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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, 25 Nov 2010 18:02:52 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/25/t1290708053bk2d5bskl2exmaw.htm/, Retrieved Fri, 26 Apr 2024 14:09:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=101282, Retrieved Fri, 26 Apr 2024 14:09:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact171

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622]
-   PD                  [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [WS8 3] [2010-11-25 16:55:40] [717f3d787904f94c39256c5c1fc72d4c]
-    D                        [(Partial) Autocorrelation Function] [WS8 5] [2010-11-25 18:02:52] [c1f1b5e209adb4577289f490325e36f2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
 0.6923
 0.6886
 0.6855
 0.6745
 0.6769
 0.6758
 0.6896
 0.6843
 0.6818
 0.6774
 0.6821
 0.6885
 0.6829
 0.6796
 0.6976
 0.6924
 0.6849
 0.6921
 0.6839
 0.6727
 0.6776
 0.6692
 0.6738
 0.6740
 0.6635
 0.6737
 0.6788
 0.6828
 0.6795
 0.6740
 0.6744
 0.6764
 0.6987
 0.6967
 0.7116
 0.7357
 0.7455
 0.7639
 0.7958
 0.7864
 0.7853
 0.7903
 0.7866
 0.8039
 0.7916
 0.7903
 0.8242
 0.9567
 0.8850
 0.8865
 0.9258
 0.8948
 0.8762
 0.8527
 0.8536
 0.8805
 0.9155
 0.8961
 0.9127
 0.8857

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101282&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101282&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101282&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9377467.26380
20.8787366.80670
30.8351096.46870
40.7726085.98460
50.7210385.58510
60.6830665.2911e-06
70.647345.01433e-06
80.6118774.73967e-06
90.5656834.38182.4e-05
100.4840373.74930.000201
110.421183.26240.000912
120.3507252.71670.004302
130.2545991.97210.026606
140.1984081.53690.064792
150.1595481.23590.110665
160.1115780.86430.195438
170.0657390.50920.306235
180.0285670.22130.412814
19-0.013486-0.10450.458576
20-0.05167-0.40020.345203
21-0.093928-0.72760.234854
22-0.143171-1.1090.135927
23-0.181604-1.40670.082338
24-0.211801-1.64060.053056
25-0.244912-1.89710.031317
26-0.26814-2.0770.021045
27-0.283117-2.1930.016097
28-0.298401-2.31140.012131
29-0.303323-2.34950.011053
30-0.308591-2.39030.009995
31-0.31764-2.46040.008387
32-0.32316-2.50320.007524
33-0.327724-2.53850.006872
34-0.338458-2.62170.005536
35-0.339468-2.62950.005423
36-0.333383-2.58240.006135

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937746 & 7.2638 & 0 \tabularnewline
2 & 0.878736 & 6.8067 & 0 \tabularnewline
3 & 0.835109 & 6.4687 & 0 \tabularnewline
4 & 0.772608 & 5.9846 & 0 \tabularnewline
5 & 0.721038 & 5.5851 & 0 \tabularnewline
6 & 0.683066 & 5.291 & 1e-06 \tabularnewline
7 & 0.64734 & 5.0143 & 3e-06 \tabularnewline
8 & 0.611877 & 4.7396 & 7e-06 \tabularnewline
9 & 0.565683 & 4.3818 & 2.4e-05 \tabularnewline
10 & 0.484037 & 3.7493 & 0.000201 \tabularnewline
11 & 0.42118 & 3.2624 & 0.000912 \tabularnewline
12 & 0.350725 & 2.7167 & 0.004302 \tabularnewline
13 & 0.254599 & 1.9721 & 0.026606 \tabularnewline
14 & 0.198408 & 1.5369 & 0.064792 \tabularnewline
15 & 0.159548 & 1.2359 & 0.110665 \tabularnewline
16 & 0.111578 & 0.8643 & 0.195438 \tabularnewline
17 & 0.065739 & 0.5092 & 0.306235 \tabularnewline
18 & 0.028567 & 0.2213 & 0.412814 \tabularnewline
19 & -0.013486 & -0.1045 & 0.458576 \tabularnewline
20 & -0.05167 & -0.4002 & 0.345203 \tabularnewline
21 & -0.093928 & -0.7276 & 0.234854 \tabularnewline
22 & -0.143171 & -1.109 & 0.135927 \tabularnewline
23 & -0.181604 & -1.4067 & 0.082338 \tabularnewline
24 & -0.211801 & -1.6406 & 0.053056 \tabularnewline
25 & -0.244912 & -1.8971 & 0.031317 \tabularnewline
26 & -0.26814 & -2.077 & 0.021045 \tabularnewline
27 & -0.283117 & -2.193 & 0.016097 \tabularnewline
28 & -0.298401 & -2.3114 & 0.012131 \tabularnewline
29 & -0.303323 & -2.3495 & 0.011053 \tabularnewline
30 & -0.308591 & -2.3903 & 0.009995 \tabularnewline
31 & -0.31764 & -2.4604 & 0.008387 \tabularnewline
32 & -0.32316 & -2.5032 & 0.007524 \tabularnewline
33 & -0.327724 & -2.5385 & 0.006872 \tabularnewline
34 & -0.338458 & -2.6217 & 0.005536 \tabularnewline
35 & -0.339468 & -2.6295 & 0.005423 \tabularnewline
36 & -0.333383 & -2.5824 & 0.006135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101282&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]0.937746[/C][C]7.2638[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.878736[/C][C]6.8067[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.835109[/C][C]6.4687[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.772608[/C][C]5.9846[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.721038[/C][C]5.5851[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.683066[/C][C]5.291[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.64734[/C][C]5.0143[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.611877[/C][C]4.7396[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]0.565683[/C][C]4.3818[/C][C]2.4e-05[/C][/ROW]
[ROW][C]10[/C][C]0.484037[/C][C]3.7493[/C][C]0.000201[/C][/ROW]
[ROW][C]11[/C][C]0.42118[/C][C]3.2624[/C][C]0.000912[/C][/ROW]
[ROW][C]12[/C][C]0.350725[/C][C]2.7167[/C][C]0.004302[/C][/ROW]
[ROW][C]13[/C][C]0.254599[/C][C]1.9721[/C][C]0.026606[/C][/ROW]
[ROW][C]14[/C][C]0.198408[/C][C]1.5369[/C][C]0.064792[/C][/ROW]
[ROW][C]15[/C][C]0.159548[/C][C]1.2359[/C][C]0.110665[/C][/ROW]
[ROW][C]16[/C][C]0.111578[/C][C]0.8643[/C][C]0.195438[/C][/ROW]
[ROW][C]17[/C][C]0.065739[/C][C]0.5092[/C][C]0.306235[/C][/ROW]
[ROW][C]18[/C][C]0.028567[/C][C]0.2213[/C][C]0.412814[/C][/ROW]
[ROW][C]19[/C][C]-0.013486[/C][C]-0.1045[/C][C]0.458576[/C][/ROW]
[ROW][C]20[/C][C]-0.05167[/C][C]-0.4002[/C][C]0.345203[/C][/ROW]
[ROW][C]21[/C][C]-0.093928[/C][C]-0.7276[/C][C]0.234854[/C][/ROW]
[ROW][C]22[/C][C]-0.143171[/C][C]-1.109[/C][C]0.135927[/C][/ROW]
[ROW][C]23[/C][C]-0.181604[/C][C]-1.4067[/C][C]0.082338[/C][/ROW]
[ROW][C]24[/C][C]-0.211801[/C][C]-1.6406[/C][C]0.053056[/C][/ROW]
[ROW][C]25[/C][C]-0.244912[/C][C]-1.8971[/C][C]0.031317[/C][/ROW]
[ROW][C]26[/C][C]-0.26814[/C][C]-2.077[/C][C]0.021045[/C][/ROW]
[ROW][C]27[/C][C]-0.283117[/C][C]-2.193[/C][C]0.016097[/C][/ROW]
[ROW][C]28[/C][C]-0.298401[/C][C]-2.3114[/C][C]0.012131[/C][/ROW]
[ROW][C]29[/C][C]-0.303323[/C][C]-2.3495[/C][C]0.011053[/C][/ROW]
[ROW][C]30[/C][C]-0.308591[/C][C]-2.3903[/C][C]0.009995[/C][/ROW]
[ROW][C]31[/C][C]-0.31764[/C][C]-2.4604[/C][C]0.008387[/C][/ROW]
[ROW][C]32[/C][C]-0.32316[/C][C]-2.5032[/C][C]0.007524[/C][/ROW]
[ROW][C]33[/C][C]-0.327724[/C][C]-2.5385[/C][C]0.006872[/C][/ROW]
[ROW][C]34[/C][C]-0.338458[/C][C]-2.6217[/C][C]0.005536[/C][/ROW]
[ROW][C]35[/C][C]-0.339468[/C][C]-2.6295[/C][C]0.005423[/C][/ROW]
[ROW][C]36[/C][C]-0.333383[/C][C]-2.5824[/C][C]0.006135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101282&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101282&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
10.9377467.26380
20.8787366.80670
30.8351096.46870
40.7726085.98460
50.7210385.58510
60.6830665.2911e-06
70.647345.01433e-06
80.6118774.73967e-06
90.5656834.38182.4e-05
100.4840373.74930.000201
110.421183.26240.000912
120.3507252.71670.004302
130.2545991.97210.026606
140.1984081.53690.064792
150.1595481.23590.110665
160.1115780.86430.195438
170.0657390.50920.306235
180.0285670.22130.412814
19-0.013486-0.10450.458576
20-0.05167-0.40020.345203
21-0.093928-0.72760.234854
22-0.143171-1.1090.135927
23-0.181604-1.40670.082338
24-0.211801-1.64060.053056
25-0.244912-1.89710.031317
26-0.26814-2.0770.021045
27-0.283117-2.1930.016097
28-0.298401-2.31140.012131
29-0.303323-2.34950.011053
30-0.308591-2.39030.009995
31-0.31764-2.46040.008387
32-0.32316-2.50320.007524
33-0.327724-2.53850.006872
34-0.338458-2.62170.005536
35-0.339468-2.62950.005423
36-0.333383-2.58240.006135






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9377467.26380
2-0.005241-0.04060.483878
30.0967730.74960.228213
4-0.175916-1.36260.089044
50.0694690.53810.296248
60.0499560.3870.350077
70.0435990.33770.368378
8-0.024906-0.19290.423837
9-0.125265-0.97030.167897
10-0.339255-2.62790.005447
110.1050930.81410.209418
12-0.156979-1.2160.114382
13-0.179902-1.39350.084303
140.1733941.34310.092148
150.058550.45350.325902
16-0.032899-0.25480.39986
17-0.074733-0.57890.28242
180.0515780.39950.345463
190.0369160.2860.387949
200.008860.06860.472757
21-0.009297-0.0720.471415
22-0.07867-0.60940.272287
23-0.189547-1.46820.073634
240.0943560.73090.233849
25-0.036222-0.28060.390002
26-0.079121-0.61290.271141
270.000810.00630.497507
280.07330.56780.286151
290.0685030.53060.298819
30-0.055207-0.42760.335225
310.006440.04990.48019
320.0145050.11240.45546
33-0.030305-0.23470.407603
34-0.040977-0.31740.37602
350.0082290.06370.474693
36-0.099599-0.77150.221722

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937746 & 7.2638 & 0 \tabularnewline
2 & -0.005241 & -0.0406 & 0.483878 \tabularnewline
3 & 0.096773 & 0.7496 & 0.228213 \tabularnewline
4 & -0.175916 & -1.3626 & 0.089044 \tabularnewline
5 & 0.069469 & 0.5381 & 0.296248 \tabularnewline
6 & 0.049956 & 0.387 & 0.350077 \tabularnewline
7 & 0.043599 & 0.3377 & 0.368378 \tabularnewline
8 & -0.024906 & -0.1929 & 0.423837 \tabularnewline
9 & -0.125265 & -0.9703 & 0.167897 \tabularnewline
10 & -0.339255 & -2.6279 & 0.005447 \tabularnewline
11 & 0.105093 & 0.8141 & 0.209418 \tabularnewline
12 & -0.156979 & -1.216 & 0.114382 \tabularnewline
13 & -0.179902 & -1.3935 & 0.084303 \tabularnewline
14 & 0.173394 & 1.3431 & 0.092148 \tabularnewline
15 & 0.05855 & 0.4535 & 0.325902 \tabularnewline
16 & -0.032899 & -0.2548 & 0.39986 \tabularnewline
17 & -0.074733 & -0.5789 & 0.28242 \tabularnewline
18 & 0.051578 & 0.3995 & 0.345463 \tabularnewline
19 & 0.036916 & 0.286 & 0.387949 \tabularnewline
20 & 0.00886 & 0.0686 & 0.472757 \tabularnewline
21 & -0.009297 & -0.072 & 0.471415 \tabularnewline
22 & -0.07867 & -0.6094 & 0.272287 \tabularnewline
23 & -0.189547 & -1.4682 & 0.073634 \tabularnewline
24 & 0.094356 & 0.7309 & 0.233849 \tabularnewline
25 & -0.036222 & -0.2806 & 0.390002 \tabularnewline
26 & -0.079121 & -0.6129 & 0.271141 \tabularnewline
27 & 0.00081 & 0.0063 & 0.497507 \tabularnewline
28 & 0.0733 & 0.5678 & 0.286151 \tabularnewline
29 & 0.068503 & 0.5306 & 0.298819 \tabularnewline
30 & -0.055207 & -0.4276 & 0.335225 \tabularnewline
31 & 0.00644 & 0.0499 & 0.48019 \tabularnewline
32 & 0.014505 & 0.1124 & 0.45546 \tabularnewline
33 & -0.030305 & -0.2347 & 0.407603 \tabularnewline
34 & -0.040977 & -0.3174 & 0.37602 \tabularnewline
35 & 0.008229 & 0.0637 & 0.474693 \tabularnewline
36 & -0.099599 & -0.7715 & 0.221722 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=101282&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]0.937746[/C][C]7.2638[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.005241[/C][C]-0.0406[/C][C]0.483878[/C][/ROW]
[ROW][C]3[/C][C]0.096773[/C][C]0.7496[/C][C]0.228213[/C][/ROW]
[ROW][C]4[/C][C]-0.175916[/C][C]-1.3626[/C][C]0.089044[/C][/ROW]
[ROW][C]5[/C][C]0.069469[/C][C]0.5381[/C][C]0.296248[/C][/ROW]
[ROW][C]6[/C][C]0.049956[/C][C]0.387[/C][C]0.350077[/C][/ROW]
[ROW][C]7[/C][C]0.043599[/C][C]0.3377[/C][C]0.368378[/C][/ROW]
[ROW][C]8[/C][C]-0.024906[/C][C]-0.1929[/C][C]0.423837[/C][/ROW]
[ROW][C]9[/C][C]-0.125265[/C][C]-0.9703[/C][C]0.167897[/C][/ROW]
[ROW][C]10[/C][C]-0.339255[/C][C]-2.6279[/C][C]0.005447[/C][/ROW]
[ROW][C]11[/C][C]0.105093[/C][C]0.8141[/C][C]0.209418[/C][/ROW]
[ROW][C]12[/C][C]-0.156979[/C][C]-1.216[/C][C]0.114382[/C][/ROW]
[ROW][C]13[/C][C]-0.179902[/C][C]-1.3935[/C][C]0.084303[/C][/ROW]
[ROW][C]14[/C][C]0.173394[/C][C]1.3431[/C][C]0.092148[/C][/ROW]
[ROW][C]15[/C][C]0.05855[/C][C]0.4535[/C][C]0.325902[/C][/ROW]
[ROW][C]16[/C][C]-0.032899[/C][C]-0.2548[/C][C]0.39986[/C][/ROW]
[ROW][C]17[/C][C]-0.074733[/C][C]-0.5789[/C][C]0.28242[/C][/ROW]
[ROW][C]18[/C][C]0.051578[/C][C]0.3995[/C][C]0.345463[/C][/ROW]
[ROW][C]19[/C][C]0.036916[/C][C]0.286[/C][C]0.387949[/C][/ROW]
[ROW][C]20[/C][C]0.00886[/C][C]0.0686[/C][C]0.472757[/C][/ROW]
[ROW][C]21[/C][C]-0.009297[/C][C]-0.072[/C][C]0.471415[/C][/ROW]
[ROW][C]22[/C][C]-0.07867[/C][C]-0.6094[/C][C]0.272287[/C][/ROW]
[ROW][C]23[/C][C]-0.189547[/C][C]-1.4682[/C][C]0.073634[/C][/ROW]
[ROW][C]24[/C][C]0.094356[/C][C]0.7309[/C][C]0.233849[/C][/ROW]
[ROW][C]25[/C][C]-0.036222[/C][C]-0.2806[/C][C]0.390002[/C][/ROW]
[ROW][C]26[/C][C]-0.079121[/C][C]-0.6129[/C][C]0.271141[/C][/ROW]
[ROW][C]27[/C][C]0.00081[/C][C]0.0063[/C][C]0.497507[/C][/ROW]
[ROW][C]28[/C][C]0.0733[/C][C]0.5678[/C][C]0.286151[/C][/ROW]
[ROW][C]29[/C][C]0.068503[/C][C]0.5306[/C][C]0.298819[/C][/ROW]
[ROW][C]30[/C][C]-0.055207[/C][C]-0.4276[/C][C]0.335225[/C][/ROW]
[ROW][C]31[/C][C]0.00644[/C][C]0.0499[/C][C]0.48019[/C][/ROW]
[ROW][C]32[/C][C]0.014505[/C][C]0.1124[/C][C]0.45546[/C][/ROW]
[ROW][C]33[/C][C]-0.030305[/C][C]-0.2347[/C][C]0.407603[/C][/ROW]
[ROW][C]34[/C][C]-0.040977[/C][C]-0.3174[/C][C]0.37602[/C][/ROW]
[ROW][C]35[/C][C]0.008229[/C][C]0.0637[/C][C]0.474693[/C][/ROW]
[ROW][C]36[/C][C]-0.099599[/C][C]-0.7715[/C][C]0.221722[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=101282&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=101282&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
10.9377467.26380
2-0.005241-0.04060.483878
30.0967730.74960.228213
4-0.175916-1.36260.089044
50.0694690.53810.296248
60.0499560.3870.350077
70.0435990.33770.368378
8-0.024906-0.19290.423837
9-0.125265-0.97030.167897
10-0.339255-2.62790.005447
110.1050930.81410.209418
12-0.156979-1.2160.114382
13-0.179902-1.39350.084303
140.1733941.34310.092148
150.058550.45350.325902
16-0.032899-0.25480.39986
17-0.074733-0.57890.28242
180.0515780.39950.345463
190.0369160.2860.387949
200.008860.06860.472757
21-0.009297-0.0720.471415
22-0.07867-0.60940.272287
23-0.189547-1.46820.073634
240.0943560.73090.233849
25-0.036222-0.28060.390002
26-0.079121-0.61290.271141
270.000810.00630.497507
280.07330.56780.286151
290.0685030.53060.298819
30-0.055207-0.42760.335225
310.006440.04990.48019
320.0145050.11240.45546
33-0.030305-0.23470.407603
34-0.040977-0.31740.37602
350.0082290.06370.474693
36-0.099599-0.77150.221722


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')