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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 12:09:12 -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/t1196276584s9ovlrb7kl88hug.htm/, Retrieved Thu, 02 May 2024 03:36:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7233, Retrieved Thu, 02 May 2024 03:36:30 +0000

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Estimated Impact

176

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-       [(Partial) Autocorrelation Function] [G3ACFfinsit] [2007-11-28 19:09:12] [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=7233&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=7233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7233&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	7.6811	0
1	-0.378402	-2.9066	0.99743
2	-0.007207	-0.0554	0.521981
3	-0.161053	-1.2371	0.88952
4	0.147136	1.1302	0.131488
5	-0.085601	-0.6575	0.743295
6	0.142083	1.0914	0.139776
7	-0.112374	-0.8632	0.804227
8	-0.058358	-0.4483	0.672194
9	-0.069231	-0.5318	0.70156
10	0.036661	0.2816	0.389619
11	0.079279	0.609	0.272447
12	0.036095	0.2773	0.391279
13	0.025491	0.1958	0.422721
14	-0.069569	-0.5344	0.702453
15	-0.075416	-0.5793	0.717698
16	0.058029	0.4457	0.328712
17	0.020679	0.1588	0.437169
18	-0.032018	-0.2459	0.596707
19	-0.063803	-0.4901	0.687054
20	0.079425	0.6101	0.272078
21	-0.169467	-1.3017	0.900961
22	0.190867	1.4661	0.073968
23	-0.143018	-1.0985	0.861785
24	0.196405	1.5086	0.068367
25	-0.107325	-0.8244	0.793477
26	0.121166	0.9307	0.177902
27	-0.227528	-1.7477	0.957139
28	0.216992	1.6667	0.050432
29	-0.180975	-1.3901	0.915139
30	0.127214	0.9772	0.166242
31	0.025783	0.198	0.421847
32	-0.032748	-0.2515	0.598866
33	-0.121974	-0.9369	0.823685
34	0.064155	0.4928	0.311998
35	0.014599	0.1121	0.455548

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.378402 & -2.9066 & 0.99743 \tabularnewline
2 & -0.007207 & -0.0554 & 0.521981 \tabularnewline
3 & -0.161053 & -1.2371 & 0.88952 \tabularnewline
4 & 0.147136 & 1.1302 & 0.131488 \tabularnewline
5 & -0.085601 & -0.6575 & 0.743295 \tabularnewline
6 & 0.142083 & 1.0914 & 0.139776 \tabularnewline
7 & -0.112374 & -0.8632 & 0.804227 \tabularnewline
8 & -0.058358 & -0.4483 & 0.672194 \tabularnewline
9 & -0.069231 & -0.5318 & 0.70156 \tabularnewline
10 & 0.036661 & 0.2816 & 0.389619 \tabularnewline
11 & 0.079279 & 0.609 & 0.272447 \tabularnewline
12 & 0.036095 & 0.2773 & 0.391279 \tabularnewline
13 & 0.025491 & 0.1958 & 0.422721 \tabularnewline
14 & -0.069569 & -0.5344 & 0.702453 \tabularnewline
15 & -0.075416 & -0.5793 & 0.717698 \tabularnewline
16 & 0.058029 & 0.4457 & 0.328712 \tabularnewline
17 & 0.020679 & 0.1588 & 0.437169 \tabularnewline
18 & -0.032018 & -0.2459 & 0.596707 \tabularnewline
19 & -0.063803 & -0.4901 & 0.687054 \tabularnewline
20 & 0.079425 & 0.6101 & 0.272078 \tabularnewline
21 & -0.169467 & -1.3017 & 0.900961 \tabularnewline
22 & 0.190867 & 1.4661 & 0.073968 \tabularnewline
23 & -0.143018 & -1.0985 & 0.861785 \tabularnewline
24 & 0.196405 & 1.5086 & 0.068367 \tabularnewline
25 & -0.107325 & -0.8244 & 0.793477 \tabularnewline
26 & 0.121166 & 0.9307 & 0.177902 \tabularnewline
27 & -0.227528 & -1.7477 & 0.957139 \tabularnewline
28 & 0.216992 & 1.6667 & 0.050432 \tabularnewline
29 & -0.180975 & -1.3901 & 0.915139 \tabularnewline
30 & 0.127214 & 0.9772 & 0.166242 \tabularnewline
31 & 0.025783 & 0.198 & 0.421847 \tabularnewline
32 & -0.032748 & -0.2515 & 0.598866 \tabularnewline
33 & -0.121974 & -0.9369 & 0.823685 \tabularnewline
34 & 0.064155 & 0.4928 & 0.311998 \tabularnewline
35 & 0.014599 & 0.1121 & 0.455548 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7233&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.378402[/C][C]-2.9066[/C][C]0.99743[/C][/ROW]
[ROW][C]2[/C][C]-0.007207[/C][C]-0.0554[/C][C]0.521981[/C][/ROW]
[ROW][C]3[/C][C]-0.161053[/C][C]-1.2371[/C][C]0.88952[/C][/ROW]
[ROW][C]4[/C][C]0.147136[/C][C]1.1302[/C][C]0.131488[/C][/ROW]
[ROW][C]5[/C][C]-0.085601[/C][C]-0.6575[/C][C]0.743295[/C][/ROW]
[ROW][C]6[/C][C]0.142083[/C][C]1.0914[/C][C]0.139776[/C][/ROW]
[ROW][C]7[/C][C]-0.112374[/C][C]-0.8632[/C][C]0.804227[/C][/ROW]
[ROW][C]8[/C][C]-0.058358[/C][C]-0.4483[/C][C]0.672194[/C][/ROW]
[ROW][C]9[/C][C]-0.069231[/C][C]-0.5318[/C][C]0.70156[/C][/ROW]
[ROW][C]10[/C][C]0.036661[/C][C]0.2816[/C][C]0.389619[/C][/ROW]
[ROW][C]11[/C][C]0.079279[/C][C]0.609[/C][C]0.272447[/C][/ROW]
[ROW][C]12[/C][C]0.036095[/C][C]0.2773[/C][C]0.391279[/C][/ROW]
[ROW][C]13[/C][C]0.025491[/C][C]0.1958[/C][C]0.422721[/C][/ROW]
[ROW][C]14[/C][C]-0.069569[/C][C]-0.5344[/C][C]0.702453[/C][/ROW]
[ROW][C]15[/C][C]-0.075416[/C][C]-0.5793[/C][C]0.717698[/C][/ROW]
[ROW][C]16[/C][C]0.058029[/C][C]0.4457[/C][C]0.328712[/C][/ROW]
[ROW][C]17[/C][C]0.020679[/C][C]0.1588[/C][C]0.437169[/C][/ROW]
[ROW][C]18[/C][C]-0.032018[/C][C]-0.2459[/C][C]0.596707[/C][/ROW]
[ROW][C]19[/C][C]-0.063803[/C][C]-0.4901[/C][C]0.687054[/C][/ROW]
[ROW][C]20[/C][C]0.079425[/C][C]0.6101[/C][C]0.272078[/C][/ROW]
[ROW][C]21[/C][C]-0.169467[/C][C]-1.3017[/C][C]0.900961[/C][/ROW]
[ROW][C]22[/C][C]0.190867[/C][C]1.4661[/C][C]0.073968[/C][/ROW]
[ROW][C]23[/C][C]-0.143018[/C][C]-1.0985[/C][C]0.861785[/C][/ROW]
[ROW][C]24[/C][C]0.196405[/C][C]1.5086[/C][C]0.068367[/C][/ROW]
[ROW][C]25[/C][C]-0.107325[/C][C]-0.8244[/C][C]0.793477[/C][/ROW]
[ROW][C]26[/C][C]0.121166[/C][C]0.9307[/C][C]0.177902[/C][/ROW]
[ROW][C]27[/C][C]-0.227528[/C][C]-1.7477[/C][C]0.957139[/C][/ROW]
[ROW][C]28[/C][C]0.216992[/C][C]1.6667[/C][C]0.050432[/C][/ROW]
[ROW][C]29[/C][C]-0.180975[/C][C]-1.3901[/C][C]0.915139[/C][/ROW]
[ROW][C]30[/C][C]0.127214[/C][C]0.9772[/C][C]0.166242[/C][/ROW]
[ROW][C]31[/C][C]0.025783[/C][C]0.198[/C][C]0.421847[/C][/ROW]
[ROW][C]32[/C][C]-0.032748[/C][C]-0.2515[/C][C]0.598866[/C][/ROW]
[ROW][C]33[/C][C]-0.121974[/C][C]-0.9369[/C][C]0.823685[/C][/ROW]
[ROW][C]34[/C][C]0.064155[/C][C]0.4928[/C][C]0.311998[/C][/ROW]
[ROW][C]35[/C][C]0.014599[/C][C]0.1121[/C][C]0.455548[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7233&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	7.6811	0
1	-0.378402	-2.9066	0.99743
2	-0.007207	-0.0554	0.521981
3	-0.161053	-1.2371	0.88952
4	0.147136	1.1302	0.131488
5	-0.085601	-0.6575	0.743295
6	0.142083	1.0914	0.139776
7	-0.112374	-0.8632	0.804227
8	-0.058358	-0.4483	0.672194
9	-0.069231	-0.5318	0.70156
10	0.036661	0.2816	0.389619
11	0.079279	0.609	0.272447
12	0.036095	0.2773	0.391279
13	0.025491	0.1958	0.422721
14	-0.069569	-0.5344	0.702453
15	-0.075416	-0.5793	0.717698
16	0.058029	0.4457	0.328712
17	0.020679	0.1588	0.437169
18	-0.032018	-0.2459	0.596707
19	-0.063803	-0.4901	0.687054
20	0.079425	0.6101	0.272078
21	-0.169467	-1.3017	0.900961
22	0.190867	1.4661	0.073968
23	-0.143018	-1.0985	0.861785
24	0.196405	1.5086	0.068367
25	-0.107325	-0.8244	0.793477
26	0.121166	0.9307	0.177902
27	-0.227528	-1.7477	0.957139
28	0.216992	1.6667	0.050432
29	-0.180975	-1.3901	0.915139
30	0.127214	0.9772	0.166242
31	0.025783	0.198	0.421847
32	-0.032748	-0.2515	0.598866
33	-0.121974	-0.9369	0.823685
34	0.064155	0.4928	0.311998
35	0.014599	0.1121	0.455548

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.378402	-2.9066	0.99743
1	-0.175529	-1.3483	0.908636
2	-0.277789	-2.1337	0.981484
3	-0.051712	-0.3972	0.653677
4	-0.108963	-0.837	0.797004
5	0.070037	0.538	0.296313
6	-0.014309	-0.1099	0.543574
7	-0.130796	-1.0047	0.840419
8	-0.173416	-1.332	0.906014
9	-0.188423	-1.4473	0.923448
10	-0.048458	-0.3722	0.644467
11	0.020516	0.1576	0.437661
12	0.121572	0.9338	0.177103
13	0.066772	0.5129	0.304974
14	-0.092694	-0.712	0.760364
15	-0.077777	-0.5974	0.723741
16	-0.115893	-0.8902	0.81151
17	-0.133641	-1.0265	0.845581
18	-0.1441	-1.1069	0.863576
19	0.036233	0.2783	0.390874
20	-0.153622	-1.18	0.87863
21	0.030405	0.2335	0.408074
22	-0.192192	-1.4763	0.927404
23	-0.020965	-0.161	0.563691
24	-0.037765	-0.2901	0.613613
25	0.060131	0.4619	0.322936
26	-0.117472	-0.9023	0.814722
27	0.041996	0.3226	0.374079
28	-0.160913	-1.236	0.889321
29	-0.103294	-0.7934	0.784642
30	0.10691	0.8212	0.207422
31	0.033068	0.254	0.400191
32	-0.041669	-0.3201	0.624974
33	-0.054549	-0.419	0.661631
34	-0.126939	-0.975	0.833239
35	0.01434	0.1101	0.456332

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.378402 & -2.9066 & 0.99743 \tabularnewline
1 & -0.175529 & -1.3483 & 0.908636 \tabularnewline
2 & -0.277789 & -2.1337 & 0.981484 \tabularnewline
3 & -0.051712 & -0.3972 & 0.653677 \tabularnewline
4 & -0.108963 & -0.837 & 0.797004 \tabularnewline
5 & 0.070037 & 0.538 & 0.296313 \tabularnewline
6 & -0.014309 & -0.1099 & 0.543574 \tabularnewline
7 & -0.130796 & -1.0047 & 0.840419 \tabularnewline
8 & -0.173416 & -1.332 & 0.906014 \tabularnewline
9 & -0.188423 & -1.4473 & 0.923448 \tabularnewline
10 & -0.048458 & -0.3722 & 0.644467 \tabularnewline
11 & 0.020516 & 0.1576 & 0.437661 \tabularnewline
12 & 0.121572 & 0.9338 & 0.177103 \tabularnewline
13 & 0.066772 & 0.5129 & 0.304974 \tabularnewline
14 & -0.092694 & -0.712 & 0.760364 \tabularnewline
15 & -0.077777 & -0.5974 & 0.723741 \tabularnewline
16 & -0.115893 & -0.8902 & 0.81151 \tabularnewline
17 & -0.133641 & -1.0265 & 0.845581 \tabularnewline
18 & -0.1441 & -1.1069 & 0.863576 \tabularnewline
19 & 0.036233 & 0.2783 & 0.390874 \tabularnewline
20 & -0.153622 & -1.18 & 0.87863 \tabularnewline
21 & 0.030405 & 0.2335 & 0.408074 \tabularnewline
22 & -0.192192 & -1.4763 & 0.927404 \tabularnewline
23 & -0.020965 & -0.161 & 0.563691 \tabularnewline
24 & -0.037765 & -0.2901 & 0.613613 \tabularnewline
25 & 0.060131 & 0.4619 & 0.322936 \tabularnewline
26 & -0.117472 & -0.9023 & 0.814722 \tabularnewline
27 & 0.041996 & 0.3226 & 0.374079 \tabularnewline
28 & -0.160913 & -1.236 & 0.889321 \tabularnewline
29 & -0.103294 & -0.7934 & 0.784642 \tabularnewline
30 & 0.10691 & 0.8212 & 0.207422 \tabularnewline
31 & 0.033068 & 0.254 & 0.400191 \tabularnewline
32 & -0.041669 & -0.3201 & 0.624974 \tabularnewline
33 & -0.054549 & -0.419 & 0.661631 \tabularnewline
34 & -0.126939 & -0.975 & 0.833239 \tabularnewline
35 & 0.01434 & 0.1101 & 0.456332 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7233&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]-0.378402[/C][C]-2.9066[/C][C]0.99743[/C][/ROW]
[ROW][C]1[/C][C]-0.175529[/C][C]-1.3483[/C][C]0.908636[/C][/ROW]
[ROW][C]2[/C][C]-0.277789[/C][C]-2.1337[/C][C]0.981484[/C][/ROW]
[ROW][C]3[/C][C]-0.051712[/C][C]-0.3972[/C][C]0.653677[/C][/ROW]
[ROW][C]4[/C][C]-0.108963[/C][C]-0.837[/C][C]0.797004[/C][/ROW]
[ROW][C]5[/C][C]0.070037[/C][C]0.538[/C][C]0.296313[/C][/ROW]
[ROW][C]6[/C][C]-0.014309[/C][C]-0.1099[/C][C]0.543574[/C][/ROW]
[ROW][C]7[/C][C]-0.130796[/C][C]-1.0047[/C][C]0.840419[/C][/ROW]
[ROW][C]8[/C][C]-0.173416[/C][C]-1.332[/C][C]0.906014[/C][/ROW]
[ROW][C]9[/C][C]-0.188423[/C][C]-1.4473[/C][C]0.923448[/C][/ROW]
[ROW][C]10[/C][C]-0.048458[/C][C]-0.3722[/C][C]0.644467[/C][/ROW]
[ROW][C]11[/C][C]0.020516[/C][C]0.1576[/C][C]0.437661[/C][/ROW]
[ROW][C]12[/C][C]0.121572[/C][C]0.9338[/C][C]0.177103[/C][/ROW]
[ROW][C]13[/C][C]0.066772[/C][C]0.5129[/C][C]0.304974[/C][/ROW]
[ROW][C]14[/C][C]-0.092694[/C][C]-0.712[/C][C]0.760364[/C][/ROW]
[ROW][C]15[/C][C]-0.077777[/C][C]-0.5974[/C][C]0.723741[/C][/ROW]
[ROW][C]16[/C][C]-0.115893[/C][C]-0.8902[/C][C]0.81151[/C][/ROW]
[ROW][C]17[/C][C]-0.133641[/C][C]-1.0265[/C][C]0.845581[/C][/ROW]
[ROW][C]18[/C][C]-0.1441[/C][C]-1.1069[/C][C]0.863576[/C][/ROW]
[ROW][C]19[/C][C]0.036233[/C][C]0.2783[/C][C]0.390874[/C][/ROW]
[ROW][C]20[/C][C]-0.153622[/C][C]-1.18[/C][C]0.87863[/C][/ROW]
[ROW][C]21[/C][C]0.030405[/C][C]0.2335[/C][C]0.408074[/C][/ROW]
[ROW][C]22[/C][C]-0.192192[/C][C]-1.4763[/C][C]0.927404[/C][/ROW]
[ROW][C]23[/C][C]-0.020965[/C][C]-0.161[/C][C]0.563691[/C][/ROW]
[ROW][C]24[/C][C]-0.037765[/C][C]-0.2901[/C][C]0.613613[/C][/ROW]
[ROW][C]25[/C][C]0.060131[/C][C]0.4619[/C][C]0.322936[/C][/ROW]
[ROW][C]26[/C][C]-0.117472[/C][C]-0.9023[/C][C]0.814722[/C][/ROW]
[ROW][C]27[/C][C]0.041996[/C][C]0.3226[/C][C]0.374079[/C][/ROW]
[ROW][C]28[/C][C]-0.160913[/C][C]-1.236[/C][C]0.889321[/C][/ROW]
[ROW][C]29[/C][C]-0.103294[/C][C]-0.7934[/C][C]0.784642[/C][/ROW]
[ROW][C]30[/C][C]0.10691[/C][C]0.8212[/C][C]0.207422[/C][/ROW]
[ROW][C]31[/C][C]0.033068[/C][C]0.254[/C][C]0.400191[/C][/ROW]
[ROW][C]32[/C][C]-0.041669[/C][C]-0.3201[/C][C]0.624974[/C][/ROW]
[ROW][C]33[/C][C]-0.054549[/C][C]-0.419[/C][C]0.661631[/C][/ROW]
[ROW][C]34[/C][C]-0.126939[/C][C]-0.975[/C][C]0.833239[/C][/ROW]
[ROW][C]35[/C][C]0.01434[/C][C]0.1101[/C][C]0.456332[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7233&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	-0.378402	-2.9066	0.99743
1	-0.175529	-1.3483	0.908636
2	-0.277789	-2.1337	0.981484
3	-0.051712	-0.3972	0.653677
4	-0.108963	-0.837	0.797004
5	0.070037	0.538	0.296313
6	-0.014309	-0.1099	0.543574
7	-0.130796	-1.0047	0.840419
8	-0.173416	-1.332	0.906014
9	-0.188423	-1.4473	0.923448
10	-0.048458	-0.3722	0.644467
11	0.020516	0.1576	0.437661
12	0.121572	0.9338	0.177103
13	0.066772	0.5129	0.304974
14	-0.092694	-0.712	0.760364
15	-0.077777	-0.5974	0.723741
16	-0.115893	-0.8902	0.81151
17	-0.133641	-1.0265	0.845581
18	-0.1441	-1.1069	0.863576
19	0.036233	0.2783	0.390874
20	-0.153622	-1.18	0.87863
21	0.030405	0.2335	0.408074
22	-0.192192	-1.4763	0.927404
23	-0.020965	-0.161	0.563691
24	-0.037765	-0.2901	0.613613
25	0.060131	0.4619	0.322936
26	-0.117472	-0.9023	0.814722
27	0.041996	0.3226	0.374079
28	-0.160913	-1.236	0.889321
29	-0.103294	-0.7934	0.784642
30	0.10691	0.8212	0.207422
31	0.033068	0.254	0.400191
32	-0.041669	-0.3201	0.624974
33	-0.054549	-0.419	0.661631
34	-0.126939	-0.975	0.833239
35	0.01434	0.1101	0.456332

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 = 0 ; par5 = 12 ;

Parameters (R input):

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