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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 06 Dec 2007 06:30:37 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/06/t1196947234bmkoon7nicmhvtf.htm/, Retrieved Fri, 03 May 2024 08:39:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2597, Retrieved Fri, 03 May 2024 08:39:52 +0000

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Estimated Impact

186

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-       [(Partial) Autocorrelation Function] [workshop: ARMA: Q...] [2007-12-06 13:30:37] [d2a1ed9fc2533fe7c06557af70015ea0] [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=2597&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=2597&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2597&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	5.831	1e-06
1	-0.077582	-0.4524	0.673064
2	-0.257233	-1.4999	0.928567
3	-0.095138	-0.5547	0.708649
4	-0.11757	-0.6855	0.751175
5	0.054454	0.3175	0.376395
6	0.095213	0.5552	0.291203
7	-0.17392	-1.0141	0.841155
8	-0.078126	-0.4556	0.674195
9	0.054116	0.3155	0.377138
10	0.270369	1.5765	0.062085
11	-0.103179	-0.6016	0.724294
12	0.009766	0.0569	0.477461
13	-0.130865	-0.7631	0.774657
14	-0.098443	-0.574	0.715133
15	0.089634	0.5226	0.302304
16	0.211252	1.2318	0.113238
17	-0.112629	-0.6567	0.742113
18	0.072043	0.4201	0.338536
19	0.007312	0.0426	0.48312
20	-0.091309	-0.5324	0.701051
21	0.044112	0.2572	0.399281
22	-0.033231	-0.1938	0.576246
23	-0.136438	-0.7956	0.784097
24	-0.030568	-0.1782	0.570205
25	0.056642	0.3303	0.371608
26	0.14301	0.8339	0.205083
27	-0.02077	-0.1211	0.54784
28	0.004283	0.025	0.49011
29	-0.041271	-0.2407	0.594365
30	-0.024197	-0.1411	0.555686
31	0.025234	0.1471	0.441945
32	-0.015817	-0.0922	0.536472
33	0.000846	0.0049	0.498047
34	NA	NA	NA
35	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 5.831 & 1e-06 \tabularnewline
1 & -0.077582 & -0.4524 & 0.673064 \tabularnewline
2 & -0.257233 & -1.4999 & 0.928567 \tabularnewline
3 & -0.095138 & -0.5547 & 0.708649 \tabularnewline
4 & -0.11757 & -0.6855 & 0.751175 \tabularnewline
5 & 0.054454 & 0.3175 & 0.376395 \tabularnewline
6 & 0.095213 & 0.5552 & 0.291203 \tabularnewline
7 & -0.17392 & -1.0141 & 0.841155 \tabularnewline
8 & -0.078126 & -0.4556 & 0.674195 \tabularnewline
9 & 0.054116 & 0.3155 & 0.377138 \tabularnewline
10 & 0.270369 & 1.5765 & 0.062085 \tabularnewline
11 & -0.103179 & -0.6016 & 0.724294 \tabularnewline
12 & 0.009766 & 0.0569 & 0.477461 \tabularnewline
13 & -0.130865 & -0.7631 & 0.774657 \tabularnewline
14 & -0.098443 & -0.574 & 0.715133 \tabularnewline
15 & 0.089634 & 0.5226 & 0.302304 \tabularnewline
16 & 0.211252 & 1.2318 & 0.113238 \tabularnewline
17 & -0.112629 & -0.6567 & 0.742113 \tabularnewline
18 & 0.072043 & 0.4201 & 0.338536 \tabularnewline
19 & 0.007312 & 0.0426 & 0.48312 \tabularnewline
20 & -0.091309 & -0.5324 & 0.701051 \tabularnewline
21 & 0.044112 & 0.2572 & 0.399281 \tabularnewline
22 & -0.033231 & -0.1938 & 0.576246 \tabularnewline
23 & -0.136438 & -0.7956 & 0.784097 \tabularnewline
24 & -0.030568 & -0.1782 & 0.570205 \tabularnewline
25 & 0.056642 & 0.3303 & 0.371608 \tabularnewline
26 & 0.14301 & 0.8339 & 0.205083 \tabularnewline
27 & -0.02077 & -0.1211 & 0.54784 \tabularnewline
28 & 0.004283 & 0.025 & 0.49011 \tabularnewline
29 & -0.041271 & -0.2407 & 0.594365 \tabularnewline
30 & -0.024197 & -0.1411 & 0.555686 \tabularnewline
31 & 0.025234 & 0.1471 & 0.441945 \tabularnewline
32 & -0.015817 & -0.0922 & 0.536472 \tabularnewline
33 & 0.000846 & 0.0049 & 0.498047 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2597&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]5.831[/C][C]1e-06[/C][/ROW]
[ROW][C]1[/C][C]-0.077582[/C][C]-0.4524[/C][C]0.673064[/C][/ROW]
[ROW][C]2[/C][C]-0.257233[/C][C]-1.4999[/C][C]0.928567[/C][/ROW]
[ROW][C]3[/C][C]-0.095138[/C][C]-0.5547[/C][C]0.708649[/C][/ROW]
[ROW][C]4[/C][C]-0.11757[/C][C]-0.6855[/C][C]0.751175[/C][/ROW]
[ROW][C]5[/C][C]0.054454[/C][C]0.3175[/C][C]0.376395[/C][/ROW]
[ROW][C]6[/C][C]0.095213[/C][C]0.5552[/C][C]0.291203[/C][/ROW]
[ROW][C]7[/C][C]-0.17392[/C][C]-1.0141[/C][C]0.841155[/C][/ROW]
[ROW][C]8[/C][C]-0.078126[/C][C]-0.4556[/C][C]0.674195[/C][/ROW]
[ROW][C]9[/C][C]0.054116[/C][C]0.3155[/C][C]0.377138[/C][/ROW]
[ROW][C]10[/C][C]0.270369[/C][C]1.5765[/C][C]0.062085[/C][/ROW]
[ROW][C]11[/C][C]-0.103179[/C][C]-0.6016[/C][C]0.724294[/C][/ROW]
[ROW][C]12[/C][C]0.009766[/C][C]0.0569[/C][C]0.477461[/C][/ROW]
[ROW][C]13[/C][C]-0.130865[/C][C]-0.7631[/C][C]0.774657[/C][/ROW]
[ROW][C]14[/C][C]-0.098443[/C][C]-0.574[/C][C]0.715133[/C][/ROW]
[ROW][C]15[/C][C]0.089634[/C][C]0.5226[/C][C]0.302304[/C][/ROW]
[ROW][C]16[/C][C]0.211252[/C][C]1.2318[/C][C]0.113238[/C][/ROW]
[ROW][C]17[/C][C]-0.112629[/C][C]-0.6567[/C][C]0.742113[/C][/ROW]
[ROW][C]18[/C][C]0.072043[/C][C]0.4201[/C][C]0.338536[/C][/ROW]
[ROW][C]19[/C][C]0.007312[/C][C]0.0426[/C][C]0.48312[/C][/ROW]
[ROW][C]20[/C][C]-0.091309[/C][C]-0.5324[/C][C]0.701051[/C][/ROW]
[ROW][C]21[/C][C]0.044112[/C][C]0.2572[/C][C]0.399281[/C][/ROW]
[ROW][C]22[/C][C]-0.033231[/C][C]-0.1938[/C][C]0.576246[/C][/ROW]
[ROW][C]23[/C][C]-0.136438[/C][C]-0.7956[/C][C]0.784097[/C][/ROW]
[ROW][C]24[/C][C]-0.030568[/C][C]-0.1782[/C][C]0.570205[/C][/ROW]
[ROW][C]25[/C][C]0.056642[/C][C]0.3303[/C][C]0.371608[/C][/ROW]
[ROW][C]26[/C][C]0.14301[/C][C]0.8339[/C][C]0.205083[/C][/ROW]
[ROW][C]27[/C][C]-0.02077[/C][C]-0.1211[/C][C]0.54784[/C][/ROW]
[ROW][C]28[/C][C]0.004283[/C][C]0.025[/C][C]0.49011[/C][/ROW]
[ROW][C]29[/C][C]-0.041271[/C][C]-0.2407[/C][C]0.594365[/C][/ROW]
[ROW][C]30[/C][C]-0.024197[/C][C]-0.1411[/C][C]0.555686[/C][/ROW]
[ROW][C]31[/C][C]0.025234[/C][C]0.1471[/C][C]0.441945[/C][/ROW]
[ROW][C]32[/C][C]-0.015817[/C][C]-0.0922[/C][C]0.536472[/C][/ROW]
[ROW][C]33[/C][C]0.000846[/C][C]0.0049[/C][C]0.498047[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2597&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2597&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	5.831	1e-06
1	-0.077582	-0.4524	0.673064
2	-0.257233	-1.4999	0.928567
3	-0.095138	-0.5547	0.708649
4	-0.11757	-0.6855	0.751175
5	0.054454	0.3175	0.376395
6	0.095213	0.5552	0.291203
7	-0.17392	-1.0141	0.841155
8	-0.078126	-0.4556	0.674195
9	0.054116	0.3155	0.377138
10	0.270369	1.5765	0.062085
11	-0.103179	-0.6016	0.724294
12	0.009766	0.0569	0.477461
13	-0.130865	-0.7631	0.774657
14	-0.098443	-0.574	0.715133
15	0.089634	0.5226	0.302304
16	0.211252	1.2318	0.113238
17	-0.112629	-0.6567	0.742113
18	0.072043	0.4201	0.338536
19	0.007312	0.0426	0.48312
20	-0.091309	-0.5324	0.701051
21	0.044112	0.2572	0.399281
22	-0.033231	-0.1938	0.576246
23	-0.136438	-0.7956	0.784097
24	-0.030568	-0.1782	0.570205
25	0.056642	0.3303	0.371608
26	0.14301	0.8339	0.205083
27	-0.02077	-0.1211	0.54784
28	0.004283	0.025	0.49011
29	-0.041271	-0.2407	0.594365
30	-0.024197	-0.1411	0.555686
31	0.025234	0.1471	0.441945
32	-0.015817	-0.0922	0.536472
33	0.000846	0.0049	0.498047
34	NA	NA	NA
35	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.077582	-0.4524	0.673064
1	-0.264846	-1.5443	0.934114
2	-0.152475	-0.8891	0.809895
3	-0.23766	-1.3858	0.912582
4	-0.076504	-0.4461	0.670821
5	-0.032276	-0.1882	0.57408
6	-0.247937	-1.4457	0.921293
7	-0.195008	-1.1371	0.868273
8	-0.15198	-0.8862	0.80913
9	0.15688	0.9148	0.183379
10	-0.18571	-1.0829	0.856756
11	0.067902	0.3959	0.347314
12	-0.170278	-0.9929	0.83611
13	-0.119043	-0.6941	0.753842
14	-0.131196	-0.765	0.775224
15	0.126711	0.7388	0.232535
16	-0.072264	-0.4214	0.661931
17	0.161587	0.9422	0.176367
18	0.07886	0.4598	0.324283
19	-0.030921	-0.1803	0.571007
20	0.120601	0.7032	0.243353
21	-0.069458	-0.405	0.655994
22	0.065298	0.3807	0.352879
23	-0.159226	-0.9284	0.820138
24	0.05919	0.3451	0.366059
25	-0.045906	-0.2677	0.604717
26	0.017776	0.1037	0.459027
27	-0.114714	-0.6689	0.74596
28	0.033029	0.1926	0.424212
29	-0.029929	-0.1745	0.568751
30	-0.098728	-0.5757	0.715689
31	-0.00253	-0.0148	0.505842
32	-0.023292	-0.1358	0.553615
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.077582 & -0.4524 & 0.673064 \tabularnewline
1 & -0.264846 & -1.5443 & 0.934114 \tabularnewline
2 & -0.152475 & -0.8891 & 0.809895 \tabularnewline
3 & -0.23766 & -1.3858 & 0.912582 \tabularnewline
4 & -0.076504 & -0.4461 & 0.670821 \tabularnewline
5 & -0.032276 & -0.1882 & 0.57408 \tabularnewline
6 & -0.247937 & -1.4457 & 0.921293 \tabularnewline
7 & -0.195008 & -1.1371 & 0.868273 \tabularnewline
8 & -0.15198 & -0.8862 & 0.80913 \tabularnewline
9 & 0.15688 & 0.9148 & 0.183379 \tabularnewline
10 & -0.18571 & -1.0829 & 0.856756 \tabularnewline
11 & 0.067902 & 0.3959 & 0.347314 \tabularnewline
12 & -0.170278 & -0.9929 & 0.83611 \tabularnewline
13 & -0.119043 & -0.6941 & 0.753842 \tabularnewline
14 & -0.131196 & -0.765 & 0.775224 \tabularnewline
15 & 0.126711 & 0.7388 & 0.232535 \tabularnewline
16 & -0.072264 & -0.4214 & 0.661931 \tabularnewline
17 & 0.161587 & 0.9422 & 0.176367 \tabularnewline
18 & 0.07886 & 0.4598 & 0.324283 \tabularnewline
19 & -0.030921 & -0.1803 & 0.571007 \tabularnewline
20 & 0.120601 & 0.7032 & 0.243353 \tabularnewline
21 & -0.069458 & -0.405 & 0.655994 \tabularnewline
22 & 0.065298 & 0.3807 & 0.352879 \tabularnewline
23 & -0.159226 & -0.9284 & 0.820138 \tabularnewline
24 & 0.05919 & 0.3451 & 0.366059 \tabularnewline
25 & -0.045906 & -0.2677 & 0.604717 \tabularnewline
26 & 0.017776 & 0.1037 & 0.459027 \tabularnewline
27 & -0.114714 & -0.6689 & 0.74596 \tabularnewline
28 & 0.033029 & 0.1926 & 0.424212 \tabularnewline
29 & -0.029929 & -0.1745 & 0.568751 \tabularnewline
30 & -0.098728 & -0.5757 & 0.715689 \tabularnewline
31 & -0.00253 & -0.0148 & 0.505842 \tabularnewline
32 & -0.023292 & -0.1358 & 0.553615 \tabularnewline
33 & NA & NA & NA \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2597&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]-0.077582[/C][C]-0.4524[/C][C]0.673064[/C][/ROW]
[ROW][C]1[/C][C]-0.264846[/C][C]-1.5443[/C][C]0.934114[/C][/ROW]
[ROW][C]2[/C][C]-0.152475[/C][C]-0.8891[/C][C]0.809895[/C][/ROW]
[ROW][C]3[/C][C]-0.23766[/C][C]-1.3858[/C][C]0.912582[/C][/ROW]
[ROW][C]4[/C][C]-0.076504[/C][C]-0.4461[/C][C]0.670821[/C][/ROW]
[ROW][C]5[/C][C]-0.032276[/C][C]-0.1882[/C][C]0.57408[/C][/ROW]
[ROW][C]6[/C][C]-0.247937[/C][C]-1.4457[/C][C]0.921293[/C][/ROW]
[ROW][C]7[/C][C]-0.195008[/C][C]-1.1371[/C][C]0.868273[/C][/ROW]
[ROW][C]8[/C][C]-0.15198[/C][C]-0.8862[/C][C]0.80913[/C][/ROW]
[ROW][C]9[/C][C]0.15688[/C][C]0.9148[/C][C]0.183379[/C][/ROW]
[ROW][C]10[/C][C]-0.18571[/C][C]-1.0829[/C][C]0.856756[/C][/ROW]
[ROW][C]11[/C][C]0.067902[/C][C]0.3959[/C][C]0.347314[/C][/ROW]
[ROW][C]12[/C][C]-0.170278[/C][C]-0.9929[/C][C]0.83611[/C][/ROW]
[ROW][C]13[/C][C]-0.119043[/C][C]-0.6941[/C][C]0.753842[/C][/ROW]
[ROW][C]14[/C][C]-0.131196[/C][C]-0.765[/C][C]0.775224[/C][/ROW]
[ROW][C]15[/C][C]0.126711[/C][C]0.7388[/C][C]0.232535[/C][/ROW]
[ROW][C]16[/C][C]-0.072264[/C][C]-0.4214[/C][C]0.661931[/C][/ROW]
[ROW][C]17[/C][C]0.161587[/C][C]0.9422[/C][C]0.176367[/C][/ROW]
[ROW][C]18[/C][C]0.07886[/C][C]0.4598[/C][C]0.324283[/C][/ROW]
[ROW][C]19[/C][C]-0.030921[/C][C]-0.1803[/C][C]0.571007[/C][/ROW]
[ROW][C]20[/C][C]0.120601[/C][C]0.7032[/C][C]0.243353[/C][/ROW]
[ROW][C]21[/C][C]-0.069458[/C][C]-0.405[/C][C]0.655994[/C][/ROW]
[ROW][C]22[/C][C]0.065298[/C][C]0.3807[/C][C]0.352879[/C][/ROW]
[ROW][C]23[/C][C]-0.159226[/C][C]-0.9284[/C][C]0.820138[/C][/ROW]
[ROW][C]24[/C][C]0.05919[/C][C]0.3451[/C][C]0.366059[/C][/ROW]
[ROW][C]25[/C][C]-0.045906[/C][C]-0.2677[/C][C]0.604717[/C][/ROW]
[ROW][C]26[/C][C]0.017776[/C][C]0.1037[/C][C]0.459027[/C][/ROW]
[ROW][C]27[/C][C]-0.114714[/C][C]-0.6689[/C][C]0.74596[/C][/ROW]
[ROW][C]28[/C][C]0.033029[/C][C]0.1926[/C][C]0.424212[/C][/ROW]
[ROW][C]29[/C][C]-0.029929[/C][C]-0.1745[/C][C]0.568751[/C][/ROW]
[ROW][C]30[/C][C]-0.098728[/C][C]-0.5757[/C][C]0.715689[/C][/ROW]
[ROW][C]31[/C][C]-0.00253[/C][C]-0.0148[/C][C]0.505842[/C][/ROW]
[ROW][C]32[/C][C]-0.023292[/C][C]-0.1358[/C][C]0.553615[/C][/ROW]
[ROW][C]33[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2597&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2597&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	-0.077582	-0.4524	0.673064
1	-0.264846	-1.5443	0.934114
2	-0.152475	-0.8891	0.809895
3	-0.23766	-1.3858	0.912582
4	-0.076504	-0.4461	0.670821
5	-0.032276	-0.1882	0.57408
6	-0.247937	-1.4457	0.921293
7	-0.195008	-1.1371	0.868273
8	-0.15198	-0.8862	0.80913
9	0.15688	0.9148	0.183379
10	-0.18571	-1.0829	0.856756
11	0.067902	0.3959	0.347314
12	-0.170278	-0.9929	0.83611
13	-0.119043	-0.6941	0.753842
14	-0.131196	-0.765	0.775224
15	0.126711	0.7388	0.232535
16	-0.072264	-0.4214	0.661931
17	0.161587	0.9422	0.176367
18	0.07886	0.4598	0.324283
19	-0.030921	-0.1803	0.571007
20	0.120601	0.7032	0.243353
21	-0.069458	-0.405	0.655994
22	0.065298	0.3807	0.352879
23	-0.159226	-0.9284	0.820138
24	0.05919	0.3451	0.366059
25	-0.045906	-0.2677	0.604717
26	0.017776	0.1037	0.459027
27	-0.114714	-0.6689	0.74596
28	0.033029	0.1926	0.424212
29	-0.029929	-0.1745	0.568751
30	-0.098728	-0.5757	0.715689
31	-0.00253	-0.0148	0.505842
32	-0.023292	-0.1358	0.553615
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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