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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 03 Dec 2007 09:17:08 -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/03/t11966979558ycofip81czvh9g.htm/, Retrieved Fri, 03 May 2024 16:49:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2342, Retrieved Fri, 03 May 2024 16:49:33 +0000

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Estimated Impact

187

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [frankrijk oef 9] [2007-12-03 16:17:08] [6bdd947de0ee04552c8f0fc807f31807] [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	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=2342&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=2342&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2342&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	8.1854	0
1	0.825781	6.7593	0
2	0.771304	6.3134	0
3	0.764849	6.2606	0
4	0.651148	5.3299	1e-06
5	0.619191	5.0683	2e-06
6	0.619082	5.0674	2e-06
7	0.541109	4.4292	1.8e-05
8	0.515403	4.2188	3.8e-05
9	0.546822	4.4759	1.5e-05
10	0.474758	3.8861	0.000118
11	0.47153	3.8596	0.000129
12	0.505822	4.1403	5e-05
13	0.408949	3.3474	0.000671
14	0.395181	3.2347	0.000946
15	0.393089	3.2176	0.000996
16	0.306949	2.5125	0.007201
17	0.258289	2.1142	0.019112
18	0.222804	1.8237	0.036327
19	0.119519	0.9783	0.165721
20	0.061794	0.5058	0.307326
21	0.040578	0.3321	0.370408
22	-0.041977	-0.3436	0.633886
23	-0.053473	-0.4377	0.668491
24	-0.04917	-0.4025	0.655691
25	-0.114025	-0.9333	0.823002
26	-0.131149	-1.0735	0.856551
27	-0.141694	-1.1598	0.87488
28	-0.218649	-1.7897	0.960991
29	-0.231531	-1.8952	0.968807
30	-0.246303	-2.0161	0.976098
31	-0.297032	-2.4313	0.991137
32	-0.308596	-2.526	0.993046
33	-0.311497	-2.5497	0.993462
34	-0.336529	-2.7546	0.996221
35	-0.324951	-2.6598	0.995114

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.825781 & 6.7593 & 0 \tabularnewline
2 & 0.771304 & 6.3134 & 0 \tabularnewline
3 & 0.764849 & 6.2606 & 0 \tabularnewline
4 & 0.651148 & 5.3299 & 1e-06 \tabularnewline
5 & 0.619191 & 5.0683 & 2e-06 \tabularnewline
6 & 0.619082 & 5.0674 & 2e-06 \tabularnewline
7 & 0.541109 & 4.4292 & 1.8e-05 \tabularnewline
8 & 0.515403 & 4.2188 & 3.8e-05 \tabularnewline
9 & 0.546822 & 4.4759 & 1.5e-05 \tabularnewline
10 & 0.474758 & 3.8861 & 0.000118 \tabularnewline
11 & 0.47153 & 3.8596 & 0.000129 \tabularnewline
12 & 0.505822 & 4.1403 & 5e-05 \tabularnewline
13 & 0.408949 & 3.3474 & 0.000671 \tabularnewline
14 & 0.395181 & 3.2347 & 0.000946 \tabularnewline
15 & 0.393089 & 3.2176 & 0.000996 \tabularnewline
16 & 0.306949 & 2.5125 & 0.007201 \tabularnewline
17 & 0.258289 & 2.1142 & 0.019112 \tabularnewline
18 & 0.222804 & 1.8237 & 0.036327 \tabularnewline
19 & 0.119519 & 0.9783 & 0.165721 \tabularnewline
20 & 0.061794 & 0.5058 & 0.307326 \tabularnewline
21 & 0.040578 & 0.3321 & 0.370408 \tabularnewline
22 & -0.041977 & -0.3436 & 0.633886 \tabularnewline
23 & -0.053473 & -0.4377 & 0.668491 \tabularnewline
24 & -0.04917 & -0.4025 & 0.655691 \tabularnewline
25 & -0.114025 & -0.9333 & 0.823002 \tabularnewline
26 & -0.131149 & -1.0735 & 0.856551 \tabularnewline
27 & -0.141694 & -1.1598 & 0.87488 \tabularnewline
28 & -0.218649 & -1.7897 & 0.960991 \tabularnewline
29 & -0.231531 & -1.8952 & 0.968807 \tabularnewline
30 & -0.246303 & -2.0161 & 0.976098 \tabularnewline
31 & -0.297032 & -2.4313 & 0.991137 \tabularnewline
32 & -0.308596 & -2.526 & 0.993046 \tabularnewline
33 & -0.311497 & -2.5497 & 0.993462 \tabularnewline
34 & -0.336529 & -2.7546 & 0.996221 \tabularnewline
35 & -0.324951 & -2.6598 & 0.995114 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2342&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.825781[/C][C]6.7593[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.771304[/C][C]6.3134[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.764849[/C][C]6.2606[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.651148[/C][C]5.3299[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.619191[/C][C]5.0683[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.619082[/C][C]5.0674[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.541109[/C][C]4.4292[/C][C]1.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.515403[/C][C]4.2188[/C][C]3.8e-05[/C][/ROW]
[ROW][C]9[/C][C]0.546822[/C][C]4.4759[/C][C]1.5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.474758[/C][C]3.8861[/C][C]0.000118[/C][/ROW]
[ROW][C]11[/C][C]0.47153[/C][C]3.8596[/C][C]0.000129[/C][/ROW]
[ROW][C]12[/C][C]0.505822[/C][C]4.1403[/C][C]5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.408949[/C][C]3.3474[/C][C]0.000671[/C][/ROW]
[ROW][C]14[/C][C]0.395181[/C][C]3.2347[/C][C]0.000946[/C][/ROW]
[ROW][C]15[/C][C]0.393089[/C][C]3.2176[/C][C]0.000996[/C][/ROW]
[ROW][C]16[/C][C]0.306949[/C][C]2.5125[/C][C]0.007201[/C][/ROW]
[ROW][C]17[/C][C]0.258289[/C][C]2.1142[/C][C]0.019112[/C][/ROW]
[ROW][C]18[/C][C]0.222804[/C][C]1.8237[/C][C]0.036327[/C][/ROW]
[ROW][C]19[/C][C]0.119519[/C][C]0.9783[/C][C]0.165721[/C][/ROW]
[ROW][C]20[/C][C]0.061794[/C][C]0.5058[/C][C]0.307326[/C][/ROW]
[ROW][C]21[/C][C]0.040578[/C][C]0.3321[/C][C]0.370408[/C][/ROW]
[ROW][C]22[/C][C]-0.041977[/C][C]-0.3436[/C][C]0.633886[/C][/ROW]
[ROW][C]23[/C][C]-0.053473[/C][C]-0.4377[/C][C]0.668491[/C][/ROW]
[ROW][C]24[/C][C]-0.04917[/C][C]-0.4025[/C][C]0.655691[/C][/ROW]
[ROW][C]25[/C][C]-0.114025[/C][C]-0.9333[/C][C]0.823002[/C][/ROW]
[ROW][C]26[/C][C]-0.131149[/C][C]-1.0735[/C][C]0.856551[/C][/ROW]
[ROW][C]27[/C][C]-0.141694[/C][C]-1.1598[/C][C]0.87488[/C][/ROW]
[ROW][C]28[/C][C]-0.218649[/C][C]-1.7897[/C][C]0.960991[/C][/ROW]
[ROW][C]29[/C][C]-0.231531[/C][C]-1.8952[/C][C]0.968807[/C][/ROW]
[ROW][C]30[/C][C]-0.246303[/C][C]-2.0161[/C][C]0.976098[/C][/ROW]
[ROW][C]31[/C][C]-0.297032[/C][C]-2.4313[/C][C]0.991137[/C][/ROW]
[ROW][C]32[/C][C]-0.308596[/C][C]-2.526[/C][C]0.993046[/C][/ROW]
[ROW][C]33[/C][C]-0.311497[/C][C]-2.5497[/C][C]0.993462[/C][/ROW]
[ROW][C]34[/C][C]-0.336529[/C][C]-2.7546[/C][C]0.996221[/C][/ROW]
[ROW][C]35[/C][C]-0.324951[/C][C]-2.6598[/C][C]0.995114[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2342&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2342&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	8.1854	0
1	0.825781	6.7593	0
2	0.771304	6.3134	0
3	0.764849	6.2606	0
4	0.651148	5.3299	1e-06
5	0.619191	5.0683	2e-06
6	0.619082	5.0674	2e-06
7	0.541109	4.4292	1.8e-05
8	0.515403	4.2188	3.8e-05
9	0.546822	4.4759	1.5e-05
10	0.474758	3.8861	0.000118
11	0.47153	3.8596	0.000129
12	0.505822	4.1403	5e-05
13	0.408949	3.3474	0.000671
14	0.395181	3.2347	0.000946
15	0.393089	3.2176	0.000996
16	0.306949	2.5125	0.007201
17	0.258289	2.1142	0.019112
18	0.222804	1.8237	0.036327
19	0.119519	0.9783	0.165721
20	0.061794	0.5058	0.307326
21	0.040578	0.3321	0.370408
22	-0.041977	-0.3436	0.633886
23	-0.053473	-0.4377	0.668491
24	-0.04917	-0.4025	0.655691
25	-0.114025	-0.9333	0.823002
26	-0.131149	-1.0735	0.856551
27	-0.141694	-1.1598	0.87488
28	-0.218649	-1.7897	0.960991
29	-0.231531	-1.8952	0.968807
30	-0.246303	-2.0161	0.976098
31	-0.297032	-2.4313	0.991137
32	-0.308596	-2.526	0.993046
33	-0.311497	-2.5497	0.993462
34	-0.336529	-2.7546	0.996221
35	-0.324951	-2.6598	0.995114

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.825781	6.7593	0
1	0.281023	2.3003	0.012277
2	0.255486	2.0912	0.020151
3	-0.214632	-1.7568	0.958243
4	0.066084	0.5409	0.295179
5	0.130439	1.0677	0.144746
6	-0.066183	-0.5417	0.705099
7	-0.003743	-0.0306	0.512177
8	0.191054	1.5638	0.061282
9	-0.101945	-0.8345	0.796506
10	0.056209	0.4601	0.323471
11	0.10879	0.8905	0.188195
12	-0.198461	-1.6245	0.945515
13	-0.010182	-0.0833	0.533087
14	-0.010172	-0.0833	0.533052
15	-0.065574	-0.5367	0.703391
16	-0.154667	-1.266	0.895053
17	-0.108932	-0.8916	0.812113
18	-0.115604	-0.9463	0.826293
19	-0.109489	-0.8962	0.813323
20	-0.047118	-0.3857	0.649521
21	-0.031971	-0.2617	0.602821
22	0.029151	0.2386	0.406069
23	0.011449	0.0937	0.462807
24	-0.035787	-0.2929	0.614761
25	-0.067685	-0.554	0.709296
26	-0.040128	-0.3285	0.628207
27	-0.100983	-0.8266	0.794296
28	0.050611	0.4143	0.340001
29	-0.013617	-0.1115	0.544207
30	0.0622	0.5091	0.306168
31	0.002833	0.0232	0.490785
32	0.037076	0.3035	0.381232
33	0.103406	0.8464	0.200168
34	0.055005	0.4502	0.326998
35	0.06523	0.5339	0.297577

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.825781 & 6.7593 & 0 \tabularnewline
1 & 0.281023 & 2.3003 & 0.012277 \tabularnewline
2 & 0.255486 & 2.0912 & 0.020151 \tabularnewline
3 & -0.214632 & -1.7568 & 0.958243 \tabularnewline
4 & 0.066084 & 0.5409 & 0.295179 \tabularnewline
5 & 0.130439 & 1.0677 & 0.144746 \tabularnewline
6 & -0.066183 & -0.5417 & 0.705099 \tabularnewline
7 & -0.003743 & -0.0306 & 0.512177 \tabularnewline
8 & 0.191054 & 1.5638 & 0.061282 \tabularnewline
9 & -0.101945 & -0.8345 & 0.796506 \tabularnewline
10 & 0.056209 & 0.4601 & 0.323471 \tabularnewline
11 & 0.10879 & 0.8905 & 0.188195 \tabularnewline
12 & -0.198461 & -1.6245 & 0.945515 \tabularnewline
13 & -0.010182 & -0.0833 & 0.533087 \tabularnewline
14 & -0.010172 & -0.0833 & 0.533052 \tabularnewline
15 & -0.065574 & -0.5367 & 0.703391 \tabularnewline
16 & -0.154667 & -1.266 & 0.895053 \tabularnewline
17 & -0.108932 & -0.8916 & 0.812113 \tabularnewline
18 & -0.115604 & -0.9463 & 0.826293 \tabularnewline
19 & -0.109489 & -0.8962 & 0.813323 \tabularnewline
20 & -0.047118 & -0.3857 & 0.649521 \tabularnewline
21 & -0.031971 & -0.2617 & 0.602821 \tabularnewline
22 & 0.029151 & 0.2386 & 0.406069 \tabularnewline
23 & 0.011449 & 0.0937 & 0.462807 \tabularnewline
24 & -0.035787 & -0.2929 & 0.614761 \tabularnewline
25 & -0.067685 & -0.554 & 0.709296 \tabularnewline
26 & -0.040128 & -0.3285 & 0.628207 \tabularnewline
27 & -0.100983 & -0.8266 & 0.794296 \tabularnewline
28 & 0.050611 & 0.4143 & 0.340001 \tabularnewline
29 & -0.013617 & -0.1115 & 0.544207 \tabularnewline
30 & 0.0622 & 0.5091 & 0.306168 \tabularnewline
31 & 0.002833 & 0.0232 & 0.490785 \tabularnewline
32 & 0.037076 & 0.3035 & 0.381232 \tabularnewline
33 & 0.103406 & 0.8464 & 0.200168 \tabularnewline
34 & 0.055005 & 0.4502 & 0.326998 \tabularnewline
35 & 0.06523 & 0.5339 & 0.297577 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2342&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]0.825781[/C][C]6.7593[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.281023[/C][C]2.3003[/C][C]0.012277[/C][/ROW]
[ROW][C]2[/C][C]0.255486[/C][C]2.0912[/C][C]0.020151[/C][/ROW]
[ROW][C]3[/C][C]-0.214632[/C][C]-1.7568[/C][C]0.958243[/C][/ROW]
[ROW][C]4[/C][C]0.066084[/C][C]0.5409[/C][C]0.295179[/C][/ROW]
[ROW][C]5[/C][C]0.130439[/C][C]1.0677[/C][C]0.144746[/C][/ROW]
[ROW][C]6[/C][C]-0.066183[/C][C]-0.5417[/C][C]0.705099[/C][/ROW]
[ROW][C]7[/C][C]-0.003743[/C][C]-0.0306[/C][C]0.512177[/C][/ROW]
[ROW][C]8[/C][C]0.191054[/C][C]1.5638[/C][C]0.061282[/C][/ROW]
[ROW][C]9[/C][C]-0.101945[/C][C]-0.8345[/C][C]0.796506[/C][/ROW]
[ROW][C]10[/C][C]0.056209[/C][C]0.4601[/C][C]0.323471[/C][/ROW]
[ROW][C]11[/C][C]0.10879[/C][C]0.8905[/C][C]0.188195[/C][/ROW]
[ROW][C]12[/C][C]-0.198461[/C][C]-1.6245[/C][C]0.945515[/C][/ROW]
[ROW][C]13[/C][C]-0.010182[/C][C]-0.0833[/C][C]0.533087[/C][/ROW]
[ROW][C]14[/C][C]-0.010172[/C][C]-0.0833[/C][C]0.533052[/C][/ROW]
[ROW][C]15[/C][C]-0.065574[/C][C]-0.5367[/C][C]0.703391[/C][/ROW]
[ROW][C]16[/C][C]-0.154667[/C][C]-1.266[/C][C]0.895053[/C][/ROW]
[ROW][C]17[/C][C]-0.108932[/C][C]-0.8916[/C][C]0.812113[/C][/ROW]
[ROW][C]18[/C][C]-0.115604[/C][C]-0.9463[/C][C]0.826293[/C][/ROW]
[ROW][C]19[/C][C]-0.109489[/C][C]-0.8962[/C][C]0.813323[/C][/ROW]
[ROW][C]20[/C][C]-0.047118[/C][C]-0.3857[/C][C]0.649521[/C][/ROW]
[ROW][C]21[/C][C]-0.031971[/C][C]-0.2617[/C][C]0.602821[/C][/ROW]
[ROW][C]22[/C][C]0.029151[/C][C]0.2386[/C][C]0.406069[/C][/ROW]
[ROW][C]23[/C][C]0.011449[/C][C]0.0937[/C][C]0.462807[/C][/ROW]
[ROW][C]24[/C][C]-0.035787[/C][C]-0.2929[/C][C]0.614761[/C][/ROW]
[ROW][C]25[/C][C]-0.067685[/C][C]-0.554[/C][C]0.709296[/C][/ROW]
[ROW][C]26[/C][C]-0.040128[/C][C]-0.3285[/C][C]0.628207[/C][/ROW]
[ROW][C]27[/C][C]-0.100983[/C][C]-0.8266[/C][C]0.794296[/C][/ROW]
[ROW][C]28[/C][C]0.050611[/C][C]0.4143[/C][C]0.340001[/C][/ROW]
[ROW][C]29[/C][C]-0.013617[/C][C]-0.1115[/C][C]0.544207[/C][/ROW]
[ROW][C]30[/C][C]0.0622[/C][C]0.5091[/C][C]0.306168[/C][/ROW]
[ROW][C]31[/C][C]0.002833[/C][C]0.0232[/C][C]0.490785[/C][/ROW]
[ROW][C]32[/C][C]0.037076[/C][C]0.3035[/C][C]0.381232[/C][/ROW]
[ROW][C]33[/C][C]0.103406[/C][C]0.8464[/C][C]0.200168[/C][/ROW]
[ROW][C]34[/C][C]0.055005[/C][C]0.4502[/C][C]0.326998[/C][/ROW]
[ROW][C]35[/C][C]0.06523[/C][C]0.5339[/C][C]0.297577[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2342&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2342&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	0.825781	6.7593	0
1	0.281023	2.3003	0.012277
2	0.255486	2.0912	0.020151
3	-0.214632	-1.7568	0.958243
4	0.066084	0.5409	0.295179
5	0.130439	1.0677	0.144746
6	-0.066183	-0.5417	0.705099
7	-0.003743	-0.0306	0.512177
8	0.191054	1.5638	0.061282
9	-0.101945	-0.8345	0.796506
10	0.056209	0.4601	0.323471
11	0.10879	0.8905	0.188195
12	-0.198461	-1.6245	0.945515
13	-0.010182	-0.0833	0.533087
14	-0.010172	-0.0833	0.533052
15	-0.065574	-0.5367	0.703391
16	-0.154667	-1.266	0.895053
17	-0.108932	-0.8916	0.812113
18	-0.115604	-0.9463	0.826293
19	-0.109489	-0.8962	0.813323
20	-0.047118	-0.3857	0.649521
21	-0.031971	-0.2617	0.602821
22	0.029151	0.2386	0.406069
23	0.011449	0.0937	0.462807
24	-0.035787	-0.2929	0.614761
25	-0.067685	-0.554	0.709296
26	-0.040128	-0.3285	0.628207
27	-0.100983	-0.8266	0.794296
28	0.050611	0.4143	0.340001
29	-0.013617	-0.1115	0.544207
30	0.0622	0.5091	0.306168
31	0.002833	0.0232	0.490785
32	0.037076	0.3035	0.381232
33	0.103406	0.8464	0.200168
34	0.055005	0.4502	0.326998
35	0.06523	0.5339	0.297577

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