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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 computationWed, 03 Dec 2008 08:01:26 -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/t12283165421qk4lzsavpx8e6r.htm/, Retrieved Mon, 20 May 2024 23:03:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28717, Retrieved Mon, 20 May 2024 23:03:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Standard Deviation-Mean Plot] [paper standart de...] [2008-12-03 13:08:33] [f58cc3b532da25682c394745f1a82535]
- RMPD    [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-03 15:01:26] [b09437381d488816ab9f5cf07e347c02] [Current]
-    D      [(Partial) Autocorrelation Function] [] [2008-12-03 15:17:29] [f58cc3b532da25682c394745f1a82535]
-    D      [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-03 15:17:29] [f58cc3b532da25682c394745f1a82535]
- RM D      [Spectral Analysis] [paper spectral an...] [2008-12-03 15:20:34] [f58cc3b532da25682c394745f1a82535]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97,6
96
115,9
109,1
117,3
109,8
112,8
110,7
100
113,3
122,4
112,5
104,2
92,5
117,2
109,3
106,1
118,8
105,3
106
102
112,9
116,5
114,8
100,5
85,4
114,6
109,9
100,7
115,5
100,7
99
102,3
108,8
105,9
113,2
95,7
80,9
113,9
98,1
102,8
104,7
95,9
94,6
101,6
103,9
110,3
114,1
96,8
87,4
111,4
97,4
102,9
112,7
97
95,1
96,9
98,6
111,7
109,8
89,9
87,4
104,5
98,1
102,7
105,4
97
97,4
92
101,7
112,6
106,9
92,1
86
104,7
102
103,1
106
96,1
96,2
90,7
102,3

Tables (Output of Computation)





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=28717&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=28717&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28717&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1863351.68730.04767
2-0.107503-0.97350.166588
30.0405590.36730.35718
4-0.012348-0.11180.455621
50.2962522.68270.004416
60.3974933.59950.000272
70.2662132.41070.00908
80.0247510.22410.411608
9-0.028424-0.25740.398761
10-0.206865-1.87320.032299
110.1197821.08470.140622
120.7207136.52630
130.0929710.84190.201148
14-0.134389-1.21690.113559
15-0.027003-0.24450.403717
16-0.103912-0.9410.174744
170.2087751.89050.031109
180.2647452.39740.009393
190.1412721.27930.102205
20-0.028528-0.25830.398398
21-0.10137-0.91790.18067
22-0.270156-2.44640.008284
230.0575220.52090.301925
240.4733854.28672.5e-05
250.0134520.12180.451672
26-0.124537-1.12770.131361
27-0.125643-1.13770.129269
28-0.16276-1.47390.072175
290.1003680.90890.183042
300.1093360.99010.162525
310.085240.77190.221203
32-0.053885-0.4880.313443
33-0.189202-1.71330.045219
34-0.265798-2.40690.009167
35-0.031061-0.28130.389607
360.3183662.88290.002515

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.186335 & 1.6873 & 0.04767 \tabularnewline
2 & -0.107503 & -0.9735 & 0.166588 \tabularnewline
3 & 0.040559 & 0.3673 & 0.35718 \tabularnewline
4 & -0.012348 & -0.1118 & 0.455621 \tabularnewline
5 & 0.296252 & 2.6827 & 0.004416 \tabularnewline
6 & 0.397493 & 3.5995 & 0.000272 \tabularnewline
7 & 0.266213 & 2.4107 & 0.00908 \tabularnewline
8 & 0.024751 & 0.2241 & 0.411608 \tabularnewline
9 & -0.028424 & -0.2574 & 0.398761 \tabularnewline
10 & -0.206865 & -1.8732 & 0.032299 \tabularnewline
11 & 0.119782 & 1.0847 & 0.140622 \tabularnewline
12 & 0.720713 & 6.5263 & 0 \tabularnewline
13 & 0.092971 & 0.8419 & 0.201148 \tabularnewline
14 & -0.134389 & -1.2169 & 0.113559 \tabularnewline
15 & -0.027003 & -0.2445 & 0.403717 \tabularnewline
16 & -0.103912 & -0.941 & 0.174744 \tabularnewline
17 & 0.208775 & 1.8905 & 0.031109 \tabularnewline
18 & 0.264745 & 2.3974 & 0.009393 \tabularnewline
19 & 0.141272 & 1.2793 & 0.102205 \tabularnewline
20 & -0.028528 & -0.2583 & 0.398398 \tabularnewline
21 & -0.10137 & -0.9179 & 0.18067 \tabularnewline
22 & -0.270156 & -2.4464 & 0.008284 \tabularnewline
23 & 0.057522 & 0.5209 & 0.301925 \tabularnewline
24 & 0.473385 & 4.2867 & 2.5e-05 \tabularnewline
25 & 0.013452 & 0.1218 & 0.451672 \tabularnewline
26 & -0.124537 & -1.1277 & 0.131361 \tabularnewline
27 & -0.125643 & -1.1377 & 0.129269 \tabularnewline
28 & -0.16276 & -1.4739 & 0.072175 \tabularnewline
29 & 0.100368 & 0.9089 & 0.183042 \tabularnewline
30 & 0.109336 & 0.9901 & 0.162525 \tabularnewline
31 & 0.08524 & 0.7719 & 0.221203 \tabularnewline
32 & -0.053885 & -0.488 & 0.313443 \tabularnewline
33 & -0.189202 & -1.7133 & 0.045219 \tabularnewline
34 & -0.265798 & -2.4069 & 0.009167 \tabularnewline
35 & -0.031061 & -0.2813 & 0.389607 \tabularnewline
36 & 0.318366 & 2.8829 & 0.002515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28717&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]0.186335[/C][C]1.6873[/C][C]0.04767[/C][/ROW]
[ROW][C]2[/C][C]-0.107503[/C][C]-0.9735[/C][C]0.166588[/C][/ROW]
[ROW][C]3[/C][C]0.040559[/C][C]0.3673[/C][C]0.35718[/C][/ROW]
[ROW][C]4[/C][C]-0.012348[/C][C]-0.1118[/C][C]0.455621[/C][/ROW]
[ROW][C]5[/C][C]0.296252[/C][C]2.6827[/C][C]0.004416[/C][/ROW]
[ROW][C]6[/C][C]0.397493[/C][C]3.5995[/C][C]0.000272[/C][/ROW]
[ROW][C]7[/C][C]0.266213[/C][C]2.4107[/C][C]0.00908[/C][/ROW]
[ROW][C]8[/C][C]0.024751[/C][C]0.2241[/C][C]0.411608[/C][/ROW]
[ROW][C]9[/C][C]-0.028424[/C][C]-0.2574[/C][C]0.398761[/C][/ROW]
[ROW][C]10[/C][C]-0.206865[/C][C]-1.8732[/C][C]0.032299[/C][/ROW]
[ROW][C]11[/C][C]0.119782[/C][C]1.0847[/C][C]0.140622[/C][/ROW]
[ROW][C]12[/C][C]0.720713[/C][C]6.5263[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.092971[/C][C]0.8419[/C][C]0.201148[/C][/ROW]
[ROW][C]14[/C][C]-0.134389[/C][C]-1.2169[/C][C]0.113559[/C][/ROW]
[ROW][C]15[/C][C]-0.027003[/C][C]-0.2445[/C][C]0.403717[/C][/ROW]
[ROW][C]16[/C][C]-0.103912[/C][C]-0.941[/C][C]0.174744[/C][/ROW]
[ROW][C]17[/C][C]0.208775[/C][C]1.8905[/C][C]0.031109[/C][/ROW]
[ROW][C]18[/C][C]0.264745[/C][C]2.3974[/C][C]0.009393[/C][/ROW]
[ROW][C]19[/C][C]0.141272[/C][C]1.2793[/C][C]0.102205[/C][/ROW]
[ROW][C]20[/C][C]-0.028528[/C][C]-0.2583[/C][C]0.398398[/C][/ROW]
[ROW][C]21[/C][C]-0.10137[/C][C]-0.9179[/C][C]0.18067[/C][/ROW]
[ROW][C]22[/C][C]-0.270156[/C][C]-2.4464[/C][C]0.008284[/C][/ROW]
[ROW][C]23[/C][C]0.057522[/C][C]0.5209[/C][C]0.301925[/C][/ROW]
[ROW][C]24[/C][C]0.473385[/C][C]4.2867[/C][C]2.5e-05[/C][/ROW]
[ROW][C]25[/C][C]0.013452[/C][C]0.1218[/C][C]0.451672[/C][/ROW]
[ROW][C]26[/C][C]-0.124537[/C][C]-1.1277[/C][C]0.131361[/C][/ROW]
[ROW][C]27[/C][C]-0.125643[/C][C]-1.1377[/C][C]0.129269[/C][/ROW]
[ROW][C]28[/C][C]-0.16276[/C][C]-1.4739[/C][C]0.072175[/C][/ROW]
[ROW][C]29[/C][C]0.100368[/C][C]0.9089[/C][C]0.183042[/C][/ROW]
[ROW][C]30[/C][C]0.109336[/C][C]0.9901[/C][C]0.162525[/C][/ROW]
[ROW][C]31[/C][C]0.08524[/C][C]0.7719[/C][C]0.221203[/C][/ROW]
[ROW][C]32[/C][C]-0.053885[/C][C]-0.488[/C][C]0.313443[/C][/ROW]
[ROW][C]33[/C][C]-0.189202[/C][C]-1.7133[/C][C]0.045219[/C][/ROW]
[ROW][C]34[/C][C]-0.265798[/C][C]-2.4069[/C][C]0.009167[/C][/ROW]
[ROW][C]35[/C][C]-0.031061[/C][C]-0.2813[/C][C]0.389607[/C][/ROW]
[ROW][C]36[/C][C]0.318366[/C][C]2.8829[/C][C]0.002515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28717&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28717&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
10.1863351.68730.04767
2-0.107503-0.97350.166588
30.0405590.36730.35718
4-0.012348-0.11180.455621
50.2962522.68270.004416
60.3974933.59950.000272
70.2662132.41070.00908
80.0247510.22410.411608
9-0.028424-0.25740.398761
10-0.206865-1.87320.032299
110.1197821.08470.140622
120.7207136.52630
130.0929710.84190.201148
14-0.134389-1.21690.113559
15-0.027003-0.24450.403717
16-0.103912-0.9410.174744
170.2087751.89050.031109
180.2647452.39740.009393
190.1412721.27930.102205
20-0.028528-0.25830.398398
21-0.10137-0.91790.18067
22-0.270156-2.44640.008284
230.0575220.52090.301925
240.4733854.28672.5e-05
250.0134520.12180.451672
26-0.124537-1.12770.131361
27-0.125643-1.13770.129269
28-0.16276-1.47390.072175
290.1003680.90890.183042
300.1093360.99010.162525
310.085240.77190.221203
32-0.053885-0.4880.313443
33-0.189202-1.71330.045219
34-0.265798-2.40690.009167
35-0.031061-0.28130.389607
360.3183662.88290.002515






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1863351.68730.04767
2-0.14734-1.33420.092913
30.0963620.87260.192717
4-0.061573-0.55760.28933
50.3537663.20350.000967
60.28282.56090.006137
70.3187242.88620.002491
80.0280710.25420.399991
90.0669390.60620.273042
10-0.442902-4.01076.6e-05
11-0.021416-0.19390.423354
120.5478974.96142e-06
13-0.175596-1.59010.057832
14-0.107378-0.97230.166869
15-0.000443-0.0040.498404
160.0343950.31150.378121
170.0016590.0150.494024
18-0.115478-1.04570.149386
19-0.073104-0.6620.254918
20-0.113524-1.0280.153485
210.0369870.33490.369265
22-0.043805-0.39670.34632
230.0117130.10610.457896
24-0.099863-0.90430.184242
250.0845870.7660.222948
260.0989780.89630.186362
27-0.061681-0.55850.288996
28-0.010346-0.09370.462794
29-0.10078-0.91260.182063
30-0.123279-1.11630.13377
310.0879550.79650.214031
32-0.035841-0.32460.373172
33-0.1292-1.170.122704
340.0570310.51640.30347
35-0.035483-0.32130.374396
360.1582751.43320.077795

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.186335 & 1.6873 & 0.04767 \tabularnewline
2 & -0.14734 & -1.3342 & 0.092913 \tabularnewline
3 & 0.096362 & 0.8726 & 0.192717 \tabularnewline
4 & -0.061573 & -0.5576 & 0.28933 \tabularnewline
5 & 0.353766 & 3.2035 & 0.000967 \tabularnewline
6 & 0.2828 & 2.5609 & 0.006137 \tabularnewline
7 & 0.318724 & 2.8862 & 0.002491 \tabularnewline
8 & 0.028071 & 0.2542 & 0.399991 \tabularnewline
9 & 0.066939 & 0.6062 & 0.273042 \tabularnewline
10 & -0.442902 & -4.0107 & 6.6e-05 \tabularnewline
11 & -0.021416 & -0.1939 & 0.423354 \tabularnewline
12 & 0.547897 & 4.9614 & 2e-06 \tabularnewline
13 & -0.175596 & -1.5901 & 0.057832 \tabularnewline
14 & -0.107378 & -0.9723 & 0.166869 \tabularnewline
15 & -0.000443 & -0.004 & 0.498404 \tabularnewline
16 & 0.034395 & 0.3115 & 0.378121 \tabularnewline
17 & 0.001659 & 0.015 & 0.494024 \tabularnewline
18 & -0.115478 & -1.0457 & 0.149386 \tabularnewline
19 & -0.073104 & -0.662 & 0.254918 \tabularnewline
20 & -0.113524 & -1.028 & 0.153485 \tabularnewline
21 & 0.036987 & 0.3349 & 0.369265 \tabularnewline
22 & -0.043805 & -0.3967 & 0.34632 \tabularnewline
23 & 0.011713 & 0.1061 & 0.457896 \tabularnewline
24 & -0.099863 & -0.9043 & 0.184242 \tabularnewline
25 & 0.084587 & 0.766 & 0.222948 \tabularnewline
26 & 0.098978 & 0.8963 & 0.186362 \tabularnewline
27 & -0.061681 & -0.5585 & 0.288996 \tabularnewline
28 & -0.010346 & -0.0937 & 0.462794 \tabularnewline
29 & -0.10078 & -0.9126 & 0.182063 \tabularnewline
30 & -0.123279 & -1.1163 & 0.13377 \tabularnewline
31 & 0.087955 & 0.7965 & 0.214031 \tabularnewline
32 & -0.035841 & -0.3246 & 0.373172 \tabularnewline
33 & -0.1292 & -1.17 & 0.122704 \tabularnewline
34 & 0.057031 & 0.5164 & 0.30347 \tabularnewline
35 & -0.035483 & -0.3213 & 0.374396 \tabularnewline
36 & 0.158275 & 1.4332 & 0.077795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28717&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]0.186335[/C][C]1.6873[/C][C]0.04767[/C][/ROW]
[ROW][C]2[/C][C]-0.14734[/C][C]-1.3342[/C][C]0.092913[/C][/ROW]
[ROW][C]3[/C][C]0.096362[/C][C]0.8726[/C][C]0.192717[/C][/ROW]
[ROW][C]4[/C][C]-0.061573[/C][C]-0.5576[/C][C]0.28933[/C][/ROW]
[ROW][C]5[/C][C]0.353766[/C][C]3.2035[/C][C]0.000967[/C][/ROW]
[ROW][C]6[/C][C]0.2828[/C][C]2.5609[/C][C]0.006137[/C][/ROW]
[ROW][C]7[/C][C]0.318724[/C][C]2.8862[/C][C]0.002491[/C][/ROW]
[ROW][C]8[/C][C]0.028071[/C][C]0.2542[/C][C]0.399991[/C][/ROW]
[ROW][C]9[/C][C]0.066939[/C][C]0.6062[/C][C]0.273042[/C][/ROW]
[ROW][C]10[/C][C]-0.442902[/C][C]-4.0107[/C][C]6.6e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.021416[/C][C]-0.1939[/C][C]0.423354[/C][/ROW]
[ROW][C]12[/C][C]0.547897[/C][C]4.9614[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.175596[/C][C]-1.5901[/C][C]0.057832[/C][/ROW]
[ROW][C]14[/C][C]-0.107378[/C][C]-0.9723[/C][C]0.166869[/C][/ROW]
[ROW][C]15[/C][C]-0.000443[/C][C]-0.004[/C][C]0.498404[/C][/ROW]
[ROW][C]16[/C][C]0.034395[/C][C]0.3115[/C][C]0.378121[/C][/ROW]
[ROW][C]17[/C][C]0.001659[/C][C]0.015[/C][C]0.494024[/C][/ROW]
[ROW][C]18[/C][C]-0.115478[/C][C]-1.0457[/C][C]0.149386[/C][/ROW]
[ROW][C]19[/C][C]-0.073104[/C][C]-0.662[/C][C]0.254918[/C][/ROW]
[ROW][C]20[/C][C]-0.113524[/C][C]-1.028[/C][C]0.153485[/C][/ROW]
[ROW][C]21[/C][C]0.036987[/C][C]0.3349[/C][C]0.369265[/C][/ROW]
[ROW][C]22[/C][C]-0.043805[/C][C]-0.3967[/C][C]0.34632[/C][/ROW]
[ROW][C]23[/C][C]0.011713[/C][C]0.1061[/C][C]0.457896[/C][/ROW]
[ROW][C]24[/C][C]-0.099863[/C][C]-0.9043[/C][C]0.184242[/C][/ROW]
[ROW][C]25[/C][C]0.084587[/C][C]0.766[/C][C]0.222948[/C][/ROW]
[ROW][C]26[/C][C]0.098978[/C][C]0.8963[/C][C]0.186362[/C][/ROW]
[ROW][C]27[/C][C]-0.061681[/C][C]-0.5585[/C][C]0.288996[/C][/ROW]
[ROW][C]28[/C][C]-0.010346[/C][C]-0.0937[/C][C]0.462794[/C][/ROW]
[ROW][C]29[/C][C]-0.10078[/C][C]-0.9126[/C][C]0.182063[/C][/ROW]
[ROW][C]30[/C][C]-0.123279[/C][C]-1.1163[/C][C]0.13377[/C][/ROW]
[ROW][C]31[/C][C]0.087955[/C][C]0.7965[/C][C]0.214031[/C][/ROW]
[ROW][C]32[/C][C]-0.035841[/C][C]-0.3246[/C][C]0.373172[/C][/ROW]
[ROW][C]33[/C][C]-0.1292[/C][C]-1.17[/C][C]0.122704[/C][/ROW]
[ROW][C]34[/C][C]0.057031[/C][C]0.5164[/C][C]0.30347[/C][/ROW]
[ROW][C]35[/C][C]-0.035483[/C][C]-0.3213[/C][C]0.374396[/C][/ROW]
[ROW][C]36[/C][C]0.158275[/C][C]1.4332[/C][C]0.077795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28717&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28717&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
10.1863351.68730.04767
2-0.14734-1.33420.092913
30.0963620.87260.192717
4-0.061573-0.55760.28933
50.3537663.20350.000967
60.28282.56090.006137
70.3187242.88620.002491
80.0280710.25420.399991
90.0669390.60620.273042
10-0.442902-4.01076.6e-05
11-0.021416-0.19390.423354
120.5478974.96142e-06
13-0.175596-1.59010.057832
14-0.107378-0.97230.166869
15-0.000443-0.0040.498404
160.0343950.31150.378121
170.0016590.0150.494024
18-0.115478-1.04570.149386
19-0.073104-0.6620.254918
20-0.113524-1.0280.153485
210.0369870.33490.369265
22-0.043805-0.39670.34632
230.0117130.10610.457896
24-0.099863-0.90430.184242
250.0845870.7660.222948
260.0989780.89630.186362
27-0.061681-0.55850.288996
28-0.010346-0.09370.462794
29-0.10078-0.91260.182063
30-0.123279-1.11630.13377
310.0879550.79650.214031
32-0.035841-0.32460.373172
33-0.1292-1.170.122704
340.0570310.51640.30347
35-0.035483-0.32130.374396
360.1582751.43320.077795


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 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')