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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 05:12:02 -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/t1196424088kg9won16fjq3jh3.htm/, Retrieved Sat, 27 Apr 2024 13:48:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7657, Retrieved Sat, 27 Apr 2024 13:48:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS 11 G29
Estimated Impact234

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 totaal] [2007-11-30 12:12:02] [7a600ca82a81f1b71fd92dcbb183f5b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
153,4
159,5
157,4
169,1
172,6
161,7
159,2
157,4
153,9
144,8
142,2
140,1
143,4
153,3
166,9
170,6
182,8
170,3
156,6
155,2
154,7
151,6
152,1
153,2
149,5
149,7
144,3
140
137,8
132,2
128,9
123,1
120,4
122,8
126
124,5
120,6
114,7
111,7
109,1
108
107,7
99,9
103,7
103,4
103,4
104,7
105,8
105,3
103
103,8
103,4
105,8
101,4
97
94,3
96,6
97,1
95,7
96,9
97,4
95,3
93,6
91,5
93,1
91,7
94,3
93,9
90,9
88,3
91,3
91,7
92,4
92
95,6
95,8
96,4
99
107
109,7
116,2
115,9
113,8
112,6
113,7
115,9
110,3
111,3
113,4
108,2
104,8
106
110,9
115
118,4
121,4
128,8
131,7
141,7
142,9
139,4
134,7
125
113,6
111,5
108,5
112,3
116,6
115,5
120,1
132,9
128,1
129,3
132,5
131
124,9
120,8
122
122,1
127,4
135,2
137,3
135
136
138,4
134,7
138,4
133,9
133,6
141,2
151,8
155,4
156,6
161,6
160,7
156
159,5
168,7
169,9
169,9
185,9

Tables (Output of Computation)





Summary of compuational 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 compuational 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=7657&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]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=7657&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7657&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.31370
10.1706021.93010.027901
2-0.003256-0.03680.514663
30.176391.99560.024049
4-0.025388-0.28720.612802
5-0.159626-1.8060.963363
6-0.100355-1.13540.870832
7-0.035597-0.40270.656093
8-0.125282-1.41740.920603
9-0.130846-1.48040.929382
10-0.040994-0.46380.678209
11-0.014179-0.16040.563598
12-0.346562-3.92090.999928
130.1260461.4260.078145
140.185452.09810.01893
15-0.119007-1.34640.909725
160.0619260.70060.242407
170.0801790.90710.183023
180.0803450.9090.182529
190.0832960.94240.173884
200.0326960.36990.35603
210.048350.5470.292659
220.0554510.62740.265772
23-0.126044-1.4260.921852
24-0.15055-1.70330.954529
25-0.151517-1.71420.955545
26-0.105706-1.19590.883033
270.0772040.87350.192024
28-0.032674-0.36970.643876
290.0012460.01410.494385
30-0.019895-0.22510.588864
310.04620.52270.301045
320.1105561.25080.106645
330.0255040.28850.386696
34-0.055757-0.63080.735358
350.0745880.84390.200159

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.3137 & 0 \tabularnewline
1 & 0.170602 & 1.9301 & 0.027901 \tabularnewline
2 & -0.003256 & -0.0368 & 0.514663 \tabularnewline
3 & 0.17639 & 1.9956 & 0.024049 \tabularnewline
4 & -0.025388 & -0.2872 & 0.612802 \tabularnewline
5 & -0.159626 & -1.806 & 0.963363 \tabularnewline
6 & -0.100355 & -1.1354 & 0.870832 \tabularnewline
7 & -0.035597 & -0.4027 & 0.656093 \tabularnewline
8 & -0.125282 & -1.4174 & 0.920603 \tabularnewline
9 & -0.130846 & -1.4804 & 0.929382 \tabularnewline
10 & -0.040994 & -0.4638 & 0.678209 \tabularnewline
11 & -0.014179 & -0.1604 & 0.563598 \tabularnewline
12 & -0.346562 & -3.9209 & 0.999928 \tabularnewline
13 & 0.126046 & 1.426 & 0.078145 \tabularnewline
14 & 0.18545 & 2.0981 & 0.01893 \tabularnewline
15 & -0.119007 & -1.3464 & 0.909725 \tabularnewline
16 & 0.061926 & 0.7006 & 0.242407 \tabularnewline
17 & 0.080179 & 0.9071 & 0.183023 \tabularnewline
18 & 0.080345 & 0.909 & 0.182529 \tabularnewline
19 & 0.083296 & 0.9424 & 0.173884 \tabularnewline
20 & 0.032696 & 0.3699 & 0.35603 \tabularnewline
21 & 0.04835 & 0.547 & 0.292659 \tabularnewline
22 & 0.055451 & 0.6274 & 0.265772 \tabularnewline
23 & -0.126044 & -1.426 & 0.921852 \tabularnewline
24 & -0.15055 & -1.7033 & 0.954529 \tabularnewline
25 & -0.151517 & -1.7142 & 0.955545 \tabularnewline
26 & -0.105706 & -1.1959 & 0.883033 \tabularnewline
27 & 0.077204 & 0.8735 & 0.192024 \tabularnewline
28 & -0.032674 & -0.3697 & 0.643876 \tabularnewline
29 & 0.001246 & 0.0141 & 0.494385 \tabularnewline
30 & -0.019895 & -0.2251 & 0.588864 \tabularnewline
31 & 0.0462 & 0.5227 & 0.301045 \tabularnewline
32 & 0.110556 & 1.2508 & 0.106645 \tabularnewline
33 & 0.025504 & 0.2885 & 0.386696 \tabularnewline
34 & -0.055757 & -0.6308 & 0.735358 \tabularnewline
35 & 0.074588 & 0.8439 & 0.200159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7657&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]0.170602[/C][C]1.9301[/C][C]0.027901[/C][/ROW]
[ROW][C]2[/C][C]-0.003256[/C][C]-0.0368[/C][C]0.514663[/C][/ROW]
[ROW][C]3[/C][C]0.17639[/C][C]1.9956[/C][C]0.024049[/C][/ROW]
[ROW][C]4[/C][C]-0.025388[/C][C]-0.2872[/C][C]0.612802[/C][/ROW]
[ROW][C]5[/C][C]-0.159626[/C][C]-1.806[/C][C]0.963363[/C][/ROW]
[ROW][C]6[/C][C]-0.100355[/C][C]-1.1354[/C][C]0.870832[/C][/ROW]
[ROW][C]7[/C][C]-0.035597[/C][C]-0.4027[/C][C]0.656093[/C][/ROW]
[ROW][C]8[/C][C]-0.125282[/C][C]-1.4174[/C][C]0.920603[/C][/ROW]
[ROW][C]9[/C][C]-0.130846[/C][C]-1.4804[/C][C]0.929382[/C][/ROW]
[ROW][C]10[/C][C]-0.040994[/C][C]-0.4638[/C][C]0.678209[/C][/ROW]
[ROW][C]11[/C][C]-0.014179[/C][C]-0.1604[/C][C]0.563598[/C][/ROW]
[ROW][C]12[/C][C]-0.346562[/C][C]-3.9209[/C][C]0.999928[/C][/ROW]
[ROW][C]13[/C][C]0.126046[/C][C]1.426[/C][C]0.078145[/C][/ROW]
[ROW][C]14[/C][C]0.18545[/C][C]2.0981[/C][C]0.01893[/C][/ROW]
[ROW][C]15[/C][C]-0.119007[/C][C]-1.3464[/C][C]0.909725[/C][/ROW]
[ROW][C]16[/C][C]0.061926[/C][C]0.7006[/C][C]0.242407[/C][/ROW]
[ROW][C]17[/C][C]0.080179[/C][C]0.9071[/C][C]0.183023[/C][/ROW]
[ROW][C]18[/C][C]0.080345[/C][C]0.909[/C][C]0.182529[/C][/ROW]
[ROW][C]19[/C][C]0.083296[/C][C]0.9424[/C][C]0.173884[/C][/ROW]
[ROW][C]20[/C][C]0.032696[/C][C]0.3699[/C][C]0.35603[/C][/ROW]
[ROW][C]21[/C][C]0.04835[/C][C]0.547[/C][C]0.292659[/C][/ROW]
[ROW][C]22[/C][C]0.055451[/C][C]0.6274[/C][C]0.265772[/C][/ROW]
[ROW][C]23[/C][C]-0.126044[/C][C]-1.426[/C][C]0.921852[/C][/ROW]
[ROW][C]24[/C][C]-0.15055[/C][C]-1.7033[/C][C]0.954529[/C][/ROW]
[ROW][C]25[/C][C]-0.151517[/C][C]-1.7142[/C][C]0.955545[/C][/ROW]
[ROW][C]26[/C][C]-0.105706[/C][C]-1.1959[/C][C]0.883033[/C][/ROW]
[ROW][C]27[/C][C]0.077204[/C][C]0.8735[/C][C]0.192024[/C][/ROW]
[ROW][C]28[/C][C]-0.032674[/C][C]-0.3697[/C][C]0.643876[/C][/ROW]
[ROW][C]29[/C][C]0.001246[/C][C]0.0141[/C][C]0.494385[/C][/ROW]
[ROW][C]30[/C][C]-0.019895[/C][C]-0.2251[/C][C]0.588864[/C][/ROW]
[ROW][C]31[/C][C]0.0462[/C][C]0.5227[/C][C]0.301045[/C][/ROW]
[ROW][C]32[/C][C]0.110556[/C][C]1.2508[/C][C]0.106645[/C][/ROW]
[ROW][C]33[/C][C]0.025504[/C][C]0.2885[/C][C]0.386696[/C][/ROW]
[ROW][C]34[/C][C]-0.055757[/C][C]-0.6308[/C][C]0.735358[/C][/ROW]
[ROW][C]35[/C][C]0.074588[/C][C]0.8439[/C][C]0.200159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7657&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7657&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
10.1706021.93010.027901
2-0.003256-0.03680.514663
30.176391.99560.024049
4-0.025388-0.28720.612802
5-0.159626-1.8060.963363
6-0.100355-1.13540.870832
7-0.035597-0.40270.656093
8-0.125282-1.41740.920603
9-0.130846-1.48040.929382
10-0.040994-0.46380.678209
11-0.014179-0.16040.563598
12-0.346562-3.92090.999928
130.1260461.4260.078145
140.185452.09810.01893
15-0.119007-1.34640.909725
160.0619260.70060.242407
170.0801790.90710.183023
180.0803450.9090.182529
190.0832960.94240.173884
200.0326960.36990.35603
210.048350.5470.292659
220.0554510.62740.265772
23-0.126044-1.4260.921852
24-0.15055-1.70330.954529
25-0.151517-1.71420.955545
26-0.105706-1.19590.883033
270.0772040.87350.192024
28-0.032674-0.36970.643876
290.0012460.01410.494385
30-0.019895-0.22510.588864
310.04620.52270.301045
320.1105561.25080.106645
330.0255040.28850.386696
34-0.055757-0.63080.735358
350.0745880.84390.200159






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1706021.93010.027901
1-0.033331-0.37710.646636
20.1883352.13080.017511
3-0.096147-1.08780.860633
4-0.134439-1.5210.934638
5-0.091658-1.0370.849153
60.0081950.09270.463139
7-0.080715-0.91320.818569
8-0.083282-0.94220.826074
9-0.040259-0.45550.675233
100.0014520.01640.493457
11-0.370388-4.19050.999974
120.2792563.15940.000986
130.0360840.40820.341888
14-0.080738-0.91340.818637
15-0.010726-0.12140.5482
16-0.07854-0.88860.812052
170.1368451.54820.062018
180.0955441.0810.140875
19-0.087587-0.99090.838206
200.0327730.37080.355704
210.0358220.40530.342974
22-0.117974-1.33470.907832
23-0.281069-3.17990.999076
240.0711490.8050.211169
250.0916161.03650.150959
260.0359750.4070.342341
27-0.055561-0.62860.734633
28-0.059943-0.67820.750559
29-0.047653-0.53910.704633
300.168141.90230.02969
31-0.039697-0.44910.672947
320.000390.00440.498242
33-0.075104-0.84970.801463
34-0.025397-0.28730.612839
35-0.058366-0.66030.744887

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.170602 & 1.9301 & 0.027901 \tabularnewline
1 & -0.033331 & -0.3771 & 0.646636 \tabularnewline
2 & 0.188335 & 2.1308 & 0.017511 \tabularnewline
3 & -0.096147 & -1.0878 & 0.860633 \tabularnewline
4 & -0.134439 & -1.521 & 0.934638 \tabularnewline
5 & -0.091658 & -1.037 & 0.849153 \tabularnewline
6 & 0.008195 & 0.0927 & 0.463139 \tabularnewline
7 & -0.080715 & -0.9132 & 0.818569 \tabularnewline
8 & -0.083282 & -0.9422 & 0.826074 \tabularnewline
9 & -0.040259 & -0.4555 & 0.675233 \tabularnewline
10 & 0.001452 & 0.0164 & 0.493457 \tabularnewline
11 & -0.370388 & -4.1905 & 0.999974 \tabularnewline
12 & 0.279256 & 3.1594 & 0.000986 \tabularnewline
13 & 0.036084 & 0.4082 & 0.341888 \tabularnewline
14 & -0.080738 & -0.9134 & 0.818637 \tabularnewline
15 & -0.010726 & -0.1214 & 0.5482 \tabularnewline
16 & -0.07854 & -0.8886 & 0.812052 \tabularnewline
17 & 0.136845 & 1.5482 & 0.062018 \tabularnewline
18 & 0.095544 & 1.081 & 0.140875 \tabularnewline
19 & -0.087587 & -0.9909 & 0.838206 \tabularnewline
20 & 0.032773 & 0.3708 & 0.355704 \tabularnewline
21 & 0.035822 & 0.4053 & 0.342974 \tabularnewline
22 & -0.117974 & -1.3347 & 0.907832 \tabularnewline
23 & -0.281069 & -3.1799 & 0.999076 \tabularnewline
24 & 0.071149 & 0.805 & 0.211169 \tabularnewline
25 & 0.091616 & 1.0365 & 0.150959 \tabularnewline
26 & 0.035975 & 0.407 & 0.342341 \tabularnewline
27 & -0.055561 & -0.6286 & 0.734633 \tabularnewline
28 & -0.059943 & -0.6782 & 0.750559 \tabularnewline
29 & -0.047653 & -0.5391 & 0.704633 \tabularnewline
30 & 0.16814 & 1.9023 & 0.02969 \tabularnewline
31 & -0.039697 & -0.4491 & 0.672947 \tabularnewline
32 & 0.00039 & 0.0044 & 0.498242 \tabularnewline
33 & -0.075104 & -0.8497 & 0.801463 \tabularnewline
34 & -0.025397 & -0.2873 & 0.612839 \tabularnewline
35 & -0.058366 & -0.6603 & 0.744887 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7657&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]0.170602[/C][C]1.9301[/C][C]0.027901[/C][/ROW]
[ROW][C]1[/C][C]-0.033331[/C][C]-0.3771[/C][C]0.646636[/C][/ROW]
[ROW][C]2[/C][C]0.188335[/C][C]2.1308[/C][C]0.017511[/C][/ROW]
[ROW][C]3[/C][C]-0.096147[/C][C]-1.0878[/C][C]0.860633[/C][/ROW]
[ROW][C]4[/C][C]-0.134439[/C][C]-1.521[/C][C]0.934638[/C][/ROW]
[ROW][C]5[/C][C]-0.091658[/C][C]-1.037[/C][C]0.849153[/C][/ROW]
[ROW][C]6[/C][C]0.008195[/C][C]0.0927[/C][C]0.463139[/C][/ROW]
[ROW][C]7[/C][C]-0.080715[/C][C]-0.9132[/C][C]0.818569[/C][/ROW]
[ROW][C]8[/C][C]-0.083282[/C][C]-0.9422[/C][C]0.826074[/C][/ROW]
[ROW][C]9[/C][C]-0.040259[/C][C]-0.4555[/C][C]0.675233[/C][/ROW]
[ROW][C]10[/C][C]0.001452[/C][C]0.0164[/C][C]0.493457[/C][/ROW]
[ROW][C]11[/C][C]-0.370388[/C][C]-4.1905[/C][C]0.999974[/C][/ROW]
[ROW][C]12[/C][C]0.279256[/C][C]3.1594[/C][C]0.000986[/C][/ROW]
[ROW][C]13[/C][C]0.036084[/C][C]0.4082[/C][C]0.341888[/C][/ROW]
[ROW][C]14[/C][C]-0.080738[/C][C]-0.9134[/C][C]0.818637[/C][/ROW]
[ROW][C]15[/C][C]-0.010726[/C][C]-0.1214[/C][C]0.5482[/C][/ROW]
[ROW][C]16[/C][C]-0.07854[/C][C]-0.8886[/C][C]0.812052[/C][/ROW]
[ROW][C]17[/C][C]0.136845[/C][C]1.5482[/C][C]0.062018[/C][/ROW]
[ROW][C]18[/C][C]0.095544[/C][C]1.081[/C][C]0.140875[/C][/ROW]
[ROW][C]19[/C][C]-0.087587[/C][C]-0.9909[/C][C]0.838206[/C][/ROW]
[ROW][C]20[/C][C]0.032773[/C][C]0.3708[/C][C]0.355704[/C][/ROW]
[ROW][C]21[/C][C]0.035822[/C][C]0.4053[/C][C]0.342974[/C][/ROW]
[ROW][C]22[/C][C]-0.117974[/C][C]-1.3347[/C][C]0.907832[/C][/ROW]
[ROW][C]23[/C][C]-0.281069[/C][C]-3.1799[/C][C]0.999076[/C][/ROW]
[ROW][C]24[/C][C]0.071149[/C][C]0.805[/C][C]0.211169[/C][/ROW]
[ROW][C]25[/C][C]0.091616[/C][C]1.0365[/C][C]0.150959[/C][/ROW]
[ROW][C]26[/C][C]0.035975[/C][C]0.407[/C][C]0.342341[/C][/ROW]
[ROW][C]27[/C][C]-0.055561[/C][C]-0.6286[/C][C]0.734633[/C][/ROW]
[ROW][C]28[/C][C]-0.059943[/C][C]-0.6782[/C][C]0.750559[/C][/ROW]
[ROW][C]29[/C][C]-0.047653[/C][C]-0.5391[/C][C]0.704633[/C][/ROW]
[ROW][C]30[/C][C]0.16814[/C][C]1.9023[/C][C]0.02969[/C][/ROW]
[ROW][C]31[/C][C]-0.039697[/C][C]-0.4491[/C][C]0.672947[/C][/ROW]
[ROW][C]32[/C][C]0.00039[/C][C]0.0044[/C][C]0.498242[/C][/ROW]
[ROW][C]33[/C][C]-0.075104[/C][C]-0.8497[/C][C]0.801463[/C][/ROW]
[ROW][C]34[/C][C]-0.025397[/C][C]-0.2873[/C][C]0.612839[/C][/ROW]
[ROW][C]35[/C][C]-0.058366[/C][C]-0.6603[/C][C]0.744887[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7657&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7657&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
00.1706021.93010.027901
1-0.033331-0.37710.646636
20.1883352.13080.017511
3-0.096147-1.08780.860633
4-0.134439-1.5210.934638
5-0.091658-1.0370.849153
60.0081950.09270.463139
7-0.080715-0.91320.818569
8-0.083282-0.94220.826074
9-0.040259-0.45550.675233
100.0014520.01640.493457
11-0.370388-4.19050.999974
120.2792563.15940.000986
130.0360840.40820.341888
14-0.080738-0.91340.818637
15-0.010726-0.12140.5482
16-0.07854-0.88860.812052
170.1368451.54820.062018
180.0955441.0810.140875
19-0.087587-0.99090.838206
200.0327730.37080.355704
210.0358220.40530.342974
22-0.117974-1.33470.907832
23-0.281069-3.17990.999076
240.0711490.8050.211169
250.0916161.03650.150959
260.0359750.4070.342341
27-0.055561-0.62860.734633
28-0.059943-0.67820.750559
29-0.047653-0.53910.704633
300.168141.90230.02969
31-0.039697-0.44910.672947
320.000390.00440.498242
33-0.075104-0.84970.801463
34-0.025397-0.28730.612839
35-0.058366-0.66030.744887


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')