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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 computationThu, 03 Dec 2009 11:11:56 -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/03/t1259863995lhu1ytx3733g7wl.htm/, Retrieved Fri, 29 Mar 2024 10:58:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63014, Retrieved Fri, 29 Mar 2024 10:58:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsws9autocorr1
Estimated Impact148
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-03 18:11:56] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:22:14] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:25:22] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:33:23] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [Blog 1] [2009-12-07 19:47:15] [42ad1186d39724f834063794eac7cea3]
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Dataseries X:
8,00
8,10
7,70
7,50
7,60
7,80
7,80
7,80
7,50
7,50
7,10
7,50
7,50
7,60
7,70
7,70
7,90
8,10
8,20
8,20
8,20
7,90
7,30
6,90
6,60
6,70
6,90
7,00
7,10
7,20
7,10
6,90
7,00
6,80
6,40
6,70
6,60
6,40
6,30
6,20
6,50
6,80
6,80
6,40
6,10
5,80
6,10
7,20
7,30
6,90
6,10
5,80
6,20
7,10
7,70
7,90
7,70
7,40
7,50
8,00




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=63014&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=63014&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63014&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
10.3947373.0320.001803
2-0.173375-1.33170.094038
3-0.51548-3.95950.000102
4-0.399381-3.06770.001627
50.0588240.45180.326523
60.4148613.18660.001151
70.292572.24730.014188
8-0.060372-0.46370.322276
9-0.280186-2.15210.017744
10-0.256966-1.97380.026547
110.0092880.07130.471683
120.2987622.29480.012658
130.1160990.89180.188068
140.03870.29730.383657
15-0.017028-0.13080.448192
16-0.103715-0.79670.214424
17-0.086687-0.66590.254049
18-0.02322-0.17840.429528
190.007740.05950.476397
200.0294120.22590.411024
210.0851390.6540.257837
220.0015480.01190.495277
23-0.066563-0.51130.30553
24-0.051084-0.39240.348096
25-0.154799-1.1890.119595
260.0170280.13080.448192
270.1222910.93930.175694
280.1083590.83230.204292
290.0371520.28540.388181
30-0.066563-0.51130.30553
31-0.116099-0.89180.188068
32-0.150155-1.15340.126707
33-0.058824-0.45180.326523
340.0340560.26160.397275
350.0975230.74910.22839
360.0882350.67770.25029

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.394737 & 3.032 & 0.001803 \tabularnewline
2 & -0.173375 & -1.3317 & 0.094038 \tabularnewline
3 & -0.51548 & -3.9595 & 0.000102 \tabularnewline
4 & -0.399381 & -3.0677 & 0.001627 \tabularnewline
5 & 0.058824 & 0.4518 & 0.326523 \tabularnewline
6 & 0.414861 & 3.1866 & 0.001151 \tabularnewline
7 & 0.29257 & 2.2473 & 0.014188 \tabularnewline
8 & -0.060372 & -0.4637 & 0.322276 \tabularnewline
9 & -0.280186 & -2.1521 & 0.017744 \tabularnewline
10 & -0.256966 & -1.9738 & 0.026547 \tabularnewline
11 & 0.009288 & 0.0713 & 0.471683 \tabularnewline
12 & 0.298762 & 2.2948 & 0.012658 \tabularnewline
13 & 0.116099 & 0.8918 & 0.188068 \tabularnewline
14 & 0.0387 & 0.2973 & 0.383657 \tabularnewline
15 & -0.017028 & -0.1308 & 0.448192 \tabularnewline
16 & -0.103715 & -0.7967 & 0.214424 \tabularnewline
17 & -0.086687 & -0.6659 & 0.254049 \tabularnewline
18 & -0.02322 & -0.1784 & 0.429528 \tabularnewline
19 & 0.00774 & 0.0595 & 0.476397 \tabularnewline
20 & 0.029412 & 0.2259 & 0.411024 \tabularnewline
21 & 0.085139 & 0.654 & 0.257837 \tabularnewline
22 & 0.001548 & 0.0119 & 0.495277 \tabularnewline
23 & -0.066563 & -0.5113 & 0.30553 \tabularnewline
24 & -0.051084 & -0.3924 & 0.348096 \tabularnewline
25 & -0.154799 & -1.189 & 0.119595 \tabularnewline
26 & 0.017028 & 0.1308 & 0.448192 \tabularnewline
27 & 0.122291 & 0.9393 & 0.175694 \tabularnewline
28 & 0.108359 & 0.8323 & 0.204292 \tabularnewline
29 & 0.037152 & 0.2854 & 0.388181 \tabularnewline
30 & -0.066563 & -0.5113 & 0.30553 \tabularnewline
31 & -0.116099 & -0.8918 & 0.188068 \tabularnewline
32 & -0.150155 & -1.1534 & 0.126707 \tabularnewline
33 & -0.058824 & -0.4518 & 0.326523 \tabularnewline
34 & 0.034056 & 0.2616 & 0.397275 \tabularnewline
35 & 0.097523 & 0.7491 & 0.22839 \tabularnewline
36 & 0.088235 & 0.6777 & 0.25029 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63014&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]0.394737[/C][C]3.032[/C][C]0.001803[/C][/ROW]
[ROW][C]2[/C][C]-0.173375[/C][C]-1.3317[/C][C]0.094038[/C][/ROW]
[ROW][C]3[/C][C]-0.51548[/C][C]-3.9595[/C][C]0.000102[/C][/ROW]
[ROW][C]4[/C][C]-0.399381[/C][C]-3.0677[/C][C]0.001627[/C][/ROW]
[ROW][C]5[/C][C]0.058824[/C][C]0.4518[/C][C]0.326523[/C][/ROW]
[ROW][C]6[/C][C]0.414861[/C][C]3.1866[/C][C]0.001151[/C][/ROW]
[ROW][C]7[/C][C]0.29257[/C][C]2.2473[/C][C]0.014188[/C][/ROW]
[ROW][C]8[/C][C]-0.060372[/C][C]-0.4637[/C][C]0.322276[/C][/ROW]
[ROW][C]9[/C][C]-0.280186[/C][C]-2.1521[/C][C]0.017744[/C][/ROW]
[ROW][C]10[/C][C]-0.256966[/C][C]-1.9738[/C][C]0.026547[/C][/ROW]
[ROW][C]11[/C][C]0.009288[/C][C]0.0713[/C][C]0.471683[/C][/ROW]
[ROW][C]12[/C][C]0.298762[/C][C]2.2948[/C][C]0.012658[/C][/ROW]
[ROW][C]13[/C][C]0.116099[/C][C]0.8918[/C][C]0.188068[/C][/ROW]
[ROW][C]14[/C][C]0.0387[/C][C]0.2973[/C][C]0.383657[/C][/ROW]
[ROW][C]15[/C][C]-0.017028[/C][C]-0.1308[/C][C]0.448192[/C][/ROW]
[ROW][C]16[/C][C]-0.103715[/C][C]-0.7967[/C][C]0.214424[/C][/ROW]
[ROW][C]17[/C][C]-0.086687[/C][C]-0.6659[/C][C]0.254049[/C][/ROW]
[ROW][C]18[/C][C]-0.02322[/C][C]-0.1784[/C][C]0.429528[/C][/ROW]
[ROW][C]19[/C][C]0.00774[/C][C]0.0595[/C][C]0.476397[/C][/ROW]
[ROW][C]20[/C][C]0.029412[/C][C]0.2259[/C][C]0.411024[/C][/ROW]
[ROW][C]21[/C][C]0.085139[/C][C]0.654[/C][C]0.257837[/C][/ROW]
[ROW][C]22[/C][C]0.001548[/C][C]0.0119[/C][C]0.495277[/C][/ROW]
[ROW][C]23[/C][C]-0.066563[/C][C]-0.5113[/C][C]0.30553[/C][/ROW]
[ROW][C]24[/C][C]-0.051084[/C][C]-0.3924[/C][C]0.348096[/C][/ROW]
[ROW][C]25[/C][C]-0.154799[/C][C]-1.189[/C][C]0.119595[/C][/ROW]
[ROW][C]26[/C][C]0.017028[/C][C]0.1308[/C][C]0.448192[/C][/ROW]
[ROW][C]27[/C][C]0.122291[/C][C]0.9393[/C][C]0.175694[/C][/ROW]
[ROW][C]28[/C][C]0.108359[/C][C]0.8323[/C][C]0.204292[/C][/ROW]
[ROW][C]29[/C][C]0.037152[/C][C]0.2854[/C][C]0.388181[/C][/ROW]
[ROW][C]30[/C][C]-0.066563[/C][C]-0.5113[/C][C]0.30553[/C][/ROW]
[ROW][C]31[/C][C]-0.116099[/C][C]-0.8918[/C][C]0.188068[/C][/ROW]
[ROW][C]32[/C][C]-0.150155[/C][C]-1.1534[/C][C]0.126707[/C][/ROW]
[ROW][C]33[/C][C]-0.058824[/C][C]-0.4518[/C][C]0.326523[/C][/ROW]
[ROW][C]34[/C][C]0.034056[/C][C]0.2616[/C][C]0.397275[/C][/ROW]
[ROW][C]35[/C][C]0.097523[/C][C]0.7491[/C][C]0.22839[/C][/ROW]
[ROW][C]36[/C][C]0.088235[/C][C]0.6777[/C][C]0.25029[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63014&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63014&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
10.3947373.0320.001803
2-0.173375-1.33170.094038
3-0.51548-3.95950.000102
4-0.399381-3.06770.001627
50.0588240.45180.326523
60.4148613.18660.001151
70.292572.24730.014188
8-0.060372-0.46370.322276
9-0.280186-2.15210.017744
10-0.256966-1.97380.026547
110.0092880.07130.471683
120.2987622.29480.012658
130.1160990.89180.188068
140.03870.29730.383657
15-0.017028-0.13080.448192
16-0.103715-0.79670.214424
17-0.086687-0.66590.254049
18-0.02322-0.17840.429528
190.007740.05950.476397
200.0294120.22590.411024
210.0851390.6540.257837
220.0015480.01190.495277
23-0.066563-0.51130.30553
24-0.051084-0.39240.348096
25-0.154799-1.1890.119595
260.0170280.13080.448192
270.1222910.93930.175694
280.1083590.83230.204292
290.0371520.28540.388181
30-0.066563-0.51130.30553
31-0.116099-0.89180.188068
32-0.150155-1.15340.126707
33-0.058824-0.45180.326523
340.0340560.26160.397275
350.0975230.74910.22839
360.0882350.67770.25029







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3947373.0320.001803
2-0.389953-2.99530.002002
3-0.372201-2.85890.002933
4-0.124306-0.95480.171785
50.1434531.10190.137493
60.1517241.16540.124271
7-0.11641-0.89420.187433
8-0.099472-0.76410.223938
90.0487450.37440.354718
10-0.007162-0.0550.478157
110.0046030.03540.485958
120.1204490.92520.179319
13-0.248299-1.90720.030682
140.2372081.8220.03676
150.2162881.66130.050975
16-0.14764-1.1340.130681
17-0.141866-1.08970.140139
180.0255380.19620.42258
190.1172110.90030.185807
20-0.06049-0.46460.321952
21-0.050756-0.38990.34902
22-0.061665-0.47370.318746
230.0066080.05080.479845
240.0881010.67670.250616
25-0.194436-1.49350.070319
26-0.042256-0.32460.373327
270.0142570.10950.456585
280.1397361.07330.143746
290.0071320.05480.47825
30-0.164652-1.26470.105473
310.0287820.22110.412897
32-0.081766-0.62810.266197
33-0.09237-0.70950.240403
340.0110990.08530.466175
35-0.06183-0.47490.318296
36-0.051391-0.39470.347229

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.394737 & 3.032 & 0.001803 \tabularnewline
2 & -0.389953 & -2.9953 & 0.002002 \tabularnewline
3 & -0.372201 & -2.8589 & 0.002933 \tabularnewline
4 & -0.124306 & -0.9548 & 0.171785 \tabularnewline
5 & 0.143453 & 1.1019 & 0.137493 \tabularnewline
6 & 0.151724 & 1.1654 & 0.124271 \tabularnewline
7 & -0.11641 & -0.8942 & 0.187433 \tabularnewline
8 & -0.099472 & -0.7641 & 0.223938 \tabularnewline
9 & 0.048745 & 0.3744 & 0.354718 \tabularnewline
10 & -0.007162 & -0.055 & 0.478157 \tabularnewline
11 & 0.004603 & 0.0354 & 0.485958 \tabularnewline
12 & 0.120449 & 0.9252 & 0.179319 \tabularnewline
13 & -0.248299 & -1.9072 & 0.030682 \tabularnewline
14 & 0.237208 & 1.822 & 0.03676 \tabularnewline
15 & 0.216288 & 1.6613 & 0.050975 \tabularnewline
16 & -0.14764 & -1.134 & 0.130681 \tabularnewline
17 & -0.141866 & -1.0897 & 0.140139 \tabularnewline
18 & 0.025538 & 0.1962 & 0.42258 \tabularnewline
19 & 0.117211 & 0.9003 & 0.185807 \tabularnewline
20 & -0.06049 & -0.4646 & 0.321952 \tabularnewline
21 & -0.050756 & -0.3899 & 0.34902 \tabularnewline
22 & -0.061665 & -0.4737 & 0.318746 \tabularnewline
23 & 0.006608 & 0.0508 & 0.479845 \tabularnewline
24 & 0.088101 & 0.6767 & 0.250616 \tabularnewline
25 & -0.194436 & -1.4935 & 0.070319 \tabularnewline
26 & -0.042256 & -0.3246 & 0.373327 \tabularnewline
27 & 0.014257 & 0.1095 & 0.456585 \tabularnewline
28 & 0.139736 & 1.0733 & 0.143746 \tabularnewline
29 & 0.007132 & 0.0548 & 0.47825 \tabularnewline
30 & -0.164652 & -1.2647 & 0.105473 \tabularnewline
31 & 0.028782 & 0.2211 & 0.412897 \tabularnewline
32 & -0.081766 & -0.6281 & 0.266197 \tabularnewline
33 & -0.09237 & -0.7095 & 0.240403 \tabularnewline
34 & 0.011099 & 0.0853 & 0.466175 \tabularnewline
35 & -0.06183 & -0.4749 & 0.318296 \tabularnewline
36 & -0.051391 & -0.3947 & 0.347229 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63014&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]0.394737[/C][C]3.032[/C][C]0.001803[/C][/ROW]
[ROW][C]2[/C][C]-0.389953[/C][C]-2.9953[/C][C]0.002002[/C][/ROW]
[ROW][C]3[/C][C]-0.372201[/C][C]-2.8589[/C][C]0.002933[/C][/ROW]
[ROW][C]4[/C][C]-0.124306[/C][C]-0.9548[/C][C]0.171785[/C][/ROW]
[ROW][C]5[/C][C]0.143453[/C][C]1.1019[/C][C]0.137493[/C][/ROW]
[ROW][C]6[/C][C]0.151724[/C][C]1.1654[/C][C]0.124271[/C][/ROW]
[ROW][C]7[/C][C]-0.11641[/C][C]-0.8942[/C][C]0.187433[/C][/ROW]
[ROW][C]8[/C][C]-0.099472[/C][C]-0.7641[/C][C]0.223938[/C][/ROW]
[ROW][C]9[/C][C]0.048745[/C][C]0.3744[/C][C]0.354718[/C][/ROW]
[ROW][C]10[/C][C]-0.007162[/C][C]-0.055[/C][C]0.478157[/C][/ROW]
[ROW][C]11[/C][C]0.004603[/C][C]0.0354[/C][C]0.485958[/C][/ROW]
[ROW][C]12[/C][C]0.120449[/C][C]0.9252[/C][C]0.179319[/C][/ROW]
[ROW][C]13[/C][C]-0.248299[/C][C]-1.9072[/C][C]0.030682[/C][/ROW]
[ROW][C]14[/C][C]0.237208[/C][C]1.822[/C][C]0.03676[/C][/ROW]
[ROW][C]15[/C][C]0.216288[/C][C]1.6613[/C][C]0.050975[/C][/ROW]
[ROW][C]16[/C][C]-0.14764[/C][C]-1.134[/C][C]0.130681[/C][/ROW]
[ROW][C]17[/C][C]-0.141866[/C][C]-1.0897[/C][C]0.140139[/C][/ROW]
[ROW][C]18[/C][C]0.025538[/C][C]0.1962[/C][C]0.42258[/C][/ROW]
[ROW][C]19[/C][C]0.117211[/C][C]0.9003[/C][C]0.185807[/C][/ROW]
[ROW][C]20[/C][C]-0.06049[/C][C]-0.4646[/C][C]0.321952[/C][/ROW]
[ROW][C]21[/C][C]-0.050756[/C][C]-0.3899[/C][C]0.34902[/C][/ROW]
[ROW][C]22[/C][C]-0.061665[/C][C]-0.4737[/C][C]0.318746[/C][/ROW]
[ROW][C]23[/C][C]0.006608[/C][C]0.0508[/C][C]0.479845[/C][/ROW]
[ROW][C]24[/C][C]0.088101[/C][C]0.6767[/C][C]0.250616[/C][/ROW]
[ROW][C]25[/C][C]-0.194436[/C][C]-1.4935[/C][C]0.070319[/C][/ROW]
[ROW][C]26[/C][C]-0.042256[/C][C]-0.3246[/C][C]0.373327[/C][/ROW]
[ROW][C]27[/C][C]0.014257[/C][C]0.1095[/C][C]0.456585[/C][/ROW]
[ROW][C]28[/C][C]0.139736[/C][C]1.0733[/C][C]0.143746[/C][/ROW]
[ROW][C]29[/C][C]0.007132[/C][C]0.0548[/C][C]0.47825[/C][/ROW]
[ROW][C]30[/C][C]-0.164652[/C][C]-1.2647[/C][C]0.105473[/C][/ROW]
[ROW][C]31[/C][C]0.028782[/C][C]0.2211[/C][C]0.412897[/C][/ROW]
[ROW][C]32[/C][C]-0.081766[/C][C]-0.6281[/C][C]0.266197[/C][/ROW]
[ROW][C]33[/C][C]-0.09237[/C][C]-0.7095[/C][C]0.240403[/C][/ROW]
[ROW][C]34[/C][C]0.011099[/C][C]0.0853[/C][C]0.466175[/C][/ROW]
[ROW][C]35[/C][C]-0.06183[/C][C]-0.4749[/C][C]0.318296[/C][/ROW]
[ROW][C]36[/C][C]-0.051391[/C][C]-0.3947[/C][C]0.347229[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63014&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63014&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
10.3947373.0320.001803
2-0.389953-2.99530.002002
3-0.372201-2.85890.002933
4-0.124306-0.95480.171785
50.1434531.10190.137493
60.1517241.16540.124271
7-0.11641-0.89420.187433
8-0.099472-0.76410.223938
90.0487450.37440.354718
10-0.007162-0.0550.478157
110.0046030.03540.485958
120.1204490.92520.179319
13-0.248299-1.90720.030682
140.2372081.8220.03676
150.2162881.66130.050975
16-0.14764-1.1340.130681
17-0.141866-1.08970.140139
180.0255380.19620.42258
190.1172110.90030.185807
20-0.06049-0.46460.321952
21-0.050756-0.38990.34902
22-0.061665-0.47370.318746
230.0066080.05080.479845
240.0881010.67670.250616
25-0.194436-1.49350.070319
26-0.042256-0.32460.373327
270.0142570.10950.456585
280.1397361.07330.143746
290.0071320.05480.47825
30-0.164652-1.26470.105473
310.0287820.22110.412897
32-0.081766-0.62810.266197
33-0.09237-0.70950.240403
340.0110990.08530.466175
35-0.06183-0.47490.318296
36-0.051391-0.39470.347229



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')