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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 18 Dec 2007 08:15:48 -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/18/t1197989955m4372qo3gr69uxp.htm/, Retrieved Sat, 04 May 2024 17:09:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4536, Retrieved Sat, 04 May 2024 17:09:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

tijdreeks met outliers

Estimated Impact

199

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-18 15:15:48] [bebbf4ab6ac77d61a56e6916ab0650f9] [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=4536&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=4536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4536&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	8.1854	0
1	0.941593	7.7073	0
2	0.888364	7.2716	0
3	0.846644	6.9301	0
4	0.805104	6.5901	0
5	0.767613	6.2832	0
6	0.731486	5.9875	0
7	0.706919	5.7864	0
8	0.672033	5.5008	0
9	0.646872	5.2949	1e-06
10	0.625722	5.1218	1e-06
11	0.590729	4.8353	4e-06
12	0.537833	4.4024	2e-05
13	0.484294	3.9641	9.1e-05
14	0.440444	3.6052	0.000297
15	0.389351	3.187	0.001092
16	0.329789	2.6994	0.004392
17	0.2812	2.3017	0.012233
18	0.235763	1.9298	0.028933
19	0.188853	1.5458	0.063428
20	0.153689	1.258	0.106379
21	0.115299	0.9438	0.17434
22	0.072805	0.5959	0.276613
23	0.024708	0.2022	0.420168
24	-0.021934	-0.1795	0.570973
25	-0.061115	-0.5002	0.690729
26	-0.103283	-0.8454	0.799555
27	-0.136649	-1.1185	0.86633
28	-0.17385	-1.423	0.920315
29	-0.208404	-1.7059	0.953667
30	-0.234919	-1.9229	0.970627
31	-0.261779	-2.1428	0.982115
32	-0.280864	-2.299	0.987684
33	-0.303059	-2.4806	0.992184
34	-0.324184	-2.6536	0.995031
35	-0.341543	-2.7956	0.996624

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.941593 & 7.7073 & 0 \tabularnewline
2 & 0.888364 & 7.2716 & 0 \tabularnewline
3 & 0.846644 & 6.9301 & 0 \tabularnewline
4 & 0.805104 & 6.5901 & 0 \tabularnewline
5 & 0.767613 & 6.2832 & 0 \tabularnewline
6 & 0.731486 & 5.9875 & 0 \tabularnewline
7 & 0.706919 & 5.7864 & 0 \tabularnewline
8 & 0.672033 & 5.5008 & 0 \tabularnewline
9 & 0.646872 & 5.2949 & 1e-06 \tabularnewline
10 & 0.625722 & 5.1218 & 1e-06 \tabularnewline
11 & 0.590729 & 4.8353 & 4e-06 \tabularnewline
12 & 0.537833 & 4.4024 & 2e-05 \tabularnewline
13 & 0.484294 & 3.9641 & 9.1e-05 \tabularnewline
14 & 0.440444 & 3.6052 & 0.000297 \tabularnewline
15 & 0.389351 & 3.187 & 0.001092 \tabularnewline
16 & 0.329789 & 2.6994 & 0.004392 \tabularnewline
17 & 0.2812 & 2.3017 & 0.012233 \tabularnewline
18 & 0.235763 & 1.9298 & 0.028933 \tabularnewline
19 & 0.188853 & 1.5458 & 0.063428 \tabularnewline
20 & 0.153689 & 1.258 & 0.106379 \tabularnewline
21 & 0.115299 & 0.9438 & 0.17434 \tabularnewline
22 & 0.072805 & 0.5959 & 0.276613 \tabularnewline
23 & 0.024708 & 0.2022 & 0.420168 \tabularnewline
24 & -0.021934 & -0.1795 & 0.570973 \tabularnewline
25 & -0.061115 & -0.5002 & 0.690729 \tabularnewline
26 & -0.103283 & -0.8454 & 0.799555 \tabularnewline
27 & -0.136649 & -1.1185 & 0.86633 \tabularnewline
28 & -0.17385 & -1.423 & 0.920315 \tabularnewline
29 & -0.208404 & -1.7059 & 0.953667 \tabularnewline
30 & -0.234919 & -1.9229 & 0.970627 \tabularnewline
31 & -0.261779 & -2.1428 & 0.982115 \tabularnewline
32 & -0.280864 & -2.299 & 0.987684 \tabularnewline
33 & -0.303059 & -2.4806 & 0.992184 \tabularnewline
34 & -0.324184 & -2.6536 & 0.995031 \tabularnewline
35 & -0.341543 & -2.7956 & 0.996624 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4536&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.941593[/C][C]7.7073[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.888364[/C][C]7.2716[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.846644[/C][C]6.9301[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.805104[/C][C]6.5901[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.767613[/C][C]6.2832[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.731486[/C][C]5.9875[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.706919[/C][C]5.7864[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.672033[/C][C]5.5008[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.646872[/C][C]5.2949[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.625722[/C][C]5.1218[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.590729[/C][C]4.8353[/C][C]4e-06[/C][/ROW]
[ROW][C]12[/C][C]0.537833[/C][C]4.4024[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.484294[/C][C]3.9641[/C][C]9.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.440444[/C][C]3.6052[/C][C]0.000297[/C][/ROW]
[ROW][C]15[/C][C]0.389351[/C][C]3.187[/C][C]0.001092[/C][/ROW]
[ROW][C]16[/C][C]0.329789[/C][C]2.6994[/C][C]0.004392[/C][/ROW]
[ROW][C]17[/C][C]0.2812[/C][C]2.3017[/C][C]0.012233[/C][/ROW]
[ROW][C]18[/C][C]0.235763[/C][C]1.9298[/C][C]0.028933[/C][/ROW]
[ROW][C]19[/C][C]0.188853[/C][C]1.5458[/C][C]0.063428[/C][/ROW]
[ROW][C]20[/C][C]0.153689[/C][C]1.258[/C][C]0.106379[/C][/ROW]
[ROW][C]21[/C][C]0.115299[/C][C]0.9438[/C][C]0.17434[/C][/ROW]
[ROW][C]22[/C][C]0.072805[/C][C]0.5959[/C][C]0.276613[/C][/ROW]
[ROW][C]23[/C][C]0.024708[/C][C]0.2022[/C][C]0.420168[/C][/ROW]
[ROW][C]24[/C][C]-0.021934[/C][C]-0.1795[/C][C]0.570973[/C][/ROW]
[ROW][C]25[/C][C]-0.061115[/C][C]-0.5002[/C][C]0.690729[/C][/ROW]
[ROW][C]26[/C][C]-0.103283[/C][C]-0.8454[/C][C]0.799555[/C][/ROW]
[ROW][C]27[/C][C]-0.136649[/C][C]-1.1185[/C][C]0.86633[/C][/ROW]
[ROW][C]28[/C][C]-0.17385[/C][C]-1.423[/C][C]0.920315[/C][/ROW]
[ROW][C]29[/C][C]-0.208404[/C][C]-1.7059[/C][C]0.953667[/C][/ROW]
[ROW][C]30[/C][C]-0.234919[/C][C]-1.9229[/C][C]0.970627[/C][/ROW]
[ROW][C]31[/C][C]-0.261779[/C][C]-2.1428[/C][C]0.982115[/C][/ROW]
[ROW][C]32[/C][C]-0.280864[/C][C]-2.299[/C][C]0.987684[/C][/ROW]
[ROW][C]33[/C][C]-0.303059[/C][C]-2.4806[/C][C]0.992184[/C][/ROW]
[ROW][C]34[/C][C]-0.324184[/C][C]-2.6536[/C][C]0.995031[/C][/ROW]
[ROW][C]35[/C][C]-0.341543[/C][C]-2.7956[/C][C]0.996624[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4536&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	8.1854	0
1	0.941593	7.7073	0
2	0.888364	7.2716	0
3	0.846644	6.9301	0
4	0.805104	6.5901	0
5	0.767613	6.2832	0
6	0.731486	5.9875	0
7	0.706919	5.7864	0
8	0.672033	5.5008	0
9	0.646872	5.2949	1e-06
10	0.625722	5.1218	1e-06
11	0.590729	4.8353	4e-06
12	0.537833	4.4024	2e-05
13	0.484294	3.9641	9.1e-05
14	0.440444	3.6052	0.000297
15	0.389351	3.187	0.001092
16	0.329789	2.6994	0.004392
17	0.2812	2.3017	0.012233
18	0.235763	1.9298	0.028933
19	0.188853	1.5458	0.063428
20	0.153689	1.258	0.106379
21	0.115299	0.9438	0.17434
22	0.072805	0.5959	0.276613
23	0.024708	0.2022	0.420168
24	-0.021934	-0.1795	0.570973
25	-0.061115	-0.5002	0.690729
26	-0.103283	-0.8454	0.799555
27	-0.136649	-1.1185	0.86633
28	-0.17385	-1.423	0.920315
29	-0.208404	-1.7059	0.953667
30	-0.234919	-1.9229	0.970627
31	-0.261779	-2.1428	0.982115
32	-0.280864	-2.299	0.987684
33	-0.303059	-2.4806	0.992184
34	-0.324184	-2.6536	0.995031
35	-0.341543	-2.7956	0.996624

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.941593	7.7073	0
1	0.015577	0.1275	0.449463
2	0.075229	0.6158	0.270065
3	-0.012476	-0.1021	0.540517
4	0.023131	0.1893	0.425201
5	-0.004579	-0.0375	0.514893
6	0.090791	0.7432	0.229992
7	-0.095176	-0.779	0.780652
8	0.083679	0.6849	0.247871
9	0.011246	0.0921	0.463466
10	-0.109156	-0.8935	0.8126
11	-0.190174	-1.5566	0.937867
12	-0.056482	-0.4623	0.677328
13	0.005316	0.0435	0.482712
14	-0.082819	-0.6779	0.749916
15	-0.139901	-1.1451	0.871887
16	0.014962	0.1225	0.451448
17	-0.026187	-0.2144	0.584537
18	-0.041237	-0.3375	0.631617
19	0.044263	0.3623	0.359132
20	-0.068533	-0.561	0.711654
21	-0.020217	-0.1655	0.565469
22	-0.047363	-0.3877	0.650261
23	-0.057836	-0.4734	0.681269
24	0.015609	0.1278	0.449359
25	-0.005226	-0.0428	0.516995
26	0.046261	0.3787	0.353069
27	-0.080054	-0.6553	0.742731
28	-0.021593	-0.1767	0.569879
29	0.036401	0.298	0.38333
30	-0.036092	-0.2954	0.61571
31	0.027632	0.2262	0.410876
32	-0.003725	-0.0305	0.512117
33	-0.021009	-0.172	0.56801
34	0.006133	0.0502	0.480057
35	-0.099348	-0.8132	0.790509

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.941593 & 7.7073 & 0 \tabularnewline
1 & 0.015577 & 0.1275 & 0.449463 \tabularnewline
2 & 0.075229 & 0.6158 & 0.270065 \tabularnewline
3 & -0.012476 & -0.1021 & 0.540517 \tabularnewline
4 & 0.023131 & 0.1893 & 0.425201 \tabularnewline
5 & -0.004579 & -0.0375 & 0.514893 \tabularnewline
6 & 0.090791 & 0.7432 & 0.229992 \tabularnewline
7 & -0.095176 & -0.779 & 0.780652 \tabularnewline
8 & 0.083679 & 0.6849 & 0.247871 \tabularnewline
9 & 0.011246 & 0.0921 & 0.463466 \tabularnewline
10 & -0.109156 & -0.8935 & 0.8126 \tabularnewline
11 & -0.190174 & -1.5566 & 0.937867 \tabularnewline
12 & -0.056482 & -0.4623 & 0.677328 \tabularnewline
13 & 0.005316 & 0.0435 & 0.482712 \tabularnewline
14 & -0.082819 & -0.6779 & 0.749916 \tabularnewline
15 & -0.139901 & -1.1451 & 0.871887 \tabularnewline
16 & 0.014962 & 0.1225 & 0.451448 \tabularnewline
17 & -0.026187 & -0.2144 & 0.584537 \tabularnewline
18 & -0.041237 & -0.3375 & 0.631617 \tabularnewline
19 & 0.044263 & 0.3623 & 0.359132 \tabularnewline
20 & -0.068533 & -0.561 & 0.711654 \tabularnewline
21 & -0.020217 & -0.1655 & 0.565469 \tabularnewline
22 & -0.047363 & -0.3877 & 0.650261 \tabularnewline
23 & -0.057836 & -0.4734 & 0.681269 \tabularnewline
24 & 0.015609 & 0.1278 & 0.449359 \tabularnewline
25 & -0.005226 & -0.0428 & 0.516995 \tabularnewline
26 & 0.046261 & 0.3787 & 0.353069 \tabularnewline
27 & -0.080054 & -0.6553 & 0.742731 \tabularnewline
28 & -0.021593 & -0.1767 & 0.569879 \tabularnewline
29 & 0.036401 & 0.298 & 0.38333 \tabularnewline
30 & -0.036092 & -0.2954 & 0.61571 \tabularnewline
31 & 0.027632 & 0.2262 & 0.410876 \tabularnewline
32 & -0.003725 & -0.0305 & 0.512117 \tabularnewline
33 & -0.021009 & -0.172 & 0.56801 \tabularnewline
34 & 0.006133 & 0.0502 & 0.480057 \tabularnewline
35 & -0.099348 & -0.8132 & 0.790509 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4536&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]0.941593[/C][C]7.7073[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.015577[/C][C]0.1275[/C][C]0.449463[/C][/ROW]
[ROW][C]2[/C][C]0.075229[/C][C]0.6158[/C][C]0.270065[/C][/ROW]
[ROW][C]3[/C][C]-0.012476[/C][C]-0.1021[/C][C]0.540517[/C][/ROW]
[ROW][C]4[/C][C]0.023131[/C][C]0.1893[/C][C]0.425201[/C][/ROW]
[ROW][C]5[/C][C]-0.004579[/C][C]-0.0375[/C][C]0.514893[/C][/ROW]
[ROW][C]6[/C][C]0.090791[/C][C]0.7432[/C][C]0.229992[/C][/ROW]
[ROW][C]7[/C][C]-0.095176[/C][C]-0.779[/C][C]0.780652[/C][/ROW]
[ROW][C]8[/C][C]0.083679[/C][C]0.6849[/C][C]0.247871[/C][/ROW]
[ROW][C]9[/C][C]0.011246[/C][C]0.0921[/C][C]0.463466[/C][/ROW]
[ROW][C]10[/C][C]-0.109156[/C][C]-0.8935[/C][C]0.8126[/C][/ROW]
[ROW][C]11[/C][C]-0.190174[/C][C]-1.5566[/C][C]0.937867[/C][/ROW]
[ROW][C]12[/C][C]-0.056482[/C][C]-0.4623[/C][C]0.677328[/C][/ROW]
[ROW][C]13[/C][C]0.005316[/C][C]0.0435[/C][C]0.482712[/C][/ROW]
[ROW][C]14[/C][C]-0.082819[/C][C]-0.6779[/C][C]0.749916[/C][/ROW]
[ROW][C]15[/C][C]-0.139901[/C][C]-1.1451[/C][C]0.871887[/C][/ROW]
[ROW][C]16[/C][C]0.014962[/C][C]0.1225[/C][C]0.451448[/C][/ROW]
[ROW][C]17[/C][C]-0.026187[/C][C]-0.2144[/C][C]0.584537[/C][/ROW]
[ROW][C]18[/C][C]-0.041237[/C][C]-0.3375[/C][C]0.631617[/C][/ROW]
[ROW][C]19[/C][C]0.044263[/C][C]0.3623[/C][C]0.359132[/C][/ROW]
[ROW][C]20[/C][C]-0.068533[/C][C]-0.561[/C][C]0.711654[/C][/ROW]
[ROW][C]21[/C][C]-0.020217[/C][C]-0.1655[/C][C]0.565469[/C][/ROW]
[ROW][C]22[/C][C]-0.047363[/C][C]-0.3877[/C][C]0.650261[/C][/ROW]
[ROW][C]23[/C][C]-0.057836[/C][C]-0.4734[/C][C]0.681269[/C][/ROW]
[ROW][C]24[/C][C]0.015609[/C][C]0.1278[/C][C]0.449359[/C][/ROW]
[ROW][C]25[/C][C]-0.005226[/C][C]-0.0428[/C][C]0.516995[/C][/ROW]
[ROW][C]26[/C][C]0.046261[/C][C]0.3787[/C][C]0.353069[/C][/ROW]
[ROW][C]27[/C][C]-0.080054[/C][C]-0.6553[/C][C]0.742731[/C][/ROW]
[ROW][C]28[/C][C]-0.021593[/C][C]-0.1767[/C][C]0.569879[/C][/ROW]
[ROW][C]29[/C][C]0.036401[/C][C]0.298[/C][C]0.38333[/C][/ROW]
[ROW][C]30[/C][C]-0.036092[/C][C]-0.2954[/C][C]0.61571[/C][/ROW]
[ROW][C]31[/C][C]0.027632[/C][C]0.2262[/C][C]0.410876[/C][/ROW]
[ROW][C]32[/C][C]-0.003725[/C][C]-0.0305[/C][C]0.512117[/C][/ROW]
[ROW][C]33[/C][C]-0.021009[/C][C]-0.172[/C][C]0.56801[/C][/ROW]
[ROW][C]34[/C][C]0.006133[/C][C]0.0502[/C][C]0.480057[/C][/ROW]
[ROW][C]35[/C][C]-0.099348[/C][C]-0.8132[/C][C]0.790509[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4536&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4536&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	0.941593	7.7073	0
1	0.015577	0.1275	0.449463
2	0.075229	0.6158	0.270065
3	-0.012476	-0.1021	0.540517
4	0.023131	0.1893	0.425201
5	-0.004579	-0.0375	0.514893
6	0.090791	0.7432	0.229992
7	-0.095176	-0.779	0.780652
8	0.083679	0.6849	0.247871
9	0.011246	0.0921	0.463466
10	-0.109156	-0.8935	0.8126
11	-0.190174	-1.5566	0.937867
12	-0.056482	-0.4623	0.677328
13	0.005316	0.0435	0.482712
14	-0.082819	-0.6779	0.749916
15	-0.139901	-1.1451	0.871887
16	0.014962	0.1225	0.451448
17	-0.026187	-0.2144	0.584537
18	-0.041237	-0.3375	0.631617
19	0.044263	0.3623	0.359132
20	-0.068533	-0.561	0.711654
21	-0.020217	-0.1655	0.565469
22	-0.047363	-0.3877	0.650261
23	-0.057836	-0.4734	0.681269
24	0.015609	0.1278	0.449359
25	-0.005226	-0.0428	0.516995
26	0.046261	0.3787	0.353069
27	-0.080054	-0.6553	0.742731
28	-0.021593	-0.1767	0.569879
29	0.036401	0.298	0.38333
30	-0.036092	-0.2954	0.61571
31	0.027632	0.2262	0.410876
32	-0.003725	-0.0305	0.512117
33	-0.021009	-0.172	0.56801
34	0.006133	0.0502	0.480057
35	-0.099348	-0.8132	0.790509

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