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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 computationFri, 27 Nov 2009 05:17:11 -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/27/t1259324295elajdb0472i2r9q.htm/, Retrieved Mon, 29 Apr 2024 07:17:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60624, Retrieved Mon, 29 Apr 2024 07:17:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165
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] [Ws 8 autocorrelat...] [2009-11-27 12:17:11] [51d49d3536f6a59f2486a67bf50b2759] [Current]
- RMPD            [Univariate Explorative Data Analysis] [Paper Y3 EDA] [2009-12-14 09:17:22] [4637f404ac59dfaba4ecf14efa20abbd]
- RMPD            [Univariate Explorative Data Analysis] [Paper Y3 Autocor ...] [2009-12-14 09:17:22] [4637f404ac59dfaba4ecf14efa20abbd]
- RMPD            [Univariate Explorative Data Analysis] [Paper Y3 autocor ...] [2009-12-14 09:17:22] [4637f404ac59dfaba4ecf14efa20abbd]
-   PD            [(Partial) Autocorrelation Function] [Paper Y3 autocor ...] [2009-12-14 10:04:29] [4637f404ac59dfaba4ecf14efa20abbd]
-   PD            [(Partial) Autocorrelation Function] [Paper Y3 d=1 D=0] [2009-12-14 10:16:18] [4637f404ac59dfaba4ecf14efa20abbd]
-   PD            [(Partial) Autocorrelation Function] [Paper Y3 D=d=1] [2009-12-14 10:36:30] [4637f404ac59dfaba4ecf14efa20abbd]
- RMP               [Variance Reduction Matrix] [Paper Y3 variance...] [2009-12-17 09:42:04] [4637f404ac59dfaba4ecf14efa20abbd]
- RMP               [Standard Deviation-Mean Plot] [Paper SdMP Y3 ] [2009-12-17 10:18:03] [4637f404ac59dfaba4ecf14efa20abbd]
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Dataseries X:
1901
1395
1639
1643
1751
1797
1373
1558
1555
2061
2010
2119
1985
1963
2017
1975
1589
1679
1392
1511
1449
1767
1899
2179
2217
2049
2343
2175
1607
1702
1764
1766
1615
1953
2091
2411
2550
2351
2786
2525
2474
2332
1978
1789
1904
1997
2207
2453
1948
1384
1989
2140
2100
2045
2083
2022
1950
1422
1859
2147




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=60624&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=60624&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60624&T=0

As an alternative you can also use a 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
10.0140930.09660.46172
2-0.214508-1.47060.074032
3-0.204166-1.39970.084086
40.1179810.80880.211342
5-0.106341-0.7290.234799
6-0.079424-0.54450.294334
70.0562240.38550.35082
8-0.037708-0.25850.398571
9-0.049837-0.34170.367064
10-0.005173-0.03550.48593
110.0542950.37220.355697
12-0.096369-0.66070.256025
13-0.08789-0.60250.274854
140.1841631.26260.106489
150.0478510.3280.372167
160.0269940.18510.42699
17-0.017939-0.1230.451322
180.0212030.14540.442523
19-0.210633-1.4440.077682
200.0515980.35370.362559
210.071610.49090.312879
22-0.024978-0.17120.432385
23-0.027406-0.18790.425887
24-0.085228-0.58430.280909
250.0374550.25680.399235
26-0.058608-0.40180.344828
270.0772280.52950.299492
280.0717570.49190.312526
290.0598370.41020.341753
30-0.087694-0.60120.275299
310.0122450.08390.466729
320.1147820.78690.217644
330.0343190.23530.407508
34-0.040598-0.27830.390993
35-0.16627-1.13990.130054
36-0.001553-0.01060.495776

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.014093 & 0.0966 & 0.46172 \tabularnewline
2 & -0.214508 & -1.4706 & 0.074032 \tabularnewline
3 & -0.204166 & -1.3997 & 0.084086 \tabularnewline
4 & 0.117981 & 0.8088 & 0.211342 \tabularnewline
5 & -0.106341 & -0.729 & 0.234799 \tabularnewline
6 & -0.079424 & -0.5445 & 0.294334 \tabularnewline
7 & 0.056224 & 0.3855 & 0.35082 \tabularnewline
8 & -0.037708 & -0.2585 & 0.398571 \tabularnewline
9 & -0.049837 & -0.3417 & 0.367064 \tabularnewline
10 & -0.005173 & -0.0355 & 0.48593 \tabularnewline
11 & 0.054295 & 0.3722 & 0.355697 \tabularnewline
12 & -0.096369 & -0.6607 & 0.256025 \tabularnewline
13 & -0.08789 & -0.6025 & 0.274854 \tabularnewline
14 & 0.184163 & 1.2626 & 0.106489 \tabularnewline
15 & 0.047851 & 0.328 & 0.372167 \tabularnewline
16 & 0.026994 & 0.1851 & 0.42699 \tabularnewline
17 & -0.017939 & -0.123 & 0.451322 \tabularnewline
18 & 0.021203 & 0.1454 & 0.442523 \tabularnewline
19 & -0.210633 & -1.444 & 0.077682 \tabularnewline
20 & 0.051598 & 0.3537 & 0.362559 \tabularnewline
21 & 0.07161 & 0.4909 & 0.312879 \tabularnewline
22 & -0.024978 & -0.1712 & 0.432385 \tabularnewline
23 & -0.027406 & -0.1879 & 0.425887 \tabularnewline
24 & -0.085228 & -0.5843 & 0.280909 \tabularnewline
25 & 0.037455 & 0.2568 & 0.399235 \tabularnewline
26 & -0.058608 & -0.4018 & 0.344828 \tabularnewline
27 & 0.077228 & 0.5295 & 0.299492 \tabularnewline
28 & 0.071757 & 0.4919 & 0.312526 \tabularnewline
29 & 0.059837 & 0.4102 & 0.341753 \tabularnewline
30 & -0.087694 & -0.6012 & 0.275299 \tabularnewline
31 & 0.012245 & 0.0839 & 0.466729 \tabularnewline
32 & 0.114782 & 0.7869 & 0.217644 \tabularnewline
33 & 0.034319 & 0.2353 & 0.407508 \tabularnewline
34 & -0.040598 & -0.2783 & 0.390993 \tabularnewline
35 & -0.16627 & -1.1399 & 0.130054 \tabularnewline
36 & -0.001553 & -0.0106 & 0.495776 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60624&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]0.014093[/C][C]0.0966[/C][C]0.46172[/C][/ROW]
[ROW][C]2[/C][C]-0.214508[/C][C]-1.4706[/C][C]0.074032[/C][/ROW]
[ROW][C]3[/C][C]-0.204166[/C][C]-1.3997[/C][C]0.084086[/C][/ROW]
[ROW][C]4[/C][C]0.117981[/C][C]0.8088[/C][C]0.211342[/C][/ROW]
[ROW][C]5[/C][C]-0.106341[/C][C]-0.729[/C][C]0.234799[/C][/ROW]
[ROW][C]6[/C][C]-0.079424[/C][C]-0.5445[/C][C]0.294334[/C][/ROW]
[ROW][C]7[/C][C]0.056224[/C][C]0.3855[/C][C]0.35082[/C][/ROW]
[ROW][C]8[/C][C]-0.037708[/C][C]-0.2585[/C][C]0.398571[/C][/ROW]
[ROW][C]9[/C][C]-0.049837[/C][C]-0.3417[/C][C]0.367064[/C][/ROW]
[ROW][C]10[/C][C]-0.005173[/C][C]-0.0355[/C][C]0.48593[/C][/ROW]
[ROW][C]11[/C][C]0.054295[/C][C]0.3722[/C][C]0.355697[/C][/ROW]
[ROW][C]12[/C][C]-0.096369[/C][C]-0.6607[/C][C]0.256025[/C][/ROW]
[ROW][C]13[/C][C]-0.08789[/C][C]-0.6025[/C][C]0.274854[/C][/ROW]
[ROW][C]14[/C][C]0.184163[/C][C]1.2626[/C][C]0.106489[/C][/ROW]
[ROW][C]15[/C][C]0.047851[/C][C]0.328[/C][C]0.372167[/C][/ROW]
[ROW][C]16[/C][C]0.026994[/C][C]0.1851[/C][C]0.42699[/C][/ROW]
[ROW][C]17[/C][C]-0.017939[/C][C]-0.123[/C][C]0.451322[/C][/ROW]
[ROW][C]18[/C][C]0.021203[/C][C]0.1454[/C][C]0.442523[/C][/ROW]
[ROW][C]19[/C][C]-0.210633[/C][C]-1.444[/C][C]0.077682[/C][/ROW]
[ROW][C]20[/C][C]0.051598[/C][C]0.3537[/C][C]0.362559[/C][/ROW]
[ROW][C]21[/C][C]0.07161[/C][C]0.4909[/C][C]0.312879[/C][/ROW]
[ROW][C]22[/C][C]-0.024978[/C][C]-0.1712[/C][C]0.432385[/C][/ROW]
[ROW][C]23[/C][C]-0.027406[/C][C]-0.1879[/C][C]0.425887[/C][/ROW]
[ROW][C]24[/C][C]-0.085228[/C][C]-0.5843[/C][C]0.280909[/C][/ROW]
[ROW][C]25[/C][C]0.037455[/C][C]0.2568[/C][C]0.399235[/C][/ROW]
[ROW][C]26[/C][C]-0.058608[/C][C]-0.4018[/C][C]0.344828[/C][/ROW]
[ROW][C]27[/C][C]0.077228[/C][C]0.5295[/C][C]0.299492[/C][/ROW]
[ROW][C]28[/C][C]0.071757[/C][C]0.4919[/C][C]0.312526[/C][/ROW]
[ROW][C]29[/C][C]0.059837[/C][C]0.4102[/C][C]0.341753[/C][/ROW]
[ROW][C]30[/C][C]-0.087694[/C][C]-0.6012[/C][C]0.275299[/C][/ROW]
[ROW][C]31[/C][C]0.012245[/C][C]0.0839[/C][C]0.466729[/C][/ROW]
[ROW][C]32[/C][C]0.114782[/C][C]0.7869[/C][C]0.217644[/C][/ROW]
[ROW][C]33[/C][C]0.034319[/C][C]0.2353[/C][C]0.407508[/C][/ROW]
[ROW][C]34[/C][C]-0.040598[/C][C]-0.2783[/C][C]0.390993[/C][/ROW]
[ROW][C]35[/C][C]-0.16627[/C][C]-1.1399[/C][C]0.130054[/C][/ROW]
[ROW][C]36[/C][C]-0.001553[/C][C]-0.0106[/C][C]0.495776[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60624&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60624&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0140930.09660.46172
2-0.214508-1.47060.074032
3-0.204166-1.39970.084086
40.1179810.80880.211342
5-0.106341-0.7290.234799
6-0.079424-0.54450.294334
70.0562240.38550.35082
8-0.037708-0.25850.398571
9-0.049837-0.34170.367064
10-0.005173-0.03550.48593
110.0542950.37220.355697
12-0.096369-0.66070.256025
13-0.08789-0.60250.274854
140.1841631.26260.106489
150.0478510.3280.372167
160.0269940.18510.42699
17-0.017939-0.1230.451322
180.0212030.14540.442523
19-0.210633-1.4440.077682
200.0515980.35370.362559
210.071610.49090.312879
22-0.024978-0.17120.432385
23-0.027406-0.18790.425887
24-0.085228-0.58430.280909
250.0374550.25680.399235
26-0.058608-0.40180.344828
270.0772280.52950.299492
280.0717570.49190.312526
290.0598370.41020.341753
30-0.087694-0.60120.275299
310.0122450.08390.466729
320.1147820.78690.217644
330.0343190.23530.407508
34-0.040598-0.27830.390993
35-0.16627-1.13990.130054
36-0.001553-0.01060.495776







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0140930.09660.46172
2-0.214749-1.47220.07381
3-0.207055-1.41950.081177
40.0766990.52580.300742
5-0.209213-1.43430.079055
6-0.094684-0.64910.259709
70.0341030.23380.408078
8-0.177531-1.21710.114823
9-0.050307-0.34490.365859
10-0.041533-0.28470.388549
11-0.070283-0.48180.316078
12-0.12759-0.87470.193089
13-0.143387-0.9830.165317
140.1129940.77470.221213
15-0.080818-0.55410.291081
160.058080.39820.346151
170.0512450.35130.363459
18-0.062947-0.43150.334024
19-0.170237-1.16710.124531
200.0809040.55460.290882
21-0.054306-0.37230.35567
22-0.094993-0.65120.259032
230.0775830.53190.298655
24-0.216732-1.48580.072
25-0.040769-0.27950.390546
26-0.059946-0.4110.341481
27-0.044065-0.30210.381956
280.0402320.27580.391949
290.0072450.04970.480297
30-0.097532-0.66860.253496
31-0.006855-0.0470.481357
320.0597480.40960.341975
330.1186530.81340.210033
34-0.001012-0.00690.497248
35-0.138745-0.95120.173187
360.038120.26130.397487

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.014093 & 0.0966 & 0.46172 \tabularnewline
2 & -0.214749 & -1.4722 & 0.07381 \tabularnewline
3 & -0.207055 & -1.4195 & 0.081177 \tabularnewline
4 & 0.076699 & 0.5258 & 0.300742 \tabularnewline
5 & -0.209213 & -1.4343 & 0.079055 \tabularnewline
6 & -0.094684 & -0.6491 & 0.259709 \tabularnewline
7 & 0.034103 & 0.2338 & 0.408078 \tabularnewline
8 & -0.177531 & -1.2171 & 0.114823 \tabularnewline
9 & -0.050307 & -0.3449 & 0.365859 \tabularnewline
10 & -0.041533 & -0.2847 & 0.388549 \tabularnewline
11 & -0.070283 & -0.4818 & 0.316078 \tabularnewline
12 & -0.12759 & -0.8747 & 0.193089 \tabularnewline
13 & -0.143387 & -0.983 & 0.165317 \tabularnewline
14 & 0.112994 & 0.7747 & 0.221213 \tabularnewline
15 & -0.080818 & -0.5541 & 0.291081 \tabularnewline
16 & 0.05808 & 0.3982 & 0.346151 \tabularnewline
17 & 0.051245 & 0.3513 & 0.363459 \tabularnewline
18 & -0.062947 & -0.4315 & 0.334024 \tabularnewline
19 & -0.170237 & -1.1671 & 0.124531 \tabularnewline
20 & 0.080904 & 0.5546 & 0.290882 \tabularnewline
21 & -0.054306 & -0.3723 & 0.35567 \tabularnewline
22 & -0.094993 & -0.6512 & 0.259032 \tabularnewline
23 & 0.077583 & 0.5319 & 0.298655 \tabularnewline
24 & -0.216732 & -1.4858 & 0.072 \tabularnewline
25 & -0.040769 & -0.2795 & 0.390546 \tabularnewline
26 & -0.059946 & -0.411 & 0.341481 \tabularnewline
27 & -0.044065 & -0.3021 & 0.381956 \tabularnewline
28 & 0.040232 & 0.2758 & 0.391949 \tabularnewline
29 & 0.007245 & 0.0497 & 0.480297 \tabularnewline
30 & -0.097532 & -0.6686 & 0.253496 \tabularnewline
31 & -0.006855 & -0.047 & 0.481357 \tabularnewline
32 & 0.059748 & 0.4096 & 0.341975 \tabularnewline
33 & 0.118653 & 0.8134 & 0.210033 \tabularnewline
34 & -0.001012 & -0.0069 & 0.497248 \tabularnewline
35 & -0.138745 & -0.9512 & 0.173187 \tabularnewline
36 & 0.03812 & 0.2613 & 0.397487 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60624&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]0.014093[/C][C]0.0966[/C][C]0.46172[/C][/ROW]
[ROW][C]2[/C][C]-0.214749[/C][C]-1.4722[/C][C]0.07381[/C][/ROW]
[ROW][C]3[/C][C]-0.207055[/C][C]-1.4195[/C][C]0.081177[/C][/ROW]
[ROW][C]4[/C][C]0.076699[/C][C]0.5258[/C][C]0.300742[/C][/ROW]
[ROW][C]5[/C][C]-0.209213[/C][C]-1.4343[/C][C]0.079055[/C][/ROW]
[ROW][C]6[/C][C]-0.094684[/C][C]-0.6491[/C][C]0.259709[/C][/ROW]
[ROW][C]7[/C][C]0.034103[/C][C]0.2338[/C][C]0.408078[/C][/ROW]
[ROW][C]8[/C][C]-0.177531[/C][C]-1.2171[/C][C]0.114823[/C][/ROW]
[ROW][C]9[/C][C]-0.050307[/C][C]-0.3449[/C][C]0.365859[/C][/ROW]
[ROW][C]10[/C][C]-0.041533[/C][C]-0.2847[/C][C]0.388549[/C][/ROW]
[ROW][C]11[/C][C]-0.070283[/C][C]-0.4818[/C][C]0.316078[/C][/ROW]
[ROW][C]12[/C][C]-0.12759[/C][C]-0.8747[/C][C]0.193089[/C][/ROW]
[ROW][C]13[/C][C]-0.143387[/C][C]-0.983[/C][C]0.165317[/C][/ROW]
[ROW][C]14[/C][C]0.112994[/C][C]0.7747[/C][C]0.221213[/C][/ROW]
[ROW][C]15[/C][C]-0.080818[/C][C]-0.5541[/C][C]0.291081[/C][/ROW]
[ROW][C]16[/C][C]0.05808[/C][C]0.3982[/C][C]0.346151[/C][/ROW]
[ROW][C]17[/C][C]0.051245[/C][C]0.3513[/C][C]0.363459[/C][/ROW]
[ROW][C]18[/C][C]-0.062947[/C][C]-0.4315[/C][C]0.334024[/C][/ROW]
[ROW][C]19[/C][C]-0.170237[/C][C]-1.1671[/C][C]0.124531[/C][/ROW]
[ROW][C]20[/C][C]0.080904[/C][C]0.5546[/C][C]0.290882[/C][/ROW]
[ROW][C]21[/C][C]-0.054306[/C][C]-0.3723[/C][C]0.35567[/C][/ROW]
[ROW][C]22[/C][C]-0.094993[/C][C]-0.6512[/C][C]0.259032[/C][/ROW]
[ROW][C]23[/C][C]0.077583[/C][C]0.5319[/C][C]0.298655[/C][/ROW]
[ROW][C]24[/C][C]-0.216732[/C][C]-1.4858[/C][C]0.072[/C][/ROW]
[ROW][C]25[/C][C]-0.040769[/C][C]-0.2795[/C][C]0.390546[/C][/ROW]
[ROW][C]26[/C][C]-0.059946[/C][C]-0.411[/C][C]0.341481[/C][/ROW]
[ROW][C]27[/C][C]-0.044065[/C][C]-0.3021[/C][C]0.381956[/C][/ROW]
[ROW][C]28[/C][C]0.040232[/C][C]0.2758[/C][C]0.391949[/C][/ROW]
[ROW][C]29[/C][C]0.007245[/C][C]0.0497[/C][C]0.480297[/C][/ROW]
[ROW][C]30[/C][C]-0.097532[/C][C]-0.6686[/C][C]0.253496[/C][/ROW]
[ROW][C]31[/C][C]-0.006855[/C][C]-0.047[/C][C]0.481357[/C][/ROW]
[ROW][C]32[/C][C]0.059748[/C][C]0.4096[/C][C]0.341975[/C][/ROW]
[ROW][C]33[/C][C]0.118653[/C][C]0.8134[/C][C]0.210033[/C][/ROW]
[ROW][C]34[/C][C]-0.001012[/C][C]-0.0069[/C][C]0.497248[/C][/ROW]
[ROW][C]35[/C][C]-0.138745[/C][C]-0.9512[/C][C]0.173187[/C][/ROW]
[ROW][C]36[/C][C]0.03812[/C][C]0.2613[/C][C]0.397487[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60624&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60624&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0140930.09660.46172
2-0.214749-1.47220.07381
3-0.207055-1.41950.081177
40.0766990.52580.300742
5-0.209213-1.43430.079055
6-0.094684-0.64910.259709
70.0341030.23380.408078
8-0.177531-1.21710.114823
9-0.050307-0.34490.365859
10-0.041533-0.28470.388549
11-0.070283-0.48180.316078
12-0.12759-0.87470.193089
13-0.143387-0.9830.165317
140.1129940.77470.221213
15-0.080818-0.55410.291081
160.058080.39820.346151
170.0512450.35130.363459
18-0.062947-0.43150.334024
19-0.170237-1.16710.124531
200.0809040.55460.290882
21-0.054306-0.37230.35567
22-0.094993-0.65120.259032
230.0775830.53190.298655
24-0.216732-1.48580.072
25-0.040769-0.27950.390546
26-0.059946-0.4110.341481
27-0.044065-0.30210.381956
280.0402320.27580.391949
290.0072450.04970.480297
30-0.097532-0.66860.253496
31-0.006855-0.0470.481357
320.0597480.40960.341975
330.1186530.81340.210033
34-0.001012-0.00690.497248
35-0.138745-0.95120.173187
360.038120.26130.397487



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')