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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 02 Dec 2007 12:39:04 -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/02/t1196623728mxp3jbp34qf9ov1.htm/, Retrieved Sat, 27 Apr 2024 21:38:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2287, Retrieved Sat, 27 Apr 2024 21:38:21 +0000

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Estimated Impact

273

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-       [(Partial) Autocorrelation Function] [AcF tot.uitvoer] [2007-12-02 19:39:04] [89d26cd0a44959d9c8b169f34617598a] [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=2287&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=2287&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2287&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	7.8102	0
1	0.566446	4.4241	2e-05
2	0.410465	3.2058	0.001072
3	0.506342	3.9547	0.000101
4	0.5232	4.0863	6.5e-05
5	0.457511	3.5733	0.000348
6	0.55264	4.3163	3e-05
7	0.357248	2.7902	0.00351
8	0.430089	3.3591	0.000676
9	0.367899	2.8734	0.00279
10	0.179112	1.3989	0.083452
11	0.292841	2.2872	0.012835
12	0.564935	4.4123	2.1e-05
13	0.241784	1.8884	0.031866
14	0.14754	1.1523	0.126842
15	0.170331	1.3303	0.094182
16	0.150585	1.1761	0.122061
17	0.14796	1.1556	0.126174
18	0.182676	1.4267	0.079376
19	0.013107	0.1024	0.459398
20	0.075076	0.5864	0.279898
21	0.014067	0.1099	0.456437
22	-0.162571	-1.2697	0.895497
23	-0.018918	-0.1478	0.558487
24	0.135189	1.0559	0.147598
25	-0.081769	-0.6386	0.737275
26	-0.127487	-0.9957	0.838337
27	-0.137694	-1.0754	0.85679
28	-0.144994	-1.1324	0.86906
29	-0.128897	-1.0067	0.840977
30	-0.127171	-0.9932	0.837741
31	-0.218722	-1.7083	0.953665
32	-0.135962	-1.0619	0.853766
33	-0.224122	-1.7504	0.957465
34	-0.3221	-2.5157	0.992735
35	-0.217428	-1.6982	0.952714

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.566446 & 4.4241 & 2e-05 \tabularnewline
2 & 0.410465 & 3.2058 & 0.001072 \tabularnewline
3 & 0.506342 & 3.9547 & 0.000101 \tabularnewline
4 & 0.5232 & 4.0863 & 6.5e-05 \tabularnewline
5 & 0.457511 & 3.5733 & 0.000348 \tabularnewline
6 & 0.55264 & 4.3163 & 3e-05 \tabularnewline
7 & 0.357248 & 2.7902 & 0.00351 \tabularnewline
8 & 0.430089 & 3.3591 & 0.000676 \tabularnewline
9 & 0.367899 & 2.8734 & 0.00279 \tabularnewline
10 & 0.179112 & 1.3989 & 0.083452 \tabularnewline
11 & 0.292841 & 2.2872 & 0.012835 \tabularnewline
12 & 0.564935 & 4.4123 & 2.1e-05 \tabularnewline
13 & 0.241784 & 1.8884 & 0.031866 \tabularnewline
14 & 0.14754 & 1.1523 & 0.126842 \tabularnewline
15 & 0.170331 & 1.3303 & 0.094182 \tabularnewline
16 & 0.150585 & 1.1761 & 0.122061 \tabularnewline
17 & 0.14796 & 1.1556 & 0.126174 \tabularnewline
18 & 0.182676 & 1.4267 & 0.079376 \tabularnewline
19 & 0.013107 & 0.1024 & 0.459398 \tabularnewline
20 & 0.075076 & 0.5864 & 0.279898 \tabularnewline
21 & 0.014067 & 0.1099 & 0.456437 \tabularnewline
22 & -0.162571 & -1.2697 & 0.895497 \tabularnewline
23 & -0.018918 & -0.1478 & 0.558487 \tabularnewline
24 & 0.135189 & 1.0559 & 0.147598 \tabularnewline
25 & -0.081769 & -0.6386 & 0.737275 \tabularnewline
26 & -0.127487 & -0.9957 & 0.838337 \tabularnewline
27 & -0.137694 & -1.0754 & 0.85679 \tabularnewline
28 & -0.144994 & -1.1324 & 0.86906 \tabularnewline
29 & -0.128897 & -1.0067 & 0.840977 \tabularnewline
30 & -0.127171 & -0.9932 & 0.837741 \tabularnewline
31 & -0.218722 & -1.7083 & 0.953665 \tabularnewline
32 & -0.135962 & -1.0619 & 0.853766 \tabularnewline
33 & -0.224122 & -1.7504 & 0.957465 \tabularnewline
34 & -0.3221 & -2.5157 & 0.992735 \tabularnewline
35 & -0.217428 & -1.6982 & 0.952714 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2287&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.566446[/C][C]4.4241[/C][C]2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.410465[/C][C]3.2058[/C][C]0.001072[/C][/ROW]
[ROW][C]3[/C][C]0.506342[/C][C]3.9547[/C][C]0.000101[/C][/ROW]
[ROW][C]4[/C][C]0.5232[/C][C]4.0863[/C][C]6.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.457511[/C][C]3.5733[/C][C]0.000348[/C][/ROW]
[ROW][C]6[/C][C]0.55264[/C][C]4.3163[/C][C]3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.357248[/C][C]2.7902[/C][C]0.00351[/C][/ROW]
[ROW][C]8[/C][C]0.430089[/C][C]3.3591[/C][C]0.000676[/C][/ROW]
[ROW][C]9[/C][C]0.367899[/C][C]2.8734[/C][C]0.00279[/C][/ROW]
[ROW][C]10[/C][C]0.179112[/C][C]1.3989[/C][C]0.083452[/C][/ROW]
[ROW][C]11[/C][C]0.292841[/C][C]2.2872[/C][C]0.012835[/C][/ROW]
[ROW][C]12[/C][C]0.564935[/C][C]4.4123[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.241784[/C][C]1.8884[/C][C]0.031866[/C][/ROW]
[ROW][C]14[/C][C]0.14754[/C][C]1.1523[/C][C]0.126842[/C][/ROW]
[ROW][C]15[/C][C]0.170331[/C][C]1.3303[/C][C]0.094182[/C][/ROW]
[ROW][C]16[/C][C]0.150585[/C][C]1.1761[/C][C]0.122061[/C][/ROW]
[ROW][C]17[/C][C]0.14796[/C][C]1.1556[/C][C]0.126174[/C][/ROW]
[ROW][C]18[/C][C]0.182676[/C][C]1.4267[/C][C]0.079376[/C][/ROW]
[ROW][C]19[/C][C]0.013107[/C][C]0.1024[/C][C]0.459398[/C][/ROW]
[ROW][C]20[/C][C]0.075076[/C][C]0.5864[/C][C]0.279898[/C][/ROW]
[ROW][C]21[/C][C]0.014067[/C][C]0.1099[/C][C]0.456437[/C][/ROW]
[ROW][C]22[/C][C]-0.162571[/C][C]-1.2697[/C][C]0.895497[/C][/ROW]
[ROW][C]23[/C][C]-0.018918[/C][C]-0.1478[/C][C]0.558487[/C][/ROW]
[ROW][C]24[/C][C]0.135189[/C][C]1.0559[/C][C]0.147598[/C][/ROW]
[ROW][C]25[/C][C]-0.081769[/C][C]-0.6386[/C][C]0.737275[/C][/ROW]
[ROW][C]26[/C][C]-0.127487[/C][C]-0.9957[/C][C]0.838337[/C][/ROW]
[ROW][C]27[/C][C]-0.137694[/C][C]-1.0754[/C][C]0.85679[/C][/ROW]
[ROW][C]28[/C][C]-0.144994[/C][C]-1.1324[/C][C]0.86906[/C][/ROW]
[ROW][C]29[/C][C]-0.128897[/C][C]-1.0067[/C][C]0.840977[/C][/ROW]
[ROW][C]30[/C][C]-0.127171[/C][C]-0.9932[/C][C]0.837741[/C][/ROW]
[ROW][C]31[/C][C]-0.218722[/C][C]-1.7083[/C][C]0.953665[/C][/ROW]
[ROW][C]32[/C][C]-0.135962[/C][C]-1.0619[/C][C]0.853766[/C][/ROW]
[ROW][C]33[/C][C]-0.224122[/C][C]-1.7504[/C][C]0.957465[/C][/ROW]
[ROW][C]34[/C][C]-0.3221[/C][C]-2.5157[/C][C]0.992735[/C][/ROW]
[ROW][C]35[/C][C]-0.217428[/C][C]-1.6982[/C][C]0.952714[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2287&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2287&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	7.8102	0
1	0.566446	4.4241	2e-05
2	0.410465	3.2058	0.001072
3	0.506342	3.9547	0.000101
4	0.5232	4.0863	6.5e-05
5	0.457511	3.5733	0.000348
6	0.55264	4.3163	3e-05
7	0.357248	2.7902	0.00351
8	0.430089	3.3591	0.000676
9	0.367899	2.8734	0.00279
10	0.179112	1.3989	0.083452
11	0.292841	2.2872	0.012835
12	0.564935	4.4123	2.1e-05
13	0.241784	1.8884	0.031866
14	0.14754	1.1523	0.126842
15	0.170331	1.3303	0.094182
16	0.150585	1.1761	0.122061
17	0.14796	1.1556	0.126174
18	0.182676	1.4267	0.079376
19	0.013107	0.1024	0.459398
20	0.075076	0.5864	0.279898
21	0.014067	0.1099	0.456437
22	-0.162571	-1.2697	0.895497
23	-0.018918	-0.1478	0.558487
24	0.135189	1.0559	0.147598
25	-0.081769	-0.6386	0.737275
26	-0.127487	-0.9957	0.838337
27	-0.137694	-1.0754	0.85679
28	-0.144994	-1.1324	0.86906
29	-0.128897	-1.0067	0.840977
30	-0.127171	-0.9932	0.837741
31	-0.218722	-1.7083	0.953665
32	-0.135962	-1.0619	0.853766
33	-0.224122	-1.7504	0.957465
34	-0.3221	-2.5157	0.992735
35	-0.217428	-1.6982	0.952714

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.566446	4.4241	2e-05
1	0.131938	1.0305	0.153429
2	0.344329	2.6893	0.004611
3	0.199806	1.5605	0.061903
4	0.101364	0.7917	0.215809
5	0.293291	2.2907	0.012726
6	-0.248276	-1.9391	0.97144
7	0.262124	2.0473	0.022474
8	-0.281235	-2.1965	0.984067
9	-0.269301	-2.1033	0.980215
10	0.26087	2.0375	0.022974
11	0.311469	2.4327	0.008968
12	-0.283189	-2.2118	0.984631
13	-0.068154	-0.5323	0.701773
14	-0.130898	-1.0223	0.844673
15	-0.07501	-0.5858	0.719929
16	-0.051057	-0.3988	0.654272
17	-0.039388	-0.3076	0.620296
18	0.043102	0.3366	0.368774
19	-0.159325	-1.2444	0.890938
20	0.022105	0.1726	0.43175
21	-0.047467	-0.3707	0.643938
22	0.124755	0.9744	0.166862
23	-0.047218	-0.3688	0.643217
24	0.009101	0.0711	0.471783
25	0.007649	0.0597	0.47628
26	-0.108747	-0.8493	0.800494
27	0.08375	0.6541	0.257749
28	-0.220244	-1.7202	0.954764
29	0.045837	0.358	0.360789
30	-0.000309	-0.0024	0.500959
31	-0.004352	-0.034	0.513501
32	0.000353	0.0028	0.498905
33	0.059956	0.4683	0.32063
34	-0.104713	-0.8178	0.791683
35	0.022433	0.1752	0.430748

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.566446 & 4.4241 & 2e-05 \tabularnewline
1 & 0.131938 & 1.0305 & 0.153429 \tabularnewline
2 & 0.344329 & 2.6893 & 0.004611 \tabularnewline
3 & 0.199806 & 1.5605 & 0.061903 \tabularnewline
4 & 0.101364 & 0.7917 & 0.215809 \tabularnewline
5 & 0.293291 & 2.2907 & 0.012726 \tabularnewline
6 & -0.248276 & -1.9391 & 0.97144 \tabularnewline
7 & 0.262124 & 2.0473 & 0.022474 \tabularnewline
8 & -0.281235 & -2.1965 & 0.984067 \tabularnewline
9 & -0.269301 & -2.1033 & 0.980215 \tabularnewline
10 & 0.26087 & 2.0375 & 0.022974 \tabularnewline
11 & 0.311469 & 2.4327 & 0.008968 \tabularnewline
12 & -0.283189 & -2.2118 & 0.984631 \tabularnewline
13 & -0.068154 & -0.5323 & 0.701773 \tabularnewline
14 & -0.130898 & -1.0223 & 0.844673 \tabularnewline
15 & -0.07501 & -0.5858 & 0.719929 \tabularnewline
16 & -0.051057 & -0.3988 & 0.654272 \tabularnewline
17 & -0.039388 & -0.3076 & 0.620296 \tabularnewline
18 & 0.043102 & 0.3366 & 0.368774 \tabularnewline
19 & -0.159325 & -1.2444 & 0.890938 \tabularnewline
20 & 0.022105 & 0.1726 & 0.43175 \tabularnewline
21 & -0.047467 & -0.3707 & 0.643938 \tabularnewline
22 & 0.124755 & 0.9744 & 0.166862 \tabularnewline
23 & -0.047218 & -0.3688 & 0.643217 \tabularnewline
24 & 0.009101 & 0.0711 & 0.471783 \tabularnewline
25 & 0.007649 & 0.0597 & 0.47628 \tabularnewline
26 & -0.108747 & -0.8493 & 0.800494 \tabularnewline
27 & 0.08375 & 0.6541 & 0.257749 \tabularnewline
28 & -0.220244 & -1.7202 & 0.954764 \tabularnewline
29 & 0.045837 & 0.358 & 0.360789 \tabularnewline
30 & -0.000309 & -0.0024 & 0.500959 \tabularnewline
31 & -0.004352 & -0.034 & 0.513501 \tabularnewline
32 & 0.000353 & 0.0028 & 0.498905 \tabularnewline
33 & 0.059956 & 0.4683 & 0.32063 \tabularnewline
34 & -0.104713 & -0.8178 & 0.791683 \tabularnewline
35 & 0.022433 & 0.1752 & 0.430748 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2287&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]0.566446[/C][C]4.4241[/C][C]2e-05[/C][/ROW]
[ROW][C]1[/C][C]0.131938[/C][C]1.0305[/C][C]0.153429[/C][/ROW]
[ROW][C]2[/C][C]0.344329[/C][C]2.6893[/C][C]0.004611[/C][/ROW]
[ROW][C]3[/C][C]0.199806[/C][C]1.5605[/C][C]0.061903[/C][/ROW]
[ROW][C]4[/C][C]0.101364[/C][C]0.7917[/C][C]0.215809[/C][/ROW]
[ROW][C]5[/C][C]0.293291[/C][C]2.2907[/C][C]0.012726[/C][/ROW]
[ROW][C]6[/C][C]-0.248276[/C][C]-1.9391[/C][C]0.97144[/C][/ROW]
[ROW][C]7[/C][C]0.262124[/C][C]2.0473[/C][C]0.022474[/C][/ROW]
[ROW][C]8[/C][C]-0.281235[/C][C]-2.1965[/C][C]0.984067[/C][/ROW]
[ROW][C]9[/C][C]-0.269301[/C][C]-2.1033[/C][C]0.980215[/C][/ROW]
[ROW][C]10[/C][C]0.26087[/C][C]2.0375[/C][C]0.022974[/C][/ROW]
[ROW][C]11[/C][C]0.311469[/C][C]2.4327[/C][C]0.008968[/C][/ROW]
[ROW][C]12[/C][C]-0.283189[/C][C]-2.2118[/C][C]0.984631[/C][/ROW]
[ROW][C]13[/C][C]-0.068154[/C][C]-0.5323[/C][C]0.701773[/C][/ROW]
[ROW][C]14[/C][C]-0.130898[/C][C]-1.0223[/C][C]0.844673[/C][/ROW]
[ROW][C]15[/C][C]-0.07501[/C][C]-0.5858[/C][C]0.719929[/C][/ROW]
[ROW][C]16[/C][C]-0.051057[/C][C]-0.3988[/C][C]0.654272[/C][/ROW]
[ROW][C]17[/C][C]-0.039388[/C][C]-0.3076[/C][C]0.620296[/C][/ROW]
[ROW][C]18[/C][C]0.043102[/C][C]0.3366[/C][C]0.368774[/C][/ROW]
[ROW][C]19[/C][C]-0.159325[/C][C]-1.2444[/C][C]0.890938[/C][/ROW]
[ROW][C]20[/C][C]0.022105[/C][C]0.1726[/C][C]0.43175[/C][/ROW]
[ROW][C]21[/C][C]-0.047467[/C][C]-0.3707[/C][C]0.643938[/C][/ROW]
[ROW][C]22[/C][C]0.124755[/C][C]0.9744[/C][C]0.166862[/C][/ROW]
[ROW][C]23[/C][C]-0.047218[/C][C]-0.3688[/C][C]0.643217[/C][/ROW]
[ROW][C]24[/C][C]0.009101[/C][C]0.0711[/C][C]0.471783[/C][/ROW]
[ROW][C]25[/C][C]0.007649[/C][C]0.0597[/C][C]0.47628[/C][/ROW]
[ROW][C]26[/C][C]-0.108747[/C][C]-0.8493[/C][C]0.800494[/C][/ROW]
[ROW][C]27[/C][C]0.08375[/C][C]0.6541[/C][C]0.257749[/C][/ROW]
[ROW][C]28[/C][C]-0.220244[/C][C]-1.7202[/C][C]0.954764[/C][/ROW]
[ROW][C]29[/C][C]0.045837[/C][C]0.358[/C][C]0.360789[/C][/ROW]
[ROW][C]30[/C][C]-0.000309[/C][C]-0.0024[/C][C]0.500959[/C][/ROW]
[ROW][C]31[/C][C]-0.004352[/C][C]-0.034[/C][C]0.513501[/C][/ROW]
[ROW][C]32[/C][C]0.000353[/C][C]0.0028[/C][C]0.498905[/C][/ROW]
[ROW][C]33[/C][C]0.059956[/C][C]0.4683[/C][C]0.32063[/C][/ROW]
[ROW][C]34[/C][C]-0.104713[/C][C]-0.8178[/C][C]0.791683[/C][/ROW]
[ROW][C]35[/C][C]0.022433[/C][C]0.1752[/C][C]0.430748[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2287&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2287&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	0.566446	4.4241	2e-05
1	0.131938	1.0305	0.153429
2	0.344329	2.6893	0.004611
3	0.199806	1.5605	0.061903
4	0.101364	0.7917	0.215809
5	0.293291	2.2907	0.012726
6	-0.248276	-1.9391	0.97144
7	0.262124	2.0473	0.022474
8	-0.281235	-2.1965	0.984067
9	-0.269301	-2.1033	0.980215
10	0.26087	2.0375	0.022974
11	0.311469	2.4327	0.008968
12	-0.283189	-2.2118	0.984631
13	-0.068154	-0.5323	0.701773
14	-0.130898	-1.0223	0.844673
15	-0.07501	-0.5858	0.719929
16	-0.051057	-0.3988	0.654272
17	-0.039388	-0.3076	0.620296
18	0.043102	0.3366	0.368774
19	-0.159325	-1.2444	0.890938
20	0.022105	0.1726	0.43175
21	-0.047467	-0.3707	0.643938
22	0.124755	0.9744	0.166862
23	-0.047218	-0.3688	0.643217
24	0.009101	0.0711	0.471783
25	0.007649	0.0597	0.47628
26	-0.108747	-0.8493	0.800494
27	0.08375	0.6541	0.257749
28	-0.220244	-1.7202	0.954764
29	0.045837	0.358	0.360789
30	-0.000309	-0.0024	0.500959
31	-0.004352	-0.034	0.513501
32	0.000353	0.0028	0.498905
33	0.059956	0.4683	0.32063
34	-0.104713	-0.8178	0.791683
35	0.022433	0.1752	0.430748

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