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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 05:21:02 -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/t1196424615obmtk26gnht6m9h.htm/, Retrieved Sun, 28 Apr 2024 13:51:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7661, Retrieved Sun, 28 Apr 2024 13:51:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS11 G 29
Estimated Impact223

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 suiker] [2007-11-30 12:21:02] [7a600ca82a81f1b71fd92dcbb183f5b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
145,9
158,5
152,2
153,7
157,9
154,4
150,7
151,2
147,3
146,6
145,2
139,3
145,7
163,3
181,8
188,1
222,9
206,3
184,9
183,6
186,6
176,5
173,9
184,9
182,5
183,6
172,4
168,9
163,3
152,4
145,8
148,6
143,4
141,2
144,6
144,5
140,8
133,3
127,3
119,6
120,2
121,9
112,4
111
107,8
110,5
118,3
123
112,1
104,2
102,4
100,3
102,6
101,5
103,4
99,4
97,9
98
90,2
87,1
91,8
94,8
91,8
89,3
91,7
86,2
82,8
82,3
79,8
79,4
85,3
87,5
88,3
88,6
94,9
94,7
92,6
91,8
96,4
96,4
107,1
111,9
107,8
109,2
115,3
119,2
107,8
106,8
104,2
94,8
97,5
98,3
100,6
94,9
93,6
98
104,3
103,9
105,3
102,6
103,3
107,9
107,8
109,8
110,6
110,8
119,3
128,1
127,6
137,9
151,4
143,6
143,4
141,9
135,2
133,1
129,6
134,1
136,8
143,5
162,5
163,1
157,2
158,8
155,4
148,5
154,2
153,3
149,4
147,9
156
163
159,1
159,5
157,3
156,4
156,6
162,4
166,8
162,6
168,1

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=7661&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=7661&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7661&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
10.1000481.13190.129894
2-0.176395-1.99570.975954
30.150341.70090.045695
40.0542010.61320.270411
5-0.212596-2.40530.991204
6-0.001404-0.01590.506326
70.2075472.34810.0102
8-0.10509-1.1890.881672
9-0.041922-0.47430.681951
100.2372242.68390.00412
110.0853240.96530.1681
12-0.537062-6.07621
13-0.114238-1.29250.900735
140.0715980.810.20971
15-0.180501-2.04210.978404
16-0.059796-0.67650.750033
170.0640460.72460.23501
18-0.043429-0.49130.687986
19-0.11193-1.26630.896155
200.1235731.39810.082255
210.0037080.0420.483299
22-0.110731-1.25280.893715
23-0.072522-0.82050.793269
240.0681680.77120.220994
250.016440.1860.426368
26-0.05039-0.57010.715194
270.0722270.81720.207678
28-0.011149-0.12610.550088
290.049990.56560.286337
300.1636691.85170.033186
310.1303281.47450.071403
32-0.03572-0.40410.656603
33-0.009991-0.1130.544912
34-0.059173-0.66950.747798
35-0.052637-0.59550.723725

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.3137 & 0 \tabularnewline
1 & 0.100048 & 1.1319 & 0.129894 \tabularnewline
2 & -0.176395 & -1.9957 & 0.975954 \tabularnewline
3 & 0.15034 & 1.7009 & 0.045695 \tabularnewline
4 & 0.054201 & 0.6132 & 0.270411 \tabularnewline
5 & -0.212596 & -2.4053 & 0.991204 \tabularnewline
6 & -0.001404 & -0.0159 & 0.506326 \tabularnewline
7 & 0.207547 & 2.3481 & 0.0102 \tabularnewline
8 & -0.10509 & -1.189 & 0.881672 \tabularnewline
9 & -0.041922 & -0.4743 & 0.681951 \tabularnewline
10 & 0.237224 & 2.6839 & 0.00412 \tabularnewline
11 & 0.085324 & 0.9653 & 0.1681 \tabularnewline
12 & -0.537062 & -6.0762 & 1 \tabularnewline
13 & -0.114238 & -1.2925 & 0.900735 \tabularnewline
14 & 0.071598 & 0.81 & 0.20971 \tabularnewline
15 & -0.180501 & -2.0421 & 0.978404 \tabularnewline
16 & -0.059796 & -0.6765 & 0.750033 \tabularnewline
17 & 0.064046 & 0.7246 & 0.23501 \tabularnewline
18 & -0.043429 & -0.4913 & 0.687986 \tabularnewline
19 & -0.11193 & -1.2663 & 0.896155 \tabularnewline
20 & 0.123573 & 1.3981 & 0.082255 \tabularnewline
21 & 0.003708 & 0.042 & 0.483299 \tabularnewline
22 & -0.110731 & -1.2528 & 0.893715 \tabularnewline
23 & -0.072522 & -0.8205 & 0.793269 \tabularnewline
24 & 0.068168 & 0.7712 & 0.220994 \tabularnewline
25 & 0.01644 & 0.186 & 0.426368 \tabularnewline
26 & -0.05039 & -0.5701 & 0.715194 \tabularnewline
27 & 0.072227 & 0.8172 & 0.207678 \tabularnewline
28 & -0.011149 & -0.1261 & 0.550088 \tabularnewline
29 & 0.04999 & 0.5656 & 0.286337 \tabularnewline
30 & 0.163669 & 1.8517 & 0.033186 \tabularnewline
31 & 0.130328 & 1.4745 & 0.071403 \tabularnewline
32 & -0.03572 & -0.4041 & 0.656603 \tabularnewline
33 & -0.009991 & -0.113 & 0.544912 \tabularnewline
34 & -0.059173 & -0.6695 & 0.747798 \tabularnewline
35 & -0.052637 & -0.5955 & 0.723725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7661&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]0.100048[/C][C]1.1319[/C][C]0.129894[/C][/ROW]
[ROW][C]2[/C][C]-0.176395[/C][C]-1.9957[/C][C]0.975954[/C][/ROW]
[ROW][C]3[/C][C]0.15034[/C][C]1.7009[/C][C]0.045695[/C][/ROW]
[ROW][C]4[/C][C]0.054201[/C][C]0.6132[/C][C]0.270411[/C][/ROW]
[ROW][C]5[/C][C]-0.212596[/C][C]-2.4053[/C][C]0.991204[/C][/ROW]
[ROW][C]6[/C][C]-0.001404[/C][C]-0.0159[/C][C]0.506326[/C][/ROW]
[ROW][C]7[/C][C]0.207547[/C][C]2.3481[/C][C]0.0102[/C][/ROW]
[ROW][C]8[/C][C]-0.10509[/C][C]-1.189[/C][C]0.881672[/C][/ROW]
[ROW][C]9[/C][C]-0.041922[/C][C]-0.4743[/C][C]0.681951[/C][/ROW]
[ROW][C]10[/C][C]0.237224[/C][C]2.6839[/C][C]0.00412[/C][/ROW]
[ROW][C]11[/C][C]0.085324[/C][C]0.9653[/C][C]0.1681[/C][/ROW]
[ROW][C]12[/C][C]-0.537062[/C][C]-6.0762[/C][C]1[/C][/ROW]
[ROW][C]13[/C][C]-0.114238[/C][C]-1.2925[/C][C]0.900735[/C][/ROW]
[ROW][C]14[/C][C]0.071598[/C][C]0.81[/C][C]0.20971[/C][/ROW]
[ROW][C]15[/C][C]-0.180501[/C][C]-2.0421[/C][C]0.978404[/C][/ROW]
[ROW][C]16[/C][C]-0.059796[/C][C]-0.6765[/C][C]0.750033[/C][/ROW]
[ROW][C]17[/C][C]0.064046[/C][C]0.7246[/C][C]0.23501[/C][/ROW]
[ROW][C]18[/C][C]-0.043429[/C][C]-0.4913[/C][C]0.687986[/C][/ROW]
[ROW][C]19[/C][C]-0.11193[/C][C]-1.2663[/C][C]0.896155[/C][/ROW]
[ROW][C]20[/C][C]0.123573[/C][C]1.3981[/C][C]0.082255[/C][/ROW]
[ROW][C]21[/C][C]0.003708[/C][C]0.042[/C][C]0.483299[/C][/ROW]
[ROW][C]22[/C][C]-0.110731[/C][C]-1.2528[/C][C]0.893715[/C][/ROW]
[ROW][C]23[/C][C]-0.072522[/C][C]-0.8205[/C][C]0.793269[/C][/ROW]
[ROW][C]24[/C][C]0.068168[/C][C]0.7712[/C][C]0.220994[/C][/ROW]
[ROW][C]25[/C][C]0.01644[/C][C]0.186[/C][C]0.426368[/C][/ROW]
[ROW][C]26[/C][C]-0.05039[/C][C]-0.5701[/C][C]0.715194[/C][/ROW]
[ROW][C]27[/C][C]0.072227[/C][C]0.8172[/C][C]0.207678[/C][/ROW]
[ROW][C]28[/C][C]-0.011149[/C][C]-0.1261[/C][C]0.550088[/C][/ROW]
[ROW][C]29[/C][C]0.04999[/C][C]0.5656[/C][C]0.286337[/C][/ROW]
[ROW][C]30[/C][C]0.163669[/C][C]1.8517[/C][C]0.033186[/C][/ROW]
[ROW][C]31[/C][C]0.130328[/C][C]1.4745[/C][C]0.071403[/C][/ROW]
[ROW][C]32[/C][C]-0.03572[/C][C]-0.4041[/C][C]0.656603[/C][/ROW]
[ROW][C]33[/C][C]-0.009991[/C][C]-0.113[/C][C]0.544912[/C][/ROW]
[ROW][C]34[/C][C]-0.059173[/C][C]-0.6695[/C][C]0.747798[/C][/ROW]
[ROW][C]35[/C][C]-0.052637[/C][C]-0.5955[/C][C]0.723725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7661&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7661&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
10.1000481.13190.129894
2-0.176395-1.99570.975954
30.150341.70090.045695
40.0542010.61320.270411
5-0.212596-2.40530.991204
6-0.001404-0.01590.506326
70.2075472.34810.0102
8-0.10509-1.1890.881672
9-0.041922-0.47430.681951
100.2372242.68390.00412
110.0853240.96530.1681
12-0.537062-6.07621
13-0.114238-1.29250.900735
140.0715980.810.20971
15-0.180501-2.04210.978404
16-0.059796-0.67650.750033
170.0640460.72460.23501
18-0.043429-0.49130.687986
19-0.11193-1.26630.896155
200.1235731.39810.082255
210.0037080.0420.483299
22-0.110731-1.25280.893715
23-0.072522-0.82050.793269
240.0681680.77120.220994
250.016440.1860.426368
26-0.05039-0.57010.715194
270.0722270.81720.207678
28-0.011149-0.12610.550088
290.049990.56560.286337
300.1636691.85170.033186
310.1303281.47450.071403
32-0.03572-0.40410.656603
33-0.009991-0.1130.544912
34-0.059173-0.66950.747798
35-0.052637-0.59550.723725






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1000481.13190.129894
1-0.188289-2.13030.982468
20.1991312.25290.012984
3-0.02903-0.32840.628439
4-0.163451-1.84920.966635
50.0366990.41520.339345
60.1409961.59520.056568
7-0.106593-1.2060.884972
80.0591880.66960.252149
90.1385021.5670.059796
100.0586910.6640.253939
11-0.525521-5.94561
12-0.003066-0.03470.51381
13-0.103044-1.16580.87707
140.0261130.29540.38407
15-0.028891-0.32690.62785
16-0.161569-1.82790.965057
17-0.040683-0.46030.676949
180.0766160.86680.193833
190.0083850.09490.462283
20-0.050343-0.56960.715015
210.1154721.30640.096877
220.0184640.20890.41743
23-0.251032-2.84010.997376
24-0.001702-0.01930.507669
25-0.069816-0.78990.78447
260.0136950.15490.438555
27-0.048558-0.54940.708146
280.0150360.17010.432597
290.1305191.47670.071112
300.1401871.5860.057599
31-0.002404-0.02720.510828
32-0.08415-0.95210.828568
33-0.088107-0.99680.839634
340.032870.37190.355297
35-0.114982-1.30090.902181

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.100048 & 1.1319 & 0.129894 \tabularnewline
1 & -0.188289 & -2.1303 & 0.982468 \tabularnewline
2 & 0.199131 & 2.2529 & 0.012984 \tabularnewline
3 & -0.02903 & -0.3284 & 0.628439 \tabularnewline
4 & -0.163451 & -1.8492 & 0.966635 \tabularnewline
5 & 0.036699 & 0.4152 & 0.339345 \tabularnewline
6 & 0.140996 & 1.5952 & 0.056568 \tabularnewline
7 & -0.106593 & -1.206 & 0.884972 \tabularnewline
8 & 0.059188 & 0.6696 & 0.252149 \tabularnewline
9 & 0.138502 & 1.567 & 0.059796 \tabularnewline
10 & 0.058691 & 0.664 & 0.253939 \tabularnewline
11 & -0.525521 & -5.9456 & 1 \tabularnewline
12 & -0.003066 & -0.0347 & 0.51381 \tabularnewline
13 & -0.103044 & -1.1658 & 0.87707 \tabularnewline
14 & 0.026113 & 0.2954 & 0.38407 \tabularnewline
15 & -0.028891 & -0.3269 & 0.62785 \tabularnewline
16 & -0.161569 & -1.8279 & 0.965057 \tabularnewline
17 & -0.040683 & -0.4603 & 0.676949 \tabularnewline
18 & 0.076616 & 0.8668 & 0.193833 \tabularnewline
19 & 0.008385 & 0.0949 & 0.462283 \tabularnewline
20 & -0.050343 & -0.5696 & 0.715015 \tabularnewline
21 & 0.115472 & 1.3064 & 0.096877 \tabularnewline
22 & 0.018464 & 0.2089 & 0.41743 \tabularnewline
23 & -0.251032 & -2.8401 & 0.997376 \tabularnewline
24 & -0.001702 & -0.0193 & 0.507669 \tabularnewline
25 & -0.069816 & -0.7899 & 0.78447 \tabularnewline
26 & 0.013695 & 0.1549 & 0.438555 \tabularnewline
27 & -0.048558 & -0.5494 & 0.708146 \tabularnewline
28 & 0.015036 & 0.1701 & 0.432597 \tabularnewline
29 & 0.130519 & 1.4767 & 0.071112 \tabularnewline
30 & 0.140187 & 1.586 & 0.057599 \tabularnewline
31 & -0.002404 & -0.0272 & 0.510828 \tabularnewline
32 & -0.08415 & -0.9521 & 0.828568 \tabularnewline
33 & -0.088107 & -0.9968 & 0.839634 \tabularnewline
34 & 0.03287 & 0.3719 & 0.355297 \tabularnewline
35 & -0.114982 & -1.3009 & 0.902181 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7661&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]0.100048[/C][C]1.1319[/C][C]0.129894[/C][/ROW]
[ROW][C]1[/C][C]-0.188289[/C][C]-2.1303[/C][C]0.982468[/C][/ROW]
[ROW][C]2[/C][C]0.199131[/C][C]2.2529[/C][C]0.012984[/C][/ROW]
[ROW][C]3[/C][C]-0.02903[/C][C]-0.3284[/C][C]0.628439[/C][/ROW]
[ROW][C]4[/C][C]-0.163451[/C][C]-1.8492[/C][C]0.966635[/C][/ROW]
[ROW][C]5[/C][C]0.036699[/C][C]0.4152[/C][C]0.339345[/C][/ROW]
[ROW][C]6[/C][C]0.140996[/C][C]1.5952[/C][C]0.056568[/C][/ROW]
[ROW][C]7[/C][C]-0.106593[/C][C]-1.206[/C][C]0.884972[/C][/ROW]
[ROW][C]8[/C][C]0.059188[/C][C]0.6696[/C][C]0.252149[/C][/ROW]
[ROW][C]9[/C][C]0.138502[/C][C]1.567[/C][C]0.059796[/C][/ROW]
[ROW][C]10[/C][C]0.058691[/C][C]0.664[/C][C]0.253939[/C][/ROW]
[ROW][C]11[/C][C]-0.525521[/C][C]-5.9456[/C][C]1[/C][/ROW]
[ROW][C]12[/C][C]-0.003066[/C][C]-0.0347[/C][C]0.51381[/C][/ROW]
[ROW][C]13[/C][C]-0.103044[/C][C]-1.1658[/C][C]0.87707[/C][/ROW]
[ROW][C]14[/C][C]0.026113[/C][C]0.2954[/C][C]0.38407[/C][/ROW]
[ROW][C]15[/C][C]-0.028891[/C][C]-0.3269[/C][C]0.62785[/C][/ROW]
[ROW][C]16[/C][C]-0.161569[/C][C]-1.8279[/C][C]0.965057[/C][/ROW]
[ROW][C]17[/C][C]-0.040683[/C][C]-0.4603[/C][C]0.676949[/C][/ROW]
[ROW][C]18[/C][C]0.076616[/C][C]0.8668[/C][C]0.193833[/C][/ROW]
[ROW][C]19[/C][C]0.008385[/C][C]0.0949[/C][C]0.462283[/C][/ROW]
[ROW][C]20[/C][C]-0.050343[/C][C]-0.5696[/C][C]0.715015[/C][/ROW]
[ROW][C]21[/C][C]0.115472[/C][C]1.3064[/C][C]0.096877[/C][/ROW]
[ROW][C]22[/C][C]0.018464[/C][C]0.2089[/C][C]0.41743[/C][/ROW]
[ROW][C]23[/C][C]-0.251032[/C][C]-2.8401[/C][C]0.997376[/C][/ROW]
[ROW][C]24[/C][C]-0.001702[/C][C]-0.0193[/C][C]0.507669[/C][/ROW]
[ROW][C]25[/C][C]-0.069816[/C][C]-0.7899[/C][C]0.78447[/C][/ROW]
[ROW][C]26[/C][C]0.013695[/C][C]0.1549[/C][C]0.438555[/C][/ROW]
[ROW][C]27[/C][C]-0.048558[/C][C]-0.5494[/C][C]0.708146[/C][/ROW]
[ROW][C]28[/C][C]0.015036[/C][C]0.1701[/C][C]0.432597[/C][/ROW]
[ROW][C]29[/C][C]0.130519[/C][C]1.4767[/C][C]0.071112[/C][/ROW]
[ROW][C]30[/C][C]0.140187[/C][C]1.586[/C][C]0.057599[/C][/ROW]
[ROW][C]31[/C][C]-0.002404[/C][C]-0.0272[/C][C]0.510828[/C][/ROW]
[ROW][C]32[/C][C]-0.08415[/C][C]-0.9521[/C][C]0.828568[/C][/ROW]
[ROW][C]33[/C][C]-0.088107[/C][C]-0.9968[/C][C]0.839634[/C][/ROW]
[ROW][C]34[/C][C]0.03287[/C][C]0.3719[/C][C]0.355297[/C][/ROW]
[ROW][C]35[/C][C]-0.114982[/C][C]-1.3009[/C][C]0.902181[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7661&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7661&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
00.1000481.13190.129894
1-0.188289-2.13030.982468
20.1991312.25290.012984
3-0.02903-0.32840.628439
4-0.163451-1.84920.966635
50.0366990.41520.339345
60.1409961.59520.056568
7-0.106593-1.2060.884972
80.0591880.66960.252149
90.1385021.5670.059796
100.0586910.6640.253939
11-0.525521-5.94561
12-0.003066-0.03470.51381
13-0.103044-1.16580.87707
140.0261130.29540.38407
15-0.028891-0.32690.62785
16-0.161569-1.82790.965057
17-0.040683-0.46030.676949
180.0766160.86680.193833
190.0083850.09490.462283
20-0.050343-0.56960.715015
210.1154721.30640.096877
220.0184640.20890.41743
23-0.251032-2.84010.997376
24-0.001702-0.01930.507669
25-0.069816-0.78990.78447
260.0136950.15490.438555
27-0.048558-0.54940.708146
280.0150360.17010.432597
290.1305191.47670.071112
300.1401871.5860.057599
31-0.002404-0.02720.510828
32-0.08415-0.95210.828568
33-0.088107-0.99680.839634
340.032870.37190.355297
35-0.114982-1.30090.902181


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')