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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 12:04:16 -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/t1196276058agbpa1v6b9aig7u.htm/, Retrieved Thu, 02 May 2024 03:42:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7223, Retrieved Thu, 02 May 2024 03:42:40 +0000

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Estimated Impact

169

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-       [(Partial) Autocorrelation Function] [G3ACFhuw] [2007-11-28 19:04:16] [142ab5472309a9ae9a3b52678758dc4a] [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=7223&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=7223&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7223&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	6.9282	0
1	-0.359702	-2.4921	0.991897
2	-0.043887	-0.3041	0.618801
3	0.314529	2.1791	0.017131
4	-0.193175	-1.3384	0.906457
5	0.019842	0.1375	0.445618
6	0.129126	0.8946	0.187729
7	-0.135308	-0.9374	0.823387
8	-0.096373	-0.6677	0.746236
9	0.168727	1.169	0.124093
10	-0.082649	-0.5726	0.715209
11	-0.065908	-0.4566	0.674999
12	0.115571	0.8007	0.213626
13	-0.204149	-1.4144	0.918148
14	0.219563	1.5212	0.067388
15	-0.070795	-0.4905	0.686987
16	-0.099951	-0.6925	0.754013
17	0.00772	0.0535	0.478783
18	-0.011812	-0.0818	0.532442
19	-0.148832	-1.0311	0.846177
20	0.122533	0.8489	0.200066
21	-0.044056	-0.3052	0.619245
22	-0.200985	-1.3925	0.9149
23	0.225938	1.5653	0.062036
24	-0.130113	-0.9014	0.814075
25	-0.182615	-1.2652	0.894045
26	0.272018	1.8846	0.032774
27	-0.129577	-0.8977	0.813097
28	-0.010414	-0.0722	0.528609
29	0.138916	0.9624	0.170326
30	-0.056031	-0.3882	0.650207
31	-0.015859	-0.1099	0.543516
32	0.080212	0.5557	0.290489
33	-0.050379	-0.349	0.635707
34	-0.037329	-0.2586	0.601485
35	0.034911	0.2419	0.404954

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.359702 & -2.4921 & 0.991897 \tabularnewline
2 & -0.043887 & -0.3041 & 0.618801 \tabularnewline
3 & 0.314529 & 2.1791 & 0.017131 \tabularnewline
4 & -0.193175 & -1.3384 & 0.906457 \tabularnewline
5 & 0.019842 & 0.1375 & 0.445618 \tabularnewline
6 & 0.129126 & 0.8946 & 0.187729 \tabularnewline
7 & -0.135308 & -0.9374 & 0.823387 \tabularnewline
8 & -0.096373 & -0.6677 & 0.746236 \tabularnewline
9 & 0.168727 & 1.169 & 0.124093 \tabularnewline
10 & -0.082649 & -0.5726 & 0.715209 \tabularnewline
11 & -0.065908 & -0.4566 & 0.674999 \tabularnewline
12 & 0.115571 & 0.8007 & 0.213626 \tabularnewline
13 & -0.204149 & -1.4144 & 0.918148 \tabularnewline
14 & 0.219563 & 1.5212 & 0.067388 \tabularnewline
15 & -0.070795 & -0.4905 & 0.686987 \tabularnewline
16 & -0.099951 & -0.6925 & 0.754013 \tabularnewline
17 & 0.00772 & 0.0535 & 0.478783 \tabularnewline
18 & -0.011812 & -0.0818 & 0.532442 \tabularnewline
19 & -0.148832 & -1.0311 & 0.846177 \tabularnewline
20 & 0.122533 & 0.8489 & 0.200066 \tabularnewline
21 & -0.044056 & -0.3052 & 0.619245 \tabularnewline
22 & -0.200985 & -1.3925 & 0.9149 \tabularnewline
23 & 0.225938 & 1.5653 & 0.062036 \tabularnewline
24 & -0.130113 & -0.9014 & 0.814075 \tabularnewline
25 & -0.182615 & -1.2652 & 0.894045 \tabularnewline
26 & 0.272018 & 1.8846 & 0.032774 \tabularnewline
27 & -0.129577 & -0.8977 & 0.813097 \tabularnewline
28 & -0.010414 & -0.0722 & 0.528609 \tabularnewline
29 & 0.138916 & 0.9624 & 0.170326 \tabularnewline
30 & -0.056031 & -0.3882 & 0.650207 \tabularnewline
31 & -0.015859 & -0.1099 & 0.543516 \tabularnewline
32 & 0.080212 & 0.5557 & 0.290489 \tabularnewline
33 & -0.050379 & -0.349 & 0.635707 \tabularnewline
34 & -0.037329 & -0.2586 & 0.601485 \tabularnewline
35 & 0.034911 & 0.2419 & 0.404954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7223&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]-0.359702[/C][C]-2.4921[/C][C]0.991897[/C][/ROW]
[ROW][C]2[/C][C]-0.043887[/C][C]-0.3041[/C][C]0.618801[/C][/ROW]
[ROW][C]3[/C][C]0.314529[/C][C]2.1791[/C][C]0.017131[/C][/ROW]
[ROW][C]4[/C][C]-0.193175[/C][C]-1.3384[/C][C]0.906457[/C][/ROW]
[ROW][C]5[/C][C]0.019842[/C][C]0.1375[/C][C]0.445618[/C][/ROW]
[ROW][C]6[/C][C]0.129126[/C][C]0.8946[/C][C]0.187729[/C][/ROW]
[ROW][C]7[/C][C]-0.135308[/C][C]-0.9374[/C][C]0.823387[/C][/ROW]
[ROW][C]8[/C][C]-0.096373[/C][C]-0.6677[/C][C]0.746236[/C][/ROW]
[ROW][C]9[/C][C]0.168727[/C][C]1.169[/C][C]0.124093[/C][/ROW]
[ROW][C]10[/C][C]-0.082649[/C][C]-0.5726[/C][C]0.715209[/C][/ROW]
[ROW][C]11[/C][C]-0.065908[/C][C]-0.4566[/C][C]0.674999[/C][/ROW]
[ROW][C]12[/C][C]0.115571[/C][C]0.8007[/C][C]0.213626[/C][/ROW]
[ROW][C]13[/C][C]-0.204149[/C][C]-1.4144[/C][C]0.918148[/C][/ROW]
[ROW][C]14[/C][C]0.219563[/C][C]1.5212[/C][C]0.067388[/C][/ROW]
[ROW][C]15[/C][C]-0.070795[/C][C]-0.4905[/C][C]0.686987[/C][/ROW]
[ROW][C]16[/C][C]-0.099951[/C][C]-0.6925[/C][C]0.754013[/C][/ROW]
[ROW][C]17[/C][C]0.00772[/C][C]0.0535[/C][C]0.478783[/C][/ROW]
[ROW][C]18[/C][C]-0.011812[/C][C]-0.0818[/C][C]0.532442[/C][/ROW]
[ROW][C]19[/C][C]-0.148832[/C][C]-1.0311[/C][C]0.846177[/C][/ROW]
[ROW][C]20[/C][C]0.122533[/C][C]0.8489[/C][C]0.200066[/C][/ROW]
[ROW][C]21[/C][C]-0.044056[/C][C]-0.3052[/C][C]0.619245[/C][/ROW]
[ROW][C]22[/C][C]-0.200985[/C][C]-1.3925[/C][C]0.9149[/C][/ROW]
[ROW][C]23[/C][C]0.225938[/C][C]1.5653[/C][C]0.062036[/C][/ROW]
[ROW][C]24[/C][C]-0.130113[/C][C]-0.9014[/C][C]0.814075[/C][/ROW]
[ROW][C]25[/C][C]-0.182615[/C][C]-1.2652[/C][C]0.894045[/C][/ROW]
[ROW][C]26[/C][C]0.272018[/C][C]1.8846[/C][C]0.032774[/C][/ROW]
[ROW][C]27[/C][C]-0.129577[/C][C]-0.8977[/C][C]0.813097[/C][/ROW]
[ROW][C]28[/C][C]-0.010414[/C][C]-0.0722[/C][C]0.528609[/C][/ROW]
[ROW][C]29[/C][C]0.138916[/C][C]0.9624[/C][C]0.170326[/C][/ROW]
[ROW][C]30[/C][C]-0.056031[/C][C]-0.3882[/C][C]0.650207[/C][/ROW]
[ROW][C]31[/C][C]-0.015859[/C][C]-0.1099[/C][C]0.543516[/C][/ROW]
[ROW][C]32[/C][C]0.080212[/C][C]0.5557[/C][C]0.290489[/C][/ROW]
[ROW][C]33[/C][C]-0.050379[/C][C]-0.349[/C][C]0.635707[/C][/ROW]
[ROW][C]34[/C][C]-0.037329[/C][C]-0.2586[/C][C]0.601485[/C][/ROW]
[ROW][C]35[/C][C]0.034911[/C][C]0.2419[/C][C]0.404954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7223&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7223&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	-0.359702	-2.4921	0.991897
2	-0.043887	-0.3041	0.618801
3	0.314529	2.1791	0.017131
4	-0.193175	-1.3384	0.906457
5	0.019842	0.1375	0.445618
6	0.129126	0.8946	0.187729
7	-0.135308	-0.9374	0.823387
8	-0.096373	-0.6677	0.746236
9	0.168727	1.169	0.124093
10	-0.082649	-0.5726	0.715209
11	-0.065908	-0.4566	0.674999
12	0.115571	0.8007	0.213626
13	-0.204149	-1.4144	0.918148
14	0.219563	1.5212	0.067388
15	-0.070795	-0.4905	0.686987
16	-0.099951	-0.6925	0.754013
17	0.00772	0.0535	0.478783
18	-0.011812	-0.0818	0.532442
19	-0.148832	-1.0311	0.846177
20	0.122533	0.8489	0.200066
21	-0.044056	-0.3052	0.619245
22	-0.200985	-1.3925	0.9149
23	0.225938	1.5653	0.062036
24	-0.130113	-0.9014	0.814075
25	-0.182615	-1.2652	0.894045
26	0.272018	1.8846	0.032774
27	-0.129577	-0.8977	0.813097
28	-0.010414	-0.0722	0.528609
29	0.138916	0.9624	0.170326
30	-0.056031	-0.3882	0.650207
31	-0.015859	-0.1099	0.543516
32	0.080212	0.5557	0.290489
33	-0.050379	-0.349	0.635707
34	-0.037329	-0.2586	0.601485
35	0.034911	0.2419	0.404954

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.359702	-2.4921	0.991897
1	-0.199024	-1.3789	0.912837
2	0.267915	1.8562	0.034787
3	0.023725	0.1644	0.435063
4	-0.01042	-0.0722	0.528626
5	0.041077	0.2846	0.388592
6	-0.032634	-0.2261	0.588957
7	-0.191853	-1.3292	0.904966
8	0.025125	0.1741	0.431272
9	0.054455	0.3773	0.353815
10	-0.011026	-0.0764	0.530286
11	0.002227	0.0154	0.493876
12	-0.17503	-1.2126	0.8844
13	0.180176	1.2483	0.108989
14	-0.017526	-0.1214	0.54807
15	-0.048907	-0.3388	0.631896
16	-0.186598	-1.2928	0.898863
17	-0.036822	-0.2551	0.600137
18	-0.191825	-1.329	0.904935
19	0.048168	0.3337	0.370023
20	0.007085	0.0491	0.480526
21	-0.099561	-0.6898	0.753173
22	0.019921	0.138	0.445403
23	-0.120589	-0.8355	0.796203
24	-0.208685	-1.4458	0.922636
25	0.02463	0.1706	0.432612
26	0.099822	0.6916	0.246265
27	0.042005	0.291	0.386144
28	0.01036	0.0718	0.471539
29	-0.030009	-0.2079	0.58191
30	0.061543	0.4264	0.335867
31	-0.086462	-0.599	0.724014
32	-0.029231	-0.2025	0.579815
33	-0.068	-0.4711	0.680155
34	-0.097704	-0.6769	0.749145
35	-0.103286	-0.7156	0.761144

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.359702 & -2.4921 & 0.991897 \tabularnewline
1 & -0.199024 & -1.3789 & 0.912837 \tabularnewline
2 & 0.267915 & 1.8562 & 0.034787 \tabularnewline
3 & 0.023725 & 0.1644 & 0.435063 \tabularnewline
4 & -0.01042 & -0.0722 & 0.528626 \tabularnewline
5 & 0.041077 & 0.2846 & 0.388592 \tabularnewline
6 & -0.032634 & -0.2261 & 0.588957 \tabularnewline
7 & -0.191853 & -1.3292 & 0.904966 \tabularnewline
8 & 0.025125 & 0.1741 & 0.431272 \tabularnewline
9 & 0.054455 & 0.3773 & 0.353815 \tabularnewline
10 & -0.011026 & -0.0764 & 0.530286 \tabularnewline
11 & 0.002227 & 0.0154 & 0.493876 \tabularnewline
12 & -0.17503 & -1.2126 & 0.8844 \tabularnewline
13 & 0.180176 & 1.2483 & 0.108989 \tabularnewline
14 & -0.017526 & -0.1214 & 0.54807 \tabularnewline
15 & -0.048907 & -0.3388 & 0.631896 \tabularnewline
16 & -0.186598 & -1.2928 & 0.898863 \tabularnewline
17 & -0.036822 & -0.2551 & 0.600137 \tabularnewline
18 & -0.191825 & -1.329 & 0.904935 \tabularnewline
19 & 0.048168 & 0.3337 & 0.370023 \tabularnewline
20 & 0.007085 & 0.0491 & 0.480526 \tabularnewline
21 & -0.099561 & -0.6898 & 0.753173 \tabularnewline
22 & 0.019921 & 0.138 & 0.445403 \tabularnewline
23 & -0.120589 & -0.8355 & 0.796203 \tabularnewline
24 & -0.208685 & -1.4458 & 0.922636 \tabularnewline
25 & 0.02463 & 0.1706 & 0.432612 \tabularnewline
26 & 0.099822 & 0.6916 & 0.246265 \tabularnewline
27 & 0.042005 & 0.291 & 0.386144 \tabularnewline
28 & 0.01036 & 0.0718 & 0.471539 \tabularnewline
29 & -0.030009 & -0.2079 & 0.58191 \tabularnewline
30 & 0.061543 & 0.4264 & 0.335867 \tabularnewline
31 & -0.086462 & -0.599 & 0.724014 \tabularnewline
32 & -0.029231 & -0.2025 & 0.579815 \tabularnewline
33 & -0.068 & -0.4711 & 0.680155 \tabularnewline
34 & -0.097704 & -0.6769 & 0.749145 \tabularnewline
35 & -0.103286 & -0.7156 & 0.761144 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7223&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]-0.359702[/C][C]-2.4921[/C][C]0.991897[/C][/ROW]
[ROW][C]1[/C][C]-0.199024[/C][C]-1.3789[/C][C]0.912837[/C][/ROW]
[ROW][C]2[/C][C]0.267915[/C][C]1.8562[/C][C]0.034787[/C][/ROW]
[ROW][C]3[/C][C]0.023725[/C][C]0.1644[/C][C]0.435063[/C][/ROW]
[ROW][C]4[/C][C]-0.01042[/C][C]-0.0722[/C][C]0.528626[/C][/ROW]
[ROW][C]5[/C][C]0.041077[/C][C]0.2846[/C][C]0.388592[/C][/ROW]
[ROW][C]6[/C][C]-0.032634[/C][C]-0.2261[/C][C]0.588957[/C][/ROW]
[ROW][C]7[/C][C]-0.191853[/C][C]-1.3292[/C][C]0.904966[/C][/ROW]
[ROW][C]8[/C][C]0.025125[/C][C]0.1741[/C][C]0.431272[/C][/ROW]
[ROW][C]9[/C][C]0.054455[/C][C]0.3773[/C][C]0.353815[/C][/ROW]
[ROW][C]10[/C][C]-0.011026[/C][C]-0.0764[/C][C]0.530286[/C][/ROW]
[ROW][C]11[/C][C]0.002227[/C][C]0.0154[/C][C]0.493876[/C][/ROW]
[ROW][C]12[/C][C]-0.17503[/C][C]-1.2126[/C][C]0.8844[/C][/ROW]
[ROW][C]13[/C][C]0.180176[/C][C]1.2483[/C][C]0.108989[/C][/ROW]
[ROW][C]14[/C][C]-0.017526[/C][C]-0.1214[/C][C]0.54807[/C][/ROW]
[ROW][C]15[/C][C]-0.048907[/C][C]-0.3388[/C][C]0.631896[/C][/ROW]
[ROW][C]16[/C][C]-0.186598[/C][C]-1.2928[/C][C]0.898863[/C][/ROW]
[ROW][C]17[/C][C]-0.036822[/C][C]-0.2551[/C][C]0.600137[/C][/ROW]
[ROW][C]18[/C][C]-0.191825[/C][C]-1.329[/C][C]0.904935[/C][/ROW]
[ROW][C]19[/C][C]0.048168[/C][C]0.3337[/C][C]0.370023[/C][/ROW]
[ROW][C]20[/C][C]0.007085[/C][C]0.0491[/C][C]0.480526[/C][/ROW]
[ROW][C]21[/C][C]-0.099561[/C][C]-0.6898[/C][C]0.753173[/C][/ROW]
[ROW][C]22[/C][C]0.019921[/C][C]0.138[/C][C]0.445403[/C][/ROW]
[ROW][C]23[/C][C]-0.120589[/C][C]-0.8355[/C][C]0.796203[/C][/ROW]
[ROW][C]24[/C][C]-0.208685[/C][C]-1.4458[/C][C]0.922636[/C][/ROW]
[ROW][C]25[/C][C]0.02463[/C][C]0.1706[/C][C]0.432612[/C][/ROW]
[ROW][C]26[/C][C]0.099822[/C][C]0.6916[/C][C]0.246265[/C][/ROW]
[ROW][C]27[/C][C]0.042005[/C][C]0.291[/C][C]0.386144[/C][/ROW]
[ROW][C]28[/C][C]0.01036[/C][C]0.0718[/C][C]0.471539[/C][/ROW]
[ROW][C]29[/C][C]-0.030009[/C][C]-0.2079[/C][C]0.58191[/C][/ROW]
[ROW][C]30[/C][C]0.061543[/C][C]0.4264[/C][C]0.335867[/C][/ROW]
[ROW][C]31[/C][C]-0.086462[/C][C]-0.599[/C][C]0.724014[/C][/ROW]
[ROW][C]32[/C][C]-0.029231[/C][C]-0.2025[/C][C]0.579815[/C][/ROW]
[ROW][C]33[/C][C]-0.068[/C][C]-0.4711[/C][C]0.680155[/C][/ROW]
[ROW][C]34[/C][C]-0.097704[/C][C]-0.6769[/C][C]0.749145[/C][/ROW]
[ROW][C]35[/C][C]-0.103286[/C][C]-0.7156[/C][C]0.761144[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7223&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7223&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	-0.359702	-2.4921	0.991897
1	-0.199024	-1.3789	0.912837
2	0.267915	1.8562	0.034787
3	0.023725	0.1644	0.435063
4	-0.01042	-0.0722	0.528626
5	0.041077	0.2846	0.388592
6	-0.032634	-0.2261	0.588957
7	-0.191853	-1.3292	0.904966
8	0.025125	0.1741	0.431272
9	0.054455	0.3773	0.353815
10	-0.011026	-0.0764	0.530286
11	0.002227	0.0154	0.493876
12	-0.17503	-1.2126	0.8844
13	0.180176	1.2483	0.108989
14	-0.017526	-0.1214	0.54807
15	-0.048907	-0.3388	0.631896
16	-0.186598	-1.2928	0.898863
17	-0.036822	-0.2551	0.600137
18	-0.191825	-1.329	0.904935
19	0.048168	0.3337	0.370023
20	0.007085	0.0491	0.480526
21	-0.099561	-0.6898	0.753173
22	0.019921	0.138	0.445403
23	-0.120589	-0.8355	0.796203
24	-0.208685	-1.4458	0.922636
25	0.02463	0.1706	0.432612
26	0.099822	0.6916	0.246265
27	0.042005	0.291	0.386144
28	0.01036	0.0718	0.471539
29	-0.030009	-0.2079	0.58191
30	0.061543	0.4264	0.335867
31	-0.086462	-0.599	0.724014
32	-0.029231	-0.2025	0.579815
33	-0.068	-0.4711	0.680155
34	-0.097704	-0.6769	0.749145
35	-0.103286	-0.7156	0.761144

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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