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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 computationTue, 24 Nov 2009 13:17:54 -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/Nov/24/t1259094012w67ji2hu741dy8p.htm/, Retrieved Thu, 28 Mar 2024 14:02:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59263, Retrieved Thu, 28 Mar 2024 14:02:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact150
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]
-    D          [(Partial) Autocorrelation Function] [ws 8] [2009-11-24 20:17:54] [f7d3e79b917995ba1c8c80042fc22ef9] [Current]
-    D            [(Partial) Autocorrelation Function] [WS8 ACF] [2009-11-27 15:19:54] [37a8d600db9abe09a2528d150ccff095]
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Dataseries X:
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,5
8,2
8,1
7,9
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,4
6,1
6,5
7,7
7,9
7,5
6,9
6,6
6,9
7,7
8
8
7,7
7,3
7,4
8,1




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=59263&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=59263&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59263&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
10.8545466.61930
20.6444184.99163e-06
30.5291744.0996.3e-05
40.5472494.2393.9e-05
50.6330914.90394e-06
60.6770945.24471e-06
70.6027034.66859e-06
80.4669393.61690.000306
90.3620392.80430.003392
100.3309122.56320.006448
110.3702552.8680.002846
120.3720032.88150.002741
130.2913972.25720.013826
140.2096421.62390.054822
150.1567221.2140.114759
160.1201070.93030.17796
170.0909570.70460.241907
180.04730.36640.357684
19-0.020956-0.16230.435798
20-0.089291-0.69160.245914
21-0.138983-1.07660.142995
22-0.166442-1.28930.101129
23-0.167483-1.29730.099744
24-0.193174-1.49630.069906
25-0.253474-1.96340.027119
26-0.286343-2.2180.015176
27-0.290995-2.2540.013929
28-0.279681-2.16640.017132
29-0.263843-2.04370.02269
30-0.272941-2.11420.019332
31-0.310772-2.40720.009584
32-0.35105-2.71920.004273
33-0.370159-2.86720.002852
34-0.339317-2.62830.00544
35-0.28666-2.22050.015088
36-0.286113-2.21620.01524

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.854546 & 6.6193 & 0 \tabularnewline
2 & 0.644418 & 4.9916 & 3e-06 \tabularnewline
3 & 0.529174 & 4.099 & 6.3e-05 \tabularnewline
4 & 0.547249 & 4.239 & 3.9e-05 \tabularnewline
5 & 0.633091 & 4.9039 & 4e-06 \tabularnewline
6 & 0.677094 & 5.2447 & 1e-06 \tabularnewline
7 & 0.602703 & 4.6685 & 9e-06 \tabularnewline
8 & 0.466939 & 3.6169 & 0.000306 \tabularnewline
9 & 0.362039 & 2.8043 & 0.003392 \tabularnewline
10 & 0.330912 & 2.5632 & 0.006448 \tabularnewline
11 & 0.370255 & 2.868 & 0.002846 \tabularnewline
12 & 0.372003 & 2.8815 & 0.002741 \tabularnewline
13 & 0.291397 & 2.2572 & 0.013826 \tabularnewline
14 & 0.209642 & 1.6239 & 0.054822 \tabularnewline
15 & 0.156722 & 1.214 & 0.114759 \tabularnewline
16 & 0.120107 & 0.9303 & 0.17796 \tabularnewline
17 & 0.090957 & 0.7046 & 0.241907 \tabularnewline
18 & 0.0473 & 0.3664 & 0.357684 \tabularnewline
19 & -0.020956 & -0.1623 & 0.435798 \tabularnewline
20 & -0.089291 & -0.6916 & 0.245914 \tabularnewline
21 & -0.138983 & -1.0766 & 0.142995 \tabularnewline
22 & -0.166442 & -1.2893 & 0.101129 \tabularnewline
23 & -0.167483 & -1.2973 & 0.099744 \tabularnewline
24 & -0.193174 & -1.4963 & 0.069906 \tabularnewline
25 & -0.253474 & -1.9634 & 0.027119 \tabularnewline
26 & -0.286343 & -2.218 & 0.015176 \tabularnewline
27 & -0.290995 & -2.254 & 0.013929 \tabularnewline
28 & -0.279681 & -2.1664 & 0.017132 \tabularnewline
29 & -0.263843 & -2.0437 & 0.02269 \tabularnewline
30 & -0.272941 & -2.1142 & 0.019332 \tabularnewline
31 & -0.310772 & -2.4072 & 0.009584 \tabularnewline
32 & -0.35105 & -2.7192 & 0.004273 \tabularnewline
33 & -0.370159 & -2.8672 & 0.002852 \tabularnewline
34 & -0.339317 & -2.6283 & 0.00544 \tabularnewline
35 & -0.28666 & -2.2205 & 0.015088 \tabularnewline
36 & -0.286113 & -2.2162 & 0.01524 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59263&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]0.854546[/C][C]6.6193[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.644418[/C][C]4.9916[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.529174[/C][C]4.099[/C][C]6.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.547249[/C][C]4.239[/C][C]3.9e-05[/C][/ROW]
[ROW][C]5[/C][C]0.633091[/C][C]4.9039[/C][C]4e-06[/C][/ROW]
[ROW][C]6[/C][C]0.677094[/C][C]5.2447[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.602703[/C][C]4.6685[/C][C]9e-06[/C][/ROW]
[ROW][C]8[/C][C]0.466939[/C][C]3.6169[/C][C]0.000306[/C][/ROW]
[ROW][C]9[/C][C]0.362039[/C][C]2.8043[/C][C]0.003392[/C][/ROW]
[ROW][C]10[/C][C]0.330912[/C][C]2.5632[/C][C]0.006448[/C][/ROW]
[ROW][C]11[/C][C]0.370255[/C][C]2.868[/C][C]0.002846[/C][/ROW]
[ROW][C]12[/C][C]0.372003[/C][C]2.8815[/C][C]0.002741[/C][/ROW]
[ROW][C]13[/C][C]0.291397[/C][C]2.2572[/C][C]0.013826[/C][/ROW]
[ROW][C]14[/C][C]0.209642[/C][C]1.6239[/C][C]0.054822[/C][/ROW]
[ROW][C]15[/C][C]0.156722[/C][C]1.214[/C][C]0.114759[/C][/ROW]
[ROW][C]16[/C][C]0.120107[/C][C]0.9303[/C][C]0.17796[/C][/ROW]
[ROW][C]17[/C][C]0.090957[/C][C]0.7046[/C][C]0.241907[/C][/ROW]
[ROW][C]18[/C][C]0.0473[/C][C]0.3664[/C][C]0.357684[/C][/ROW]
[ROW][C]19[/C][C]-0.020956[/C][C]-0.1623[/C][C]0.435798[/C][/ROW]
[ROW][C]20[/C][C]-0.089291[/C][C]-0.6916[/C][C]0.245914[/C][/ROW]
[ROW][C]21[/C][C]-0.138983[/C][C]-1.0766[/C][C]0.142995[/C][/ROW]
[ROW][C]22[/C][C]-0.166442[/C][C]-1.2893[/C][C]0.101129[/C][/ROW]
[ROW][C]23[/C][C]-0.167483[/C][C]-1.2973[/C][C]0.099744[/C][/ROW]
[ROW][C]24[/C][C]-0.193174[/C][C]-1.4963[/C][C]0.069906[/C][/ROW]
[ROW][C]25[/C][C]-0.253474[/C][C]-1.9634[/C][C]0.027119[/C][/ROW]
[ROW][C]26[/C][C]-0.286343[/C][C]-2.218[/C][C]0.015176[/C][/ROW]
[ROW][C]27[/C][C]-0.290995[/C][C]-2.254[/C][C]0.013929[/C][/ROW]
[ROW][C]28[/C][C]-0.279681[/C][C]-2.1664[/C][C]0.017132[/C][/ROW]
[ROW][C]29[/C][C]-0.263843[/C][C]-2.0437[/C][C]0.02269[/C][/ROW]
[ROW][C]30[/C][C]-0.272941[/C][C]-2.1142[/C][C]0.019332[/C][/ROW]
[ROW][C]31[/C][C]-0.310772[/C][C]-2.4072[/C][C]0.009584[/C][/ROW]
[ROW][C]32[/C][C]-0.35105[/C][C]-2.7192[/C][C]0.004273[/C][/ROW]
[ROW][C]33[/C][C]-0.370159[/C][C]-2.8672[/C][C]0.002852[/C][/ROW]
[ROW][C]34[/C][C]-0.339317[/C][C]-2.6283[/C][C]0.00544[/C][/ROW]
[ROW][C]35[/C][C]-0.28666[/C][C]-2.2205[/C][C]0.015088[/C][/ROW]
[ROW][C]36[/C][C]-0.286113[/C][C]-2.2162[/C][C]0.01524[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59263&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59263&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
10.8545466.61930
20.6444184.99163e-06
30.5291744.0996.3e-05
40.5472494.2393.9e-05
50.6330914.90394e-06
60.6770945.24471e-06
70.6027034.66859e-06
80.4669393.61690.000306
90.3620392.80430.003392
100.3309122.56320.006448
110.3702552.8680.002846
120.3720032.88150.002741
130.2913972.25720.013826
140.2096421.62390.054822
150.1567221.2140.114759
160.1201070.93030.17796
170.0909570.70460.241907
180.04730.36640.357684
19-0.020956-0.16230.435798
20-0.089291-0.69160.245914
21-0.138983-1.07660.142995
22-0.166442-1.28930.101129
23-0.167483-1.29730.099744
24-0.193174-1.49630.069906
25-0.253474-1.96340.027119
26-0.286343-2.2180.015176
27-0.290995-2.2540.013929
28-0.279681-2.16640.017132
29-0.263843-2.04370.02269
30-0.272941-2.11420.019332
31-0.310772-2.40720.009584
32-0.35105-2.71920.004273
33-0.370159-2.86720.002852
34-0.339317-2.62830.00544
35-0.28666-2.22050.015088
36-0.286113-2.21620.01524







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8545466.61930
2-0.318184-2.46460.008298
30.3100662.40180.009715
40.2925652.26620.01353
50.2161671.67440.049626
60.0417820.32360.373668
7-0.170323-1.31930.096038
8-0.060421-0.4680.320734
9-0.067414-0.52220.301732
10-0.063422-0.49130.312515
110.0719540.55740.289678
12-0.195407-1.51360.067687
13-0.089483-0.69310.24545
140.1600551.23980.109942
15-0.077187-0.59790.276083
16-0.124718-0.96610.168947
17-0.0722-0.55930.289034
18-0.056156-0.4350.332568
19-0.069757-0.54030.295482
20-0.105328-0.81590.208902
21-0.048525-0.37590.354168
22-0.03259-0.25240.400783
230.0782120.60580.273457
24-0.03299-0.25550.399589
25-0.079209-0.61350.270917
260.1212160.93890.175765
270.0242760.1880.425738
280.049060.380.352637
290.021930.16990.432841
30-0.046591-0.36090.359723
31-0.007024-0.05440.478395
32-0.076694-0.59410.277351
33-0.038405-0.29750.383564
340.0752830.58310.280993
35-0.032242-0.24970.401818
36-0.075439-0.58440.280588

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.854546 & 6.6193 & 0 \tabularnewline
2 & -0.318184 & -2.4646 & 0.008298 \tabularnewline
3 & 0.310066 & 2.4018 & 0.009715 \tabularnewline
4 & 0.292565 & 2.2662 & 0.01353 \tabularnewline
5 & 0.216167 & 1.6744 & 0.049626 \tabularnewline
6 & 0.041782 & 0.3236 & 0.373668 \tabularnewline
7 & -0.170323 & -1.3193 & 0.096038 \tabularnewline
8 & -0.060421 & -0.468 & 0.320734 \tabularnewline
9 & -0.067414 & -0.5222 & 0.301732 \tabularnewline
10 & -0.063422 & -0.4913 & 0.312515 \tabularnewline
11 & 0.071954 & 0.5574 & 0.289678 \tabularnewline
12 & -0.195407 & -1.5136 & 0.067687 \tabularnewline
13 & -0.089483 & -0.6931 & 0.24545 \tabularnewline
14 & 0.160055 & 1.2398 & 0.109942 \tabularnewline
15 & -0.077187 & -0.5979 & 0.276083 \tabularnewline
16 & -0.124718 & -0.9661 & 0.168947 \tabularnewline
17 & -0.0722 & -0.5593 & 0.289034 \tabularnewline
18 & -0.056156 & -0.435 & 0.332568 \tabularnewline
19 & -0.069757 & -0.5403 & 0.295482 \tabularnewline
20 & -0.105328 & -0.8159 & 0.208902 \tabularnewline
21 & -0.048525 & -0.3759 & 0.354168 \tabularnewline
22 & -0.03259 & -0.2524 & 0.400783 \tabularnewline
23 & 0.078212 & 0.6058 & 0.273457 \tabularnewline
24 & -0.03299 & -0.2555 & 0.399589 \tabularnewline
25 & -0.079209 & -0.6135 & 0.270917 \tabularnewline
26 & 0.121216 & 0.9389 & 0.175765 \tabularnewline
27 & 0.024276 & 0.188 & 0.425738 \tabularnewline
28 & 0.04906 & 0.38 & 0.352637 \tabularnewline
29 & 0.02193 & 0.1699 & 0.432841 \tabularnewline
30 & -0.046591 & -0.3609 & 0.359723 \tabularnewline
31 & -0.007024 & -0.0544 & 0.478395 \tabularnewline
32 & -0.076694 & -0.5941 & 0.277351 \tabularnewline
33 & -0.038405 & -0.2975 & 0.383564 \tabularnewline
34 & 0.075283 & 0.5831 & 0.280993 \tabularnewline
35 & -0.032242 & -0.2497 & 0.401818 \tabularnewline
36 & -0.075439 & -0.5844 & 0.280588 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59263&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]0.854546[/C][C]6.6193[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.318184[/C][C]-2.4646[/C][C]0.008298[/C][/ROW]
[ROW][C]3[/C][C]0.310066[/C][C]2.4018[/C][C]0.009715[/C][/ROW]
[ROW][C]4[/C][C]0.292565[/C][C]2.2662[/C][C]0.01353[/C][/ROW]
[ROW][C]5[/C][C]0.216167[/C][C]1.6744[/C][C]0.049626[/C][/ROW]
[ROW][C]6[/C][C]0.041782[/C][C]0.3236[/C][C]0.373668[/C][/ROW]
[ROW][C]7[/C][C]-0.170323[/C][C]-1.3193[/C][C]0.096038[/C][/ROW]
[ROW][C]8[/C][C]-0.060421[/C][C]-0.468[/C][C]0.320734[/C][/ROW]
[ROW][C]9[/C][C]-0.067414[/C][C]-0.5222[/C][C]0.301732[/C][/ROW]
[ROW][C]10[/C][C]-0.063422[/C][C]-0.4913[/C][C]0.312515[/C][/ROW]
[ROW][C]11[/C][C]0.071954[/C][C]0.5574[/C][C]0.289678[/C][/ROW]
[ROW][C]12[/C][C]-0.195407[/C][C]-1.5136[/C][C]0.067687[/C][/ROW]
[ROW][C]13[/C][C]-0.089483[/C][C]-0.6931[/C][C]0.24545[/C][/ROW]
[ROW][C]14[/C][C]0.160055[/C][C]1.2398[/C][C]0.109942[/C][/ROW]
[ROW][C]15[/C][C]-0.077187[/C][C]-0.5979[/C][C]0.276083[/C][/ROW]
[ROW][C]16[/C][C]-0.124718[/C][C]-0.9661[/C][C]0.168947[/C][/ROW]
[ROW][C]17[/C][C]-0.0722[/C][C]-0.5593[/C][C]0.289034[/C][/ROW]
[ROW][C]18[/C][C]-0.056156[/C][C]-0.435[/C][C]0.332568[/C][/ROW]
[ROW][C]19[/C][C]-0.069757[/C][C]-0.5403[/C][C]0.295482[/C][/ROW]
[ROW][C]20[/C][C]-0.105328[/C][C]-0.8159[/C][C]0.208902[/C][/ROW]
[ROW][C]21[/C][C]-0.048525[/C][C]-0.3759[/C][C]0.354168[/C][/ROW]
[ROW][C]22[/C][C]-0.03259[/C][C]-0.2524[/C][C]0.400783[/C][/ROW]
[ROW][C]23[/C][C]0.078212[/C][C]0.6058[/C][C]0.273457[/C][/ROW]
[ROW][C]24[/C][C]-0.03299[/C][C]-0.2555[/C][C]0.399589[/C][/ROW]
[ROW][C]25[/C][C]-0.079209[/C][C]-0.6135[/C][C]0.270917[/C][/ROW]
[ROW][C]26[/C][C]0.121216[/C][C]0.9389[/C][C]0.175765[/C][/ROW]
[ROW][C]27[/C][C]0.024276[/C][C]0.188[/C][C]0.425738[/C][/ROW]
[ROW][C]28[/C][C]0.04906[/C][C]0.38[/C][C]0.352637[/C][/ROW]
[ROW][C]29[/C][C]0.02193[/C][C]0.1699[/C][C]0.432841[/C][/ROW]
[ROW][C]30[/C][C]-0.046591[/C][C]-0.3609[/C][C]0.359723[/C][/ROW]
[ROW][C]31[/C][C]-0.007024[/C][C]-0.0544[/C][C]0.478395[/C][/ROW]
[ROW][C]32[/C][C]-0.076694[/C][C]-0.5941[/C][C]0.277351[/C][/ROW]
[ROW][C]33[/C][C]-0.038405[/C][C]-0.2975[/C][C]0.383564[/C][/ROW]
[ROW][C]34[/C][C]0.075283[/C][C]0.5831[/C][C]0.280993[/C][/ROW]
[ROW][C]35[/C][C]-0.032242[/C][C]-0.2497[/C][C]0.401818[/C][/ROW]
[ROW][C]36[/C][C]-0.075439[/C][C]-0.5844[/C][C]0.280588[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59263&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59263&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
10.8545466.61930
2-0.318184-2.46460.008298
30.3100662.40180.009715
40.2925652.26620.01353
50.2161671.67440.049626
60.0417820.32360.373668
7-0.170323-1.31930.096038
8-0.060421-0.4680.320734
9-0.067414-0.52220.301732
10-0.063422-0.49130.312515
110.0719540.55740.289678
12-0.195407-1.51360.067687
13-0.089483-0.69310.24545
140.1600551.23980.109942
15-0.077187-0.59790.276083
16-0.124718-0.96610.168947
17-0.0722-0.55930.289034
18-0.056156-0.4350.332568
19-0.069757-0.54030.295482
20-0.105328-0.81590.208902
21-0.048525-0.37590.354168
22-0.03259-0.25240.400783
230.0782120.60580.273457
24-0.03299-0.25550.399589
25-0.079209-0.61350.270917
260.1212160.93890.175765
270.0242760.1880.425738
280.049060.380.352637
290.021930.16990.432841
30-0.046591-0.36090.359723
31-0.007024-0.05440.478395
32-0.076694-0.59410.277351
33-0.038405-0.29750.383564
340.0752830.58310.280993
35-0.032242-0.24970.401818
36-0.075439-0.58440.280588



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')