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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 12:16:45 -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/t12294550805xuusv7t5g0q8lm.htm/, Retrieved Wed, 15 May 2024 00:41:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34134, Retrieved Wed, 15 May 2024 00:41:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact222

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  [Spectral Analysis] [step 2 uitvoer] [2008-12-05 18:02:42] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMP     [(Partial) Autocorrelation Function] [step 3] [2008-12-07 13:14:32] [3a9fc6d5b5e0e816787b7dbace57e7cd]
-   P         [(Partial) Autocorrelation Function] [verbetering] [2008-12-16 19:16:45] [821c4b3d195be8e737cf8c9dc649d3cf] [Current]
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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 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=34134&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=34134&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34134&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
1-0.387789-2.97870.002099
2-0.121456-0.93290.177331
30.3263862.5070.007475
4-0.208544-1.60190.057264
5-0.079206-0.60840.272631
60.2430321.86680.033453
7-0.252157-1.93690.028778
80.1049470.80610.211707
90.2316411.77930.040173
10-0.254062-1.95150.027876
110.0796910.61210.271406
12-0.050257-0.3860.35043
13-0.145384-1.11670.134322
140.0779730.59890.27576
150.1430841.0990.138105
16-0.322204-2.47490.00811
170.2839212.18080.016597
18-0.002413-0.01850.492638
19-0.253995-1.9510.027907
200.2490311.91280.030313
21-0.099954-0.76780.222846
22-0.127235-0.97730.166203
230.2950442.26630.013558
24-0.094124-0.7230.236275
25-0.10385-0.79770.214126
260.2050661.57510.060285
27-0.160006-1.2290.11197
28-0.004876-0.03750.485125
290.123160.9460.174
30-0.112163-0.86150.196215
310.0096690.07430.470523
320.0641610.49280.311981
33-0.05169-0.3970.346387
34-0.084133-0.64620.260315
350.0771380.59250.277887
36-0.118043-0.90670.184126

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.387789 & -2.9787 & 0.002099 \tabularnewline
2 & -0.121456 & -0.9329 & 0.177331 \tabularnewline
3 & 0.326386 & 2.507 & 0.007475 \tabularnewline
4 & -0.208544 & -1.6019 & 0.057264 \tabularnewline
5 & -0.079206 & -0.6084 & 0.272631 \tabularnewline
6 & 0.243032 & 1.8668 & 0.033453 \tabularnewline
7 & -0.252157 & -1.9369 & 0.028778 \tabularnewline
8 & 0.104947 & 0.8061 & 0.211707 \tabularnewline
9 & 0.231641 & 1.7793 & 0.040173 \tabularnewline
10 & -0.254062 & -1.9515 & 0.027876 \tabularnewline
11 & 0.079691 & 0.6121 & 0.271406 \tabularnewline
12 & -0.050257 & -0.386 & 0.35043 \tabularnewline
13 & -0.145384 & -1.1167 & 0.134322 \tabularnewline
14 & 0.077973 & 0.5989 & 0.27576 \tabularnewline
15 & 0.143084 & 1.099 & 0.138105 \tabularnewline
16 & -0.322204 & -2.4749 & 0.00811 \tabularnewline
17 & 0.283921 & 2.1808 & 0.016597 \tabularnewline
18 & -0.002413 & -0.0185 & 0.492638 \tabularnewline
19 & -0.253995 & -1.951 & 0.027907 \tabularnewline
20 & 0.249031 & 1.9128 & 0.030313 \tabularnewline
21 & -0.099954 & -0.7678 & 0.222846 \tabularnewline
22 & -0.127235 & -0.9773 & 0.166203 \tabularnewline
23 & 0.295044 & 2.2663 & 0.013558 \tabularnewline
24 & -0.094124 & -0.723 & 0.236275 \tabularnewline
25 & -0.10385 & -0.7977 & 0.214126 \tabularnewline
26 & 0.205066 & 1.5751 & 0.060285 \tabularnewline
27 & -0.160006 & -1.229 & 0.11197 \tabularnewline
28 & -0.004876 & -0.0375 & 0.485125 \tabularnewline
29 & 0.12316 & 0.946 & 0.174 \tabularnewline
30 & -0.112163 & -0.8615 & 0.196215 \tabularnewline
31 & 0.009669 & 0.0743 & 0.470523 \tabularnewline
32 & 0.064161 & 0.4928 & 0.311981 \tabularnewline
33 & -0.05169 & -0.397 & 0.346387 \tabularnewline
34 & -0.084133 & -0.6462 & 0.260315 \tabularnewline
35 & 0.077138 & 0.5925 & 0.277887 \tabularnewline
36 & -0.118043 & -0.9067 & 0.184126 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34134&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]-0.387789[/C][C]-2.9787[/C][C]0.002099[/C][/ROW]
[ROW][C]2[/C][C]-0.121456[/C][C]-0.9329[/C][C]0.177331[/C][/ROW]
[ROW][C]3[/C][C]0.326386[/C][C]2.507[/C][C]0.007475[/C][/ROW]
[ROW][C]4[/C][C]-0.208544[/C][C]-1.6019[/C][C]0.057264[/C][/ROW]
[ROW][C]5[/C][C]-0.079206[/C][C]-0.6084[/C][C]0.272631[/C][/ROW]
[ROW][C]6[/C][C]0.243032[/C][C]1.8668[/C][C]0.033453[/C][/ROW]
[ROW][C]7[/C][C]-0.252157[/C][C]-1.9369[/C][C]0.028778[/C][/ROW]
[ROW][C]8[/C][C]0.104947[/C][C]0.8061[/C][C]0.211707[/C][/ROW]
[ROW][C]9[/C][C]0.231641[/C][C]1.7793[/C][C]0.040173[/C][/ROW]
[ROW][C]10[/C][C]-0.254062[/C][C]-1.9515[/C][C]0.027876[/C][/ROW]
[ROW][C]11[/C][C]0.079691[/C][C]0.6121[/C][C]0.271406[/C][/ROW]
[ROW][C]12[/C][C]-0.050257[/C][C]-0.386[/C][C]0.35043[/C][/ROW]
[ROW][C]13[/C][C]-0.145384[/C][C]-1.1167[/C][C]0.134322[/C][/ROW]
[ROW][C]14[/C][C]0.077973[/C][C]0.5989[/C][C]0.27576[/C][/ROW]
[ROW][C]15[/C][C]0.143084[/C][C]1.099[/C][C]0.138105[/C][/ROW]
[ROW][C]16[/C][C]-0.322204[/C][C]-2.4749[/C][C]0.00811[/C][/ROW]
[ROW][C]17[/C][C]0.283921[/C][C]2.1808[/C][C]0.016597[/C][/ROW]
[ROW][C]18[/C][C]-0.002413[/C][C]-0.0185[/C][C]0.492638[/C][/ROW]
[ROW][C]19[/C][C]-0.253995[/C][C]-1.951[/C][C]0.027907[/C][/ROW]
[ROW][C]20[/C][C]0.249031[/C][C]1.9128[/C][C]0.030313[/C][/ROW]
[ROW][C]21[/C][C]-0.099954[/C][C]-0.7678[/C][C]0.222846[/C][/ROW]
[ROW][C]22[/C][C]-0.127235[/C][C]-0.9773[/C][C]0.166203[/C][/ROW]
[ROW][C]23[/C][C]0.295044[/C][C]2.2663[/C][C]0.013558[/C][/ROW]
[ROW][C]24[/C][C]-0.094124[/C][C]-0.723[/C][C]0.236275[/C][/ROW]
[ROW][C]25[/C][C]-0.10385[/C][C]-0.7977[/C][C]0.214126[/C][/ROW]
[ROW][C]26[/C][C]0.205066[/C][C]1.5751[/C][C]0.060285[/C][/ROW]
[ROW][C]27[/C][C]-0.160006[/C][C]-1.229[/C][C]0.11197[/C][/ROW]
[ROW][C]28[/C][C]-0.004876[/C][C]-0.0375[/C][C]0.485125[/C][/ROW]
[ROW][C]29[/C][C]0.12316[/C][C]0.946[/C][C]0.174[/C][/ROW]
[ROW][C]30[/C][C]-0.112163[/C][C]-0.8615[/C][C]0.196215[/C][/ROW]
[ROW][C]31[/C][C]0.009669[/C][C]0.0743[/C][C]0.470523[/C][/ROW]
[ROW][C]32[/C][C]0.064161[/C][C]0.4928[/C][C]0.311981[/C][/ROW]
[ROW][C]33[/C][C]-0.05169[/C][C]-0.397[/C][C]0.346387[/C][/ROW]
[ROW][C]34[/C][C]-0.084133[/C][C]-0.6462[/C][C]0.260315[/C][/ROW]
[ROW][C]35[/C][C]0.077138[/C][C]0.5925[/C][C]0.277887[/C][/ROW]
[ROW][C]36[/C][C]-0.118043[/C][C]-0.9067[/C][C]0.184126[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34134&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34134&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
1-0.387789-2.97870.002099
2-0.121456-0.93290.177331
30.3263862.5070.007475
4-0.208544-1.60190.057264
5-0.079206-0.60840.272631
60.2430321.86680.033453
7-0.252157-1.93690.028778
80.1049470.80610.211707
90.2316411.77930.040173
10-0.254062-1.95150.027876
110.0796910.61210.271406
12-0.050257-0.3860.35043
13-0.145384-1.11670.134322
140.0779730.59890.27576
150.1430841.0990.138105
16-0.322204-2.47490.00811
170.2839212.18080.016597
18-0.002413-0.01850.492638
19-0.253995-1.9510.027907
200.2490311.91280.030313
21-0.099954-0.76780.222846
22-0.127235-0.97730.166203
230.2950442.26630.013558
24-0.094124-0.7230.236275
25-0.10385-0.79770.214126
260.2050661.57510.060285
27-0.160006-1.2290.11197
28-0.004876-0.03750.485125
290.123160.9460.174
30-0.112163-0.86150.196215
310.0096690.07430.470523
320.0641610.49280.311981
33-0.05169-0.3970.346387
34-0.084133-0.64620.260315
350.0771380.59250.277887
36-0.118043-0.90670.184126






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.387789-2.97870.002099
2-0.319951-2.45760.008472
30.1837591.41150.081677
4-0.022859-0.17560.43061
5-0.115688-0.88860.188908
60.0845660.64960.259247
7-0.126198-0.96930.168164
80.0540650.41530.339721
90.224261.72260.045102
100.0277380.21310.416008
11-0.002617-0.02010.492015
12-0.24883-1.91130.030414
13-0.176753-1.35770.08987
14-0.111908-0.85960.19675
150.213551.64030.053132
16-0.148862-1.14340.12874
170.0422960.32490.37321
18-0.024005-0.18440.427171
19-0.126509-0.97170.167576
200.1327171.01940.156084
210.0330840.25410.400143
220.0585560.44980.327261
230.0749450.57570.283516
240.014690.11280.45527
250.0218450.16780.43366
26-0.06747-0.51820.303113
270.0190960.14670.441943
28-0.042835-0.3290.371652
290.0308270.23680.406822
300.0119280.09160.463653
31-0.032603-0.25040.401564
32-0.164935-1.26690.105087
330.0234720.18030.428771
34-0.087066-0.66880.253126
35-0.014402-0.11060.456145
360.0100220.0770.469451

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.387789 & -2.9787 & 0.002099 \tabularnewline
2 & -0.319951 & -2.4576 & 0.008472 \tabularnewline
3 & 0.183759 & 1.4115 & 0.081677 \tabularnewline
4 & -0.022859 & -0.1756 & 0.43061 \tabularnewline
5 & -0.115688 & -0.8886 & 0.188908 \tabularnewline
6 & 0.084566 & 0.6496 & 0.259247 \tabularnewline
7 & -0.126198 & -0.9693 & 0.168164 \tabularnewline
8 & 0.054065 & 0.4153 & 0.339721 \tabularnewline
9 & 0.22426 & 1.7226 & 0.045102 \tabularnewline
10 & 0.027738 & 0.2131 & 0.416008 \tabularnewline
11 & -0.002617 & -0.0201 & 0.492015 \tabularnewline
12 & -0.24883 & -1.9113 & 0.030414 \tabularnewline
13 & -0.176753 & -1.3577 & 0.08987 \tabularnewline
14 & -0.111908 & -0.8596 & 0.19675 \tabularnewline
15 & 0.21355 & 1.6403 & 0.053132 \tabularnewline
16 & -0.148862 & -1.1434 & 0.12874 \tabularnewline
17 & 0.042296 & 0.3249 & 0.37321 \tabularnewline
18 & -0.024005 & -0.1844 & 0.427171 \tabularnewline
19 & -0.126509 & -0.9717 & 0.167576 \tabularnewline
20 & 0.132717 & 1.0194 & 0.156084 \tabularnewline
21 & 0.033084 & 0.2541 & 0.400143 \tabularnewline
22 & 0.058556 & 0.4498 & 0.327261 \tabularnewline
23 & 0.074945 & 0.5757 & 0.283516 \tabularnewline
24 & 0.01469 & 0.1128 & 0.45527 \tabularnewline
25 & 0.021845 & 0.1678 & 0.43366 \tabularnewline
26 & -0.06747 & -0.5182 & 0.303113 \tabularnewline
27 & 0.019096 & 0.1467 & 0.441943 \tabularnewline
28 & -0.042835 & -0.329 & 0.371652 \tabularnewline
29 & 0.030827 & 0.2368 & 0.406822 \tabularnewline
30 & 0.011928 & 0.0916 & 0.463653 \tabularnewline
31 & -0.032603 & -0.2504 & 0.401564 \tabularnewline
32 & -0.164935 & -1.2669 & 0.105087 \tabularnewline
33 & 0.023472 & 0.1803 & 0.428771 \tabularnewline
34 & -0.087066 & -0.6688 & 0.253126 \tabularnewline
35 & -0.014402 & -0.1106 & 0.456145 \tabularnewline
36 & 0.010022 & 0.077 & 0.469451 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34134&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]-0.387789[/C][C]-2.9787[/C][C]0.002099[/C][/ROW]
[ROW][C]2[/C][C]-0.319951[/C][C]-2.4576[/C][C]0.008472[/C][/ROW]
[ROW][C]3[/C][C]0.183759[/C][C]1.4115[/C][C]0.081677[/C][/ROW]
[ROW][C]4[/C][C]-0.022859[/C][C]-0.1756[/C][C]0.43061[/C][/ROW]
[ROW][C]5[/C][C]-0.115688[/C][C]-0.8886[/C][C]0.188908[/C][/ROW]
[ROW][C]6[/C][C]0.084566[/C][C]0.6496[/C][C]0.259247[/C][/ROW]
[ROW][C]7[/C][C]-0.126198[/C][C]-0.9693[/C][C]0.168164[/C][/ROW]
[ROW][C]8[/C][C]0.054065[/C][C]0.4153[/C][C]0.339721[/C][/ROW]
[ROW][C]9[/C][C]0.22426[/C][C]1.7226[/C][C]0.045102[/C][/ROW]
[ROW][C]10[/C][C]0.027738[/C][C]0.2131[/C][C]0.416008[/C][/ROW]
[ROW][C]11[/C][C]-0.002617[/C][C]-0.0201[/C][C]0.492015[/C][/ROW]
[ROW][C]12[/C][C]-0.24883[/C][C]-1.9113[/C][C]0.030414[/C][/ROW]
[ROW][C]13[/C][C]-0.176753[/C][C]-1.3577[/C][C]0.08987[/C][/ROW]
[ROW][C]14[/C][C]-0.111908[/C][C]-0.8596[/C][C]0.19675[/C][/ROW]
[ROW][C]15[/C][C]0.21355[/C][C]1.6403[/C][C]0.053132[/C][/ROW]
[ROW][C]16[/C][C]-0.148862[/C][C]-1.1434[/C][C]0.12874[/C][/ROW]
[ROW][C]17[/C][C]0.042296[/C][C]0.3249[/C][C]0.37321[/C][/ROW]
[ROW][C]18[/C][C]-0.024005[/C][C]-0.1844[/C][C]0.427171[/C][/ROW]
[ROW][C]19[/C][C]-0.126509[/C][C]-0.9717[/C][C]0.167576[/C][/ROW]
[ROW][C]20[/C][C]0.132717[/C][C]1.0194[/C][C]0.156084[/C][/ROW]
[ROW][C]21[/C][C]0.033084[/C][C]0.2541[/C][C]0.400143[/C][/ROW]
[ROW][C]22[/C][C]0.058556[/C][C]0.4498[/C][C]0.327261[/C][/ROW]
[ROW][C]23[/C][C]0.074945[/C][C]0.5757[/C][C]0.283516[/C][/ROW]
[ROW][C]24[/C][C]0.01469[/C][C]0.1128[/C][C]0.45527[/C][/ROW]
[ROW][C]25[/C][C]0.021845[/C][C]0.1678[/C][C]0.43366[/C][/ROW]
[ROW][C]26[/C][C]-0.06747[/C][C]-0.5182[/C][C]0.303113[/C][/ROW]
[ROW][C]27[/C][C]0.019096[/C][C]0.1467[/C][C]0.441943[/C][/ROW]
[ROW][C]28[/C][C]-0.042835[/C][C]-0.329[/C][C]0.371652[/C][/ROW]
[ROW][C]29[/C][C]0.030827[/C][C]0.2368[/C][C]0.406822[/C][/ROW]
[ROW][C]30[/C][C]0.011928[/C][C]0.0916[/C][C]0.463653[/C][/ROW]
[ROW][C]31[/C][C]-0.032603[/C][C]-0.2504[/C][C]0.401564[/C][/ROW]
[ROW][C]32[/C][C]-0.164935[/C][C]-1.2669[/C][C]0.105087[/C][/ROW]
[ROW][C]33[/C][C]0.023472[/C][C]0.1803[/C][C]0.428771[/C][/ROW]
[ROW][C]34[/C][C]-0.087066[/C][C]-0.6688[/C][C]0.253126[/C][/ROW]
[ROW][C]35[/C][C]-0.014402[/C][C]-0.1106[/C][C]0.456145[/C][/ROW]
[ROW][C]36[/C][C]0.010022[/C][C]0.077[/C][C]0.469451[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34134&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34134&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
1-0.387789-2.97870.002099
2-0.319951-2.45760.008472
30.1837591.41150.081677
4-0.022859-0.17560.43061
5-0.115688-0.88860.188908
60.0845660.64960.259247
7-0.126198-0.96930.168164
80.0540650.41530.339721
90.224261.72260.045102
100.0277380.21310.416008
11-0.002617-0.02010.492015
12-0.24883-1.91130.030414
13-0.176753-1.35770.08987
14-0.111908-0.85960.19675
150.213551.64030.053132
16-0.148862-1.14340.12874
170.0422960.32490.37321
18-0.024005-0.18440.427171
19-0.126509-0.97170.167576
200.1327171.01940.156084
210.0330840.25410.400143
220.0585560.44980.327261
230.0749450.57570.283516
240.014690.11280.45527
250.0218450.16780.43366
26-0.06747-0.51820.303113
270.0190960.14670.441943
28-0.042835-0.3290.371652
290.0308270.23680.406822
300.0119280.09160.463653
31-0.032603-0.25040.401564
32-0.164935-1.26690.105087
330.0234720.18030.428771
34-0.087066-0.66880.253126
35-0.014402-0.11060.456145
360.0100220.0770.469451


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -0.3 ; 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')