C][C]-0.078821[/C][C]-0.5404[/C][C]0.295746[/C][/ROW]
[ROW][C]15[/C][C]0.050672[/C][C]0.3474[/C][C]0.364925[/C][/ROW]
[ROW][C]16[/C][C]-0.055721[/C][C]-0.382[/C][C]0.352089[/C][/ROW]
[ROW][C]17[/C][C]-0.011503[/C][C]-0.0789[/C][C]0.468739[/C][/ROW]
[ROW][C]18[/C][C]0.014368[/C][C]0.0985[/C][C]0.460975[/C][/ROW]
[ROW][C]19[/C][C]0.054771[/C][C]0.3755[/C][C]0.354492[/C][/ROW]
[ROW][C]20[/C][C]-0.049588[/C][C]-0.34[/C][C]0.367702[/C][/ROW]
[ROW][C]21[/C][C]0.075396[/C][C]0.5169[/C][C]0.30383[/C][/ROW]
[ROW][C]22[/C][C]0.096185[/C][C]0.6594[/C][C]0.256425[/C][/ROW]
[ROW][C]23[/C][C]0.103097[/C][C]0.7068[/C][C]0.24159[/C][/ROW]
[ROW][C]24[/C][C]0.042544[/C][C]0.2917[/C][C]0.385912[/C][/ROW]
[ROW][C]25[/C][C]0.100125[/C][C]0.6864[/C][C]0.24791[/C][/ROW]
[ROW][C]26[/C][C]0.107089[/C][C]0.7342[/C][C]0.233247[/C][/ROW]
[ROW][C]27[/C][C]0.007595[/C][C]0.0521[/C][C]0.479347[/C][/ROW]
[ROW][C]28[/C][C]-0.01219[/C][C]-0.0836[/C][C]0.466876[/C][/ROW]
[ROW][C]29[/C][C]-0.009179[/C][C]-0.0629[/C][C]0.475044[/C][/ROW]
[ROW][C]30[/C][C]0.015186[/C][C]0.1041[/C][C]0.458763[/C][/ROW]
[ROW][C]31[/C][C]-0.071704[/C][C]-0.4916[/C][C]0.312654[/C][/ROW]
[ROW][C]32[/C][C]-0.02493[/C][C]-0.1709[/C][C]0.432513[/C][/ROW]
[ROW][C]33[/C][C]-0.015013[/C][C]-0.1029[/C][C]0.45923[/C][/ROW]
[ROW][C]34[/C][C]-0.054694[/C][C]-0.375[/C][C]0.354688[/C][/ROW]
[ROW][C]35[/C][C]-0.073006[/C][C]-0.5005[/C][C]0.309529[/C][/ROW]
[ROW][C]36[/C][C]-0.067852[/C][C]-0.4652[/C][C]0.321979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60380&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
10.5277873.61830.000361
20.3092672.12020.019647
30.1595811.0940.139759
40.1166240.79950.214002
5-0.089158-0.61120.271994
6-0.090406-0.61980.269195
70.0005890.0040.498398
8-0.115964-0.7950.215301
9-0.29521-2.02390.024345
10-0.342261-2.34640.011611
11-0.27791-1.90530.031438
12-0.356259-2.44240.009203
13-0.271977-1.86460.034246
14-0.078821-0.54040.295746
150.0506720.34740.364925
16-0.055721-0.3820.352089
17-0.011503-0.07890.468739
180.0143680.09850.460975
190.0547710.37550.354492
20-0.049588-0.340.367702
210.0753960.51690.30383
220.0961850.65940.256425
230.1030970.70680.24159
240.0425440.29170.385912
250.1001250.68640.24791
260.1070890.73420.233247
270.0075950.05210.479347
28-0.01219-0.08360.466876
29-0.009179-0.06290.475044
300.0151860.10410.458763
31-0.071704-0.49160.312654
32-0.02493-0.17090.432513
33-0.015013-0.10290.45923
34-0.054694-0.3750.354688
35-0.073006-0.50050.309529
36-0.067852-0.46520.321979






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5277873.61830.000361
20.0425650.29180.385858
3-0.026612-0.18240.42801
40.0451990.30990.379016
5-0.230373-1.57940.060481
60.0415430.28480.388521
70.1266490.86830.194831
8-0.228343-1.56540.062095
9-0.230868-1.58280.060092
10-0.121101-0.83020.205303
11-0.030436-0.20870.417808
12-0.161152-1.10480.137435
130.0178250.12220.451631
140.0863110.59170.278437
150.0316050.21670.414699
16-0.144488-0.99060.163487
170.0015170.01040.495874
18-0.092327-0.6330.264912
190.0335550.230.409528
20-0.159072-1.09050.140517
21-0.003069-0.0210.491652
22-0.091651-0.62830.266416
230.0538630.36930.356794
24-0.015602-0.1070.457637
250.0279940.19190.424317
260.0376390.2580.398751
27-0.053731-0.36840.357128
28-0.076674-0.52560.300802
29-0.064347-0.44110.330566
30-0.004386-0.03010.488068
31-0.050894-0.34890.364358
32-0.027446-0.18820.42578
33-0.010424-0.07150.471666
34-0.076519-0.52460.301167
350.0851390.58370.281111
36-0.098223-0.67340.252002

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.527787 & 3.6183 & 0.000361 \tabularnewline
2 & 0.042565 & 0.2918 & 0.385858 \tabularnewline
3 & -0.026612 & -0.1824 & 0.42801 \tabularnewline
4 & 0.045199 & 0.3099 & 0.379016 \tabularnewline
5 & -0.230373 & -1.5794 & 0.060481 \tabularnewline
6 & 0.041543 & 0.2848 & 0.388521 \tabularnewline
7 & 0.126649 & 0.8683 & 0.194831 \tabularnewline
8 & -0.228343 & -1.5654 & 0.062095 \tabularnewline
9 & -0.230868 & -1.5828 & 0.060092 \tabularnewline
10 & -0.121101 & -0.8302 & 0.205303 \tabularnewline
11 & -0.030436 & -0.2087 & 0.417808 \tabularnewline
12 & -0.161152 & -1.1048 & 0.137435 \tabularnewline
13 & 0.017825 & 0.1222 & 0.451631 \tabularnewline
14 & 0.086311 & 0.5917 & 0.278437 \tabularnewline
15 & 0.031605 & 0.2167 & 0.414699 \tabularnewline
16 & -0.144488 & -0.9906 & 0.163487 \tabularnewline
17 & 0.001517 & 0.0104 & 0.495874 \tabularnewline
18 & -0.092327 & -0.633 & 0.264912 \tabularnewline
19 & 0.033555 & 0.23 & 0.409528 \tabularnewline
20 & -0.159072 & -1.0905 & 0.140517 \tabularnewline
21 & -0.003069 & -0.021 & 0.491652 \tabularnewline
22 & -0.091651 & -0.6283 & 0.266416 \tabularnewline
23 & 0.053863 & 0.3693 & 0.356794 \tabularnewline
24 & -0.015602 & -0.107 & 0.457637 \tabularnewline
25 & 0.027994 & 0.1919 & 0.424317 \tabularnewline
26 & 0.037639 & 0.258 & 0.398751 \tabularnewline
27 & -0.053731 & -0.3684 & 0.357128 \tabularnewline
28 & -0.076674 & -0.5256 & 0.300802 \tabularnewline
29 & -0.064347 & -0.4411 & 0.330566 \tabularnewline
30 & -0.004386 & -0.0301 & 0.488068 \tabularnewline
31 & -0.050894 & -0.3489 & 0.364358 \tabularnewline
32 & -0.027446 & -0.1882 & 0.42578 \tabularnewline
33 & -0.010424 & -0.0715 & 0.471666 \tabularnewline
34 & -0.076519 & -0.5246 & 0.301167 \tabularnewline
35 & 0.085139 & 0.5837 & 0.281111 \tabularnewline
36 & -0.098223 & -0.6734 & 0.252002 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60380&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]0.527787[/C][C]3.6183[/C][C]0.000361[/C][/ROW]
[ROW][C]2[/C][C]0.042565[/C][C]0.2918[/C][C]0.385858[/C][/ROW]
[ROW][C]3[/C][C]-0.026612[/C][C]-0.1824[/C][C]0.42801[/C][/ROW]
[ROW][C]4[/C][C]0.045199[/C][C]0.3099[/C][C]0.379016[/C][/ROW]
[ROW][C]5[/C][C]-0.230373[/C][C]-1.5794[/C][C]0.060481[/C][/ROW]
[ROW][C]6[/C][C]0.041543[/C][C]0.2848[/C][C]0.388521[/C][/ROW]
[ROW][C]7[/C][C]0.126649[/C][C]0.8683[/C][C]0.194831[/C][/ROW]
[ROW][C]8[/C][C]-0.228343[/C][C]-1.5654[/C][C]0.062095[/C][/ROW]
[ROW][C]9[/C][C]-0.230868[/C][C]-1.5828[/C][C]0.060092[/C][/ROW]
[ROW][C]10[/C][C]-0.121101[/C][C]-0.8302[/C][C]0.205303[/C][/ROW]
[ROW][C]11[/C][C]-0.030436[/C][C]-0.2087[/C][C]0.417808[/C][/ROW]
[ROW][C]12[/C][C]-0.161152[/C][C]-1.1048[/C][C]0.137435[/C][/ROW]
[ROW][C]13[/C][C]0.017825[/C][C]0.1222[/C][C]0.451631[/C][/ROW]
[ROW][C]14[/C][C]0.086311[/C][C]0.5917[/C][C]0.278437[/C][/ROW]
[ROW][C]15[/C][C]0.031605[/C][C]0.2167[/C][C]0.414699[/C][/ROW]
[ROW][C]16[/C][C]-0.144488[/C][C]-0.9906[/C][C]0.163487[/C][/ROW]
[ROW][C]17[/C][C]0.001517[/C][C]0.0104[/C][C]0.495874[/C][/ROW]
[ROW][C]18[/C][C]-0.092327[/C][C]-0.633[/C][C]0.264912[/C][/ROW]
[ROW][C]19[/C][C]0.033555[/C][C]0.23[/C][C]0.409528[/C][/ROW]
[ROW][C]20[/C][C]-0.159072[/C][C]-1.0905[/C][C]0.140517[/C][/ROW]
[ROW][C]21[/C][C]-0.003069[/C][C]-0.021[/C][C]0.491652[/C][/ROW]
[ROW][C]22[/C][C]-0.091651[/C][C]-0.6283[/C][C]0.266416[/C][/ROW]
[ROW][C]23[/C][C]0.053863[/C][C]0.3693[/C][C]0.356794[/C][/ROW]
[ROW][C]24[/C][C]-0.015602[/C][C]-0.107[/C][C]0.457637[/C][/ROW]
[ROW][C]25[/C][C]0.027994[/C][C]0.1919[/C][C]0.424317[/C][/ROW]
[ROW][C]26[/C][C]0.037639[/C][C]0.258[/C][C]0.398751[/C][/ROW]
[ROW][C]27[/C][C]-0.053731[/C][C]-0.3684[/C][C]0.357128[/C][/ROW]
[ROW][C]28[/C][C]-0.076674[/C][C]-0.5256[/C][C]0.300802[/C][/ROW]
[ROW][C]29[/C][C]-0.064347[/C][C]-0.4411[/C][C]0.330566[/C][/ROW]
[ROW][C]30[/C][C]-0.004386[/C][C]-0.0301[/C][C]0.488068[/C][/ROW]
[ROW][C]31[/C][C]-0.050894[/C][C]-0.3489[/C][C]0.364358[/C][/ROW]
[ROW][C]32[/C][C]-0.027446[/C][C]-0.1882[/C][C]0.42578[/C][/ROW]
[ROW][C]33[/C][C]-0.010424[/C][C]-0.0715[/C][C]0.471666[/C][/ROW]
[ROW][C]34[/C][C]-0.076519[/C][C]-0.5246[/C][C]0.301167[/C][/ROW]
[ROW][C]35[/C][C]0.085139[/C][C]0.5837[/C][C]0.281111[/C][/ROW]
[ROW][C]36[/C][C]-0.098223[/C][C]-0.6734[/C][C]0.252002[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60380&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60380&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
10.5277873.61830.000361
20.0425650.29180.385858
3-0.026612-0.18240.42801
40.0451990.30990.379016
5-0.230373-1.57940.060481
60.0415430.28480.388521
70.1266490.86830.194831
8-0.228343-1.56540.062095
9-0.230868-1.58280.060092
10-0.121101-0.83020.205303
11-0.030436-0.20870.417808
12-0.161152-1.10480.137435
130.0178250.12220.451631
140.0863110.59170.278437
150.0316050.21670.414699
16-0.144488-0.99060.163487
170.0015170.01040.495874
18-0.092327-0.6330.264912
190.0335550.230.409528
20-0.159072-1.09050.140517
21-0.003069-0.0210.491652
22-0.091651-0.62830.266416
230.0538630.36930.356794
24-0.015602-0.1070.457637
250.0279940.19190.424317
260.0376390.2580.398751
27-0.053731-0.36840.357128
28-0.076674-0.52560.300802
29-0.064347-0.44110.330566
30-0.004386-0.03010.488068
31-0.050894-0.34890.364358
32-0.027446-0.18820.42578
33-0.010424-0.07150.471666
34-0.076519-0.52460.301167
350.0851390.58370.281111
36-0.098223-0.67340.252002


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')