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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 01 Dec 2007 05:11:50 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/01/t1196510464o17cvx90vvod487.htm/, Retrieved Sun, 19 May 2024 21:14:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2224, Retrieved Sun, 19 May 2024 21:14:56 +0000

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Estimated Impact

216

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-       [(Partial) Autocorrelation Function] [paper auto 2] [2007-12-01 12:11:50] [fef19078983b9fa83d10cb717d6f9786] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2224&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]2 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=2224&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2224&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.610069	4.7256	7e-06
2	0.48991	3.7948	0.000173
3	0.64607	5.0044	3e-06
4	0.409083	3.1687	0.001205
5	0.400578	3.1029	0.001461
6	0.588461	4.5582	1.3e-05
7	0.326609	2.5299	0.007027
8	0.239663	1.8564	0.034153
9	0.386449	2.9934	0.002001
10	0.164908	1.2774	0.103197
11	0.213205	1.6515	0.051933
12	0.430581	3.3353	0.000733
13	0.191358	1.4822	0.071754
14	0.123946	0.9601	0.170434
15	0.201579	1.5614	0.061842
16	0.018133	0.1405	0.444385
17	0.015653	0.1212	0.451949
18	0.174068	1.3483	0.091311
19	-0.005858	-0.0454	0.51802
20	-0.019197	-0.1487	0.558857
21	0.049174	0.3809	0.352312
22	-0.13634	-1.0561	0.852418
23	-0.068075	-0.5273	0.700037
24	0.069705	0.5399	0.29562
25	-0.080109	-0.6205	0.731368
26	-0.103844	-0.8044	0.787821
27	-0.061049	-0.4729	0.680993
28	-0.197765	-1.5319	0.934596
29	-0.150997	-1.1696	0.87661
30	-0.065136	-0.5045	0.692135
31	-0.164187	-1.2718	0.895821
32	-0.137369	-1.0641	0.854217
33	-0.135114	-1.0466	0.850257
34	-0.234155	-1.8138	0.962642
35	-0.194153	-1.5039	0.931074

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.610069 & 4.7256 & 7e-06 \tabularnewline
2 & 0.48991 & 3.7948 & 0.000173 \tabularnewline
3 & 0.64607 & 5.0044 & 3e-06 \tabularnewline
4 & 0.409083 & 3.1687 & 0.001205 \tabularnewline
5 & 0.400578 & 3.1029 & 0.001461 \tabularnewline
6 & 0.588461 & 4.5582 & 1.3e-05 \tabularnewline
7 & 0.326609 & 2.5299 & 0.007027 \tabularnewline
8 & 0.239663 & 1.8564 & 0.034153 \tabularnewline
9 & 0.386449 & 2.9934 & 0.002001 \tabularnewline
10 & 0.164908 & 1.2774 & 0.103197 \tabularnewline
11 & 0.213205 & 1.6515 & 0.051933 \tabularnewline
12 & 0.430581 & 3.3353 & 0.000733 \tabularnewline
13 & 0.191358 & 1.4822 & 0.071754 \tabularnewline
14 & 0.123946 & 0.9601 & 0.170434 \tabularnewline
15 & 0.201579 & 1.5614 & 0.061842 \tabularnewline
16 & 0.018133 & 0.1405 & 0.444385 \tabularnewline
17 & 0.015653 & 0.1212 & 0.451949 \tabularnewline
18 & 0.174068 & 1.3483 & 0.091311 \tabularnewline
19 & -0.005858 & -0.0454 & 0.51802 \tabularnewline
20 & -0.019197 & -0.1487 & 0.558857 \tabularnewline
21 & 0.049174 & 0.3809 & 0.352312 \tabularnewline
22 & -0.13634 & -1.0561 & 0.852418 \tabularnewline
23 & -0.068075 & -0.5273 & 0.700037 \tabularnewline
24 & 0.069705 & 0.5399 & 0.29562 \tabularnewline
25 & -0.080109 & -0.6205 & 0.731368 \tabularnewline
26 & -0.103844 & -0.8044 & 0.787821 \tabularnewline
27 & -0.061049 & -0.4729 & 0.680993 \tabularnewline
28 & -0.197765 & -1.5319 & 0.934596 \tabularnewline
29 & -0.150997 & -1.1696 & 0.87661 \tabularnewline
30 & -0.065136 & -0.5045 & 0.692135 \tabularnewline
31 & -0.164187 & -1.2718 & 0.895821 \tabularnewline
32 & -0.137369 & -1.0641 & 0.854217 \tabularnewline
33 & -0.135114 & -1.0466 & 0.850257 \tabularnewline
34 & -0.234155 & -1.8138 & 0.962642 \tabularnewline
35 & -0.194153 & -1.5039 & 0.931074 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2224&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.610069[/C][C]4.7256[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.48991[/C][C]3.7948[/C][C]0.000173[/C][/ROW]
[ROW][C]3[/C][C]0.64607[/C][C]5.0044[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.409083[/C][C]3.1687[/C][C]0.001205[/C][/ROW]
[ROW][C]5[/C][C]0.400578[/C][C]3.1029[/C][C]0.001461[/C][/ROW]
[ROW][C]6[/C][C]0.588461[/C][C]4.5582[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.326609[/C][C]2.5299[/C][C]0.007027[/C][/ROW]
[ROW][C]8[/C][C]0.239663[/C][C]1.8564[/C][C]0.034153[/C][/ROW]
[ROW][C]9[/C][C]0.386449[/C][C]2.9934[/C][C]0.002001[/C][/ROW]
[ROW][C]10[/C][C]0.164908[/C][C]1.2774[/C][C]0.103197[/C][/ROW]
[ROW][C]11[/C][C]0.213205[/C][C]1.6515[/C][C]0.051933[/C][/ROW]
[ROW][C]12[/C][C]0.430581[/C][C]3.3353[/C][C]0.000733[/C][/ROW]
[ROW][C]13[/C][C]0.191358[/C][C]1.4822[/C][C]0.071754[/C][/ROW]
[ROW][C]14[/C][C]0.123946[/C][C]0.9601[/C][C]0.170434[/C][/ROW]
[ROW][C]15[/C][C]0.201579[/C][C]1.5614[/C][C]0.061842[/C][/ROW]
[ROW][C]16[/C][C]0.018133[/C][C]0.1405[/C][C]0.444385[/C][/ROW]
[ROW][C]17[/C][C]0.015653[/C][C]0.1212[/C][C]0.451949[/C][/ROW]
[ROW][C]18[/C][C]0.174068[/C][C]1.3483[/C][C]0.091311[/C][/ROW]
[ROW][C]19[/C][C]-0.005858[/C][C]-0.0454[/C][C]0.51802[/C][/ROW]
[ROW][C]20[/C][C]-0.019197[/C][C]-0.1487[/C][C]0.558857[/C][/ROW]
[ROW][C]21[/C][C]0.049174[/C][C]0.3809[/C][C]0.352312[/C][/ROW]
[ROW][C]22[/C][C]-0.13634[/C][C]-1.0561[/C][C]0.852418[/C][/ROW]
[ROW][C]23[/C][C]-0.068075[/C][C]-0.5273[/C][C]0.700037[/C][/ROW]
[ROW][C]24[/C][C]0.069705[/C][C]0.5399[/C][C]0.29562[/C][/ROW]
[ROW][C]25[/C][C]-0.080109[/C][C]-0.6205[/C][C]0.731368[/C][/ROW]
[ROW][C]26[/C][C]-0.103844[/C][C]-0.8044[/C][C]0.787821[/C][/ROW]
[ROW][C]27[/C][C]-0.061049[/C][C]-0.4729[/C][C]0.680993[/C][/ROW]
[ROW][C]28[/C][C]-0.197765[/C][C]-1.5319[/C][C]0.934596[/C][/ROW]
[ROW][C]29[/C][C]-0.150997[/C][C]-1.1696[/C][C]0.87661[/C][/ROW]
[ROW][C]30[/C][C]-0.065136[/C][C]-0.5045[/C][C]0.692135[/C][/ROW]
[ROW][C]31[/C][C]-0.164187[/C][C]-1.2718[/C][C]0.895821[/C][/ROW]
[ROW][C]32[/C][C]-0.137369[/C][C]-1.0641[/C][C]0.854217[/C][/ROW]
[ROW][C]33[/C][C]-0.135114[/C][C]-1.0466[/C][C]0.850257[/C][/ROW]
[ROW][C]34[/C][C]-0.234155[/C][C]-1.8138[/C][C]0.962642[/C][/ROW]
[ROW][C]35[/C][C]-0.194153[/C][C]-1.5039[/C][C]0.931074[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2224&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2224&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.610069	4.7256	7e-06
2	0.48991	3.7948	0.000173
3	0.64607	5.0044	3e-06
4	0.409083	3.1687	0.001205
5	0.400578	3.1029	0.001461
6	0.588461	4.5582	1.3e-05
7	0.326609	2.5299	0.007027
8	0.239663	1.8564	0.034153
9	0.386449	2.9934	0.002001
10	0.164908	1.2774	0.103197
11	0.213205	1.6515	0.051933
12	0.430581	3.3353	0.000733
13	0.191358	1.4822	0.071754
14	0.123946	0.9601	0.170434
15	0.201579	1.5614	0.061842
16	0.018133	0.1405	0.444385
17	0.015653	0.1212	0.451949
18	0.174068	1.3483	0.091311
19	-0.005858	-0.0454	0.51802
20	-0.019197	-0.1487	0.558857
21	0.049174	0.3809	0.352312
22	-0.13634	-1.0561	0.852418
23	-0.068075	-0.5273	0.700037
24	0.069705	0.5399	0.29562
25	-0.080109	-0.6205	0.731368
26	-0.103844	-0.8044	0.787821
27	-0.061049	-0.4729	0.680993
28	-0.197765	-1.5319	0.934596
29	-0.150997	-1.1696	0.87661
30	-0.065136	-0.5045	0.692135
31	-0.164187	-1.2718	0.895821
32	-0.137369	-1.0641	0.854217
33	-0.135114	-1.0466	0.850257
34	-0.234155	-1.8138	0.962642
35	-0.194153	-1.5039	0.931074

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.610069	4.7256	7e-06
1	0.187517	1.4525	0.075787
2	0.476835	3.6935	0.00024
3	-0.257181	-1.9921	0.974543
4	0.219627	1.7012	0.047039
5	0.230665	1.7867	0.039517
6	-0.261899	-2.0287	0.976531
7	-0.079309	-0.6143	0.729339
8	0.048708	0.3773	0.353646
9	-0.139656	-1.0818	0.858158
10	0.249217	1.9304	0.029142
11	0.154343	1.1955	0.118291
12	-0.127672	-0.9889	0.836669
13	-0.097852	-0.758	0.774278
14	-0.222957	-1.727	0.955345
15	0.02628	0.2036	0.419691
16	-0.083146	-0.644	0.739
17	0.059638	0.462	0.322893
18	0.014936	0.1157	0.454141
19	0.108129	0.8376	0.202799
20	-0.09294	-0.7199	0.762812
21	-0.060309	-0.4672	0.678958
22	0.033702	0.2611	0.397472
23	-0.023981	-0.1858	0.573368
24	-0.030098	-0.2331	0.591777
25	-0.086804	-0.6724	0.748039
26	-0.038219	-0.296	0.615889
27	0.067061	0.5194	0.302679
28	0.017823	0.1381	0.44533
29	-0.063701	-0.4934	0.688244
30	0.067368	0.5218	0.301855
31	-0.076859	-0.5953	0.723074
32	-0.052458	-0.4063	0.657029
33	0.020811	0.1612	0.436237
34	-0.105839	-0.8198	0.792219
35	-0.014779	-0.1145	0.545381

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.610069 & 4.7256 & 7e-06 \tabularnewline
1 & 0.187517 & 1.4525 & 0.075787 \tabularnewline
2 & 0.476835 & 3.6935 & 0.00024 \tabularnewline
3 & -0.257181 & -1.9921 & 0.974543 \tabularnewline
4 & 0.219627 & 1.7012 & 0.047039 \tabularnewline
5 & 0.230665 & 1.7867 & 0.039517 \tabularnewline
6 & -0.261899 & -2.0287 & 0.976531 \tabularnewline
7 & -0.079309 & -0.6143 & 0.729339 \tabularnewline
8 & 0.048708 & 0.3773 & 0.353646 \tabularnewline
9 & -0.139656 & -1.0818 & 0.858158 \tabularnewline
10 & 0.249217 & 1.9304 & 0.029142 \tabularnewline
11 & 0.154343 & 1.1955 & 0.118291 \tabularnewline
12 & -0.127672 & -0.9889 & 0.836669 \tabularnewline
13 & -0.097852 & -0.758 & 0.774278 \tabularnewline
14 & -0.222957 & -1.727 & 0.955345 \tabularnewline
15 & 0.02628 & 0.2036 & 0.419691 \tabularnewline
16 & -0.083146 & -0.644 & 0.739 \tabularnewline
17 & 0.059638 & 0.462 & 0.322893 \tabularnewline
18 & 0.014936 & 0.1157 & 0.454141 \tabularnewline
19 & 0.108129 & 0.8376 & 0.202799 \tabularnewline
20 & -0.09294 & -0.7199 & 0.762812 \tabularnewline
21 & -0.060309 & -0.4672 & 0.678958 \tabularnewline
22 & 0.033702 & 0.2611 & 0.397472 \tabularnewline
23 & -0.023981 & -0.1858 & 0.573368 \tabularnewline
24 & -0.030098 & -0.2331 & 0.591777 \tabularnewline
25 & -0.086804 & -0.6724 & 0.748039 \tabularnewline
26 & -0.038219 & -0.296 & 0.615889 \tabularnewline
27 & 0.067061 & 0.5194 & 0.302679 \tabularnewline
28 & 0.017823 & 0.1381 & 0.44533 \tabularnewline
29 & -0.063701 & -0.4934 & 0.688244 \tabularnewline
30 & 0.067368 & 0.5218 & 0.301855 \tabularnewline
31 & -0.076859 & -0.5953 & 0.723074 \tabularnewline
32 & -0.052458 & -0.4063 & 0.657029 \tabularnewline
33 & 0.020811 & 0.1612 & 0.436237 \tabularnewline
34 & -0.105839 & -0.8198 & 0.792219 \tabularnewline
35 & -0.014779 & -0.1145 & 0.545381 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2224&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]0.610069[/C][C]4.7256[/C][C]7e-06[/C][/ROW]
[ROW][C]1[/C][C]0.187517[/C][C]1.4525[/C][C]0.075787[/C][/ROW]
[ROW][C]2[/C][C]0.476835[/C][C]3.6935[/C][C]0.00024[/C][/ROW]
[ROW][C]3[/C][C]-0.257181[/C][C]-1.9921[/C][C]0.974543[/C][/ROW]
[ROW][C]4[/C][C]0.219627[/C][C]1.7012[/C][C]0.047039[/C][/ROW]
[ROW][C]5[/C][C]0.230665[/C][C]1.7867[/C][C]0.039517[/C][/ROW]
[ROW][C]6[/C][C]-0.261899[/C][C]-2.0287[/C][C]0.976531[/C][/ROW]
[ROW][C]7[/C][C]-0.079309[/C][C]-0.6143[/C][C]0.729339[/C][/ROW]
[ROW][C]8[/C][C]0.048708[/C][C]0.3773[/C][C]0.353646[/C][/ROW]
[ROW][C]9[/C][C]-0.139656[/C][C]-1.0818[/C][C]0.858158[/C][/ROW]
[ROW][C]10[/C][C]0.249217[/C][C]1.9304[/C][C]0.029142[/C][/ROW]
[ROW][C]11[/C][C]0.154343[/C][C]1.1955[/C][C]0.118291[/C][/ROW]
[ROW][C]12[/C][C]-0.127672[/C][C]-0.9889[/C][C]0.836669[/C][/ROW]
[ROW][C]13[/C][C]-0.097852[/C][C]-0.758[/C][C]0.774278[/C][/ROW]
[ROW][C]14[/C][C]-0.222957[/C][C]-1.727[/C][C]0.955345[/C][/ROW]
[ROW][C]15[/C][C]0.02628[/C][C]0.2036[/C][C]0.419691[/C][/ROW]
[ROW][C]16[/C][C]-0.083146[/C][C]-0.644[/C][C]0.739[/C][/ROW]
[ROW][C]17[/C][C]0.059638[/C][C]0.462[/C][C]0.322893[/C][/ROW]
[ROW][C]18[/C][C]0.014936[/C][C]0.1157[/C][C]0.454141[/C][/ROW]
[ROW][C]19[/C][C]0.108129[/C][C]0.8376[/C][C]0.202799[/C][/ROW]
[ROW][C]20[/C][C]-0.09294[/C][C]-0.7199[/C][C]0.762812[/C][/ROW]
[ROW][C]21[/C][C]-0.060309[/C][C]-0.4672[/C][C]0.678958[/C][/ROW]
[ROW][C]22[/C][C]0.033702[/C][C]0.2611[/C][C]0.397472[/C][/ROW]
[ROW][C]23[/C][C]-0.023981[/C][C]-0.1858[/C][C]0.573368[/C][/ROW]
[ROW][C]24[/C][C]-0.030098[/C][C]-0.2331[/C][C]0.591777[/C][/ROW]
[ROW][C]25[/C][C]-0.086804[/C][C]-0.6724[/C][C]0.748039[/C][/ROW]
[ROW][C]26[/C][C]-0.038219[/C][C]-0.296[/C][C]0.615889[/C][/ROW]
[ROW][C]27[/C][C]0.067061[/C][C]0.5194[/C][C]0.302679[/C][/ROW]
[ROW][C]28[/C][C]0.017823[/C][C]0.1381[/C][C]0.44533[/C][/ROW]
[ROW][C]29[/C][C]-0.063701[/C][C]-0.4934[/C][C]0.688244[/C][/ROW]
[ROW][C]30[/C][C]0.067368[/C][C]0.5218[/C][C]0.301855[/C][/ROW]
[ROW][C]31[/C][C]-0.076859[/C][C]-0.5953[/C][C]0.723074[/C][/ROW]
[ROW][C]32[/C][C]-0.052458[/C][C]-0.4063[/C][C]0.657029[/C][/ROW]
[ROW][C]33[/C][C]0.020811[/C][C]0.1612[/C][C]0.436237[/C][/ROW]
[ROW][C]34[/C][C]-0.105839[/C][C]-0.8198[/C][C]0.792219[/C][/ROW]
[ROW][C]35[/C][C]-0.014779[/C][C]-0.1145[/C][C]0.545381[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2224&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2224&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.610069	4.7256	7e-06
1	0.187517	1.4525	0.075787
2	0.476835	3.6935	0.00024
3	-0.257181	-1.9921	0.974543
4	0.219627	1.7012	0.047039
5	0.230665	1.7867	0.039517
6	-0.261899	-2.0287	0.976531
7	-0.079309	-0.6143	0.729339
8	0.048708	0.3773	0.353646
9	-0.139656	-1.0818	0.858158
10	0.249217	1.9304	0.029142
11	0.154343	1.1955	0.118291
12	-0.127672	-0.9889	0.836669
13	-0.097852	-0.758	0.774278
14	-0.222957	-1.727	0.955345
15	0.02628	0.2036	0.419691
16	-0.083146	-0.644	0.739
17	0.059638	0.462	0.322893
18	0.014936	0.1157	0.454141
19	0.108129	0.8376	0.202799
20	-0.09294	-0.7199	0.762812
21	-0.060309	-0.4672	0.678958
22	0.033702	0.2611	0.397472
23	-0.023981	-0.1858	0.573368
24	-0.030098	-0.2331	0.591777
25	-0.086804	-0.6724	0.748039
26	-0.038219	-0.296	0.615889
27	0.067061	0.5194	0.302679
28	0.017823	0.1381	0.44533
29	-0.063701	-0.4934	0.688244
30	0.067368	0.5218	0.301855
31	-0.076859	-0.5953	0.723074
32	-0.052458	-0.4063	0.657029
33	0.020811	0.1612	0.436237
34	-0.105839	-0.8198	0.792219
35	-0.014779	-0.1145	0.545381

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code