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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 computationTue, 07 Dec 2010 09:27:07 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/07/t1291713994e0mjjiktugnxkl8.htm/, Retrieved Fri, 03 May 2024 19:42:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106064, Retrieved Fri, 03 May 2024 19:42:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [WS9-ACF] [2009-12-04 12:29:51] [a94022e7c2399c0f4d62eea578db3411]
-   P       [(Partial) Autocorrelation Function] [WS9-ACF2] [2009-12-04 12:34:59] [a94022e7c2399c0f4d62eea578db3411]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-04 12:40:35] [a94022e7c2399c0f4d62eea578db3411]
-    D            [(Partial) Autocorrelation Function] [] [2010-12-07 09:27:07] [7cc6e89f95359dcad314da35cb7f084f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106064&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]2 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=106064&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106064&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.673409-5.12852e-06
20.246191.87490.03292
3-0.114436-0.87150.193532
40.0755350.57530.283671
5-0.020265-0.15430.438941
6-0.034961-0.26630.395494
70.038680.29460.384683
80.0077310.05890.476626
9-0.028832-0.21960.413486
10-0.107027-0.81510.209176
110.380652.89890.002639
12-0.412833-3.1440.001313
130.159621.21560.114525
14-0.0176-0.1340.446918
150.0206020.15690.437934
160.0148250.11290.455248
17-0.090146-0.68650.247556
180.1005290.76560.223507
19-0.011929-0.09080.463963
20-0.060507-0.46080.32333
21-0.004135-0.03150.487493
220.1060950.8080.211197
23-0.047849-0.36440.358441
24-0.140323-1.06870.144824
250.2671842.03480.023225
26-0.265049-2.01860.024083
270.205871.56790.061177
28-0.205076-1.56180.061887
290.220591.680.049172
30-0.120305-0.91620.181675
31-0.039049-0.29740.383615
320.0635990.48440.314979
330.0416360.31710.376157
34-0.050409-0.38390.351228
35-0.049588-0.37770.353533
360.1135020.86440.195464

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.673409 & -5.1285 & 2e-06 \tabularnewline
2 & 0.24619 & 1.8749 & 0.03292 \tabularnewline
3 & -0.114436 & -0.8715 & 0.193532 \tabularnewline
4 & 0.075535 & 0.5753 & 0.283671 \tabularnewline
5 & -0.020265 & -0.1543 & 0.438941 \tabularnewline
6 & -0.034961 & -0.2663 & 0.395494 \tabularnewline
7 & 0.03868 & 0.2946 & 0.384683 \tabularnewline
8 & 0.007731 & 0.0589 & 0.476626 \tabularnewline
9 & -0.028832 & -0.2196 & 0.413486 \tabularnewline
10 & -0.107027 & -0.8151 & 0.209176 \tabularnewline
11 & 0.38065 & 2.8989 & 0.002639 \tabularnewline
12 & -0.412833 & -3.144 & 0.001313 \tabularnewline
13 & 0.15962 & 1.2156 & 0.114525 \tabularnewline
14 & -0.0176 & -0.134 & 0.446918 \tabularnewline
15 & 0.020602 & 0.1569 & 0.437934 \tabularnewline
16 & 0.014825 & 0.1129 & 0.455248 \tabularnewline
17 & -0.090146 & -0.6865 & 0.247556 \tabularnewline
18 & 0.100529 & 0.7656 & 0.223507 \tabularnewline
19 & -0.011929 & -0.0908 & 0.463963 \tabularnewline
20 & -0.060507 & -0.4608 & 0.32333 \tabularnewline
21 & -0.004135 & -0.0315 & 0.487493 \tabularnewline
22 & 0.106095 & 0.808 & 0.211197 \tabularnewline
23 & -0.047849 & -0.3644 & 0.358441 \tabularnewline
24 & -0.140323 & -1.0687 & 0.144824 \tabularnewline
25 & 0.267184 & 2.0348 & 0.023225 \tabularnewline
26 & -0.265049 & -2.0186 & 0.024083 \tabularnewline
27 & 0.20587 & 1.5679 & 0.061177 \tabularnewline
28 & -0.205076 & -1.5618 & 0.061887 \tabularnewline
29 & 0.22059 & 1.68 & 0.049172 \tabularnewline
30 & -0.120305 & -0.9162 & 0.181675 \tabularnewline
31 & -0.039049 & -0.2974 & 0.383615 \tabularnewline
32 & 0.063599 & 0.4844 & 0.314979 \tabularnewline
33 & 0.041636 & 0.3171 & 0.376157 \tabularnewline
34 & -0.050409 & -0.3839 & 0.351228 \tabularnewline
35 & -0.049588 & -0.3777 & 0.353533 \tabularnewline
36 & 0.113502 & 0.8644 & 0.195464 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106064&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]-0.673409[/C][C]-5.1285[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.24619[/C][C]1.8749[/C][C]0.03292[/C][/ROW]
[ROW][C]3[/C][C]-0.114436[/C][C]-0.8715[/C][C]0.193532[/C][/ROW]
[ROW][C]4[/C][C]0.075535[/C][C]0.5753[/C][C]0.283671[/C][/ROW]
[ROW][C]5[/C][C]-0.020265[/C][C]-0.1543[/C][C]0.438941[/C][/ROW]
[ROW][C]6[/C][C]-0.034961[/C][C]-0.2663[/C][C]0.395494[/C][/ROW]
[ROW][C]7[/C][C]0.03868[/C][C]0.2946[/C][C]0.384683[/C][/ROW]
[ROW][C]8[/C][C]0.007731[/C][C]0.0589[/C][C]0.476626[/C][/ROW]
[ROW][C]9[/C][C]-0.028832[/C][C]-0.2196[/C][C]0.413486[/C][/ROW]
[ROW][C]10[/C][C]-0.107027[/C][C]-0.8151[/C][C]0.209176[/C][/ROW]
[ROW][C]11[/C][C]0.38065[/C][C]2.8989[/C][C]0.002639[/C][/ROW]
[ROW][C]12[/C][C]-0.412833[/C][C]-3.144[/C][C]0.001313[/C][/ROW]
[ROW][C]13[/C][C]0.15962[/C][C]1.2156[/C][C]0.114525[/C][/ROW]
[ROW][C]14[/C][C]-0.0176[/C][C]-0.134[/C][C]0.446918[/C][/ROW]
[ROW][C]15[/C][C]0.020602[/C][C]0.1569[/C][C]0.437934[/C][/ROW]
[ROW][C]16[/C][C]0.014825[/C][C]0.1129[/C][C]0.455248[/C][/ROW]
[ROW][C]17[/C][C]-0.090146[/C][C]-0.6865[/C][C]0.247556[/C][/ROW]
[ROW][C]18[/C][C]0.100529[/C][C]0.7656[/C][C]0.223507[/C][/ROW]
[ROW][C]19[/C][C]-0.011929[/C][C]-0.0908[/C][C]0.463963[/C][/ROW]
[ROW][C]20[/C][C]-0.060507[/C][C]-0.4608[/C][C]0.32333[/C][/ROW]
[ROW][C]21[/C][C]-0.004135[/C][C]-0.0315[/C][C]0.487493[/C][/ROW]
[ROW][C]22[/C][C]0.106095[/C][C]0.808[/C][C]0.211197[/C][/ROW]
[ROW][C]23[/C][C]-0.047849[/C][C]-0.3644[/C][C]0.358441[/C][/ROW]
[ROW][C]24[/C][C]-0.140323[/C][C]-1.0687[/C][C]0.144824[/C][/ROW]
[ROW][C]25[/C][C]0.267184[/C][C]2.0348[/C][C]0.023225[/C][/ROW]
[ROW][C]26[/C][C]-0.265049[/C][C]-2.0186[/C][C]0.024083[/C][/ROW]
[ROW][C]27[/C][C]0.20587[/C][C]1.5679[/C][C]0.061177[/C][/ROW]
[ROW][C]28[/C][C]-0.205076[/C][C]-1.5618[/C][C]0.061887[/C][/ROW]
[ROW][C]29[/C][C]0.22059[/C][C]1.68[/C][C]0.049172[/C][/ROW]
[ROW][C]30[/C][C]-0.120305[/C][C]-0.9162[/C][C]0.181675[/C][/ROW]
[ROW][C]31[/C][C]-0.039049[/C][C]-0.2974[/C][C]0.383615[/C][/ROW]
[ROW][C]32[/C][C]0.063599[/C][C]0.4844[/C][C]0.314979[/C][/ROW]
[ROW][C]33[/C][C]0.041636[/C][C]0.3171[/C][C]0.376157[/C][/ROW]
[ROW][C]34[/C][C]-0.050409[/C][C]-0.3839[/C][C]0.351228[/C][/ROW]
[ROW][C]35[/C][C]-0.049588[/C][C]-0.3777[/C][C]0.353533[/C][/ROW]
[ROW][C]36[/C][C]0.113502[/C][C]0.8644[/C][C]0.195464[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106064&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106064&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
1-0.673409-5.12852e-06
20.246191.87490.03292
3-0.114436-0.87150.193532
40.0755350.57530.283671
5-0.020265-0.15430.438941
6-0.034961-0.26630.395494
70.038680.29460.384683
80.0077310.05890.476626
9-0.028832-0.21960.413486
10-0.107027-0.81510.209176
110.380652.89890.002639
12-0.412833-3.1440.001313
130.159621.21560.114525
14-0.0176-0.1340.446918
150.0206020.15690.437934
160.0148250.11290.455248
17-0.090146-0.68650.247556
180.1005290.76560.223507
19-0.011929-0.09080.463963
20-0.060507-0.46080.32333
21-0.004135-0.03150.487493
220.1060950.8080.211197
23-0.047849-0.36440.358441
24-0.140323-1.06870.144824
250.2671842.03480.023225
26-0.265049-2.01860.024083
270.205871.56790.061177
28-0.205076-1.56180.061887
290.220591.680.049172
30-0.120305-0.91620.181675
31-0.039049-0.29740.383615
320.0635990.48440.314979
330.0416360.31710.376157
34-0.050409-0.38390.351228
35-0.049588-0.37770.353533
360.1135020.86440.195464






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.673409-5.12852e-06
2-0.379292-2.88860.002716
3-0.301748-2.2980.012592
4-0.1991-1.51630.067438
5-0.088335-0.67270.251892
6-0.11674-0.88910.18882
7-0.098561-0.75060.227959
8-0.009219-0.07020.472136
9-0.004384-0.03340.48674
10-0.311409-2.37160.010525
110.2986672.27460.013323
120.2326551.77180.040836
13-0.089275-0.67990.249638
14-0.06737-0.51310.304924
15-0.054314-0.41360.340332
160.0142830.10880.456878
17-0.043737-0.33310.370133
18-0.05874-0.44730.328144
190.0398860.30380.381198
200.0616970.46990.320105
21-0.121243-0.92340.179823
22-0.257487-1.9610.027345
230.2761492.10310.019904
240.0004010.00310.498786
250.0921280.70160.242859
26-0.091243-0.69490.244952
27-0.062845-0.47860.317007
28-0.086662-0.660.255933
29-0.005298-0.04030.483977
300.0282550.21520.415189
31-0.026898-0.20490.419203
320.04870.37090.356037
33-0.068377-0.52070.302265
34-0.075377-0.57410.284075
350.1895181.44330.077154
360.0167110.12730.449585

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.673409 & -5.1285 & 2e-06 \tabularnewline
2 & -0.379292 & -2.8886 & 0.002716 \tabularnewline
3 & -0.301748 & -2.298 & 0.012592 \tabularnewline
4 & -0.1991 & -1.5163 & 0.067438 \tabularnewline
5 & -0.088335 & -0.6727 & 0.251892 \tabularnewline
6 & -0.11674 & -0.8891 & 0.18882 \tabularnewline
7 & -0.098561 & -0.7506 & 0.227959 \tabularnewline
8 & -0.009219 & -0.0702 & 0.472136 \tabularnewline
9 & -0.004384 & -0.0334 & 0.48674 \tabularnewline
10 & -0.311409 & -2.3716 & 0.010525 \tabularnewline
11 & 0.298667 & 2.2746 & 0.013323 \tabularnewline
12 & 0.232655 & 1.7718 & 0.040836 \tabularnewline
13 & -0.089275 & -0.6799 & 0.249638 \tabularnewline
14 & -0.06737 & -0.5131 & 0.304924 \tabularnewline
15 & -0.054314 & -0.4136 & 0.340332 \tabularnewline
16 & 0.014283 & 0.1088 & 0.456878 \tabularnewline
17 & -0.043737 & -0.3331 & 0.370133 \tabularnewline
18 & -0.05874 & -0.4473 & 0.328144 \tabularnewline
19 & 0.039886 & 0.3038 & 0.381198 \tabularnewline
20 & 0.061697 & 0.4699 & 0.320105 \tabularnewline
21 & -0.121243 & -0.9234 & 0.179823 \tabularnewline
22 & -0.257487 & -1.961 & 0.027345 \tabularnewline
23 & 0.276149 & 2.1031 & 0.019904 \tabularnewline
24 & 0.000401 & 0.0031 & 0.498786 \tabularnewline
25 & 0.092128 & 0.7016 & 0.242859 \tabularnewline
26 & -0.091243 & -0.6949 & 0.244952 \tabularnewline
27 & -0.062845 & -0.4786 & 0.317007 \tabularnewline
28 & -0.086662 & -0.66 & 0.255933 \tabularnewline
29 & -0.005298 & -0.0403 & 0.483977 \tabularnewline
30 & 0.028255 & 0.2152 & 0.415189 \tabularnewline
31 & -0.026898 & -0.2049 & 0.419203 \tabularnewline
32 & 0.0487 & 0.3709 & 0.356037 \tabularnewline
33 & -0.068377 & -0.5207 & 0.302265 \tabularnewline
34 & -0.075377 & -0.5741 & 0.284075 \tabularnewline
35 & 0.189518 & 1.4433 & 0.077154 \tabularnewline
36 & 0.016711 & 0.1273 & 0.449585 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106064&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]-0.673409[/C][C]-5.1285[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.379292[/C][C]-2.8886[/C][C]0.002716[/C][/ROW]
[ROW][C]3[/C][C]-0.301748[/C][C]-2.298[/C][C]0.012592[/C][/ROW]
[ROW][C]4[/C][C]-0.1991[/C][C]-1.5163[/C][C]0.067438[/C][/ROW]
[ROW][C]5[/C][C]-0.088335[/C][C]-0.6727[/C][C]0.251892[/C][/ROW]
[ROW][C]6[/C][C]-0.11674[/C][C]-0.8891[/C][C]0.18882[/C][/ROW]
[ROW][C]7[/C][C]-0.098561[/C][C]-0.7506[/C][C]0.227959[/C][/ROW]
[ROW][C]8[/C][C]-0.009219[/C][C]-0.0702[/C][C]0.472136[/C][/ROW]
[ROW][C]9[/C][C]-0.004384[/C][C]-0.0334[/C][C]0.48674[/C][/ROW]
[ROW][C]10[/C][C]-0.311409[/C][C]-2.3716[/C][C]0.010525[/C][/ROW]
[ROW][C]11[/C][C]0.298667[/C][C]2.2746[/C][C]0.013323[/C][/ROW]
[ROW][C]12[/C][C]0.232655[/C][C]1.7718[/C][C]0.040836[/C][/ROW]
[ROW][C]13[/C][C]-0.089275[/C][C]-0.6799[/C][C]0.249638[/C][/ROW]
[ROW][C]14[/C][C]-0.06737[/C][C]-0.5131[/C][C]0.304924[/C][/ROW]
[ROW][C]15[/C][C]-0.054314[/C][C]-0.4136[/C][C]0.340332[/C][/ROW]
[ROW][C]16[/C][C]0.014283[/C][C]0.1088[/C][C]0.456878[/C][/ROW]
[ROW][C]17[/C][C]-0.043737[/C][C]-0.3331[/C][C]0.370133[/C][/ROW]
[ROW][C]18[/C][C]-0.05874[/C][C]-0.4473[/C][C]0.328144[/C][/ROW]
[ROW][C]19[/C][C]0.039886[/C][C]0.3038[/C][C]0.381198[/C][/ROW]
[ROW][C]20[/C][C]0.061697[/C][C]0.4699[/C][C]0.320105[/C][/ROW]
[ROW][C]21[/C][C]-0.121243[/C][C]-0.9234[/C][C]0.179823[/C][/ROW]
[ROW][C]22[/C][C]-0.257487[/C][C]-1.961[/C][C]0.027345[/C][/ROW]
[ROW][C]23[/C][C]0.276149[/C][C]2.1031[/C][C]0.019904[/C][/ROW]
[ROW][C]24[/C][C]0.000401[/C][C]0.0031[/C][C]0.498786[/C][/ROW]
[ROW][C]25[/C][C]0.092128[/C][C]0.7016[/C][C]0.242859[/C][/ROW]
[ROW][C]26[/C][C]-0.091243[/C][C]-0.6949[/C][C]0.244952[/C][/ROW]
[ROW][C]27[/C][C]-0.062845[/C][C]-0.4786[/C][C]0.317007[/C][/ROW]
[ROW][C]28[/C][C]-0.086662[/C][C]-0.66[/C][C]0.255933[/C][/ROW]
[ROW][C]29[/C][C]-0.005298[/C][C]-0.0403[/C][C]0.483977[/C][/ROW]
[ROW][C]30[/C][C]0.028255[/C][C]0.2152[/C][C]0.415189[/C][/ROW]
[ROW][C]31[/C][C]-0.026898[/C][C]-0.2049[/C][C]0.419203[/C][/ROW]
[ROW][C]32[/C][C]0.0487[/C][C]0.3709[/C][C]0.356037[/C][/ROW]
[ROW][C]33[/C][C]-0.068377[/C][C]-0.5207[/C][C]0.302265[/C][/ROW]
[ROW][C]34[/C][C]-0.075377[/C][C]-0.5741[/C][C]0.284075[/C][/ROW]
[ROW][C]35[/C][C]0.189518[/C][C]1.4433[/C][C]0.077154[/C][/ROW]
[ROW][C]36[/C][C]0.016711[/C][C]0.1273[/C][C]0.449585[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106064&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106064&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
1-0.673409-5.12852e-06
2-0.379292-2.88860.002716
3-0.301748-2.2980.012592
4-0.1991-1.51630.067438
5-0.088335-0.67270.251892
6-0.11674-0.88910.18882
7-0.098561-0.75060.227959
8-0.009219-0.07020.472136
9-0.004384-0.03340.48674
10-0.311409-2.37160.010525
110.2986672.27460.013323
120.2326551.77180.040836
13-0.089275-0.67990.249638
14-0.06737-0.51310.304924
15-0.054314-0.41360.340332
160.0142830.10880.456878
17-0.043737-0.33310.370133
18-0.05874-0.44730.328144
190.0398860.30380.381198
200.0616970.46990.320105
21-0.121243-0.92340.179823
22-0.257487-1.9610.027345
230.2761492.10310.019904
240.0004010.00310.498786
250.0921280.70160.242859
26-0.091243-0.69490.244952
27-0.062845-0.47860.317007
28-0.086662-0.660.255933
29-0.005298-0.04030.483977
300.0282550.21520.415189
31-0.026898-0.20490.419203
320.04870.37090.356037
33-0.068377-0.52070.302265
34-0.075377-0.57410.284075
350.1895181.44330.077154
360.0167110.12730.449585


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')