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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 03:34:18 -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/13/t119754115088todt3gdivt6eo.htm/, Retrieved Sun, 05 May 2024 17:56:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3404, Retrieved Sun, 05 May 2024 17:56:10 +0000

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Estimated Impact

196

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-       [(Partial) Autocorrelation Function] [Paper_(P)ACF_output9] [2007-12-13 10:34:18] [129742d52914620af0bad7eb53591257] [Current]

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Dataseries X:

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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=3404&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=3404&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3404&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	9.1652	0
1	0.450464	4.1286	4.3e-05
2	0.371625	3.406	0.000507
3	0.224527	2.0578	0.021354
4	-0.006423	-0.0589	0.523402
5	0.135274	1.2398	0.109249
6	0.120983	1.1088	0.135335
7	0.034696	0.318	0.375639
8	0.160158	1.4679	0.072936
9	0.033267	0.3049	0.380599
10	-0.185364	-1.6989	0.953479
11	-0.229723	-2.1054	0.98088
12	-0.427008	-3.9136	0.999908
13	-0.246124	-2.2558	0.986658
14	-0.044674	-0.4094	0.658372
15	0.007355	0.0674	0.473207
16	0.010379	0.0951	0.462223
17	0.018549	0.17	0.432709
18	-0.017476	-0.1602	0.563435
19	-0.049134	-0.4503	0.673181
20	-0.029394	-0.2694	0.605859
21	-0.04727	-0.4332	0.667022
22	0.042631	0.3907	0.348497
23	0.184674	1.6926	0.047122
24	0.191892	1.7587	0.041134
25	0.091247	0.8363	0.202682
26	0.055483	0.5085	0.306214
27	-0.133164	-1.2205	0.887149
28	-0.053396	-0.4894	0.687076
29	-0.070575	-0.6468	0.740246
30	-0.131948	-1.2093	0.885034
31	-0.044931	-0.4118	0.659231
32	-0.047683	-0.437	0.668392
33	-0.061972	-0.568	0.71422
34	-0.127693	-1.1703	0.877409
35	-0.216854	-1.9875	0.974937

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.1652 & 0 \tabularnewline
1 & 0.450464 & 4.1286 & 4.3e-05 \tabularnewline
2 & 0.371625 & 3.406 & 0.000507 \tabularnewline
3 & 0.224527 & 2.0578 & 0.021354 \tabularnewline
4 & -0.006423 & -0.0589 & 0.523402 \tabularnewline
5 & 0.135274 & 1.2398 & 0.109249 \tabularnewline
6 & 0.120983 & 1.1088 & 0.135335 \tabularnewline
7 & 0.034696 & 0.318 & 0.375639 \tabularnewline
8 & 0.160158 & 1.4679 & 0.072936 \tabularnewline
9 & 0.033267 & 0.3049 & 0.380599 \tabularnewline
10 & -0.185364 & -1.6989 & 0.953479 \tabularnewline
11 & -0.229723 & -2.1054 & 0.98088 \tabularnewline
12 & -0.427008 & -3.9136 & 0.999908 \tabularnewline
13 & -0.246124 & -2.2558 & 0.986658 \tabularnewline
14 & -0.044674 & -0.4094 & 0.658372 \tabularnewline
15 & 0.007355 & 0.0674 & 0.473207 \tabularnewline
16 & 0.010379 & 0.0951 & 0.462223 \tabularnewline
17 & 0.018549 & 0.17 & 0.432709 \tabularnewline
18 & -0.017476 & -0.1602 & 0.563435 \tabularnewline
19 & -0.049134 & -0.4503 & 0.673181 \tabularnewline
20 & -0.029394 & -0.2694 & 0.605859 \tabularnewline
21 & -0.04727 & -0.4332 & 0.667022 \tabularnewline
22 & 0.042631 & 0.3907 & 0.348497 \tabularnewline
23 & 0.184674 & 1.6926 & 0.047122 \tabularnewline
24 & 0.191892 & 1.7587 & 0.041134 \tabularnewline
25 & 0.091247 & 0.8363 & 0.202682 \tabularnewline
26 & 0.055483 & 0.5085 & 0.306214 \tabularnewline
27 & -0.133164 & -1.2205 & 0.887149 \tabularnewline
28 & -0.053396 & -0.4894 & 0.687076 \tabularnewline
29 & -0.070575 & -0.6468 & 0.740246 \tabularnewline
30 & -0.131948 & -1.2093 & 0.885034 \tabularnewline
31 & -0.044931 & -0.4118 & 0.659231 \tabularnewline
32 & -0.047683 & -0.437 & 0.668392 \tabularnewline
33 & -0.061972 & -0.568 & 0.71422 \tabularnewline
34 & -0.127693 & -1.1703 & 0.877409 \tabularnewline
35 & -0.216854 & -1.9875 & 0.974937 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3404&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]9.1652[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.450464[/C][C]4.1286[/C][C]4.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.371625[/C][C]3.406[/C][C]0.000507[/C][/ROW]
[ROW][C]3[/C][C]0.224527[/C][C]2.0578[/C][C]0.021354[/C][/ROW]
[ROW][C]4[/C][C]-0.006423[/C][C]-0.0589[/C][C]0.523402[/C][/ROW]
[ROW][C]5[/C][C]0.135274[/C][C]1.2398[/C][C]0.109249[/C][/ROW]
[ROW][C]6[/C][C]0.120983[/C][C]1.1088[/C][C]0.135335[/C][/ROW]
[ROW][C]7[/C][C]0.034696[/C][C]0.318[/C][C]0.375639[/C][/ROW]
[ROW][C]8[/C][C]0.160158[/C][C]1.4679[/C][C]0.072936[/C][/ROW]
[ROW][C]9[/C][C]0.033267[/C][C]0.3049[/C][C]0.380599[/C][/ROW]
[ROW][C]10[/C][C]-0.185364[/C][C]-1.6989[/C][C]0.953479[/C][/ROW]
[ROW][C]11[/C][C]-0.229723[/C][C]-2.1054[/C][C]0.98088[/C][/ROW]
[ROW][C]12[/C][C]-0.427008[/C][C]-3.9136[/C][C]0.999908[/C][/ROW]
[ROW][C]13[/C][C]-0.246124[/C][C]-2.2558[/C][C]0.986658[/C][/ROW]
[ROW][C]14[/C][C]-0.044674[/C][C]-0.4094[/C][C]0.658372[/C][/ROW]
[ROW][C]15[/C][C]0.007355[/C][C]0.0674[/C][C]0.473207[/C][/ROW]
[ROW][C]16[/C][C]0.010379[/C][C]0.0951[/C][C]0.462223[/C][/ROW]
[ROW][C]17[/C][C]0.018549[/C][C]0.17[/C][C]0.432709[/C][/ROW]
[ROW][C]18[/C][C]-0.017476[/C][C]-0.1602[/C][C]0.563435[/C][/ROW]
[ROW][C]19[/C][C]-0.049134[/C][C]-0.4503[/C][C]0.673181[/C][/ROW]
[ROW][C]20[/C][C]-0.029394[/C][C]-0.2694[/C][C]0.605859[/C][/ROW]
[ROW][C]21[/C][C]-0.04727[/C][C]-0.4332[/C][C]0.667022[/C][/ROW]
[ROW][C]22[/C][C]0.042631[/C][C]0.3907[/C][C]0.348497[/C][/ROW]
[ROW][C]23[/C][C]0.184674[/C][C]1.6926[/C][C]0.047122[/C][/ROW]
[ROW][C]24[/C][C]0.191892[/C][C]1.7587[/C][C]0.041134[/C][/ROW]
[ROW][C]25[/C][C]0.091247[/C][C]0.8363[/C][C]0.202682[/C][/ROW]
[ROW][C]26[/C][C]0.055483[/C][C]0.5085[/C][C]0.306214[/C][/ROW]
[ROW][C]27[/C][C]-0.133164[/C][C]-1.2205[/C][C]0.887149[/C][/ROW]
[ROW][C]28[/C][C]-0.053396[/C][C]-0.4894[/C][C]0.687076[/C][/ROW]
[ROW][C]29[/C][C]-0.070575[/C][C]-0.6468[/C][C]0.740246[/C][/ROW]
[ROW][C]30[/C][C]-0.131948[/C][C]-1.2093[/C][C]0.885034[/C][/ROW]
[ROW][C]31[/C][C]-0.044931[/C][C]-0.4118[/C][C]0.659231[/C][/ROW]
[ROW][C]32[/C][C]-0.047683[/C][C]-0.437[/C][C]0.668392[/C][/ROW]
[ROW][C]33[/C][C]-0.061972[/C][C]-0.568[/C][C]0.71422[/C][/ROW]
[ROW][C]34[/C][C]-0.127693[/C][C]-1.1703[/C][C]0.877409[/C][/ROW]
[ROW][C]35[/C][C]-0.216854[/C][C]-1.9875[/C][C]0.974937[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3404&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3404&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	9.1652	0
1	0.450464	4.1286	4.3e-05
2	0.371625	3.406	0.000507
3	0.224527	2.0578	0.021354
4	-0.006423	-0.0589	0.523402
5	0.135274	1.2398	0.109249
6	0.120983	1.1088	0.135335
7	0.034696	0.318	0.375639
8	0.160158	1.4679	0.072936
9	0.033267	0.3049	0.380599
10	-0.185364	-1.6989	0.953479
11	-0.229723	-2.1054	0.98088
12	-0.427008	-3.9136	0.999908
13	-0.246124	-2.2558	0.986658
14	-0.044674	-0.4094	0.658372
15	0.007355	0.0674	0.473207
16	0.010379	0.0951	0.462223
17	0.018549	0.17	0.432709
18	-0.017476	-0.1602	0.563435
19	-0.049134	-0.4503	0.673181
20	-0.029394	-0.2694	0.605859
21	-0.04727	-0.4332	0.667022
22	0.042631	0.3907	0.348497
23	0.184674	1.6926	0.047122
24	0.191892	1.7587	0.041134
25	0.091247	0.8363	0.202682
26	0.055483	0.5085	0.306214
27	-0.133164	-1.2205	0.887149
28	-0.053396	-0.4894	0.687076
29	-0.070575	-0.6468	0.740246
30	-0.131948	-1.2093	0.885034
31	-0.044931	-0.4118	0.659231
32	-0.047683	-0.437	0.668392
33	-0.061972	-0.568	0.71422
34	-0.127693	-1.1703	0.877409
35	-0.216854	-1.9875	0.974937

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.450464	4.1286	4.3e-05
1	0.211655	1.9399	0.027877
2	-0.003662	-0.0336	0.513347
3	-0.215168	-1.9721	0.974053
4	0.205589	1.8843	0.031495
5	0.113001	1.0357	0.151663
6	-0.127777	-1.1711	0.877564
7	0.097019	0.8892	0.18822
8	-0.012305	-0.1128	0.544762
9	-0.343225	-3.1457	0.998854
10	-0.197983	-1.8145	0.963418
11	-0.152256	-1.3955	0.916721
12	0.16054	1.4714	0.072464
13	0.197477	1.8099	0.036943
14	0.114051	1.0453	0.149443
15	-0.164686	-1.5094	0.932522
16	0.027691	0.2538	0.40014
17	0.181814	1.6664	0.049684
18	-0.067874	-0.6221	0.732212
19	-0.061444	-0.5631	0.712582
20	-0.01463	-0.1341	0.553173
21	-0.11067	-1.0143	0.843325
22	0.025012	0.2292	0.409619
23	0.121392	1.1126	0.134532
24	-0.040244	-0.3688	0.643412
25	0.026213	0.2402	0.405362
26	-0.12706	-1.1645	0.876245
27	-0.024323	-0.2229	0.587932
28	-0.039584	-0.3628	0.641163
29	-0.002212	-0.0203	0.508063
30	-0.063326	-0.5804	0.718399
31	-0.035864	-0.3287	0.628399
32	0.018749	0.1718	0.431989
33	-0.15403	-1.4117	0.919136
34	-0.00019	-0.0017	0.500693
35	-0.162479	-1.4891	0.929903

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.450464 & 4.1286 & 4.3e-05 \tabularnewline
1 & 0.211655 & 1.9399 & 0.027877 \tabularnewline
2 & -0.003662 & -0.0336 & 0.513347 \tabularnewline
3 & -0.215168 & -1.9721 & 0.974053 \tabularnewline
4 & 0.205589 & 1.8843 & 0.031495 \tabularnewline
5 & 0.113001 & 1.0357 & 0.151663 \tabularnewline
6 & -0.127777 & -1.1711 & 0.877564 \tabularnewline
7 & 0.097019 & 0.8892 & 0.18822 \tabularnewline
8 & -0.012305 & -0.1128 & 0.544762 \tabularnewline
9 & -0.343225 & -3.1457 & 0.998854 \tabularnewline
10 & -0.197983 & -1.8145 & 0.963418 \tabularnewline
11 & -0.152256 & -1.3955 & 0.916721 \tabularnewline
12 & 0.16054 & 1.4714 & 0.072464 \tabularnewline
13 & 0.197477 & 1.8099 & 0.036943 \tabularnewline
14 & 0.114051 & 1.0453 & 0.149443 \tabularnewline
15 & -0.164686 & -1.5094 & 0.932522 \tabularnewline
16 & 0.027691 & 0.2538 & 0.40014 \tabularnewline
17 & 0.181814 & 1.6664 & 0.049684 \tabularnewline
18 & -0.067874 & -0.6221 & 0.732212 \tabularnewline
19 & -0.061444 & -0.5631 & 0.712582 \tabularnewline
20 & -0.01463 & -0.1341 & 0.553173 \tabularnewline
21 & -0.11067 & -1.0143 & 0.843325 \tabularnewline
22 & 0.025012 & 0.2292 & 0.409619 \tabularnewline
23 & 0.121392 & 1.1126 & 0.134532 \tabularnewline
24 & -0.040244 & -0.3688 & 0.643412 \tabularnewline
25 & 0.026213 & 0.2402 & 0.405362 \tabularnewline
26 & -0.12706 & -1.1645 & 0.876245 \tabularnewline
27 & -0.024323 & -0.2229 & 0.587932 \tabularnewline
28 & -0.039584 & -0.3628 & 0.641163 \tabularnewline
29 & -0.002212 & -0.0203 & 0.508063 \tabularnewline
30 & -0.063326 & -0.5804 & 0.718399 \tabularnewline
31 & -0.035864 & -0.3287 & 0.628399 \tabularnewline
32 & 0.018749 & 0.1718 & 0.431989 \tabularnewline
33 & -0.15403 & -1.4117 & 0.919136 \tabularnewline
34 & -0.00019 & -0.0017 & 0.500693 \tabularnewline
35 & -0.162479 & -1.4891 & 0.929903 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3404&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]0.450464[/C][C]4.1286[/C][C]4.3e-05[/C][/ROW]
[ROW][C]1[/C][C]0.211655[/C][C]1.9399[/C][C]0.027877[/C][/ROW]
[ROW][C]2[/C][C]-0.003662[/C][C]-0.0336[/C][C]0.513347[/C][/ROW]
[ROW][C]3[/C][C]-0.215168[/C][C]-1.9721[/C][C]0.974053[/C][/ROW]
[ROW][C]4[/C][C]0.205589[/C][C]1.8843[/C][C]0.031495[/C][/ROW]
[ROW][C]5[/C][C]0.113001[/C][C]1.0357[/C][C]0.151663[/C][/ROW]
[ROW][C]6[/C][C]-0.127777[/C][C]-1.1711[/C][C]0.877564[/C][/ROW]
[ROW][C]7[/C][C]0.097019[/C][C]0.8892[/C][C]0.18822[/C][/ROW]
[ROW][C]8[/C][C]-0.012305[/C][C]-0.1128[/C][C]0.544762[/C][/ROW]
[ROW][C]9[/C][C]-0.343225[/C][C]-3.1457[/C][C]0.998854[/C][/ROW]
[ROW][C]10[/C][C]-0.197983[/C][C]-1.8145[/C][C]0.963418[/C][/ROW]
[ROW][C]11[/C][C]-0.152256[/C][C]-1.3955[/C][C]0.916721[/C][/ROW]
[ROW][C]12[/C][C]0.16054[/C][C]1.4714[/C][C]0.072464[/C][/ROW]
[ROW][C]13[/C][C]0.197477[/C][C]1.8099[/C][C]0.036943[/C][/ROW]
[ROW][C]14[/C][C]0.114051[/C][C]1.0453[/C][C]0.149443[/C][/ROW]
[ROW][C]15[/C][C]-0.164686[/C][C]-1.5094[/C][C]0.932522[/C][/ROW]
[ROW][C]16[/C][C]0.027691[/C][C]0.2538[/C][C]0.40014[/C][/ROW]
[ROW][C]17[/C][C]0.181814[/C][C]1.6664[/C][C]0.049684[/C][/ROW]
[ROW][C]18[/C][C]-0.067874[/C][C]-0.6221[/C][C]0.732212[/C][/ROW]
[ROW][C]19[/C][C]-0.061444[/C][C]-0.5631[/C][C]0.712582[/C][/ROW]
[ROW][C]20[/C][C]-0.01463[/C][C]-0.1341[/C][C]0.553173[/C][/ROW]
[ROW][C]21[/C][C]-0.11067[/C][C]-1.0143[/C][C]0.843325[/C][/ROW]
[ROW][C]22[/C][C]0.025012[/C][C]0.2292[/C][C]0.409619[/C][/ROW]
[ROW][C]23[/C][C]0.121392[/C][C]1.1126[/C][C]0.134532[/C][/ROW]
[ROW][C]24[/C][C]-0.040244[/C][C]-0.3688[/C][C]0.643412[/C][/ROW]
[ROW][C]25[/C][C]0.026213[/C][C]0.2402[/C][C]0.405362[/C][/ROW]
[ROW][C]26[/C][C]-0.12706[/C][C]-1.1645[/C][C]0.876245[/C][/ROW]
[ROW][C]27[/C][C]-0.024323[/C][C]-0.2229[/C][C]0.587932[/C][/ROW]
[ROW][C]28[/C][C]-0.039584[/C][C]-0.3628[/C][C]0.641163[/C][/ROW]
[ROW][C]29[/C][C]-0.002212[/C][C]-0.0203[/C][C]0.508063[/C][/ROW]
[ROW][C]30[/C][C]-0.063326[/C][C]-0.5804[/C][C]0.718399[/C][/ROW]
[ROW][C]31[/C][C]-0.035864[/C][C]-0.3287[/C][C]0.628399[/C][/ROW]
[ROW][C]32[/C][C]0.018749[/C][C]0.1718[/C][C]0.431989[/C][/ROW]
[ROW][C]33[/C][C]-0.15403[/C][C]-1.4117[/C][C]0.919136[/C][/ROW]
[ROW][C]34[/C][C]-0.00019[/C][C]-0.0017[/C][C]0.500693[/C][/ROW]
[ROW][C]35[/C][C]-0.162479[/C][C]-1.4891[/C][C]0.929903[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3404&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3404&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	0.450464	4.1286	4.3e-05
1	0.211655	1.9399	0.027877
2	-0.003662	-0.0336	0.513347
3	-0.215168	-1.9721	0.974053
4	0.205589	1.8843	0.031495
5	0.113001	1.0357	0.151663
6	-0.127777	-1.1711	0.877564
7	0.097019	0.8892	0.18822
8	-0.012305	-0.1128	0.544762
9	-0.343225	-3.1457	0.998854
10	-0.197983	-1.8145	0.963418
11	-0.152256	-1.3955	0.916721
12	0.16054	1.4714	0.072464
13	0.197477	1.8099	0.036943
14	0.114051	1.0453	0.149443
15	-0.164686	-1.5094	0.932522
16	0.027691	0.2538	0.40014
17	0.181814	1.6664	0.049684
18	-0.067874	-0.6221	0.732212
19	-0.061444	-0.5631	0.712582
20	-0.01463	-0.1341	0.553173
21	-0.11067	-1.0143	0.843325
22	0.025012	0.2292	0.409619
23	0.121392	1.1126	0.134532
24	-0.040244	-0.3688	0.643412
25	0.026213	0.2402	0.405362
26	-0.12706	-1.1645	0.876245
27	-0.024323	-0.2229	0.587932
28	-0.039584	-0.3628	0.641163
29	-0.002212	-0.0203	0.508063
30	-0.063326	-0.5804	0.718399
31	-0.035864	-0.3287	0.628399
32	0.018749	0.1718	0.431989
33	-0.15403	-1.4117	0.919136
34	-0.00019	-0.0017	0.500693
35	-0.162479	-1.4891	0.929903

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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