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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 04:28:35 -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/30/t11964214831beytanp3mvj9wu.htm/, Retrieved Sat, 27 Apr 2024 15:42:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7651, Retrieved Sat, 27 Apr 2024 15:42:11 +0000

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No (this computation is public)

User-defined keywords

Workshop 8, question 1, autocorrelation function, niet-duurzame consumptiegoederen

Estimated Impact

225

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

-       [(Partial) Autocorrelation Function] [Workshop 8, quest...] [2007-11-30 11:28:35] [181c187d2008ac66a37ecc12859b08c5] [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=7651&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=7651&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7651&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	6.9282	0
1	0.144005	0.9977	0.161714
2	0.05347	0.3705	0.356337
3	0.201314	1.3947	0.084757
4	0.009045	0.0627	0.475147
5	0.076541	0.5303	0.299177
6	0.144096	0.9983	0.161563
7	-0.163556	-1.1331	0.86861
8	0.005203	0.036	0.485696
9	0.185607	1.2859	0.10232
10	-0.158944	-1.1012	0.861848
11	-0.115718	-0.8017	0.786666
12	-0.178473	-1.2365	0.888855
13	-0.111832	-0.7748	0.778869
14	0.096786	0.6706	0.252859
15	-0.114129	-0.7907	0.783499
16	-0.127459	-0.8831	0.809197
17	0.108602	0.7524	0.227737
18	-0.016244	-0.1125	0.544569
19	-0.146798	-1.017	0.842884
20	0.012251	0.0849	0.466356
21	-0.067651	-0.4687	0.679298
22	-0.122562	-0.8491	0.799988
23	0.07911	0.5481	0.293084
24	-0.251648	-1.7435	0.956173
25	-0.180541	-1.2508	0.89147
26	-0.047742	-0.3308	0.628868
27	-0.008267	-0.0573	0.522719
28	-0.045161	-0.3129	0.622137
29	0.074891	0.5189	0.303121
30	0.008999	0.0623	0.475272
31	0.022473	0.1557	0.438461
32	0.042432	0.294	0.385022
33	-0.128348	-0.8892	0.81084
34	0.060175	0.4169	0.339304
35	0.030185	0.2091	0.417616

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.144005 & 0.9977 & 0.161714 \tabularnewline
2 & 0.05347 & 0.3705 & 0.356337 \tabularnewline
3 & 0.201314 & 1.3947 & 0.084757 \tabularnewline
4 & 0.009045 & 0.0627 & 0.475147 \tabularnewline
5 & 0.076541 & 0.5303 & 0.299177 \tabularnewline
6 & 0.144096 & 0.9983 & 0.161563 \tabularnewline
7 & -0.163556 & -1.1331 & 0.86861 \tabularnewline
8 & 0.005203 & 0.036 & 0.485696 \tabularnewline
9 & 0.185607 & 1.2859 & 0.10232 \tabularnewline
10 & -0.158944 & -1.1012 & 0.861848 \tabularnewline
11 & -0.115718 & -0.8017 & 0.786666 \tabularnewline
12 & -0.178473 & -1.2365 & 0.888855 \tabularnewline
13 & -0.111832 & -0.7748 & 0.778869 \tabularnewline
14 & 0.096786 & 0.6706 & 0.252859 \tabularnewline
15 & -0.114129 & -0.7907 & 0.783499 \tabularnewline
16 & -0.127459 & -0.8831 & 0.809197 \tabularnewline
17 & 0.108602 & 0.7524 & 0.227737 \tabularnewline
18 & -0.016244 & -0.1125 & 0.544569 \tabularnewline
19 & -0.146798 & -1.017 & 0.842884 \tabularnewline
20 & 0.012251 & 0.0849 & 0.466356 \tabularnewline
21 & -0.067651 & -0.4687 & 0.679298 \tabularnewline
22 & -0.122562 & -0.8491 & 0.799988 \tabularnewline
23 & 0.07911 & 0.5481 & 0.293084 \tabularnewline
24 & -0.251648 & -1.7435 & 0.956173 \tabularnewline
25 & -0.180541 & -1.2508 & 0.89147 \tabularnewline
26 & -0.047742 & -0.3308 & 0.628868 \tabularnewline
27 & -0.008267 & -0.0573 & 0.522719 \tabularnewline
28 & -0.045161 & -0.3129 & 0.622137 \tabularnewline
29 & 0.074891 & 0.5189 & 0.303121 \tabularnewline
30 & 0.008999 & 0.0623 & 0.475272 \tabularnewline
31 & 0.022473 & 0.1557 & 0.438461 \tabularnewline
32 & 0.042432 & 0.294 & 0.385022 \tabularnewline
33 & -0.128348 & -0.8892 & 0.81084 \tabularnewline
34 & 0.060175 & 0.4169 & 0.339304 \tabularnewline
35 & 0.030185 & 0.2091 & 0.417616 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7651&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]0.144005[/C][C]0.9977[/C][C]0.161714[/C][/ROW]
[ROW][C]2[/C][C]0.05347[/C][C]0.3705[/C][C]0.356337[/C][/ROW]
[ROW][C]3[/C][C]0.201314[/C][C]1.3947[/C][C]0.084757[/C][/ROW]
[ROW][C]4[/C][C]0.009045[/C][C]0.0627[/C][C]0.475147[/C][/ROW]
[ROW][C]5[/C][C]0.076541[/C][C]0.5303[/C][C]0.299177[/C][/ROW]
[ROW][C]6[/C][C]0.144096[/C][C]0.9983[/C][C]0.161563[/C][/ROW]
[ROW][C]7[/C][C]-0.163556[/C][C]-1.1331[/C][C]0.86861[/C][/ROW]
[ROW][C]8[/C][C]0.005203[/C][C]0.036[/C][C]0.485696[/C][/ROW]
[ROW][C]9[/C][C]0.185607[/C][C]1.2859[/C][C]0.10232[/C][/ROW]
[ROW][C]10[/C][C]-0.158944[/C][C]-1.1012[/C][C]0.861848[/C][/ROW]
[ROW][C]11[/C][C]-0.115718[/C][C]-0.8017[/C][C]0.786666[/C][/ROW]
[ROW][C]12[/C][C]-0.178473[/C][C]-1.2365[/C][C]0.888855[/C][/ROW]
[ROW][C]13[/C][C]-0.111832[/C][C]-0.7748[/C][C]0.778869[/C][/ROW]
[ROW][C]14[/C][C]0.096786[/C][C]0.6706[/C][C]0.252859[/C][/ROW]
[ROW][C]15[/C][C]-0.114129[/C][C]-0.7907[/C][C]0.783499[/C][/ROW]
[ROW][C]16[/C][C]-0.127459[/C][C]-0.8831[/C][C]0.809197[/C][/ROW]
[ROW][C]17[/C][C]0.108602[/C][C]0.7524[/C][C]0.227737[/C][/ROW]
[ROW][C]18[/C][C]-0.016244[/C][C]-0.1125[/C][C]0.544569[/C][/ROW]
[ROW][C]19[/C][C]-0.146798[/C][C]-1.017[/C][C]0.842884[/C][/ROW]
[ROW][C]20[/C][C]0.012251[/C][C]0.0849[/C][C]0.466356[/C][/ROW]
[ROW][C]21[/C][C]-0.067651[/C][C]-0.4687[/C][C]0.679298[/C][/ROW]
[ROW][C]22[/C][C]-0.122562[/C][C]-0.8491[/C][C]0.799988[/C][/ROW]
[ROW][C]23[/C][C]0.07911[/C][C]0.5481[/C][C]0.293084[/C][/ROW]
[ROW][C]24[/C][C]-0.251648[/C][C]-1.7435[/C][C]0.956173[/C][/ROW]
[ROW][C]25[/C][C]-0.180541[/C][C]-1.2508[/C][C]0.89147[/C][/ROW]
[ROW][C]26[/C][C]-0.047742[/C][C]-0.3308[/C][C]0.628868[/C][/ROW]
[ROW][C]27[/C][C]-0.008267[/C][C]-0.0573[/C][C]0.522719[/C][/ROW]
[ROW][C]28[/C][C]-0.045161[/C][C]-0.3129[/C][C]0.622137[/C][/ROW]
[ROW][C]29[/C][C]0.074891[/C][C]0.5189[/C][C]0.303121[/C][/ROW]
[ROW][C]30[/C][C]0.008999[/C][C]0.0623[/C][C]0.475272[/C][/ROW]
[ROW][C]31[/C][C]0.022473[/C][C]0.1557[/C][C]0.438461[/C][/ROW]
[ROW][C]32[/C][C]0.042432[/C][C]0.294[/C][C]0.385022[/C][/ROW]
[ROW][C]33[/C][C]-0.128348[/C][C]-0.8892[/C][C]0.81084[/C][/ROW]
[ROW][C]34[/C][C]0.060175[/C][C]0.4169[/C][C]0.339304[/C][/ROW]
[ROW][C]35[/C][C]0.030185[/C][C]0.2091[/C][C]0.417616[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7651&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7651&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	0.144005	0.9977	0.161714
2	0.05347	0.3705	0.356337
3	0.201314	1.3947	0.084757
4	0.009045	0.0627	0.475147
5	0.076541	0.5303	0.299177
6	0.144096	0.9983	0.161563
7	-0.163556	-1.1331	0.86861
8	0.005203	0.036	0.485696
9	0.185607	1.2859	0.10232
10	-0.158944	-1.1012	0.861848
11	-0.115718	-0.8017	0.786666
12	-0.178473	-1.2365	0.888855
13	-0.111832	-0.7748	0.778869
14	0.096786	0.6706	0.252859
15	-0.114129	-0.7907	0.783499
16	-0.127459	-0.8831	0.809197
17	0.108602	0.7524	0.227737
18	-0.016244	-0.1125	0.544569
19	-0.146798	-1.017	0.842884
20	0.012251	0.0849	0.466356
21	-0.067651	-0.4687	0.679298
22	-0.122562	-0.8491	0.799988
23	0.07911	0.5481	0.293084
24	-0.251648	-1.7435	0.956173
25	-0.180541	-1.2508	0.89147
26	-0.047742	-0.3308	0.628868
27	-0.008267	-0.0573	0.522719
28	-0.045161	-0.3129	0.622137
29	0.074891	0.5189	0.303121
30	0.008999	0.0623	0.475272
31	0.022473	0.1557	0.438461
32	0.042432	0.294	0.385022
33	-0.128348	-0.8892	0.81084
34	0.060175	0.4169	0.339304
35	0.030185	0.2091	0.417616

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.144005	0.9977	0.161714
1	0.033426	0.2316	0.408923
2	0.193277	1.3391	0.093428
3	-0.0487	-0.3374	0.631359
4	0.074741	0.5178	0.303482
5	0.091326	0.6327	0.264958
6	-0.204731	-1.4184	0.918736
7	0.031142	0.2158	0.415046
8	0.164037	1.1365	0.130698
9	-0.170365	-1.1803	0.878157
10	-0.118721	-0.8225	0.792576
11	-0.206857	-1.4331	0.920851
12	0.061914	0.429	0.334938
13	0.12414	0.8601	0.197014
14	-0.140758	-0.9752	0.832825
15	0.020772	0.1439	0.443085
16	0.128786	0.8923	0.188354
17	-0.036418	-0.2523	0.599062
18	-0.196132	-1.3588	0.909726
19	0.02419	0.1676	0.433804
20	0.121709	0.8432	0.201643
21	-0.236708	-1.64	0.946224
22	-0.07039	-0.4877	0.686001
23	-0.175556	-1.2163	0.885089
24	-0.025686	-0.178	0.570248
25	-0.14809	-1.026	0.844983
26	0.097581	0.6761	0.251122
27	0.124273	0.861	0.196762
28	0.123354	0.8546	0.198503
29	-0.023829	-0.1651	0.565219
30	-0.080714	-0.5592	0.710688
31	0.001911	0.0132	0.494744
32	-0.112983	-0.7828	0.781196
33	-0.051022	-0.3535	0.637367
34	-0.05773	-0.4	0.654521
35	-0.028493	-0.1974	0.577829

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.144005 & 0.9977 & 0.161714 \tabularnewline
1 & 0.033426 & 0.2316 & 0.408923 \tabularnewline
2 & 0.193277 & 1.3391 & 0.093428 \tabularnewline
3 & -0.0487 & -0.3374 & 0.631359 \tabularnewline
4 & 0.074741 & 0.5178 & 0.303482 \tabularnewline
5 & 0.091326 & 0.6327 & 0.264958 \tabularnewline
6 & -0.204731 & -1.4184 & 0.918736 \tabularnewline
7 & 0.031142 & 0.2158 & 0.415046 \tabularnewline
8 & 0.164037 & 1.1365 & 0.130698 \tabularnewline
9 & -0.170365 & -1.1803 & 0.878157 \tabularnewline
10 & -0.118721 & -0.8225 & 0.792576 \tabularnewline
11 & -0.206857 & -1.4331 & 0.920851 \tabularnewline
12 & 0.061914 & 0.429 & 0.334938 \tabularnewline
13 & 0.12414 & 0.8601 & 0.197014 \tabularnewline
14 & -0.140758 & -0.9752 & 0.832825 \tabularnewline
15 & 0.020772 & 0.1439 & 0.443085 \tabularnewline
16 & 0.128786 & 0.8923 & 0.188354 \tabularnewline
17 & -0.036418 & -0.2523 & 0.599062 \tabularnewline
18 & -0.196132 & -1.3588 & 0.909726 \tabularnewline
19 & 0.02419 & 0.1676 & 0.433804 \tabularnewline
20 & 0.121709 & 0.8432 & 0.201643 \tabularnewline
21 & -0.236708 & -1.64 & 0.946224 \tabularnewline
22 & -0.07039 & -0.4877 & 0.686001 \tabularnewline
23 & -0.175556 & -1.2163 & 0.885089 \tabularnewline
24 & -0.025686 & -0.178 & 0.570248 \tabularnewline
25 & -0.14809 & -1.026 & 0.844983 \tabularnewline
26 & 0.097581 & 0.6761 & 0.251122 \tabularnewline
27 & 0.124273 & 0.861 & 0.196762 \tabularnewline
28 & 0.123354 & 0.8546 & 0.198503 \tabularnewline
29 & -0.023829 & -0.1651 & 0.565219 \tabularnewline
30 & -0.080714 & -0.5592 & 0.710688 \tabularnewline
31 & 0.001911 & 0.0132 & 0.494744 \tabularnewline
32 & -0.112983 & -0.7828 & 0.781196 \tabularnewline
33 & -0.051022 & -0.3535 & 0.637367 \tabularnewline
34 & -0.05773 & -0.4 & 0.654521 \tabularnewline
35 & -0.028493 & -0.1974 & 0.577829 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7651&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]0.144005[/C][C]0.9977[/C][C]0.161714[/C][/ROW]
[ROW][C]1[/C][C]0.033426[/C][C]0.2316[/C][C]0.408923[/C][/ROW]
[ROW][C]2[/C][C]0.193277[/C][C]1.3391[/C][C]0.093428[/C][/ROW]
[ROW][C]3[/C][C]-0.0487[/C][C]-0.3374[/C][C]0.631359[/C][/ROW]
[ROW][C]4[/C][C]0.074741[/C][C]0.5178[/C][C]0.303482[/C][/ROW]
[ROW][C]5[/C][C]0.091326[/C][C]0.6327[/C][C]0.264958[/C][/ROW]
[ROW][C]6[/C][C]-0.204731[/C][C]-1.4184[/C][C]0.918736[/C][/ROW]
[ROW][C]7[/C][C]0.031142[/C][C]0.2158[/C][C]0.415046[/C][/ROW]
[ROW][C]8[/C][C]0.164037[/C][C]1.1365[/C][C]0.130698[/C][/ROW]
[ROW][C]9[/C][C]-0.170365[/C][C]-1.1803[/C][C]0.878157[/C][/ROW]
[ROW][C]10[/C][C]-0.118721[/C][C]-0.8225[/C][C]0.792576[/C][/ROW]
[ROW][C]11[/C][C]-0.206857[/C][C]-1.4331[/C][C]0.920851[/C][/ROW]
[ROW][C]12[/C][C]0.061914[/C][C]0.429[/C][C]0.334938[/C][/ROW]
[ROW][C]13[/C][C]0.12414[/C][C]0.8601[/C][C]0.197014[/C][/ROW]
[ROW][C]14[/C][C]-0.140758[/C][C]-0.9752[/C][C]0.832825[/C][/ROW]
[ROW][C]15[/C][C]0.020772[/C][C]0.1439[/C][C]0.443085[/C][/ROW]
[ROW][C]16[/C][C]0.128786[/C][C]0.8923[/C][C]0.188354[/C][/ROW]
[ROW][C]17[/C][C]-0.036418[/C][C]-0.2523[/C][C]0.599062[/C][/ROW]
[ROW][C]18[/C][C]-0.196132[/C][C]-1.3588[/C][C]0.909726[/C][/ROW]
[ROW][C]19[/C][C]0.02419[/C][C]0.1676[/C][C]0.433804[/C][/ROW]
[ROW][C]20[/C][C]0.121709[/C][C]0.8432[/C][C]0.201643[/C][/ROW]
[ROW][C]21[/C][C]-0.236708[/C][C]-1.64[/C][C]0.946224[/C][/ROW]
[ROW][C]22[/C][C]-0.07039[/C][C]-0.4877[/C][C]0.686001[/C][/ROW]
[ROW][C]23[/C][C]-0.175556[/C][C]-1.2163[/C][C]0.885089[/C][/ROW]
[ROW][C]24[/C][C]-0.025686[/C][C]-0.178[/C][C]0.570248[/C][/ROW]
[ROW][C]25[/C][C]-0.14809[/C][C]-1.026[/C][C]0.844983[/C][/ROW]
[ROW][C]26[/C][C]0.097581[/C][C]0.6761[/C][C]0.251122[/C][/ROW]
[ROW][C]27[/C][C]0.124273[/C][C]0.861[/C][C]0.196762[/C][/ROW]
[ROW][C]28[/C][C]0.123354[/C][C]0.8546[/C][C]0.198503[/C][/ROW]
[ROW][C]29[/C][C]-0.023829[/C][C]-0.1651[/C][C]0.565219[/C][/ROW]
[ROW][C]30[/C][C]-0.080714[/C][C]-0.5592[/C][C]0.710688[/C][/ROW]
[ROW][C]31[/C][C]0.001911[/C][C]0.0132[/C][C]0.494744[/C][/ROW]
[ROW][C]32[/C][C]-0.112983[/C][C]-0.7828[/C][C]0.781196[/C][/ROW]
[ROW][C]33[/C][C]-0.051022[/C][C]-0.3535[/C][C]0.637367[/C][/ROW]
[ROW][C]34[/C][C]-0.05773[/C][C]-0.4[/C][C]0.654521[/C][/ROW]
[ROW][C]35[/C][C]-0.028493[/C][C]-0.1974[/C][C]0.577829[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7651&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7651&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	0.144005	0.9977	0.161714
1	0.033426	0.2316	0.408923
2	0.193277	1.3391	0.093428
3	-0.0487	-0.3374	0.631359
4	0.074741	0.5178	0.303482
5	0.091326	0.6327	0.264958
6	-0.204731	-1.4184	0.918736
7	0.031142	0.2158	0.415046
8	0.164037	1.1365	0.130698
9	-0.170365	-1.1803	0.878157
10	-0.118721	-0.8225	0.792576
11	-0.206857	-1.4331	0.920851
12	0.061914	0.429	0.334938
13	0.12414	0.8601	0.197014
14	-0.140758	-0.9752	0.832825
15	0.020772	0.1439	0.443085
16	0.128786	0.8923	0.188354
17	-0.036418	-0.2523	0.599062
18	-0.196132	-1.3588	0.909726
19	0.02419	0.1676	0.433804
20	0.121709	0.8432	0.201643
21	-0.236708	-1.64	0.946224
22	-0.07039	-0.4877	0.686001
23	-0.175556	-1.2163	0.885089
24	-0.025686	-0.178	0.570248
25	-0.14809	-1.026	0.844983
26	0.097581	0.6761	0.251122
27	0.124273	0.861	0.196762
28	0.123354	0.8546	0.198503
29	-0.023829	-0.1651	0.565219
30	-0.080714	-0.5592	0.710688
31	0.001911	0.0132	0.494744
32	-0.112983	-0.7828	0.781196
33	-0.051022	-0.3535	0.637367
34	-0.05773	-0.4	0.654521
35	-0.028493	-0.1974	0.577829

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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