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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 computationSun, 26 Dec 2010 08:18:50 +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/26/t1293351402327a2sr666o1qll.htm/, Retrieved Tue, 07 May 2024 00:28:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115480, Retrieved Tue, 07 May 2024 00:28:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact142

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] [acf d=1 lags=35] [2010-12-26 08:18:50] [346ac46ef4f6bb745e48fc42fac6253b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104.79
104.82
104.94
105.04
105.17
105.4
105.56
105.66
105.96
105.92
106.03
106.16
106.39
106.41
106.66
106.76
106.97
107.07
107.29
107.39
107.5
107.79
107.77
107.84
108.09
108.28
108.49
108.73
108.84
108.94
109.08
109.38
109.42
109.59
109.83
109.89
110.29
110.33
110.54
110.69
110.77
111.01
111.25
111.09
111.32
111.36
111.31
111.37
111.49
111.49
111.55
111.56
111.66
111.68
111.71
111.76
111.82
111.87
111.94
112.05

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115480&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115480&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115480&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.188364-1.44680.076616
20.1860961.42940.079077
30.3121732.39780.009837
40.0498470.38290.351591
50.0492150.3780.353384
60.3005622.30870.012242
7-0.040813-0.31350.377508
80.1688021.29660.099909
9-0.006286-0.04830.480827
100.1541791.18430.120527
110.0354030.27190.393312
12-0.063011-0.4840.315089
130.0818210.62850.266058
14-0.09702-0.74520.229547
15-0.000709-0.00540.497835
16-0.092471-0.71030.240164
17-0.052997-0.40710.342711
18-0.062856-0.48280.315509
19-0.113316-0.87040.193805
20-0.010225-0.07850.468832
21-0.011857-0.09110.463872
22-0.130498-1.00240.160129
23-0.019968-0.15340.439313
24-0.015328-0.11770.453337
25-0.162897-1.25120.107893
260.0334150.25670.399166
27-0.156136-1.19930.117602
280.0617030.4740.318642
29-0.155818-1.19690.118074
300.0136860.10510.458318
31-0.05264-0.40430.343714
32-0.094739-0.72770.234835
33-0.054394-0.41780.338801
340.0865660.66490.254344
35-0.21824-1.67630.049482
360.0997310.7660.223351

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.188364 & -1.4468 & 0.076616 \tabularnewline
2 & 0.186096 & 1.4294 & 0.079077 \tabularnewline
3 & 0.312173 & 2.3978 & 0.009837 \tabularnewline
4 & 0.049847 & 0.3829 & 0.351591 \tabularnewline
5 & 0.049215 & 0.378 & 0.353384 \tabularnewline
6 & 0.300562 & 2.3087 & 0.012242 \tabularnewline
7 & -0.040813 & -0.3135 & 0.377508 \tabularnewline
8 & 0.168802 & 1.2966 & 0.099909 \tabularnewline
9 & -0.006286 & -0.0483 & 0.480827 \tabularnewline
10 & 0.154179 & 1.1843 & 0.120527 \tabularnewline
11 & 0.035403 & 0.2719 & 0.393312 \tabularnewline
12 & -0.063011 & -0.484 & 0.315089 \tabularnewline
13 & 0.081821 & 0.6285 & 0.266058 \tabularnewline
14 & -0.09702 & -0.7452 & 0.229547 \tabularnewline
15 & -0.000709 & -0.0054 & 0.497835 \tabularnewline
16 & -0.092471 & -0.7103 & 0.240164 \tabularnewline
17 & -0.052997 & -0.4071 & 0.342711 \tabularnewline
18 & -0.062856 & -0.4828 & 0.315509 \tabularnewline
19 & -0.113316 & -0.8704 & 0.193805 \tabularnewline
20 & -0.010225 & -0.0785 & 0.468832 \tabularnewline
21 & -0.011857 & -0.0911 & 0.463872 \tabularnewline
22 & -0.130498 & -1.0024 & 0.160129 \tabularnewline
23 & -0.019968 & -0.1534 & 0.439313 \tabularnewline
24 & -0.015328 & -0.1177 & 0.453337 \tabularnewline
25 & -0.162897 & -1.2512 & 0.107893 \tabularnewline
26 & 0.033415 & 0.2567 & 0.399166 \tabularnewline
27 & -0.156136 & -1.1993 & 0.117602 \tabularnewline
28 & 0.061703 & 0.474 & 0.318642 \tabularnewline
29 & -0.155818 & -1.1969 & 0.118074 \tabularnewline
30 & 0.013686 & 0.1051 & 0.458318 \tabularnewline
31 & -0.05264 & -0.4043 & 0.343714 \tabularnewline
32 & -0.094739 & -0.7277 & 0.234835 \tabularnewline
33 & -0.054394 & -0.4178 & 0.338801 \tabularnewline
34 & 0.086566 & 0.6649 & 0.254344 \tabularnewline
35 & -0.21824 & -1.6763 & 0.049482 \tabularnewline
36 & 0.099731 & 0.766 & 0.223351 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115480&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]-0.188364[/C][C]-1.4468[/C][C]0.076616[/C][/ROW]
[ROW][C]2[/C][C]0.186096[/C][C]1.4294[/C][C]0.079077[/C][/ROW]
[ROW][C]3[/C][C]0.312173[/C][C]2.3978[/C][C]0.009837[/C][/ROW]
[ROW][C]4[/C][C]0.049847[/C][C]0.3829[/C][C]0.351591[/C][/ROW]
[ROW][C]5[/C][C]0.049215[/C][C]0.378[/C][C]0.353384[/C][/ROW]
[ROW][C]6[/C][C]0.300562[/C][C]2.3087[/C][C]0.012242[/C][/ROW]
[ROW][C]7[/C][C]-0.040813[/C][C]-0.3135[/C][C]0.377508[/C][/ROW]
[ROW][C]8[/C][C]0.168802[/C][C]1.2966[/C][C]0.099909[/C][/ROW]
[ROW][C]9[/C][C]-0.006286[/C][C]-0.0483[/C][C]0.480827[/C][/ROW]
[ROW][C]10[/C][C]0.154179[/C][C]1.1843[/C][C]0.120527[/C][/ROW]
[ROW][C]11[/C][C]0.035403[/C][C]0.2719[/C][C]0.393312[/C][/ROW]
[ROW][C]12[/C][C]-0.063011[/C][C]-0.484[/C][C]0.315089[/C][/ROW]
[ROW][C]13[/C][C]0.081821[/C][C]0.6285[/C][C]0.266058[/C][/ROW]
[ROW][C]14[/C][C]-0.09702[/C][C]-0.7452[/C][C]0.229547[/C][/ROW]
[ROW][C]15[/C][C]-0.000709[/C][C]-0.0054[/C][C]0.497835[/C][/ROW]
[ROW][C]16[/C][C]-0.092471[/C][C]-0.7103[/C][C]0.240164[/C][/ROW]
[ROW][C]17[/C][C]-0.052997[/C][C]-0.4071[/C][C]0.342711[/C][/ROW]
[ROW][C]18[/C][C]-0.062856[/C][C]-0.4828[/C][C]0.315509[/C][/ROW]
[ROW][C]19[/C][C]-0.113316[/C][C]-0.8704[/C][C]0.193805[/C][/ROW]
[ROW][C]20[/C][C]-0.010225[/C][C]-0.0785[/C][C]0.468832[/C][/ROW]
[ROW][C]21[/C][C]-0.011857[/C][C]-0.0911[/C][C]0.463872[/C][/ROW]
[ROW][C]22[/C][C]-0.130498[/C][C]-1.0024[/C][C]0.160129[/C][/ROW]
[ROW][C]23[/C][C]-0.019968[/C][C]-0.1534[/C][C]0.439313[/C][/ROW]
[ROW][C]24[/C][C]-0.015328[/C][C]-0.1177[/C][C]0.453337[/C][/ROW]
[ROW][C]25[/C][C]-0.162897[/C][C]-1.2512[/C][C]0.107893[/C][/ROW]
[ROW][C]26[/C][C]0.033415[/C][C]0.2567[/C][C]0.399166[/C][/ROW]
[ROW][C]27[/C][C]-0.156136[/C][C]-1.1993[/C][C]0.117602[/C][/ROW]
[ROW][C]28[/C][C]0.061703[/C][C]0.474[/C][C]0.318642[/C][/ROW]
[ROW][C]29[/C][C]-0.155818[/C][C]-1.1969[/C][C]0.118074[/C][/ROW]
[ROW][C]30[/C][C]0.013686[/C][C]0.1051[/C][C]0.458318[/C][/ROW]
[ROW][C]31[/C][C]-0.05264[/C][C]-0.4043[/C][C]0.343714[/C][/ROW]
[ROW][C]32[/C][C]-0.094739[/C][C]-0.7277[/C][C]0.234835[/C][/ROW]
[ROW][C]33[/C][C]-0.054394[/C][C]-0.4178[/C][C]0.338801[/C][/ROW]
[ROW][C]34[/C][C]0.086566[/C][C]0.6649[/C][C]0.254344[/C][/ROW]
[ROW][C]35[/C][C]-0.21824[/C][C]-1.6763[/C][C]0.049482[/C][/ROW]
[ROW][C]36[/C][C]0.099731[/C][C]0.766[/C][C]0.223351[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115480&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115480&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
1-0.188364-1.44680.076616
20.1860961.42940.079077
30.3121732.39780.009837
40.0498470.38290.351591
50.0492150.3780.353384
60.3005622.30870.012242
7-0.040813-0.31350.377508
80.1688021.29660.099909
9-0.006286-0.04830.480827
100.1541791.18430.120527
110.0354030.27190.393312
12-0.063011-0.4840.315089
130.0818210.62850.266058
14-0.09702-0.74520.229547
15-0.000709-0.00540.497835
16-0.092471-0.71030.240164
17-0.052997-0.40710.342711
18-0.062856-0.48280.315509
19-0.113316-0.87040.193805
20-0.010225-0.07850.468832
21-0.011857-0.09110.463872
22-0.130498-1.00240.160129
23-0.019968-0.15340.439313
24-0.015328-0.11770.453337
25-0.162897-1.25120.107893
260.0334150.25670.399166
27-0.156136-1.19930.117602
280.0617030.4740.318642
29-0.155818-1.19690.118074
300.0136860.10510.458318
31-0.05264-0.40430.343714
32-0.094739-0.72770.234835
33-0.054394-0.41780.338801
340.0865660.66490.254344
35-0.21824-1.67630.049482
360.0997310.7660.223351






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.188364-1.44680.076616
20.1561561.19950.117573
30.3944393.02970.001815
40.1916261.47190.07318
5-0.047588-0.36550.358011
60.1622091.24590.108854
70.0021060.01620.493573
80.0694060.53310.297978
9-0.145956-1.12110.133393
100.0629830.48380.315166
110.0509580.39140.34845
12-0.165299-1.26970.104591
13-0.071564-0.54970.292303
14-0.181384-1.39320.084388
150.0375020.28810.387156
16-0.167373-1.28560.1018
17-0.063602-0.48850.313492
18-0.003725-0.02860.488636
19-0.054643-0.41970.338108
200.1130740.86850.194309
210.0620180.47640.317786
220.1013810.77870.219627
23-0.04095-0.31450.37711
240.0738180.5670.286431
25-0.072798-0.55920.289082
26-0.003166-0.02430.490341
27-0.136399-1.04770.149525
280.0677590.52050.302343
29-0.078013-0.59920.275656
30-0.072127-0.5540.29083
31-0.058079-0.44610.328575
32-0.14255-1.0950.138994
33-0.005695-0.04370.482628
340.0472450.36290.358991
35-0.027101-0.20820.417906
360.053920.41420.340125

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.188364 & -1.4468 & 0.076616 \tabularnewline
2 & 0.156156 & 1.1995 & 0.117573 \tabularnewline
3 & 0.394439 & 3.0297 & 0.001815 \tabularnewline
4 & 0.191626 & 1.4719 & 0.07318 \tabularnewline
5 & -0.047588 & -0.3655 & 0.358011 \tabularnewline
6 & 0.162209 & 1.2459 & 0.108854 \tabularnewline
7 & 0.002106 & 0.0162 & 0.493573 \tabularnewline
8 & 0.069406 & 0.5331 & 0.297978 \tabularnewline
9 & -0.145956 & -1.1211 & 0.133393 \tabularnewline
10 & 0.062983 & 0.4838 & 0.315166 \tabularnewline
11 & 0.050958 & 0.3914 & 0.34845 \tabularnewline
12 & -0.165299 & -1.2697 & 0.104591 \tabularnewline
13 & -0.071564 & -0.5497 & 0.292303 \tabularnewline
14 & -0.181384 & -1.3932 & 0.084388 \tabularnewline
15 & 0.037502 & 0.2881 & 0.387156 \tabularnewline
16 & -0.167373 & -1.2856 & 0.1018 \tabularnewline
17 & -0.063602 & -0.4885 & 0.313492 \tabularnewline
18 & -0.003725 & -0.0286 & 0.488636 \tabularnewline
19 & -0.054643 & -0.4197 & 0.338108 \tabularnewline
20 & 0.113074 & 0.8685 & 0.194309 \tabularnewline
21 & 0.062018 & 0.4764 & 0.317786 \tabularnewline
22 & 0.101381 & 0.7787 & 0.219627 \tabularnewline
23 & -0.04095 & -0.3145 & 0.37711 \tabularnewline
24 & 0.073818 & 0.567 & 0.286431 \tabularnewline
25 & -0.072798 & -0.5592 & 0.289082 \tabularnewline
26 & -0.003166 & -0.0243 & 0.490341 \tabularnewline
27 & -0.136399 & -1.0477 & 0.149525 \tabularnewline
28 & 0.067759 & 0.5205 & 0.302343 \tabularnewline
29 & -0.078013 & -0.5992 & 0.275656 \tabularnewline
30 & -0.072127 & -0.554 & 0.29083 \tabularnewline
31 & -0.058079 & -0.4461 & 0.328575 \tabularnewline
32 & -0.14255 & -1.095 & 0.138994 \tabularnewline
33 & -0.005695 & -0.0437 & 0.482628 \tabularnewline
34 & 0.047245 & 0.3629 & 0.358991 \tabularnewline
35 & -0.027101 & -0.2082 & 0.417906 \tabularnewline
36 & 0.05392 & 0.4142 & 0.340125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115480&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]-0.188364[/C][C]-1.4468[/C][C]0.076616[/C][/ROW]
[ROW][C]2[/C][C]0.156156[/C][C]1.1995[/C][C]0.117573[/C][/ROW]
[ROW][C]3[/C][C]0.394439[/C][C]3.0297[/C][C]0.001815[/C][/ROW]
[ROW][C]4[/C][C]0.191626[/C][C]1.4719[/C][C]0.07318[/C][/ROW]
[ROW][C]5[/C][C]-0.047588[/C][C]-0.3655[/C][C]0.358011[/C][/ROW]
[ROW][C]6[/C][C]0.162209[/C][C]1.2459[/C][C]0.108854[/C][/ROW]
[ROW][C]7[/C][C]0.002106[/C][C]0.0162[/C][C]0.493573[/C][/ROW]
[ROW][C]8[/C][C]0.069406[/C][C]0.5331[/C][C]0.297978[/C][/ROW]
[ROW][C]9[/C][C]-0.145956[/C][C]-1.1211[/C][C]0.133393[/C][/ROW]
[ROW][C]10[/C][C]0.062983[/C][C]0.4838[/C][C]0.315166[/C][/ROW]
[ROW][C]11[/C][C]0.050958[/C][C]0.3914[/C][C]0.34845[/C][/ROW]
[ROW][C]12[/C][C]-0.165299[/C][C]-1.2697[/C][C]0.104591[/C][/ROW]
[ROW][C]13[/C][C]-0.071564[/C][C]-0.5497[/C][C]0.292303[/C][/ROW]
[ROW][C]14[/C][C]-0.181384[/C][C]-1.3932[/C][C]0.084388[/C][/ROW]
[ROW][C]15[/C][C]0.037502[/C][C]0.2881[/C][C]0.387156[/C][/ROW]
[ROW][C]16[/C][C]-0.167373[/C][C]-1.2856[/C][C]0.1018[/C][/ROW]
[ROW][C]17[/C][C]-0.063602[/C][C]-0.4885[/C][C]0.313492[/C][/ROW]
[ROW][C]18[/C][C]-0.003725[/C][C]-0.0286[/C][C]0.488636[/C][/ROW]
[ROW][C]19[/C][C]-0.054643[/C][C]-0.4197[/C][C]0.338108[/C][/ROW]
[ROW][C]20[/C][C]0.113074[/C][C]0.8685[/C][C]0.194309[/C][/ROW]
[ROW][C]21[/C][C]0.062018[/C][C]0.4764[/C][C]0.317786[/C][/ROW]
[ROW][C]22[/C][C]0.101381[/C][C]0.7787[/C][C]0.219627[/C][/ROW]
[ROW][C]23[/C][C]-0.04095[/C][C]-0.3145[/C][C]0.37711[/C][/ROW]
[ROW][C]24[/C][C]0.073818[/C][C]0.567[/C][C]0.286431[/C][/ROW]
[ROW][C]25[/C][C]-0.072798[/C][C]-0.5592[/C][C]0.289082[/C][/ROW]
[ROW][C]26[/C][C]-0.003166[/C][C]-0.0243[/C][C]0.490341[/C][/ROW]
[ROW][C]27[/C][C]-0.136399[/C][C]-1.0477[/C][C]0.149525[/C][/ROW]
[ROW][C]28[/C][C]0.067759[/C][C]0.5205[/C][C]0.302343[/C][/ROW]
[ROW][C]29[/C][C]-0.078013[/C][C]-0.5992[/C][C]0.275656[/C][/ROW]
[ROW][C]30[/C][C]-0.072127[/C][C]-0.554[/C][C]0.29083[/C][/ROW]
[ROW][C]31[/C][C]-0.058079[/C][C]-0.4461[/C][C]0.328575[/C][/ROW]
[ROW][C]32[/C][C]-0.14255[/C][C]-1.095[/C][C]0.138994[/C][/ROW]
[ROW][C]33[/C][C]-0.005695[/C][C]-0.0437[/C][C]0.482628[/C][/ROW]
[ROW][C]34[/C][C]0.047245[/C][C]0.3629[/C][C]0.358991[/C][/ROW]
[ROW][C]35[/C][C]-0.027101[/C][C]-0.2082[/C][C]0.417906[/C][/ROW]
[ROW][C]36[/C][C]0.05392[/C][C]0.4142[/C][C]0.340125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115480&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115480&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
1-0.188364-1.44680.076616
20.1561561.19950.117573
30.3944393.02970.001815
40.1916261.47190.07318
5-0.047588-0.36550.358011
60.1622091.24590.108854
70.0021060.01620.493573
80.0694060.53310.297978
9-0.145956-1.12110.133393
100.0629830.48380.315166
110.0509580.39140.34845
12-0.165299-1.26970.104591
13-0.071564-0.54970.292303
14-0.181384-1.39320.084388
150.0375020.28810.387156
16-0.167373-1.28560.1018
17-0.063602-0.48850.313492
18-0.003725-0.02860.488636
19-0.054643-0.41970.338108
200.1130740.86850.194309
210.0620180.47640.317786
220.1013810.77870.219627
23-0.04095-0.31450.37711
240.0738180.5670.286431
25-0.072798-0.55920.289082
26-0.003166-0.02430.490341
27-0.136399-1.04770.149525
280.0677590.52050.302343
29-0.078013-0.59920.275656
30-0.072127-0.5540.29083
31-0.058079-0.44610.328575
32-0.14255-1.0950.138994
33-0.005695-0.04370.482628
340.0472450.36290.358991
35-0.027101-0.20820.417906
360.053920.41420.340125


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; 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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')