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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 computationMon, 15 Dec 2008 08:22:55 -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/t1229354744cpzpshaor7rp1gd.htm/, Retrieved Wed, 15 May 2024 04:20:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33711, Retrieved Wed, 15 May 2024 04:20:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsassessement opdracht
Estimated Impact182

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Variance Reduction Matrix] [step 2 uitvoer] [2008-12-05 17:47:26] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD  [(Partial) Autocorrelation Function] [step 2 uitvoer] [2008-12-05 17:51:28] [3a9fc6d5b5e0e816787b7dbace57e7cd]
-   P       [(Partial) Autocorrelation Function] [ACF] [2008-12-15 15:22:55] [bb7e3816cefc365f4d7adcd50784b783] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2150.3
2425.7
2642.0
2291.5
2570.7
2526.6
2266.2
1981.9
2630.3
2942.6
2713.4
2437.5
2678.9
2582.0
2780.0
2512.4
2658.4
2708.7
2518.7
2018.3
2579.3
2693.5
2468.8
2122.8
2412.8
2370.6
2642.5
2634.2
2457.5
2579.1
2505.9
1903.2
2660.2
2844.1
2607.1
2356.0
2659.9
2531.4
2845.7
2654.3
2588.2
2789.6
2533.1
1846.5
2796.3
2895.6
2472.2
2584.4
2630.4
2663.1
3176.2
2856.7
2551.4
3088.7
2628.3
2226.2
3023.6
3077.9
3084.1
2990.3
2949.6
3014.7
3517.7
3121.2
3067.4
3174.6
2676.3
2424.0
3195.1
3146.6
3506.7
3528.5

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'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33711&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33711&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33711&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.37419-2.87420.002812
2-0.108021-0.82970.20502
30.3199212.45740.008477
4-0.198581-1.52530.06626
5-0.111798-0.85870.19698
60.259091.99010.02561
7-0.254707-1.95640.027576
80.0736670.56580.286823
90.2486841.91020.030488
10-0.281164-2.15970.017437
110.0950990.73050.233996
12-0.05786-0.44440.329178
13-0.107977-0.82940.205114
140.0824670.63340.264448
150.1454481.11720.134217
16-0.355478-2.73050.004163
170.3078682.36480.010675
18-0.001441-0.01110.495603
19-0.277043-2.1280.018762
200.2358441.81150.037573
21-0.048573-0.37310.355206
22-0.145475-1.11740.134173
230.2774492.13110.018628
24-0.033718-0.2590.398272
25-0.162042-1.24470.109088
260.2256991.73360.044103
27-0.122653-0.94210.174987
28-0.036032-0.27680.391462
290.0881230.67690.250561
30-0.086998-0.66820.253292
310.0076180.05850.476769
320.0663630.50970.306066
33-0.038496-0.29570.384253
34-0.10592-0.81360.209576
350.0969170.74440.229784
36-0.105105-0.80730.21136

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.37419 & -2.8742 & 0.002812 \tabularnewline
2 & -0.108021 & -0.8297 & 0.20502 \tabularnewline
3 & 0.319921 & 2.4574 & 0.008477 \tabularnewline
4 & -0.198581 & -1.5253 & 0.06626 \tabularnewline
5 & -0.111798 & -0.8587 & 0.19698 \tabularnewline
6 & 0.25909 & 1.9901 & 0.02561 \tabularnewline
7 & -0.254707 & -1.9564 & 0.027576 \tabularnewline
8 & 0.073667 & 0.5658 & 0.286823 \tabularnewline
9 & 0.248684 & 1.9102 & 0.030488 \tabularnewline
10 & -0.281164 & -2.1597 & 0.017437 \tabularnewline
11 & 0.095099 & 0.7305 & 0.233996 \tabularnewline
12 & -0.05786 & -0.4444 & 0.329178 \tabularnewline
13 & -0.107977 & -0.8294 & 0.205114 \tabularnewline
14 & 0.082467 & 0.6334 & 0.264448 \tabularnewline
15 & 0.145448 & 1.1172 & 0.134217 \tabularnewline
16 & -0.355478 & -2.7305 & 0.004163 \tabularnewline
17 & 0.307868 & 2.3648 & 0.010675 \tabularnewline
18 & -0.001441 & -0.0111 & 0.495603 \tabularnewline
19 & -0.277043 & -2.128 & 0.018762 \tabularnewline
20 & 0.235844 & 1.8115 & 0.037573 \tabularnewline
21 & -0.048573 & -0.3731 & 0.355206 \tabularnewline
22 & -0.145475 & -1.1174 & 0.134173 \tabularnewline
23 & 0.277449 & 2.1311 & 0.018628 \tabularnewline
24 & -0.033718 & -0.259 & 0.398272 \tabularnewline
25 & -0.162042 & -1.2447 & 0.109088 \tabularnewline
26 & 0.225699 & 1.7336 & 0.044103 \tabularnewline
27 & -0.122653 & -0.9421 & 0.174987 \tabularnewline
28 & -0.036032 & -0.2768 & 0.391462 \tabularnewline
29 & 0.088123 & 0.6769 & 0.250561 \tabularnewline
30 & -0.086998 & -0.6682 & 0.253292 \tabularnewline
31 & 0.007618 & 0.0585 & 0.476769 \tabularnewline
32 & 0.066363 & 0.5097 & 0.306066 \tabularnewline
33 & -0.038496 & -0.2957 & 0.384253 \tabularnewline
34 & -0.10592 & -0.8136 & 0.209576 \tabularnewline
35 & 0.096917 & 0.7444 & 0.229784 \tabularnewline
36 & -0.105105 & -0.8073 & 0.21136 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33711&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]-0.37419[/C][C]-2.8742[/C][C]0.002812[/C][/ROW]
[ROW][C]2[/C][C]-0.108021[/C][C]-0.8297[/C][C]0.20502[/C][/ROW]
[ROW][C]3[/C][C]0.319921[/C][C]2.4574[/C][C]0.008477[/C][/ROW]
[ROW][C]4[/C][C]-0.198581[/C][C]-1.5253[/C][C]0.06626[/C][/ROW]
[ROW][C]5[/C][C]-0.111798[/C][C]-0.8587[/C][C]0.19698[/C][/ROW]
[ROW][C]6[/C][C]0.25909[/C][C]1.9901[/C][C]0.02561[/C][/ROW]
[ROW][C]7[/C][C]-0.254707[/C][C]-1.9564[/C][C]0.027576[/C][/ROW]
[ROW][C]8[/C][C]0.073667[/C][C]0.5658[/C][C]0.286823[/C][/ROW]
[ROW][C]9[/C][C]0.248684[/C][C]1.9102[/C][C]0.030488[/C][/ROW]
[ROW][C]10[/C][C]-0.281164[/C][C]-2.1597[/C][C]0.017437[/C][/ROW]
[ROW][C]11[/C][C]0.095099[/C][C]0.7305[/C][C]0.233996[/C][/ROW]
[ROW][C]12[/C][C]-0.05786[/C][C]-0.4444[/C][C]0.329178[/C][/ROW]
[ROW][C]13[/C][C]-0.107977[/C][C]-0.8294[/C][C]0.205114[/C][/ROW]
[ROW][C]14[/C][C]0.082467[/C][C]0.6334[/C][C]0.264448[/C][/ROW]
[ROW][C]15[/C][C]0.145448[/C][C]1.1172[/C][C]0.134217[/C][/ROW]
[ROW][C]16[/C][C]-0.355478[/C][C]-2.7305[/C][C]0.004163[/C][/ROW]
[ROW][C]17[/C][C]0.307868[/C][C]2.3648[/C][C]0.010675[/C][/ROW]
[ROW][C]18[/C][C]-0.001441[/C][C]-0.0111[/C][C]0.495603[/C][/ROW]
[ROW][C]19[/C][C]-0.277043[/C][C]-2.128[/C][C]0.018762[/C][/ROW]
[ROW][C]20[/C][C]0.235844[/C][C]1.8115[/C][C]0.037573[/C][/ROW]
[ROW][C]21[/C][C]-0.048573[/C][C]-0.3731[/C][C]0.355206[/C][/ROW]
[ROW][C]22[/C][C]-0.145475[/C][C]-1.1174[/C][C]0.134173[/C][/ROW]
[ROW][C]23[/C][C]0.277449[/C][C]2.1311[/C][C]0.018628[/C][/ROW]
[ROW][C]24[/C][C]-0.033718[/C][C]-0.259[/C][C]0.398272[/C][/ROW]
[ROW][C]25[/C][C]-0.162042[/C][C]-1.2447[/C][C]0.109088[/C][/ROW]
[ROW][C]26[/C][C]0.225699[/C][C]1.7336[/C][C]0.044103[/C][/ROW]
[ROW][C]27[/C][C]-0.122653[/C][C]-0.9421[/C][C]0.174987[/C][/ROW]
[ROW][C]28[/C][C]-0.036032[/C][C]-0.2768[/C][C]0.391462[/C][/ROW]
[ROW][C]29[/C][C]0.088123[/C][C]0.6769[/C][C]0.250561[/C][/ROW]
[ROW][C]30[/C][C]-0.086998[/C][C]-0.6682[/C][C]0.253292[/C][/ROW]
[ROW][C]31[/C][C]0.007618[/C][C]0.0585[/C][C]0.476769[/C][/ROW]
[ROW][C]32[/C][C]0.066363[/C][C]0.5097[/C][C]0.306066[/C][/ROW]
[ROW][C]33[/C][C]-0.038496[/C][C]-0.2957[/C][C]0.384253[/C][/ROW]
[ROW][C]34[/C][C]-0.10592[/C][C]-0.8136[/C][C]0.209576[/C][/ROW]
[ROW][C]35[/C][C]0.096917[/C][C]0.7444[/C][C]0.229784[/C][/ROW]
[ROW][C]36[/C][C]-0.105105[/C][C]-0.8073[/C][C]0.21136[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33711&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33711&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
1-0.37419-2.87420.002812
2-0.108021-0.82970.20502
30.3199212.45740.008477
4-0.198581-1.52530.06626
5-0.111798-0.85870.19698
60.259091.99010.02561
7-0.254707-1.95640.027576
80.0736670.56580.286823
90.2486841.91020.030488
10-0.281164-2.15970.017437
110.0950990.73050.233996
12-0.05786-0.44440.329178
13-0.107977-0.82940.205114
140.0824670.63340.264448
150.1454481.11720.134217
16-0.355478-2.73050.004163
170.3078682.36480.010675
18-0.001441-0.01110.495603
19-0.277043-2.1280.018762
200.2358441.81150.037573
21-0.048573-0.37310.355206
22-0.145475-1.11740.134173
230.2774492.13110.018628
24-0.033718-0.2590.398272
25-0.162042-1.24470.109088
260.2256991.73360.044103
27-0.122653-0.94210.174987
28-0.036032-0.27680.391462
290.0881230.67690.250561
30-0.086998-0.66820.253292
310.0076180.05850.476769
320.0663630.50970.306066
33-0.038496-0.29570.384253
34-0.10592-0.81360.209576
350.0969170.74440.229784
36-0.105105-0.80730.21136






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.37419-2.87420.002812
2-0.288423-2.21540.015302
30.2028271.55790.062298
4-0.010258-0.07880.468733
5-0.153839-1.18170.121041
60.0811710.62350.267684
7-0.133202-1.02310.155208
80.0312140.23980.405674
90.2082991.60.057473
10-0.041794-0.3210.374663
11-0.001491-0.01150.495449
12-0.26899-2.06610.021607
13-0.084081-0.64580.260445
14-0.009034-0.06940.472456
150.2442051.87580.032818
16-0.221283-1.69970.047226
170.0107080.08220.467364
180.0005720.00440.498254
19-0.113303-0.87030.193832
200.0941430.72310.236229
210.0088460.06790.473028
220.0189330.14540.442436
230.0492310.37810.353339
240.0645170.49560.311021
250.0764760.58740.279581
26-0.050759-0.38990.349011
270.0554910.42620.335743
28-0.044375-0.34080.367214
290.0016450.01260.494981
30-0.030122-0.23140.408913
31-0.000294-0.00230.499102
32-0.135-1.0370.151995
330.1019110.78280.218439
34-0.110086-0.84560.200601
35-0.043302-0.33260.370303
36-0.007432-0.05710.477333

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.37419 & -2.8742 & 0.002812 \tabularnewline
2 & -0.288423 & -2.2154 & 0.015302 \tabularnewline
3 & 0.202827 & 1.5579 & 0.062298 \tabularnewline
4 & -0.010258 & -0.0788 & 0.468733 \tabularnewline
5 & -0.153839 & -1.1817 & 0.121041 \tabularnewline
6 & 0.081171 & 0.6235 & 0.267684 \tabularnewline
7 & -0.133202 & -1.0231 & 0.155208 \tabularnewline
8 & 0.031214 & 0.2398 & 0.405674 \tabularnewline
9 & 0.208299 & 1.6 & 0.057473 \tabularnewline
10 & -0.041794 & -0.321 & 0.374663 \tabularnewline
11 & -0.001491 & -0.0115 & 0.495449 \tabularnewline
12 & -0.26899 & -2.0661 & 0.021607 \tabularnewline
13 & -0.084081 & -0.6458 & 0.260445 \tabularnewline
14 & -0.009034 & -0.0694 & 0.472456 \tabularnewline
15 & 0.244205 & 1.8758 & 0.032818 \tabularnewline
16 & -0.221283 & -1.6997 & 0.047226 \tabularnewline
17 & 0.010708 & 0.0822 & 0.467364 \tabularnewline
18 & 0.000572 & 0.0044 & 0.498254 \tabularnewline
19 & -0.113303 & -0.8703 & 0.193832 \tabularnewline
20 & 0.094143 & 0.7231 & 0.236229 \tabularnewline
21 & 0.008846 & 0.0679 & 0.473028 \tabularnewline
22 & 0.018933 & 0.1454 & 0.442436 \tabularnewline
23 & 0.049231 & 0.3781 & 0.353339 \tabularnewline
24 & 0.064517 & 0.4956 & 0.311021 \tabularnewline
25 & 0.076476 & 0.5874 & 0.279581 \tabularnewline
26 & -0.050759 & -0.3899 & 0.349011 \tabularnewline
27 & 0.055491 & 0.4262 & 0.335743 \tabularnewline
28 & -0.044375 & -0.3408 & 0.367214 \tabularnewline
29 & 0.001645 & 0.0126 & 0.494981 \tabularnewline
30 & -0.030122 & -0.2314 & 0.408913 \tabularnewline
31 & -0.000294 & -0.0023 & 0.499102 \tabularnewline
32 & -0.135 & -1.037 & 0.151995 \tabularnewline
33 & 0.101911 & 0.7828 & 0.218439 \tabularnewline
34 & -0.110086 & -0.8456 & 0.200601 \tabularnewline
35 & -0.043302 & -0.3326 & 0.370303 \tabularnewline
36 & -0.007432 & -0.0571 & 0.477333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33711&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]-0.37419[/C][C]-2.8742[/C][C]0.002812[/C][/ROW]
[ROW][C]2[/C][C]-0.288423[/C][C]-2.2154[/C][C]0.015302[/C][/ROW]
[ROW][C]3[/C][C]0.202827[/C][C]1.5579[/C][C]0.062298[/C][/ROW]
[ROW][C]4[/C][C]-0.010258[/C][C]-0.0788[/C][C]0.468733[/C][/ROW]
[ROW][C]5[/C][C]-0.153839[/C][C]-1.1817[/C][C]0.121041[/C][/ROW]
[ROW][C]6[/C][C]0.081171[/C][C]0.6235[/C][C]0.267684[/C][/ROW]
[ROW][C]7[/C][C]-0.133202[/C][C]-1.0231[/C][C]0.155208[/C][/ROW]
[ROW][C]8[/C][C]0.031214[/C][C]0.2398[/C][C]0.405674[/C][/ROW]
[ROW][C]9[/C][C]0.208299[/C][C]1.6[/C][C]0.057473[/C][/ROW]
[ROW][C]10[/C][C]-0.041794[/C][C]-0.321[/C][C]0.374663[/C][/ROW]
[ROW][C]11[/C][C]-0.001491[/C][C]-0.0115[/C][C]0.495449[/C][/ROW]
[ROW][C]12[/C][C]-0.26899[/C][C]-2.0661[/C][C]0.021607[/C][/ROW]
[ROW][C]13[/C][C]-0.084081[/C][C]-0.6458[/C][C]0.260445[/C][/ROW]
[ROW][C]14[/C][C]-0.009034[/C][C]-0.0694[/C][C]0.472456[/C][/ROW]
[ROW][C]15[/C][C]0.244205[/C][C]1.8758[/C][C]0.032818[/C][/ROW]
[ROW][C]16[/C][C]-0.221283[/C][C]-1.6997[/C][C]0.047226[/C][/ROW]
[ROW][C]17[/C][C]0.010708[/C][C]0.0822[/C][C]0.467364[/C][/ROW]
[ROW][C]18[/C][C]0.000572[/C][C]0.0044[/C][C]0.498254[/C][/ROW]
[ROW][C]19[/C][C]-0.113303[/C][C]-0.8703[/C][C]0.193832[/C][/ROW]
[ROW][C]20[/C][C]0.094143[/C][C]0.7231[/C][C]0.236229[/C][/ROW]
[ROW][C]21[/C][C]0.008846[/C][C]0.0679[/C][C]0.473028[/C][/ROW]
[ROW][C]22[/C][C]0.018933[/C][C]0.1454[/C][C]0.442436[/C][/ROW]
[ROW][C]23[/C][C]0.049231[/C][C]0.3781[/C][C]0.353339[/C][/ROW]
[ROW][C]24[/C][C]0.064517[/C][C]0.4956[/C][C]0.311021[/C][/ROW]
[ROW][C]25[/C][C]0.076476[/C][C]0.5874[/C][C]0.279581[/C][/ROW]
[ROW][C]26[/C][C]-0.050759[/C][C]-0.3899[/C][C]0.349011[/C][/ROW]
[ROW][C]27[/C][C]0.055491[/C][C]0.4262[/C][C]0.335743[/C][/ROW]
[ROW][C]28[/C][C]-0.044375[/C][C]-0.3408[/C][C]0.367214[/C][/ROW]
[ROW][C]29[/C][C]0.001645[/C][C]0.0126[/C][C]0.494981[/C][/ROW]
[ROW][C]30[/C][C]-0.030122[/C][C]-0.2314[/C][C]0.408913[/C][/ROW]
[ROW][C]31[/C][C]-0.000294[/C][C]-0.0023[/C][C]0.499102[/C][/ROW]
[ROW][C]32[/C][C]-0.135[/C][C]-1.037[/C][C]0.151995[/C][/ROW]
[ROW][C]33[/C][C]0.101911[/C][C]0.7828[/C][C]0.218439[/C][/ROW]
[ROW][C]34[/C][C]-0.110086[/C][C]-0.8456[/C][C]0.200601[/C][/ROW]
[ROW][C]35[/C][C]-0.043302[/C][C]-0.3326[/C][C]0.370303[/C][/ROW]
[ROW][C]36[/C][C]-0.007432[/C][C]-0.0571[/C][C]0.477333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33711&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33711&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
1-0.37419-2.87420.002812
2-0.288423-2.21540.015302
30.2028271.55790.062298
4-0.010258-0.07880.468733
5-0.153839-1.18170.121041
60.0811710.62350.267684
7-0.133202-1.02310.155208
80.0312140.23980.405674
90.2082991.60.057473
10-0.041794-0.3210.374663
11-0.001491-0.01150.495449
12-0.26899-2.06610.021607
13-0.084081-0.64580.260445
14-0.009034-0.06940.472456
150.2442051.87580.032818
16-0.221283-1.69970.047226
170.0107080.08220.467364
180.0005720.00440.498254
19-0.113303-0.87030.193832
200.0941430.72310.236229
210.0088460.06790.473028
220.0189330.14540.442436
230.0492310.37810.353339
240.0645170.49560.311021
250.0764760.58740.279581
26-0.050759-0.38990.349011
270.0554910.42620.335743
28-0.044375-0.34080.367214
290.0016450.01260.494981
30-0.030122-0.23140.408913
31-0.000294-0.00230.499102
32-0.135-1.0370.151995
330.1019110.78280.218439
34-0.110086-0.84560.200601
35-0.043302-0.33260.370303
36-0.007432-0.05710.477333


Figures (Output of Computation)

Input Parameters & R Code

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