FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationTue, 15 Dec 2009 08:19:26 -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/15/t1260890416x75xl6mbg7g1cev.htm/, Retrieved Wed, 08 May 2024 04:45:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67968, Retrieved Wed, 08 May 2024 04:45:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

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] [autocorrelatie bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
-  MPD    [(Partial) Autocorrelation Function] [] [2009-12-15 15:19:26] [5858ea01c9bd81debbf921a11363ad90] [Current]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-18 14:04:10] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [(Partial) Autocorrelation Function] [paper] [2010-12-24 13:07:49] [960f506a46b790b06fab7ca57984a121]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
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
2466.92

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'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=67968&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=67968&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67968&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9665288.14410
20.9235197.78170
30.8748527.37160
40.815936.87510
50.74286.25890
60.6594275.55640
70.5769374.86143e-06
80.4936744.15984.4e-05
90.4038573.4030.000549
100.3163442.66560.004755
110.2371341.99810.024767
120.1530231.28940.100723
130.0717070.60420.273815
14-0.004404-0.03710.48525
15-0.071793-0.60490.273574
16-0.136691-1.15180.126637
17-0.205815-1.73420.043609
18-0.263107-2.2170.014914
19-0.308123-2.59630.005723
20-0.350961-2.95720.002106
21-0.392305-3.30560.000744
22-0.426173-3.5910.000301
23-0.451197-3.80190.00015
24-0.465141-3.91930.000101
25-0.472858-3.98448.1e-05
26-0.471948-3.97678.3e-05
27-0.467267-3.93739.5e-05
28-0.463914-3.9090.000105
29-0.459245-3.86970.00012
30-0.457036-3.85110.000127
31-0.450496-3.79590.000153
32-0.440401-3.71090.000204
33-0.43121-3.63340.000263
34-0.414514-3.49280.000413
35-0.394083-3.32060.00071
36-0.368733-3.1070.001359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966528 & 8.1441 & 0 \tabularnewline
2 & 0.923519 & 7.7817 & 0 \tabularnewline
3 & 0.874852 & 7.3716 & 0 \tabularnewline
4 & 0.81593 & 6.8751 & 0 \tabularnewline
5 & 0.7428 & 6.2589 & 0 \tabularnewline
6 & 0.659427 & 5.5564 & 0 \tabularnewline
7 & 0.576937 & 4.8614 & 3e-06 \tabularnewline
8 & 0.493674 & 4.1598 & 4.4e-05 \tabularnewline
9 & 0.403857 & 3.403 & 0.000549 \tabularnewline
10 & 0.316344 & 2.6656 & 0.004755 \tabularnewline
11 & 0.237134 & 1.9981 & 0.024767 \tabularnewline
12 & 0.153023 & 1.2894 & 0.100723 \tabularnewline
13 & 0.071707 & 0.6042 & 0.273815 \tabularnewline
14 & -0.004404 & -0.0371 & 0.48525 \tabularnewline
15 & -0.071793 & -0.6049 & 0.273574 \tabularnewline
16 & -0.136691 & -1.1518 & 0.126637 \tabularnewline
17 & -0.205815 & -1.7342 & 0.043609 \tabularnewline
18 & -0.263107 & -2.217 & 0.014914 \tabularnewline
19 & -0.308123 & -2.5963 & 0.005723 \tabularnewline
20 & -0.350961 & -2.9572 & 0.002106 \tabularnewline
21 & -0.392305 & -3.3056 & 0.000744 \tabularnewline
22 & -0.426173 & -3.591 & 0.000301 \tabularnewline
23 & -0.451197 & -3.8019 & 0.00015 \tabularnewline
24 & -0.465141 & -3.9193 & 0.000101 \tabularnewline
25 & -0.472858 & -3.9844 & 8.1e-05 \tabularnewline
26 & -0.471948 & -3.9767 & 8.3e-05 \tabularnewline
27 & -0.467267 & -3.9373 & 9.5e-05 \tabularnewline
28 & -0.463914 & -3.909 & 0.000105 \tabularnewline
29 & -0.459245 & -3.8697 & 0.00012 \tabularnewline
30 & -0.457036 & -3.8511 & 0.000127 \tabularnewline
31 & -0.450496 & -3.7959 & 0.000153 \tabularnewline
32 & -0.440401 & -3.7109 & 0.000204 \tabularnewline
33 & -0.43121 & -3.6334 & 0.000263 \tabularnewline
34 & -0.414514 & -3.4928 & 0.000413 \tabularnewline
35 & -0.394083 & -3.3206 & 0.00071 \tabularnewline
36 & -0.368733 & -3.107 & 0.001359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67968&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]0.966528[/C][C]8.1441[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.923519[/C][C]7.7817[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.874852[/C][C]7.3716[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.81593[/C][C]6.8751[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.7428[/C][C]6.2589[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.659427[/C][C]5.5564[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.576937[/C][C]4.8614[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.493674[/C][C]4.1598[/C][C]4.4e-05[/C][/ROW]
[ROW][C]9[/C][C]0.403857[/C][C]3.403[/C][C]0.000549[/C][/ROW]
[ROW][C]10[/C][C]0.316344[/C][C]2.6656[/C][C]0.004755[/C][/ROW]
[ROW][C]11[/C][C]0.237134[/C][C]1.9981[/C][C]0.024767[/C][/ROW]
[ROW][C]12[/C][C]0.153023[/C][C]1.2894[/C][C]0.100723[/C][/ROW]
[ROW][C]13[/C][C]0.071707[/C][C]0.6042[/C][C]0.273815[/C][/ROW]
[ROW][C]14[/C][C]-0.004404[/C][C]-0.0371[/C][C]0.48525[/C][/ROW]
[ROW][C]15[/C][C]-0.071793[/C][C]-0.6049[/C][C]0.273574[/C][/ROW]
[ROW][C]16[/C][C]-0.136691[/C][C]-1.1518[/C][C]0.126637[/C][/ROW]
[ROW][C]17[/C][C]-0.205815[/C][C]-1.7342[/C][C]0.043609[/C][/ROW]
[ROW][C]18[/C][C]-0.263107[/C][C]-2.217[/C][C]0.014914[/C][/ROW]
[ROW][C]19[/C][C]-0.308123[/C][C]-2.5963[/C][C]0.005723[/C][/ROW]
[ROW][C]20[/C][C]-0.350961[/C][C]-2.9572[/C][C]0.002106[/C][/ROW]
[ROW][C]21[/C][C]-0.392305[/C][C]-3.3056[/C][C]0.000744[/C][/ROW]
[ROW][C]22[/C][C]-0.426173[/C][C]-3.591[/C][C]0.000301[/C][/ROW]
[ROW][C]23[/C][C]-0.451197[/C][C]-3.8019[/C][C]0.00015[/C][/ROW]
[ROW][C]24[/C][C]-0.465141[/C][C]-3.9193[/C][C]0.000101[/C][/ROW]
[ROW][C]25[/C][C]-0.472858[/C][C]-3.9844[/C][C]8.1e-05[/C][/ROW]
[ROW][C]26[/C][C]-0.471948[/C][C]-3.9767[/C][C]8.3e-05[/C][/ROW]
[ROW][C]27[/C][C]-0.467267[/C][C]-3.9373[/C][C]9.5e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.463914[/C][C]-3.909[/C][C]0.000105[/C][/ROW]
[ROW][C]29[/C][C]-0.459245[/C][C]-3.8697[/C][C]0.00012[/C][/ROW]
[ROW][C]30[/C][C]-0.457036[/C][C]-3.8511[/C][C]0.000127[/C][/ROW]
[ROW][C]31[/C][C]-0.450496[/C][C]-3.7959[/C][C]0.000153[/C][/ROW]
[ROW][C]32[/C][C]-0.440401[/C][C]-3.7109[/C][C]0.000204[/C][/ROW]
[ROW][C]33[/C][C]-0.43121[/C][C]-3.6334[/C][C]0.000263[/C][/ROW]
[ROW][C]34[/C][C]-0.414514[/C][C]-3.4928[/C][C]0.000413[/C][/ROW]
[ROW][C]35[/C][C]-0.394083[/C][C]-3.3206[/C][C]0.00071[/C][/ROW]
[ROW][C]36[/C][C]-0.368733[/C][C]-3.107[/C][C]0.001359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67968&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67968&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
10.9665288.14410
20.9235197.78170
30.8748527.37160
40.815936.87510
50.74286.25890
60.6594275.55640
70.5769374.86143e-06
80.4936744.15984.4e-05
90.4038573.4030.000549
100.3163442.66560.004755
110.2371341.99810.024767
120.1530231.28940.100723
130.0717070.60420.273815
14-0.004404-0.03710.48525
15-0.071793-0.60490.273574
16-0.136691-1.15180.126637
17-0.205815-1.73420.043609
18-0.263107-2.2170.014914
19-0.308123-2.59630.005723
20-0.350961-2.95720.002106
21-0.392305-3.30560.000744
22-0.426173-3.5910.000301
23-0.451197-3.80190.00015
24-0.465141-3.91930.000101
25-0.472858-3.98448.1e-05
26-0.471948-3.97678.3e-05
27-0.467267-3.93739.5e-05
28-0.463914-3.9090.000105
29-0.459245-3.86970.00012
30-0.457036-3.85110.000127
31-0.450496-3.79590.000153
32-0.440401-3.71090.000204
33-0.43121-3.63340.000263
34-0.414514-3.49280.000413
35-0.394083-3.32060.00071
36-0.368733-3.1070.001359






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9665288.14410
2-0.161893-1.36410.088416
3-0.090297-0.76090.224632
4-0.166786-1.40540.082137
5-0.221-1.86220.033358
6-0.159492-1.34390.091629
70.0165150.13920.444861
8-0.016906-0.14250.443562
9-0.108114-0.9110.182693
100.0182540.15380.439097
110.0654660.55160.29147
12-0.178462-1.50370.068541
13-0.012273-0.10340.458962
14-0.014926-0.12580.450136
150.0091890.07740.469251
16-0.063656-0.53640.296688
17-0.148957-1.25510.106773
180.0644190.54280.294481
190.0448980.37830.353161
20-0.057034-0.48060.316147
21-0.063626-0.53610.296774
22-0.031895-0.26880.39445
23-0.018239-0.15370.439146
240.0822460.6930.245279
250.0481680.40590.343029
26-0.005782-0.04870.480639
27-0.10829-0.91250.182304
28-0.102001-0.85950.196485
29-0.107524-0.9060.183996
30-0.183311-1.54460.063443
310.0195490.16470.434816
320.0776290.65410.257577
33-0.011708-0.09870.460846
340.0883370.74430.229563
35-0.01338-0.11270.455276
360.047210.39780.345986

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966528 & 8.1441 & 0 \tabularnewline
2 & -0.161893 & -1.3641 & 0.088416 \tabularnewline
3 & -0.090297 & -0.7609 & 0.224632 \tabularnewline
4 & -0.166786 & -1.4054 & 0.082137 \tabularnewline
5 & -0.221 & -1.8622 & 0.033358 \tabularnewline
6 & -0.159492 & -1.3439 & 0.091629 \tabularnewline
7 & 0.016515 & 0.1392 & 0.444861 \tabularnewline
8 & -0.016906 & -0.1425 & 0.443562 \tabularnewline
9 & -0.108114 & -0.911 & 0.182693 \tabularnewline
10 & 0.018254 & 0.1538 & 0.439097 \tabularnewline
11 & 0.065466 & 0.5516 & 0.29147 \tabularnewline
12 & -0.178462 & -1.5037 & 0.068541 \tabularnewline
13 & -0.012273 & -0.1034 & 0.458962 \tabularnewline
14 & -0.014926 & -0.1258 & 0.450136 \tabularnewline
15 & 0.009189 & 0.0774 & 0.469251 \tabularnewline
16 & -0.063656 & -0.5364 & 0.296688 \tabularnewline
17 & -0.148957 & -1.2551 & 0.106773 \tabularnewline
18 & 0.064419 & 0.5428 & 0.294481 \tabularnewline
19 & 0.044898 & 0.3783 & 0.353161 \tabularnewline
20 & -0.057034 & -0.4806 & 0.316147 \tabularnewline
21 & -0.063626 & -0.5361 & 0.296774 \tabularnewline
22 & -0.031895 & -0.2688 & 0.39445 \tabularnewline
23 & -0.018239 & -0.1537 & 0.439146 \tabularnewline
24 & 0.082246 & 0.693 & 0.245279 \tabularnewline
25 & 0.048168 & 0.4059 & 0.343029 \tabularnewline
26 & -0.005782 & -0.0487 & 0.480639 \tabularnewline
27 & -0.10829 & -0.9125 & 0.182304 \tabularnewline
28 & -0.102001 & -0.8595 & 0.196485 \tabularnewline
29 & -0.107524 & -0.906 & 0.183996 \tabularnewline
30 & -0.183311 & -1.5446 & 0.063443 \tabularnewline
31 & 0.019549 & 0.1647 & 0.434816 \tabularnewline
32 & 0.077629 & 0.6541 & 0.257577 \tabularnewline
33 & -0.011708 & -0.0987 & 0.460846 \tabularnewline
34 & 0.088337 & 0.7443 & 0.229563 \tabularnewline
35 & -0.01338 & -0.1127 & 0.455276 \tabularnewline
36 & 0.04721 & 0.3978 & 0.345986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67968&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]0.966528[/C][C]8.1441[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.161893[/C][C]-1.3641[/C][C]0.088416[/C][/ROW]
[ROW][C]3[/C][C]-0.090297[/C][C]-0.7609[/C][C]0.224632[/C][/ROW]
[ROW][C]4[/C][C]-0.166786[/C][C]-1.4054[/C][C]0.082137[/C][/ROW]
[ROW][C]5[/C][C]-0.221[/C][C]-1.8622[/C][C]0.033358[/C][/ROW]
[ROW][C]6[/C][C]-0.159492[/C][C]-1.3439[/C][C]0.091629[/C][/ROW]
[ROW][C]7[/C][C]0.016515[/C][C]0.1392[/C][C]0.444861[/C][/ROW]
[ROW][C]8[/C][C]-0.016906[/C][C]-0.1425[/C][C]0.443562[/C][/ROW]
[ROW][C]9[/C][C]-0.108114[/C][C]-0.911[/C][C]0.182693[/C][/ROW]
[ROW][C]10[/C][C]0.018254[/C][C]0.1538[/C][C]0.439097[/C][/ROW]
[ROW][C]11[/C][C]0.065466[/C][C]0.5516[/C][C]0.29147[/C][/ROW]
[ROW][C]12[/C][C]-0.178462[/C][C]-1.5037[/C][C]0.068541[/C][/ROW]
[ROW][C]13[/C][C]-0.012273[/C][C]-0.1034[/C][C]0.458962[/C][/ROW]
[ROW][C]14[/C][C]-0.014926[/C][C]-0.1258[/C][C]0.450136[/C][/ROW]
[ROW][C]15[/C][C]0.009189[/C][C]0.0774[/C][C]0.469251[/C][/ROW]
[ROW][C]16[/C][C]-0.063656[/C][C]-0.5364[/C][C]0.296688[/C][/ROW]
[ROW][C]17[/C][C]-0.148957[/C][C]-1.2551[/C][C]0.106773[/C][/ROW]
[ROW][C]18[/C][C]0.064419[/C][C]0.5428[/C][C]0.294481[/C][/ROW]
[ROW][C]19[/C][C]0.044898[/C][C]0.3783[/C][C]0.353161[/C][/ROW]
[ROW][C]20[/C][C]-0.057034[/C][C]-0.4806[/C][C]0.316147[/C][/ROW]
[ROW][C]21[/C][C]-0.063626[/C][C]-0.5361[/C][C]0.296774[/C][/ROW]
[ROW][C]22[/C][C]-0.031895[/C][C]-0.2688[/C][C]0.39445[/C][/ROW]
[ROW][C]23[/C][C]-0.018239[/C][C]-0.1537[/C][C]0.439146[/C][/ROW]
[ROW][C]24[/C][C]0.082246[/C][C]0.693[/C][C]0.245279[/C][/ROW]
[ROW][C]25[/C][C]0.048168[/C][C]0.4059[/C][C]0.343029[/C][/ROW]
[ROW][C]26[/C][C]-0.005782[/C][C]-0.0487[/C][C]0.480639[/C][/ROW]
[ROW][C]27[/C][C]-0.10829[/C][C]-0.9125[/C][C]0.182304[/C][/ROW]
[ROW][C]28[/C][C]-0.102001[/C][C]-0.8595[/C][C]0.196485[/C][/ROW]
[ROW][C]29[/C][C]-0.107524[/C][C]-0.906[/C][C]0.183996[/C][/ROW]
[ROW][C]30[/C][C]-0.183311[/C][C]-1.5446[/C][C]0.063443[/C][/ROW]
[ROW][C]31[/C][C]0.019549[/C][C]0.1647[/C][C]0.434816[/C][/ROW]
[ROW][C]32[/C][C]0.077629[/C][C]0.6541[/C][C]0.257577[/C][/ROW]
[ROW][C]33[/C][C]-0.011708[/C][C]-0.0987[/C][C]0.460846[/C][/ROW]
[ROW][C]34[/C][C]0.088337[/C][C]0.7443[/C][C]0.229563[/C][/ROW]
[ROW][C]35[/C][C]-0.01338[/C][C]-0.1127[/C][C]0.455276[/C][/ROW]
[ROW][C]36[/C][C]0.04721[/C][C]0.3978[/C][C]0.345986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67968&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67968&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
10.9665288.14410
2-0.161893-1.36410.088416
3-0.090297-0.76090.224632
4-0.166786-1.40540.082137
5-0.221-1.86220.033358
6-0.159492-1.34390.091629
70.0165150.13920.444861
8-0.016906-0.14250.443562
9-0.108114-0.9110.182693
100.0182540.15380.439097
110.0654660.55160.29147
12-0.178462-1.50370.068541
13-0.012273-0.10340.458962
14-0.014926-0.12580.450136
150.0091890.07740.469251
16-0.063656-0.53640.296688
17-0.148957-1.25510.106773
180.0644190.54280.294481
190.0448980.37830.353161
20-0.057034-0.48060.316147
21-0.063626-0.53610.296774
22-0.031895-0.26880.39445
23-0.018239-0.15370.439146
240.0822460.6930.245279
250.0481680.40590.343029
26-0.005782-0.04870.480639
27-0.10829-0.91250.182304
28-0.102001-0.85950.196485
29-0.107524-0.9060.183996
30-0.183311-1.54460.063443
310.0195490.16470.434816
320.0776290.65410.257577
33-0.011708-0.09870.460846
340.0883370.74430.229563
35-0.01338-0.11270.455276
360.047210.39780.345986


Figures (Output of Computation)

Input Parameters & R Code

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