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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 20 Dec 2007 07:52:34 -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/t11981613437fskd42lm2cckk6.htm/, Retrieved Mon, 29 Apr 2024 10:59:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4725, Retrieved Mon, 29 Apr 2024 10:59:21 +0000

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Estimated Impact

220

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-       [(Partial) Autocorrelation Function] [(P)ACF Energie] [2007-12-20 14:52:34] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4725&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]2 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=4725&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4725&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	0.948897	6.5742	0
2	0.90003	6.2356	0
3	0.856981	5.9373	0
4	0.800223	5.5441	1e-06
5	0.732774	5.0768	3e-06
6	0.658663	4.5633	1.8e-05
7	0.594429	4.1183	7.5e-05
8	0.529068	3.6655	0.000308
9	0.464469	3.2179	0.001158
10	0.41758	2.8931	0.00286
11	0.355784	2.4649	0.008666
12	0.282571	1.9577	0.028046
13	0.213626	1.48	0.072698
14	0.150285	1.0412	0.151498
15	0.091426	0.6334	0.264734
16	0.024249	0.168	0.433642
17	-0.035943	-0.249	0.597797
18	-0.093907	-0.6506	0.740799
19	-0.141875	-0.9829	0.834716
20	-0.17064	-1.1822	0.878531
21	-0.21001	-1.455	0.92391
22	-0.246375	-1.7069	0.952852
23	-0.284214	-1.9691	0.972635
24	-0.323315	-2.24	0.985121
25	-0.350022	-2.425	0.99044
26	-0.380995	-2.6396	0.994419
27	-0.407255	-2.8215	0.996534
28	-0.424572	-2.9415	0.997493
29	-0.442806	-3.0678	0.998231
30	-0.445025	-3.0832	0.998305
31	-0.442882	-3.0684	0.998233
32	-0.436685	-3.0254	0.998009
33	-0.424112	-2.9383	0.997471
34	-0.413824	-2.8671	0.996932
35	-0.403845	-2.7979	0.996309

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.948897 & 6.5742 & 0 \tabularnewline
2 & 0.90003 & 6.2356 & 0 \tabularnewline
3 & 0.856981 & 5.9373 & 0 \tabularnewline
4 & 0.800223 & 5.5441 & 1e-06 \tabularnewline
5 & 0.732774 & 5.0768 & 3e-06 \tabularnewline
6 & 0.658663 & 4.5633 & 1.8e-05 \tabularnewline
7 & 0.594429 & 4.1183 & 7.5e-05 \tabularnewline
8 & 0.529068 & 3.6655 & 0.000308 \tabularnewline
9 & 0.464469 & 3.2179 & 0.001158 \tabularnewline
10 & 0.41758 & 2.8931 & 0.00286 \tabularnewline
11 & 0.355784 & 2.4649 & 0.008666 \tabularnewline
12 & 0.282571 & 1.9577 & 0.028046 \tabularnewline
13 & 0.213626 & 1.48 & 0.072698 \tabularnewline
14 & 0.150285 & 1.0412 & 0.151498 \tabularnewline
15 & 0.091426 & 0.6334 & 0.264734 \tabularnewline
16 & 0.024249 & 0.168 & 0.433642 \tabularnewline
17 & -0.035943 & -0.249 & 0.597797 \tabularnewline
18 & -0.093907 & -0.6506 & 0.740799 \tabularnewline
19 & -0.141875 & -0.9829 & 0.834716 \tabularnewline
20 & -0.17064 & -1.1822 & 0.878531 \tabularnewline
21 & -0.21001 & -1.455 & 0.92391 \tabularnewline
22 & -0.246375 & -1.7069 & 0.952852 \tabularnewline
23 & -0.284214 & -1.9691 & 0.972635 \tabularnewline
24 & -0.323315 & -2.24 & 0.985121 \tabularnewline
25 & -0.350022 & -2.425 & 0.99044 \tabularnewline
26 & -0.380995 & -2.6396 & 0.994419 \tabularnewline
27 & -0.407255 & -2.8215 & 0.996534 \tabularnewline
28 & -0.424572 & -2.9415 & 0.997493 \tabularnewline
29 & -0.442806 & -3.0678 & 0.998231 \tabularnewline
30 & -0.445025 & -3.0832 & 0.998305 \tabularnewline
31 & -0.442882 & -3.0684 & 0.998233 \tabularnewline
32 & -0.436685 & -3.0254 & 0.998009 \tabularnewline
33 & -0.424112 & -2.9383 & 0.997471 \tabularnewline
34 & -0.413824 & -2.8671 & 0.996932 \tabularnewline
35 & -0.403845 & -2.7979 & 0.996309 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4725&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.948897[/C][C]6.5742[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.90003[/C][C]6.2356[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.856981[/C][C]5.9373[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.800223[/C][C]5.5441[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.732774[/C][C]5.0768[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.658663[/C][C]4.5633[/C][C]1.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.594429[/C][C]4.1183[/C][C]7.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.529068[/C][C]3.6655[/C][C]0.000308[/C][/ROW]
[ROW][C]9[/C][C]0.464469[/C][C]3.2179[/C][C]0.001158[/C][/ROW]
[ROW][C]10[/C][C]0.41758[/C][C]2.8931[/C][C]0.00286[/C][/ROW]
[ROW][C]11[/C][C]0.355784[/C][C]2.4649[/C][C]0.008666[/C][/ROW]
[ROW][C]12[/C][C]0.282571[/C][C]1.9577[/C][C]0.028046[/C][/ROW]
[ROW][C]13[/C][C]0.213626[/C][C]1.48[/C][C]0.072698[/C][/ROW]
[ROW][C]14[/C][C]0.150285[/C][C]1.0412[/C][C]0.151498[/C][/ROW]
[ROW][C]15[/C][C]0.091426[/C][C]0.6334[/C][C]0.264734[/C][/ROW]
[ROW][C]16[/C][C]0.024249[/C][C]0.168[/C][C]0.433642[/C][/ROW]
[ROW][C]17[/C][C]-0.035943[/C][C]-0.249[/C][C]0.597797[/C][/ROW]
[ROW][C]18[/C][C]-0.093907[/C][C]-0.6506[/C][C]0.740799[/C][/ROW]
[ROW][C]19[/C][C]-0.141875[/C][C]-0.9829[/C][C]0.834716[/C][/ROW]
[ROW][C]20[/C][C]-0.17064[/C][C]-1.1822[/C][C]0.878531[/C][/ROW]
[ROW][C]21[/C][C]-0.21001[/C][C]-1.455[/C][C]0.92391[/C][/ROW]
[ROW][C]22[/C][C]-0.246375[/C][C]-1.7069[/C][C]0.952852[/C][/ROW]
[ROW][C]23[/C][C]-0.284214[/C][C]-1.9691[/C][C]0.972635[/C][/ROW]
[ROW][C]24[/C][C]-0.323315[/C][C]-2.24[/C][C]0.985121[/C][/ROW]
[ROW][C]25[/C][C]-0.350022[/C][C]-2.425[/C][C]0.99044[/C][/ROW]
[ROW][C]26[/C][C]-0.380995[/C][C]-2.6396[/C][C]0.994419[/C][/ROW]
[ROW][C]27[/C][C]-0.407255[/C][C]-2.8215[/C][C]0.996534[/C][/ROW]
[ROW][C]28[/C][C]-0.424572[/C][C]-2.9415[/C][C]0.997493[/C][/ROW]
[ROW][C]29[/C][C]-0.442806[/C][C]-3.0678[/C][C]0.998231[/C][/ROW]
[ROW][C]30[/C][C]-0.445025[/C][C]-3.0832[/C][C]0.998305[/C][/ROW]
[ROW][C]31[/C][C]-0.442882[/C][C]-3.0684[/C][C]0.998233[/C][/ROW]
[ROW][C]32[/C][C]-0.436685[/C][C]-3.0254[/C][C]0.998009[/C][/ROW]
[ROW][C]33[/C][C]-0.424112[/C][C]-2.9383[/C][C]0.997471[/C][/ROW]
[ROW][C]34[/C][C]-0.413824[/C][C]-2.8671[/C][C]0.996932[/C][/ROW]
[ROW][C]35[/C][C]-0.403845[/C][C]-2.7979[/C][C]0.996309[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4725&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4725&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	6.9282	0
1	0.948897	6.5742	0
2	0.90003	6.2356	0
3	0.856981	5.9373	0
4	0.800223	5.5441	1e-06
5	0.732774	5.0768	3e-06
6	0.658663	4.5633	1.8e-05
7	0.594429	4.1183	7.5e-05
8	0.529068	3.6655	0.000308
9	0.464469	3.2179	0.001158
10	0.41758	2.8931	0.00286
11	0.355784	2.4649	0.008666
12	0.282571	1.9577	0.028046
13	0.213626	1.48	0.072698
14	0.150285	1.0412	0.151498
15	0.091426	0.6334	0.264734
16	0.024249	0.168	0.433642
17	-0.035943	-0.249	0.597797
18	-0.093907	-0.6506	0.740799
19	-0.141875	-0.9829	0.834716
20	-0.17064	-1.1822	0.878531
21	-0.21001	-1.455	0.92391
22	-0.246375	-1.7069	0.952852
23	-0.284214	-1.9691	0.972635
24	-0.323315	-2.24	0.985121
25	-0.350022	-2.425	0.99044
26	-0.380995	-2.6396	0.994419
27	-0.407255	-2.8215	0.996534
28	-0.424572	-2.9415	0.997493
29	-0.442806	-3.0678	0.998231
30	-0.445025	-3.0832	0.998305
31	-0.442882	-3.0684	0.998233
32	-0.436685	-3.0254	0.998009
33	-0.424112	-2.9383	0.997471
34	-0.413824	-2.8671	0.996932
35	-0.403845	-2.7979	0.996309

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.948897	6.5742	0
1	-0.003778	-0.0262	0.510387
2	0.03317	0.2298	0.40961
3	-0.158655	-1.0992	0.861417
4	-0.143818	-0.9964	0.837974
5	-0.132189	-0.9158	0.817834
6	0.056073	0.3885	0.349687
7	-0.025774	-0.1786	0.570485
8	0.011322	0.0784	0.468901
9	0.137688	0.9539	0.17245
10	-0.19436	-1.3466	0.907778
11	-0.190785	-1.3218	0.90375
12	-0.093207	-0.6458	0.739243
13	-0.012767	-0.0884	0.535056
14	0.056493	0.3914	0.348618
15	-0.034271	-0.2374	0.593337
16	0.004789	0.0332	0.486835
17	-0.099803	-0.6915	0.753696
18	0.048742	0.3377	0.368532
19	0.103588	0.7177	0.238217
20	-0.147958	-1.0251	0.844769
21	-0.012677	-0.0878	0.53481
22	-0.123784	-0.8576	0.802312
23	-0.113418	-0.7858	0.782073
24	0.044756	0.3101	0.378922
25	-0.008488	-0.0588	0.523325
26	0.02813	0.1949	0.423151
27	0.079223	0.5489	0.292817
28	-0.06678	-0.4627	0.677152
29	-0.035717	-0.2475	0.597194
30	-0.016578	-0.1149	0.545481
31	0.007792	0.054	0.478586
32	0.051675	0.358	0.360952
33	-0.004697	-0.0325	0.512913
34	-0.122743	-0.8504	0.800335
35	-0.031184	-0.2161	0.585069

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.948897 & 6.5742 & 0 \tabularnewline
1 & -0.003778 & -0.0262 & 0.510387 \tabularnewline
2 & 0.03317 & 0.2298 & 0.40961 \tabularnewline
3 & -0.158655 & -1.0992 & 0.861417 \tabularnewline
4 & -0.143818 & -0.9964 & 0.837974 \tabularnewline
5 & -0.132189 & -0.9158 & 0.817834 \tabularnewline
6 & 0.056073 & 0.3885 & 0.349687 \tabularnewline
7 & -0.025774 & -0.1786 & 0.570485 \tabularnewline
8 & 0.011322 & 0.0784 & 0.468901 \tabularnewline
9 & 0.137688 & 0.9539 & 0.17245 \tabularnewline
10 & -0.19436 & -1.3466 & 0.907778 \tabularnewline
11 & -0.190785 & -1.3218 & 0.90375 \tabularnewline
12 & -0.093207 & -0.6458 & 0.739243 \tabularnewline
13 & -0.012767 & -0.0884 & 0.535056 \tabularnewline
14 & 0.056493 & 0.3914 & 0.348618 \tabularnewline
15 & -0.034271 & -0.2374 & 0.593337 \tabularnewline
16 & 0.004789 & 0.0332 & 0.486835 \tabularnewline
17 & -0.099803 & -0.6915 & 0.753696 \tabularnewline
18 & 0.048742 & 0.3377 & 0.368532 \tabularnewline
19 & 0.103588 & 0.7177 & 0.238217 \tabularnewline
20 & -0.147958 & -1.0251 & 0.844769 \tabularnewline
21 & -0.012677 & -0.0878 & 0.53481 \tabularnewline
22 & -0.123784 & -0.8576 & 0.802312 \tabularnewline
23 & -0.113418 & -0.7858 & 0.782073 \tabularnewline
24 & 0.044756 & 0.3101 & 0.378922 \tabularnewline
25 & -0.008488 & -0.0588 & 0.523325 \tabularnewline
26 & 0.02813 & 0.1949 & 0.423151 \tabularnewline
27 & 0.079223 & 0.5489 & 0.292817 \tabularnewline
28 & -0.06678 & -0.4627 & 0.677152 \tabularnewline
29 & -0.035717 & -0.2475 & 0.597194 \tabularnewline
30 & -0.016578 & -0.1149 & 0.545481 \tabularnewline
31 & 0.007792 & 0.054 & 0.478586 \tabularnewline
32 & 0.051675 & 0.358 & 0.360952 \tabularnewline
33 & -0.004697 & -0.0325 & 0.512913 \tabularnewline
34 & -0.122743 & -0.8504 & 0.800335 \tabularnewline
35 & -0.031184 & -0.2161 & 0.585069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4725&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]0.948897[/C][C]6.5742[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.003778[/C][C]-0.0262[/C][C]0.510387[/C][/ROW]
[ROW][C]2[/C][C]0.03317[/C][C]0.2298[/C][C]0.40961[/C][/ROW]
[ROW][C]3[/C][C]-0.158655[/C][C]-1.0992[/C][C]0.861417[/C][/ROW]
[ROW][C]4[/C][C]-0.143818[/C][C]-0.9964[/C][C]0.837974[/C][/ROW]
[ROW][C]5[/C][C]-0.132189[/C][C]-0.9158[/C][C]0.817834[/C][/ROW]
[ROW][C]6[/C][C]0.056073[/C][C]0.3885[/C][C]0.349687[/C][/ROW]
[ROW][C]7[/C][C]-0.025774[/C][C]-0.1786[/C][C]0.570485[/C][/ROW]
[ROW][C]8[/C][C]0.011322[/C][C]0.0784[/C][C]0.468901[/C][/ROW]
[ROW][C]9[/C][C]0.137688[/C][C]0.9539[/C][C]0.17245[/C][/ROW]
[ROW][C]10[/C][C]-0.19436[/C][C]-1.3466[/C][C]0.907778[/C][/ROW]
[ROW][C]11[/C][C]-0.190785[/C][C]-1.3218[/C][C]0.90375[/C][/ROW]
[ROW][C]12[/C][C]-0.093207[/C][C]-0.6458[/C][C]0.739243[/C][/ROW]
[ROW][C]13[/C][C]-0.012767[/C][C]-0.0884[/C][C]0.535056[/C][/ROW]
[ROW][C]14[/C][C]0.056493[/C][C]0.3914[/C][C]0.348618[/C][/ROW]
[ROW][C]15[/C][C]-0.034271[/C][C]-0.2374[/C][C]0.593337[/C][/ROW]
[ROW][C]16[/C][C]0.004789[/C][C]0.0332[/C][C]0.486835[/C][/ROW]
[ROW][C]17[/C][C]-0.099803[/C][C]-0.6915[/C][C]0.753696[/C][/ROW]
[ROW][C]18[/C][C]0.048742[/C][C]0.3377[/C][C]0.368532[/C][/ROW]
[ROW][C]19[/C][C]0.103588[/C][C]0.7177[/C][C]0.238217[/C][/ROW]
[ROW][C]20[/C][C]-0.147958[/C][C]-1.0251[/C][C]0.844769[/C][/ROW]
[ROW][C]21[/C][C]-0.012677[/C][C]-0.0878[/C][C]0.53481[/C][/ROW]
[ROW][C]22[/C][C]-0.123784[/C][C]-0.8576[/C][C]0.802312[/C][/ROW]
[ROW][C]23[/C][C]-0.113418[/C][C]-0.7858[/C][C]0.782073[/C][/ROW]
[ROW][C]24[/C][C]0.044756[/C][C]0.3101[/C][C]0.378922[/C][/ROW]
[ROW][C]25[/C][C]-0.008488[/C][C]-0.0588[/C][C]0.523325[/C][/ROW]
[ROW][C]26[/C][C]0.02813[/C][C]0.1949[/C][C]0.423151[/C][/ROW]
[ROW][C]27[/C][C]0.079223[/C][C]0.5489[/C][C]0.292817[/C][/ROW]
[ROW][C]28[/C][C]-0.06678[/C][C]-0.4627[/C][C]0.677152[/C][/ROW]
[ROW][C]29[/C][C]-0.035717[/C][C]-0.2475[/C][C]0.597194[/C][/ROW]
[ROW][C]30[/C][C]-0.016578[/C][C]-0.1149[/C][C]0.545481[/C][/ROW]
[ROW][C]31[/C][C]0.007792[/C][C]0.054[/C][C]0.478586[/C][/ROW]
[ROW][C]32[/C][C]0.051675[/C][C]0.358[/C][C]0.360952[/C][/ROW]
[ROW][C]33[/C][C]-0.004697[/C][C]-0.0325[/C][C]0.512913[/C][/ROW]
[ROW][C]34[/C][C]-0.122743[/C][C]-0.8504[/C][C]0.800335[/C][/ROW]
[ROW][C]35[/C][C]-0.031184[/C][C]-0.2161[/C][C]0.585069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4725&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4725&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	0.948897	6.5742	0
1	-0.003778	-0.0262	0.510387
2	0.03317	0.2298	0.40961
3	-0.158655	-1.0992	0.861417
4	-0.143818	-0.9964	0.837974
5	-0.132189	-0.9158	0.817834
6	0.056073	0.3885	0.349687
7	-0.025774	-0.1786	0.570485
8	0.011322	0.0784	0.468901
9	0.137688	0.9539	0.17245
10	-0.19436	-1.3466	0.907778
11	-0.190785	-1.3218	0.90375
12	-0.093207	-0.6458	0.739243
13	-0.012767	-0.0884	0.535056
14	0.056493	0.3914	0.348618
15	-0.034271	-0.2374	0.593337
16	0.004789	0.0332	0.486835
17	-0.099803	-0.6915	0.753696
18	0.048742	0.3377	0.368532
19	0.103588	0.7177	0.238217
20	-0.147958	-1.0251	0.844769
21	-0.012677	-0.0878	0.53481
22	-0.123784	-0.8576	0.802312
23	-0.113418	-0.7858	0.782073
24	0.044756	0.3101	0.378922
25	-0.008488	-0.0588	0.523325
26	0.02813	0.1949	0.423151
27	0.079223	0.5489	0.292817
28	-0.06678	-0.4627	0.677152
29	-0.035717	-0.2475	0.597194
30	-0.016578	-0.1149	0.545481
31	0.007792	0.054	0.478586
32	0.051675	0.358	0.360952
33	-0.004697	-0.0325	0.512913
34	-0.122743	-0.8504	0.800335
35	-0.031184	-0.2161	0.585069

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 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