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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 20 Dec 2007 08:06:29 -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/t1198162171d1u5x9ihbzbwkv1.htm/, Retrieved Mon, 29 Apr 2024 10:27:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4727, Retrieved Mon, 29 Apr 2024 10:27:40 +0000

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Estimated Impact

218

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

-       [(Partial) Autocorrelation Function] [PACF 3] [2007-12-20 15:06:29] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4727&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4727&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4727&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	5.9161	0
1	0.033373	0.1974	0.422314
2	-0.358607	-2.1215	0.979485
3	-0.051115	-0.3024	0.617932
4	-0.082898	-0.4904	0.686555
5	0.256824	1.5194	0.068823
6	0.065944	0.3901	0.349402
7	-0.16196	-0.9582	0.827725
8	-0.13584	-0.8036	0.786486
9	-0.183234	-1.084	0.857118
10	0.358603	2.1215	0.020516
11	0.268665	1.5894	0.060477
12	-0.239042	-1.4142	0.91693
13	-0.07907	-0.4678	0.67858
14	-0.085625	-0.5066	0.692182
15	0.111711	0.6609	0.256504
16	0.139637	0.8261	0.207171
17	-0.125049	-0.7398	0.767822
18	-0.149523	-0.8846	0.808793
19	-0.063096	-0.3733	0.644404
20	0.122261	0.7233	0.237149
21	0.196961	1.1652	0.125902
22	-0.035033	-0.2073	0.581495
23	-0.139113	-0.823	0.791961
24	-0.02355	-0.1393	0.555005
25	0.020532	0.1215	0.452008
26	-0.012002	-0.071	0.528101
27	-0.012815	-0.0758	0.53
28	-0.043525	-0.2575	0.600849
29	-0.149841	-0.8865	0.809293
30	-0.051806	-0.3065	0.619476
31	0.069401	0.4106	0.341942
32	0.045353	0.2683	0.395018
33	-0.000773	-0.0046	0.501811
34	-0.005747	-0.034	0.513464
35	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 5.9161 & 0 \tabularnewline
1 & 0.033373 & 0.1974 & 0.422314 \tabularnewline
2 & -0.358607 & -2.1215 & 0.979485 \tabularnewline
3 & -0.051115 & -0.3024 & 0.617932 \tabularnewline
4 & -0.082898 & -0.4904 & 0.686555 \tabularnewline
5 & 0.256824 & 1.5194 & 0.068823 \tabularnewline
6 & 0.065944 & 0.3901 & 0.349402 \tabularnewline
7 & -0.16196 & -0.9582 & 0.827725 \tabularnewline
8 & -0.13584 & -0.8036 & 0.786486 \tabularnewline
9 & -0.183234 & -1.084 & 0.857118 \tabularnewline
10 & 0.358603 & 2.1215 & 0.020516 \tabularnewline
11 & 0.268665 & 1.5894 & 0.060477 \tabularnewline
12 & -0.239042 & -1.4142 & 0.91693 \tabularnewline
13 & -0.07907 & -0.4678 & 0.67858 \tabularnewline
14 & -0.085625 & -0.5066 & 0.692182 \tabularnewline
15 & 0.111711 & 0.6609 & 0.256504 \tabularnewline
16 & 0.139637 & 0.8261 & 0.207171 \tabularnewline
17 & -0.125049 & -0.7398 & 0.767822 \tabularnewline
18 & -0.149523 & -0.8846 & 0.808793 \tabularnewline
19 & -0.063096 & -0.3733 & 0.644404 \tabularnewline
20 & 0.122261 & 0.7233 & 0.237149 \tabularnewline
21 & 0.196961 & 1.1652 & 0.125902 \tabularnewline
22 & -0.035033 & -0.2073 & 0.581495 \tabularnewline
23 & -0.139113 & -0.823 & 0.791961 \tabularnewline
24 & -0.02355 & -0.1393 & 0.555005 \tabularnewline
25 & 0.020532 & 0.1215 & 0.452008 \tabularnewline
26 & -0.012002 & -0.071 & 0.528101 \tabularnewline
27 & -0.012815 & -0.0758 & 0.53 \tabularnewline
28 & -0.043525 & -0.2575 & 0.600849 \tabularnewline
29 & -0.149841 & -0.8865 & 0.809293 \tabularnewline
30 & -0.051806 & -0.3065 & 0.619476 \tabularnewline
31 & 0.069401 & 0.4106 & 0.341942 \tabularnewline
32 & 0.045353 & 0.2683 & 0.395018 \tabularnewline
33 & -0.000773 & -0.0046 & 0.501811 \tabularnewline
34 & -0.005747 & -0.034 & 0.513464 \tabularnewline
35 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4727&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]5.9161[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.033373[/C][C]0.1974[/C][C]0.422314[/C][/ROW]
[ROW][C]2[/C][C]-0.358607[/C][C]-2.1215[/C][C]0.979485[/C][/ROW]
[ROW][C]3[/C][C]-0.051115[/C][C]-0.3024[/C][C]0.617932[/C][/ROW]
[ROW][C]4[/C][C]-0.082898[/C][C]-0.4904[/C][C]0.686555[/C][/ROW]
[ROW][C]5[/C][C]0.256824[/C][C]1.5194[/C][C]0.068823[/C][/ROW]
[ROW][C]6[/C][C]0.065944[/C][C]0.3901[/C][C]0.349402[/C][/ROW]
[ROW][C]7[/C][C]-0.16196[/C][C]-0.9582[/C][C]0.827725[/C][/ROW]
[ROW][C]8[/C][C]-0.13584[/C][C]-0.8036[/C][C]0.786486[/C][/ROW]
[ROW][C]9[/C][C]-0.183234[/C][C]-1.084[/C][C]0.857118[/C][/ROW]
[ROW][C]10[/C][C]0.358603[/C][C]2.1215[/C][C]0.020516[/C][/ROW]
[ROW][C]11[/C][C]0.268665[/C][C]1.5894[/C][C]0.060477[/C][/ROW]
[ROW][C]12[/C][C]-0.239042[/C][C]-1.4142[/C][C]0.91693[/C][/ROW]
[ROW][C]13[/C][C]-0.07907[/C][C]-0.4678[/C][C]0.67858[/C][/ROW]
[ROW][C]14[/C][C]-0.085625[/C][C]-0.5066[/C][C]0.692182[/C][/ROW]
[ROW][C]15[/C][C]0.111711[/C][C]0.6609[/C][C]0.256504[/C][/ROW]
[ROW][C]16[/C][C]0.139637[/C][C]0.8261[/C][C]0.207171[/C][/ROW]
[ROW][C]17[/C][C]-0.125049[/C][C]-0.7398[/C][C]0.767822[/C][/ROW]
[ROW][C]18[/C][C]-0.149523[/C][C]-0.8846[/C][C]0.808793[/C][/ROW]
[ROW][C]19[/C][C]-0.063096[/C][C]-0.3733[/C][C]0.644404[/C][/ROW]
[ROW][C]20[/C][C]0.122261[/C][C]0.7233[/C][C]0.237149[/C][/ROW]
[ROW][C]21[/C][C]0.196961[/C][C]1.1652[/C][C]0.125902[/C][/ROW]
[ROW][C]22[/C][C]-0.035033[/C][C]-0.2073[/C][C]0.581495[/C][/ROW]
[ROW][C]23[/C][C]-0.139113[/C][C]-0.823[/C][C]0.791961[/C][/ROW]
[ROW][C]24[/C][C]-0.02355[/C][C]-0.1393[/C][C]0.555005[/C][/ROW]
[ROW][C]25[/C][C]0.020532[/C][C]0.1215[/C][C]0.452008[/C][/ROW]
[ROW][C]26[/C][C]-0.012002[/C][C]-0.071[/C][C]0.528101[/C][/ROW]
[ROW][C]27[/C][C]-0.012815[/C][C]-0.0758[/C][C]0.53[/C][/ROW]
[ROW][C]28[/C][C]-0.043525[/C][C]-0.2575[/C][C]0.600849[/C][/ROW]
[ROW][C]29[/C][C]-0.149841[/C][C]-0.8865[/C][C]0.809293[/C][/ROW]
[ROW][C]30[/C][C]-0.051806[/C][C]-0.3065[/C][C]0.619476[/C][/ROW]
[ROW][C]31[/C][C]0.069401[/C][C]0.4106[/C][C]0.341942[/C][/ROW]
[ROW][C]32[/C][C]0.045353[/C][C]0.2683[/C][C]0.395018[/C][/ROW]
[ROW][C]33[/C][C]-0.000773[/C][C]-0.0046[/C][C]0.501811[/C][/ROW]
[ROW][C]34[/C][C]-0.005747[/C][C]-0.034[/C][C]0.513464[/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=4727&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4727&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	5.9161	0
1	0.033373	0.1974	0.422314
2	-0.358607	-2.1215	0.979485
3	-0.051115	-0.3024	0.617932
4	-0.082898	-0.4904	0.686555
5	0.256824	1.5194	0.068823
6	0.065944	0.3901	0.349402
7	-0.16196	-0.9582	0.827725
8	-0.13584	-0.8036	0.786486
9	-0.183234	-1.084	0.857118
10	0.358603	2.1215	0.020516
11	0.268665	1.5894	0.060477
12	-0.239042	-1.4142	0.91693
13	-0.07907	-0.4678	0.67858
14	-0.085625	-0.5066	0.692182
15	0.111711	0.6609	0.256504
16	0.139637	0.8261	0.207171
17	-0.125049	-0.7398	0.767822
18	-0.149523	-0.8846	0.808793
19	-0.063096	-0.3733	0.644404
20	0.122261	0.7233	0.237149
21	0.196961	1.1652	0.125902
22	-0.035033	-0.2073	0.581495
23	-0.139113	-0.823	0.791961
24	-0.02355	-0.1393	0.555005
25	0.020532	0.1215	0.452008
26	-0.012002	-0.071	0.528101
27	-0.012815	-0.0758	0.53
28	-0.043525	-0.2575	0.600849
29	-0.149841	-0.8865	0.809293
30	-0.051806	-0.3065	0.619476
31	0.069401	0.4106	0.341942
32	0.045353	0.2683	0.395018
33	-0.000773	-0.0046	0.501811
34	-0.005747	-0.034	0.513464
35	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.033373	0.1974	0.422314
1	-0.360122	-2.1305	0.979884
2	-0.026249	-0.1553	0.561258
3	-0.240462	-1.4226	0.918147
4	0.291056	1.7219	0.046957
5	-0.119381	-0.7063	0.757652
6	0.077788	0.4602	0.324111
7	-0.239597	-1.4175	0.917407
8	-0.138079	-0.8169	0.790241
9	0.287409	1.7003	0.04897
10	0.073244	0.4333	0.333721
11	0.005491	0.0325	0.487136
12	0.023889	0.1413	0.444209
13	-0.06132	-0.3628	0.640523
14	0.066253	0.392	0.348732
15	-0.117806	-0.697	0.754782
16	0.043991	0.2603	0.398097
17	-0.193202	-1.143	0.869601
18	0.162708	0.9626	0.171177
19	-0.093877	-0.5554	0.708917
20	0.092188	0.5454	0.294472
21	-0.006674	-0.0395	0.515634
22	-0.028611	-0.1693	0.566719
23	0.079763	0.4719	0.319969
24	-0.135373	-0.8009	0.785698
25	-0.110985	-0.6566	0.742132
26	-0.028729	-0.17	0.566992
27	0.011616	0.0687	0.472801
28	-0.121319	-0.7177	0.761157
29	-0.179658	-1.0629	0.85244
30	-0.030588	-0.181	0.571279
31	-0.138128	-0.8172	0.790322
32	0.110268	0.6524	0.259216
33	-0.049019	-0.29	0.613237
34	NA	NA	NA
35	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.033373 & 0.1974 & 0.422314 \tabularnewline
1 & -0.360122 & -2.1305 & 0.979884 \tabularnewline
2 & -0.026249 & -0.1553 & 0.561258 \tabularnewline
3 & -0.240462 & -1.4226 & 0.918147 \tabularnewline
4 & 0.291056 & 1.7219 & 0.046957 \tabularnewline
5 & -0.119381 & -0.7063 & 0.757652 \tabularnewline
6 & 0.077788 & 0.4602 & 0.324111 \tabularnewline
7 & -0.239597 & -1.4175 & 0.917407 \tabularnewline
8 & -0.138079 & -0.8169 & 0.790241 \tabularnewline
9 & 0.287409 & 1.7003 & 0.04897 \tabularnewline
10 & 0.073244 & 0.4333 & 0.333721 \tabularnewline
11 & 0.005491 & 0.0325 & 0.487136 \tabularnewline
12 & 0.023889 & 0.1413 & 0.444209 \tabularnewline
13 & -0.06132 & -0.3628 & 0.640523 \tabularnewline
14 & 0.066253 & 0.392 & 0.348732 \tabularnewline
15 & -0.117806 & -0.697 & 0.754782 \tabularnewline
16 & 0.043991 & 0.2603 & 0.398097 \tabularnewline
17 & -0.193202 & -1.143 & 0.869601 \tabularnewline
18 & 0.162708 & 0.9626 & 0.171177 \tabularnewline
19 & -0.093877 & -0.5554 & 0.708917 \tabularnewline
20 & 0.092188 & 0.5454 & 0.294472 \tabularnewline
21 & -0.006674 & -0.0395 & 0.515634 \tabularnewline
22 & -0.028611 & -0.1693 & 0.566719 \tabularnewline
23 & 0.079763 & 0.4719 & 0.319969 \tabularnewline
24 & -0.135373 & -0.8009 & 0.785698 \tabularnewline
25 & -0.110985 & -0.6566 & 0.742132 \tabularnewline
26 & -0.028729 & -0.17 & 0.566992 \tabularnewline
27 & 0.011616 & 0.0687 & 0.472801 \tabularnewline
28 & -0.121319 & -0.7177 & 0.761157 \tabularnewline
29 & -0.179658 & -1.0629 & 0.85244 \tabularnewline
30 & -0.030588 & -0.181 & 0.571279 \tabularnewline
31 & -0.138128 & -0.8172 & 0.790322 \tabularnewline
32 & 0.110268 & 0.6524 & 0.259216 \tabularnewline
33 & -0.049019 & -0.29 & 0.613237 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4727&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]0.033373[/C][C]0.1974[/C][C]0.422314[/C][/ROW]
[ROW][C]1[/C][C]-0.360122[/C][C]-2.1305[/C][C]0.979884[/C][/ROW]
[ROW][C]2[/C][C]-0.026249[/C][C]-0.1553[/C][C]0.561258[/C][/ROW]
[ROW][C]3[/C][C]-0.240462[/C][C]-1.4226[/C][C]0.918147[/C][/ROW]
[ROW][C]4[/C][C]0.291056[/C][C]1.7219[/C][C]0.046957[/C][/ROW]
[ROW][C]5[/C][C]-0.119381[/C][C]-0.7063[/C][C]0.757652[/C][/ROW]
[ROW][C]6[/C][C]0.077788[/C][C]0.4602[/C][C]0.324111[/C][/ROW]
[ROW][C]7[/C][C]-0.239597[/C][C]-1.4175[/C][C]0.917407[/C][/ROW]
[ROW][C]8[/C][C]-0.138079[/C][C]-0.8169[/C][C]0.790241[/C][/ROW]
[ROW][C]9[/C][C]0.287409[/C][C]1.7003[/C][C]0.04897[/C][/ROW]
[ROW][C]10[/C][C]0.073244[/C][C]0.4333[/C][C]0.333721[/C][/ROW]
[ROW][C]11[/C][C]0.005491[/C][C]0.0325[/C][C]0.487136[/C][/ROW]
[ROW][C]12[/C][C]0.023889[/C][C]0.1413[/C][C]0.444209[/C][/ROW]
[ROW][C]13[/C][C]-0.06132[/C][C]-0.3628[/C][C]0.640523[/C][/ROW]
[ROW][C]14[/C][C]0.066253[/C][C]0.392[/C][C]0.348732[/C][/ROW]
[ROW][C]15[/C][C]-0.117806[/C][C]-0.697[/C][C]0.754782[/C][/ROW]
[ROW][C]16[/C][C]0.043991[/C][C]0.2603[/C][C]0.398097[/C][/ROW]
[ROW][C]17[/C][C]-0.193202[/C][C]-1.143[/C][C]0.869601[/C][/ROW]
[ROW][C]18[/C][C]0.162708[/C][C]0.9626[/C][C]0.171177[/C][/ROW]
[ROW][C]19[/C][C]-0.093877[/C][C]-0.5554[/C][C]0.708917[/C][/ROW]
[ROW][C]20[/C][C]0.092188[/C][C]0.5454[/C][C]0.294472[/C][/ROW]
[ROW][C]21[/C][C]-0.006674[/C][C]-0.0395[/C][C]0.515634[/C][/ROW]
[ROW][C]22[/C][C]-0.028611[/C][C]-0.1693[/C][C]0.566719[/C][/ROW]
[ROW][C]23[/C][C]0.079763[/C][C]0.4719[/C][C]0.319969[/C][/ROW]
[ROW][C]24[/C][C]-0.135373[/C][C]-0.8009[/C][C]0.785698[/C][/ROW]
[ROW][C]25[/C][C]-0.110985[/C][C]-0.6566[/C][C]0.742132[/C][/ROW]
[ROW][C]26[/C][C]-0.028729[/C][C]-0.17[/C][C]0.566992[/C][/ROW]
[ROW][C]27[/C][C]0.011616[/C][C]0.0687[/C][C]0.472801[/C][/ROW]
[ROW][C]28[/C][C]-0.121319[/C][C]-0.7177[/C][C]0.761157[/C][/ROW]
[ROW][C]29[/C][C]-0.179658[/C][C]-1.0629[/C][C]0.85244[/C][/ROW]
[ROW][C]30[/C][C]-0.030588[/C][C]-0.181[/C][C]0.571279[/C][/ROW]
[ROW][C]31[/C][C]-0.138128[/C][C]-0.8172[/C][C]0.790322[/C][/ROW]
[ROW][C]32[/C][C]0.110268[/C][C]0.6524[/C][C]0.259216[/C][/ROW]
[ROW][C]33[/C][C]-0.049019[/C][C]-0.29[/C][C]0.613237[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/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=4727&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4727&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	0.033373	0.1974	0.422314
1	-0.360122	-2.1305	0.979884
2	-0.026249	-0.1553	0.561258
3	-0.240462	-1.4226	0.918147
4	0.291056	1.7219	0.046957
5	-0.119381	-0.7063	0.757652
6	0.077788	0.4602	0.324111
7	-0.239597	-1.4175	0.917407
8	-0.138079	-0.8169	0.790241
9	0.287409	1.7003	0.04897
10	0.073244	0.4333	0.333721
11	0.005491	0.0325	0.487136
12	0.023889	0.1413	0.444209
13	-0.06132	-0.3628	0.640523
14	0.066253	0.392	0.348732
15	-0.117806	-0.697	0.754782
16	0.043991	0.2603	0.398097
17	-0.193202	-1.143	0.869601
18	0.162708	0.9626	0.171177
19	-0.093877	-0.5554	0.708917
20	0.092188	0.5454	0.294472
21	-0.006674	-0.0395	0.515634
22	-0.028611	-0.1693	0.566719
23	0.079763	0.4719	0.319969
24	-0.135373	-0.8009	0.785698
25	-0.110985	-0.6566	0.742132
26	-0.028729	-0.17	0.566992
27	0.011616	0.0687	0.472801
28	-0.121319	-0.7177	0.761157
29	-0.179658	-1.0629	0.85244
30	-0.030588	-0.181	0.571279
31	-0.138128	-0.8172	0.790322
32	0.110268	0.6524	0.259216
33	-0.049019	-0.29	0.613237
34	NA	NA	NA
35	NA	NA	NA

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 = 1 ; 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