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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 06 Dec 2007 06:03:14 -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/06/t1196945469usw2unf7v4fhqgs.htm/, Retrieved Fri, 03 May 2024 10:28:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2585, Retrieved Fri, 03 May 2024 10:28:40 +0000

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Estimated Impact

233

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-       [(Partial) Autocorrelation Function] [ACF/PACF Timeseri...] [2007-12-06 13:03:14] [921757a21ec3444367392306fe4aab7f] [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=2585&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=2585&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2585&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	6.9282	0
1	0.278479	1.9294	0.029805
2	0.346261	2.399	0.010187
3	0.274912	1.9046	0.031414
4	0.234592	1.6253	0.055324
5	0.156935	1.0873	0.141171
6	0.125934	0.8725	0.19364
7	-0.073817	-0.5114	0.694298
8	-0.056863	-0.394	0.652322
9	-0.046666	-0.3233	0.626067
10	-0.212374	-1.4714	0.926141
11	-0.117192	-0.8119	0.78958
12	-0.33199	-2.3001	0.987083
13	-0.261646	-1.8127	0.961936
14	-0.156744	-1.086	0.858538
15	-0.119643	-0.8289	0.794371
16	-0.333579	-2.3111	0.987417
17	-0.038483	-0.2666	0.604547
18	-0.097785	-0.6775	0.749322
19	-0.049198	-0.3409	0.63265
20	0.063353	0.4389	0.331345
21	-0.003075	-0.0213	0.508455
22	0.004194	0.0291	0.488471
23	0.072037	0.4991	0.309998
24	-0.124838	-0.8649	0.804302
25	-0.006095	-0.0422	0.516754
26	0.029623	0.2052	0.41913
27	-0.041527	-0.2877	0.612595
28	-0.013017	-0.0902	0.535741
29	-0.046384	-0.3214	0.625332
30	-0.064881	-0.4495	0.672455
31	-0.001441	-0.01	0.503963
32	-0.003292	-0.0228	0.50905
33	-0.014142	-0.098	0.538821
34	-0.007801	-0.054	0.521438
35	-0.023369	-0.1619	0.563969

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.278479 & 1.9294 & 0.029805 \tabularnewline
2 & 0.346261 & 2.399 & 0.010187 \tabularnewline
3 & 0.274912 & 1.9046 & 0.031414 \tabularnewline
4 & 0.234592 & 1.6253 & 0.055324 \tabularnewline
5 & 0.156935 & 1.0873 & 0.141171 \tabularnewline
6 & 0.125934 & 0.8725 & 0.19364 \tabularnewline
7 & -0.073817 & -0.5114 & 0.694298 \tabularnewline
8 & -0.056863 & -0.394 & 0.652322 \tabularnewline
9 & -0.046666 & -0.3233 & 0.626067 \tabularnewline
10 & -0.212374 & -1.4714 & 0.926141 \tabularnewline
11 & -0.117192 & -0.8119 & 0.78958 \tabularnewline
12 & -0.33199 & -2.3001 & 0.987083 \tabularnewline
13 & -0.261646 & -1.8127 & 0.961936 \tabularnewline
14 & -0.156744 & -1.086 & 0.858538 \tabularnewline
15 & -0.119643 & -0.8289 & 0.794371 \tabularnewline
16 & -0.333579 & -2.3111 & 0.987417 \tabularnewline
17 & -0.038483 & -0.2666 & 0.604547 \tabularnewline
18 & -0.097785 & -0.6775 & 0.749322 \tabularnewline
19 & -0.049198 & -0.3409 & 0.63265 \tabularnewline
20 & 0.063353 & 0.4389 & 0.331345 \tabularnewline
21 & -0.003075 & -0.0213 & 0.508455 \tabularnewline
22 & 0.004194 & 0.0291 & 0.488471 \tabularnewline
23 & 0.072037 & 0.4991 & 0.309998 \tabularnewline
24 & -0.124838 & -0.8649 & 0.804302 \tabularnewline
25 & -0.006095 & -0.0422 & 0.516754 \tabularnewline
26 & 0.029623 & 0.2052 & 0.41913 \tabularnewline
27 & -0.041527 & -0.2877 & 0.612595 \tabularnewline
28 & -0.013017 & -0.0902 & 0.535741 \tabularnewline
29 & -0.046384 & -0.3214 & 0.625332 \tabularnewline
30 & -0.064881 & -0.4495 & 0.672455 \tabularnewline
31 & -0.001441 & -0.01 & 0.503963 \tabularnewline
32 & -0.003292 & -0.0228 & 0.50905 \tabularnewline
33 & -0.014142 & -0.098 & 0.538821 \tabularnewline
34 & -0.007801 & -0.054 & 0.521438 \tabularnewline
35 & -0.023369 & -0.1619 & 0.563969 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2585&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.278479[/C][C]1.9294[/C][C]0.029805[/C][/ROW]
[ROW][C]2[/C][C]0.346261[/C][C]2.399[/C][C]0.010187[/C][/ROW]
[ROW][C]3[/C][C]0.274912[/C][C]1.9046[/C][C]0.031414[/C][/ROW]
[ROW][C]4[/C][C]0.234592[/C][C]1.6253[/C][C]0.055324[/C][/ROW]
[ROW][C]5[/C][C]0.156935[/C][C]1.0873[/C][C]0.141171[/C][/ROW]
[ROW][C]6[/C][C]0.125934[/C][C]0.8725[/C][C]0.19364[/C][/ROW]
[ROW][C]7[/C][C]-0.073817[/C][C]-0.5114[/C][C]0.694298[/C][/ROW]
[ROW][C]8[/C][C]-0.056863[/C][C]-0.394[/C][C]0.652322[/C][/ROW]
[ROW][C]9[/C][C]-0.046666[/C][C]-0.3233[/C][C]0.626067[/C][/ROW]
[ROW][C]10[/C][C]-0.212374[/C][C]-1.4714[/C][C]0.926141[/C][/ROW]
[ROW][C]11[/C][C]-0.117192[/C][C]-0.8119[/C][C]0.78958[/C][/ROW]
[ROW][C]12[/C][C]-0.33199[/C][C]-2.3001[/C][C]0.987083[/C][/ROW]
[ROW][C]13[/C][C]-0.261646[/C][C]-1.8127[/C][C]0.961936[/C][/ROW]
[ROW][C]14[/C][C]-0.156744[/C][C]-1.086[/C][C]0.858538[/C][/ROW]
[ROW][C]15[/C][C]-0.119643[/C][C]-0.8289[/C][C]0.794371[/C][/ROW]
[ROW][C]16[/C][C]-0.333579[/C][C]-2.3111[/C][C]0.987417[/C][/ROW]
[ROW][C]17[/C][C]-0.038483[/C][C]-0.2666[/C][C]0.604547[/C][/ROW]
[ROW][C]18[/C][C]-0.097785[/C][C]-0.6775[/C][C]0.749322[/C][/ROW]
[ROW][C]19[/C][C]-0.049198[/C][C]-0.3409[/C][C]0.63265[/C][/ROW]
[ROW][C]20[/C][C]0.063353[/C][C]0.4389[/C][C]0.331345[/C][/ROW]
[ROW][C]21[/C][C]-0.003075[/C][C]-0.0213[/C][C]0.508455[/C][/ROW]
[ROW][C]22[/C][C]0.004194[/C][C]0.0291[/C][C]0.488471[/C][/ROW]
[ROW][C]23[/C][C]0.072037[/C][C]0.4991[/C][C]0.309998[/C][/ROW]
[ROW][C]24[/C][C]-0.124838[/C][C]-0.8649[/C][C]0.804302[/C][/ROW]
[ROW][C]25[/C][C]-0.006095[/C][C]-0.0422[/C][C]0.516754[/C][/ROW]
[ROW][C]26[/C][C]0.029623[/C][C]0.2052[/C][C]0.41913[/C][/ROW]
[ROW][C]27[/C][C]-0.041527[/C][C]-0.2877[/C][C]0.612595[/C][/ROW]
[ROW][C]28[/C][C]-0.013017[/C][C]-0.0902[/C][C]0.535741[/C][/ROW]
[ROW][C]29[/C][C]-0.046384[/C][C]-0.3214[/C][C]0.625332[/C][/ROW]
[ROW][C]30[/C][C]-0.064881[/C][C]-0.4495[/C][C]0.672455[/C][/ROW]
[ROW][C]31[/C][C]-0.001441[/C][C]-0.01[/C][C]0.503963[/C][/ROW]
[ROW][C]32[/C][C]-0.003292[/C][C]-0.0228[/C][C]0.50905[/C][/ROW]
[ROW][C]33[/C][C]-0.014142[/C][C]-0.098[/C][C]0.538821[/C][/ROW]
[ROW][C]34[/C][C]-0.007801[/C][C]-0.054[/C][C]0.521438[/C][/ROW]
[ROW][C]35[/C][C]-0.023369[/C][C]-0.1619[/C][C]0.563969[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2585&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2585&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	6.9282	0
1	0.278479	1.9294	0.029805
2	0.346261	2.399	0.010187
3	0.274912	1.9046	0.031414
4	0.234592	1.6253	0.055324
5	0.156935	1.0873	0.141171
6	0.125934	0.8725	0.19364
7	-0.073817	-0.5114	0.694298
8	-0.056863	-0.394	0.652322
9	-0.046666	-0.3233	0.626067
10	-0.212374	-1.4714	0.926141
11	-0.117192	-0.8119	0.78958
12	-0.33199	-2.3001	0.987083
13	-0.261646	-1.8127	0.961936
14	-0.156744	-1.086	0.858538
15	-0.119643	-0.8289	0.794371
16	-0.333579	-2.3111	0.987417
17	-0.038483	-0.2666	0.604547
18	-0.097785	-0.6775	0.749322
19	-0.049198	-0.3409	0.63265
20	0.063353	0.4389	0.331345
21	-0.003075	-0.0213	0.508455
22	0.004194	0.0291	0.488471
23	0.072037	0.4991	0.309998
24	-0.124838	-0.8649	0.804302
25	-0.006095	-0.0422	0.516754
26	0.029623	0.2052	0.41913
27	-0.041527	-0.2877	0.612595
28	-0.013017	-0.0902	0.535741
29	-0.046384	-0.3214	0.625332
30	-0.064881	-0.4495	0.672455
31	-0.001441	-0.01	0.503963
32	-0.003292	-0.0228	0.50905
33	-0.014142	-0.098	0.538821
34	-0.007801	-0.054	0.521438
35	-0.023369	-0.1619	0.563969

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.278479	1.9294	0.029805
1	0.291301	2.0182	0.024589
2	0.148611	1.0296	0.154177
3	0.072852	0.5047	0.308027
4	-0.013761	-0.0953	0.537778
5	-0.018136	-0.1257	0.549734
6	-0.21575	-1.4948	0.929239
7	-0.107554	-0.7452	0.770094
8	0.01674	0.116	0.454078
9	-0.160072	-1.109	0.863525
10	0.016383	0.1135	0.455052
11	-0.224438	-1.555	0.936736
12	-0.090216	-0.625	0.732545
13	0.09638	0.6677	0.25375
14	0.105999	0.7344	0.233143
15	-0.221768	-1.5365	0.934503
16	0.123435	0.8552	0.19835
17	0.071727	0.4969	0.31075
18	-0.050111	-0.3472	0.635012
19	0.0666	0.4614	0.32329
20	3.8e-05	3e-04	0.499895
21	-0.101215	-0.7012	0.75673
22	-0.058879	-0.4079	0.657429
23	-0.312731	-2.1667	0.982372
24	-0.050745	-0.3516	0.636651
25	0.05416	0.3752	0.354569
26	0.087143	0.6037	0.274429
27	-0.106148	-0.7354	0.767168
28	-0.062255	-0.4313	0.665915
29	0.083864	0.581	0.28197
30	0.048819	0.3382	0.368333
31	-0.038729	-0.2683	0.605199
32	0.148475	1.0287	0.154396
33	-0.076336	-0.5289	0.700333
34	-0.106279	-0.7363	0.767442
35	-0.100038	-0.6931	0.754202

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.278479 & 1.9294 & 0.029805 \tabularnewline
1 & 0.291301 & 2.0182 & 0.024589 \tabularnewline
2 & 0.148611 & 1.0296 & 0.154177 \tabularnewline
3 & 0.072852 & 0.5047 & 0.308027 \tabularnewline
4 & -0.013761 & -0.0953 & 0.537778 \tabularnewline
5 & -0.018136 & -0.1257 & 0.549734 \tabularnewline
6 & -0.21575 & -1.4948 & 0.929239 \tabularnewline
7 & -0.107554 & -0.7452 & 0.770094 \tabularnewline
8 & 0.01674 & 0.116 & 0.454078 \tabularnewline
9 & -0.160072 & -1.109 & 0.863525 \tabularnewline
10 & 0.016383 & 0.1135 & 0.455052 \tabularnewline
11 & -0.224438 & -1.555 & 0.936736 \tabularnewline
12 & -0.090216 & -0.625 & 0.732545 \tabularnewline
13 & 0.09638 & 0.6677 & 0.25375 \tabularnewline
14 & 0.105999 & 0.7344 & 0.233143 \tabularnewline
15 & -0.221768 & -1.5365 & 0.934503 \tabularnewline
16 & 0.123435 & 0.8552 & 0.19835 \tabularnewline
17 & 0.071727 & 0.4969 & 0.31075 \tabularnewline
18 & -0.050111 & -0.3472 & 0.635012 \tabularnewline
19 & 0.0666 & 0.4614 & 0.32329 \tabularnewline
20 & 3.8e-05 & 3e-04 & 0.499895 \tabularnewline
21 & -0.101215 & -0.7012 & 0.75673 \tabularnewline
22 & -0.058879 & -0.4079 & 0.657429 \tabularnewline
23 & -0.312731 & -2.1667 & 0.982372 \tabularnewline
24 & -0.050745 & -0.3516 & 0.636651 \tabularnewline
25 & 0.05416 & 0.3752 & 0.354569 \tabularnewline
26 & 0.087143 & 0.6037 & 0.274429 \tabularnewline
27 & -0.106148 & -0.7354 & 0.767168 \tabularnewline
28 & -0.062255 & -0.4313 & 0.665915 \tabularnewline
29 & 0.083864 & 0.581 & 0.28197 \tabularnewline
30 & 0.048819 & 0.3382 & 0.368333 \tabularnewline
31 & -0.038729 & -0.2683 & 0.605199 \tabularnewline
32 & 0.148475 & 1.0287 & 0.154396 \tabularnewline
33 & -0.076336 & -0.5289 & 0.700333 \tabularnewline
34 & -0.106279 & -0.7363 & 0.767442 \tabularnewline
35 & -0.100038 & -0.6931 & 0.754202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2585&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]0.278479[/C][C]1.9294[/C][C]0.029805[/C][/ROW]
[ROW][C]1[/C][C]0.291301[/C][C]2.0182[/C][C]0.024589[/C][/ROW]
[ROW][C]2[/C][C]0.148611[/C][C]1.0296[/C][C]0.154177[/C][/ROW]
[ROW][C]3[/C][C]0.072852[/C][C]0.5047[/C][C]0.308027[/C][/ROW]
[ROW][C]4[/C][C]-0.013761[/C][C]-0.0953[/C][C]0.537778[/C][/ROW]
[ROW][C]5[/C][C]-0.018136[/C][C]-0.1257[/C][C]0.549734[/C][/ROW]
[ROW][C]6[/C][C]-0.21575[/C][C]-1.4948[/C][C]0.929239[/C][/ROW]
[ROW][C]7[/C][C]-0.107554[/C][C]-0.7452[/C][C]0.770094[/C][/ROW]
[ROW][C]8[/C][C]0.01674[/C][C]0.116[/C][C]0.454078[/C][/ROW]
[ROW][C]9[/C][C]-0.160072[/C][C]-1.109[/C][C]0.863525[/C][/ROW]
[ROW][C]10[/C][C]0.016383[/C][C]0.1135[/C][C]0.455052[/C][/ROW]
[ROW][C]11[/C][C]-0.224438[/C][C]-1.555[/C][C]0.936736[/C][/ROW]
[ROW][C]12[/C][C]-0.090216[/C][C]-0.625[/C][C]0.732545[/C][/ROW]
[ROW][C]13[/C][C]0.09638[/C][C]0.6677[/C][C]0.25375[/C][/ROW]
[ROW][C]14[/C][C]0.105999[/C][C]0.7344[/C][C]0.233143[/C][/ROW]
[ROW][C]15[/C][C]-0.221768[/C][C]-1.5365[/C][C]0.934503[/C][/ROW]
[ROW][C]16[/C][C]0.123435[/C][C]0.8552[/C][C]0.19835[/C][/ROW]
[ROW][C]17[/C][C]0.071727[/C][C]0.4969[/C][C]0.31075[/C][/ROW]
[ROW][C]18[/C][C]-0.050111[/C][C]-0.3472[/C][C]0.635012[/C][/ROW]
[ROW][C]19[/C][C]0.0666[/C][C]0.4614[/C][C]0.32329[/C][/ROW]
[ROW][C]20[/C][C]3.8e-05[/C][C]3e-04[/C][C]0.499895[/C][/ROW]
[ROW][C]21[/C][C]-0.101215[/C][C]-0.7012[/C][C]0.75673[/C][/ROW]
[ROW][C]22[/C][C]-0.058879[/C][C]-0.4079[/C][C]0.657429[/C][/ROW]
[ROW][C]23[/C][C]-0.312731[/C][C]-2.1667[/C][C]0.982372[/C][/ROW]
[ROW][C]24[/C][C]-0.050745[/C][C]-0.3516[/C][C]0.636651[/C][/ROW]
[ROW][C]25[/C][C]0.05416[/C][C]0.3752[/C][C]0.354569[/C][/ROW]
[ROW][C]26[/C][C]0.087143[/C][C]0.6037[/C][C]0.274429[/C][/ROW]
[ROW][C]27[/C][C]-0.106148[/C][C]-0.7354[/C][C]0.767168[/C][/ROW]
[ROW][C]28[/C][C]-0.062255[/C][C]-0.4313[/C][C]0.665915[/C][/ROW]
[ROW][C]29[/C][C]0.083864[/C][C]0.581[/C][C]0.28197[/C][/ROW]
[ROW][C]30[/C][C]0.048819[/C][C]0.3382[/C][C]0.368333[/C][/ROW]
[ROW][C]31[/C][C]-0.038729[/C][C]-0.2683[/C][C]0.605199[/C][/ROW]
[ROW][C]32[/C][C]0.148475[/C][C]1.0287[/C][C]0.154396[/C][/ROW]
[ROW][C]33[/C][C]-0.076336[/C][C]-0.5289[/C][C]0.700333[/C][/ROW]
[ROW][C]34[/C][C]-0.106279[/C][C]-0.7363[/C][C]0.767442[/C][/ROW]
[ROW][C]35[/C][C]-0.100038[/C][C]-0.6931[/C][C]0.754202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2585&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2585&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	0.278479	1.9294	0.029805
1	0.291301	2.0182	0.024589
2	0.148611	1.0296	0.154177
3	0.072852	0.5047	0.308027
4	-0.013761	-0.0953	0.537778
5	-0.018136	-0.1257	0.549734
6	-0.21575	-1.4948	0.929239
7	-0.107554	-0.7452	0.770094
8	0.01674	0.116	0.454078
9	-0.160072	-1.109	0.863525
10	0.016383	0.1135	0.455052
11	-0.224438	-1.555	0.936736
12	-0.090216	-0.625	0.732545
13	0.09638	0.6677	0.25375
14	0.105999	0.7344	0.233143
15	-0.221768	-1.5365	0.934503
16	0.123435	0.8552	0.19835
17	0.071727	0.4969	0.31075
18	-0.050111	-0.3472	0.635012
19	0.0666	0.4614	0.32329
20	3.8e-05	3e-04	0.499895
21	-0.101215	-0.7012	0.75673
22	-0.058879	-0.4079	0.657429
23	-0.312731	-2.1667	0.982372
24	-0.050745	-0.3516	0.636651
25	0.05416	0.3752	0.354569
26	0.087143	0.6037	0.274429
27	-0.106148	-0.7354	0.767168
28	-0.062255	-0.4313	0.665915
29	0.083864	0.581	0.28197
30	0.048819	0.3382	0.368333
31	-0.038729	-0.2683	0.605199
32	0.148475	1.0287	0.154396
33	-0.076336	-0.5289	0.700333
34	-0.106279	-0.7363	0.767442
35	-0.100038	-0.6931	0.754202

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -1.2 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -1.2 ; par3 = 0 ; 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