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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 computationSat, 20 Dec 2008 13:03:50 -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/2008/Dec/20/t1229803519m5vrx5syk3r2zk3.htm/, Retrieved Sun, 19 May 2024 10:21:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35443, Retrieved Sun, 19 May 2024 10:21:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-16 18:30:07] [b47fceb71c9525e79a89b5fc6d023d0e]
- RM D  [Variance Reduction Matrix] [Variance Reductio...] [2008-12-16 19:16:23] [b47fceb71c9525e79a89b5fc6d023d0e]
- RMP     [(Partial) Autocorrelation Function] [autocorrelation f...] [2008-12-16 21:14:03] [b47fceb71c9525e79a89b5fc6d023d0e]
-   PD        [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-20 20:03:50] [541f63fa3157af9df10fc4d202b2a90b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103.3
101.2
107.7
110.4
101.9
115.9
89.9
88.6
117.2
123.9
100
103.6
94.1
98.7
119.5
112.7
104.4
124.7
89.1
97
121.6
118.8
114
111.5
97.2
102.5
113.4
109.8
104.9
126.1
80
96.8
117.2
112.3
117.3
111.1
102.2
104.3
122.9
107.6
121.3
131.5
89
104.4
128.9
135.9
133.3
121.3
120.5
120.4
137.9
126.1
133.2
151.1
105
119
140.4
156.6
137.1
122.7

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35443&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35443&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35443&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4941253.42340.000637
20.5055083.50230.000504
30.5607763.88520.000156
40.4282682.96710.002338
50.4299492.97880.002264
60.4119812.85430.003175
70.2187751.51570.068075
80.2536371.75730.042626
90.2589591.79410.039547
10-0.013646-0.09450.462535
110.0647840.44880.327785
120.0234570.16250.435793
13-0.069624-0.48240.315869
14-0.088466-0.61290.271415
15-0.101562-0.70360.242528
16-0.195582-1.3550.090875
17-0.108044-0.74850.228891
18-0.192912-1.33650.093838
19-0.251942-1.74550.043648
20-0.193462-1.34030.093222
21-0.187177-1.29680.10045
22-0.241384-1.67240.05048
23-0.166912-1.15640.126621
24-0.258385-1.79010.03987
25-0.234798-1.62670.055171
26-0.09424-0.65290.258463
27-0.198539-1.37550.087678
28-0.153029-1.06020.147177
29-0.090582-0.62760.266629
30-0.148176-1.02660.154879
31-0.056861-0.39390.347683
32-0.094116-0.65210.258738
33-0.156635-1.08520.141627
34-0.062609-0.43380.3332
35-0.063601-0.44060.330725
36-0.156527-1.08450.14179

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.494125 & 3.4234 & 0.000637 \tabularnewline
2 & 0.505508 & 3.5023 & 0.000504 \tabularnewline
3 & 0.560776 & 3.8852 & 0.000156 \tabularnewline
4 & 0.428268 & 2.9671 & 0.002338 \tabularnewline
5 & 0.429949 & 2.9788 & 0.002264 \tabularnewline
6 & 0.411981 & 2.8543 & 0.003175 \tabularnewline
7 & 0.218775 & 1.5157 & 0.068075 \tabularnewline
8 & 0.253637 & 1.7573 & 0.042626 \tabularnewline
9 & 0.258959 & 1.7941 & 0.039547 \tabularnewline
10 & -0.013646 & -0.0945 & 0.462535 \tabularnewline
11 & 0.064784 & 0.4488 & 0.327785 \tabularnewline
12 & 0.023457 & 0.1625 & 0.435793 \tabularnewline
13 & -0.069624 & -0.4824 & 0.315869 \tabularnewline
14 & -0.088466 & -0.6129 & 0.271415 \tabularnewline
15 & -0.101562 & -0.7036 & 0.242528 \tabularnewline
16 & -0.195582 & -1.355 & 0.090875 \tabularnewline
17 & -0.108044 & -0.7485 & 0.228891 \tabularnewline
18 & -0.192912 & -1.3365 & 0.093838 \tabularnewline
19 & -0.251942 & -1.7455 & 0.043648 \tabularnewline
20 & -0.193462 & -1.3403 & 0.093222 \tabularnewline
21 & -0.187177 & -1.2968 & 0.10045 \tabularnewline
22 & -0.241384 & -1.6724 & 0.05048 \tabularnewline
23 & -0.166912 & -1.1564 & 0.126621 \tabularnewline
24 & -0.258385 & -1.7901 & 0.03987 \tabularnewline
25 & -0.234798 & -1.6267 & 0.055171 \tabularnewline
26 & -0.09424 & -0.6529 & 0.258463 \tabularnewline
27 & -0.198539 & -1.3755 & 0.087678 \tabularnewline
28 & -0.153029 & -1.0602 & 0.147177 \tabularnewline
29 & -0.090582 & -0.6276 & 0.266629 \tabularnewline
30 & -0.148176 & -1.0266 & 0.154879 \tabularnewline
31 & -0.056861 & -0.3939 & 0.347683 \tabularnewline
32 & -0.094116 & -0.6521 & 0.258738 \tabularnewline
33 & -0.156635 & -1.0852 & 0.141627 \tabularnewline
34 & -0.062609 & -0.4338 & 0.3332 \tabularnewline
35 & -0.063601 & -0.4406 & 0.330725 \tabularnewline
36 & -0.156527 & -1.0845 & 0.14179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35443&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]0.494125[/C][C]3.4234[/C][C]0.000637[/C][/ROW]
[ROW][C]2[/C][C]0.505508[/C][C]3.5023[/C][C]0.000504[/C][/ROW]
[ROW][C]3[/C][C]0.560776[/C][C]3.8852[/C][C]0.000156[/C][/ROW]
[ROW][C]4[/C][C]0.428268[/C][C]2.9671[/C][C]0.002338[/C][/ROW]
[ROW][C]5[/C][C]0.429949[/C][C]2.9788[/C][C]0.002264[/C][/ROW]
[ROW][C]6[/C][C]0.411981[/C][C]2.8543[/C][C]0.003175[/C][/ROW]
[ROW][C]7[/C][C]0.218775[/C][C]1.5157[/C][C]0.068075[/C][/ROW]
[ROW][C]8[/C][C]0.253637[/C][C]1.7573[/C][C]0.042626[/C][/ROW]
[ROW][C]9[/C][C]0.258959[/C][C]1.7941[/C][C]0.039547[/C][/ROW]
[ROW][C]10[/C][C]-0.013646[/C][C]-0.0945[/C][C]0.462535[/C][/ROW]
[ROW][C]11[/C][C]0.064784[/C][C]0.4488[/C][C]0.327785[/C][/ROW]
[ROW][C]12[/C][C]0.023457[/C][C]0.1625[/C][C]0.435793[/C][/ROW]
[ROW][C]13[/C][C]-0.069624[/C][C]-0.4824[/C][C]0.315869[/C][/ROW]
[ROW][C]14[/C][C]-0.088466[/C][C]-0.6129[/C][C]0.271415[/C][/ROW]
[ROW][C]15[/C][C]-0.101562[/C][C]-0.7036[/C][C]0.242528[/C][/ROW]
[ROW][C]16[/C][C]-0.195582[/C][C]-1.355[/C][C]0.090875[/C][/ROW]
[ROW][C]17[/C][C]-0.108044[/C][C]-0.7485[/C][C]0.228891[/C][/ROW]
[ROW][C]18[/C][C]-0.192912[/C][C]-1.3365[/C][C]0.093838[/C][/ROW]
[ROW][C]19[/C][C]-0.251942[/C][C]-1.7455[/C][C]0.043648[/C][/ROW]
[ROW][C]20[/C][C]-0.193462[/C][C]-1.3403[/C][C]0.093222[/C][/ROW]
[ROW][C]21[/C][C]-0.187177[/C][C]-1.2968[/C][C]0.10045[/C][/ROW]
[ROW][C]22[/C][C]-0.241384[/C][C]-1.6724[/C][C]0.05048[/C][/ROW]
[ROW][C]23[/C][C]-0.166912[/C][C]-1.1564[/C][C]0.126621[/C][/ROW]
[ROW][C]24[/C][C]-0.258385[/C][C]-1.7901[/C][C]0.03987[/C][/ROW]
[ROW][C]25[/C][C]-0.234798[/C][C]-1.6267[/C][C]0.055171[/C][/ROW]
[ROW][C]26[/C][C]-0.09424[/C][C]-0.6529[/C][C]0.258463[/C][/ROW]
[ROW][C]27[/C][C]-0.198539[/C][C]-1.3755[/C][C]0.087678[/C][/ROW]
[ROW][C]28[/C][C]-0.153029[/C][C]-1.0602[/C][C]0.147177[/C][/ROW]
[ROW][C]29[/C][C]-0.090582[/C][C]-0.6276[/C][C]0.266629[/C][/ROW]
[ROW][C]30[/C][C]-0.148176[/C][C]-1.0266[/C][C]0.154879[/C][/ROW]
[ROW][C]31[/C][C]-0.056861[/C][C]-0.3939[/C][C]0.347683[/C][/ROW]
[ROW][C]32[/C][C]-0.094116[/C][C]-0.6521[/C][C]0.258738[/C][/ROW]
[ROW][C]33[/C][C]-0.156635[/C][C]-1.0852[/C][C]0.141627[/C][/ROW]
[ROW][C]34[/C][C]-0.062609[/C][C]-0.4338[/C][C]0.3332[/C][/ROW]
[ROW][C]35[/C][C]-0.063601[/C][C]-0.4406[/C][C]0.330725[/C][/ROW]
[ROW][C]36[/C][C]-0.156527[/C][C]-1.0845[/C][C]0.14179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35443&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35443&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
10.4941253.42340.000637
20.5055083.50230.000504
30.5607763.88520.000156
40.4282682.96710.002338
50.4299492.97880.002264
60.4119812.85430.003175
70.2187751.51570.068075
80.2536371.75730.042626
90.2589591.79410.039547
10-0.013646-0.09450.462535
110.0647840.44880.327785
120.0234570.16250.435793
13-0.069624-0.48240.315869
14-0.088466-0.61290.271415
15-0.101562-0.70360.242528
16-0.195582-1.3550.090875
17-0.108044-0.74850.228891
18-0.192912-1.33650.093838
19-0.251942-1.74550.043648
20-0.193462-1.34030.093222
21-0.187177-1.29680.10045
22-0.241384-1.67240.05048
23-0.166912-1.15640.126621
24-0.258385-1.79010.03987
25-0.234798-1.62670.055171
26-0.09424-0.65290.258463
27-0.198539-1.37550.087678
28-0.153029-1.06020.147177
29-0.090582-0.62760.266629
30-0.148176-1.02660.154879
31-0.056861-0.39390.347683
32-0.094116-0.65210.258738
33-0.156635-1.08520.141627
34-0.062609-0.43380.3332
35-0.063601-0.44060.330725
36-0.156527-1.08450.14179






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4941253.42340.000637
20.3457712.39560.010271
30.3403672.35810.011244
40.0435610.30180.382055
50.0557840.38650.350424
60.033080.22920.40985
7-0.230204-1.59490.058649
8-0.061538-0.42630.33588
90.0531830.36850.357074
10-0.307551-2.13080.019129
11-0.05197-0.36010.360191
120.0035150.02440.490337
130.0234480.16250.435815
14-0.075734-0.52470.301102
150.0475990.32980.371503
16-0.005987-0.04150.483543
170.0467530.32390.373704
18-0.063239-0.43810.331628
19-0.028902-0.20020.421071
20-0.068353-0.47360.318979
210.0378360.26210.397169
22-0.051112-0.35410.362401
230.0602960.41770.338999
24-0.153931-1.06650.145774
25-0.023881-0.16540.434642
260.1380860.95670.171759
270.0058980.04090.483788
28-0.008129-0.05630.47766
290.0226250.15670.43805
30-0.072475-0.50210.308939
310.0797430.55250.291594
32-0.168744-1.16910.12407
33-0.072003-0.49880.310082
34-0.083111-0.57580.283717
35-0.023732-0.16440.435046
36-0.085264-0.59070.278737

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.494125 & 3.4234 & 0.000637 \tabularnewline
2 & 0.345771 & 2.3956 & 0.010271 \tabularnewline
3 & 0.340367 & 2.3581 & 0.011244 \tabularnewline
4 & 0.043561 & 0.3018 & 0.382055 \tabularnewline
5 & 0.055784 & 0.3865 & 0.350424 \tabularnewline
6 & 0.03308 & 0.2292 & 0.40985 \tabularnewline
7 & -0.230204 & -1.5949 & 0.058649 \tabularnewline
8 & -0.061538 & -0.4263 & 0.33588 \tabularnewline
9 & 0.053183 & 0.3685 & 0.357074 \tabularnewline
10 & -0.307551 & -2.1308 & 0.019129 \tabularnewline
11 & -0.05197 & -0.3601 & 0.360191 \tabularnewline
12 & 0.003515 & 0.0244 & 0.490337 \tabularnewline
13 & 0.023448 & 0.1625 & 0.435815 \tabularnewline
14 & -0.075734 & -0.5247 & 0.301102 \tabularnewline
15 & 0.047599 & 0.3298 & 0.371503 \tabularnewline
16 & -0.005987 & -0.0415 & 0.483543 \tabularnewline
17 & 0.046753 & 0.3239 & 0.373704 \tabularnewline
18 & -0.063239 & -0.4381 & 0.331628 \tabularnewline
19 & -0.028902 & -0.2002 & 0.421071 \tabularnewline
20 & -0.068353 & -0.4736 & 0.318979 \tabularnewline
21 & 0.037836 & 0.2621 & 0.397169 \tabularnewline
22 & -0.051112 & -0.3541 & 0.362401 \tabularnewline
23 & 0.060296 & 0.4177 & 0.338999 \tabularnewline
24 & -0.153931 & -1.0665 & 0.145774 \tabularnewline
25 & -0.023881 & -0.1654 & 0.434642 \tabularnewline
26 & 0.138086 & 0.9567 & 0.171759 \tabularnewline
27 & 0.005898 & 0.0409 & 0.483788 \tabularnewline
28 & -0.008129 & -0.0563 & 0.47766 \tabularnewline
29 & 0.022625 & 0.1567 & 0.43805 \tabularnewline
30 & -0.072475 & -0.5021 & 0.308939 \tabularnewline
31 & 0.079743 & 0.5525 & 0.291594 \tabularnewline
32 & -0.168744 & -1.1691 & 0.12407 \tabularnewline
33 & -0.072003 & -0.4988 & 0.310082 \tabularnewline
34 & -0.083111 & -0.5758 & 0.283717 \tabularnewline
35 & -0.023732 & -0.1644 & 0.435046 \tabularnewline
36 & -0.085264 & -0.5907 & 0.278737 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35443&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]0.494125[/C][C]3.4234[/C][C]0.000637[/C][/ROW]
[ROW][C]2[/C][C]0.345771[/C][C]2.3956[/C][C]0.010271[/C][/ROW]
[ROW][C]3[/C][C]0.340367[/C][C]2.3581[/C][C]0.011244[/C][/ROW]
[ROW][C]4[/C][C]0.043561[/C][C]0.3018[/C][C]0.382055[/C][/ROW]
[ROW][C]5[/C][C]0.055784[/C][C]0.3865[/C][C]0.350424[/C][/ROW]
[ROW][C]6[/C][C]0.03308[/C][C]0.2292[/C][C]0.40985[/C][/ROW]
[ROW][C]7[/C][C]-0.230204[/C][C]-1.5949[/C][C]0.058649[/C][/ROW]
[ROW][C]8[/C][C]-0.061538[/C][C]-0.4263[/C][C]0.33588[/C][/ROW]
[ROW][C]9[/C][C]0.053183[/C][C]0.3685[/C][C]0.357074[/C][/ROW]
[ROW][C]10[/C][C]-0.307551[/C][C]-2.1308[/C][C]0.019129[/C][/ROW]
[ROW][C]11[/C][C]-0.05197[/C][C]-0.3601[/C][C]0.360191[/C][/ROW]
[ROW][C]12[/C][C]0.003515[/C][C]0.0244[/C][C]0.490337[/C][/ROW]
[ROW][C]13[/C][C]0.023448[/C][C]0.1625[/C][C]0.435815[/C][/ROW]
[ROW][C]14[/C][C]-0.075734[/C][C]-0.5247[/C][C]0.301102[/C][/ROW]
[ROW][C]15[/C][C]0.047599[/C][C]0.3298[/C][C]0.371503[/C][/ROW]
[ROW][C]16[/C][C]-0.005987[/C][C]-0.0415[/C][C]0.483543[/C][/ROW]
[ROW][C]17[/C][C]0.046753[/C][C]0.3239[/C][C]0.373704[/C][/ROW]
[ROW][C]18[/C][C]-0.063239[/C][C]-0.4381[/C][C]0.331628[/C][/ROW]
[ROW][C]19[/C][C]-0.028902[/C][C]-0.2002[/C][C]0.421071[/C][/ROW]
[ROW][C]20[/C][C]-0.068353[/C][C]-0.4736[/C][C]0.318979[/C][/ROW]
[ROW][C]21[/C][C]0.037836[/C][C]0.2621[/C][C]0.397169[/C][/ROW]
[ROW][C]22[/C][C]-0.051112[/C][C]-0.3541[/C][C]0.362401[/C][/ROW]
[ROW][C]23[/C][C]0.060296[/C][C]0.4177[/C][C]0.338999[/C][/ROW]
[ROW][C]24[/C][C]-0.153931[/C][C]-1.0665[/C][C]0.145774[/C][/ROW]
[ROW][C]25[/C][C]-0.023881[/C][C]-0.1654[/C][C]0.434642[/C][/ROW]
[ROW][C]26[/C][C]0.138086[/C][C]0.9567[/C][C]0.171759[/C][/ROW]
[ROW][C]27[/C][C]0.005898[/C][C]0.0409[/C][C]0.483788[/C][/ROW]
[ROW][C]28[/C][C]-0.008129[/C][C]-0.0563[/C][C]0.47766[/C][/ROW]
[ROW][C]29[/C][C]0.022625[/C][C]0.1567[/C][C]0.43805[/C][/ROW]
[ROW][C]30[/C][C]-0.072475[/C][C]-0.5021[/C][C]0.308939[/C][/ROW]
[ROW][C]31[/C][C]0.079743[/C][C]0.5525[/C][C]0.291594[/C][/ROW]
[ROW][C]32[/C][C]-0.168744[/C][C]-1.1691[/C][C]0.12407[/C][/ROW]
[ROW][C]33[/C][C]-0.072003[/C][C]-0.4988[/C][C]0.310082[/C][/ROW]
[ROW][C]34[/C][C]-0.083111[/C][C]-0.5758[/C][C]0.283717[/C][/ROW]
[ROW][C]35[/C][C]-0.023732[/C][C]-0.1644[/C][C]0.435046[/C][/ROW]
[ROW][C]36[/C][C]-0.085264[/C][C]-0.5907[/C][C]0.278737[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35443&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35443&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
10.4941253.42340.000637
20.3457712.39560.010271
30.3403672.35810.011244
40.0435610.30180.382055
50.0557840.38650.350424
60.033080.22920.40985
7-0.230204-1.59490.058649
8-0.061538-0.42630.33588
90.0531830.36850.357074
10-0.307551-2.13080.019129
11-0.05197-0.36010.360191
120.0035150.02440.490337
130.0234480.16250.435815
14-0.075734-0.52470.301102
150.0475990.32980.371503
16-0.005987-0.04150.483543
170.0467530.32390.373704
18-0.063239-0.43810.331628
19-0.028902-0.20020.421071
20-0.068353-0.47360.318979
210.0378360.26210.397169
22-0.051112-0.35410.362401
230.0602960.41770.338999
24-0.153931-1.06650.145774
25-0.023881-0.16540.434642
260.1380860.95670.171759
270.0058980.04090.483788
28-0.008129-0.05630.47766
290.0226250.15670.43805
30-0.072475-0.50210.308939
310.0797430.55250.291594
32-0.168744-1.16910.12407
33-0.072003-0.49880.310082
34-0.083111-0.57580.283717
35-0.023732-0.16440.435046
36-0.085264-0.59070.278737


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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 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')