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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 12:26:47 -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/t1196277429w035km5mfsksgv3.htm/, Retrieved Thu, 02 May 2024 03:13:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7247, Retrieved Thu, 02 May 2024 03:13:15 +0000

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Estimated Impact

179

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

-       [(Partial) Autocorrelation Function] [workshop 7 Q2 K] [2007-11-28 19:26:47] [6bae8369195607c4cbc8a8485fed7b2f] [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=7247&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=7247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7247&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	8.2462	0
1	0.420905	3.4709	0.000453
2	0.29281	2.4146	0.009225
3	0.37872	3.123	0.001315
4	0.36186	2.984	0.001975
5	0.298768	2.4637	0.008143
6	0.212786	1.7547	0.04191
7	0.170285	1.4042	0.082405
8	0.048023	0.396	0.34667
9	0.110708	0.9129	0.182254
10	0.086313	0.7118	0.239526
11	0.059288	0.4889	0.313242
12	-0.070835	-0.5841	0.719465
13	0.022021	0.1816	0.428223
14	0.157333	1.2974	0.099438
15	0.072439	0.5974	0.276129
16	0.00903	0.0745	0.470429
17	-0.037195	-0.3067	0.620001
18	0.048534	0.4002	0.345125
19	0.044333	0.3656	0.357907
20	0.073643	0.6073	0.272845
21	0.09069	0.7478	0.228565
22	0.054708	0.4511	0.326665
23	0.002691	0.0222	0.49118
24	-0.0665	-0.5484	0.707385
25	0.117094	0.9656	0.168837
26	0.078441	0.6468	0.259957
27	-0.058493	-0.4823	0.684445
28	0.028754	0.2371	0.40664
29	0.070007	0.5773	0.282823
30	-0.038262	-0.3155	0.623331
31	-0.082653	-0.6816	0.751087
32	-0.055859	-0.4606	0.676732
33	-0.112407	-0.9269	0.821381
34	-0.07085	-0.5842	0.719506
35	-0.037888	-0.3124	0.622165

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.2462 & 0 \tabularnewline
1 & 0.420905 & 3.4709 & 0.000453 \tabularnewline
2 & 0.29281 & 2.4146 & 0.009225 \tabularnewline
3 & 0.37872 & 3.123 & 0.001315 \tabularnewline
4 & 0.36186 & 2.984 & 0.001975 \tabularnewline
5 & 0.298768 & 2.4637 & 0.008143 \tabularnewline
6 & 0.212786 & 1.7547 & 0.04191 \tabularnewline
7 & 0.170285 & 1.4042 & 0.082405 \tabularnewline
8 & 0.048023 & 0.396 & 0.34667 \tabularnewline
9 & 0.110708 & 0.9129 & 0.182254 \tabularnewline
10 & 0.086313 & 0.7118 & 0.239526 \tabularnewline
11 & 0.059288 & 0.4889 & 0.313242 \tabularnewline
12 & -0.070835 & -0.5841 & 0.719465 \tabularnewline
13 & 0.022021 & 0.1816 & 0.428223 \tabularnewline
14 & 0.157333 & 1.2974 & 0.099438 \tabularnewline
15 & 0.072439 & 0.5974 & 0.276129 \tabularnewline
16 & 0.00903 & 0.0745 & 0.470429 \tabularnewline
17 & -0.037195 & -0.3067 & 0.620001 \tabularnewline
18 & 0.048534 & 0.4002 & 0.345125 \tabularnewline
19 & 0.044333 & 0.3656 & 0.357907 \tabularnewline
20 & 0.073643 & 0.6073 & 0.272845 \tabularnewline
21 & 0.09069 & 0.7478 & 0.228565 \tabularnewline
22 & 0.054708 & 0.4511 & 0.326665 \tabularnewline
23 & 0.002691 & 0.0222 & 0.49118 \tabularnewline
24 & -0.0665 & -0.5484 & 0.707385 \tabularnewline
25 & 0.117094 & 0.9656 & 0.168837 \tabularnewline
26 & 0.078441 & 0.6468 & 0.259957 \tabularnewline
27 & -0.058493 & -0.4823 & 0.684445 \tabularnewline
28 & 0.028754 & 0.2371 & 0.40664 \tabularnewline
29 & 0.070007 & 0.5773 & 0.282823 \tabularnewline
30 & -0.038262 & -0.3155 & 0.623331 \tabularnewline
31 & -0.082653 & -0.6816 & 0.751087 \tabularnewline
32 & -0.055859 & -0.4606 & 0.676732 \tabularnewline
33 & -0.112407 & -0.9269 & 0.821381 \tabularnewline
34 & -0.07085 & -0.5842 & 0.719506 \tabularnewline
35 & -0.037888 & -0.3124 & 0.622165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7247&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]8.2462[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.420905[/C][C]3.4709[/C][C]0.000453[/C][/ROW]
[ROW][C]2[/C][C]0.29281[/C][C]2.4146[/C][C]0.009225[/C][/ROW]
[ROW][C]3[/C][C]0.37872[/C][C]3.123[/C][C]0.001315[/C][/ROW]
[ROW][C]4[/C][C]0.36186[/C][C]2.984[/C][C]0.001975[/C][/ROW]
[ROW][C]5[/C][C]0.298768[/C][C]2.4637[/C][C]0.008143[/C][/ROW]
[ROW][C]6[/C][C]0.212786[/C][C]1.7547[/C][C]0.04191[/C][/ROW]
[ROW][C]7[/C][C]0.170285[/C][C]1.4042[/C][C]0.082405[/C][/ROW]
[ROW][C]8[/C][C]0.048023[/C][C]0.396[/C][C]0.34667[/C][/ROW]
[ROW][C]9[/C][C]0.110708[/C][C]0.9129[/C][C]0.182254[/C][/ROW]
[ROW][C]10[/C][C]0.086313[/C][C]0.7118[/C][C]0.239526[/C][/ROW]
[ROW][C]11[/C][C]0.059288[/C][C]0.4889[/C][C]0.313242[/C][/ROW]
[ROW][C]12[/C][C]-0.070835[/C][C]-0.5841[/C][C]0.719465[/C][/ROW]
[ROW][C]13[/C][C]0.022021[/C][C]0.1816[/C][C]0.428223[/C][/ROW]
[ROW][C]14[/C][C]0.157333[/C][C]1.2974[/C][C]0.099438[/C][/ROW]
[ROW][C]15[/C][C]0.072439[/C][C]0.5974[/C][C]0.276129[/C][/ROW]
[ROW][C]16[/C][C]0.00903[/C][C]0.0745[/C][C]0.470429[/C][/ROW]
[ROW][C]17[/C][C]-0.037195[/C][C]-0.3067[/C][C]0.620001[/C][/ROW]
[ROW][C]18[/C][C]0.048534[/C][C]0.4002[/C][C]0.345125[/C][/ROW]
[ROW][C]19[/C][C]0.044333[/C][C]0.3656[/C][C]0.357907[/C][/ROW]
[ROW][C]20[/C][C]0.073643[/C][C]0.6073[/C][C]0.272845[/C][/ROW]
[ROW][C]21[/C][C]0.09069[/C][C]0.7478[/C][C]0.228565[/C][/ROW]
[ROW][C]22[/C][C]0.054708[/C][C]0.4511[/C][C]0.326665[/C][/ROW]
[ROW][C]23[/C][C]0.002691[/C][C]0.0222[/C][C]0.49118[/C][/ROW]
[ROW][C]24[/C][C]-0.0665[/C][C]-0.5484[/C][C]0.707385[/C][/ROW]
[ROW][C]25[/C][C]0.117094[/C][C]0.9656[/C][C]0.168837[/C][/ROW]
[ROW][C]26[/C][C]0.078441[/C][C]0.6468[/C][C]0.259957[/C][/ROW]
[ROW][C]27[/C][C]-0.058493[/C][C]-0.4823[/C][C]0.684445[/C][/ROW]
[ROW][C]28[/C][C]0.028754[/C][C]0.2371[/C][C]0.40664[/C][/ROW]
[ROW][C]29[/C][C]0.070007[/C][C]0.5773[/C][C]0.282823[/C][/ROW]
[ROW][C]30[/C][C]-0.038262[/C][C]-0.3155[/C][C]0.623331[/C][/ROW]
[ROW][C]31[/C][C]-0.082653[/C][C]-0.6816[/C][C]0.751087[/C][/ROW]
[ROW][C]32[/C][C]-0.055859[/C][C]-0.4606[/C][C]0.676732[/C][/ROW]
[ROW][C]33[/C][C]-0.112407[/C][C]-0.9269[/C][C]0.821381[/C][/ROW]
[ROW][C]34[/C][C]-0.07085[/C][C]-0.5842[/C][C]0.719506[/C][/ROW]
[ROW][C]35[/C][C]-0.037888[/C][C]-0.3124[/C][C]0.622165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7247&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	8.2462	0
1	0.420905	3.4709	0.000453
2	0.29281	2.4146	0.009225
3	0.37872	3.123	0.001315
4	0.36186	2.984	0.001975
5	0.298768	2.4637	0.008143
6	0.212786	1.7547	0.04191
7	0.170285	1.4042	0.082405
8	0.048023	0.396	0.34667
9	0.110708	0.9129	0.182254
10	0.086313	0.7118	0.239526
11	0.059288	0.4889	0.313242
12	-0.070835	-0.5841	0.719465
13	0.022021	0.1816	0.428223
14	0.157333	1.2974	0.099438
15	0.072439	0.5974	0.276129
16	0.00903	0.0745	0.470429
17	-0.037195	-0.3067	0.620001
18	0.048534	0.4002	0.345125
19	0.044333	0.3656	0.357907
20	0.073643	0.6073	0.272845
21	0.09069	0.7478	0.228565
22	0.054708	0.4511	0.326665
23	0.002691	0.0222	0.49118
24	-0.0665	-0.5484	0.707385
25	0.117094	0.9656	0.168837
26	0.078441	0.6468	0.259957
27	-0.058493	-0.4823	0.684445
28	0.028754	0.2371	0.40664
29	0.070007	0.5773	0.282823
30	-0.038262	-0.3155	0.623331
31	-0.082653	-0.6816	0.751087
32	-0.055859	-0.4606	0.676732
33	-0.112407	-0.9269	0.821381
34	-0.07085	-0.5842	0.719506
35	-0.037888	-0.3124	0.622165

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.420905	3.4709	0.000453
1	0.140548	1.159	0.125257
2	0.264869	2.1842	0.016201
3	0.1525	1.2575	0.106429
4	0.074182	0.6117	0.271382
5	-0.036881	-0.3041	0.61902
6	-0.04856	-0.4004	0.654955
7	-0.178738	-1.4739	0.92744
8	0.039691	0.3273	0.372224
9	-0.011336	-0.0935	0.537102
10	0.055107	0.4544	0.325486
11	-0.135281	-1.1156	0.86573
12	0.097802	0.8065	0.211384
13	0.178444	1.4715	0.072886
14	0.044354	0.3658	0.357841
15	-0.052247	-0.4308	0.666028
16	-0.126881	-1.0463	0.850434
17	-0.004598	-0.0379	0.515068
18	-0.011037	-0.091	0.536127
19	0.058673	0.4838	0.31503
20	0.112735	0.9296	0.177923
21	0.062348	0.5141	0.304413
22	-0.082886	-0.6835	0.751692
23	-0.222706	-1.8365	0.964671
24	0.13855	1.1425	0.128624
25	0.111601	0.9203	0.180339
26	-0.090941	-0.7499	0.772055
27	0.022045	0.1818	0.428146
28	0.012022	0.0991	0.46066
29	-0.090374	-0.7452	0.770653
30	-0.091611	-0.7554	0.773704
31	-0.057245	-0.4721	0.680801
32	-0.012506	-0.1031	0.540919
33	0.030008	0.2475	0.402651
34	-0.00497	-0.041	0.516286
35	-0.108591	-0.8955	0.813152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.420905 & 3.4709 & 0.000453 \tabularnewline
1 & 0.140548 & 1.159 & 0.125257 \tabularnewline
2 & 0.264869 & 2.1842 & 0.016201 \tabularnewline
3 & 0.1525 & 1.2575 & 0.106429 \tabularnewline
4 & 0.074182 & 0.6117 & 0.271382 \tabularnewline
5 & -0.036881 & -0.3041 & 0.61902 \tabularnewline
6 & -0.04856 & -0.4004 & 0.654955 \tabularnewline
7 & -0.178738 & -1.4739 & 0.92744 \tabularnewline
8 & 0.039691 & 0.3273 & 0.372224 \tabularnewline
9 & -0.011336 & -0.0935 & 0.537102 \tabularnewline
10 & 0.055107 & 0.4544 & 0.325486 \tabularnewline
11 & -0.135281 & -1.1156 & 0.86573 \tabularnewline
12 & 0.097802 & 0.8065 & 0.211384 \tabularnewline
13 & 0.178444 & 1.4715 & 0.072886 \tabularnewline
14 & 0.044354 & 0.3658 & 0.357841 \tabularnewline
15 & -0.052247 & -0.4308 & 0.666028 \tabularnewline
16 & -0.126881 & -1.0463 & 0.850434 \tabularnewline
17 & -0.004598 & -0.0379 & 0.515068 \tabularnewline
18 & -0.011037 & -0.091 & 0.536127 \tabularnewline
19 & 0.058673 & 0.4838 & 0.31503 \tabularnewline
20 & 0.112735 & 0.9296 & 0.177923 \tabularnewline
21 & 0.062348 & 0.5141 & 0.304413 \tabularnewline
22 & -0.082886 & -0.6835 & 0.751692 \tabularnewline
23 & -0.222706 & -1.8365 & 0.964671 \tabularnewline
24 & 0.13855 & 1.1425 & 0.128624 \tabularnewline
25 & 0.111601 & 0.9203 & 0.180339 \tabularnewline
26 & -0.090941 & -0.7499 & 0.772055 \tabularnewline
27 & 0.022045 & 0.1818 & 0.428146 \tabularnewline
28 & 0.012022 & 0.0991 & 0.46066 \tabularnewline
29 & -0.090374 & -0.7452 & 0.770653 \tabularnewline
30 & -0.091611 & -0.7554 & 0.773704 \tabularnewline
31 & -0.057245 & -0.4721 & 0.680801 \tabularnewline
32 & -0.012506 & -0.1031 & 0.540919 \tabularnewline
33 & 0.030008 & 0.2475 & 0.402651 \tabularnewline
34 & -0.00497 & -0.041 & 0.516286 \tabularnewline
35 & -0.108591 & -0.8955 & 0.813152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7247&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]0.420905[/C][C]3.4709[/C][C]0.000453[/C][/ROW]
[ROW][C]1[/C][C]0.140548[/C][C]1.159[/C][C]0.125257[/C][/ROW]
[ROW][C]2[/C][C]0.264869[/C][C]2.1842[/C][C]0.016201[/C][/ROW]
[ROW][C]3[/C][C]0.1525[/C][C]1.2575[/C][C]0.106429[/C][/ROW]
[ROW][C]4[/C][C]0.074182[/C][C]0.6117[/C][C]0.271382[/C][/ROW]
[ROW][C]5[/C][C]-0.036881[/C][C]-0.3041[/C][C]0.61902[/C][/ROW]
[ROW][C]6[/C][C]-0.04856[/C][C]-0.4004[/C][C]0.654955[/C][/ROW]
[ROW][C]7[/C][C]-0.178738[/C][C]-1.4739[/C][C]0.92744[/C][/ROW]
[ROW][C]8[/C][C]0.039691[/C][C]0.3273[/C][C]0.372224[/C][/ROW]
[ROW][C]9[/C][C]-0.011336[/C][C]-0.0935[/C][C]0.537102[/C][/ROW]
[ROW][C]10[/C][C]0.055107[/C][C]0.4544[/C][C]0.325486[/C][/ROW]
[ROW][C]11[/C][C]-0.135281[/C][C]-1.1156[/C][C]0.86573[/C][/ROW]
[ROW][C]12[/C][C]0.097802[/C][C]0.8065[/C][C]0.211384[/C][/ROW]
[ROW][C]13[/C][C]0.178444[/C][C]1.4715[/C][C]0.072886[/C][/ROW]
[ROW][C]14[/C][C]0.044354[/C][C]0.3658[/C][C]0.357841[/C][/ROW]
[ROW][C]15[/C][C]-0.052247[/C][C]-0.4308[/C][C]0.666028[/C][/ROW]
[ROW][C]16[/C][C]-0.126881[/C][C]-1.0463[/C][C]0.850434[/C][/ROW]
[ROW][C]17[/C][C]-0.004598[/C][C]-0.0379[/C][C]0.515068[/C][/ROW]
[ROW][C]18[/C][C]-0.011037[/C][C]-0.091[/C][C]0.536127[/C][/ROW]
[ROW][C]19[/C][C]0.058673[/C][C]0.4838[/C][C]0.31503[/C][/ROW]
[ROW][C]20[/C][C]0.112735[/C][C]0.9296[/C][C]0.177923[/C][/ROW]
[ROW][C]21[/C][C]0.062348[/C][C]0.5141[/C][C]0.304413[/C][/ROW]
[ROW][C]22[/C][C]-0.082886[/C][C]-0.6835[/C][C]0.751692[/C][/ROW]
[ROW][C]23[/C][C]-0.222706[/C][C]-1.8365[/C][C]0.964671[/C][/ROW]
[ROW][C]24[/C][C]0.13855[/C][C]1.1425[/C][C]0.128624[/C][/ROW]
[ROW][C]25[/C][C]0.111601[/C][C]0.9203[/C][C]0.180339[/C][/ROW]
[ROW][C]26[/C][C]-0.090941[/C][C]-0.7499[/C][C]0.772055[/C][/ROW]
[ROW][C]27[/C][C]0.022045[/C][C]0.1818[/C][C]0.428146[/C][/ROW]
[ROW][C]28[/C][C]0.012022[/C][C]0.0991[/C][C]0.46066[/C][/ROW]
[ROW][C]29[/C][C]-0.090374[/C][C]-0.7452[/C][C]0.770653[/C][/ROW]
[ROW][C]30[/C][C]-0.091611[/C][C]-0.7554[/C][C]0.773704[/C][/ROW]
[ROW][C]31[/C][C]-0.057245[/C][C]-0.4721[/C][C]0.680801[/C][/ROW]
[ROW][C]32[/C][C]-0.012506[/C][C]-0.1031[/C][C]0.540919[/C][/ROW]
[ROW][C]33[/C][C]0.030008[/C][C]0.2475[/C][C]0.402651[/C][/ROW]
[ROW][C]34[/C][C]-0.00497[/C][C]-0.041[/C][C]0.516286[/C][/ROW]
[ROW][C]35[/C][C]-0.108591[/C][C]-0.8955[/C][C]0.813152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7247&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7247&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	0.420905	3.4709	0.000453
1	0.140548	1.159	0.125257
2	0.264869	2.1842	0.016201
3	0.1525	1.2575	0.106429
4	0.074182	0.6117	0.271382
5	-0.036881	-0.3041	0.61902
6	-0.04856	-0.4004	0.654955
7	-0.178738	-1.4739	0.92744
8	0.039691	0.3273	0.372224
9	-0.011336	-0.0935	0.537102
10	0.055107	0.4544	0.325486
11	-0.135281	-1.1156	0.86573
12	0.097802	0.8065	0.211384
13	0.178444	1.4715	0.072886
14	0.044354	0.3658	0.357841
15	-0.052247	-0.4308	0.666028
16	-0.126881	-1.0463	0.850434
17	-0.004598	-0.0379	0.515068
18	-0.011037	-0.091	0.536127
19	0.058673	0.4838	0.31503
20	0.112735	0.9296	0.177923
21	0.062348	0.5141	0.304413
22	-0.082886	-0.6835	0.751692
23	-0.222706	-1.8365	0.964671
24	0.13855	1.1425	0.128624
25	0.111601	0.9203	0.180339
26	-0.090941	-0.7499	0.772055
27	0.022045	0.1818	0.428146
28	0.012022	0.0991	0.46066
29	-0.090374	-0.7452	0.770653
30	-0.091611	-0.7554	0.773704
31	-0.057245	-0.4721	0.680801
32	-0.012506	-0.1031	0.540919
33	0.030008	0.2475	0.402651
34	-0.00497	-0.041	0.516286
35	-0.108591	-0.8955	0.813152

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