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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 05:16:36 -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/t1196424523u16st5spcgslbmi.htm/, Retrieved Sat, 27 Apr 2024 15:36:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7659, Retrieved Sat, 27 Apr 2024 15:36:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS11 G 29
Estimated Impact240

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 olie] [2007-11-30 12:16:36] [7a600ca82a81f1b71fd92dcbb183f5b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
145,3
143,6
142,8
155,9
156,2
149,8
152,7
155,5
159,3
143
141,4
142,8
146,4
152,3
164,3
168
171,3
162,7
150,2
142,5
138,2
138
145,1
138,4
131,8
130,8
126,3
123
124
120,8
122,1
106,5
104,3
108,7
113,8
112,5
106,1
98,4
96
99,3
97,5
95,3
88
94,7
99,4
98,9
96,4
95,3
99,5
101,6
103,9
106,6
108,3
102
93,8
91,6
97,7
94,8
98
103,8
97,8
91,2
89,3
87,5
90,4
94,2
102,2
101,3
96
90,8
93,2
90,9
91,1
90,2
94,3
96
99
103,3
113,1
112,8
112,1
107,4
111
110,5
110,8
112,4
111,5
116,2
122,5
121,3
113,9
110,7
120,8
141,1
147,4
148
158,1
165
187
190,3
182,4
168,8
151,2
120,1
112,5
106,2
107,1
108,5
106,5
108,3
125,6
124
127,2
136,9
135,8
124,3
115,4
113,6
114,4
118,4
117
116,5
115,4
113,6
117,4
116,9
116,4
111,1
110,2
118,9
131,8
130,6
138,3
148,4
148,7
144,3
152,5
162,9
167,2
166,5
185,6

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=7659&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=7659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7659&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
10.3596074.06854.1e-05
20.0596560.67490.250467
3-0.000556-0.00630.502505
40.0031590.03570.485774
50.0280330.31720.375822
6-0.057619-0.65190.742177
7-0.14775-1.67160.951476
8-0.040554-0.45880.676428
9-0.090988-1.02940.847387
10-0.213654-2.41720.991476
11-0.159963-1.80980.963662
12-0.336518-3.80730.999892
13-0.004691-0.05310.521123
140.1024911.15950.124195
150.1022541.15690.124739
160.090111.01950.154951
170.0756270.85560.196902
180.0744710.84250.200529
190.1168111.32160.094335
200.0348510.39430.347012
210.0764820.86530.194246
220.156891.7750.039136
23-0.016803-0.19010.575235
24-0.213289-2.41310.991383
25-0.229923-2.60130.994809
26-0.004051-0.04580.518243
270.0026170.02960.488213
28-0.10182-1.1520.874258
29-0.088263-0.99860.840059
30-0.061268-0.69320.755269
31-0.012942-0.14640.55809
32-0.02741-0.31010.621509
33-0.057686-0.65260.742421
340.0268510.30380.380892
350.0606980.68670.24675

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.3137 & 0 \tabularnewline
1 & 0.359607 & 4.0685 & 4.1e-05 \tabularnewline
2 & 0.059656 & 0.6749 & 0.250467 \tabularnewline
3 & -0.000556 & -0.0063 & 0.502505 \tabularnewline
4 & 0.003159 & 0.0357 & 0.485774 \tabularnewline
5 & 0.028033 & 0.3172 & 0.375822 \tabularnewline
6 & -0.057619 & -0.6519 & 0.742177 \tabularnewline
7 & -0.14775 & -1.6716 & 0.951476 \tabularnewline
8 & -0.040554 & -0.4588 & 0.676428 \tabularnewline
9 & -0.090988 & -1.0294 & 0.847387 \tabularnewline
10 & -0.213654 & -2.4172 & 0.991476 \tabularnewline
11 & -0.159963 & -1.8098 & 0.963662 \tabularnewline
12 & -0.336518 & -3.8073 & 0.999892 \tabularnewline
13 & -0.004691 & -0.0531 & 0.521123 \tabularnewline
14 & 0.102491 & 1.1595 & 0.124195 \tabularnewline
15 & 0.102254 & 1.1569 & 0.124739 \tabularnewline
16 & 0.09011 & 1.0195 & 0.154951 \tabularnewline
17 & 0.075627 & 0.8556 & 0.196902 \tabularnewline
18 & 0.074471 & 0.8425 & 0.200529 \tabularnewline
19 & 0.116811 & 1.3216 & 0.094335 \tabularnewline
20 & 0.034851 & 0.3943 & 0.347012 \tabularnewline
21 & 0.076482 & 0.8653 & 0.194246 \tabularnewline
22 & 0.15689 & 1.775 & 0.039136 \tabularnewline
23 & -0.016803 & -0.1901 & 0.575235 \tabularnewline
24 & -0.213289 & -2.4131 & 0.991383 \tabularnewline
25 & -0.229923 & -2.6013 & 0.994809 \tabularnewline
26 & -0.004051 & -0.0458 & 0.518243 \tabularnewline
27 & 0.002617 & 0.0296 & 0.488213 \tabularnewline
28 & -0.10182 & -1.152 & 0.874258 \tabularnewline
29 & -0.088263 & -0.9986 & 0.840059 \tabularnewline
30 & -0.061268 & -0.6932 & 0.755269 \tabularnewline
31 & -0.012942 & -0.1464 & 0.55809 \tabularnewline
32 & -0.02741 & -0.3101 & 0.621509 \tabularnewline
33 & -0.057686 & -0.6526 & 0.742421 \tabularnewline
34 & 0.026851 & 0.3038 & 0.380892 \tabularnewline
35 & 0.060698 & 0.6867 & 0.24675 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7659&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]0.359607[/C][C]4.0685[/C][C]4.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.059656[/C][C]0.6749[/C][C]0.250467[/C][/ROW]
[ROW][C]3[/C][C]-0.000556[/C][C]-0.0063[/C][C]0.502505[/C][/ROW]
[ROW][C]4[/C][C]0.003159[/C][C]0.0357[/C][C]0.485774[/C][/ROW]
[ROW][C]5[/C][C]0.028033[/C][C]0.3172[/C][C]0.375822[/C][/ROW]
[ROW][C]6[/C][C]-0.057619[/C][C]-0.6519[/C][C]0.742177[/C][/ROW]
[ROW][C]7[/C][C]-0.14775[/C][C]-1.6716[/C][C]0.951476[/C][/ROW]
[ROW][C]8[/C][C]-0.040554[/C][C]-0.4588[/C][C]0.676428[/C][/ROW]
[ROW][C]9[/C][C]-0.090988[/C][C]-1.0294[/C][C]0.847387[/C][/ROW]
[ROW][C]10[/C][C]-0.213654[/C][C]-2.4172[/C][C]0.991476[/C][/ROW]
[ROW][C]11[/C][C]-0.159963[/C][C]-1.8098[/C][C]0.963662[/C][/ROW]
[ROW][C]12[/C][C]-0.336518[/C][C]-3.8073[/C][C]0.999892[/C][/ROW]
[ROW][C]13[/C][C]-0.004691[/C][C]-0.0531[/C][C]0.521123[/C][/ROW]
[ROW][C]14[/C][C]0.102491[/C][C]1.1595[/C][C]0.124195[/C][/ROW]
[ROW][C]15[/C][C]0.102254[/C][C]1.1569[/C][C]0.124739[/C][/ROW]
[ROW][C]16[/C][C]0.09011[/C][C]1.0195[/C][C]0.154951[/C][/ROW]
[ROW][C]17[/C][C]0.075627[/C][C]0.8556[/C][C]0.196902[/C][/ROW]
[ROW][C]18[/C][C]0.074471[/C][C]0.8425[/C][C]0.200529[/C][/ROW]
[ROW][C]19[/C][C]0.116811[/C][C]1.3216[/C][C]0.094335[/C][/ROW]
[ROW][C]20[/C][C]0.034851[/C][C]0.3943[/C][C]0.347012[/C][/ROW]
[ROW][C]21[/C][C]0.076482[/C][C]0.8653[/C][C]0.194246[/C][/ROW]
[ROW][C]22[/C][C]0.15689[/C][C]1.775[/C][C]0.039136[/C][/ROW]
[ROW][C]23[/C][C]-0.016803[/C][C]-0.1901[/C][C]0.575235[/C][/ROW]
[ROW][C]24[/C][C]-0.213289[/C][C]-2.4131[/C][C]0.991383[/C][/ROW]
[ROW][C]25[/C][C]-0.229923[/C][C]-2.6013[/C][C]0.994809[/C][/ROW]
[ROW][C]26[/C][C]-0.004051[/C][C]-0.0458[/C][C]0.518243[/C][/ROW]
[ROW][C]27[/C][C]0.002617[/C][C]0.0296[/C][C]0.488213[/C][/ROW]
[ROW][C]28[/C][C]-0.10182[/C][C]-1.152[/C][C]0.874258[/C][/ROW]
[ROW][C]29[/C][C]-0.088263[/C][C]-0.9986[/C][C]0.840059[/C][/ROW]
[ROW][C]30[/C][C]-0.061268[/C][C]-0.6932[/C][C]0.755269[/C][/ROW]
[ROW][C]31[/C][C]-0.012942[/C][C]-0.1464[/C][C]0.55809[/C][/ROW]
[ROW][C]32[/C][C]-0.02741[/C][C]-0.3101[/C][C]0.621509[/C][/ROW]
[ROW][C]33[/C][C]-0.057686[/C][C]-0.6526[/C][C]0.742421[/C][/ROW]
[ROW][C]34[/C][C]0.026851[/C][C]0.3038[/C][C]0.380892[/C][/ROW]
[ROW][C]35[/C][C]0.060698[/C][C]0.6867[/C][C]0.24675[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7659&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
10.3596074.06854.1e-05
20.0596560.67490.250467
3-0.000556-0.00630.502505
40.0031590.03570.485774
50.0280330.31720.375822
6-0.057619-0.65190.742177
7-0.14775-1.67160.951476
8-0.040554-0.45880.676428
9-0.090988-1.02940.847387
10-0.213654-2.41720.991476
11-0.159963-1.80980.963662
12-0.336518-3.80730.999892
13-0.004691-0.05310.521123
140.1024911.15950.124195
150.1022541.15690.124739
160.090111.01950.154951
170.0756270.85560.196902
180.0744710.84250.200529
190.1168111.32160.094335
200.0348510.39430.347012
210.0764820.86530.194246
220.156891.7750.039136
23-0.016803-0.19010.575235
24-0.213289-2.41310.991383
25-0.229923-2.60130.994809
26-0.004051-0.04580.518243
270.0026170.02960.488213
28-0.10182-1.1520.874258
29-0.088263-0.99860.840059
30-0.061268-0.69320.755269
31-0.012942-0.14640.55809
32-0.02741-0.31010.621509
33-0.057686-0.65260.742421
340.0268510.30380.380892
350.0606980.68670.24675






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3596074.06854.1e-05
1-0.080007-0.90520.816464
20.0058320.0660.473746
30.007150.08090.467825
40.0277510.3140.377028
5-0.090255-1.02110.845437
6-0.10991-1.24350.89202
70.0634170.71750.237192
8-0.119223-1.34880.910117
9-0.176864-2.0010.976246
10-0.021306-0.24110.59505
11-0.331764-3.75350.999868
120.2593142.93380.001985
13-0.025686-0.29060.614088
140.0892831.01010.15717
150.0128370.14520.442377
160.0170910.19340.423489
170.0222760.2520.400711
18-0.017014-0.19250.576171
190.0149610.16930.432926
200.0506560.57310.28379
210.0207350.23460.40745
22-0.063836-0.72220.764263
23-0.361597-4.0910.999962
240.1363341.54240.062718
250.141411.59990.056046
26-0.04782-0.5410.705283
27-0.060453-0.68390.752377
280.0318690.36060.359511
29-0.100268-1.13440.870628
300.0299130.33840.3678
31-0.049426-0.55920.711494
320.0085670.09690.46147
330.0035120.03970.484185
34-0.079248-0.89660.81419
35-0.186178-2.10640.981437

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.359607 & 4.0685 & 4.1e-05 \tabularnewline
1 & -0.080007 & -0.9052 & 0.816464 \tabularnewline
2 & 0.005832 & 0.066 & 0.473746 \tabularnewline
3 & 0.00715 & 0.0809 & 0.467825 \tabularnewline
4 & 0.027751 & 0.314 & 0.377028 \tabularnewline
5 & -0.090255 & -1.0211 & 0.845437 \tabularnewline
6 & -0.10991 & -1.2435 & 0.89202 \tabularnewline
7 & 0.063417 & 0.7175 & 0.237192 \tabularnewline
8 & -0.119223 & -1.3488 & 0.910117 \tabularnewline
9 & -0.176864 & -2.001 & 0.976246 \tabularnewline
10 & -0.021306 & -0.2411 & 0.59505 \tabularnewline
11 & -0.331764 & -3.7535 & 0.999868 \tabularnewline
12 & 0.259314 & 2.9338 & 0.001985 \tabularnewline
13 & -0.025686 & -0.2906 & 0.614088 \tabularnewline
14 & 0.089283 & 1.0101 & 0.15717 \tabularnewline
15 & 0.012837 & 0.1452 & 0.442377 \tabularnewline
16 & 0.017091 & 0.1934 & 0.423489 \tabularnewline
17 & 0.022276 & 0.252 & 0.400711 \tabularnewline
18 & -0.017014 & -0.1925 & 0.576171 \tabularnewline
19 & 0.014961 & 0.1693 & 0.432926 \tabularnewline
20 & 0.050656 & 0.5731 & 0.28379 \tabularnewline
21 & 0.020735 & 0.2346 & 0.40745 \tabularnewline
22 & -0.063836 & -0.7222 & 0.764263 \tabularnewline
23 & -0.361597 & -4.091 & 0.999962 \tabularnewline
24 & 0.136334 & 1.5424 & 0.062718 \tabularnewline
25 & 0.14141 & 1.5999 & 0.056046 \tabularnewline
26 & -0.04782 & -0.541 & 0.705283 \tabularnewline
27 & -0.060453 & -0.6839 & 0.752377 \tabularnewline
28 & 0.031869 & 0.3606 & 0.359511 \tabularnewline
29 & -0.100268 & -1.1344 & 0.870628 \tabularnewline
30 & 0.029913 & 0.3384 & 0.3678 \tabularnewline
31 & -0.049426 & -0.5592 & 0.711494 \tabularnewline
32 & 0.008567 & 0.0969 & 0.46147 \tabularnewline
33 & 0.003512 & 0.0397 & 0.484185 \tabularnewline
34 & -0.079248 & -0.8966 & 0.81419 \tabularnewline
35 & -0.186178 & -2.1064 & 0.981437 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7659&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]0.359607[/C][C]4.0685[/C][C]4.1e-05[/C][/ROW]
[ROW][C]1[/C][C]-0.080007[/C][C]-0.9052[/C][C]0.816464[/C][/ROW]
[ROW][C]2[/C][C]0.005832[/C][C]0.066[/C][C]0.473746[/C][/ROW]
[ROW][C]3[/C][C]0.00715[/C][C]0.0809[/C][C]0.467825[/C][/ROW]
[ROW][C]4[/C][C]0.027751[/C][C]0.314[/C][C]0.377028[/C][/ROW]
[ROW][C]5[/C][C]-0.090255[/C][C]-1.0211[/C][C]0.845437[/C][/ROW]
[ROW][C]6[/C][C]-0.10991[/C][C]-1.2435[/C][C]0.89202[/C][/ROW]
[ROW][C]7[/C][C]0.063417[/C][C]0.7175[/C][C]0.237192[/C][/ROW]
[ROW][C]8[/C][C]-0.119223[/C][C]-1.3488[/C][C]0.910117[/C][/ROW]
[ROW][C]9[/C][C]-0.176864[/C][C]-2.001[/C][C]0.976246[/C][/ROW]
[ROW][C]10[/C][C]-0.021306[/C][C]-0.2411[/C][C]0.59505[/C][/ROW]
[ROW][C]11[/C][C]-0.331764[/C][C]-3.7535[/C][C]0.999868[/C][/ROW]
[ROW][C]12[/C][C]0.259314[/C][C]2.9338[/C][C]0.001985[/C][/ROW]
[ROW][C]13[/C][C]-0.025686[/C][C]-0.2906[/C][C]0.614088[/C][/ROW]
[ROW][C]14[/C][C]0.089283[/C][C]1.0101[/C][C]0.15717[/C][/ROW]
[ROW][C]15[/C][C]0.012837[/C][C]0.1452[/C][C]0.442377[/C][/ROW]
[ROW][C]16[/C][C]0.017091[/C][C]0.1934[/C][C]0.423489[/C][/ROW]
[ROW][C]17[/C][C]0.022276[/C][C]0.252[/C][C]0.400711[/C][/ROW]
[ROW][C]18[/C][C]-0.017014[/C][C]-0.1925[/C][C]0.576171[/C][/ROW]
[ROW][C]19[/C][C]0.014961[/C][C]0.1693[/C][C]0.432926[/C][/ROW]
[ROW][C]20[/C][C]0.050656[/C][C]0.5731[/C][C]0.28379[/C][/ROW]
[ROW][C]21[/C][C]0.020735[/C][C]0.2346[/C][C]0.40745[/C][/ROW]
[ROW][C]22[/C][C]-0.063836[/C][C]-0.7222[/C][C]0.764263[/C][/ROW]
[ROW][C]23[/C][C]-0.361597[/C][C]-4.091[/C][C]0.999962[/C][/ROW]
[ROW][C]24[/C][C]0.136334[/C][C]1.5424[/C][C]0.062718[/C][/ROW]
[ROW][C]25[/C][C]0.14141[/C][C]1.5999[/C][C]0.056046[/C][/ROW]
[ROW][C]26[/C][C]-0.04782[/C][C]-0.541[/C][C]0.705283[/C][/ROW]
[ROW][C]27[/C][C]-0.060453[/C][C]-0.6839[/C][C]0.752377[/C][/ROW]
[ROW][C]28[/C][C]0.031869[/C][C]0.3606[/C][C]0.359511[/C][/ROW]
[ROW][C]29[/C][C]-0.100268[/C][C]-1.1344[/C][C]0.870628[/C][/ROW]
[ROW][C]30[/C][C]0.029913[/C][C]0.3384[/C][C]0.3678[/C][/ROW]
[ROW][C]31[/C][C]-0.049426[/C][C]-0.5592[/C][C]0.711494[/C][/ROW]
[ROW][C]32[/C][C]0.008567[/C][C]0.0969[/C][C]0.46147[/C][/ROW]
[ROW][C]33[/C][C]0.003512[/C][C]0.0397[/C][C]0.484185[/C][/ROW]
[ROW][C]34[/C][C]-0.079248[/C][C]-0.8966[/C][C]0.81419[/C][/ROW]
[ROW][C]35[/C][C]-0.186178[/C][C]-2.1064[/C][C]0.981437[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7659&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7659&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
00.3596074.06854.1e-05
1-0.080007-0.90520.816464
20.0058320.0660.473746
30.007150.08090.467825
40.0277510.3140.377028
5-0.090255-1.02110.845437
6-0.10991-1.24350.89202
70.0634170.71750.237192
8-0.119223-1.34880.910117
9-0.176864-2.0010.976246
10-0.021306-0.24110.59505
11-0.331764-3.75350.999868
120.2593142.93380.001985
13-0.025686-0.29060.614088
140.0892831.01010.15717
150.0128370.14520.442377
160.0170910.19340.423489
170.0222760.2520.400711
18-0.017014-0.19250.576171
190.0149610.16930.432926
200.0506560.57310.28379
210.0207350.23460.40745
22-0.063836-0.72220.764263
23-0.361597-4.0910.999962
240.1363341.54240.062718
250.141411.59990.056046
26-0.04782-0.5410.705283
27-0.060453-0.68390.752377
280.0318690.36060.359511
29-0.100268-1.13440.870628
300.0299130.33840.3678
31-0.049426-0.55920.711494
320.0085670.09690.46147
330.0035120.03970.484185
34-0.079248-0.89660.81419
35-0.186178-2.10640.981437


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')