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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 03:16:48 -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/29/t1196330943hmi3rgpx4xbinqf.htm/, Retrieved Fri, 03 May 2024 12:59:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7365, Retrieved Fri, 03 May 2024 12:59:03 +0000

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Estimated Impact

193

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-29 10:16:48] [c8ae83d0115975332f4c8aef1088e2d8] [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=7365&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=7365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7365&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	0
1	0.145342	1.0174	0.156982
2	0.270729	1.8951	0.031993
3	0.490847	3.4359	0.000606
4	0.188361	1.3185	0.096729
5	0.234867	1.6441	0.053282
6	0.231779	1.6225	0.055562
7	-0.10943	-0.766	0.776327
8	0.14572	1.02	0.15636
9	0.039782	0.2785	0.390911
10	-0.190456	-1.3332	0.905683
11	-0.096137	-0.673	0.747932
12	-0.170146	-1.191	0.880308
13	-0.195356	-1.3675	0.911144
14	-0.031182	-0.2183	0.585938
15	-0.241685	-1.6918	0.951482
16	-0.269086	-1.8836	0.96722
17	-0.008944	-0.0626	0.524834
18	-0.076149	-0.533	0.701794
19	-0.192721	-1.349	0.908238
20	-0.122901	-0.8603	0.803095
21	0.037538	0.2628	0.396916
22	-0.194054	-1.3584	0.909717
23	0.087585	0.6131	0.271325
24	-0.109174	-0.7642	0.775799
25	-0.179524	-1.2567	0.892584
26	0.072714	0.509	0.306518
27	-0.077593	-0.5432	0.705256
28	-0.169232	-1.1846	0.87906
29	0.011623	0.0814	0.467743
30	-0.138903	-0.9723	0.832166
31	-0.042344	-0.2964	0.615914
32	-0.032796	-0.2296	0.59031
33	-0.176977	-1.2388	0.889347
34	0.00641	0.0449	0.482195
35	0.042636	0.2985	0.383309

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & 0.145342 & 1.0174 & 0.156982 \tabularnewline
2 & 0.270729 & 1.8951 & 0.031993 \tabularnewline
3 & 0.490847 & 3.4359 & 0.000606 \tabularnewline
4 & 0.188361 & 1.3185 & 0.096729 \tabularnewline
5 & 0.234867 & 1.6441 & 0.053282 \tabularnewline
6 & 0.231779 & 1.6225 & 0.055562 \tabularnewline
7 & -0.10943 & -0.766 & 0.776327 \tabularnewline
8 & 0.14572 & 1.02 & 0.15636 \tabularnewline
9 & 0.039782 & 0.2785 & 0.390911 \tabularnewline
10 & -0.190456 & -1.3332 & 0.905683 \tabularnewline
11 & -0.096137 & -0.673 & 0.747932 \tabularnewline
12 & -0.170146 & -1.191 & 0.880308 \tabularnewline
13 & -0.195356 & -1.3675 & 0.911144 \tabularnewline
14 & -0.031182 & -0.2183 & 0.585938 \tabularnewline
15 & -0.241685 & -1.6918 & 0.951482 \tabularnewline
16 & -0.269086 & -1.8836 & 0.96722 \tabularnewline
17 & -0.008944 & -0.0626 & 0.524834 \tabularnewline
18 & -0.076149 & -0.533 & 0.701794 \tabularnewline
19 & -0.192721 & -1.349 & 0.908238 \tabularnewline
20 & -0.122901 & -0.8603 & 0.803095 \tabularnewline
21 & 0.037538 & 0.2628 & 0.396916 \tabularnewline
22 & -0.194054 & -1.3584 & 0.909717 \tabularnewline
23 & 0.087585 & 0.6131 & 0.271325 \tabularnewline
24 & -0.109174 & -0.7642 & 0.775799 \tabularnewline
25 & -0.179524 & -1.2567 & 0.892584 \tabularnewline
26 & 0.072714 & 0.509 & 0.306518 \tabularnewline
27 & -0.077593 & -0.5432 & 0.705256 \tabularnewline
28 & -0.169232 & -1.1846 & 0.87906 \tabularnewline
29 & 0.011623 & 0.0814 & 0.467743 \tabularnewline
30 & -0.138903 & -0.9723 & 0.832166 \tabularnewline
31 & -0.042344 & -0.2964 & 0.615914 \tabularnewline
32 & -0.032796 & -0.2296 & 0.59031 \tabularnewline
33 & -0.176977 & -1.2388 & 0.889347 \tabularnewline
34 & 0.00641 & 0.0449 & 0.482195 \tabularnewline
35 & 0.042636 & 0.2985 & 0.383309 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7365&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.145342[/C][C]1.0174[/C][C]0.156982[/C][/ROW]
[ROW][C]2[/C][C]0.270729[/C][C]1.8951[/C][C]0.031993[/C][/ROW]
[ROW][C]3[/C][C]0.490847[/C][C]3.4359[/C][C]0.000606[/C][/ROW]
[ROW][C]4[/C][C]0.188361[/C][C]1.3185[/C][C]0.096729[/C][/ROW]
[ROW][C]5[/C][C]0.234867[/C][C]1.6441[/C][C]0.053282[/C][/ROW]
[ROW][C]6[/C][C]0.231779[/C][C]1.6225[/C][C]0.055562[/C][/ROW]
[ROW][C]7[/C][C]-0.10943[/C][C]-0.766[/C][C]0.776327[/C][/ROW]
[ROW][C]8[/C][C]0.14572[/C][C]1.02[/C][C]0.15636[/C][/ROW]
[ROW][C]9[/C][C]0.039782[/C][C]0.2785[/C][C]0.390911[/C][/ROW]
[ROW][C]10[/C][C]-0.190456[/C][C]-1.3332[/C][C]0.905683[/C][/ROW]
[ROW][C]11[/C][C]-0.096137[/C][C]-0.673[/C][C]0.747932[/C][/ROW]
[ROW][C]12[/C][C]-0.170146[/C][C]-1.191[/C][C]0.880308[/C][/ROW]
[ROW][C]13[/C][C]-0.195356[/C][C]-1.3675[/C][C]0.911144[/C][/ROW]
[ROW][C]14[/C][C]-0.031182[/C][C]-0.2183[/C][C]0.585938[/C][/ROW]
[ROW][C]15[/C][C]-0.241685[/C][C]-1.6918[/C][C]0.951482[/C][/ROW]
[ROW][C]16[/C][C]-0.269086[/C][C]-1.8836[/C][C]0.96722[/C][/ROW]
[ROW][C]17[/C][C]-0.008944[/C][C]-0.0626[/C][C]0.524834[/C][/ROW]
[ROW][C]18[/C][C]-0.076149[/C][C]-0.533[/C][C]0.701794[/C][/ROW]
[ROW][C]19[/C][C]-0.192721[/C][C]-1.349[/C][C]0.908238[/C][/ROW]
[ROW][C]20[/C][C]-0.122901[/C][C]-0.8603[/C][C]0.803095[/C][/ROW]
[ROW][C]21[/C][C]0.037538[/C][C]0.2628[/C][C]0.396916[/C][/ROW]
[ROW][C]22[/C][C]-0.194054[/C][C]-1.3584[/C][C]0.909717[/C][/ROW]
[ROW][C]23[/C][C]0.087585[/C][C]0.6131[/C][C]0.271325[/C][/ROW]
[ROW][C]24[/C][C]-0.109174[/C][C]-0.7642[/C][C]0.775799[/C][/ROW]
[ROW][C]25[/C][C]-0.179524[/C][C]-1.2567[/C][C]0.892584[/C][/ROW]
[ROW][C]26[/C][C]0.072714[/C][C]0.509[/C][C]0.306518[/C][/ROW]
[ROW][C]27[/C][C]-0.077593[/C][C]-0.5432[/C][C]0.705256[/C][/ROW]
[ROW][C]28[/C][C]-0.169232[/C][C]-1.1846[/C][C]0.87906[/C][/ROW]
[ROW][C]29[/C][C]0.011623[/C][C]0.0814[/C][C]0.467743[/C][/ROW]
[ROW][C]30[/C][C]-0.138903[/C][C]-0.9723[/C][C]0.832166[/C][/ROW]
[ROW][C]31[/C][C]-0.042344[/C][C]-0.2964[/C][C]0.615914[/C][/ROW]
[ROW][C]32[/C][C]-0.032796[/C][C]-0.2296[/C][C]0.59031[/C][/ROW]
[ROW][C]33[/C][C]-0.176977[/C][C]-1.2388[/C][C]0.889347[/C][/ROW]
[ROW][C]34[/C][C]0.00641[/C][C]0.0449[/C][C]0.482195[/C][/ROW]
[ROW][C]35[/C][C]0.042636[/C][C]0.2985[/C][C]0.383309[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7365&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	0
1	0.145342	1.0174	0.156982
2	0.270729	1.8951	0.031993
3	0.490847	3.4359	0.000606
4	0.188361	1.3185	0.096729
5	0.234867	1.6441	0.053282
6	0.231779	1.6225	0.055562
7	-0.10943	-0.766	0.776327
8	0.14572	1.02	0.15636
9	0.039782	0.2785	0.390911
10	-0.190456	-1.3332	0.905683
11	-0.096137	-0.673	0.747932
12	-0.170146	-1.191	0.880308
13	-0.195356	-1.3675	0.911144
14	-0.031182	-0.2183	0.585938
15	-0.241685	-1.6918	0.951482
16	-0.269086	-1.8836	0.96722
17	-0.008944	-0.0626	0.524834
18	-0.076149	-0.533	0.701794
19	-0.192721	-1.349	0.908238
20	-0.122901	-0.8603	0.803095
21	0.037538	0.2628	0.396916
22	-0.194054	-1.3584	0.909717
23	0.087585	0.6131	0.271325
24	-0.109174	-0.7642	0.775799
25	-0.179524	-1.2567	0.892584
26	0.072714	0.509	0.306518
27	-0.077593	-0.5432	0.705256
28	-0.169232	-1.1846	0.87906
29	0.011623	0.0814	0.467743
30	-0.138903	-0.9723	0.832166
31	-0.042344	-0.2964	0.615914
32	-0.032796	-0.2296	0.59031
33	-0.176977	-1.2388	0.889347
34	0.00641	0.0449	0.482195
35	0.042636	0.2985	0.383309

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.145342	1.0174	0.156982
1	0.254991	1.7849	0.040231
2	0.463787	3.2465	0.001055
3	0.09802	0.6861	0.24793
4	0.020492	0.1434	0.443264
5	-0.061614	-0.4313	0.66593
6	-0.396305	-2.7741	0.996095
7	-0.08769	-0.6138	0.728917
8	0.004885	0.0342	0.486431
9	-0.045057	-0.3154	0.623101
10	-0.115153	-0.8061	0.787952
11	-0.135703	-0.9499	0.826593
12	-0.011852	-0.083	0.532892
13	0.214784	1.5035	0.069566
14	0.121853	0.853	0.198913
15	-0.142141	-0.995	0.837685
16	-0.053082	-0.3716	0.644094
17	0.120537	0.8438	0.201452
18	-0.020126	-0.1409	0.55573
19	-0.215648	-1.5095	0.931208
20	0.10416	0.7291	0.2347
21	-0.27261	-1.9083	0.968888
22	0.081531	0.5707	0.2854
23	-0.016051	-0.1124	0.5445
24	-0.123129	-0.8619	0.80353
25	-0.058943	-0.4126	0.65915
26	-0.060598	-0.4242	0.663357
27	0.019639	0.1375	0.44561
28	0.022567	0.158	0.437566
29	0.093406	0.6538	0.258135
30	-0.043704	-0.3059	0.619523
31	-0.173165	-1.2122	0.884367
32	0.005511	0.0386	0.484691
33	0.146612	1.0263	0.1549
34	0.024021	0.1681	0.433581
35	-0.0477	-0.3339	0.630061

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.145342 & 1.0174 & 0.156982 \tabularnewline
1 & 0.254991 & 1.7849 & 0.040231 \tabularnewline
2 & 0.463787 & 3.2465 & 0.001055 \tabularnewline
3 & 0.09802 & 0.6861 & 0.24793 \tabularnewline
4 & 0.020492 & 0.1434 & 0.443264 \tabularnewline
5 & -0.061614 & -0.4313 & 0.66593 \tabularnewline
6 & -0.396305 & -2.7741 & 0.996095 \tabularnewline
7 & -0.08769 & -0.6138 & 0.728917 \tabularnewline
8 & 0.004885 & 0.0342 & 0.486431 \tabularnewline
9 & -0.045057 & -0.3154 & 0.623101 \tabularnewline
10 & -0.115153 & -0.8061 & 0.787952 \tabularnewline
11 & -0.135703 & -0.9499 & 0.826593 \tabularnewline
12 & -0.011852 & -0.083 & 0.532892 \tabularnewline
13 & 0.214784 & 1.5035 & 0.069566 \tabularnewline
14 & 0.121853 & 0.853 & 0.198913 \tabularnewline
15 & -0.142141 & -0.995 & 0.837685 \tabularnewline
16 & -0.053082 & -0.3716 & 0.644094 \tabularnewline
17 & 0.120537 & 0.8438 & 0.201452 \tabularnewline
18 & -0.020126 & -0.1409 & 0.55573 \tabularnewline
19 & -0.215648 & -1.5095 & 0.931208 \tabularnewline
20 & 0.10416 & 0.7291 & 0.2347 \tabularnewline
21 & -0.27261 & -1.9083 & 0.968888 \tabularnewline
22 & 0.081531 & 0.5707 & 0.2854 \tabularnewline
23 & -0.016051 & -0.1124 & 0.5445 \tabularnewline
24 & -0.123129 & -0.8619 & 0.80353 \tabularnewline
25 & -0.058943 & -0.4126 & 0.65915 \tabularnewline
26 & -0.060598 & -0.4242 & 0.663357 \tabularnewline
27 & 0.019639 & 0.1375 & 0.44561 \tabularnewline
28 & 0.022567 & 0.158 & 0.437566 \tabularnewline
29 & 0.093406 & 0.6538 & 0.258135 \tabularnewline
30 & -0.043704 & -0.3059 & 0.619523 \tabularnewline
31 & -0.173165 & -1.2122 & 0.884367 \tabularnewline
32 & 0.005511 & 0.0386 & 0.484691 \tabularnewline
33 & 0.146612 & 1.0263 & 0.1549 \tabularnewline
34 & 0.024021 & 0.1681 & 0.433581 \tabularnewline
35 & -0.0477 & -0.3339 & 0.630061 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7365&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]0.145342[/C][C]1.0174[/C][C]0.156982[/C][/ROW]
[ROW][C]1[/C][C]0.254991[/C][C]1.7849[/C][C]0.040231[/C][/ROW]
[ROW][C]2[/C][C]0.463787[/C][C]3.2465[/C][C]0.001055[/C][/ROW]
[ROW][C]3[/C][C]0.09802[/C][C]0.6861[/C][C]0.24793[/C][/ROW]
[ROW][C]4[/C][C]0.020492[/C][C]0.1434[/C][C]0.443264[/C][/ROW]
[ROW][C]5[/C][C]-0.061614[/C][C]-0.4313[/C][C]0.66593[/C][/ROW]
[ROW][C]6[/C][C]-0.396305[/C][C]-2.7741[/C][C]0.996095[/C][/ROW]
[ROW][C]7[/C][C]-0.08769[/C][C]-0.6138[/C][C]0.728917[/C][/ROW]
[ROW][C]8[/C][C]0.004885[/C][C]0.0342[/C][C]0.486431[/C][/ROW]
[ROW][C]9[/C][C]-0.045057[/C][C]-0.3154[/C][C]0.623101[/C][/ROW]
[ROW][C]10[/C][C]-0.115153[/C][C]-0.8061[/C][C]0.787952[/C][/ROW]
[ROW][C]11[/C][C]-0.135703[/C][C]-0.9499[/C][C]0.826593[/C][/ROW]
[ROW][C]12[/C][C]-0.011852[/C][C]-0.083[/C][C]0.532892[/C][/ROW]
[ROW][C]13[/C][C]0.214784[/C][C]1.5035[/C][C]0.069566[/C][/ROW]
[ROW][C]14[/C][C]0.121853[/C][C]0.853[/C][C]0.198913[/C][/ROW]
[ROW][C]15[/C][C]-0.142141[/C][C]-0.995[/C][C]0.837685[/C][/ROW]
[ROW][C]16[/C][C]-0.053082[/C][C]-0.3716[/C][C]0.644094[/C][/ROW]
[ROW][C]17[/C][C]0.120537[/C][C]0.8438[/C][C]0.201452[/C][/ROW]
[ROW][C]18[/C][C]-0.020126[/C][C]-0.1409[/C][C]0.55573[/C][/ROW]
[ROW][C]19[/C][C]-0.215648[/C][C]-1.5095[/C][C]0.931208[/C][/ROW]
[ROW][C]20[/C][C]0.10416[/C][C]0.7291[/C][C]0.2347[/C][/ROW]
[ROW][C]21[/C][C]-0.27261[/C][C]-1.9083[/C][C]0.968888[/C][/ROW]
[ROW][C]22[/C][C]0.081531[/C][C]0.5707[/C][C]0.2854[/C][/ROW]
[ROW][C]23[/C][C]-0.016051[/C][C]-0.1124[/C][C]0.5445[/C][/ROW]
[ROW][C]24[/C][C]-0.123129[/C][C]-0.8619[/C][C]0.80353[/C][/ROW]
[ROW][C]25[/C][C]-0.058943[/C][C]-0.4126[/C][C]0.65915[/C][/ROW]
[ROW][C]26[/C][C]-0.060598[/C][C]-0.4242[/C][C]0.663357[/C][/ROW]
[ROW][C]27[/C][C]0.019639[/C][C]0.1375[/C][C]0.44561[/C][/ROW]
[ROW][C]28[/C][C]0.022567[/C][C]0.158[/C][C]0.437566[/C][/ROW]
[ROW][C]29[/C][C]0.093406[/C][C]0.6538[/C][C]0.258135[/C][/ROW]
[ROW][C]30[/C][C]-0.043704[/C][C]-0.3059[/C][C]0.619523[/C][/ROW]
[ROW][C]31[/C][C]-0.173165[/C][C]-1.2122[/C][C]0.884367[/C][/ROW]
[ROW][C]32[/C][C]0.005511[/C][C]0.0386[/C][C]0.484691[/C][/ROW]
[ROW][C]33[/C][C]0.146612[/C][C]1.0263[/C][C]0.1549[/C][/ROW]
[ROW][C]34[/C][C]0.024021[/C][C]0.1681[/C][C]0.433581[/C][/ROW]
[ROW][C]35[/C][C]-0.0477[/C][C]-0.3339[/C][C]0.630061[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7365&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7365&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	0.145342	1.0174	0.156982
1	0.254991	1.7849	0.040231
2	0.463787	3.2465	0.001055
3	0.09802	0.6861	0.24793
4	0.020492	0.1434	0.443264
5	-0.061614	-0.4313	0.66593
6	-0.396305	-2.7741	0.996095
7	-0.08769	-0.6138	0.728917
8	0.004885	0.0342	0.486431
9	-0.045057	-0.3154	0.623101
10	-0.115153	-0.8061	0.787952
11	-0.135703	-0.9499	0.826593
12	-0.011852	-0.083	0.532892
13	0.214784	1.5035	0.069566
14	0.121853	0.853	0.198913
15	-0.142141	-0.995	0.837685
16	-0.053082	-0.3716	0.644094
17	0.120537	0.8438	0.201452
18	-0.020126	-0.1409	0.55573
19	-0.215648	-1.5095	0.931208
20	0.10416	0.7291	0.2347
21	-0.27261	-1.9083	0.968888
22	0.081531	0.5707	0.2854
23	-0.016051	-0.1124	0.5445
24	-0.123129	-0.8619	0.80353
25	-0.058943	-0.4126	0.65915
26	-0.060598	-0.4242	0.663357
27	0.019639	0.1375	0.44561
28	0.022567	0.158	0.437566
29	0.093406	0.6538	0.258135
30	-0.043704	-0.3059	0.619523
31	-0.173165	-1.2122	0.884367
32	0.005511	0.0386	0.484691
33	0.146612	1.0263	0.1549
34	0.024021	0.1681	0.433581
35	-0.0477	-0.3339	0.630061

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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