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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, 01 Dec 2009 15:33:09 -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/2009/Dec/01/t1259706842jflx2gy492t4e8c.htm/, Retrieved Thu, 28 Mar 2024 22:47:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62285, Retrieved Thu, 28 Mar 2024 22:47:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [workshop 8] [2009-11-27 08:36:27] [f1a50df816abcbb519e7637ff6b72fa0]
- R PD            [(Partial) Autocorrelation Function] [WS08 - ACF 1] [2009-12-01 22:33:09] [0cc924834281808eda7297686c82928f] [Current]
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Dataseries X:
8.6
8.5
8.3
7.8
7.8
8
8.6
8.9
8.9
8.6
8.3
8.3
8.3
8.4
8.5
8.4
8.6
8.5
8.5
8.4
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.6
8.4
8.1
8
8
8
8
7.9
7.8
7.8
7.9
8.1
8
7.6
7.3
7
6.8
7
7.1
7.2
7.1
6.9
6.7
6.7
6.6
6.9
7.3
7.5
7.3
7.1
6.9
7.1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62285&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62285&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62285&T=0

As an alternative you can also use a 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'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.452373.47470.000483
2-0.05853-0.44960.327332
3-0.512753-3.93850.00011
4-0.461934-3.54820.000384
5-0.169206-1.29970.099381
60.1567151.20380.116746
70.2473511.89990.031166
80.2348711.80410.038162
90.0381360.29290.385302
10-0.094169-0.72330.236168
11-0.154369-1.18570.120241
12-0.060271-0.4630.322551
13-0.093902-0.72130.236795
140.1033880.79410.215149
150.0753270.57860.282531
160.0261920.20120.420624
17-0.053954-0.41440.340032
18-0.095261-0.73170.233619
19-0.01441-0.11070.456119
200.087440.67160.252217
210.0760130.58390.280766
220.0035450.02720.489184
23-0.134406-1.03240.153052
24-0.217938-1.6740.049711
25-0.101636-0.78070.219055
260.0801480.61560.270253
270.1153870.88630.189526
28-0.01037-0.07970.46839
29-0.096086-0.7380.231706
30-0.102921-0.79060.216186
310.0955730.73410.232895
320.169651.30310.098801
330.1782441.36910.088076
340.0092080.07070.471926
35-0.185344-1.42370.079907
36-0.308843-2.37230.01048

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45237 & 3.4747 & 0.000483 \tabularnewline
2 & -0.05853 & -0.4496 & 0.327332 \tabularnewline
3 & -0.512753 & -3.9385 & 0.00011 \tabularnewline
4 & -0.461934 & -3.5482 & 0.000384 \tabularnewline
5 & -0.169206 & -1.2997 & 0.099381 \tabularnewline
6 & 0.156715 & 1.2038 & 0.116746 \tabularnewline
7 & 0.247351 & 1.8999 & 0.031166 \tabularnewline
8 & 0.234871 & 1.8041 & 0.038162 \tabularnewline
9 & 0.038136 & 0.2929 & 0.385302 \tabularnewline
10 & -0.094169 & -0.7233 & 0.236168 \tabularnewline
11 & -0.154369 & -1.1857 & 0.120241 \tabularnewline
12 & -0.060271 & -0.463 & 0.322551 \tabularnewline
13 & -0.093902 & -0.7213 & 0.236795 \tabularnewline
14 & 0.103388 & 0.7941 & 0.215149 \tabularnewline
15 & 0.075327 & 0.5786 & 0.282531 \tabularnewline
16 & 0.026192 & 0.2012 & 0.420624 \tabularnewline
17 & -0.053954 & -0.4144 & 0.340032 \tabularnewline
18 & -0.095261 & -0.7317 & 0.233619 \tabularnewline
19 & -0.01441 & -0.1107 & 0.456119 \tabularnewline
20 & 0.08744 & 0.6716 & 0.252217 \tabularnewline
21 & 0.076013 & 0.5839 & 0.280766 \tabularnewline
22 & 0.003545 & 0.0272 & 0.489184 \tabularnewline
23 & -0.134406 & -1.0324 & 0.153052 \tabularnewline
24 & -0.217938 & -1.674 & 0.049711 \tabularnewline
25 & -0.101636 & -0.7807 & 0.219055 \tabularnewline
26 & 0.080148 & 0.6156 & 0.270253 \tabularnewline
27 & 0.115387 & 0.8863 & 0.189526 \tabularnewline
28 & -0.01037 & -0.0797 & 0.46839 \tabularnewline
29 & -0.096086 & -0.738 & 0.231706 \tabularnewline
30 & -0.102921 & -0.7906 & 0.216186 \tabularnewline
31 & 0.095573 & 0.7341 & 0.232895 \tabularnewline
32 & 0.16965 & 1.3031 & 0.098801 \tabularnewline
33 & 0.178244 & 1.3691 & 0.088076 \tabularnewline
34 & 0.009208 & 0.0707 & 0.471926 \tabularnewline
35 & -0.185344 & -1.4237 & 0.079907 \tabularnewline
36 & -0.308843 & -2.3723 & 0.01048 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62285&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]0.45237[/C][C]3.4747[/C][C]0.000483[/C][/ROW]
[ROW][C]2[/C][C]-0.05853[/C][C]-0.4496[/C][C]0.327332[/C][/ROW]
[ROW][C]3[/C][C]-0.512753[/C][C]-3.9385[/C][C]0.00011[/C][/ROW]
[ROW][C]4[/C][C]-0.461934[/C][C]-3.5482[/C][C]0.000384[/C][/ROW]
[ROW][C]5[/C][C]-0.169206[/C][C]-1.2997[/C][C]0.099381[/C][/ROW]
[ROW][C]6[/C][C]0.156715[/C][C]1.2038[/C][C]0.116746[/C][/ROW]
[ROW][C]7[/C][C]0.247351[/C][C]1.8999[/C][C]0.031166[/C][/ROW]
[ROW][C]8[/C][C]0.234871[/C][C]1.8041[/C][C]0.038162[/C][/ROW]
[ROW][C]9[/C][C]0.038136[/C][C]0.2929[/C][C]0.385302[/C][/ROW]
[ROW][C]10[/C][C]-0.094169[/C][C]-0.7233[/C][C]0.236168[/C][/ROW]
[ROW][C]11[/C][C]-0.154369[/C][C]-1.1857[/C][C]0.120241[/C][/ROW]
[ROW][C]12[/C][C]-0.060271[/C][C]-0.463[/C][C]0.322551[/C][/ROW]
[ROW][C]13[/C][C]-0.093902[/C][C]-0.7213[/C][C]0.236795[/C][/ROW]
[ROW][C]14[/C][C]0.103388[/C][C]0.7941[/C][C]0.215149[/C][/ROW]
[ROW][C]15[/C][C]0.075327[/C][C]0.5786[/C][C]0.282531[/C][/ROW]
[ROW][C]16[/C][C]0.026192[/C][C]0.2012[/C][C]0.420624[/C][/ROW]
[ROW][C]17[/C][C]-0.053954[/C][C]-0.4144[/C][C]0.340032[/C][/ROW]
[ROW][C]18[/C][C]-0.095261[/C][C]-0.7317[/C][C]0.233619[/C][/ROW]
[ROW][C]19[/C][C]-0.01441[/C][C]-0.1107[/C][C]0.456119[/C][/ROW]
[ROW][C]20[/C][C]0.08744[/C][C]0.6716[/C][C]0.252217[/C][/ROW]
[ROW][C]21[/C][C]0.076013[/C][C]0.5839[/C][C]0.280766[/C][/ROW]
[ROW][C]22[/C][C]0.003545[/C][C]0.0272[/C][C]0.489184[/C][/ROW]
[ROW][C]23[/C][C]-0.134406[/C][C]-1.0324[/C][C]0.153052[/C][/ROW]
[ROW][C]24[/C][C]-0.217938[/C][C]-1.674[/C][C]0.049711[/C][/ROW]
[ROW][C]25[/C][C]-0.101636[/C][C]-0.7807[/C][C]0.219055[/C][/ROW]
[ROW][C]26[/C][C]0.080148[/C][C]0.6156[/C][C]0.270253[/C][/ROW]
[ROW][C]27[/C][C]0.115387[/C][C]0.8863[/C][C]0.189526[/C][/ROW]
[ROW][C]28[/C][C]-0.01037[/C][C]-0.0797[/C][C]0.46839[/C][/ROW]
[ROW][C]29[/C][C]-0.096086[/C][C]-0.738[/C][C]0.231706[/C][/ROW]
[ROW][C]30[/C][C]-0.102921[/C][C]-0.7906[/C][C]0.216186[/C][/ROW]
[ROW][C]31[/C][C]0.095573[/C][C]0.7341[/C][C]0.232895[/C][/ROW]
[ROW][C]32[/C][C]0.16965[/C][C]1.3031[/C][C]0.098801[/C][/ROW]
[ROW][C]33[/C][C]0.178244[/C][C]1.3691[/C][C]0.088076[/C][/ROW]
[ROW][C]34[/C][C]0.009208[/C][C]0.0707[/C][C]0.471926[/C][/ROW]
[ROW][C]35[/C][C]-0.185344[/C][C]-1.4237[/C][C]0.079907[/C][/ROW]
[ROW][C]36[/C][C]-0.308843[/C][C]-2.3723[/C][C]0.01048[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62285&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62285&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.452373.47470.000483
2-0.05853-0.44960.327332
3-0.512753-3.93850.00011
4-0.461934-3.54820.000384
5-0.169206-1.29970.099381
60.1567151.20380.116746
70.2473511.89990.031166
80.2348711.80410.038162
90.0381360.29290.385302
10-0.094169-0.72330.236168
11-0.154369-1.18570.120241
12-0.060271-0.4630.322551
13-0.093902-0.72130.236795
140.1033880.79410.215149
150.0753270.57860.282531
160.0261920.20120.420624
17-0.053954-0.41440.340032
18-0.095261-0.73170.233619
19-0.01441-0.11070.456119
200.087440.67160.252217
210.0760130.58390.280766
220.0035450.02720.489184
23-0.134406-1.03240.153052
24-0.217938-1.6740.049711
25-0.101636-0.78070.219055
260.0801480.61560.270253
270.1153870.88630.189526
28-0.01037-0.07970.46839
29-0.096086-0.7380.231706
30-0.102921-0.79060.216186
310.0955730.73410.232895
320.169651.30310.098801
330.1782441.36910.088076
340.0092080.07070.471926
35-0.185344-1.42370.079907
36-0.308843-2.37230.01048







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.452373.47470.000483
2-0.330879-2.54150.006842
3-0.462859-3.55530.000376
4-0.045696-0.3510.363419
5-0.008696-0.06680.473484
6-0.042414-0.32580.372869
7-0.083054-0.6380.262986
80.1124440.86370.195626
9-0.038414-0.29510.38449
10-0.022074-0.16960.432971
110.0230370.17690.430078
120.0714960.54920.29248
13-0.232745-1.78770.039476
140.2379591.82780.036319
15-0.058475-0.44920.327484
16-0.195549-1.5020.06921
170.071270.54740.293072
18-0.011747-0.09020.464204
190.017620.13530.446403
200.0050210.03860.484684
210.0216520.16630.434239
22-0.088855-0.68250.248794
23-0.132333-1.01650.156778
24-0.10997-0.84470.200846
250.0964310.74070.230905
26-0.137004-1.05230.148466
27-0.128102-0.9840.164574
28-0.224559-1.72490.044893
29-0.019967-0.15340.439314
30-0.0041-0.03150.487491
310.0850950.65360.257945
320.0404370.31060.378599
330.0755810.58050.281878
34-0.064409-0.49470.311314
35-0.091447-0.70240.24259
36-0.129302-0.99320.162337

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45237 & 3.4747 & 0.000483 \tabularnewline
2 & -0.330879 & -2.5415 & 0.006842 \tabularnewline
3 & -0.462859 & -3.5553 & 0.000376 \tabularnewline
4 & -0.045696 & -0.351 & 0.363419 \tabularnewline
5 & -0.008696 & -0.0668 & 0.473484 \tabularnewline
6 & -0.042414 & -0.3258 & 0.372869 \tabularnewline
7 & -0.083054 & -0.638 & 0.262986 \tabularnewline
8 & 0.112444 & 0.8637 & 0.195626 \tabularnewline
9 & -0.038414 & -0.2951 & 0.38449 \tabularnewline
10 & -0.022074 & -0.1696 & 0.432971 \tabularnewline
11 & 0.023037 & 0.1769 & 0.430078 \tabularnewline
12 & 0.071496 & 0.5492 & 0.29248 \tabularnewline
13 & -0.232745 & -1.7877 & 0.039476 \tabularnewline
14 & 0.237959 & 1.8278 & 0.036319 \tabularnewline
15 & -0.058475 & -0.4492 & 0.327484 \tabularnewline
16 & -0.195549 & -1.502 & 0.06921 \tabularnewline
17 & 0.07127 & 0.5474 & 0.293072 \tabularnewline
18 & -0.011747 & -0.0902 & 0.464204 \tabularnewline
19 & 0.01762 & 0.1353 & 0.446403 \tabularnewline
20 & 0.005021 & 0.0386 & 0.484684 \tabularnewline
21 & 0.021652 & 0.1663 & 0.434239 \tabularnewline
22 & -0.088855 & -0.6825 & 0.248794 \tabularnewline
23 & -0.132333 & -1.0165 & 0.156778 \tabularnewline
24 & -0.10997 & -0.8447 & 0.200846 \tabularnewline
25 & 0.096431 & 0.7407 & 0.230905 \tabularnewline
26 & -0.137004 & -1.0523 & 0.148466 \tabularnewline
27 & -0.128102 & -0.984 & 0.164574 \tabularnewline
28 & -0.224559 & -1.7249 & 0.044893 \tabularnewline
29 & -0.019967 & -0.1534 & 0.439314 \tabularnewline
30 & -0.0041 & -0.0315 & 0.487491 \tabularnewline
31 & 0.085095 & 0.6536 & 0.257945 \tabularnewline
32 & 0.040437 & 0.3106 & 0.378599 \tabularnewline
33 & 0.075581 & 0.5805 & 0.281878 \tabularnewline
34 & -0.064409 & -0.4947 & 0.311314 \tabularnewline
35 & -0.091447 & -0.7024 & 0.24259 \tabularnewline
36 & -0.129302 & -0.9932 & 0.162337 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62285&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]0.45237[/C][C]3.4747[/C][C]0.000483[/C][/ROW]
[ROW][C]2[/C][C]-0.330879[/C][C]-2.5415[/C][C]0.006842[/C][/ROW]
[ROW][C]3[/C][C]-0.462859[/C][C]-3.5553[/C][C]0.000376[/C][/ROW]
[ROW][C]4[/C][C]-0.045696[/C][C]-0.351[/C][C]0.363419[/C][/ROW]
[ROW][C]5[/C][C]-0.008696[/C][C]-0.0668[/C][C]0.473484[/C][/ROW]
[ROW][C]6[/C][C]-0.042414[/C][C]-0.3258[/C][C]0.372869[/C][/ROW]
[ROW][C]7[/C][C]-0.083054[/C][C]-0.638[/C][C]0.262986[/C][/ROW]
[ROW][C]8[/C][C]0.112444[/C][C]0.8637[/C][C]0.195626[/C][/ROW]
[ROW][C]9[/C][C]-0.038414[/C][C]-0.2951[/C][C]0.38449[/C][/ROW]
[ROW][C]10[/C][C]-0.022074[/C][C]-0.1696[/C][C]0.432971[/C][/ROW]
[ROW][C]11[/C][C]0.023037[/C][C]0.1769[/C][C]0.430078[/C][/ROW]
[ROW][C]12[/C][C]0.071496[/C][C]0.5492[/C][C]0.29248[/C][/ROW]
[ROW][C]13[/C][C]-0.232745[/C][C]-1.7877[/C][C]0.039476[/C][/ROW]
[ROW][C]14[/C][C]0.237959[/C][C]1.8278[/C][C]0.036319[/C][/ROW]
[ROW][C]15[/C][C]-0.058475[/C][C]-0.4492[/C][C]0.327484[/C][/ROW]
[ROW][C]16[/C][C]-0.195549[/C][C]-1.502[/C][C]0.06921[/C][/ROW]
[ROW][C]17[/C][C]0.07127[/C][C]0.5474[/C][C]0.293072[/C][/ROW]
[ROW][C]18[/C][C]-0.011747[/C][C]-0.0902[/C][C]0.464204[/C][/ROW]
[ROW][C]19[/C][C]0.01762[/C][C]0.1353[/C][C]0.446403[/C][/ROW]
[ROW][C]20[/C][C]0.005021[/C][C]0.0386[/C][C]0.484684[/C][/ROW]
[ROW][C]21[/C][C]0.021652[/C][C]0.1663[/C][C]0.434239[/C][/ROW]
[ROW][C]22[/C][C]-0.088855[/C][C]-0.6825[/C][C]0.248794[/C][/ROW]
[ROW][C]23[/C][C]-0.132333[/C][C]-1.0165[/C][C]0.156778[/C][/ROW]
[ROW][C]24[/C][C]-0.10997[/C][C]-0.8447[/C][C]0.200846[/C][/ROW]
[ROW][C]25[/C][C]0.096431[/C][C]0.7407[/C][C]0.230905[/C][/ROW]
[ROW][C]26[/C][C]-0.137004[/C][C]-1.0523[/C][C]0.148466[/C][/ROW]
[ROW][C]27[/C][C]-0.128102[/C][C]-0.984[/C][C]0.164574[/C][/ROW]
[ROW][C]28[/C][C]-0.224559[/C][C]-1.7249[/C][C]0.044893[/C][/ROW]
[ROW][C]29[/C][C]-0.019967[/C][C]-0.1534[/C][C]0.439314[/C][/ROW]
[ROW][C]30[/C][C]-0.0041[/C][C]-0.0315[/C][C]0.487491[/C][/ROW]
[ROW][C]31[/C][C]0.085095[/C][C]0.6536[/C][C]0.257945[/C][/ROW]
[ROW][C]32[/C][C]0.040437[/C][C]0.3106[/C][C]0.378599[/C][/ROW]
[ROW][C]33[/C][C]0.075581[/C][C]0.5805[/C][C]0.281878[/C][/ROW]
[ROW][C]34[/C][C]-0.064409[/C][C]-0.4947[/C][C]0.311314[/C][/ROW]
[ROW][C]35[/C][C]-0.091447[/C][C]-0.7024[/C][C]0.24259[/C][/ROW]
[ROW][C]36[/C][C]-0.129302[/C][C]-0.9932[/C][C]0.162337[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62285&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62285&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.452373.47470.000483
2-0.330879-2.54150.006842
3-0.462859-3.55530.000376
4-0.045696-0.3510.363419
5-0.008696-0.06680.473484
6-0.042414-0.32580.372869
7-0.083054-0.6380.262986
80.1124440.86370.195626
9-0.038414-0.29510.38449
10-0.022074-0.16960.432971
110.0230370.17690.430078
120.0714960.54920.29248
13-0.232745-1.78770.039476
140.2379591.82780.036319
15-0.058475-0.44920.327484
16-0.195549-1.5020.06921
170.071270.54740.293072
18-0.011747-0.09020.464204
190.017620.13530.446403
200.0050210.03860.484684
210.0216520.16630.434239
22-0.088855-0.68250.248794
23-0.132333-1.01650.156778
24-0.10997-0.84470.200846
250.0964310.74070.230905
26-0.137004-1.05230.148466
27-0.128102-0.9840.164574
28-0.224559-1.72490.044893
29-0.019967-0.15340.439314
30-0.0041-0.03150.487491
310.0850950.65360.257945
320.0404370.31060.378599
330.0755810.58050.281878
34-0.064409-0.49470.311314
35-0.091447-0.70240.24259
36-0.129302-0.99320.162337



Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')