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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, 10 Dec 2009 10:09:46 -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/10/t1260465048dqa4omrc9dl3n5m.htm/, Retrieved Thu, 28 Mar 2024 20:30:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65611, Retrieved Thu, 28 Mar 2024 20:30:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [paper - autocorre...] [2009-12-10 11:56:28] [757146c69eaf0537be37c7b0c18216d8]
-    D    [(Partial) Autocorrelation Function] [paper partiele au...] [2009-12-10 17:09:46] [4563e36d4b7005634fe3557528d9fcab] [Current]
-   PD      [(Partial) Autocorrelation Function] [partiele autocorr...] [2009-12-21 15:58:24] [12f02da0296cb21dc23d82ae014a8b71]
- R PD      [(Partial) Autocorrelation Function] [bijlage paper] [2009-12-24 16:33:26] [757146c69eaf0537be37c7b0c18216d8]
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Dataseries X:
108,2
108,8
110,2
109,5
109,5
116
111,2
112,1
114
119,1
114,1
115,1
115,4
110,8
116
119,2
126,5
127,8
131,3
140,3
137,3
143
134,5
139,9
159,3
170,4
175
175,8
180,9
180,3
169,6
172,3
184,8
177,7
184,6
211,4
215,3
215,9
244,7
259,3
289
310,9
321
315,1
333,2
314,1
284,7
273,9
216
196,4
190,9
206,4
196,3
199,5
198,9
214,4
214,2
187,6
180,6
172,2
187,2




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=65611&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=65611&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65611&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
10.3549832.74970.003936
20.2602112.01560.024164
30.2065411.59990.057441
40.0619670.480.316488
5-0.068812-0.5330.297997
6-0.110939-0.85930.196788
7-0.191197-1.4810.071919
8-0.274989-2.13010.018639
90.0493690.38240.351755
10-0.122752-0.95080.172751
110.0117690.09120.463832
12-0.044752-0.34660.365034
13-0.09938-0.76980.222221
14-0.078927-0.61140.271634
150.0477830.37010.356297
160.0738240.57180.284783
17-0.044323-0.34330.366278
18-0.044636-0.34570.36537
19-0.006191-0.0480.480956
200.0329230.2550.399789
21-0.058041-0.44960.327315
22-0.126244-0.97790.16603
23-0.047447-0.36750.35726
24-0.086635-0.67110.252375
25-0.061817-0.47880.316898
260.05010.38810.349668
270.001460.01130.495508
28-0.008552-0.06620.473703
29-0.069437-0.53790.296332
30-0.022209-0.1720.431997
31-0.043744-0.33880.367956
32-0.053152-0.41170.341009
33-0.068322-0.52920.299304
34-0.063062-0.48850.313496
350.0526970.40820.342295
360.0445550.34510.365605

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.354983 & 2.7497 & 0.003936 \tabularnewline
2 & 0.260211 & 2.0156 & 0.024164 \tabularnewline
3 & 0.206541 & 1.5999 & 0.057441 \tabularnewline
4 & 0.061967 & 0.48 & 0.316488 \tabularnewline
5 & -0.068812 & -0.533 & 0.297997 \tabularnewline
6 & -0.110939 & -0.8593 & 0.196788 \tabularnewline
7 & -0.191197 & -1.481 & 0.071919 \tabularnewline
8 & -0.274989 & -2.1301 & 0.018639 \tabularnewline
9 & 0.049369 & 0.3824 & 0.351755 \tabularnewline
10 & -0.122752 & -0.9508 & 0.172751 \tabularnewline
11 & 0.011769 & 0.0912 & 0.463832 \tabularnewline
12 & -0.044752 & -0.3466 & 0.365034 \tabularnewline
13 & -0.09938 & -0.7698 & 0.222221 \tabularnewline
14 & -0.078927 & -0.6114 & 0.271634 \tabularnewline
15 & 0.047783 & 0.3701 & 0.356297 \tabularnewline
16 & 0.073824 & 0.5718 & 0.284783 \tabularnewline
17 & -0.044323 & -0.3433 & 0.366278 \tabularnewline
18 & -0.044636 & -0.3457 & 0.36537 \tabularnewline
19 & -0.006191 & -0.048 & 0.480956 \tabularnewline
20 & 0.032923 & 0.255 & 0.399789 \tabularnewline
21 & -0.058041 & -0.4496 & 0.327315 \tabularnewline
22 & -0.126244 & -0.9779 & 0.16603 \tabularnewline
23 & -0.047447 & -0.3675 & 0.35726 \tabularnewline
24 & -0.086635 & -0.6711 & 0.252375 \tabularnewline
25 & -0.061817 & -0.4788 & 0.316898 \tabularnewline
26 & 0.0501 & 0.3881 & 0.349668 \tabularnewline
27 & 0.00146 & 0.0113 & 0.495508 \tabularnewline
28 & -0.008552 & -0.0662 & 0.473703 \tabularnewline
29 & -0.069437 & -0.5379 & 0.296332 \tabularnewline
30 & -0.022209 & -0.172 & 0.431997 \tabularnewline
31 & -0.043744 & -0.3388 & 0.367956 \tabularnewline
32 & -0.053152 & -0.4117 & 0.341009 \tabularnewline
33 & -0.068322 & -0.5292 & 0.299304 \tabularnewline
34 & -0.063062 & -0.4885 & 0.313496 \tabularnewline
35 & 0.052697 & 0.4082 & 0.342295 \tabularnewline
36 & 0.044555 & 0.3451 & 0.365605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65611&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]0.354983[/C][C]2.7497[/C][C]0.003936[/C][/ROW]
[ROW][C]2[/C][C]0.260211[/C][C]2.0156[/C][C]0.024164[/C][/ROW]
[ROW][C]3[/C][C]0.206541[/C][C]1.5999[/C][C]0.057441[/C][/ROW]
[ROW][C]4[/C][C]0.061967[/C][C]0.48[/C][C]0.316488[/C][/ROW]
[ROW][C]5[/C][C]-0.068812[/C][C]-0.533[/C][C]0.297997[/C][/ROW]
[ROW][C]6[/C][C]-0.110939[/C][C]-0.8593[/C][C]0.196788[/C][/ROW]
[ROW][C]7[/C][C]-0.191197[/C][C]-1.481[/C][C]0.071919[/C][/ROW]
[ROW][C]8[/C][C]-0.274989[/C][C]-2.1301[/C][C]0.018639[/C][/ROW]
[ROW][C]9[/C][C]0.049369[/C][C]0.3824[/C][C]0.351755[/C][/ROW]
[ROW][C]10[/C][C]-0.122752[/C][C]-0.9508[/C][C]0.172751[/C][/ROW]
[ROW][C]11[/C][C]0.011769[/C][C]0.0912[/C][C]0.463832[/C][/ROW]
[ROW][C]12[/C][C]-0.044752[/C][C]-0.3466[/C][C]0.365034[/C][/ROW]
[ROW][C]13[/C][C]-0.09938[/C][C]-0.7698[/C][C]0.222221[/C][/ROW]
[ROW][C]14[/C][C]-0.078927[/C][C]-0.6114[/C][C]0.271634[/C][/ROW]
[ROW][C]15[/C][C]0.047783[/C][C]0.3701[/C][C]0.356297[/C][/ROW]
[ROW][C]16[/C][C]0.073824[/C][C]0.5718[/C][C]0.284783[/C][/ROW]
[ROW][C]17[/C][C]-0.044323[/C][C]-0.3433[/C][C]0.366278[/C][/ROW]
[ROW][C]18[/C][C]-0.044636[/C][C]-0.3457[/C][C]0.36537[/C][/ROW]
[ROW][C]19[/C][C]-0.006191[/C][C]-0.048[/C][C]0.480956[/C][/ROW]
[ROW][C]20[/C][C]0.032923[/C][C]0.255[/C][C]0.399789[/C][/ROW]
[ROW][C]21[/C][C]-0.058041[/C][C]-0.4496[/C][C]0.327315[/C][/ROW]
[ROW][C]22[/C][C]-0.126244[/C][C]-0.9779[/C][C]0.16603[/C][/ROW]
[ROW][C]23[/C][C]-0.047447[/C][C]-0.3675[/C][C]0.35726[/C][/ROW]
[ROW][C]24[/C][C]-0.086635[/C][C]-0.6711[/C][C]0.252375[/C][/ROW]
[ROW][C]25[/C][C]-0.061817[/C][C]-0.4788[/C][C]0.316898[/C][/ROW]
[ROW][C]26[/C][C]0.0501[/C][C]0.3881[/C][C]0.349668[/C][/ROW]
[ROW][C]27[/C][C]0.00146[/C][C]0.0113[/C][C]0.495508[/C][/ROW]
[ROW][C]28[/C][C]-0.008552[/C][C]-0.0662[/C][C]0.473703[/C][/ROW]
[ROW][C]29[/C][C]-0.069437[/C][C]-0.5379[/C][C]0.296332[/C][/ROW]
[ROW][C]30[/C][C]-0.022209[/C][C]-0.172[/C][C]0.431997[/C][/ROW]
[ROW][C]31[/C][C]-0.043744[/C][C]-0.3388[/C][C]0.367956[/C][/ROW]
[ROW][C]32[/C][C]-0.053152[/C][C]-0.4117[/C][C]0.341009[/C][/ROW]
[ROW][C]33[/C][C]-0.068322[/C][C]-0.5292[/C][C]0.299304[/C][/ROW]
[ROW][C]34[/C][C]-0.063062[/C][C]-0.4885[/C][C]0.313496[/C][/ROW]
[ROW][C]35[/C][C]0.052697[/C][C]0.4082[/C][C]0.342295[/C][/ROW]
[ROW][C]36[/C][C]0.044555[/C][C]0.3451[/C][C]0.365605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65611&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65611&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
10.3549832.74970.003936
20.2602112.01560.024164
30.2065411.59990.057441
40.0619670.480.316488
5-0.068812-0.5330.297997
6-0.110939-0.85930.196788
7-0.191197-1.4810.071919
8-0.274989-2.13010.018639
90.0493690.38240.351755
10-0.122752-0.95080.172751
110.0117690.09120.463832
12-0.044752-0.34660.365034
13-0.09938-0.76980.222221
14-0.078927-0.61140.271634
150.0477830.37010.356297
160.0738240.57180.284783
17-0.044323-0.34330.366278
18-0.044636-0.34570.36537
19-0.006191-0.0480.480956
200.0329230.2550.399789
21-0.058041-0.44960.327315
22-0.126244-0.97790.16603
23-0.047447-0.36750.35726
24-0.086635-0.67110.252375
25-0.061817-0.47880.316898
260.05010.38810.349668
270.001460.01130.495508
28-0.008552-0.06620.473703
29-0.069437-0.53790.296332
30-0.022209-0.1720.431997
31-0.043744-0.33880.367956
32-0.053152-0.41170.341009
33-0.068322-0.52920.299304
34-0.063062-0.48850.313496
350.0526970.40820.342295
360.0445550.34510.365605







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3549832.74970.003936
20.1535481.18940.119489
30.0865350.67030.25262
4-0.072323-0.56020.288712
5-0.139448-1.08020.142197
6-0.083848-0.64950.259253
7-0.116484-0.90230.185258
8-0.154692-1.19820.117768
90.3035962.35160.010996
10-0.131647-1.01970.155975
110.1034120.8010.213139
12-0.165405-1.28120.102523
13-0.146868-1.13760.129898
14-0.039268-0.30420.381026
150.135921.05280.148319
160.143711.11320.135038
17-0.019996-0.15490.438714
18-0.257571-1.99510.025288
190.0653440.50610.307304
20-0.092929-0.71980.237214
21-0.004374-0.03390.486541
22-0.080773-0.62570.266954
230.1667691.29180.100693
24-0.105727-0.8190.208026
25-0.083267-0.6450.260699
260.0376820.29190.385692
270.0210580.16310.435487
28-0.070411-0.54540.29375
29-0.105536-0.81750.208445
30-0.030819-0.23870.406067
310.0246070.19060.424739
32-0.147838-1.14510.128348
330.1479861.14630.128112
34-0.037545-0.29080.386095
350.0060150.04660.481498
36-0.051407-0.39820.345951

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.354983 & 2.7497 & 0.003936 \tabularnewline
2 & 0.153548 & 1.1894 & 0.119489 \tabularnewline
3 & 0.086535 & 0.6703 & 0.25262 \tabularnewline
4 & -0.072323 & -0.5602 & 0.288712 \tabularnewline
5 & -0.139448 & -1.0802 & 0.142197 \tabularnewline
6 & -0.083848 & -0.6495 & 0.259253 \tabularnewline
7 & -0.116484 & -0.9023 & 0.185258 \tabularnewline
8 & -0.154692 & -1.1982 & 0.117768 \tabularnewline
9 & 0.303596 & 2.3516 & 0.010996 \tabularnewline
10 & -0.131647 & -1.0197 & 0.155975 \tabularnewline
11 & 0.103412 & 0.801 & 0.213139 \tabularnewline
12 & -0.165405 & -1.2812 & 0.102523 \tabularnewline
13 & -0.146868 & -1.1376 & 0.129898 \tabularnewline
14 & -0.039268 & -0.3042 & 0.381026 \tabularnewline
15 & 0.13592 & 1.0528 & 0.148319 \tabularnewline
16 & 0.14371 & 1.1132 & 0.135038 \tabularnewline
17 & -0.019996 & -0.1549 & 0.438714 \tabularnewline
18 & -0.257571 & -1.9951 & 0.025288 \tabularnewline
19 & 0.065344 & 0.5061 & 0.307304 \tabularnewline
20 & -0.092929 & -0.7198 & 0.237214 \tabularnewline
21 & -0.004374 & -0.0339 & 0.486541 \tabularnewline
22 & -0.080773 & -0.6257 & 0.266954 \tabularnewline
23 & 0.166769 & 1.2918 & 0.100693 \tabularnewline
24 & -0.105727 & -0.819 & 0.208026 \tabularnewline
25 & -0.083267 & -0.645 & 0.260699 \tabularnewline
26 & 0.037682 & 0.2919 & 0.385692 \tabularnewline
27 & 0.021058 & 0.1631 & 0.435487 \tabularnewline
28 & -0.070411 & -0.5454 & 0.29375 \tabularnewline
29 & -0.105536 & -0.8175 & 0.208445 \tabularnewline
30 & -0.030819 & -0.2387 & 0.406067 \tabularnewline
31 & 0.024607 & 0.1906 & 0.424739 \tabularnewline
32 & -0.147838 & -1.1451 & 0.128348 \tabularnewline
33 & 0.147986 & 1.1463 & 0.128112 \tabularnewline
34 & -0.037545 & -0.2908 & 0.386095 \tabularnewline
35 & 0.006015 & 0.0466 & 0.481498 \tabularnewline
36 & -0.051407 & -0.3982 & 0.345951 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65611&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]0.354983[/C][C]2.7497[/C][C]0.003936[/C][/ROW]
[ROW][C]2[/C][C]0.153548[/C][C]1.1894[/C][C]0.119489[/C][/ROW]
[ROW][C]3[/C][C]0.086535[/C][C]0.6703[/C][C]0.25262[/C][/ROW]
[ROW][C]4[/C][C]-0.072323[/C][C]-0.5602[/C][C]0.288712[/C][/ROW]
[ROW][C]5[/C][C]-0.139448[/C][C]-1.0802[/C][C]0.142197[/C][/ROW]
[ROW][C]6[/C][C]-0.083848[/C][C]-0.6495[/C][C]0.259253[/C][/ROW]
[ROW][C]7[/C][C]-0.116484[/C][C]-0.9023[/C][C]0.185258[/C][/ROW]
[ROW][C]8[/C][C]-0.154692[/C][C]-1.1982[/C][C]0.117768[/C][/ROW]
[ROW][C]9[/C][C]0.303596[/C][C]2.3516[/C][C]0.010996[/C][/ROW]
[ROW][C]10[/C][C]-0.131647[/C][C]-1.0197[/C][C]0.155975[/C][/ROW]
[ROW][C]11[/C][C]0.103412[/C][C]0.801[/C][C]0.213139[/C][/ROW]
[ROW][C]12[/C][C]-0.165405[/C][C]-1.2812[/C][C]0.102523[/C][/ROW]
[ROW][C]13[/C][C]-0.146868[/C][C]-1.1376[/C][C]0.129898[/C][/ROW]
[ROW][C]14[/C][C]-0.039268[/C][C]-0.3042[/C][C]0.381026[/C][/ROW]
[ROW][C]15[/C][C]0.13592[/C][C]1.0528[/C][C]0.148319[/C][/ROW]
[ROW][C]16[/C][C]0.14371[/C][C]1.1132[/C][C]0.135038[/C][/ROW]
[ROW][C]17[/C][C]-0.019996[/C][C]-0.1549[/C][C]0.438714[/C][/ROW]
[ROW][C]18[/C][C]-0.257571[/C][C]-1.9951[/C][C]0.025288[/C][/ROW]
[ROW][C]19[/C][C]0.065344[/C][C]0.5061[/C][C]0.307304[/C][/ROW]
[ROW][C]20[/C][C]-0.092929[/C][C]-0.7198[/C][C]0.237214[/C][/ROW]
[ROW][C]21[/C][C]-0.004374[/C][C]-0.0339[/C][C]0.486541[/C][/ROW]
[ROW][C]22[/C][C]-0.080773[/C][C]-0.6257[/C][C]0.266954[/C][/ROW]
[ROW][C]23[/C][C]0.166769[/C][C]1.2918[/C][C]0.100693[/C][/ROW]
[ROW][C]24[/C][C]-0.105727[/C][C]-0.819[/C][C]0.208026[/C][/ROW]
[ROW][C]25[/C][C]-0.083267[/C][C]-0.645[/C][C]0.260699[/C][/ROW]
[ROW][C]26[/C][C]0.037682[/C][C]0.2919[/C][C]0.385692[/C][/ROW]
[ROW][C]27[/C][C]0.021058[/C][C]0.1631[/C][C]0.435487[/C][/ROW]
[ROW][C]28[/C][C]-0.070411[/C][C]-0.5454[/C][C]0.29375[/C][/ROW]
[ROW][C]29[/C][C]-0.105536[/C][C]-0.8175[/C][C]0.208445[/C][/ROW]
[ROW][C]30[/C][C]-0.030819[/C][C]-0.2387[/C][C]0.406067[/C][/ROW]
[ROW][C]31[/C][C]0.024607[/C][C]0.1906[/C][C]0.424739[/C][/ROW]
[ROW][C]32[/C][C]-0.147838[/C][C]-1.1451[/C][C]0.128348[/C][/ROW]
[ROW][C]33[/C][C]0.147986[/C][C]1.1463[/C][C]0.128112[/C][/ROW]
[ROW][C]34[/C][C]-0.037545[/C][C]-0.2908[/C][C]0.386095[/C][/ROW]
[ROW][C]35[/C][C]0.006015[/C][C]0.0466[/C][C]0.481498[/C][/ROW]
[ROW][C]36[/C][C]-0.051407[/C][C]-0.3982[/C][C]0.345951[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65611&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65611&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
10.3549832.74970.003936
20.1535481.18940.119489
30.0865350.67030.25262
4-0.072323-0.56020.288712
5-0.139448-1.08020.142197
6-0.083848-0.64950.259253
7-0.116484-0.90230.185258
8-0.154692-1.19820.117768
90.3035962.35160.010996
10-0.131647-1.01970.155975
110.1034120.8010.213139
12-0.165405-1.28120.102523
13-0.146868-1.13760.129898
14-0.039268-0.30420.381026
150.135921.05280.148319
160.143711.11320.135038
17-0.019996-0.15490.438714
18-0.257571-1.99510.025288
190.0653440.50610.307304
20-0.092929-0.71980.237214
21-0.004374-0.03390.486541
22-0.080773-0.62570.266954
230.1667691.29180.100693
24-0.105727-0.8190.208026
25-0.083267-0.6450.260699
260.0376820.29190.385692
270.0210580.16310.435487
28-0.070411-0.54540.29375
29-0.105536-0.81750.208445
30-0.030819-0.23870.406067
310.0246070.19060.424739
32-0.147838-1.14510.128348
330.1479861.14630.128112
34-0.037545-0.29080.386095
350.0060150.04660.481498
36-0.051407-0.39820.345951



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