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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 computationThu, 26 Nov 2009 07:53:42 -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/26/t1259247285twonhbzeseavtom.htm/, Retrieved Sun, 28 Apr 2024 23:07:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60053, Retrieved Sun, 28 Apr 2024 23:07:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsACF van Y(t) (d=1, D=0, Lambda=1)
Estimated Impact151
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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [9717cb857c153ca3061376906953b329]
- R P             [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 14:53:42] [52b85b290d6f50b0921ad6729b8a5af2] [Current]
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Dataseries X:
220206
220115
218444
214912
210705
209673
237041
242081
241878
242621
238545
240337
244752
244576
241572
240541
236089
236997
264579
270349
269645
267037
258113
262813
267413
267366
264777
258863
254844
254868
277267
285351
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881
293299
288576




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60053&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]0 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=60053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60053&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135



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