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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 12:09:47 -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/t1196276391i6usdv4svg5svo6.htm/, Retrieved Thu, 02 May 2024 02:09:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7229, Retrieved Thu, 02 May 2024 02:09:26 +0000

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Estimated Impact

165

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

-       [(Partial) Autocorrelation Function] [G3ACFwerkl] [2007-11-28 19:09:47] [142ab5472309a9ae9a3b52678758dc4a] [Current]

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Dataseries X:

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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=7229&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=7229&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7229&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	6.8557	0
1	0.110776	0.7594	0.225691
2	0.095498	0.6547	0.257926
3	-0.135449	-0.9286	0.821077
4	-0.154926	-1.0621	0.853195
5	0.003515	0.0241	0.490438
6	-0.08943	-0.6131	0.728617
7	-0.075751	-0.5193	0.697013
8	0.072453	0.4967	0.310854
9	0.218838	1.5003	0.070115
10	-0.153932	-1.0553	0.851659
11	-0.098628	-0.6762	0.748873
12	-0.205408	-1.4082	0.917175
13	0.06248	0.4283	0.33518
14	0.304212	2.0856	0.021236
15	0.084412	0.5787	0.282778
16	0.108368	0.7429	0.23061
17	-0.114583	-0.7855	0.78196
18	0.137964	0.9458	0.174535
19	-0.035827	-0.2456	0.596475
20	0.016265	0.1115	0.455844
21	-0.007722	-0.0529	0.520999
22	0.02257	0.1547	0.438847
23	0.116943	0.8017	0.213374
24	-0.086244	-0.5913	0.721409
25	-0.1434	-0.9831	0.834704
26	-0.222279	-1.5239	0.932878
27	0.055108	0.3778	0.35364
28	-0.090879	-0.623	0.731864
29	0.060479	0.4146	0.340153
30	-0.07671	-0.5259	0.699284
31	-0.033659	-0.2308	0.590747
32	0.049134	0.3368	0.368868
33	-0.014223	-0.0975	0.538632
34	-0.019092	-0.1309	0.551789
35	0.048343	0.3314	0.370899

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.110776 & 0.7594 & 0.225691 \tabularnewline
2 & 0.095498 & 0.6547 & 0.257926 \tabularnewline
3 & -0.135449 & -0.9286 & 0.821077 \tabularnewline
4 & -0.154926 & -1.0621 & 0.853195 \tabularnewline
5 & 0.003515 & 0.0241 & 0.490438 \tabularnewline
6 & -0.08943 & -0.6131 & 0.728617 \tabularnewline
7 & -0.075751 & -0.5193 & 0.697013 \tabularnewline
8 & 0.072453 & 0.4967 & 0.310854 \tabularnewline
9 & 0.218838 & 1.5003 & 0.070115 \tabularnewline
10 & -0.153932 & -1.0553 & 0.851659 \tabularnewline
11 & -0.098628 & -0.6762 & 0.748873 \tabularnewline
12 & -0.205408 & -1.4082 & 0.917175 \tabularnewline
13 & 0.06248 & 0.4283 & 0.33518 \tabularnewline
14 & 0.304212 & 2.0856 & 0.021236 \tabularnewline
15 & 0.084412 & 0.5787 & 0.282778 \tabularnewline
16 & 0.108368 & 0.7429 & 0.23061 \tabularnewline
17 & -0.114583 & -0.7855 & 0.78196 \tabularnewline
18 & 0.137964 & 0.9458 & 0.174535 \tabularnewline
19 & -0.035827 & -0.2456 & 0.596475 \tabularnewline
20 & 0.016265 & 0.1115 & 0.455844 \tabularnewline
21 & -0.007722 & -0.0529 & 0.520999 \tabularnewline
22 & 0.02257 & 0.1547 & 0.438847 \tabularnewline
23 & 0.116943 & 0.8017 & 0.213374 \tabularnewline
24 & -0.086244 & -0.5913 & 0.721409 \tabularnewline
25 & -0.1434 & -0.9831 & 0.834704 \tabularnewline
26 & -0.222279 & -1.5239 & 0.932878 \tabularnewline
27 & 0.055108 & 0.3778 & 0.35364 \tabularnewline
28 & -0.090879 & -0.623 & 0.731864 \tabularnewline
29 & 0.060479 & 0.4146 & 0.340153 \tabularnewline
30 & -0.07671 & -0.5259 & 0.699284 \tabularnewline
31 & -0.033659 & -0.2308 & 0.590747 \tabularnewline
32 & 0.049134 & 0.3368 & 0.368868 \tabularnewline
33 & -0.014223 & -0.0975 & 0.538632 \tabularnewline
34 & -0.019092 & -0.1309 & 0.551789 \tabularnewline
35 & 0.048343 & 0.3314 & 0.370899 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7229&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]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.110776[/C][C]0.7594[/C][C]0.225691[/C][/ROW]
[ROW][C]2[/C][C]0.095498[/C][C]0.6547[/C][C]0.257926[/C][/ROW]
[ROW][C]3[/C][C]-0.135449[/C][C]-0.9286[/C][C]0.821077[/C][/ROW]
[ROW][C]4[/C][C]-0.154926[/C][C]-1.0621[/C][C]0.853195[/C][/ROW]
[ROW][C]5[/C][C]0.003515[/C][C]0.0241[/C][C]0.490438[/C][/ROW]
[ROW][C]6[/C][C]-0.08943[/C][C]-0.6131[/C][C]0.728617[/C][/ROW]
[ROW][C]7[/C][C]-0.075751[/C][C]-0.5193[/C][C]0.697013[/C][/ROW]
[ROW][C]8[/C][C]0.072453[/C][C]0.4967[/C][C]0.310854[/C][/ROW]
[ROW][C]9[/C][C]0.218838[/C][C]1.5003[/C][C]0.070115[/C][/ROW]
[ROW][C]10[/C][C]-0.153932[/C][C]-1.0553[/C][C]0.851659[/C][/ROW]
[ROW][C]11[/C][C]-0.098628[/C][C]-0.6762[/C][C]0.748873[/C][/ROW]
[ROW][C]12[/C][C]-0.205408[/C][C]-1.4082[/C][C]0.917175[/C][/ROW]
[ROW][C]13[/C][C]0.06248[/C][C]0.4283[/C][C]0.33518[/C][/ROW]
[ROW][C]14[/C][C]0.304212[/C][C]2.0856[/C][C]0.021236[/C][/ROW]
[ROW][C]15[/C][C]0.084412[/C][C]0.5787[/C][C]0.282778[/C][/ROW]
[ROW][C]16[/C][C]0.108368[/C][C]0.7429[/C][C]0.23061[/C][/ROW]
[ROW][C]17[/C][C]-0.114583[/C][C]-0.7855[/C][C]0.78196[/C][/ROW]
[ROW][C]18[/C][C]0.137964[/C][C]0.9458[/C][C]0.174535[/C][/ROW]
[ROW][C]19[/C][C]-0.035827[/C][C]-0.2456[/C][C]0.596475[/C][/ROW]
[ROW][C]20[/C][C]0.016265[/C][C]0.1115[/C][C]0.455844[/C][/ROW]
[ROW][C]21[/C][C]-0.007722[/C][C]-0.0529[/C][C]0.520999[/C][/ROW]
[ROW][C]22[/C][C]0.02257[/C][C]0.1547[/C][C]0.438847[/C][/ROW]
[ROW][C]23[/C][C]0.116943[/C][C]0.8017[/C][C]0.213374[/C][/ROW]
[ROW][C]24[/C][C]-0.086244[/C][C]-0.5913[/C][C]0.721409[/C][/ROW]
[ROW][C]25[/C][C]-0.1434[/C][C]-0.9831[/C][C]0.834704[/C][/ROW]
[ROW][C]26[/C][C]-0.222279[/C][C]-1.5239[/C][C]0.932878[/C][/ROW]
[ROW][C]27[/C][C]0.055108[/C][C]0.3778[/C][C]0.35364[/C][/ROW]
[ROW][C]28[/C][C]-0.090879[/C][C]-0.623[/C][C]0.731864[/C][/ROW]
[ROW][C]29[/C][C]0.060479[/C][C]0.4146[/C][C]0.340153[/C][/ROW]
[ROW][C]30[/C][C]-0.07671[/C][C]-0.5259[/C][C]0.699284[/C][/ROW]
[ROW][C]31[/C][C]-0.033659[/C][C]-0.2308[/C][C]0.590747[/C][/ROW]
[ROW][C]32[/C][C]0.049134[/C][C]0.3368[/C][C]0.368868[/C][/ROW]
[ROW][C]33[/C][C]-0.014223[/C][C]-0.0975[/C][C]0.538632[/C][/ROW]
[ROW][C]34[/C][C]-0.019092[/C][C]-0.1309[/C][C]0.551789[/C][/ROW]
[ROW][C]35[/C][C]0.048343[/C][C]0.3314[/C][C]0.370899[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7229&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7229&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	6.8557	0
1	0.110776	0.7594	0.225691
2	0.095498	0.6547	0.257926
3	-0.135449	-0.9286	0.821077
4	-0.154926	-1.0621	0.853195
5	0.003515	0.0241	0.490438
6	-0.08943	-0.6131	0.728617
7	-0.075751	-0.5193	0.697013
8	0.072453	0.4967	0.310854
9	0.218838	1.5003	0.070115
10	-0.153932	-1.0553	0.851659
11	-0.098628	-0.6762	0.748873
12	-0.205408	-1.4082	0.917175
13	0.06248	0.4283	0.33518
14	0.304212	2.0856	0.021236
15	0.084412	0.5787	0.282778
16	0.108368	0.7429	0.23061
17	-0.114583	-0.7855	0.78196
18	0.137964	0.9458	0.174535
19	-0.035827	-0.2456	0.596475
20	0.016265	0.1115	0.455844
21	-0.007722	-0.0529	0.520999
22	0.02257	0.1547	0.438847
23	0.116943	0.8017	0.213374
24	-0.086244	-0.5913	0.721409
25	-0.1434	-0.9831	0.834704
26	-0.222279	-1.5239	0.932878
27	0.055108	0.3778	0.35364
28	-0.090879	-0.623	0.731864
29	0.060479	0.4146	0.340153
30	-0.07671	-0.5259	0.699284
31	-0.033659	-0.2308	0.590747
32	0.049134	0.3368	0.368868
33	-0.014223	-0.0975	0.538632
34	-0.019092	-0.1309	0.551789
35	0.048343	0.3314	0.370899

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.110776	0.7594	0.225691
1	0.084261	0.5777	0.283125
2	-0.157508	-1.0798	0.857133
3	-0.13751	-0.9427	0.824678
4	0.06623	0.4541	0.325941
5	-0.09046	-0.6202	0.730926
6	-0.115291	-0.7904	0.783367
7	0.109232	0.7489	0.228836
8	0.230796	1.5823	0.060149
9	-0.319579	-2.1909	0.983275
10	-0.128423	-0.8804	0.808445
11	0.002805	0.0192	0.49237
12	0.129155	0.8854	0.190213
13	0.234363	1.6067	0.057408
14	0.012589	0.0863	0.465795
15	0.016034	0.1099	0.45647
16	-0.190144	-1.3036	0.900634
17	0.224347	1.538	0.065371
18	0.117265	0.8039	0.212743
19	0.055025	0.3772	0.35385
20	0.065201	0.447	0.328465
21	-0.111164	-0.7621	0.775096
22	-0.062618	-0.4293	0.665161
23	-0.010637	-0.0729	0.528911
24	0.038065	0.261	0.397631
25	-0.056536	-0.3876	0.649967
26	-0.031042	-0.2128	0.583804
27	-0.226859	-1.5553	0.936704
28	-0.106967	-0.7333	0.7665
29	-0.019275	-0.1321	0.552281
30	0.068794	0.4716	0.319686
31	-0.112407	-0.7706	0.777607
32	-0.014542	-0.0997	0.539494
33	-0.150836	-1.0341	0.846805
34	0.057616	0.395	0.347316
35	0.026904	0.1844	0.42723

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.110776 & 0.7594 & 0.225691 \tabularnewline
1 & 0.084261 & 0.5777 & 0.283125 \tabularnewline
2 & -0.157508 & -1.0798 & 0.857133 \tabularnewline
3 & -0.13751 & -0.9427 & 0.824678 \tabularnewline
4 & 0.06623 & 0.4541 & 0.325941 \tabularnewline
5 & -0.09046 & -0.6202 & 0.730926 \tabularnewline
6 & -0.115291 & -0.7904 & 0.783367 \tabularnewline
7 & 0.109232 & 0.7489 & 0.228836 \tabularnewline
8 & 0.230796 & 1.5823 & 0.060149 \tabularnewline
9 & -0.319579 & -2.1909 & 0.983275 \tabularnewline
10 & -0.128423 & -0.8804 & 0.808445 \tabularnewline
11 & 0.002805 & 0.0192 & 0.49237 \tabularnewline
12 & 0.129155 & 0.8854 & 0.190213 \tabularnewline
13 & 0.234363 & 1.6067 & 0.057408 \tabularnewline
14 & 0.012589 & 0.0863 & 0.465795 \tabularnewline
15 & 0.016034 & 0.1099 & 0.45647 \tabularnewline
16 & -0.190144 & -1.3036 & 0.900634 \tabularnewline
17 & 0.224347 & 1.538 & 0.065371 \tabularnewline
18 & 0.117265 & 0.8039 & 0.212743 \tabularnewline
19 & 0.055025 & 0.3772 & 0.35385 \tabularnewline
20 & 0.065201 & 0.447 & 0.328465 \tabularnewline
21 & -0.111164 & -0.7621 & 0.775096 \tabularnewline
22 & -0.062618 & -0.4293 & 0.665161 \tabularnewline
23 & -0.010637 & -0.0729 & 0.528911 \tabularnewline
24 & 0.038065 & 0.261 & 0.397631 \tabularnewline
25 & -0.056536 & -0.3876 & 0.649967 \tabularnewline
26 & -0.031042 & -0.2128 & 0.583804 \tabularnewline
27 & -0.226859 & -1.5553 & 0.936704 \tabularnewline
28 & -0.106967 & -0.7333 & 0.7665 \tabularnewline
29 & -0.019275 & -0.1321 & 0.552281 \tabularnewline
30 & 0.068794 & 0.4716 & 0.319686 \tabularnewline
31 & -0.112407 & -0.7706 & 0.777607 \tabularnewline
32 & -0.014542 & -0.0997 & 0.539494 \tabularnewline
33 & -0.150836 & -1.0341 & 0.846805 \tabularnewline
34 & 0.057616 & 0.395 & 0.347316 \tabularnewline
35 & 0.026904 & 0.1844 & 0.42723 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7229&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]0.110776[/C][C]0.7594[/C][C]0.225691[/C][/ROW]
[ROW][C]1[/C][C]0.084261[/C][C]0.5777[/C][C]0.283125[/C][/ROW]
[ROW][C]2[/C][C]-0.157508[/C][C]-1.0798[/C][C]0.857133[/C][/ROW]
[ROW][C]3[/C][C]-0.13751[/C][C]-0.9427[/C][C]0.824678[/C][/ROW]
[ROW][C]4[/C][C]0.06623[/C][C]0.4541[/C][C]0.325941[/C][/ROW]
[ROW][C]5[/C][C]-0.09046[/C][C]-0.6202[/C][C]0.730926[/C][/ROW]
[ROW][C]6[/C][C]-0.115291[/C][C]-0.7904[/C][C]0.783367[/C][/ROW]
[ROW][C]7[/C][C]0.109232[/C][C]0.7489[/C][C]0.228836[/C][/ROW]
[ROW][C]8[/C][C]0.230796[/C][C]1.5823[/C][C]0.060149[/C][/ROW]
[ROW][C]9[/C][C]-0.319579[/C][C]-2.1909[/C][C]0.983275[/C][/ROW]
[ROW][C]10[/C][C]-0.128423[/C][C]-0.8804[/C][C]0.808445[/C][/ROW]
[ROW][C]11[/C][C]0.002805[/C][C]0.0192[/C][C]0.49237[/C][/ROW]
[ROW][C]12[/C][C]0.129155[/C][C]0.8854[/C][C]0.190213[/C][/ROW]
[ROW][C]13[/C][C]0.234363[/C][C]1.6067[/C][C]0.057408[/C][/ROW]
[ROW][C]14[/C][C]0.012589[/C][C]0.0863[/C][C]0.465795[/C][/ROW]
[ROW][C]15[/C][C]0.016034[/C][C]0.1099[/C][C]0.45647[/C][/ROW]
[ROW][C]16[/C][C]-0.190144[/C][C]-1.3036[/C][C]0.900634[/C][/ROW]
[ROW][C]17[/C][C]0.224347[/C][C]1.538[/C][C]0.065371[/C][/ROW]
[ROW][C]18[/C][C]0.117265[/C][C]0.8039[/C][C]0.212743[/C][/ROW]
[ROW][C]19[/C][C]0.055025[/C][C]0.3772[/C][C]0.35385[/C][/ROW]
[ROW][C]20[/C][C]0.065201[/C][C]0.447[/C][C]0.328465[/C][/ROW]
[ROW][C]21[/C][C]-0.111164[/C][C]-0.7621[/C][C]0.775096[/C][/ROW]
[ROW][C]22[/C][C]-0.062618[/C][C]-0.4293[/C][C]0.665161[/C][/ROW]
[ROW][C]23[/C][C]-0.010637[/C][C]-0.0729[/C][C]0.528911[/C][/ROW]
[ROW][C]24[/C][C]0.038065[/C][C]0.261[/C][C]0.397631[/C][/ROW]
[ROW][C]25[/C][C]-0.056536[/C][C]-0.3876[/C][C]0.649967[/C][/ROW]
[ROW][C]26[/C][C]-0.031042[/C][C]-0.2128[/C][C]0.583804[/C][/ROW]
[ROW][C]27[/C][C]-0.226859[/C][C]-1.5553[/C][C]0.936704[/C][/ROW]
[ROW][C]28[/C][C]-0.106967[/C][C]-0.7333[/C][C]0.7665[/C][/ROW]
[ROW][C]29[/C][C]-0.019275[/C][C]-0.1321[/C][C]0.552281[/C][/ROW]
[ROW][C]30[/C][C]0.068794[/C][C]0.4716[/C][C]0.319686[/C][/ROW]
[ROW][C]31[/C][C]-0.112407[/C][C]-0.7706[/C][C]0.777607[/C][/ROW]
[ROW][C]32[/C][C]-0.014542[/C][C]-0.0997[/C][C]0.539494[/C][/ROW]
[ROW][C]33[/C][C]-0.150836[/C][C]-1.0341[/C][C]0.846805[/C][/ROW]
[ROW][C]34[/C][C]0.057616[/C][C]0.395[/C][C]0.347316[/C][/ROW]
[ROW][C]35[/C][C]0.026904[/C][C]0.1844[/C][C]0.42723[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7229&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7229&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	0.110776	0.7594	0.225691
1	0.084261	0.5777	0.283125
2	-0.157508	-1.0798	0.857133
3	-0.13751	-0.9427	0.824678
4	0.06623	0.4541	0.325941
5	-0.09046	-0.6202	0.730926
6	-0.115291	-0.7904	0.783367
7	0.109232	0.7489	0.228836
8	0.230796	1.5823	0.060149
9	-0.319579	-2.1909	0.983275
10	-0.128423	-0.8804	0.808445
11	0.002805	0.0192	0.49237
12	0.129155	0.8854	0.190213
13	0.234363	1.6067	0.057408
14	0.012589	0.0863	0.465795
15	0.016034	0.1099	0.45647
16	-0.190144	-1.3036	0.900634
17	0.224347	1.538	0.065371
18	0.117265	0.8039	0.212743
19	0.055025	0.3772	0.35385
20	0.065201	0.447	0.328465
21	-0.111164	-0.7621	0.775096
22	-0.062618	-0.4293	0.665161
23	-0.010637	-0.0729	0.528911
24	0.038065	0.261	0.397631
25	-0.056536	-0.3876	0.649967
26	-0.031042	-0.2128	0.583804
27	-0.226859	-1.5553	0.936704
28	-0.106967	-0.7333	0.7665
29	-0.019275	-0.1321	0.552281
30	0.068794	0.4716	0.319686
31	-0.112407	-0.7706	0.777607
32	-0.014542	-0.0997	0.539494
33	-0.150836	-1.0341	0.846805
34	0.057616	0.395	0.347316
35	0.026904	0.1844	0.42723

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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