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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 02:36:50 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/30/t1196414781ln5osgs4ulgtnsp.htm/, Retrieved Sun, 28 Apr 2024 00:55:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7624, Retrieved Sun, 28 Apr 2024 00:55:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

autocorrelation dollar

Estimated Impact

239

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

-       [(Partial) Autocorrelation Function] [autocorrelation d...] [2007-11-30 09:36:50] [e4c7d76df262b0a2d80dba01c6bb2cb8] [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=7624&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=7624&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7624&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	8.4853	0
1	0.967851	8.2125	0
2	0.92758	7.8708	0
3	0.889449	7.5472	0
4	0.85093	7.2204	0
5	0.806744	6.8454	0
6	0.759799	6.4471	0
7	0.716457	6.0793	0
8	0.675823	5.7346	0
9	0.637576	5.41	0
10	0.596584	5.0622	2e-06
11	0.550127	4.668	7e-06
12	0.499738	4.2404	3.3e-05
13	0.450563	3.8232	0.000139
14	0.401212	3.4044	0.000544
15	0.351566	2.9831	0.001946
16	0.303214	2.5729	0.006074
17	0.260952	2.2143	0.014989
18	0.222269	1.886	0.031663
19	0.182946	1.5524	0.062482
20	0.134666	1.1427	0.128479
21	0.085431	0.7249	0.235429
22	0.033551	0.2847	0.388349
23	-0.014446	-0.1226	0.548609
24	-0.058128	-0.4932	0.688326
25	-0.097243	-0.8251	0.79399
26	-0.128425	-1.0897	0.860265
27	-0.155064	-1.3158	0.903786
28	-0.181107	-1.5367	0.935631
29	-0.202141	-1.7152	0.954698
30	-0.225431	-1.9128	0.970128
31	-0.249761	-2.1193	0.981242
32	-0.274116	-2.3259	0.988579
33	-0.294273	-2.497	0.992593
34	-0.308719	-2.6196	0.994635
35	-0.325605	-2.7629	0.996366

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.967851 & 8.2125 & 0 \tabularnewline
2 & 0.92758 & 7.8708 & 0 \tabularnewline
3 & 0.889449 & 7.5472 & 0 \tabularnewline
4 & 0.85093 & 7.2204 & 0 \tabularnewline
5 & 0.806744 & 6.8454 & 0 \tabularnewline
6 & 0.759799 & 6.4471 & 0 \tabularnewline
7 & 0.716457 & 6.0793 & 0 \tabularnewline
8 & 0.675823 & 5.7346 & 0 \tabularnewline
9 & 0.637576 & 5.41 & 0 \tabularnewline
10 & 0.596584 & 5.0622 & 2e-06 \tabularnewline
11 & 0.550127 & 4.668 & 7e-06 \tabularnewline
12 & 0.499738 & 4.2404 & 3.3e-05 \tabularnewline
13 & 0.450563 & 3.8232 & 0.000139 \tabularnewline
14 & 0.401212 & 3.4044 & 0.000544 \tabularnewline
15 & 0.351566 & 2.9831 & 0.001946 \tabularnewline
16 & 0.303214 & 2.5729 & 0.006074 \tabularnewline
17 & 0.260952 & 2.2143 & 0.014989 \tabularnewline
18 & 0.222269 & 1.886 & 0.031663 \tabularnewline
19 & 0.182946 & 1.5524 & 0.062482 \tabularnewline
20 & 0.134666 & 1.1427 & 0.128479 \tabularnewline
21 & 0.085431 & 0.7249 & 0.235429 \tabularnewline
22 & 0.033551 & 0.2847 & 0.388349 \tabularnewline
23 & -0.014446 & -0.1226 & 0.548609 \tabularnewline
24 & -0.058128 & -0.4932 & 0.688326 \tabularnewline
25 & -0.097243 & -0.8251 & 0.79399 \tabularnewline
26 & -0.128425 & -1.0897 & 0.860265 \tabularnewline
27 & -0.155064 & -1.3158 & 0.903786 \tabularnewline
28 & -0.181107 & -1.5367 & 0.935631 \tabularnewline
29 & -0.202141 & -1.7152 & 0.954698 \tabularnewline
30 & -0.225431 & -1.9128 & 0.970128 \tabularnewline
31 & -0.249761 & -2.1193 & 0.981242 \tabularnewline
32 & -0.274116 & -2.3259 & 0.988579 \tabularnewline
33 & -0.294273 & -2.497 & 0.992593 \tabularnewline
34 & -0.308719 & -2.6196 & 0.994635 \tabularnewline
35 & -0.325605 & -2.7629 & 0.996366 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7624&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.967851[/C][C]8.2125[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.92758[/C][C]7.8708[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.889449[/C][C]7.5472[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.85093[/C][C]7.2204[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.806744[/C][C]6.8454[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.759799[/C][C]6.4471[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.716457[/C][C]6.0793[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.675823[/C][C]5.7346[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.637576[/C][C]5.41[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.596584[/C][C]5.0622[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.550127[/C][C]4.668[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.499738[/C][C]4.2404[/C][C]3.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.450563[/C][C]3.8232[/C][C]0.000139[/C][/ROW]
[ROW][C]14[/C][C]0.401212[/C][C]3.4044[/C][C]0.000544[/C][/ROW]
[ROW][C]15[/C][C]0.351566[/C][C]2.9831[/C][C]0.001946[/C][/ROW]
[ROW][C]16[/C][C]0.303214[/C][C]2.5729[/C][C]0.006074[/C][/ROW]
[ROW][C]17[/C][C]0.260952[/C][C]2.2143[/C][C]0.014989[/C][/ROW]
[ROW][C]18[/C][C]0.222269[/C][C]1.886[/C][C]0.031663[/C][/ROW]
[ROW][C]19[/C][C]0.182946[/C][C]1.5524[/C][C]0.062482[/C][/ROW]
[ROW][C]20[/C][C]0.134666[/C][C]1.1427[/C][C]0.128479[/C][/ROW]
[ROW][C]21[/C][C]0.085431[/C][C]0.7249[/C][C]0.235429[/C][/ROW]
[ROW][C]22[/C][C]0.033551[/C][C]0.2847[/C][C]0.388349[/C][/ROW]
[ROW][C]23[/C][C]-0.014446[/C][C]-0.1226[/C][C]0.548609[/C][/ROW]
[ROW][C]24[/C][C]-0.058128[/C][C]-0.4932[/C][C]0.688326[/C][/ROW]
[ROW][C]25[/C][C]-0.097243[/C][C]-0.8251[/C][C]0.79399[/C][/ROW]
[ROW][C]26[/C][C]-0.128425[/C][C]-1.0897[/C][C]0.860265[/C][/ROW]
[ROW][C]27[/C][C]-0.155064[/C][C]-1.3158[/C][C]0.903786[/C][/ROW]
[ROW][C]28[/C][C]-0.181107[/C][C]-1.5367[/C][C]0.935631[/C][/ROW]
[ROW][C]29[/C][C]-0.202141[/C][C]-1.7152[/C][C]0.954698[/C][/ROW]
[ROW][C]30[/C][C]-0.225431[/C][C]-1.9128[/C][C]0.970128[/C][/ROW]
[ROW][C]31[/C][C]-0.249761[/C][C]-2.1193[/C][C]0.981242[/C][/ROW]
[ROW][C]32[/C][C]-0.274116[/C][C]-2.3259[/C][C]0.988579[/C][/ROW]
[ROW][C]33[/C][C]-0.294273[/C][C]-2.497[/C][C]0.992593[/C][/ROW]
[ROW][C]34[/C][C]-0.308719[/C][C]-2.6196[/C][C]0.994635[/C][/ROW]
[ROW][C]35[/C][C]-0.325605[/C][C]-2.7629[/C][C]0.996366[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7624&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7624&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	8.4853	0
1	0.967851	8.2125	0
2	0.92758	7.8708	0
3	0.889449	7.5472	0
4	0.85093	7.2204	0
5	0.806744	6.8454	0
6	0.759799	6.4471	0
7	0.716457	6.0793	0
8	0.675823	5.7346	0
9	0.637576	5.41	0
10	0.596584	5.0622	2e-06
11	0.550127	4.668	7e-06
12	0.499738	4.2404	3.3e-05
13	0.450563	3.8232	0.000139
14	0.401212	3.4044	0.000544
15	0.351566	2.9831	0.001946
16	0.303214	2.5729	0.006074
17	0.260952	2.2143	0.014989
18	0.222269	1.886	0.031663
19	0.182946	1.5524	0.062482
20	0.134666	1.1427	0.128479
21	0.085431	0.7249	0.235429
22	0.033551	0.2847	0.388349
23	-0.014446	-0.1226	0.548609
24	-0.058128	-0.4932	0.688326
25	-0.097243	-0.8251	0.79399
26	-0.128425	-1.0897	0.860265
27	-0.155064	-1.3158	0.903786
28	-0.181107	-1.5367	0.935631
29	-0.202141	-1.7152	0.954698
30	-0.225431	-1.9128	0.970128
31	-0.249761	-2.1193	0.981242
32	-0.274116	-2.3259	0.988579
33	-0.294273	-2.497	0.992593
34	-0.308719	-2.6196	0.994635
35	-0.325605	-2.7629	0.996366

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.967851	8.2125	0
1	-0.144719	-1.228	0.888274
2	0.029581	0.251	0.401262
3	-0.037246	-0.316	0.623558
4	-0.107801	-0.9147	0.818305
5	-0.047602	-0.4039	0.656264
6	0.033235	0.282	0.389373
7	0.002095	0.0178	0.492934
8	0.018175	0.1542	0.438933
9	-0.070324	-0.5967	0.723717
10	-0.110189	-0.935	0.823538
11	-0.088252	-0.7488	0.771804
12	-0.011646	-0.0988	0.539221
13	-0.037833	-0.321	0.625438
14	-0.013817	-0.1172	0.546502
15	-0.003385	-0.0287	0.511417
16	0.049174	0.4173	0.338866
17	-0.01047	-0.0888	0.535272
18	-0.054137	-0.4594	0.676322
19	-0.184251	-1.5634	0.938831
20	-0.034048	-0.2889	0.613259
21	-0.106073	-0.9001	0.814456
22	0.046589	0.3953	0.346889
23	0.045601	0.3869	0.349971
24	0.048852	0.4145	0.339862
25	0.068181	0.5785	0.282353
26	-0.020015	-0.1698	0.567191
27	-0.093893	-0.7967	0.785879
28	0.039684	0.3367	0.36865
29	-0.09864	-0.837	0.797316
30	-0.006829	-0.0579	0.523025
31	-0.008868	-0.0752	0.529886
32	0.059452	0.5045	0.307738
33	0.050681	0.43	0.334225
34	-0.100053	-0.849	0.800646
35	0.000988	0.0084	0.496667

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.967851 & 8.2125 & 0 \tabularnewline
1 & -0.144719 & -1.228 & 0.888274 \tabularnewline
2 & 0.029581 & 0.251 & 0.401262 \tabularnewline
3 & -0.037246 & -0.316 & 0.623558 \tabularnewline
4 & -0.107801 & -0.9147 & 0.818305 \tabularnewline
5 & -0.047602 & -0.4039 & 0.656264 \tabularnewline
6 & 0.033235 & 0.282 & 0.389373 \tabularnewline
7 & 0.002095 & 0.0178 & 0.492934 \tabularnewline
8 & 0.018175 & 0.1542 & 0.438933 \tabularnewline
9 & -0.070324 & -0.5967 & 0.723717 \tabularnewline
10 & -0.110189 & -0.935 & 0.823538 \tabularnewline
11 & -0.088252 & -0.7488 & 0.771804 \tabularnewline
12 & -0.011646 & -0.0988 & 0.539221 \tabularnewline
13 & -0.037833 & -0.321 & 0.625438 \tabularnewline
14 & -0.013817 & -0.1172 & 0.546502 \tabularnewline
15 & -0.003385 & -0.0287 & 0.511417 \tabularnewline
16 & 0.049174 & 0.4173 & 0.338866 \tabularnewline
17 & -0.01047 & -0.0888 & 0.535272 \tabularnewline
18 & -0.054137 & -0.4594 & 0.676322 \tabularnewline
19 & -0.184251 & -1.5634 & 0.938831 \tabularnewline
20 & -0.034048 & -0.2889 & 0.613259 \tabularnewline
21 & -0.106073 & -0.9001 & 0.814456 \tabularnewline
22 & 0.046589 & 0.3953 & 0.346889 \tabularnewline
23 & 0.045601 & 0.3869 & 0.349971 \tabularnewline
24 & 0.048852 & 0.4145 & 0.339862 \tabularnewline
25 & 0.068181 & 0.5785 & 0.282353 \tabularnewline
26 & -0.020015 & -0.1698 & 0.567191 \tabularnewline
27 & -0.093893 & -0.7967 & 0.785879 \tabularnewline
28 & 0.039684 & 0.3367 & 0.36865 \tabularnewline
29 & -0.09864 & -0.837 & 0.797316 \tabularnewline
30 & -0.006829 & -0.0579 & 0.523025 \tabularnewline
31 & -0.008868 & -0.0752 & 0.529886 \tabularnewline
32 & 0.059452 & 0.5045 & 0.307738 \tabularnewline
33 & 0.050681 & 0.43 & 0.334225 \tabularnewline
34 & -0.100053 & -0.849 & 0.800646 \tabularnewline
35 & 0.000988 & 0.0084 & 0.496667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7624&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]0.967851[/C][C]8.2125[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.144719[/C][C]-1.228[/C][C]0.888274[/C][/ROW]
[ROW][C]2[/C][C]0.029581[/C][C]0.251[/C][C]0.401262[/C][/ROW]
[ROW][C]3[/C][C]-0.037246[/C][C]-0.316[/C][C]0.623558[/C][/ROW]
[ROW][C]4[/C][C]-0.107801[/C][C]-0.9147[/C][C]0.818305[/C][/ROW]
[ROW][C]5[/C][C]-0.047602[/C][C]-0.4039[/C][C]0.656264[/C][/ROW]
[ROW][C]6[/C][C]0.033235[/C][C]0.282[/C][C]0.389373[/C][/ROW]
[ROW][C]7[/C][C]0.002095[/C][C]0.0178[/C][C]0.492934[/C][/ROW]
[ROW][C]8[/C][C]0.018175[/C][C]0.1542[/C][C]0.438933[/C][/ROW]
[ROW][C]9[/C][C]-0.070324[/C][C]-0.5967[/C][C]0.723717[/C][/ROW]
[ROW][C]10[/C][C]-0.110189[/C][C]-0.935[/C][C]0.823538[/C][/ROW]
[ROW][C]11[/C][C]-0.088252[/C][C]-0.7488[/C][C]0.771804[/C][/ROW]
[ROW][C]12[/C][C]-0.011646[/C][C]-0.0988[/C][C]0.539221[/C][/ROW]
[ROW][C]13[/C][C]-0.037833[/C][C]-0.321[/C][C]0.625438[/C][/ROW]
[ROW][C]14[/C][C]-0.013817[/C][C]-0.1172[/C][C]0.546502[/C][/ROW]
[ROW][C]15[/C][C]-0.003385[/C][C]-0.0287[/C][C]0.511417[/C][/ROW]
[ROW][C]16[/C][C]0.049174[/C][C]0.4173[/C][C]0.338866[/C][/ROW]
[ROW][C]17[/C][C]-0.01047[/C][C]-0.0888[/C][C]0.535272[/C][/ROW]
[ROW][C]18[/C][C]-0.054137[/C][C]-0.4594[/C][C]0.676322[/C][/ROW]
[ROW][C]19[/C][C]-0.184251[/C][C]-1.5634[/C][C]0.938831[/C][/ROW]
[ROW][C]20[/C][C]-0.034048[/C][C]-0.2889[/C][C]0.613259[/C][/ROW]
[ROW][C]21[/C][C]-0.106073[/C][C]-0.9001[/C][C]0.814456[/C][/ROW]
[ROW][C]22[/C][C]0.046589[/C][C]0.3953[/C][C]0.346889[/C][/ROW]
[ROW][C]23[/C][C]0.045601[/C][C]0.3869[/C][C]0.349971[/C][/ROW]
[ROW][C]24[/C][C]0.048852[/C][C]0.4145[/C][C]0.339862[/C][/ROW]
[ROW][C]25[/C][C]0.068181[/C][C]0.5785[/C][C]0.282353[/C][/ROW]
[ROW][C]26[/C][C]-0.020015[/C][C]-0.1698[/C][C]0.567191[/C][/ROW]
[ROW][C]27[/C][C]-0.093893[/C][C]-0.7967[/C][C]0.785879[/C][/ROW]
[ROW][C]28[/C][C]0.039684[/C][C]0.3367[/C][C]0.36865[/C][/ROW]
[ROW][C]29[/C][C]-0.09864[/C][C]-0.837[/C][C]0.797316[/C][/ROW]
[ROW][C]30[/C][C]-0.006829[/C][C]-0.0579[/C][C]0.523025[/C][/ROW]
[ROW][C]31[/C][C]-0.008868[/C][C]-0.0752[/C][C]0.529886[/C][/ROW]
[ROW][C]32[/C][C]0.059452[/C][C]0.5045[/C][C]0.307738[/C][/ROW]
[ROW][C]33[/C][C]0.050681[/C][C]0.43[/C][C]0.334225[/C][/ROW]
[ROW][C]34[/C][C]-0.100053[/C][C]-0.849[/C][C]0.800646[/C][/ROW]
[ROW][C]35[/C][C]0.000988[/C][C]0.0084[/C][C]0.496667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7624&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7624&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	0.967851	8.2125	0
1	-0.144719	-1.228	0.888274
2	0.029581	0.251	0.401262
3	-0.037246	-0.316	0.623558
4	-0.107801	-0.9147	0.818305
5	-0.047602	-0.4039	0.656264
6	0.033235	0.282	0.389373
7	0.002095	0.0178	0.492934
8	0.018175	0.1542	0.438933
9	-0.070324	-0.5967	0.723717
10	-0.110189	-0.935	0.823538
11	-0.088252	-0.7488	0.771804
12	-0.011646	-0.0988	0.539221
13	-0.037833	-0.321	0.625438
14	-0.013817	-0.1172	0.546502
15	-0.003385	-0.0287	0.511417
16	0.049174	0.4173	0.338866
17	-0.01047	-0.0888	0.535272
18	-0.054137	-0.4594	0.676322
19	-0.184251	-1.5634	0.938831
20	-0.034048	-0.2889	0.613259
21	-0.106073	-0.9001	0.814456
22	0.046589	0.3953	0.346889
23	0.045601	0.3869	0.349971
24	0.048852	0.4145	0.339862
25	0.068181	0.5785	0.282353
26	-0.020015	-0.1698	0.567191
27	-0.093893	-0.7967	0.785879
28	0.039684	0.3367	0.36865
29	-0.09864	-0.837	0.797316
30	-0.006829	-0.0579	0.523025
31	-0.008868	-0.0752	0.529886
32	0.059452	0.5045	0.307738
33	0.050681	0.43	0.334225
34	-0.100053	-0.849	0.800646
35	0.000988	0.0084	0.496667

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