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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 06:47:38 -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/t1229608127k0fgfjuy9aqf32l.htm/, Retrieved Sat, 11 May 2024 23:10:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34757, Retrieved Sat, 11 May 2024 23:10:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169

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]
-    D      [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-16 19:11:22] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD          [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:47:38] [e8f764b122b426f433a1e1038b457077] [Current]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:55:00] [4ddbf81f78ea7c738951638c7e93f6ee]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8

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=34757&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=34757&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34757&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
017.68110
10.3627292.78620.003581
2-0.208153-1.59890.942402
3-0.565384-4.34280.999972
4-0.438653-3.36940.999334
50.0068440.05260.479128
60.3601532.76640.003778
70.2565991.9710.026712
8-0.018005-0.13830.554762
9-0.23547-1.80870.962201
10-0.165086-1.26810.89512
110.0658820.5060.307355
120.3649082.80290.003421
130.0647890.49770.310289
14-0.067504-0.51850.696978
15-0.197731-1.51880.932924
16-0.11691-0.8980.813584
170.0227470.17470.430946
180.1740881.33720.093146
190.1067990.82030.207664
20-0.040147-0.30840.620558
21-0.131622-1.0110.841929
22-0.085395-0.65590.742792
23-0.011278-0.08660.534371
240.135481.04060.151145
250.0060160.04620.481651
26-0.038701-0.29730.616347
27-0.085935-0.66010.744114
28-0.010941-0.0840.533345
290.0402640.30930.379102
300.0918930.70580.241532
310.0679960.52230.301714
32-0.07564-0.5810.718275
33-0.111192-0.85410.801742
34-0.070793-0.54380.705675
35-0.016674-0.12810.550739

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.362729 & 2.7862 & 0.003581 \tabularnewline
2 & -0.208153 & -1.5989 & 0.942402 \tabularnewline
3 & -0.565384 & -4.3428 & 0.999972 \tabularnewline
4 & -0.438653 & -3.3694 & 0.999334 \tabularnewline
5 & 0.006844 & 0.0526 & 0.479128 \tabularnewline
6 & 0.360153 & 2.7664 & 0.003778 \tabularnewline
7 & 0.256599 & 1.971 & 0.026712 \tabularnewline
8 & -0.018005 & -0.1383 & 0.554762 \tabularnewline
9 & -0.23547 & -1.8087 & 0.962201 \tabularnewline
10 & -0.165086 & -1.2681 & 0.89512 \tabularnewline
11 & 0.065882 & 0.506 & 0.307355 \tabularnewline
12 & 0.364908 & 2.8029 & 0.003421 \tabularnewline
13 & 0.064789 & 0.4977 & 0.310289 \tabularnewline
14 & -0.067504 & -0.5185 & 0.696978 \tabularnewline
15 & -0.197731 & -1.5188 & 0.932924 \tabularnewline
16 & -0.11691 & -0.898 & 0.813584 \tabularnewline
17 & 0.022747 & 0.1747 & 0.430946 \tabularnewline
18 & 0.174088 & 1.3372 & 0.093146 \tabularnewline
19 & 0.106799 & 0.8203 & 0.207664 \tabularnewline
20 & -0.040147 & -0.3084 & 0.620558 \tabularnewline
21 & -0.131622 & -1.011 & 0.841929 \tabularnewline
22 & -0.085395 & -0.6559 & 0.742792 \tabularnewline
23 & -0.011278 & -0.0866 & 0.534371 \tabularnewline
24 & 0.13548 & 1.0406 & 0.151145 \tabularnewline
25 & 0.006016 & 0.0462 & 0.481651 \tabularnewline
26 & -0.038701 & -0.2973 & 0.616347 \tabularnewline
27 & -0.085935 & -0.6601 & 0.744114 \tabularnewline
28 & -0.010941 & -0.084 & 0.533345 \tabularnewline
29 & 0.040264 & 0.3093 & 0.379102 \tabularnewline
30 & 0.091893 & 0.7058 & 0.241532 \tabularnewline
31 & 0.067996 & 0.5223 & 0.301714 \tabularnewline
32 & -0.07564 & -0.581 & 0.718275 \tabularnewline
33 & -0.111192 & -0.8541 & 0.801742 \tabularnewline
34 & -0.070793 & -0.5438 & 0.705675 \tabularnewline
35 & -0.016674 & -0.1281 & 0.550739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34757&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]0.362729[/C][C]2.7862[/C][C]0.003581[/C][/ROW]
[ROW][C]2[/C][C]-0.208153[/C][C]-1.5989[/C][C]0.942402[/C][/ROW]
[ROW][C]3[/C][C]-0.565384[/C][C]-4.3428[/C][C]0.999972[/C][/ROW]
[ROW][C]4[/C][C]-0.438653[/C][C]-3.3694[/C][C]0.999334[/C][/ROW]
[ROW][C]5[/C][C]0.006844[/C][C]0.0526[/C][C]0.479128[/C][/ROW]
[ROW][C]6[/C][C]0.360153[/C][C]2.7664[/C][C]0.003778[/C][/ROW]
[ROW][C]7[/C][C]0.256599[/C][C]1.971[/C][C]0.026712[/C][/ROW]
[ROW][C]8[/C][C]-0.018005[/C][C]-0.1383[/C][C]0.554762[/C][/ROW]
[ROW][C]9[/C][C]-0.23547[/C][C]-1.8087[/C][C]0.962201[/C][/ROW]
[ROW][C]10[/C][C]-0.165086[/C][C]-1.2681[/C][C]0.89512[/C][/ROW]
[ROW][C]11[/C][C]0.065882[/C][C]0.506[/C][C]0.307355[/C][/ROW]
[ROW][C]12[/C][C]0.364908[/C][C]2.8029[/C][C]0.003421[/C][/ROW]
[ROW][C]13[/C][C]0.064789[/C][C]0.4977[/C][C]0.310289[/C][/ROW]
[ROW][C]14[/C][C]-0.067504[/C][C]-0.5185[/C][C]0.696978[/C][/ROW]
[ROW][C]15[/C][C]-0.197731[/C][C]-1.5188[/C][C]0.932924[/C][/ROW]
[ROW][C]16[/C][C]-0.11691[/C][C]-0.898[/C][C]0.813584[/C][/ROW]
[ROW][C]17[/C][C]0.022747[/C][C]0.1747[/C][C]0.430946[/C][/ROW]
[ROW][C]18[/C][C]0.174088[/C][C]1.3372[/C][C]0.093146[/C][/ROW]
[ROW][C]19[/C][C]0.106799[/C][C]0.8203[/C][C]0.207664[/C][/ROW]
[ROW][C]20[/C][C]-0.040147[/C][C]-0.3084[/C][C]0.620558[/C][/ROW]
[ROW][C]21[/C][C]-0.131622[/C][C]-1.011[/C][C]0.841929[/C][/ROW]
[ROW][C]22[/C][C]-0.085395[/C][C]-0.6559[/C][C]0.742792[/C][/ROW]
[ROW][C]23[/C][C]-0.011278[/C][C]-0.0866[/C][C]0.534371[/C][/ROW]
[ROW][C]24[/C][C]0.13548[/C][C]1.0406[/C][C]0.151145[/C][/ROW]
[ROW][C]25[/C][C]0.006016[/C][C]0.0462[/C][C]0.481651[/C][/ROW]
[ROW][C]26[/C][C]-0.038701[/C][C]-0.2973[/C][C]0.616347[/C][/ROW]
[ROW][C]27[/C][C]-0.085935[/C][C]-0.6601[/C][C]0.744114[/C][/ROW]
[ROW][C]28[/C][C]-0.010941[/C][C]-0.084[/C][C]0.533345[/C][/ROW]
[ROW][C]29[/C][C]0.040264[/C][C]0.3093[/C][C]0.379102[/C][/ROW]
[ROW][C]30[/C][C]0.091893[/C][C]0.7058[/C][C]0.241532[/C][/ROW]
[ROW][C]31[/C][C]0.067996[/C][C]0.5223[/C][C]0.301714[/C][/ROW]
[ROW][C]32[/C][C]-0.07564[/C][C]-0.581[/C][C]0.718275[/C][/ROW]
[ROW][C]33[/C][C]-0.111192[/C][C]-0.8541[/C][C]0.801742[/C][/ROW]
[ROW][C]34[/C][C]-0.070793[/C][C]-0.5438[/C][C]0.705675[/C][/ROW]
[ROW][C]35[/C][C]-0.016674[/C][C]-0.1281[/C][C]0.550739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34757&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34757&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
10.3627292.78620.003581
2-0.208153-1.59890.942402
3-0.565384-4.34280.999972
4-0.438653-3.36940.999334
50.0068440.05260.479128
60.3601532.76640.003778
70.2565991.9710.026712
8-0.018005-0.13830.554762
9-0.23547-1.80870.962201
10-0.165086-1.26810.89512
110.0658820.5060.307355
120.3649082.80290.003421
130.0647890.49770.310289
14-0.067504-0.51850.696978
15-0.197731-1.51880.932924
16-0.11691-0.8980.813584
170.0227470.17470.430946
180.1740881.33720.093146
190.1067990.82030.207664
20-0.040147-0.30840.620558
21-0.131622-1.0110.841929
22-0.085395-0.65590.742792
23-0.011278-0.08660.534371
240.135481.04060.151145
250.0060160.04620.481651
26-0.038701-0.29730.616347
27-0.085935-0.66010.744114
28-0.010941-0.0840.533345
290.0402640.30930.379102
300.0918930.70580.241532
310.0679960.52230.301714
32-0.07564-0.5810.718275
33-0.111192-0.85410.801742
34-0.070793-0.54380.705675
35-0.016674-0.12810.550739






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3627292.78620.003581
1-0.391196-3.00480.998052
2-0.432948-3.32550.999239
3-0.214189-1.64520.947379
4-0.004945-0.0380.515084
50.0322960.24810.40247
6-0.199582-1.5330.934692
7-0.121814-0.93570.823372
8-0.073354-0.56340.712365
90.0188340.14470.442735
100.0243390.1870.426169
110.2846152.18620.016391
12-0.282223-2.16780.98289
130.2217311.70310.046902
140.0998330.76680.22312
150.0844510.64870.259532
16-0.072327-0.55560.709692
170.1250730.96070.170311
180.0906990.69670.244371
19-0.057428-0.44110.669628
200.0242780.18650.426353
210.0056430.04330.482787
22-0.07658-0.58820.720686
23-0.058408-0.44860.672333
24-0.026207-0.20130.579421
25-0.184747-1.41910.91943
26-0.071574-0.54980.707723
27-0.033925-0.26060.602338
28-0.044912-0.3450.63433
29-0.145705-1.11920.8662
300.1041350.79990.213495
31-0.110169-0.84620.799577
32-0.012105-0.0930.536882
33-0.034278-0.26330.603379
340.0291240.22370.411879
350.0195690.15030.440517

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.362729 & 2.7862 & 0.003581 \tabularnewline
1 & -0.391196 & -3.0048 & 0.998052 \tabularnewline
2 & -0.432948 & -3.3255 & 0.999239 \tabularnewline
3 & -0.214189 & -1.6452 & 0.947379 \tabularnewline
4 & -0.004945 & -0.038 & 0.515084 \tabularnewline
5 & 0.032296 & 0.2481 & 0.40247 \tabularnewline
6 & -0.199582 & -1.533 & 0.934692 \tabularnewline
7 & -0.121814 & -0.9357 & 0.823372 \tabularnewline
8 & -0.073354 & -0.5634 & 0.712365 \tabularnewline
9 & 0.018834 & 0.1447 & 0.442735 \tabularnewline
10 & 0.024339 & 0.187 & 0.426169 \tabularnewline
11 & 0.284615 & 2.1862 & 0.016391 \tabularnewline
12 & -0.282223 & -2.1678 & 0.98289 \tabularnewline
13 & 0.221731 & 1.7031 & 0.046902 \tabularnewline
14 & 0.099833 & 0.7668 & 0.22312 \tabularnewline
15 & 0.084451 & 0.6487 & 0.259532 \tabularnewline
16 & -0.072327 & -0.5556 & 0.709692 \tabularnewline
17 & 0.125073 & 0.9607 & 0.170311 \tabularnewline
18 & 0.090699 & 0.6967 & 0.244371 \tabularnewline
19 & -0.057428 & -0.4411 & 0.669628 \tabularnewline
20 & 0.024278 & 0.1865 & 0.426353 \tabularnewline
21 & 0.005643 & 0.0433 & 0.482787 \tabularnewline
22 & -0.07658 & -0.5882 & 0.720686 \tabularnewline
23 & -0.058408 & -0.4486 & 0.672333 \tabularnewline
24 & -0.026207 & -0.2013 & 0.579421 \tabularnewline
25 & -0.184747 & -1.4191 & 0.91943 \tabularnewline
26 & -0.071574 & -0.5498 & 0.707723 \tabularnewline
27 & -0.033925 & -0.2606 & 0.602338 \tabularnewline
28 & -0.044912 & -0.345 & 0.63433 \tabularnewline
29 & -0.145705 & -1.1192 & 0.8662 \tabularnewline
30 & 0.104135 & 0.7999 & 0.213495 \tabularnewline
31 & -0.110169 & -0.8462 & 0.799577 \tabularnewline
32 & -0.012105 & -0.093 & 0.536882 \tabularnewline
33 & -0.034278 & -0.2633 & 0.603379 \tabularnewline
34 & 0.029124 & 0.2237 & 0.411879 \tabularnewline
35 & 0.019569 & 0.1503 & 0.440517 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34757&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]0.362729[/C][C]2.7862[/C][C]0.003581[/C][/ROW]
[ROW][C]1[/C][C]-0.391196[/C][C]-3.0048[/C][C]0.998052[/C][/ROW]
[ROW][C]2[/C][C]-0.432948[/C][C]-3.3255[/C][C]0.999239[/C][/ROW]
[ROW][C]3[/C][C]-0.214189[/C][C]-1.6452[/C][C]0.947379[/C][/ROW]
[ROW][C]4[/C][C]-0.004945[/C][C]-0.038[/C][C]0.515084[/C][/ROW]
[ROW][C]5[/C][C]0.032296[/C][C]0.2481[/C][C]0.40247[/C][/ROW]
[ROW][C]6[/C][C]-0.199582[/C][C]-1.533[/C][C]0.934692[/C][/ROW]
[ROW][C]7[/C][C]-0.121814[/C][C]-0.9357[/C][C]0.823372[/C][/ROW]
[ROW][C]8[/C][C]-0.073354[/C][C]-0.5634[/C][C]0.712365[/C][/ROW]
[ROW][C]9[/C][C]0.018834[/C][C]0.1447[/C][C]0.442735[/C][/ROW]
[ROW][C]10[/C][C]0.024339[/C][C]0.187[/C][C]0.426169[/C][/ROW]
[ROW][C]11[/C][C]0.284615[/C][C]2.1862[/C][C]0.016391[/C][/ROW]
[ROW][C]12[/C][C]-0.282223[/C][C]-2.1678[/C][C]0.98289[/C][/ROW]
[ROW][C]13[/C][C]0.221731[/C][C]1.7031[/C][C]0.046902[/C][/ROW]
[ROW][C]14[/C][C]0.099833[/C][C]0.7668[/C][C]0.22312[/C][/ROW]
[ROW][C]15[/C][C]0.084451[/C][C]0.6487[/C][C]0.259532[/C][/ROW]
[ROW][C]16[/C][C]-0.072327[/C][C]-0.5556[/C][C]0.709692[/C][/ROW]
[ROW][C]17[/C][C]0.125073[/C][C]0.9607[/C][C]0.170311[/C][/ROW]
[ROW][C]18[/C][C]0.090699[/C][C]0.6967[/C][C]0.244371[/C][/ROW]
[ROW][C]19[/C][C]-0.057428[/C][C]-0.4411[/C][C]0.669628[/C][/ROW]
[ROW][C]20[/C][C]0.024278[/C][C]0.1865[/C][C]0.426353[/C][/ROW]
[ROW][C]21[/C][C]0.005643[/C][C]0.0433[/C][C]0.482787[/C][/ROW]
[ROW][C]22[/C][C]-0.07658[/C][C]-0.5882[/C][C]0.720686[/C][/ROW]
[ROW][C]23[/C][C]-0.058408[/C][C]-0.4486[/C][C]0.672333[/C][/ROW]
[ROW][C]24[/C][C]-0.026207[/C][C]-0.2013[/C][C]0.579421[/C][/ROW]
[ROW][C]25[/C][C]-0.184747[/C][C]-1.4191[/C][C]0.91943[/C][/ROW]
[ROW][C]26[/C][C]-0.071574[/C][C]-0.5498[/C][C]0.707723[/C][/ROW]
[ROW][C]27[/C][C]-0.033925[/C][C]-0.2606[/C][C]0.602338[/C][/ROW]
[ROW][C]28[/C][C]-0.044912[/C][C]-0.345[/C][C]0.63433[/C][/ROW]
[ROW][C]29[/C][C]-0.145705[/C][C]-1.1192[/C][C]0.8662[/C][/ROW]
[ROW][C]30[/C][C]0.104135[/C][C]0.7999[/C][C]0.213495[/C][/ROW]
[ROW][C]31[/C][C]-0.110169[/C][C]-0.8462[/C][C]0.799577[/C][/ROW]
[ROW][C]32[/C][C]-0.012105[/C][C]-0.093[/C][C]0.536882[/C][/ROW]
[ROW][C]33[/C][C]-0.034278[/C][C]-0.2633[/C][C]0.603379[/C][/ROW]
[ROW][C]34[/C][C]0.029124[/C][C]0.2237[/C][C]0.411879[/C][/ROW]
[ROW][C]35[/C][C]0.019569[/C][C]0.1503[/C][C]0.440517[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34757&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34757&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
00.3627292.78620.003581
1-0.391196-3.00480.998052
2-0.432948-3.32550.999239
3-0.214189-1.64520.947379
4-0.004945-0.0380.515084
50.0322960.24810.40247
6-0.199582-1.5330.934692
7-0.121814-0.93570.823372
8-0.073354-0.56340.712365
90.0188340.14470.442735
100.0243390.1870.426169
110.2846152.18620.016391
12-0.282223-2.16780.98289
130.2217311.70310.046902
140.0998330.76680.22312
150.0844510.64870.259532
16-0.072327-0.55560.709692
170.1250730.96070.170311
180.0906990.69670.244371
19-0.057428-0.44110.669628
200.0242780.18650.426353
210.0056430.04330.482787
22-0.07658-0.58820.720686
23-0.058408-0.44860.672333
24-0.026207-0.20130.579421
25-0.184747-1.41910.91943
26-0.071574-0.54980.707723
27-0.033925-0.26060.602338
28-0.044912-0.3450.63433
29-0.145705-1.11920.8662
300.1041350.79990.213495
31-0.110169-0.84620.799577
32-0.012105-0.0930.536882
33-0.034278-0.26330.603379
340.0291240.22370.411879
350.0195690.15030.440517


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')