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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 04 Dec 2007 09:01:58 -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/t119678358045jrpuzvmrxhprn.htm/, Retrieved Thu, 02 May 2024 00:14:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2407, Retrieved Thu, 02 May 2024 00:14:31 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

industri�le productie in verwerkende nijverheid

Estimated Impact

204

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

-       [(Partial) Autocorrelation Function] [(parti�le) autoco...] [2007-12-04 16:01:58] [0ad9b3c11abcaba622af0629507f53fa] [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=2407&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=2407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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	8.1854	0
1	0.53445	4.3747	2.2e-05
2	0.449946	3.683	0.000231
3	0.509269	4.1685	4.5e-05
4	0.245379	2.0085	0.024311
5	0.336898	2.7576	0.003748
6	0.421373	3.4491	0.000489
7	0.241058	1.9731	0.026303
8	0.202191	1.655	0.051301
9	0.374106	3.0622	0.001581
10	0.232176	1.9004	0.03084
11	0.333203	2.7274	0.004071
12	0.551851	4.5171	1.3e-05
13	0.222827	1.8239	0.036312
14	0.241212	1.9744	0.02623
15	0.208753	1.7087	0.046066
16	-0.009242	-0.0757	0.53004
17	0.113169	0.9263	0.1788
18	0.152679	1.2497	0.107873
19	-0.006692	-0.0548	0.521761
20	0.011013	0.0901	0.46422
21	0.071354	0.5841	0.280571
22	0.001542	0.0126	0.494983
23	0.120577	0.987	0.163604
24	0.18698	1.5305	0.065301
25	0.001816	0.0149	0.494093
26	0.03043	0.2491	0.402031
27	-0.020543	-0.1682	0.566515
28	-0.185882	-1.5215	0.933582
29	-0.0784	-0.6417	0.738382
30	-0.067488	-0.5524	0.708748
31	-0.140119	-1.1469	0.872254
32	-0.11432	-0.9357	0.823618
33	-0.14531	-1.1894	0.880763
34	-0.170235	-1.3934	0.915953
35	-0.07441	-0.6091	0.727733

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.53445 & 4.3747 & 2.2e-05 \tabularnewline
2 & 0.449946 & 3.683 & 0.000231 \tabularnewline
3 & 0.509269 & 4.1685 & 4.5e-05 \tabularnewline
4 & 0.245379 & 2.0085 & 0.024311 \tabularnewline
5 & 0.336898 & 2.7576 & 0.003748 \tabularnewline
6 & 0.421373 & 3.4491 & 0.000489 \tabularnewline
7 & 0.241058 & 1.9731 & 0.026303 \tabularnewline
8 & 0.202191 & 1.655 & 0.051301 \tabularnewline
9 & 0.374106 & 3.0622 & 0.001581 \tabularnewline
10 & 0.232176 & 1.9004 & 0.03084 \tabularnewline
11 & 0.333203 & 2.7274 & 0.004071 \tabularnewline
12 & 0.551851 & 4.5171 & 1.3e-05 \tabularnewline
13 & 0.222827 & 1.8239 & 0.036312 \tabularnewline
14 & 0.241212 & 1.9744 & 0.02623 \tabularnewline
15 & 0.208753 & 1.7087 & 0.046066 \tabularnewline
16 & -0.009242 & -0.0757 & 0.53004 \tabularnewline
17 & 0.113169 & 0.9263 & 0.1788 \tabularnewline
18 & 0.152679 & 1.2497 & 0.107873 \tabularnewline
19 & -0.006692 & -0.0548 & 0.521761 \tabularnewline
20 & 0.011013 & 0.0901 & 0.46422 \tabularnewline
21 & 0.071354 & 0.5841 & 0.280571 \tabularnewline
22 & 0.001542 & 0.0126 & 0.494983 \tabularnewline
23 & 0.120577 & 0.987 & 0.163604 \tabularnewline
24 & 0.18698 & 1.5305 & 0.065301 \tabularnewline
25 & 0.001816 & 0.0149 & 0.494093 \tabularnewline
26 & 0.03043 & 0.2491 & 0.402031 \tabularnewline
27 & -0.020543 & -0.1682 & 0.566515 \tabularnewline
28 & -0.185882 & -1.5215 & 0.933582 \tabularnewline
29 & -0.0784 & -0.6417 & 0.738382 \tabularnewline
30 & -0.067488 & -0.5524 & 0.708748 \tabularnewline
31 & -0.140119 & -1.1469 & 0.872254 \tabularnewline
32 & -0.11432 & -0.9357 & 0.823618 \tabularnewline
33 & -0.14531 & -1.1894 & 0.880763 \tabularnewline
34 & -0.170235 & -1.3934 & 0.915953 \tabularnewline
35 & -0.07441 & -0.6091 & 0.727733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2407&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]0.53445[/C][C]4.3747[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.449946[/C][C]3.683[/C][C]0.000231[/C][/ROW]
[ROW][C]3[/C][C]0.509269[/C][C]4.1685[/C][C]4.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.245379[/C][C]2.0085[/C][C]0.024311[/C][/ROW]
[ROW][C]5[/C][C]0.336898[/C][C]2.7576[/C][C]0.003748[/C][/ROW]
[ROW][C]6[/C][C]0.421373[/C][C]3.4491[/C][C]0.000489[/C][/ROW]
[ROW][C]7[/C][C]0.241058[/C][C]1.9731[/C][C]0.026303[/C][/ROW]
[ROW][C]8[/C][C]0.202191[/C][C]1.655[/C][C]0.051301[/C][/ROW]
[ROW][C]9[/C][C]0.374106[/C][C]3.0622[/C][C]0.001581[/C][/ROW]
[ROW][C]10[/C][C]0.232176[/C][C]1.9004[/C][C]0.03084[/C][/ROW]
[ROW][C]11[/C][C]0.333203[/C][C]2.7274[/C][C]0.004071[/C][/ROW]
[ROW][C]12[/C][C]0.551851[/C][C]4.5171[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.222827[/C][C]1.8239[/C][C]0.036312[/C][/ROW]
[ROW][C]14[/C][C]0.241212[/C][C]1.9744[/C][C]0.02623[/C][/ROW]
[ROW][C]15[/C][C]0.208753[/C][C]1.7087[/C][C]0.046066[/C][/ROW]
[ROW][C]16[/C][C]-0.009242[/C][C]-0.0757[/C][C]0.53004[/C][/ROW]
[ROW][C]17[/C][C]0.113169[/C][C]0.9263[/C][C]0.1788[/C][/ROW]
[ROW][C]18[/C][C]0.152679[/C][C]1.2497[/C][C]0.107873[/C][/ROW]
[ROW][C]19[/C][C]-0.006692[/C][C]-0.0548[/C][C]0.521761[/C][/ROW]
[ROW][C]20[/C][C]0.011013[/C][C]0.0901[/C][C]0.46422[/C][/ROW]
[ROW][C]21[/C][C]0.071354[/C][C]0.5841[/C][C]0.280571[/C][/ROW]
[ROW][C]22[/C][C]0.001542[/C][C]0.0126[/C][C]0.494983[/C][/ROW]
[ROW][C]23[/C][C]0.120577[/C][C]0.987[/C][C]0.163604[/C][/ROW]
[ROW][C]24[/C][C]0.18698[/C][C]1.5305[/C][C]0.065301[/C][/ROW]
[ROW][C]25[/C][C]0.001816[/C][C]0.0149[/C][C]0.494093[/C][/ROW]
[ROW][C]26[/C][C]0.03043[/C][C]0.2491[/C][C]0.402031[/C][/ROW]
[ROW][C]27[/C][C]-0.020543[/C][C]-0.1682[/C][C]0.566515[/C][/ROW]
[ROW][C]28[/C][C]-0.185882[/C][C]-1.5215[/C][C]0.933582[/C][/ROW]
[ROW][C]29[/C][C]-0.0784[/C][C]-0.6417[/C][C]0.738382[/C][/ROW]
[ROW][C]30[/C][C]-0.067488[/C][C]-0.5524[/C][C]0.708748[/C][/ROW]
[ROW][C]31[/C][C]-0.140119[/C][C]-1.1469[/C][C]0.872254[/C][/ROW]
[ROW][C]32[/C][C]-0.11432[/C][C]-0.9357[/C][C]0.823618[/C][/ROW]
[ROW][C]33[/C][C]-0.14531[/C][C]-1.1894[/C][C]0.880763[/C][/ROW]
[ROW][C]34[/C][C]-0.170235[/C][C]-1.3934[/C][C]0.915953[/C][/ROW]
[ROW][C]35[/C][C]-0.07441[/C][C]-0.6091[/C][C]0.727733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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	0.53445	4.3747	2.2e-05
2	0.449946	3.683	0.000231
3	0.509269	4.1685	4.5e-05
4	0.245379	2.0085	0.024311
5	0.336898	2.7576	0.003748
6	0.421373	3.4491	0.000489
7	0.241058	1.9731	0.026303
8	0.202191	1.655	0.051301
9	0.374106	3.0622	0.001581
10	0.232176	1.9004	0.03084
11	0.333203	2.7274	0.004071
12	0.551851	4.5171	1.3e-05
13	0.222827	1.8239	0.036312
14	0.241212	1.9744	0.02623
15	0.208753	1.7087	0.046066
16	-0.009242	-0.0757	0.53004
17	0.113169	0.9263	0.1788
18	0.152679	1.2497	0.107873
19	-0.006692	-0.0548	0.521761
20	0.011013	0.0901	0.46422
21	0.071354	0.5841	0.280571
22	0.001542	0.0126	0.494983
23	0.120577	0.987	0.163604
24	0.18698	1.5305	0.065301
25	0.001816	0.0149	0.494093
26	0.03043	0.2491	0.402031
27	-0.020543	-0.1682	0.566515
28	-0.185882	-1.5215	0.933582
29	-0.0784	-0.6417	0.738382
30	-0.067488	-0.5524	0.708748
31	-0.140119	-1.1469	0.872254
32	-0.11432	-0.9357	0.823618
33	-0.14531	-1.1894	0.880763
34	-0.170235	-1.3934	0.915953
35	-0.07441	-0.6091	0.727733

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.53445	4.3747	2.2e-05
1	0.230008	1.8827	0.032042
2	0.297351	2.4339	0.008804
3	-0.221674	-1.8145	0.96296
4	0.204649	1.6751	0.049286
5	0.189249	1.5491	0.063038
6	-0.06416	-0.5252	0.699402
7	-0.173176	-1.4175	0.919516
8	0.33629	2.7527	0.0038
9	-0.006405	-0.0524	0.520827
10	0.157487	1.2891	0.1009
11	0.267292	2.1879	0.016085
12	-0.268082	-2.1943	0.984159
13	-0.108587	-0.8888	0.811361
14	-0.200536	-1.6415	0.947305
15	-0.053543	-0.4383	0.668698
16	-0.006874	-0.0563	0.522352
17	0.026721	0.2187	0.413767
18	-0.040685	-0.333	0.62992
19	-0.035634	-0.2917	0.614281
20	-0.063523	-0.52	0.697596
21	0.149773	1.2259	0.112256
22	-0.038842	-0.3179	0.624238
23	-0.048769	-0.3992	0.654489
24	0.018465	0.1511	0.440158
25	-0.031017	-0.2539	0.59982
26	-0.013546	-0.1109	0.543976
27	-0.134161	-1.0982	0.861965
28	0.00271	0.0222	0.491186
29	0.033083	0.2708	0.393689
30	0.061188	0.5008	0.309061
31	-0.103127	-0.8441	0.799201
32	-0.071897	-0.5885	0.720913
33	-0.032488	-0.2659	0.604444
34	0.014166	0.116	0.454019
35	0.038077	0.3117	0.378127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.53445 & 4.3747 & 2.2e-05 \tabularnewline
1 & 0.230008 & 1.8827 & 0.032042 \tabularnewline
2 & 0.297351 & 2.4339 & 0.008804 \tabularnewline
3 & -0.221674 & -1.8145 & 0.96296 \tabularnewline
4 & 0.204649 & 1.6751 & 0.049286 \tabularnewline
5 & 0.189249 & 1.5491 & 0.063038 \tabularnewline
6 & -0.06416 & -0.5252 & 0.699402 \tabularnewline
7 & -0.173176 & -1.4175 & 0.919516 \tabularnewline
8 & 0.33629 & 2.7527 & 0.0038 \tabularnewline
9 & -0.006405 & -0.0524 & 0.520827 \tabularnewline
10 & 0.157487 & 1.2891 & 0.1009 \tabularnewline
11 & 0.267292 & 2.1879 & 0.016085 \tabularnewline
12 & -0.268082 & -2.1943 & 0.984159 \tabularnewline
13 & -0.108587 & -0.8888 & 0.811361 \tabularnewline
14 & -0.200536 & -1.6415 & 0.947305 \tabularnewline
15 & -0.053543 & -0.4383 & 0.668698 \tabularnewline
16 & -0.006874 & -0.0563 & 0.522352 \tabularnewline
17 & 0.026721 & 0.2187 & 0.413767 \tabularnewline
18 & -0.040685 & -0.333 & 0.62992 \tabularnewline
19 & -0.035634 & -0.2917 & 0.614281 \tabularnewline
20 & -0.063523 & -0.52 & 0.697596 \tabularnewline
21 & 0.149773 & 1.2259 & 0.112256 \tabularnewline
22 & -0.038842 & -0.3179 & 0.624238 \tabularnewline
23 & -0.048769 & -0.3992 & 0.654489 \tabularnewline
24 & 0.018465 & 0.1511 & 0.440158 \tabularnewline
25 & -0.031017 & -0.2539 & 0.59982 \tabularnewline
26 & -0.013546 & -0.1109 & 0.543976 \tabularnewline
27 & -0.134161 & -1.0982 & 0.861965 \tabularnewline
28 & 0.00271 & 0.0222 & 0.491186 \tabularnewline
29 & 0.033083 & 0.2708 & 0.393689 \tabularnewline
30 & 0.061188 & 0.5008 & 0.309061 \tabularnewline
31 & -0.103127 & -0.8441 & 0.799201 \tabularnewline
32 & -0.071897 & -0.5885 & 0.720913 \tabularnewline
33 & -0.032488 & -0.2659 & 0.604444 \tabularnewline
34 & 0.014166 & 0.116 & 0.454019 \tabularnewline
35 & 0.038077 & 0.3117 & 0.378127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2407&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]0.53445[/C][C]4.3747[/C][C]2.2e-05[/C][/ROW]
[ROW][C]1[/C][C]0.230008[/C][C]1.8827[/C][C]0.032042[/C][/ROW]
[ROW][C]2[/C][C]0.297351[/C][C]2.4339[/C][C]0.008804[/C][/ROW]
[ROW][C]3[/C][C]-0.221674[/C][C]-1.8145[/C][C]0.96296[/C][/ROW]
[ROW][C]4[/C][C]0.204649[/C][C]1.6751[/C][C]0.049286[/C][/ROW]
[ROW][C]5[/C][C]0.189249[/C][C]1.5491[/C][C]0.063038[/C][/ROW]
[ROW][C]6[/C][C]-0.06416[/C][C]-0.5252[/C][C]0.699402[/C][/ROW]
[ROW][C]7[/C][C]-0.173176[/C][C]-1.4175[/C][C]0.919516[/C][/ROW]
[ROW][C]8[/C][C]0.33629[/C][C]2.7527[/C][C]0.0038[/C][/ROW]
[ROW][C]9[/C][C]-0.006405[/C][C]-0.0524[/C][C]0.520827[/C][/ROW]
[ROW][C]10[/C][C]0.157487[/C][C]1.2891[/C][C]0.1009[/C][/ROW]
[ROW][C]11[/C][C]0.267292[/C][C]2.1879[/C][C]0.016085[/C][/ROW]
[ROW][C]12[/C][C]-0.268082[/C][C]-2.1943[/C][C]0.984159[/C][/ROW]
[ROW][C]13[/C][C]-0.108587[/C][C]-0.8888[/C][C]0.811361[/C][/ROW]
[ROW][C]14[/C][C]-0.200536[/C][C]-1.6415[/C][C]0.947305[/C][/ROW]
[ROW][C]15[/C][C]-0.053543[/C][C]-0.4383[/C][C]0.668698[/C][/ROW]
[ROW][C]16[/C][C]-0.006874[/C][C]-0.0563[/C][C]0.522352[/C][/ROW]
[ROW][C]17[/C][C]0.026721[/C][C]0.2187[/C][C]0.413767[/C][/ROW]
[ROW][C]18[/C][C]-0.040685[/C][C]-0.333[/C][C]0.62992[/C][/ROW]
[ROW][C]19[/C][C]-0.035634[/C][C]-0.2917[/C][C]0.614281[/C][/ROW]
[ROW][C]20[/C][C]-0.063523[/C][C]-0.52[/C][C]0.697596[/C][/ROW]
[ROW][C]21[/C][C]0.149773[/C][C]1.2259[/C][C]0.112256[/C][/ROW]
[ROW][C]22[/C][C]-0.038842[/C][C]-0.3179[/C][C]0.624238[/C][/ROW]
[ROW][C]23[/C][C]-0.048769[/C][C]-0.3992[/C][C]0.654489[/C][/ROW]
[ROW][C]24[/C][C]0.018465[/C][C]0.1511[/C][C]0.440158[/C][/ROW]
[ROW][C]25[/C][C]-0.031017[/C][C]-0.2539[/C][C]0.59982[/C][/ROW]
[ROW][C]26[/C][C]-0.013546[/C][C]-0.1109[/C][C]0.543976[/C][/ROW]
[ROW][C]27[/C][C]-0.134161[/C][C]-1.0982[/C][C]0.861965[/C][/ROW]
[ROW][C]28[/C][C]0.00271[/C][C]0.0222[/C][C]0.491186[/C][/ROW]
[ROW][C]29[/C][C]0.033083[/C][C]0.2708[/C][C]0.393689[/C][/ROW]
[ROW][C]30[/C][C]0.061188[/C][C]0.5008[/C][C]0.309061[/C][/ROW]
[ROW][C]31[/C][C]-0.103127[/C][C]-0.8441[/C][C]0.799201[/C][/ROW]
[ROW][C]32[/C][C]-0.071897[/C][C]-0.5885[/C][C]0.720913[/C][/ROW]
[ROW][C]33[/C][C]-0.032488[/C][C]-0.2659[/C][C]0.604444[/C][/ROW]
[ROW][C]34[/C][C]0.014166[/C][C]0.116[/C][C]0.454019[/C][/ROW]
[ROW][C]35[/C][C]0.038077[/C][C]0.3117[/C][C]0.378127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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	0.53445	4.3747	2.2e-05
1	0.230008	1.8827	0.032042
2	0.297351	2.4339	0.008804
3	-0.221674	-1.8145	0.96296
4	0.204649	1.6751	0.049286
5	0.189249	1.5491	0.063038
6	-0.06416	-0.5252	0.699402
7	-0.173176	-1.4175	0.919516
8	0.33629	2.7527	0.0038
9	-0.006405	-0.0524	0.520827
10	0.157487	1.2891	0.1009
11	0.267292	2.1879	0.016085
12	-0.268082	-2.1943	0.984159
13	-0.108587	-0.8888	0.811361
14	-0.200536	-1.6415	0.947305
15	-0.053543	-0.4383	0.668698
16	-0.006874	-0.0563	0.522352
17	0.026721	0.2187	0.413767
18	-0.040685	-0.333	0.62992
19	-0.035634	-0.2917	0.614281
20	-0.063523	-0.52	0.697596
21	0.149773	1.2259	0.112256
22	-0.038842	-0.3179	0.624238
23	-0.048769	-0.3992	0.654489
24	0.018465	0.1511	0.440158
25	-0.031017	-0.2539	0.59982
26	-0.013546	-0.1109	0.543976
27	-0.134161	-1.0982	0.861965
28	0.00271	0.0222	0.491186
29	0.033083	0.2708	0.393689
30	0.061188	0.5008	0.309061
31	-0.103127	-0.8441	0.799201
32	-0.071897	-0.5885	0.720913
33	-0.032488	-0.2659	0.604444
34	0.014166	0.116	0.454019
35	0.038077	0.3117	0.378127

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