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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 04 Dec 2007 08:35:54 -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/04/t119678182524qsy7a1famhis0.htm/, Retrieved Thu, 02 May 2024 03:54:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2401, Retrieved Thu, 02 May 2024 03:54:44 +0000

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Estimated Impact

213

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-       [(Partial) Autocorrelation Function] [WS8Q1] [2007-12-04 15:35:54] [77c9c0d97755c69877fabe95ec1f485a] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2401&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2401&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2401&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4853	0
1	0.929125	7.8839	0
2	0.822312	6.9776	0
3	0.722814	6.1333	0
4	0.658488	5.5875	0
5	0.631027	5.3544	0
6	0.600277	5.0935	1e-06
7	0.57611	4.8885	3e-06
8	0.555175	4.7108	6e-06
9	0.564638	4.7911	4e-06
10	0.594892	5.0478	2e-06
11	0.62206	5.2784	1e-06
12	0.619898	5.26	1e-06
13	0.532418	4.5177	1.2e-05
14	0.424475	3.6018	0.000289
15	0.327217	2.7765	0.003499
16	0.258487	2.1933	0.015757
17	0.217457	1.8452	0.034561
18	0.175965	1.4931	0.069888
19	0.145985	1.2387	0.109736
20	0.115543	0.9804	0.165082
21	0.109172	0.9264	0.178679
22	0.120733	1.0245	0.154525
23	0.135362	1.1486	0.127265
24	0.124356	1.0552	0.147431
25	0.046743	0.3966	0.346408
26	-0.045989	-0.3902	0.651241
27	-0.127981	-1.086	0.85944
28	-0.180691	-1.5332	0.935197
29	-0.209172	-1.7749	0.959928
30	-0.236437	-2.0062	0.975706
31	-0.248448	-2.1081	0.98075
32	-0.260284	-2.2086	0.984806
33	-0.255014	-2.1639	0.983103
34	-0.235613	-1.9992	0.975322
35	-0.216268	-1.8351	0.964689

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.929125 & 7.8839 & 0 \tabularnewline
2 & 0.822312 & 6.9776 & 0 \tabularnewline
3 & 0.722814 & 6.1333 & 0 \tabularnewline
4 & 0.658488 & 5.5875 & 0 \tabularnewline
5 & 0.631027 & 5.3544 & 0 \tabularnewline
6 & 0.600277 & 5.0935 & 1e-06 \tabularnewline
7 & 0.57611 & 4.8885 & 3e-06 \tabularnewline
8 & 0.555175 & 4.7108 & 6e-06 \tabularnewline
9 & 0.564638 & 4.7911 & 4e-06 \tabularnewline
10 & 0.594892 & 5.0478 & 2e-06 \tabularnewline
11 & 0.62206 & 5.2784 & 1e-06 \tabularnewline
12 & 0.619898 & 5.26 & 1e-06 \tabularnewline
13 & 0.532418 & 4.5177 & 1.2e-05 \tabularnewline
14 & 0.424475 & 3.6018 & 0.000289 \tabularnewline
15 & 0.327217 & 2.7765 & 0.003499 \tabularnewline
16 & 0.258487 & 2.1933 & 0.015757 \tabularnewline
17 & 0.217457 & 1.8452 & 0.034561 \tabularnewline
18 & 0.175965 & 1.4931 & 0.069888 \tabularnewline
19 & 0.145985 & 1.2387 & 0.109736 \tabularnewline
20 & 0.115543 & 0.9804 & 0.165082 \tabularnewline
21 & 0.109172 & 0.9264 & 0.178679 \tabularnewline
22 & 0.120733 & 1.0245 & 0.154525 \tabularnewline
23 & 0.135362 & 1.1486 & 0.127265 \tabularnewline
24 & 0.124356 & 1.0552 & 0.147431 \tabularnewline
25 & 0.046743 & 0.3966 & 0.346408 \tabularnewline
26 & -0.045989 & -0.3902 & 0.651241 \tabularnewline
27 & -0.127981 & -1.086 & 0.85944 \tabularnewline
28 & -0.180691 & -1.5332 & 0.935197 \tabularnewline
29 & -0.209172 & -1.7749 & 0.959928 \tabularnewline
30 & -0.236437 & -2.0062 & 0.975706 \tabularnewline
31 & -0.248448 & -2.1081 & 0.98075 \tabularnewline
32 & -0.260284 & -2.2086 & 0.984806 \tabularnewline
33 & -0.255014 & -2.1639 & 0.983103 \tabularnewline
34 & -0.235613 & -1.9992 & 0.975322 \tabularnewline
35 & -0.216268 & -1.8351 & 0.964689 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2401&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.929125[/C][C]7.8839[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.822312[/C][C]6.9776[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.722814[/C][C]6.1333[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.658488[/C][C]5.5875[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.631027[/C][C]5.3544[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.600277[/C][C]5.0935[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.57611[/C][C]4.8885[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.555175[/C][C]4.7108[/C][C]6e-06[/C][/ROW]
[ROW][C]9[/C][C]0.564638[/C][C]4.7911[/C][C]4e-06[/C][/ROW]
[ROW][C]10[/C][C]0.594892[/C][C]5.0478[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.62206[/C][C]5.2784[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.619898[/C][C]5.26[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.532418[/C][C]4.5177[/C][C]1.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.424475[/C][C]3.6018[/C][C]0.000289[/C][/ROW]
[ROW][C]15[/C][C]0.327217[/C][C]2.7765[/C][C]0.003499[/C][/ROW]
[ROW][C]16[/C][C]0.258487[/C][C]2.1933[/C][C]0.015757[/C][/ROW]
[ROW][C]17[/C][C]0.217457[/C][C]1.8452[/C][C]0.034561[/C][/ROW]
[ROW][C]18[/C][C]0.175965[/C][C]1.4931[/C][C]0.069888[/C][/ROW]
[ROW][C]19[/C][C]0.145985[/C][C]1.2387[/C][C]0.109736[/C][/ROW]
[ROW][C]20[/C][C]0.115543[/C][C]0.9804[/C][C]0.165082[/C][/ROW]
[ROW][C]21[/C][C]0.109172[/C][C]0.9264[/C][C]0.178679[/C][/ROW]
[ROW][C]22[/C][C]0.120733[/C][C]1.0245[/C][C]0.154525[/C][/ROW]
[ROW][C]23[/C][C]0.135362[/C][C]1.1486[/C][C]0.127265[/C][/ROW]
[ROW][C]24[/C][C]0.124356[/C][C]1.0552[/C][C]0.147431[/C][/ROW]
[ROW][C]25[/C][C]0.046743[/C][C]0.3966[/C][C]0.346408[/C][/ROW]
[ROW][C]26[/C][C]-0.045989[/C][C]-0.3902[/C][C]0.651241[/C][/ROW]
[ROW][C]27[/C][C]-0.127981[/C][C]-1.086[/C][C]0.85944[/C][/ROW]
[ROW][C]28[/C][C]-0.180691[/C][C]-1.5332[/C][C]0.935197[/C][/ROW]
[ROW][C]29[/C][C]-0.209172[/C][C]-1.7749[/C][C]0.959928[/C][/ROW]
[ROW][C]30[/C][C]-0.236437[/C][C]-2.0062[/C][C]0.975706[/C][/ROW]
[ROW][C]31[/C][C]-0.248448[/C][C]-2.1081[/C][C]0.98075[/C][/ROW]
[ROW][C]32[/C][C]-0.260284[/C][C]-2.2086[/C][C]0.984806[/C][/ROW]
[ROW][C]33[/C][C]-0.255014[/C][C]-2.1639[/C][C]0.983103[/C][/ROW]
[ROW][C]34[/C][C]-0.235613[/C][C]-1.9992[/C][C]0.975322[/C][/ROW]
[ROW][C]35[/C][C]-0.216268[/C][C]-1.8351[/C][C]0.964689[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2401&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2401&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	8.4853	0
1	0.929125	7.8839	0
2	0.822312	6.9776	0
3	0.722814	6.1333	0
4	0.658488	5.5875	0
5	0.631027	5.3544	0
6	0.600277	5.0935	1e-06
7	0.57611	4.8885	3e-06
8	0.555175	4.7108	6e-06
9	0.564638	4.7911	4e-06
10	0.594892	5.0478	2e-06
11	0.62206	5.2784	1e-06
12	0.619898	5.26	1e-06
13	0.532418	4.5177	1.2e-05
14	0.424475	3.6018	0.000289
15	0.327217	2.7765	0.003499
16	0.258487	2.1933	0.015757
17	0.217457	1.8452	0.034561
18	0.175965	1.4931	0.069888
19	0.145985	1.2387	0.109736
20	0.115543	0.9804	0.165082
21	0.109172	0.9264	0.178679
22	0.120733	1.0245	0.154525
23	0.135362	1.1486	0.127265
24	0.124356	1.0552	0.147431
25	0.046743	0.3966	0.346408
26	-0.045989	-0.3902	0.651241
27	-0.127981	-1.086	0.85944
28	-0.180691	-1.5332	0.935197
29	-0.209172	-1.7749	0.959928
30	-0.236437	-2.0062	0.975706
31	-0.248448	-2.1081	0.98075
32	-0.260284	-2.2086	0.984806
33	-0.255014	-2.1639	0.983103
34	-0.235613	-1.9992	0.975322
35	-0.216268	-1.8351	0.964689

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.929125	7.8839	0
1	-0.299591	-2.5421	0.993415
2	0.066234	0.562	0.287926
3	0.17709	1.5027	0.06865
4	0.133853	1.1358	0.129907
5	-0.141375	-1.1996	0.882887
6	0.144333	1.2247	0.112339
7	0.047532	0.4033	0.343953
8	0.249087	2.1136	0.019009
9	0.060025	0.5093	0.306041
10	0.037596	0.319	0.375322
11	-0.126236	-1.0711	0.85616
12	-0.515954	-4.378	0.99998
13	0.058024	0.4924	0.311984
14	-0.042816	-0.3633	0.641278
15	-0.093334	-0.792	0.784509
16	-0.059197	-0.5023	0.691507
17	0.02322	0.197	0.422181
18	0.022132	0.1878	0.425783
19	-0.136799	-1.1608	0.875217
20	0.043939	0.3728	0.355184
21	0.058081	0.4928	0.311814
22	0.075228	0.6383	0.262643
23	-0.12879	-1.0928	0.860941
24	-0.115247	-0.9779	0.834301
25	0.031919	0.2708	0.393644
26	-0.037196	-0.3156	0.623399
27	-0.043833	-0.3719	0.644482
28	-0.012537	-0.1064	0.54221
29	0.026895	0.2282	0.410063
30	0.040172	0.3409	0.367098
31	-0.058482	-0.4962	0.689382
32	-0.022412	-0.1902	0.575144
33	0.045456	0.3857	0.350424
34	-0.021579	-0.1831	0.572386
35	0.0687	0.5829	0.280877

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.929125 & 7.8839 & 0 \tabularnewline
1 & -0.299591 & -2.5421 & 0.993415 \tabularnewline
2 & 0.066234 & 0.562 & 0.287926 \tabularnewline
3 & 0.17709 & 1.5027 & 0.06865 \tabularnewline
4 & 0.133853 & 1.1358 & 0.129907 \tabularnewline
5 & -0.141375 & -1.1996 & 0.882887 \tabularnewline
6 & 0.144333 & 1.2247 & 0.112339 \tabularnewline
7 & 0.047532 & 0.4033 & 0.343953 \tabularnewline
8 & 0.249087 & 2.1136 & 0.019009 \tabularnewline
9 & 0.060025 & 0.5093 & 0.306041 \tabularnewline
10 & 0.037596 & 0.319 & 0.375322 \tabularnewline
11 & -0.126236 & -1.0711 & 0.85616 \tabularnewline
12 & -0.515954 & -4.378 & 0.99998 \tabularnewline
13 & 0.058024 & 0.4924 & 0.311984 \tabularnewline
14 & -0.042816 & -0.3633 & 0.641278 \tabularnewline
15 & -0.093334 & -0.792 & 0.784509 \tabularnewline
16 & -0.059197 & -0.5023 & 0.691507 \tabularnewline
17 & 0.02322 & 0.197 & 0.422181 \tabularnewline
18 & 0.022132 & 0.1878 & 0.425783 \tabularnewline
19 & -0.136799 & -1.1608 & 0.875217 \tabularnewline
20 & 0.043939 & 0.3728 & 0.355184 \tabularnewline
21 & 0.058081 & 0.4928 & 0.311814 \tabularnewline
22 & 0.075228 & 0.6383 & 0.262643 \tabularnewline
23 & -0.12879 & -1.0928 & 0.860941 \tabularnewline
24 & -0.115247 & -0.9779 & 0.834301 \tabularnewline
25 & 0.031919 & 0.2708 & 0.393644 \tabularnewline
26 & -0.037196 & -0.3156 & 0.623399 \tabularnewline
27 & -0.043833 & -0.3719 & 0.644482 \tabularnewline
28 & -0.012537 & -0.1064 & 0.54221 \tabularnewline
29 & 0.026895 & 0.2282 & 0.410063 \tabularnewline
30 & 0.040172 & 0.3409 & 0.367098 \tabularnewline
31 & -0.058482 & -0.4962 & 0.689382 \tabularnewline
32 & -0.022412 & -0.1902 & 0.575144 \tabularnewline
33 & 0.045456 & 0.3857 & 0.350424 \tabularnewline
34 & -0.021579 & -0.1831 & 0.572386 \tabularnewline
35 & 0.0687 & 0.5829 & 0.280877 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2401&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]0.929125[/C][C]7.8839[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.299591[/C][C]-2.5421[/C][C]0.993415[/C][/ROW]
[ROW][C]2[/C][C]0.066234[/C][C]0.562[/C][C]0.287926[/C][/ROW]
[ROW][C]3[/C][C]0.17709[/C][C]1.5027[/C][C]0.06865[/C][/ROW]
[ROW][C]4[/C][C]0.133853[/C][C]1.1358[/C][C]0.129907[/C][/ROW]
[ROW][C]5[/C][C]-0.141375[/C][C]-1.1996[/C][C]0.882887[/C][/ROW]
[ROW][C]6[/C][C]0.144333[/C][C]1.2247[/C][C]0.112339[/C][/ROW]
[ROW][C]7[/C][C]0.047532[/C][C]0.4033[/C][C]0.343953[/C][/ROW]
[ROW][C]8[/C][C]0.249087[/C][C]2.1136[/C][C]0.019009[/C][/ROW]
[ROW][C]9[/C][C]0.060025[/C][C]0.5093[/C][C]0.306041[/C][/ROW]
[ROW][C]10[/C][C]0.037596[/C][C]0.319[/C][C]0.375322[/C][/ROW]
[ROW][C]11[/C][C]-0.126236[/C][C]-1.0711[/C][C]0.85616[/C][/ROW]
[ROW][C]12[/C][C]-0.515954[/C][C]-4.378[/C][C]0.99998[/C][/ROW]
[ROW][C]13[/C][C]0.058024[/C][C]0.4924[/C][C]0.311984[/C][/ROW]
[ROW][C]14[/C][C]-0.042816[/C][C]-0.3633[/C][C]0.641278[/C][/ROW]
[ROW][C]15[/C][C]-0.093334[/C][C]-0.792[/C][C]0.784509[/C][/ROW]
[ROW][C]16[/C][C]-0.059197[/C][C]-0.5023[/C][C]0.691507[/C][/ROW]
[ROW][C]17[/C][C]0.02322[/C][C]0.197[/C][C]0.422181[/C][/ROW]
[ROW][C]18[/C][C]0.022132[/C][C]0.1878[/C][C]0.425783[/C][/ROW]
[ROW][C]19[/C][C]-0.136799[/C][C]-1.1608[/C][C]0.875217[/C][/ROW]
[ROW][C]20[/C][C]0.043939[/C][C]0.3728[/C][C]0.355184[/C][/ROW]
[ROW][C]21[/C][C]0.058081[/C][C]0.4928[/C][C]0.311814[/C][/ROW]
[ROW][C]22[/C][C]0.075228[/C][C]0.6383[/C][C]0.262643[/C][/ROW]
[ROW][C]23[/C][C]-0.12879[/C][C]-1.0928[/C][C]0.860941[/C][/ROW]
[ROW][C]24[/C][C]-0.115247[/C][C]-0.9779[/C][C]0.834301[/C][/ROW]
[ROW][C]25[/C][C]0.031919[/C][C]0.2708[/C][C]0.393644[/C][/ROW]
[ROW][C]26[/C][C]-0.037196[/C][C]-0.3156[/C][C]0.623399[/C][/ROW]
[ROW][C]27[/C][C]-0.043833[/C][C]-0.3719[/C][C]0.644482[/C][/ROW]
[ROW][C]28[/C][C]-0.012537[/C][C]-0.1064[/C][C]0.54221[/C][/ROW]
[ROW][C]29[/C][C]0.026895[/C][C]0.2282[/C][C]0.410063[/C][/ROW]
[ROW][C]30[/C][C]0.040172[/C][C]0.3409[/C][C]0.367098[/C][/ROW]
[ROW][C]31[/C][C]-0.058482[/C][C]-0.4962[/C][C]0.689382[/C][/ROW]
[ROW][C]32[/C][C]-0.022412[/C][C]-0.1902[/C][C]0.575144[/C][/ROW]
[ROW][C]33[/C][C]0.045456[/C][C]0.3857[/C][C]0.350424[/C][/ROW]
[ROW][C]34[/C][C]-0.021579[/C][C]-0.1831[/C][C]0.572386[/C][/ROW]
[ROW][C]35[/C][C]0.0687[/C][C]0.5829[/C][C]0.280877[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2401&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2401&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	0.929125	7.8839	0
1	-0.299591	-2.5421	0.993415
2	0.066234	0.562	0.287926
3	0.17709	1.5027	0.06865
4	0.133853	1.1358	0.129907
5	-0.141375	-1.1996	0.882887
6	0.144333	1.2247	0.112339
7	0.047532	0.4033	0.343953
8	0.249087	2.1136	0.019009
9	0.060025	0.5093	0.306041
10	0.037596	0.319	0.375322
11	-0.126236	-1.0711	0.85616
12	-0.515954	-4.378	0.99998
13	0.058024	0.4924	0.311984
14	-0.042816	-0.3633	0.641278
15	-0.093334	-0.792	0.784509
16	-0.059197	-0.5023	0.691507
17	0.02322	0.197	0.422181
18	0.022132	0.1878	0.425783
19	-0.136799	-1.1608	0.875217
20	0.043939	0.3728	0.355184
21	0.058081	0.4928	0.311814
22	0.075228	0.6383	0.262643
23	-0.12879	-1.0928	0.860941
24	-0.115247	-0.9779	0.834301
25	0.031919	0.2708	0.393644
26	-0.037196	-0.3156	0.623399
27	-0.043833	-0.3719	0.644482
28	-0.012537	-0.1064	0.54221
29	0.026895	0.2282	0.410063
30	0.040172	0.3409	0.367098
31	-0.058482	-0.4962	0.689382
32	-0.022412	-0.1902	0.575144
33	0.045456	0.3857	0.350424
34	-0.021579	-0.1831	0.572386
35	0.0687	0.5829	0.280877

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