FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationTue, 15 Dec 2009 08:22:15 -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/15/t1260890625zho61us2ysb0hze.htm/, Retrieved Wed, 08 May 2024 21:58:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67971, Retrieved Wed, 08 May 2024 21:58:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [autocorrelatie bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
-  MPD    [(Partial) Autocorrelation Function] [] [2009-12-15 15:22:15] [5858ea01c9bd81debbf921a11363ad90] [Current]
-   PD      [(Partial) Autocorrelation Function] [paper] [2010-12-24 13:19:31] [960f506a46b790b06fab7ca57984a121]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45
1862.83
1905.41
1810.99
1670.07
1864.44
2052.02
2029.6
2070.83
2293.41
2443.27
2513.17
2466.92

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=67971&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=67971&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67971&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
10.2956632.47370.007901
20.1012160.84680.199987
30.2280241.90780.030261
40.2427612.03110.023023
50.2617342.18980.015936
6-0.016128-0.13490.446524
7-0.029644-0.2480.402424
80.1557411.3030.098419
90.045420.380.352543
10-0.130654-1.09310.139041
110.1389991.16290.1244
120.0149680.12520.45035
13-0.01659-0.13880.445001
140.0837380.70060.242936
15-0.024365-0.20390.419531
160.0748690.62640.266545
17-0.10138-0.84820.199606
18-0.166839-1.39590.083582
190.0083070.06950.472393
20-0.098727-0.8260.205803
21-0.161856-1.35420.090017
22-0.144767-1.21120.114945
23-0.117356-0.98190.164773
24-0.084913-0.71040.239899
25-0.027011-0.2260.410934
26-0.101536-0.84950.199247
27-0.012629-0.10570.458076
280.0620330.5190.302697
29-0.018317-0.15330.43932
30-0.022895-0.19160.424323
31-0.059443-0.49730.310255
32-0.019558-0.16360.435247
33-0.05901-0.49370.311526
34-0.089275-0.74690.228803
35-0.141465-1.18360.120292
36-0.043279-0.36210.359186

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.295663 & 2.4737 & 0.007901 \tabularnewline
2 & 0.101216 & 0.8468 & 0.199987 \tabularnewline
3 & 0.228024 & 1.9078 & 0.030261 \tabularnewline
4 & 0.242761 & 2.0311 & 0.023023 \tabularnewline
5 & 0.261734 & 2.1898 & 0.015936 \tabularnewline
6 & -0.016128 & -0.1349 & 0.446524 \tabularnewline
7 & -0.029644 & -0.248 & 0.402424 \tabularnewline
8 & 0.155741 & 1.303 & 0.098419 \tabularnewline
9 & 0.04542 & 0.38 & 0.352543 \tabularnewline
10 & -0.130654 & -1.0931 & 0.139041 \tabularnewline
11 & 0.138999 & 1.1629 & 0.1244 \tabularnewline
12 & 0.014968 & 0.1252 & 0.45035 \tabularnewline
13 & -0.01659 & -0.1388 & 0.445001 \tabularnewline
14 & 0.083738 & 0.7006 & 0.242936 \tabularnewline
15 & -0.024365 & -0.2039 & 0.419531 \tabularnewline
16 & 0.074869 & 0.6264 & 0.266545 \tabularnewline
17 & -0.10138 & -0.8482 & 0.199606 \tabularnewline
18 & -0.166839 & -1.3959 & 0.083582 \tabularnewline
19 & 0.008307 & 0.0695 & 0.472393 \tabularnewline
20 & -0.098727 & -0.826 & 0.205803 \tabularnewline
21 & -0.161856 & -1.3542 & 0.090017 \tabularnewline
22 & -0.144767 & -1.2112 & 0.114945 \tabularnewline
23 & -0.117356 & -0.9819 & 0.164773 \tabularnewline
24 & -0.084913 & -0.7104 & 0.239899 \tabularnewline
25 & -0.027011 & -0.226 & 0.410934 \tabularnewline
26 & -0.101536 & -0.8495 & 0.199247 \tabularnewline
27 & -0.012629 & -0.1057 & 0.458076 \tabularnewline
28 & 0.062033 & 0.519 & 0.302697 \tabularnewline
29 & -0.018317 & -0.1533 & 0.43932 \tabularnewline
30 & -0.022895 & -0.1916 & 0.424323 \tabularnewline
31 & -0.059443 & -0.4973 & 0.310255 \tabularnewline
32 & -0.019558 & -0.1636 & 0.435247 \tabularnewline
33 & -0.05901 & -0.4937 & 0.311526 \tabularnewline
34 & -0.089275 & -0.7469 & 0.228803 \tabularnewline
35 & -0.141465 & -1.1836 & 0.120292 \tabularnewline
36 & -0.043279 & -0.3621 & 0.359186 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67971&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]0.295663[/C][C]2.4737[/C][C]0.007901[/C][/ROW]
[ROW][C]2[/C][C]0.101216[/C][C]0.8468[/C][C]0.199987[/C][/ROW]
[ROW][C]3[/C][C]0.228024[/C][C]1.9078[/C][C]0.030261[/C][/ROW]
[ROW][C]4[/C][C]0.242761[/C][C]2.0311[/C][C]0.023023[/C][/ROW]
[ROW][C]5[/C][C]0.261734[/C][C]2.1898[/C][C]0.015936[/C][/ROW]
[ROW][C]6[/C][C]-0.016128[/C][C]-0.1349[/C][C]0.446524[/C][/ROW]
[ROW][C]7[/C][C]-0.029644[/C][C]-0.248[/C][C]0.402424[/C][/ROW]
[ROW][C]8[/C][C]0.155741[/C][C]1.303[/C][C]0.098419[/C][/ROW]
[ROW][C]9[/C][C]0.04542[/C][C]0.38[/C][C]0.352543[/C][/ROW]
[ROW][C]10[/C][C]-0.130654[/C][C]-1.0931[/C][C]0.139041[/C][/ROW]
[ROW][C]11[/C][C]0.138999[/C][C]1.1629[/C][C]0.1244[/C][/ROW]
[ROW][C]12[/C][C]0.014968[/C][C]0.1252[/C][C]0.45035[/C][/ROW]
[ROW][C]13[/C][C]-0.01659[/C][C]-0.1388[/C][C]0.445001[/C][/ROW]
[ROW][C]14[/C][C]0.083738[/C][C]0.7006[/C][C]0.242936[/C][/ROW]
[ROW][C]15[/C][C]-0.024365[/C][C]-0.2039[/C][C]0.419531[/C][/ROW]
[ROW][C]16[/C][C]0.074869[/C][C]0.6264[/C][C]0.266545[/C][/ROW]
[ROW][C]17[/C][C]-0.10138[/C][C]-0.8482[/C][C]0.199606[/C][/ROW]
[ROW][C]18[/C][C]-0.166839[/C][C]-1.3959[/C][C]0.083582[/C][/ROW]
[ROW][C]19[/C][C]0.008307[/C][C]0.0695[/C][C]0.472393[/C][/ROW]
[ROW][C]20[/C][C]-0.098727[/C][C]-0.826[/C][C]0.205803[/C][/ROW]
[ROW][C]21[/C][C]-0.161856[/C][C]-1.3542[/C][C]0.090017[/C][/ROW]
[ROW][C]22[/C][C]-0.144767[/C][C]-1.2112[/C][C]0.114945[/C][/ROW]
[ROW][C]23[/C][C]-0.117356[/C][C]-0.9819[/C][C]0.164773[/C][/ROW]
[ROW][C]24[/C][C]-0.084913[/C][C]-0.7104[/C][C]0.239899[/C][/ROW]
[ROW][C]25[/C][C]-0.027011[/C][C]-0.226[/C][C]0.410934[/C][/ROW]
[ROW][C]26[/C][C]-0.101536[/C][C]-0.8495[/C][C]0.199247[/C][/ROW]
[ROW][C]27[/C][C]-0.012629[/C][C]-0.1057[/C][C]0.458076[/C][/ROW]
[ROW][C]28[/C][C]0.062033[/C][C]0.519[/C][C]0.302697[/C][/ROW]
[ROW][C]29[/C][C]-0.018317[/C][C]-0.1533[/C][C]0.43932[/C][/ROW]
[ROW][C]30[/C][C]-0.022895[/C][C]-0.1916[/C][C]0.424323[/C][/ROW]
[ROW][C]31[/C][C]-0.059443[/C][C]-0.4973[/C][C]0.310255[/C][/ROW]
[ROW][C]32[/C][C]-0.019558[/C][C]-0.1636[/C][C]0.435247[/C][/ROW]
[ROW][C]33[/C][C]-0.05901[/C][C]-0.4937[/C][C]0.311526[/C][/ROW]
[ROW][C]34[/C][C]-0.089275[/C][C]-0.7469[/C][C]0.228803[/C][/ROW]
[ROW][C]35[/C][C]-0.141465[/C][C]-1.1836[/C][C]0.120292[/C][/ROW]
[ROW][C]36[/C][C]-0.043279[/C][C]-0.3621[/C][C]0.359186[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67971&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67971&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
10.2956632.47370.007901
20.1012160.84680.199987
30.2280241.90780.030261
40.2427612.03110.023023
50.2617342.18980.015936
6-0.016128-0.13490.446524
7-0.029644-0.2480.402424
80.1557411.3030.098419
90.045420.380.352543
10-0.130654-1.09310.139041
110.1389991.16290.1244
120.0149680.12520.45035
13-0.01659-0.13880.445001
140.0837380.70060.242936
15-0.024365-0.20390.419531
160.0748690.62640.266545
17-0.10138-0.84820.199606
18-0.166839-1.39590.083582
190.0083070.06950.472393
20-0.098727-0.8260.205803
21-0.161856-1.35420.090017
22-0.144767-1.21120.114945
23-0.117356-0.98190.164773
24-0.084913-0.71040.239899
25-0.027011-0.2260.410934
26-0.101536-0.84950.199247
27-0.012629-0.10570.458076
280.0620330.5190.302697
29-0.018317-0.15330.43932
30-0.022895-0.19160.424323
31-0.059443-0.49730.310255
32-0.019558-0.16360.435247
33-0.05901-0.49370.311526
34-0.089275-0.74690.228803
35-0.141465-1.18360.120292
36-0.043279-0.36210.359186






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2956632.47370.007901
20.0151210.12650.449843
30.2127191.77970.03973
40.1365431.14240.12859
50.1756721.46980.073051
6-0.196418-1.64340.052397
7-0.057522-0.48130.315916
80.0866070.72460.235556
9-0.05075-0.42460.336214
10-0.153371-1.28320.101829
110.2976342.49020.007572
12-0.140942-1.17920.121154
13-0.011635-0.09730.461367
140.1451851.21470.11428
15-0.057311-0.47950.316541
16-0.064732-0.54160.29491
17-0.108656-0.90910.183214
18-0.077715-0.65020.258842
19-0.039049-0.32670.372432
20-0.080181-0.67080.252263
210.0498570.41710.338929
22-0.118924-0.9950.161585
230.022280.18640.426333
240.0037760.03160.487444
250.0606010.5070.306867
26-0.003271-0.02740.489121
270.0160430.13420.446806
280.0943020.7890.216392
29-0.00558-0.04670.481447
30-0.141311-1.18230.120545
310.0384470.32170.374331
32-0.034168-0.28590.387909
33-0.128117-1.07190.143723
340.0311110.26030.397702
35-0.080393-0.67260.251703
360.0257360.21530.41507

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.295663 & 2.4737 & 0.007901 \tabularnewline
2 & 0.015121 & 0.1265 & 0.449843 \tabularnewline
3 & 0.212719 & 1.7797 & 0.03973 \tabularnewline
4 & 0.136543 & 1.1424 & 0.12859 \tabularnewline
5 & 0.175672 & 1.4698 & 0.073051 \tabularnewline
6 & -0.196418 & -1.6434 & 0.052397 \tabularnewline
7 & -0.057522 & -0.4813 & 0.315916 \tabularnewline
8 & 0.086607 & 0.7246 & 0.235556 \tabularnewline
9 & -0.05075 & -0.4246 & 0.336214 \tabularnewline
10 & -0.153371 & -1.2832 & 0.101829 \tabularnewline
11 & 0.297634 & 2.4902 & 0.007572 \tabularnewline
12 & -0.140942 & -1.1792 & 0.121154 \tabularnewline
13 & -0.011635 & -0.0973 & 0.461367 \tabularnewline
14 & 0.145185 & 1.2147 & 0.11428 \tabularnewline
15 & -0.057311 & -0.4795 & 0.316541 \tabularnewline
16 & -0.064732 & -0.5416 & 0.29491 \tabularnewline
17 & -0.108656 & -0.9091 & 0.183214 \tabularnewline
18 & -0.077715 & -0.6502 & 0.258842 \tabularnewline
19 & -0.039049 & -0.3267 & 0.372432 \tabularnewline
20 & -0.080181 & -0.6708 & 0.252263 \tabularnewline
21 & 0.049857 & 0.4171 & 0.338929 \tabularnewline
22 & -0.118924 & -0.995 & 0.161585 \tabularnewline
23 & 0.02228 & 0.1864 & 0.426333 \tabularnewline
24 & 0.003776 & 0.0316 & 0.487444 \tabularnewline
25 & 0.060601 & 0.507 & 0.306867 \tabularnewline
26 & -0.003271 & -0.0274 & 0.489121 \tabularnewline
27 & 0.016043 & 0.1342 & 0.446806 \tabularnewline
28 & 0.094302 & 0.789 & 0.216392 \tabularnewline
29 & -0.00558 & -0.0467 & 0.481447 \tabularnewline
30 & -0.141311 & -1.1823 & 0.120545 \tabularnewline
31 & 0.038447 & 0.3217 & 0.374331 \tabularnewline
32 & -0.034168 & -0.2859 & 0.387909 \tabularnewline
33 & -0.128117 & -1.0719 & 0.143723 \tabularnewline
34 & 0.031111 & 0.2603 & 0.397702 \tabularnewline
35 & -0.080393 & -0.6726 & 0.251703 \tabularnewline
36 & 0.025736 & 0.2153 & 0.41507 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67971&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]0.295663[/C][C]2.4737[/C][C]0.007901[/C][/ROW]
[ROW][C]2[/C][C]0.015121[/C][C]0.1265[/C][C]0.449843[/C][/ROW]
[ROW][C]3[/C][C]0.212719[/C][C]1.7797[/C][C]0.03973[/C][/ROW]
[ROW][C]4[/C][C]0.136543[/C][C]1.1424[/C][C]0.12859[/C][/ROW]
[ROW][C]5[/C][C]0.175672[/C][C]1.4698[/C][C]0.073051[/C][/ROW]
[ROW][C]6[/C][C]-0.196418[/C][C]-1.6434[/C][C]0.052397[/C][/ROW]
[ROW][C]7[/C][C]-0.057522[/C][C]-0.4813[/C][C]0.315916[/C][/ROW]
[ROW][C]8[/C][C]0.086607[/C][C]0.7246[/C][C]0.235556[/C][/ROW]
[ROW][C]9[/C][C]-0.05075[/C][C]-0.4246[/C][C]0.336214[/C][/ROW]
[ROW][C]10[/C][C]-0.153371[/C][C]-1.2832[/C][C]0.101829[/C][/ROW]
[ROW][C]11[/C][C]0.297634[/C][C]2.4902[/C][C]0.007572[/C][/ROW]
[ROW][C]12[/C][C]-0.140942[/C][C]-1.1792[/C][C]0.121154[/C][/ROW]
[ROW][C]13[/C][C]-0.011635[/C][C]-0.0973[/C][C]0.461367[/C][/ROW]
[ROW][C]14[/C][C]0.145185[/C][C]1.2147[/C][C]0.11428[/C][/ROW]
[ROW][C]15[/C][C]-0.057311[/C][C]-0.4795[/C][C]0.316541[/C][/ROW]
[ROW][C]16[/C][C]-0.064732[/C][C]-0.5416[/C][C]0.29491[/C][/ROW]
[ROW][C]17[/C][C]-0.108656[/C][C]-0.9091[/C][C]0.183214[/C][/ROW]
[ROW][C]18[/C][C]-0.077715[/C][C]-0.6502[/C][C]0.258842[/C][/ROW]
[ROW][C]19[/C][C]-0.039049[/C][C]-0.3267[/C][C]0.372432[/C][/ROW]
[ROW][C]20[/C][C]-0.080181[/C][C]-0.6708[/C][C]0.252263[/C][/ROW]
[ROW][C]21[/C][C]0.049857[/C][C]0.4171[/C][C]0.338929[/C][/ROW]
[ROW][C]22[/C][C]-0.118924[/C][C]-0.995[/C][C]0.161585[/C][/ROW]
[ROW][C]23[/C][C]0.02228[/C][C]0.1864[/C][C]0.426333[/C][/ROW]
[ROW][C]24[/C][C]0.003776[/C][C]0.0316[/C][C]0.487444[/C][/ROW]
[ROW][C]25[/C][C]0.060601[/C][C]0.507[/C][C]0.306867[/C][/ROW]
[ROW][C]26[/C][C]-0.003271[/C][C]-0.0274[/C][C]0.489121[/C][/ROW]
[ROW][C]27[/C][C]0.016043[/C][C]0.1342[/C][C]0.446806[/C][/ROW]
[ROW][C]28[/C][C]0.094302[/C][C]0.789[/C][C]0.216392[/C][/ROW]
[ROW][C]29[/C][C]-0.00558[/C][C]-0.0467[/C][C]0.481447[/C][/ROW]
[ROW][C]30[/C][C]-0.141311[/C][C]-1.1823[/C][C]0.120545[/C][/ROW]
[ROW][C]31[/C][C]0.038447[/C][C]0.3217[/C][C]0.374331[/C][/ROW]
[ROW][C]32[/C][C]-0.034168[/C][C]-0.2859[/C][C]0.387909[/C][/ROW]
[ROW][C]33[/C][C]-0.128117[/C][C]-1.0719[/C][C]0.143723[/C][/ROW]
[ROW][C]34[/C][C]0.031111[/C][C]0.2603[/C][C]0.397702[/C][/ROW]
[ROW][C]35[/C][C]-0.080393[/C][C]-0.6726[/C][C]0.251703[/C][/ROW]
[ROW][C]36[/C][C]0.025736[/C][C]0.2153[/C][C]0.41507[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67971&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67971&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
10.2956632.47370.007901
20.0151210.12650.449843
30.2127191.77970.03973
40.1365431.14240.12859
50.1756721.46980.073051
6-0.196418-1.64340.052397
7-0.057522-0.48130.315916
80.0866070.72460.235556
9-0.05075-0.42460.336214
10-0.153371-1.28320.101829
110.2976342.49020.007572
12-0.140942-1.17920.121154
13-0.011635-0.09730.461367
140.1451851.21470.11428
15-0.057311-0.47950.316541
16-0.064732-0.54160.29491
17-0.108656-0.90910.183214
18-0.077715-0.65020.258842
19-0.039049-0.32670.372432
20-0.080181-0.67080.252263
210.0498570.41710.338929
22-0.118924-0.9950.161585
230.022280.18640.426333
240.0037760.03160.487444
250.0606010.5070.306867
26-0.003271-0.02740.489121
270.0160430.13420.446806
280.0943020.7890.216392
29-0.00558-0.04670.481447
30-0.141311-1.18230.120545
310.0384470.32170.374331
32-0.034168-0.28590.387909
33-0.128117-1.07190.143723
340.0311110.26030.397702
35-0.080393-0.67260.251703
360.0257360.21530.41507


Figures (Output of Computation)

Input Parameters & R Code

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