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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 13:35:54 -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/t1259267828ejnevoqtyb0ziee.htm/, Retrieved Mon, 29 Apr 2024 02:19:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60384, Retrieved Mon, 29 Apr 2024 02:19:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144

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] [WS8 d=2 D=1] [2009-11-26 20:35:54] [17416e80e7873ecccac25c455c5f767e] [Current]
-   P                   [(Partial) Autocorrelation Function] [WS 8: Verbetering...] [2009-11-28 17:57:15] [b00a5c3d5f6ccb867aa9e2de58adfa61]
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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=60384&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=60384&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60384&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
1-0.322112-2.18470.017023
20.017380.11790.45334
3-0.13743-0.93210.178076
40.1985391.34660.092361
5-0.2397-1.62570.055421
6-0.089926-0.60990.272463
70.2420671.64180.053728
80.0510010.34590.365495
9-0.12281-0.83290.204593
10-0.074866-0.50780.307022
110.1846991.25270.108324
12-0.222407-1.50840.06914
13-0.133553-0.90580.184882
140.0367280.24910.402196
150.2288011.55180.063782
16-0.184849-1.25370.108142
170.0574140.38940.349389
18-0.029048-0.1970.422341
190.1637721.11080.136224
20-0.275546-1.86880.03401
210.1593991.08110.142644
22-0.02496-0.16930.433157
230.0722370.48990.313254
24-0.146428-0.99310.162923
250.1074410.72870.23494
260.1033310.70080.243472
27-0.095466-0.64750.260268
28-0.009395-0.06370.474735
29-0.020606-0.13980.444731
300.1053510.71450.239256
31-0.153386-1.04030.151816
320.0929830.63060.265699
330.0197270.13380.447074
34-0.029645-0.20110.420768
35-0.014212-0.09640.461814
36-0.050438-0.34210.366921

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.322112 & -2.1847 & 0.017023 \tabularnewline
2 & 0.01738 & 0.1179 & 0.45334 \tabularnewline
3 & -0.13743 & -0.9321 & 0.178076 \tabularnewline
4 & 0.198539 & 1.3466 & 0.092361 \tabularnewline
5 & -0.2397 & -1.6257 & 0.055421 \tabularnewline
6 & -0.089926 & -0.6099 & 0.272463 \tabularnewline
7 & 0.242067 & 1.6418 & 0.053728 \tabularnewline
8 & 0.051001 & 0.3459 & 0.365495 \tabularnewline
9 & -0.12281 & -0.8329 & 0.204593 \tabularnewline
10 & -0.074866 & -0.5078 & 0.307022 \tabularnewline
11 & 0.184699 & 1.2527 & 0.108324 \tabularnewline
12 & -0.222407 & -1.5084 & 0.06914 \tabularnewline
13 & -0.133553 & -0.9058 & 0.184882 \tabularnewline
14 & 0.036728 & 0.2491 & 0.402196 \tabularnewline
15 & 0.228801 & 1.5518 & 0.063782 \tabularnewline
16 & -0.184849 & -1.2537 & 0.108142 \tabularnewline
17 & 0.057414 & 0.3894 & 0.349389 \tabularnewline
18 & -0.029048 & -0.197 & 0.422341 \tabularnewline
19 & 0.163772 & 1.1108 & 0.136224 \tabularnewline
20 & -0.275546 & -1.8688 & 0.03401 \tabularnewline
21 & 0.159399 & 1.0811 & 0.142644 \tabularnewline
22 & -0.02496 & -0.1693 & 0.433157 \tabularnewline
23 & 0.072237 & 0.4899 & 0.313254 \tabularnewline
24 & -0.146428 & -0.9931 & 0.162923 \tabularnewline
25 & 0.107441 & 0.7287 & 0.23494 \tabularnewline
26 & 0.103331 & 0.7008 & 0.243472 \tabularnewline
27 & -0.095466 & -0.6475 & 0.260268 \tabularnewline
28 & -0.009395 & -0.0637 & 0.474735 \tabularnewline
29 & -0.020606 & -0.1398 & 0.444731 \tabularnewline
30 & 0.105351 & 0.7145 & 0.239256 \tabularnewline
31 & -0.153386 & -1.0403 & 0.151816 \tabularnewline
32 & 0.092983 & 0.6306 & 0.265699 \tabularnewline
33 & 0.019727 & 0.1338 & 0.447074 \tabularnewline
34 & -0.029645 & -0.2011 & 0.420768 \tabularnewline
35 & -0.014212 & -0.0964 & 0.461814 \tabularnewline
36 & -0.050438 & -0.3421 & 0.366921 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60384&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]-0.322112[/C][C]-2.1847[/C][C]0.017023[/C][/ROW]
[ROW][C]2[/C][C]0.01738[/C][C]0.1179[/C][C]0.45334[/C][/ROW]
[ROW][C]3[/C][C]-0.13743[/C][C]-0.9321[/C][C]0.178076[/C][/ROW]
[ROW][C]4[/C][C]0.198539[/C][C]1.3466[/C][C]0.092361[/C][/ROW]
[ROW][C]5[/C][C]-0.2397[/C][C]-1.6257[/C][C]0.055421[/C][/ROW]
[ROW][C]6[/C][C]-0.089926[/C][C]-0.6099[/C][C]0.272463[/C][/ROW]
[ROW][C]7[/C][C]0.242067[/C][C]1.6418[/C][C]0.053728[/C][/ROW]
[ROW][C]8[/C][C]0.051001[/C][C]0.3459[/C][C]0.365495[/C][/ROW]
[ROW][C]9[/C][C]-0.12281[/C][C]-0.8329[/C][C]0.204593[/C][/ROW]
[ROW][C]10[/C][C]-0.074866[/C][C]-0.5078[/C][C]0.307022[/C][/ROW]
[ROW][C]11[/C][C]0.184699[/C][C]1.2527[/C][C]0.108324[/C][/ROW]
[ROW][C]12[/C][C]-0.222407[/C][C]-1.5084[/C][C]0.06914[/C][/ROW]
[ROW][C]13[/C][C]-0.133553[/C][C]-0.9058[/C][C]0.184882[/C][/ROW]
[ROW][C]14[/C][C]0.036728[/C][C]0.2491[/C][C]0.402196[/C][/ROW]
[ROW][C]15[/C][C]0.228801[/C][C]1.5518[/C][C]0.063782[/C][/ROW]
[ROW][C]16[/C][C]-0.184849[/C][C]-1.2537[/C][C]0.108142[/C][/ROW]
[ROW][C]17[/C][C]0.057414[/C][C]0.3894[/C][C]0.349389[/C][/ROW]
[ROW][C]18[/C][C]-0.029048[/C][C]-0.197[/C][C]0.422341[/C][/ROW]
[ROW][C]19[/C][C]0.163772[/C][C]1.1108[/C][C]0.136224[/C][/ROW]
[ROW][C]20[/C][C]-0.275546[/C][C]-1.8688[/C][C]0.03401[/C][/ROW]
[ROW][C]21[/C][C]0.159399[/C][C]1.0811[/C][C]0.142644[/C][/ROW]
[ROW][C]22[/C][C]-0.02496[/C][C]-0.1693[/C][C]0.433157[/C][/ROW]
[ROW][C]23[/C][C]0.072237[/C][C]0.4899[/C][C]0.313254[/C][/ROW]
[ROW][C]24[/C][C]-0.146428[/C][C]-0.9931[/C][C]0.162923[/C][/ROW]
[ROW][C]25[/C][C]0.107441[/C][C]0.7287[/C][C]0.23494[/C][/ROW]
[ROW][C]26[/C][C]0.103331[/C][C]0.7008[/C][C]0.243472[/C][/ROW]
[ROW][C]27[/C][C]-0.095466[/C][C]-0.6475[/C][C]0.260268[/C][/ROW]
[ROW][C]28[/C][C]-0.009395[/C][C]-0.0637[/C][C]0.474735[/C][/ROW]
[ROW][C]29[/C][C]-0.020606[/C][C]-0.1398[/C][C]0.444731[/C][/ROW]
[ROW][C]30[/C][C]0.105351[/C][C]0.7145[/C][C]0.239256[/C][/ROW]
[ROW][C]31[/C][C]-0.153386[/C][C]-1.0403[/C][C]0.151816[/C][/ROW]
[ROW][C]32[/C][C]0.092983[/C][C]0.6306[/C][C]0.265699[/C][/ROW]
[ROW][C]33[/C][C]0.019727[/C][C]0.1338[/C][C]0.447074[/C][/ROW]
[ROW][C]34[/C][C]-0.029645[/C][C]-0.2011[/C][C]0.420768[/C][/ROW]
[ROW][C]35[/C][C]-0.014212[/C][C]-0.0964[/C][C]0.461814[/C][/ROW]
[ROW][C]36[/C][C]-0.050438[/C][C]-0.3421[/C][C]0.366921[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60384&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60384&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
1-0.322112-2.18470.017023
20.017380.11790.45334
3-0.13743-0.93210.178076
40.1985391.34660.092361
5-0.2397-1.62570.055421
6-0.089926-0.60990.272463
70.2420671.64180.053728
80.0510010.34590.365495
9-0.12281-0.83290.204593
10-0.074866-0.50780.307022
110.1846991.25270.108324
12-0.222407-1.50840.06914
13-0.133553-0.90580.184882
140.0367280.24910.402196
150.2288011.55180.063782
16-0.184849-1.25370.108142
170.0574140.38940.349389
18-0.029048-0.1970.422341
190.1637721.11080.136224
20-0.275546-1.86880.03401
210.1593991.08110.142644
22-0.02496-0.16930.433157
230.0722370.48990.313254
24-0.146428-0.99310.162923
250.1074410.72870.23494
260.1033310.70080.243472
27-0.095466-0.64750.260268
28-0.009395-0.06370.474735
29-0.020606-0.13980.444731
300.1053510.71450.239256
31-0.153386-1.04030.151816
320.0929830.63060.265699
330.0197270.13380.447074
34-0.029645-0.20110.420768
35-0.014212-0.09640.461814
36-0.050438-0.34210.366921






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.322112-2.18470.017023
2-0.096377-0.65370.258293
3-0.182828-1.240.110631
40.10660.7230.236671
5-0.18019-1.22210.113946
6-0.265428-1.80020.039193
70.1722521.16830.124359
80.1207680.81910.20848
9-0.055294-0.3750.354683
10-0.093486-0.63410.264593
110.0525010.35610.361704
12-0.160189-1.08650.141469
13-0.214882-1.45740.0759
14-0.140789-0.95490.172316
150.0468210.31760.376129
16-0.082392-0.55880.2895
170.0001810.00120.499514
18-0.162552-1.10250.137993
190.0858570.58230.2816
20-0.037781-0.25620.399454
210.0516480.35030.363858
22-0.102254-0.69350.245736
23-0.016102-0.10920.456755
24-0.068573-0.46510.322033
25-0.059647-0.40450.343844
260.0256130.17370.431426
270.0299310.2030.420015
28-0.005786-0.03920.484433
29-0.057584-0.39060.348964
30-0.017204-0.11670.45381
310.0046040.03120.487611
320.0254530.17260.431851
330.0392740.26640.395573
34-0.143347-0.97220.168011
350.0819010.55550.290629
36-0.129234-0.87650.192653

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.322112 & -2.1847 & 0.017023 \tabularnewline
2 & -0.096377 & -0.6537 & 0.258293 \tabularnewline
3 & -0.182828 & -1.24 & 0.110631 \tabularnewline
4 & 0.1066 & 0.723 & 0.236671 \tabularnewline
5 & -0.18019 & -1.2221 & 0.113946 \tabularnewline
6 & -0.265428 & -1.8002 & 0.039193 \tabularnewline
7 & 0.172252 & 1.1683 & 0.124359 \tabularnewline
8 & 0.120768 & 0.8191 & 0.20848 \tabularnewline
9 & -0.055294 & -0.375 & 0.354683 \tabularnewline
10 & -0.093486 & -0.6341 & 0.264593 \tabularnewline
11 & 0.052501 & 0.3561 & 0.361704 \tabularnewline
12 & -0.160189 & -1.0865 & 0.141469 \tabularnewline
13 & -0.214882 & -1.4574 & 0.0759 \tabularnewline
14 & -0.140789 & -0.9549 & 0.172316 \tabularnewline
15 & 0.046821 & 0.3176 & 0.376129 \tabularnewline
16 & -0.082392 & -0.5588 & 0.2895 \tabularnewline
17 & 0.000181 & 0.0012 & 0.499514 \tabularnewline
18 & -0.162552 & -1.1025 & 0.137993 \tabularnewline
19 & 0.085857 & 0.5823 & 0.2816 \tabularnewline
20 & -0.037781 & -0.2562 & 0.399454 \tabularnewline
21 & 0.051648 & 0.3503 & 0.363858 \tabularnewline
22 & -0.102254 & -0.6935 & 0.245736 \tabularnewline
23 & -0.016102 & -0.1092 & 0.456755 \tabularnewline
24 & -0.068573 & -0.4651 & 0.322033 \tabularnewline
25 & -0.059647 & -0.4045 & 0.343844 \tabularnewline
26 & 0.025613 & 0.1737 & 0.431426 \tabularnewline
27 & 0.029931 & 0.203 & 0.420015 \tabularnewline
28 & -0.005786 & -0.0392 & 0.484433 \tabularnewline
29 & -0.057584 & -0.3906 & 0.348964 \tabularnewline
30 & -0.017204 & -0.1167 & 0.45381 \tabularnewline
31 & 0.004604 & 0.0312 & 0.487611 \tabularnewline
32 & 0.025453 & 0.1726 & 0.431851 \tabularnewline
33 & 0.039274 & 0.2664 & 0.395573 \tabularnewline
34 & -0.143347 & -0.9722 & 0.168011 \tabularnewline
35 & 0.081901 & 0.5555 & 0.290629 \tabularnewline
36 & -0.129234 & -0.8765 & 0.192653 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60384&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]-0.322112[/C][C]-2.1847[/C][C]0.017023[/C][/ROW]
[ROW][C]2[/C][C]-0.096377[/C][C]-0.6537[/C][C]0.258293[/C][/ROW]
[ROW][C]3[/C][C]-0.182828[/C][C]-1.24[/C][C]0.110631[/C][/ROW]
[ROW][C]4[/C][C]0.1066[/C][C]0.723[/C][C]0.236671[/C][/ROW]
[ROW][C]5[/C][C]-0.18019[/C][C]-1.2221[/C][C]0.113946[/C][/ROW]
[ROW][C]6[/C][C]-0.265428[/C][C]-1.8002[/C][C]0.039193[/C][/ROW]
[ROW][C]7[/C][C]0.172252[/C][C]1.1683[/C][C]0.124359[/C][/ROW]
[ROW][C]8[/C][C]0.120768[/C][C]0.8191[/C][C]0.20848[/C][/ROW]
[ROW][C]9[/C][C]-0.055294[/C][C]-0.375[/C][C]0.354683[/C][/ROW]
[ROW][C]10[/C][C]-0.093486[/C][C]-0.6341[/C][C]0.264593[/C][/ROW]
[ROW][C]11[/C][C]0.052501[/C][C]0.3561[/C][C]0.361704[/C][/ROW]
[ROW][C]12[/C][C]-0.160189[/C][C]-1.0865[/C][C]0.141469[/C][/ROW]
[ROW][C]13[/C][C]-0.214882[/C][C]-1.4574[/C][C]0.0759[/C][/ROW]
[ROW][C]14[/C][C]-0.140789[/C][C]-0.9549[/C][C]0.172316[/C][/ROW]
[ROW][C]15[/C][C]0.046821[/C][C]0.3176[/C][C]0.376129[/C][/ROW]
[ROW][C]16[/C][C]-0.082392[/C][C]-0.5588[/C][C]0.2895[/C][/ROW]
[ROW][C]17[/C][C]0.000181[/C][C]0.0012[/C][C]0.499514[/C][/ROW]
[ROW][C]18[/C][C]-0.162552[/C][C]-1.1025[/C][C]0.137993[/C][/ROW]
[ROW][C]19[/C][C]0.085857[/C][C]0.5823[/C][C]0.2816[/C][/ROW]
[ROW][C]20[/C][C]-0.037781[/C][C]-0.2562[/C][C]0.399454[/C][/ROW]
[ROW][C]21[/C][C]0.051648[/C][C]0.3503[/C][C]0.363858[/C][/ROW]
[ROW][C]22[/C][C]-0.102254[/C][C]-0.6935[/C][C]0.245736[/C][/ROW]
[ROW][C]23[/C][C]-0.016102[/C][C]-0.1092[/C][C]0.456755[/C][/ROW]
[ROW][C]24[/C][C]-0.068573[/C][C]-0.4651[/C][C]0.322033[/C][/ROW]
[ROW][C]25[/C][C]-0.059647[/C][C]-0.4045[/C][C]0.343844[/C][/ROW]
[ROW][C]26[/C][C]0.025613[/C][C]0.1737[/C][C]0.431426[/C][/ROW]
[ROW][C]27[/C][C]0.029931[/C][C]0.203[/C][C]0.420015[/C][/ROW]
[ROW][C]28[/C][C]-0.005786[/C][C]-0.0392[/C][C]0.484433[/C][/ROW]
[ROW][C]29[/C][C]-0.057584[/C][C]-0.3906[/C][C]0.348964[/C][/ROW]
[ROW][C]30[/C][C]-0.017204[/C][C]-0.1167[/C][C]0.45381[/C][/ROW]
[ROW][C]31[/C][C]0.004604[/C][C]0.0312[/C][C]0.487611[/C][/ROW]
[ROW][C]32[/C][C]0.025453[/C][C]0.1726[/C][C]0.431851[/C][/ROW]
[ROW][C]33[/C][C]0.039274[/C][C]0.2664[/C][C]0.395573[/C][/ROW]
[ROW][C]34[/C][C]-0.143347[/C][C]-0.9722[/C][C]0.168011[/C][/ROW]
[ROW][C]35[/C][C]0.081901[/C][C]0.5555[/C][C]0.290629[/C][/ROW]
[ROW][C]36[/C][C]-0.129234[/C][C]-0.8765[/C][C]0.192653[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60384&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60384&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
1-0.322112-2.18470.017023
2-0.096377-0.65370.258293
3-0.182828-1.240.110631
40.10660.7230.236671
5-0.18019-1.22210.113946
6-0.265428-1.80020.039193
70.1722521.16830.124359
80.1207680.81910.20848
9-0.055294-0.3750.354683
10-0.093486-0.63410.264593
110.0525010.35610.361704
12-0.160189-1.08650.141469
13-0.214882-1.45740.0759
14-0.140789-0.95490.172316
150.0468210.31760.376129
16-0.082392-0.55880.2895
170.0001810.00120.499514
18-0.162552-1.10250.137993
190.0858570.58230.2816
20-0.037781-0.25620.399454
210.0516480.35030.363858
22-0.102254-0.69350.245736
23-0.016102-0.10920.456755
24-0.068573-0.46510.322033
25-0.059647-0.40450.343844
260.0256130.17370.431426
270.0299310.2030.420015
28-0.005786-0.03920.484433
29-0.057584-0.39060.348964
30-0.017204-0.11670.45381
310.0046040.03120.487611
320.0254530.17260.431851
330.0392740.26640.395573
34-0.143347-0.97220.168011
350.0819010.55550.290629
36-0.129234-0.87650.192653


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; 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')