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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 01 Dec 2007 05:38:53 -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/t1196512078zf7ntvx8v6rwhds.htm/, Retrieved Sun, 19 May 2024 18:06:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2236, Retrieved Sun, 19 May 2024 18:06:25 +0000

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-       [(Partial) Autocorrelation Function] [paper auto 7] [2007-12-01 12:38:53] [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=2236&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=2236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2236&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	6.9282	0
1	0.221186	1.5324	0.065992
2	0.027262	0.1889	0.425492
3	0.14209	0.9844	0.16492
4	-0.036928	-0.2558	0.600418
5	-0.04521	-0.3132	0.622266
6	-0.041552	-0.2879	0.612662
7	-0.132939	-0.921	0.81918
8	-0.246302	-1.7064	0.952804
9	-0.004763	-0.033	0.513094
10	-0.122635	-0.8496	0.800129
11	-0.093363	-0.6468	0.739591
12	-0.364253	-2.5236	0.99251
13	-0.245037	-1.6977	0.951977
14	0.024503	0.1698	0.432956
15	-0.126268	-0.8748	0.806982
16	-0.04049	-0.2805	0.609859
17	0.068134	0.472	0.319517
18	0.009755	0.0676	0.473198
19	-0.009928	-0.0688	0.527276
20	0.294027	2.0371	0.023588
21	0.066474	0.4605	0.323603
22	0.11622	0.8052	0.212339
23	0.241112	1.6705	0.050668
24	-0.057142	-0.3959	0.653031
25	-0.027624	-0.1914	0.575485
26	0.029595	0.205	0.419205
27	0.055703	0.3859	0.35063
28	-0.007608	-0.0527	0.52091
29	0.013364	0.0926	0.463309
30	0.022586	0.1565	0.438156
31	0.029505	0.2044	0.419445
32	-0.055253	-0.3828	0.648224
33	-0.105243	-0.7291	0.765271
34	-0.088177	-0.6109	0.727928
35	-0.192044	-1.3305	0.905183

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.221186 & 1.5324 & 0.065992 \tabularnewline
2 & 0.027262 & 0.1889 & 0.425492 \tabularnewline
3 & 0.14209 & 0.9844 & 0.16492 \tabularnewline
4 & -0.036928 & -0.2558 & 0.600418 \tabularnewline
5 & -0.04521 & -0.3132 & 0.622266 \tabularnewline
6 & -0.041552 & -0.2879 & 0.612662 \tabularnewline
7 & -0.132939 & -0.921 & 0.81918 \tabularnewline
8 & -0.246302 & -1.7064 & 0.952804 \tabularnewline
9 & -0.004763 & -0.033 & 0.513094 \tabularnewline
10 & -0.122635 & -0.8496 & 0.800129 \tabularnewline
11 & -0.093363 & -0.6468 & 0.739591 \tabularnewline
12 & -0.364253 & -2.5236 & 0.99251 \tabularnewline
13 & -0.245037 & -1.6977 & 0.951977 \tabularnewline
14 & 0.024503 & 0.1698 & 0.432956 \tabularnewline
15 & -0.126268 & -0.8748 & 0.806982 \tabularnewline
16 & -0.04049 & -0.2805 & 0.609859 \tabularnewline
17 & 0.068134 & 0.472 & 0.319517 \tabularnewline
18 & 0.009755 & 0.0676 & 0.473198 \tabularnewline
19 & -0.009928 & -0.0688 & 0.527276 \tabularnewline
20 & 0.294027 & 2.0371 & 0.023588 \tabularnewline
21 & 0.066474 & 0.4605 & 0.323603 \tabularnewline
22 & 0.11622 & 0.8052 & 0.212339 \tabularnewline
23 & 0.241112 & 1.6705 & 0.050668 \tabularnewline
24 & -0.057142 & -0.3959 & 0.653031 \tabularnewline
25 & -0.027624 & -0.1914 & 0.575485 \tabularnewline
26 & 0.029595 & 0.205 & 0.419205 \tabularnewline
27 & 0.055703 & 0.3859 & 0.35063 \tabularnewline
28 & -0.007608 & -0.0527 & 0.52091 \tabularnewline
29 & 0.013364 & 0.0926 & 0.463309 \tabularnewline
30 & 0.022586 & 0.1565 & 0.438156 \tabularnewline
31 & 0.029505 & 0.2044 & 0.419445 \tabularnewline
32 & -0.055253 & -0.3828 & 0.648224 \tabularnewline
33 & -0.105243 & -0.7291 & 0.765271 \tabularnewline
34 & -0.088177 & -0.6109 & 0.727928 \tabularnewline
35 & -0.192044 & -1.3305 & 0.905183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2236&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.221186[/C][C]1.5324[/C][C]0.065992[/C][/ROW]
[ROW][C]2[/C][C]0.027262[/C][C]0.1889[/C][C]0.425492[/C][/ROW]
[ROW][C]3[/C][C]0.14209[/C][C]0.9844[/C][C]0.16492[/C][/ROW]
[ROW][C]4[/C][C]-0.036928[/C][C]-0.2558[/C][C]0.600418[/C][/ROW]
[ROW][C]5[/C][C]-0.04521[/C][C]-0.3132[/C][C]0.622266[/C][/ROW]
[ROW][C]6[/C][C]-0.041552[/C][C]-0.2879[/C][C]0.612662[/C][/ROW]
[ROW][C]7[/C][C]-0.132939[/C][C]-0.921[/C][C]0.81918[/C][/ROW]
[ROW][C]8[/C][C]-0.246302[/C][C]-1.7064[/C][C]0.952804[/C][/ROW]
[ROW][C]9[/C][C]-0.004763[/C][C]-0.033[/C][C]0.513094[/C][/ROW]
[ROW][C]10[/C][C]-0.122635[/C][C]-0.8496[/C][C]0.800129[/C][/ROW]
[ROW][C]11[/C][C]-0.093363[/C][C]-0.6468[/C][C]0.739591[/C][/ROW]
[ROW][C]12[/C][C]-0.364253[/C][C]-2.5236[/C][C]0.99251[/C][/ROW]
[ROW][C]13[/C][C]-0.245037[/C][C]-1.6977[/C][C]0.951977[/C][/ROW]
[ROW][C]14[/C][C]0.024503[/C][C]0.1698[/C][C]0.432956[/C][/ROW]
[ROW][C]15[/C][C]-0.126268[/C][C]-0.8748[/C][C]0.806982[/C][/ROW]
[ROW][C]16[/C][C]-0.04049[/C][C]-0.2805[/C][C]0.609859[/C][/ROW]
[ROW][C]17[/C][C]0.068134[/C][C]0.472[/C][C]0.319517[/C][/ROW]
[ROW][C]18[/C][C]0.009755[/C][C]0.0676[/C][C]0.473198[/C][/ROW]
[ROW][C]19[/C][C]-0.009928[/C][C]-0.0688[/C][C]0.527276[/C][/ROW]
[ROW][C]20[/C][C]0.294027[/C][C]2.0371[/C][C]0.023588[/C][/ROW]
[ROW][C]21[/C][C]0.066474[/C][C]0.4605[/C][C]0.323603[/C][/ROW]
[ROW][C]22[/C][C]0.11622[/C][C]0.8052[/C][C]0.212339[/C][/ROW]
[ROW][C]23[/C][C]0.241112[/C][C]1.6705[/C][C]0.050668[/C][/ROW]
[ROW][C]24[/C][C]-0.057142[/C][C]-0.3959[/C][C]0.653031[/C][/ROW]
[ROW][C]25[/C][C]-0.027624[/C][C]-0.1914[/C][C]0.575485[/C][/ROW]
[ROW][C]26[/C][C]0.029595[/C][C]0.205[/C][C]0.419205[/C][/ROW]
[ROW][C]27[/C][C]0.055703[/C][C]0.3859[/C][C]0.35063[/C][/ROW]
[ROW][C]28[/C][C]-0.007608[/C][C]-0.0527[/C][C]0.52091[/C][/ROW]
[ROW][C]29[/C][C]0.013364[/C][C]0.0926[/C][C]0.463309[/C][/ROW]
[ROW][C]30[/C][C]0.022586[/C][C]0.1565[/C][C]0.438156[/C][/ROW]
[ROW][C]31[/C][C]0.029505[/C][C]0.2044[/C][C]0.419445[/C][/ROW]
[ROW][C]32[/C][C]-0.055253[/C][C]-0.3828[/C][C]0.648224[/C][/ROW]
[ROW][C]33[/C][C]-0.105243[/C][C]-0.7291[/C][C]0.765271[/C][/ROW]
[ROW][C]34[/C][C]-0.088177[/C][C]-0.6109[/C][C]0.727928[/C][/ROW]
[ROW][C]35[/C][C]-0.192044[/C][C]-1.3305[/C][C]0.905183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2236&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	6.9282	0
1	0.221186	1.5324	0.065992
2	0.027262	0.1889	0.425492
3	0.14209	0.9844	0.16492
4	-0.036928	-0.2558	0.600418
5	-0.04521	-0.3132	0.622266
6	-0.041552	-0.2879	0.612662
7	-0.132939	-0.921	0.81918
8	-0.246302	-1.7064	0.952804
9	-0.004763	-0.033	0.513094
10	-0.122635	-0.8496	0.800129
11	-0.093363	-0.6468	0.739591
12	-0.364253	-2.5236	0.99251
13	-0.245037	-1.6977	0.951977
14	0.024503	0.1698	0.432956
15	-0.126268	-0.8748	0.806982
16	-0.04049	-0.2805	0.609859
17	0.068134	0.472	0.319517
18	0.009755	0.0676	0.473198
19	-0.009928	-0.0688	0.527276
20	0.294027	2.0371	0.023588
21	0.066474	0.4605	0.323603
22	0.11622	0.8052	0.212339
23	0.241112	1.6705	0.050668
24	-0.057142	-0.3959	0.653031
25	-0.027624	-0.1914	0.575485
26	0.029595	0.205	0.419205
27	0.055703	0.3859	0.35063
28	-0.007608	-0.0527	0.52091
29	0.013364	0.0926	0.463309
30	0.022586	0.1565	0.438156
31	0.029505	0.2044	0.419445
32	-0.055253	-0.3828	0.648224
33	-0.105243	-0.7291	0.765271
34	-0.088177	-0.6109	0.727928
35	-0.192044	-1.3305	0.905183

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.221186	1.5324	0.065992
1	-0.022775	-0.1578	0.562358
2	0.148288	1.0274	0.154698
3	-0.108441	-0.7513	0.771931
4	-0.00871	-0.0603	0.523935
5	-0.057086	-0.3955	0.652888
6	-0.099377	-0.6885	0.752775
7	-0.209456	-1.4512	0.92338
8	0.111688	0.7738	0.221422
9	-0.154519	-1.0705	0.855135
10	0.031017	0.2149	0.415381
11	-0.494145	-3.4235	0.999363
12	-0.006959	-0.0482	0.519127
13	-0.047272	-0.3275	0.627646
14	-0.091485	-0.6338	0.735398
15	-0.147826	-1.0242	0.844556
16	0.047704	0.3305	0.371229
17	-0.197957	-1.3715	0.911699
18	-0.070523	-0.4886	0.686323
19	0.007082	0.0491	0.480535
20	-0.042204	-0.2924	0.614377
21	0.087696	0.6076	0.273165
22	0.004969	0.0344	0.486339
23	-0.336247	-2.3296	0.987959
24	-0.164149	-1.1373	0.869461
25	-0.050265	-0.3482	0.635412
26	0.056207	0.3894	0.349347
27	-0.074299	-0.5148	0.695457
28	-0.052739	-0.3654	0.641785
29	0.032477	0.225	0.411464
30	-0.115696	-0.8016	0.786623
31	-0.093059	-0.6447	0.738915
32	-0.076205	-0.528	0.700021
33	-0.061985	-0.4294	0.66524
34	-0.010086	-0.0699	0.527708
35	-0.169067	-1.1713	0.876376

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.221186 & 1.5324 & 0.065992 \tabularnewline
1 & -0.022775 & -0.1578 & 0.562358 \tabularnewline
2 & 0.148288 & 1.0274 & 0.154698 \tabularnewline
3 & -0.108441 & -0.7513 & 0.771931 \tabularnewline
4 & -0.00871 & -0.0603 & 0.523935 \tabularnewline
5 & -0.057086 & -0.3955 & 0.652888 \tabularnewline
6 & -0.099377 & -0.6885 & 0.752775 \tabularnewline
7 & -0.209456 & -1.4512 & 0.92338 \tabularnewline
8 & 0.111688 & 0.7738 & 0.221422 \tabularnewline
9 & -0.154519 & -1.0705 & 0.855135 \tabularnewline
10 & 0.031017 & 0.2149 & 0.415381 \tabularnewline
11 & -0.494145 & -3.4235 & 0.999363 \tabularnewline
12 & -0.006959 & -0.0482 & 0.519127 \tabularnewline
13 & -0.047272 & -0.3275 & 0.627646 \tabularnewline
14 & -0.091485 & -0.6338 & 0.735398 \tabularnewline
15 & -0.147826 & -1.0242 & 0.844556 \tabularnewline
16 & 0.047704 & 0.3305 & 0.371229 \tabularnewline
17 & -0.197957 & -1.3715 & 0.911699 \tabularnewline
18 & -0.070523 & -0.4886 & 0.686323 \tabularnewline
19 & 0.007082 & 0.0491 & 0.480535 \tabularnewline
20 & -0.042204 & -0.2924 & 0.614377 \tabularnewline
21 & 0.087696 & 0.6076 & 0.273165 \tabularnewline
22 & 0.004969 & 0.0344 & 0.486339 \tabularnewline
23 & -0.336247 & -2.3296 & 0.987959 \tabularnewline
24 & -0.164149 & -1.1373 & 0.869461 \tabularnewline
25 & -0.050265 & -0.3482 & 0.635412 \tabularnewline
26 & 0.056207 & 0.3894 & 0.349347 \tabularnewline
27 & -0.074299 & -0.5148 & 0.695457 \tabularnewline
28 & -0.052739 & -0.3654 & 0.641785 \tabularnewline
29 & 0.032477 & 0.225 & 0.411464 \tabularnewline
30 & -0.115696 & -0.8016 & 0.786623 \tabularnewline
31 & -0.093059 & -0.6447 & 0.738915 \tabularnewline
32 & -0.076205 & -0.528 & 0.700021 \tabularnewline
33 & -0.061985 & -0.4294 & 0.66524 \tabularnewline
34 & -0.010086 & -0.0699 & 0.527708 \tabularnewline
35 & -0.169067 & -1.1713 & 0.876376 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2236&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]0.221186[/C][C]1.5324[/C][C]0.065992[/C][/ROW]
[ROW][C]1[/C][C]-0.022775[/C][C]-0.1578[/C][C]0.562358[/C][/ROW]
[ROW][C]2[/C][C]0.148288[/C][C]1.0274[/C][C]0.154698[/C][/ROW]
[ROW][C]3[/C][C]-0.108441[/C][C]-0.7513[/C][C]0.771931[/C][/ROW]
[ROW][C]4[/C][C]-0.00871[/C][C]-0.0603[/C][C]0.523935[/C][/ROW]
[ROW][C]5[/C][C]-0.057086[/C][C]-0.3955[/C][C]0.652888[/C][/ROW]
[ROW][C]6[/C][C]-0.099377[/C][C]-0.6885[/C][C]0.752775[/C][/ROW]
[ROW][C]7[/C][C]-0.209456[/C][C]-1.4512[/C][C]0.92338[/C][/ROW]
[ROW][C]8[/C][C]0.111688[/C][C]0.7738[/C][C]0.221422[/C][/ROW]
[ROW][C]9[/C][C]-0.154519[/C][C]-1.0705[/C][C]0.855135[/C][/ROW]
[ROW][C]10[/C][C]0.031017[/C][C]0.2149[/C][C]0.415381[/C][/ROW]
[ROW][C]11[/C][C]-0.494145[/C][C]-3.4235[/C][C]0.999363[/C][/ROW]
[ROW][C]12[/C][C]-0.006959[/C][C]-0.0482[/C][C]0.519127[/C][/ROW]
[ROW][C]13[/C][C]-0.047272[/C][C]-0.3275[/C][C]0.627646[/C][/ROW]
[ROW][C]14[/C][C]-0.091485[/C][C]-0.6338[/C][C]0.735398[/C][/ROW]
[ROW][C]15[/C][C]-0.147826[/C][C]-1.0242[/C][C]0.844556[/C][/ROW]
[ROW][C]16[/C][C]0.047704[/C][C]0.3305[/C][C]0.371229[/C][/ROW]
[ROW][C]17[/C][C]-0.197957[/C][C]-1.3715[/C][C]0.911699[/C][/ROW]
[ROW][C]18[/C][C]-0.070523[/C][C]-0.4886[/C][C]0.686323[/C][/ROW]
[ROW][C]19[/C][C]0.007082[/C][C]0.0491[/C][C]0.480535[/C][/ROW]
[ROW][C]20[/C][C]-0.042204[/C][C]-0.2924[/C][C]0.614377[/C][/ROW]
[ROW][C]21[/C][C]0.087696[/C][C]0.6076[/C][C]0.273165[/C][/ROW]
[ROW][C]22[/C][C]0.004969[/C][C]0.0344[/C][C]0.486339[/C][/ROW]
[ROW][C]23[/C][C]-0.336247[/C][C]-2.3296[/C][C]0.987959[/C][/ROW]
[ROW][C]24[/C][C]-0.164149[/C][C]-1.1373[/C][C]0.869461[/C][/ROW]
[ROW][C]25[/C][C]-0.050265[/C][C]-0.3482[/C][C]0.635412[/C][/ROW]
[ROW][C]26[/C][C]0.056207[/C][C]0.3894[/C][C]0.349347[/C][/ROW]
[ROW][C]27[/C][C]-0.074299[/C][C]-0.5148[/C][C]0.695457[/C][/ROW]
[ROW][C]28[/C][C]-0.052739[/C][C]-0.3654[/C][C]0.641785[/C][/ROW]
[ROW][C]29[/C][C]0.032477[/C][C]0.225[/C][C]0.411464[/C][/ROW]
[ROW][C]30[/C][C]-0.115696[/C][C]-0.8016[/C][C]0.786623[/C][/ROW]
[ROW][C]31[/C][C]-0.093059[/C][C]-0.6447[/C][C]0.738915[/C][/ROW]
[ROW][C]32[/C][C]-0.076205[/C][C]-0.528[/C][C]0.700021[/C][/ROW]
[ROW][C]33[/C][C]-0.061985[/C][C]-0.4294[/C][C]0.66524[/C][/ROW]
[ROW][C]34[/C][C]-0.010086[/C][C]-0.0699[/C][C]0.527708[/C][/ROW]
[ROW][C]35[/C][C]-0.169067[/C][C]-1.1713[/C][C]0.876376[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2236&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2236&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	0.221186	1.5324	0.065992
1	-0.022775	-0.1578	0.562358
2	0.148288	1.0274	0.154698
3	-0.108441	-0.7513	0.771931
4	-0.00871	-0.0603	0.523935
5	-0.057086	-0.3955	0.652888
6	-0.099377	-0.6885	0.752775
7	-0.209456	-1.4512	0.92338
8	0.111688	0.7738	0.221422
9	-0.154519	-1.0705	0.855135
10	0.031017	0.2149	0.415381
11	-0.494145	-3.4235	0.999363
12	-0.006959	-0.0482	0.519127
13	-0.047272	-0.3275	0.627646
14	-0.091485	-0.6338	0.735398
15	-0.147826	-1.0242	0.844556
16	0.047704	0.3305	0.371229
17	-0.197957	-1.3715	0.911699
18	-0.070523	-0.4886	0.686323
19	0.007082	0.0491	0.480535
20	-0.042204	-0.2924	0.614377
21	0.087696	0.6076	0.273165
22	0.004969	0.0344	0.486339
23	-0.336247	-2.3296	0.987959
24	-0.164149	-1.1373	0.869461
25	-0.050265	-0.3482	0.635412
26	0.056207	0.3894	0.349347
27	-0.074299	-0.5148	0.695457
28	-0.052739	-0.3654	0.641785
29	0.032477	0.225	0.411464
30	-0.115696	-0.8016	0.786623
31	-0.093059	-0.6447	0.738915
32	-0.076205	-0.528	0.700021
33	-0.061985	-0.4294	0.66524
34	-0.010086	-0.0699	0.527708
35	-0.169067	-1.1713	0.876376

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 = 1 ; par5 = 12 ;

Parameters (R input):

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