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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 05:32:17 -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/13/t1197548230sulpqgpd1hgfecb.htm/, Retrieved Sun, 05 May 2024 19:14:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3478, Retrieved Sun, 05 May 2024 19:14:06 +0000

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Estimated Impact

204

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

-     [Central Tendency] [Paper_EDA_output1] [2007-12-13 08:57:44] [e44956fac49704be9081ff9a6fb8481a]
- RMPD    [(Partial) Autocorrelation Function] [Paper_ACF_output7] [2007-12-13 12:32:17] [d41d8cd98f00b204e9800998ecf8427e] [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=3478&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=3478&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3478&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	9.798	0
1	0.438571	4.2971	2.1e-05
2	0.267093	2.617	0.005153
3	0.167326	1.6395	0.052196
4	-0.038921	-0.3814	0.648107
5	-0.127548	-1.2497	0.892778
6	-0.235851	-2.3109	0.98851
7	-0.15671	-1.5354	0.936017
8	-0.068812	-0.6742	0.749103
9	0.093583	0.9169	0.180741
10	0.152851	1.4976	0.068755
11	0.313153	3.0683	0.001399
12	0.774558	7.5891	0
13	0.339431	3.3257	0.000625
14	0.199907	1.9587	0.026526
15	0.109782	1.0756	0.142392
16	-0.055982	-0.5485	0.707693
17	-0.149873	-1.4685	0.927375
18	-0.233224	-2.2851	0.987747
19	-0.17235	-1.6887	0.952736
20	-0.09771	-0.9574	0.829605
21	0.035085	0.3438	0.36589
22	0.106201	1.0406	0.150348
23	0.269184	2.6375	0.004872
24	0.655117	6.4188	0
25	0.297717	2.917	0.0022
26	0.154208	1.5109	0.067047
27	0.056084	0.5495	0.291965
28	-0.074726	-0.7322	0.767073
29	-0.159491	-1.5627	0.939291
30	-0.237575	-2.3278	0.988987
31	-0.172323	-1.6884	0.952711
32	-0.107521	-1.0535	0.852618
33	-0.006679	-0.0654	0.526022
34	0.017524	0.1717	0.432019
35	0.120705	1.1827	0.119932

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.798 & 0 \tabularnewline
1 & 0.438571 & 4.2971 & 2.1e-05 \tabularnewline
2 & 0.267093 & 2.617 & 0.005153 \tabularnewline
3 & 0.167326 & 1.6395 & 0.052196 \tabularnewline
4 & -0.038921 & -0.3814 & 0.648107 \tabularnewline
5 & -0.127548 & -1.2497 & 0.892778 \tabularnewline
6 & -0.235851 & -2.3109 & 0.98851 \tabularnewline
7 & -0.15671 & -1.5354 & 0.936017 \tabularnewline
8 & -0.068812 & -0.6742 & 0.749103 \tabularnewline
9 & 0.093583 & 0.9169 & 0.180741 \tabularnewline
10 & 0.152851 & 1.4976 & 0.068755 \tabularnewline
11 & 0.313153 & 3.0683 & 0.001399 \tabularnewline
12 & 0.774558 & 7.5891 & 0 \tabularnewline
13 & 0.339431 & 3.3257 & 0.000625 \tabularnewline
14 & 0.199907 & 1.9587 & 0.026526 \tabularnewline
15 & 0.109782 & 1.0756 & 0.142392 \tabularnewline
16 & -0.055982 & -0.5485 & 0.707693 \tabularnewline
17 & -0.149873 & -1.4685 & 0.927375 \tabularnewline
18 & -0.233224 & -2.2851 & 0.987747 \tabularnewline
19 & -0.17235 & -1.6887 & 0.952736 \tabularnewline
20 & -0.09771 & -0.9574 & 0.829605 \tabularnewline
21 & 0.035085 & 0.3438 & 0.36589 \tabularnewline
22 & 0.106201 & 1.0406 & 0.150348 \tabularnewline
23 & 0.269184 & 2.6375 & 0.004872 \tabularnewline
24 & 0.655117 & 6.4188 & 0 \tabularnewline
25 & 0.297717 & 2.917 & 0.0022 \tabularnewline
26 & 0.154208 & 1.5109 & 0.067047 \tabularnewline
27 & 0.056084 & 0.5495 & 0.291965 \tabularnewline
28 & -0.074726 & -0.7322 & 0.767073 \tabularnewline
29 & -0.159491 & -1.5627 & 0.939291 \tabularnewline
30 & -0.237575 & -2.3278 & 0.988987 \tabularnewline
31 & -0.172323 & -1.6884 & 0.952711 \tabularnewline
32 & -0.107521 & -1.0535 & 0.852618 \tabularnewline
33 & -0.006679 & -0.0654 & 0.526022 \tabularnewline
34 & 0.017524 & 0.1717 & 0.432019 \tabularnewline
35 & 0.120705 & 1.1827 & 0.119932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3478&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]9.798[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.438571[/C][C]4.2971[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.267093[/C][C]2.617[/C][C]0.005153[/C][/ROW]
[ROW][C]3[/C][C]0.167326[/C][C]1.6395[/C][C]0.052196[/C][/ROW]
[ROW][C]4[/C][C]-0.038921[/C][C]-0.3814[/C][C]0.648107[/C][/ROW]
[ROW][C]5[/C][C]-0.127548[/C][C]-1.2497[/C][C]0.892778[/C][/ROW]
[ROW][C]6[/C][C]-0.235851[/C][C]-2.3109[/C][C]0.98851[/C][/ROW]
[ROW][C]7[/C][C]-0.15671[/C][C]-1.5354[/C][C]0.936017[/C][/ROW]
[ROW][C]8[/C][C]-0.068812[/C][C]-0.6742[/C][C]0.749103[/C][/ROW]
[ROW][C]9[/C][C]0.093583[/C][C]0.9169[/C][C]0.180741[/C][/ROW]
[ROW][C]10[/C][C]0.152851[/C][C]1.4976[/C][C]0.068755[/C][/ROW]
[ROW][C]11[/C][C]0.313153[/C][C]3.0683[/C][C]0.001399[/C][/ROW]
[ROW][C]12[/C][C]0.774558[/C][C]7.5891[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.339431[/C][C]3.3257[/C][C]0.000625[/C][/ROW]
[ROW][C]14[/C][C]0.199907[/C][C]1.9587[/C][C]0.026526[/C][/ROW]
[ROW][C]15[/C][C]0.109782[/C][C]1.0756[/C][C]0.142392[/C][/ROW]
[ROW][C]16[/C][C]-0.055982[/C][C]-0.5485[/C][C]0.707693[/C][/ROW]
[ROW][C]17[/C][C]-0.149873[/C][C]-1.4685[/C][C]0.927375[/C][/ROW]
[ROW][C]18[/C][C]-0.233224[/C][C]-2.2851[/C][C]0.987747[/C][/ROW]
[ROW][C]19[/C][C]-0.17235[/C][C]-1.6887[/C][C]0.952736[/C][/ROW]
[ROW][C]20[/C][C]-0.09771[/C][C]-0.9574[/C][C]0.829605[/C][/ROW]
[ROW][C]21[/C][C]0.035085[/C][C]0.3438[/C][C]0.36589[/C][/ROW]
[ROW][C]22[/C][C]0.106201[/C][C]1.0406[/C][C]0.150348[/C][/ROW]
[ROW][C]23[/C][C]0.269184[/C][C]2.6375[/C][C]0.004872[/C][/ROW]
[ROW][C]24[/C][C]0.655117[/C][C]6.4188[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.297717[/C][C]2.917[/C][C]0.0022[/C][/ROW]
[ROW][C]26[/C][C]0.154208[/C][C]1.5109[/C][C]0.067047[/C][/ROW]
[ROW][C]27[/C][C]0.056084[/C][C]0.5495[/C][C]0.291965[/C][/ROW]
[ROW][C]28[/C][C]-0.074726[/C][C]-0.7322[/C][C]0.767073[/C][/ROW]
[ROW][C]29[/C][C]-0.159491[/C][C]-1.5627[/C][C]0.939291[/C][/ROW]
[ROW][C]30[/C][C]-0.237575[/C][C]-2.3278[/C][C]0.988987[/C][/ROW]
[ROW][C]31[/C][C]-0.172323[/C][C]-1.6884[/C][C]0.952711[/C][/ROW]
[ROW][C]32[/C][C]-0.107521[/C][C]-1.0535[/C][C]0.852618[/C][/ROW]
[ROW][C]33[/C][C]-0.006679[/C][C]-0.0654[/C][C]0.526022[/C][/ROW]
[ROW][C]34[/C][C]0.017524[/C][C]0.1717[/C][C]0.432019[/C][/ROW]
[ROW][C]35[/C][C]0.120705[/C][C]1.1827[/C][C]0.119932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3478&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3478&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	9.798	0
1	0.438571	4.2971	2.1e-05
2	0.267093	2.617	0.005153
3	0.167326	1.6395	0.052196
4	-0.038921	-0.3814	0.648107
5	-0.127548	-1.2497	0.892778
6	-0.235851	-2.3109	0.98851
7	-0.15671	-1.5354	0.936017
8	-0.068812	-0.6742	0.749103
9	0.093583	0.9169	0.180741
10	0.152851	1.4976	0.068755
11	0.313153	3.0683	0.001399
12	0.774558	7.5891	0
13	0.339431	3.3257	0.000625
14	0.199907	1.9587	0.026526
15	0.109782	1.0756	0.142392
16	-0.055982	-0.5485	0.707693
17	-0.149873	-1.4685	0.927375
18	-0.233224	-2.2851	0.987747
19	-0.17235	-1.6887	0.952736
20	-0.09771	-0.9574	0.829605
21	0.035085	0.3438	0.36589
22	0.106201	1.0406	0.150348
23	0.269184	2.6375	0.004872
24	0.655117	6.4188	0
25	0.297717	2.917	0.0022
26	0.154208	1.5109	0.067047
27	0.056084	0.5495	0.291965
28	-0.074726	-0.7322	0.767073
29	-0.159491	-1.5627	0.939291
30	-0.237575	-2.3278	0.988987
31	-0.172323	-1.6884	0.952711
32	-0.107521	-1.0535	0.852618
33	-0.006679	-0.0654	0.526022
34	0.017524	0.1717	0.432019
35	0.120705	1.1827	0.119932

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.438571	4.2971	2.1e-05
1	0.09255	0.9068	0.183391
2	0.025524	0.2501	0.401528
3	-0.172853	-1.6936	0.953208
4	-0.09973	-0.9772	0.834526
5	-0.157401	-1.5422	0.936843
6	0.059258	0.5806	0.281434
7	0.068907	0.6751	0.250604
8	0.189128	1.8531	0.033472
9	0.04133	0.4049	0.343208
10	0.209779	2.0554	0.021278
11	0.707738	6.9344	0
12	-0.373669	-3.6612	0.999795
13	-0.174844	-1.7131	0.95504
14	-0.056733	-0.5559	0.710204
15	0.097596	0.9562	0.170675
16	-0.070657	-0.6923	0.754789
17	0.071088	0.6965	0.243893
18	-0.005108	-0.0501	0.519908
19	-0.046956	-0.4601	0.676749
20	-0.035077	-0.3437	0.63408
21	0.16074	1.5749	0.059281
22	0.080428	0.788	0.216309
23	0.019607	0.1921	0.424031
24	-0.089541	-0.8773	0.808748
25	-0.092166	-0.903	0.815618
26	-0.075406	-0.7388	0.769091
27	0.06595	0.6462	0.259853
28	0.08756	0.8579	0.196539
29	-0.044103	-0.4321	0.666687
30	-0.008982	-0.088	0.534971
31	-0.009289	-0.091	0.536165
32	-0.016819	-0.1648	0.565272
33	-0.184426	-1.807	0.963052
34	-0.211218	-2.0695	0.979407
35	-0.096045	-0.941	0.825479

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.438571 & 4.2971 & 2.1e-05 \tabularnewline
1 & 0.09255 & 0.9068 & 0.183391 \tabularnewline
2 & 0.025524 & 0.2501 & 0.401528 \tabularnewline
3 & -0.172853 & -1.6936 & 0.953208 \tabularnewline
4 & -0.09973 & -0.9772 & 0.834526 \tabularnewline
5 & -0.157401 & -1.5422 & 0.936843 \tabularnewline
6 & 0.059258 & 0.5806 & 0.281434 \tabularnewline
7 & 0.068907 & 0.6751 & 0.250604 \tabularnewline
8 & 0.189128 & 1.8531 & 0.033472 \tabularnewline
9 & 0.04133 & 0.4049 & 0.343208 \tabularnewline
10 & 0.209779 & 2.0554 & 0.021278 \tabularnewline
11 & 0.707738 & 6.9344 & 0 \tabularnewline
12 & -0.373669 & -3.6612 & 0.999795 \tabularnewline
13 & -0.174844 & -1.7131 & 0.95504 \tabularnewline
14 & -0.056733 & -0.5559 & 0.710204 \tabularnewline
15 & 0.097596 & 0.9562 & 0.170675 \tabularnewline
16 & -0.070657 & -0.6923 & 0.754789 \tabularnewline
17 & 0.071088 & 0.6965 & 0.243893 \tabularnewline
18 & -0.005108 & -0.0501 & 0.519908 \tabularnewline
19 & -0.046956 & -0.4601 & 0.676749 \tabularnewline
20 & -0.035077 & -0.3437 & 0.63408 \tabularnewline
21 & 0.16074 & 1.5749 & 0.059281 \tabularnewline
22 & 0.080428 & 0.788 & 0.216309 \tabularnewline
23 & 0.019607 & 0.1921 & 0.424031 \tabularnewline
24 & -0.089541 & -0.8773 & 0.808748 \tabularnewline
25 & -0.092166 & -0.903 & 0.815618 \tabularnewline
26 & -0.075406 & -0.7388 & 0.769091 \tabularnewline
27 & 0.06595 & 0.6462 & 0.259853 \tabularnewline
28 & 0.08756 & 0.8579 & 0.196539 \tabularnewline
29 & -0.044103 & -0.4321 & 0.666687 \tabularnewline
30 & -0.008982 & -0.088 & 0.534971 \tabularnewline
31 & -0.009289 & -0.091 & 0.536165 \tabularnewline
32 & -0.016819 & -0.1648 & 0.565272 \tabularnewline
33 & -0.184426 & -1.807 & 0.963052 \tabularnewline
34 & -0.211218 & -2.0695 & 0.979407 \tabularnewline
35 & -0.096045 & -0.941 & 0.825479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3478&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]0.438571[/C][C]4.2971[/C][C]2.1e-05[/C][/ROW]
[ROW][C]1[/C][C]0.09255[/C][C]0.9068[/C][C]0.183391[/C][/ROW]
[ROW][C]2[/C][C]0.025524[/C][C]0.2501[/C][C]0.401528[/C][/ROW]
[ROW][C]3[/C][C]-0.172853[/C][C]-1.6936[/C][C]0.953208[/C][/ROW]
[ROW][C]4[/C][C]-0.09973[/C][C]-0.9772[/C][C]0.834526[/C][/ROW]
[ROW][C]5[/C][C]-0.157401[/C][C]-1.5422[/C][C]0.936843[/C][/ROW]
[ROW][C]6[/C][C]0.059258[/C][C]0.5806[/C][C]0.281434[/C][/ROW]
[ROW][C]7[/C][C]0.068907[/C][C]0.6751[/C][C]0.250604[/C][/ROW]
[ROW][C]8[/C][C]0.189128[/C][C]1.8531[/C][C]0.033472[/C][/ROW]
[ROW][C]9[/C][C]0.04133[/C][C]0.4049[/C][C]0.343208[/C][/ROW]
[ROW][C]10[/C][C]0.209779[/C][C]2.0554[/C][C]0.021278[/C][/ROW]
[ROW][C]11[/C][C]0.707738[/C][C]6.9344[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]-0.373669[/C][C]-3.6612[/C][C]0.999795[/C][/ROW]
[ROW][C]13[/C][C]-0.174844[/C][C]-1.7131[/C][C]0.95504[/C][/ROW]
[ROW][C]14[/C][C]-0.056733[/C][C]-0.5559[/C][C]0.710204[/C][/ROW]
[ROW][C]15[/C][C]0.097596[/C][C]0.9562[/C][C]0.170675[/C][/ROW]
[ROW][C]16[/C][C]-0.070657[/C][C]-0.6923[/C][C]0.754789[/C][/ROW]
[ROW][C]17[/C][C]0.071088[/C][C]0.6965[/C][C]0.243893[/C][/ROW]
[ROW][C]18[/C][C]-0.005108[/C][C]-0.0501[/C][C]0.519908[/C][/ROW]
[ROW][C]19[/C][C]-0.046956[/C][C]-0.4601[/C][C]0.676749[/C][/ROW]
[ROW][C]20[/C][C]-0.035077[/C][C]-0.3437[/C][C]0.63408[/C][/ROW]
[ROW][C]21[/C][C]0.16074[/C][C]1.5749[/C][C]0.059281[/C][/ROW]
[ROW][C]22[/C][C]0.080428[/C][C]0.788[/C][C]0.216309[/C][/ROW]
[ROW][C]23[/C][C]0.019607[/C][C]0.1921[/C][C]0.424031[/C][/ROW]
[ROW][C]24[/C][C]-0.089541[/C][C]-0.8773[/C][C]0.808748[/C][/ROW]
[ROW][C]25[/C][C]-0.092166[/C][C]-0.903[/C][C]0.815618[/C][/ROW]
[ROW][C]26[/C][C]-0.075406[/C][C]-0.7388[/C][C]0.769091[/C][/ROW]
[ROW][C]27[/C][C]0.06595[/C][C]0.6462[/C][C]0.259853[/C][/ROW]
[ROW][C]28[/C][C]0.08756[/C][C]0.8579[/C][C]0.196539[/C][/ROW]
[ROW][C]29[/C][C]-0.044103[/C][C]-0.4321[/C][C]0.666687[/C][/ROW]
[ROW][C]30[/C][C]-0.008982[/C][C]-0.088[/C][C]0.534971[/C][/ROW]
[ROW][C]31[/C][C]-0.009289[/C][C]-0.091[/C][C]0.536165[/C][/ROW]
[ROW][C]32[/C][C]-0.016819[/C][C]-0.1648[/C][C]0.565272[/C][/ROW]
[ROW][C]33[/C][C]-0.184426[/C][C]-1.807[/C][C]0.963052[/C][/ROW]
[ROW][C]34[/C][C]-0.211218[/C][C]-2.0695[/C][C]0.979407[/C][/ROW]
[ROW][C]35[/C][C]-0.096045[/C][C]-0.941[/C][C]0.825479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3478&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3478&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	0.438571	4.2971	2.1e-05
1	0.09255	0.9068	0.183391
2	0.025524	0.2501	0.401528
3	-0.172853	-1.6936	0.953208
4	-0.09973	-0.9772	0.834526
5	-0.157401	-1.5422	0.936843
6	0.059258	0.5806	0.281434
7	0.068907	0.6751	0.250604
8	0.189128	1.8531	0.033472
9	0.04133	0.4049	0.343208
10	0.209779	2.0554	0.021278
11	0.707738	6.9344	0
12	-0.373669	-3.6612	0.999795
13	-0.174844	-1.7131	0.95504
14	-0.056733	-0.5559	0.710204
15	0.097596	0.9562	0.170675
16	-0.070657	-0.6923	0.754789
17	0.071088	0.6965	0.243893
18	-0.005108	-0.0501	0.519908
19	-0.046956	-0.4601	0.676749
20	-0.035077	-0.3437	0.63408
21	0.16074	1.5749	0.059281
22	0.080428	0.788	0.216309
23	0.019607	0.1921	0.424031
24	-0.089541	-0.8773	0.808748
25	-0.092166	-0.903	0.815618
26	-0.075406	-0.7388	0.769091
27	0.06595	0.6462	0.259853
28	0.08756	0.8579	0.196539
29	-0.044103	-0.4321	0.666687
30	-0.008982	-0.088	0.534971
31	-0.009289	-0.091	0.536165
32	-0.016819	-0.1648	0.565272
33	-0.184426	-1.807	0.963052
34	-0.211218	-2.0695	0.979407
35	-0.096045	-0.941	0.825479

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