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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 computationTue, 16 Dec 2008 07:38:27 -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/16/t1229438362e6q7hlie52kryiq.htm/, Retrieved Wed, 15 May 2024 13:33:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33967, Retrieved Wed, 15 May 2024 13:33:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact198

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [Mean plot vervaar...] [2007-11-09 12:25:12] [74be16979710d4c4e7c6647856088456]
- R  D  [Mean Plot] [Mean plot Vlaams ...] [2008-12-13 21:24:44] [005293453b571dbccb80b45226e44173]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 16:50:50] [005293453b571dbccb80b45226e44173]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 17:00:55] [005293453b571dbccb80b45226e44173]
- RM          [(Partial) Autocorrelation Function] [partial autocorr ...] [2008-12-14 17:18:01] [005293453b571dbccb80b45226e44173]
-   P           [(Partial) Autocorrelation Function] [part autocorrelat...] [2008-12-14 18:33:57] [005293453b571dbccb80b45226e44173]
-   P               [(Partial) Autocorrelation Function] [pacf vlaams d=1 D=1] [2008-12-16 14:38:27] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
217859
208679
213188
216234
213587
209465
204045
200237
203666
241476
260307
243324
244460
233575
237217
235243
230354
227184
221678
217142
219452
256446
265845
248624
241114
229245
231805
219277
219313
212610
214771
211142
211457
240048
240636
230580
208795
197922
194596
194581
185686
178106
172608
167302
168053
202300
202388
182516
173476
166444
171297
169701
164182
161914
159612
151001
158114
186530
187069
174330

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=33967&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=33967&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33967&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
1-0.24702-1.69350.048491
20.2536921.73920.044271
3-0.138321-0.94830.173919
40.1947661.33530.094113
50.068950.47270.319309
6-0.032945-0.22590.411146
70.1171970.80350.212877
8-0.19212-1.31710.097093
90.2858761.95990.027978
10-0.048848-0.33490.3696
110.2668251.82930.036855
12-0.312871-2.14490.018579
130.0874560.59960.275837
140.0386960.26530.395974
15-0.008978-0.06160.47559
16-0.128108-0.87830.192134
17-0.096015-0.65820.256795
180.0573190.3930.348064
19-0.035912-0.24620.403299
200.0961980.65950.256396
21-0.022678-0.15550.438558
22-0.017751-0.12170.451829
23-0.083556-0.57280.284745
24-0.025058-0.17180.432172
25-0.012971-0.08890.46476
26-0.135025-0.92570.179669
27-0.063934-0.43830.331585
28-0.001206-0.00830.496719
29-0.05322-0.36490.358428
30-0.040107-0.2750.392277
310.0231930.1590.437175
32-0.085369-0.58530.280587
330.0067820.04650.481555
34-0.060137-0.41230.341006
35-0.033461-0.22940.409779
36-0.002401-0.01650.493468

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.24702 & -1.6935 & 0.048491 \tabularnewline
2 & 0.253692 & 1.7392 & 0.044271 \tabularnewline
3 & -0.138321 & -0.9483 & 0.173919 \tabularnewline
4 & 0.194766 & 1.3353 & 0.094113 \tabularnewline
5 & 0.06895 & 0.4727 & 0.319309 \tabularnewline
6 & -0.032945 & -0.2259 & 0.411146 \tabularnewline
7 & 0.117197 & 0.8035 & 0.212877 \tabularnewline
8 & -0.19212 & -1.3171 & 0.097093 \tabularnewline
9 & 0.285876 & 1.9599 & 0.027978 \tabularnewline
10 & -0.048848 & -0.3349 & 0.3696 \tabularnewline
11 & 0.266825 & 1.8293 & 0.036855 \tabularnewline
12 & -0.312871 & -2.1449 & 0.018579 \tabularnewline
13 & 0.087456 & 0.5996 & 0.275837 \tabularnewline
14 & 0.038696 & 0.2653 & 0.395974 \tabularnewline
15 & -0.008978 & -0.0616 & 0.47559 \tabularnewline
16 & -0.128108 & -0.8783 & 0.192134 \tabularnewline
17 & -0.096015 & -0.6582 & 0.256795 \tabularnewline
18 & 0.057319 & 0.393 & 0.348064 \tabularnewline
19 & -0.035912 & -0.2462 & 0.403299 \tabularnewline
20 & 0.096198 & 0.6595 & 0.256396 \tabularnewline
21 & -0.022678 & -0.1555 & 0.438558 \tabularnewline
22 & -0.017751 & -0.1217 & 0.451829 \tabularnewline
23 & -0.083556 & -0.5728 & 0.284745 \tabularnewline
24 & -0.025058 & -0.1718 & 0.432172 \tabularnewline
25 & -0.012971 & -0.0889 & 0.46476 \tabularnewline
26 & -0.135025 & -0.9257 & 0.179669 \tabularnewline
27 & -0.063934 & -0.4383 & 0.331585 \tabularnewline
28 & -0.001206 & -0.0083 & 0.496719 \tabularnewline
29 & -0.05322 & -0.3649 & 0.358428 \tabularnewline
30 & -0.040107 & -0.275 & 0.392277 \tabularnewline
31 & 0.023193 & 0.159 & 0.437175 \tabularnewline
32 & -0.085369 & -0.5853 & 0.280587 \tabularnewline
33 & 0.006782 & 0.0465 & 0.481555 \tabularnewline
34 & -0.060137 & -0.4123 & 0.341006 \tabularnewline
35 & -0.033461 & -0.2294 & 0.409779 \tabularnewline
36 & -0.002401 & -0.0165 & 0.493468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33967&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]-0.24702[/C][C]-1.6935[/C][C]0.048491[/C][/ROW]
[ROW][C]2[/C][C]0.253692[/C][C]1.7392[/C][C]0.044271[/C][/ROW]
[ROW][C]3[/C][C]-0.138321[/C][C]-0.9483[/C][C]0.173919[/C][/ROW]
[ROW][C]4[/C][C]0.194766[/C][C]1.3353[/C][C]0.094113[/C][/ROW]
[ROW][C]5[/C][C]0.06895[/C][C]0.4727[/C][C]0.319309[/C][/ROW]
[ROW][C]6[/C][C]-0.032945[/C][C]-0.2259[/C][C]0.411146[/C][/ROW]
[ROW][C]7[/C][C]0.117197[/C][C]0.8035[/C][C]0.212877[/C][/ROW]
[ROW][C]8[/C][C]-0.19212[/C][C]-1.3171[/C][C]0.097093[/C][/ROW]
[ROW][C]9[/C][C]0.285876[/C][C]1.9599[/C][C]0.027978[/C][/ROW]
[ROW][C]10[/C][C]-0.048848[/C][C]-0.3349[/C][C]0.3696[/C][/ROW]
[ROW][C]11[/C][C]0.266825[/C][C]1.8293[/C][C]0.036855[/C][/ROW]
[ROW][C]12[/C][C]-0.312871[/C][C]-2.1449[/C][C]0.018579[/C][/ROW]
[ROW][C]13[/C][C]0.087456[/C][C]0.5996[/C][C]0.275837[/C][/ROW]
[ROW][C]14[/C][C]0.038696[/C][C]0.2653[/C][C]0.395974[/C][/ROW]
[ROW][C]15[/C][C]-0.008978[/C][C]-0.0616[/C][C]0.47559[/C][/ROW]
[ROW][C]16[/C][C]-0.128108[/C][C]-0.8783[/C][C]0.192134[/C][/ROW]
[ROW][C]17[/C][C]-0.096015[/C][C]-0.6582[/C][C]0.256795[/C][/ROW]
[ROW][C]18[/C][C]0.057319[/C][C]0.393[/C][C]0.348064[/C][/ROW]
[ROW][C]19[/C][C]-0.035912[/C][C]-0.2462[/C][C]0.403299[/C][/ROW]
[ROW][C]20[/C][C]0.096198[/C][C]0.6595[/C][C]0.256396[/C][/ROW]
[ROW][C]21[/C][C]-0.022678[/C][C]-0.1555[/C][C]0.438558[/C][/ROW]
[ROW][C]22[/C][C]-0.017751[/C][C]-0.1217[/C][C]0.451829[/C][/ROW]
[ROW][C]23[/C][C]-0.083556[/C][C]-0.5728[/C][C]0.284745[/C][/ROW]
[ROW][C]24[/C][C]-0.025058[/C][C]-0.1718[/C][C]0.432172[/C][/ROW]
[ROW][C]25[/C][C]-0.012971[/C][C]-0.0889[/C][C]0.46476[/C][/ROW]
[ROW][C]26[/C][C]-0.135025[/C][C]-0.9257[/C][C]0.179669[/C][/ROW]
[ROW][C]27[/C][C]-0.063934[/C][C]-0.4383[/C][C]0.331585[/C][/ROW]
[ROW][C]28[/C][C]-0.001206[/C][C]-0.0083[/C][C]0.496719[/C][/ROW]
[ROW][C]29[/C][C]-0.05322[/C][C]-0.3649[/C][C]0.358428[/C][/ROW]
[ROW][C]30[/C][C]-0.040107[/C][C]-0.275[/C][C]0.392277[/C][/ROW]
[ROW][C]31[/C][C]0.023193[/C][C]0.159[/C][C]0.437175[/C][/ROW]
[ROW][C]32[/C][C]-0.085369[/C][C]-0.5853[/C][C]0.280587[/C][/ROW]
[ROW][C]33[/C][C]0.006782[/C][C]0.0465[/C][C]0.481555[/C][/ROW]
[ROW][C]34[/C][C]-0.060137[/C][C]-0.4123[/C][C]0.341006[/C][/ROW]
[ROW][C]35[/C][C]-0.033461[/C][C]-0.2294[/C][C]0.409779[/C][/ROW]
[ROW][C]36[/C][C]-0.002401[/C][C]-0.0165[/C][C]0.493468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33967&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33967&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
1-0.24702-1.69350.048491
20.2536921.73920.044271
3-0.138321-0.94830.173919
40.1947661.33530.094113
50.068950.47270.319309
6-0.032945-0.22590.411146
70.1171970.80350.212877
8-0.19212-1.31710.097093
90.2858761.95990.027978
10-0.048848-0.33490.3696
110.2668251.82930.036855
12-0.312871-2.14490.018579
130.0874560.59960.275837
140.0386960.26530.395974
15-0.008978-0.06160.47559
16-0.128108-0.87830.192134
17-0.096015-0.65820.256795
180.0573190.3930.348064
19-0.035912-0.24620.403299
200.0961980.65950.256396
21-0.022678-0.15550.438558
22-0.017751-0.12170.451829
23-0.083556-0.57280.284745
24-0.025058-0.17180.432172
25-0.012971-0.08890.46476
26-0.135025-0.92570.179669
27-0.063934-0.43830.331585
28-0.001206-0.00830.496719
29-0.05322-0.36490.358428
30-0.040107-0.2750.392277
310.0231930.1590.437175
32-0.085369-0.58530.280587
330.0067820.04650.481555
34-0.060137-0.41230.341006
35-0.033461-0.22940.409779
36-0.002401-0.01650.493468






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.24702-1.69350.048491
20.2051931.40670.083042
3-0.042054-0.28830.387189
40.1207920.82810.205897
50.1844841.26480.106096
6-0.063132-0.43280.333566
70.0850480.58310.281321
8-0.163865-1.12340.133486
90.1619481.11030.136268
100.1328380.91070.183553
110.1833181.25680.107524
12-0.234166-1.60540.057557
13-0.14371-0.98520.164779
140.1015310.69610.244908
15-0.053258-0.36510.358329
16-0.229656-1.57440.061047
17-0.021166-0.14510.442623
180.0347270.23810.40643
190.0542940.37220.355701
20-0.022904-0.1570.437951
210.1223960.83910.202829
220.0429520.29450.38485
23-0.062777-0.43040.334445
24-0.212734-1.45840.075687
25-0.041353-0.28350.389019
260.0366380.25120.401387
27-0.045204-0.30990.379003
28-0.083114-0.56980.285763
29-0.077835-0.53360.298062
30-0.020654-0.14160.444001
310.0757660.51940.302951
32-0.156909-1.07570.143773
330.0700270.48010.316698
340.0935210.64110.26227
35-0.068974-0.47290.319251
360.0074690.05120.47969

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.24702 & -1.6935 & 0.048491 \tabularnewline
2 & 0.205193 & 1.4067 & 0.083042 \tabularnewline
3 & -0.042054 & -0.2883 & 0.387189 \tabularnewline
4 & 0.120792 & 0.8281 & 0.205897 \tabularnewline
5 & 0.184484 & 1.2648 & 0.106096 \tabularnewline
6 & -0.063132 & -0.4328 & 0.333566 \tabularnewline
7 & 0.085048 & 0.5831 & 0.281321 \tabularnewline
8 & -0.163865 & -1.1234 & 0.133486 \tabularnewline
9 & 0.161948 & 1.1103 & 0.136268 \tabularnewline
10 & 0.132838 & 0.9107 & 0.183553 \tabularnewline
11 & 0.183318 & 1.2568 & 0.107524 \tabularnewline
12 & -0.234166 & -1.6054 & 0.057557 \tabularnewline
13 & -0.14371 & -0.9852 & 0.164779 \tabularnewline
14 & 0.101531 & 0.6961 & 0.244908 \tabularnewline
15 & -0.053258 & -0.3651 & 0.358329 \tabularnewline
16 & -0.229656 & -1.5744 & 0.061047 \tabularnewline
17 & -0.021166 & -0.1451 & 0.442623 \tabularnewline
18 & 0.034727 & 0.2381 & 0.40643 \tabularnewline
19 & 0.054294 & 0.3722 & 0.355701 \tabularnewline
20 & -0.022904 & -0.157 & 0.437951 \tabularnewline
21 & 0.122396 & 0.8391 & 0.202829 \tabularnewline
22 & 0.042952 & 0.2945 & 0.38485 \tabularnewline
23 & -0.062777 & -0.4304 & 0.334445 \tabularnewline
24 & -0.212734 & -1.4584 & 0.075687 \tabularnewline
25 & -0.041353 & -0.2835 & 0.389019 \tabularnewline
26 & 0.036638 & 0.2512 & 0.401387 \tabularnewline
27 & -0.045204 & -0.3099 & 0.379003 \tabularnewline
28 & -0.083114 & -0.5698 & 0.285763 \tabularnewline
29 & -0.077835 & -0.5336 & 0.298062 \tabularnewline
30 & -0.020654 & -0.1416 & 0.444001 \tabularnewline
31 & 0.075766 & 0.5194 & 0.302951 \tabularnewline
32 & -0.156909 & -1.0757 & 0.143773 \tabularnewline
33 & 0.070027 & 0.4801 & 0.316698 \tabularnewline
34 & 0.093521 & 0.6411 & 0.26227 \tabularnewline
35 & -0.068974 & -0.4729 & 0.319251 \tabularnewline
36 & 0.007469 & 0.0512 & 0.47969 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33967&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]-0.24702[/C][C]-1.6935[/C][C]0.048491[/C][/ROW]
[ROW][C]2[/C][C]0.205193[/C][C]1.4067[/C][C]0.083042[/C][/ROW]
[ROW][C]3[/C][C]-0.042054[/C][C]-0.2883[/C][C]0.387189[/C][/ROW]
[ROW][C]4[/C][C]0.120792[/C][C]0.8281[/C][C]0.205897[/C][/ROW]
[ROW][C]5[/C][C]0.184484[/C][C]1.2648[/C][C]0.106096[/C][/ROW]
[ROW][C]6[/C][C]-0.063132[/C][C]-0.4328[/C][C]0.333566[/C][/ROW]
[ROW][C]7[/C][C]0.085048[/C][C]0.5831[/C][C]0.281321[/C][/ROW]
[ROW][C]8[/C][C]-0.163865[/C][C]-1.1234[/C][C]0.133486[/C][/ROW]
[ROW][C]9[/C][C]0.161948[/C][C]1.1103[/C][C]0.136268[/C][/ROW]
[ROW][C]10[/C][C]0.132838[/C][C]0.9107[/C][C]0.183553[/C][/ROW]
[ROW][C]11[/C][C]0.183318[/C][C]1.2568[/C][C]0.107524[/C][/ROW]
[ROW][C]12[/C][C]-0.234166[/C][C]-1.6054[/C][C]0.057557[/C][/ROW]
[ROW][C]13[/C][C]-0.14371[/C][C]-0.9852[/C][C]0.164779[/C][/ROW]
[ROW][C]14[/C][C]0.101531[/C][C]0.6961[/C][C]0.244908[/C][/ROW]
[ROW][C]15[/C][C]-0.053258[/C][C]-0.3651[/C][C]0.358329[/C][/ROW]
[ROW][C]16[/C][C]-0.229656[/C][C]-1.5744[/C][C]0.061047[/C][/ROW]
[ROW][C]17[/C][C]-0.021166[/C][C]-0.1451[/C][C]0.442623[/C][/ROW]
[ROW][C]18[/C][C]0.034727[/C][C]0.2381[/C][C]0.40643[/C][/ROW]
[ROW][C]19[/C][C]0.054294[/C][C]0.3722[/C][C]0.355701[/C][/ROW]
[ROW][C]20[/C][C]-0.022904[/C][C]-0.157[/C][C]0.437951[/C][/ROW]
[ROW][C]21[/C][C]0.122396[/C][C]0.8391[/C][C]0.202829[/C][/ROW]
[ROW][C]22[/C][C]0.042952[/C][C]0.2945[/C][C]0.38485[/C][/ROW]
[ROW][C]23[/C][C]-0.062777[/C][C]-0.4304[/C][C]0.334445[/C][/ROW]
[ROW][C]24[/C][C]-0.212734[/C][C]-1.4584[/C][C]0.075687[/C][/ROW]
[ROW][C]25[/C][C]-0.041353[/C][C]-0.2835[/C][C]0.389019[/C][/ROW]
[ROW][C]26[/C][C]0.036638[/C][C]0.2512[/C][C]0.401387[/C][/ROW]
[ROW][C]27[/C][C]-0.045204[/C][C]-0.3099[/C][C]0.379003[/C][/ROW]
[ROW][C]28[/C][C]-0.083114[/C][C]-0.5698[/C][C]0.285763[/C][/ROW]
[ROW][C]29[/C][C]-0.077835[/C][C]-0.5336[/C][C]0.298062[/C][/ROW]
[ROW][C]30[/C][C]-0.020654[/C][C]-0.1416[/C][C]0.444001[/C][/ROW]
[ROW][C]31[/C][C]0.075766[/C][C]0.5194[/C][C]0.302951[/C][/ROW]
[ROW][C]32[/C][C]-0.156909[/C][C]-1.0757[/C][C]0.143773[/C][/ROW]
[ROW][C]33[/C][C]0.070027[/C][C]0.4801[/C][C]0.316698[/C][/ROW]
[ROW][C]34[/C][C]0.093521[/C][C]0.6411[/C][C]0.26227[/C][/ROW]
[ROW][C]35[/C][C]-0.068974[/C][C]-0.4729[/C][C]0.319251[/C][/ROW]
[ROW][C]36[/C][C]0.007469[/C][C]0.0512[/C][C]0.47969[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33967&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33967&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
1-0.24702-1.69350.048491
20.2051931.40670.083042
3-0.042054-0.28830.387189
40.1207920.82810.205897
50.1844841.26480.106096
6-0.063132-0.43280.333566
70.0850480.58310.281321
8-0.163865-1.12340.133486
90.1619481.11030.136268
100.1328380.91070.183553
110.1833181.25680.107524
12-0.234166-1.60540.057557
13-0.14371-0.98520.164779
140.1015310.69610.244908
15-0.053258-0.36510.358329
16-0.229656-1.57440.061047
17-0.021166-0.14510.442623
180.0347270.23810.40643
190.0542940.37220.355701
20-0.022904-0.1570.437951
210.1223960.83910.202829
220.0429520.29450.38485
23-0.062777-0.43040.334445
24-0.212734-1.45840.075687
25-0.041353-0.28350.389019
260.0366380.25120.401387
27-0.045204-0.30990.379003
28-0.083114-0.56980.285763
29-0.077835-0.53360.298062
30-0.020654-0.14160.444001
310.0757660.51940.302951
32-0.156909-1.07570.143773
330.0700270.48010.316698
340.0935210.64110.26227
35-0.068974-0.47290.319251
360.0074690.05120.47969


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')