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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 09:57:28 -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/t1259341105b8fqc4zd8i3u0xk.htm/, Retrieved Mon, 29 Apr 2024 04:41:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61003, Retrieved Mon, 29 Apr 2024 04:41:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137
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 Identifying I...] [2009-11-27 16:18:42] [8733f8ed033058987ec00f5e71b74854]
-   PD            [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:57:28] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
-                   [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:05:41] [8733f8ed033058987ec00f5e71b74854]
-                     [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:12:07] [8733f8ed033058987ec00f5e71b74854]
-                       [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:21:03] [8733f8ed033058987ec00f5e71b74854]
-   P                     [(Partial) Autocorrelation Function] [WS9 Estimation of...] [2009-12-04 12:54:41] [8733f8ed033058987ec00f5e71b74854]
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Dataseries X:
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.2




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=61003&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=61003&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61003&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
10.8466578.03210
20.5833945.53460
30.3915073.71420.000177
40.3770743.57720.000281
50.4823144.57568e-06
60.5649895.360
70.5190314.9242e-06
80.3926993.72550.00017
90.2992262.83870.002799
100.3063822.90660.0023
110.3874773.67590.000201
120.4418684.19193.2e-05
130.3427183.25130.000809
140.1891291.79420.038067
150.0645480.61240.270922
160.0216040.2050.419035
170.0333430.31630.376246
180.0397060.37670.353648
19-0.000134-0.00130.499496
20-0.055622-0.52770.299513
21-0.085662-0.81270.209277
22-0.073832-0.70040.242731
23-0.041731-0.39590.346558
24-0.033029-0.31330.377375
25-0.119134-1.13020.130697
26-0.20832-1.97630.025591
27-0.25999-2.46650.007769
28-0.245855-2.33240.010956
29-0.205981-1.95410.026897
30-0.187919-1.78280.038999
31-0.219974-2.08690.019864
32-0.272854-2.58850.005619
33-0.295425-2.80260.003103
34-0.275103-2.60990.005304
35-0.23269-2.20750.014911
36-0.202347-1.91960.029036

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846657 & 8.0321 & 0 \tabularnewline
2 & 0.583394 & 5.5346 & 0 \tabularnewline
3 & 0.391507 & 3.7142 & 0.000177 \tabularnewline
4 & 0.377074 & 3.5772 & 0.000281 \tabularnewline
5 & 0.482314 & 4.5756 & 8e-06 \tabularnewline
6 & 0.564989 & 5.36 & 0 \tabularnewline
7 & 0.519031 & 4.924 & 2e-06 \tabularnewline
8 & 0.392699 & 3.7255 & 0.00017 \tabularnewline
9 & 0.299226 & 2.8387 & 0.002799 \tabularnewline
10 & 0.306382 & 2.9066 & 0.0023 \tabularnewline
11 & 0.387477 & 3.6759 & 0.000201 \tabularnewline
12 & 0.441868 & 4.1919 & 3.2e-05 \tabularnewline
13 & 0.342718 & 3.2513 & 0.000809 \tabularnewline
14 & 0.189129 & 1.7942 & 0.038067 \tabularnewline
15 & 0.064548 & 0.6124 & 0.270922 \tabularnewline
16 & 0.021604 & 0.205 & 0.419035 \tabularnewline
17 & 0.033343 & 0.3163 & 0.376246 \tabularnewline
18 & 0.039706 & 0.3767 & 0.353648 \tabularnewline
19 & -0.000134 & -0.0013 & 0.499496 \tabularnewline
20 & -0.055622 & -0.5277 & 0.299513 \tabularnewline
21 & -0.085662 & -0.8127 & 0.209277 \tabularnewline
22 & -0.073832 & -0.7004 & 0.242731 \tabularnewline
23 & -0.041731 & -0.3959 & 0.346558 \tabularnewline
24 & -0.033029 & -0.3133 & 0.377375 \tabularnewline
25 & -0.119134 & -1.1302 & 0.130697 \tabularnewline
26 & -0.20832 & -1.9763 & 0.025591 \tabularnewline
27 & -0.25999 & -2.4665 & 0.007769 \tabularnewline
28 & -0.245855 & -2.3324 & 0.010956 \tabularnewline
29 & -0.205981 & -1.9541 & 0.026897 \tabularnewline
30 & -0.187919 & -1.7828 & 0.038999 \tabularnewline
31 & -0.219974 & -2.0869 & 0.019864 \tabularnewline
32 & -0.272854 & -2.5885 & 0.005619 \tabularnewline
33 & -0.295425 & -2.8026 & 0.003103 \tabularnewline
34 & -0.275103 & -2.6099 & 0.005304 \tabularnewline
35 & -0.23269 & -2.2075 & 0.014911 \tabularnewline
36 & -0.202347 & -1.9196 & 0.029036 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61003&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]0.846657[/C][C]8.0321[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.583394[/C][C]5.5346[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.391507[/C][C]3.7142[/C][C]0.000177[/C][/ROW]
[ROW][C]4[/C][C]0.377074[/C][C]3.5772[/C][C]0.000281[/C][/ROW]
[ROW][C]5[/C][C]0.482314[/C][C]4.5756[/C][C]8e-06[/C][/ROW]
[ROW][C]6[/C][C]0.564989[/C][C]5.36[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.519031[/C][C]4.924[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.392699[/C][C]3.7255[/C][C]0.00017[/C][/ROW]
[ROW][C]9[/C][C]0.299226[/C][C]2.8387[/C][C]0.002799[/C][/ROW]
[ROW][C]10[/C][C]0.306382[/C][C]2.9066[/C][C]0.0023[/C][/ROW]
[ROW][C]11[/C][C]0.387477[/C][C]3.6759[/C][C]0.000201[/C][/ROW]
[ROW][C]12[/C][C]0.441868[/C][C]4.1919[/C][C]3.2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.342718[/C][C]3.2513[/C][C]0.000809[/C][/ROW]
[ROW][C]14[/C][C]0.189129[/C][C]1.7942[/C][C]0.038067[/C][/ROW]
[ROW][C]15[/C][C]0.064548[/C][C]0.6124[/C][C]0.270922[/C][/ROW]
[ROW][C]16[/C][C]0.021604[/C][C]0.205[/C][C]0.419035[/C][/ROW]
[ROW][C]17[/C][C]0.033343[/C][C]0.3163[/C][C]0.376246[/C][/ROW]
[ROW][C]18[/C][C]0.039706[/C][C]0.3767[/C][C]0.353648[/C][/ROW]
[ROW][C]19[/C][C]-0.000134[/C][C]-0.0013[/C][C]0.499496[/C][/ROW]
[ROW][C]20[/C][C]-0.055622[/C][C]-0.5277[/C][C]0.299513[/C][/ROW]
[ROW][C]21[/C][C]-0.085662[/C][C]-0.8127[/C][C]0.209277[/C][/ROW]
[ROW][C]22[/C][C]-0.073832[/C][C]-0.7004[/C][C]0.242731[/C][/ROW]
[ROW][C]23[/C][C]-0.041731[/C][C]-0.3959[/C][C]0.346558[/C][/ROW]
[ROW][C]24[/C][C]-0.033029[/C][C]-0.3133[/C][C]0.377375[/C][/ROW]
[ROW][C]25[/C][C]-0.119134[/C][C]-1.1302[/C][C]0.130697[/C][/ROW]
[ROW][C]26[/C][C]-0.20832[/C][C]-1.9763[/C][C]0.025591[/C][/ROW]
[ROW][C]27[/C][C]-0.25999[/C][C]-2.4665[/C][C]0.007769[/C][/ROW]
[ROW][C]28[/C][C]-0.245855[/C][C]-2.3324[/C][C]0.010956[/C][/ROW]
[ROW][C]29[/C][C]-0.205981[/C][C]-1.9541[/C][C]0.026897[/C][/ROW]
[ROW][C]30[/C][C]-0.187919[/C][C]-1.7828[/C][C]0.038999[/C][/ROW]
[ROW][C]31[/C][C]-0.219974[/C][C]-2.0869[/C][C]0.019864[/C][/ROW]
[ROW][C]32[/C][C]-0.272854[/C][C]-2.5885[/C][C]0.005619[/C][/ROW]
[ROW][C]33[/C][C]-0.295425[/C][C]-2.8026[/C][C]0.003103[/C][/ROW]
[ROW][C]34[/C][C]-0.275103[/C][C]-2.6099[/C][C]0.005304[/C][/ROW]
[ROW][C]35[/C][C]-0.23269[/C][C]-2.2075[/C][C]0.014911[/C][/ROW]
[ROW][C]36[/C][C]-0.202347[/C][C]-1.9196[/C][C]0.029036[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61003&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61003&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
10.8466578.03210
20.5833945.53460
30.3915073.71420.000177
40.3770743.57720.000281
50.4823144.57568e-06
60.5649895.360
70.5190314.9242e-06
80.3926993.72550.00017
90.2992262.83870.002799
100.3063822.90660.0023
110.3874773.67590.000201
120.4418684.19193.2e-05
130.3427183.25130.000809
140.1891291.79420.038067
150.0645480.61240.270922
160.0216040.2050.419035
170.0333430.31630.376246
180.0397060.37670.353648
19-0.000134-0.00130.499496
20-0.055622-0.52770.299513
21-0.085662-0.81270.209277
22-0.073832-0.70040.242731
23-0.041731-0.39590.346558
24-0.033029-0.31330.377375
25-0.119134-1.13020.130697
26-0.20832-1.97630.025591
27-0.25999-2.46650.007769
28-0.245855-2.33240.010956
29-0.205981-1.95410.026897
30-0.187919-1.78280.038999
31-0.219974-2.08690.019864
32-0.272854-2.58850.005619
33-0.295425-2.80260.003103
34-0.275103-2.60990.005304
35-0.23269-2.20750.014911
36-0.202347-1.91960.029036







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8466578.03210
2-0.471211-4.47031.1e-05
30.2895132.74660.003637
40.3773743.58010.000278
50.1213841.15150.126278
6-0.05096-0.48350.314974
7-0.126676-1.20180.116306
80.1088441.03260.152282
90.1148661.08970.139375
100.0337740.32040.374701
110.03610.34250.366397
12-0.04552-0.43180.333445
13-0.401316-3.80720.000128
140.2743422.60260.005409
15-0.192775-1.82880.035369
16-0.24857-2.35810.010266
17-0.082996-0.78740.216568
18-0.007712-0.07320.470921
190.0549530.52130.301709
20-0.016642-0.15790.437452
21-0.03113-0.29530.384212
220.0884310.83890.201865
23-0.002116-0.02010.492015
240.0147170.13960.444636
25-0.16043-1.5220.065762
260.123091.16770.123
27-0.049373-0.46840.320318
280.0415790.39450.34709
29-0.031198-0.2960.383966
30-0.033482-0.31760.375746
31-0.040556-0.38470.350666
32-0.081532-0.77350.220633
330.0648640.61540.269936
34-0.077551-0.73570.23191
35-0.097292-0.9230.17924
360.0646620.61340.270568

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846657 & 8.0321 & 0 \tabularnewline
2 & -0.471211 & -4.4703 & 1.1e-05 \tabularnewline
3 & 0.289513 & 2.7466 & 0.003637 \tabularnewline
4 & 0.377374 & 3.5801 & 0.000278 \tabularnewline
5 & 0.121384 & 1.1515 & 0.126278 \tabularnewline
6 & -0.05096 & -0.4835 & 0.314974 \tabularnewline
7 & -0.126676 & -1.2018 & 0.116306 \tabularnewline
8 & 0.108844 & 1.0326 & 0.152282 \tabularnewline
9 & 0.114866 & 1.0897 & 0.139375 \tabularnewline
10 & 0.033774 & 0.3204 & 0.374701 \tabularnewline
11 & 0.0361 & 0.3425 & 0.366397 \tabularnewline
12 & -0.04552 & -0.4318 & 0.333445 \tabularnewline
13 & -0.401316 & -3.8072 & 0.000128 \tabularnewline
14 & 0.274342 & 2.6026 & 0.005409 \tabularnewline
15 & -0.192775 & -1.8288 & 0.035369 \tabularnewline
16 & -0.24857 & -2.3581 & 0.010266 \tabularnewline
17 & -0.082996 & -0.7874 & 0.216568 \tabularnewline
18 & -0.007712 & -0.0732 & 0.470921 \tabularnewline
19 & 0.054953 & 0.5213 & 0.301709 \tabularnewline
20 & -0.016642 & -0.1579 & 0.437452 \tabularnewline
21 & -0.03113 & -0.2953 & 0.384212 \tabularnewline
22 & 0.088431 & 0.8389 & 0.201865 \tabularnewline
23 & -0.002116 & -0.0201 & 0.492015 \tabularnewline
24 & 0.014717 & 0.1396 & 0.444636 \tabularnewline
25 & -0.16043 & -1.522 & 0.065762 \tabularnewline
26 & 0.12309 & 1.1677 & 0.123 \tabularnewline
27 & -0.049373 & -0.4684 & 0.320318 \tabularnewline
28 & 0.041579 & 0.3945 & 0.34709 \tabularnewline
29 & -0.031198 & -0.296 & 0.383966 \tabularnewline
30 & -0.033482 & -0.3176 & 0.375746 \tabularnewline
31 & -0.040556 & -0.3847 & 0.350666 \tabularnewline
32 & -0.081532 & -0.7735 & 0.220633 \tabularnewline
33 & 0.064864 & 0.6154 & 0.269936 \tabularnewline
34 & -0.077551 & -0.7357 & 0.23191 \tabularnewline
35 & -0.097292 & -0.923 & 0.17924 \tabularnewline
36 & 0.064662 & 0.6134 & 0.270568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61003&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]0.846657[/C][C]8.0321[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.471211[/C][C]-4.4703[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.289513[/C][C]2.7466[/C][C]0.003637[/C][/ROW]
[ROW][C]4[/C][C]0.377374[/C][C]3.5801[/C][C]0.000278[/C][/ROW]
[ROW][C]5[/C][C]0.121384[/C][C]1.1515[/C][C]0.126278[/C][/ROW]
[ROW][C]6[/C][C]-0.05096[/C][C]-0.4835[/C][C]0.314974[/C][/ROW]
[ROW][C]7[/C][C]-0.126676[/C][C]-1.2018[/C][C]0.116306[/C][/ROW]
[ROW][C]8[/C][C]0.108844[/C][C]1.0326[/C][C]0.152282[/C][/ROW]
[ROW][C]9[/C][C]0.114866[/C][C]1.0897[/C][C]0.139375[/C][/ROW]
[ROW][C]10[/C][C]0.033774[/C][C]0.3204[/C][C]0.374701[/C][/ROW]
[ROW][C]11[/C][C]0.0361[/C][C]0.3425[/C][C]0.366397[/C][/ROW]
[ROW][C]12[/C][C]-0.04552[/C][C]-0.4318[/C][C]0.333445[/C][/ROW]
[ROW][C]13[/C][C]-0.401316[/C][C]-3.8072[/C][C]0.000128[/C][/ROW]
[ROW][C]14[/C][C]0.274342[/C][C]2.6026[/C][C]0.005409[/C][/ROW]
[ROW][C]15[/C][C]-0.192775[/C][C]-1.8288[/C][C]0.035369[/C][/ROW]
[ROW][C]16[/C][C]-0.24857[/C][C]-2.3581[/C][C]0.010266[/C][/ROW]
[ROW][C]17[/C][C]-0.082996[/C][C]-0.7874[/C][C]0.216568[/C][/ROW]
[ROW][C]18[/C][C]-0.007712[/C][C]-0.0732[/C][C]0.470921[/C][/ROW]
[ROW][C]19[/C][C]0.054953[/C][C]0.5213[/C][C]0.301709[/C][/ROW]
[ROW][C]20[/C][C]-0.016642[/C][C]-0.1579[/C][C]0.437452[/C][/ROW]
[ROW][C]21[/C][C]-0.03113[/C][C]-0.2953[/C][C]0.384212[/C][/ROW]
[ROW][C]22[/C][C]0.088431[/C][C]0.8389[/C][C]0.201865[/C][/ROW]
[ROW][C]23[/C][C]-0.002116[/C][C]-0.0201[/C][C]0.492015[/C][/ROW]
[ROW][C]24[/C][C]0.014717[/C][C]0.1396[/C][C]0.444636[/C][/ROW]
[ROW][C]25[/C][C]-0.16043[/C][C]-1.522[/C][C]0.065762[/C][/ROW]
[ROW][C]26[/C][C]0.12309[/C][C]1.1677[/C][C]0.123[/C][/ROW]
[ROW][C]27[/C][C]-0.049373[/C][C]-0.4684[/C][C]0.320318[/C][/ROW]
[ROW][C]28[/C][C]0.041579[/C][C]0.3945[/C][C]0.34709[/C][/ROW]
[ROW][C]29[/C][C]-0.031198[/C][C]-0.296[/C][C]0.383966[/C][/ROW]
[ROW][C]30[/C][C]-0.033482[/C][C]-0.3176[/C][C]0.375746[/C][/ROW]
[ROW][C]31[/C][C]-0.040556[/C][C]-0.3847[/C][C]0.350666[/C][/ROW]
[ROW][C]32[/C][C]-0.081532[/C][C]-0.7735[/C][C]0.220633[/C][/ROW]
[ROW][C]33[/C][C]0.064864[/C][C]0.6154[/C][C]0.269936[/C][/ROW]
[ROW][C]34[/C][C]-0.077551[/C][C]-0.7357[/C][C]0.23191[/C][/ROW]
[ROW][C]35[/C][C]-0.097292[/C][C]-0.923[/C][C]0.17924[/C][/ROW]
[ROW][C]36[/C][C]0.064662[/C][C]0.6134[/C][C]0.270568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61003&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61003&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
10.8466578.03210
2-0.471211-4.47031.1e-05
30.2895132.74660.003637
40.3773743.58010.000278
50.1213841.15150.126278
6-0.05096-0.48350.314974
7-0.126676-1.20180.116306
80.1088441.03260.152282
90.1148661.08970.139375
100.0337740.32040.374701
110.03610.34250.366397
12-0.04552-0.43180.333445
13-0.401316-3.80720.000128
140.2743422.60260.005409
15-0.192775-1.82880.035369
16-0.24857-2.35810.010266
17-0.082996-0.78740.216568
18-0.007712-0.07320.470921
190.0549530.52130.301709
20-0.016642-0.15790.437452
21-0.03113-0.29530.384212
220.0884310.83890.201865
23-0.002116-0.02010.492015
240.0147170.13960.444636
25-0.16043-1.5220.065762
260.123091.16770.123
27-0.049373-0.46840.320318
280.0415790.39450.34709
29-0.031198-0.2960.383966
30-0.033482-0.31760.375746
31-0.040556-0.38470.350666
32-0.081532-0.77350.220633
330.0648640.61540.269936
34-0.077551-0.73570.23191
35-0.097292-0.9230.17924
360.0646620.61340.270568



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 = 0 ; par4 = 0 ; 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')