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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 computationThu, 26 Nov 2009 13:12:06 -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/t1259266352ynk1ed25qs2mt4t.htm/, Retrieved Sun, 28 Apr 2024 23:08:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60354, Retrieved Sun, 28 Apr 2024 23:08:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118

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] [] [2009-11-26 18:35:46] [875a981b2b01315c1c471abd4dd66675]
-   PD    [(Partial) Autocorrelation Function] [] [2009-11-26 20:12:06] [8551abdd6804649d94d88b1829ac2b1a] [Current]
-   P       [(Partial) Autocorrelation Function] [] [2009-11-26 20:23:33] [875a981b2b01315c1c471abd4dd66675]
-   P       [(Partial) Autocorrelation Function] [] [2009-11-26 20:35:07] [875a981b2b01315c1c471abd4dd66675]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
110.5
110.8
104.2
88.9
89.8
90
93.9
91.3
87.8
99.7
73.5
79.2
96.9
95.2
95.6
89.7
92.8
88
101.1
92.7
95.8
103.8
81.8
87.1
105.9
108.1
102.6
93.7
103.5
100.6
113.3
102.4
102.1
106.9
87.3
93.1
109.1
120.3
104.9
92.6
109.8
111.4
117.9
121.6
117.8
124.2
106.8
102.7
116.8
113.6
96.1
85
83.2
84.9
83
79.6
83.2
83.8
82.8
71.4

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=60354&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=60354&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60354&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
10.8660616.00020
20.7950195.50811e-06
30.6542714.53291.9e-05
40.5028123.48360.000533
50.363752.52010.007555
60.2031711.40760.082845
70.0882660.61150.27187
8-0.036136-0.25040.401688
9-0.114223-0.79140.216314
10-0.155253-1.07560.143736
11-0.204154-1.41440.081846
12-0.194729-1.34910.091814
13-0.167046-1.15730.126432
14-0.127718-0.88490.190322
15-0.091069-0.63090.265536
16-0.082389-0.57080.285397
17-0.05492-0.38050.352627
18-0.065608-0.45450.325744
19-0.053912-0.37350.355206
20-0.067472-0.46750.321142
21-0.079177-0.54860.292927
22-0.114396-0.79260.215968
23-0.119645-0.82890.205625
24-0.162799-1.12790.132483
25-0.168936-1.17040.123805
26-0.180723-1.25210.108303
27-0.212064-1.46920.074149
28-0.222668-1.54270.064737
29-0.240309-1.66490.051223
30-0.239489-1.65920.051796
31-0.245211-1.69890.047909
32-0.23683-1.64080.053687
33-0.225103-1.55960.062717
34-0.213336-1.4780.072965
35-0.159273-1.10350.137661
36-0.117818-0.81630.20919

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866061 & 6.0002 & 0 \tabularnewline
2 & 0.795019 & 5.5081 & 1e-06 \tabularnewline
3 & 0.654271 & 4.5329 & 1.9e-05 \tabularnewline
4 & 0.502812 & 3.4836 & 0.000533 \tabularnewline
5 & 0.36375 & 2.5201 & 0.007555 \tabularnewline
6 & 0.203171 & 1.4076 & 0.082845 \tabularnewline
7 & 0.088266 & 0.6115 & 0.27187 \tabularnewline
8 & -0.036136 & -0.2504 & 0.401688 \tabularnewline
9 & -0.114223 & -0.7914 & 0.216314 \tabularnewline
10 & -0.155253 & -1.0756 & 0.143736 \tabularnewline
11 & -0.204154 & -1.4144 & 0.081846 \tabularnewline
12 & -0.194729 & -1.3491 & 0.091814 \tabularnewline
13 & -0.167046 & -1.1573 & 0.126432 \tabularnewline
14 & -0.127718 & -0.8849 & 0.190322 \tabularnewline
15 & -0.091069 & -0.6309 & 0.265536 \tabularnewline
16 & -0.082389 & -0.5708 & 0.285397 \tabularnewline
17 & -0.05492 & -0.3805 & 0.352627 \tabularnewline
18 & -0.065608 & -0.4545 & 0.325744 \tabularnewline
19 & -0.053912 & -0.3735 & 0.355206 \tabularnewline
20 & -0.067472 & -0.4675 & 0.321142 \tabularnewline
21 & -0.079177 & -0.5486 & 0.292927 \tabularnewline
22 & -0.114396 & -0.7926 & 0.215968 \tabularnewline
23 & -0.119645 & -0.8289 & 0.205625 \tabularnewline
24 & -0.162799 & -1.1279 & 0.132483 \tabularnewline
25 & -0.168936 & -1.1704 & 0.123805 \tabularnewline
26 & -0.180723 & -1.2521 & 0.108303 \tabularnewline
27 & -0.212064 & -1.4692 & 0.074149 \tabularnewline
28 & -0.222668 & -1.5427 & 0.064737 \tabularnewline
29 & -0.240309 & -1.6649 & 0.051223 \tabularnewline
30 & -0.239489 & -1.6592 & 0.051796 \tabularnewline
31 & -0.245211 & -1.6989 & 0.047909 \tabularnewline
32 & -0.23683 & -1.6408 & 0.053687 \tabularnewline
33 & -0.225103 & -1.5596 & 0.062717 \tabularnewline
34 & -0.213336 & -1.478 & 0.072965 \tabularnewline
35 & -0.159273 & -1.1035 & 0.137661 \tabularnewline
36 & -0.117818 & -0.8163 & 0.20919 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60354&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]0.866061[/C][C]6.0002[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.795019[/C][C]5.5081[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.654271[/C][C]4.5329[/C][C]1.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.502812[/C][C]3.4836[/C][C]0.000533[/C][/ROW]
[ROW][C]5[/C][C]0.36375[/C][C]2.5201[/C][C]0.007555[/C][/ROW]
[ROW][C]6[/C][C]0.203171[/C][C]1.4076[/C][C]0.082845[/C][/ROW]
[ROW][C]7[/C][C]0.088266[/C][C]0.6115[/C][C]0.27187[/C][/ROW]
[ROW][C]8[/C][C]-0.036136[/C][C]-0.2504[/C][C]0.401688[/C][/ROW]
[ROW][C]9[/C][C]-0.114223[/C][C]-0.7914[/C][C]0.216314[/C][/ROW]
[ROW][C]10[/C][C]-0.155253[/C][C]-1.0756[/C][C]0.143736[/C][/ROW]
[ROW][C]11[/C][C]-0.204154[/C][C]-1.4144[/C][C]0.081846[/C][/ROW]
[ROW][C]12[/C][C]-0.194729[/C][C]-1.3491[/C][C]0.091814[/C][/ROW]
[ROW][C]13[/C][C]-0.167046[/C][C]-1.1573[/C][C]0.126432[/C][/ROW]
[ROW][C]14[/C][C]-0.127718[/C][C]-0.8849[/C][C]0.190322[/C][/ROW]
[ROW][C]15[/C][C]-0.091069[/C][C]-0.6309[/C][C]0.265536[/C][/ROW]
[ROW][C]16[/C][C]-0.082389[/C][C]-0.5708[/C][C]0.285397[/C][/ROW]
[ROW][C]17[/C][C]-0.05492[/C][C]-0.3805[/C][C]0.352627[/C][/ROW]
[ROW][C]18[/C][C]-0.065608[/C][C]-0.4545[/C][C]0.325744[/C][/ROW]
[ROW][C]19[/C][C]-0.053912[/C][C]-0.3735[/C][C]0.355206[/C][/ROW]
[ROW][C]20[/C][C]-0.067472[/C][C]-0.4675[/C][C]0.321142[/C][/ROW]
[ROW][C]21[/C][C]-0.079177[/C][C]-0.5486[/C][C]0.292927[/C][/ROW]
[ROW][C]22[/C][C]-0.114396[/C][C]-0.7926[/C][C]0.215968[/C][/ROW]
[ROW][C]23[/C][C]-0.119645[/C][C]-0.8289[/C][C]0.205625[/C][/ROW]
[ROW][C]24[/C][C]-0.162799[/C][C]-1.1279[/C][C]0.132483[/C][/ROW]
[ROW][C]25[/C][C]-0.168936[/C][C]-1.1704[/C][C]0.123805[/C][/ROW]
[ROW][C]26[/C][C]-0.180723[/C][C]-1.2521[/C][C]0.108303[/C][/ROW]
[ROW][C]27[/C][C]-0.212064[/C][C]-1.4692[/C][C]0.074149[/C][/ROW]
[ROW][C]28[/C][C]-0.222668[/C][C]-1.5427[/C][C]0.064737[/C][/ROW]
[ROW][C]29[/C][C]-0.240309[/C][C]-1.6649[/C][C]0.051223[/C][/ROW]
[ROW][C]30[/C][C]-0.239489[/C][C]-1.6592[/C][C]0.051796[/C][/ROW]
[ROW][C]31[/C][C]-0.245211[/C][C]-1.6989[/C][C]0.047909[/C][/ROW]
[ROW][C]32[/C][C]-0.23683[/C][C]-1.6408[/C][C]0.053687[/C][/ROW]
[ROW][C]33[/C][C]-0.225103[/C][C]-1.5596[/C][C]0.062717[/C][/ROW]
[ROW][C]34[/C][C]-0.213336[/C][C]-1.478[/C][C]0.072965[/C][/ROW]
[ROW][C]35[/C][C]-0.159273[/C][C]-1.1035[/C][C]0.137661[/C][/ROW]
[ROW][C]36[/C][C]-0.117818[/C][C]-0.8163[/C][C]0.20919[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60354&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60354&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
10.8660616.00020
20.7950195.50811e-06
30.6542714.53291.9e-05
40.5028123.48360.000533
50.363752.52010.007555
60.2031711.40760.082845
70.0882660.61150.27187
8-0.036136-0.25040.401688
9-0.114223-0.79140.216314
10-0.155253-1.07560.143736
11-0.204154-1.41440.081846
12-0.194729-1.34910.091814
13-0.167046-1.15730.126432
14-0.127718-0.88490.190322
15-0.091069-0.63090.265536
16-0.082389-0.57080.285397
17-0.05492-0.38050.352627
18-0.065608-0.45450.325744
19-0.053912-0.37350.355206
20-0.067472-0.46750.321142
21-0.079177-0.54860.292927
22-0.114396-0.79260.215968
23-0.119645-0.82890.205625
24-0.162799-1.12790.132483
25-0.168936-1.17040.123805
26-0.180723-1.25210.108303
27-0.212064-1.46920.074149
28-0.222668-1.54270.064737
29-0.240309-1.66490.051223
30-0.239489-1.65920.051796
31-0.245211-1.69890.047909
32-0.23683-1.64080.053687
33-0.225103-1.55960.062717
34-0.213336-1.4780.072965
35-0.159273-1.10350.137661
36-0.117818-0.81630.20919






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8660616.00020
20.1798751.24620.109368
3-0.273702-1.89630.031977
4-0.244175-1.69170.048594
5-0.036034-0.24970.401961
6-0.123208-0.85360.19878
70.0323270.2240.411866
8-0.057973-0.40160.344864
90.0281990.19540.422964
100.1150970.79740.214568
11-0.093401-0.64710.260324
120.0421380.29190.385795
130.1392080.96450.169825
14-0.003282-0.02270.490976
15-0.106084-0.7350.232966
16-0.172624-1.1960.118791
170.0052840.03660.485475
18-0.035027-0.24270.404645
190.0454260.31470.377169
20-0.035873-0.24850.402391
210.0230660.15980.436853
22-0.130842-0.90650.184599
230.0863580.59830.276224
24-0.139596-0.96720.169158
250.0724420.50190.309018
260.0165340.11450.454641
27-0.219657-1.52180.067307
28-0.102294-0.70870.240966
290.0255310.17690.430171
300.0216410.14990.440723
31-0.003184-0.02210.491246
32-0.007622-0.05280.479054
33-0.071213-0.49340.311998
34-0.00544-0.03770.485046
350.1517991.05170.149103
360.0088730.06150.475617

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866061 & 6.0002 & 0 \tabularnewline
2 & 0.179875 & 1.2462 & 0.109368 \tabularnewline
3 & -0.273702 & -1.8963 & 0.031977 \tabularnewline
4 & -0.244175 & -1.6917 & 0.048594 \tabularnewline
5 & -0.036034 & -0.2497 & 0.401961 \tabularnewline
6 & -0.123208 & -0.8536 & 0.19878 \tabularnewline
7 & 0.032327 & 0.224 & 0.411866 \tabularnewline
8 & -0.057973 & -0.4016 & 0.344864 \tabularnewline
9 & 0.028199 & 0.1954 & 0.422964 \tabularnewline
10 & 0.115097 & 0.7974 & 0.214568 \tabularnewline
11 & -0.093401 & -0.6471 & 0.260324 \tabularnewline
12 & 0.042138 & 0.2919 & 0.385795 \tabularnewline
13 & 0.139208 & 0.9645 & 0.169825 \tabularnewline
14 & -0.003282 & -0.0227 & 0.490976 \tabularnewline
15 & -0.106084 & -0.735 & 0.232966 \tabularnewline
16 & -0.172624 & -1.196 & 0.118791 \tabularnewline
17 & 0.005284 & 0.0366 & 0.485475 \tabularnewline
18 & -0.035027 & -0.2427 & 0.404645 \tabularnewline
19 & 0.045426 & 0.3147 & 0.377169 \tabularnewline
20 & -0.035873 & -0.2485 & 0.402391 \tabularnewline
21 & 0.023066 & 0.1598 & 0.436853 \tabularnewline
22 & -0.130842 & -0.9065 & 0.184599 \tabularnewline
23 & 0.086358 & 0.5983 & 0.276224 \tabularnewline
24 & -0.139596 & -0.9672 & 0.169158 \tabularnewline
25 & 0.072442 & 0.5019 & 0.309018 \tabularnewline
26 & 0.016534 & 0.1145 & 0.454641 \tabularnewline
27 & -0.219657 & -1.5218 & 0.067307 \tabularnewline
28 & -0.102294 & -0.7087 & 0.240966 \tabularnewline
29 & 0.025531 & 0.1769 & 0.430171 \tabularnewline
30 & 0.021641 & 0.1499 & 0.440723 \tabularnewline
31 & -0.003184 & -0.0221 & 0.491246 \tabularnewline
32 & -0.007622 & -0.0528 & 0.479054 \tabularnewline
33 & -0.071213 & -0.4934 & 0.311998 \tabularnewline
34 & -0.00544 & -0.0377 & 0.485046 \tabularnewline
35 & 0.151799 & 1.0517 & 0.149103 \tabularnewline
36 & 0.008873 & 0.0615 & 0.475617 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60354&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]0.866061[/C][C]6.0002[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.179875[/C][C]1.2462[/C][C]0.109368[/C][/ROW]
[ROW][C]3[/C][C]-0.273702[/C][C]-1.8963[/C][C]0.031977[/C][/ROW]
[ROW][C]4[/C][C]-0.244175[/C][C]-1.6917[/C][C]0.048594[/C][/ROW]
[ROW][C]5[/C][C]-0.036034[/C][C]-0.2497[/C][C]0.401961[/C][/ROW]
[ROW][C]6[/C][C]-0.123208[/C][C]-0.8536[/C][C]0.19878[/C][/ROW]
[ROW][C]7[/C][C]0.032327[/C][C]0.224[/C][C]0.411866[/C][/ROW]
[ROW][C]8[/C][C]-0.057973[/C][C]-0.4016[/C][C]0.344864[/C][/ROW]
[ROW][C]9[/C][C]0.028199[/C][C]0.1954[/C][C]0.422964[/C][/ROW]
[ROW][C]10[/C][C]0.115097[/C][C]0.7974[/C][C]0.214568[/C][/ROW]
[ROW][C]11[/C][C]-0.093401[/C][C]-0.6471[/C][C]0.260324[/C][/ROW]
[ROW][C]12[/C][C]0.042138[/C][C]0.2919[/C][C]0.385795[/C][/ROW]
[ROW][C]13[/C][C]0.139208[/C][C]0.9645[/C][C]0.169825[/C][/ROW]
[ROW][C]14[/C][C]-0.003282[/C][C]-0.0227[/C][C]0.490976[/C][/ROW]
[ROW][C]15[/C][C]-0.106084[/C][C]-0.735[/C][C]0.232966[/C][/ROW]
[ROW][C]16[/C][C]-0.172624[/C][C]-1.196[/C][C]0.118791[/C][/ROW]
[ROW][C]17[/C][C]0.005284[/C][C]0.0366[/C][C]0.485475[/C][/ROW]
[ROW][C]18[/C][C]-0.035027[/C][C]-0.2427[/C][C]0.404645[/C][/ROW]
[ROW][C]19[/C][C]0.045426[/C][C]0.3147[/C][C]0.377169[/C][/ROW]
[ROW][C]20[/C][C]-0.035873[/C][C]-0.2485[/C][C]0.402391[/C][/ROW]
[ROW][C]21[/C][C]0.023066[/C][C]0.1598[/C][C]0.436853[/C][/ROW]
[ROW][C]22[/C][C]-0.130842[/C][C]-0.9065[/C][C]0.184599[/C][/ROW]
[ROW][C]23[/C][C]0.086358[/C][C]0.5983[/C][C]0.276224[/C][/ROW]
[ROW][C]24[/C][C]-0.139596[/C][C]-0.9672[/C][C]0.169158[/C][/ROW]
[ROW][C]25[/C][C]0.072442[/C][C]0.5019[/C][C]0.309018[/C][/ROW]
[ROW][C]26[/C][C]0.016534[/C][C]0.1145[/C][C]0.454641[/C][/ROW]
[ROW][C]27[/C][C]-0.219657[/C][C]-1.5218[/C][C]0.067307[/C][/ROW]
[ROW][C]28[/C][C]-0.102294[/C][C]-0.7087[/C][C]0.240966[/C][/ROW]
[ROW][C]29[/C][C]0.025531[/C][C]0.1769[/C][C]0.430171[/C][/ROW]
[ROW][C]30[/C][C]0.021641[/C][C]0.1499[/C][C]0.440723[/C][/ROW]
[ROW][C]31[/C][C]-0.003184[/C][C]-0.0221[/C][C]0.491246[/C][/ROW]
[ROW][C]32[/C][C]-0.007622[/C][C]-0.0528[/C][C]0.479054[/C][/ROW]
[ROW][C]33[/C][C]-0.071213[/C][C]-0.4934[/C][C]0.311998[/C][/ROW]
[ROW][C]34[/C][C]-0.00544[/C][C]-0.0377[/C][C]0.485046[/C][/ROW]
[ROW][C]35[/C][C]0.151799[/C][C]1.0517[/C][C]0.149103[/C][/ROW]
[ROW][C]36[/C][C]0.008873[/C][C]0.0615[/C][C]0.475617[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60354&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60354&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
10.8660616.00020
20.1798751.24620.109368
3-0.273702-1.89630.031977
4-0.244175-1.69170.048594
5-0.036034-0.24970.401961
6-0.123208-0.85360.19878
70.0323270.2240.411866
8-0.057973-0.40160.344864
90.0281990.19540.422964
100.1150970.79740.214568
11-0.093401-0.64710.260324
120.0421380.29190.385795
130.1392080.96450.169825
14-0.003282-0.02270.490976
15-0.106084-0.7350.232966
16-0.172624-1.1960.118791
170.0052840.03660.485475
18-0.035027-0.24270.404645
190.0454260.31470.377169
20-0.035873-0.24850.402391
210.0230660.15980.436853
22-0.130842-0.90650.184599
230.0863580.59830.276224
24-0.139596-0.96720.169158
250.0724420.50190.309018
260.0165340.11450.454641
27-0.219657-1.52180.067307
28-0.102294-0.70870.240966
290.0255310.17690.430171
300.0216410.14990.440723
31-0.003184-0.02210.491246
32-0.007622-0.05280.479054
33-0.071213-0.49340.311998
34-0.00544-0.03770.485046
350.1517991.05170.149103
360.0088730.06150.475617


Figures (Output of Computation)

Input Parameters & R Code

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