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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 03 Dec 2007 09:30:23 -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/t1196698768d9xk7isb5rew8cj.htm/, Retrieved Fri, 03 May 2024 19:01:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2343, Retrieved Fri, 03 May 2024 19:01:13 +0000

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Estimated Impact

194

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-       [(Partial) Autocorrelation Function] [vraag1] [2007-12-03 16:30:23] [c40c597932a04e0e43159741c7e63e4c] [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	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=2343&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=2343&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2343&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	7.2111	0
1	-0.466796	-3.3661	0.99928
2	-0.030922	-0.223	0.587788
3	0.354442	2.5559	0.006776
4	-0.372793	-2.6882	0.995186
5	0.104485	0.7535	0.227289
6	0.226794	1.6354	0.053999
7	-0.2782	-2.0061	0.974972
8	0.118312	0.8532	0.198742
9	0.159118	1.1474	0.12823
10	-0.182906	-1.319	0.903518
11	0.053769	0.3877	0.349897
12	0.011633	0.0839	0.466734
13	-0.207061	-1.4931	0.929278
14	0.110499	0.7968	0.21459
15	0.050677	0.3654	0.358134
16	-0.149285	-1.0765	0.856666
17	0.142879	1.0303	0.153816
18	0.032439	0.2339	0.407983
19	-0.20753	-1.4965	0.929719
20	0.244893	1.7659	0.041638
21	-0.129721	-0.9354	0.823054
22	-0.074469	-0.537	0.703221
23	0.278796	2.0104	0.024793
24	-0.214998	-1.5504	0.936441
25	0.037057	0.2672	0.395179
26	0.141917	1.0234	0.155433
27	-0.16906	-1.2191	0.885847
28	0.077437	0.5584	0.289482
29	0.015671	0.113	0.45523
30	-0.083652	-0.6032	0.725508
31	-0.007092	-0.0511	0.520295
32	0.086692	0.6251	0.267306
33	-0.074577	-0.5378	0.70349
34	-0.009426	-0.068	0.526964
35	-0.056343	-0.4063	0.656904

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.2111 & 0 \tabularnewline
1 & -0.466796 & -3.3661 & 0.99928 \tabularnewline
2 & -0.030922 & -0.223 & 0.587788 \tabularnewline
3 & 0.354442 & 2.5559 & 0.006776 \tabularnewline
4 & -0.372793 & -2.6882 & 0.995186 \tabularnewline
5 & 0.104485 & 0.7535 & 0.227289 \tabularnewline
6 & 0.226794 & 1.6354 & 0.053999 \tabularnewline
7 & -0.2782 & -2.0061 & 0.974972 \tabularnewline
8 & 0.118312 & 0.8532 & 0.198742 \tabularnewline
9 & 0.159118 & 1.1474 & 0.12823 \tabularnewline
10 & -0.182906 & -1.319 & 0.903518 \tabularnewline
11 & 0.053769 & 0.3877 & 0.349897 \tabularnewline
12 & 0.011633 & 0.0839 & 0.466734 \tabularnewline
13 & -0.207061 & -1.4931 & 0.929278 \tabularnewline
14 & 0.110499 & 0.7968 & 0.21459 \tabularnewline
15 & 0.050677 & 0.3654 & 0.358134 \tabularnewline
16 & -0.149285 & -1.0765 & 0.856666 \tabularnewline
17 & 0.142879 & 1.0303 & 0.153816 \tabularnewline
18 & 0.032439 & 0.2339 & 0.407983 \tabularnewline
19 & -0.20753 & -1.4965 & 0.929719 \tabularnewline
20 & 0.244893 & 1.7659 & 0.041638 \tabularnewline
21 & -0.129721 & -0.9354 & 0.823054 \tabularnewline
22 & -0.074469 & -0.537 & 0.703221 \tabularnewline
23 & 0.278796 & 2.0104 & 0.024793 \tabularnewline
24 & -0.214998 & -1.5504 & 0.936441 \tabularnewline
25 & 0.037057 & 0.2672 & 0.395179 \tabularnewline
26 & 0.141917 & 1.0234 & 0.155433 \tabularnewline
27 & -0.16906 & -1.2191 & 0.885847 \tabularnewline
28 & 0.077437 & 0.5584 & 0.289482 \tabularnewline
29 & 0.015671 & 0.113 & 0.45523 \tabularnewline
30 & -0.083652 & -0.6032 & 0.725508 \tabularnewline
31 & -0.007092 & -0.0511 & 0.520295 \tabularnewline
32 & 0.086692 & 0.6251 & 0.267306 \tabularnewline
33 & -0.074577 & -0.5378 & 0.70349 \tabularnewline
34 & -0.009426 & -0.068 & 0.526964 \tabularnewline
35 & -0.056343 & -0.4063 & 0.656904 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2343&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]7.2111[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.466796[/C][C]-3.3661[/C][C]0.99928[/C][/ROW]
[ROW][C]2[/C][C]-0.030922[/C][C]-0.223[/C][C]0.587788[/C][/ROW]
[ROW][C]3[/C][C]0.354442[/C][C]2.5559[/C][C]0.006776[/C][/ROW]
[ROW][C]4[/C][C]-0.372793[/C][C]-2.6882[/C][C]0.995186[/C][/ROW]
[ROW][C]5[/C][C]0.104485[/C][C]0.7535[/C][C]0.227289[/C][/ROW]
[ROW][C]6[/C][C]0.226794[/C][C]1.6354[/C][C]0.053999[/C][/ROW]
[ROW][C]7[/C][C]-0.2782[/C][C]-2.0061[/C][C]0.974972[/C][/ROW]
[ROW][C]8[/C][C]0.118312[/C][C]0.8532[/C][C]0.198742[/C][/ROW]
[ROW][C]9[/C][C]0.159118[/C][C]1.1474[/C][C]0.12823[/C][/ROW]
[ROW][C]10[/C][C]-0.182906[/C][C]-1.319[/C][C]0.903518[/C][/ROW]
[ROW][C]11[/C][C]0.053769[/C][C]0.3877[/C][C]0.349897[/C][/ROW]
[ROW][C]12[/C][C]0.011633[/C][C]0.0839[/C][C]0.466734[/C][/ROW]
[ROW][C]13[/C][C]-0.207061[/C][C]-1.4931[/C][C]0.929278[/C][/ROW]
[ROW][C]14[/C][C]0.110499[/C][C]0.7968[/C][C]0.21459[/C][/ROW]
[ROW][C]15[/C][C]0.050677[/C][C]0.3654[/C][C]0.358134[/C][/ROW]
[ROW][C]16[/C][C]-0.149285[/C][C]-1.0765[/C][C]0.856666[/C][/ROW]
[ROW][C]17[/C][C]0.142879[/C][C]1.0303[/C][C]0.153816[/C][/ROW]
[ROW][C]18[/C][C]0.032439[/C][C]0.2339[/C][C]0.407983[/C][/ROW]
[ROW][C]19[/C][C]-0.20753[/C][C]-1.4965[/C][C]0.929719[/C][/ROW]
[ROW][C]20[/C][C]0.244893[/C][C]1.7659[/C][C]0.041638[/C][/ROW]
[ROW][C]21[/C][C]-0.129721[/C][C]-0.9354[/C][C]0.823054[/C][/ROW]
[ROW][C]22[/C][C]-0.074469[/C][C]-0.537[/C][C]0.703221[/C][/ROW]
[ROW][C]23[/C][C]0.278796[/C][C]2.0104[/C][C]0.024793[/C][/ROW]
[ROW][C]24[/C][C]-0.214998[/C][C]-1.5504[/C][C]0.936441[/C][/ROW]
[ROW][C]25[/C][C]0.037057[/C][C]0.2672[/C][C]0.395179[/C][/ROW]
[ROW][C]26[/C][C]0.141917[/C][C]1.0234[/C][C]0.155433[/C][/ROW]
[ROW][C]27[/C][C]-0.16906[/C][C]-1.2191[/C][C]0.885847[/C][/ROW]
[ROW][C]28[/C][C]0.077437[/C][C]0.5584[/C][C]0.289482[/C][/ROW]
[ROW][C]29[/C][C]0.015671[/C][C]0.113[/C][C]0.45523[/C][/ROW]
[ROW][C]30[/C][C]-0.083652[/C][C]-0.6032[/C][C]0.725508[/C][/ROW]
[ROW][C]31[/C][C]-0.007092[/C][C]-0.0511[/C][C]0.520295[/C][/ROW]
[ROW][C]32[/C][C]0.086692[/C][C]0.6251[/C][C]0.267306[/C][/ROW]
[ROW][C]33[/C][C]-0.074577[/C][C]-0.5378[/C][C]0.70349[/C][/ROW]
[ROW][C]34[/C][C]-0.009426[/C][C]-0.068[/C][C]0.526964[/C][/ROW]
[ROW][C]35[/C][C]-0.056343[/C][C]-0.4063[/C][C]0.656904[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2343&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2343&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	7.2111	0
1	-0.466796	-3.3661	0.99928
2	-0.030922	-0.223	0.587788
3	0.354442	2.5559	0.006776
4	-0.372793	-2.6882	0.995186
5	0.104485	0.7535	0.227289
6	0.226794	1.6354	0.053999
7	-0.2782	-2.0061	0.974972
8	0.118312	0.8532	0.198742
9	0.159118	1.1474	0.12823
10	-0.182906	-1.319	0.903518
11	0.053769	0.3877	0.349897
12	0.011633	0.0839	0.466734
13	-0.207061	-1.4931	0.929278
14	0.110499	0.7968	0.21459
15	0.050677	0.3654	0.358134
16	-0.149285	-1.0765	0.856666
17	0.142879	1.0303	0.153816
18	0.032439	0.2339	0.407983
19	-0.20753	-1.4965	0.929719
20	0.244893	1.7659	0.041638
21	-0.129721	-0.9354	0.823054
22	-0.074469	-0.537	0.703221
23	0.278796	2.0104	0.024793
24	-0.214998	-1.5504	0.936441
25	0.037057	0.2672	0.395179
26	0.141917	1.0234	0.155433
27	-0.16906	-1.2191	0.885847
28	0.077437	0.5584	0.289482
29	0.015671	0.113	0.45523
30	-0.083652	-0.6032	0.725508
31	-0.007092	-0.0511	0.520295
32	0.086692	0.6251	0.267306
33	-0.074577	-0.5378	0.70349
34	-0.009426	-0.068	0.526964
35	-0.056343	-0.4063	0.656904

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.466796	-3.3661	0.99928
1	-0.318144	-2.2942	0.987075
2	0.265893	1.9174	0.030345
3	-0.100034	-0.7214	0.763039
4	-0.09789	-0.7059	0.758298
5	0.163993	1.1826	0.12118
6	0.046974	0.3387	0.368087
7	-0.049723	-0.3586	0.63931
8	0.123064	0.8874	0.189468
9	0.14013	1.0105	0.158469
10	-0.064305	-0.4637	0.677605
11	-0.162387	-1.171	0.87653
12	-0.210687	-1.5193	0.932626
13	-0.127963	-0.9228	0.819801
14	-0.010115	-0.0729	0.528933
15	-0.036381	-0.2623	0.602956
16	0.035996	0.2596	0.398111
17	0.161856	1.1672	0.124234
18	-0.041967	-0.3026	0.618308
19	0.111678	0.8053	0.212152
20	0.063077	0.4549	0.325552
21	0.052735	0.3803	0.352644
22	0.156057	1.1253	0.132806
23	-0.020115	-0.1451	0.557386
24	-0.094219	-0.6794	0.750059
25	-0.124636	-0.8988	0.813539
26	-0.052324	-0.3773	0.646262
27	-0.028599	-0.2062	0.581291
28	-0.11674	-0.8418	0.798129
29	0.011147	0.0804	0.468122
30	-0.091525	-0.66	0.743915
31	-0.012001	-0.0865	0.534315
32	0.080256	0.5787	0.282633
33	0.096715	0.6974	0.244322
34	-0.146808	-1.0586	0.852674
35	0.072368	0.5219	0.301995

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.466796 & -3.3661 & 0.99928 \tabularnewline
1 & -0.318144 & -2.2942 & 0.987075 \tabularnewline
2 & 0.265893 & 1.9174 & 0.030345 \tabularnewline
3 & -0.100034 & -0.7214 & 0.763039 \tabularnewline
4 & -0.09789 & -0.7059 & 0.758298 \tabularnewline
5 & 0.163993 & 1.1826 & 0.12118 \tabularnewline
6 & 0.046974 & 0.3387 & 0.368087 \tabularnewline
7 & -0.049723 & -0.3586 & 0.63931 \tabularnewline
8 & 0.123064 & 0.8874 & 0.189468 \tabularnewline
9 & 0.14013 & 1.0105 & 0.158469 \tabularnewline
10 & -0.064305 & -0.4637 & 0.677605 \tabularnewline
11 & -0.162387 & -1.171 & 0.87653 \tabularnewline
12 & -0.210687 & -1.5193 & 0.932626 \tabularnewline
13 & -0.127963 & -0.9228 & 0.819801 \tabularnewline
14 & -0.010115 & -0.0729 & 0.528933 \tabularnewline
15 & -0.036381 & -0.2623 & 0.602956 \tabularnewline
16 & 0.035996 & 0.2596 & 0.398111 \tabularnewline
17 & 0.161856 & 1.1672 & 0.124234 \tabularnewline
18 & -0.041967 & -0.3026 & 0.618308 \tabularnewline
19 & 0.111678 & 0.8053 & 0.212152 \tabularnewline
20 & 0.063077 & 0.4549 & 0.325552 \tabularnewline
21 & 0.052735 & 0.3803 & 0.352644 \tabularnewline
22 & 0.156057 & 1.1253 & 0.132806 \tabularnewline
23 & -0.020115 & -0.1451 & 0.557386 \tabularnewline
24 & -0.094219 & -0.6794 & 0.750059 \tabularnewline
25 & -0.124636 & -0.8988 & 0.813539 \tabularnewline
26 & -0.052324 & -0.3773 & 0.646262 \tabularnewline
27 & -0.028599 & -0.2062 & 0.581291 \tabularnewline
28 & -0.11674 & -0.8418 & 0.798129 \tabularnewline
29 & 0.011147 & 0.0804 & 0.468122 \tabularnewline
30 & -0.091525 & -0.66 & 0.743915 \tabularnewline
31 & -0.012001 & -0.0865 & 0.534315 \tabularnewline
32 & 0.080256 & 0.5787 & 0.282633 \tabularnewline
33 & 0.096715 & 0.6974 & 0.244322 \tabularnewline
34 & -0.146808 & -1.0586 & 0.852674 \tabularnewline
35 & 0.072368 & 0.5219 & 0.301995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2343&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]-0.466796[/C][C]-3.3661[/C][C]0.99928[/C][/ROW]
[ROW][C]1[/C][C]-0.318144[/C][C]-2.2942[/C][C]0.987075[/C][/ROW]
[ROW][C]2[/C][C]0.265893[/C][C]1.9174[/C][C]0.030345[/C][/ROW]
[ROW][C]3[/C][C]-0.100034[/C][C]-0.7214[/C][C]0.763039[/C][/ROW]
[ROW][C]4[/C][C]-0.09789[/C][C]-0.7059[/C][C]0.758298[/C][/ROW]
[ROW][C]5[/C][C]0.163993[/C][C]1.1826[/C][C]0.12118[/C][/ROW]
[ROW][C]6[/C][C]0.046974[/C][C]0.3387[/C][C]0.368087[/C][/ROW]
[ROW][C]7[/C][C]-0.049723[/C][C]-0.3586[/C][C]0.63931[/C][/ROW]
[ROW][C]8[/C][C]0.123064[/C][C]0.8874[/C][C]0.189468[/C][/ROW]
[ROW][C]9[/C][C]0.14013[/C][C]1.0105[/C][C]0.158469[/C][/ROW]
[ROW][C]10[/C][C]-0.064305[/C][C]-0.4637[/C][C]0.677605[/C][/ROW]
[ROW][C]11[/C][C]-0.162387[/C][C]-1.171[/C][C]0.87653[/C][/ROW]
[ROW][C]12[/C][C]-0.210687[/C][C]-1.5193[/C][C]0.932626[/C][/ROW]
[ROW][C]13[/C][C]-0.127963[/C][C]-0.9228[/C][C]0.819801[/C][/ROW]
[ROW][C]14[/C][C]-0.010115[/C][C]-0.0729[/C][C]0.528933[/C][/ROW]
[ROW][C]15[/C][C]-0.036381[/C][C]-0.2623[/C][C]0.602956[/C][/ROW]
[ROW][C]16[/C][C]0.035996[/C][C]0.2596[/C][C]0.398111[/C][/ROW]
[ROW][C]17[/C][C]0.161856[/C][C]1.1672[/C][C]0.124234[/C][/ROW]
[ROW][C]18[/C][C]-0.041967[/C][C]-0.3026[/C][C]0.618308[/C][/ROW]
[ROW][C]19[/C][C]0.111678[/C][C]0.8053[/C][C]0.212152[/C][/ROW]
[ROW][C]20[/C][C]0.063077[/C][C]0.4549[/C][C]0.325552[/C][/ROW]
[ROW][C]21[/C][C]0.052735[/C][C]0.3803[/C][C]0.352644[/C][/ROW]
[ROW][C]22[/C][C]0.156057[/C][C]1.1253[/C][C]0.132806[/C][/ROW]
[ROW][C]23[/C][C]-0.020115[/C][C]-0.1451[/C][C]0.557386[/C][/ROW]
[ROW][C]24[/C][C]-0.094219[/C][C]-0.6794[/C][C]0.750059[/C][/ROW]
[ROW][C]25[/C][C]-0.124636[/C][C]-0.8988[/C][C]0.813539[/C][/ROW]
[ROW][C]26[/C][C]-0.052324[/C][C]-0.3773[/C][C]0.646262[/C][/ROW]
[ROW][C]27[/C][C]-0.028599[/C][C]-0.2062[/C][C]0.581291[/C][/ROW]
[ROW][C]28[/C][C]-0.11674[/C][C]-0.8418[/C][C]0.798129[/C][/ROW]
[ROW][C]29[/C][C]0.011147[/C][C]0.0804[/C][C]0.468122[/C][/ROW]
[ROW][C]30[/C][C]-0.091525[/C][C]-0.66[/C][C]0.743915[/C][/ROW]
[ROW][C]31[/C][C]-0.012001[/C][C]-0.0865[/C][C]0.534315[/C][/ROW]
[ROW][C]32[/C][C]0.080256[/C][C]0.5787[/C][C]0.282633[/C][/ROW]
[ROW][C]33[/C][C]0.096715[/C][C]0.6974[/C][C]0.244322[/C][/ROW]
[ROW][C]34[/C][C]-0.146808[/C][C]-1.0586[/C][C]0.852674[/C][/ROW]
[ROW][C]35[/C][C]0.072368[/C][C]0.5219[/C][C]0.301995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2343&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2343&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	-0.466796	-3.3661	0.99928
1	-0.318144	-2.2942	0.987075
2	0.265893	1.9174	0.030345
3	-0.100034	-0.7214	0.763039
4	-0.09789	-0.7059	0.758298
5	0.163993	1.1826	0.12118
6	0.046974	0.3387	0.368087
7	-0.049723	-0.3586	0.63931
8	0.123064	0.8874	0.189468
9	0.14013	1.0105	0.158469
10	-0.064305	-0.4637	0.677605
11	-0.162387	-1.171	0.87653
12	-0.210687	-1.5193	0.932626
13	-0.127963	-0.9228	0.819801
14	-0.010115	-0.0729	0.528933
15	-0.036381	-0.2623	0.602956
16	0.035996	0.2596	0.398111
17	0.161856	1.1672	0.124234
18	-0.041967	-0.3026	0.618308
19	0.111678	0.8053	0.212152
20	0.063077	0.4549	0.325552
21	0.052735	0.3803	0.352644
22	0.156057	1.1253	0.132806
23	-0.020115	-0.1451	0.557386
24	-0.094219	-0.6794	0.750059
25	-0.124636	-0.8988	0.813539
26	-0.052324	-0.3773	0.646262
27	-0.028599	-0.2062	0.581291
28	-0.11674	-0.8418	0.798129
29	0.011147	0.0804	0.468122
30	-0.091525	-0.66	0.743915
31	-0.012001	-0.0865	0.534315
32	0.080256	0.5787	0.282633
33	0.096715	0.6974	0.244322
34	-0.146808	-1.0586	0.852674
35	0.072368	0.5219	0.301995

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; 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