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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 15:26:08 -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/t125996562578x7kl0u6esnj96.htm/, Retrieved Sun, 28 Apr 2024 04:53:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64189, Retrieved Sun, 28 Apr 2024 04:53:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact92

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   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-04 22:26:08] [7cc673c2b3a8ab442a3ec6ca430f2445] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102.80 
118.72 
119.01 
118.61 
120.43 
111.83 
116.79 
131.71 
120.57 
117.83 
130.80 
107.46 
112.09 
129.47 
119.72 
134.81 
135.80 
129.27 
126.94 
153.45 
121.86 
133.47 
135.34 
117.10 
120.65 
132.49 
137.60 
138.69 
125.53 
133.09 
129.08 
145.94 
129.07 
139.69 
142.09 
137.29 
127.03 
137.25 
156.87 
150.89 
139.14 
158.30 
149.00 
158.36 
168.06 
153.38 
173.86 
162.47 
145.17 
168.89 
166.64 
140.07 
128.84 
123.40 
120.30 
129.66 
118.12 
113.91 
131.09 
119.14 
115.33

Tables (Output of Computation)





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=64189&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=64189&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64189&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6522315.09412e-06
20.5730094.47531.7e-05
30.6330874.94463e-06
40.4647453.62980.000291
50.40783.1850.001141
60.3790122.96020.002187
70.185431.44830.076334
80.1809091.41290.081377
90.1263360.98670.16384
10-0.042427-0.33140.370751
110.0289420.2260.410963
120.107150.83690.202966
13-0.106686-0.83320.203979
14-0.118135-0.92270.179909
15-0.094412-0.73740.231859
16-0.088809-0.69360.245276
17-0.074751-0.58380.280745
18-0.079419-0.62030.268692
19-0.082425-0.64380.261072
20-0.043785-0.3420.366773
21-0.115637-0.90320.184998
22-0.084081-0.65670.256925
23-0.053329-0.41650.33925
24-0.023207-0.18120.428386
25-0.067335-0.52590.300432
26-0.17451-1.3630.088952
27-0.11179-0.87310.193014
28-0.051031-0.39860.345803
29-0.136809-1.06850.144751
30-0.111237-0.86880.194185
31-0.096368-0.75270.227274
32-0.177866-1.38920.084915
33-0.207536-1.62090.055098
34-0.191544-1.4960.069904
35-0.259575-2.02730.023501
36-0.194273-1.51730.067176

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.652231 & 5.0941 & 2e-06 \tabularnewline
2 & 0.573009 & 4.4753 & 1.7e-05 \tabularnewline
3 & 0.633087 & 4.9446 & 3e-06 \tabularnewline
4 & 0.464745 & 3.6298 & 0.000291 \tabularnewline
5 & 0.4078 & 3.185 & 0.001141 \tabularnewline
6 & 0.379012 & 2.9602 & 0.002187 \tabularnewline
7 & 0.18543 & 1.4483 & 0.076334 \tabularnewline
8 & 0.180909 & 1.4129 & 0.081377 \tabularnewline
9 & 0.126336 & 0.9867 & 0.16384 \tabularnewline
10 & -0.042427 & -0.3314 & 0.370751 \tabularnewline
11 & 0.028942 & 0.226 & 0.410963 \tabularnewline
12 & 0.10715 & 0.8369 & 0.202966 \tabularnewline
13 & -0.106686 & -0.8332 & 0.203979 \tabularnewline
14 & -0.118135 & -0.9227 & 0.179909 \tabularnewline
15 & -0.094412 & -0.7374 & 0.231859 \tabularnewline
16 & -0.088809 & -0.6936 & 0.245276 \tabularnewline
17 & -0.074751 & -0.5838 & 0.280745 \tabularnewline
18 & -0.079419 & -0.6203 & 0.268692 \tabularnewline
19 & -0.082425 & -0.6438 & 0.261072 \tabularnewline
20 & -0.043785 & -0.342 & 0.366773 \tabularnewline
21 & -0.115637 & -0.9032 & 0.184998 \tabularnewline
22 & -0.084081 & -0.6567 & 0.256925 \tabularnewline
23 & -0.053329 & -0.4165 & 0.33925 \tabularnewline
24 & -0.023207 & -0.1812 & 0.428386 \tabularnewline
25 & -0.067335 & -0.5259 & 0.300432 \tabularnewline
26 & -0.17451 & -1.363 & 0.088952 \tabularnewline
27 & -0.11179 & -0.8731 & 0.193014 \tabularnewline
28 & -0.051031 & -0.3986 & 0.345803 \tabularnewline
29 & -0.136809 & -1.0685 & 0.144751 \tabularnewline
30 & -0.111237 & -0.8688 & 0.194185 \tabularnewline
31 & -0.096368 & -0.7527 & 0.227274 \tabularnewline
32 & -0.177866 & -1.3892 & 0.084915 \tabularnewline
33 & -0.207536 & -1.6209 & 0.055098 \tabularnewline
34 & -0.191544 & -1.496 & 0.069904 \tabularnewline
35 & -0.259575 & -2.0273 & 0.023501 \tabularnewline
36 & -0.194273 & -1.5173 & 0.067176 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64189&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]0.652231[/C][C]5.0941[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.573009[/C][C]4.4753[/C][C]1.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.633087[/C][C]4.9446[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.464745[/C][C]3.6298[/C][C]0.000291[/C][/ROW]
[ROW][C]5[/C][C]0.4078[/C][C]3.185[/C][C]0.001141[/C][/ROW]
[ROW][C]6[/C][C]0.379012[/C][C]2.9602[/C][C]0.002187[/C][/ROW]
[ROW][C]7[/C][C]0.18543[/C][C]1.4483[/C][C]0.076334[/C][/ROW]
[ROW][C]8[/C][C]0.180909[/C][C]1.4129[/C][C]0.081377[/C][/ROW]
[ROW][C]9[/C][C]0.126336[/C][C]0.9867[/C][C]0.16384[/C][/ROW]
[ROW][C]10[/C][C]-0.042427[/C][C]-0.3314[/C][C]0.370751[/C][/ROW]
[ROW][C]11[/C][C]0.028942[/C][C]0.226[/C][C]0.410963[/C][/ROW]
[ROW][C]12[/C][C]0.10715[/C][C]0.8369[/C][C]0.202966[/C][/ROW]
[ROW][C]13[/C][C]-0.106686[/C][C]-0.8332[/C][C]0.203979[/C][/ROW]
[ROW][C]14[/C][C]-0.118135[/C][C]-0.9227[/C][C]0.179909[/C][/ROW]
[ROW][C]15[/C][C]-0.094412[/C][C]-0.7374[/C][C]0.231859[/C][/ROW]
[ROW][C]16[/C][C]-0.088809[/C][C]-0.6936[/C][C]0.245276[/C][/ROW]
[ROW][C]17[/C][C]-0.074751[/C][C]-0.5838[/C][C]0.280745[/C][/ROW]
[ROW][C]18[/C][C]-0.079419[/C][C]-0.6203[/C][C]0.268692[/C][/ROW]
[ROW][C]19[/C][C]-0.082425[/C][C]-0.6438[/C][C]0.261072[/C][/ROW]
[ROW][C]20[/C][C]-0.043785[/C][C]-0.342[/C][C]0.366773[/C][/ROW]
[ROW][C]21[/C][C]-0.115637[/C][C]-0.9032[/C][C]0.184998[/C][/ROW]
[ROW][C]22[/C][C]-0.084081[/C][C]-0.6567[/C][C]0.256925[/C][/ROW]
[ROW][C]23[/C][C]-0.053329[/C][C]-0.4165[/C][C]0.33925[/C][/ROW]
[ROW][C]24[/C][C]-0.023207[/C][C]-0.1812[/C][C]0.428386[/C][/ROW]
[ROW][C]25[/C][C]-0.067335[/C][C]-0.5259[/C][C]0.300432[/C][/ROW]
[ROW][C]26[/C][C]-0.17451[/C][C]-1.363[/C][C]0.088952[/C][/ROW]
[ROW][C]27[/C][C]-0.11179[/C][C]-0.8731[/C][C]0.193014[/C][/ROW]
[ROW][C]28[/C][C]-0.051031[/C][C]-0.3986[/C][C]0.345803[/C][/ROW]
[ROW][C]29[/C][C]-0.136809[/C][C]-1.0685[/C][C]0.144751[/C][/ROW]
[ROW][C]30[/C][C]-0.111237[/C][C]-0.8688[/C][C]0.194185[/C][/ROW]
[ROW][C]31[/C][C]-0.096368[/C][C]-0.7527[/C][C]0.227274[/C][/ROW]
[ROW][C]32[/C][C]-0.177866[/C][C]-1.3892[/C][C]0.084915[/C][/ROW]
[ROW][C]33[/C][C]-0.207536[/C][C]-1.6209[/C][C]0.055098[/C][/ROW]
[ROW][C]34[/C][C]-0.191544[/C][C]-1.496[/C][C]0.069904[/C][/ROW]
[ROW][C]35[/C][C]-0.259575[/C][C]-2.0273[/C][C]0.023501[/C][/ROW]
[ROW][C]36[/C][C]-0.194273[/C][C]-1.5173[/C][C]0.067176[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64189&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64189&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
10.6522315.09412e-06
20.5730094.47531.7e-05
30.6330874.94463e-06
40.4647453.62980.000291
50.40783.1850.001141
60.3790122.96020.002187
70.185431.44830.076334
80.1809091.41290.081377
90.1263360.98670.16384
10-0.042427-0.33140.370751
110.0289420.2260.410963
120.107150.83690.202966
13-0.106686-0.83320.203979
14-0.118135-0.92270.179909
15-0.094412-0.73740.231859
16-0.088809-0.69360.245276
17-0.074751-0.58380.280745
18-0.079419-0.62030.268692
19-0.082425-0.64380.261072
20-0.043785-0.3420.366773
21-0.115637-0.90320.184998
22-0.084081-0.65670.256925
23-0.053329-0.41650.33925
24-0.023207-0.18120.428386
25-0.067335-0.52590.300432
26-0.17451-1.3630.088952
27-0.11179-0.87310.193014
28-0.051031-0.39860.345803
29-0.136809-1.06850.144751
30-0.111237-0.86880.194185
31-0.096368-0.75270.227274
32-0.177866-1.38920.084915
33-0.207536-1.62090.055098
34-0.191544-1.4960.069904
35-0.259575-2.02730.023501
36-0.194273-1.51730.067176






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6522315.09412e-06
20.2568822.00630.024631
30.3499522.73320.004098
4-0.134715-1.05220.148438
5-0.007375-0.05760.477126
6-0.051366-0.40120.344845
7-0.24518-1.91490.030098
80.0386960.30220.381753
9-0.069992-0.54670.293304
10-0.132565-1.03540.152293
110.1607321.25540.107069
120.2871362.24260.014284
13-0.25063-1.95750.027435
14-0.191459-1.49530.06999
15-0.070207-0.54830.292731
160.2547321.98950.025566
17-0.019436-0.15180.439924
180.0051840.04050.483918
190.0863040.67410.251412
20-0.061408-0.47960.316609
21-0.235242-1.83730.035519
220.1312311.02490.154718
23-0.061946-0.48380.315124
24-0.006599-0.05150.479533
250.0323460.25260.400701
26-0.148469-1.15960.125369
270.067120.52420.30101
28-0.011932-0.09320.463029
290.0062470.04880.480623
30-0.013378-0.10450.458565
31-0.068074-0.53170.29844
32-0.105668-0.82530.206211
33-0.105853-0.82670.205804
34-0.056384-0.44040.330612
35-0.076994-0.60130.274919
360.0054590.04260.483065

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.652231 & 5.0941 & 2e-06 \tabularnewline
2 & 0.256882 & 2.0063 & 0.024631 \tabularnewline
3 & 0.349952 & 2.7332 & 0.004098 \tabularnewline
4 & -0.134715 & -1.0522 & 0.148438 \tabularnewline
5 & -0.007375 & -0.0576 & 0.477126 \tabularnewline
6 & -0.051366 & -0.4012 & 0.344845 \tabularnewline
7 & -0.24518 & -1.9149 & 0.030098 \tabularnewline
8 & 0.038696 & 0.3022 & 0.381753 \tabularnewline
9 & -0.069992 & -0.5467 & 0.293304 \tabularnewline
10 & -0.132565 & -1.0354 & 0.152293 \tabularnewline
11 & 0.160732 & 1.2554 & 0.107069 \tabularnewline
12 & 0.287136 & 2.2426 & 0.014284 \tabularnewline
13 & -0.25063 & -1.9575 & 0.027435 \tabularnewline
14 & -0.191459 & -1.4953 & 0.06999 \tabularnewline
15 & -0.070207 & -0.5483 & 0.292731 \tabularnewline
16 & 0.254732 & 1.9895 & 0.025566 \tabularnewline
17 & -0.019436 & -0.1518 & 0.439924 \tabularnewline
18 & 0.005184 & 0.0405 & 0.483918 \tabularnewline
19 & 0.086304 & 0.6741 & 0.251412 \tabularnewline
20 & -0.061408 & -0.4796 & 0.316609 \tabularnewline
21 & -0.235242 & -1.8373 & 0.035519 \tabularnewline
22 & 0.131231 & 1.0249 & 0.154718 \tabularnewline
23 & -0.061946 & -0.4838 & 0.315124 \tabularnewline
24 & -0.006599 & -0.0515 & 0.479533 \tabularnewline
25 & 0.032346 & 0.2526 & 0.400701 \tabularnewline
26 & -0.148469 & -1.1596 & 0.125369 \tabularnewline
27 & 0.06712 & 0.5242 & 0.30101 \tabularnewline
28 & -0.011932 & -0.0932 & 0.463029 \tabularnewline
29 & 0.006247 & 0.0488 & 0.480623 \tabularnewline
30 & -0.013378 & -0.1045 & 0.458565 \tabularnewline
31 & -0.068074 & -0.5317 & 0.29844 \tabularnewline
32 & -0.105668 & -0.8253 & 0.206211 \tabularnewline
33 & -0.105853 & -0.8267 & 0.205804 \tabularnewline
34 & -0.056384 & -0.4404 & 0.330612 \tabularnewline
35 & -0.076994 & -0.6013 & 0.274919 \tabularnewline
36 & 0.005459 & 0.0426 & 0.483065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64189&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]0.652231[/C][C]5.0941[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.256882[/C][C]2.0063[/C][C]0.024631[/C][/ROW]
[ROW][C]3[/C][C]0.349952[/C][C]2.7332[/C][C]0.004098[/C][/ROW]
[ROW][C]4[/C][C]-0.134715[/C][C]-1.0522[/C][C]0.148438[/C][/ROW]
[ROW][C]5[/C][C]-0.007375[/C][C]-0.0576[/C][C]0.477126[/C][/ROW]
[ROW][C]6[/C][C]-0.051366[/C][C]-0.4012[/C][C]0.344845[/C][/ROW]
[ROW][C]7[/C][C]-0.24518[/C][C]-1.9149[/C][C]0.030098[/C][/ROW]
[ROW][C]8[/C][C]0.038696[/C][C]0.3022[/C][C]0.381753[/C][/ROW]
[ROW][C]9[/C][C]-0.069992[/C][C]-0.5467[/C][C]0.293304[/C][/ROW]
[ROW][C]10[/C][C]-0.132565[/C][C]-1.0354[/C][C]0.152293[/C][/ROW]
[ROW][C]11[/C][C]0.160732[/C][C]1.2554[/C][C]0.107069[/C][/ROW]
[ROW][C]12[/C][C]0.287136[/C][C]2.2426[/C][C]0.014284[/C][/ROW]
[ROW][C]13[/C][C]-0.25063[/C][C]-1.9575[/C][C]0.027435[/C][/ROW]
[ROW][C]14[/C][C]-0.191459[/C][C]-1.4953[/C][C]0.06999[/C][/ROW]
[ROW][C]15[/C][C]-0.070207[/C][C]-0.5483[/C][C]0.292731[/C][/ROW]
[ROW][C]16[/C][C]0.254732[/C][C]1.9895[/C][C]0.025566[/C][/ROW]
[ROW][C]17[/C][C]-0.019436[/C][C]-0.1518[/C][C]0.439924[/C][/ROW]
[ROW][C]18[/C][C]0.005184[/C][C]0.0405[/C][C]0.483918[/C][/ROW]
[ROW][C]19[/C][C]0.086304[/C][C]0.6741[/C][C]0.251412[/C][/ROW]
[ROW][C]20[/C][C]-0.061408[/C][C]-0.4796[/C][C]0.316609[/C][/ROW]
[ROW][C]21[/C][C]-0.235242[/C][C]-1.8373[/C][C]0.035519[/C][/ROW]
[ROW][C]22[/C][C]0.131231[/C][C]1.0249[/C][C]0.154718[/C][/ROW]
[ROW][C]23[/C][C]-0.061946[/C][C]-0.4838[/C][C]0.315124[/C][/ROW]
[ROW][C]24[/C][C]-0.006599[/C][C]-0.0515[/C][C]0.479533[/C][/ROW]
[ROW][C]25[/C][C]0.032346[/C][C]0.2526[/C][C]0.400701[/C][/ROW]
[ROW][C]26[/C][C]-0.148469[/C][C]-1.1596[/C][C]0.125369[/C][/ROW]
[ROW][C]27[/C][C]0.06712[/C][C]0.5242[/C][C]0.30101[/C][/ROW]
[ROW][C]28[/C][C]-0.011932[/C][C]-0.0932[/C][C]0.463029[/C][/ROW]
[ROW][C]29[/C][C]0.006247[/C][C]0.0488[/C][C]0.480623[/C][/ROW]
[ROW][C]30[/C][C]-0.013378[/C][C]-0.1045[/C][C]0.458565[/C][/ROW]
[ROW][C]31[/C][C]-0.068074[/C][C]-0.5317[/C][C]0.29844[/C][/ROW]
[ROW][C]32[/C][C]-0.105668[/C][C]-0.8253[/C][C]0.206211[/C][/ROW]
[ROW][C]33[/C][C]-0.105853[/C][C]-0.8267[/C][C]0.205804[/C][/ROW]
[ROW][C]34[/C][C]-0.056384[/C][C]-0.4404[/C][C]0.330612[/C][/ROW]
[ROW][C]35[/C][C]-0.076994[/C][C]-0.6013[/C][C]0.274919[/C][/ROW]
[ROW][C]36[/C][C]0.005459[/C][C]0.0426[/C][C]0.483065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64189&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64189&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
10.6522315.09412e-06
20.2568822.00630.024631
30.3499522.73320.004098
4-0.134715-1.05220.148438
5-0.007375-0.05760.477126
6-0.051366-0.40120.344845
7-0.24518-1.91490.030098
80.0386960.30220.381753
9-0.069992-0.54670.293304
10-0.132565-1.03540.152293
110.1607321.25540.107069
120.2871362.24260.014284
13-0.25063-1.95750.027435
14-0.191459-1.49530.06999
15-0.070207-0.54830.292731
160.2547321.98950.025566
17-0.019436-0.15180.439924
180.0051840.04050.483918
190.0863040.67410.251412
20-0.061408-0.47960.316609
21-0.235242-1.83730.035519
220.1312311.02490.154718
23-0.061946-0.48380.315124
24-0.006599-0.05150.479533
250.0323460.25260.400701
26-0.148469-1.15960.125369
270.067120.52420.30101
28-0.011932-0.09320.463029
290.0062470.04880.480623
30-0.013378-0.10450.458565
31-0.068074-0.53170.29844
32-0.105668-0.82530.206211
33-0.105853-0.82670.205804
34-0.056384-0.44040.330612
35-0.076994-0.60130.274919
360.0054590.04260.483065


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')