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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 computationSun, 29 Nov 2009 14:03:11 -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/29/t125952862362pag1o7wtz3o07.htm/, Retrieved Thu, 28 Mar 2024 13:10:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61692, Retrieved Thu, 28 Mar 2024 13:10:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127
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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [WS8 ACF link 3] [2009-11-28 15:30:27] [c620fe7250af73a91c51407172a85dab]
-   P             [(Partial) Autocorrelation Function] [ws 8 rev] [2009-11-29 21:03:11] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]
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Dataseries X:
4.2
4
4.9
4.6
4.3
4.3
4.6
5.1
4.8
4.5
4.9
5.1
5.1
5.2
4.5
4.6
4.9
4.6
4.4
3.7
4
4.2
3.9
3.6
3.6
3.2
3.2
3.5
3.6
3.7
3.8
3.8
3.8
3.3
3.3
3.4
3.1
3.5
4.2
4.9
5.1
5.5
5.6
6.4
6.2
7.2
7.8
7.9
7.4
7.5
6.7
5.1
4.6
4.3
3.9
2.6
2.6
1.6
0.9
0.3




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=61692&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=61692&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61692&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
10.3079062.36510.010667
20.2462261.89130.031749
30.2635132.02410.023749
40.3250472.49670.007673
50.1086920.83490.203576
60.0586820.45070.326913
70.0849610.65260.258276
80.0456890.35090.36344
9-0.077232-0.59320.277646
10-0.139624-1.07250.143938
11-0.024466-0.18790.42579
12-0.424496-3.26060.000924
13-0.244976-1.88170.032407
14-0.123878-0.95150.17261
15-0.083821-0.64380.261087
16-0.174596-1.34110.092514
17-0.112573-0.86470.195357
18-0.0437-0.33570.369155
19-0.024084-0.1850.426934
20-0.199825-1.53490.065079
21-0.098388-0.75570.226409
220.008070.0620.475392
23-0.095762-0.73560.232456
24-0.085766-0.65880.256299
250.0527330.4050.343454
26-0.024532-0.18840.425592
27-0.029421-0.2260.410996
280.0034960.02690.489333
290.0130490.10020.460249
300.0090920.06980.47228
31-0.056945-0.43740.331709
320.1299010.99780.161228
330.1188270.91270.18255
340.0285060.2190.413718
350.0206350.15850.437301
360.1467651.12730.132085

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.307906 & 2.3651 & 0.010667 \tabularnewline
2 & 0.246226 & 1.8913 & 0.031749 \tabularnewline
3 & 0.263513 & 2.0241 & 0.023749 \tabularnewline
4 & 0.325047 & 2.4967 & 0.007673 \tabularnewline
5 & 0.108692 & 0.8349 & 0.203576 \tabularnewline
6 & 0.058682 & 0.4507 & 0.326913 \tabularnewline
7 & 0.084961 & 0.6526 & 0.258276 \tabularnewline
8 & 0.045689 & 0.3509 & 0.36344 \tabularnewline
9 & -0.077232 & -0.5932 & 0.277646 \tabularnewline
10 & -0.139624 & -1.0725 & 0.143938 \tabularnewline
11 & -0.024466 & -0.1879 & 0.42579 \tabularnewline
12 & -0.424496 & -3.2606 & 0.000924 \tabularnewline
13 & -0.244976 & -1.8817 & 0.032407 \tabularnewline
14 & -0.123878 & -0.9515 & 0.17261 \tabularnewline
15 & -0.083821 & -0.6438 & 0.261087 \tabularnewline
16 & -0.174596 & -1.3411 & 0.092514 \tabularnewline
17 & -0.112573 & -0.8647 & 0.195357 \tabularnewline
18 & -0.0437 & -0.3357 & 0.369155 \tabularnewline
19 & -0.024084 & -0.185 & 0.426934 \tabularnewline
20 & -0.199825 & -1.5349 & 0.065079 \tabularnewline
21 & -0.098388 & -0.7557 & 0.226409 \tabularnewline
22 & 0.00807 & 0.062 & 0.475392 \tabularnewline
23 & -0.095762 & -0.7356 & 0.232456 \tabularnewline
24 & -0.085766 & -0.6588 & 0.256299 \tabularnewline
25 & 0.052733 & 0.405 & 0.343454 \tabularnewline
26 & -0.024532 & -0.1884 & 0.425592 \tabularnewline
27 & -0.029421 & -0.226 & 0.410996 \tabularnewline
28 & 0.003496 & 0.0269 & 0.489333 \tabularnewline
29 & 0.013049 & 0.1002 & 0.460249 \tabularnewline
30 & 0.009092 & 0.0698 & 0.47228 \tabularnewline
31 & -0.056945 & -0.4374 & 0.331709 \tabularnewline
32 & 0.129901 & 0.9978 & 0.161228 \tabularnewline
33 & 0.118827 & 0.9127 & 0.18255 \tabularnewline
34 & 0.028506 & 0.219 & 0.413718 \tabularnewline
35 & 0.020635 & 0.1585 & 0.437301 \tabularnewline
36 & 0.146765 & 1.1273 & 0.132085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61692&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]0.307906[/C][C]2.3651[/C][C]0.010667[/C][/ROW]
[ROW][C]2[/C][C]0.246226[/C][C]1.8913[/C][C]0.031749[/C][/ROW]
[ROW][C]3[/C][C]0.263513[/C][C]2.0241[/C][C]0.023749[/C][/ROW]
[ROW][C]4[/C][C]0.325047[/C][C]2.4967[/C][C]0.007673[/C][/ROW]
[ROW][C]5[/C][C]0.108692[/C][C]0.8349[/C][C]0.203576[/C][/ROW]
[ROW][C]6[/C][C]0.058682[/C][C]0.4507[/C][C]0.326913[/C][/ROW]
[ROW][C]7[/C][C]0.084961[/C][C]0.6526[/C][C]0.258276[/C][/ROW]
[ROW][C]8[/C][C]0.045689[/C][C]0.3509[/C][C]0.36344[/C][/ROW]
[ROW][C]9[/C][C]-0.077232[/C][C]-0.5932[/C][C]0.277646[/C][/ROW]
[ROW][C]10[/C][C]-0.139624[/C][C]-1.0725[/C][C]0.143938[/C][/ROW]
[ROW][C]11[/C][C]-0.024466[/C][C]-0.1879[/C][C]0.42579[/C][/ROW]
[ROW][C]12[/C][C]-0.424496[/C][C]-3.2606[/C][C]0.000924[/C][/ROW]
[ROW][C]13[/C][C]-0.244976[/C][C]-1.8817[/C][C]0.032407[/C][/ROW]
[ROW][C]14[/C][C]-0.123878[/C][C]-0.9515[/C][C]0.17261[/C][/ROW]
[ROW][C]15[/C][C]-0.083821[/C][C]-0.6438[/C][C]0.261087[/C][/ROW]
[ROW][C]16[/C][C]-0.174596[/C][C]-1.3411[/C][C]0.092514[/C][/ROW]
[ROW][C]17[/C][C]-0.112573[/C][C]-0.8647[/C][C]0.195357[/C][/ROW]
[ROW][C]18[/C][C]-0.0437[/C][C]-0.3357[/C][C]0.369155[/C][/ROW]
[ROW][C]19[/C][C]-0.024084[/C][C]-0.185[/C][C]0.426934[/C][/ROW]
[ROW][C]20[/C][C]-0.199825[/C][C]-1.5349[/C][C]0.065079[/C][/ROW]
[ROW][C]21[/C][C]-0.098388[/C][C]-0.7557[/C][C]0.226409[/C][/ROW]
[ROW][C]22[/C][C]0.00807[/C][C]0.062[/C][C]0.475392[/C][/ROW]
[ROW][C]23[/C][C]-0.095762[/C][C]-0.7356[/C][C]0.232456[/C][/ROW]
[ROW][C]24[/C][C]-0.085766[/C][C]-0.6588[/C][C]0.256299[/C][/ROW]
[ROW][C]25[/C][C]0.052733[/C][C]0.405[/C][C]0.343454[/C][/ROW]
[ROW][C]26[/C][C]-0.024532[/C][C]-0.1884[/C][C]0.425592[/C][/ROW]
[ROW][C]27[/C][C]-0.029421[/C][C]-0.226[/C][C]0.410996[/C][/ROW]
[ROW][C]28[/C][C]0.003496[/C][C]0.0269[/C][C]0.489333[/C][/ROW]
[ROW][C]29[/C][C]0.013049[/C][C]0.1002[/C][C]0.460249[/C][/ROW]
[ROW][C]30[/C][C]0.009092[/C][C]0.0698[/C][C]0.47228[/C][/ROW]
[ROW][C]31[/C][C]-0.056945[/C][C]-0.4374[/C][C]0.331709[/C][/ROW]
[ROW][C]32[/C][C]0.129901[/C][C]0.9978[/C][C]0.161228[/C][/ROW]
[ROW][C]33[/C][C]0.118827[/C][C]0.9127[/C][C]0.18255[/C][/ROW]
[ROW][C]34[/C][C]0.028506[/C][C]0.219[/C][C]0.413718[/C][/ROW]
[ROW][C]35[/C][C]0.020635[/C][C]0.1585[/C][C]0.437301[/C][/ROW]
[ROW][C]36[/C][C]0.146765[/C][C]1.1273[/C][C]0.132085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61692&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61692&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
10.3079062.36510.010667
20.2462261.89130.031749
30.2635132.02410.023749
40.3250472.49670.007673
50.1086920.83490.203576
60.0586820.45070.326913
70.0849610.65260.258276
80.0456890.35090.36344
9-0.077232-0.59320.277646
10-0.139624-1.07250.143938
11-0.024466-0.18790.42579
12-0.424496-3.26060.000924
13-0.244976-1.88170.032407
14-0.123878-0.95150.17261
15-0.083821-0.64380.261087
16-0.174596-1.34110.092514
17-0.112573-0.86470.195357
18-0.0437-0.33570.369155
19-0.024084-0.1850.426934
20-0.199825-1.53490.065079
21-0.098388-0.75570.226409
220.008070.0620.475392
23-0.095762-0.73560.232456
24-0.085766-0.65880.256299
250.0527330.4050.343454
26-0.024532-0.18840.425592
27-0.029421-0.2260.410996
280.0034960.02690.489333
290.0130490.10020.460249
300.0090920.06980.47228
31-0.056945-0.43740.331709
320.1299010.99780.161228
330.1188270.91270.18255
340.0285060.2190.413718
350.0206350.15850.437301
360.1467651.12730.132085







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3079062.36510.010667
20.1672781.28490.101926
30.1692011.29970.099386
40.213341.63870.0533
5-0.091653-0.7040.242102
6-0.077069-0.5920.278063
7-0.008546-0.06560.473943
8-0.039556-0.30380.381162
9-0.098529-0.75680.226086
10-0.125746-0.96590.169024
110.0502080.38570.35057
12-0.457321-3.51270.000429
130.0124930.0960.461938
140.1378391.05880.147012
150.0885910.68050.249431
160.1239570.95210.172458
17-0.00829-0.06370.474721
18-0.031028-0.23830.406224
19-0.003361-0.02580.489745
20-0.214893-1.65060.052064
21-0.056721-0.43570.33233
22-0.064798-0.49770.310265
23-0.040151-0.30840.379431
24-0.192847-1.48130.071925
250.0930640.71480.238764
26-0.000423-0.00320.498711
270.1216340.93430.176982
280.1746841.34180.092405
29-0.020837-0.160.436695
30-0.019323-0.14840.441258
31-0.057005-0.43790.331543
32-0.017357-0.13330.447196
33-0.040816-0.31350.377498
34-0.078273-0.60120.274996
35-0.05719-0.43930.33103
36-0.07928-0.6090.272445

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.307906 & 2.3651 & 0.010667 \tabularnewline
2 & 0.167278 & 1.2849 & 0.101926 \tabularnewline
3 & 0.169201 & 1.2997 & 0.099386 \tabularnewline
4 & 0.21334 & 1.6387 & 0.0533 \tabularnewline
5 & -0.091653 & -0.704 & 0.242102 \tabularnewline
6 & -0.077069 & -0.592 & 0.278063 \tabularnewline
7 & -0.008546 & -0.0656 & 0.473943 \tabularnewline
8 & -0.039556 & -0.3038 & 0.381162 \tabularnewline
9 & -0.098529 & -0.7568 & 0.226086 \tabularnewline
10 & -0.125746 & -0.9659 & 0.169024 \tabularnewline
11 & 0.050208 & 0.3857 & 0.35057 \tabularnewline
12 & -0.457321 & -3.5127 & 0.000429 \tabularnewline
13 & 0.012493 & 0.096 & 0.461938 \tabularnewline
14 & 0.137839 & 1.0588 & 0.147012 \tabularnewline
15 & 0.088591 & 0.6805 & 0.249431 \tabularnewline
16 & 0.123957 & 0.9521 & 0.172458 \tabularnewline
17 & -0.00829 & -0.0637 & 0.474721 \tabularnewline
18 & -0.031028 & -0.2383 & 0.406224 \tabularnewline
19 & -0.003361 & -0.0258 & 0.489745 \tabularnewline
20 & -0.214893 & -1.6506 & 0.052064 \tabularnewline
21 & -0.056721 & -0.4357 & 0.33233 \tabularnewline
22 & -0.064798 & -0.4977 & 0.310265 \tabularnewline
23 & -0.040151 & -0.3084 & 0.379431 \tabularnewline
24 & -0.192847 & -1.4813 & 0.071925 \tabularnewline
25 & 0.093064 & 0.7148 & 0.238764 \tabularnewline
26 & -0.000423 & -0.0032 & 0.498711 \tabularnewline
27 & 0.121634 & 0.9343 & 0.176982 \tabularnewline
28 & 0.174684 & 1.3418 & 0.092405 \tabularnewline
29 & -0.020837 & -0.16 & 0.436695 \tabularnewline
30 & -0.019323 & -0.1484 & 0.441258 \tabularnewline
31 & -0.057005 & -0.4379 & 0.331543 \tabularnewline
32 & -0.017357 & -0.1333 & 0.447196 \tabularnewline
33 & -0.040816 & -0.3135 & 0.377498 \tabularnewline
34 & -0.078273 & -0.6012 & 0.274996 \tabularnewline
35 & -0.05719 & -0.4393 & 0.33103 \tabularnewline
36 & -0.07928 & -0.609 & 0.272445 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61692&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]0.307906[/C][C]2.3651[/C][C]0.010667[/C][/ROW]
[ROW][C]2[/C][C]0.167278[/C][C]1.2849[/C][C]0.101926[/C][/ROW]
[ROW][C]3[/C][C]0.169201[/C][C]1.2997[/C][C]0.099386[/C][/ROW]
[ROW][C]4[/C][C]0.21334[/C][C]1.6387[/C][C]0.0533[/C][/ROW]
[ROW][C]5[/C][C]-0.091653[/C][C]-0.704[/C][C]0.242102[/C][/ROW]
[ROW][C]6[/C][C]-0.077069[/C][C]-0.592[/C][C]0.278063[/C][/ROW]
[ROW][C]7[/C][C]-0.008546[/C][C]-0.0656[/C][C]0.473943[/C][/ROW]
[ROW][C]8[/C][C]-0.039556[/C][C]-0.3038[/C][C]0.381162[/C][/ROW]
[ROW][C]9[/C][C]-0.098529[/C][C]-0.7568[/C][C]0.226086[/C][/ROW]
[ROW][C]10[/C][C]-0.125746[/C][C]-0.9659[/C][C]0.169024[/C][/ROW]
[ROW][C]11[/C][C]0.050208[/C][C]0.3857[/C][C]0.35057[/C][/ROW]
[ROW][C]12[/C][C]-0.457321[/C][C]-3.5127[/C][C]0.000429[/C][/ROW]
[ROW][C]13[/C][C]0.012493[/C][C]0.096[/C][C]0.461938[/C][/ROW]
[ROW][C]14[/C][C]0.137839[/C][C]1.0588[/C][C]0.147012[/C][/ROW]
[ROW][C]15[/C][C]0.088591[/C][C]0.6805[/C][C]0.249431[/C][/ROW]
[ROW][C]16[/C][C]0.123957[/C][C]0.9521[/C][C]0.172458[/C][/ROW]
[ROW][C]17[/C][C]-0.00829[/C][C]-0.0637[/C][C]0.474721[/C][/ROW]
[ROW][C]18[/C][C]-0.031028[/C][C]-0.2383[/C][C]0.406224[/C][/ROW]
[ROW][C]19[/C][C]-0.003361[/C][C]-0.0258[/C][C]0.489745[/C][/ROW]
[ROW][C]20[/C][C]-0.214893[/C][C]-1.6506[/C][C]0.052064[/C][/ROW]
[ROW][C]21[/C][C]-0.056721[/C][C]-0.4357[/C][C]0.33233[/C][/ROW]
[ROW][C]22[/C][C]-0.064798[/C][C]-0.4977[/C][C]0.310265[/C][/ROW]
[ROW][C]23[/C][C]-0.040151[/C][C]-0.3084[/C][C]0.379431[/C][/ROW]
[ROW][C]24[/C][C]-0.192847[/C][C]-1.4813[/C][C]0.071925[/C][/ROW]
[ROW][C]25[/C][C]0.093064[/C][C]0.7148[/C][C]0.238764[/C][/ROW]
[ROW][C]26[/C][C]-0.000423[/C][C]-0.0032[/C][C]0.498711[/C][/ROW]
[ROW][C]27[/C][C]0.121634[/C][C]0.9343[/C][C]0.176982[/C][/ROW]
[ROW][C]28[/C][C]0.174684[/C][C]1.3418[/C][C]0.092405[/C][/ROW]
[ROW][C]29[/C][C]-0.020837[/C][C]-0.16[/C][C]0.436695[/C][/ROW]
[ROW][C]30[/C][C]-0.019323[/C][C]-0.1484[/C][C]0.441258[/C][/ROW]
[ROW][C]31[/C][C]-0.057005[/C][C]-0.4379[/C][C]0.331543[/C][/ROW]
[ROW][C]32[/C][C]-0.017357[/C][C]-0.1333[/C][C]0.447196[/C][/ROW]
[ROW][C]33[/C][C]-0.040816[/C][C]-0.3135[/C][C]0.377498[/C][/ROW]
[ROW][C]34[/C][C]-0.078273[/C][C]-0.6012[/C][C]0.274996[/C][/ROW]
[ROW][C]35[/C][C]-0.05719[/C][C]-0.4393[/C][C]0.33103[/C][/ROW]
[ROW][C]36[/C][C]-0.07928[/C][C]-0.609[/C][C]0.272445[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61692&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61692&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
10.3079062.36510.010667
20.1672781.28490.101926
30.1692011.29970.099386
40.213341.63870.0533
5-0.091653-0.7040.242102
6-0.077069-0.5920.278063
7-0.008546-0.06560.473943
8-0.039556-0.30380.381162
9-0.098529-0.75680.226086
10-0.125746-0.96590.169024
110.0502080.38570.35057
12-0.457321-3.51270.000429
130.0124930.0960.461938
140.1378391.05880.147012
150.0885910.68050.249431
160.1239570.95210.172458
17-0.00829-0.06370.474721
18-0.031028-0.23830.406224
19-0.003361-0.02580.489745
20-0.214893-1.65060.052064
21-0.056721-0.43570.33233
22-0.064798-0.49770.310265
23-0.040151-0.30840.379431
24-0.192847-1.48130.071925
250.0930640.71480.238764
26-0.000423-0.00320.498711
270.1216340.93430.176982
280.1746841.34180.092405
29-0.020837-0.160.436695
30-0.019323-0.14840.441258
31-0.057005-0.43790.331543
32-0.017357-0.13330.447196
33-0.040816-0.31350.377498
34-0.078273-0.60120.274996
35-0.05719-0.43930.33103
36-0.07928-0.6090.272445



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