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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 computationTue, 02 Dec 2008 15:44:03 -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/02/t12282579677c4urvzkn39jc5t.htm/, Retrieved Sat, 25 May 2024 07:26:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28520, Retrieved Sat, 25 May 2024 07:26:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197

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]
- RM D    [(Partial) Autocorrelation Function] [Non stationary ti...] [2008-12-02 22:44:03] [74a138e5b32af267311b5ad4cd13bf7e] [Current]
- RM        [Variance Reduction Matrix] [Non stationary ti...] [2008-12-02 22:48:32] [1a689e9ccc515e1757f0522229a687e9]
-    D        [Variance Reduction Matrix] [Non stationary ti...] [2008-12-02 23:03:57] [1a689e9ccc515e1757f0522229a687e9]
-    D      [(Partial) Autocorrelation Function] [Non stationary ti...] [2008-12-02 22:53:08] [1a689e9ccc515e1757f0522229a687e9]
-    D      [(Partial) Autocorrelation Function] [Non stationary ti...] [2008-12-02 22:53:08] [1a689e9ccc515e1757f0522229a687e9]
-    D        [(Partial) Autocorrelation Function] [Non stationary ti...] [2008-12-02 23:24:19] [1a689e9ccc515e1757f0522229a687e9]
- RM D        [Cross Correlation Function] [Non stationary ti...] [2008-12-02 23:27:45] [1a689e9ccc515e1757f0522229a687e9]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
93,7
105,7
109,5
105,3
102,8
100,6
97,6
110,3
107,2
107,2
108,1
97,1
92,2
112,2
111,6
115,7
111,3
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
141
138,9
157,4
142,9
151,7
161
138,5
135,9
151,5
164
159,1
157
142,1
144,8
152,1
154,6
148,7
157,7
146,4
136,5

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28520&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28520&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28520&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8183697.5450
20.732516.75340
30.7732127.12870
40.6970136.42610
50.7243396.67810
60.8025457.39910
70.6716756.19250
80.6089285.6140
90.6338915.84420
100.5260684.85013e-06
110.5683845.24021e-06
120.6661546.14160
130.5112534.71355e-06
140.4311433.97497.4e-05
150.4474614.12544.3e-05
160.368993.40190.000511
170.390583.6010.000266
180.4494484.14374e-05
190.3225272.97360.001915
200.2673662.4650.007857
210.2698482.48790.007402
220.1655921.52670.065276
230.2010591.85370.033627
240.2611082.40730.009118
250.1287311.18680.119299
260.0640270.59030.278279
270.064170.59160.277839
28-0.024538-0.22620.410784
29-0.000894-0.00820.496722
300.022270.20530.418906
31-0.07538-0.6950.244484
32-0.112856-1.04050.150533
33-0.13109-1.20860.115086
34-0.205573-1.89530.030727
35-0.161718-1.4910.069836
36-0.11447-1.05540.147125

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.818369 & 7.545 & 0 \tabularnewline
2 & 0.73251 & 6.7534 & 0 \tabularnewline
3 & 0.773212 & 7.1287 & 0 \tabularnewline
4 & 0.697013 & 6.4261 & 0 \tabularnewline
5 & 0.724339 & 6.6781 & 0 \tabularnewline
6 & 0.802545 & 7.3991 & 0 \tabularnewline
7 & 0.671675 & 6.1925 & 0 \tabularnewline
8 & 0.608928 & 5.614 & 0 \tabularnewline
9 & 0.633891 & 5.8442 & 0 \tabularnewline
10 & 0.526068 & 4.8501 & 3e-06 \tabularnewline
11 & 0.568384 & 5.2402 & 1e-06 \tabularnewline
12 & 0.666154 & 6.1416 & 0 \tabularnewline
13 & 0.511253 & 4.7135 & 5e-06 \tabularnewline
14 & 0.431143 & 3.9749 & 7.4e-05 \tabularnewline
15 & 0.447461 & 4.1254 & 4.3e-05 \tabularnewline
16 & 0.36899 & 3.4019 & 0.000511 \tabularnewline
17 & 0.39058 & 3.601 & 0.000266 \tabularnewline
18 & 0.449448 & 4.1437 & 4e-05 \tabularnewline
19 & 0.322527 & 2.9736 & 0.001915 \tabularnewline
20 & 0.267366 & 2.465 & 0.007857 \tabularnewline
21 & 0.269848 & 2.4879 & 0.007402 \tabularnewline
22 & 0.165592 & 1.5267 & 0.065276 \tabularnewline
23 & 0.201059 & 1.8537 & 0.033627 \tabularnewline
24 & 0.261108 & 2.4073 & 0.009118 \tabularnewline
25 & 0.128731 & 1.1868 & 0.119299 \tabularnewline
26 & 0.064027 & 0.5903 & 0.278279 \tabularnewline
27 & 0.06417 & 0.5916 & 0.277839 \tabularnewline
28 & -0.024538 & -0.2262 & 0.410784 \tabularnewline
29 & -0.000894 & -0.0082 & 0.496722 \tabularnewline
30 & 0.02227 & 0.2053 & 0.418906 \tabularnewline
31 & -0.07538 & -0.695 & 0.244484 \tabularnewline
32 & -0.112856 & -1.0405 & 0.150533 \tabularnewline
33 & -0.13109 & -1.2086 & 0.115086 \tabularnewline
34 & -0.205573 & -1.8953 & 0.030727 \tabularnewline
35 & -0.161718 & -1.491 & 0.069836 \tabularnewline
36 & -0.11447 & -1.0554 & 0.147125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28520&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]0.818369[/C][C]7.545[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.73251[/C][C]6.7534[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.773212[/C][C]7.1287[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.697013[/C][C]6.4261[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.724339[/C][C]6.6781[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.802545[/C][C]7.3991[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.671675[/C][C]6.1925[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.608928[/C][C]5.614[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.633891[/C][C]5.8442[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.526068[/C][C]4.8501[/C][C]3e-06[/C][/ROW]
[ROW][C]11[/C][C]0.568384[/C][C]5.2402[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.666154[/C][C]6.1416[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.511253[/C][C]4.7135[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.431143[/C][C]3.9749[/C][C]7.4e-05[/C][/ROW]
[ROW][C]15[/C][C]0.447461[/C][C]4.1254[/C][C]4.3e-05[/C][/ROW]
[ROW][C]16[/C][C]0.36899[/C][C]3.4019[/C][C]0.000511[/C][/ROW]
[ROW][C]17[/C][C]0.39058[/C][C]3.601[/C][C]0.000266[/C][/ROW]
[ROW][C]18[/C][C]0.449448[/C][C]4.1437[/C][C]4e-05[/C][/ROW]
[ROW][C]19[/C][C]0.322527[/C][C]2.9736[/C][C]0.001915[/C][/ROW]
[ROW][C]20[/C][C]0.267366[/C][C]2.465[/C][C]0.007857[/C][/ROW]
[ROW][C]21[/C][C]0.269848[/C][C]2.4879[/C][C]0.007402[/C][/ROW]
[ROW][C]22[/C][C]0.165592[/C][C]1.5267[/C][C]0.065276[/C][/ROW]
[ROW][C]23[/C][C]0.201059[/C][C]1.8537[/C][C]0.033627[/C][/ROW]
[ROW][C]24[/C][C]0.261108[/C][C]2.4073[/C][C]0.009118[/C][/ROW]
[ROW][C]25[/C][C]0.128731[/C][C]1.1868[/C][C]0.119299[/C][/ROW]
[ROW][C]26[/C][C]0.064027[/C][C]0.5903[/C][C]0.278279[/C][/ROW]
[ROW][C]27[/C][C]0.06417[/C][C]0.5916[/C][C]0.277839[/C][/ROW]
[ROW][C]28[/C][C]-0.024538[/C][C]-0.2262[/C][C]0.410784[/C][/ROW]
[ROW][C]29[/C][C]-0.000894[/C][C]-0.0082[/C][C]0.496722[/C][/ROW]
[ROW][C]30[/C][C]0.02227[/C][C]0.2053[/C][C]0.418906[/C][/ROW]
[ROW][C]31[/C][C]-0.07538[/C][C]-0.695[/C][C]0.244484[/C][/ROW]
[ROW][C]32[/C][C]-0.112856[/C][C]-1.0405[/C][C]0.150533[/C][/ROW]
[ROW][C]33[/C][C]-0.13109[/C][C]-1.2086[/C][C]0.115086[/C][/ROW]
[ROW][C]34[/C][C]-0.205573[/C][C]-1.8953[/C][C]0.030727[/C][/ROW]
[ROW][C]35[/C][C]-0.161718[/C][C]-1.491[/C][C]0.069836[/C][/ROW]
[ROW][C]36[/C][C]-0.11447[/C][C]-1.0554[/C][C]0.147125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28520&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28520&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
10.8183697.5450
20.732516.75340
30.7732127.12870
40.6970136.42610
50.7243396.67810
60.8025457.39910
70.6716756.19250
80.6089285.6140
90.6338915.84420
100.5260684.85013e-06
110.5683845.24021e-06
120.6661546.14160
130.5112534.71355e-06
140.4311433.97497.4e-05
150.4474614.12544.3e-05
160.368993.40190.000511
170.390583.6010.000266
180.4494484.14374e-05
190.3225272.97360.001915
200.2673662.4650.007857
210.2698482.48790.007402
220.1655921.52670.065276
230.2010591.85370.033627
240.2611082.40730.009118
250.1287311.18680.119299
260.0640270.59030.278279
270.064170.59160.277839
28-0.024538-0.22620.410784
29-0.000894-0.00820.496722
300.022270.20530.418906
31-0.07538-0.6950.244484
32-0.112856-1.04050.150533
33-0.13109-1.20860.115086
34-0.205573-1.89530.030727
35-0.161718-1.4910.069836
36-0.11447-1.05540.147125






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8183697.5450
20.190091.75250.041643
30.4150823.82690.000124
4-0.120967-1.11530.133942
50.3822923.52460.000343
60.2489352.29510.012096
7-0.317894-2.93080.00217
8-0.073932-0.68160.248668
9-0.035211-0.32460.37313
10-0.241474-2.22630.01432
110.2732422.51920.006818
120.2045051.88540.031393
13-0.350915-3.23530.000866
14-0.149814-1.38120.085416
15-0.016572-0.15280.439463
160.0899550.82930.204617
17-0.051469-0.47450.318172
18-0.006152-0.05670.477452
19-0.010298-0.09490.462291
20-0.055325-0.51010.305661
21-0.081867-0.75480.226236
22-0.017179-0.15840.437265
230.0348390.32120.374424
24-0.08037-0.7410.230376
25-0.072416-0.66760.253085
26-0.007318-0.06750.473185
27-0.030903-0.28490.388202
28-0.101957-0.940.17494
290.0008860.00820.496751
30-0.144069-1.32830.093825
310.1506471.38890.084247
32-0.063109-0.58180.281108
33-0.053584-0.4940.311282
340.1156031.06580.144765
350.0160690.14810.441288
360.032010.29510.384313

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.818369 & 7.545 & 0 \tabularnewline
2 & 0.19009 & 1.7525 & 0.041643 \tabularnewline
3 & 0.415082 & 3.8269 & 0.000124 \tabularnewline
4 & -0.120967 & -1.1153 & 0.133942 \tabularnewline
5 & 0.382292 & 3.5246 & 0.000343 \tabularnewline
6 & 0.248935 & 2.2951 & 0.012096 \tabularnewline
7 & -0.317894 & -2.9308 & 0.00217 \tabularnewline
8 & -0.073932 & -0.6816 & 0.248668 \tabularnewline
9 & -0.035211 & -0.3246 & 0.37313 \tabularnewline
10 & -0.241474 & -2.2263 & 0.01432 \tabularnewline
11 & 0.273242 & 2.5192 & 0.006818 \tabularnewline
12 & 0.204505 & 1.8854 & 0.031393 \tabularnewline
13 & -0.350915 & -3.2353 & 0.000866 \tabularnewline
14 & -0.149814 & -1.3812 & 0.085416 \tabularnewline
15 & -0.016572 & -0.1528 & 0.439463 \tabularnewline
16 & 0.089955 & 0.8293 & 0.204617 \tabularnewline
17 & -0.051469 & -0.4745 & 0.318172 \tabularnewline
18 & -0.006152 & -0.0567 & 0.477452 \tabularnewline
19 & -0.010298 & -0.0949 & 0.462291 \tabularnewline
20 & -0.055325 & -0.5101 & 0.305661 \tabularnewline
21 & -0.081867 & -0.7548 & 0.226236 \tabularnewline
22 & -0.017179 & -0.1584 & 0.437265 \tabularnewline
23 & 0.034839 & 0.3212 & 0.374424 \tabularnewline
24 & -0.08037 & -0.741 & 0.230376 \tabularnewline
25 & -0.072416 & -0.6676 & 0.253085 \tabularnewline
26 & -0.007318 & -0.0675 & 0.473185 \tabularnewline
27 & -0.030903 & -0.2849 & 0.388202 \tabularnewline
28 & -0.101957 & -0.94 & 0.17494 \tabularnewline
29 & 0.000886 & 0.0082 & 0.496751 \tabularnewline
30 & -0.144069 & -1.3283 & 0.093825 \tabularnewline
31 & 0.150647 & 1.3889 & 0.084247 \tabularnewline
32 & -0.063109 & -0.5818 & 0.281108 \tabularnewline
33 & -0.053584 & -0.494 & 0.311282 \tabularnewline
34 & 0.115603 & 1.0658 & 0.144765 \tabularnewline
35 & 0.016069 & 0.1481 & 0.441288 \tabularnewline
36 & 0.03201 & 0.2951 & 0.384313 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28520&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]0.818369[/C][C]7.545[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.19009[/C][C]1.7525[/C][C]0.041643[/C][/ROW]
[ROW][C]3[/C][C]0.415082[/C][C]3.8269[/C][C]0.000124[/C][/ROW]
[ROW][C]4[/C][C]-0.120967[/C][C]-1.1153[/C][C]0.133942[/C][/ROW]
[ROW][C]5[/C][C]0.382292[/C][C]3.5246[/C][C]0.000343[/C][/ROW]
[ROW][C]6[/C][C]0.248935[/C][C]2.2951[/C][C]0.012096[/C][/ROW]
[ROW][C]7[/C][C]-0.317894[/C][C]-2.9308[/C][C]0.00217[/C][/ROW]
[ROW][C]8[/C][C]-0.073932[/C][C]-0.6816[/C][C]0.248668[/C][/ROW]
[ROW][C]9[/C][C]-0.035211[/C][C]-0.3246[/C][C]0.37313[/C][/ROW]
[ROW][C]10[/C][C]-0.241474[/C][C]-2.2263[/C][C]0.01432[/C][/ROW]
[ROW][C]11[/C][C]0.273242[/C][C]2.5192[/C][C]0.006818[/C][/ROW]
[ROW][C]12[/C][C]0.204505[/C][C]1.8854[/C][C]0.031393[/C][/ROW]
[ROW][C]13[/C][C]-0.350915[/C][C]-3.2353[/C][C]0.000866[/C][/ROW]
[ROW][C]14[/C][C]-0.149814[/C][C]-1.3812[/C][C]0.085416[/C][/ROW]
[ROW][C]15[/C][C]-0.016572[/C][C]-0.1528[/C][C]0.439463[/C][/ROW]
[ROW][C]16[/C][C]0.089955[/C][C]0.8293[/C][C]0.204617[/C][/ROW]
[ROW][C]17[/C][C]-0.051469[/C][C]-0.4745[/C][C]0.318172[/C][/ROW]
[ROW][C]18[/C][C]-0.006152[/C][C]-0.0567[/C][C]0.477452[/C][/ROW]
[ROW][C]19[/C][C]-0.010298[/C][C]-0.0949[/C][C]0.462291[/C][/ROW]
[ROW][C]20[/C][C]-0.055325[/C][C]-0.5101[/C][C]0.305661[/C][/ROW]
[ROW][C]21[/C][C]-0.081867[/C][C]-0.7548[/C][C]0.226236[/C][/ROW]
[ROW][C]22[/C][C]-0.017179[/C][C]-0.1584[/C][C]0.437265[/C][/ROW]
[ROW][C]23[/C][C]0.034839[/C][C]0.3212[/C][C]0.374424[/C][/ROW]
[ROW][C]24[/C][C]-0.08037[/C][C]-0.741[/C][C]0.230376[/C][/ROW]
[ROW][C]25[/C][C]-0.072416[/C][C]-0.6676[/C][C]0.253085[/C][/ROW]
[ROW][C]26[/C][C]-0.007318[/C][C]-0.0675[/C][C]0.473185[/C][/ROW]
[ROW][C]27[/C][C]-0.030903[/C][C]-0.2849[/C][C]0.388202[/C][/ROW]
[ROW][C]28[/C][C]-0.101957[/C][C]-0.94[/C][C]0.17494[/C][/ROW]
[ROW][C]29[/C][C]0.000886[/C][C]0.0082[/C][C]0.496751[/C][/ROW]
[ROW][C]30[/C][C]-0.144069[/C][C]-1.3283[/C][C]0.093825[/C][/ROW]
[ROW][C]31[/C][C]0.150647[/C][C]1.3889[/C][C]0.084247[/C][/ROW]
[ROW][C]32[/C][C]-0.063109[/C][C]-0.5818[/C][C]0.281108[/C][/ROW]
[ROW][C]33[/C][C]-0.053584[/C][C]-0.494[/C][C]0.311282[/C][/ROW]
[ROW][C]34[/C][C]0.115603[/C][C]1.0658[/C][C]0.144765[/C][/ROW]
[ROW][C]35[/C][C]0.016069[/C][C]0.1481[/C][C]0.441288[/C][/ROW]
[ROW][C]36[/C][C]0.03201[/C][C]0.2951[/C][C]0.384313[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28520&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28520&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
10.8183697.5450
20.190091.75250.041643
30.4150823.82690.000124
4-0.120967-1.11530.133942
50.3822923.52460.000343
60.2489352.29510.012096
7-0.317894-2.93080.00217
8-0.073932-0.68160.248668
9-0.035211-0.32460.37313
10-0.241474-2.22630.01432
110.2732422.51920.006818
120.2045051.88540.031393
13-0.350915-3.23530.000866
14-0.149814-1.38120.085416
15-0.016572-0.15280.439463
160.0899550.82930.204617
17-0.051469-0.47450.318172
18-0.006152-0.05670.477452
19-0.010298-0.09490.462291
20-0.055325-0.51010.305661
21-0.081867-0.75480.226236
22-0.017179-0.15840.437265
230.0348390.32120.374424
24-0.08037-0.7410.230376
25-0.072416-0.66760.253085
26-0.007318-0.06750.473185
27-0.030903-0.28490.388202
28-0.101957-0.940.17494
290.0008860.00820.496751
30-0.144069-1.32830.093825
310.1506471.38890.084247
32-0.063109-0.58180.281108
33-0.053584-0.4940.311282
340.1156031.06580.144765
350.0160690.14810.441288
360.032010.29510.384313


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Airline ; par2 = Box-Jenkins ; par3 = Airline Passengers ;
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')