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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 computationThu, 18 Dec 2008 06:39:29 -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/t1229607620khxxfonaz959n83.htm/, Retrieved Sat, 11 May 2024 15:07:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34753, Retrieved Sat, 11 May 2024 15:07:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207

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] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P           [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:39:29] [e8f764b122b426f433a1e1038b457077] [Current]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:42:39] [4ddbf81f78ea7c738951638c7e93f6ee]
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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=34753&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=34753&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34753&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
016.85570
10.5683723.89660.000154
2-0.027576-0.18910.574568
3-0.510475-3.49960.999485
4-0.563998-3.86660.999831
5-0.317508-2.17670.982721
60.0746910.51210.305505
70.332542.27980.013602
80.3356652.30120.012931
90.1265610.86770.194995
10-0.089867-0.61610.729598
11-0.123788-0.84860.79981
12-0.11946-0.8190.791533
13-0.08916-0.61130.728011
14-0.030555-0.20950.582507
15-0.05011-0.34350.633637
16-0.008099-0.05550.522022
170.0312230.21410.415715
180.0449280.3080.379718
19-0.034496-0.23650.592962
20-0.107587-0.73760.767781
21-0.111149-0.7620.775067
22-0.004316-0.02960.51174
230.1360960.9330.177788
240.2203191.51040.068814
250.1578441.08210.14236
26-0.047969-0.32890.628139
27-0.286016-1.96080.97208
28-0.312542-2.14270.981326
29-0.170786-1.17080.876219
300.1239680.84990.19985
310.3129612.14560.018553
320.3666132.51340.007722
330.1923971.3190.096778
34-0.051665-0.35420.637612
35-0.25585-1.7540.957027

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.568372 & 3.8966 & 0.000154 \tabularnewline
2 & -0.027576 & -0.1891 & 0.574568 \tabularnewline
3 & -0.510475 & -3.4996 & 0.999485 \tabularnewline
4 & -0.563998 & -3.8666 & 0.999831 \tabularnewline
5 & -0.317508 & -2.1767 & 0.982721 \tabularnewline
6 & 0.074691 & 0.5121 & 0.305505 \tabularnewline
7 & 0.33254 & 2.2798 & 0.013602 \tabularnewline
8 & 0.335665 & 2.3012 & 0.012931 \tabularnewline
9 & 0.126561 & 0.8677 & 0.194995 \tabularnewline
10 & -0.089867 & -0.6161 & 0.729598 \tabularnewline
11 & -0.123788 & -0.8486 & 0.79981 \tabularnewline
12 & -0.11946 & -0.819 & 0.791533 \tabularnewline
13 & -0.08916 & -0.6113 & 0.728011 \tabularnewline
14 & -0.030555 & -0.2095 & 0.582507 \tabularnewline
15 & -0.05011 & -0.3435 & 0.633637 \tabularnewline
16 & -0.008099 & -0.0555 & 0.522022 \tabularnewline
17 & 0.031223 & 0.2141 & 0.415715 \tabularnewline
18 & 0.044928 & 0.308 & 0.379718 \tabularnewline
19 & -0.034496 & -0.2365 & 0.592962 \tabularnewline
20 & -0.107587 & -0.7376 & 0.767781 \tabularnewline
21 & -0.111149 & -0.762 & 0.775067 \tabularnewline
22 & -0.004316 & -0.0296 & 0.51174 \tabularnewline
23 & 0.136096 & 0.933 & 0.177788 \tabularnewline
24 & 0.220319 & 1.5104 & 0.068814 \tabularnewline
25 & 0.157844 & 1.0821 & 0.14236 \tabularnewline
26 & -0.047969 & -0.3289 & 0.628139 \tabularnewline
27 & -0.286016 & -1.9608 & 0.97208 \tabularnewline
28 & -0.312542 & -2.1427 & 0.981326 \tabularnewline
29 & -0.170786 & -1.1708 & 0.876219 \tabularnewline
30 & 0.123968 & 0.8499 & 0.19985 \tabularnewline
31 & 0.312961 & 2.1456 & 0.018553 \tabularnewline
32 & 0.366613 & 2.5134 & 0.007722 \tabularnewline
33 & 0.192397 & 1.319 & 0.096778 \tabularnewline
34 & -0.051665 & -0.3542 & 0.637612 \tabularnewline
35 & -0.25585 & -1.754 & 0.957027 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34753&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]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.568372[/C][C]3.8966[/C][C]0.000154[/C][/ROW]
[ROW][C]2[/C][C]-0.027576[/C][C]-0.1891[/C][C]0.574568[/C][/ROW]
[ROW][C]3[/C][C]-0.510475[/C][C]-3.4996[/C][C]0.999485[/C][/ROW]
[ROW][C]4[/C][C]-0.563998[/C][C]-3.8666[/C][C]0.999831[/C][/ROW]
[ROW][C]5[/C][C]-0.317508[/C][C]-2.1767[/C][C]0.982721[/C][/ROW]
[ROW][C]6[/C][C]0.074691[/C][C]0.5121[/C][C]0.305505[/C][/ROW]
[ROW][C]7[/C][C]0.33254[/C][C]2.2798[/C][C]0.013602[/C][/ROW]
[ROW][C]8[/C][C]0.335665[/C][C]2.3012[/C][C]0.012931[/C][/ROW]
[ROW][C]9[/C][C]0.126561[/C][C]0.8677[/C][C]0.194995[/C][/ROW]
[ROW][C]10[/C][C]-0.089867[/C][C]-0.6161[/C][C]0.729598[/C][/ROW]
[ROW][C]11[/C][C]-0.123788[/C][C]-0.8486[/C][C]0.79981[/C][/ROW]
[ROW][C]12[/C][C]-0.11946[/C][C]-0.819[/C][C]0.791533[/C][/ROW]
[ROW][C]13[/C][C]-0.08916[/C][C]-0.6113[/C][C]0.728011[/C][/ROW]
[ROW][C]14[/C][C]-0.030555[/C][C]-0.2095[/C][C]0.582507[/C][/ROW]
[ROW][C]15[/C][C]-0.05011[/C][C]-0.3435[/C][C]0.633637[/C][/ROW]
[ROW][C]16[/C][C]-0.008099[/C][C]-0.0555[/C][C]0.522022[/C][/ROW]
[ROW][C]17[/C][C]0.031223[/C][C]0.2141[/C][C]0.415715[/C][/ROW]
[ROW][C]18[/C][C]0.044928[/C][C]0.308[/C][C]0.379718[/C][/ROW]
[ROW][C]19[/C][C]-0.034496[/C][C]-0.2365[/C][C]0.592962[/C][/ROW]
[ROW][C]20[/C][C]-0.107587[/C][C]-0.7376[/C][C]0.767781[/C][/ROW]
[ROW][C]21[/C][C]-0.111149[/C][C]-0.762[/C][C]0.775067[/C][/ROW]
[ROW][C]22[/C][C]-0.004316[/C][C]-0.0296[/C][C]0.51174[/C][/ROW]
[ROW][C]23[/C][C]0.136096[/C][C]0.933[/C][C]0.177788[/C][/ROW]
[ROW][C]24[/C][C]0.220319[/C][C]1.5104[/C][C]0.068814[/C][/ROW]
[ROW][C]25[/C][C]0.157844[/C][C]1.0821[/C][C]0.14236[/C][/ROW]
[ROW][C]26[/C][C]-0.047969[/C][C]-0.3289[/C][C]0.628139[/C][/ROW]
[ROW][C]27[/C][C]-0.286016[/C][C]-1.9608[/C][C]0.97208[/C][/ROW]
[ROW][C]28[/C][C]-0.312542[/C][C]-2.1427[/C][C]0.981326[/C][/ROW]
[ROW][C]29[/C][C]-0.170786[/C][C]-1.1708[/C][C]0.876219[/C][/ROW]
[ROW][C]30[/C][C]0.123968[/C][C]0.8499[/C][C]0.19985[/C][/ROW]
[ROW][C]31[/C][C]0.312961[/C][C]2.1456[/C][C]0.018553[/C][/ROW]
[ROW][C]32[/C][C]0.366613[/C][C]2.5134[/C][C]0.007722[/C][/ROW]
[ROW][C]33[/C][C]0.192397[/C][C]1.319[/C][C]0.096778[/C][/ROW]
[ROW][C]34[/C][C]-0.051665[/C][C]-0.3542[/C][C]0.637612[/C][/ROW]
[ROW][C]35[/C][C]-0.25585[/C][C]-1.754[/C][C]0.957027[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34753&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34753&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
016.85570
10.5683723.89660.000154
2-0.027576-0.18910.574568
3-0.510475-3.49960.999485
4-0.563998-3.86660.999831
5-0.317508-2.17670.982721
60.0746910.51210.305505
70.332542.27980.013602
80.3356652.30120.012931
90.1265610.86770.194995
10-0.089867-0.61610.729598
11-0.123788-0.84860.79981
12-0.11946-0.8190.791533
13-0.08916-0.61130.728011
14-0.030555-0.20950.582507
15-0.05011-0.34350.633637
16-0.008099-0.05550.522022
170.0312230.21410.415715
180.0449280.3080.379718
19-0.034496-0.23650.592962
20-0.107587-0.73760.767781
21-0.111149-0.7620.775067
22-0.004316-0.02960.51174
230.1360960.9330.177788
240.2203191.51040.068814
250.1578441.08210.14236
26-0.047969-0.32890.628139
27-0.286016-1.96080.97208
28-0.312542-2.14270.981326
29-0.170786-1.17080.876219
300.1239680.84990.19985
310.3129612.14560.018553
320.3666132.51340.007722
330.1923971.3190.096778
34-0.051665-0.35420.637612
35-0.25585-1.7540.957027






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.5683723.89660.000154
1-0.517942-3.55080.999557
2-0.388209-2.66140.994693
3-0.025254-0.17310.568356
4-0.098758-0.67710.749154
50.029950.20530.419103
60.004690.03220.487243
7-0.046845-0.32120.62524
8-0.032934-0.22580.588827
90.0449230.3080.379731
100.1869421.28160.103133
11-0.144123-0.98810.835908
12-0.08921-0.61160.728124
130.0812010.55670.290191
14-0.227233-1.55780.937009
150.0911780.62510.26747
16-0.031797-0.2180.585811
17-0.186781-1.28050.896675
18-0.158428-1.08610.858519
19-0.067169-0.46050.676355
200.0180480.12370.451027
21-0.024472-0.16780.566258
220.0962970.66020.256182
230.1024540.70240.24295
24-0.102326-0.70150.756778
250.0361580.24790.402652
26-0.154682-1.06040.85282
27-0.033796-0.23170.59111
28-0.088692-0.6080.726957
290.0313640.2150.41534
30-0.028167-0.19310.576146
310.072960.50020.309639
320.0719170.4930.31214
33-0.002996-0.02050.50815
34-0.021186-0.14520.557429
350.0725820.49760.310544

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.568372 & 3.8966 & 0.000154 \tabularnewline
1 & -0.517942 & -3.5508 & 0.999557 \tabularnewline
2 & -0.388209 & -2.6614 & 0.994693 \tabularnewline
3 & -0.025254 & -0.1731 & 0.568356 \tabularnewline
4 & -0.098758 & -0.6771 & 0.749154 \tabularnewline
5 & 0.02995 & 0.2053 & 0.419103 \tabularnewline
6 & 0.00469 & 0.0322 & 0.487243 \tabularnewline
7 & -0.046845 & -0.3212 & 0.62524 \tabularnewline
8 & -0.032934 & -0.2258 & 0.588827 \tabularnewline
9 & 0.044923 & 0.308 & 0.379731 \tabularnewline
10 & 0.186942 & 1.2816 & 0.103133 \tabularnewline
11 & -0.144123 & -0.9881 & 0.835908 \tabularnewline
12 & -0.08921 & -0.6116 & 0.728124 \tabularnewline
13 & 0.081201 & 0.5567 & 0.290191 \tabularnewline
14 & -0.227233 & -1.5578 & 0.937009 \tabularnewline
15 & 0.091178 & 0.6251 & 0.26747 \tabularnewline
16 & -0.031797 & -0.218 & 0.585811 \tabularnewline
17 & -0.186781 & -1.2805 & 0.896675 \tabularnewline
18 & -0.158428 & -1.0861 & 0.858519 \tabularnewline
19 & -0.067169 & -0.4605 & 0.676355 \tabularnewline
20 & 0.018048 & 0.1237 & 0.451027 \tabularnewline
21 & -0.024472 & -0.1678 & 0.566258 \tabularnewline
22 & 0.096297 & 0.6602 & 0.256182 \tabularnewline
23 & 0.102454 & 0.7024 & 0.24295 \tabularnewline
24 & -0.102326 & -0.7015 & 0.756778 \tabularnewline
25 & 0.036158 & 0.2479 & 0.402652 \tabularnewline
26 & -0.154682 & -1.0604 & 0.85282 \tabularnewline
27 & -0.033796 & -0.2317 & 0.59111 \tabularnewline
28 & -0.088692 & -0.608 & 0.726957 \tabularnewline
29 & 0.031364 & 0.215 & 0.41534 \tabularnewline
30 & -0.028167 & -0.1931 & 0.576146 \tabularnewline
31 & 0.07296 & 0.5002 & 0.309639 \tabularnewline
32 & 0.071917 & 0.493 & 0.31214 \tabularnewline
33 & -0.002996 & -0.0205 & 0.50815 \tabularnewline
34 & -0.021186 & -0.1452 & 0.557429 \tabularnewline
35 & 0.072582 & 0.4976 & 0.310544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34753&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]0.568372[/C][C]3.8966[/C][C]0.000154[/C][/ROW]
[ROW][C]1[/C][C]-0.517942[/C][C]-3.5508[/C][C]0.999557[/C][/ROW]
[ROW][C]2[/C][C]-0.388209[/C][C]-2.6614[/C][C]0.994693[/C][/ROW]
[ROW][C]3[/C][C]-0.025254[/C][C]-0.1731[/C][C]0.568356[/C][/ROW]
[ROW][C]4[/C][C]-0.098758[/C][C]-0.6771[/C][C]0.749154[/C][/ROW]
[ROW][C]5[/C][C]0.02995[/C][C]0.2053[/C][C]0.419103[/C][/ROW]
[ROW][C]6[/C][C]0.00469[/C][C]0.0322[/C][C]0.487243[/C][/ROW]
[ROW][C]7[/C][C]-0.046845[/C][C]-0.3212[/C][C]0.62524[/C][/ROW]
[ROW][C]8[/C][C]-0.032934[/C][C]-0.2258[/C][C]0.588827[/C][/ROW]
[ROW][C]9[/C][C]0.044923[/C][C]0.308[/C][C]0.379731[/C][/ROW]
[ROW][C]10[/C][C]0.186942[/C][C]1.2816[/C][C]0.103133[/C][/ROW]
[ROW][C]11[/C][C]-0.144123[/C][C]-0.9881[/C][C]0.835908[/C][/ROW]
[ROW][C]12[/C][C]-0.08921[/C][C]-0.6116[/C][C]0.728124[/C][/ROW]
[ROW][C]13[/C][C]0.081201[/C][C]0.5567[/C][C]0.290191[/C][/ROW]
[ROW][C]14[/C][C]-0.227233[/C][C]-1.5578[/C][C]0.937009[/C][/ROW]
[ROW][C]15[/C][C]0.091178[/C][C]0.6251[/C][C]0.26747[/C][/ROW]
[ROW][C]16[/C][C]-0.031797[/C][C]-0.218[/C][C]0.585811[/C][/ROW]
[ROW][C]17[/C][C]-0.186781[/C][C]-1.2805[/C][C]0.896675[/C][/ROW]
[ROW][C]18[/C][C]-0.158428[/C][C]-1.0861[/C][C]0.858519[/C][/ROW]
[ROW][C]19[/C][C]-0.067169[/C][C]-0.4605[/C][C]0.676355[/C][/ROW]
[ROW][C]20[/C][C]0.018048[/C][C]0.1237[/C][C]0.451027[/C][/ROW]
[ROW][C]21[/C][C]-0.024472[/C][C]-0.1678[/C][C]0.566258[/C][/ROW]
[ROW][C]22[/C][C]0.096297[/C][C]0.6602[/C][C]0.256182[/C][/ROW]
[ROW][C]23[/C][C]0.102454[/C][C]0.7024[/C][C]0.24295[/C][/ROW]
[ROW][C]24[/C][C]-0.102326[/C][C]-0.7015[/C][C]0.756778[/C][/ROW]
[ROW][C]25[/C][C]0.036158[/C][C]0.2479[/C][C]0.402652[/C][/ROW]
[ROW][C]26[/C][C]-0.154682[/C][C]-1.0604[/C][C]0.85282[/C][/ROW]
[ROW][C]27[/C][C]-0.033796[/C][C]-0.2317[/C][C]0.59111[/C][/ROW]
[ROW][C]28[/C][C]-0.088692[/C][C]-0.608[/C][C]0.726957[/C][/ROW]
[ROW][C]29[/C][C]0.031364[/C][C]0.215[/C][C]0.41534[/C][/ROW]
[ROW][C]30[/C][C]-0.028167[/C][C]-0.1931[/C][C]0.576146[/C][/ROW]
[ROW][C]31[/C][C]0.07296[/C][C]0.5002[/C][C]0.309639[/C][/ROW]
[ROW][C]32[/C][C]0.071917[/C][C]0.493[/C][C]0.31214[/C][/ROW]
[ROW][C]33[/C][C]-0.002996[/C][C]-0.0205[/C][C]0.50815[/C][/ROW]
[ROW][C]34[/C][C]-0.021186[/C][C]-0.1452[/C][C]0.557429[/C][/ROW]
[ROW][C]35[/C][C]0.072582[/C][C]0.4976[/C][C]0.310544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34753&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34753&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
00.5683723.89660.000154
1-0.517942-3.55080.999557
2-0.388209-2.66140.994693
3-0.025254-0.17310.568356
4-0.098758-0.67710.749154
50.029950.20530.419103
60.004690.03220.487243
7-0.046845-0.32120.62524
8-0.032934-0.22580.588827
90.0449230.3080.379731
100.1869421.28160.103133
11-0.144123-0.98810.835908
12-0.08921-0.61160.728124
130.0812010.55670.290191
14-0.227233-1.55780.937009
150.0911780.62510.26747
16-0.031797-0.2180.585811
17-0.186781-1.28050.896675
18-0.158428-1.08610.858519
19-0.067169-0.46050.676355
200.0180480.12370.451027
21-0.024472-0.16780.566258
220.0962970.66020.256182
230.1024540.70240.24295
24-0.102326-0.70150.756778
250.0361580.24790.402652
26-0.154682-1.06040.85282
27-0.033796-0.23170.59111
28-0.088692-0.6080.726957
290.0313640.2150.41534
30-0.028167-0.19310.576146
310.072960.50020.309639
320.0719170.4930.31214
33-0.002996-0.02050.50815
34-0.021186-0.14520.557429
350.0725820.49760.310544


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 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')