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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Nov 2007 06:07:05 -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/Nov/22/t1195736358yjoe7h6clc9kkoo.htm/, Retrieved Thu, 02 May 2024 20:08:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5970, Retrieved Thu, 02 May 2024 20:08:14 +0000

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Estimated Impact

155

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-       [(Partial) Autocorrelation Function] [WS 7 Q2 G6 autocor.] [2007-11-22 13:07:05] [fef19078983b9fa83d10cb717d6f9786] [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	'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 & 2 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=5970&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5970&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.096846	0.7502	0.228042
2	-0.101942	-0.7896	0.783576
3	0.202714	1.5702	0.060812
4	0.010589	0.082	0.46745
5	0.09777	0.7573	0.22591
6	0.1958	1.5167	0.067302
7	0.0617	0.4779	0.317219
8	0.054456	0.4218	0.337335
9	0.126079	0.9766	0.166344
10	-0.271355	-2.1019	0.980116
11	-0.041587	-0.3221	0.625762
12	0.496899	3.849	0.000145
13	-0.068817	-0.5331	0.702017
14	-0.219389	-1.6994	0.952787
15	0.064602	0.5004	0.309311
16	-0.09502	-0.736	0.767707
17	-0.021127	-0.1637	0.564722
18	0.022245	0.1723	0.431886
19	-0.029493	-0.2284	0.589963
20	-0.06128	-0.4747	0.681627
21	0.039106	0.3029	0.381502
22	-0.284982	-2.2075	0.984441
23	0.001413	0.0109	0.49565
24	0.37512	2.9057	0.002563
25	-0.062297	-0.4826	0.684415
26	-0.123103	-0.9536	0.827933
27	0.015068	0.1167	0.453736
28	-0.097966	-0.7588	0.77454
29	-0.000886	-0.0069	0.502728
30	-0.000459	-0.0036	0.501411
31	-0.052638	-0.4077	0.65754
32	-0.007809	-0.0605	0.524015
33	-0.053866	-0.4172	0.661006
34	-0.185892	-1.4399	0.922455
35	-0.043323	-0.3356	0.630819

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.096846 & 0.7502 & 0.228042 \tabularnewline
2 & -0.101942 & -0.7896 & 0.783576 \tabularnewline
3 & 0.202714 & 1.5702 & 0.060812 \tabularnewline
4 & 0.010589 & 0.082 & 0.46745 \tabularnewline
5 & 0.09777 & 0.7573 & 0.22591 \tabularnewline
6 & 0.1958 & 1.5167 & 0.067302 \tabularnewline
7 & 0.0617 & 0.4779 & 0.317219 \tabularnewline
8 & 0.054456 & 0.4218 & 0.337335 \tabularnewline
9 & 0.126079 & 0.9766 & 0.166344 \tabularnewline
10 & -0.271355 & -2.1019 & 0.980116 \tabularnewline
11 & -0.041587 & -0.3221 & 0.625762 \tabularnewline
12 & 0.496899 & 3.849 & 0.000145 \tabularnewline
13 & -0.068817 & -0.5331 & 0.702017 \tabularnewline
14 & -0.219389 & -1.6994 & 0.952787 \tabularnewline
15 & 0.064602 & 0.5004 & 0.309311 \tabularnewline
16 & -0.09502 & -0.736 & 0.767707 \tabularnewline
17 & -0.021127 & -0.1637 & 0.564722 \tabularnewline
18 & 0.022245 & 0.1723 & 0.431886 \tabularnewline
19 & -0.029493 & -0.2284 & 0.589963 \tabularnewline
20 & -0.06128 & -0.4747 & 0.681627 \tabularnewline
21 & 0.039106 & 0.3029 & 0.381502 \tabularnewline
22 & -0.284982 & -2.2075 & 0.984441 \tabularnewline
23 & 0.001413 & 0.0109 & 0.49565 \tabularnewline
24 & 0.37512 & 2.9057 & 0.002563 \tabularnewline
25 & -0.062297 & -0.4826 & 0.684415 \tabularnewline
26 & -0.123103 & -0.9536 & 0.827933 \tabularnewline
27 & 0.015068 & 0.1167 & 0.453736 \tabularnewline
28 & -0.097966 & -0.7588 & 0.77454 \tabularnewline
29 & -0.000886 & -0.0069 & 0.502728 \tabularnewline
30 & -0.000459 & -0.0036 & 0.501411 \tabularnewline
31 & -0.052638 & -0.4077 & 0.65754 \tabularnewline
32 & -0.007809 & -0.0605 & 0.524015 \tabularnewline
33 & -0.053866 & -0.4172 & 0.661006 \tabularnewline
34 & -0.185892 & -1.4399 & 0.922455 \tabularnewline
35 & -0.043323 & -0.3356 & 0.630819 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5970&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.096846[/C][C]0.7502[/C][C]0.228042[/C][/ROW]
[ROW][C]2[/C][C]-0.101942[/C][C]-0.7896[/C][C]0.783576[/C][/ROW]
[ROW][C]3[/C][C]0.202714[/C][C]1.5702[/C][C]0.060812[/C][/ROW]
[ROW][C]4[/C][C]0.010589[/C][C]0.082[/C][C]0.46745[/C][/ROW]
[ROW][C]5[/C][C]0.09777[/C][C]0.7573[/C][C]0.22591[/C][/ROW]
[ROW][C]6[/C][C]0.1958[/C][C]1.5167[/C][C]0.067302[/C][/ROW]
[ROW][C]7[/C][C]0.0617[/C][C]0.4779[/C][C]0.317219[/C][/ROW]
[ROW][C]8[/C][C]0.054456[/C][C]0.4218[/C][C]0.337335[/C][/ROW]
[ROW][C]9[/C][C]0.126079[/C][C]0.9766[/C][C]0.166344[/C][/ROW]
[ROW][C]10[/C][C]-0.271355[/C][C]-2.1019[/C][C]0.980116[/C][/ROW]
[ROW][C]11[/C][C]-0.041587[/C][C]-0.3221[/C][C]0.625762[/C][/ROW]
[ROW][C]12[/C][C]0.496899[/C][C]3.849[/C][C]0.000145[/C][/ROW]
[ROW][C]13[/C][C]-0.068817[/C][C]-0.5331[/C][C]0.702017[/C][/ROW]
[ROW][C]14[/C][C]-0.219389[/C][C]-1.6994[/C][C]0.952787[/C][/ROW]
[ROW][C]15[/C][C]0.064602[/C][C]0.5004[/C][C]0.309311[/C][/ROW]
[ROW][C]16[/C][C]-0.09502[/C][C]-0.736[/C][C]0.767707[/C][/ROW]
[ROW][C]17[/C][C]-0.021127[/C][C]-0.1637[/C][C]0.564722[/C][/ROW]
[ROW][C]18[/C][C]0.022245[/C][C]0.1723[/C][C]0.431886[/C][/ROW]
[ROW][C]19[/C][C]-0.029493[/C][C]-0.2284[/C][C]0.589963[/C][/ROW]
[ROW][C]20[/C][C]-0.06128[/C][C]-0.4747[/C][C]0.681627[/C][/ROW]
[ROW][C]21[/C][C]0.039106[/C][C]0.3029[/C][C]0.381502[/C][/ROW]
[ROW][C]22[/C][C]-0.284982[/C][C]-2.2075[/C][C]0.984441[/C][/ROW]
[ROW][C]23[/C][C]0.001413[/C][C]0.0109[/C][C]0.49565[/C][/ROW]
[ROW][C]24[/C][C]0.37512[/C][C]2.9057[/C][C]0.002563[/C][/ROW]
[ROW][C]25[/C][C]-0.062297[/C][C]-0.4826[/C][C]0.684415[/C][/ROW]
[ROW][C]26[/C][C]-0.123103[/C][C]-0.9536[/C][C]0.827933[/C][/ROW]
[ROW][C]27[/C][C]0.015068[/C][C]0.1167[/C][C]0.453736[/C][/ROW]
[ROW][C]28[/C][C]-0.097966[/C][C]-0.7588[/C][C]0.77454[/C][/ROW]
[ROW][C]29[/C][C]-0.000886[/C][C]-0.0069[/C][C]0.502728[/C][/ROW]
[ROW][C]30[/C][C]-0.000459[/C][C]-0.0036[/C][C]0.501411[/C][/ROW]
[ROW][C]31[/C][C]-0.052638[/C][C]-0.4077[/C][C]0.65754[/C][/ROW]
[ROW][C]32[/C][C]-0.007809[/C][C]-0.0605[/C][C]0.524015[/C][/ROW]
[ROW][C]33[/C][C]-0.053866[/C][C]-0.4172[/C][C]0.661006[/C][/ROW]
[ROW][C]34[/C][C]-0.185892[/C][C]-1.4399[/C][C]0.922455[/C][/ROW]
[ROW][C]35[/C][C]-0.043323[/C][C]-0.3356[/C][C]0.630819[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5970&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	7.746	0
1	0.096846	0.7502	0.228042
2	-0.101942	-0.7896	0.783576
3	0.202714	1.5702	0.060812
4	0.010589	0.082	0.46745
5	0.09777	0.7573	0.22591
6	0.1958	1.5167	0.067302
7	0.0617	0.4779	0.317219
8	0.054456	0.4218	0.337335
9	0.126079	0.9766	0.166344
10	-0.271355	-2.1019	0.980116
11	-0.041587	-0.3221	0.625762
12	0.496899	3.849	0.000145
13	-0.068817	-0.5331	0.702017
14	-0.219389	-1.6994	0.952787
15	0.064602	0.5004	0.309311
16	-0.09502	-0.736	0.767707
17	-0.021127	-0.1637	0.564722
18	0.022245	0.1723	0.431886
19	-0.029493	-0.2284	0.589963
20	-0.06128	-0.4747	0.681627
21	0.039106	0.3029	0.381502
22	-0.284982	-2.2075	0.984441
23	0.001413	0.0109	0.49565
24	0.37512	2.9057	0.002563
25	-0.062297	-0.4826	0.684415
26	-0.123103	-0.9536	0.827933
27	0.015068	0.1167	0.453736
28	-0.097966	-0.7588	0.77454
29	-0.000886	-0.0069	0.502728
30	-0.000459	-0.0036	0.501411
31	-0.052638	-0.4077	0.65754
32	-0.007809	-0.0605	0.524015
33	-0.053866	-0.4172	0.661006
34	-0.185892	-1.4399	0.922455
35	-0.043323	-0.3356	0.630819

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.096846	0.7502	0.228042
1	-0.112375	-0.8705	0.806239
2	0.229605	1.7785	0.040193
3	-0.056871	-0.4405	0.669428
4	0.168135	1.3024	0.098884
5	0.116858	0.9052	0.184495
6	0.074303	0.5756	0.283536
7	0.035807	0.2774	0.391228
8	0.082267	0.6372	0.263198
9	-0.35732	-2.7678	0.996253
10	0.024405	0.189	0.425351
11	0.41695	3.2297	0.001006
12	-0.154208	-1.1945	0.881506
13	-0.225611	-1.7476	0.957173
14	0.001382	0.0107	0.495747
15	0.01223	0.0947	0.46242
16	-0.014771	-0.1144	0.545354
17	-0.11346	-0.8789	0.808507
18	0.085254	0.6604	0.255769
19	-0.173676	-1.3453	0.908203
20	0.055141	0.4271	0.335409
21	-0.031752	-0.2459	0.596719
22	0.205339	1.5906	0.058483
23	0.013843	0.1072	0.457483
24	0.04902	0.3797	0.352752
25	0.010626	0.0823	0.467338
26	-0.058591	-0.4538	0.67421
27	-0.117114	-0.9072	0.816024
28	0.048403	0.3749	0.354518
29	-0.128163	-0.9927	0.83759
30	-0.062743	-0.486	0.685634
31	-0.060019	-0.4649	0.678158
32	-0.030712	-0.2379	0.593614
33	0.094336	0.7307	0.233896
34	-0.075288	-0.5832	0.719021
35	-0.142953	-1.1073	0.863709

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.096846 & 0.7502 & 0.228042 \tabularnewline
1 & -0.112375 & -0.8705 & 0.806239 \tabularnewline
2 & 0.229605 & 1.7785 & 0.040193 \tabularnewline
3 & -0.056871 & -0.4405 & 0.669428 \tabularnewline
4 & 0.168135 & 1.3024 & 0.098884 \tabularnewline
5 & 0.116858 & 0.9052 & 0.184495 \tabularnewline
6 & 0.074303 & 0.5756 & 0.283536 \tabularnewline
7 & 0.035807 & 0.2774 & 0.391228 \tabularnewline
8 & 0.082267 & 0.6372 & 0.263198 \tabularnewline
9 & -0.35732 & -2.7678 & 0.996253 \tabularnewline
10 & 0.024405 & 0.189 & 0.425351 \tabularnewline
11 & 0.41695 & 3.2297 & 0.001006 \tabularnewline
12 & -0.154208 & -1.1945 & 0.881506 \tabularnewline
13 & -0.225611 & -1.7476 & 0.957173 \tabularnewline
14 & 0.001382 & 0.0107 & 0.495747 \tabularnewline
15 & 0.01223 & 0.0947 & 0.46242 \tabularnewline
16 & -0.014771 & -0.1144 & 0.545354 \tabularnewline
17 & -0.11346 & -0.8789 & 0.808507 \tabularnewline
18 & 0.085254 & 0.6604 & 0.255769 \tabularnewline
19 & -0.173676 & -1.3453 & 0.908203 \tabularnewline
20 & 0.055141 & 0.4271 & 0.335409 \tabularnewline
21 & -0.031752 & -0.2459 & 0.596719 \tabularnewline
22 & 0.205339 & 1.5906 & 0.058483 \tabularnewline
23 & 0.013843 & 0.1072 & 0.457483 \tabularnewline
24 & 0.04902 & 0.3797 & 0.352752 \tabularnewline
25 & 0.010626 & 0.0823 & 0.467338 \tabularnewline
26 & -0.058591 & -0.4538 & 0.67421 \tabularnewline
27 & -0.117114 & -0.9072 & 0.816024 \tabularnewline
28 & 0.048403 & 0.3749 & 0.354518 \tabularnewline
29 & -0.128163 & -0.9927 & 0.83759 \tabularnewline
30 & -0.062743 & -0.486 & 0.685634 \tabularnewline
31 & -0.060019 & -0.4649 & 0.678158 \tabularnewline
32 & -0.030712 & -0.2379 & 0.593614 \tabularnewline
33 & 0.094336 & 0.7307 & 0.233896 \tabularnewline
34 & -0.075288 & -0.5832 & 0.719021 \tabularnewline
35 & -0.142953 & -1.1073 & 0.863709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5970&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]0.096846[/C][C]0.7502[/C][C]0.228042[/C][/ROW]
[ROW][C]1[/C][C]-0.112375[/C][C]-0.8705[/C][C]0.806239[/C][/ROW]
[ROW][C]2[/C][C]0.229605[/C][C]1.7785[/C][C]0.040193[/C][/ROW]
[ROW][C]3[/C][C]-0.056871[/C][C]-0.4405[/C][C]0.669428[/C][/ROW]
[ROW][C]4[/C][C]0.168135[/C][C]1.3024[/C][C]0.098884[/C][/ROW]
[ROW][C]5[/C][C]0.116858[/C][C]0.9052[/C][C]0.184495[/C][/ROW]
[ROW][C]6[/C][C]0.074303[/C][C]0.5756[/C][C]0.283536[/C][/ROW]
[ROW][C]7[/C][C]0.035807[/C][C]0.2774[/C][C]0.391228[/C][/ROW]
[ROW][C]8[/C][C]0.082267[/C][C]0.6372[/C][C]0.263198[/C][/ROW]
[ROW][C]9[/C][C]-0.35732[/C][C]-2.7678[/C][C]0.996253[/C][/ROW]
[ROW][C]10[/C][C]0.024405[/C][C]0.189[/C][C]0.425351[/C][/ROW]
[ROW][C]11[/C][C]0.41695[/C][C]3.2297[/C][C]0.001006[/C][/ROW]
[ROW][C]12[/C][C]-0.154208[/C][C]-1.1945[/C][C]0.881506[/C][/ROW]
[ROW][C]13[/C][C]-0.225611[/C][C]-1.7476[/C][C]0.957173[/C][/ROW]
[ROW][C]14[/C][C]0.001382[/C][C]0.0107[/C][C]0.495747[/C][/ROW]
[ROW][C]15[/C][C]0.01223[/C][C]0.0947[/C][C]0.46242[/C][/ROW]
[ROW][C]16[/C][C]-0.014771[/C][C]-0.1144[/C][C]0.545354[/C][/ROW]
[ROW][C]17[/C][C]-0.11346[/C][C]-0.8789[/C][C]0.808507[/C][/ROW]
[ROW][C]18[/C][C]0.085254[/C][C]0.6604[/C][C]0.255769[/C][/ROW]
[ROW][C]19[/C][C]-0.173676[/C][C]-1.3453[/C][C]0.908203[/C][/ROW]
[ROW][C]20[/C][C]0.055141[/C][C]0.4271[/C][C]0.335409[/C][/ROW]
[ROW][C]21[/C][C]-0.031752[/C][C]-0.2459[/C][C]0.596719[/C][/ROW]
[ROW][C]22[/C][C]0.205339[/C][C]1.5906[/C][C]0.058483[/C][/ROW]
[ROW][C]23[/C][C]0.013843[/C][C]0.1072[/C][C]0.457483[/C][/ROW]
[ROW][C]24[/C][C]0.04902[/C][C]0.3797[/C][C]0.352752[/C][/ROW]
[ROW][C]25[/C][C]0.010626[/C][C]0.0823[/C][C]0.467338[/C][/ROW]
[ROW][C]26[/C][C]-0.058591[/C][C]-0.4538[/C][C]0.67421[/C][/ROW]
[ROW][C]27[/C][C]-0.117114[/C][C]-0.9072[/C][C]0.816024[/C][/ROW]
[ROW][C]28[/C][C]0.048403[/C][C]0.3749[/C][C]0.354518[/C][/ROW]
[ROW][C]29[/C][C]-0.128163[/C][C]-0.9927[/C][C]0.83759[/C][/ROW]
[ROW][C]30[/C][C]-0.062743[/C][C]-0.486[/C][C]0.685634[/C][/ROW]
[ROW][C]31[/C][C]-0.060019[/C][C]-0.4649[/C][C]0.678158[/C][/ROW]
[ROW][C]32[/C][C]-0.030712[/C][C]-0.2379[/C][C]0.593614[/C][/ROW]
[ROW][C]33[/C][C]0.094336[/C][C]0.7307[/C][C]0.233896[/C][/ROW]
[ROW][C]34[/C][C]-0.075288[/C][C]-0.5832[/C][C]0.719021[/C][/ROW]
[ROW][C]35[/C][C]-0.142953[/C][C]-1.1073[/C][C]0.863709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5970&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	0.096846	0.7502	0.228042
1	-0.112375	-0.8705	0.806239
2	0.229605	1.7785	0.040193
3	-0.056871	-0.4405	0.669428
4	0.168135	1.3024	0.098884
5	0.116858	0.9052	0.184495
6	0.074303	0.5756	0.283536
7	0.035807	0.2774	0.391228
8	0.082267	0.6372	0.263198
9	-0.35732	-2.7678	0.996253
10	0.024405	0.189	0.425351
11	0.41695	3.2297	0.001006
12	-0.154208	-1.1945	0.881506
13	-0.225611	-1.7476	0.957173
14	0.001382	0.0107	0.495747
15	0.01223	0.0947	0.46242
16	-0.014771	-0.1144	0.545354
17	-0.11346	-0.8789	0.808507
18	0.085254	0.6604	0.255769
19	-0.173676	-1.3453	0.908203
20	0.055141	0.4271	0.335409
21	-0.031752	-0.2459	0.596719
22	0.205339	1.5906	0.058483
23	0.013843	0.1072	0.457483
24	0.04902	0.3797	0.352752
25	0.010626	0.0823	0.467338
26	-0.058591	-0.4538	0.67421
27	-0.117114	-0.9072	0.816024
28	0.048403	0.3749	0.354518
29	-0.128163	-0.9927	0.83759
30	-0.062743	-0.486	0.685634
31	-0.060019	-0.4649	0.678158
32	-0.030712	-0.2379	0.593614
33	0.094336	0.7307	0.233896
34	-0.075288	-0.5832	0.719021
35	-0.142953	-1.1073	0.863709

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