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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 20 Dec 2007 05:48:10 -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/20/t1198154468soxigianqd8rhsu.htm/, Retrieved Mon, 29 Apr 2024 12:25:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4708, Retrieved Mon, 29 Apr 2024 12:25:38 +0000

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Estimated Impact

220

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

-       [(Partial) Autocorrelation Function] [(P)ACF Omzet] [2007-12-20 12:48:10] [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=4708&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=4708&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4708&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	6	0
1	0.275237	1.6514	0.053676
2	0.307113	1.8427	0.036812
3	0.226326	1.358	0.091465
4	0.214165	1.285	0.103502
5	0.189378	1.1363	0.131676
6	0.01011	0.0607	0.475984
7	-0.026013	-0.1561	0.561579
8	-0.091189	-0.5471	0.706168
9	0.049277	0.2957	0.384594
10	-0.227197	-1.3632	0.909355
11	-0.065029	-0.3902	0.650646
12	-0.168287	-1.0097	0.840317
13	0.046268	0.2776	0.39145
14	0.05685	0.3411	0.367505
15	0.05678	0.3407	0.367662
16	0.029464	0.1768	0.430334
17	0.051266	0.3076	0.380081
18	0.185863	1.1152	0.136082
19	-0.003379	-0.0203	0.508032
20	0.052687	0.3161	0.376869
21	0.058082	0.3485	0.36475
22	-0.05154	-0.3092	0.620538
23	-0.072104	-0.4326	0.666065
24	-0.161644	-0.9699	0.830707
25	-0.260273	-1.5616	0.936439
26	-0.151352	-0.9081	0.81507
27	-0.179588	-1.0775	0.855794
28	-0.244311	-1.4659	0.924317
29	-0.159377	-0.9563	0.827341
30	-0.141	-0.846	0.79843
31	-0.039686	-0.2381	0.59343
32	-0.100281	-0.6017	0.724424
33	-0.156184	-0.9371	0.822526
34	-0.017636	-0.1058	0.541841
35	0.007207	0.0432	0.482874

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6 & 0 \tabularnewline
1 & 0.275237 & 1.6514 & 0.053676 \tabularnewline
2 & 0.307113 & 1.8427 & 0.036812 \tabularnewline
3 & 0.226326 & 1.358 & 0.091465 \tabularnewline
4 & 0.214165 & 1.285 & 0.103502 \tabularnewline
5 & 0.189378 & 1.1363 & 0.131676 \tabularnewline
6 & 0.01011 & 0.0607 & 0.475984 \tabularnewline
7 & -0.026013 & -0.1561 & 0.561579 \tabularnewline
8 & -0.091189 & -0.5471 & 0.706168 \tabularnewline
9 & 0.049277 & 0.2957 & 0.384594 \tabularnewline
10 & -0.227197 & -1.3632 & 0.909355 \tabularnewline
11 & -0.065029 & -0.3902 & 0.650646 \tabularnewline
12 & -0.168287 & -1.0097 & 0.840317 \tabularnewline
13 & 0.046268 & 0.2776 & 0.39145 \tabularnewline
14 & 0.05685 & 0.3411 & 0.367505 \tabularnewline
15 & 0.05678 & 0.3407 & 0.367662 \tabularnewline
16 & 0.029464 & 0.1768 & 0.430334 \tabularnewline
17 & 0.051266 & 0.3076 & 0.380081 \tabularnewline
18 & 0.185863 & 1.1152 & 0.136082 \tabularnewline
19 & -0.003379 & -0.0203 & 0.508032 \tabularnewline
20 & 0.052687 & 0.3161 & 0.376869 \tabularnewline
21 & 0.058082 & 0.3485 & 0.36475 \tabularnewline
22 & -0.05154 & -0.3092 & 0.620538 \tabularnewline
23 & -0.072104 & -0.4326 & 0.666065 \tabularnewline
24 & -0.161644 & -0.9699 & 0.830707 \tabularnewline
25 & -0.260273 & -1.5616 & 0.936439 \tabularnewline
26 & -0.151352 & -0.9081 & 0.81507 \tabularnewline
27 & -0.179588 & -1.0775 & 0.855794 \tabularnewline
28 & -0.244311 & -1.4659 & 0.924317 \tabularnewline
29 & -0.159377 & -0.9563 & 0.827341 \tabularnewline
30 & -0.141 & -0.846 & 0.79843 \tabularnewline
31 & -0.039686 & -0.2381 & 0.59343 \tabularnewline
32 & -0.100281 & -0.6017 & 0.724424 \tabularnewline
33 & -0.156184 & -0.9371 & 0.822526 \tabularnewline
34 & -0.017636 & -0.1058 & 0.541841 \tabularnewline
35 & 0.007207 & 0.0432 & 0.482874 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4708&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]6[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.275237[/C][C]1.6514[/C][C]0.053676[/C][/ROW]
[ROW][C]2[/C][C]0.307113[/C][C]1.8427[/C][C]0.036812[/C][/ROW]
[ROW][C]3[/C][C]0.226326[/C][C]1.358[/C][C]0.091465[/C][/ROW]
[ROW][C]4[/C][C]0.214165[/C][C]1.285[/C][C]0.103502[/C][/ROW]
[ROW][C]5[/C][C]0.189378[/C][C]1.1363[/C][C]0.131676[/C][/ROW]
[ROW][C]6[/C][C]0.01011[/C][C]0.0607[/C][C]0.475984[/C][/ROW]
[ROW][C]7[/C][C]-0.026013[/C][C]-0.1561[/C][C]0.561579[/C][/ROW]
[ROW][C]8[/C][C]-0.091189[/C][C]-0.5471[/C][C]0.706168[/C][/ROW]
[ROW][C]9[/C][C]0.049277[/C][C]0.2957[/C][C]0.384594[/C][/ROW]
[ROW][C]10[/C][C]-0.227197[/C][C]-1.3632[/C][C]0.909355[/C][/ROW]
[ROW][C]11[/C][C]-0.065029[/C][C]-0.3902[/C][C]0.650646[/C][/ROW]
[ROW][C]12[/C][C]-0.168287[/C][C]-1.0097[/C][C]0.840317[/C][/ROW]
[ROW][C]13[/C][C]0.046268[/C][C]0.2776[/C][C]0.39145[/C][/ROW]
[ROW][C]14[/C][C]0.05685[/C][C]0.3411[/C][C]0.367505[/C][/ROW]
[ROW][C]15[/C][C]0.05678[/C][C]0.3407[/C][C]0.367662[/C][/ROW]
[ROW][C]16[/C][C]0.029464[/C][C]0.1768[/C][C]0.430334[/C][/ROW]
[ROW][C]17[/C][C]0.051266[/C][C]0.3076[/C][C]0.380081[/C][/ROW]
[ROW][C]18[/C][C]0.185863[/C][C]1.1152[/C][C]0.136082[/C][/ROW]
[ROW][C]19[/C][C]-0.003379[/C][C]-0.0203[/C][C]0.508032[/C][/ROW]
[ROW][C]20[/C][C]0.052687[/C][C]0.3161[/C][C]0.376869[/C][/ROW]
[ROW][C]21[/C][C]0.058082[/C][C]0.3485[/C][C]0.36475[/C][/ROW]
[ROW][C]22[/C][C]-0.05154[/C][C]-0.3092[/C][C]0.620538[/C][/ROW]
[ROW][C]23[/C][C]-0.072104[/C][C]-0.4326[/C][C]0.666065[/C][/ROW]
[ROW][C]24[/C][C]-0.161644[/C][C]-0.9699[/C][C]0.830707[/C][/ROW]
[ROW][C]25[/C][C]-0.260273[/C][C]-1.5616[/C][C]0.936439[/C][/ROW]
[ROW][C]26[/C][C]-0.151352[/C][C]-0.9081[/C][C]0.81507[/C][/ROW]
[ROW][C]27[/C][C]-0.179588[/C][C]-1.0775[/C][C]0.855794[/C][/ROW]
[ROW][C]28[/C][C]-0.244311[/C][C]-1.4659[/C][C]0.924317[/C][/ROW]
[ROW][C]29[/C][C]-0.159377[/C][C]-0.9563[/C][C]0.827341[/C][/ROW]
[ROW][C]30[/C][C]-0.141[/C][C]-0.846[/C][C]0.79843[/C][/ROW]
[ROW][C]31[/C][C]-0.039686[/C][C]-0.2381[/C][C]0.59343[/C][/ROW]
[ROW][C]32[/C][C]-0.100281[/C][C]-0.6017[/C][C]0.724424[/C][/ROW]
[ROW][C]33[/C][C]-0.156184[/C][C]-0.9371[/C][C]0.822526[/C][/ROW]
[ROW][C]34[/C][C]-0.017636[/C][C]-0.1058[/C][C]0.541841[/C][/ROW]
[ROW][C]35[/C][C]0.007207[/C][C]0.0432[/C][C]0.482874[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4708&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4708&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	6	0
1	0.275237	1.6514	0.053676
2	0.307113	1.8427	0.036812
3	0.226326	1.358	0.091465
4	0.214165	1.285	0.103502
5	0.189378	1.1363	0.131676
6	0.01011	0.0607	0.475984
7	-0.026013	-0.1561	0.561579
8	-0.091189	-0.5471	0.706168
9	0.049277	0.2957	0.384594
10	-0.227197	-1.3632	0.909355
11	-0.065029	-0.3902	0.650646
12	-0.168287	-1.0097	0.840317
13	0.046268	0.2776	0.39145
14	0.05685	0.3411	0.367505
15	0.05678	0.3407	0.367662
16	0.029464	0.1768	0.430334
17	0.051266	0.3076	0.380081
18	0.185863	1.1152	0.136082
19	-0.003379	-0.0203	0.508032
20	0.052687	0.3161	0.376869
21	0.058082	0.3485	0.36475
22	-0.05154	-0.3092	0.620538
23	-0.072104	-0.4326	0.666065
24	-0.161644	-0.9699	0.830707
25	-0.260273	-1.5616	0.936439
26	-0.151352	-0.9081	0.81507
27	-0.179588	-1.0775	0.855794
28	-0.244311	-1.4659	0.924317
29	-0.159377	-0.9563	0.827341
30	-0.141	-0.846	0.79843
31	-0.039686	-0.2381	0.59343
32	-0.100281	-0.6017	0.724424
33	-0.156184	-0.9371	0.822526
34	-0.017636	-0.1058	0.541841
35	0.007207	0.0432	0.482874

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.275237	1.6514	0.053676
1	0.250321	1.5019	0.070919
2	0.108571	0.6514	0.259454
3	0.086129	0.5168	0.304238
4	0.063029	0.3782	0.353762
5	-0.145314	-0.8719	0.805474
6	-0.118558	-0.7113	0.759274
7	-0.108129	-0.6488	0.7397
8	0.123458	0.7407	0.231826
9	-0.219666	-1.318	0.902085
10	0.059458	0.3567	0.361682
11	-0.061648	-0.3699	0.643183
12	0.198868	1.1932	0.120296
13	0.104335	0.626	0.267628
14	0.111074	0.6664	0.254689
15	-0.080939	-0.4856	0.684916
16	-0.01279	-0.0767	0.530371
17	0.034173	0.205	0.419349
18	-0.092523	-0.5551	0.708882
19	-0.090102	-0.5406	0.703948
20	0.127537	0.7652	0.224564
21	-0.214926	-1.2896	0.897286
22	-0.028686	-0.1721	0.567845
23	-0.121616	-0.7297	0.764851
24	-0.104231	-0.6254	0.732169
25	0.005809	0.0349	0.486195
26	0.008831	0.053	0.479018
27	-0.075175	-0.4511	0.672671
28	0.023725	0.1423	0.443799
29	0.010888	0.0653	0.474137
30	0.119546	0.7173	0.238916
31	-0.178246	-1.0695	0.854013
32	-0.110648	-0.6639	0.744504
33	-0.023479	-0.1409	0.555623
34	-0.045576	-0.2735	0.606966
35	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.275237 & 1.6514 & 0.053676 \tabularnewline
1 & 0.250321 & 1.5019 & 0.070919 \tabularnewline
2 & 0.108571 & 0.6514 & 0.259454 \tabularnewline
3 & 0.086129 & 0.5168 & 0.304238 \tabularnewline
4 & 0.063029 & 0.3782 & 0.353762 \tabularnewline
5 & -0.145314 & -0.8719 & 0.805474 \tabularnewline
6 & -0.118558 & -0.7113 & 0.759274 \tabularnewline
7 & -0.108129 & -0.6488 & 0.7397 \tabularnewline
8 & 0.123458 & 0.7407 & 0.231826 \tabularnewline
9 & -0.219666 & -1.318 & 0.902085 \tabularnewline
10 & 0.059458 & 0.3567 & 0.361682 \tabularnewline
11 & -0.061648 & -0.3699 & 0.643183 \tabularnewline
12 & 0.198868 & 1.1932 & 0.120296 \tabularnewline
13 & 0.104335 & 0.626 & 0.267628 \tabularnewline
14 & 0.111074 & 0.6664 & 0.254689 \tabularnewline
15 & -0.080939 & -0.4856 & 0.684916 \tabularnewline
16 & -0.01279 & -0.0767 & 0.530371 \tabularnewline
17 & 0.034173 & 0.205 & 0.419349 \tabularnewline
18 & -0.092523 & -0.5551 & 0.708882 \tabularnewline
19 & -0.090102 & -0.5406 & 0.703948 \tabularnewline
20 & 0.127537 & 0.7652 & 0.224564 \tabularnewline
21 & -0.214926 & -1.2896 & 0.897286 \tabularnewline
22 & -0.028686 & -0.1721 & 0.567845 \tabularnewline
23 & -0.121616 & -0.7297 & 0.764851 \tabularnewline
24 & -0.104231 & -0.6254 & 0.732169 \tabularnewline
25 & 0.005809 & 0.0349 & 0.486195 \tabularnewline
26 & 0.008831 & 0.053 & 0.479018 \tabularnewline
27 & -0.075175 & -0.4511 & 0.672671 \tabularnewline
28 & 0.023725 & 0.1423 & 0.443799 \tabularnewline
29 & 0.010888 & 0.0653 & 0.474137 \tabularnewline
30 & 0.119546 & 0.7173 & 0.238916 \tabularnewline
31 & -0.178246 & -1.0695 & 0.854013 \tabularnewline
32 & -0.110648 & -0.6639 & 0.744504 \tabularnewline
33 & -0.023479 & -0.1409 & 0.555623 \tabularnewline
34 & -0.045576 & -0.2735 & 0.606966 \tabularnewline
35 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4708&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]0.275237[/C][C]1.6514[/C][C]0.053676[/C][/ROW]
[ROW][C]1[/C][C]0.250321[/C][C]1.5019[/C][C]0.070919[/C][/ROW]
[ROW][C]2[/C][C]0.108571[/C][C]0.6514[/C][C]0.259454[/C][/ROW]
[ROW][C]3[/C][C]0.086129[/C][C]0.5168[/C][C]0.304238[/C][/ROW]
[ROW][C]4[/C][C]0.063029[/C][C]0.3782[/C][C]0.353762[/C][/ROW]
[ROW][C]5[/C][C]-0.145314[/C][C]-0.8719[/C][C]0.805474[/C][/ROW]
[ROW][C]6[/C][C]-0.118558[/C][C]-0.7113[/C][C]0.759274[/C][/ROW]
[ROW][C]7[/C][C]-0.108129[/C][C]-0.6488[/C][C]0.7397[/C][/ROW]
[ROW][C]8[/C][C]0.123458[/C][C]0.7407[/C][C]0.231826[/C][/ROW]
[ROW][C]9[/C][C]-0.219666[/C][C]-1.318[/C][C]0.902085[/C][/ROW]
[ROW][C]10[/C][C]0.059458[/C][C]0.3567[/C][C]0.361682[/C][/ROW]
[ROW][C]11[/C][C]-0.061648[/C][C]-0.3699[/C][C]0.643183[/C][/ROW]
[ROW][C]12[/C][C]0.198868[/C][C]1.1932[/C][C]0.120296[/C][/ROW]
[ROW][C]13[/C][C]0.104335[/C][C]0.626[/C][C]0.267628[/C][/ROW]
[ROW][C]14[/C][C]0.111074[/C][C]0.6664[/C][C]0.254689[/C][/ROW]
[ROW][C]15[/C][C]-0.080939[/C][C]-0.4856[/C][C]0.684916[/C][/ROW]
[ROW][C]16[/C][C]-0.01279[/C][C]-0.0767[/C][C]0.530371[/C][/ROW]
[ROW][C]17[/C][C]0.034173[/C][C]0.205[/C][C]0.419349[/C][/ROW]
[ROW][C]18[/C][C]-0.092523[/C][C]-0.5551[/C][C]0.708882[/C][/ROW]
[ROW][C]19[/C][C]-0.090102[/C][C]-0.5406[/C][C]0.703948[/C][/ROW]
[ROW][C]20[/C][C]0.127537[/C][C]0.7652[/C][C]0.224564[/C][/ROW]
[ROW][C]21[/C][C]-0.214926[/C][C]-1.2896[/C][C]0.897286[/C][/ROW]
[ROW][C]22[/C][C]-0.028686[/C][C]-0.1721[/C][C]0.567845[/C][/ROW]
[ROW][C]23[/C][C]-0.121616[/C][C]-0.7297[/C][C]0.764851[/C][/ROW]
[ROW][C]24[/C][C]-0.104231[/C][C]-0.6254[/C][C]0.732169[/C][/ROW]
[ROW][C]25[/C][C]0.005809[/C][C]0.0349[/C][C]0.486195[/C][/ROW]
[ROW][C]26[/C][C]0.008831[/C][C]0.053[/C][C]0.479018[/C][/ROW]
[ROW][C]27[/C][C]-0.075175[/C][C]-0.4511[/C][C]0.672671[/C][/ROW]
[ROW][C]28[/C][C]0.023725[/C][C]0.1423[/C][C]0.443799[/C][/ROW]
[ROW][C]29[/C][C]0.010888[/C][C]0.0653[/C][C]0.474137[/C][/ROW]
[ROW][C]30[/C][C]0.119546[/C][C]0.7173[/C][C]0.238916[/C][/ROW]
[ROW][C]31[/C][C]-0.178246[/C][C]-1.0695[/C][C]0.854013[/C][/ROW]
[ROW][C]32[/C][C]-0.110648[/C][C]-0.6639[/C][C]0.744504[/C][/ROW]
[ROW][C]33[/C][C]-0.023479[/C][C]-0.1409[/C][C]0.555623[/C][/ROW]
[ROW][C]34[/C][C]-0.045576[/C][C]-0.2735[/C][C]0.606966[/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=4708&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4708&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	0.275237	1.6514	0.053676
1	0.250321	1.5019	0.070919
2	0.108571	0.6514	0.259454
3	0.086129	0.5168	0.304238
4	0.063029	0.3782	0.353762
5	-0.145314	-0.8719	0.805474
6	-0.118558	-0.7113	0.759274
7	-0.108129	-0.6488	0.7397
8	0.123458	0.7407	0.231826
9	-0.219666	-1.318	0.902085
10	0.059458	0.3567	0.361682
11	-0.061648	-0.3699	0.643183
12	0.198868	1.1932	0.120296
13	0.104335	0.626	0.267628
14	0.111074	0.6664	0.254689
15	-0.080939	-0.4856	0.684916
16	-0.01279	-0.0767	0.530371
17	0.034173	0.205	0.419349
18	-0.092523	-0.5551	0.708882
19	-0.090102	-0.5406	0.703948
20	0.127537	0.7652	0.224564
21	-0.214926	-1.2896	0.897286
22	-0.028686	-0.1721	0.567845
23	-0.121616	-0.7297	0.764851
24	-0.104231	-0.6254	0.732169
25	0.005809	0.0349	0.486195
26	0.008831	0.053	0.479018
27	-0.075175	-0.4511	0.672671
28	0.023725	0.1423	0.443799
29	0.010888	0.0653	0.474137
30	0.119546	0.7173	0.238916
31	-0.178246	-1.0695	0.854013
32	-0.110648	-0.6639	0.744504
33	-0.023479	-0.1409	0.555623
34	-0.045576	-0.2735	0.606966
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 = 0 ; par4 = 1 ; par5 = 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