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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 computationSat, 13 Dec 2008 09:37:32 -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/13/t1229186297y2cf9vkv7idc15o.htm/, Retrieved Sun, 19 May 2024 05:15:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33184, Retrieved Sun, 19 May 2024 05:15:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact258

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D    [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [299afd6311e4c20059ea2f05c8dd029d]
F    D      [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d]
F RM D        [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d]
- RM D          [(Partial) Autocorrelation Function] [Deel 2: Step 2 - ...] [2008-12-08 20:22:18] [299afd6311e4c20059ea2f05c8dd029d]
-   P             [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:33:20] [299afd6311e4c20059ea2f05c8dd029d]
-   P                 [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:37:32] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
-   P                   [(Partial) Autocorrelation Function] [d=0 D=1] [2008-12-14 13:55:01] [299afd6311e4c20059ea2f05c8dd029d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14291.1
14205.3
15859.4
15258.9
15498.6
15106.5
15023.6
12083
15761.3
16943
15070.3
13659.6
14768.9
14725.1
15998.1
15370.6
14956.9
15469.7
15101.8
11703.7
16283.6
16726.5
14968.9
14861
14583.3
15305.8
17903.9
16379.4
15420.3
17870.5
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

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'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33184&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33184&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33184&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.582028-4.47061.8e-05
2-0.058015-0.44560.32875
30.3205612.46230.008373
4-0.192038-1.47510.072755
5-0.043889-0.33710.368613
60.2765092.12390.01894
7-0.369697-2.83970.003093
80.1465781.12590.132386
90.1563021.20060.117356
10-0.214355-1.64650.05249
110.0724550.55650.289975
120.0032440.02490.490103
13-0.094366-0.72480.235708
140.1943431.49280.070412
15-0.083767-0.64340.26122
16-0.200852-1.54280.064116
170.3000792.30490.012353
18-0.146792-1.12750.132041
190.0077290.05940.476431
20-0.025734-0.19770.421994
210.1506171.15690.125985
22-0.281483-2.16210.017338
230.3337912.56390.006459
24-0.153229-1.1770.121966
25-0.153621-1.180.121371
260.2240011.72060.045283
27-0.043776-0.33620.368938
28-0.129252-0.99280.16243
290.1784281.37050.087856
30-0.158869-1.22030.113604
310.0653990.50230.30865
320.1048660.80550.211885
33-0.202366-1.55440.062718
340.0834250.64080.262067
350.1253410.96280.169798
36-0.206134-1.58330.059344

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.582028 & -4.4706 & 1.8e-05 \tabularnewline
2 & -0.058015 & -0.4456 & 0.32875 \tabularnewline
3 & 0.320561 & 2.4623 & 0.008373 \tabularnewline
4 & -0.192038 & -1.4751 & 0.072755 \tabularnewline
5 & -0.043889 & -0.3371 & 0.368613 \tabularnewline
6 & 0.276509 & 2.1239 & 0.01894 \tabularnewline
7 & -0.369697 & -2.8397 & 0.003093 \tabularnewline
8 & 0.146578 & 1.1259 & 0.132386 \tabularnewline
9 & 0.156302 & 1.2006 & 0.117356 \tabularnewline
10 & -0.214355 & -1.6465 & 0.05249 \tabularnewline
11 & 0.072455 & 0.5565 & 0.289975 \tabularnewline
12 & 0.003244 & 0.0249 & 0.490103 \tabularnewline
13 & -0.094366 & -0.7248 & 0.235708 \tabularnewline
14 & 0.194343 & 1.4928 & 0.070412 \tabularnewline
15 & -0.083767 & -0.6434 & 0.26122 \tabularnewline
16 & -0.200852 & -1.5428 & 0.064116 \tabularnewline
17 & 0.300079 & 2.3049 & 0.012353 \tabularnewline
18 & -0.146792 & -1.1275 & 0.132041 \tabularnewline
19 & 0.007729 & 0.0594 & 0.476431 \tabularnewline
20 & -0.025734 & -0.1977 & 0.421994 \tabularnewline
21 & 0.150617 & 1.1569 & 0.125985 \tabularnewline
22 & -0.281483 & -2.1621 & 0.017338 \tabularnewline
23 & 0.333791 & 2.5639 & 0.006459 \tabularnewline
24 & -0.153229 & -1.177 & 0.121966 \tabularnewline
25 & -0.153621 & -1.18 & 0.121371 \tabularnewline
26 & 0.224001 & 1.7206 & 0.045283 \tabularnewline
27 & -0.043776 & -0.3362 & 0.368938 \tabularnewline
28 & -0.129252 & -0.9928 & 0.16243 \tabularnewline
29 & 0.178428 & 1.3705 & 0.087856 \tabularnewline
30 & -0.158869 & -1.2203 & 0.113604 \tabularnewline
31 & 0.065399 & 0.5023 & 0.30865 \tabularnewline
32 & 0.104866 & 0.8055 & 0.211885 \tabularnewline
33 & -0.202366 & -1.5544 & 0.062718 \tabularnewline
34 & 0.083425 & 0.6408 & 0.262067 \tabularnewline
35 & 0.125341 & 0.9628 & 0.169798 \tabularnewline
36 & -0.206134 & -1.5833 & 0.059344 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33184&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]-0.582028[/C][C]-4.4706[/C][C]1.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.058015[/C][C]-0.4456[/C][C]0.32875[/C][/ROW]
[ROW][C]3[/C][C]0.320561[/C][C]2.4623[/C][C]0.008373[/C][/ROW]
[ROW][C]4[/C][C]-0.192038[/C][C]-1.4751[/C][C]0.072755[/C][/ROW]
[ROW][C]5[/C][C]-0.043889[/C][C]-0.3371[/C][C]0.368613[/C][/ROW]
[ROW][C]6[/C][C]0.276509[/C][C]2.1239[/C][C]0.01894[/C][/ROW]
[ROW][C]7[/C][C]-0.369697[/C][C]-2.8397[/C][C]0.003093[/C][/ROW]
[ROW][C]8[/C][C]0.146578[/C][C]1.1259[/C][C]0.132386[/C][/ROW]
[ROW][C]9[/C][C]0.156302[/C][C]1.2006[/C][C]0.117356[/C][/ROW]
[ROW][C]10[/C][C]-0.214355[/C][C]-1.6465[/C][C]0.05249[/C][/ROW]
[ROW][C]11[/C][C]0.072455[/C][C]0.5565[/C][C]0.289975[/C][/ROW]
[ROW][C]12[/C][C]0.003244[/C][C]0.0249[/C][C]0.490103[/C][/ROW]
[ROW][C]13[/C][C]-0.094366[/C][C]-0.7248[/C][C]0.235708[/C][/ROW]
[ROW][C]14[/C][C]0.194343[/C][C]1.4928[/C][C]0.070412[/C][/ROW]
[ROW][C]15[/C][C]-0.083767[/C][C]-0.6434[/C][C]0.26122[/C][/ROW]
[ROW][C]16[/C][C]-0.200852[/C][C]-1.5428[/C][C]0.064116[/C][/ROW]
[ROW][C]17[/C][C]0.300079[/C][C]2.3049[/C][C]0.012353[/C][/ROW]
[ROW][C]18[/C][C]-0.146792[/C][C]-1.1275[/C][C]0.132041[/C][/ROW]
[ROW][C]19[/C][C]0.007729[/C][C]0.0594[/C][C]0.476431[/C][/ROW]
[ROW][C]20[/C][C]-0.025734[/C][C]-0.1977[/C][C]0.421994[/C][/ROW]
[ROW][C]21[/C][C]0.150617[/C][C]1.1569[/C][C]0.125985[/C][/ROW]
[ROW][C]22[/C][C]-0.281483[/C][C]-2.1621[/C][C]0.017338[/C][/ROW]
[ROW][C]23[/C][C]0.333791[/C][C]2.5639[/C][C]0.006459[/C][/ROW]
[ROW][C]24[/C][C]-0.153229[/C][C]-1.177[/C][C]0.121966[/C][/ROW]
[ROW][C]25[/C][C]-0.153621[/C][C]-1.18[/C][C]0.121371[/C][/ROW]
[ROW][C]26[/C][C]0.224001[/C][C]1.7206[/C][C]0.045283[/C][/ROW]
[ROW][C]27[/C][C]-0.043776[/C][C]-0.3362[/C][C]0.368938[/C][/ROW]
[ROW][C]28[/C][C]-0.129252[/C][C]-0.9928[/C][C]0.16243[/C][/ROW]
[ROW][C]29[/C][C]0.178428[/C][C]1.3705[/C][C]0.087856[/C][/ROW]
[ROW][C]30[/C][C]-0.158869[/C][C]-1.2203[/C][C]0.113604[/C][/ROW]
[ROW][C]31[/C][C]0.065399[/C][C]0.5023[/C][C]0.30865[/C][/ROW]
[ROW][C]32[/C][C]0.104866[/C][C]0.8055[/C][C]0.211885[/C][/ROW]
[ROW][C]33[/C][C]-0.202366[/C][C]-1.5544[/C][C]0.062718[/C][/ROW]
[ROW][C]34[/C][C]0.083425[/C][C]0.6408[/C][C]0.262067[/C][/ROW]
[ROW][C]35[/C][C]0.125341[/C][C]0.9628[/C][C]0.169798[/C][/ROW]
[ROW][C]36[/C][C]-0.206134[/C][C]-1.5833[/C][C]0.059344[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33184&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33184&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
1-0.582028-4.47061.8e-05
2-0.058015-0.44560.32875
30.3205612.46230.008373
4-0.192038-1.47510.072755
5-0.043889-0.33710.368613
60.2765092.12390.01894
7-0.369697-2.83970.003093
80.1465781.12590.132386
90.1563021.20060.117356
10-0.214355-1.64650.05249
110.0724550.55650.289975
120.0032440.02490.490103
13-0.094366-0.72480.235708
140.1943431.49280.070412
15-0.083767-0.64340.26122
16-0.200852-1.54280.064116
170.3000792.30490.012353
18-0.146792-1.12750.132041
190.0077290.05940.476431
20-0.025734-0.19770.421994
210.1506171.15690.125985
22-0.281483-2.16210.017338
230.3337912.56390.006459
24-0.153229-1.1770.121966
25-0.153621-1.180.121371
260.2240011.72060.045283
27-0.043776-0.33620.368938
28-0.129252-0.99280.16243
290.1784281.37050.087856
30-0.158869-1.22030.113604
310.0653990.50230.30865
320.1048660.80550.211885
33-0.202366-1.55440.062718
340.0834250.64080.262067
350.1253410.96280.169798
36-0.206134-1.58330.059344






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.582028-4.47061.8e-05
2-0.600039-4.6091.1e-05
3-0.195447-1.50130.069311
4-0.03696-0.28390.388742
5-0.053572-0.41150.341101
60.3067982.35660.010892
7-0.028152-0.21620.414772
8-0.207814-1.59630.057888
9-0.132892-1.02080.155767
100.0007640.00590.49767
110.1082610.83160.204503
12-0.100039-0.76840.222652
13-0.270735-2.07960.02096
14-0.099856-0.7670.223066
150.1793311.37750.086785
16-0.013272-0.10190.459574
17-0.016843-0.12940.44875
18-0.148845-1.14330.128766
190.0054680.0420.483319
20-0.20477-1.57290.060549
210.3279462.5190.007249
22-0.027524-0.21140.416645
23-0.006356-0.04880.480613
24-0.006052-0.04650.481539
25-0.135212-1.03860.151618
26-0.039565-0.30390.381134
27-0.127298-0.97780.166084
280.0108850.08360.466825
290.0359410.27610.39173
30-0.006288-0.04830.480821
310.0451090.34650.365105
320.0362160.27820.390923
33-0.071929-0.55250.291346
34-0.155142-1.19170.119081
350.0631290.48490.314771
360.0411970.31640.376392

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.582028 & -4.4706 & 1.8e-05 \tabularnewline
2 & -0.600039 & -4.609 & 1.1e-05 \tabularnewline
3 & -0.195447 & -1.5013 & 0.069311 \tabularnewline
4 & -0.03696 & -0.2839 & 0.388742 \tabularnewline
5 & -0.053572 & -0.4115 & 0.341101 \tabularnewline
6 & 0.306798 & 2.3566 & 0.010892 \tabularnewline
7 & -0.028152 & -0.2162 & 0.414772 \tabularnewline
8 & -0.207814 & -1.5963 & 0.057888 \tabularnewline
9 & -0.132892 & -1.0208 & 0.155767 \tabularnewline
10 & 0.000764 & 0.0059 & 0.49767 \tabularnewline
11 & 0.108261 & 0.8316 & 0.204503 \tabularnewline
12 & -0.100039 & -0.7684 & 0.222652 \tabularnewline
13 & -0.270735 & -2.0796 & 0.02096 \tabularnewline
14 & -0.099856 & -0.767 & 0.223066 \tabularnewline
15 & 0.179331 & 1.3775 & 0.086785 \tabularnewline
16 & -0.013272 & -0.1019 & 0.459574 \tabularnewline
17 & -0.016843 & -0.1294 & 0.44875 \tabularnewline
18 & -0.148845 & -1.1433 & 0.128766 \tabularnewline
19 & 0.005468 & 0.042 & 0.483319 \tabularnewline
20 & -0.20477 & -1.5729 & 0.060549 \tabularnewline
21 & 0.327946 & 2.519 & 0.007249 \tabularnewline
22 & -0.027524 & -0.2114 & 0.416645 \tabularnewline
23 & -0.006356 & -0.0488 & 0.480613 \tabularnewline
24 & -0.006052 & -0.0465 & 0.481539 \tabularnewline
25 & -0.135212 & -1.0386 & 0.151618 \tabularnewline
26 & -0.039565 & -0.3039 & 0.381134 \tabularnewline
27 & -0.127298 & -0.9778 & 0.166084 \tabularnewline
28 & 0.010885 & 0.0836 & 0.466825 \tabularnewline
29 & 0.035941 & 0.2761 & 0.39173 \tabularnewline
30 & -0.006288 & -0.0483 & 0.480821 \tabularnewline
31 & 0.045109 & 0.3465 & 0.365105 \tabularnewline
32 & 0.036216 & 0.2782 & 0.390923 \tabularnewline
33 & -0.071929 & -0.5525 & 0.291346 \tabularnewline
34 & -0.155142 & -1.1917 & 0.119081 \tabularnewline
35 & 0.063129 & 0.4849 & 0.314771 \tabularnewline
36 & 0.041197 & 0.3164 & 0.376392 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33184&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]-0.582028[/C][C]-4.4706[/C][C]1.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.600039[/C][C]-4.609[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.195447[/C][C]-1.5013[/C][C]0.069311[/C][/ROW]
[ROW][C]4[/C][C]-0.03696[/C][C]-0.2839[/C][C]0.388742[/C][/ROW]
[ROW][C]5[/C][C]-0.053572[/C][C]-0.4115[/C][C]0.341101[/C][/ROW]
[ROW][C]6[/C][C]0.306798[/C][C]2.3566[/C][C]0.010892[/C][/ROW]
[ROW][C]7[/C][C]-0.028152[/C][C]-0.2162[/C][C]0.414772[/C][/ROW]
[ROW][C]8[/C][C]-0.207814[/C][C]-1.5963[/C][C]0.057888[/C][/ROW]
[ROW][C]9[/C][C]-0.132892[/C][C]-1.0208[/C][C]0.155767[/C][/ROW]
[ROW][C]10[/C][C]0.000764[/C][C]0.0059[/C][C]0.49767[/C][/ROW]
[ROW][C]11[/C][C]0.108261[/C][C]0.8316[/C][C]0.204503[/C][/ROW]
[ROW][C]12[/C][C]-0.100039[/C][C]-0.7684[/C][C]0.222652[/C][/ROW]
[ROW][C]13[/C][C]-0.270735[/C][C]-2.0796[/C][C]0.02096[/C][/ROW]
[ROW][C]14[/C][C]-0.099856[/C][C]-0.767[/C][C]0.223066[/C][/ROW]
[ROW][C]15[/C][C]0.179331[/C][C]1.3775[/C][C]0.086785[/C][/ROW]
[ROW][C]16[/C][C]-0.013272[/C][C]-0.1019[/C][C]0.459574[/C][/ROW]
[ROW][C]17[/C][C]-0.016843[/C][C]-0.1294[/C][C]0.44875[/C][/ROW]
[ROW][C]18[/C][C]-0.148845[/C][C]-1.1433[/C][C]0.128766[/C][/ROW]
[ROW][C]19[/C][C]0.005468[/C][C]0.042[/C][C]0.483319[/C][/ROW]
[ROW][C]20[/C][C]-0.20477[/C][C]-1.5729[/C][C]0.060549[/C][/ROW]
[ROW][C]21[/C][C]0.327946[/C][C]2.519[/C][C]0.007249[/C][/ROW]
[ROW][C]22[/C][C]-0.027524[/C][C]-0.2114[/C][C]0.416645[/C][/ROW]
[ROW][C]23[/C][C]-0.006356[/C][C]-0.0488[/C][C]0.480613[/C][/ROW]
[ROW][C]24[/C][C]-0.006052[/C][C]-0.0465[/C][C]0.481539[/C][/ROW]
[ROW][C]25[/C][C]-0.135212[/C][C]-1.0386[/C][C]0.151618[/C][/ROW]
[ROW][C]26[/C][C]-0.039565[/C][C]-0.3039[/C][C]0.381134[/C][/ROW]
[ROW][C]27[/C][C]-0.127298[/C][C]-0.9778[/C][C]0.166084[/C][/ROW]
[ROW][C]28[/C][C]0.010885[/C][C]0.0836[/C][C]0.466825[/C][/ROW]
[ROW][C]29[/C][C]0.035941[/C][C]0.2761[/C][C]0.39173[/C][/ROW]
[ROW][C]30[/C][C]-0.006288[/C][C]-0.0483[/C][C]0.480821[/C][/ROW]
[ROW][C]31[/C][C]0.045109[/C][C]0.3465[/C][C]0.365105[/C][/ROW]
[ROW][C]32[/C][C]0.036216[/C][C]0.2782[/C][C]0.390923[/C][/ROW]
[ROW][C]33[/C][C]-0.071929[/C][C]-0.5525[/C][C]0.291346[/C][/ROW]
[ROW][C]34[/C][C]-0.155142[/C][C]-1.1917[/C][C]0.119081[/C][/ROW]
[ROW][C]35[/C][C]0.063129[/C][C]0.4849[/C][C]0.314771[/C][/ROW]
[ROW][C]36[/C][C]0.041197[/C][C]0.3164[/C][C]0.376392[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33184&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33184&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
1-0.582028-4.47061.8e-05
2-0.600039-4.6091.1e-05
3-0.195447-1.50130.069311
4-0.03696-0.28390.388742
5-0.053572-0.41150.341101
60.3067982.35660.010892
7-0.028152-0.21620.414772
8-0.207814-1.59630.057888
9-0.132892-1.02080.155767
100.0007640.00590.49767
110.1082610.83160.204503
12-0.100039-0.76840.222652
13-0.270735-2.07960.02096
14-0.099856-0.7670.223066
150.1793311.37750.086785
16-0.013272-0.10190.459574
17-0.016843-0.12940.44875
18-0.148845-1.14330.128766
190.0054680.0420.483319
20-0.20477-1.57290.060549
210.3279462.5190.007249
22-0.027524-0.21140.416645
23-0.006356-0.04880.480613
24-0.006052-0.04650.481539
25-0.135212-1.03860.151618
26-0.039565-0.30390.381134
27-0.127298-0.97780.166084
280.0108850.08360.466825
290.0359410.27610.39173
30-0.006288-0.04830.480821
310.0451090.34650.365105
320.0362160.27820.390923
33-0.071929-0.55250.291346
34-0.155142-1.19170.119081
350.0631290.48490.314771
360.0411970.31640.376392


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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')