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 computationSat, 26 Dec 2009 11:46:56 -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/26/t1261853306erg5txge511es5w.htm/, Retrieved Sun, 28 Apr 2024 19:06:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70769, Retrieved Sun, 28 Apr 2024 19:06:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact149

Tree of Dependent Computations

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]
-    D        [(Partial) Autocorrelation Function] [paper ind pr ACF 3] [2009-12-23 19:46:01] [af8eb90b4bf1bcfcc4325c143dbee260]
-   PD            [(Partial) Autocorrelation Function] [paper] [2009-12-26 18:46:56] [ac4f1d4b47349b2602192853b2bc5b72] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3

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=70769&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=70769&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70769&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
1-0.705762-4.78679e-06
20.1783731.20980.116271
30.1534921.0410.15165
4-0.20215-1.37110.088506
50.0699230.47420.318786
60.0859960.58330.281286
7-0.129605-0.8790.191978
80.0256490.1740.431331
90.1206980.81860.208614
10-0.18345-1.24420.109861
110.1397240.94770.174129
12-0.065581-0.44480.329278
130.03630.24620.403312
14-0.070221-0.47630.318071
150.1309690.88830.189508
16-0.142219-0.96460.1699
170.0581690.39450.34751
180.0646320.43840.33159
19-0.123328-0.83650.203613
200.0583190.39550.347137
210.1209710.82050.208092
22-0.325299-2.20630.016198
230.4024742.72970.004476
24-0.273679-1.85620.03492
250.039440.26750.395142
260.1136780.7710.222324
27-0.113885-0.77240.221912
280.0303580.20590.41889
290.0316920.21490.415381
30-0.016201-0.10990.456491
31-0.058856-0.39920.345803
320.1319140.89470.187806
33-0.152512-1.03440.153181
340.1220390.82770.206055
35-0.090582-0.61440.271004
360.0574220.38950.349368

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.705762 & -4.7867 & 9e-06 \tabularnewline
2 & 0.178373 & 1.2098 & 0.116271 \tabularnewline
3 & 0.153492 & 1.041 & 0.15165 \tabularnewline
4 & -0.20215 & -1.3711 & 0.088506 \tabularnewline
5 & 0.069923 & 0.4742 & 0.318786 \tabularnewline
6 & 0.085996 & 0.5833 & 0.281286 \tabularnewline
7 & -0.129605 & -0.879 & 0.191978 \tabularnewline
8 & 0.025649 & 0.174 & 0.431331 \tabularnewline
9 & 0.120698 & 0.8186 & 0.208614 \tabularnewline
10 & -0.18345 & -1.2442 & 0.109861 \tabularnewline
11 & 0.139724 & 0.9477 & 0.174129 \tabularnewline
12 & -0.065581 & -0.4448 & 0.329278 \tabularnewline
13 & 0.0363 & 0.2462 & 0.403312 \tabularnewline
14 & -0.070221 & -0.4763 & 0.318071 \tabularnewline
15 & 0.130969 & 0.8883 & 0.189508 \tabularnewline
16 & -0.142219 & -0.9646 & 0.1699 \tabularnewline
17 & 0.058169 & 0.3945 & 0.34751 \tabularnewline
18 & 0.064632 & 0.4384 & 0.33159 \tabularnewline
19 & -0.123328 & -0.8365 & 0.203613 \tabularnewline
20 & 0.058319 & 0.3955 & 0.347137 \tabularnewline
21 & 0.120971 & 0.8205 & 0.208092 \tabularnewline
22 & -0.325299 & -2.2063 & 0.016198 \tabularnewline
23 & 0.402474 & 2.7297 & 0.004476 \tabularnewline
24 & -0.273679 & -1.8562 & 0.03492 \tabularnewline
25 & 0.03944 & 0.2675 & 0.395142 \tabularnewline
26 & 0.113678 & 0.771 & 0.222324 \tabularnewline
27 & -0.113885 & -0.7724 & 0.221912 \tabularnewline
28 & 0.030358 & 0.2059 & 0.41889 \tabularnewline
29 & 0.031692 & 0.2149 & 0.415381 \tabularnewline
30 & -0.016201 & -0.1099 & 0.456491 \tabularnewline
31 & -0.058856 & -0.3992 & 0.345803 \tabularnewline
32 & 0.131914 & 0.8947 & 0.187806 \tabularnewline
33 & -0.152512 & -1.0344 & 0.153181 \tabularnewline
34 & 0.122039 & 0.8277 & 0.206055 \tabularnewline
35 & -0.090582 & -0.6144 & 0.271004 \tabularnewline
36 & 0.057422 & 0.3895 & 0.349368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70769&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]-0.705762[/C][C]-4.7867[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.178373[/C][C]1.2098[/C][C]0.116271[/C][/ROW]
[ROW][C]3[/C][C]0.153492[/C][C]1.041[/C][C]0.15165[/C][/ROW]
[ROW][C]4[/C][C]-0.20215[/C][C]-1.3711[/C][C]0.088506[/C][/ROW]
[ROW][C]5[/C][C]0.069923[/C][C]0.4742[/C][C]0.318786[/C][/ROW]
[ROW][C]6[/C][C]0.085996[/C][C]0.5833[/C][C]0.281286[/C][/ROW]
[ROW][C]7[/C][C]-0.129605[/C][C]-0.879[/C][C]0.191978[/C][/ROW]
[ROW][C]8[/C][C]0.025649[/C][C]0.174[/C][C]0.431331[/C][/ROW]
[ROW][C]9[/C][C]0.120698[/C][C]0.8186[/C][C]0.208614[/C][/ROW]
[ROW][C]10[/C][C]-0.18345[/C][C]-1.2442[/C][C]0.109861[/C][/ROW]
[ROW][C]11[/C][C]0.139724[/C][C]0.9477[/C][C]0.174129[/C][/ROW]
[ROW][C]12[/C][C]-0.065581[/C][C]-0.4448[/C][C]0.329278[/C][/ROW]
[ROW][C]13[/C][C]0.0363[/C][C]0.2462[/C][C]0.403312[/C][/ROW]
[ROW][C]14[/C][C]-0.070221[/C][C]-0.4763[/C][C]0.318071[/C][/ROW]
[ROW][C]15[/C][C]0.130969[/C][C]0.8883[/C][C]0.189508[/C][/ROW]
[ROW][C]16[/C][C]-0.142219[/C][C]-0.9646[/C][C]0.1699[/C][/ROW]
[ROW][C]17[/C][C]0.058169[/C][C]0.3945[/C][C]0.34751[/C][/ROW]
[ROW][C]18[/C][C]0.064632[/C][C]0.4384[/C][C]0.33159[/C][/ROW]
[ROW][C]19[/C][C]-0.123328[/C][C]-0.8365[/C][C]0.203613[/C][/ROW]
[ROW][C]20[/C][C]0.058319[/C][C]0.3955[/C][C]0.347137[/C][/ROW]
[ROW][C]21[/C][C]0.120971[/C][C]0.8205[/C][C]0.208092[/C][/ROW]
[ROW][C]22[/C][C]-0.325299[/C][C]-2.2063[/C][C]0.016198[/C][/ROW]
[ROW][C]23[/C][C]0.402474[/C][C]2.7297[/C][C]0.004476[/C][/ROW]
[ROW][C]24[/C][C]-0.273679[/C][C]-1.8562[/C][C]0.03492[/C][/ROW]
[ROW][C]25[/C][C]0.03944[/C][C]0.2675[/C][C]0.395142[/C][/ROW]
[ROW][C]26[/C][C]0.113678[/C][C]0.771[/C][C]0.222324[/C][/ROW]
[ROW][C]27[/C][C]-0.113885[/C][C]-0.7724[/C][C]0.221912[/C][/ROW]
[ROW][C]28[/C][C]0.030358[/C][C]0.2059[/C][C]0.41889[/C][/ROW]
[ROW][C]29[/C][C]0.031692[/C][C]0.2149[/C][C]0.415381[/C][/ROW]
[ROW][C]30[/C][C]-0.016201[/C][C]-0.1099[/C][C]0.456491[/C][/ROW]
[ROW][C]31[/C][C]-0.058856[/C][C]-0.3992[/C][C]0.345803[/C][/ROW]
[ROW][C]32[/C][C]0.131914[/C][C]0.8947[/C][C]0.187806[/C][/ROW]
[ROW][C]33[/C][C]-0.152512[/C][C]-1.0344[/C][C]0.153181[/C][/ROW]
[ROW][C]34[/C][C]0.122039[/C][C]0.8277[/C][C]0.206055[/C][/ROW]
[ROW][C]35[/C][C]-0.090582[/C][C]-0.6144[/C][C]0.271004[/C][/ROW]
[ROW][C]36[/C][C]0.057422[/C][C]0.3895[/C][C]0.349368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70769&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70769&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
1-0.705762-4.78679e-06
20.1783731.20980.116271
30.1534921.0410.15165
4-0.20215-1.37110.088506
50.0699230.47420.318786
60.0859960.58330.281286
7-0.129605-0.8790.191978
80.0256490.1740.431331
90.1206980.81860.208614
10-0.18345-1.24420.109861
110.1397240.94770.174129
12-0.065581-0.44480.329278
130.03630.24620.403312
14-0.070221-0.47630.318071
150.1309690.88830.189508
16-0.142219-0.96460.1699
170.0581690.39450.34751
180.0646320.43840.33159
19-0.123328-0.83650.203613
200.0583190.39550.347137
210.1209710.82050.208092
22-0.325299-2.20630.016198
230.4024742.72970.004476
24-0.273679-1.85620.03492
250.039440.26750.395142
260.1136780.7710.222324
27-0.113885-0.77240.221912
280.0303580.20590.41889
290.0316920.21490.415381
30-0.016201-0.10990.456491
31-0.058856-0.39920.345803
320.1319140.89470.187806
33-0.152512-1.03440.153181
340.1220390.82770.206055
35-0.090582-0.61440.271004
360.0574220.38950.349368






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.705762-4.78679e-06
2-0.637035-4.32064.1e-05
3-0.30185-2.04720.023185
4-0.119888-0.81310.21017
5-0.158417-1.07440.144116
6-0.027887-0.18910.425407
70.0553750.37560.35448
8-0.109594-0.74330.230539
9-0.005985-0.04060.483899
10-0.023458-0.15910.437142
110.0200290.13580.446269
12-0.07641-0.51820.303387
130.0488320.33120.371001
14-0.072959-0.49480.311538
150.0427950.29030.386464
160.0374530.2540.400307
17-0.056699-0.38460.351171
18-0.004399-0.02980.488164
190.0215140.14590.442313
20-0.111943-0.75920.225792
210.2023691.37250.088277
22-0.188421-1.27790.103842
230.0434260.29450.384839
240.0001077e-040.499712
250.0243430.16510.434794
26-0.072296-0.49030.313114
27-0.017195-0.11660.453833
280.0065550.04450.482366
29-0.034163-0.23170.408897
30-0.005596-0.0380.484945
310.0162120.110.456462
32-0.004299-0.02920.488432
33-0.012338-0.08370.466837
340.0020260.01370.494549
35-0.030706-0.20830.417973
36-0.16039-1.08780.141172

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.705762 & -4.7867 & 9e-06 \tabularnewline
2 & -0.637035 & -4.3206 & 4.1e-05 \tabularnewline
3 & -0.30185 & -2.0472 & 0.023185 \tabularnewline
4 & -0.119888 & -0.8131 & 0.21017 \tabularnewline
5 & -0.158417 & -1.0744 & 0.144116 \tabularnewline
6 & -0.027887 & -0.1891 & 0.425407 \tabularnewline
7 & 0.055375 & 0.3756 & 0.35448 \tabularnewline
8 & -0.109594 & -0.7433 & 0.230539 \tabularnewline
9 & -0.005985 & -0.0406 & 0.483899 \tabularnewline
10 & -0.023458 & -0.1591 & 0.437142 \tabularnewline
11 & 0.020029 & 0.1358 & 0.446269 \tabularnewline
12 & -0.07641 & -0.5182 & 0.303387 \tabularnewline
13 & 0.048832 & 0.3312 & 0.371001 \tabularnewline
14 & -0.072959 & -0.4948 & 0.311538 \tabularnewline
15 & 0.042795 & 0.2903 & 0.386464 \tabularnewline
16 & 0.037453 & 0.254 & 0.400307 \tabularnewline
17 & -0.056699 & -0.3846 & 0.351171 \tabularnewline
18 & -0.004399 & -0.0298 & 0.488164 \tabularnewline
19 & 0.021514 & 0.1459 & 0.442313 \tabularnewline
20 & -0.111943 & -0.7592 & 0.225792 \tabularnewline
21 & 0.202369 & 1.3725 & 0.088277 \tabularnewline
22 & -0.188421 & -1.2779 & 0.103842 \tabularnewline
23 & 0.043426 & 0.2945 & 0.384839 \tabularnewline
24 & 0.000107 & 7e-04 & 0.499712 \tabularnewline
25 & 0.024343 & 0.1651 & 0.434794 \tabularnewline
26 & -0.072296 & -0.4903 & 0.313114 \tabularnewline
27 & -0.017195 & -0.1166 & 0.453833 \tabularnewline
28 & 0.006555 & 0.0445 & 0.482366 \tabularnewline
29 & -0.034163 & -0.2317 & 0.408897 \tabularnewline
30 & -0.005596 & -0.038 & 0.484945 \tabularnewline
31 & 0.016212 & 0.11 & 0.456462 \tabularnewline
32 & -0.004299 & -0.0292 & 0.488432 \tabularnewline
33 & -0.012338 & -0.0837 & 0.466837 \tabularnewline
34 & 0.002026 & 0.0137 & 0.494549 \tabularnewline
35 & -0.030706 & -0.2083 & 0.417973 \tabularnewline
36 & -0.16039 & -1.0878 & 0.141172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70769&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]-0.705762[/C][C]-4.7867[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.637035[/C][C]-4.3206[/C][C]4.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.30185[/C][C]-2.0472[/C][C]0.023185[/C][/ROW]
[ROW][C]4[/C][C]-0.119888[/C][C]-0.8131[/C][C]0.21017[/C][/ROW]
[ROW][C]5[/C][C]-0.158417[/C][C]-1.0744[/C][C]0.144116[/C][/ROW]
[ROW][C]6[/C][C]-0.027887[/C][C]-0.1891[/C][C]0.425407[/C][/ROW]
[ROW][C]7[/C][C]0.055375[/C][C]0.3756[/C][C]0.35448[/C][/ROW]
[ROW][C]8[/C][C]-0.109594[/C][C]-0.7433[/C][C]0.230539[/C][/ROW]
[ROW][C]9[/C][C]-0.005985[/C][C]-0.0406[/C][C]0.483899[/C][/ROW]
[ROW][C]10[/C][C]-0.023458[/C][C]-0.1591[/C][C]0.437142[/C][/ROW]
[ROW][C]11[/C][C]0.020029[/C][C]0.1358[/C][C]0.446269[/C][/ROW]
[ROW][C]12[/C][C]-0.07641[/C][C]-0.5182[/C][C]0.303387[/C][/ROW]
[ROW][C]13[/C][C]0.048832[/C][C]0.3312[/C][C]0.371001[/C][/ROW]
[ROW][C]14[/C][C]-0.072959[/C][C]-0.4948[/C][C]0.311538[/C][/ROW]
[ROW][C]15[/C][C]0.042795[/C][C]0.2903[/C][C]0.386464[/C][/ROW]
[ROW][C]16[/C][C]0.037453[/C][C]0.254[/C][C]0.400307[/C][/ROW]
[ROW][C]17[/C][C]-0.056699[/C][C]-0.3846[/C][C]0.351171[/C][/ROW]
[ROW][C]18[/C][C]-0.004399[/C][C]-0.0298[/C][C]0.488164[/C][/ROW]
[ROW][C]19[/C][C]0.021514[/C][C]0.1459[/C][C]0.442313[/C][/ROW]
[ROW][C]20[/C][C]-0.111943[/C][C]-0.7592[/C][C]0.225792[/C][/ROW]
[ROW][C]21[/C][C]0.202369[/C][C]1.3725[/C][C]0.088277[/C][/ROW]
[ROW][C]22[/C][C]-0.188421[/C][C]-1.2779[/C][C]0.103842[/C][/ROW]
[ROW][C]23[/C][C]0.043426[/C][C]0.2945[/C][C]0.384839[/C][/ROW]
[ROW][C]24[/C][C]0.000107[/C][C]7e-04[/C][C]0.499712[/C][/ROW]
[ROW][C]25[/C][C]0.024343[/C][C]0.1651[/C][C]0.434794[/C][/ROW]
[ROW][C]26[/C][C]-0.072296[/C][C]-0.4903[/C][C]0.313114[/C][/ROW]
[ROW][C]27[/C][C]-0.017195[/C][C]-0.1166[/C][C]0.453833[/C][/ROW]
[ROW][C]28[/C][C]0.006555[/C][C]0.0445[/C][C]0.482366[/C][/ROW]
[ROW][C]29[/C][C]-0.034163[/C][C]-0.2317[/C][C]0.408897[/C][/ROW]
[ROW][C]30[/C][C]-0.005596[/C][C]-0.038[/C][C]0.484945[/C][/ROW]
[ROW][C]31[/C][C]0.016212[/C][C]0.11[/C][C]0.456462[/C][/ROW]
[ROW][C]32[/C][C]-0.004299[/C][C]-0.0292[/C][C]0.488432[/C][/ROW]
[ROW][C]33[/C][C]-0.012338[/C][C]-0.0837[/C][C]0.466837[/C][/ROW]
[ROW][C]34[/C][C]0.002026[/C][C]0.0137[/C][C]0.494549[/C][/ROW]
[ROW][C]35[/C][C]-0.030706[/C][C]-0.2083[/C][C]0.417973[/C][/ROW]
[ROW][C]36[/C][C]-0.16039[/C][C]-1.0878[/C][C]0.141172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70769&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70769&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
1-0.705762-4.78679e-06
2-0.637035-4.32064.1e-05
3-0.30185-2.04720.023185
4-0.119888-0.81310.21017
5-0.158417-1.07440.144116
6-0.027887-0.18910.425407
70.0553750.37560.35448
8-0.109594-0.74330.230539
9-0.005985-0.04060.483899
10-0.023458-0.15910.437142
110.0200290.13580.446269
12-0.07641-0.51820.303387
130.0488320.33120.371001
14-0.072959-0.49480.311538
150.0427950.29030.386464
160.0374530.2540.400307
17-0.056699-0.38460.351171
18-0.004399-0.02980.488164
190.0215140.14590.442313
20-0.111943-0.75920.225792
210.2023691.37250.088277
22-0.188421-1.27790.103842
230.0434260.29450.384839
240.0001077e-040.499712
250.0243430.16510.434794
26-0.072296-0.49030.313114
27-0.017195-0.11660.453833
280.0065550.04450.482366
29-0.034163-0.23170.408897
30-0.005596-0.0380.484945
310.0162120.110.456462
32-0.004299-0.02920.488432
33-0.012338-0.08370.466837
340.0020260.01370.494549
35-0.030706-0.20830.417973
36-0.16039-1.08780.141172


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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')