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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 29 Dec 2007 10:25:51 -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/29/t1198947932271svarci0isuqc.htm/, Retrieved Sat, 27 Apr 2024 10:17:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4918, Retrieved Sat, 27 Apr 2024 10:17:59 +0000

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Estimated Impact

271

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-       [(Partial) Autocorrelation Function] [PAPER-ACF] [2007-12-29 17:25:51] [6bdd947de0ee04552c8f0fc807f31807] [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=4918&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=4918&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4918&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	10.3441	0
1	-0.551305	-5.7027	1
2	0.081967	0.8479	0.199199
3	0.229883	2.3779	0.009592
4	-0.198698	-2.0553	0.97886
5	0.013949	0.1443	0.442774
6	0.209349	2.1655	0.016284
7	-0.321093	-3.3214	0.999387
8	0.119193	1.2329	0.11015
9	0.204966	2.1202	0.018151
10	-0.3357	-3.4725	0.999627
11	0.227495	2.3532	0.010219
12	-0.100212	-1.0366	0.848871
13	-0.154288	-1.596	0.943278
14	0.111806	1.1565	0.125019
15	0.036207	0.3745	0.354377
16	-0.225542	-2.333	0.989242
17	0.178679	1.8483	0.033663
18	0.114602	1.1855	0.119232
19	-0.275082	-2.8455	0.997342
20	0.223433	2.3112	0.011369
21	-0.042464	-0.4392	0.669316
22	-0.176776	-1.8286	0.964877
23	0.237689	2.4587	0.007774
24	-0.169249	-1.7507	0.95857
25	-0.097865	-1.0123	0.843166
26	0.313986	3.2479	0.000777
27	-0.208277	-2.1544	0.983275
28	-0.050367	-0.521	0.69828
29	0.254705	2.6347	0.004835
30	-0.281086	-2.9076	0.997785
31	0.099396	1.0282	0.153097
32	0.076777	0.7942	0.214423
33	-0.155844	-1.6121	0.945052
34	0.052526	0.5433	0.294015
35	0.17258	1.7852	0.038533

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 10.3441 & 0 \tabularnewline
1 & -0.551305 & -5.7027 & 1 \tabularnewline
2 & 0.081967 & 0.8479 & 0.199199 \tabularnewline
3 & 0.229883 & 2.3779 & 0.009592 \tabularnewline
4 & -0.198698 & -2.0553 & 0.97886 \tabularnewline
5 & 0.013949 & 0.1443 & 0.442774 \tabularnewline
6 & 0.209349 & 2.1655 & 0.016284 \tabularnewline
7 & -0.321093 & -3.3214 & 0.999387 \tabularnewline
8 & 0.119193 & 1.2329 & 0.11015 \tabularnewline
9 & 0.204966 & 2.1202 & 0.018151 \tabularnewline
10 & -0.3357 & -3.4725 & 0.999627 \tabularnewline
11 & 0.227495 & 2.3532 & 0.010219 \tabularnewline
12 & -0.100212 & -1.0366 & 0.848871 \tabularnewline
13 & -0.154288 & -1.596 & 0.943278 \tabularnewline
14 & 0.111806 & 1.1565 & 0.125019 \tabularnewline
15 & 0.036207 & 0.3745 & 0.354377 \tabularnewline
16 & -0.225542 & -2.333 & 0.989242 \tabularnewline
17 & 0.178679 & 1.8483 & 0.033663 \tabularnewline
18 & 0.114602 & 1.1855 & 0.119232 \tabularnewline
19 & -0.275082 & -2.8455 & 0.997342 \tabularnewline
20 & 0.223433 & 2.3112 & 0.011369 \tabularnewline
21 & -0.042464 & -0.4392 & 0.669316 \tabularnewline
22 & -0.176776 & -1.8286 & 0.964877 \tabularnewline
23 & 0.237689 & 2.4587 & 0.007774 \tabularnewline
24 & -0.169249 & -1.7507 & 0.95857 \tabularnewline
25 & -0.097865 & -1.0123 & 0.843166 \tabularnewline
26 & 0.313986 & 3.2479 & 0.000777 \tabularnewline
27 & -0.208277 & -2.1544 & 0.983275 \tabularnewline
28 & -0.050367 & -0.521 & 0.69828 \tabularnewline
29 & 0.254705 & 2.6347 & 0.004835 \tabularnewline
30 & -0.281086 & -2.9076 & 0.997785 \tabularnewline
31 & 0.099396 & 1.0282 & 0.153097 \tabularnewline
32 & 0.076777 & 0.7942 & 0.214423 \tabularnewline
33 & -0.155844 & -1.6121 & 0.945052 \tabularnewline
34 & 0.052526 & 0.5433 & 0.294015 \tabularnewline
35 & 0.17258 & 1.7852 & 0.038533 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4918&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]10.3441[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.551305[/C][C]-5.7027[/C][C]1[/C][/ROW]
[ROW][C]2[/C][C]0.081967[/C][C]0.8479[/C][C]0.199199[/C][/ROW]
[ROW][C]3[/C][C]0.229883[/C][C]2.3779[/C][C]0.009592[/C][/ROW]
[ROW][C]4[/C][C]-0.198698[/C][C]-2.0553[/C][C]0.97886[/C][/ROW]
[ROW][C]5[/C][C]0.013949[/C][C]0.1443[/C][C]0.442774[/C][/ROW]
[ROW][C]6[/C][C]0.209349[/C][C]2.1655[/C][C]0.016284[/C][/ROW]
[ROW][C]7[/C][C]-0.321093[/C][C]-3.3214[/C][C]0.999387[/C][/ROW]
[ROW][C]8[/C][C]0.119193[/C][C]1.2329[/C][C]0.11015[/C][/ROW]
[ROW][C]9[/C][C]0.204966[/C][C]2.1202[/C][C]0.018151[/C][/ROW]
[ROW][C]10[/C][C]-0.3357[/C][C]-3.4725[/C][C]0.999627[/C][/ROW]
[ROW][C]11[/C][C]0.227495[/C][C]2.3532[/C][C]0.010219[/C][/ROW]
[ROW][C]12[/C][C]-0.100212[/C][C]-1.0366[/C][C]0.848871[/C][/ROW]
[ROW][C]13[/C][C]-0.154288[/C][C]-1.596[/C][C]0.943278[/C][/ROW]
[ROW][C]14[/C][C]0.111806[/C][C]1.1565[/C][C]0.125019[/C][/ROW]
[ROW][C]15[/C][C]0.036207[/C][C]0.3745[/C][C]0.354377[/C][/ROW]
[ROW][C]16[/C][C]-0.225542[/C][C]-2.333[/C][C]0.989242[/C][/ROW]
[ROW][C]17[/C][C]0.178679[/C][C]1.8483[/C][C]0.033663[/C][/ROW]
[ROW][C]18[/C][C]0.114602[/C][C]1.1855[/C][C]0.119232[/C][/ROW]
[ROW][C]19[/C][C]-0.275082[/C][C]-2.8455[/C][C]0.997342[/C][/ROW]
[ROW][C]20[/C][C]0.223433[/C][C]2.3112[/C][C]0.011369[/C][/ROW]
[ROW][C]21[/C][C]-0.042464[/C][C]-0.4392[/C][C]0.669316[/C][/ROW]
[ROW][C]22[/C][C]-0.176776[/C][C]-1.8286[/C][C]0.964877[/C][/ROW]
[ROW][C]23[/C][C]0.237689[/C][C]2.4587[/C][C]0.007774[/C][/ROW]
[ROW][C]24[/C][C]-0.169249[/C][C]-1.7507[/C][C]0.95857[/C][/ROW]
[ROW][C]25[/C][C]-0.097865[/C][C]-1.0123[/C][C]0.843166[/C][/ROW]
[ROW][C]26[/C][C]0.313986[/C][C]3.2479[/C][C]0.000777[/C][/ROW]
[ROW][C]27[/C][C]-0.208277[/C][C]-2.1544[/C][C]0.983275[/C][/ROW]
[ROW][C]28[/C][C]-0.050367[/C][C]-0.521[/C][C]0.69828[/C][/ROW]
[ROW][C]29[/C][C]0.254705[/C][C]2.6347[/C][C]0.004835[/C][/ROW]
[ROW][C]30[/C][C]-0.281086[/C][C]-2.9076[/C][C]0.997785[/C][/ROW]
[ROW][C]31[/C][C]0.099396[/C][C]1.0282[/C][C]0.153097[/C][/ROW]
[ROW][C]32[/C][C]0.076777[/C][C]0.7942[/C][C]0.214423[/C][/ROW]
[ROW][C]33[/C][C]-0.155844[/C][C]-1.6121[/C][C]0.945052[/C][/ROW]
[ROW][C]34[/C][C]0.052526[/C][C]0.5433[/C][C]0.294015[/C][/ROW]
[ROW][C]35[/C][C]0.17258[/C][C]1.7852[/C][C]0.038533[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4918&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4918&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	10.3441	0
1	-0.551305	-5.7027	1
2	0.081967	0.8479	0.199199
3	0.229883	2.3779	0.009592
4	-0.198698	-2.0553	0.97886
5	0.013949	0.1443	0.442774
6	0.209349	2.1655	0.016284
7	-0.321093	-3.3214	0.999387
8	0.119193	1.2329	0.11015
9	0.204966	2.1202	0.018151
10	-0.3357	-3.4725	0.999627
11	0.227495	2.3532	0.010219
12	-0.100212	-1.0366	0.848871
13	-0.154288	-1.596	0.943278
14	0.111806	1.1565	0.125019
15	0.036207	0.3745	0.354377
16	-0.225542	-2.333	0.989242
17	0.178679	1.8483	0.033663
18	0.114602	1.1855	0.119232
19	-0.275082	-2.8455	0.997342
20	0.223433	2.3112	0.011369
21	-0.042464	-0.4392	0.669316
22	-0.176776	-1.8286	0.964877
23	0.237689	2.4587	0.007774
24	-0.169249	-1.7507	0.95857
25	-0.097865	-1.0123	0.843166
26	0.313986	3.2479	0.000777
27	-0.208277	-2.1544	0.983275
28	-0.050367	-0.521	0.69828
29	0.254705	2.6347	0.004835
30	-0.281086	-2.9076	0.997785
31	0.099396	1.0282	0.153097
32	0.076777	0.7942	0.214423
33	-0.155844	-1.6121	0.945052
34	0.052526	0.5433	0.294015
35	0.17258	1.7852	0.038533

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.551305	-5.7027	1
1	-0.318892	-3.2986	0.99934
2	0.1818	1.8806	0.031376
3	0.116862	1.2088	0.114697
4	-0.070779	-0.7321	0.767159
5	0.148437	1.5354	0.063814
6	-0.1337	-1.383	0.915229
7	-0.207981	-2.1514	0.983152
8	0.190873	1.9744	0.025456
9	0.024677	0.2553	0.399506
10	0.007082	0.0733	0.47087
11	-0.172627	-1.7857	0.961507
12	-0.257187	-2.6604	0.995497
13	-0.271049	-2.8037	0.997
14	0.038183	0.395	0.346828
15	0.078601	0.8131	0.208996
16	-0.048832	-0.5051	0.692742
17	0.285975	2.9581	0.001905
18	0.010845	0.1122	0.455446
19	-0.230586	-2.3852	0.990586
20	-0.045359	-0.4692	0.680058
21	-0.0796	-0.8234	0.793941
22	0.011711	0.1211	0.451905
23	-0.113353	-1.1725	0.878205
24	-0.217739	-2.2523	0.986828
25	-0.044727	-0.4627	0.677727
26	0.038215	0.3953	0.346706
27	0.011442	0.1184	0.453005
28	0.05663	0.5858	0.279627
29	0.069757	0.7216	0.236066
30	-0.007715	-0.0798	0.531731
31	-0.228438	-2.363	0.990033
32	-0.018993	-0.1965	0.57769
33	-0.017559	-0.1816	0.571893
34	0.059542	0.6159	0.269632
35	-0.027444	-0.2839	0.611476

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.551305 & -5.7027 & 1 \tabularnewline
1 & -0.318892 & -3.2986 & 0.99934 \tabularnewline
2 & 0.1818 & 1.8806 & 0.031376 \tabularnewline
3 & 0.116862 & 1.2088 & 0.114697 \tabularnewline
4 & -0.070779 & -0.7321 & 0.767159 \tabularnewline
5 & 0.148437 & 1.5354 & 0.063814 \tabularnewline
6 & -0.1337 & -1.383 & 0.915229 \tabularnewline
7 & -0.207981 & -2.1514 & 0.983152 \tabularnewline
8 & 0.190873 & 1.9744 & 0.025456 \tabularnewline
9 & 0.024677 & 0.2553 & 0.399506 \tabularnewline
10 & 0.007082 & 0.0733 & 0.47087 \tabularnewline
11 & -0.172627 & -1.7857 & 0.961507 \tabularnewline
12 & -0.257187 & -2.6604 & 0.995497 \tabularnewline
13 & -0.271049 & -2.8037 & 0.997 \tabularnewline
14 & 0.038183 & 0.395 & 0.346828 \tabularnewline
15 & 0.078601 & 0.8131 & 0.208996 \tabularnewline
16 & -0.048832 & -0.5051 & 0.692742 \tabularnewline
17 & 0.285975 & 2.9581 & 0.001905 \tabularnewline
18 & 0.010845 & 0.1122 & 0.455446 \tabularnewline
19 & -0.230586 & -2.3852 & 0.990586 \tabularnewline
20 & -0.045359 & -0.4692 & 0.680058 \tabularnewline
21 & -0.0796 & -0.8234 & 0.793941 \tabularnewline
22 & 0.011711 & 0.1211 & 0.451905 \tabularnewline
23 & -0.113353 & -1.1725 & 0.878205 \tabularnewline
24 & -0.217739 & -2.2523 & 0.986828 \tabularnewline
25 & -0.044727 & -0.4627 & 0.677727 \tabularnewline
26 & 0.038215 & 0.3953 & 0.346706 \tabularnewline
27 & 0.011442 & 0.1184 & 0.453005 \tabularnewline
28 & 0.05663 & 0.5858 & 0.279627 \tabularnewline
29 & 0.069757 & 0.7216 & 0.236066 \tabularnewline
30 & -0.007715 & -0.0798 & 0.531731 \tabularnewline
31 & -0.228438 & -2.363 & 0.990033 \tabularnewline
32 & -0.018993 & -0.1965 & 0.57769 \tabularnewline
33 & -0.017559 & -0.1816 & 0.571893 \tabularnewline
34 & 0.059542 & 0.6159 & 0.269632 \tabularnewline
35 & -0.027444 & -0.2839 & 0.611476 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4918&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]-0.551305[/C][C]-5.7027[/C][C]1[/C][/ROW]
[ROW][C]1[/C][C]-0.318892[/C][C]-3.2986[/C][C]0.99934[/C][/ROW]
[ROW][C]2[/C][C]0.1818[/C][C]1.8806[/C][C]0.031376[/C][/ROW]
[ROW][C]3[/C][C]0.116862[/C][C]1.2088[/C][C]0.114697[/C][/ROW]
[ROW][C]4[/C][C]-0.070779[/C][C]-0.7321[/C][C]0.767159[/C][/ROW]
[ROW][C]5[/C][C]0.148437[/C][C]1.5354[/C][C]0.063814[/C][/ROW]
[ROW][C]6[/C][C]-0.1337[/C][C]-1.383[/C][C]0.915229[/C][/ROW]
[ROW][C]7[/C][C]-0.207981[/C][C]-2.1514[/C][C]0.983152[/C][/ROW]
[ROW][C]8[/C][C]0.190873[/C][C]1.9744[/C][C]0.025456[/C][/ROW]
[ROW][C]9[/C][C]0.024677[/C][C]0.2553[/C][C]0.399506[/C][/ROW]
[ROW][C]10[/C][C]0.007082[/C][C]0.0733[/C][C]0.47087[/C][/ROW]
[ROW][C]11[/C][C]-0.172627[/C][C]-1.7857[/C][C]0.961507[/C][/ROW]
[ROW][C]12[/C][C]-0.257187[/C][C]-2.6604[/C][C]0.995497[/C][/ROW]
[ROW][C]13[/C][C]-0.271049[/C][C]-2.8037[/C][C]0.997[/C][/ROW]
[ROW][C]14[/C][C]0.038183[/C][C]0.395[/C][C]0.346828[/C][/ROW]
[ROW][C]15[/C][C]0.078601[/C][C]0.8131[/C][C]0.208996[/C][/ROW]
[ROW][C]16[/C][C]-0.048832[/C][C]-0.5051[/C][C]0.692742[/C][/ROW]
[ROW][C]17[/C][C]0.285975[/C][C]2.9581[/C][C]0.001905[/C][/ROW]
[ROW][C]18[/C][C]0.010845[/C][C]0.1122[/C][C]0.455446[/C][/ROW]
[ROW][C]19[/C][C]-0.230586[/C][C]-2.3852[/C][C]0.990586[/C][/ROW]
[ROW][C]20[/C][C]-0.045359[/C][C]-0.4692[/C][C]0.680058[/C][/ROW]
[ROW][C]21[/C][C]-0.0796[/C][C]-0.8234[/C][C]0.793941[/C][/ROW]
[ROW][C]22[/C][C]0.011711[/C][C]0.1211[/C][C]0.451905[/C][/ROW]
[ROW][C]23[/C][C]-0.113353[/C][C]-1.1725[/C][C]0.878205[/C][/ROW]
[ROW][C]24[/C][C]-0.217739[/C][C]-2.2523[/C][C]0.986828[/C][/ROW]
[ROW][C]25[/C][C]-0.044727[/C][C]-0.4627[/C][C]0.677727[/C][/ROW]
[ROW][C]26[/C][C]0.038215[/C][C]0.3953[/C][C]0.346706[/C][/ROW]
[ROW][C]27[/C][C]0.011442[/C][C]0.1184[/C][C]0.453005[/C][/ROW]
[ROW][C]28[/C][C]0.05663[/C][C]0.5858[/C][C]0.279627[/C][/ROW]
[ROW][C]29[/C][C]0.069757[/C][C]0.7216[/C][C]0.236066[/C][/ROW]
[ROW][C]30[/C][C]-0.007715[/C][C]-0.0798[/C][C]0.531731[/C][/ROW]
[ROW][C]31[/C][C]-0.228438[/C][C]-2.363[/C][C]0.990033[/C][/ROW]
[ROW][C]32[/C][C]-0.018993[/C][C]-0.1965[/C][C]0.57769[/C][/ROW]
[ROW][C]33[/C][C]-0.017559[/C][C]-0.1816[/C][C]0.571893[/C][/ROW]
[ROW][C]34[/C][C]0.059542[/C][C]0.6159[/C][C]0.269632[/C][/ROW]
[ROW][C]35[/C][C]-0.027444[/C][C]-0.2839[/C][C]0.611476[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4918&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4918&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	-0.551305	-5.7027	1
1	-0.318892	-3.2986	0.99934
2	0.1818	1.8806	0.031376
3	0.116862	1.2088	0.114697
4	-0.070779	-0.7321	0.767159
5	0.148437	1.5354	0.063814
6	-0.1337	-1.383	0.915229
7	-0.207981	-2.1514	0.983152
8	0.190873	1.9744	0.025456
9	0.024677	0.2553	0.399506
10	0.007082	0.0733	0.47087
11	-0.172627	-1.7857	0.961507
12	-0.257187	-2.6604	0.995497
13	-0.271049	-2.8037	0.997
14	0.038183	0.395	0.346828
15	0.078601	0.8131	0.208996
16	-0.048832	-0.5051	0.692742
17	0.285975	2.9581	0.001905
18	0.010845	0.1122	0.455446
19	-0.230586	-2.3852	0.990586
20	-0.045359	-0.4692	0.680058
21	-0.0796	-0.8234	0.793941
22	0.011711	0.1211	0.451905
23	-0.113353	-1.1725	0.878205
24	-0.217739	-2.2523	0.986828
25	-0.044727	-0.4627	0.677727
26	0.038215	0.3953	0.346706
27	0.011442	0.1184	0.453005
28	0.05663	0.5858	0.279627
29	0.069757	0.7216	0.236066
30	-0.007715	-0.0798	0.531731
31	-0.228438	-2.363	0.990033
32	-0.018993	-0.1965	0.57769
33	-0.017559	-0.1816	0.571893
34	0.059542	0.6159	0.269632
35	-0.027444	-0.2839	0.611476

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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