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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 08:24:11 -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/t119755851966ie235qihuvyvh.htm/, Retrieved Sun, 05 May 2024 10:13:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3612, Retrieved Sun, 05 May 2024 10:13:30 +0000

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No (this computation is public)

User-defined keywords

ACF

Estimated Impact

187

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

-       [(Partial) Autocorrelation Function] [paper] [2007-12-13 15:24:11] [8ce1ad2ac57e06e10fb37a1292ae8cb6] [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=3612&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=3612&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3612&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	8.9443	0
1	0.388778	3.4773	0.000411
2	0.232595	2.0804	0.020345
3	0.503996	4.5079	1.1e-05
4	0.185138	1.6559	0.050827
5	0.288076	2.5766	0.005907
6	0.546138	4.8848	3e-06
7	0.188591	1.6868	0.047768
8	0.175746	1.5719	0.059958
9	0.408862	3.657	0.000228
10	0.087575	0.7833	0.217884
11	0.27066	2.4209	0.008874
12	0.614346	5.4949	0
13	0.157217	1.4062	0.08177
14	0.138825	1.2417	0.10899
15	0.275902	2.4677	0.007865
16	-0.006471	-0.0579	0.523004
17	0.154216	1.3794	0.085815
18	0.277923	2.4858	0.007504
19	-0.035711	-0.3194	0.624877
20	0.007238	0.0647	0.474271
21	0.145908	1.305	0.097809
22	-0.091751	-0.8206	0.792857
23	0.127566	1.141	0.12864
24	0.283101	2.5321	0.006647
25	-0.014057	-0.1257	0.54987
26	0.012272	0.1098	0.456436
27	0.076056	0.6803	0.24915
28	-0.148033	-1.324	0.90537
29	-0.017798	-0.1592	0.563041
30	0.08372	0.7488	0.228083
31	-0.126922	-1.1352	0.870164
32	-0.072082	-0.6447	0.739523
33	-0.043973	-0.3933	0.652429
34	-0.202741	-1.8134	0.963238
35	-0.020981	-0.1877	0.57419

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.388778 & 3.4773 & 0.000411 \tabularnewline
2 & 0.232595 & 2.0804 & 0.020345 \tabularnewline
3 & 0.503996 & 4.5079 & 1.1e-05 \tabularnewline
4 & 0.185138 & 1.6559 & 0.050827 \tabularnewline
5 & 0.288076 & 2.5766 & 0.005907 \tabularnewline
6 & 0.546138 & 4.8848 & 3e-06 \tabularnewline
7 & 0.188591 & 1.6868 & 0.047768 \tabularnewline
8 & 0.175746 & 1.5719 & 0.059958 \tabularnewline
9 & 0.408862 & 3.657 & 0.000228 \tabularnewline
10 & 0.087575 & 0.7833 & 0.217884 \tabularnewline
11 & 0.27066 & 2.4209 & 0.008874 \tabularnewline
12 & 0.614346 & 5.4949 & 0 \tabularnewline
13 & 0.157217 & 1.4062 & 0.08177 \tabularnewline
14 & 0.138825 & 1.2417 & 0.10899 \tabularnewline
15 & 0.275902 & 2.4677 & 0.007865 \tabularnewline
16 & -0.006471 & -0.0579 & 0.523004 \tabularnewline
17 & 0.154216 & 1.3794 & 0.085815 \tabularnewline
18 & 0.277923 & 2.4858 & 0.007504 \tabularnewline
19 & -0.035711 & -0.3194 & 0.624877 \tabularnewline
20 & 0.007238 & 0.0647 & 0.474271 \tabularnewline
21 & 0.145908 & 1.305 & 0.097809 \tabularnewline
22 & -0.091751 & -0.8206 & 0.792857 \tabularnewline
23 & 0.127566 & 1.141 & 0.12864 \tabularnewline
24 & 0.283101 & 2.5321 & 0.006647 \tabularnewline
25 & -0.014057 & -0.1257 & 0.54987 \tabularnewline
26 & 0.012272 & 0.1098 & 0.456436 \tabularnewline
27 & 0.076056 & 0.6803 & 0.24915 \tabularnewline
28 & -0.148033 & -1.324 & 0.90537 \tabularnewline
29 & -0.017798 & -0.1592 & 0.563041 \tabularnewline
30 & 0.08372 & 0.7488 & 0.228083 \tabularnewline
31 & -0.126922 & -1.1352 & 0.870164 \tabularnewline
32 & -0.072082 & -0.6447 & 0.739523 \tabularnewline
33 & -0.043973 & -0.3933 & 0.652429 \tabularnewline
34 & -0.202741 & -1.8134 & 0.963238 \tabularnewline
35 & -0.020981 & -0.1877 & 0.57419 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3612&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]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.388778[/C][C]3.4773[/C][C]0.000411[/C][/ROW]
[ROW][C]2[/C][C]0.232595[/C][C]2.0804[/C][C]0.020345[/C][/ROW]
[ROW][C]3[/C][C]0.503996[/C][C]4.5079[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.185138[/C][C]1.6559[/C][C]0.050827[/C][/ROW]
[ROW][C]5[/C][C]0.288076[/C][C]2.5766[/C][C]0.005907[/C][/ROW]
[ROW][C]6[/C][C]0.546138[/C][C]4.8848[/C][C]3e-06[/C][/ROW]
[ROW][C]7[/C][C]0.188591[/C][C]1.6868[/C][C]0.047768[/C][/ROW]
[ROW][C]8[/C][C]0.175746[/C][C]1.5719[/C][C]0.059958[/C][/ROW]
[ROW][C]9[/C][C]0.408862[/C][C]3.657[/C][C]0.000228[/C][/ROW]
[ROW][C]10[/C][C]0.087575[/C][C]0.7833[/C][C]0.217884[/C][/ROW]
[ROW][C]11[/C][C]0.27066[/C][C]2.4209[/C][C]0.008874[/C][/ROW]
[ROW][C]12[/C][C]0.614346[/C][C]5.4949[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.157217[/C][C]1.4062[/C][C]0.08177[/C][/ROW]
[ROW][C]14[/C][C]0.138825[/C][C]1.2417[/C][C]0.10899[/C][/ROW]
[ROW][C]15[/C][C]0.275902[/C][C]2.4677[/C][C]0.007865[/C][/ROW]
[ROW][C]16[/C][C]-0.006471[/C][C]-0.0579[/C][C]0.523004[/C][/ROW]
[ROW][C]17[/C][C]0.154216[/C][C]1.3794[/C][C]0.085815[/C][/ROW]
[ROW][C]18[/C][C]0.277923[/C][C]2.4858[/C][C]0.007504[/C][/ROW]
[ROW][C]19[/C][C]-0.035711[/C][C]-0.3194[/C][C]0.624877[/C][/ROW]
[ROW][C]20[/C][C]0.007238[/C][C]0.0647[/C][C]0.474271[/C][/ROW]
[ROW][C]21[/C][C]0.145908[/C][C]1.305[/C][C]0.097809[/C][/ROW]
[ROW][C]22[/C][C]-0.091751[/C][C]-0.8206[/C][C]0.792857[/C][/ROW]
[ROW][C]23[/C][C]0.127566[/C][C]1.141[/C][C]0.12864[/C][/ROW]
[ROW][C]24[/C][C]0.283101[/C][C]2.5321[/C][C]0.006647[/C][/ROW]
[ROW][C]25[/C][C]-0.014057[/C][C]-0.1257[/C][C]0.54987[/C][/ROW]
[ROW][C]26[/C][C]0.012272[/C][C]0.1098[/C][C]0.456436[/C][/ROW]
[ROW][C]27[/C][C]0.076056[/C][C]0.6803[/C][C]0.24915[/C][/ROW]
[ROW][C]28[/C][C]-0.148033[/C][C]-1.324[/C][C]0.90537[/C][/ROW]
[ROW][C]29[/C][C]-0.017798[/C][C]-0.1592[/C][C]0.563041[/C][/ROW]
[ROW][C]30[/C][C]0.08372[/C][C]0.7488[/C][C]0.228083[/C][/ROW]
[ROW][C]31[/C][C]-0.126922[/C][C]-1.1352[/C][C]0.870164[/C][/ROW]
[ROW][C]32[/C][C]-0.072082[/C][C]-0.6447[/C][C]0.739523[/C][/ROW]
[ROW][C]33[/C][C]-0.043973[/C][C]-0.3933[/C][C]0.652429[/C][/ROW]
[ROW][C]34[/C][C]-0.202741[/C][C]-1.8134[/C][C]0.963238[/C][/ROW]
[ROW][C]35[/C][C]-0.020981[/C][C]-0.1877[/C][C]0.57419[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3612&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3612&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	8.9443	0
1	0.388778	3.4773	0.000411
2	0.232595	2.0804	0.020345
3	0.503996	4.5079	1.1e-05
4	0.185138	1.6559	0.050827
5	0.288076	2.5766	0.005907
6	0.546138	4.8848	3e-06
7	0.188591	1.6868	0.047768
8	0.175746	1.5719	0.059958
9	0.408862	3.657	0.000228
10	0.087575	0.7833	0.217884
11	0.27066	2.4209	0.008874
12	0.614346	5.4949	0
13	0.157217	1.4062	0.08177
14	0.138825	1.2417	0.10899
15	0.275902	2.4677	0.007865
16	-0.006471	-0.0579	0.523004
17	0.154216	1.3794	0.085815
18	0.277923	2.4858	0.007504
19	-0.035711	-0.3194	0.624877
20	0.007238	0.0647	0.474271
21	0.145908	1.305	0.097809
22	-0.091751	-0.8206	0.792857
23	0.127566	1.141	0.12864
24	0.283101	2.5321	0.006647
25	-0.014057	-0.1257	0.54987
26	0.012272	0.1098	0.456436
27	0.076056	0.6803	0.24915
28	-0.148033	-1.324	0.90537
29	-0.017798	-0.1592	0.563041
30	0.08372	0.7488	0.228083
31	-0.126922	-1.1352	0.870164
32	-0.072082	-0.6447	0.739523
33	-0.043973	-0.3933	0.652429
34	-0.202741	-1.8134	0.963238
35	-0.020981	-0.1877	0.57419

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.388778	3.4773	0.000411
1	0.095949	0.8582	0.196674
2	0.4577	4.0938	5e-05
3	-0.199615	-1.7854	0.961008
4	0.329501	2.9471	0.002101
5	0.233198	2.0858	0.020093
6	-0.103326	-0.9242	0.820912
7	-0.03042	-0.2721	0.606872
8	0.137808	1.2326	0.110669
9	-0.171229	-1.5315	0.935207
10	0.278174	2.4881	0.007461
11	0.32129	2.8737	0.002597
12	-0.186636	-1.6693	0.950519
13	-0.112266	-1.0041	0.84083
14	-0.180929	-1.6183	0.94523
15	-0.029889	-0.2673	0.60505
16	-0.066925	-0.5986	0.724432
17	-0.119425	-1.0682	0.855672
18	-2.3e-05	-2e-04	0.500081
19	-0.11269	-1.0079	0.841737
20	0.026413	0.2362	0.406923
21	0.018534	0.1658	0.434377
22	0.113126	1.0118	0.157336
23	-0.022832	-0.2042	0.580647
24	0.107643	0.9628	0.169278
25	-0.119435	-1.0683	0.855692
26	0.088613	0.7926	0.215184
27	-0.17414	-1.5576	0.938357
28	-0.048603	-0.4347	0.66753
29	0.00899	0.0804	0.468057
30	0.091449	0.8179	0.20791
31	-0.012831	-0.1148	0.545539
32	-0.076279	-0.6823	0.751478
33	-0.046203	-0.4133	0.659737
34	-0.030256	-0.2706	0.60631
35	0.148029	1.324	0.094634

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.388778 & 3.4773 & 0.000411 \tabularnewline
1 & 0.095949 & 0.8582 & 0.196674 \tabularnewline
2 & 0.4577 & 4.0938 & 5e-05 \tabularnewline
3 & -0.199615 & -1.7854 & 0.961008 \tabularnewline
4 & 0.329501 & 2.9471 & 0.002101 \tabularnewline
5 & 0.233198 & 2.0858 & 0.020093 \tabularnewline
6 & -0.103326 & -0.9242 & 0.820912 \tabularnewline
7 & -0.03042 & -0.2721 & 0.606872 \tabularnewline
8 & 0.137808 & 1.2326 & 0.110669 \tabularnewline
9 & -0.171229 & -1.5315 & 0.935207 \tabularnewline
10 & 0.278174 & 2.4881 & 0.007461 \tabularnewline
11 & 0.32129 & 2.8737 & 0.002597 \tabularnewline
12 & -0.186636 & -1.6693 & 0.950519 \tabularnewline
13 & -0.112266 & -1.0041 & 0.84083 \tabularnewline
14 & -0.180929 & -1.6183 & 0.94523 \tabularnewline
15 & -0.029889 & -0.2673 & 0.60505 \tabularnewline
16 & -0.066925 & -0.5986 & 0.724432 \tabularnewline
17 & -0.119425 & -1.0682 & 0.855672 \tabularnewline
18 & -2.3e-05 & -2e-04 & 0.500081 \tabularnewline
19 & -0.11269 & -1.0079 & 0.841737 \tabularnewline
20 & 0.026413 & 0.2362 & 0.406923 \tabularnewline
21 & 0.018534 & 0.1658 & 0.434377 \tabularnewline
22 & 0.113126 & 1.0118 & 0.157336 \tabularnewline
23 & -0.022832 & -0.2042 & 0.580647 \tabularnewline
24 & 0.107643 & 0.9628 & 0.169278 \tabularnewline
25 & -0.119435 & -1.0683 & 0.855692 \tabularnewline
26 & 0.088613 & 0.7926 & 0.215184 \tabularnewline
27 & -0.17414 & -1.5576 & 0.938357 \tabularnewline
28 & -0.048603 & -0.4347 & 0.66753 \tabularnewline
29 & 0.00899 & 0.0804 & 0.468057 \tabularnewline
30 & 0.091449 & 0.8179 & 0.20791 \tabularnewline
31 & -0.012831 & -0.1148 & 0.545539 \tabularnewline
32 & -0.076279 & -0.6823 & 0.751478 \tabularnewline
33 & -0.046203 & -0.4133 & 0.659737 \tabularnewline
34 & -0.030256 & -0.2706 & 0.60631 \tabularnewline
35 & 0.148029 & 1.324 & 0.094634 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3612&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]0.388778[/C][C]3.4773[/C][C]0.000411[/C][/ROW]
[ROW][C]1[/C][C]0.095949[/C][C]0.8582[/C][C]0.196674[/C][/ROW]
[ROW][C]2[/C][C]0.4577[/C][C]4.0938[/C][C]5e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.199615[/C][C]-1.7854[/C][C]0.961008[/C][/ROW]
[ROW][C]4[/C][C]0.329501[/C][C]2.9471[/C][C]0.002101[/C][/ROW]
[ROW][C]5[/C][C]0.233198[/C][C]2.0858[/C][C]0.020093[/C][/ROW]
[ROW][C]6[/C][C]-0.103326[/C][C]-0.9242[/C][C]0.820912[/C][/ROW]
[ROW][C]7[/C][C]-0.03042[/C][C]-0.2721[/C][C]0.606872[/C][/ROW]
[ROW][C]8[/C][C]0.137808[/C][C]1.2326[/C][C]0.110669[/C][/ROW]
[ROW][C]9[/C][C]-0.171229[/C][C]-1.5315[/C][C]0.935207[/C][/ROW]
[ROW][C]10[/C][C]0.278174[/C][C]2.4881[/C][C]0.007461[/C][/ROW]
[ROW][C]11[/C][C]0.32129[/C][C]2.8737[/C][C]0.002597[/C][/ROW]
[ROW][C]12[/C][C]-0.186636[/C][C]-1.6693[/C][C]0.950519[/C][/ROW]
[ROW][C]13[/C][C]-0.112266[/C][C]-1.0041[/C][C]0.84083[/C][/ROW]
[ROW][C]14[/C][C]-0.180929[/C][C]-1.6183[/C][C]0.94523[/C][/ROW]
[ROW][C]15[/C][C]-0.029889[/C][C]-0.2673[/C][C]0.60505[/C][/ROW]
[ROW][C]16[/C][C]-0.066925[/C][C]-0.5986[/C][C]0.724432[/C][/ROW]
[ROW][C]17[/C][C]-0.119425[/C][C]-1.0682[/C][C]0.855672[/C][/ROW]
[ROW][C]18[/C][C]-2.3e-05[/C][C]-2e-04[/C][C]0.500081[/C][/ROW]
[ROW][C]19[/C][C]-0.11269[/C][C]-1.0079[/C][C]0.841737[/C][/ROW]
[ROW][C]20[/C][C]0.026413[/C][C]0.2362[/C][C]0.406923[/C][/ROW]
[ROW][C]21[/C][C]0.018534[/C][C]0.1658[/C][C]0.434377[/C][/ROW]
[ROW][C]22[/C][C]0.113126[/C][C]1.0118[/C][C]0.157336[/C][/ROW]
[ROW][C]23[/C][C]-0.022832[/C][C]-0.2042[/C][C]0.580647[/C][/ROW]
[ROW][C]24[/C][C]0.107643[/C][C]0.9628[/C][C]0.169278[/C][/ROW]
[ROW][C]25[/C][C]-0.119435[/C][C]-1.0683[/C][C]0.855692[/C][/ROW]
[ROW][C]26[/C][C]0.088613[/C][C]0.7926[/C][C]0.215184[/C][/ROW]
[ROW][C]27[/C][C]-0.17414[/C][C]-1.5576[/C][C]0.938357[/C][/ROW]
[ROW][C]28[/C][C]-0.048603[/C][C]-0.4347[/C][C]0.66753[/C][/ROW]
[ROW][C]29[/C][C]0.00899[/C][C]0.0804[/C][C]0.468057[/C][/ROW]
[ROW][C]30[/C][C]0.091449[/C][C]0.8179[/C][C]0.20791[/C][/ROW]
[ROW][C]31[/C][C]-0.012831[/C][C]-0.1148[/C][C]0.545539[/C][/ROW]
[ROW][C]32[/C][C]-0.076279[/C][C]-0.6823[/C][C]0.751478[/C][/ROW]
[ROW][C]33[/C][C]-0.046203[/C][C]-0.4133[/C][C]0.659737[/C][/ROW]
[ROW][C]34[/C][C]-0.030256[/C][C]-0.2706[/C][C]0.60631[/C][/ROW]
[ROW][C]35[/C][C]0.148029[/C][C]1.324[/C][C]0.094634[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3612&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3612&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	0.388778	3.4773	0.000411
1	0.095949	0.8582	0.196674
2	0.4577	4.0938	5e-05
3	-0.199615	-1.7854	0.961008
4	0.329501	2.9471	0.002101
5	0.233198	2.0858	0.020093
6	-0.103326	-0.9242	0.820912
7	-0.03042	-0.2721	0.606872
8	0.137808	1.2326	0.110669
9	-0.171229	-1.5315	0.935207
10	0.278174	2.4881	0.007461
11	0.32129	2.8737	0.002597
12	-0.186636	-1.6693	0.950519
13	-0.112266	-1.0041	0.84083
14	-0.180929	-1.6183	0.94523
15	-0.029889	-0.2673	0.60505
16	-0.066925	-0.5986	0.724432
17	-0.119425	-1.0682	0.855672
18	-2.3e-05	-2e-04	0.500081
19	-0.11269	-1.0079	0.841737
20	0.026413	0.2362	0.406923
21	0.018534	0.1658	0.434377
22	0.113126	1.0118	0.157336
23	-0.022832	-0.2042	0.580647
24	0.107643	0.9628	0.169278
25	-0.119435	-1.0683	0.855692
26	0.088613	0.7926	0.215184
27	-0.17414	-1.5576	0.938357
28	-0.048603	-0.4347	0.66753
29	0.00899	0.0804	0.468057
30	0.091449	0.8179	0.20791
31	-0.012831	-0.1148	0.545539
32	-0.076279	-0.6823	0.751478
33	-0.046203	-0.4133	0.659737
34	-0.030256	-0.2706	0.60631
35	0.148029	1.324	0.094634

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 0 ; par8 = 2 ; par9 = 0 ;

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