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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 computationFri, 24 Dec 2010 13:19:31 +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/24/t12931966562rwj3d6rpo1tqdf.htm/, Retrieved Tue, 30 Apr 2024 07:10:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114908, Retrieved Tue, 30 Apr 2024 07:10:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

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] [autocorrelatie bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
-  MPD  [(Partial) Autocorrelation Function] [] [2009-12-15 15:22:15] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [(Partial) Autocorrelation Function] [paper] [2010-12-24 13:19:31] [5d6b44265a1bea1cb58a5907cde468a5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17
2466,92
2502,66
2539,91
2482,6
2626,15
2656,32
2446,66
2467,38
2462,32
2504,58
2579,39
2649,24
2636,87

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114908&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114908&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114908&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2491631.91390.030247
20.0355880.27340.392767
30.2058751.58140.059572
40.1981411.5220.066682
50.2307851.77270.040721
6-0.016365-0.12570.450196
7-0.046188-0.35480.362012
80.1210920.93010.178049
9-0.015337-0.11780.453311
10-0.176216-1.35350.090523
110.1154260.88660.189445
12-0.069702-0.53540.297195
13-0.116449-0.89450.187355
140.0321330.24680.402952
15-0.073017-0.56090.288509
160.0274860.21110.416759
17-0.205037-1.57490.060311
18-0.232593-1.78660.039571
190.0688510.52890.299445
20-0.131598-1.01080.158113
21-0.234361-1.80020.038474
22-0.219609-1.68680.048457
23-0.16263-1.24920.108265
24-0.136147-1.04580.149968
25-0.091123-0.69990.243362
26-0.162376-1.24720.108619
27-0.043957-0.33760.368416
280.0403460.30990.378864
29-0.012793-0.09830.461028
300.0586650.45060.32696
31-0.072208-0.55460.29062
32-0.041937-0.32210.37425
33-0.001903-0.01460.494193
34-0.002456-0.01890.492507
350.0246420.18930.425262
360.013840.10630.457849

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249163 & 1.9139 & 0.030247 \tabularnewline
2 & 0.035588 & 0.2734 & 0.392767 \tabularnewline
3 & 0.205875 & 1.5814 & 0.059572 \tabularnewline
4 & 0.198141 & 1.522 & 0.066682 \tabularnewline
5 & 0.230785 & 1.7727 & 0.040721 \tabularnewline
6 & -0.016365 & -0.1257 & 0.450196 \tabularnewline
7 & -0.046188 & -0.3548 & 0.362012 \tabularnewline
8 & 0.121092 & 0.9301 & 0.178049 \tabularnewline
9 & -0.015337 & -0.1178 & 0.453311 \tabularnewline
10 & -0.176216 & -1.3535 & 0.090523 \tabularnewline
11 & 0.115426 & 0.8866 & 0.189445 \tabularnewline
12 & -0.069702 & -0.5354 & 0.297195 \tabularnewline
13 & -0.116449 & -0.8945 & 0.187355 \tabularnewline
14 & 0.032133 & 0.2468 & 0.402952 \tabularnewline
15 & -0.073017 & -0.5609 & 0.288509 \tabularnewline
16 & 0.027486 & 0.2111 & 0.416759 \tabularnewline
17 & -0.205037 & -1.5749 & 0.060311 \tabularnewline
18 & -0.232593 & -1.7866 & 0.039571 \tabularnewline
19 & 0.068851 & 0.5289 & 0.299445 \tabularnewline
20 & -0.131598 & -1.0108 & 0.158113 \tabularnewline
21 & -0.234361 & -1.8002 & 0.038474 \tabularnewline
22 & -0.219609 & -1.6868 & 0.048457 \tabularnewline
23 & -0.16263 & -1.2492 & 0.108265 \tabularnewline
24 & -0.136147 & -1.0458 & 0.149968 \tabularnewline
25 & -0.091123 & -0.6999 & 0.243362 \tabularnewline
26 & -0.162376 & -1.2472 & 0.108619 \tabularnewline
27 & -0.043957 & -0.3376 & 0.368416 \tabularnewline
28 & 0.040346 & 0.3099 & 0.378864 \tabularnewline
29 & -0.012793 & -0.0983 & 0.461028 \tabularnewline
30 & 0.058665 & 0.4506 & 0.32696 \tabularnewline
31 & -0.072208 & -0.5546 & 0.29062 \tabularnewline
32 & -0.041937 & -0.3221 & 0.37425 \tabularnewline
33 & -0.001903 & -0.0146 & 0.494193 \tabularnewline
34 & -0.002456 & -0.0189 & 0.492507 \tabularnewline
35 & 0.024642 & 0.1893 & 0.425262 \tabularnewline
36 & 0.01384 & 0.1063 & 0.457849 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114908&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]0.249163[/C][C]1.9139[/C][C]0.030247[/C][/ROW]
[ROW][C]2[/C][C]0.035588[/C][C]0.2734[/C][C]0.392767[/C][/ROW]
[ROW][C]3[/C][C]0.205875[/C][C]1.5814[/C][C]0.059572[/C][/ROW]
[ROW][C]4[/C][C]0.198141[/C][C]1.522[/C][C]0.066682[/C][/ROW]
[ROW][C]5[/C][C]0.230785[/C][C]1.7727[/C][C]0.040721[/C][/ROW]
[ROW][C]6[/C][C]-0.016365[/C][C]-0.1257[/C][C]0.450196[/C][/ROW]
[ROW][C]7[/C][C]-0.046188[/C][C]-0.3548[/C][C]0.362012[/C][/ROW]
[ROW][C]8[/C][C]0.121092[/C][C]0.9301[/C][C]0.178049[/C][/ROW]
[ROW][C]9[/C][C]-0.015337[/C][C]-0.1178[/C][C]0.453311[/C][/ROW]
[ROW][C]10[/C][C]-0.176216[/C][C]-1.3535[/C][C]0.090523[/C][/ROW]
[ROW][C]11[/C][C]0.115426[/C][C]0.8866[/C][C]0.189445[/C][/ROW]
[ROW][C]12[/C][C]-0.069702[/C][C]-0.5354[/C][C]0.297195[/C][/ROW]
[ROW][C]13[/C][C]-0.116449[/C][C]-0.8945[/C][C]0.187355[/C][/ROW]
[ROW][C]14[/C][C]0.032133[/C][C]0.2468[/C][C]0.402952[/C][/ROW]
[ROW][C]15[/C][C]-0.073017[/C][C]-0.5609[/C][C]0.288509[/C][/ROW]
[ROW][C]16[/C][C]0.027486[/C][C]0.2111[/C][C]0.416759[/C][/ROW]
[ROW][C]17[/C][C]-0.205037[/C][C]-1.5749[/C][C]0.060311[/C][/ROW]
[ROW][C]18[/C][C]-0.232593[/C][C]-1.7866[/C][C]0.039571[/C][/ROW]
[ROW][C]19[/C][C]0.068851[/C][C]0.5289[/C][C]0.299445[/C][/ROW]
[ROW][C]20[/C][C]-0.131598[/C][C]-1.0108[/C][C]0.158113[/C][/ROW]
[ROW][C]21[/C][C]-0.234361[/C][C]-1.8002[/C][C]0.038474[/C][/ROW]
[ROW][C]22[/C][C]-0.219609[/C][C]-1.6868[/C][C]0.048457[/C][/ROW]
[ROW][C]23[/C][C]-0.16263[/C][C]-1.2492[/C][C]0.108265[/C][/ROW]
[ROW][C]24[/C][C]-0.136147[/C][C]-1.0458[/C][C]0.149968[/C][/ROW]
[ROW][C]25[/C][C]-0.091123[/C][C]-0.6999[/C][C]0.243362[/C][/ROW]
[ROW][C]26[/C][C]-0.162376[/C][C]-1.2472[/C][C]0.108619[/C][/ROW]
[ROW][C]27[/C][C]-0.043957[/C][C]-0.3376[/C][C]0.368416[/C][/ROW]
[ROW][C]28[/C][C]0.040346[/C][C]0.3099[/C][C]0.378864[/C][/ROW]
[ROW][C]29[/C][C]-0.012793[/C][C]-0.0983[/C][C]0.461028[/C][/ROW]
[ROW][C]30[/C][C]0.058665[/C][C]0.4506[/C][C]0.32696[/C][/ROW]
[ROW][C]31[/C][C]-0.072208[/C][C]-0.5546[/C][C]0.29062[/C][/ROW]
[ROW][C]32[/C][C]-0.041937[/C][C]-0.3221[/C][C]0.37425[/C][/ROW]
[ROW][C]33[/C][C]-0.001903[/C][C]-0.0146[/C][C]0.494193[/C][/ROW]
[ROW][C]34[/C][C]-0.002456[/C][C]-0.0189[/C][C]0.492507[/C][/ROW]
[ROW][C]35[/C][C]0.024642[/C][C]0.1893[/C][C]0.425262[/C][/ROW]
[ROW][C]36[/C][C]0.01384[/C][C]0.1063[/C][C]0.457849[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114908&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114908&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
10.2491631.91390.030247
20.0355880.27340.392767
30.2058751.58140.059572
40.1981411.5220.066682
50.2307851.77270.040721
6-0.016365-0.12570.450196
7-0.046188-0.35480.362012
80.1210920.93010.178049
9-0.015337-0.11780.453311
10-0.176216-1.35350.090523
110.1154260.88660.189445
12-0.069702-0.53540.297195
13-0.116449-0.89450.187355
140.0321330.24680.402952
15-0.073017-0.56090.288509
160.0274860.21110.416759
17-0.205037-1.57490.060311
18-0.232593-1.78660.039571
190.0688510.52890.299445
20-0.131598-1.01080.158113
21-0.234361-1.80020.038474
22-0.219609-1.68680.048457
23-0.16263-1.24920.108265
24-0.136147-1.04580.149968
25-0.091123-0.69990.243362
26-0.162376-1.24720.108619
27-0.043957-0.33760.368416
280.0403460.30990.378864
29-0.012793-0.09830.461028
300.0586650.45060.32696
31-0.072208-0.55460.29062
32-0.041937-0.32210.37425
33-0.001903-0.01460.494193
34-0.002456-0.01890.492507
350.0246420.18930.425262
360.013840.10630.457849






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2491631.91390.030247
2-0.028248-0.2170.414489
30.2174591.67030.050076
40.1040890.79950.213596
50.188041.44440.076963
6-0.15986-1.22790.112179
7-0.050856-0.39060.348739
80.0459810.35320.362605
9-0.09394-0.72160.236705
10-0.17092-1.31290.097157
110.2541731.95230.027824
12-0.195744-1.50350.069017
13-0.008275-0.06360.474767
140.1026980.78880.216682
15-0.049643-0.38130.35217
16-0.0191-0.14670.441932
17-0.199912-1.53560.064997
18-0.077928-0.59860.275874
190.0635150.48790.313726
20-0.166836-1.28150.102518
210.0092110.07080.471916
22-0.215716-1.65690.05142
230.0009970.00770.496957
24-0.114885-0.88240.190559
250.0803820.61740.269665
26-0.016524-0.12690.449717
27-0.018312-0.14070.44431
280.1236790.950.172995
290.0932470.71620.238333
30-0.138497-1.06380.145873
31-0.015744-0.12090.452078
32-0.131048-1.00660.159119
33-0.073008-0.56080.288535
34-0.046416-0.35650.361358
350.0285670.21940.413539
360.0799330.6140.270796

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249163 & 1.9139 & 0.030247 \tabularnewline
2 & -0.028248 & -0.217 & 0.414489 \tabularnewline
3 & 0.217459 & 1.6703 & 0.050076 \tabularnewline
4 & 0.104089 & 0.7995 & 0.213596 \tabularnewline
5 & 0.18804 & 1.4444 & 0.076963 \tabularnewline
6 & -0.15986 & -1.2279 & 0.112179 \tabularnewline
7 & -0.050856 & -0.3906 & 0.348739 \tabularnewline
8 & 0.045981 & 0.3532 & 0.362605 \tabularnewline
9 & -0.09394 & -0.7216 & 0.236705 \tabularnewline
10 & -0.17092 & -1.3129 & 0.097157 \tabularnewline
11 & 0.254173 & 1.9523 & 0.027824 \tabularnewline
12 & -0.195744 & -1.5035 & 0.069017 \tabularnewline
13 & -0.008275 & -0.0636 & 0.474767 \tabularnewline
14 & 0.102698 & 0.7888 & 0.216682 \tabularnewline
15 & -0.049643 & -0.3813 & 0.35217 \tabularnewline
16 & -0.0191 & -0.1467 & 0.441932 \tabularnewline
17 & -0.199912 & -1.5356 & 0.064997 \tabularnewline
18 & -0.077928 & -0.5986 & 0.275874 \tabularnewline
19 & 0.063515 & 0.4879 & 0.313726 \tabularnewline
20 & -0.166836 & -1.2815 & 0.102518 \tabularnewline
21 & 0.009211 & 0.0708 & 0.471916 \tabularnewline
22 & -0.215716 & -1.6569 & 0.05142 \tabularnewline
23 & 0.000997 & 0.0077 & 0.496957 \tabularnewline
24 & -0.114885 & -0.8824 & 0.190559 \tabularnewline
25 & 0.080382 & 0.6174 & 0.269665 \tabularnewline
26 & -0.016524 & -0.1269 & 0.449717 \tabularnewline
27 & -0.018312 & -0.1407 & 0.44431 \tabularnewline
28 & 0.123679 & 0.95 & 0.172995 \tabularnewline
29 & 0.093247 & 0.7162 & 0.238333 \tabularnewline
30 & -0.138497 & -1.0638 & 0.145873 \tabularnewline
31 & -0.015744 & -0.1209 & 0.452078 \tabularnewline
32 & -0.131048 & -1.0066 & 0.159119 \tabularnewline
33 & -0.073008 & -0.5608 & 0.288535 \tabularnewline
34 & -0.046416 & -0.3565 & 0.361358 \tabularnewline
35 & 0.028567 & 0.2194 & 0.413539 \tabularnewline
36 & 0.079933 & 0.614 & 0.270796 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114908&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]0.249163[/C][C]1.9139[/C][C]0.030247[/C][/ROW]
[ROW][C]2[/C][C]-0.028248[/C][C]-0.217[/C][C]0.414489[/C][/ROW]
[ROW][C]3[/C][C]0.217459[/C][C]1.6703[/C][C]0.050076[/C][/ROW]
[ROW][C]4[/C][C]0.104089[/C][C]0.7995[/C][C]0.213596[/C][/ROW]
[ROW][C]5[/C][C]0.18804[/C][C]1.4444[/C][C]0.076963[/C][/ROW]
[ROW][C]6[/C][C]-0.15986[/C][C]-1.2279[/C][C]0.112179[/C][/ROW]
[ROW][C]7[/C][C]-0.050856[/C][C]-0.3906[/C][C]0.348739[/C][/ROW]
[ROW][C]8[/C][C]0.045981[/C][C]0.3532[/C][C]0.362605[/C][/ROW]
[ROW][C]9[/C][C]-0.09394[/C][C]-0.7216[/C][C]0.236705[/C][/ROW]
[ROW][C]10[/C][C]-0.17092[/C][C]-1.3129[/C][C]0.097157[/C][/ROW]
[ROW][C]11[/C][C]0.254173[/C][C]1.9523[/C][C]0.027824[/C][/ROW]
[ROW][C]12[/C][C]-0.195744[/C][C]-1.5035[/C][C]0.069017[/C][/ROW]
[ROW][C]13[/C][C]-0.008275[/C][C]-0.0636[/C][C]0.474767[/C][/ROW]
[ROW][C]14[/C][C]0.102698[/C][C]0.7888[/C][C]0.216682[/C][/ROW]
[ROW][C]15[/C][C]-0.049643[/C][C]-0.3813[/C][C]0.35217[/C][/ROW]
[ROW][C]16[/C][C]-0.0191[/C][C]-0.1467[/C][C]0.441932[/C][/ROW]
[ROW][C]17[/C][C]-0.199912[/C][C]-1.5356[/C][C]0.064997[/C][/ROW]
[ROW][C]18[/C][C]-0.077928[/C][C]-0.5986[/C][C]0.275874[/C][/ROW]
[ROW][C]19[/C][C]0.063515[/C][C]0.4879[/C][C]0.313726[/C][/ROW]
[ROW][C]20[/C][C]-0.166836[/C][C]-1.2815[/C][C]0.102518[/C][/ROW]
[ROW][C]21[/C][C]0.009211[/C][C]0.0708[/C][C]0.471916[/C][/ROW]
[ROW][C]22[/C][C]-0.215716[/C][C]-1.6569[/C][C]0.05142[/C][/ROW]
[ROW][C]23[/C][C]0.000997[/C][C]0.0077[/C][C]0.496957[/C][/ROW]
[ROW][C]24[/C][C]-0.114885[/C][C]-0.8824[/C][C]0.190559[/C][/ROW]
[ROW][C]25[/C][C]0.080382[/C][C]0.6174[/C][C]0.269665[/C][/ROW]
[ROW][C]26[/C][C]-0.016524[/C][C]-0.1269[/C][C]0.449717[/C][/ROW]
[ROW][C]27[/C][C]-0.018312[/C][C]-0.1407[/C][C]0.44431[/C][/ROW]
[ROW][C]28[/C][C]0.123679[/C][C]0.95[/C][C]0.172995[/C][/ROW]
[ROW][C]29[/C][C]0.093247[/C][C]0.7162[/C][C]0.238333[/C][/ROW]
[ROW][C]30[/C][C]-0.138497[/C][C]-1.0638[/C][C]0.145873[/C][/ROW]
[ROW][C]31[/C][C]-0.015744[/C][C]-0.1209[/C][C]0.452078[/C][/ROW]
[ROW][C]32[/C][C]-0.131048[/C][C]-1.0066[/C][C]0.159119[/C][/ROW]
[ROW][C]33[/C][C]-0.073008[/C][C]-0.5608[/C][C]0.288535[/C][/ROW]
[ROW][C]34[/C][C]-0.046416[/C][C]-0.3565[/C][C]0.361358[/C][/ROW]
[ROW][C]35[/C][C]0.028567[/C][C]0.2194[/C][C]0.413539[/C][/ROW]
[ROW][C]36[/C][C]0.079933[/C][C]0.614[/C][C]0.270796[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114908&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114908&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
10.2491631.91390.030247
2-0.028248-0.2170.414489
30.2174591.67030.050076
40.1040890.79950.213596
50.188041.44440.076963
6-0.15986-1.22790.112179
7-0.050856-0.39060.348739
80.0459810.35320.362605
9-0.09394-0.72160.236705
10-0.17092-1.31290.097157
110.2541731.95230.027824
12-0.195744-1.50350.069017
13-0.008275-0.06360.474767
140.1026980.78880.216682
15-0.049643-0.38130.35217
16-0.0191-0.14670.441932
17-0.199912-1.53560.064997
18-0.077928-0.59860.275874
190.0635150.48790.313726
20-0.166836-1.28150.102518
210.0092110.07080.471916
22-0.215716-1.65690.05142
230.0009970.00770.496957
24-0.114885-0.88240.190559
250.0803820.61740.269665
26-0.016524-0.12690.449717
27-0.018312-0.14070.44431
280.1236790.950.172995
290.0932470.71620.238333
30-0.138497-1.06380.145873
31-0.015744-0.12090.452078
32-0.131048-1.00660.159119
33-0.073008-0.56080.288535
34-0.046416-0.35650.361358
350.0285670.21940.413539
360.0799330.6140.270796


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = ; par8 = ;
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')