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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 01 Dec 2007 05:16:26 -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/t11965107317llta8ceqm73rkm.htm/, Retrieved Sun, 19 May 2024 19:51:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2226, Retrieved Sun, 19 May 2024 19:51:08 +0000

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-       [(Partial) Autocorrelation Function] [paper auto 3] [2007-12-01 12:16:26] [fef19078983b9fa83d10cb717d6f9786] [Current]

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Dataseries X:

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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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2226&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]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=2226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2226&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	1 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	0.037865	0.2933	0.385153
2	-0.255508	-1.9792	0.973804
3	0.269674	2.0889	0.020484
4	-0.217732	-1.6865	0.951558
5	-0.014381	-0.1114	0.544161
6	0.565156	4.3777	2.4e-05
7	-0.056108	-0.4346	0.667299
8	-0.223125	-1.7283	0.955463
9	0.181798	1.4082	0.082117
10	-0.362642	-2.809	0.996651
11	-0.06892	-0.5339	0.702292
12	0.540288	4.1851	4.7e-05
13	-0.141091	-1.0929	0.860593
14	-0.203485	-1.5762	0.939879
15	0.147518	1.1427	0.128858
16	-0.254922	-1.9746	0.973541
17	-0.061915	-0.4796	0.683369
18	0.359821	2.7872	0.003555
19	-0.095492	-0.7397	0.768811
20	-0.055854	-0.4326	0.666589
21	0.098114	0.76	0.225118
22	-0.303252	-2.349	0.988932
23	0.065115	0.5044	0.30792
24	0.364935	2.8268	0.00319
25	-0.117816	-0.9126	0.817448
26	-0.093339	-0.723	0.763756
27	0.091345	0.7076	0.24098
28	-0.215594	-1.67	0.949934
29	-0.025086	-0.1943	0.576709
30	0.236588	1.8326	0.035913
31	-0.093304	-0.7227	0.763673
32	-0.060176	-0.4661	0.678591
33	-0.066402	-0.5143	0.695551
34	-0.253006	-1.9598	0.972664
35	0.000251	0.0019	0.499228

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.037865 & 0.2933 & 0.385153 \tabularnewline
2 & -0.255508 & -1.9792 & 0.973804 \tabularnewline
3 & 0.269674 & 2.0889 & 0.020484 \tabularnewline
4 & -0.217732 & -1.6865 & 0.951558 \tabularnewline
5 & -0.014381 & -0.1114 & 0.544161 \tabularnewline
6 & 0.565156 & 4.3777 & 2.4e-05 \tabularnewline
7 & -0.056108 & -0.4346 & 0.667299 \tabularnewline
8 & -0.223125 & -1.7283 & 0.955463 \tabularnewline
9 & 0.181798 & 1.4082 & 0.082117 \tabularnewline
10 & -0.362642 & -2.809 & 0.996651 \tabularnewline
11 & -0.06892 & -0.5339 & 0.702292 \tabularnewline
12 & 0.540288 & 4.1851 & 4.7e-05 \tabularnewline
13 & -0.141091 & -1.0929 & 0.860593 \tabularnewline
14 & -0.203485 & -1.5762 & 0.939879 \tabularnewline
15 & 0.147518 & 1.1427 & 0.128858 \tabularnewline
16 & -0.254922 & -1.9746 & 0.973541 \tabularnewline
17 & -0.061915 & -0.4796 & 0.683369 \tabularnewline
18 & 0.359821 & 2.7872 & 0.003555 \tabularnewline
19 & -0.095492 & -0.7397 & 0.768811 \tabularnewline
20 & -0.055854 & -0.4326 & 0.666589 \tabularnewline
21 & 0.098114 & 0.76 & 0.225118 \tabularnewline
22 & -0.303252 & -2.349 & 0.988932 \tabularnewline
23 & 0.065115 & 0.5044 & 0.30792 \tabularnewline
24 & 0.364935 & 2.8268 & 0.00319 \tabularnewline
25 & -0.117816 & -0.9126 & 0.817448 \tabularnewline
26 & -0.093339 & -0.723 & 0.763756 \tabularnewline
27 & 0.091345 & 0.7076 & 0.24098 \tabularnewline
28 & -0.215594 & -1.67 & 0.949934 \tabularnewline
29 & -0.025086 & -0.1943 & 0.576709 \tabularnewline
30 & 0.236588 & 1.8326 & 0.035913 \tabularnewline
31 & -0.093304 & -0.7227 & 0.763673 \tabularnewline
32 & -0.060176 & -0.4661 & 0.678591 \tabularnewline
33 & -0.066402 & -0.5143 & 0.695551 \tabularnewline
34 & -0.253006 & -1.9598 & 0.972664 \tabularnewline
35 & 0.000251 & 0.0019 & 0.499228 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2226&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]0.037865[/C][C]0.2933[/C][C]0.385153[/C][/ROW]
[ROW][C]2[/C][C]-0.255508[/C][C]-1.9792[/C][C]0.973804[/C][/ROW]
[ROW][C]3[/C][C]0.269674[/C][C]2.0889[/C][C]0.020484[/C][/ROW]
[ROW][C]4[/C][C]-0.217732[/C][C]-1.6865[/C][C]0.951558[/C][/ROW]
[ROW][C]5[/C][C]-0.014381[/C][C]-0.1114[/C][C]0.544161[/C][/ROW]
[ROW][C]6[/C][C]0.565156[/C][C]4.3777[/C][C]2.4e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.056108[/C][C]-0.4346[/C][C]0.667299[/C][/ROW]
[ROW][C]8[/C][C]-0.223125[/C][C]-1.7283[/C][C]0.955463[/C][/ROW]
[ROW][C]9[/C][C]0.181798[/C][C]1.4082[/C][C]0.082117[/C][/ROW]
[ROW][C]10[/C][C]-0.362642[/C][C]-2.809[/C][C]0.996651[/C][/ROW]
[ROW][C]11[/C][C]-0.06892[/C][C]-0.5339[/C][C]0.702292[/C][/ROW]
[ROW][C]12[/C][C]0.540288[/C][C]4.1851[/C][C]4.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.141091[/C][C]-1.0929[/C][C]0.860593[/C][/ROW]
[ROW][C]14[/C][C]-0.203485[/C][C]-1.5762[/C][C]0.939879[/C][/ROW]
[ROW][C]15[/C][C]0.147518[/C][C]1.1427[/C][C]0.128858[/C][/ROW]
[ROW][C]16[/C][C]-0.254922[/C][C]-1.9746[/C][C]0.973541[/C][/ROW]
[ROW][C]17[/C][C]-0.061915[/C][C]-0.4796[/C][C]0.683369[/C][/ROW]
[ROW][C]18[/C][C]0.359821[/C][C]2.7872[/C][C]0.003555[/C][/ROW]
[ROW][C]19[/C][C]-0.095492[/C][C]-0.7397[/C][C]0.768811[/C][/ROW]
[ROW][C]20[/C][C]-0.055854[/C][C]-0.4326[/C][C]0.666589[/C][/ROW]
[ROW][C]21[/C][C]0.098114[/C][C]0.76[/C][C]0.225118[/C][/ROW]
[ROW][C]22[/C][C]-0.303252[/C][C]-2.349[/C][C]0.988932[/C][/ROW]
[ROW][C]23[/C][C]0.065115[/C][C]0.5044[/C][C]0.30792[/C][/ROW]
[ROW][C]24[/C][C]0.364935[/C][C]2.8268[/C][C]0.00319[/C][/ROW]
[ROW][C]25[/C][C]-0.117816[/C][C]-0.9126[/C][C]0.817448[/C][/ROW]
[ROW][C]26[/C][C]-0.093339[/C][C]-0.723[/C][C]0.763756[/C][/ROW]
[ROW][C]27[/C][C]0.091345[/C][C]0.7076[/C][C]0.24098[/C][/ROW]
[ROW][C]28[/C][C]-0.215594[/C][C]-1.67[/C][C]0.949934[/C][/ROW]
[ROW][C]29[/C][C]-0.025086[/C][C]-0.1943[/C][C]0.576709[/C][/ROW]
[ROW][C]30[/C][C]0.236588[/C][C]1.8326[/C][C]0.035913[/C][/ROW]
[ROW][C]31[/C][C]-0.093304[/C][C]-0.7227[/C][C]0.763673[/C][/ROW]
[ROW][C]32[/C][C]-0.060176[/C][C]-0.4661[/C][C]0.678591[/C][/ROW]
[ROW][C]33[/C][C]-0.066402[/C][C]-0.5143[/C][C]0.695551[/C][/ROW]
[ROW][C]34[/C][C]-0.253006[/C][C]-1.9598[/C][C]0.972664[/C][/ROW]
[ROW][C]35[/C][C]0.000251[/C][C]0.0019[/C][C]0.499228[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2226&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	0.037865	0.2933	0.385153
2	-0.255508	-1.9792	0.973804
3	0.269674	2.0889	0.020484
4	-0.217732	-1.6865	0.951558
5	-0.014381	-0.1114	0.544161
6	0.565156	4.3777	2.4e-05
7	-0.056108	-0.4346	0.667299
8	-0.223125	-1.7283	0.955463
9	0.181798	1.4082	0.082117
10	-0.362642	-2.809	0.996651
11	-0.06892	-0.5339	0.702292
12	0.540288	4.1851	4.7e-05
13	-0.141091	-1.0929	0.860593
14	-0.203485	-1.5762	0.939879
15	0.147518	1.1427	0.128858
16	-0.254922	-1.9746	0.973541
17	-0.061915	-0.4796	0.683369
18	0.359821	2.7872	0.003555
19	-0.095492	-0.7397	0.768811
20	-0.055854	-0.4326	0.666589
21	0.098114	0.76	0.225118
22	-0.303252	-2.349	0.988932
23	0.065115	0.5044	0.30792
24	0.364935	2.8268	0.00319
25	-0.117816	-0.9126	0.817448
26	-0.093339	-0.723	0.763756
27	0.091345	0.7076	0.24098
28	-0.215594	-1.67	0.949934
29	-0.025086	-0.1943	0.576709
30	0.236588	1.8326	0.035913
31	-0.093304	-0.7227	0.763673
32	-0.060176	-0.4661	0.678591
33	-0.066402	-0.5143	0.695551
34	-0.253006	-1.9598	0.972664
35	0.000251	0.0019	0.499228

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.037865	0.2933	0.385153
1	-0.257311	-1.9931	0.974599
2	0.312703	2.4222	0.009232
3	-0.396611	-3.0721	0.998403
4	0.353936	2.7416	0.004023
5	0.303433	2.3504	0.01103
6	-0.015949	-0.1235	0.548954
7	-0.094627	-0.733	0.766786
8	0.012124	0.0939	0.462747
9	-0.41621	-3.2239	0.998977
10	0.240636	1.864	0.033611
11	0.053809	0.4168	0.339154
12	0.007367	0.0571	0.477343
13	-0.07154	-0.5541	0.709231
14	0.008544	0.0662	0.473727
15	0.054273	0.4204	0.337848
16	-0.044763	-0.3467	0.634997
17	-0.090331	-0.6997	0.756592
18	0.102185	0.7915	0.215879
19	0.068813	0.533	0.297992
20	-0.146025	-1.1311	0.868743
21	0.072182	0.5591	0.289082
22	0.081589	0.632	0.264899
23	0.059237	0.4588	0.324002
24	-0.044729	-0.3465	0.634898
25	-0.113586	-0.8798	0.808769
26	0.054334	0.4209	0.337677
27	-0.037503	-0.2905	0.61378
28	-0.131139	-1.0158	0.843097
29	0.07469	0.5785	0.282531
30	-0.039131	-0.3031	0.618571
31	-0.079567	-0.6163	0.729994
32	-0.136131	-1.0545	0.852052
33	0.062096	0.481	0.316135
34	-0.172285	-1.3345	0.906461
35	0.099383	0.7698	0.222213

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.037865 & 0.2933 & 0.385153 \tabularnewline
1 & -0.257311 & -1.9931 & 0.974599 \tabularnewline
2 & 0.312703 & 2.4222 & 0.009232 \tabularnewline
3 & -0.396611 & -3.0721 & 0.998403 \tabularnewline
4 & 0.353936 & 2.7416 & 0.004023 \tabularnewline
5 & 0.303433 & 2.3504 & 0.01103 \tabularnewline
6 & -0.015949 & -0.1235 & 0.548954 \tabularnewline
7 & -0.094627 & -0.733 & 0.766786 \tabularnewline
8 & 0.012124 & 0.0939 & 0.462747 \tabularnewline
9 & -0.41621 & -3.2239 & 0.998977 \tabularnewline
10 & 0.240636 & 1.864 & 0.033611 \tabularnewline
11 & 0.053809 & 0.4168 & 0.339154 \tabularnewline
12 & 0.007367 & 0.0571 & 0.477343 \tabularnewline
13 & -0.07154 & -0.5541 & 0.709231 \tabularnewline
14 & 0.008544 & 0.0662 & 0.473727 \tabularnewline
15 & 0.054273 & 0.4204 & 0.337848 \tabularnewline
16 & -0.044763 & -0.3467 & 0.634997 \tabularnewline
17 & -0.090331 & -0.6997 & 0.756592 \tabularnewline
18 & 0.102185 & 0.7915 & 0.215879 \tabularnewline
19 & 0.068813 & 0.533 & 0.297992 \tabularnewline
20 & -0.146025 & -1.1311 & 0.868743 \tabularnewline
21 & 0.072182 & 0.5591 & 0.289082 \tabularnewline
22 & 0.081589 & 0.632 & 0.264899 \tabularnewline
23 & 0.059237 & 0.4588 & 0.324002 \tabularnewline
24 & -0.044729 & -0.3465 & 0.634898 \tabularnewline
25 & -0.113586 & -0.8798 & 0.808769 \tabularnewline
26 & 0.054334 & 0.4209 & 0.337677 \tabularnewline
27 & -0.037503 & -0.2905 & 0.61378 \tabularnewline
28 & -0.131139 & -1.0158 & 0.843097 \tabularnewline
29 & 0.07469 & 0.5785 & 0.282531 \tabularnewline
30 & -0.039131 & -0.3031 & 0.618571 \tabularnewline
31 & -0.079567 & -0.6163 & 0.729994 \tabularnewline
32 & -0.136131 & -1.0545 & 0.852052 \tabularnewline
33 & 0.062096 & 0.481 & 0.316135 \tabularnewline
34 & -0.172285 & -1.3345 & 0.906461 \tabularnewline
35 & 0.099383 & 0.7698 & 0.222213 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2226&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]0.037865[/C][C]0.2933[/C][C]0.385153[/C][/ROW]
[ROW][C]1[/C][C]-0.257311[/C][C]-1.9931[/C][C]0.974599[/C][/ROW]
[ROW][C]2[/C][C]0.312703[/C][C]2.4222[/C][C]0.009232[/C][/ROW]
[ROW][C]3[/C][C]-0.396611[/C][C]-3.0721[/C][C]0.998403[/C][/ROW]
[ROW][C]4[/C][C]0.353936[/C][C]2.7416[/C][C]0.004023[/C][/ROW]
[ROW][C]5[/C][C]0.303433[/C][C]2.3504[/C][C]0.01103[/C][/ROW]
[ROW][C]6[/C][C]-0.015949[/C][C]-0.1235[/C][C]0.548954[/C][/ROW]
[ROW][C]7[/C][C]-0.094627[/C][C]-0.733[/C][C]0.766786[/C][/ROW]
[ROW][C]8[/C][C]0.012124[/C][C]0.0939[/C][C]0.462747[/C][/ROW]
[ROW][C]9[/C][C]-0.41621[/C][C]-3.2239[/C][C]0.998977[/C][/ROW]
[ROW][C]10[/C][C]0.240636[/C][C]1.864[/C][C]0.033611[/C][/ROW]
[ROW][C]11[/C][C]0.053809[/C][C]0.4168[/C][C]0.339154[/C][/ROW]
[ROW][C]12[/C][C]0.007367[/C][C]0.0571[/C][C]0.477343[/C][/ROW]
[ROW][C]13[/C][C]-0.07154[/C][C]-0.5541[/C][C]0.709231[/C][/ROW]
[ROW][C]14[/C][C]0.008544[/C][C]0.0662[/C][C]0.473727[/C][/ROW]
[ROW][C]15[/C][C]0.054273[/C][C]0.4204[/C][C]0.337848[/C][/ROW]
[ROW][C]16[/C][C]-0.044763[/C][C]-0.3467[/C][C]0.634997[/C][/ROW]
[ROW][C]17[/C][C]-0.090331[/C][C]-0.6997[/C][C]0.756592[/C][/ROW]
[ROW][C]18[/C][C]0.102185[/C][C]0.7915[/C][C]0.215879[/C][/ROW]
[ROW][C]19[/C][C]0.068813[/C][C]0.533[/C][C]0.297992[/C][/ROW]
[ROW][C]20[/C][C]-0.146025[/C][C]-1.1311[/C][C]0.868743[/C][/ROW]
[ROW][C]21[/C][C]0.072182[/C][C]0.5591[/C][C]0.289082[/C][/ROW]
[ROW][C]22[/C][C]0.081589[/C][C]0.632[/C][C]0.264899[/C][/ROW]
[ROW][C]23[/C][C]0.059237[/C][C]0.4588[/C][C]0.324002[/C][/ROW]
[ROW][C]24[/C][C]-0.044729[/C][C]-0.3465[/C][C]0.634898[/C][/ROW]
[ROW][C]25[/C][C]-0.113586[/C][C]-0.8798[/C][C]0.808769[/C][/ROW]
[ROW][C]26[/C][C]0.054334[/C][C]0.4209[/C][C]0.337677[/C][/ROW]
[ROW][C]27[/C][C]-0.037503[/C][C]-0.2905[/C][C]0.61378[/C][/ROW]
[ROW][C]28[/C][C]-0.131139[/C][C]-1.0158[/C][C]0.843097[/C][/ROW]
[ROW][C]29[/C][C]0.07469[/C][C]0.5785[/C][C]0.282531[/C][/ROW]
[ROW][C]30[/C][C]-0.039131[/C][C]-0.3031[/C][C]0.618571[/C][/ROW]
[ROW][C]31[/C][C]-0.079567[/C][C]-0.6163[/C][C]0.729994[/C][/ROW]
[ROW][C]32[/C][C]-0.136131[/C][C]-1.0545[/C][C]0.852052[/C][/ROW]
[ROW][C]33[/C][C]0.062096[/C][C]0.481[/C][C]0.316135[/C][/ROW]
[ROW][C]34[/C][C]-0.172285[/C][C]-1.3345[/C][C]0.906461[/C][/ROW]
[ROW][C]35[/C][C]0.099383[/C][C]0.7698[/C][C]0.222213[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2226&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	0.037865	0.2933	0.385153
1	-0.257311	-1.9931	0.974599
2	0.312703	2.4222	0.009232
3	-0.396611	-3.0721	0.998403
4	0.353936	2.7416	0.004023
5	0.303433	2.3504	0.01103
6	-0.015949	-0.1235	0.548954
7	-0.094627	-0.733	0.766786
8	0.012124	0.0939	0.462747
9	-0.41621	-3.2239	0.998977
10	0.240636	1.864	0.033611
11	0.053809	0.4168	0.339154
12	0.007367	0.0571	0.477343
13	-0.07154	-0.5541	0.709231
14	0.008544	0.0662	0.473727
15	0.054273	0.4204	0.337848
16	-0.044763	-0.3467	0.634997
17	-0.090331	-0.6997	0.756592
18	0.102185	0.7915	0.215879
19	0.068813	0.533	0.297992
20	-0.146025	-1.1311	0.868743
21	0.072182	0.5591	0.289082
22	0.081589	0.632	0.264899
23	0.059237	0.4588	0.324002
24	-0.044729	-0.3465	0.634898
25	-0.113586	-0.8798	0.808769
26	0.054334	0.4209	0.337677
27	-0.037503	-0.2905	0.61378
28	-0.131139	-1.0158	0.843097
29	0.07469	0.5785	0.282531
30	-0.039131	-0.3031	0.618571
31	-0.079567	-0.6163	0.729994
32	-0.136131	-1.0545	0.852052
33	0.062096	0.481	0.316135
34	-0.172285	-1.3345	0.906461
35	0.099383	0.7698	0.222213

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