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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 07:24:26 -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/28/t1196259260awu3x3jvuwp3ybq.htm/, Retrieved Thu, 02 May 2024 09:20:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7059, Retrieved Thu, 02 May 2024 09:20:02 +0000

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Estimated Impact

190

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

-       [(Partial) Autocorrelation Function] [(P)ACF steenkolen] [2007-11-28 14:24:26] [4df98167d5cf79c69ce763f2d4ef5b15] [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=7059&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=7059&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7059&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	7.746	0
1	0.918932	7.118	0
2	0.81415	6.3064	0
3	0.698671	5.4119	1e-06
4	0.580859	4.4993	1.6e-05
5	0.486442	3.768	0.000189
6	0.399404	3.0938	0.0015
7	0.305263	2.3646	0.010652
8	0.220466	1.7077	0.046429
9	0.153275	1.1873	0.119901
10	0.088472	0.6853	0.247897
11	0.041856	0.3242	0.373452
12	-0.004464	-0.0346	0.513734
13	-0.066273	-0.5134	0.695204
14	-0.128372	-0.9944	0.837981
15	-0.180076	-1.3949	0.9159
16	-0.219927	-1.7035	0.953179
17	-0.251017	-1.9444	0.971728
18	-0.258837	-2.0049	0.975256
19	-0.2549	-1.9744	0.97353
20	-0.227581	-1.7628	0.95849
21	-0.169751	-1.3149	0.903224
22	-0.107684	-0.8341	0.796237
23	-0.045484	-0.3523	0.637084
24	0.003631	0.0281	0.488826
25	0.031421	0.2434	0.404269
26	0.043412	0.3363	0.368921
27	0.042508	0.3293	0.37155
28	0.032472	0.2515	0.401134
29	0.024064	0.1864	0.426381
30	0.030675	0.2376	0.406497
31	0.037588	0.2912	0.385968
32	0.057306	0.4439	0.329358
33	0.074139	0.5743	0.283964
34	0.085404	0.6615	0.2554
35	0.092782	0.7187	0.237563

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.918932 & 7.118 & 0 \tabularnewline
2 & 0.81415 & 6.3064 & 0 \tabularnewline
3 & 0.698671 & 5.4119 & 1e-06 \tabularnewline
4 & 0.580859 & 4.4993 & 1.6e-05 \tabularnewline
5 & 0.486442 & 3.768 & 0.000189 \tabularnewline
6 & 0.399404 & 3.0938 & 0.0015 \tabularnewline
7 & 0.305263 & 2.3646 & 0.010652 \tabularnewline
8 & 0.220466 & 1.7077 & 0.046429 \tabularnewline
9 & 0.153275 & 1.1873 & 0.119901 \tabularnewline
10 & 0.088472 & 0.6853 & 0.247897 \tabularnewline
11 & 0.041856 & 0.3242 & 0.373452 \tabularnewline
12 & -0.004464 & -0.0346 & 0.513734 \tabularnewline
13 & -0.066273 & -0.5134 & 0.695204 \tabularnewline
14 & -0.128372 & -0.9944 & 0.837981 \tabularnewline
15 & -0.180076 & -1.3949 & 0.9159 \tabularnewline
16 & -0.219927 & -1.7035 & 0.953179 \tabularnewline
17 & -0.251017 & -1.9444 & 0.971728 \tabularnewline
18 & -0.258837 & -2.0049 & 0.975256 \tabularnewline
19 & -0.2549 & -1.9744 & 0.97353 \tabularnewline
20 & -0.227581 & -1.7628 & 0.95849 \tabularnewline
21 & -0.169751 & -1.3149 & 0.903224 \tabularnewline
22 & -0.107684 & -0.8341 & 0.796237 \tabularnewline
23 & -0.045484 & -0.3523 & 0.637084 \tabularnewline
24 & 0.003631 & 0.0281 & 0.488826 \tabularnewline
25 & 0.031421 & 0.2434 & 0.404269 \tabularnewline
26 & 0.043412 & 0.3363 & 0.368921 \tabularnewline
27 & 0.042508 & 0.3293 & 0.37155 \tabularnewline
28 & 0.032472 & 0.2515 & 0.401134 \tabularnewline
29 & 0.024064 & 0.1864 & 0.426381 \tabularnewline
30 & 0.030675 & 0.2376 & 0.406497 \tabularnewline
31 & 0.037588 & 0.2912 & 0.385968 \tabularnewline
32 & 0.057306 & 0.4439 & 0.329358 \tabularnewline
33 & 0.074139 & 0.5743 & 0.283964 \tabularnewline
34 & 0.085404 & 0.6615 & 0.2554 \tabularnewline
35 & 0.092782 & 0.7187 & 0.237563 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7059&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]0.918932[/C][C]7.118[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.81415[/C][C]6.3064[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.698671[/C][C]5.4119[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.580859[/C][C]4.4993[/C][C]1.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.486442[/C][C]3.768[/C][C]0.000189[/C][/ROW]
[ROW][C]6[/C][C]0.399404[/C][C]3.0938[/C][C]0.0015[/C][/ROW]
[ROW][C]7[/C][C]0.305263[/C][C]2.3646[/C][C]0.010652[/C][/ROW]
[ROW][C]8[/C][C]0.220466[/C][C]1.7077[/C][C]0.046429[/C][/ROW]
[ROW][C]9[/C][C]0.153275[/C][C]1.1873[/C][C]0.119901[/C][/ROW]
[ROW][C]10[/C][C]0.088472[/C][C]0.6853[/C][C]0.247897[/C][/ROW]
[ROW][C]11[/C][C]0.041856[/C][C]0.3242[/C][C]0.373452[/C][/ROW]
[ROW][C]12[/C][C]-0.004464[/C][C]-0.0346[/C][C]0.513734[/C][/ROW]
[ROW][C]13[/C][C]-0.066273[/C][C]-0.5134[/C][C]0.695204[/C][/ROW]
[ROW][C]14[/C][C]-0.128372[/C][C]-0.9944[/C][C]0.837981[/C][/ROW]
[ROW][C]15[/C][C]-0.180076[/C][C]-1.3949[/C][C]0.9159[/C][/ROW]
[ROW][C]16[/C][C]-0.219927[/C][C]-1.7035[/C][C]0.953179[/C][/ROW]
[ROW][C]17[/C][C]-0.251017[/C][C]-1.9444[/C][C]0.971728[/C][/ROW]
[ROW][C]18[/C][C]-0.258837[/C][C]-2.0049[/C][C]0.975256[/C][/ROW]
[ROW][C]19[/C][C]-0.2549[/C][C]-1.9744[/C][C]0.97353[/C][/ROW]
[ROW][C]20[/C][C]-0.227581[/C][C]-1.7628[/C][C]0.95849[/C][/ROW]
[ROW][C]21[/C][C]-0.169751[/C][C]-1.3149[/C][C]0.903224[/C][/ROW]
[ROW][C]22[/C][C]-0.107684[/C][C]-0.8341[/C][C]0.796237[/C][/ROW]
[ROW][C]23[/C][C]-0.045484[/C][C]-0.3523[/C][C]0.637084[/C][/ROW]
[ROW][C]24[/C][C]0.003631[/C][C]0.0281[/C][C]0.488826[/C][/ROW]
[ROW][C]25[/C][C]0.031421[/C][C]0.2434[/C][C]0.404269[/C][/ROW]
[ROW][C]26[/C][C]0.043412[/C][C]0.3363[/C][C]0.368921[/C][/ROW]
[ROW][C]27[/C][C]0.042508[/C][C]0.3293[/C][C]0.37155[/C][/ROW]
[ROW][C]28[/C][C]0.032472[/C][C]0.2515[/C][C]0.401134[/C][/ROW]
[ROW][C]29[/C][C]0.024064[/C][C]0.1864[/C][C]0.426381[/C][/ROW]
[ROW][C]30[/C][C]0.030675[/C][C]0.2376[/C][C]0.406497[/C][/ROW]
[ROW][C]31[/C][C]0.037588[/C][C]0.2912[/C][C]0.385968[/C][/ROW]
[ROW][C]32[/C][C]0.057306[/C][C]0.4439[/C][C]0.329358[/C][/ROW]
[ROW][C]33[/C][C]0.074139[/C][C]0.5743[/C][C]0.283964[/C][/ROW]
[ROW][C]34[/C][C]0.085404[/C][C]0.6615[/C][C]0.2554[/C][/ROW]
[ROW][C]35[/C][C]0.092782[/C][C]0.7187[/C][C]0.237563[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7059&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7059&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	0.918932	7.118	0
2	0.81415	6.3064	0
3	0.698671	5.4119	1e-06
4	0.580859	4.4993	1.6e-05
5	0.486442	3.768	0.000189
6	0.399404	3.0938	0.0015
7	0.305263	2.3646	0.010652
8	0.220466	1.7077	0.046429
9	0.153275	1.1873	0.119901
10	0.088472	0.6853	0.247897
11	0.041856	0.3242	0.373452
12	-0.004464	-0.0346	0.513734
13	-0.066273	-0.5134	0.695204
14	-0.128372	-0.9944	0.837981
15	-0.180076	-1.3949	0.9159
16	-0.219927	-1.7035	0.953179
17	-0.251017	-1.9444	0.971728
18	-0.258837	-2.0049	0.975256
19	-0.2549	-1.9744	0.97353
20	-0.227581	-1.7628	0.95849
21	-0.169751	-1.3149	0.903224
22	-0.107684	-0.8341	0.796237
23	-0.045484	-0.3523	0.637084
24	0.003631	0.0281	0.488826
25	0.031421	0.2434	0.404269
26	0.043412	0.3363	0.368921
27	0.042508	0.3293	0.37155
28	0.032472	0.2515	0.401134
29	0.024064	0.1864	0.426381
30	0.030675	0.2376	0.406497
31	0.037588	0.2912	0.385968
32	0.057306	0.4439	0.329358
33	0.074139	0.5743	0.283964
34	0.085404	0.6615	0.2554
35	0.092782	0.7187	0.237563

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.918932	7.118	0
1	-0.194685	-1.508	0.931602
2	-0.108431	-0.8399	0.797852
3	-0.068892	-0.5336	0.702218
4	0.088603	0.6863	0.24758
5	-0.053164	-0.4118	0.659025
6	-0.137833	-1.0676	0.855022
7	-0.002692	-0.0209	0.508283
8	0.06453	0.4998	0.309505
9	-0.076122	-0.5896	0.721175
10	0.021035	0.1629	0.435558
11	-0.073447	-0.5689	0.714233
12	-0.137604	-1.0659	0.854625
13	-0.057372	-0.4444	0.670824
14	0.026657	0.2065	0.418556
15	0.006877	0.0533	0.478847
16	-0.070994	-0.5499	0.707791
17	0.083498	0.6468	0.260123
18	0.04801	0.3719	0.355643
19	0.094246	0.73	0.234108
20	0.132888	1.0293	0.153724
21	0.004092	0.0317	0.487409
22	-0.001256	-0.0097	0.503864
23	-0.052005	-0.4028	0.655746
24	-0.044034	-0.3411	0.632885
25	-0.046277	-0.3585	0.639372
26	-0.089609	-0.6941	0.754853
27	-0.025753	-0.1995	0.578719
28	0.029927	0.2318	0.408735
29	0.097029	0.7516	0.227621
30	-0.011288	-0.0874	0.534693
31	0.057534	0.4457	0.328724
32	-0.040415	-0.3131	0.622338
33	-0.009721	-0.0753	0.529885
34	0.003933	0.0305	0.487899
35	-0.020776	-0.1609	0.563656

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.918932 & 7.118 & 0 \tabularnewline
1 & -0.194685 & -1.508 & 0.931602 \tabularnewline
2 & -0.108431 & -0.8399 & 0.797852 \tabularnewline
3 & -0.068892 & -0.5336 & 0.702218 \tabularnewline
4 & 0.088603 & 0.6863 & 0.24758 \tabularnewline
5 & -0.053164 & -0.4118 & 0.659025 \tabularnewline
6 & -0.137833 & -1.0676 & 0.855022 \tabularnewline
7 & -0.002692 & -0.0209 & 0.508283 \tabularnewline
8 & 0.06453 & 0.4998 & 0.309505 \tabularnewline
9 & -0.076122 & -0.5896 & 0.721175 \tabularnewline
10 & 0.021035 & 0.1629 & 0.435558 \tabularnewline
11 & -0.073447 & -0.5689 & 0.714233 \tabularnewline
12 & -0.137604 & -1.0659 & 0.854625 \tabularnewline
13 & -0.057372 & -0.4444 & 0.670824 \tabularnewline
14 & 0.026657 & 0.2065 & 0.418556 \tabularnewline
15 & 0.006877 & 0.0533 & 0.478847 \tabularnewline
16 & -0.070994 & -0.5499 & 0.707791 \tabularnewline
17 & 0.083498 & 0.6468 & 0.260123 \tabularnewline
18 & 0.04801 & 0.3719 & 0.355643 \tabularnewline
19 & 0.094246 & 0.73 & 0.234108 \tabularnewline
20 & 0.132888 & 1.0293 & 0.153724 \tabularnewline
21 & 0.004092 & 0.0317 & 0.487409 \tabularnewline
22 & -0.001256 & -0.0097 & 0.503864 \tabularnewline
23 & -0.052005 & -0.4028 & 0.655746 \tabularnewline
24 & -0.044034 & -0.3411 & 0.632885 \tabularnewline
25 & -0.046277 & -0.3585 & 0.639372 \tabularnewline
26 & -0.089609 & -0.6941 & 0.754853 \tabularnewline
27 & -0.025753 & -0.1995 & 0.578719 \tabularnewline
28 & 0.029927 & 0.2318 & 0.408735 \tabularnewline
29 & 0.097029 & 0.7516 & 0.227621 \tabularnewline
30 & -0.011288 & -0.0874 & 0.534693 \tabularnewline
31 & 0.057534 & 0.4457 & 0.328724 \tabularnewline
32 & -0.040415 & -0.3131 & 0.622338 \tabularnewline
33 & -0.009721 & -0.0753 & 0.529885 \tabularnewline
34 & 0.003933 & 0.0305 & 0.487899 \tabularnewline
35 & -0.020776 & -0.1609 & 0.563656 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7059&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]0.918932[/C][C]7.118[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.194685[/C][C]-1.508[/C][C]0.931602[/C][/ROW]
[ROW][C]2[/C][C]-0.108431[/C][C]-0.8399[/C][C]0.797852[/C][/ROW]
[ROW][C]3[/C][C]-0.068892[/C][C]-0.5336[/C][C]0.702218[/C][/ROW]
[ROW][C]4[/C][C]0.088603[/C][C]0.6863[/C][C]0.24758[/C][/ROW]
[ROW][C]5[/C][C]-0.053164[/C][C]-0.4118[/C][C]0.659025[/C][/ROW]
[ROW][C]6[/C][C]-0.137833[/C][C]-1.0676[/C][C]0.855022[/C][/ROW]
[ROW][C]7[/C][C]-0.002692[/C][C]-0.0209[/C][C]0.508283[/C][/ROW]
[ROW][C]8[/C][C]0.06453[/C][C]0.4998[/C][C]0.309505[/C][/ROW]
[ROW][C]9[/C][C]-0.076122[/C][C]-0.5896[/C][C]0.721175[/C][/ROW]
[ROW][C]10[/C][C]0.021035[/C][C]0.1629[/C][C]0.435558[/C][/ROW]
[ROW][C]11[/C][C]-0.073447[/C][C]-0.5689[/C][C]0.714233[/C][/ROW]
[ROW][C]12[/C][C]-0.137604[/C][C]-1.0659[/C][C]0.854625[/C][/ROW]
[ROW][C]13[/C][C]-0.057372[/C][C]-0.4444[/C][C]0.670824[/C][/ROW]
[ROW][C]14[/C][C]0.026657[/C][C]0.2065[/C][C]0.418556[/C][/ROW]
[ROW][C]15[/C][C]0.006877[/C][C]0.0533[/C][C]0.478847[/C][/ROW]
[ROW][C]16[/C][C]-0.070994[/C][C]-0.5499[/C][C]0.707791[/C][/ROW]
[ROW][C]17[/C][C]0.083498[/C][C]0.6468[/C][C]0.260123[/C][/ROW]
[ROW][C]18[/C][C]0.04801[/C][C]0.3719[/C][C]0.355643[/C][/ROW]
[ROW][C]19[/C][C]0.094246[/C][C]0.73[/C][C]0.234108[/C][/ROW]
[ROW][C]20[/C][C]0.132888[/C][C]1.0293[/C][C]0.153724[/C][/ROW]
[ROW][C]21[/C][C]0.004092[/C][C]0.0317[/C][C]0.487409[/C][/ROW]
[ROW][C]22[/C][C]-0.001256[/C][C]-0.0097[/C][C]0.503864[/C][/ROW]
[ROW][C]23[/C][C]-0.052005[/C][C]-0.4028[/C][C]0.655746[/C][/ROW]
[ROW][C]24[/C][C]-0.044034[/C][C]-0.3411[/C][C]0.632885[/C][/ROW]
[ROW][C]25[/C][C]-0.046277[/C][C]-0.3585[/C][C]0.639372[/C][/ROW]
[ROW][C]26[/C][C]-0.089609[/C][C]-0.6941[/C][C]0.754853[/C][/ROW]
[ROW][C]27[/C][C]-0.025753[/C][C]-0.1995[/C][C]0.578719[/C][/ROW]
[ROW][C]28[/C][C]0.029927[/C][C]0.2318[/C][C]0.408735[/C][/ROW]
[ROW][C]29[/C][C]0.097029[/C][C]0.7516[/C][C]0.227621[/C][/ROW]
[ROW][C]30[/C][C]-0.011288[/C][C]-0.0874[/C][C]0.534693[/C][/ROW]
[ROW][C]31[/C][C]0.057534[/C][C]0.4457[/C][C]0.328724[/C][/ROW]
[ROW][C]32[/C][C]-0.040415[/C][C]-0.3131[/C][C]0.622338[/C][/ROW]
[ROW][C]33[/C][C]-0.009721[/C][C]-0.0753[/C][C]0.529885[/C][/ROW]
[ROW][C]34[/C][C]0.003933[/C][C]0.0305[/C][C]0.487899[/C][/ROW]
[ROW][C]35[/C][C]-0.020776[/C][C]-0.1609[/C][C]0.563656[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7059&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7059&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	0.918932	7.118	0
1	-0.194685	-1.508	0.931602
2	-0.108431	-0.8399	0.797852
3	-0.068892	-0.5336	0.702218
4	0.088603	0.6863	0.24758
5	-0.053164	-0.4118	0.659025
6	-0.137833	-1.0676	0.855022
7	-0.002692	-0.0209	0.508283
8	0.06453	0.4998	0.309505
9	-0.076122	-0.5896	0.721175
10	0.021035	0.1629	0.435558
11	-0.073447	-0.5689	0.714233
12	-0.137604	-1.0659	0.854625
13	-0.057372	-0.4444	0.670824
14	0.026657	0.2065	0.418556
15	0.006877	0.0533	0.478847
16	-0.070994	-0.5499	0.707791
17	0.083498	0.6468	0.260123
18	0.04801	0.3719	0.355643
19	0.094246	0.73	0.234108
20	0.132888	1.0293	0.153724
21	0.004092	0.0317	0.487409
22	-0.001256	-0.0097	0.503864
23	-0.052005	-0.4028	0.655746
24	-0.044034	-0.3411	0.632885
25	-0.046277	-0.3585	0.639372
26	-0.089609	-0.6941	0.754853
27	-0.025753	-0.1995	0.578719
28	0.029927	0.2318	0.408735
29	0.097029	0.7516	0.227621
30	-0.011288	-0.0874	0.534693
31	0.057534	0.4457	0.328724
32	-0.040415	-0.3131	0.622338
33	-0.009721	-0.0753	0.529885
34	0.003933	0.0305	0.487899
35	-0.020776	-0.1609	0.563656

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