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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 computationFri, 04 Dec 2009 09:40:17 -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/04/t1259944862486cu0vmtyyhs3x.htm/, Retrieved Sat, 27 Apr 2024 17:06:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63881, Retrieved Sat, 27 Apr 2024 17:06:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact84

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-04 16:40:17] [6e025b5370bdd3143fbe248190b38274] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15836.8
17570.4
18252.1
16196.7
16643
17729
16446.1
15993.8
16373.5
17842.2
22321.5
22786.7
18274.1
22392.9
23899.3
21343.5
22952.3
21374.4
21164.1
20906.5
17877.4
20664.3
22160
19813.6
17735.4
19640.2
20844.4
19823.1
18594.6
21350.6
18574.1
18924.2
17343.4
19961.2
19932.1
19464.6
16165.4
17574.9
19795.4
19439.5
17170
21072.4
17751.8
17515.5
18040.3
19090.1
17746.5
19202.1
15141.6
16258.1
18586.5
17209.4
17838.7
19123.5
16583.6
15991.2
16704.4
17420.4
17872
17823.2

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=63881&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=63881&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63881&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
1-0.308947-2.37310.010459
2-0.298576-2.29340.012702
30.1346891.03460.152546
40.1126560.86530.195182
5-0.130601-1.00320.159939
60.1584831.21730.114163
7-0.27085-2.08040.020919
80.2878142.21070.015472
9-0.000789-0.00610.497594
10-0.272126-2.09020.020457
11-0.110188-0.84640.200384
120.5168643.97019.9e-05
13-0.132123-1.01490.15716
14-0.22155-1.70180.047033
15-0.00662-0.05080.479809
160.2087771.60360.057067
17-0.116777-0.8970.186688
18-0.017251-0.13250.447516
19-0.000707-0.00540.497843
200.1253920.96320.169701
21-0.087615-0.6730.251793
22-0.100089-0.76880.222539
23-0.066018-0.50710.30699
240.2303881.76960.040977
250.0667040.51240.305155
26-0.262914-2.01950.023994
27-0.018768-0.14420.442933
280.2454041.8850.03218
29-0.137635-1.05720.147367
30-0.05421-0.41640.339316
310.1519721.16730.123888
32-0.076964-0.59120.278332
33-0.02807-0.21560.415019
340.0387360.29750.383552
35-0.16138-1.23960.110019
360.1704641.30940.097745

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.308947 & -2.3731 & 0.010459 \tabularnewline
2 & -0.298576 & -2.2934 & 0.012702 \tabularnewline
3 & 0.134689 & 1.0346 & 0.152546 \tabularnewline
4 & 0.112656 & 0.8653 & 0.195182 \tabularnewline
5 & -0.130601 & -1.0032 & 0.159939 \tabularnewline
6 & 0.158483 & 1.2173 & 0.114163 \tabularnewline
7 & -0.27085 & -2.0804 & 0.020919 \tabularnewline
8 & 0.287814 & 2.2107 & 0.015472 \tabularnewline
9 & -0.000789 & -0.0061 & 0.497594 \tabularnewline
10 & -0.272126 & -2.0902 & 0.020457 \tabularnewline
11 & -0.110188 & -0.8464 & 0.200384 \tabularnewline
12 & 0.516864 & 3.9701 & 9.9e-05 \tabularnewline
13 & -0.132123 & -1.0149 & 0.15716 \tabularnewline
14 & -0.22155 & -1.7018 & 0.047033 \tabularnewline
15 & -0.00662 & -0.0508 & 0.479809 \tabularnewline
16 & 0.208777 & 1.6036 & 0.057067 \tabularnewline
17 & -0.116777 & -0.897 & 0.186688 \tabularnewline
18 & -0.017251 & -0.1325 & 0.447516 \tabularnewline
19 & -0.000707 & -0.0054 & 0.497843 \tabularnewline
20 & 0.125392 & 0.9632 & 0.169701 \tabularnewline
21 & -0.087615 & -0.673 & 0.251793 \tabularnewline
22 & -0.100089 & -0.7688 & 0.222539 \tabularnewline
23 & -0.066018 & -0.5071 & 0.30699 \tabularnewline
24 & 0.230388 & 1.7696 & 0.040977 \tabularnewline
25 & 0.066704 & 0.5124 & 0.305155 \tabularnewline
26 & -0.262914 & -2.0195 & 0.023994 \tabularnewline
27 & -0.018768 & -0.1442 & 0.442933 \tabularnewline
28 & 0.245404 & 1.885 & 0.03218 \tabularnewline
29 & -0.137635 & -1.0572 & 0.147367 \tabularnewline
30 & -0.05421 & -0.4164 & 0.339316 \tabularnewline
31 & 0.151972 & 1.1673 & 0.123888 \tabularnewline
32 & -0.076964 & -0.5912 & 0.278332 \tabularnewline
33 & -0.02807 & -0.2156 & 0.415019 \tabularnewline
34 & 0.038736 & 0.2975 & 0.383552 \tabularnewline
35 & -0.16138 & -1.2396 & 0.110019 \tabularnewline
36 & 0.170464 & 1.3094 & 0.097745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63881&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]-0.308947[/C][C]-2.3731[/C][C]0.010459[/C][/ROW]
[ROW][C]2[/C][C]-0.298576[/C][C]-2.2934[/C][C]0.012702[/C][/ROW]
[ROW][C]3[/C][C]0.134689[/C][C]1.0346[/C][C]0.152546[/C][/ROW]
[ROW][C]4[/C][C]0.112656[/C][C]0.8653[/C][C]0.195182[/C][/ROW]
[ROW][C]5[/C][C]-0.130601[/C][C]-1.0032[/C][C]0.159939[/C][/ROW]
[ROW][C]6[/C][C]0.158483[/C][C]1.2173[/C][C]0.114163[/C][/ROW]
[ROW][C]7[/C][C]-0.27085[/C][C]-2.0804[/C][C]0.020919[/C][/ROW]
[ROW][C]8[/C][C]0.287814[/C][C]2.2107[/C][C]0.015472[/C][/ROW]
[ROW][C]9[/C][C]-0.000789[/C][C]-0.0061[/C][C]0.497594[/C][/ROW]
[ROW][C]10[/C][C]-0.272126[/C][C]-2.0902[/C][C]0.020457[/C][/ROW]
[ROW][C]11[/C][C]-0.110188[/C][C]-0.8464[/C][C]0.200384[/C][/ROW]
[ROW][C]12[/C][C]0.516864[/C][C]3.9701[/C][C]9.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.132123[/C][C]-1.0149[/C][C]0.15716[/C][/ROW]
[ROW][C]14[/C][C]-0.22155[/C][C]-1.7018[/C][C]0.047033[/C][/ROW]
[ROW][C]15[/C][C]-0.00662[/C][C]-0.0508[/C][C]0.479809[/C][/ROW]
[ROW][C]16[/C][C]0.208777[/C][C]1.6036[/C][C]0.057067[/C][/ROW]
[ROW][C]17[/C][C]-0.116777[/C][C]-0.897[/C][C]0.186688[/C][/ROW]
[ROW][C]18[/C][C]-0.017251[/C][C]-0.1325[/C][C]0.447516[/C][/ROW]
[ROW][C]19[/C][C]-0.000707[/C][C]-0.0054[/C][C]0.497843[/C][/ROW]
[ROW][C]20[/C][C]0.125392[/C][C]0.9632[/C][C]0.169701[/C][/ROW]
[ROW][C]21[/C][C]-0.087615[/C][C]-0.673[/C][C]0.251793[/C][/ROW]
[ROW][C]22[/C][C]-0.100089[/C][C]-0.7688[/C][C]0.222539[/C][/ROW]
[ROW][C]23[/C][C]-0.066018[/C][C]-0.5071[/C][C]0.30699[/C][/ROW]
[ROW][C]24[/C][C]0.230388[/C][C]1.7696[/C][C]0.040977[/C][/ROW]
[ROW][C]25[/C][C]0.066704[/C][C]0.5124[/C][C]0.305155[/C][/ROW]
[ROW][C]26[/C][C]-0.262914[/C][C]-2.0195[/C][C]0.023994[/C][/ROW]
[ROW][C]27[/C][C]-0.018768[/C][C]-0.1442[/C][C]0.442933[/C][/ROW]
[ROW][C]28[/C][C]0.245404[/C][C]1.885[/C][C]0.03218[/C][/ROW]
[ROW][C]29[/C][C]-0.137635[/C][C]-1.0572[/C][C]0.147367[/C][/ROW]
[ROW][C]30[/C][C]-0.05421[/C][C]-0.4164[/C][C]0.339316[/C][/ROW]
[ROW][C]31[/C][C]0.151972[/C][C]1.1673[/C][C]0.123888[/C][/ROW]
[ROW][C]32[/C][C]-0.076964[/C][C]-0.5912[/C][C]0.278332[/C][/ROW]
[ROW][C]33[/C][C]-0.02807[/C][C]-0.2156[/C][C]0.415019[/C][/ROW]
[ROW][C]34[/C][C]0.038736[/C][C]0.2975[/C][C]0.383552[/C][/ROW]
[ROW][C]35[/C][C]-0.16138[/C][C]-1.2396[/C][C]0.110019[/C][/ROW]
[ROW][C]36[/C][C]0.170464[/C][C]1.3094[/C][C]0.097745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63881&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63881&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
1-0.308947-2.37310.010459
2-0.298576-2.29340.012702
30.1346891.03460.152546
40.1126560.86530.195182
5-0.130601-1.00320.159939
60.1584831.21730.114163
7-0.27085-2.08040.020919
80.2878142.21070.015472
9-0.000789-0.00610.497594
10-0.272126-2.09020.020457
11-0.110188-0.84640.200384
120.5168643.97019.9e-05
13-0.132123-1.01490.15716
14-0.22155-1.70180.047033
15-0.00662-0.05080.479809
160.2087771.60360.057067
17-0.116777-0.8970.186688
18-0.017251-0.13250.447516
19-0.000707-0.00540.497843
200.1253920.96320.169701
21-0.087615-0.6730.251793
22-0.100089-0.76880.222539
23-0.066018-0.50710.30699
240.2303881.76960.040977
250.0667040.51240.305155
26-0.262914-2.01950.023994
27-0.018768-0.14420.442933
280.2454041.8850.03218
29-0.137635-1.05720.147367
30-0.05421-0.41640.339316
310.1519721.16730.123888
32-0.076964-0.59120.278332
33-0.02807-0.21560.415019
340.0387360.29750.383552
35-0.16138-1.23960.110019
360.1704641.30940.097745






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.308947-2.37310.010459
2-0.435601-3.34590.000715
3-0.18053-1.38670.085378
4-0.037734-0.28980.386476
5-0.099397-0.76350.224108
60.1824411.40140.083173
7-0.268646-2.06350.021736
80.2791162.14390.018085
90.0218150.16760.43375
10-0.137101-1.05310.148296
11-0.330226-2.53650.006931
120.2270641.74410.043174
130.2205561.69410.047757
14-0.059062-0.45370.325868
15-0.045737-0.35130.363303
160.0220380.16930.433078
17-0.014907-0.11450.454614
18-0.143287-1.10060.137768
190.1805271.38670.085383
20-0.018028-0.13850.445167
21-0.140074-1.07590.143169
22-0.02898-0.22260.412307
230.0485770.37310.355194
24-0.129766-0.99680.161477
250.045860.35230.36295
260.0076580.05880.476646
27-0.041485-0.31870.375558
28-0.030651-0.23540.407343
290.0258590.19860.421618
300.0674040.51770.303288
310.0118950.09140.463755
32-0.08327-0.63960.262452
33-0.034899-0.26810.394793
340.1142250.87740.191919
35-0.15261-1.17220.12291
360.0038020.02920.488399

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.308947 & -2.3731 & 0.010459 \tabularnewline
2 & -0.435601 & -3.3459 & 0.000715 \tabularnewline
3 & -0.18053 & -1.3867 & 0.085378 \tabularnewline
4 & -0.037734 & -0.2898 & 0.386476 \tabularnewline
5 & -0.099397 & -0.7635 & 0.224108 \tabularnewline
6 & 0.182441 & 1.4014 & 0.083173 \tabularnewline
7 & -0.268646 & -2.0635 & 0.021736 \tabularnewline
8 & 0.279116 & 2.1439 & 0.018085 \tabularnewline
9 & 0.021815 & 0.1676 & 0.43375 \tabularnewline
10 & -0.137101 & -1.0531 & 0.148296 \tabularnewline
11 & -0.330226 & -2.5365 & 0.006931 \tabularnewline
12 & 0.227064 & 1.7441 & 0.043174 \tabularnewline
13 & 0.220556 & 1.6941 & 0.047757 \tabularnewline
14 & -0.059062 & -0.4537 & 0.325868 \tabularnewline
15 & -0.045737 & -0.3513 & 0.363303 \tabularnewline
16 & 0.022038 & 0.1693 & 0.433078 \tabularnewline
17 & -0.014907 & -0.1145 & 0.454614 \tabularnewline
18 & -0.143287 & -1.1006 & 0.137768 \tabularnewline
19 & 0.180527 & 1.3867 & 0.085383 \tabularnewline
20 & -0.018028 & -0.1385 & 0.445167 \tabularnewline
21 & -0.140074 & -1.0759 & 0.143169 \tabularnewline
22 & -0.02898 & -0.2226 & 0.412307 \tabularnewline
23 & 0.048577 & 0.3731 & 0.355194 \tabularnewline
24 & -0.129766 & -0.9968 & 0.161477 \tabularnewline
25 & 0.04586 & 0.3523 & 0.36295 \tabularnewline
26 & 0.007658 & 0.0588 & 0.476646 \tabularnewline
27 & -0.041485 & -0.3187 & 0.375558 \tabularnewline
28 & -0.030651 & -0.2354 & 0.407343 \tabularnewline
29 & 0.025859 & 0.1986 & 0.421618 \tabularnewline
30 & 0.067404 & 0.5177 & 0.303288 \tabularnewline
31 & 0.011895 & 0.0914 & 0.463755 \tabularnewline
32 & -0.08327 & -0.6396 & 0.262452 \tabularnewline
33 & -0.034899 & -0.2681 & 0.394793 \tabularnewline
34 & 0.114225 & 0.8774 & 0.191919 \tabularnewline
35 & -0.15261 & -1.1722 & 0.12291 \tabularnewline
36 & 0.003802 & 0.0292 & 0.488399 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63881&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]-0.308947[/C][C]-2.3731[/C][C]0.010459[/C][/ROW]
[ROW][C]2[/C][C]-0.435601[/C][C]-3.3459[/C][C]0.000715[/C][/ROW]
[ROW][C]3[/C][C]-0.18053[/C][C]-1.3867[/C][C]0.085378[/C][/ROW]
[ROW][C]4[/C][C]-0.037734[/C][C]-0.2898[/C][C]0.386476[/C][/ROW]
[ROW][C]5[/C][C]-0.099397[/C][C]-0.7635[/C][C]0.224108[/C][/ROW]
[ROW][C]6[/C][C]0.182441[/C][C]1.4014[/C][C]0.083173[/C][/ROW]
[ROW][C]7[/C][C]-0.268646[/C][C]-2.0635[/C][C]0.021736[/C][/ROW]
[ROW][C]8[/C][C]0.279116[/C][C]2.1439[/C][C]0.018085[/C][/ROW]
[ROW][C]9[/C][C]0.021815[/C][C]0.1676[/C][C]0.43375[/C][/ROW]
[ROW][C]10[/C][C]-0.137101[/C][C]-1.0531[/C][C]0.148296[/C][/ROW]
[ROW][C]11[/C][C]-0.330226[/C][C]-2.5365[/C][C]0.006931[/C][/ROW]
[ROW][C]12[/C][C]0.227064[/C][C]1.7441[/C][C]0.043174[/C][/ROW]
[ROW][C]13[/C][C]0.220556[/C][C]1.6941[/C][C]0.047757[/C][/ROW]
[ROW][C]14[/C][C]-0.059062[/C][C]-0.4537[/C][C]0.325868[/C][/ROW]
[ROW][C]15[/C][C]-0.045737[/C][C]-0.3513[/C][C]0.363303[/C][/ROW]
[ROW][C]16[/C][C]0.022038[/C][C]0.1693[/C][C]0.433078[/C][/ROW]
[ROW][C]17[/C][C]-0.014907[/C][C]-0.1145[/C][C]0.454614[/C][/ROW]
[ROW][C]18[/C][C]-0.143287[/C][C]-1.1006[/C][C]0.137768[/C][/ROW]
[ROW][C]19[/C][C]0.180527[/C][C]1.3867[/C][C]0.085383[/C][/ROW]
[ROW][C]20[/C][C]-0.018028[/C][C]-0.1385[/C][C]0.445167[/C][/ROW]
[ROW][C]21[/C][C]-0.140074[/C][C]-1.0759[/C][C]0.143169[/C][/ROW]
[ROW][C]22[/C][C]-0.02898[/C][C]-0.2226[/C][C]0.412307[/C][/ROW]
[ROW][C]23[/C][C]0.048577[/C][C]0.3731[/C][C]0.355194[/C][/ROW]
[ROW][C]24[/C][C]-0.129766[/C][C]-0.9968[/C][C]0.161477[/C][/ROW]
[ROW][C]25[/C][C]0.04586[/C][C]0.3523[/C][C]0.36295[/C][/ROW]
[ROW][C]26[/C][C]0.007658[/C][C]0.0588[/C][C]0.476646[/C][/ROW]
[ROW][C]27[/C][C]-0.041485[/C][C]-0.3187[/C][C]0.375558[/C][/ROW]
[ROW][C]28[/C][C]-0.030651[/C][C]-0.2354[/C][C]0.407343[/C][/ROW]
[ROW][C]29[/C][C]0.025859[/C][C]0.1986[/C][C]0.421618[/C][/ROW]
[ROW][C]30[/C][C]0.067404[/C][C]0.5177[/C][C]0.303288[/C][/ROW]
[ROW][C]31[/C][C]0.011895[/C][C]0.0914[/C][C]0.463755[/C][/ROW]
[ROW][C]32[/C][C]-0.08327[/C][C]-0.6396[/C][C]0.262452[/C][/ROW]
[ROW][C]33[/C][C]-0.034899[/C][C]-0.2681[/C][C]0.394793[/C][/ROW]
[ROW][C]34[/C][C]0.114225[/C][C]0.8774[/C][C]0.191919[/C][/ROW]
[ROW][C]35[/C][C]-0.15261[/C][C]-1.1722[/C][C]0.12291[/C][/ROW]
[ROW][C]36[/C][C]0.003802[/C][C]0.0292[/C][C]0.488399[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63881&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63881&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
1-0.308947-2.37310.010459
2-0.435601-3.34590.000715
3-0.18053-1.38670.085378
4-0.037734-0.28980.386476
5-0.099397-0.76350.224108
60.1824411.40140.083173
7-0.268646-2.06350.021736
80.2791162.14390.018085
90.0218150.16760.43375
10-0.137101-1.05310.148296
11-0.330226-2.53650.006931
120.2270641.74410.043174
130.2205561.69410.047757
14-0.059062-0.45370.325868
15-0.045737-0.35130.363303
160.0220380.16930.433078
17-0.014907-0.11450.454614
18-0.143287-1.10060.137768
190.1805271.38670.085383
20-0.018028-0.13850.445167
21-0.140074-1.07590.143169
22-0.02898-0.22260.412307
230.0485770.37310.355194
24-0.129766-0.99680.161477
250.045860.35230.36295
260.0076580.05880.476646
27-0.041485-0.31870.375558
28-0.030651-0.23540.407343
290.0258590.19860.421618
300.0674040.51770.303288
310.0118950.09140.463755
32-0.08327-0.63960.262452
33-0.034899-0.26810.394793
340.1142250.87740.191919
35-0.15261-1.17220.12291
360.0038020.02920.488399


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.4 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 0.4 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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')