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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 computationThu, 03 Dec 2009 10:31:32 -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/03/t12598619648s8qgjlycnn1rvv.htm/, Retrieved Fri, 29 Mar 2024 05:19:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62967, Retrieved Fri, 29 Mar 2024 05:19:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [] [2009-12-03 10:09:12] [4b0ddbda2a8eb8bbc60159112cb39d44]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-03 17:31:32] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
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Dataseries X:
2849,27
2921,44
2981,85
3080,58
3106,22
3119,31
3061,26
3097,31
3161,69
3257,16
3277,01
3295,32
3363,99
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17




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=62967&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=62967&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62967&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
10.2920262.24310.01433
20.0829080.63680.26335
30.2246761.72580.044812
40.2341561.79860.0386
50.2536951.94870.028048
6-0.020654-0.15860.437244
7-0.037755-0.290.386417
80.145621.11850.133937
90.0279850.2150.415271
10-0.15693-1.20540.11643
110.1244580.9560.171491
12-0.008811-0.06770.473134
13-0.049077-0.3770.353776
140.0582780.44760.328024
15-0.052103-0.40020.345223
160.0315540.24240.404667
17-0.135457-1.04050.151185
18-0.184593-1.41790.080743
190.0267470.20540.418965
20-0.089916-0.69070.246244
21-0.170215-1.30740.098067
22-0.178638-1.37210.087606
23-0.159359-1.22410.112897
24-0.121471-0.9330.177303
25-0.060479-0.46460.321982
26-0.117166-0.90.185898
27-0.04213-0.32360.37369
280.060690.46620.321405
29-0.033795-0.25960.398044
30-0.040873-0.3140.377332
31-0.077889-0.59830.275973
32-0.037606-0.28890.38685
33-0.035697-0.27420.392445
34-0.080439-0.61790.269522
35-0.124814-0.95870.170807
36-0.04179-0.3210.374674

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.292026 & 2.2431 & 0.01433 \tabularnewline
2 & 0.082908 & 0.6368 & 0.26335 \tabularnewline
3 & 0.224676 & 1.7258 & 0.044812 \tabularnewline
4 & 0.234156 & 1.7986 & 0.0386 \tabularnewline
5 & 0.253695 & 1.9487 & 0.028048 \tabularnewline
6 & -0.020654 & -0.1586 & 0.437244 \tabularnewline
7 & -0.037755 & -0.29 & 0.386417 \tabularnewline
8 & 0.14562 & 1.1185 & 0.133937 \tabularnewline
9 & 0.027985 & 0.215 & 0.415271 \tabularnewline
10 & -0.15693 & -1.2054 & 0.11643 \tabularnewline
11 & 0.124458 & 0.956 & 0.171491 \tabularnewline
12 & -0.008811 & -0.0677 & 0.473134 \tabularnewline
13 & -0.049077 & -0.377 & 0.353776 \tabularnewline
14 & 0.058278 & 0.4476 & 0.328024 \tabularnewline
15 & -0.052103 & -0.4002 & 0.345223 \tabularnewline
16 & 0.031554 & 0.2424 & 0.404667 \tabularnewline
17 & -0.135457 & -1.0405 & 0.151185 \tabularnewline
18 & -0.184593 & -1.4179 & 0.080743 \tabularnewline
19 & 0.026747 & 0.2054 & 0.418965 \tabularnewline
20 & -0.089916 & -0.6907 & 0.246244 \tabularnewline
21 & -0.170215 & -1.3074 & 0.098067 \tabularnewline
22 & -0.178638 & -1.3721 & 0.087606 \tabularnewline
23 & -0.159359 & -1.2241 & 0.112897 \tabularnewline
24 & -0.121471 & -0.933 & 0.177303 \tabularnewline
25 & -0.060479 & -0.4646 & 0.321982 \tabularnewline
26 & -0.117166 & -0.9 & 0.185898 \tabularnewline
27 & -0.04213 & -0.3236 & 0.37369 \tabularnewline
28 & 0.06069 & 0.4662 & 0.321405 \tabularnewline
29 & -0.033795 & -0.2596 & 0.398044 \tabularnewline
30 & -0.040873 & -0.314 & 0.377332 \tabularnewline
31 & -0.077889 & -0.5983 & 0.275973 \tabularnewline
32 & -0.037606 & -0.2889 & 0.38685 \tabularnewline
33 & -0.035697 & -0.2742 & 0.392445 \tabularnewline
34 & -0.080439 & -0.6179 & 0.269522 \tabularnewline
35 & -0.124814 & -0.9587 & 0.170807 \tabularnewline
36 & -0.04179 & -0.321 & 0.374674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62967&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]0.292026[/C][C]2.2431[/C][C]0.01433[/C][/ROW]
[ROW][C]2[/C][C]0.082908[/C][C]0.6368[/C][C]0.26335[/C][/ROW]
[ROW][C]3[/C][C]0.224676[/C][C]1.7258[/C][C]0.044812[/C][/ROW]
[ROW][C]4[/C][C]0.234156[/C][C]1.7986[/C][C]0.0386[/C][/ROW]
[ROW][C]5[/C][C]0.253695[/C][C]1.9487[/C][C]0.028048[/C][/ROW]
[ROW][C]6[/C][C]-0.020654[/C][C]-0.1586[/C][C]0.437244[/C][/ROW]
[ROW][C]7[/C][C]-0.037755[/C][C]-0.29[/C][C]0.386417[/C][/ROW]
[ROW][C]8[/C][C]0.14562[/C][C]1.1185[/C][C]0.133937[/C][/ROW]
[ROW][C]9[/C][C]0.027985[/C][C]0.215[/C][C]0.415271[/C][/ROW]
[ROW][C]10[/C][C]-0.15693[/C][C]-1.2054[/C][C]0.11643[/C][/ROW]
[ROW][C]11[/C][C]0.124458[/C][C]0.956[/C][C]0.171491[/C][/ROW]
[ROW][C]12[/C][C]-0.008811[/C][C]-0.0677[/C][C]0.473134[/C][/ROW]
[ROW][C]13[/C][C]-0.049077[/C][C]-0.377[/C][C]0.353776[/C][/ROW]
[ROW][C]14[/C][C]0.058278[/C][C]0.4476[/C][C]0.328024[/C][/ROW]
[ROW][C]15[/C][C]-0.052103[/C][C]-0.4002[/C][C]0.345223[/C][/ROW]
[ROW][C]16[/C][C]0.031554[/C][C]0.2424[/C][C]0.404667[/C][/ROW]
[ROW][C]17[/C][C]-0.135457[/C][C]-1.0405[/C][C]0.151185[/C][/ROW]
[ROW][C]18[/C][C]-0.184593[/C][C]-1.4179[/C][C]0.080743[/C][/ROW]
[ROW][C]19[/C][C]0.026747[/C][C]0.2054[/C][C]0.418965[/C][/ROW]
[ROW][C]20[/C][C]-0.089916[/C][C]-0.6907[/C][C]0.246244[/C][/ROW]
[ROW][C]21[/C][C]-0.170215[/C][C]-1.3074[/C][C]0.098067[/C][/ROW]
[ROW][C]22[/C][C]-0.178638[/C][C]-1.3721[/C][C]0.087606[/C][/ROW]
[ROW][C]23[/C][C]-0.159359[/C][C]-1.2241[/C][C]0.112897[/C][/ROW]
[ROW][C]24[/C][C]-0.121471[/C][C]-0.933[/C][C]0.177303[/C][/ROW]
[ROW][C]25[/C][C]-0.060479[/C][C]-0.4646[/C][C]0.321982[/C][/ROW]
[ROW][C]26[/C][C]-0.117166[/C][C]-0.9[/C][C]0.185898[/C][/ROW]
[ROW][C]27[/C][C]-0.04213[/C][C]-0.3236[/C][C]0.37369[/C][/ROW]
[ROW][C]28[/C][C]0.06069[/C][C]0.4662[/C][C]0.321405[/C][/ROW]
[ROW][C]29[/C][C]-0.033795[/C][C]-0.2596[/C][C]0.398044[/C][/ROW]
[ROW][C]30[/C][C]-0.040873[/C][C]-0.314[/C][C]0.377332[/C][/ROW]
[ROW][C]31[/C][C]-0.077889[/C][C]-0.5983[/C][C]0.275973[/C][/ROW]
[ROW][C]32[/C][C]-0.037606[/C][C]-0.2889[/C][C]0.38685[/C][/ROW]
[ROW][C]33[/C][C]-0.035697[/C][C]-0.2742[/C][C]0.392445[/C][/ROW]
[ROW][C]34[/C][C]-0.080439[/C][C]-0.6179[/C][C]0.269522[/C][/ROW]
[ROW][C]35[/C][C]-0.124814[/C][C]-0.9587[/C][C]0.170807[/C][/ROW]
[ROW][C]36[/C][C]-0.04179[/C][C]-0.321[/C][C]0.374674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62967&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62967&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
10.2920262.24310.01433
20.0829080.63680.26335
30.2246761.72580.044812
40.2341561.79860.0386
50.2536951.94870.028048
6-0.020654-0.15860.437244
7-0.037755-0.290.386417
80.145621.11850.133937
90.0279850.2150.415271
10-0.15693-1.20540.11643
110.1244580.9560.171491
12-0.008811-0.06770.473134
13-0.049077-0.3770.353776
140.0582780.44760.328024
15-0.052103-0.40020.345223
160.0315540.24240.404667
17-0.135457-1.04050.151185
18-0.184593-1.41790.080743
190.0267470.20540.418965
20-0.089916-0.69070.246244
21-0.170215-1.30740.098067
22-0.178638-1.37210.087606
23-0.159359-1.22410.112897
24-0.121471-0.9330.177303
25-0.060479-0.46460.321982
26-0.117166-0.90.185898
27-0.04213-0.32360.37369
280.060690.46620.321405
29-0.033795-0.25960.398044
30-0.040873-0.3140.377332
31-0.077889-0.59830.275973
32-0.037606-0.28890.38685
33-0.035697-0.27420.392445
34-0.080439-0.61790.269522
35-0.124814-0.95870.170807
36-0.04179-0.3210.374674







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2920262.24310.01433
2-0.002592-0.01990.492091
30.2199141.68920.048231
40.1258840.96690.168763
50.1782571.36920.088061
6-0.196557-1.50980.068218
7-0.052604-0.40410.343814
80.0734380.56410.287415
9-0.062837-0.48270.315562
10-0.170262-1.30780.098006
110.2957252.27150.013389
12-0.168579-1.29490.100203
130.0011170.00860.496591
140.124270.95450.171853
15-0.060447-0.46430.322069
16-0.092166-0.70790.240884
17-0.109781-0.84320.201249
18-0.066589-0.51150.305463
190.0110780.08510.466239
20-0.081187-0.62360.267643
210.0675230.51870.302972
22-0.20069-1.54150.064268
23-0.016069-0.12340.451095
24-0.046575-0.35770.360904
250.0647520.49740.310388
260.0055210.04240.483158
270.0380410.29220.38558
280.1308411.0050.159498
29-0.018912-0.14530.442499
30-0.175952-1.35150.090845
310.0270750.2080.417987
32-0.09462-0.72680.235115
33-0.090559-0.69560.244705
340.0148730.11420.454717
35-0.043095-0.3310.370903
360.0327890.25190.401014

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.292026 & 2.2431 & 0.01433 \tabularnewline
2 & -0.002592 & -0.0199 & 0.492091 \tabularnewline
3 & 0.219914 & 1.6892 & 0.048231 \tabularnewline
4 & 0.125884 & 0.9669 & 0.168763 \tabularnewline
5 & 0.178257 & 1.3692 & 0.088061 \tabularnewline
6 & -0.196557 & -1.5098 & 0.068218 \tabularnewline
7 & -0.052604 & -0.4041 & 0.343814 \tabularnewline
8 & 0.073438 & 0.5641 & 0.287415 \tabularnewline
9 & -0.062837 & -0.4827 & 0.315562 \tabularnewline
10 & -0.170262 & -1.3078 & 0.098006 \tabularnewline
11 & 0.295725 & 2.2715 & 0.013389 \tabularnewline
12 & -0.168579 & -1.2949 & 0.100203 \tabularnewline
13 & 0.001117 & 0.0086 & 0.496591 \tabularnewline
14 & 0.12427 & 0.9545 & 0.171853 \tabularnewline
15 & -0.060447 & -0.4643 & 0.322069 \tabularnewline
16 & -0.092166 & -0.7079 & 0.240884 \tabularnewline
17 & -0.109781 & -0.8432 & 0.201249 \tabularnewline
18 & -0.066589 & -0.5115 & 0.305463 \tabularnewline
19 & 0.011078 & 0.0851 & 0.466239 \tabularnewline
20 & -0.081187 & -0.6236 & 0.267643 \tabularnewline
21 & 0.067523 & 0.5187 & 0.302972 \tabularnewline
22 & -0.20069 & -1.5415 & 0.064268 \tabularnewline
23 & -0.016069 & -0.1234 & 0.451095 \tabularnewline
24 & -0.046575 & -0.3577 & 0.360904 \tabularnewline
25 & 0.064752 & 0.4974 & 0.310388 \tabularnewline
26 & 0.005521 & 0.0424 & 0.483158 \tabularnewline
27 & 0.038041 & 0.2922 & 0.38558 \tabularnewline
28 & 0.130841 & 1.005 & 0.159498 \tabularnewline
29 & -0.018912 & -0.1453 & 0.442499 \tabularnewline
30 & -0.175952 & -1.3515 & 0.090845 \tabularnewline
31 & 0.027075 & 0.208 & 0.417987 \tabularnewline
32 & -0.09462 & -0.7268 & 0.235115 \tabularnewline
33 & -0.090559 & -0.6956 & 0.244705 \tabularnewline
34 & 0.014873 & 0.1142 & 0.454717 \tabularnewline
35 & -0.043095 & -0.331 & 0.370903 \tabularnewline
36 & 0.032789 & 0.2519 & 0.401014 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62967&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]0.292026[/C][C]2.2431[/C][C]0.01433[/C][/ROW]
[ROW][C]2[/C][C]-0.002592[/C][C]-0.0199[/C][C]0.492091[/C][/ROW]
[ROW][C]3[/C][C]0.219914[/C][C]1.6892[/C][C]0.048231[/C][/ROW]
[ROW][C]4[/C][C]0.125884[/C][C]0.9669[/C][C]0.168763[/C][/ROW]
[ROW][C]5[/C][C]0.178257[/C][C]1.3692[/C][C]0.088061[/C][/ROW]
[ROW][C]6[/C][C]-0.196557[/C][C]-1.5098[/C][C]0.068218[/C][/ROW]
[ROW][C]7[/C][C]-0.052604[/C][C]-0.4041[/C][C]0.343814[/C][/ROW]
[ROW][C]8[/C][C]0.073438[/C][C]0.5641[/C][C]0.287415[/C][/ROW]
[ROW][C]9[/C][C]-0.062837[/C][C]-0.4827[/C][C]0.315562[/C][/ROW]
[ROW][C]10[/C][C]-0.170262[/C][C]-1.3078[/C][C]0.098006[/C][/ROW]
[ROW][C]11[/C][C]0.295725[/C][C]2.2715[/C][C]0.013389[/C][/ROW]
[ROW][C]12[/C][C]-0.168579[/C][C]-1.2949[/C][C]0.100203[/C][/ROW]
[ROW][C]13[/C][C]0.001117[/C][C]0.0086[/C][C]0.496591[/C][/ROW]
[ROW][C]14[/C][C]0.12427[/C][C]0.9545[/C][C]0.171853[/C][/ROW]
[ROW][C]15[/C][C]-0.060447[/C][C]-0.4643[/C][C]0.322069[/C][/ROW]
[ROW][C]16[/C][C]-0.092166[/C][C]-0.7079[/C][C]0.240884[/C][/ROW]
[ROW][C]17[/C][C]-0.109781[/C][C]-0.8432[/C][C]0.201249[/C][/ROW]
[ROW][C]18[/C][C]-0.066589[/C][C]-0.5115[/C][C]0.305463[/C][/ROW]
[ROW][C]19[/C][C]0.011078[/C][C]0.0851[/C][C]0.466239[/C][/ROW]
[ROW][C]20[/C][C]-0.081187[/C][C]-0.6236[/C][C]0.267643[/C][/ROW]
[ROW][C]21[/C][C]0.067523[/C][C]0.5187[/C][C]0.302972[/C][/ROW]
[ROW][C]22[/C][C]-0.20069[/C][C]-1.5415[/C][C]0.064268[/C][/ROW]
[ROW][C]23[/C][C]-0.016069[/C][C]-0.1234[/C][C]0.451095[/C][/ROW]
[ROW][C]24[/C][C]-0.046575[/C][C]-0.3577[/C][C]0.360904[/C][/ROW]
[ROW][C]25[/C][C]0.064752[/C][C]0.4974[/C][C]0.310388[/C][/ROW]
[ROW][C]26[/C][C]0.005521[/C][C]0.0424[/C][C]0.483158[/C][/ROW]
[ROW][C]27[/C][C]0.038041[/C][C]0.2922[/C][C]0.38558[/C][/ROW]
[ROW][C]28[/C][C]0.130841[/C][C]1.005[/C][C]0.159498[/C][/ROW]
[ROW][C]29[/C][C]-0.018912[/C][C]-0.1453[/C][C]0.442499[/C][/ROW]
[ROW][C]30[/C][C]-0.175952[/C][C]-1.3515[/C][C]0.090845[/C][/ROW]
[ROW][C]31[/C][C]0.027075[/C][C]0.208[/C][C]0.417987[/C][/ROW]
[ROW][C]32[/C][C]-0.09462[/C][C]-0.7268[/C][C]0.235115[/C][/ROW]
[ROW][C]33[/C][C]-0.090559[/C][C]-0.6956[/C][C]0.244705[/C][/ROW]
[ROW][C]34[/C][C]0.014873[/C][C]0.1142[/C][C]0.454717[/C][/ROW]
[ROW][C]35[/C][C]-0.043095[/C][C]-0.331[/C][C]0.370903[/C][/ROW]
[ROW][C]36[/C][C]0.032789[/C][C]0.2519[/C][C]0.401014[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62967&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62967&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
10.2920262.24310.01433
2-0.002592-0.01990.492091
30.2199141.68920.048231
40.1258840.96690.168763
50.1782571.36920.088061
6-0.196557-1.50980.068218
7-0.052604-0.40410.343814
80.0734380.56410.287415
9-0.062837-0.48270.315562
10-0.170262-1.30780.098006
110.2957252.27150.013389
12-0.168579-1.29490.100203
130.0011170.00860.496591
140.124270.95450.171853
15-0.060447-0.46430.322069
16-0.092166-0.70790.240884
17-0.109781-0.84320.201249
18-0.066589-0.51150.305463
190.0110780.08510.466239
20-0.081187-0.62360.267643
210.0675230.51870.302972
22-0.20069-1.54150.064268
23-0.016069-0.12340.451095
24-0.046575-0.35770.360904
250.0647520.49740.310388
260.0055210.04240.483158
270.0380410.29220.38558
280.1308411.0050.159498
29-0.018912-0.14530.442499
30-0.175952-1.35150.090845
310.0270750.2080.417987
32-0.09462-0.72680.235115
33-0.090559-0.69560.244705
340.0148730.11420.454717
35-0.043095-0.3310.370903
360.0327890.25190.401014



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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')