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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 computationTue, 24 Nov 2009 11:11:26 -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/Nov/24/t1259086317lken98hgq3o83yh.htm/, Retrieved Thu, 05 Dec 2024 23:06:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59197, Retrieved Thu, 05 Dec 2024 23:06:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact234
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] [] [2009-11-24 18:11:26] [508aab72d879399b4187e5fcd8f7c773] [Current]
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Dataseries X:
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9




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=59197&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=59197&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59197&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
10.5465033.74660.000245
2-0.129773-0.88970.189085
3-0.536021-3.67480.000305
4-0.52773-3.61790.000362
5-0.129776-0.88970.18908
60.1899131.3020.099635
70.221061.51550.06817
80.0870330.59670.276796
9-0.102711-0.70420.242407
10-0.090252-0.61870.269538
110.027190.18640.426465
120.0684280.46910.320577
130.0787810.54010.295842
140.0210890.14460.442831
15-0.059196-0.40580.343355
16-0.038753-0.26570.395824
17-0.032656-0.22390.411911
18-0.028709-0.19680.42241
19-0.018575-0.12730.449605
200.0329290.22570.411188
210.0516170.35390.362511
22-0.03911-0.26810.394889
23-0.109261-0.74910.228779
24-0.115535-0.79210.21615
25-0.022792-0.15630.43825
260.1009230.69190.246203
270.0763110.52320.301661
28-0.055699-0.38190.352147
29-0.140415-0.96260.170329
30-0.084919-0.58220.281616
310.1211870.83080.205139
320.2839041.94640.028802
330.2139291.46660.074569
34-0.0314-0.21530.415246
35-0.320029-2.1940.016607
36-0.388074-2.66050.00532

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.546503 & 3.7466 & 0.000245 \tabularnewline
2 & -0.129773 & -0.8897 & 0.189085 \tabularnewline
3 & -0.536021 & -3.6748 & 0.000305 \tabularnewline
4 & -0.52773 & -3.6179 & 0.000362 \tabularnewline
5 & -0.129776 & -0.8897 & 0.18908 \tabularnewline
6 & 0.189913 & 1.302 & 0.099635 \tabularnewline
7 & 0.22106 & 1.5155 & 0.06817 \tabularnewline
8 & 0.087033 & 0.5967 & 0.276796 \tabularnewline
9 & -0.102711 & -0.7042 & 0.242407 \tabularnewline
10 & -0.090252 & -0.6187 & 0.269538 \tabularnewline
11 & 0.02719 & 0.1864 & 0.426465 \tabularnewline
12 & 0.068428 & 0.4691 & 0.320577 \tabularnewline
13 & 0.078781 & 0.5401 & 0.295842 \tabularnewline
14 & 0.021089 & 0.1446 & 0.442831 \tabularnewline
15 & -0.059196 & -0.4058 & 0.343355 \tabularnewline
16 & -0.038753 & -0.2657 & 0.395824 \tabularnewline
17 & -0.032656 & -0.2239 & 0.411911 \tabularnewline
18 & -0.028709 & -0.1968 & 0.42241 \tabularnewline
19 & -0.018575 & -0.1273 & 0.449605 \tabularnewline
20 & 0.032929 & 0.2257 & 0.411188 \tabularnewline
21 & 0.051617 & 0.3539 & 0.362511 \tabularnewline
22 & -0.03911 & -0.2681 & 0.394889 \tabularnewline
23 & -0.109261 & -0.7491 & 0.228779 \tabularnewline
24 & -0.115535 & -0.7921 & 0.21615 \tabularnewline
25 & -0.022792 & -0.1563 & 0.43825 \tabularnewline
26 & 0.100923 & 0.6919 & 0.246203 \tabularnewline
27 & 0.076311 & 0.5232 & 0.301661 \tabularnewline
28 & -0.055699 & -0.3819 & 0.352147 \tabularnewline
29 & -0.140415 & -0.9626 & 0.170329 \tabularnewline
30 & -0.084919 & -0.5822 & 0.281616 \tabularnewline
31 & 0.121187 & 0.8308 & 0.205139 \tabularnewline
32 & 0.283904 & 1.9464 & 0.028802 \tabularnewline
33 & 0.213929 & 1.4666 & 0.074569 \tabularnewline
34 & -0.0314 & -0.2153 & 0.415246 \tabularnewline
35 & -0.320029 & -2.194 & 0.016607 \tabularnewline
36 & -0.388074 & -2.6605 & 0.00532 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59197&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]0.546503[/C][C]3.7466[/C][C]0.000245[/C][/ROW]
[ROW][C]2[/C][C]-0.129773[/C][C]-0.8897[/C][C]0.189085[/C][/ROW]
[ROW][C]3[/C][C]-0.536021[/C][C]-3.6748[/C][C]0.000305[/C][/ROW]
[ROW][C]4[/C][C]-0.52773[/C][C]-3.6179[/C][C]0.000362[/C][/ROW]
[ROW][C]5[/C][C]-0.129776[/C][C]-0.8897[/C][C]0.18908[/C][/ROW]
[ROW][C]6[/C][C]0.189913[/C][C]1.302[/C][C]0.099635[/C][/ROW]
[ROW][C]7[/C][C]0.22106[/C][C]1.5155[/C][C]0.06817[/C][/ROW]
[ROW][C]8[/C][C]0.087033[/C][C]0.5967[/C][C]0.276796[/C][/ROW]
[ROW][C]9[/C][C]-0.102711[/C][C]-0.7042[/C][C]0.242407[/C][/ROW]
[ROW][C]10[/C][C]-0.090252[/C][C]-0.6187[/C][C]0.269538[/C][/ROW]
[ROW][C]11[/C][C]0.02719[/C][C]0.1864[/C][C]0.426465[/C][/ROW]
[ROW][C]12[/C][C]0.068428[/C][C]0.4691[/C][C]0.320577[/C][/ROW]
[ROW][C]13[/C][C]0.078781[/C][C]0.5401[/C][C]0.295842[/C][/ROW]
[ROW][C]14[/C][C]0.021089[/C][C]0.1446[/C][C]0.442831[/C][/ROW]
[ROW][C]15[/C][C]-0.059196[/C][C]-0.4058[/C][C]0.343355[/C][/ROW]
[ROW][C]16[/C][C]-0.038753[/C][C]-0.2657[/C][C]0.395824[/C][/ROW]
[ROW][C]17[/C][C]-0.032656[/C][C]-0.2239[/C][C]0.411911[/C][/ROW]
[ROW][C]18[/C][C]-0.028709[/C][C]-0.1968[/C][C]0.42241[/C][/ROW]
[ROW][C]19[/C][C]-0.018575[/C][C]-0.1273[/C][C]0.449605[/C][/ROW]
[ROW][C]20[/C][C]0.032929[/C][C]0.2257[/C][C]0.411188[/C][/ROW]
[ROW][C]21[/C][C]0.051617[/C][C]0.3539[/C][C]0.362511[/C][/ROW]
[ROW][C]22[/C][C]-0.03911[/C][C]-0.2681[/C][C]0.394889[/C][/ROW]
[ROW][C]23[/C][C]-0.109261[/C][C]-0.7491[/C][C]0.228779[/C][/ROW]
[ROW][C]24[/C][C]-0.115535[/C][C]-0.7921[/C][C]0.21615[/C][/ROW]
[ROW][C]25[/C][C]-0.022792[/C][C]-0.1563[/C][C]0.43825[/C][/ROW]
[ROW][C]26[/C][C]0.100923[/C][C]0.6919[/C][C]0.246203[/C][/ROW]
[ROW][C]27[/C][C]0.076311[/C][C]0.5232[/C][C]0.301661[/C][/ROW]
[ROW][C]28[/C][C]-0.055699[/C][C]-0.3819[/C][C]0.352147[/C][/ROW]
[ROW][C]29[/C][C]-0.140415[/C][C]-0.9626[/C][C]0.170329[/C][/ROW]
[ROW][C]30[/C][C]-0.084919[/C][C]-0.5822[/C][C]0.281616[/C][/ROW]
[ROW][C]31[/C][C]0.121187[/C][C]0.8308[/C][C]0.205139[/C][/ROW]
[ROW][C]32[/C][C]0.283904[/C][C]1.9464[/C][C]0.028802[/C][/ROW]
[ROW][C]33[/C][C]0.213929[/C][C]1.4666[/C][C]0.074569[/C][/ROW]
[ROW][C]34[/C][C]-0.0314[/C][C]-0.2153[/C][C]0.415246[/C][/ROW]
[ROW][C]35[/C][C]-0.320029[/C][C]-2.194[/C][C]0.016607[/C][/ROW]
[ROW][C]36[/C][C]-0.388074[/C][C]-2.6605[/C][C]0.00532[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59197&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59197&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
10.5465033.74660.000245
2-0.129773-0.88970.189085
3-0.536021-3.67480.000305
4-0.52773-3.61790.000362
5-0.129776-0.88970.18908
60.1899131.3020.099635
70.221061.51550.06817
80.0870330.59670.276796
9-0.102711-0.70420.242407
10-0.090252-0.61870.269538
110.027190.18640.426465
120.0684280.46910.320577
130.0787810.54010.295842
140.0210890.14460.442831
15-0.059196-0.40580.343355
16-0.038753-0.26570.395824
17-0.032656-0.22390.411911
18-0.028709-0.19680.42241
19-0.018575-0.12730.449605
200.0329290.22570.411188
210.0516170.35390.362511
22-0.03911-0.26810.394889
23-0.109261-0.74910.228779
24-0.115535-0.79210.21615
25-0.022792-0.15630.43825
260.1009230.69190.246203
270.0763110.52320.301661
28-0.055699-0.38190.352147
29-0.140415-0.96260.170329
30-0.084919-0.58220.281616
310.1211870.83080.205139
320.2839041.94640.028802
330.2139291.46660.074569
34-0.0314-0.21530.415246
35-0.320029-2.1940.016607
36-0.388074-2.66050.00532







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5465033.74660.000245
2-0.610889-4.1886.1e-05
3-0.200002-1.37110.08842
4-0.162213-1.11210.13588
50.1484321.01760.15704
6-0.225597-1.54660.064332
7-0.107262-0.73530.23289
8-0.027371-0.18760.425981
9-0.108196-0.74180.230964
100.127440.87370.193366
11-0.089643-0.61460.270904
12-0.041724-0.2860.388049
130.0747690.51260.305319
140.0274040.18790.425892
15-0.043253-0.29650.384068
160.0642620.44060.330776
17-0.064228-0.44030.330859
18-0.010634-0.07290.471095
19-0.028796-0.19740.422178
200.1541081.05650.148067
21-0.17171-1.17720.122524
22-0.143284-0.98230.165489
230.0227810.15620.438282
24-0.11738-0.80470.212517
250.045150.30950.379142
26-0.124369-0.85260.199095
27-0.186411-1.2780.103768
28-0.157633-1.08070.142677
290.0013610.00930.496298
30-0.030051-0.2060.418834
310.0288250.19760.422099
320.1152080.78980.216799
33-0.031197-0.21390.415784
34-0.040473-0.27750.391318
35-0.100199-0.68690.247751
36-0.083583-0.5730.284682

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.546503 & 3.7466 & 0.000245 \tabularnewline
2 & -0.610889 & -4.188 & 6.1e-05 \tabularnewline
3 & -0.200002 & -1.3711 & 0.08842 \tabularnewline
4 & -0.162213 & -1.1121 & 0.13588 \tabularnewline
5 & 0.148432 & 1.0176 & 0.15704 \tabularnewline
6 & -0.225597 & -1.5466 & 0.064332 \tabularnewline
7 & -0.107262 & -0.7353 & 0.23289 \tabularnewline
8 & -0.027371 & -0.1876 & 0.425981 \tabularnewline
9 & -0.108196 & -0.7418 & 0.230964 \tabularnewline
10 & 0.12744 & 0.8737 & 0.193366 \tabularnewline
11 & -0.089643 & -0.6146 & 0.270904 \tabularnewline
12 & -0.041724 & -0.286 & 0.388049 \tabularnewline
13 & 0.074769 & 0.5126 & 0.305319 \tabularnewline
14 & 0.027404 & 0.1879 & 0.425892 \tabularnewline
15 & -0.043253 & -0.2965 & 0.384068 \tabularnewline
16 & 0.064262 & 0.4406 & 0.330776 \tabularnewline
17 & -0.064228 & -0.4403 & 0.330859 \tabularnewline
18 & -0.010634 & -0.0729 & 0.471095 \tabularnewline
19 & -0.028796 & -0.1974 & 0.422178 \tabularnewline
20 & 0.154108 & 1.0565 & 0.148067 \tabularnewline
21 & -0.17171 & -1.1772 & 0.122524 \tabularnewline
22 & -0.143284 & -0.9823 & 0.165489 \tabularnewline
23 & 0.022781 & 0.1562 & 0.438282 \tabularnewline
24 & -0.11738 & -0.8047 & 0.212517 \tabularnewline
25 & 0.04515 & 0.3095 & 0.379142 \tabularnewline
26 & -0.124369 & -0.8526 & 0.199095 \tabularnewline
27 & -0.186411 & -1.278 & 0.103768 \tabularnewline
28 & -0.157633 & -1.0807 & 0.142677 \tabularnewline
29 & 0.001361 & 0.0093 & 0.496298 \tabularnewline
30 & -0.030051 & -0.206 & 0.418834 \tabularnewline
31 & 0.028825 & 0.1976 & 0.422099 \tabularnewline
32 & 0.115208 & 0.7898 & 0.216799 \tabularnewline
33 & -0.031197 & -0.2139 & 0.415784 \tabularnewline
34 & -0.040473 & -0.2775 & 0.391318 \tabularnewline
35 & -0.100199 & -0.6869 & 0.247751 \tabularnewline
36 & -0.083583 & -0.573 & 0.284682 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59197&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]0.546503[/C][C]3.7466[/C][C]0.000245[/C][/ROW]
[ROW][C]2[/C][C]-0.610889[/C][C]-4.188[/C][C]6.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.200002[/C][C]-1.3711[/C][C]0.08842[/C][/ROW]
[ROW][C]4[/C][C]-0.162213[/C][C]-1.1121[/C][C]0.13588[/C][/ROW]
[ROW][C]5[/C][C]0.148432[/C][C]1.0176[/C][C]0.15704[/C][/ROW]
[ROW][C]6[/C][C]-0.225597[/C][C]-1.5466[/C][C]0.064332[/C][/ROW]
[ROW][C]7[/C][C]-0.107262[/C][C]-0.7353[/C][C]0.23289[/C][/ROW]
[ROW][C]8[/C][C]-0.027371[/C][C]-0.1876[/C][C]0.425981[/C][/ROW]
[ROW][C]9[/C][C]-0.108196[/C][C]-0.7418[/C][C]0.230964[/C][/ROW]
[ROW][C]10[/C][C]0.12744[/C][C]0.8737[/C][C]0.193366[/C][/ROW]
[ROW][C]11[/C][C]-0.089643[/C][C]-0.6146[/C][C]0.270904[/C][/ROW]
[ROW][C]12[/C][C]-0.041724[/C][C]-0.286[/C][C]0.388049[/C][/ROW]
[ROW][C]13[/C][C]0.074769[/C][C]0.5126[/C][C]0.305319[/C][/ROW]
[ROW][C]14[/C][C]0.027404[/C][C]0.1879[/C][C]0.425892[/C][/ROW]
[ROW][C]15[/C][C]-0.043253[/C][C]-0.2965[/C][C]0.384068[/C][/ROW]
[ROW][C]16[/C][C]0.064262[/C][C]0.4406[/C][C]0.330776[/C][/ROW]
[ROW][C]17[/C][C]-0.064228[/C][C]-0.4403[/C][C]0.330859[/C][/ROW]
[ROW][C]18[/C][C]-0.010634[/C][C]-0.0729[/C][C]0.471095[/C][/ROW]
[ROW][C]19[/C][C]-0.028796[/C][C]-0.1974[/C][C]0.422178[/C][/ROW]
[ROW][C]20[/C][C]0.154108[/C][C]1.0565[/C][C]0.148067[/C][/ROW]
[ROW][C]21[/C][C]-0.17171[/C][C]-1.1772[/C][C]0.122524[/C][/ROW]
[ROW][C]22[/C][C]-0.143284[/C][C]-0.9823[/C][C]0.165489[/C][/ROW]
[ROW][C]23[/C][C]0.022781[/C][C]0.1562[/C][C]0.438282[/C][/ROW]
[ROW][C]24[/C][C]-0.11738[/C][C]-0.8047[/C][C]0.212517[/C][/ROW]
[ROW][C]25[/C][C]0.04515[/C][C]0.3095[/C][C]0.379142[/C][/ROW]
[ROW][C]26[/C][C]-0.124369[/C][C]-0.8526[/C][C]0.199095[/C][/ROW]
[ROW][C]27[/C][C]-0.186411[/C][C]-1.278[/C][C]0.103768[/C][/ROW]
[ROW][C]28[/C][C]-0.157633[/C][C]-1.0807[/C][C]0.142677[/C][/ROW]
[ROW][C]29[/C][C]0.001361[/C][C]0.0093[/C][C]0.496298[/C][/ROW]
[ROW][C]30[/C][C]-0.030051[/C][C]-0.206[/C][C]0.418834[/C][/ROW]
[ROW][C]31[/C][C]0.028825[/C][C]0.1976[/C][C]0.422099[/C][/ROW]
[ROW][C]32[/C][C]0.115208[/C][C]0.7898[/C][C]0.216799[/C][/ROW]
[ROW][C]33[/C][C]-0.031197[/C][C]-0.2139[/C][C]0.415784[/C][/ROW]
[ROW][C]34[/C][C]-0.040473[/C][C]-0.2775[/C][C]0.391318[/C][/ROW]
[ROW][C]35[/C][C]-0.100199[/C][C]-0.6869[/C][C]0.247751[/C][/ROW]
[ROW][C]36[/C][C]-0.083583[/C][C]-0.573[/C][C]0.284682[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59197&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59197&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
10.5465033.74660.000245
2-0.610889-4.1886.1e-05
3-0.200002-1.37110.08842
4-0.162213-1.11210.13588
50.1484321.01760.15704
6-0.225597-1.54660.064332
7-0.107262-0.73530.23289
8-0.027371-0.18760.425981
9-0.108196-0.74180.230964
100.127440.87370.193366
11-0.089643-0.61460.270904
12-0.041724-0.2860.388049
130.0747690.51260.305319
140.0274040.18790.425892
15-0.043253-0.29650.384068
160.0642620.44060.330776
17-0.064228-0.44030.330859
18-0.010634-0.07290.471095
19-0.028796-0.19740.422178
200.1541081.05650.148067
21-0.17171-1.17720.122524
22-0.143284-0.98230.165489
230.0227810.15620.438282
24-0.11738-0.80470.212517
250.045150.30950.379142
26-0.124369-0.85260.199095
27-0.186411-1.2780.103768
28-0.157633-1.08070.142677
290.0013610.00930.496298
30-0.030051-0.2060.418834
310.0288250.19760.422099
320.1152080.78980.216799
33-0.031197-0.21390.415784
34-0.040473-0.27750.391318
35-0.100199-0.68690.247751
36-0.083583-0.5730.284682



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