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 computationSun, 20 Dec 2009 05:59:06 -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/20/t1261314005nn789jyxrv6y0ud.htm/, Retrieved Sat, 04 May 2024 03:49:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69868, Retrieved Sat, 04 May 2024 03:49:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2009-12-17 14:44:14] [09f192433169b2c787c4a71fde86e883]
- RMPD  [(Partial) Autocorrelation Function] [] [2009-12-18 14:15:41] [09f192433169b2c787c4a71fde86e883]
-   P       [(Partial) Autocorrelation Function] [] [2009-12-20 12:59:06] [71596e6a53ccce532e52aaf6113616ef] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.4
97
105.4
102.7
98.1
104.5
87.4
89.9
109.8
111.7
98.6
96.9
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3
91
93.2
103.1
94.1
91.8
102.7
82.6
89.1
104.5

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=69868&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=69868&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69868&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
10.5189254.31052.7e-05
20.6026075.00562e-06
30.6643935.51890
40.4070073.38090.000596
50.4533513.76580.000173
60.3609622.99840.001886
70.1849281.53610.06454
80.2184711.81480.036954
90.0922860.76660.222973
100.0430080.35730.360997
110.0591610.49140.312342
12-0.087063-0.72320.236
130.0028830.02390.490481
14-0.014398-0.11960.452573
15-0.019983-0.1660.434323
16-0.071097-0.59060.278368
17-0.009611-0.07980.468301
18-0.023608-0.19610.422554
19-0.102918-0.85490.197783
20-0.015437-0.12820.449171
21-0.04067-0.33780.368259
22-0.153803-1.27760.102839
230.0188910.15690.437882
24-0.164631-1.36750.087949
25-0.126543-1.05110.14843
26-0.044303-0.3680.356996
27-0.19069-1.5840.058885
28-0.125158-1.03960.151068
29-0.121501-1.00930.158188
30-0.207757-1.72580.044434
31-0.130501-1.0840.141065
32-0.157622-1.30930.097388
33-0.216556-1.79880.038208
34-0.134911-1.12070.13316
35-0.219681-1.82480.036179
36-0.138705-1.15220.126614

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.518925 & 4.3105 & 2.7e-05 \tabularnewline
2 & 0.602607 & 5.0056 & 2e-06 \tabularnewline
3 & 0.664393 & 5.5189 & 0 \tabularnewline
4 & 0.407007 & 3.3809 & 0.000596 \tabularnewline
5 & 0.453351 & 3.7658 & 0.000173 \tabularnewline
6 & 0.360962 & 2.9984 & 0.001886 \tabularnewline
7 & 0.184928 & 1.5361 & 0.06454 \tabularnewline
8 & 0.218471 & 1.8148 & 0.036954 \tabularnewline
9 & 0.092286 & 0.7666 & 0.222973 \tabularnewline
10 & 0.043008 & 0.3573 & 0.360997 \tabularnewline
11 & 0.059161 & 0.4914 & 0.312342 \tabularnewline
12 & -0.087063 & -0.7232 & 0.236 \tabularnewline
13 & 0.002883 & 0.0239 & 0.490481 \tabularnewline
14 & -0.014398 & -0.1196 & 0.452573 \tabularnewline
15 & -0.019983 & -0.166 & 0.434323 \tabularnewline
16 & -0.071097 & -0.5906 & 0.278368 \tabularnewline
17 & -0.009611 & -0.0798 & 0.468301 \tabularnewline
18 & -0.023608 & -0.1961 & 0.422554 \tabularnewline
19 & -0.102918 & -0.8549 & 0.197783 \tabularnewline
20 & -0.015437 & -0.1282 & 0.449171 \tabularnewline
21 & -0.04067 & -0.3378 & 0.368259 \tabularnewline
22 & -0.153803 & -1.2776 & 0.102839 \tabularnewline
23 & 0.018891 & 0.1569 & 0.437882 \tabularnewline
24 & -0.164631 & -1.3675 & 0.087949 \tabularnewline
25 & -0.126543 & -1.0511 & 0.14843 \tabularnewline
26 & -0.044303 & -0.368 & 0.356996 \tabularnewline
27 & -0.19069 & -1.584 & 0.058885 \tabularnewline
28 & -0.125158 & -1.0396 & 0.151068 \tabularnewline
29 & -0.121501 & -1.0093 & 0.158188 \tabularnewline
30 & -0.207757 & -1.7258 & 0.044434 \tabularnewline
31 & -0.130501 & -1.084 & 0.141065 \tabularnewline
32 & -0.157622 & -1.3093 & 0.097388 \tabularnewline
33 & -0.216556 & -1.7988 & 0.038208 \tabularnewline
34 & -0.134911 & -1.1207 & 0.13316 \tabularnewline
35 & -0.219681 & -1.8248 & 0.036179 \tabularnewline
36 & -0.138705 & -1.1522 & 0.126614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69868&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]0.518925[/C][C]4.3105[/C][C]2.7e-05[/C][/ROW]
[ROW][C]2[/C][C]0.602607[/C][C]5.0056[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.664393[/C][C]5.5189[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.407007[/C][C]3.3809[/C][C]0.000596[/C][/ROW]
[ROW][C]5[/C][C]0.453351[/C][C]3.7658[/C][C]0.000173[/C][/ROW]
[ROW][C]6[/C][C]0.360962[/C][C]2.9984[/C][C]0.001886[/C][/ROW]
[ROW][C]7[/C][C]0.184928[/C][C]1.5361[/C][C]0.06454[/C][/ROW]
[ROW][C]8[/C][C]0.218471[/C][C]1.8148[/C][C]0.036954[/C][/ROW]
[ROW][C]9[/C][C]0.092286[/C][C]0.7666[/C][C]0.222973[/C][/ROW]
[ROW][C]10[/C][C]0.043008[/C][C]0.3573[/C][C]0.360997[/C][/ROW]
[ROW][C]11[/C][C]0.059161[/C][C]0.4914[/C][C]0.312342[/C][/ROW]
[ROW][C]12[/C][C]-0.087063[/C][C]-0.7232[/C][C]0.236[/C][/ROW]
[ROW][C]13[/C][C]0.002883[/C][C]0.0239[/C][C]0.490481[/C][/ROW]
[ROW][C]14[/C][C]-0.014398[/C][C]-0.1196[/C][C]0.452573[/C][/ROW]
[ROW][C]15[/C][C]-0.019983[/C][C]-0.166[/C][C]0.434323[/C][/ROW]
[ROW][C]16[/C][C]-0.071097[/C][C]-0.5906[/C][C]0.278368[/C][/ROW]
[ROW][C]17[/C][C]-0.009611[/C][C]-0.0798[/C][C]0.468301[/C][/ROW]
[ROW][C]18[/C][C]-0.023608[/C][C]-0.1961[/C][C]0.422554[/C][/ROW]
[ROW][C]19[/C][C]-0.102918[/C][C]-0.8549[/C][C]0.197783[/C][/ROW]
[ROW][C]20[/C][C]-0.015437[/C][C]-0.1282[/C][C]0.449171[/C][/ROW]
[ROW][C]21[/C][C]-0.04067[/C][C]-0.3378[/C][C]0.368259[/C][/ROW]
[ROW][C]22[/C][C]-0.153803[/C][C]-1.2776[/C][C]0.102839[/C][/ROW]
[ROW][C]23[/C][C]0.018891[/C][C]0.1569[/C][C]0.437882[/C][/ROW]
[ROW][C]24[/C][C]-0.164631[/C][C]-1.3675[/C][C]0.087949[/C][/ROW]
[ROW][C]25[/C][C]-0.126543[/C][C]-1.0511[/C][C]0.14843[/C][/ROW]
[ROW][C]26[/C][C]-0.044303[/C][C]-0.368[/C][C]0.356996[/C][/ROW]
[ROW][C]27[/C][C]-0.19069[/C][C]-1.584[/C][C]0.058885[/C][/ROW]
[ROW][C]28[/C][C]-0.125158[/C][C]-1.0396[/C][C]0.151068[/C][/ROW]
[ROW][C]29[/C][C]-0.121501[/C][C]-1.0093[/C][C]0.158188[/C][/ROW]
[ROW][C]30[/C][C]-0.207757[/C][C]-1.7258[/C][C]0.044434[/C][/ROW]
[ROW][C]31[/C][C]-0.130501[/C][C]-1.084[/C][C]0.141065[/C][/ROW]
[ROW][C]32[/C][C]-0.157622[/C][C]-1.3093[/C][C]0.097388[/C][/ROW]
[ROW][C]33[/C][C]-0.216556[/C][C]-1.7988[/C][C]0.038208[/C][/ROW]
[ROW][C]34[/C][C]-0.134911[/C][C]-1.1207[/C][C]0.13316[/C][/ROW]
[ROW][C]35[/C][C]-0.219681[/C][C]-1.8248[/C][C]0.036179[/C][/ROW]
[ROW][C]36[/C][C]-0.138705[/C][C]-1.1522[/C][C]0.126614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69868&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69868&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
10.5189254.31052.7e-05
20.6026075.00562e-06
30.6643935.51890
40.4070073.38090.000596
50.4533513.76580.000173
60.3609622.99840.001886
70.1849281.53610.06454
80.2184711.81480.036954
90.0922860.76660.222973
100.0430080.35730.360997
110.0591610.49140.312342
12-0.087063-0.72320.236
130.0028830.02390.490481
14-0.014398-0.11960.452573
15-0.019983-0.1660.434323
16-0.071097-0.59060.278368
17-0.009611-0.07980.468301
18-0.023608-0.19610.422554
19-0.102918-0.85490.197783
20-0.015437-0.12820.449171
21-0.04067-0.33780.368259
22-0.153803-1.27760.102839
230.0188910.15690.437882
24-0.164631-1.36750.087949
25-0.126543-1.05110.14843
26-0.044303-0.3680.356996
27-0.19069-1.5840.058885
28-0.125158-1.03960.151068
29-0.121501-1.00930.158188
30-0.207757-1.72580.044434
31-0.130501-1.0840.141065
32-0.157622-1.30930.097388
33-0.216556-1.79880.038208
34-0.134911-1.12070.13316
35-0.219681-1.82480.036179
36-0.138705-1.15220.126614






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5189254.31052.7e-05
20.456163.78910.00016
30.445193.6980.000216
4-0.163293-1.35640.089695
5-0.122284-1.01580.156644
6-0.141721-1.17720.121576
7-0.208533-1.73220.043853
8-0.04873-0.40480.343445
9-0.017203-0.14290.443395
100.0799820.66440.254331
110.1131060.93950.175367
12-0.084732-0.70380.241951
130.0858240.71290.239153
140.0880670.73150.233464
150.1628481.35270.090281
16-0.249586-2.07320.020944
17-0.077911-0.64720.259832
18-0.027338-0.22710.410514
19-0.173143-1.43820.077444
200.0006570.00550.497831
210.134291.11550.134254
22-0.064302-0.53410.297485
230.1809991.50350.068638
24-0.193623-1.60840.056162
250.0086740.07210.471383
260.036580.30390.381077
270.0329330.27360.392619
28-0.198777-1.65120.051625
29-0.06987-0.58040.281772
30-0.027029-0.22450.411509
31-0.044547-0.370.356244
320.0375210.31170.378115
330.0689350.57260.284382
34-0.018276-0.15180.439891
35-0.039013-0.32410.373433
360.0300010.24920.401971

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.518925 & 4.3105 & 2.7e-05 \tabularnewline
2 & 0.45616 & 3.7891 & 0.00016 \tabularnewline
3 & 0.44519 & 3.698 & 0.000216 \tabularnewline
4 & -0.163293 & -1.3564 & 0.089695 \tabularnewline
5 & -0.122284 & -1.0158 & 0.156644 \tabularnewline
6 & -0.141721 & -1.1772 & 0.121576 \tabularnewline
7 & -0.208533 & -1.7322 & 0.043853 \tabularnewline
8 & -0.04873 & -0.4048 & 0.343445 \tabularnewline
9 & -0.017203 & -0.1429 & 0.443395 \tabularnewline
10 & 0.079982 & 0.6644 & 0.254331 \tabularnewline
11 & 0.113106 & 0.9395 & 0.175367 \tabularnewline
12 & -0.084732 & -0.7038 & 0.241951 \tabularnewline
13 & 0.085824 & 0.7129 & 0.239153 \tabularnewline
14 & 0.088067 & 0.7315 & 0.233464 \tabularnewline
15 & 0.162848 & 1.3527 & 0.090281 \tabularnewline
16 & -0.249586 & -2.0732 & 0.020944 \tabularnewline
17 & -0.077911 & -0.6472 & 0.259832 \tabularnewline
18 & -0.027338 & -0.2271 & 0.410514 \tabularnewline
19 & -0.173143 & -1.4382 & 0.077444 \tabularnewline
20 & 0.000657 & 0.0055 & 0.497831 \tabularnewline
21 & 0.13429 & 1.1155 & 0.134254 \tabularnewline
22 & -0.064302 & -0.5341 & 0.297485 \tabularnewline
23 & 0.180999 & 1.5035 & 0.068638 \tabularnewline
24 & -0.193623 & -1.6084 & 0.056162 \tabularnewline
25 & 0.008674 & 0.0721 & 0.471383 \tabularnewline
26 & 0.03658 & 0.3039 & 0.381077 \tabularnewline
27 & 0.032933 & 0.2736 & 0.392619 \tabularnewline
28 & -0.198777 & -1.6512 & 0.051625 \tabularnewline
29 & -0.06987 & -0.5804 & 0.281772 \tabularnewline
30 & -0.027029 & -0.2245 & 0.411509 \tabularnewline
31 & -0.044547 & -0.37 & 0.356244 \tabularnewline
32 & 0.037521 & 0.3117 & 0.378115 \tabularnewline
33 & 0.068935 & 0.5726 & 0.284382 \tabularnewline
34 & -0.018276 & -0.1518 & 0.439891 \tabularnewline
35 & -0.039013 & -0.3241 & 0.373433 \tabularnewline
36 & 0.030001 & 0.2492 & 0.401971 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69868&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]0.518925[/C][C]4.3105[/C][C]2.7e-05[/C][/ROW]
[ROW][C]2[/C][C]0.45616[/C][C]3.7891[/C][C]0.00016[/C][/ROW]
[ROW][C]3[/C][C]0.44519[/C][C]3.698[/C][C]0.000216[/C][/ROW]
[ROW][C]4[/C][C]-0.163293[/C][C]-1.3564[/C][C]0.089695[/C][/ROW]
[ROW][C]5[/C][C]-0.122284[/C][C]-1.0158[/C][C]0.156644[/C][/ROW]
[ROW][C]6[/C][C]-0.141721[/C][C]-1.1772[/C][C]0.121576[/C][/ROW]
[ROW][C]7[/C][C]-0.208533[/C][C]-1.7322[/C][C]0.043853[/C][/ROW]
[ROW][C]8[/C][C]-0.04873[/C][C]-0.4048[/C][C]0.343445[/C][/ROW]
[ROW][C]9[/C][C]-0.017203[/C][C]-0.1429[/C][C]0.443395[/C][/ROW]
[ROW][C]10[/C][C]0.079982[/C][C]0.6644[/C][C]0.254331[/C][/ROW]
[ROW][C]11[/C][C]0.113106[/C][C]0.9395[/C][C]0.175367[/C][/ROW]
[ROW][C]12[/C][C]-0.084732[/C][C]-0.7038[/C][C]0.241951[/C][/ROW]
[ROW][C]13[/C][C]0.085824[/C][C]0.7129[/C][C]0.239153[/C][/ROW]
[ROW][C]14[/C][C]0.088067[/C][C]0.7315[/C][C]0.233464[/C][/ROW]
[ROW][C]15[/C][C]0.162848[/C][C]1.3527[/C][C]0.090281[/C][/ROW]
[ROW][C]16[/C][C]-0.249586[/C][C]-2.0732[/C][C]0.020944[/C][/ROW]
[ROW][C]17[/C][C]-0.077911[/C][C]-0.6472[/C][C]0.259832[/C][/ROW]
[ROW][C]18[/C][C]-0.027338[/C][C]-0.2271[/C][C]0.410514[/C][/ROW]
[ROW][C]19[/C][C]-0.173143[/C][C]-1.4382[/C][C]0.077444[/C][/ROW]
[ROW][C]20[/C][C]0.000657[/C][C]0.0055[/C][C]0.497831[/C][/ROW]
[ROW][C]21[/C][C]0.13429[/C][C]1.1155[/C][C]0.134254[/C][/ROW]
[ROW][C]22[/C][C]-0.064302[/C][C]-0.5341[/C][C]0.297485[/C][/ROW]
[ROW][C]23[/C][C]0.180999[/C][C]1.5035[/C][C]0.068638[/C][/ROW]
[ROW][C]24[/C][C]-0.193623[/C][C]-1.6084[/C][C]0.056162[/C][/ROW]
[ROW][C]25[/C][C]0.008674[/C][C]0.0721[/C][C]0.471383[/C][/ROW]
[ROW][C]26[/C][C]0.03658[/C][C]0.3039[/C][C]0.381077[/C][/ROW]
[ROW][C]27[/C][C]0.032933[/C][C]0.2736[/C][C]0.392619[/C][/ROW]
[ROW][C]28[/C][C]-0.198777[/C][C]-1.6512[/C][C]0.051625[/C][/ROW]
[ROW][C]29[/C][C]-0.06987[/C][C]-0.5804[/C][C]0.281772[/C][/ROW]
[ROW][C]30[/C][C]-0.027029[/C][C]-0.2245[/C][C]0.411509[/C][/ROW]
[ROW][C]31[/C][C]-0.044547[/C][C]-0.37[/C][C]0.356244[/C][/ROW]
[ROW][C]32[/C][C]0.037521[/C][C]0.3117[/C][C]0.378115[/C][/ROW]
[ROW][C]33[/C][C]0.068935[/C][C]0.5726[/C][C]0.284382[/C][/ROW]
[ROW][C]34[/C][C]-0.018276[/C][C]-0.1518[/C][C]0.439891[/C][/ROW]
[ROW][C]35[/C][C]-0.039013[/C][C]-0.3241[/C][C]0.373433[/C][/ROW]
[ROW][C]36[/C][C]0.030001[/C][C]0.2492[/C][C]0.401971[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69868&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69868&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
10.5189254.31052.7e-05
20.456163.78910.00016
30.445193.6980.000216
4-0.163293-1.35640.089695
5-0.122284-1.01580.156644
6-0.141721-1.17720.121576
7-0.208533-1.73220.043853
8-0.04873-0.40480.343445
9-0.017203-0.14290.443395
100.0799820.66440.254331
110.1131060.93950.175367
12-0.084732-0.70380.241951
130.0858240.71290.239153
140.0880670.73150.233464
150.1628481.35270.090281
16-0.249586-2.07320.020944
17-0.077911-0.64720.259832
18-0.027338-0.22710.410514
19-0.173143-1.43820.077444
200.0006570.00550.497831
210.134291.11550.134254
22-0.064302-0.53410.297485
230.1809991.50350.068638
24-0.193623-1.60840.056162
250.0086740.07210.471383
260.036580.30390.381077
270.0329330.27360.392619
28-0.198777-1.65120.051625
29-0.06987-0.58040.281772
30-0.027029-0.22450.411509
31-0.044547-0.370.356244
320.0375210.31170.378115
330.0689350.57260.284382
34-0.018276-0.15180.439891
35-0.039013-0.32410.373433
360.0300010.24920.401971


Figures (Output of Computation)

Input Parameters & R Code

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