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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 03:29:34 -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/t1196331841q7vo2z544sbvldu.htm/, Retrieved Fri, 03 May 2024 06:32:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7386, Retrieved Fri, 03 May 2024 06:32:37 +0000

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Estimated Impact

163

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-29 10:29:34] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7386&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7386&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7386&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	-0.578133	-4.0054	0.999893
2	-0.059592	-0.4129	0.659227
3	0.301265	2.0872	0.021101
4	-0.195286	-1.353	0.9088
5	0.035666	0.2471	0.402942
6	0.195263	1.3528	0.091226
7	-0.355223	-2.4611	0.99125
8	0.219095	1.5179	0.067795
9	0.091347	0.6329	0.264911
10	-0.203242	-1.4081	0.917227
11	0.07956	0.5512	0.292025
12	0.014559	0.1009	0.460039
13	-0.129624	-0.8981	0.813183
14	0.22063	1.5286	0.066468
15	-0.086703	-0.6007	0.724567
16	-0.188952	-1.3091	0.901633
17	0.201452	1.3957	0.084614
18	0.02826	0.1958	0.4228
19	-0.113778	-0.7883	0.782795
20	-0.048362	-0.3351	0.63048
21	0.229604	1.5907	0.059116
22	-0.297296	-2.0597	0.977565
23	0.277627	1.9235	0.030183
24	-0.082452	-0.5712	0.71475
25	-0.185122	-1.2826	0.897097
26	0.247833	1.717	0.04621
27	-0.045682	-0.3165	0.623499
28	-0.159459	-1.1048	0.862615
29	0.195124	1.3519	0.091378
30	-0.145449	-1.0077	0.840675
31	0.049629	0.3438	0.366235
32	0.089933	0.6231	0.268093
33	-0.180025	-1.2473	0.890822
34	0.06799	0.471	0.319871
35	0.117041	0.8109	0.210717

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.578133 & -4.0054 & 0.999893 \tabularnewline
2 & -0.059592 & -0.4129 & 0.659227 \tabularnewline
3 & 0.301265 & 2.0872 & 0.021101 \tabularnewline
4 & -0.195286 & -1.353 & 0.9088 \tabularnewline
5 & 0.035666 & 0.2471 & 0.402942 \tabularnewline
6 & 0.195263 & 1.3528 & 0.091226 \tabularnewline
7 & -0.355223 & -2.4611 & 0.99125 \tabularnewline
8 & 0.219095 & 1.5179 & 0.067795 \tabularnewline
9 & 0.091347 & 0.6329 & 0.264911 \tabularnewline
10 & -0.203242 & -1.4081 & 0.917227 \tabularnewline
11 & 0.07956 & 0.5512 & 0.292025 \tabularnewline
12 & 0.014559 & 0.1009 & 0.460039 \tabularnewline
13 & -0.129624 & -0.8981 & 0.813183 \tabularnewline
14 & 0.22063 & 1.5286 & 0.066468 \tabularnewline
15 & -0.086703 & -0.6007 & 0.724567 \tabularnewline
16 & -0.188952 & -1.3091 & 0.901633 \tabularnewline
17 & 0.201452 & 1.3957 & 0.084614 \tabularnewline
18 & 0.02826 & 0.1958 & 0.4228 \tabularnewline
19 & -0.113778 & -0.7883 & 0.782795 \tabularnewline
20 & -0.048362 & -0.3351 & 0.63048 \tabularnewline
21 & 0.229604 & 1.5907 & 0.059116 \tabularnewline
22 & -0.297296 & -2.0597 & 0.977565 \tabularnewline
23 & 0.277627 & 1.9235 & 0.030183 \tabularnewline
24 & -0.082452 & -0.5712 & 0.71475 \tabularnewline
25 & -0.185122 & -1.2826 & 0.897097 \tabularnewline
26 & 0.247833 & 1.717 & 0.04621 \tabularnewline
27 & -0.045682 & -0.3165 & 0.623499 \tabularnewline
28 & -0.159459 & -1.1048 & 0.862615 \tabularnewline
29 & 0.195124 & 1.3519 & 0.091378 \tabularnewline
30 & -0.145449 & -1.0077 & 0.840675 \tabularnewline
31 & 0.049629 & 0.3438 & 0.366235 \tabularnewline
32 & 0.089933 & 0.6231 & 0.268093 \tabularnewline
33 & -0.180025 & -1.2473 & 0.890822 \tabularnewline
34 & 0.06799 & 0.471 & 0.319871 \tabularnewline
35 & 0.117041 & 0.8109 & 0.210717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7386&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.578133[/C][C]-4.0054[/C][C]0.999893[/C][/ROW]
[ROW][C]2[/C][C]-0.059592[/C][C]-0.4129[/C][C]0.659227[/C][/ROW]
[ROW][C]3[/C][C]0.301265[/C][C]2.0872[/C][C]0.021101[/C][/ROW]
[ROW][C]4[/C][C]-0.195286[/C][C]-1.353[/C][C]0.9088[/C][/ROW]
[ROW][C]5[/C][C]0.035666[/C][C]0.2471[/C][C]0.402942[/C][/ROW]
[ROW][C]6[/C][C]0.195263[/C][C]1.3528[/C][C]0.091226[/C][/ROW]
[ROW][C]7[/C][C]-0.355223[/C][C]-2.4611[/C][C]0.99125[/C][/ROW]
[ROW][C]8[/C][C]0.219095[/C][C]1.5179[/C][C]0.067795[/C][/ROW]
[ROW][C]9[/C][C]0.091347[/C][C]0.6329[/C][C]0.264911[/C][/ROW]
[ROW][C]10[/C][C]-0.203242[/C][C]-1.4081[/C][C]0.917227[/C][/ROW]
[ROW][C]11[/C][C]0.07956[/C][C]0.5512[/C][C]0.292025[/C][/ROW]
[ROW][C]12[/C][C]0.014559[/C][C]0.1009[/C][C]0.460039[/C][/ROW]
[ROW][C]13[/C][C]-0.129624[/C][C]-0.8981[/C][C]0.813183[/C][/ROW]
[ROW][C]14[/C][C]0.22063[/C][C]1.5286[/C][C]0.066468[/C][/ROW]
[ROW][C]15[/C][C]-0.086703[/C][C]-0.6007[/C][C]0.724567[/C][/ROW]
[ROW][C]16[/C][C]-0.188952[/C][C]-1.3091[/C][C]0.901633[/C][/ROW]
[ROW][C]17[/C][C]0.201452[/C][C]1.3957[/C][C]0.084614[/C][/ROW]
[ROW][C]18[/C][C]0.02826[/C][C]0.1958[/C][C]0.4228[/C][/ROW]
[ROW][C]19[/C][C]-0.113778[/C][C]-0.7883[/C][C]0.782795[/C][/ROW]
[ROW][C]20[/C][C]-0.048362[/C][C]-0.3351[/C][C]0.63048[/C][/ROW]
[ROW][C]21[/C][C]0.229604[/C][C]1.5907[/C][C]0.059116[/C][/ROW]
[ROW][C]22[/C][C]-0.297296[/C][C]-2.0597[/C][C]0.977565[/C][/ROW]
[ROW][C]23[/C][C]0.277627[/C][C]1.9235[/C][C]0.030183[/C][/ROW]
[ROW][C]24[/C][C]-0.082452[/C][C]-0.5712[/C][C]0.71475[/C][/ROW]
[ROW][C]25[/C][C]-0.185122[/C][C]-1.2826[/C][C]0.897097[/C][/ROW]
[ROW][C]26[/C][C]0.247833[/C][C]1.717[/C][C]0.04621[/C][/ROW]
[ROW][C]27[/C][C]-0.045682[/C][C]-0.3165[/C][C]0.623499[/C][/ROW]
[ROW][C]28[/C][C]-0.159459[/C][C]-1.1048[/C][C]0.862615[/C][/ROW]
[ROW][C]29[/C][C]0.195124[/C][C]1.3519[/C][C]0.091378[/C][/ROW]
[ROW][C]30[/C][C]-0.145449[/C][C]-1.0077[/C][C]0.840675[/C][/ROW]
[ROW][C]31[/C][C]0.049629[/C][C]0.3438[/C][C]0.366235[/C][/ROW]
[ROW][C]32[/C][C]0.089933[/C][C]0.6231[/C][C]0.268093[/C][/ROW]
[ROW][C]33[/C][C]-0.180025[/C][C]-1.2473[/C][C]0.890822[/C][/ROW]
[ROW][C]34[/C][C]0.06799[/C][C]0.471[/C][C]0.319871[/C][/ROW]
[ROW][C]35[/C][C]0.117041[/C][C]0.8109[/C][C]0.210717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7386&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7386&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	6.9282	0
1	-0.578133	-4.0054	0.999893
2	-0.059592	-0.4129	0.659227
3	0.301265	2.0872	0.021101
4	-0.195286	-1.353	0.9088
5	0.035666	0.2471	0.402942
6	0.195263	1.3528	0.091226
7	-0.355223	-2.4611	0.99125
8	0.219095	1.5179	0.067795
9	0.091347	0.6329	0.264911
10	-0.203242	-1.4081	0.917227
11	0.07956	0.5512	0.292025
12	0.014559	0.1009	0.460039
13	-0.129624	-0.8981	0.813183
14	0.22063	1.5286	0.066468
15	-0.086703	-0.6007	0.724567
16	-0.188952	-1.3091	0.901633
17	0.201452	1.3957	0.084614
18	0.02826	0.1958	0.4228
19	-0.113778	-0.7883	0.782795
20	-0.048362	-0.3351	0.63048
21	0.229604	1.5907	0.059116
22	-0.297296	-2.0597	0.977565
23	0.277627	1.9235	0.030183
24	-0.082452	-0.5712	0.71475
25	-0.185122	-1.2826	0.897097
26	0.247833	1.717	0.04621
27	-0.045682	-0.3165	0.623499
28	-0.159459	-1.1048	0.862615
29	0.195124	1.3519	0.091378
30	-0.145449	-1.0077	0.840675
31	0.049629	0.3438	0.366235
32	0.089933	0.6231	0.268093
33	-0.180025	-1.2473	0.890822
34	0.06799	0.471	0.319871
35	0.117041	0.8109	0.210717

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.578133	-4.0054	0.999893
1	-0.591547	-4.0984	0.99992
2	-0.220798	-1.5297	0.933677
3	-0.130544	-0.9044	0.81486
4	-0.003185	-0.0221	0.508756
5	0.387924	2.6876	0.00493
6	0.077944	0.54	0.295843
7	-0.061904	-0.4289	0.665037
8	-0.020523	-0.1422	0.556237
9	0.037431	0.2593	0.398244
10	-0.008762	-0.0607	0.524076
11	-0.115797	-0.8023	0.786823
12	-0.334948	-2.3206	0.987698
13	-0.24044	-1.6658	0.948868
14	0.112188	0.7773	0.220409
15	0.135081	0.9359	0.177013
16	-0.019828	-0.1374	0.554344
17	0.014034	0.0972	0.461475
18	0.190688	1.3211	0.096361
19	-0.127507	-0.8834	0.809287
20	0.273818	1.8971	0.031922
21	-0.07432	-0.5149	0.695507
22	-0.074969	-0.5194	0.697067
23	-0.004028	-0.0279	0.511074
24	-0.02652	-0.1837	0.572503
25	0.026507	0.1836	0.427533
26	-0.036512	-0.253	0.599312
27	-0.055453	-0.3842	0.648732
28	-0.193117	-1.338	0.906392
29	-0.081837	-0.567	0.713317
30	0.100163	0.6939	0.24553
31	0.028106	0.1947	0.423217
32	-0.107156	-0.7424	0.769268
33	-0.000341	-0.0024	0.500936
34	0.049792	0.345	0.365811
35	0.030706	0.2127	0.416217

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.578133 & -4.0054 & 0.999893 \tabularnewline
1 & -0.591547 & -4.0984 & 0.99992 \tabularnewline
2 & -0.220798 & -1.5297 & 0.933677 \tabularnewline
3 & -0.130544 & -0.9044 & 0.81486 \tabularnewline
4 & -0.003185 & -0.0221 & 0.508756 \tabularnewline
5 & 0.387924 & 2.6876 & 0.00493 \tabularnewline
6 & 0.077944 & 0.54 & 0.295843 \tabularnewline
7 & -0.061904 & -0.4289 & 0.665037 \tabularnewline
8 & -0.020523 & -0.1422 & 0.556237 \tabularnewline
9 & 0.037431 & 0.2593 & 0.398244 \tabularnewline
10 & -0.008762 & -0.0607 & 0.524076 \tabularnewline
11 & -0.115797 & -0.8023 & 0.786823 \tabularnewline
12 & -0.334948 & -2.3206 & 0.987698 \tabularnewline
13 & -0.24044 & -1.6658 & 0.948868 \tabularnewline
14 & 0.112188 & 0.7773 & 0.220409 \tabularnewline
15 & 0.135081 & 0.9359 & 0.177013 \tabularnewline
16 & -0.019828 & -0.1374 & 0.554344 \tabularnewline
17 & 0.014034 & 0.0972 & 0.461475 \tabularnewline
18 & 0.190688 & 1.3211 & 0.096361 \tabularnewline
19 & -0.127507 & -0.8834 & 0.809287 \tabularnewline
20 & 0.273818 & 1.8971 & 0.031922 \tabularnewline
21 & -0.07432 & -0.5149 & 0.695507 \tabularnewline
22 & -0.074969 & -0.5194 & 0.697067 \tabularnewline
23 & -0.004028 & -0.0279 & 0.511074 \tabularnewline
24 & -0.02652 & -0.1837 & 0.572503 \tabularnewline
25 & 0.026507 & 0.1836 & 0.427533 \tabularnewline
26 & -0.036512 & -0.253 & 0.599312 \tabularnewline
27 & -0.055453 & -0.3842 & 0.648732 \tabularnewline
28 & -0.193117 & -1.338 & 0.906392 \tabularnewline
29 & -0.081837 & -0.567 & 0.713317 \tabularnewline
30 & 0.100163 & 0.6939 & 0.24553 \tabularnewline
31 & 0.028106 & 0.1947 & 0.423217 \tabularnewline
32 & -0.107156 & -0.7424 & 0.769268 \tabularnewline
33 & -0.000341 & -0.0024 & 0.500936 \tabularnewline
34 & 0.049792 & 0.345 & 0.365811 \tabularnewline
35 & 0.030706 & 0.2127 & 0.416217 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7386&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]-0.578133[/C][C]-4.0054[/C][C]0.999893[/C][/ROW]
[ROW][C]1[/C][C]-0.591547[/C][C]-4.0984[/C][C]0.99992[/C][/ROW]
[ROW][C]2[/C][C]-0.220798[/C][C]-1.5297[/C][C]0.933677[/C][/ROW]
[ROW][C]3[/C][C]-0.130544[/C][C]-0.9044[/C][C]0.81486[/C][/ROW]
[ROW][C]4[/C][C]-0.003185[/C][C]-0.0221[/C][C]0.508756[/C][/ROW]
[ROW][C]5[/C][C]0.387924[/C][C]2.6876[/C][C]0.00493[/C][/ROW]
[ROW][C]6[/C][C]0.077944[/C][C]0.54[/C][C]0.295843[/C][/ROW]
[ROW][C]7[/C][C]-0.061904[/C][C]-0.4289[/C][C]0.665037[/C][/ROW]
[ROW][C]8[/C][C]-0.020523[/C][C]-0.1422[/C][C]0.556237[/C][/ROW]
[ROW][C]9[/C][C]0.037431[/C][C]0.2593[/C][C]0.398244[/C][/ROW]
[ROW][C]10[/C][C]-0.008762[/C][C]-0.0607[/C][C]0.524076[/C][/ROW]
[ROW][C]11[/C][C]-0.115797[/C][C]-0.8023[/C][C]0.786823[/C][/ROW]
[ROW][C]12[/C][C]-0.334948[/C][C]-2.3206[/C][C]0.987698[/C][/ROW]
[ROW][C]13[/C][C]-0.24044[/C][C]-1.6658[/C][C]0.948868[/C][/ROW]
[ROW][C]14[/C][C]0.112188[/C][C]0.7773[/C][C]0.220409[/C][/ROW]
[ROW][C]15[/C][C]0.135081[/C][C]0.9359[/C][C]0.177013[/C][/ROW]
[ROW][C]16[/C][C]-0.019828[/C][C]-0.1374[/C][C]0.554344[/C][/ROW]
[ROW][C]17[/C][C]0.014034[/C][C]0.0972[/C][C]0.461475[/C][/ROW]
[ROW][C]18[/C][C]0.190688[/C][C]1.3211[/C][C]0.096361[/C][/ROW]
[ROW][C]19[/C][C]-0.127507[/C][C]-0.8834[/C][C]0.809287[/C][/ROW]
[ROW][C]20[/C][C]0.273818[/C][C]1.8971[/C][C]0.031922[/C][/ROW]
[ROW][C]21[/C][C]-0.07432[/C][C]-0.5149[/C][C]0.695507[/C][/ROW]
[ROW][C]22[/C][C]-0.074969[/C][C]-0.5194[/C][C]0.697067[/C][/ROW]
[ROW][C]23[/C][C]-0.004028[/C][C]-0.0279[/C][C]0.511074[/C][/ROW]
[ROW][C]24[/C][C]-0.02652[/C][C]-0.1837[/C][C]0.572503[/C][/ROW]
[ROW][C]25[/C][C]0.026507[/C][C]0.1836[/C][C]0.427533[/C][/ROW]
[ROW][C]26[/C][C]-0.036512[/C][C]-0.253[/C][C]0.599312[/C][/ROW]
[ROW][C]27[/C][C]-0.055453[/C][C]-0.3842[/C][C]0.648732[/C][/ROW]
[ROW][C]28[/C][C]-0.193117[/C][C]-1.338[/C][C]0.906392[/C][/ROW]
[ROW][C]29[/C][C]-0.081837[/C][C]-0.567[/C][C]0.713317[/C][/ROW]
[ROW][C]30[/C][C]0.100163[/C][C]0.6939[/C][C]0.24553[/C][/ROW]
[ROW][C]31[/C][C]0.028106[/C][C]0.1947[/C][C]0.423217[/C][/ROW]
[ROW][C]32[/C][C]-0.107156[/C][C]-0.7424[/C][C]0.769268[/C][/ROW]
[ROW][C]33[/C][C]-0.000341[/C][C]-0.0024[/C][C]0.500936[/C][/ROW]
[ROW][C]34[/C][C]0.049792[/C][C]0.345[/C][C]0.365811[/C][/ROW]
[ROW][C]35[/C][C]0.030706[/C][C]0.2127[/C][C]0.416217[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7386&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7386&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	-0.578133	-4.0054	0.999893
1	-0.591547	-4.0984	0.99992
2	-0.220798	-1.5297	0.933677
3	-0.130544	-0.9044	0.81486
4	-0.003185	-0.0221	0.508756
5	0.387924	2.6876	0.00493
6	0.077944	0.54	0.295843
7	-0.061904	-0.4289	0.665037
8	-0.020523	-0.1422	0.556237
9	0.037431	0.2593	0.398244
10	-0.008762	-0.0607	0.524076
11	-0.115797	-0.8023	0.786823
12	-0.334948	-2.3206	0.987698
13	-0.24044	-1.6658	0.948868
14	0.112188	0.7773	0.220409
15	0.135081	0.9359	0.177013
16	-0.019828	-0.1374	0.554344
17	0.014034	0.0972	0.461475
18	0.190688	1.3211	0.096361
19	-0.127507	-0.8834	0.809287
20	0.273818	1.8971	0.031922
21	-0.07432	-0.5149	0.695507
22	-0.074969	-0.5194	0.697067
23	-0.004028	-0.0279	0.511074
24	-0.02652	-0.1837	0.572503
25	0.026507	0.1836	0.427533
26	-0.036512	-0.253	0.599312
27	-0.055453	-0.3842	0.648732
28	-0.193117	-1.338	0.906392
29	-0.081837	-0.567	0.713317
30	0.100163	0.6939	0.24553
31	0.028106	0.1947	0.423217
32	-0.107156	-0.7424	0.769268
33	-0.000341	-0.0024	0.500936
34	0.049792	0.345	0.365811
35	0.030706	0.2127	0.416217

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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