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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, 11 Dec 2008 05:13:13 -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/11/t1228997683bjv7znypb9gw94n.htm/, Retrieved Fri, 17 May 2024 03:41:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32181, Retrieved Fri, 17 May 2024 03:41:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact224

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] [Autocorrelatie] [2008-12-11 12:13:13] [a9e6d7cd6e144e8b311d9f96a24c5a25] [Current]
- RMPD    [ARIMA Backward Selection] [ARMA] [2008-12-11 14:04:21] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
-   PD    [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 13:58:53] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
- RMP     [ARIMA Forecasting] [ARIMA forecasting] [2008-12-11 14:19:43] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
-   PD      [ARIMA Forecasting] [ARIMA forecasting] [2008-12-20 16:07:36] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2648,9
2669,6
3042,3
2604,2
2732,1
2621,7
2483,7
2479,3
2684,6
2834,7
2566,1
2251,2
2350
2299,8
2542,8
2530,2
2508,1
2616,8
2534,1
2181,8
2578,9
2841,9
2529,9
2103,2
2326,2
2452,6
2782,1
2727,3
2648,2
2760,7
2613
2225,4
2713,9
2923,3
2707
2473,9
2521
2531,8
3068,8
2826,9
2674,2
2966,6
2798,8
2629,6
3124,6
3115,7
3083
2863,9
2728,7
2789,4
3225,7
3148,2
2836,5
3153,5
2656,9
2834,7
3172,5
2998,8
3103,1
2735,6
2818,1
2874,4
3438,5
2949,1
3306,8
3530
3003,8
3206,4
3514,6
3522,6
3525,5
2996,2
3231,1
3030
3541,7
3113,2
3390,8
3424,2
3079,8
3123,4
3317,1
3579,9
3317,9
2668,1

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=32181&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=32181&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32181&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
10.6785256.21880
20.5449084.99422e-06
30.5571295.10621e-06
40.5865845.37610
50.6344185.81450
60.6385455.85240
70.5706825.23041e-06
80.5008994.59088e-06
90.4198143.84770.000116
100.3484823.19390.000988
110.4641984.25442.7e-05
120.6398055.86390
130.3864913.54230.000325
140.2764072.53330.006579
150.2272372.08270.020162
160.2556782.34330.010738
170.3128712.86750.002615
180.2972392.72420.00392
190.2286042.09520.019583
200.1742691.59720.056988
210.0715980.65620.256742
220.0198390.18180.428078
230.1627931.4920.069719
240.2439332.23570.014012
250.0755010.6920.245429
260.0123520.11320.455069
27-0.055073-0.50480.307528
28-0.027009-0.24750.402547
290.0234170.21460.415292
300.0153690.14090.444158
31-0.033885-0.31060.37845
32-0.085945-0.78770.216544
33-0.195059-1.78770.038712
34-0.196141-1.79770.037912
35-0.092198-0.8450.200252
36-0.039446-0.36150.359306

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.678525 & 6.2188 & 0 \tabularnewline
2 & 0.544908 & 4.9942 & 2e-06 \tabularnewline
3 & 0.557129 & 5.1062 & 1e-06 \tabularnewline
4 & 0.586584 & 5.3761 & 0 \tabularnewline
5 & 0.634418 & 5.8145 & 0 \tabularnewline
6 & 0.638545 & 5.8524 & 0 \tabularnewline
7 & 0.570682 & 5.2304 & 1e-06 \tabularnewline
8 & 0.500899 & 4.5908 & 8e-06 \tabularnewline
9 & 0.419814 & 3.8477 & 0.000116 \tabularnewline
10 & 0.348482 & 3.1939 & 0.000988 \tabularnewline
11 & 0.464198 & 4.2544 & 2.7e-05 \tabularnewline
12 & 0.639805 & 5.8639 & 0 \tabularnewline
13 & 0.386491 & 3.5423 & 0.000325 \tabularnewline
14 & 0.276407 & 2.5333 & 0.006579 \tabularnewline
15 & 0.227237 & 2.0827 & 0.020162 \tabularnewline
16 & 0.255678 & 2.3433 & 0.010738 \tabularnewline
17 & 0.312871 & 2.8675 & 0.002615 \tabularnewline
18 & 0.297239 & 2.7242 & 0.00392 \tabularnewline
19 & 0.228604 & 2.0952 & 0.019583 \tabularnewline
20 & 0.174269 & 1.5972 & 0.056988 \tabularnewline
21 & 0.071598 & 0.6562 & 0.256742 \tabularnewline
22 & 0.019839 & 0.1818 & 0.428078 \tabularnewline
23 & 0.162793 & 1.492 & 0.069719 \tabularnewline
24 & 0.243933 & 2.2357 & 0.014012 \tabularnewline
25 & 0.075501 & 0.692 & 0.245429 \tabularnewline
26 & 0.012352 & 0.1132 & 0.455069 \tabularnewline
27 & -0.055073 & -0.5048 & 0.307528 \tabularnewline
28 & -0.027009 & -0.2475 & 0.402547 \tabularnewline
29 & 0.023417 & 0.2146 & 0.415292 \tabularnewline
30 & 0.015369 & 0.1409 & 0.444158 \tabularnewline
31 & -0.033885 & -0.3106 & 0.37845 \tabularnewline
32 & -0.085945 & -0.7877 & 0.216544 \tabularnewline
33 & -0.195059 & -1.7877 & 0.038712 \tabularnewline
34 & -0.196141 & -1.7977 & 0.037912 \tabularnewline
35 & -0.092198 & -0.845 & 0.200252 \tabularnewline
36 & -0.039446 & -0.3615 & 0.359306 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32181&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]0.678525[/C][C]6.2188[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.544908[/C][C]4.9942[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.557129[/C][C]5.1062[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.586584[/C][C]5.3761[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.634418[/C][C]5.8145[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.638545[/C][C]5.8524[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.570682[/C][C]5.2304[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.500899[/C][C]4.5908[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.419814[/C][C]3.8477[/C][C]0.000116[/C][/ROW]
[ROW][C]10[/C][C]0.348482[/C][C]3.1939[/C][C]0.000988[/C][/ROW]
[ROW][C]11[/C][C]0.464198[/C][C]4.2544[/C][C]2.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.639805[/C][C]5.8639[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.386491[/C][C]3.5423[/C][C]0.000325[/C][/ROW]
[ROW][C]14[/C][C]0.276407[/C][C]2.5333[/C][C]0.006579[/C][/ROW]
[ROW][C]15[/C][C]0.227237[/C][C]2.0827[/C][C]0.020162[/C][/ROW]
[ROW][C]16[/C][C]0.255678[/C][C]2.3433[/C][C]0.010738[/C][/ROW]
[ROW][C]17[/C][C]0.312871[/C][C]2.8675[/C][C]0.002615[/C][/ROW]
[ROW][C]18[/C][C]0.297239[/C][C]2.7242[/C][C]0.00392[/C][/ROW]
[ROW][C]19[/C][C]0.228604[/C][C]2.0952[/C][C]0.019583[/C][/ROW]
[ROW][C]20[/C][C]0.174269[/C][C]1.5972[/C][C]0.056988[/C][/ROW]
[ROW][C]21[/C][C]0.071598[/C][C]0.6562[/C][C]0.256742[/C][/ROW]
[ROW][C]22[/C][C]0.019839[/C][C]0.1818[/C][C]0.428078[/C][/ROW]
[ROW][C]23[/C][C]0.162793[/C][C]1.492[/C][C]0.069719[/C][/ROW]
[ROW][C]24[/C][C]0.243933[/C][C]2.2357[/C][C]0.014012[/C][/ROW]
[ROW][C]25[/C][C]0.075501[/C][C]0.692[/C][C]0.245429[/C][/ROW]
[ROW][C]26[/C][C]0.012352[/C][C]0.1132[/C][C]0.455069[/C][/ROW]
[ROW][C]27[/C][C]-0.055073[/C][C]-0.5048[/C][C]0.307528[/C][/ROW]
[ROW][C]28[/C][C]-0.027009[/C][C]-0.2475[/C][C]0.402547[/C][/ROW]
[ROW][C]29[/C][C]0.023417[/C][C]0.2146[/C][C]0.415292[/C][/ROW]
[ROW][C]30[/C][C]0.015369[/C][C]0.1409[/C][C]0.444158[/C][/ROW]
[ROW][C]31[/C][C]-0.033885[/C][C]-0.3106[/C][C]0.37845[/C][/ROW]
[ROW][C]32[/C][C]-0.085945[/C][C]-0.7877[/C][C]0.216544[/C][/ROW]
[ROW][C]33[/C][C]-0.195059[/C][C]-1.7877[/C][C]0.038712[/C][/ROW]
[ROW][C]34[/C][C]-0.196141[/C][C]-1.7977[/C][C]0.037912[/C][/ROW]
[ROW][C]35[/C][C]-0.092198[/C][C]-0.845[/C][C]0.200252[/C][/ROW]
[ROW][C]36[/C][C]-0.039446[/C][C]-0.3615[/C][C]0.359306[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32181&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32181&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
10.6785256.21880
20.5449084.99422e-06
30.5571295.10621e-06
40.5865845.37610
50.6344185.81450
60.6385455.85240
70.5706825.23041e-06
80.5008994.59088e-06
90.4198143.84770.000116
100.3484823.19390.000988
110.4641984.25442.7e-05
120.6398055.86390
130.3864913.54230.000325
140.2764072.53330.006579
150.2272372.08270.020162
160.2556782.34330.010738
170.3128712.86750.002615
180.2972392.72420.00392
190.2286042.09520.019583
200.1742691.59720.056988
210.0715980.65620.256742
220.0198390.18180.428078
230.1627931.4920.069719
240.2439332.23570.014012
250.0755010.6920.245429
260.0123520.11320.455069
27-0.055073-0.50480.307528
28-0.027009-0.24750.402547
290.0234170.21460.415292
300.0153690.14090.444158
31-0.033885-0.31060.37845
32-0.085945-0.78770.216544
33-0.195059-1.78770.038712
34-0.196141-1.79770.037912
35-0.092198-0.8450.200252
36-0.039446-0.36150.359306






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6785256.21880
20.156621.43540.077437
30.2641352.42080.00882
40.2218152.0330.022607
50.2679352.45570.008062
60.1909061.74970.041912
70.0363140.33280.370049
8-0.049749-0.4560.324797
9-0.197203-1.80740.03714
10-0.284301-2.60570.005423
110.1065960.9770.165696
120.4699594.30722.2e-05
13-0.363004-3.3270.000652
14-0.115096-1.05490.147255
15-0.201482-1.84660.034162
16-0.01836-0.16830.433385
170.0143590.13160.447808
180.0170630.15640.438054
190.0117760.10790.457154
200.0121660.11150.45574
21-0.074314-0.68110.24884
220.0107040.09810.461042
230.1113721.02070.155154
24-0.068795-0.63050.265033
250.0034430.03160.487451
260.0614460.56320.287412
27-0.00567-0.0520.47934
28-0.088645-0.81240.209416
29-0.113415-1.03950.150785
30-0.031843-0.29180.385562
31-0.051929-0.47590.317677
32-0.051981-0.47640.317509
33-0.019413-0.17790.429607
340.0894580.81990.207298
35-0.125776-1.15280.12614
360.0793810.72750.234458

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.678525 & 6.2188 & 0 \tabularnewline
2 & 0.15662 & 1.4354 & 0.077437 \tabularnewline
3 & 0.264135 & 2.4208 & 0.00882 \tabularnewline
4 & 0.221815 & 2.033 & 0.022607 \tabularnewline
5 & 0.267935 & 2.4557 & 0.008062 \tabularnewline
6 & 0.190906 & 1.7497 & 0.041912 \tabularnewline
7 & 0.036314 & 0.3328 & 0.370049 \tabularnewline
8 & -0.049749 & -0.456 & 0.324797 \tabularnewline
9 & -0.197203 & -1.8074 & 0.03714 \tabularnewline
10 & -0.284301 & -2.6057 & 0.005423 \tabularnewline
11 & 0.106596 & 0.977 & 0.165696 \tabularnewline
12 & 0.469959 & 4.3072 & 2.2e-05 \tabularnewline
13 & -0.363004 & -3.327 & 0.000652 \tabularnewline
14 & -0.115096 & -1.0549 & 0.147255 \tabularnewline
15 & -0.201482 & -1.8466 & 0.034162 \tabularnewline
16 & -0.01836 & -0.1683 & 0.433385 \tabularnewline
17 & 0.014359 & 0.1316 & 0.447808 \tabularnewline
18 & 0.017063 & 0.1564 & 0.438054 \tabularnewline
19 & 0.011776 & 0.1079 & 0.457154 \tabularnewline
20 & 0.012166 & 0.1115 & 0.45574 \tabularnewline
21 & -0.074314 & -0.6811 & 0.24884 \tabularnewline
22 & 0.010704 & 0.0981 & 0.461042 \tabularnewline
23 & 0.111372 & 1.0207 & 0.155154 \tabularnewline
24 & -0.068795 & -0.6305 & 0.265033 \tabularnewline
25 & 0.003443 & 0.0316 & 0.487451 \tabularnewline
26 & 0.061446 & 0.5632 & 0.287412 \tabularnewline
27 & -0.00567 & -0.052 & 0.47934 \tabularnewline
28 & -0.088645 & -0.8124 & 0.209416 \tabularnewline
29 & -0.113415 & -1.0395 & 0.150785 \tabularnewline
30 & -0.031843 & -0.2918 & 0.385562 \tabularnewline
31 & -0.051929 & -0.4759 & 0.317677 \tabularnewline
32 & -0.051981 & -0.4764 & 0.317509 \tabularnewline
33 & -0.019413 & -0.1779 & 0.429607 \tabularnewline
34 & 0.089458 & 0.8199 & 0.207298 \tabularnewline
35 & -0.125776 & -1.1528 & 0.12614 \tabularnewline
36 & 0.079381 & 0.7275 & 0.234458 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32181&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]0.678525[/C][C]6.2188[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.15662[/C][C]1.4354[/C][C]0.077437[/C][/ROW]
[ROW][C]3[/C][C]0.264135[/C][C]2.4208[/C][C]0.00882[/C][/ROW]
[ROW][C]4[/C][C]0.221815[/C][C]2.033[/C][C]0.022607[/C][/ROW]
[ROW][C]5[/C][C]0.267935[/C][C]2.4557[/C][C]0.008062[/C][/ROW]
[ROW][C]6[/C][C]0.190906[/C][C]1.7497[/C][C]0.041912[/C][/ROW]
[ROW][C]7[/C][C]0.036314[/C][C]0.3328[/C][C]0.370049[/C][/ROW]
[ROW][C]8[/C][C]-0.049749[/C][C]-0.456[/C][C]0.324797[/C][/ROW]
[ROW][C]9[/C][C]-0.197203[/C][C]-1.8074[/C][C]0.03714[/C][/ROW]
[ROW][C]10[/C][C]-0.284301[/C][C]-2.6057[/C][C]0.005423[/C][/ROW]
[ROW][C]11[/C][C]0.106596[/C][C]0.977[/C][C]0.165696[/C][/ROW]
[ROW][C]12[/C][C]0.469959[/C][C]4.3072[/C][C]2.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.363004[/C][C]-3.327[/C][C]0.000652[/C][/ROW]
[ROW][C]14[/C][C]-0.115096[/C][C]-1.0549[/C][C]0.147255[/C][/ROW]
[ROW][C]15[/C][C]-0.201482[/C][C]-1.8466[/C][C]0.034162[/C][/ROW]
[ROW][C]16[/C][C]-0.01836[/C][C]-0.1683[/C][C]0.433385[/C][/ROW]
[ROW][C]17[/C][C]0.014359[/C][C]0.1316[/C][C]0.447808[/C][/ROW]
[ROW][C]18[/C][C]0.017063[/C][C]0.1564[/C][C]0.438054[/C][/ROW]
[ROW][C]19[/C][C]0.011776[/C][C]0.1079[/C][C]0.457154[/C][/ROW]
[ROW][C]20[/C][C]0.012166[/C][C]0.1115[/C][C]0.45574[/C][/ROW]
[ROW][C]21[/C][C]-0.074314[/C][C]-0.6811[/C][C]0.24884[/C][/ROW]
[ROW][C]22[/C][C]0.010704[/C][C]0.0981[/C][C]0.461042[/C][/ROW]
[ROW][C]23[/C][C]0.111372[/C][C]1.0207[/C][C]0.155154[/C][/ROW]
[ROW][C]24[/C][C]-0.068795[/C][C]-0.6305[/C][C]0.265033[/C][/ROW]
[ROW][C]25[/C][C]0.003443[/C][C]0.0316[/C][C]0.487451[/C][/ROW]
[ROW][C]26[/C][C]0.061446[/C][C]0.5632[/C][C]0.287412[/C][/ROW]
[ROW][C]27[/C][C]-0.00567[/C][C]-0.052[/C][C]0.47934[/C][/ROW]
[ROW][C]28[/C][C]-0.088645[/C][C]-0.8124[/C][C]0.209416[/C][/ROW]
[ROW][C]29[/C][C]-0.113415[/C][C]-1.0395[/C][C]0.150785[/C][/ROW]
[ROW][C]30[/C][C]-0.031843[/C][C]-0.2918[/C][C]0.385562[/C][/ROW]
[ROW][C]31[/C][C]-0.051929[/C][C]-0.4759[/C][C]0.317677[/C][/ROW]
[ROW][C]32[/C][C]-0.051981[/C][C]-0.4764[/C][C]0.317509[/C][/ROW]
[ROW][C]33[/C][C]-0.019413[/C][C]-0.1779[/C][C]0.429607[/C][/ROW]
[ROW][C]34[/C][C]0.089458[/C][C]0.8199[/C][C]0.207298[/C][/ROW]
[ROW][C]35[/C][C]-0.125776[/C][C]-1.1528[/C][C]0.12614[/C][/ROW]
[ROW][C]36[/C][C]0.079381[/C][C]0.7275[/C][C]0.234458[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32181&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32181&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
10.6785256.21880
20.156621.43540.077437
30.2641352.42080.00882
40.2218152.0330.022607
50.2679352.45570.008062
60.1909061.74970.041912
70.0363140.33280.370049
8-0.049749-0.4560.324797
9-0.197203-1.80740.03714
10-0.284301-2.60570.005423
110.1065960.9770.165696
120.4699594.30722.2e-05
13-0.363004-3.3270.000652
14-0.115096-1.05490.147255
15-0.201482-1.84660.034162
16-0.01836-0.16830.433385
170.0143590.13160.447808
180.0170630.15640.438054
190.0117760.10790.457154
200.0121660.11150.45574
21-0.074314-0.68110.24884
220.0107040.09810.461042
230.1113721.02070.155154
24-0.068795-0.63050.265033
250.0034430.03160.487451
260.0614460.56320.287412
27-0.00567-0.0520.47934
28-0.088645-0.81240.209416
29-0.113415-1.03950.150785
30-0.031843-0.29180.385562
31-0.051929-0.47590.317677
32-0.051981-0.47640.317509
33-0.019413-0.17790.429607
340.0894580.81990.207298
35-0.125776-1.15280.12614
360.0793810.72750.234458


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')