FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationMon, 15 Dec 2008 02:55:17 -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/15/t12293349817rgbdoqz25fddmj.htm/, Retrieved Wed, 15 May 2024 08:09:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33637, Retrieved Wed, 15 May 2024 08:09:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact262

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  [Variance Reduction Matrix] [] [2008-11-30 18:13:06] [b745fd448f60064800b631a75a630267]
F RM D    [Standard Deviation-Mean Plot] [SMP Q1] [2008-12-07 13:12:10] [e5d91604aae608e98a8ea24759233f66]
F RM        [Variance Reduction Matrix] [VRM Q1] [2008-12-07 13:13:31] [e5d91604aae608e98a8ea24759233f66]
F RMP         [(Partial) Autocorrelation Function] [ACF Q2] [2008-12-07 13:20:49] [e5d91604aae608e98a8ea24759233f66]
-   P             [(Partial) Autocorrelation Function] [Verbetering works...] [2008-12-15 09:55:17] [e4cb5a8878d0401c2e8d19a1768b515b] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19
23
22
23
25
25
23
22
21
16
21
21
26
23
22
22
22
12
20
18
23
25
28
28
29
31
33
32
33
35
33
36
30
34
34
35
33
28
27
23
23
24
24
20
16
6
2
12
19
21
22
20
21
20
19
17
17
17
16
12
11
7
2
9
11
10
7
9
15
5
14
14
17
19
17
16
14
20
16
18
18
14
13
14
14
17
18
15
9
9
9
10
6
12
11
15
19
18
15
16
14
18
18
18
18
22
21
12
19
21
19
22
22
21
19
18
18
19
12
16

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=33637&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=33637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33637&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
1-0.179891-1.96240.026026
20.0696120.75940.224563
3-0.086235-0.94070.17438
4-0.055653-0.60710.272469
5-0.085561-0.93340.176261
60.0270650.29520.384161
70.0890870.97180.166556
80.0305030.33270.369955
90.0036280.03960.48425
10-0.035916-0.39180.347953
11-0.078572-0.85710.19655
12-0.128894-1.40610.081155
130.0073380.080.468167
14-0.059765-0.6520.257842
150.0735650.80250.211933
160.0120390.13130.447869
17-0.063582-0.69360.244645
18-0.05824-0.63530.263218
190.0453120.49430.311004
20-0.030714-0.3350.36909
210.0126270.13770.445338
22-0.007217-0.07870.46869
230.1467261.60060.05606
24-0.045677-0.49830.309604
25-0.045353-0.49470.310846
260.0782030.85310.197661
27-0.103077-1.12440.131545
280.0606410.66150.254782
290.1101671.20180.115916
300.0456710.49820.309626
31-0.073147-0.79790.213249
320.0217380.23710.406482
33-0.115055-1.25510.10595
34-0.101643-1.10880.134878
35-0.03695-0.40310.343807
36-0.020807-0.2270.410414

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.179891 & -1.9624 & 0.026026 \tabularnewline
2 & 0.069612 & 0.7594 & 0.224563 \tabularnewline
3 & -0.086235 & -0.9407 & 0.17438 \tabularnewline
4 & -0.055653 & -0.6071 & 0.272469 \tabularnewline
5 & -0.085561 & -0.9334 & 0.176261 \tabularnewline
6 & 0.027065 & 0.2952 & 0.384161 \tabularnewline
7 & 0.089087 & 0.9718 & 0.166556 \tabularnewline
8 & 0.030503 & 0.3327 & 0.369955 \tabularnewline
9 & 0.003628 & 0.0396 & 0.48425 \tabularnewline
10 & -0.035916 & -0.3918 & 0.347953 \tabularnewline
11 & -0.078572 & -0.8571 & 0.19655 \tabularnewline
12 & -0.128894 & -1.4061 & 0.081155 \tabularnewline
13 & 0.007338 & 0.08 & 0.468167 \tabularnewline
14 & -0.059765 & -0.652 & 0.257842 \tabularnewline
15 & 0.073565 & 0.8025 & 0.211933 \tabularnewline
16 & 0.012039 & 0.1313 & 0.447869 \tabularnewline
17 & -0.063582 & -0.6936 & 0.244645 \tabularnewline
18 & -0.05824 & -0.6353 & 0.263218 \tabularnewline
19 & 0.045312 & 0.4943 & 0.311004 \tabularnewline
20 & -0.030714 & -0.335 & 0.36909 \tabularnewline
21 & 0.012627 & 0.1377 & 0.445338 \tabularnewline
22 & -0.007217 & -0.0787 & 0.46869 \tabularnewline
23 & 0.146726 & 1.6006 & 0.05606 \tabularnewline
24 & -0.045677 & -0.4983 & 0.309604 \tabularnewline
25 & -0.045353 & -0.4947 & 0.310846 \tabularnewline
26 & 0.078203 & 0.8531 & 0.197661 \tabularnewline
27 & -0.103077 & -1.1244 & 0.131545 \tabularnewline
28 & 0.060641 & 0.6615 & 0.254782 \tabularnewline
29 & 0.110167 & 1.2018 & 0.115916 \tabularnewline
30 & 0.045671 & 0.4982 & 0.309626 \tabularnewline
31 & -0.073147 & -0.7979 & 0.213249 \tabularnewline
32 & 0.021738 & 0.2371 & 0.406482 \tabularnewline
33 & -0.115055 & -1.2551 & 0.10595 \tabularnewline
34 & -0.101643 & -1.1088 & 0.134878 \tabularnewline
35 & -0.03695 & -0.4031 & 0.343807 \tabularnewline
36 & -0.020807 & -0.227 & 0.410414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33637&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]-0.179891[/C][C]-1.9624[/C][C]0.026026[/C][/ROW]
[ROW][C]2[/C][C]0.069612[/C][C]0.7594[/C][C]0.224563[/C][/ROW]
[ROW][C]3[/C][C]-0.086235[/C][C]-0.9407[/C][C]0.17438[/C][/ROW]
[ROW][C]4[/C][C]-0.055653[/C][C]-0.6071[/C][C]0.272469[/C][/ROW]
[ROW][C]5[/C][C]-0.085561[/C][C]-0.9334[/C][C]0.176261[/C][/ROW]
[ROW][C]6[/C][C]0.027065[/C][C]0.2952[/C][C]0.384161[/C][/ROW]
[ROW][C]7[/C][C]0.089087[/C][C]0.9718[/C][C]0.166556[/C][/ROW]
[ROW][C]8[/C][C]0.030503[/C][C]0.3327[/C][C]0.369955[/C][/ROW]
[ROW][C]9[/C][C]0.003628[/C][C]0.0396[/C][C]0.48425[/C][/ROW]
[ROW][C]10[/C][C]-0.035916[/C][C]-0.3918[/C][C]0.347953[/C][/ROW]
[ROW][C]11[/C][C]-0.078572[/C][C]-0.8571[/C][C]0.19655[/C][/ROW]
[ROW][C]12[/C][C]-0.128894[/C][C]-1.4061[/C][C]0.081155[/C][/ROW]
[ROW][C]13[/C][C]0.007338[/C][C]0.08[/C][C]0.468167[/C][/ROW]
[ROW][C]14[/C][C]-0.059765[/C][C]-0.652[/C][C]0.257842[/C][/ROW]
[ROW][C]15[/C][C]0.073565[/C][C]0.8025[/C][C]0.211933[/C][/ROW]
[ROW][C]16[/C][C]0.012039[/C][C]0.1313[/C][C]0.447869[/C][/ROW]
[ROW][C]17[/C][C]-0.063582[/C][C]-0.6936[/C][C]0.244645[/C][/ROW]
[ROW][C]18[/C][C]-0.05824[/C][C]-0.6353[/C][C]0.263218[/C][/ROW]
[ROW][C]19[/C][C]0.045312[/C][C]0.4943[/C][C]0.311004[/C][/ROW]
[ROW][C]20[/C][C]-0.030714[/C][C]-0.335[/C][C]0.36909[/C][/ROW]
[ROW][C]21[/C][C]0.012627[/C][C]0.1377[/C][C]0.445338[/C][/ROW]
[ROW][C]22[/C][C]-0.007217[/C][C]-0.0787[/C][C]0.46869[/C][/ROW]
[ROW][C]23[/C][C]0.146726[/C][C]1.6006[/C][C]0.05606[/C][/ROW]
[ROW][C]24[/C][C]-0.045677[/C][C]-0.4983[/C][C]0.309604[/C][/ROW]
[ROW][C]25[/C][C]-0.045353[/C][C]-0.4947[/C][C]0.310846[/C][/ROW]
[ROW][C]26[/C][C]0.078203[/C][C]0.8531[/C][C]0.197661[/C][/ROW]
[ROW][C]27[/C][C]-0.103077[/C][C]-1.1244[/C][C]0.131545[/C][/ROW]
[ROW][C]28[/C][C]0.060641[/C][C]0.6615[/C][C]0.254782[/C][/ROW]
[ROW][C]29[/C][C]0.110167[/C][C]1.2018[/C][C]0.115916[/C][/ROW]
[ROW][C]30[/C][C]0.045671[/C][C]0.4982[/C][C]0.309626[/C][/ROW]
[ROW][C]31[/C][C]-0.073147[/C][C]-0.7979[/C][C]0.213249[/C][/ROW]
[ROW][C]32[/C][C]0.021738[/C][C]0.2371[/C][C]0.406482[/C][/ROW]
[ROW][C]33[/C][C]-0.115055[/C][C]-1.2551[/C][C]0.10595[/C][/ROW]
[ROW][C]34[/C][C]-0.101643[/C][C]-1.1088[/C][C]0.134878[/C][/ROW]
[ROW][C]35[/C][C]-0.03695[/C][C]-0.4031[/C][C]0.343807[/C][/ROW]
[ROW][C]36[/C][C]-0.020807[/C][C]-0.227[/C][C]0.410414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33637&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
1-0.179891-1.96240.026026
20.0696120.75940.224563
3-0.086235-0.94070.17438
4-0.055653-0.60710.272469
5-0.085561-0.93340.176261
60.0270650.29520.384161
70.0890870.97180.166556
80.0305030.33270.369955
90.0036280.03960.48425
10-0.035916-0.39180.347953
11-0.078572-0.85710.19655
12-0.128894-1.40610.081155
130.0073380.080.468167
14-0.059765-0.6520.257842
150.0735650.80250.211933
160.0120390.13130.447869
17-0.063582-0.69360.244645
18-0.05824-0.63530.263218
190.0453120.49430.311004
20-0.030714-0.3350.36909
210.0126270.13770.445338
22-0.007217-0.07870.46869
230.1467261.60060.05606
24-0.045677-0.49830.309604
25-0.045353-0.49470.310846
260.0782030.85310.197661
27-0.103077-1.12440.131545
280.0606410.66150.254782
290.1101671.20180.115916
300.0456710.49820.309626
31-0.073147-0.79790.213249
320.0217380.23710.406482
33-0.115055-1.25510.10595
34-0.101643-1.10880.134878
35-0.03695-0.40310.343807
36-0.020807-0.2270.410414






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.179891-1.96240.026026
20.0384970.420.337637
3-0.069622-0.75950.224533
4-0.088093-0.9610.169255
5-0.107806-1.1760.120966
6-0.007121-0.07770.469107
70.0936221.02130.154594
80.0440270.48030.315954
9-0.004082-0.04450.482278
10-0.033517-0.36560.357646
11-0.072479-0.79070.21536
12-0.140665-1.53450.063784
13-0.042288-0.46130.322709
14-0.089213-0.97320.166216
150.0026530.02890.48848
16-0.003376-0.03680.485342
17-0.100906-1.10080.136611
18-0.086825-0.94710.172742
190.0499080.54440.293582
20-0.000416-0.00450.498192
21-0.0174-0.18980.424888
22-0.052554-0.57330.283763
230.1135981.23920.108854
240.0030140.03290.486914
25-0.0849-0.92620.178121
260.0574820.62710.265912
27-0.064968-0.70870.239944
280.0166160.18130.428237
290.1211191.32130.094476
300.0458520.50020.308934
31-0.074871-0.81670.207853
320.0111770.12190.451582
33-0.072542-0.79130.215159
34-0.138574-1.51170.066635
35-0.077951-0.85030.19842
36-0.094343-1.02920.152747

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.179891 & -1.9624 & 0.026026 \tabularnewline
2 & 0.038497 & 0.42 & 0.337637 \tabularnewline
3 & -0.069622 & -0.7595 & 0.224533 \tabularnewline
4 & -0.088093 & -0.961 & 0.169255 \tabularnewline
5 & -0.107806 & -1.176 & 0.120966 \tabularnewline
6 & -0.007121 & -0.0777 & 0.469107 \tabularnewline
7 & 0.093622 & 1.0213 & 0.154594 \tabularnewline
8 & 0.044027 & 0.4803 & 0.315954 \tabularnewline
9 & -0.004082 & -0.0445 & 0.482278 \tabularnewline
10 & -0.033517 & -0.3656 & 0.357646 \tabularnewline
11 & -0.072479 & -0.7907 & 0.21536 \tabularnewline
12 & -0.140665 & -1.5345 & 0.063784 \tabularnewline
13 & -0.042288 & -0.4613 & 0.322709 \tabularnewline
14 & -0.089213 & -0.9732 & 0.166216 \tabularnewline
15 & 0.002653 & 0.0289 & 0.48848 \tabularnewline
16 & -0.003376 & -0.0368 & 0.485342 \tabularnewline
17 & -0.100906 & -1.1008 & 0.136611 \tabularnewline
18 & -0.086825 & -0.9471 & 0.172742 \tabularnewline
19 & 0.049908 & 0.5444 & 0.293582 \tabularnewline
20 & -0.000416 & -0.0045 & 0.498192 \tabularnewline
21 & -0.0174 & -0.1898 & 0.424888 \tabularnewline
22 & -0.052554 & -0.5733 & 0.283763 \tabularnewline
23 & 0.113598 & 1.2392 & 0.108854 \tabularnewline
24 & 0.003014 & 0.0329 & 0.486914 \tabularnewline
25 & -0.0849 & -0.9262 & 0.178121 \tabularnewline
26 & 0.057482 & 0.6271 & 0.265912 \tabularnewline
27 & -0.064968 & -0.7087 & 0.239944 \tabularnewline
28 & 0.016616 & 0.1813 & 0.428237 \tabularnewline
29 & 0.121119 & 1.3213 & 0.094476 \tabularnewline
30 & 0.045852 & 0.5002 & 0.308934 \tabularnewline
31 & -0.074871 & -0.8167 & 0.207853 \tabularnewline
32 & 0.011177 & 0.1219 & 0.451582 \tabularnewline
33 & -0.072542 & -0.7913 & 0.215159 \tabularnewline
34 & -0.138574 & -1.5117 & 0.066635 \tabularnewline
35 & -0.077951 & -0.8503 & 0.19842 \tabularnewline
36 & -0.094343 & -1.0292 & 0.152747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33637&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]-0.179891[/C][C]-1.9624[/C][C]0.026026[/C][/ROW]
[ROW][C]2[/C][C]0.038497[/C][C]0.42[/C][C]0.337637[/C][/ROW]
[ROW][C]3[/C][C]-0.069622[/C][C]-0.7595[/C][C]0.224533[/C][/ROW]
[ROW][C]4[/C][C]-0.088093[/C][C]-0.961[/C][C]0.169255[/C][/ROW]
[ROW][C]5[/C][C]-0.107806[/C][C]-1.176[/C][C]0.120966[/C][/ROW]
[ROW][C]6[/C][C]-0.007121[/C][C]-0.0777[/C][C]0.469107[/C][/ROW]
[ROW][C]7[/C][C]0.093622[/C][C]1.0213[/C][C]0.154594[/C][/ROW]
[ROW][C]8[/C][C]0.044027[/C][C]0.4803[/C][C]0.315954[/C][/ROW]
[ROW][C]9[/C][C]-0.004082[/C][C]-0.0445[/C][C]0.482278[/C][/ROW]
[ROW][C]10[/C][C]-0.033517[/C][C]-0.3656[/C][C]0.357646[/C][/ROW]
[ROW][C]11[/C][C]-0.072479[/C][C]-0.7907[/C][C]0.21536[/C][/ROW]
[ROW][C]12[/C][C]-0.140665[/C][C]-1.5345[/C][C]0.063784[/C][/ROW]
[ROW][C]13[/C][C]-0.042288[/C][C]-0.4613[/C][C]0.322709[/C][/ROW]
[ROW][C]14[/C][C]-0.089213[/C][C]-0.9732[/C][C]0.166216[/C][/ROW]
[ROW][C]15[/C][C]0.002653[/C][C]0.0289[/C][C]0.48848[/C][/ROW]
[ROW][C]16[/C][C]-0.003376[/C][C]-0.0368[/C][C]0.485342[/C][/ROW]
[ROW][C]17[/C][C]-0.100906[/C][C]-1.1008[/C][C]0.136611[/C][/ROW]
[ROW][C]18[/C][C]-0.086825[/C][C]-0.9471[/C][C]0.172742[/C][/ROW]
[ROW][C]19[/C][C]0.049908[/C][C]0.5444[/C][C]0.293582[/C][/ROW]
[ROW][C]20[/C][C]-0.000416[/C][C]-0.0045[/C][C]0.498192[/C][/ROW]
[ROW][C]21[/C][C]-0.0174[/C][C]-0.1898[/C][C]0.424888[/C][/ROW]
[ROW][C]22[/C][C]-0.052554[/C][C]-0.5733[/C][C]0.283763[/C][/ROW]
[ROW][C]23[/C][C]0.113598[/C][C]1.2392[/C][C]0.108854[/C][/ROW]
[ROW][C]24[/C][C]0.003014[/C][C]0.0329[/C][C]0.486914[/C][/ROW]
[ROW][C]25[/C][C]-0.0849[/C][C]-0.9262[/C][C]0.178121[/C][/ROW]
[ROW][C]26[/C][C]0.057482[/C][C]0.6271[/C][C]0.265912[/C][/ROW]
[ROW][C]27[/C][C]-0.064968[/C][C]-0.7087[/C][C]0.239944[/C][/ROW]
[ROW][C]28[/C][C]0.016616[/C][C]0.1813[/C][C]0.428237[/C][/ROW]
[ROW][C]29[/C][C]0.121119[/C][C]1.3213[/C][C]0.094476[/C][/ROW]
[ROW][C]30[/C][C]0.045852[/C][C]0.5002[/C][C]0.308934[/C][/ROW]
[ROW][C]31[/C][C]-0.074871[/C][C]-0.8167[/C][C]0.207853[/C][/ROW]
[ROW][C]32[/C][C]0.011177[/C][C]0.1219[/C][C]0.451582[/C][/ROW]
[ROW][C]33[/C][C]-0.072542[/C][C]-0.7913[/C][C]0.215159[/C][/ROW]
[ROW][C]34[/C][C]-0.138574[/C][C]-1.5117[/C][C]0.066635[/C][/ROW]
[ROW][C]35[/C][C]-0.077951[/C][C]-0.8503[/C][C]0.19842[/C][/ROW]
[ROW][C]36[/C][C]-0.094343[/C][C]-1.0292[/C][C]0.152747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33637&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33637&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
1-0.179891-1.96240.026026
20.0384970.420.337637
3-0.069622-0.75950.224533
4-0.088093-0.9610.169255
5-0.107806-1.1760.120966
6-0.007121-0.07770.469107
70.0936221.02130.154594
80.0440270.48030.315954
9-0.004082-0.04450.482278
10-0.033517-0.36560.357646
11-0.072479-0.79070.21536
12-0.140665-1.53450.063784
13-0.042288-0.46130.322709
14-0.089213-0.97320.166216
150.0026530.02890.48848
16-0.003376-0.03680.485342
17-0.100906-1.10080.136611
18-0.086825-0.94710.172742
190.0499080.54440.293582
20-0.000416-0.00450.498192
21-0.0174-0.18980.424888
22-0.052554-0.57330.283763
230.1135981.23920.108854
240.0030140.03290.486914
25-0.0849-0.92620.178121
260.0574820.62710.265912
27-0.064968-0.70870.239944
280.0166160.18130.428237
290.1211191.32130.094476
300.0458520.50020.308934
31-0.074871-0.81670.207853
320.0111770.12190.451582
33-0.072542-0.79130.215159
34-0.138574-1.51170.066635
35-0.077951-0.85030.19842
36-0.094343-1.02920.152747


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1.3 ; par3 = 1 ; 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')