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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 computationWed, 03 Dec 2008 10:15:32 -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/2008/Dec/03/t1228324607h625w43ndjn3o30.htm/, Retrieved Sun, 19 May 2024 07:58:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28804, Retrieved Sun, 19 May 2024 07:58:03 +0000
QR Codes:

Original text written by user:lambda = 1 d = 0 D = 0 seasonality = 12 time lags 36.
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Werkloosheid totalen] [2008-11-28 13:18:02] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Total unemployment] [2008-12-02 17:54:00] [6743688719638b0cb1c0a6e0bf433315]
- RMP       [(Partial) Autocorrelation Function] [total unemploymen...] [2008-12-03 17:15:32] [9b05d7ef5dbcfba4217d280d9092f628] [Current]
-             [(Partial) Autocorrelation Function] [total unemploymen...] [2008-12-03 17:31:38] [6743688719638b0cb1c0a6e0bf433315]
-             [(Partial) Autocorrelation Function] [total unemploymen...] [2008-12-03 17:43:40] [6743688719638b0cb1c0a6e0bf433315]
- RMP           [Spectral Analysis] [total unemployment] [2008-12-12 14:38:13] [6743688719638b0cb1c0a6e0bf433315]
-   P             [Spectral Analysis] [total unemployment] [2008-12-12 15:06:20] [6743688719638b0cb1c0a6e0bf433315]
- RMP           [ARIMA Backward Selection] [total unemployment] [2008-12-15 10:23:09] [6743688719638b0cb1c0a6e0bf433315]
- RMP             [ARIMA Forecasting] [Arima Forec total...] [2008-12-16 10:45:15] [6743688719638b0cb1c0a6e0bf433315]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
569323
579714
577992
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28804&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28804&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28804&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8846856.90960
20.6973695.44660
30.5447384.25453.7e-05
40.4580683.57760.000343
50.4262463.32910.000741
60.3914423.05730.001657
70.3256582.54350.006763
80.2483951.940.028502
90.2302671.79840.038527
100.2793612.18190.01649
110.3697952.88820.002678
120.4096423.19940.001093
130.2865292.23790.014446
140.1136110.88730.189194
15-0.0265-0.2070.418361
16-0.106109-0.82870.205241
17-0.141203-1.10280.137216
18-0.176257-1.37660.086832
19-0.231046-1.80450.038043
20-0.292195-2.28210.012992
21-0.291825-2.27920.013083
22-0.233152-1.8210.036758
23-0.143093-1.11760.134062
24-0.091479-0.71450.238829
25-0.151613-1.18410.120477
26-0.251269-1.96250.027136
27-0.322125-2.51590.007261
28-0.344506-2.69070.004594
29-0.33856-2.64420.005197
30-0.334085-2.60930.005699
31-0.344258-2.68870.004618
32-0.35451-2.76880.003721
33-0.318831-2.49010.007755
34-0.245834-1.920.029767
35-0.150126-1.17250.122773
36-0.083624-0.65310.258065

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884685 & 6.9096 & 0 \tabularnewline
2 & 0.697369 & 5.4466 & 0 \tabularnewline
3 & 0.544738 & 4.2545 & 3.7e-05 \tabularnewline
4 & 0.458068 & 3.5776 & 0.000343 \tabularnewline
5 & 0.426246 & 3.3291 & 0.000741 \tabularnewline
6 & 0.391442 & 3.0573 & 0.001657 \tabularnewline
7 & 0.325658 & 2.5435 & 0.006763 \tabularnewline
8 & 0.248395 & 1.94 & 0.028502 \tabularnewline
9 & 0.230267 & 1.7984 & 0.038527 \tabularnewline
10 & 0.279361 & 2.1819 & 0.01649 \tabularnewline
11 & 0.369795 & 2.8882 & 0.002678 \tabularnewline
12 & 0.409642 & 3.1994 & 0.001093 \tabularnewline
13 & 0.286529 & 2.2379 & 0.014446 \tabularnewline
14 & 0.113611 & 0.8873 & 0.189194 \tabularnewline
15 & -0.0265 & -0.207 & 0.418361 \tabularnewline
16 & -0.106109 & -0.8287 & 0.205241 \tabularnewline
17 & -0.141203 & -1.1028 & 0.137216 \tabularnewline
18 & -0.176257 & -1.3766 & 0.086832 \tabularnewline
19 & -0.231046 & -1.8045 & 0.038043 \tabularnewline
20 & -0.292195 & -2.2821 & 0.012992 \tabularnewline
21 & -0.291825 & -2.2792 & 0.013083 \tabularnewline
22 & -0.233152 & -1.821 & 0.036758 \tabularnewline
23 & -0.143093 & -1.1176 & 0.134062 \tabularnewline
24 & -0.091479 & -0.7145 & 0.238829 \tabularnewline
25 & -0.151613 & -1.1841 & 0.120477 \tabularnewline
26 & -0.251269 & -1.9625 & 0.027136 \tabularnewline
27 & -0.322125 & -2.5159 & 0.007261 \tabularnewline
28 & -0.344506 & -2.6907 & 0.004594 \tabularnewline
29 & -0.33856 & -2.6442 & 0.005197 \tabularnewline
30 & -0.334085 & -2.6093 & 0.005699 \tabularnewline
31 & -0.344258 & -2.6887 & 0.004618 \tabularnewline
32 & -0.35451 & -2.7688 & 0.003721 \tabularnewline
33 & -0.318831 & -2.4901 & 0.007755 \tabularnewline
34 & -0.245834 & -1.92 & 0.029767 \tabularnewline
35 & -0.150126 & -1.1725 & 0.122773 \tabularnewline
36 & -0.083624 & -0.6531 & 0.258065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28804&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]0.884685[/C][C]6.9096[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.697369[/C][C]5.4466[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.544738[/C][C]4.2545[/C][C]3.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.458068[/C][C]3.5776[/C][C]0.000343[/C][/ROW]
[ROW][C]5[/C][C]0.426246[/C][C]3.3291[/C][C]0.000741[/C][/ROW]
[ROW][C]6[/C][C]0.391442[/C][C]3.0573[/C][C]0.001657[/C][/ROW]
[ROW][C]7[/C][C]0.325658[/C][C]2.5435[/C][C]0.006763[/C][/ROW]
[ROW][C]8[/C][C]0.248395[/C][C]1.94[/C][C]0.028502[/C][/ROW]
[ROW][C]9[/C][C]0.230267[/C][C]1.7984[/C][C]0.038527[/C][/ROW]
[ROW][C]10[/C][C]0.279361[/C][C]2.1819[/C][C]0.01649[/C][/ROW]
[ROW][C]11[/C][C]0.369795[/C][C]2.8882[/C][C]0.002678[/C][/ROW]
[ROW][C]12[/C][C]0.409642[/C][C]3.1994[/C][C]0.001093[/C][/ROW]
[ROW][C]13[/C][C]0.286529[/C][C]2.2379[/C][C]0.014446[/C][/ROW]
[ROW][C]14[/C][C]0.113611[/C][C]0.8873[/C][C]0.189194[/C][/ROW]
[ROW][C]15[/C][C]-0.0265[/C][C]-0.207[/C][C]0.418361[/C][/ROW]
[ROW][C]16[/C][C]-0.106109[/C][C]-0.8287[/C][C]0.205241[/C][/ROW]
[ROW][C]17[/C][C]-0.141203[/C][C]-1.1028[/C][C]0.137216[/C][/ROW]
[ROW][C]18[/C][C]-0.176257[/C][C]-1.3766[/C][C]0.086832[/C][/ROW]
[ROW][C]19[/C][C]-0.231046[/C][C]-1.8045[/C][C]0.038043[/C][/ROW]
[ROW][C]20[/C][C]-0.292195[/C][C]-2.2821[/C][C]0.012992[/C][/ROW]
[ROW][C]21[/C][C]-0.291825[/C][C]-2.2792[/C][C]0.013083[/C][/ROW]
[ROW][C]22[/C][C]-0.233152[/C][C]-1.821[/C][C]0.036758[/C][/ROW]
[ROW][C]23[/C][C]-0.143093[/C][C]-1.1176[/C][C]0.134062[/C][/ROW]
[ROW][C]24[/C][C]-0.091479[/C][C]-0.7145[/C][C]0.238829[/C][/ROW]
[ROW][C]25[/C][C]-0.151613[/C][C]-1.1841[/C][C]0.120477[/C][/ROW]
[ROW][C]26[/C][C]-0.251269[/C][C]-1.9625[/C][C]0.027136[/C][/ROW]
[ROW][C]27[/C][C]-0.322125[/C][C]-2.5159[/C][C]0.007261[/C][/ROW]
[ROW][C]28[/C][C]-0.344506[/C][C]-2.6907[/C][C]0.004594[/C][/ROW]
[ROW][C]29[/C][C]-0.33856[/C][C]-2.6442[/C][C]0.005197[/C][/ROW]
[ROW][C]30[/C][C]-0.334085[/C][C]-2.6093[/C][C]0.005699[/C][/ROW]
[ROW][C]31[/C][C]-0.344258[/C][C]-2.6887[/C][C]0.004618[/C][/ROW]
[ROW][C]32[/C][C]-0.35451[/C][C]-2.7688[/C][C]0.003721[/C][/ROW]
[ROW][C]33[/C][C]-0.318831[/C][C]-2.4901[/C][C]0.007755[/C][/ROW]
[ROW][C]34[/C][C]-0.245834[/C][C]-1.92[/C][C]0.029767[/C][/ROW]
[ROW][C]35[/C][C]-0.150126[/C][C]-1.1725[/C][C]0.122773[/C][/ROW]
[ROW][C]36[/C][C]-0.083624[/C][C]-0.6531[/C][C]0.258065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28804&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28804&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
10.8846856.90960
20.6973695.44660
30.5447384.25453.7e-05
40.4580683.57760.000343
50.4262463.32910.000741
60.3914423.05730.001657
70.3256582.54350.006763
80.2483951.940.028502
90.2302671.79840.038527
100.2793612.18190.01649
110.3697952.88820.002678
120.4096423.19940.001093
130.2865292.23790.014446
140.1136110.88730.189194
15-0.0265-0.2070.418361
16-0.106109-0.82870.205241
17-0.141203-1.10280.137216
18-0.176257-1.37660.086832
19-0.231046-1.80450.038043
20-0.292195-2.28210.012992
21-0.291825-2.27920.013083
22-0.233152-1.8210.036758
23-0.143093-1.11760.134062
24-0.091479-0.71450.238829
25-0.151613-1.18410.120477
26-0.251269-1.96250.027136
27-0.322125-2.51590.007261
28-0.344506-2.69070.004594
29-0.33856-2.64420.005197
30-0.334085-2.60930.005699
31-0.344258-2.68870.004618
32-0.35451-2.76880.003721
33-0.318831-2.49010.007755
34-0.245834-1.920.029767
35-0.150126-1.17250.122773
36-0.083624-0.65310.258065






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8846856.90960
2-0.39248-3.06540.001618
30.1787561.39610.083868
40.1006510.78610.217422
50.0902790.70510.241715
6-0.114094-0.89110.188188
7-0.060124-0.46960.320164
80.0118570.09260.463261
90.269662.10610.019659
100.1021250.79760.214091
110.165921.29590.09995
12-0.215378-1.68220.048826
13-0.605686-4.73067e-06
140.1798561.40470.082588
15-0.081922-0.63980.262339
16-0.049596-0.38740.34992
17-0.067257-0.52530.300641
18-0.026434-0.20650.41856
190.081960.64010.262242
20-0.00874-0.06830.4729
210.0263510.20580.418813
22-0.072706-0.56790.286109
23-0.050704-0.3960.34674
240.0348650.27230.393155
250.0281740.220.413286
26-0.088529-0.69140.245958
270.0432870.33810.36823
28-0.056032-0.43760.331602
290.0127580.09960.460476
300.0126290.09860.460875
31-0.009029-0.07050.472004
320.0497690.38870.349424
33-0.117988-0.92150.180207
34-0.024629-0.19240.424051
350.0755710.59020.278608
36-0.025754-0.20110.420626

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884685 & 6.9096 & 0 \tabularnewline
2 & -0.39248 & -3.0654 & 0.001618 \tabularnewline
3 & 0.178756 & 1.3961 & 0.083868 \tabularnewline
4 & 0.100651 & 0.7861 & 0.217422 \tabularnewline
5 & 0.090279 & 0.7051 & 0.241715 \tabularnewline
6 & -0.114094 & -0.8911 & 0.188188 \tabularnewline
7 & -0.060124 & -0.4696 & 0.320164 \tabularnewline
8 & 0.011857 & 0.0926 & 0.463261 \tabularnewline
9 & 0.26966 & 2.1061 & 0.019659 \tabularnewline
10 & 0.102125 & 0.7976 & 0.214091 \tabularnewline
11 & 0.16592 & 1.2959 & 0.09995 \tabularnewline
12 & -0.215378 & -1.6822 & 0.048826 \tabularnewline
13 & -0.605686 & -4.7306 & 7e-06 \tabularnewline
14 & 0.179856 & 1.4047 & 0.082588 \tabularnewline
15 & -0.081922 & -0.6398 & 0.262339 \tabularnewline
16 & -0.049596 & -0.3874 & 0.34992 \tabularnewline
17 & -0.067257 & -0.5253 & 0.300641 \tabularnewline
18 & -0.026434 & -0.2065 & 0.41856 \tabularnewline
19 & 0.08196 & 0.6401 & 0.262242 \tabularnewline
20 & -0.00874 & -0.0683 & 0.4729 \tabularnewline
21 & 0.026351 & 0.2058 & 0.418813 \tabularnewline
22 & -0.072706 & -0.5679 & 0.286109 \tabularnewline
23 & -0.050704 & -0.396 & 0.34674 \tabularnewline
24 & 0.034865 & 0.2723 & 0.393155 \tabularnewline
25 & 0.028174 & 0.22 & 0.413286 \tabularnewline
26 & -0.088529 & -0.6914 & 0.245958 \tabularnewline
27 & 0.043287 & 0.3381 & 0.36823 \tabularnewline
28 & -0.056032 & -0.4376 & 0.331602 \tabularnewline
29 & 0.012758 & 0.0996 & 0.460476 \tabularnewline
30 & 0.012629 & 0.0986 & 0.460875 \tabularnewline
31 & -0.009029 & -0.0705 & 0.472004 \tabularnewline
32 & 0.049769 & 0.3887 & 0.349424 \tabularnewline
33 & -0.117988 & -0.9215 & 0.180207 \tabularnewline
34 & -0.024629 & -0.1924 & 0.424051 \tabularnewline
35 & 0.075571 & 0.5902 & 0.278608 \tabularnewline
36 & -0.025754 & -0.2011 & 0.420626 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28804&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]0.884685[/C][C]6.9096[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.39248[/C][C]-3.0654[/C][C]0.001618[/C][/ROW]
[ROW][C]3[/C][C]0.178756[/C][C]1.3961[/C][C]0.083868[/C][/ROW]
[ROW][C]4[/C][C]0.100651[/C][C]0.7861[/C][C]0.217422[/C][/ROW]
[ROW][C]5[/C][C]0.090279[/C][C]0.7051[/C][C]0.241715[/C][/ROW]
[ROW][C]6[/C][C]-0.114094[/C][C]-0.8911[/C][C]0.188188[/C][/ROW]
[ROW][C]7[/C][C]-0.060124[/C][C]-0.4696[/C][C]0.320164[/C][/ROW]
[ROW][C]8[/C][C]0.011857[/C][C]0.0926[/C][C]0.463261[/C][/ROW]
[ROW][C]9[/C][C]0.26966[/C][C]2.1061[/C][C]0.019659[/C][/ROW]
[ROW][C]10[/C][C]0.102125[/C][C]0.7976[/C][C]0.214091[/C][/ROW]
[ROW][C]11[/C][C]0.16592[/C][C]1.2959[/C][C]0.09995[/C][/ROW]
[ROW][C]12[/C][C]-0.215378[/C][C]-1.6822[/C][C]0.048826[/C][/ROW]
[ROW][C]13[/C][C]-0.605686[/C][C]-4.7306[/C][C]7e-06[/C][/ROW]
[ROW][C]14[/C][C]0.179856[/C][C]1.4047[/C][C]0.082588[/C][/ROW]
[ROW][C]15[/C][C]-0.081922[/C][C]-0.6398[/C][C]0.262339[/C][/ROW]
[ROW][C]16[/C][C]-0.049596[/C][C]-0.3874[/C][C]0.34992[/C][/ROW]
[ROW][C]17[/C][C]-0.067257[/C][C]-0.5253[/C][C]0.300641[/C][/ROW]
[ROW][C]18[/C][C]-0.026434[/C][C]-0.2065[/C][C]0.41856[/C][/ROW]
[ROW][C]19[/C][C]0.08196[/C][C]0.6401[/C][C]0.262242[/C][/ROW]
[ROW][C]20[/C][C]-0.00874[/C][C]-0.0683[/C][C]0.4729[/C][/ROW]
[ROW][C]21[/C][C]0.026351[/C][C]0.2058[/C][C]0.418813[/C][/ROW]
[ROW][C]22[/C][C]-0.072706[/C][C]-0.5679[/C][C]0.286109[/C][/ROW]
[ROW][C]23[/C][C]-0.050704[/C][C]-0.396[/C][C]0.34674[/C][/ROW]
[ROW][C]24[/C][C]0.034865[/C][C]0.2723[/C][C]0.393155[/C][/ROW]
[ROW][C]25[/C][C]0.028174[/C][C]0.22[/C][C]0.413286[/C][/ROW]
[ROW][C]26[/C][C]-0.088529[/C][C]-0.6914[/C][C]0.245958[/C][/ROW]
[ROW][C]27[/C][C]0.043287[/C][C]0.3381[/C][C]0.36823[/C][/ROW]
[ROW][C]28[/C][C]-0.056032[/C][C]-0.4376[/C][C]0.331602[/C][/ROW]
[ROW][C]29[/C][C]0.012758[/C][C]0.0996[/C][C]0.460476[/C][/ROW]
[ROW][C]30[/C][C]0.012629[/C][C]0.0986[/C][C]0.460875[/C][/ROW]
[ROW][C]31[/C][C]-0.009029[/C][C]-0.0705[/C][C]0.472004[/C][/ROW]
[ROW][C]32[/C][C]0.049769[/C][C]0.3887[/C][C]0.349424[/C][/ROW]
[ROW][C]33[/C][C]-0.117988[/C][C]-0.9215[/C][C]0.180207[/C][/ROW]
[ROW][C]34[/C][C]-0.024629[/C][C]-0.1924[/C][C]0.424051[/C][/ROW]
[ROW][C]35[/C][C]0.075571[/C][C]0.5902[/C][C]0.278608[/C][/ROW]
[ROW][C]36[/C][C]-0.025754[/C][C]-0.2011[/C][C]0.420626[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28804&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28804&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
10.8846856.90960
2-0.39248-3.06540.001618
30.1787561.39610.083868
40.1006510.78610.217422
50.0902790.70510.241715
6-0.114094-0.89110.188188
7-0.060124-0.46960.320164
80.0118570.09260.463261
90.269662.10610.019659
100.1021250.79760.214091
110.165921.29590.09995
12-0.215378-1.68220.048826
13-0.605686-4.73067e-06
140.1798561.40470.082588
15-0.081922-0.63980.262339
16-0.049596-0.38740.34992
17-0.067257-0.52530.300641
18-0.026434-0.20650.41856
190.081960.64010.262242
20-0.00874-0.06830.4729
210.0263510.20580.418813
22-0.072706-0.56790.286109
23-0.050704-0.3960.34674
240.0348650.27230.393155
250.0281740.220.413286
26-0.088529-0.69140.245958
270.0432870.33810.36823
28-0.056032-0.43760.331602
290.0127580.09960.460476
300.0126290.09860.460875
31-0.009029-0.07050.472004
320.0497690.38870.349424
33-0.117988-0.92150.180207
34-0.024629-0.19240.424051
350.0755710.59020.278608
36-0.025754-0.20110.420626


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 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')