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 computationThu, 18 Dec 2008 06:34:54 -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/18/t1229607370piuue3qvt3auauq.htm/, Retrieved Sat, 11 May 2024 21:34:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34747, Retrieved Sat, 11 May 2024 21:34:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact181

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [22f18fc6a98517db16300404be421f9a]
-    D  [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:08:07] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D    [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:34:54] [e8f764b122b426f433a1e1038b457077] [Current]
-   P           [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:39:29] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:42:39] [4ddbf81f78ea7c738951638c7e93f6ee]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.4
9.5
9.1
9
9.3
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8
7.9
7.5
7.2
6.9
6.6
6.7
7.3

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34747&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34747&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34747&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
10.4181933.21220.001067
2-0.239579-1.84020.964618
3-0.667064-5.12380.999998
4-0.413526-3.17640.998814
50.072330.55560.290301
60.4375473.36090.000684
70.2844612.1850.016437
8-0.096443-0.74080.769122
9-0.365094-2.80430.996592
10-0.19122-1.46880.926399
110.1492051.14610.128197
120.4599123.53260.000403
130.1363491.04730.149612
14-0.149417-1.14770.872136
15-0.326028-2.50430.992473
16-0.155478-1.19420.88142
170.0893430.68630.247621
180.2425631.86320.03371
190.1164320.89430.187389
20-0.122006-0.93710.823748
21-0.250674-1.92550.970502
22-0.099709-0.76590.7766
230.1006130.77280.221357
240.294742.26390.013634
250.0918150.70520.241716
26-0.091711-0.70440.758037
27-0.200179-1.53760.935254
28-0.098386-0.75570.773587
290.0349150.26820.394744
300.1458811.12050.133514
310.0972240.74680.229077
32-0.014448-0.1110.543995
33-0.107162-0.82310.793125
34-0.08825-0.67790.749746
35-0.030448-0.23390.592054

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.418193 & 3.2122 & 0.001067 \tabularnewline
2 & -0.239579 & -1.8402 & 0.964618 \tabularnewline
3 & -0.667064 & -5.1238 & 0.999998 \tabularnewline
4 & -0.413526 & -3.1764 & 0.998814 \tabularnewline
5 & 0.07233 & 0.5556 & 0.290301 \tabularnewline
6 & 0.437547 & 3.3609 & 0.000684 \tabularnewline
7 & 0.284461 & 2.185 & 0.016437 \tabularnewline
8 & -0.096443 & -0.7408 & 0.769122 \tabularnewline
9 & -0.365094 & -2.8043 & 0.996592 \tabularnewline
10 & -0.19122 & -1.4688 & 0.926399 \tabularnewline
11 & 0.149205 & 1.1461 & 0.128197 \tabularnewline
12 & 0.459912 & 3.5326 & 0.000403 \tabularnewline
13 & 0.136349 & 1.0473 & 0.149612 \tabularnewline
14 & -0.149417 & -1.1477 & 0.872136 \tabularnewline
15 & -0.326028 & -2.5043 & 0.992473 \tabularnewline
16 & -0.155478 & -1.1942 & 0.88142 \tabularnewline
17 & 0.089343 & 0.6863 & 0.247621 \tabularnewline
18 & 0.242563 & 1.8632 & 0.03371 \tabularnewline
19 & 0.116432 & 0.8943 & 0.187389 \tabularnewline
20 & -0.122006 & -0.9371 & 0.823748 \tabularnewline
21 & -0.250674 & -1.9255 & 0.970502 \tabularnewline
22 & -0.099709 & -0.7659 & 0.7766 \tabularnewline
23 & 0.100613 & 0.7728 & 0.221357 \tabularnewline
24 & 0.29474 & 2.2639 & 0.013634 \tabularnewline
25 & 0.091815 & 0.7052 & 0.241716 \tabularnewline
26 & -0.091711 & -0.7044 & 0.758037 \tabularnewline
27 & -0.200179 & -1.5376 & 0.935254 \tabularnewline
28 & -0.098386 & -0.7557 & 0.773587 \tabularnewline
29 & 0.034915 & 0.2682 & 0.394744 \tabularnewline
30 & 0.145881 & 1.1205 & 0.133514 \tabularnewline
31 & 0.097224 & 0.7468 & 0.229077 \tabularnewline
32 & -0.014448 & -0.111 & 0.543995 \tabularnewline
33 & -0.107162 & -0.8231 & 0.793125 \tabularnewline
34 & -0.08825 & -0.6779 & 0.749746 \tabularnewline
35 & -0.030448 & -0.2339 & 0.592054 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34747&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]0[/C][C]1[/C][C]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.418193[/C][C]3.2122[/C][C]0.001067[/C][/ROW]
[ROW][C]2[/C][C]-0.239579[/C][C]-1.8402[/C][C]0.964618[/C][/ROW]
[ROW][C]3[/C][C]-0.667064[/C][C]-5.1238[/C][C]0.999998[/C][/ROW]
[ROW][C]4[/C][C]-0.413526[/C][C]-3.1764[/C][C]0.998814[/C][/ROW]
[ROW][C]5[/C][C]0.07233[/C][C]0.5556[/C][C]0.290301[/C][/ROW]
[ROW][C]6[/C][C]0.437547[/C][C]3.3609[/C][C]0.000684[/C][/ROW]
[ROW][C]7[/C][C]0.284461[/C][C]2.185[/C][C]0.016437[/C][/ROW]
[ROW][C]8[/C][C]-0.096443[/C][C]-0.7408[/C][C]0.769122[/C][/ROW]
[ROW][C]9[/C][C]-0.365094[/C][C]-2.8043[/C][C]0.996592[/C][/ROW]
[ROW][C]10[/C][C]-0.19122[/C][C]-1.4688[/C][C]0.926399[/C][/ROW]
[ROW][C]11[/C][C]0.149205[/C][C]1.1461[/C][C]0.128197[/C][/ROW]
[ROW][C]12[/C][C]0.459912[/C][C]3.5326[/C][C]0.000403[/C][/ROW]
[ROW][C]13[/C][C]0.136349[/C][C]1.0473[/C][C]0.149612[/C][/ROW]
[ROW][C]14[/C][C]-0.149417[/C][C]-1.1477[/C][C]0.872136[/C][/ROW]
[ROW][C]15[/C][C]-0.326028[/C][C]-2.5043[/C][C]0.992473[/C][/ROW]
[ROW][C]16[/C][C]-0.155478[/C][C]-1.1942[/C][C]0.88142[/C][/ROW]
[ROW][C]17[/C][C]0.089343[/C][C]0.6863[/C][C]0.247621[/C][/ROW]
[ROW][C]18[/C][C]0.242563[/C][C]1.8632[/C][C]0.03371[/C][/ROW]
[ROW][C]19[/C][C]0.116432[/C][C]0.8943[/C][C]0.187389[/C][/ROW]
[ROW][C]20[/C][C]-0.122006[/C][C]-0.9371[/C][C]0.823748[/C][/ROW]
[ROW][C]21[/C][C]-0.250674[/C][C]-1.9255[/C][C]0.970502[/C][/ROW]
[ROW][C]22[/C][C]-0.099709[/C][C]-0.7659[/C][C]0.7766[/C][/ROW]
[ROW][C]23[/C][C]0.100613[/C][C]0.7728[/C][C]0.221357[/C][/ROW]
[ROW][C]24[/C][C]0.29474[/C][C]2.2639[/C][C]0.013634[/C][/ROW]
[ROW][C]25[/C][C]0.091815[/C][C]0.7052[/C][C]0.241716[/C][/ROW]
[ROW][C]26[/C][C]-0.091711[/C][C]-0.7044[/C][C]0.758037[/C][/ROW]
[ROW][C]27[/C][C]-0.200179[/C][C]-1.5376[/C][C]0.935254[/C][/ROW]
[ROW][C]28[/C][C]-0.098386[/C][C]-0.7557[/C][C]0.773587[/C][/ROW]
[ROW][C]29[/C][C]0.034915[/C][C]0.2682[/C][C]0.394744[/C][/ROW]
[ROW][C]30[/C][C]0.145881[/C][C]1.1205[/C][C]0.133514[/C][/ROW]
[ROW][C]31[/C][C]0.097224[/C][C]0.7468[/C][C]0.229077[/C][/ROW]
[ROW][C]32[/C][C]-0.014448[/C][C]-0.111[/C][C]0.543995[/C][/ROW]
[ROW][C]33[/C][C]-0.107162[/C][C]-0.8231[/C][C]0.793125[/C][/ROW]
[ROW][C]34[/C][C]-0.08825[/C][C]-0.6779[/C][C]0.749746[/C][/ROW]
[ROW][C]35[/C][C]-0.030448[/C][C]-0.2339[/C][C]0.592054[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34747&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34747&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
017.68110
10.4181933.21220.001067
2-0.239579-1.84020.964618
3-0.667064-5.12380.999998
4-0.413526-3.17640.998814
50.072330.55560.290301
60.4375473.36090.000684
70.2844612.1850.016437
8-0.096443-0.74080.769122
9-0.365094-2.80430.996592
10-0.19122-1.46880.926399
110.1492051.14610.128197
120.4599123.53260.000403
130.1363491.04730.149612
14-0.149417-1.14770.872136
15-0.326028-2.50430.992473
16-0.155478-1.19420.88142
170.0893430.68630.247621
180.2425631.86320.03371
190.1164320.89430.187389
20-0.122006-0.93710.823748
21-0.250674-1.92550.970502
22-0.099709-0.76590.7766
230.1006130.77280.221357
240.294742.26390.013634
250.0918150.70520.241716
26-0.091711-0.70440.758037
27-0.200179-1.53760.935254
28-0.098386-0.75570.773587
290.0349150.26820.394744
300.1458811.12050.133514
310.0972240.74680.229077
32-0.014448-0.1110.543995
33-0.107162-0.82310.793125
34-0.08825-0.67790.749746
35-0.030448-0.23390.592054






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4181933.21220.001067
1-0.502312-3.85830.999857
2-0.496793-3.81590.999836
30.0027710.02130.491546
4-0.037551-0.28840.612986
50.0147120.1130.455205
6-0.16353-1.25610.892985
7-0.144755-1.11190.864652
8-0.095896-0.73660.767855
90.0737950.56680.286491
100.0459770.35320.362616
110.2687212.06410.021708
12-0.313599-2.40880.990427
130.230081.76730.041177
140.1461141.12230.133137
15-0.085943-0.66010.744135
160.0506720.38920.349258
17-0.03055-0.23470.592357
180.0176010.13520.446459
19-0.07784-0.59790.723901
20-0.10283-0.78990.783612
21-0.00105-0.00810.503203
22-0.112762-0.86610.805039
230.0562290.43190.333693
24-0.022592-0.17350.568588
25-0.096123-0.73830.76838
260.1051920.8080.211171
27-0.019149-0.14710.558218
28-0.046438-0.35670.638705
290.0808830.62130.268407
300.0052530.04030.483975
310.12640.97090.167781
32-0.001186-0.00910.503618
33-0.091713-0.70450.758041
340.0648690.49830.310072
35-0.190952-1.46670.92612

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.418193 & 3.2122 & 0.001067 \tabularnewline
1 & -0.502312 & -3.8583 & 0.999857 \tabularnewline
2 & -0.496793 & -3.8159 & 0.999836 \tabularnewline
3 & 0.002771 & 0.0213 & 0.491546 \tabularnewline
4 & -0.037551 & -0.2884 & 0.612986 \tabularnewline
5 & 0.014712 & 0.113 & 0.455205 \tabularnewline
6 & -0.16353 & -1.2561 & 0.892985 \tabularnewline
7 & -0.144755 & -1.1119 & 0.864652 \tabularnewline
8 & -0.095896 & -0.7366 & 0.767855 \tabularnewline
9 & 0.073795 & 0.5668 & 0.286491 \tabularnewline
10 & 0.045977 & 0.3532 & 0.362616 \tabularnewline
11 & 0.268721 & 2.0641 & 0.021708 \tabularnewline
12 & -0.313599 & -2.4088 & 0.990427 \tabularnewline
13 & 0.23008 & 1.7673 & 0.041177 \tabularnewline
14 & 0.146114 & 1.1223 & 0.133137 \tabularnewline
15 & -0.085943 & -0.6601 & 0.744135 \tabularnewline
16 & 0.050672 & 0.3892 & 0.349258 \tabularnewline
17 & -0.03055 & -0.2347 & 0.592357 \tabularnewline
18 & 0.017601 & 0.1352 & 0.446459 \tabularnewline
19 & -0.07784 & -0.5979 & 0.723901 \tabularnewline
20 & -0.10283 & -0.7899 & 0.783612 \tabularnewline
21 & -0.00105 & -0.0081 & 0.503203 \tabularnewline
22 & -0.112762 & -0.8661 & 0.805039 \tabularnewline
23 & 0.056229 & 0.4319 & 0.333693 \tabularnewline
24 & -0.022592 & -0.1735 & 0.568588 \tabularnewline
25 & -0.096123 & -0.7383 & 0.76838 \tabularnewline
26 & 0.105192 & 0.808 & 0.211171 \tabularnewline
27 & -0.019149 & -0.1471 & 0.558218 \tabularnewline
28 & -0.046438 & -0.3567 & 0.638705 \tabularnewline
29 & 0.080883 & 0.6213 & 0.268407 \tabularnewline
30 & 0.005253 & 0.0403 & 0.483975 \tabularnewline
31 & 0.1264 & 0.9709 & 0.167781 \tabularnewline
32 & -0.001186 & -0.0091 & 0.503618 \tabularnewline
33 & -0.091713 & -0.7045 & 0.758041 \tabularnewline
34 & 0.064869 & 0.4983 & 0.310072 \tabularnewline
35 & -0.190952 & -1.4667 & 0.92612 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34747&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]0[/C][C]0.418193[/C][C]3.2122[/C][C]0.001067[/C][/ROW]
[ROW][C]1[/C][C]-0.502312[/C][C]-3.8583[/C][C]0.999857[/C][/ROW]
[ROW][C]2[/C][C]-0.496793[/C][C]-3.8159[/C][C]0.999836[/C][/ROW]
[ROW][C]3[/C][C]0.002771[/C][C]0.0213[/C][C]0.491546[/C][/ROW]
[ROW][C]4[/C][C]-0.037551[/C][C]-0.2884[/C][C]0.612986[/C][/ROW]
[ROW][C]5[/C][C]0.014712[/C][C]0.113[/C][C]0.455205[/C][/ROW]
[ROW][C]6[/C][C]-0.16353[/C][C]-1.2561[/C][C]0.892985[/C][/ROW]
[ROW][C]7[/C][C]-0.144755[/C][C]-1.1119[/C][C]0.864652[/C][/ROW]
[ROW][C]8[/C][C]-0.095896[/C][C]-0.7366[/C][C]0.767855[/C][/ROW]
[ROW][C]9[/C][C]0.073795[/C][C]0.5668[/C][C]0.286491[/C][/ROW]
[ROW][C]10[/C][C]0.045977[/C][C]0.3532[/C][C]0.362616[/C][/ROW]
[ROW][C]11[/C][C]0.268721[/C][C]2.0641[/C][C]0.021708[/C][/ROW]
[ROW][C]12[/C][C]-0.313599[/C][C]-2.4088[/C][C]0.990427[/C][/ROW]
[ROW][C]13[/C][C]0.23008[/C][C]1.7673[/C][C]0.041177[/C][/ROW]
[ROW][C]14[/C][C]0.146114[/C][C]1.1223[/C][C]0.133137[/C][/ROW]
[ROW][C]15[/C][C]-0.085943[/C][C]-0.6601[/C][C]0.744135[/C][/ROW]
[ROW][C]16[/C][C]0.050672[/C][C]0.3892[/C][C]0.349258[/C][/ROW]
[ROW][C]17[/C][C]-0.03055[/C][C]-0.2347[/C][C]0.592357[/C][/ROW]
[ROW][C]18[/C][C]0.017601[/C][C]0.1352[/C][C]0.446459[/C][/ROW]
[ROW][C]19[/C][C]-0.07784[/C][C]-0.5979[/C][C]0.723901[/C][/ROW]
[ROW][C]20[/C][C]-0.10283[/C][C]-0.7899[/C][C]0.783612[/C][/ROW]
[ROW][C]21[/C][C]-0.00105[/C][C]-0.0081[/C][C]0.503203[/C][/ROW]
[ROW][C]22[/C][C]-0.112762[/C][C]-0.8661[/C][C]0.805039[/C][/ROW]
[ROW][C]23[/C][C]0.056229[/C][C]0.4319[/C][C]0.333693[/C][/ROW]
[ROW][C]24[/C][C]-0.022592[/C][C]-0.1735[/C][C]0.568588[/C][/ROW]
[ROW][C]25[/C][C]-0.096123[/C][C]-0.7383[/C][C]0.76838[/C][/ROW]
[ROW][C]26[/C][C]0.105192[/C][C]0.808[/C][C]0.211171[/C][/ROW]
[ROW][C]27[/C][C]-0.019149[/C][C]-0.1471[/C][C]0.558218[/C][/ROW]
[ROW][C]28[/C][C]-0.046438[/C][C]-0.3567[/C][C]0.638705[/C][/ROW]
[ROW][C]29[/C][C]0.080883[/C][C]0.6213[/C][C]0.268407[/C][/ROW]
[ROW][C]30[/C][C]0.005253[/C][C]0.0403[/C][C]0.483975[/C][/ROW]
[ROW][C]31[/C][C]0.1264[/C][C]0.9709[/C][C]0.167781[/C][/ROW]
[ROW][C]32[/C][C]-0.001186[/C][C]-0.0091[/C][C]0.503618[/C][/ROW]
[ROW][C]33[/C][C]-0.091713[/C][C]-0.7045[/C][C]0.758041[/C][/ROW]
[ROW][C]34[/C][C]0.064869[/C][C]0.4983[/C][C]0.310072[/C][/ROW]
[ROW][C]35[/C][C]-0.190952[/C][C]-1.4667[/C][C]0.92612[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34747&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34747&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
00.4181933.21220.001067
1-0.502312-3.85830.999857
2-0.496793-3.81590.999836
30.0027710.02130.491546
4-0.037551-0.28840.612986
50.0147120.1130.455205
6-0.16353-1.25610.892985
7-0.144755-1.11190.864652
8-0.095896-0.73660.767855
90.0737950.56680.286491
100.0459770.35320.362616
110.2687212.06410.021708
12-0.313599-2.40880.990427
130.230081.76730.041177
140.1461141.12230.133137
15-0.085943-0.66010.744135
160.0506720.38920.349258
17-0.03055-0.23470.592357
180.0176010.13520.446459
19-0.07784-0.59790.723901
20-0.10283-0.78990.783612
21-0.00105-0.00810.503203
22-0.112762-0.86610.805039
230.0562290.43190.333693
24-0.022592-0.17350.568588
25-0.096123-0.73830.76838
260.1051920.8080.211171
27-0.019149-0.14710.558218
28-0.046438-0.35670.638705
290.0808830.62130.268407
300.0052530.04030.483975
310.12640.97090.167781
32-0.001186-0.00910.503618
33-0.091713-0.70450.758041
340.0648690.49830.310072
35-0.190952-1.46670.92612


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; 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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')