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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 computationFri, 27 Nov 2009 09:59:24 -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/t1259341303actuk33u7em9mrk.htm/, Retrieved Sun, 28 Apr 2024 23:39:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61006, Retrieved Sun, 28 Apr 2024 23:39:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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 12:26:39] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [] [2009-11-27 12:34:02] [ebd107afac1bd6180acb277edd05815b]
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-27 16:59:24] [9f6463b67b1eb7bae5c03a796abf0348] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15912.8
13866.5
17823.2
17872
17420.4
16704.4
15991.2
16583.6
19123.5
17838.7
17209.4
18586.5
16258.1
15141.6
19202.1
17746.5
19090.1
18040.3
17515.5
17751.8
21072.4
17170
19439.5
19795.4
17574.9
16165.4
19464.6
19932.1
19961.2
17343.4
18924.2
18574.1
21350.6
18594.6
19823.1
20844.4
19640.2
17735.4
19813.6
22160
20664.3
17877.4
20906.5
21164.1
21374.4
22952.3
21343.5
23899.3
22392.9
18274.1
22786.7
22321.5
17842.2
16373.5
15993.8
16446.1
17729
16643
16196.7
18252.1
17304

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=61006&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=61006&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61006&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
1-0.704214-4.82788e-06
20.1137650.77990.219671
30.3225672.21140.015954
4-0.394263-2.70290.004768
50.1608261.10260.137914
60.182371.25030.108696
7-0.400365-2.74480.004275
80.3668972.51530.007685
9-0.16057-1.10080.138292
10-0.067495-0.46270.32285
110.1781161.22110.114069
12-0.136918-0.93870.176351
130.0206550.14160.443998
140.0295170.20240.420256
150.0501560.34390.366245
16-0.163183-1.11870.134471
170.1852681.27010.105144
18-0.091288-0.62580.267223
19-0.067362-0.46180.323173
200.162181.11180.135929
21-0.058181-0.39890.345899
22-0.206377-1.41480.081852
230.4063112.78550.00384
24-0.38013-2.6060.006116
250.1785051.22380.11357
260.042760.29320.385349
27-0.150262-1.03010.154108
280.1071040.73430.233217
290.0243460.16690.434081
30-0.142885-0.97960.166157
310.1825371.25140.108489
32-0.139897-0.95910.171212
330.0367650.2520.401051
340.0815280.55890.289432
35-0.127674-0.87530.192934
360.0767930.52650.300521

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.704214 & -4.8278 & 8e-06 \tabularnewline
2 & 0.113765 & 0.7799 & 0.219671 \tabularnewline
3 & 0.322567 & 2.2114 & 0.015954 \tabularnewline
4 & -0.394263 & -2.7029 & 0.004768 \tabularnewline
5 & 0.160826 & 1.1026 & 0.137914 \tabularnewline
6 & 0.18237 & 1.2503 & 0.108696 \tabularnewline
7 & -0.400365 & -2.7448 & 0.004275 \tabularnewline
8 & 0.366897 & 2.5153 & 0.007685 \tabularnewline
9 & -0.16057 & -1.1008 & 0.138292 \tabularnewline
10 & -0.067495 & -0.4627 & 0.32285 \tabularnewline
11 & 0.178116 & 1.2211 & 0.114069 \tabularnewline
12 & -0.136918 & -0.9387 & 0.176351 \tabularnewline
13 & 0.020655 & 0.1416 & 0.443998 \tabularnewline
14 & 0.029517 & 0.2024 & 0.420256 \tabularnewline
15 & 0.050156 & 0.3439 & 0.366245 \tabularnewline
16 & -0.163183 & -1.1187 & 0.134471 \tabularnewline
17 & 0.185268 & 1.2701 & 0.105144 \tabularnewline
18 & -0.091288 & -0.6258 & 0.267223 \tabularnewline
19 & -0.067362 & -0.4618 & 0.323173 \tabularnewline
20 & 0.16218 & 1.1118 & 0.135929 \tabularnewline
21 & -0.058181 & -0.3989 & 0.345899 \tabularnewline
22 & -0.206377 & -1.4148 & 0.081852 \tabularnewline
23 & 0.406311 & 2.7855 & 0.00384 \tabularnewline
24 & -0.38013 & -2.606 & 0.006116 \tabularnewline
25 & 0.178505 & 1.2238 & 0.11357 \tabularnewline
26 & 0.04276 & 0.2932 & 0.385349 \tabularnewline
27 & -0.150262 & -1.0301 & 0.154108 \tabularnewline
28 & 0.107104 & 0.7343 & 0.233217 \tabularnewline
29 & 0.024346 & 0.1669 & 0.434081 \tabularnewline
30 & -0.142885 & -0.9796 & 0.166157 \tabularnewline
31 & 0.182537 & 1.2514 & 0.108489 \tabularnewline
32 & -0.139897 & -0.9591 & 0.171212 \tabularnewline
33 & 0.036765 & 0.252 & 0.401051 \tabularnewline
34 & 0.081528 & 0.5589 & 0.289432 \tabularnewline
35 & -0.127674 & -0.8753 & 0.192934 \tabularnewline
36 & 0.076793 & 0.5265 & 0.300521 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61006&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]-0.704214[/C][C]-4.8278[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]0.113765[/C][C]0.7799[/C][C]0.219671[/C][/ROW]
[ROW][C]3[/C][C]0.322567[/C][C]2.2114[/C][C]0.015954[/C][/ROW]
[ROW][C]4[/C][C]-0.394263[/C][C]-2.7029[/C][C]0.004768[/C][/ROW]
[ROW][C]5[/C][C]0.160826[/C][C]1.1026[/C][C]0.137914[/C][/ROW]
[ROW][C]6[/C][C]0.18237[/C][C]1.2503[/C][C]0.108696[/C][/ROW]
[ROW][C]7[/C][C]-0.400365[/C][C]-2.7448[/C][C]0.004275[/C][/ROW]
[ROW][C]8[/C][C]0.366897[/C][C]2.5153[/C][C]0.007685[/C][/ROW]
[ROW][C]9[/C][C]-0.16057[/C][C]-1.1008[/C][C]0.138292[/C][/ROW]
[ROW][C]10[/C][C]-0.067495[/C][C]-0.4627[/C][C]0.32285[/C][/ROW]
[ROW][C]11[/C][C]0.178116[/C][C]1.2211[/C][C]0.114069[/C][/ROW]
[ROW][C]12[/C][C]-0.136918[/C][C]-0.9387[/C][C]0.176351[/C][/ROW]
[ROW][C]13[/C][C]0.020655[/C][C]0.1416[/C][C]0.443998[/C][/ROW]
[ROW][C]14[/C][C]0.029517[/C][C]0.2024[/C][C]0.420256[/C][/ROW]
[ROW][C]15[/C][C]0.050156[/C][C]0.3439[/C][C]0.366245[/C][/ROW]
[ROW][C]16[/C][C]-0.163183[/C][C]-1.1187[/C][C]0.134471[/C][/ROW]
[ROW][C]17[/C][C]0.185268[/C][C]1.2701[/C][C]0.105144[/C][/ROW]
[ROW][C]18[/C][C]-0.091288[/C][C]-0.6258[/C][C]0.267223[/C][/ROW]
[ROW][C]19[/C][C]-0.067362[/C][C]-0.4618[/C][C]0.323173[/C][/ROW]
[ROW][C]20[/C][C]0.16218[/C][C]1.1118[/C][C]0.135929[/C][/ROW]
[ROW][C]21[/C][C]-0.058181[/C][C]-0.3989[/C][C]0.345899[/C][/ROW]
[ROW][C]22[/C][C]-0.206377[/C][C]-1.4148[/C][C]0.081852[/C][/ROW]
[ROW][C]23[/C][C]0.406311[/C][C]2.7855[/C][C]0.00384[/C][/ROW]
[ROW][C]24[/C][C]-0.38013[/C][C]-2.606[/C][C]0.006116[/C][/ROW]
[ROW][C]25[/C][C]0.178505[/C][C]1.2238[/C][C]0.11357[/C][/ROW]
[ROW][C]26[/C][C]0.04276[/C][C]0.2932[/C][C]0.385349[/C][/ROW]
[ROW][C]27[/C][C]-0.150262[/C][C]-1.0301[/C][C]0.154108[/C][/ROW]
[ROW][C]28[/C][C]0.107104[/C][C]0.7343[/C][C]0.233217[/C][/ROW]
[ROW][C]29[/C][C]0.024346[/C][C]0.1669[/C][C]0.434081[/C][/ROW]
[ROW][C]30[/C][C]-0.142885[/C][C]-0.9796[/C][C]0.166157[/C][/ROW]
[ROW][C]31[/C][C]0.182537[/C][C]1.2514[/C][C]0.108489[/C][/ROW]
[ROW][C]32[/C][C]-0.139897[/C][C]-0.9591[/C][C]0.171212[/C][/ROW]
[ROW][C]33[/C][C]0.036765[/C][C]0.252[/C][C]0.401051[/C][/ROW]
[ROW][C]34[/C][C]0.081528[/C][C]0.5589[/C][C]0.289432[/C][/ROW]
[ROW][C]35[/C][C]-0.127674[/C][C]-0.8753[/C][C]0.192934[/C][/ROW]
[ROW][C]36[/C][C]0.076793[/C][C]0.5265[/C][C]0.300521[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61006&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61006&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
1-0.704214-4.82788e-06
20.1137650.77990.219671
30.3225672.21140.015954
4-0.394263-2.70290.004768
50.1608261.10260.137914
60.182371.25030.108696
7-0.400365-2.74480.004275
80.3668972.51530.007685
9-0.16057-1.10080.138292
10-0.067495-0.46270.32285
110.1781161.22110.114069
12-0.136918-0.93870.176351
130.0206550.14160.443998
140.0295170.20240.420256
150.0501560.34390.366245
16-0.163183-1.11870.134471
170.1852681.27010.105144
18-0.091288-0.62580.267223
19-0.067362-0.46180.323173
200.162181.11180.135929
21-0.058181-0.39890.345899
22-0.206377-1.41480.081852
230.4063112.78550.00384
24-0.38013-2.6060.006116
250.1785051.22380.11357
260.042760.29320.385349
27-0.150262-1.03010.154108
280.1071040.73430.233217
290.0243460.16690.434081
30-0.142885-0.97960.166157
310.1825371.25140.108489
32-0.139897-0.95910.171212
330.0367650.2520.401051
340.0815280.55890.289432
35-0.127674-0.87530.192934
360.0767930.52650.300521






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.704214-4.82788e-06
2-0.758117-5.19742e-06
3-0.328687-2.25340.014471
4-0.070296-0.48190.316048
5-0.171599-1.17640.122675
60.1716011.17640.122673
70.0430720.29530.384538
80.0484640.33230.370587
9-0.108493-0.74380.230354
10-0.129756-0.88960.189115
11-0.149489-1.02480.155341
12-0.10903-0.74750.229252
130.0603960.41410.340359
14-0.211728-1.45150.076637
150.1540481.05610.148161
160.0556660.38160.352228
170.0449080.30790.379771
18-0.006679-0.04580.481837
19-0.212788-1.45880.075635
20-0.244529-1.67640.05015
210.1375980.94330.17517
22-0.031762-0.21770.414284
23-0.01038-0.07120.471785
24-0.024895-0.17070.432607
250.1511171.0360.15275
26-0.074184-0.50860.306713
27-0.012732-0.08730.465407
280.0084340.05780.477068
29-0.100525-0.68920.247053
30-0.059654-0.4090.342211
31-0.002223-0.01520.493953
32-0.031641-0.21690.414605
33-0.040292-0.27620.391791
340.1414560.96980.168563
350.1214950.83290.204549
360.0203250.13930.444887

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.704214 & -4.8278 & 8e-06 \tabularnewline
2 & -0.758117 & -5.1974 & 2e-06 \tabularnewline
3 & -0.328687 & -2.2534 & 0.014471 \tabularnewline
4 & -0.070296 & -0.4819 & 0.316048 \tabularnewline
5 & -0.171599 & -1.1764 & 0.122675 \tabularnewline
6 & 0.171601 & 1.1764 & 0.122673 \tabularnewline
7 & 0.043072 & 0.2953 & 0.384538 \tabularnewline
8 & 0.048464 & 0.3323 & 0.370587 \tabularnewline
9 & -0.108493 & -0.7438 & 0.230354 \tabularnewline
10 & -0.129756 & -0.8896 & 0.189115 \tabularnewline
11 & -0.149489 & -1.0248 & 0.155341 \tabularnewline
12 & -0.10903 & -0.7475 & 0.229252 \tabularnewline
13 & 0.060396 & 0.4141 & 0.340359 \tabularnewline
14 & -0.211728 & -1.4515 & 0.076637 \tabularnewline
15 & 0.154048 & 1.0561 & 0.148161 \tabularnewline
16 & 0.055666 & 0.3816 & 0.352228 \tabularnewline
17 & 0.044908 & 0.3079 & 0.379771 \tabularnewline
18 & -0.006679 & -0.0458 & 0.481837 \tabularnewline
19 & -0.212788 & -1.4588 & 0.075635 \tabularnewline
20 & -0.244529 & -1.6764 & 0.05015 \tabularnewline
21 & 0.137598 & 0.9433 & 0.17517 \tabularnewline
22 & -0.031762 & -0.2177 & 0.414284 \tabularnewline
23 & -0.01038 & -0.0712 & 0.471785 \tabularnewline
24 & -0.024895 & -0.1707 & 0.432607 \tabularnewline
25 & 0.151117 & 1.036 & 0.15275 \tabularnewline
26 & -0.074184 & -0.5086 & 0.306713 \tabularnewline
27 & -0.012732 & -0.0873 & 0.465407 \tabularnewline
28 & 0.008434 & 0.0578 & 0.477068 \tabularnewline
29 & -0.100525 & -0.6892 & 0.247053 \tabularnewline
30 & -0.059654 & -0.409 & 0.342211 \tabularnewline
31 & -0.002223 & -0.0152 & 0.493953 \tabularnewline
32 & -0.031641 & -0.2169 & 0.414605 \tabularnewline
33 & -0.040292 & -0.2762 & 0.391791 \tabularnewline
34 & 0.141456 & 0.9698 & 0.168563 \tabularnewline
35 & 0.121495 & 0.8329 & 0.204549 \tabularnewline
36 & 0.020325 & 0.1393 & 0.444887 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61006&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]-0.704214[/C][C]-4.8278[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.758117[/C][C]-5.1974[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.328687[/C][C]-2.2534[/C][C]0.014471[/C][/ROW]
[ROW][C]4[/C][C]-0.070296[/C][C]-0.4819[/C][C]0.316048[/C][/ROW]
[ROW][C]5[/C][C]-0.171599[/C][C]-1.1764[/C][C]0.122675[/C][/ROW]
[ROW][C]6[/C][C]0.171601[/C][C]1.1764[/C][C]0.122673[/C][/ROW]
[ROW][C]7[/C][C]0.043072[/C][C]0.2953[/C][C]0.384538[/C][/ROW]
[ROW][C]8[/C][C]0.048464[/C][C]0.3323[/C][C]0.370587[/C][/ROW]
[ROW][C]9[/C][C]-0.108493[/C][C]-0.7438[/C][C]0.230354[/C][/ROW]
[ROW][C]10[/C][C]-0.129756[/C][C]-0.8896[/C][C]0.189115[/C][/ROW]
[ROW][C]11[/C][C]-0.149489[/C][C]-1.0248[/C][C]0.155341[/C][/ROW]
[ROW][C]12[/C][C]-0.10903[/C][C]-0.7475[/C][C]0.229252[/C][/ROW]
[ROW][C]13[/C][C]0.060396[/C][C]0.4141[/C][C]0.340359[/C][/ROW]
[ROW][C]14[/C][C]-0.211728[/C][C]-1.4515[/C][C]0.076637[/C][/ROW]
[ROW][C]15[/C][C]0.154048[/C][C]1.0561[/C][C]0.148161[/C][/ROW]
[ROW][C]16[/C][C]0.055666[/C][C]0.3816[/C][C]0.352228[/C][/ROW]
[ROW][C]17[/C][C]0.044908[/C][C]0.3079[/C][C]0.379771[/C][/ROW]
[ROW][C]18[/C][C]-0.006679[/C][C]-0.0458[/C][C]0.481837[/C][/ROW]
[ROW][C]19[/C][C]-0.212788[/C][C]-1.4588[/C][C]0.075635[/C][/ROW]
[ROW][C]20[/C][C]-0.244529[/C][C]-1.6764[/C][C]0.05015[/C][/ROW]
[ROW][C]21[/C][C]0.137598[/C][C]0.9433[/C][C]0.17517[/C][/ROW]
[ROW][C]22[/C][C]-0.031762[/C][C]-0.2177[/C][C]0.414284[/C][/ROW]
[ROW][C]23[/C][C]-0.01038[/C][C]-0.0712[/C][C]0.471785[/C][/ROW]
[ROW][C]24[/C][C]-0.024895[/C][C]-0.1707[/C][C]0.432607[/C][/ROW]
[ROW][C]25[/C][C]0.151117[/C][C]1.036[/C][C]0.15275[/C][/ROW]
[ROW][C]26[/C][C]-0.074184[/C][C]-0.5086[/C][C]0.306713[/C][/ROW]
[ROW][C]27[/C][C]-0.012732[/C][C]-0.0873[/C][C]0.465407[/C][/ROW]
[ROW][C]28[/C][C]0.008434[/C][C]0.0578[/C][C]0.477068[/C][/ROW]
[ROW][C]29[/C][C]-0.100525[/C][C]-0.6892[/C][C]0.247053[/C][/ROW]
[ROW][C]30[/C][C]-0.059654[/C][C]-0.409[/C][C]0.342211[/C][/ROW]
[ROW][C]31[/C][C]-0.002223[/C][C]-0.0152[/C][C]0.493953[/C][/ROW]
[ROW][C]32[/C][C]-0.031641[/C][C]-0.2169[/C][C]0.414605[/C][/ROW]
[ROW][C]33[/C][C]-0.040292[/C][C]-0.2762[/C][C]0.391791[/C][/ROW]
[ROW][C]34[/C][C]0.141456[/C][C]0.9698[/C][C]0.168563[/C][/ROW]
[ROW][C]35[/C][C]0.121495[/C][C]0.8329[/C][C]0.204549[/C][/ROW]
[ROW][C]36[/C][C]0.020325[/C][C]0.1393[/C][C]0.444887[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61006&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61006&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
1-0.704214-4.82788e-06
2-0.758117-5.19742e-06
3-0.328687-2.25340.014471
4-0.070296-0.48190.316048
5-0.171599-1.17640.122675
60.1716011.17640.122673
70.0430720.29530.384538
80.0484640.33230.370587
9-0.108493-0.74380.230354
10-0.129756-0.88960.189115
11-0.149489-1.02480.155341
12-0.10903-0.74750.229252
130.0603960.41410.340359
14-0.211728-1.45150.076637
150.1540481.05610.148161
160.0556660.38160.352228
170.0449080.30790.379771
18-0.006679-0.04580.481837
19-0.212788-1.45880.075635
20-0.244529-1.67640.05015
210.1375980.94330.17517
22-0.031762-0.21770.414284
23-0.01038-0.07120.471785
24-0.024895-0.17070.432607
250.1511171.0360.15275
26-0.074184-0.50860.306713
27-0.012732-0.08730.465407
280.0084340.05780.477068
29-0.100525-0.68920.247053
30-0.059654-0.4090.342211
31-0.002223-0.01520.493953
32-0.031641-0.21690.414605
33-0.040292-0.27620.391791
340.1414560.96980.168563
350.1214950.83290.204549
360.0203250.13930.444887


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')