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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 03:24:14 -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/t11963313810wyyd8gjlwcjejk.htm/, Retrieved Fri, 03 May 2024 04:01:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7374, Retrieved Fri, 03 May 2024 04:01:37 +0000

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Estimated Impact

199

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-29 10:24:14] [c8ae83d0115975332f4c8aef1088e2d8] [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=7374&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=7374&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7374&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	7.8102	0
1	0.496511	3.8779	0.00013
2	0.354478	2.7686	0.003723
3	0.475151	3.711	0.000224
4	0.510216	3.9849	9.1e-05
5	0.457028	3.5695	0.000352
6	0.543718	4.2466	3.8e-05
7	0.315503	2.4642	0.008284
8	0.416369	3.2519	0.000935
9	0.372484	2.9092	0.002525
10	0.162879	1.2721	0.104078
11	0.293687	2.2938	0.012631
12	0.585367	4.5719	1.2e-05
13	0.189733	1.4819	0.071762
14	0.120647	0.9423	0.174881
15	0.142203	1.1106	0.135542
16	0.128341	1.0024	0.160061
17	0.149685	1.1691	0.123461
18	0.159225	1.2436	0.109205
19	-0.033571	-0.2622	0.602973
20	0.070061	0.5472	0.293121
21	0.015555	0.1215	0.451851
22	-0.174888	-1.3659	0.911511
23	-0.004997	-0.039	0.515503
24	0.126205	0.9857	0.16409
25	-0.13833	-1.0804	0.857889
26	-0.164456	-1.2844	0.898078
27	-0.183135	-1.4303	0.921137
28	-0.159957	-1.2493	0.891837
29	-0.134516	-1.0506	0.851207
30	-0.158007	-1.2341	0.889046
31	-0.276812	-2.162	0.982724
32	-0.153456	-1.1985	0.882327
33	-0.239458	-1.8702	0.966874
34	-0.330678	-2.5827	0.993891
35	-0.210839	-1.6467	0.947619

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.496511 & 3.8779 & 0.00013 \tabularnewline
2 & 0.354478 & 2.7686 & 0.003723 \tabularnewline
3 & 0.475151 & 3.711 & 0.000224 \tabularnewline
4 & 0.510216 & 3.9849 & 9.1e-05 \tabularnewline
5 & 0.457028 & 3.5695 & 0.000352 \tabularnewline
6 & 0.543718 & 4.2466 & 3.8e-05 \tabularnewline
7 & 0.315503 & 2.4642 & 0.008284 \tabularnewline
8 & 0.416369 & 3.2519 & 0.000935 \tabularnewline
9 & 0.372484 & 2.9092 & 0.002525 \tabularnewline
10 & 0.162879 & 1.2721 & 0.104078 \tabularnewline
11 & 0.293687 & 2.2938 & 0.012631 \tabularnewline
12 & 0.585367 & 4.5719 & 1.2e-05 \tabularnewline
13 & 0.189733 & 1.4819 & 0.071762 \tabularnewline
14 & 0.120647 & 0.9423 & 0.174881 \tabularnewline
15 & 0.142203 & 1.1106 & 0.135542 \tabularnewline
16 & 0.128341 & 1.0024 & 0.160061 \tabularnewline
17 & 0.149685 & 1.1691 & 0.123461 \tabularnewline
18 & 0.159225 & 1.2436 & 0.109205 \tabularnewline
19 & -0.033571 & -0.2622 & 0.602973 \tabularnewline
20 & 0.070061 & 0.5472 & 0.293121 \tabularnewline
21 & 0.015555 & 0.1215 & 0.451851 \tabularnewline
22 & -0.174888 & -1.3659 & 0.911511 \tabularnewline
23 & -0.004997 & -0.039 & 0.515503 \tabularnewline
24 & 0.126205 & 0.9857 & 0.16409 \tabularnewline
25 & -0.13833 & -1.0804 & 0.857889 \tabularnewline
26 & -0.164456 & -1.2844 & 0.898078 \tabularnewline
27 & -0.183135 & -1.4303 & 0.921137 \tabularnewline
28 & -0.159957 & -1.2493 & 0.891837 \tabularnewline
29 & -0.134516 & -1.0506 & 0.851207 \tabularnewline
30 & -0.158007 & -1.2341 & 0.889046 \tabularnewline
31 & -0.276812 & -2.162 & 0.982724 \tabularnewline
32 & -0.153456 & -1.1985 & 0.882327 \tabularnewline
33 & -0.239458 & -1.8702 & 0.966874 \tabularnewline
34 & -0.330678 & -2.5827 & 0.993891 \tabularnewline
35 & -0.210839 & -1.6467 & 0.947619 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7374&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.496511[/C][C]3.8779[/C][C]0.00013[/C][/ROW]
[ROW][C]2[/C][C]0.354478[/C][C]2.7686[/C][C]0.003723[/C][/ROW]
[ROW][C]3[/C][C]0.475151[/C][C]3.711[/C][C]0.000224[/C][/ROW]
[ROW][C]4[/C][C]0.510216[/C][C]3.9849[/C][C]9.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.457028[/C][C]3.5695[/C][C]0.000352[/C][/ROW]
[ROW][C]6[/C][C]0.543718[/C][C]4.2466[/C][C]3.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.315503[/C][C]2.4642[/C][C]0.008284[/C][/ROW]
[ROW][C]8[/C][C]0.416369[/C][C]3.2519[/C][C]0.000935[/C][/ROW]
[ROW][C]9[/C][C]0.372484[/C][C]2.9092[/C][C]0.002525[/C][/ROW]
[ROW][C]10[/C][C]0.162879[/C][C]1.2721[/C][C]0.104078[/C][/ROW]
[ROW][C]11[/C][C]0.293687[/C][C]2.2938[/C][C]0.012631[/C][/ROW]
[ROW][C]12[/C][C]0.585367[/C][C]4.5719[/C][C]1.2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.189733[/C][C]1.4819[/C][C]0.071762[/C][/ROW]
[ROW][C]14[/C][C]0.120647[/C][C]0.9423[/C][C]0.174881[/C][/ROW]
[ROW][C]15[/C][C]0.142203[/C][C]1.1106[/C][C]0.135542[/C][/ROW]
[ROW][C]16[/C][C]0.128341[/C][C]1.0024[/C][C]0.160061[/C][/ROW]
[ROW][C]17[/C][C]0.149685[/C][C]1.1691[/C][C]0.123461[/C][/ROW]
[ROW][C]18[/C][C]0.159225[/C][C]1.2436[/C][C]0.109205[/C][/ROW]
[ROW][C]19[/C][C]-0.033571[/C][C]-0.2622[/C][C]0.602973[/C][/ROW]
[ROW][C]20[/C][C]0.070061[/C][C]0.5472[/C][C]0.293121[/C][/ROW]
[ROW][C]21[/C][C]0.015555[/C][C]0.1215[/C][C]0.451851[/C][/ROW]
[ROW][C]22[/C][C]-0.174888[/C][C]-1.3659[/C][C]0.911511[/C][/ROW]
[ROW][C]23[/C][C]-0.004997[/C][C]-0.039[/C][C]0.515503[/C][/ROW]
[ROW][C]24[/C][C]0.126205[/C][C]0.9857[/C][C]0.16409[/C][/ROW]
[ROW][C]25[/C][C]-0.13833[/C][C]-1.0804[/C][C]0.857889[/C][/ROW]
[ROW][C]26[/C][C]-0.164456[/C][C]-1.2844[/C][C]0.898078[/C][/ROW]
[ROW][C]27[/C][C]-0.183135[/C][C]-1.4303[/C][C]0.921137[/C][/ROW]
[ROW][C]28[/C][C]-0.159957[/C][C]-1.2493[/C][C]0.891837[/C][/ROW]
[ROW][C]29[/C][C]-0.134516[/C][C]-1.0506[/C][C]0.851207[/C][/ROW]
[ROW][C]30[/C][C]-0.158007[/C][C]-1.2341[/C][C]0.889046[/C][/ROW]
[ROW][C]31[/C][C]-0.276812[/C][C]-2.162[/C][C]0.982724[/C][/ROW]
[ROW][C]32[/C][C]-0.153456[/C][C]-1.1985[/C][C]0.882327[/C][/ROW]
[ROW][C]33[/C][C]-0.239458[/C][C]-1.8702[/C][C]0.966874[/C][/ROW]
[ROW][C]34[/C][C]-0.330678[/C][C]-2.5827[/C][C]0.993891[/C][/ROW]
[ROW][C]35[/C][C]-0.210839[/C][C]-1.6467[/C][C]0.947619[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7374&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7374&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	7.8102	0
1	0.496511	3.8779	0.00013
2	0.354478	2.7686	0.003723
3	0.475151	3.711	0.000224
4	0.510216	3.9849	9.1e-05
5	0.457028	3.5695	0.000352
6	0.543718	4.2466	3.8e-05
7	0.315503	2.4642	0.008284
8	0.416369	3.2519	0.000935
9	0.372484	2.9092	0.002525
10	0.162879	1.2721	0.104078
11	0.293687	2.2938	0.012631
12	0.585367	4.5719	1.2e-05
13	0.189733	1.4819	0.071762
14	0.120647	0.9423	0.174881
15	0.142203	1.1106	0.135542
16	0.128341	1.0024	0.160061
17	0.149685	1.1691	0.123461
18	0.159225	1.2436	0.109205
19	-0.033571	-0.2622	0.602973
20	0.070061	0.5472	0.293121
21	0.015555	0.1215	0.451851
22	-0.174888	-1.3659	0.911511
23	-0.004997	-0.039	0.515503
24	0.126205	0.9857	0.16409
25	-0.13833	-1.0804	0.857889
26	-0.164456	-1.2844	0.898078
27	-0.183135	-1.4303	0.921137
28	-0.159957	-1.2493	0.891837
29	-0.134516	-1.0506	0.851207
30	-0.158007	-1.2341	0.889046
31	-0.276812	-2.162	0.982724
32	-0.153456	-1.1985	0.882327
33	-0.239458	-1.8702	0.966874
34	-0.330678	-2.5827	0.993891
35	-0.210839	-1.6467	0.947619

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.496511	3.8779	0.00013
1	0.143275	1.119	0.133761
2	0.343123	2.6799	0.004728
3	0.24887	1.9437	0.028272
4	0.159787	1.248	0.108404
5	0.303367	2.3694	0.010499
6	-0.219661	-1.7156	0.954345
7	0.202219	1.5794	0.05971
8	-0.202816	-1.584	0.940823
9	-0.348236	-2.7198	0.995752
10	0.151145	1.1805	0.121196
11	0.40023	3.1259	0.001357
12	-0.31201	-2.4369	0.991126
13	-0.061736	-0.4822	0.684296
14	-0.1691	-1.3207	0.904234
15	-0.178613	-1.395	0.915965
16	-0.108906	-0.8506	0.800836
17	-0.039635	-0.3096	0.621025
18	0.156639	1.2234	0.112944
19	-0.07262	-0.5672	0.713663
20	0.051608	0.4031	0.344154
21	-0.015917	-0.1243	0.549262
22	0.032947	0.2573	0.398897
23	-0.08874	-0.6931	0.754556
24	-0.026663	-0.2082	0.582133
25	-0.040767	-0.3184	0.624366
26	-0.083673	-0.6535	0.742057
27	0.103068	0.805	0.211978
28	-0.173656	-1.3563	0.909998
29	0.068616	0.5359	0.296985
30	-0.024961	-0.1949	0.57696
31	0.009599	0.075	0.470243
32	-0.033779	-0.2638	0.603596
33	0.074471	0.5816	0.281478
34	-0.103261	-0.8065	0.788454
35	-0.000739	-0.0058	0.502293

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.496511 & 3.8779 & 0.00013 \tabularnewline
1 & 0.143275 & 1.119 & 0.133761 \tabularnewline
2 & 0.343123 & 2.6799 & 0.004728 \tabularnewline
3 & 0.24887 & 1.9437 & 0.028272 \tabularnewline
4 & 0.159787 & 1.248 & 0.108404 \tabularnewline
5 & 0.303367 & 2.3694 & 0.010499 \tabularnewline
6 & -0.219661 & -1.7156 & 0.954345 \tabularnewline
7 & 0.202219 & 1.5794 & 0.05971 \tabularnewline
8 & -0.202816 & -1.584 & 0.940823 \tabularnewline
9 & -0.348236 & -2.7198 & 0.995752 \tabularnewline
10 & 0.151145 & 1.1805 & 0.121196 \tabularnewline
11 & 0.40023 & 3.1259 & 0.001357 \tabularnewline
12 & -0.31201 & -2.4369 & 0.991126 \tabularnewline
13 & -0.061736 & -0.4822 & 0.684296 \tabularnewline
14 & -0.1691 & -1.3207 & 0.904234 \tabularnewline
15 & -0.178613 & -1.395 & 0.915965 \tabularnewline
16 & -0.108906 & -0.8506 & 0.800836 \tabularnewline
17 & -0.039635 & -0.3096 & 0.621025 \tabularnewline
18 & 0.156639 & 1.2234 & 0.112944 \tabularnewline
19 & -0.07262 & -0.5672 & 0.713663 \tabularnewline
20 & 0.051608 & 0.4031 & 0.344154 \tabularnewline
21 & -0.015917 & -0.1243 & 0.549262 \tabularnewline
22 & 0.032947 & 0.2573 & 0.398897 \tabularnewline
23 & -0.08874 & -0.6931 & 0.754556 \tabularnewline
24 & -0.026663 & -0.2082 & 0.582133 \tabularnewline
25 & -0.040767 & -0.3184 & 0.624366 \tabularnewline
26 & -0.083673 & -0.6535 & 0.742057 \tabularnewline
27 & 0.103068 & 0.805 & 0.211978 \tabularnewline
28 & -0.173656 & -1.3563 & 0.909998 \tabularnewline
29 & 0.068616 & 0.5359 & 0.296985 \tabularnewline
30 & -0.024961 & -0.1949 & 0.57696 \tabularnewline
31 & 0.009599 & 0.075 & 0.470243 \tabularnewline
32 & -0.033779 & -0.2638 & 0.603596 \tabularnewline
33 & 0.074471 & 0.5816 & 0.281478 \tabularnewline
34 & -0.103261 & -0.8065 & 0.788454 \tabularnewline
35 & -0.000739 & -0.0058 & 0.502293 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7374&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]0.496511[/C][C]3.8779[/C][C]0.00013[/C][/ROW]
[ROW][C]1[/C][C]0.143275[/C][C]1.119[/C][C]0.133761[/C][/ROW]
[ROW][C]2[/C][C]0.343123[/C][C]2.6799[/C][C]0.004728[/C][/ROW]
[ROW][C]3[/C][C]0.24887[/C][C]1.9437[/C][C]0.028272[/C][/ROW]
[ROW][C]4[/C][C]0.159787[/C][C]1.248[/C][C]0.108404[/C][/ROW]
[ROW][C]5[/C][C]0.303367[/C][C]2.3694[/C][C]0.010499[/C][/ROW]
[ROW][C]6[/C][C]-0.219661[/C][C]-1.7156[/C][C]0.954345[/C][/ROW]
[ROW][C]7[/C][C]0.202219[/C][C]1.5794[/C][C]0.05971[/C][/ROW]
[ROW][C]8[/C][C]-0.202816[/C][C]-1.584[/C][C]0.940823[/C][/ROW]
[ROW][C]9[/C][C]-0.348236[/C][C]-2.7198[/C][C]0.995752[/C][/ROW]
[ROW][C]10[/C][C]0.151145[/C][C]1.1805[/C][C]0.121196[/C][/ROW]
[ROW][C]11[/C][C]0.40023[/C][C]3.1259[/C][C]0.001357[/C][/ROW]
[ROW][C]12[/C][C]-0.31201[/C][C]-2.4369[/C][C]0.991126[/C][/ROW]
[ROW][C]13[/C][C]-0.061736[/C][C]-0.4822[/C][C]0.684296[/C][/ROW]
[ROW][C]14[/C][C]-0.1691[/C][C]-1.3207[/C][C]0.904234[/C][/ROW]
[ROW][C]15[/C][C]-0.178613[/C][C]-1.395[/C][C]0.915965[/C][/ROW]
[ROW][C]16[/C][C]-0.108906[/C][C]-0.8506[/C][C]0.800836[/C][/ROW]
[ROW][C]17[/C][C]-0.039635[/C][C]-0.3096[/C][C]0.621025[/C][/ROW]
[ROW][C]18[/C][C]0.156639[/C][C]1.2234[/C][C]0.112944[/C][/ROW]
[ROW][C]19[/C][C]-0.07262[/C][C]-0.5672[/C][C]0.713663[/C][/ROW]
[ROW][C]20[/C][C]0.051608[/C][C]0.4031[/C][C]0.344154[/C][/ROW]
[ROW][C]21[/C][C]-0.015917[/C][C]-0.1243[/C][C]0.549262[/C][/ROW]
[ROW][C]22[/C][C]0.032947[/C][C]0.2573[/C][C]0.398897[/C][/ROW]
[ROW][C]23[/C][C]-0.08874[/C][C]-0.6931[/C][C]0.754556[/C][/ROW]
[ROW][C]24[/C][C]-0.026663[/C][C]-0.2082[/C][C]0.582133[/C][/ROW]
[ROW][C]25[/C][C]-0.040767[/C][C]-0.3184[/C][C]0.624366[/C][/ROW]
[ROW][C]26[/C][C]-0.083673[/C][C]-0.6535[/C][C]0.742057[/C][/ROW]
[ROW][C]27[/C][C]0.103068[/C][C]0.805[/C][C]0.211978[/C][/ROW]
[ROW][C]28[/C][C]-0.173656[/C][C]-1.3563[/C][C]0.909998[/C][/ROW]
[ROW][C]29[/C][C]0.068616[/C][C]0.5359[/C][C]0.296985[/C][/ROW]
[ROW][C]30[/C][C]-0.024961[/C][C]-0.1949[/C][C]0.57696[/C][/ROW]
[ROW][C]31[/C][C]0.009599[/C][C]0.075[/C][C]0.470243[/C][/ROW]
[ROW][C]32[/C][C]-0.033779[/C][C]-0.2638[/C][C]0.603596[/C][/ROW]
[ROW][C]33[/C][C]0.074471[/C][C]0.5816[/C][C]0.281478[/C][/ROW]
[ROW][C]34[/C][C]-0.103261[/C][C]-0.8065[/C][C]0.788454[/C][/ROW]
[ROW][C]35[/C][C]-0.000739[/C][C]-0.0058[/C][C]0.502293[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7374&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7374&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	0.496511	3.8779	0.00013
1	0.143275	1.119	0.133761
2	0.343123	2.6799	0.004728
3	0.24887	1.9437	0.028272
4	0.159787	1.248	0.108404
5	0.303367	2.3694	0.010499
6	-0.219661	-1.7156	0.954345
7	0.202219	1.5794	0.05971
8	-0.202816	-1.584	0.940823
9	-0.348236	-2.7198	0.995752
10	0.151145	1.1805	0.121196
11	0.40023	3.1259	0.001357
12	-0.31201	-2.4369	0.991126
13	-0.061736	-0.4822	0.684296
14	-0.1691	-1.3207	0.904234
15	-0.178613	-1.395	0.915965
16	-0.108906	-0.8506	0.800836
17	-0.039635	-0.3096	0.621025
18	0.156639	1.2234	0.112944
19	-0.07262	-0.5672	0.713663
20	0.051608	0.4031	0.344154
21	-0.015917	-0.1243	0.549262
22	0.032947	0.2573	0.398897
23	-0.08874	-0.6931	0.754556
24	-0.026663	-0.2082	0.582133
25	-0.040767	-0.3184	0.624366
26	-0.083673	-0.6535	0.742057
27	0.103068	0.805	0.211978
28	-0.173656	-1.3563	0.909998
29	0.068616	0.5359	0.296985
30	-0.024961	-0.1949	0.57696
31	0.009599	0.075	0.470243
32	-0.033779	-0.2638	0.603596
33	0.074471	0.5816	0.281478
34	-0.103261	-0.8065	0.788454
35	-0.000739	-0.0058	0.502293

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 0 ; 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