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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, 29 Dec 2009 02:01:28 -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/29/t1262077413v1glbcbfdgunfmk.htm/, Retrieved Fri, 03 May 2024 06:34:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71064, Retrieved Fri, 03 May 2024 06:34:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162

Tree of Dependent Computations

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]
- R  D        [(Partial) Autocorrelation Function] [] [2009-11-27 16:22:38] [9b30bff5dd5a100f8196daf92e735633]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-29 09:01:28] [54e293c1fb7c46e2abc5c1dda68d8adb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
577992
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945
506174
501866
516141
528222
532638
536322
536535
523597
536214
586570
596594
580523

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71064&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]2 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=71064&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71064&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8879827.58690
20.7188276.14170
30.6054475.17291e-06
40.5603474.78764e-06
50.5602184.78654e-06
60.542084.63158e-06
70.4799994.10115.3e-05
80.4002723.41990.000514
90.3733053.18950.00105
100.4111783.51310.000382
110.4876534.16654.2e-05
120.5067764.32992.3e-05
130.3591113.06820.00151
140.1782251.52280.066071
150.0516670.44140.330097
16-0.005935-0.05070.479847
17-0.019553-0.16710.433893
18-0.04622-0.39490.347033
19-0.105199-0.89880.185853
20-0.176174-1.50520.06829
21-0.193792-1.65580.051032
22-0.154599-1.32090.095331
23-0.091955-0.78570.217305
24-0.080536-0.68810.246786
25-0.193711-1.65510.051102
26-0.322546-2.75580.003694
27-0.395487-3.3790.000585
28-0.406554-3.47360.000434
29-0.386503-3.30230.000743
30-0.374597-3.20060.001016
31-0.387158-3.30790.000731
32-0.407291-3.47990.000425
33-0.379454-3.24210.000895
34-0.306439-2.61820.005371
35-0.222676-1.90250.030522
36-0.179322-1.53210.064906

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.887982 & 7.5869 & 0 \tabularnewline
2 & 0.718827 & 6.1417 & 0 \tabularnewline
3 & 0.605447 & 5.1729 & 1e-06 \tabularnewline
4 & 0.560347 & 4.7876 & 4e-06 \tabularnewline
5 & 0.560218 & 4.7865 & 4e-06 \tabularnewline
6 & 0.54208 & 4.6315 & 8e-06 \tabularnewline
7 & 0.479999 & 4.1011 & 5.3e-05 \tabularnewline
8 & 0.400272 & 3.4199 & 0.000514 \tabularnewline
9 & 0.373305 & 3.1895 & 0.00105 \tabularnewline
10 & 0.411178 & 3.5131 & 0.000382 \tabularnewline
11 & 0.487653 & 4.1665 & 4.2e-05 \tabularnewline
12 & 0.506776 & 4.3299 & 2.3e-05 \tabularnewline
13 & 0.359111 & 3.0682 & 0.00151 \tabularnewline
14 & 0.178225 & 1.5228 & 0.066071 \tabularnewline
15 & 0.051667 & 0.4414 & 0.330097 \tabularnewline
16 & -0.005935 & -0.0507 & 0.479847 \tabularnewline
17 & -0.019553 & -0.1671 & 0.433893 \tabularnewline
18 & -0.04622 & -0.3949 & 0.347033 \tabularnewline
19 & -0.105199 & -0.8988 & 0.185853 \tabularnewline
20 & -0.176174 & -1.5052 & 0.06829 \tabularnewline
21 & -0.193792 & -1.6558 & 0.051032 \tabularnewline
22 & -0.154599 & -1.3209 & 0.095331 \tabularnewline
23 & -0.091955 & -0.7857 & 0.217305 \tabularnewline
24 & -0.080536 & -0.6881 & 0.246786 \tabularnewline
25 & -0.193711 & -1.6551 & 0.051102 \tabularnewline
26 & -0.322546 & -2.7558 & 0.003694 \tabularnewline
27 & -0.395487 & -3.379 & 0.000585 \tabularnewline
28 & -0.406554 & -3.4736 & 0.000434 \tabularnewline
29 & -0.386503 & -3.3023 & 0.000743 \tabularnewline
30 & -0.374597 & -3.2006 & 0.001016 \tabularnewline
31 & -0.387158 & -3.3079 & 0.000731 \tabularnewline
32 & -0.407291 & -3.4799 & 0.000425 \tabularnewline
33 & -0.379454 & -3.2421 & 0.000895 \tabularnewline
34 & -0.306439 & -2.6182 & 0.005371 \tabularnewline
35 & -0.222676 & -1.9025 & 0.030522 \tabularnewline
36 & -0.179322 & -1.5321 & 0.064906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71064&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]0.887982[/C][C]7.5869[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.718827[/C][C]6.1417[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.605447[/C][C]5.1729[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.560347[/C][C]4.7876[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.560218[/C][C]4.7865[/C][C]4e-06[/C][/ROW]
[ROW][C]6[/C][C]0.54208[/C][C]4.6315[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.479999[/C][C]4.1011[/C][C]5.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.400272[/C][C]3.4199[/C][C]0.000514[/C][/ROW]
[ROW][C]9[/C][C]0.373305[/C][C]3.1895[/C][C]0.00105[/C][/ROW]
[ROW][C]10[/C][C]0.411178[/C][C]3.5131[/C][C]0.000382[/C][/ROW]
[ROW][C]11[/C][C]0.487653[/C][C]4.1665[/C][C]4.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.506776[/C][C]4.3299[/C][C]2.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.359111[/C][C]3.0682[/C][C]0.00151[/C][/ROW]
[ROW][C]14[/C][C]0.178225[/C][C]1.5228[/C][C]0.066071[/C][/ROW]
[ROW][C]15[/C][C]0.051667[/C][C]0.4414[/C][C]0.330097[/C][/ROW]
[ROW][C]16[/C][C]-0.005935[/C][C]-0.0507[/C][C]0.479847[/C][/ROW]
[ROW][C]17[/C][C]-0.019553[/C][C]-0.1671[/C][C]0.433893[/C][/ROW]
[ROW][C]18[/C][C]-0.04622[/C][C]-0.3949[/C][C]0.347033[/C][/ROW]
[ROW][C]19[/C][C]-0.105199[/C][C]-0.8988[/C][C]0.185853[/C][/ROW]
[ROW][C]20[/C][C]-0.176174[/C][C]-1.5052[/C][C]0.06829[/C][/ROW]
[ROW][C]21[/C][C]-0.193792[/C][C]-1.6558[/C][C]0.051032[/C][/ROW]
[ROW][C]22[/C][C]-0.154599[/C][C]-1.3209[/C][C]0.095331[/C][/ROW]
[ROW][C]23[/C][C]-0.091955[/C][C]-0.7857[/C][C]0.217305[/C][/ROW]
[ROW][C]24[/C][C]-0.080536[/C][C]-0.6881[/C][C]0.246786[/C][/ROW]
[ROW][C]25[/C][C]-0.193711[/C][C]-1.6551[/C][C]0.051102[/C][/ROW]
[ROW][C]26[/C][C]-0.322546[/C][C]-2.7558[/C][C]0.003694[/C][/ROW]
[ROW][C]27[/C][C]-0.395487[/C][C]-3.379[/C][C]0.000585[/C][/ROW]
[ROW][C]28[/C][C]-0.406554[/C][C]-3.4736[/C][C]0.000434[/C][/ROW]
[ROW][C]29[/C][C]-0.386503[/C][C]-3.3023[/C][C]0.000743[/C][/ROW]
[ROW][C]30[/C][C]-0.374597[/C][C]-3.2006[/C][C]0.001016[/C][/ROW]
[ROW][C]31[/C][C]-0.387158[/C][C]-3.3079[/C][C]0.000731[/C][/ROW]
[ROW][C]32[/C][C]-0.407291[/C][C]-3.4799[/C][C]0.000425[/C][/ROW]
[ROW][C]33[/C][C]-0.379454[/C][C]-3.2421[/C][C]0.000895[/C][/ROW]
[ROW][C]34[/C][C]-0.306439[/C][C]-2.6182[/C][C]0.005371[/C][/ROW]
[ROW][C]35[/C][C]-0.222676[/C][C]-1.9025[/C][C]0.030522[/C][/ROW]
[ROW][C]36[/C][C]-0.179322[/C][C]-1.5321[/C][C]0.064906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71064&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71064&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
10.8879827.58690
20.7188276.14170
30.6054475.17291e-06
40.5603474.78764e-06
50.5602184.78654e-06
60.542084.63158e-06
70.4799994.10115.3e-05
80.4002723.41990.000514
90.3733053.18950.00105
100.4111783.51310.000382
110.4876534.16654.2e-05
120.5067764.32992.3e-05
130.3591113.06820.00151
140.1782251.52280.066071
150.0516670.44140.330097
16-0.005935-0.05070.479847
17-0.019553-0.16710.433893
18-0.04622-0.39490.347033
19-0.105199-0.89880.185853
20-0.176174-1.50520.06829
21-0.193792-1.65580.051032
22-0.154599-1.32090.095331
23-0.091955-0.78570.217305
24-0.080536-0.68810.246786
25-0.193711-1.65510.051102
26-0.322546-2.75580.003694
27-0.395487-3.3790.000585
28-0.406554-3.47360.000434
29-0.386503-3.30230.000743
30-0.374597-3.20060.001016
31-0.387158-3.30790.000731
32-0.407291-3.47990.000425
33-0.379454-3.24210.000895
34-0.306439-2.61820.005371
35-0.222676-1.90250.030522
36-0.179322-1.53210.064906






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8879827.58690
2-0.329497-2.81520.003131
30.2620852.23930.014093
40.1129210.96480.168915
50.1396021.19280.118414
6-0.095928-0.81960.207553
7-0.061762-0.52770.299655
8-0.021871-0.18690.426143
90.2226191.90210.030554
100.1187431.01450.156838
110.2011091.71830.044992
12-0.223726-1.91150.029932
13-0.64958-5.550
140.1019440.8710.193303
15-0.190639-1.62880.05383
160.0216620.18510.42684
17-0.014196-0.12130.451895
180.0131040.1120.455581
190.0729390.62320.26755
20-0.031965-0.27310.392772
210.0036830.03150.487492
22-0.037086-0.31690.376127
23-0.046258-0.39520.346915
240.0206440.17640.430242
25-0.05166-0.44140.330121
260.0338240.2890.386702
270.0414840.35440.362017
28-0.051823-0.44280.329617
29-0.036669-0.31330.377472
300.0500940.4280.334953
31-0.036359-0.31060.378477
320.046830.40010.345119
33-0.027905-0.23840.406113
340.0313230.26760.394871
350.0202420.17290.431586
360.0938520.80190.212616

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.887982 & 7.5869 & 0 \tabularnewline
2 & -0.329497 & -2.8152 & 0.003131 \tabularnewline
3 & 0.262085 & 2.2393 & 0.014093 \tabularnewline
4 & 0.112921 & 0.9648 & 0.168915 \tabularnewline
5 & 0.139602 & 1.1928 & 0.118414 \tabularnewline
6 & -0.095928 & -0.8196 & 0.207553 \tabularnewline
7 & -0.061762 & -0.5277 & 0.299655 \tabularnewline
8 & -0.021871 & -0.1869 & 0.426143 \tabularnewline
9 & 0.222619 & 1.9021 & 0.030554 \tabularnewline
10 & 0.118743 & 1.0145 & 0.156838 \tabularnewline
11 & 0.201109 & 1.7183 & 0.044992 \tabularnewline
12 & -0.223726 & -1.9115 & 0.029932 \tabularnewline
13 & -0.64958 & -5.55 & 0 \tabularnewline
14 & 0.101944 & 0.871 & 0.193303 \tabularnewline
15 & -0.190639 & -1.6288 & 0.05383 \tabularnewline
16 & 0.021662 & 0.1851 & 0.42684 \tabularnewline
17 & -0.014196 & -0.1213 & 0.451895 \tabularnewline
18 & 0.013104 & 0.112 & 0.455581 \tabularnewline
19 & 0.072939 & 0.6232 & 0.26755 \tabularnewline
20 & -0.031965 & -0.2731 & 0.392772 \tabularnewline
21 & 0.003683 & 0.0315 & 0.487492 \tabularnewline
22 & -0.037086 & -0.3169 & 0.376127 \tabularnewline
23 & -0.046258 & -0.3952 & 0.346915 \tabularnewline
24 & 0.020644 & 0.1764 & 0.430242 \tabularnewline
25 & -0.05166 & -0.4414 & 0.330121 \tabularnewline
26 & 0.033824 & 0.289 & 0.386702 \tabularnewline
27 & 0.041484 & 0.3544 & 0.362017 \tabularnewline
28 & -0.051823 & -0.4428 & 0.329617 \tabularnewline
29 & -0.036669 & -0.3133 & 0.377472 \tabularnewline
30 & 0.050094 & 0.428 & 0.334953 \tabularnewline
31 & -0.036359 & -0.3106 & 0.378477 \tabularnewline
32 & 0.04683 & 0.4001 & 0.345119 \tabularnewline
33 & -0.027905 & -0.2384 & 0.406113 \tabularnewline
34 & 0.031323 & 0.2676 & 0.394871 \tabularnewline
35 & 0.020242 & 0.1729 & 0.431586 \tabularnewline
36 & 0.093852 & 0.8019 & 0.212616 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71064&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]0.887982[/C][C]7.5869[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.329497[/C][C]-2.8152[/C][C]0.003131[/C][/ROW]
[ROW][C]3[/C][C]0.262085[/C][C]2.2393[/C][C]0.014093[/C][/ROW]
[ROW][C]4[/C][C]0.112921[/C][C]0.9648[/C][C]0.168915[/C][/ROW]
[ROW][C]5[/C][C]0.139602[/C][C]1.1928[/C][C]0.118414[/C][/ROW]
[ROW][C]6[/C][C]-0.095928[/C][C]-0.8196[/C][C]0.207553[/C][/ROW]
[ROW][C]7[/C][C]-0.061762[/C][C]-0.5277[/C][C]0.299655[/C][/ROW]
[ROW][C]8[/C][C]-0.021871[/C][C]-0.1869[/C][C]0.426143[/C][/ROW]
[ROW][C]9[/C][C]0.222619[/C][C]1.9021[/C][C]0.030554[/C][/ROW]
[ROW][C]10[/C][C]0.118743[/C][C]1.0145[/C][C]0.156838[/C][/ROW]
[ROW][C]11[/C][C]0.201109[/C][C]1.7183[/C][C]0.044992[/C][/ROW]
[ROW][C]12[/C][C]-0.223726[/C][C]-1.9115[/C][C]0.029932[/C][/ROW]
[ROW][C]13[/C][C]-0.64958[/C][C]-5.55[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.101944[/C][C]0.871[/C][C]0.193303[/C][/ROW]
[ROW][C]15[/C][C]-0.190639[/C][C]-1.6288[/C][C]0.05383[/C][/ROW]
[ROW][C]16[/C][C]0.021662[/C][C]0.1851[/C][C]0.42684[/C][/ROW]
[ROW][C]17[/C][C]-0.014196[/C][C]-0.1213[/C][C]0.451895[/C][/ROW]
[ROW][C]18[/C][C]0.013104[/C][C]0.112[/C][C]0.455581[/C][/ROW]
[ROW][C]19[/C][C]0.072939[/C][C]0.6232[/C][C]0.26755[/C][/ROW]
[ROW][C]20[/C][C]-0.031965[/C][C]-0.2731[/C][C]0.392772[/C][/ROW]
[ROW][C]21[/C][C]0.003683[/C][C]0.0315[/C][C]0.487492[/C][/ROW]
[ROW][C]22[/C][C]-0.037086[/C][C]-0.3169[/C][C]0.376127[/C][/ROW]
[ROW][C]23[/C][C]-0.046258[/C][C]-0.3952[/C][C]0.346915[/C][/ROW]
[ROW][C]24[/C][C]0.020644[/C][C]0.1764[/C][C]0.430242[/C][/ROW]
[ROW][C]25[/C][C]-0.05166[/C][C]-0.4414[/C][C]0.330121[/C][/ROW]
[ROW][C]26[/C][C]0.033824[/C][C]0.289[/C][C]0.386702[/C][/ROW]
[ROW][C]27[/C][C]0.041484[/C][C]0.3544[/C][C]0.362017[/C][/ROW]
[ROW][C]28[/C][C]-0.051823[/C][C]-0.4428[/C][C]0.329617[/C][/ROW]
[ROW][C]29[/C][C]-0.036669[/C][C]-0.3133[/C][C]0.377472[/C][/ROW]
[ROW][C]30[/C][C]0.050094[/C][C]0.428[/C][C]0.334953[/C][/ROW]
[ROW][C]31[/C][C]-0.036359[/C][C]-0.3106[/C][C]0.378477[/C][/ROW]
[ROW][C]32[/C][C]0.04683[/C][C]0.4001[/C][C]0.345119[/C][/ROW]
[ROW][C]33[/C][C]-0.027905[/C][C]-0.2384[/C][C]0.406113[/C][/ROW]
[ROW][C]34[/C][C]0.031323[/C][C]0.2676[/C][C]0.394871[/C][/ROW]
[ROW][C]35[/C][C]0.020242[/C][C]0.1729[/C][C]0.431586[/C][/ROW]
[ROW][C]36[/C][C]0.093852[/C][C]0.8019[/C][C]0.212616[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71064&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71064&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
10.8879827.58690
2-0.329497-2.81520.003131
30.2620852.23930.014093
40.1129210.96480.168915
50.1396021.19280.118414
6-0.095928-0.81960.207553
7-0.061762-0.52770.299655
8-0.021871-0.18690.426143
90.2226191.90210.030554
100.1187431.01450.156838
110.2011091.71830.044992
12-0.223726-1.91150.029932
13-0.64958-5.550
140.1019440.8710.193303
15-0.190639-1.62880.05383
160.0216620.18510.42684
17-0.014196-0.12130.451895
180.0131040.1120.455581
190.0729390.62320.26755
20-0.031965-0.27310.392772
210.0036830.03150.487492
22-0.037086-0.31690.376127
23-0.046258-0.39520.346915
240.0206440.17640.430242
25-0.05166-0.44140.330121
260.0338240.2890.386702
270.0414840.35440.362017
28-0.051823-0.44280.329617
29-0.036669-0.31330.377472
300.0500940.4280.334953
31-0.036359-0.31060.378477
320.046830.40010.345119
33-0.027905-0.23840.406113
340.0313230.26760.394871
350.0202420.17290.431586
360.0938520.80190.212616


Figures (Output of Computation)

Input Parameters & R Code

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