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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 30 Nov 2007 05:14:28 -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/2007/Nov/30/t11964242542hi2e63ll8ckj12.htm/, Retrieved Wed, 11 Feb 2026 17:29:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7658, Retrieved Wed, 11 Feb 2026 17:29:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS11 G 29
Estimated Impact488

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] [PACF en ACF graan] [2007-11-30 12:14:28] [7a600ca82a81f1b71fd92dcbb183f5b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
174,1
180,4
182,6
207,1
213,7
186,5
179,1
168,3
156,5
144,3
138,9
137,8
136,3
140,3
149,1
149,2
140,4
129
124,7
130,8
130,1
133,2
130,1
126,6
124,8
125,3
126,9
120,1
118,7
117,7
113,4
107,5
107,6
114,3
114,9
111,2
109,9
108,6
109,2
106,4
103,7
103
96,9
104,7
102,2
99
95,8
94,5
102,7
103,2
105,6
103,9
107,2
100,7
92,1
90,3
93,4
98,5
100,8
102,3
104,7
101,1
101,4
99,5
98,4
96,3
100,7
101,2
100,3
97,8
97,4
98,6
99,7
99
98,1
97
98,5
103,8
114,4
124,5
134,2
131,8
125,6
119,9
114,9
115,5
112,5
111,4
115,3
110,8
103,7
111,1
113
111,2
117,6
121,7
127,3
129,8
137,1
141,4
137,4
130,7
117,2
110,8
111,4
108,2
108,8
110,2
109,5
109,5
116
111,2
112,1
114
119,1
114,1
115,1
115,4
110,8
116
119,2
126,5
127,8
131,3
140,3
137,3
143
134,5
139,9
159,3
170,4
175
175,8
180,9
180,3
169,6
172,3
184,8
177,7
184,6
211,4

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7658&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7658&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7658&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.31370
10.2894163.27440.000681
2-0.007525-0.08510.533856
3-0.088519-1.00150.840757
4-0.180647-2.04380.978487
5-0.159545-1.8050.963291
6-0.181933-2.05830.979207
7-0.022033-0.24930.598225
8-0.014516-0.16420.565097
90.0602540.68170.248331
100.0104960.11870.452832
11-0.10642-1.2040.884595
12-0.313068-3.5420.999723
13-0.080177-0.90710.816969
140.0942241.0660.144211
150.1496071.69260.046481
160.146461.6570.049983
17-0.031695-0.35860.639751
180.085370.96580.16797
190.1443321.63290.052471
200.0781360.8840.189175
21-0.055748-0.63070.735324
220.0332620.37630.353653
230.0023240.02630.489532
24-0.140274-1.5870.942512
25-0.098221-1.11120.865726
26-0.135749-1.53580.936475
27-0.048614-0.550.708364
280.0489460.55380.290355
290.1452511.64330.051385
300.0662580.74960.227429
31-0.056868-0.64340.739438
32-0.031603-0.35750.639365
33-0.038745-0.43840.669065
34-0.080496-0.91070.81792
350.0384760.43530.332035

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.3137 & 0 \tabularnewline
1 & 0.289416 & 3.2744 & 0.000681 \tabularnewline
2 & -0.007525 & -0.0851 & 0.533856 \tabularnewline
3 & -0.088519 & -1.0015 & 0.840757 \tabularnewline
4 & -0.180647 & -2.0438 & 0.978487 \tabularnewline
5 & -0.159545 & -1.805 & 0.963291 \tabularnewline
6 & -0.181933 & -2.0583 & 0.979207 \tabularnewline
7 & -0.022033 & -0.2493 & 0.598225 \tabularnewline
8 & -0.014516 & -0.1642 & 0.565097 \tabularnewline
9 & 0.060254 & 0.6817 & 0.248331 \tabularnewline
10 & 0.010496 & 0.1187 & 0.452832 \tabularnewline
11 & -0.10642 & -1.204 & 0.884595 \tabularnewline
12 & -0.313068 & -3.542 & 0.999723 \tabularnewline
13 & -0.080177 & -0.9071 & 0.816969 \tabularnewline
14 & 0.094224 & 1.066 & 0.144211 \tabularnewline
15 & 0.149607 & 1.6926 & 0.046481 \tabularnewline
16 & 0.14646 & 1.657 & 0.049983 \tabularnewline
17 & -0.031695 & -0.3586 & 0.639751 \tabularnewline
18 & 0.08537 & 0.9658 & 0.16797 \tabularnewline
19 & 0.144332 & 1.6329 & 0.052471 \tabularnewline
20 & 0.078136 & 0.884 & 0.189175 \tabularnewline
21 & -0.055748 & -0.6307 & 0.735324 \tabularnewline
22 & 0.033262 & 0.3763 & 0.353653 \tabularnewline
23 & 0.002324 & 0.0263 & 0.489532 \tabularnewline
24 & -0.140274 & -1.587 & 0.942512 \tabularnewline
25 & -0.098221 & -1.1112 & 0.865726 \tabularnewline
26 & -0.135749 & -1.5358 & 0.936475 \tabularnewline
27 & -0.048614 & -0.55 & 0.708364 \tabularnewline
28 & 0.048946 & 0.5538 & 0.290355 \tabularnewline
29 & 0.145251 & 1.6433 & 0.051385 \tabularnewline
30 & 0.066258 & 0.7496 & 0.227429 \tabularnewline
31 & -0.056868 & -0.6434 & 0.739438 \tabularnewline
32 & -0.031603 & -0.3575 & 0.639365 \tabularnewline
33 & -0.038745 & -0.4384 & 0.669065 \tabularnewline
34 & -0.080496 & -0.9107 & 0.81792 \tabularnewline
35 & 0.038476 & 0.4353 & 0.332035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7658&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]0[/C][C]1[/C][C]11.3137[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.289416[/C][C]3.2744[/C][C]0.000681[/C][/ROW]
[ROW][C]2[/C][C]-0.007525[/C][C]-0.0851[/C][C]0.533856[/C][/ROW]
[ROW][C]3[/C][C]-0.088519[/C][C]-1.0015[/C][C]0.840757[/C][/ROW]
[ROW][C]4[/C][C]-0.180647[/C][C]-2.0438[/C][C]0.978487[/C][/ROW]
[ROW][C]5[/C][C]-0.159545[/C][C]-1.805[/C][C]0.963291[/C][/ROW]
[ROW][C]6[/C][C]-0.181933[/C][C]-2.0583[/C][C]0.979207[/C][/ROW]
[ROW][C]7[/C][C]-0.022033[/C][C]-0.2493[/C][C]0.598225[/C][/ROW]
[ROW][C]8[/C][C]-0.014516[/C][C]-0.1642[/C][C]0.565097[/C][/ROW]
[ROW][C]9[/C][C]0.060254[/C][C]0.6817[/C][C]0.248331[/C][/ROW]
[ROW][C]10[/C][C]0.010496[/C][C]0.1187[/C][C]0.452832[/C][/ROW]
[ROW][C]11[/C][C]-0.10642[/C][C]-1.204[/C][C]0.884595[/C][/ROW]
[ROW][C]12[/C][C]-0.313068[/C][C]-3.542[/C][C]0.999723[/C][/ROW]
[ROW][C]13[/C][C]-0.080177[/C][C]-0.9071[/C][C]0.816969[/C][/ROW]
[ROW][C]14[/C][C]0.094224[/C][C]1.066[/C][C]0.144211[/C][/ROW]
[ROW][C]15[/C][C]0.149607[/C][C]1.6926[/C][C]0.046481[/C][/ROW]
[ROW][C]16[/C][C]0.14646[/C][C]1.657[/C][C]0.049983[/C][/ROW]
[ROW][C]17[/C][C]-0.031695[/C][C]-0.3586[/C][C]0.639751[/C][/ROW]
[ROW][C]18[/C][C]0.08537[/C][C]0.9658[/C][C]0.16797[/C][/ROW]
[ROW][C]19[/C][C]0.144332[/C][C]1.6329[/C][C]0.052471[/C][/ROW]
[ROW][C]20[/C][C]0.078136[/C][C]0.884[/C][C]0.189175[/C][/ROW]
[ROW][C]21[/C][C]-0.055748[/C][C]-0.6307[/C][C]0.735324[/C][/ROW]
[ROW][C]22[/C][C]0.033262[/C][C]0.3763[/C][C]0.353653[/C][/ROW]
[ROW][C]23[/C][C]0.002324[/C][C]0.0263[/C][C]0.489532[/C][/ROW]
[ROW][C]24[/C][C]-0.140274[/C][C]-1.587[/C][C]0.942512[/C][/ROW]
[ROW][C]25[/C][C]-0.098221[/C][C]-1.1112[/C][C]0.865726[/C][/ROW]
[ROW][C]26[/C][C]-0.135749[/C][C]-1.5358[/C][C]0.936475[/C][/ROW]
[ROW][C]27[/C][C]-0.048614[/C][C]-0.55[/C][C]0.708364[/C][/ROW]
[ROW][C]28[/C][C]0.048946[/C][C]0.5538[/C][C]0.290355[/C][/ROW]
[ROW][C]29[/C][C]0.145251[/C][C]1.6433[/C][C]0.051385[/C][/ROW]
[ROW][C]30[/C][C]0.066258[/C][C]0.7496[/C][C]0.227429[/C][/ROW]
[ROW][C]31[/C][C]-0.056868[/C][C]-0.6434[/C][C]0.739438[/C][/ROW]
[ROW][C]32[/C][C]-0.031603[/C][C]-0.3575[/C][C]0.639365[/C][/ROW]
[ROW][C]33[/C][C]-0.038745[/C][C]-0.4384[/C][C]0.669065[/C][/ROW]
[ROW][C]34[/C][C]-0.080496[/C][C]-0.9107[/C][C]0.81792[/C][/ROW]
[ROW][C]35[/C][C]0.038476[/C][C]0.4353[/C][C]0.332035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7658&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7658&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
0111.31370
10.2894163.27440.000681
2-0.007525-0.08510.533856
3-0.088519-1.00150.840757
4-0.180647-2.04380.978487
5-0.159545-1.8050.963291
6-0.181933-2.05830.979207
7-0.022033-0.24930.598225
8-0.014516-0.16420.565097
90.0602540.68170.248331
100.0104960.11870.452832
11-0.10642-1.2040.884595
12-0.313068-3.5420.999723
13-0.080177-0.90710.816969
140.0942241.0660.144211
150.1496071.69260.046481
160.146461.6570.049983
17-0.031695-0.35860.639751
180.085370.96580.16797
190.1443321.63290.052471
200.0781360.8840.189175
21-0.055748-0.63070.735324
220.0332620.37630.353653
230.0023240.02630.489532
24-0.140274-1.5870.942512
25-0.098221-1.11120.865726
26-0.135749-1.53580.936475
27-0.048614-0.550.708364
280.0489460.55380.290355
290.1452511.64330.051385
300.0662580.74960.227429
31-0.056868-0.64340.739438
32-0.031603-0.35750.639365
33-0.038745-0.43840.669065
34-0.080496-0.91070.81792
350.0384760.43530.332035






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2894163.27440.000681
1-0.099632-1.12720.869118
2-0.063153-0.71450.761889
3-0.149806-1.69490.953733
4-0.078983-0.89360.813392
5-0.150949-1.70780.954951
60.0431050.48770.313305
7-0.085397-0.96620.832107
80.0441570.49960.309115
9-0.092607-1.04770.85163
10-0.129829-1.46890.927837
11-0.348255-3.940.999933
120.0887031.00360.158742
130.0069350.07850.468794
140.0899051.01720.155499
15-0.059616-0.67450.749387
16-0.170182-1.92540.971801
170.0452910.51240.304623
180.1976122.23570.013551
190.0537740.60840.272005
20-0.038144-0.43160.666603
210.1008161.14060.128083
22-0.08558-0.96820.832623
23-0.195209-2.20850.985507
240.0508090.57480.283205
25-0.004254-0.04810.519157
260.08839110.159593
270.0587260.66440.253811
28-0.052293-0.59160.722427
29-0.041367-0.4680.679716
300.0344280.38950.348774
310.0310030.35080.363171
32-0.02748-0.31090.621808
33-0.063719-0.72090.763857
340.0646750.73170.232839
35-0.175392-1.98430.975321

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.289416 & 3.2744 & 0.000681 \tabularnewline
1 & -0.099632 & -1.1272 & 0.869118 \tabularnewline
2 & -0.063153 & -0.7145 & 0.761889 \tabularnewline
3 & -0.149806 & -1.6949 & 0.953733 \tabularnewline
4 & -0.078983 & -0.8936 & 0.813392 \tabularnewline
5 & -0.150949 & -1.7078 & 0.954951 \tabularnewline
6 & 0.043105 & 0.4877 & 0.313305 \tabularnewline
7 & -0.085397 & -0.9662 & 0.832107 \tabularnewline
8 & 0.044157 & 0.4996 & 0.309115 \tabularnewline
9 & -0.092607 & -1.0477 & 0.85163 \tabularnewline
10 & -0.129829 & -1.4689 & 0.927837 \tabularnewline
11 & -0.348255 & -3.94 & 0.999933 \tabularnewline
12 & 0.088703 & 1.0036 & 0.158742 \tabularnewline
13 & 0.006935 & 0.0785 & 0.468794 \tabularnewline
14 & 0.089905 & 1.0172 & 0.155499 \tabularnewline
15 & -0.059616 & -0.6745 & 0.749387 \tabularnewline
16 & -0.170182 & -1.9254 & 0.971801 \tabularnewline
17 & 0.045291 & 0.5124 & 0.304623 \tabularnewline
18 & 0.197612 & 2.2357 & 0.013551 \tabularnewline
19 & 0.053774 & 0.6084 & 0.272005 \tabularnewline
20 & -0.038144 & -0.4316 & 0.666603 \tabularnewline
21 & 0.100816 & 1.1406 & 0.128083 \tabularnewline
22 & -0.08558 & -0.9682 & 0.832623 \tabularnewline
23 & -0.195209 & -2.2085 & 0.985507 \tabularnewline
24 & 0.050809 & 0.5748 & 0.283205 \tabularnewline
25 & -0.004254 & -0.0481 & 0.519157 \tabularnewline
26 & 0.088391 & 1 & 0.159593 \tabularnewline
27 & 0.058726 & 0.6644 & 0.253811 \tabularnewline
28 & -0.052293 & -0.5916 & 0.722427 \tabularnewline
29 & -0.041367 & -0.468 & 0.679716 \tabularnewline
30 & 0.034428 & 0.3895 & 0.348774 \tabularnewline
31 & 0.031003 & 0.3508 & 0.363171 \tabularnewline
32 & -0.02748 & -0.3109 & 0.621808 \tabularnewline
33 & -0.063719 & -0.7209 & 0.763857 \tabularnewline
34 & 0.064675 & 0.7317 & 0.232839 \tabularnewline
35 & -0.175392 & -1.9843 & 0.975321 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7658&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]0[/C][C]0.289416[/C][C]3.2744[/C][C]0.000681[/C][/ROW]
[ROW][C]1[/C][C]-0.099632[/C][C]-1.1272[/C][C]0.869118[/C][/ROW]
[ROW][C]2[/C][C]-0.063153[/C][C]-0.7145[/C][C]0.761889[/C][/ROW]
[ROW][C]3[/C][C]-0.149806[/C][C]-1.6949[/C][C]0.953733[/C][/ROW]
[ROW][C]4[/C][C]-0.078983[/C][C]-0.8936[/C][C]0.813392[/C][/ROW]
[ROW][C]5[/C][C]-0.150949[/C][C]-1.7078[/C][C]0.954951[/C][/ROW]
[ROW][C]6[/C][C]0.043105[/C][C]0.4877[/C][C]0.313305[/C][/ROW]
[ROW][C]7[/C][C]-0.085397[/C][C]-0.9662[/C][C]0.832107[/C][/ROW]
[ROW][C]8[/C][C]0.044157[/C][C]0.4996[/C][C]0.309115[/C][/ROW]
[ROW][C]9[/C][C]-0.092607[/C][C]-1.0477[/C][C]0.85163[/C][/ROW]
[ROW][C]10[/C][C]-0.129829[/C][C]-1.4689[/C][C]0.927837[/C][/ROW]
[ROW][C]11[/C][C]-0.348255[/C][C]-3.94[/C][C]0.999933[/C][/ROW]
[ROW][C]12[/C][C]0.088703[/C][C]1.0036[/C][C]0.158742[/C][/ROW]
[ROW][C]13[/C][C]0.006935[/C][C]0.0785[/C][C]0.468794[/C][/ROW]
[ROW][C]14[/C][C]0.089905[/C][C]1.0172[/C][C]0.155499[/C][/ROW]
[ROW][C]15[/C][C]-0.059616[/C][C]-0.6745[/C][C]0.749387[/C][/ROW]
[ROW][C]16[/C][C]-0.170182[/C][C]-1.9254[/C][C]0.971801[/C][/ROW]
[ROW][C]17[/C][C]0.045291[/C][C]0.5124[/C][C]0.304623[/C][/ROW]
[ROW][C]18[/C][C]0.197612[/C][C]2.2357[/C][C]0.013551[/C][/ROW]
[ROW][C]19[/C][C]0.053774[/C][C]0.6084[/C][C]0.272005[/C][/ROW]
[ROW][C]20[/C][C]-0.038144[/C][C]-0.4316[/C][C]0.666603[/C][/ROW]
[ROW][C]21[/C][C]0.100816[/C][C]1.1406[/C][C]0.128083[/C][/ROW]
[ROW][C]22[/C][C]-0.08558[/C][C]-0.9682[/C][C]0.832623[/C][/ROW]
[ROW][C]23[/C][C]-0.195209[/C][C]-2.2085[/C][C]0.985507[/C][/ROW]
[ROW][C]24[/C][C]0.050809[/C][C]0.5748[/C][C]0.283205[/C][/ROW]
[ROW][C]25[/C][C]-0.004254[/C][C]-0.0481[/C][C]0.519157[/C][/ROW]
[ROW][C]26[/C][C]0.088391[/C][C]1[/C][C]0.159593[/C][/ROW]
[ROW][C]27[/C][C]0.058726[/C][C]0.6644[/C][C]0.253811[/C][/ROW]
[ROW][C]28[/C][C]-0.052293[/C][C]-0.5916[/C][C]0.722427[/C][/ROW]
[ROW][C]29[/C][C]-0.041367[/C][C]-0.468[/C][C]0.679716[/C][/ROW]
[ROW][C]30[/C][C]0.034428[/C][C]0.3895[/C][C]0.348774[/C][/ROW]
[ROW][C]31[/C][C]0.031003[/C][C]0.3508[/C][C]0.363171[/C][/ROW]
[ROW][C]32[/C][C]-0.02748[/C][C]-0.3109[/C][C]0.621808[/C][/ROW]
[ROW][C]33[/C][C]-0.063719[/C][C]-0.7209[/C][C]0.763857[/C][/ROW]
[ROW][C]34[/C][C]0.064675[/C][C]0.7317[/C][C]0.232839[/C][/ROW]
[ROW][C]35[/C][C]-0.175392[/C][C]-1.9843[/C][C]0.975321[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7658&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7658&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
00.2894163.27440.000681
1-0.099632-1.12720.869118
2-0.063153-0.71450.761889
3-0.149806-1.69490.953733
4-0.078983-0.89360.813392
5-0.150949-1.70780.954951
60.0431050.48770.313305
7-0.085397-0.96620.832107
80.0441570.49960.309115
9-0.092607-1.04770.85163
10-0.129829-1.46890.927837
11-0.348255-3.940.999933
120.0887031.00360.158742
130.0069350.07850.468794
140.0899051.01720.155499
15-0.059616-0.67450.749387
16-0.170182-1.92540.971801
170.0452910.51240.304623
180.1976122.23570.013551
190.0537740.60840.272005
20-0.038144-0.43160.666603
210.1008161.14060.128083
22-0.08558-0.96820.832623
23-0.195209-2.20850.985507
240.0508090.57480.283205
25-0.004254-0.04810.519157
260.08839110.159593
270.0587260.66440.253811
28-0.052293-0.59160.722427
29-0.041367-0.4680.679716
300.0344280.38950.348774
310.0310030.35080.363171
32-0.02748-0.31090.621808
33-0.063719-0.72090.763857
340.0646750.73170.232839
35-0.175392-1.98430.975321


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')