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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 computationFri, 05 Dec 2008 06:18:35 -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/05/t1228483318jhr8qqzb6zoed9s.htm/, Retrieved Thu, 28 Mar 2024 22:59:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29240, Retrieved Thu, 28 Mar 2024 22:59:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact256
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Taak 10 Stap 2 AC...] [2008-12-03 15:12:42] [6fea0e9a9b3b29a63badf2c274e82506]
-    D    [(Partial) Autocorrelation Function] [Taak 10 Stap 2 AC...] [2008-12-04 18:21:05] [819b576fab25b35cfda70f80599828ec]
-   P         [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:18:35] [286e96bd53289970f8e5f25a93fb50b3] [Current]
-   P           [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:24:16] [6fea0e9a9b3b29a63badf2c274e82506]
-   P             [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:28:10] [6fea0e9a9b3b29a63badf2c274e82506]
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Dataseries X:
58.972
59.249
63.955
53.785
52.760
44.795
37.348
32.370
32.717
40.974
33.591
21.124
58.608
46.865
51.378
46.235
47.206
45.382
41.227
33.795
31.295
42.625
33.625
21.538
56.421
53.152
53.536
52.408
41.454
38.271
35.306
26.414
31.917
38.030
27.534
18.387
50.556
43.901
48.572
43.899
37.532
40.357
35.489
29.027
34.485
42.598
30.306
26.451
47.460
50.104
61.465
53.726
39.477
43.895
31.481
29.896
33.842
39.120
33.702
25.094




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 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=29240&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]3 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=29240&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29240&T=0

As an alternative you can also use a 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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4585923.55220.000375
20.2103961.62970.0542
30.1033120.80030.21336
4-0.125776-0.97430.16692
5-0.273851-2.12120.019021
6-0.362472-2.80770.003361
7-0.328529-2.54480.006763
8-0.175149-1.35670.08998
9-0.041032-0.31780.375858
10-0.000388-0.0030.498805
110.2064231.59890.057543
120.6498925.0342e-06
130.262752.03530.023125
140.099640.77180.221628
150.0313560.24290.404463
16-0.146257-1.13290.130882
17-0.207987-1.61110.056208
18-0.299245-2.31790.01194
19-0.276027-2.13810.018296
20-0.104384-0.80860.210984
21-0.012813-0.09920.460637
220.0276260.2140.415639
230.2218411.71840.045443
240.5488414.25133.8e-05
250.2656822.0580.021973
260.1276650.98890.163345
270.0072470.05610.477711
28-0.136443-1.05690.1474
29-0.180994-1.4020.083037
30-0.279242-2.1630.017268
31-0.246585-1.910.030456
32-0.120351-0.93220.177476
33-0.074887-0.58010.28202
34-0.05131-0.39740.346225
350.0625310.48440.314946
360.2729052.11390.019344

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.458592 & 3.5522 & 0.000375 \tabularnewline
2 & 0.210396 & 1.6297 & 0.0542 \tabularnewline
3 & 0.103312 & 0.8003 & 0.21336 \tabularnewline
4 & -0.125776 & -0.9743 & 0.16692 \tabularnewline
5 & -0.273851 & -2.1212 & 0.019021 \tabularnewline
6 & -0.362472 & -2.8077 & 0.003361 \tabularnewline
7 & -0.328529 & -2.5448 & 0.006763 \tabularnewline
8 & -0.175149 & -1.3567 & 0.08998 \tabularnewline
9 & -0.041032 & -0.3178 & 0.375858 \tabularnewline
10 & -0.000388 & -0.003 & 0.498805 \tabularnewline
11 & 0.206423 & 1.5989 & 0.057543 \tabularnewline
12 & 0.649892 & 5.034 & 2e-06 \tabularnewline
13 & 0.26275 & 2.0353 & 0.023125 \tabularnewline
14 & 0.09964 & 0.7718 & 0.221628 \tabularnewline
15 & 0.031356 & 0.2429 & 0.404463 \tabularnewline
16 & -0.146257 & -1.1329 & 0.130882 \tabularnewline
17 & -0.207987 & -1.6111 & 0.056208 \tabularnewline
18 & -0.299245 & -2.3179 & 0.01194 \tabularnewline
19 & -0.276027 & -2.1381 & 0.018296 \tabularnewline
20 & -0.104384 & -0.8086 & 0.210984 \tabularnewline
21 & -0.012813 & -0.0992 & 0.460637 \tabularnewline
22 & 0.027626 & 0.214 & 0.415639 \tabularnewline
23 & 0.221841 & 1.7184 & 0.045443 \tabularnewline
24 & 0.548841 & 4.2513 & 3.8e-05 \tabularnewline
25 & 0.265682 & 2.058 & 0.021973 \tabularnewline
26 & 0.127665 & 0.9889 & 0.163345 \tabularnewline
27 & 0.007247 & 0.0561 & 0.477711 \tabularnewline
28 & -0.136443 & -1.0569 & 0.1474 \tabularnewline
29 & -0.180994 & -1.402 & 0.083037 \tabularnewline
30 & -0.279242 & -2.163 & 0.017268 \tabularnewline
31 & -0.246585 & -1.91 & 0.030456 \tabularnewline
32 & -0.120351 & -0.9322 & 0.177476 \tabularnewline
33 & -0.074887 & -0.5801 & 0.28202 \tabularnewline
34 & -0.05131 & -0.3974 & 0.346225 \tabularnewline
35 & 0.062531 & 0.4844 & 0.314946 \tabularnewline
36 & 0.272905 & 2.1139 & 0.019344 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29240&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]0.458592[/C][C]3.5522[/C][C]0.000375[/C][/ROW]
[ROW][C]2[/C][C]0.210396[/C][C]1.6297[/C][C]0.0542[/C][/ROW]
[ROW][C]3[/C][C]0.103312[/C][C]0.8003[/C][C]0.21336[/C][/ROW]
[ROW][C]4[/C][C]-0.125776[/C][C]-0.9743[/C][C]0.16692[/C][/ROW]
[ROW][C]5[/C][C]-0.273851[/C][C]-2.1212[/C][C]0.019021[/C][/ROW]
[ROW][C]6[/C][C]-0.362472[/C][C]-2.8077[/C][C]0.003361[/C][/ROW]
[ROW][C]7[/C][C]-0.328529[/C][C]-2.5448[/C][C]0.006763[/C][/ROW]
[ROW][C]8[/C][C]-0.175149[/C][C]-1.3567[/C][C]0.08998[/C][/ROW]
[ROW][C]9[/C][C]-0.041032[/C][C]-0.3178[/C][C]0.375858[/C][/ROW]
[ROW][C]10[/C][C]-0.000388[/C][C]-0.003[/C][C]0.498805[/C][/ROW]
[ROW][C]11[/C][C]0.206423[/C][C]1.5989[/C][C]0.057543[/C][/ROW]
[ROW][C]12[/C][C]0.649892[/C][C]5.034[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.26275[/C][C]2.0353[/C][C]0.023125[/C][/ROW]
[ROW][C]14[/C][C]0.09964[/C][C]0.7718[/C][C]0.221628[/C][/ROW]
[ROW][C]15[/C][C]0.031356[/C][C]0.2429[/C][C]0.404463[/C][/ROW]
[ROW][C]16[/C][C]-0.146257[/C][C]-1.1329[/C][C]0.130882[/C][/ROW]
[ROW][C]17[/C][C]-0.207987[/C][C]-1.6111[/C][C]0.056208[/C][/ROW]
[ROW][C]18[/C][C]-0.299245[/C][C]-2.3179[/C][C]0.01194[/C][/ROW]
[ROW][C]19[/C][C]-0.276027[/C][C]-2.1381[/C][C]0.018296[/C][/ROW]
[ROW][C]20[/C][C]-0.104384[/C][C]-0.8086[/C][C]0.210984[/C][/ROW]
[ROW][C]21[/C][C]-0.012813[/C][C]-0.0992[/C][C]0.460637[/C][/ROW]
[ROW][C]22[/C][C]0.027626[/C][C]0.214[/C][C]0.415639[/C][/ROW]
[ROW][C]23[/C][C]0.221841[/C][C]1.7184[/C][C]0.045443[/C][/ROW]
[ROW][C]24[/C][C]0.548841[/C][C]4.2513[/C][C]3.8e-05[/C][/ROW]
[ROW][C]25[/C][C]0.265682[/C][C]2.058[/C][C]0.021973[/C][/ROW]
[ROW][C]26[/C][C]0.127665[/C][C]0.9889[/C][C]0.163345[/C][/ROW]
[ROW][C]27[/C][C]0.007247[/C][C]0.0561[/C][C]0.477711[/C][/ROW]
[ROW][C]28[/C][C]-0.136443[/C][C]-1.0569[/C][C]0.1474[/C][/ROW]
[ROW][C]29[/C][C]-0.180994[/C][C]-1.402[/C][C]0.083037[/C][/ROW]
[ROW][C]30[/C][C]-0.279242[/C][C]-2.163[/C][C]0.017268[/C][/ROW]
[ROW][C]31[/C][C]-0.246585[/C][C]-1.91[/C][C]0.030456[/C][/ROW]
[ROW][C]32[/C][C]-0.120351[/C][C]-0.9322[/C][C]0.177476[/C][/ROW]
[ROW][C]33[/C][C]-0.074887[/C][C]-0.5801[/C][C]0.28202[/C][/ROW]
[ROW][C]34[/C][C]-0.05131[/C][C]-0.3974[/C][C]0.346225[/C][/ROW]
[ROW][C]35[/C][C]0.062531[/C][C]0.4844[/C][C]0.314946[/C][/ROW]
[ROW][C]36[/C][C]0.272905[/C][C]2.1139[/C][C]0.019344[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29240&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29240&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4585923.55220.000375
20.2103961.62970.0542
30.1033120.80030.21336
4-0.125776-0.97430.16692
5-0.273851-2.12120.019021
6-0.362472-2.80770.003361
7-0.328529-2.54480.006763
8-0.175149-1.35670.08998
9-0.041032-0.31780.375858
10-0.000388-0.0030.498805
110.2064231.59890.057543
120.6498925.0342e-06
130.262752.03530.023125
140.099640.77180.221628
150.0313560.24290.404463
16-0.146257-1.13290.130882
17-0.207987-1.61110.056208
18-0.299245-2.31790.01194
19-0.276027-2.13810.018296
20-0.104384-0.80860.210984
21-0.012813-0.09920.460637
220.0276260.2140.415639
230.2218411.71840.045443
240.5488414.25133.8e-05
250.2656822.0580.021973
260.1276650.98890.163345
270.0072470.05610.477711
28-0.136443-1.05690.1474
29-0.180994-1.4020.083037
30-0.279242-2.1630.017268
31-0.246585-1.910.030456
32-0.120351-0.93220.177476
33-0.074887-0.58010.28202
34-0.05131-0.39740.346225
350.0625310.48440.314946
360.2729052.11390.019344







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4585923.55220.000375
20.0001139e-040.499652
30.0085930.06660.473576
4-0.223248-1.72930.044452
5-0.181824-1.40840.082087
6-0.198739-1.53940.064479
7-0.072114-0.55860.289258
80.0519430.40240.344427
90.0488340.37830.353284
10-0.076874-0.59550.276887
110.1494761.15780.12576
120.6023914.66619e-06
13-0.479722-3.71590.000223
14-0.111196-0.86130.196245
15-0.051653-0.40010.345252
160.0600660.46530.321713
170.0637510.49380.311621
18-0.030578-0.23690.406787
19-0.014323-0.11090.456014
200.0074280.05750.477155
210.0601950.46630.321357
220.1243220.9630.169708
230.0914950.70870.240622
24-0.061442-0.47590.317926
250.0107080.08290.467086
26-0.003474-0.02690.489312
27-0.092755-0.71850.237627
280.0797410.61770.269565
29-0.035073-0.27170.393404
300.0331330.25660.399164
310.0406530.31490.376966
32-0.123179-0.95410.17192
33-0.025995-0.20140.42055
34-0.061093-0.47320.318885
35-0.167642-1.29850.099534
36-0.133358-1.0330.152878

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.458592 & 3.5522 & 0.000375 \tabularnewline
2 & 0.000113 & 9e-04 & 0.499652 \tabularnewline
3 & 0.008593 & 0.0666 & 0.473576 \tabularnewline
4 & -0.223248 & -1.7293 & 0.044452 \tabularnewline
5 & -0.181824 & -1.4084 & 0.082087 \tabularnewline
6 & -0.198739 & -1.5394 & 0.064479 \tabularnewline
7 & -0.072114 & -0.5586 & 0.289258 \tabularnewline
8 & 0.051943 & 0.4024 & 0.344427 \tabularnewline
9 & 0.048834 & 0.3783 & 0.353284 \tabularnewline
10 & -0.076874 & -0.5955 & 0.276887 \tabularnewline
11 & 0.149476 & 1.1578 & 0.12576 \tabularnewline
12 & 0.602391 & 4.6661 & 9e-06 \tabularnewline
13 & -0.479722 & -3.7159 & 0.000223 \tabularnewline
14 & -0.111196 & -0.8613 & 0.196245 \tabularnewline
15 & -0.051653 & -0.4001 & 0.345252 \tabularnewline
16 & 0.060066 & 0.4653 & 0.321713 \tabularnewline
17 & 0.063751 & 0.4938 & 0.311621 \tabularnewline
18 & -0.030578 & -0.2369 & 0.406787 \tabularnewline
19 & -0.014323 & -0.1109 & 0.456014 \tabularnewline
20 & 0.007428 & 0.0575 & 0.477155 \tabularnewline
21 & 0.060195 & 0.4663 & 0.321357 \tabularnewline
22 & 0.124322 & 0.963 & 0.169708 \tabularnewline
23 & 0.091495 & 0.7087 & 0.240622 \tabularnewline
24 & -0.061442 & -0.4759 & 0.317926 \tabularnewline
25 & 0.010708 & 0.0829 & 0.467086 \tabularnewline
26 & -0.003474 & -0.0269 & 0.489312 \tabularnewline
27 & -0.092755 & -0.7185 & 0.237627 \tabularnewline
28 & 0.079741 & 0.6177 & 0.269565 \tabularnewline
29 & -0.035073 & -0.2717 & 0.393404 \tabularnewline
30 & 0.033133 & 0.2566 & 0.399164 \tabularnewline
31 & 0.040653 & 0.3149 & 0.376966 \tabularnewline
32 & -0.123179 & -0.9541 & 0.17192 \tabularnewline
33 & -0.025995 & -0.2014 & 0.42055 \tabularnewline
34 & -0.061093 & -0.4732 & 0.318885 \tabularnewline
35 & -0.167642 & -1.2985 & 0.099534 \tabularnewline
36 & -0.133358 & -1.033 & 0.152878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29240&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]0.458592[/C][C]3.5522[/C][C]0.000375[/C][/ROW]
[ROW][C]2[/C][C]0.000113[/C][C]9e-04[/C][C]0.499652[/C][/ROW]
[ROW][C]3[/C][C]0.008593[/C][C]0.0666[/C][C]0.473576[/C][/ROW]
[ROW][C]4[/C][C]-0.223248[/C][C]-1.7293[/C][C]0.044452[/C][/ROW]
[ROW][C]5[/C][C]-0.181824[/C][C]-1.4084[/C][C]0.082087[/C][/ROW]
[ROW][C]6[/C][C]-0.198739[/C][C]-1.5394[/C][C]0.064479[/C][/ROW]
[ROW][C]7[/C][C]-0.072114[/C][C]-0.5586[/C][C]0.289258[/C][/ROW]
[ROW][C]8[/C][C]0.051943[/C][C]0.4024[/C][C]0.344427[/C][/ROW]
[ROW][C]9[/C][C]0.048834[/C][C]0.3783[/C][C]0.353284[/C][/ROW]
[ROW][C]10[/C][C]-0.076874[/C][C]-0.5955[/C][C]0.276887[/C][/ROW]
[ROW][C]11[/C][C]0.149476[/C][C]1.1578[/C][C]0.12576[/C][/ROW]
[ROW][C]12[/C][C]0.602391[/C][C]4.6661[/C][C]9e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.479722[/C][C]-3.7159[/C][C]0.000223[/C][/ROW]
[ROW][C]14[/C][C]-0.111196[/C][C]-0.8613[/C][C]0.196245[/C][/ROW]
[ROW][C]15[/C][C]-0.051653[/C][C]-0.4001[/C][C]0.345252[/C][/ROW]
[ROW][C]16[/C][C]0.060066[/C][C]0.4653[/C][C]0.321713[/C][/ROW]
[ROW][C]17[/C][C]0.063751[/C][C]0.4938[/C][C]0.311621[/C][/ROW]
[ROW][C]18[/C][C]-0.030578[/C][C]-0.2369[/C][C]0.406787[/C][/ROW]
[ROW][C]19[/C][C]-0.014323[/C][C]-0.1109[/C][C]0.456014[/C][/ROW]
[ROW][C]20[/C][C]0.007428[/C][C]0.0575[/C][C]0.477155[/C][/ROW]
[ROW][C]21[/C][C]0.060195[/C][C]0.4663[/C][C]0.321357[/C][/ROW]
[ROW][C]22[/C][C]0.124322[/C][C]0.963[/C][C]0.169708[/C][/ROW]
[ROW][C]23[/C][C]0.091495[/C][C]0.7087[/C][C]0.240622[/C][/ROW]
[ROW][C]24[/C][C]-0.061442[/C][C]-0.4759[/C][C]0.317926[/C][/ROW]
[ROW][C]25[/C][C]0.010708[/C][C]0.0829[/C][C]0.467086[/C][/ROW]
[ROW][C]26[/C][C]-0.003474[/C][C]-0.0269[/C][C]0.489312[/C][/ROW]
[ROW][C]27[/C][C]-0.092755[/C][C]-0.7185[/C][C]0.237627[/C][/ROW]
[ROW][C]28[/C][C]0.079741[/C][C]0.6177[/C][C]0.269565[/C][/ROW]
[ROW][C]29[/C][C]-0.035073[/C][C]-0.2717[/C][C]0.393404[/C][/ROW]
[ROW][C]30[/C][C]0.033133[/C][C]0.2566[/C][C]0.399164[/C][/ROW]
[ROW][C]31[/C][C]0.040653[/C][C]0.3149[/C][C]0.376966[/C][/ROW]
[ROW][C]32[/C][C]-0.123179[/C][C]-0.9541[/C][C]0.17192[/C][/ROW]
[ROW][C]33[/C][C]-0.025995[/C][C]-0.2014[/C][C]0.42055[/C][/ROW]
[ROW][C]34[/C][C]-0.061093[/C][C]-0.4732[/C][C]0.318885[/C][/ROW]
[ROW][C]35[/C][C]-0.167642[/C][C]-1.2985[/C][C]0.099534[/C][/ROW]
[ROW][C]36[/C][C]-0.133358[/C][C]-1.033[/C][C]0.152878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29240&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29240&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4585923.55220.000375
20.0001139e-040.499652
30.0085930.06660.473576
4-0.223248-1.72930.044452
5-0.181824-1.40840.082087
6-0.198739-1.53940.064479
7-0.072114-0.55860.289258
80.0519430.40240.344427
90.0488340.37830.353284
10-0.076874-0.59550.276887
110.1494761.15780.12576
120.6023914.66619e-06
13-0.479722-3.71590.000223
14-0.111196-0.86130.196245
15-0.051653-0.40010.345252
160.0600660.46530.321713
170.0637510.49380.311621
18-0.030578-0.23690.406787
19-0.014323-0.11090.456014
200.0074280.05750.477155
210.0601950.46630.321357
220.1243220.9630.169708
230.0914950.70870.240622
24-0.061442-0.47590.317926
250.0107080.08290.467086
26-0.003474-0.02690.489312
27-0.092755-0.71850.237627
280.0797410.61770.269565
29-0.035073-0.27170.393404
300.0331330.25660.399164
310.0406530.31490.376966
32-0.123179-0.95410.17192
33-0.025995-0.20140.42055
34-0.061093-0.47320.318885
35-0.167642-1.29850.099534
36-0.133358-1.0330.152878



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')