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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 12:35:12 -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/t1259091362jcz12uf44gq1x1a.htm/, Retrieved Wed, 06 Dec 2023 08:10:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59250, Retrieved Wed, 06 Dec 2023 08:10:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact172
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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-24 19:35:12] [fc845972e0ebdb725d2fb9537c0c51aa] [Current]
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Dataseries X:
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
91
93,2
103,1
94,1
91,8
102,7




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=59250&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=59250&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59250&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4831853.38230.00071
20.569383.98570.000112
30.5953254.16736.2e-05
40.3247082.2730.013725
50.3412192.38850.010406
60.2600381.82030.037414
70.0891590.62410.267724
80.135430.9480.173889
90.0219010.15330.439394
100.0177590.12430.450787
110.0752090.52650.300471
12-0.063253-0.44280.32994
130.0048190.03370.486614
14-0.003045-0.02130.491541
15-0.024305-0.17010.432802
16-0.078157-0.54710.293397
170.0013620.00950.496215
18-0.071051-0.49740.31058
19-0.097173-0.68020.249785
20-0.051341-0.35940.360424
21-0.104001-0.7280.235037
22-0.196613-1.37630.087495
23-0.023425-0.1640.435212
24-0.205677-1.43970.07815
25-0.133703-0.93590.176952
26-0.110286-0.7720.22191
27-0.23232-1.62620.055157
28-0.161503-1.13050.131879
29-0.143937-1.00760.159308
30-0.226929-1.58850.059303
31-0.180646-1.26450.106012
32-0.201785-1.41250.082062
33-0.225362-1.57750.060554
34-0.145059-1.01540.157448
35-0.235224-1.64660.053023
36-0.164422-1.1510.127668

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.483185 & 3.3823 & 0.00071 \tabularnewline
2 & 0.56938 & 3.9857 & 0.000112 \tabularnewline
3 & 0.595325 & 4.1673 & 6.2e-05 \tabularnewline
4 & 0.324708 & 2.273 & 0.013725 \tabularnewline
5 & 0.341219 & 2.3885 & 0.010406 \tabularnewline
6 & 0.260038 & 1.8203 & 0.037414 \tabularnewline
7 & 0.089159 & 0.6241 & 0.267724 \tabularnewline
8 & 0.13543 & 0.948 & 0.173889 \tabularnewline
9 & 0.021901 & 0.1533 & 0.439394 \tabularnewline
10 & 0.017759 & 0.1243 & 0.450787 \tabularnewline
11 & 0.075209 & 0.5265 & 0.300471 \tabularnewline
12 & -0.063253 & -0.4428 & 0.32994 \tabularnewline
13 & 0.004819 & 0.0337 & 0.486614 \tabularnewline
14 & -0.003045 & -0.0213 & 0.491541 \tabularnewline
15 & -0.024305 & -0.1701 & 0.432802 \tabularnewline
16 & -0.078157 & -0.5471 & 0.293397 \tabularnewline
17 & 0.001362 & 0.0095 & 0.496215 \tabularnewline
18 & -0.071051 & -0.4974 & 0.31058 \tabularnewline
19 & -0.097173 & -0.6802 & 0.249785 \tabularnewline
20 & -0.051341 & -0.3594 & 0.360424 \tabularnewline
21 & -0.104001 & -0.728 & 0.235037 \tabularnewline
22 & -0.196613 & -1.3763 & 0.087495 \tabularnewline
23 & -0.023425 & -0.164 & 0.435212 \tabularnewline
24 & -0.205677 & -1.4397 & 0.07815 \tabularnewline
25 & -0.133703 & -0.9359 & 0.176952 \tabularnewline
26 & -0.110286 & -0.772 & 0.22191 \tabularnewline
27 & -0.23232 & -1.6262 & 0.055157 \tabularnewline
28 & -0.161503 & -1.1305 & 0.131879 \tabularnewline
29 & -0.143937 & -1.0076 & 0.159308 \tabularnewline
30 & -0.226929 & -1.5885 & 0.059303 \tabularnewline
31 & -0.180646 & -1.2645 & 0.106012 \tabularnewline
32 & -0.201785 & -1.4125 & 0.082062 \tabularnewline
33 & -0.225362 & -1.5775 & 0.060554 \tabularnewline
34 & -0.145059 & -1.0154 & 0.157448 \tabularnewline
35 & -0.235224 & -1.6466 & 0.053023 \tabularnewline
36 & -0.164422 & -1.151 & 0.127668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59250&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]0.483185[/C][C]3.3823[/C][C]0.00071[/C][/ROW]
[ROW][C]2[/C][C]0.56938[/C][C]3.9857[/C][C]0.000112[/C][/ROW]
[ROW][C]3[/C][C]0.595325[/C][C]4.1673[/C][C]6.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.324708[/C][C]2.273[/C][C]0.013725[/C][/ROW]
[ROW][C]5[/C][C]0.341219[/C][C]2.3885[/C][C]0.010406[/C][/ROW]
[ROW][C]6[/C][C]0.260038[/C][C]1.8203[/C][C]0.037414[/C][/ROW]
[ROW][C]7[/C][C]0.089159[/C][C]0.6241[/C][C]0.267724[/C][/ROW]
[ROW][C]8[/C][C]0.13543[/C][C]0.948[/C][C]0.173889[/C][/ROW]
[ROW][C]9[/C][C]0.021901[/C][C]0.1533[/C][C]0.439394[/C][/ROW]
[ROW][C]10[/C][C]0.017759[/C][C]0.1243[/C][C]0.450787[/C][/ROW]
[ROW][C]11[/C][C]0.075209[/C][C]0.5265[/C][C]0.300471[/C][/ROW]
[ROW][C]12[/C][C]-0.063253[/C][C]-0.4428[/C][C]0.32994[/C][/ROW]
[ROW][C]13[/C][C]0.004819[/C][C]0.0337[/C][C]0.486614[/C][/ROW]
[ROW][C]14[/C][C]-0.003045[/C][C]-0.0213[/C][C]0.491541[/C][/ROW]
[ROW][C]15[/C][C]-0.024305[/C][C]-0.1701[/C][C]0.432802[/C][/ROW]
[ROW][C]16[/C][C]-0.078157[/C][C]-0.5471[/C][C]0.293397[/C][/ROW]
[ROW][C]17[/C][C]0.001362[/C][C]0.0095[/C][C]0.496215[/C][/ROW]
[ROW][C]18[/C][C]-0.071051[/C][C]-0.4974[/C][C]0.31058[/C][/ROW]
[ROW][C]19[/C][C]-0.097173[/C][C]-0.6802[/C][C]0.249785[/C][/ROW]
[ROW][C]20[/C][C]-0.051341[/C][C]-0.3594[/C][C]0.360424[/C][/ROW]
[ROW][C]21[/C][C]-0.104001[/C][C]-0.728[/C][C]0.235037[/C][/ROW]
[ROW][C]22[/C][C]-0.196613[/C][C]-1.3763[/C][C]0.087495[/C][/ROW]
[ROW][C]23[/C][C]-0.023425[/C][C]-0.164[/C][C]0.435212[/C][/ROW]
[ROW][C]24[/C][C]-0.205677[/C][C]-1.4397[/C][C]0.07815[/C][/ROW]
[ROW][C]25[/C][C]-0.133703[/C][C]-0.9359[/C][C]0.176952[/C][/ROW]
[ROW][C]26[/C][C]-0.110286[/C][C]-0.772[/C][C]0.22191[/C][/ROW]
[ROW][C]27[/C][C]-0.23232[/C][C]-1.6262[/C][C]0.055157[/C][/ROW]
[ROW][C]28[/C][C]-0.161503[/C][C]-1.1305[/C][C]0.131879[/C][/ROW]
[ROW][C]29[/C][C]-0.143937[/C][C]-1.0076[/C][C]0.159308[/C][/ROW]
[ROW][C]30[/C][C]-0.226929[/C][C]-1.5885[/C][C]0.059303[/C][/ROW]
[ROW][C]31[/C][C]-0.180646[/C][C]-1.2645[/C][C]0.106012[/C][/ROW]
[ROW][C]32[/C][C]-0.201785[/C][C]-1.4125[/C][C]0.082062[/C][/ROW]
[ROW][C]33[/C][C]-0.225362[/C][C]-1.5775[/C][C]0.060554[/C][/ROW]
[ROW][C]34[/C][C]-0.145059[/C][C]-1.0154[/C][C]0.157448[/C][/ROW]
[ROW][C]35[/C][C]-0.235224[/C][C]-1.6466[/C][C]0.053023[/C][/ROW]
[ROW][C]36[/C][C]-0.164422[/C][C]-1.151[/C][C]0.127668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59250&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59250&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
10.4831853.38230.00071
20.569383.98570.000112
30.5953254.16736.2e-05
40.3247082.2730.013725
50.3412192.38850.010406
60.2600381.82030.037414
70.0891590.62410.267724
80.135430.9480.173889
90.0219010.15330.439394
100.0177590.12430.450787
110.0752090.52650.300471
12-0.063253-0.44280.32994
130.0048190.03370.486614
14-0.003045-0.02130.491541
15-0.024305-0.17010.432802
16-0.078157-0.54710.293397
170.0013620.00950.496215
18-0.071051-0.49740.31058
19-0.097173-0.68020.249785
20-0.051341-0.35940.360424
21-0.104001-0.7280.235037
22-0.196613-1.37630.087495
23-0.023425-0.1640.435212
24-0.205677-1.43970.07815
25-0.133703-0.93590.176952
26-0.110286-0.7720.22191
27-0.23232-1.62620.055157
28-0.161503-1.13050.131879
29-0.143937-1.00760.159308
30-0.226929-1.58850.059303
31-0.180646-1.26450.106012
32-0.201785-1.41250.082062
33-0.225362-1.57750.060554
34-0.145059-1.01540.157448
35-0.235224-1.64660.053023
36-0.164422-1.1510.127668







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4831853.38230.00071
20.4382233.06760.001755
30.3698012.58860.006325
4-0.208472-1.45930.075431
5-0.166601-1.16620.124588
6-0.076952-0.53870.296278
7-0.112717-0.7890.216951
80.0475820.33310.37025
9-0.000125-9e-040.499652
100.093830.65680.257189
110.1440791.00860.159071
12-0.111505-0.78050.219416
13-0.08795-0.61570.270487
14-0.052197-0.36540.358201
150.091630.64140.262123
16-0.155957-1.09170.140152
170.0720530.50440.308132
180.0278580.1950.423097
19-0.06205-0.43440.33297
20-0.029581-0.20710.418407
21-0.036314-0.25420.400203
22-0.202746-1.41920.081082
230.20531.43710.078523
24-0.071941-0.50360.308403
250.011670.08170.467613
26-0.067428-0.4720.319512
27-0.066201-0.46340.322563
28-0.161429-1.130.131989
290.0889840.62290.268124
300.0144240.1010.459994
31-0.094848-0.66390.254922
32-0.040466-0.28330.389085
330.0359130.25140.401283
34-0.043447-0.30410.381157
35-0.05134-0.35940.360428
36-0.030857-0.2160.414941

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.483185 & 3.3823 & 0.00071 \tabularnewline
2 & 0.438223 & 3.0676 & 0.001755 \tabularnewline
3 & 0.369801 & 2.5886 & 0.006325 \tabularnewline
4 & -0.208472 & -1.4593 & 0.075431 \tabularnewline
5 & -0.166601 & -1.1662 & 0.124588 \tabularnewline
6 & -0.076952 & -0.5387 & 0.296278 \tabularnewline
7 & -0.112717 & -0.789 & 0.216951 \tabularnewline
8 & 0.047582 & 0.3331 & 0.37025 \tabularnewline
9 & -0.000125 & -9e-04 & 0.499652 \tabularnewline
10 & 0.09383 & 0.6568 & 0.257189 \tabularnewline
11 & 0.144079 & 1.0086 & 0.159071 \tabularnewline
12 & -0.111505 & -0.7805 & 0.219416 \tabularnewline
13 & -0.08795 & -0.6157 & 0.270487 \tabularnewline
14 & -0.052197 & -0.3654 & 0.358201 \tabularnewline
15 & 0.09163 & 0.6414 & 0.262123 \tabularnewline
16 & -0.155957 & -1.0917 & 0.140152 \tabularnewline
17 & 0.072053 & 0.5044 & 0.308132 \tabularnewline
18 & 0.027858 & 0.195 & 0.423097 \tabularnewline
19 & -0.06205 & -0.4344 & 0.33297 \tabularnewline
20 & -0.029581 & -0.2071 & 0.418407 \tabularnewline
21 & -0.036314 & -0.2542 & 0.400203 \tabularnewline
22 & -0.202746 & -1.4192 & 0.081082 \tabularnewline
23 & 0.2053 & 1.4371 & 0.078523 \tabularnewline
24 & -0.071941 & -0.5036 & 0.308403 \tabularnewline
25 & 0.01167 & 0.0817 & 0.467613 \tabularnewline
26 & -0.067428 & -0.472 & 0.319512 \tabularnewline
27 & -0.066201 & -0.4634 & 0.322563 \tabularnewline
28 & -0.161429 & -1.13 & 0.131989 \tabularnewline
29 & 0.088984 & 0.6229 & 0.268124 \tabularnewline
30 & 0.014424 & 0.101 & 0.459994 \tabularnewline
31 & -0.094848 & -0.6639 & 0.254922 \tabularnewline
32 & -0.040466 & -0.2833 & 0.389085 \tabularnewline
33 & 0.035913 & 0.2514 & 0.401283 \tabularnewline
34 & -0.043447 & -0.3041 & 0.381157 \tabularnewline
35 & -0.05134 & -0.3594 & 0.360428 \tabularnewline
36 & -0.030857 & -0.216 & 0.414941 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59250&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]0.483185[/C][C]3.3823[/C][C]0.00071[/C][/ROW]
[ROW][C]2[/C][C]0.438223[/C][C]3.0676[/C][C]0.001755[/C][/ROW]
[ROW][C]3[/C][C]0.369801[/C][C]2.5886[/C][C]0.006325[/C][/ROW]
[ROW][C]4[/C][C]-0.208472[/C][C]-1.4593[/C][C]0.075431[/C][/ROW]
[ROW][C]5[/C][C]-0.166601[/C][C]-1.1662[/C][C]0.124588[/C][/ROW]
[ROW][C]6[/C][C]-0.076952[/C][C]-0.5387[/C][C]0.296278[/C][/ROW]
[ROW][C]7[/C][C]-0.112717[/C][C]-0.789[/C][C]0.216951[/C][/ROW]
[ROW][C]8[/C][C]0.047582[/C][C]0.3331[/C][C]0.37025[/C][/ROW]
[ROW][C]9[/C][C]-0.000125[/C][C]-9e-04[/C][C]0.499652[/C][/ROW]
[ROW][C]10[/C][C]0.09383[/C][C]0.6568[/C][C]0.257189[/C][/ROW]
[ROW][C]11[/C][C]0.144079[/C][C]1.0086[/C][C]0.159071[/C][/ROW]
[ROW][C]12[/C][C]-0.111505[/C][C]-0.7805[/C][C]0.219416[/C][/ROW]
[ROW][C]13[/C][C]-0.08795[/C][C]-0.6157[/C][C]0.270487[/C][/ROW]
[ROW][C]14[/C][C]-0.052197[/C][C]-0.3654[/C][C]0.358201[/C][/ROW]
[ROW][C]15[/C][C]0.09163[/C][C]0.6414[/C][C]0.262123[/C][/ROW]
[ROW][C]16[/C][C]-0.155957[/C][C]-1.0917[/C][C]0.140152[/C][/ROW]
[ROW][C]17[/C][C]0.072053[/C][C]0.5044[/C][C]0.308132[/C][/ROW]
[ROW][C]18[/C][C]0.027858[/C][C]0.195[/C][C]0.423097[/C][/ROW]
[ROW][C]19[/C][C]-0.06205[/C][C]-0.4344[/C][C]0.33297[/C][/ROW]
[ROW][C]20[/C][C]-0.029581[/C][C]-0.2071[/C][C]0.418407[/C][/ROW]
[ROW][C]21[/C][C]-0.036314[/C][C]-0.2542[/C][C]0.400203[/C][/ROW]
[ROW][C]22[/C][C]-0.202746[/C][C]-1.4192[/C][C]0.081082[/C][/ROW]
[ROW][C]23[/C][C]0.2053[/C][C]1.4371[/C][C]0.078523[/C][/ROW]
[ROW][C]24[/C][C]-0.071941[/C][C]-0.5036[/C][C]0.308403[/C][/ROW]
[ROW][C]25[/C][C]0.01167[/C][C]0.0817[/C][C]0.467613[/C][/ROW]
[ROW][C]26[/C][C]-0.067428[/C][C]-0.472[/C][C]0.319512[/C][/ROW]
[ROW][C]27[/C][C]-0.066201[/C][C]-0.4634[/C][C]0.322563[/C][/ROW]
[ROW][C]28[/C][C]-0.161429[/C][C]-1.13[/C][C]0.131989[/C][/ROW]
[ROW][C]29[/C][C]0.088984[/C][C]0.6229[/C][C]0.268124[/C][/ROW]
[ROW][C]30[/C][C]0.014424[/C][C]0.101[/C][C]0.459994[/C][/ROW]
[ROW][C]31[/C][C]-0.094848[/C][C]-0.6639[/C][C]0.254922[/C][/ROW]
[ROW][C]32[/C][C]-0.040466[/C][C]-0.2833[/C][C]0.389085[/C][/ROW]
[ROW][C]33[/C][C]0.035913[/C][C]0.2514[/C][C]0.401283[/C][/ROW]
[ROW][C]34[/C][C]-0.043447[/C][C]-0.3041[/C][C]0.381157[/C][/ROW]
[ROW][C]35[/C][C]-0.05134[/C][C]-0.3594[/C][C]0.360428[/C][/ROW]
[ROW][C]36[/C][C]-0.030857[/C][C]-0.216[/C][C]0.414941[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59250&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59250&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
10.4831853.38230.00071
20.4382233.06760.001755
30.3698012.58860.006325
4-0.208472-1.45930.075431
5-0.166601-1.16620.124588
6-0.076952-0.53870.296278
7-0.112717-0.7890.216951
80.0475820.33310.37025
9-0.000125-9e-040.499652
100.093830.65680.257189
110.1440791.00860.159071
12-0.111505-0.78050.219416
13-0.08795-0.61570.270487
14-0.052197-0.36540.358201
150.091630.64140.262123
16-0.155957-1.09170.140152
170.0720530.50440.308132
180.0278580.1950.423097
19-0.06205-0.43440.33297
20-0.029581-0.20710.418407
21-0.036314-0.25420.400203
22-0.202746-1.41920.081082
230.20531.43710.078523
24-0.071941-0.50360.308403
250.011670.08170.467613
26-0.067428-0.4720.319512
27-0.066201-0.46340.322563
28-0.161429-1.130.131989
290.0889840.62290.268124
300.0144240.1010.459994
31-0.094848-0.66390.254922
32-0.040466-0.28330.389085
330.0359130.25140.401283
34-0.043447-0.30410.381157
35-0.05134-0.35940.360428
36-0.030857-0.2160.414941



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