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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 20 Dec 2007 07:02:48 -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/2007/Dec/20/t1198158308jn0sna0j23a6z8d.htm/, Retrieved Mon, 29 Apr 2024 11:58:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4717, Retrieved Mon, 29 Apr 2024 11:58:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact273

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [(P)ACF Totale omzet] [2007-12-20 14:02:48] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- R PD    [(Partial) Autocorrelation Function] [invoer] [2008-12-14 15:37:18] [5e74953d94072114d25d7276793b561e]
- RM D      [Spectral Analysis] [werkloosheid] [2008-12-14 17:09:07] [5e74953d94072114d25d7276793b561e]
- RM D        [Kendall tau Correlation Matrix] [kendall tau] [2008-12-14 19:40:10] [5e74953d94072114d25d7276793b561e]
- RM D      [ARIMA Backward Selection] [invoer] [2008-12-14 17:17:09] [5e74953d94072114d25d7276793b561e]
- RM D      [ARIMA Backward Selection] [werkloosheid] [2008-12-14 17:43:32] [5e74953d94072114d25d7276793b561e]
- R PD    [(Partial) Autocorrelation Function] [invoer] [2008-12-14 15:47:44] [5e74953d94072114d25d7276793b561e]
- R PD    [(Partial) Autocorrelation Function] [werkloosheid] [2008-12-14 15:55:37] [5e74953d94072114d25d7276793b561e]
- R PD    [(Partial) Autocorrelation Function] [werkloosheid] [2008-12-14 15:59:12] [5e74953d94072114d25d7276793b561e]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104.2
103.2
112.7
106.4
102.6
110.6
95.2
89
112.5
116.8
107.2
113.6
101.8
102.6
122.7
110.3
110.5
121.6
100.3
100.7
123.4
127.1
124.1
131.2
111.6
114.2
130.1
125.9
119
133.8
107.5
113.5
134.4
126.8
135.6
139.9
129.8
131
153.1
134.1
144.1
155.9
123.3
128.1
144.3
153
149.9
150.9

Tables (Output of Computation)





Summary of compuational 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 compuational 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=4717&T=0

[TABLE]
[ROW][C]Summary of compuational 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=4717&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4717&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 compuational 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
016.92820
10.655314.54011.9e-05
20.5031423.48590.000529
30.5968714.13527.1e-05
40.4097132.83860.003312
50.4661293.22940.00112
60.6627334.59161.6e-05
70.3864572.67750.005062
80.2632051.82350.037226
90.3503492.42730.009507
100.1374740.95240.172821
110.2256911.56360.062236
120.3838382.65930.005305
130.1275460.88370.190641
140.0303540.21030.417162
150.0816320.56560.287162
16-0.091873-0.63650.736267
17-0.01383-0.09580.537967
180.134340.93070.178324
19-0.07352-0.50940.693583
20-0.115795-0.80230.786819
21-0.101538-0.70350.757421
22-0.226572-1.56970.938477
23-0.129877-0.89980.813644
24-0.005516-0.03820.515162
25-0.188472-1.30580.901073
26-0.236714-1.640.946229
27-0.229993-1.59340.941186
28-0.341908-2.36880.989041
29-0.273906-1.89770.968119
30-0.192473-1.33350.905668
31-0.301168-2.08660.978868
32-0.304682-2.11090.979992
33-0.299781-2.07690.978409
34-0.378615-2.62310.994178
35-0.296561-2.05460.97731

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.65531 & 4.5401 & 1.9e-05 \tabularnewline
2 & 0.503142 & 3.4859 & 0.000529 \tabularnewline
3 & 0.596871 & 4.1352 & 7.1e-05 \tabularnewline
4 & 0.409713 & 2.8386 & 0.003312 \tabularnewline
5 & 0.466129 & 3.2294 & 0.00112 \tabularnewline
6 & 0.662733 & 4.5916 & 1.6e-05 \tabularnewline
7 & 0.386457 & 2.6775 & 0.005062 \tabularnewline
8 & 0.263205 & 1.8235 & 0.037226 \tabularnewline
9 & 0.350349 & 2.4273 & 0.009507 \tabularnewline
10 & 0.137474 & 0.9524 & 0.172821 \tabularnewline
11 & 0.225691 & 1.5636 & 0.062236 \tabularnewline
12 & 0.383838 & 2.6593 & 0.005305 \tabularnewline
13 & 0.127546 & 0.8837 & 0.190641 \tabularnewline
14 & 0.030354 & 0.2103 & 0.417162 \tabularnewline
15 & 0.081632 & 0.5656 & 0.287162 \tabularnewline
16 & -0.091873 & -0.6365 & 0.736267 \tabularnewline
17 & -0.01383 & -0.0958 & 0.537967 \tabularnewline
18 & 0.13434 & 0.9307 & 0.178324 \tabularnewline
19 & -0.07352 & -0.5094 & 0.693583 \tabularnewline
20 & -0.115795 & -0.8023 & 0.786819 \tabularnewline
21 & -0.101538 & -0.7035 & 0.757421 \tabularnewline
22 & -0.226572 & -1.5697 & 0.938477 \tabularnewline
23 & -0.129877 & -0.8998 & 0.813644 \tabularnewline
24 & -0.005516 & -0.0382 & 0.515162 \tabularnewline
25 & -0.188472 & -1.3058 & 0.901073 \tabularnewline
26 & -0.236714 & -1.64 & 0.946229 \tabularnewline
27 & -0.229993 & -1.5934 & 0.941186 \tabularnewline
28 & -0.341908 & -2.3688 & 0.989041 \tabularnewline
29 & -0.273906 & -1.8977 & 0.968119 \tabularnewline
30 & -0.192473 & -1.3335 & 0.905668 \tabularnewline
31 & -0.301168 & -2.0866 & 0.978868 \tabularnewline
32 & -0.304682 & -2.1109 & 0.979992 \tabularnewline
33 & -0.299781 & -2.0769 & 0.978409 \tabularnewline
34 & -0.378615 & -2.6231 & 0.994178 \tabularnewline
35 & -0.296561 & -2.0546 & 0.97731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4717&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]0[/C][C]1[/C][C]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.65531[/C][C]4.5401[/C][C]1.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.503142[/C][C]3.4859[/C][C]0.000529[/C][/ROW]
[ROW][C]3[/C][C]0.596871[/C][C]4.1352[/C][C]7.1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.409713[/C][C]2.8386[/C][C]0.003312[/C][/ROW]
[ROW][C]5[/C][C]0.466129[/C][C]3.2294[/C][C]0.00112[/C][/ROW]
[ROW][C]6[/C][C]0.662733[/C][C]4.5916[/C][C]1.6e-05[/C][/ROW]
[ROW][C]7[/C][C]0.386457[/C][C]2.6775[/C][C]0.005062[/C][/ROW]
[ROW][C]8[/C][C]0.263205[/C][C]1.8235[/C][C]0.037226[/C][/ROW]
[ROW][C]9[/C][C]0.350349[/C][C]2.4273[/C][C]0.009507[/C][/ROW]
[ROW][C]10[/C][C]0.137474[/C][C]0.9524[/C][C]0.172821[/C][/ROW]
[ROW][C]11[/C][C]0.225691[/C][C]1.5636[/C][C]0.062236[/C][/ROW]
[ROW][C]12[/C][C]0.383838[/C][C]2.6593[/C][C]0.005305[/C][/ROW]
[ROW][C]13[/C][C]0.127546[/C][C]0.8837[/C][C]0.190641[/C][/ROW]
[ROW][C]14[/C][C]0.030354[/C][C]0.2103[/C][C]0.417162[/C][/ROW]
[ROW][C]15[/C][C]0.081632[/C][C]0.5656[/C][C]0.287162[/C][/ROW]
[ROW][C]16[/C][C]-0.091873[/C][C]-0.6365[/C][C]0.736267[/C][/ROW]
[ROW][C]17[/C][C]-0.01383[/C][C]-0.0958[/C][C]0.537967[/C][/ROW]
[ROW][C]18[/C][C]0.13434[/C][C]0.9307[/C][C]0.178324[/C][/ROW]
[ROW][C]19[/C][C]-0.07352[/C][C]-0.5094[/C][C]0.693583[/C][/ROW]
[ROW][C]20[/C][C]-0.115795[/C][C]-0.8023[/C][C]0.786819[/C][/ROW]
[ROW][C]21[/C][C]-0.101538[/C][C]-0.7035[/C][C]0.757421[/C][/ROW]
[ROW][C]22[/C][C]-0.226572[/C][C]-1.5697[/C][C]0.938477[/C][/ROW]
[ROW][C]23[/C][C]-0.129877[/C][C]-0.8998[/C][C]0.813644[/C][/ROW]
[ROW][C]24[/C][C]-0.005516[/C][C]-0.0382[/C][C]0.515162[/C][/ROW]
[ROW][C]25[/C][C]-0.188472[/C][C]-1.3058[/C][C]0.901073[/C][/ROW]
[ROW][C]26[/C][C]-0.236714[/C][C]-1.64[/C][C]0.946229[/C][/ROW]
[ROW][C]27[/C][C]-0.229993[/C][C]-1.5934[/C][C]0.941186[/C][/ROW]
[ROW][C]28[/C][C]-0.341908[/C][C]-2.3688[/C][C]0.989041[/C][/ROW]
[ROW][C]29[/C][C]-0.273906[/C][C]-1.8977[/C][C]0.968119[/C][/ROW]
[ROW][C]30[/C][C]-0.192473[/C][C]-1.3335[/C][C]0.905668[/C][/ROW]
[ROW][C]31[/C][C]-0.301168[/C][C]-2.0866[/C][C]0.978868[/C][/ROW]
[ROW][C]32[/C][C]-0.304682[/C][C]-2.1109[/C][C]0.979992[/C][/ROW]
[ROW][C]33[/C][C]-0.299781[/C][C]-2.0769[/C][C]0.978409[/C][/ROW]
[ROW][C]34[/C][C]-0.378615[/C][C]-2.6231[/C][C]0.994178[/C][/ROW]
[ROW][C]35[/C][C]-0.296561[/C][C]-2.0546[/C][C]0.97731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4717&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4717&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
016.92820
10.655314.54011.9e-05
20.5031423.48590.000529
30.5968714.13527.1e-05
40.4097132.83860.003312
50.4661293.22940.00112
60.6627334.59161.6e-05
70.3864572.67750.005062
80.2632051.82350.037226
90.3503492.42730.009507
100.1374740.95240.172821
110.2256911.56360.062236
120.3838382.65930.005305
130.1275460.88370.190641
140.0303540.21030.417162
150.0816320.56560.287162
16-0.091873-0.63650.736267
17-0.01383-0.09580.537967
180.134340.93070.178324
19-0.07352-0.50940.693583
20-0.115795-0.80230.786819
21-0.101538-0.70350.757421
22-0.226572-1.56970.938477
23-0.129877-0.89980.813644
24-0.005516-0.03820.515162
25-0.188472-1.30580.901073
26-0.236714-1.640.946229
27-0.229993-1.59340.941186
28-0.341908-2.36880.989041
29-0.273906-1.89770.968119
30-0.192473-1.33350.905668
31-0.301168-2.08660.978868
32-0.304682-2.11090.979992
33-0.299781-2.07690.978409
34-0.378615-2.62310.994178
35-0.296561-2.05460.97731






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.655314.54011.9e-05
10.1291890.8950.187615
20.4012032.77960.003874
3-0.23936-1.65830.948114
40.4067932.81830.003496
50.2836911.96550.02758
6-0.409331-2.83590.996665
7-0.114069-0.79030.783379
80.0256730.17790.429788
9-0.184317-1.2770.896125
100.2734151.89430.032111
11-0.094329-0.65350.741734
12-0.100494-0.69620.755182
13-0.131961-0.91430.817423
14-0.071436-0.49490.688543
150.0687060.4760.318114
16-0.035682-0.24720.597101
170.0231160.16020.436717
180.0202140.140.444605
19-0.051288-0.35530.638052
20-0.099558-0.68980.753166
210.1047420.72570.235781
22-0.050113-0.34720.635018
230.0354080.24530.40363
24-0.14809-1.0260.844982
25-0.083679-0.57970.7176
26-0.027132-0.1880.574155
27-0.019466-0.13490.553358
28-0.180423-1.250.891322
290.0107090.07420.470581
30-0.003818-0.02650.510497
310.1361860.94350.175069
32-0.08287-0.57410.715723
330.0087240.06040.476026
34-0.0471-0.32630.6272
350.0392680.27210.393374

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.65531 & 4.5401 & 1.9e-05 \tabularnewline
1 & 0.129189 & 0.895 & 0.187615 \tabularnewline
2 & 0.401203 & 2.7796 & 0.003874 \tabularnewline
3 & -0.23936 & -1.6583 & 0.948114 \tabularnewline
4 & 0.406793 & 2.8183 & 0.003496 \tabularnewline
5 & 0.283691 & 1.9655 & 0.02758 \tabularnewline
6 & -0.409331 & -2.8359 & 0.996665 \tabularnewline
7 & -0.114069 & -0.7903 & 0.783379 \tabularnewline
8 & 0.025673 & 0.1779 & 0.429788 \tabularnewline
9 & -0.184317 & -1.277 & 0.896125 \tabularnewline
10 & 0.273415 & 1.8943 & 0.032111 \tabularnewline
11 & -0.094329 & -0.6535 & 0.741734 \tabularnewline
12 & -0.100494 & -0.6962 & 0.755182 \tabularnewline
13 & -0.131961 & -0.9143 & 0.817423 \tabularnewline
14 & -0.071436 & -0.4949 & 0.688543 \tabularnewline
15 & 0.068706 & 0.476 & 0.318114 \tabularnewline
16 & -0.035682 & -0.2472 & 0.597101 \tabularnewline
17 & 0.023116 & 0.1602 & 0.436717 \tabularnewline
18 & 0.020214 & 0.14 & 0.444605 \tabularnewline
19 & -0.051288 & -0.3553 & 0.638052 \tabularnewline
20 & -0.099558 & -0.6898 & 0.753166 \tabularnewline
21 & 0.104742 & 0.7257 & 0.235781 \tabularnewline
22 & -0.050113 & -0.3472 & 0.635018 \tabularnewline
23 & 0.035408 & 0.2453 & 0.40363 \tabularnewline
24 & -0.14809 & -1.026 & 0.844982 \tabularnewline
25 & -0.083679 & -0.5797 & 0.7176 \tabularnewline
26 & -0.027132 & -0.188 & 0.574155 \tabularnewline
27 & -0.019466 & -0.1349 & 0.553358 \tabularnewline
28 & -0.180423 & -1.25 & 0.891322 \tabularnewline
29 & 0.010709 & 0.0742 & 0.470581 \tabularnewline
30 & -0.003818 & -0.0265 & 0.510497 \tabularnewline
31 & 0.136186 & 0.9435 & 0.175069 \tabularnewline
32 & -0.08287 & -0.5741 & 0.715723 \tabularnewline
33 & 0.008724 & 0.0604 & 0.476026 \tabularnewline
34 & -0.0471 & -0.3263 & 0.6272 \tabularnewline
35 & 0.039268 & 0.2721 & 0.393374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4717&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]0[/C][C]0.65531[/C][C]4.5401[/C][C]1.9e-05[/C][/ROW]
[ROW][C]1[/C][C]0.129189[/C][C]0.895[/C][C]0.187615[/C][/ROW]
[ROW][C]2[/C][C]0.401203[/C][C]2.7796[/C][C]0.003874[/C][/ROW]
[ROW][C]3[/C][C]-0.23936[/C][C]-1.6583[/C][C]0.948114[/C][/ROW]
[ROW][C]4[/C][C]0.406793[/C][C]2.8183[/C][C]0.003496[/C][/ROW]
[ROW][C]5[/C][C]0.283691[/C][C]1.9655[/C][C]0.02758[/C][/ROW]
[ROW][C]6[/C][C]-0.409331[/C][C]-2.8359[/C][C]0.996665[/C][/ROW]
[ROW][C]7[/C][C]-0.114069[/C][C]-0.7903[/C][C]0.783379[/C][/ROW]
[ROW][C]8[/C][C]0.025673[/C][C]0.1779[/C][C]0.429788[/C][/ROW]
[ROW][C]9[/C][C]-0.184317[/C][C]-1.277[/C][C]0.896125[/C][/ROW]
[ROW][C]10[/C][C]0.273415[/C][C]1.8943[/C][C]0.032111[/C][/ROW]
[ROW][C]11[/C][C]-0.094329[/C][C]-0.6535[/C][C]0.741734[/C][/ROW]
[ROW][C]12[/C][C]-0.100494[/C][C]-0.6962[/C][C]0.755182[/C][/ROW]
[ROW][C]13[/C][C]-0.131961[/C][C]-0.9143[/C][C]0.817423[/C][/ROW]
[ROW][C]14[/C][C]-0.071436[/C][C]-0.4949[/C][C]0.688543[/C][/ROW]
[ROW][C]15[/C][C]0.068706[/C][C]0.476[/C][C]0.318114[/C][/ROW]
[ROW][C]16[/C][C]-0.035682[/C][C]-0.2472[/C][C]0.597101[/C][/ROW]
[ROW][C]17[/C][C]0.023116[/C][C]0.1602[/C][C]0.436717[/C][/ROW]
[ROW][C]18[/C][C]0.020214[/C][C]0.14[/C][C]0.444605[/C][/ROW]
[ROW][C]19[/C][C]-0.051288[/C][C]-0.3553[/C][C]0.638052[/C][/ROW]
[ROW][C]20[/C][C]-0.099558[/C][C]-0.6898[/C][C]0.753166[/C][/ROW]
[ROW][C]21[/C][C]0.104742[/C][C]0.7257[/C][C]0.235781[/C][/ROW]
[ROW][C]22[/C][C]-0.050113[/C][C]-0.3472[/C][C]0.635018[/C][/ROW]
[ROW][C]23[/C][C]0.035408[/C][C]0.2453[/C][C]0.40363[/C][/ROW]
[ROW][C]24[/C][C]-0.14809[/C][C]-1.026[/C][C]0.844982[/C][/ROW]
[ROW][C]25[/C][C]-0.083679[/C][C]-0.5797[/C][C]0.7176[/C][/ROW]
[ROW][C]26[/C][C]-0.027132[/C][C]-0.188[/C][C]0.574155[/C][/ROW]
[ROW][C]27[/C][C]-0.019466[/C][C]-0.1349[/C][C]0.553358[/C][/ROW]
[ROW][C]28[/C][C]-0.180423[/C][C]-1.25[/C][C]0.891322[/C][/ROW]
[ROW][C]29[/C][C]0.010709[/C][C]0.0742[/C][C]0.470581[/C][/ROW]
[ROW][C]30[/C][C]-0.003818[/C][C]-0.0265[/C][C]0.510497[/C][/ROW]
[ROW][C]31[/C][C]0.136186[/C][C]0.9435[/C][C]0.175069[/C][/ROW]
[ROW][C]32[/C][C]-0.08287[/C][C]-0.5741[/C][C]0.715723[/C][/ROW]
[ROW][C]33[/C][C]0.008724[/C][C]0.0604[/C][C]0.476026[/C][/ROW]
[ROW][C]34[/C][C]-0.0471[/C][C]-0.3263[/C][C]0.6272[/C][/ROW]
[ROW][C]35[/C][C]0.039268[/C][C]0.2721[/C][C]0.393374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4717&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4717&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
00.655314.54011.9e-05
10.1291890.8950.187615
20.4012032.77960.003874
3-0.23936-1.65830.948114
40.4067932.81830.003496
50.2836911.96550.02758
6-0.409331-2.83590.996665
7-0.114069-0.79030.783379
80.0256730.17790.429788
9-0.184317-1.2770.896125
100.2734151.89430.032111
11-0.094329-0.65350.741734
12-0.100494-0.69620.755182
13-0.131961-0.91430.817423
14-0.071436-0.49490.688543
150.0687060.4760.318114
16-0.035682-0.24720.597101
170.0231160.16020.436717
180.0202140.140.444605
19-0.051288-0.35530.638052
20-0.099558-0.68980.753166
210.1047420.72570.235781
22-0.050113-0.34720.635018
230.0354080.24530.40363
24-0.14809-1.0260.844982
25-0.083679-0.57970.7176
26-0.027132-0.1880.574155
27-0.019466-0.13490.553358
28-0.180423-1.250.891322
290.0107090.07420.470581
30-0.003818-0.02650.510497
310.1361860.94350.175069
32-0.08287-0.57410.715723
330.0087240.06040.476026
34-0.0471-0.32630.6272
350.0392680.27210.393374


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')