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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 06:08:50 -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/t1196427491f8kmeg20jy46o6d.htm/, Retrieved Sat, 27 Apr 2024 22:37:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7677, Retrieved Sat, 27 Apr 2024 22:37:47 +0000

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Estimated Impact

200

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-30 13:08:50] [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=7677&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=7677&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7677&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	0.49422	3.86	0.000138
2	0.367366	2.8692	0.002823
3	0.464685	3.6293	0.000291
4	0.52391	4.0919	6.4e-05
5	0.455599	3.5583	0.000365
6	0.540748	4.2234	4.1e-05
7	0.304817	2.3807	0.010209
8	0.418691	3.2701	0.000885
9	0.363474	2.8388	0.003071
10	0.17353	1.3553	0.090158
11	0.278607	2.176	0.016719
12	0.564627	4.4099	2.1e-05
13	0.181209	1.4153	0.081035
14	0.121448	0.9485	0.173299
15	0.142037	1.1093	0.135818
16	0.14714	1.1492	0.12748
17	0.153146	1.1961	0.118141
18	0.175832	1.3733	0.087344
19	-0.018527	-0.1447	0.557287
20	0.087888	0.6864	0.247523
21	0.022375	0.1748	0.430926
22	-0.159867	-1.2486	0.891709
23	0.002369	0.0185	0.492648
24	0.129299	1.0099	0.158276
25	-0.129895	-1.0145	0.842827
26	-0.157975	-1.2338	0.889
27	-0.17135	-1.3383	0.907115
28	-0.136239	-1.0641	0.854252
29	-0.121609	-0.9498	0.827019
30	-0.149066	-1.1642	0.87557
31	-0.267547	-2.0896	0.979585
32	-0.142184	-1.1105	0.864427
33	-0.231124	-1.8051	0.962005
34	-0.321491	-2.5109	0.992646
35	-0.214638	-1.6764	0.950608

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.49422 & 3.86 & 0.000138 \tabularnewline
2 & 0.367366 & 2.8692 & 0.002823 \tabularnewline
3 & 0.464685 & 3.6293 & 0.000291 \tabularnewline
4 & 0.52391 & 4.0919 & 6.4e-05 \tabularnewline
5 & 0.455599 & 3.5583 & 0.000365 \tabularnewline
6 & 0.540748 & 4.2234 & 4.1e-05 \tabularnewline
7 & 0.304817 & 2.3807 & 0.010209 \tabularnewline
8 & 0.418691 & 3.2701 & 0.000885 \tabularnewline
9 & 0.363474 & 2.8388 & 0.003071 \tabularnewline
10 & 0.17353 & 1.3553 & 0.090158 \tabularnewline
11 & 0.278607 & 2.176 & 0.016719 \tabularnewline
12 & 0.564627 & 4.4099 & 2.1e-05 \tabularnewline
13 & 0.181209 & 1.4153 & 0.081035 \tabularnewline
14 & 0.121448 & 0.9485 & 0.173299 \tabularnewline
15 & 0.142037 & 1.1093 & 0.135818 \tabularnewline
16 & 0.14714 & 1.1492 & 0.12748 \tabularnewline
17 & 0.153146 & 1.1961 & 0.118141 \tabularnewline
18 & 0.175832 & 1.3733 & 0.087344 \tabularnewline
19 & -0.018527 & -0.1447 & 0.557287 \tabularnewline
20 & 0.087888 & 0.6864 & 0.247523 \tabularnewline
21 & 0.022375 & 0.1748 & 0.430926 \tabularnewline
22 & -0.159867 & -1.2486 & 0.891709 \tabularnewline
23 & 0.002369 & 0.0185 & 0.492648 \tabularnewline
24 & 0.129299 & 1.0099 & 0.158276 \tabularnewline
25 & -0.129895 & -1.0145 & 0.842827 \tabularnewline
26 & -0.157975 & -1.2338 & 0.889 \tabularnewline
27 & -0.17135 & -1.3383 & 0.907115 \tabularnewline
28 & -0.136239 & -1.0641 & 0.854252 \tabularnewline
29 & -0.121609 & -0.9498 & 0.827019 \tabularnewline
30 & -0.149066 & -1.1642 & 0.87557 \tabularnewline
31 & -0.267547 & -2.0896 & 0.979585 \tabularnewline
32 & -0.142184 & -1.1105 & 0.864427 \tabularnewline
33 & -0.231124 & -1.8051 & 0.962005 \tabularnewline
34 & -0.321491 & -2.5109 & 0.992646 \tabularnewline
35 & -0.214638 & -1.6764 & 0.950608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7677&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]0.49422[/C][C]3.86[/C][C]0.000138[/C][/ROW]
[ROW][C]2[/C][C]0.367366[/C][C]2.8692[/C][C]0.002823[/C][/ROW]
[ROW][C]3[/C][C]0.464685[/C][C]3.6293[/C][C]0.000291[/C][/ROW]
[ROW][C]4[/C][C]0.52391[/C][C]4.0919[/C][C]6.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.455599[/C][C]3.5583[/C][C]0.000365[/C][/ROW]
[ROW][C]6[/C][C]0.540748[/C][C]4.2234[/C][C]4.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.304817[/C][C]2.3807[/C][C]0.010209[/C][/ROW]
[ROW][C]8[/C][C]0.418691[/C][C]3.2701[/C][C]0.000885[/C][/ROW]
[ROW][C]9[/C][C]0.363474[/C][C]2.8388[/C][C]0.003071[/C][/ROW]
[ROW][C]10[/C][C]0.17353[/C][C]1.3553[/C][C]0.090158[/C][/ROW]
[ROW][C]11[/C][C]0.278607[/C][C]2.176[/C][C]0.016719[/C][/ROW]
[ROW][C]12[/C][C]0.564627[/C][C]4.4099[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.181209[/C][C]1.4153[/C][C]0.081035[/C][/ROW]
[ROW][C]14[/C][C]0.121448[/C][C]0.9485[/C][C]0.173299[/C][/ROW]
[ROW][C]15[/C][C]0.142037[/C][C]1.1093[/C][C]0.135818[/C][/ROW]
[ROW][C]16[/C][C]0.14714[/C][C]1.1492[/C][C]0.12748[/C][/ROW]
[ROW][C]17[/C][C]0.153146[/C][C]1.1961[/C][C]0.118141[/C][/ROW]
[ROW][C]18[/C][C]0.175832[/C][C]1.3733[/C][C]0.087344[/C][/ROW]
[ROW][C]19[/C][C]-0.018527[/C][C]-0.1447[/C][C]0.557287[/C][/ROW]
[ROW][C]20[/C][C]0.087888[/C][C]0.6864[/C][C]0.247523[/C][/ROW]
[ROW][C]21[/C][C]0.022375[/C][C]0.1748[/C][C]0.430926[/C][/ROW]
[ROW][C]22[/C][C]-0.159867[/C][C]-1.2486[/C][C]0.891709[/C][/ROW]
[ROW][C]23[/C][C]0.002369[/C][C]0.0185[/C][C]0.492648[/C][/ROW]
[ROW][C]24[/C][C]0.129299[/C][C]1.0099[/C][C]0.158276[/C][/ROW]
[ROW][C]25[/C][C]-0.129895[/C][C]-1.0145[/C][C]0.842827[/C][/ROW]
[ROW][C]26[/C][C]-0.157975[/C][C]-1.2338[/C][C]0.889[/C][/ROW]
[ROW][C]27[/C][C]-0.17135[/C][C]-1.3383[/C][C]0.907115[/C][/ROW]
[ROW][C]28[/C][C]-0.136239[/C][C]-1.0641[/C][C]0.854252[/C][/ROW]
[ROW][C]29[/C][C]-0.121609[/C][C]-0.9498[/C][C]0.827019[/C][/ROW]
[ROW][C]30[/C][C]-0.149066[/C][C]-1.1642[/C][C]0.87557[/C][/ROW]
[ROW][C]31[/C][C]-0.267547[/C][C]-2.0896[/C][C]0.979585[/C][/ROW]
[ROW][C]32[/C][C]-0.142184[/C][C]-1.1105[/C][C]0.864427[/C][/ROW]
[ROW][C]33[/C][C]-0.231124[/C][C]-1.8051[/C][C]0.962005[/C][/ROW]
[ROW][C]34[/C][C]-0.321491[/C][C]-2.5109[/C][C]0.992646[/C][/ROW]
[ROW][C]35[/C][C]-0.214638[/C][C]-1.6764[/C][C]0.950608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7677&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7677&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	0.49422	3.86	0.000138
2	0.367366	2.8692	0.002823
3	0.464685	3.6293	0.000291
4	0.52391	4.0919	6.4e-05
5	0.455599	3.5583	0.000365
6	0.540748	4.2234	4.1e-05
7	0.304817	2.3807	0.010209
8	0.418691	3.2701	0.000885
9	0.363474	2.8388	0.003071
10	0.17353	1.3553	0.090158
11	0.278607	2.176	0.016719
12	0.564627	4.4099	2.1e-05
13	0.181209	1.4153	0.081035
14	0.121448	0.9485	0.173299
15	0.142037	1.1093	0.135818
16	0.14714	1.1492	0.12748
17	0.153146	1.1961	0.118141
18	0.175832	1.3733	0.087344
19	-0.018527	-0.1447	0.557287
20	0.087888	0.6864	0.247523
21	0.022375	0.1748	0.430926
22	-0.159867	-1.2486	0.891709
23	0.002369	0.0185	0.492648
24	0.129299	1.0099	0.158276
25	-0.129895	-1.0145	0.842827
26	-0.157975	-1.2338	0.889
27	-0.17135	-1.3383	0.907115
28	-0.136239	-1.0641	0.854252
29	-0.121609	-0.9498	0.827019
30	-0.149066	-1.1642	0.87557
31	-0.267547	-2.0896	0.979585
32	-0.142184	-1.1105	0.864427
33	-0.231124	-1.8051	0.962005
34	-0.321491	-2.5109	0.992646
35	-0.214638	-1.6764	0.950608

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.49422	3.86	0.000138
1	0.162901	1.2723	0.104048
2	0.315612	2.465	0.008266
3	0.283356	2.2131	0.015322
4	0.137229	1.0718	0.144018
5	0.303938	2.3738	0.010384
6	-0.236795	-1.8494	0.965379
7	0.193356	1.5102	0.068083
8	-0.197438	-1.542	0.935882
9	-0.343617	-2.6837	0.99532
10	0.141109	1.1021	0.137374
11	0.383651	2.9964	0.001973
12	-0.293979	-2.296	0.987438
13	-0.060724	-0.4743	0.6815
14	-0.097061	-0.7581	0.774337
15	-0.158998	-1.2418	0.89047
16	-0.092104	-0.7194	0.762666
17	0.020895	0.1632	0.435453
18	0.145186	1.1339	0.130628
19	-0.090366	-0.7058	0.758494
20	-0.019255	-0.1504	0.559523
21	-0.071926	-0.5618	0.711831
22	0.050422	0.3938	0.347549
23	-0.107546	-0.84	0.797895
24	0.003521	0.0275	0.489077
25	-0.006185	-0.0483	0.519185
26	-0.099698	-0.7787	0.780406
27	0.102404	0.7998	0.213465
28	-0.182221	-1.4232	0.920112
29	0.025528	0.1994	0.421315
30	-0.015241	-0.119	0.547182
31	-0.009898	-0.0773	0.530685
32	0.003321	0.0259	0.489697
33	0.080478	0.6286	0.265993
34	-0.105255	-0.8221	0.792881
35	0.009182	0.0717	0.471533

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.49422 & 3.86 & 0.000138 \tabularnewline
1 & 0.162901 & 1.2723 & 0.104048 \tabularnewline
2 & 0.315612 & 2.465 & 0.008266 \tabularnewline
3 & 0.283356 & 2.2131 & 0.015322 \tabularnewline
4 & 0.137229 & 1.0718 & 0.144018 \tabularnewline
5 & 0.303938 & 2.3738 & 0.010384 \tabularnewline
6 & -0.236795 & -1.8494 & 0.965379 \tabularnewline
7 & 0.193356 & 1.5102 & 0.068083 \tabularnewline
8 & -0.197438 & -1.542 & 0.935882 \tabularnewline
9 & -0.343617 & -2.6837 & 0.99532 \tabularnewline
10 & 0.141109 & 1.1021 & 0.137374 \tabularnewline
11 & 0.383651 & 2.9964 & 0.001973 \tabularnewline
12 & -0.293979 & -2.296 & 0.987438 \tabularnewline
13 & -0.060724 & -0.4743 & 0.6815 \tabularnewline
14 & -0.097061 & -0.7581 & 0.774337 \tabularnewline
15 & -0.158998 & -1.2418 & 0.89047 \tabularnewline
16 & -0.092104 & -0.7194 & 0.762666 \tabularnewline
17 & 0.020895 & 0.1632 & 0.435453 \tabularnewline
18 & 0.145186 & 1.1339 & 0.130628 \tabularnewline
19 & -0.090366 & -0.7058 & 0.758494 \tabularnewline
20 & -0.019255 & -0.1504 & 0.559523 \tabularnewline
21 & -0.071926 & -0.5618 & 0.711831 \tabularnewline
22 & 0.050422 & 0.3938 & 0.347549 \tabularnewline
23 & -0.107546 & -0.84 & 0.797895 \tabularnewline
24 & 0.003521 & 0.0275 & 0.489077 \tabularnewline
25 & -0.006185 & -0.0483 & 0.519185 \tabularnewline
26 & -0.099698 & -0.7787 & 0.780406 \tabularnewline
27 & 0.102404 & 0.7998 & 0.213465 \tabularnewline
28 & -0.182221 & -1.4232 & 0.920112 \tabularnewline
29 & 0.025528 & 0.1994 & 0.421315 \tabularnewline
30 & -0.015241 & -0.119 & 0.547182 \tabularnewline
31 & -0.009898 & -0.0773 & 0.530685 \tabularnewline
32 & 0.003321 & 0.0259 & 0.489697 \tabularnewline
33 & 0.080478 & 0.6286 & 0.265993 \tabularnewline
34 & -0.105255 & -0.8221 & 0.792881 \tabularnewline
35 & 0.009182 & 0.0717 & 0.471533 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7677&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]0.49422[/C][C]3.86[/C][C]0.000138[/C][/ROW]
[ROW][C]1[/C][C]0.162901[/C][C]1.2723[/C][C]0.104048[/C][/ROW]
[ROW][C]2[/C][C]0.315612[/C][C]2.465[/C][C]0.008266[/C][/ROW]
[ROW][C]3[/C][C]0.283356[/C][C]2.2131[/C][C]0.015322[/C][/ROW]
[ROW][C]4[/C][C]0.137229[/C][C]1.0718[/C][C]0.144018[/C][/ROW]
[ROW][C]5[/C][C]0.303938[/C][C]2.3738[/C][C]0.010384[/C][/ROW]
[ROW][C]6[/C][C]-0.236795[/C][C]-1.8494[/C][C]0.965379[/C][/ROW]
[ROW][C]7[/C][C]0.193356[/C][C]1.5102[/C][C]0.068083[/C][/ROW]
[ROW][C]8[/C][C]-0.197438[/C][C]-1.542[/C][C]0.935882[/C][/ROW]
[ROW][C]9[/C][C]-0.343617[/C][C]-2.6837[/C][C]0.99532[/C][/ROW]
[ROW][C]10[/C][C]0.141109[/C][C]1.1021[/C][C]0.137374[/C][/ROW]
[ROW][C]11[/C][C]0.383651[/C][C]2.9964[/C][C]0.001973[/C][/ROW]
[ROW][C]12[/C][C]-0.293979[/C][C]-2.296[/C][C]0.987438[/C][/ROW]
[ROW][C]13[/C][C]-0.060724[/C][C]-0.4743[/C][C]0.6815[/C][/ROW]
[ROW][C]14[/C][C]-0.097061[/C][C]-0.7581[/C][C]0.774337[/C][/ROW]
[ROW][C]15[/C][C]-0.158998[/C][C]-1.2418[/C][C]0.89047[/C][/ROW]
[ROW][C]16[/C][C]-0.092104[/C][C]-0.7194[/C][C]0.762666[/C][/ROW]
[ROW][C]17[/C][C]0.020895[/C][C]0.1632[/C][C]0.435453[/C][/ROW]
[ROW][C]18[/C][C]0.145186[/C][C]1.1339[/C][C]0.130628[/C][/ROW]
[ROW][C]19[/C][C]-0.090366[/C][C]-0.7058[/C][C]0.758494[/C][/ROW]
[ROW][C]20[/C][C]-0.019255[/C][C]-0.1504[/C][C]0.559523[/C][/ROW]
[ROW][C]21[/C][C]-0.071926[/C][C]-0.5618[/C][C]0.711831[/C][/ROW]
[ROW][C]22[/C][C]0.050422[/C][C]0.3938[/C][C]0.347549[/C][/ROW]
[ROW][C]23[/C][C]-0.107546[/C][C]-0.84[/C][C]0.797895[/C][/ROW]
[ROW][C]24[/C][C]0.003521[/C][C]0.0275[/C][C]0.489077[/C][/ROW]
[ROW][C]25[/C][C]-0.006185[/C][C]-0.0483[/C][C]0.519185[/C][/ROW]
[ROW][C]26[/C][C]-0.099698[/C][C]-0.7787[/C][C]0.780406[/C][/ROW]
[ROW][C]27[/C][C]0.102404[/C][C]0.7998[/C][C]0.213465[/C][/ROW]
[ROW][C]28[/C][C]-0.182221[/C][C]-1.4232[/C][C]0.920112[/C][/ROW]
[ROW][C]29[/C][C]0.025528[/C][C]0.1994[/C][C]0.421315[/C][/ROW]
[ROW][C]30[/C][C]-0.015241[/C][C]-0.119[/C][C]0.547182[/C][/ROW]
[ROW][C]31[/C][C]-0.009898[/C][C]-0.0773[/C][C]0.530685[/C][/ROW]
[ROW][C]32[/C][C]0.003321[/C][C]0.0259[/C][C]0.489697[/C][/ROW]
[ROW][C]33[/C][C]0.080478[/C][C]0.6286[/C][C]0.265993[/C][/ROW]
[ROW][C]34[/C][C]-0.105255[/C][C]-0.8221[/C][C]0.792881[/C][/ROW]
[ROW][C]35[/C][C]0.009182[/C][C]0.0717[/C][C]0.471533[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7677&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7677&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	0.49422	3.86	0.000138
1	0.162901	1.2723	0.104048
2	0.315612	2.465	0.008266
3	0.283356	2.2131	0.015322
4	0.137229	1.0718	0.144018
5	0.303938	2.3738	0.010384
6	-0.236795	-1.8494	0.965379
7	0.193356	1.5102	0.068083
8	-0.197438	-1.542	0.935882
9	-0.343617	-2.6837	0.99532
10	0.141109	1.1021	0.137374
11	0.383651	2.9964	0.001973
12	-0.293979	-2.296	0.987438
13	-0.060724	-0.4743	0.6815
14	-0.097061	-0.7581	0.774337
15	-0.158998	-1.2418	0.89047
16	-0.092104	-0.7194	0.762666
17	0.020895	0.1632	0.435453
18	0.145186	1.1339	0.130628
19	-0.090366	-0.7058	0.758494
20	-0.019255	-0.1504	0.559523
21	-0.071926	-0.5618	0.711831
22	0.050422	0.3938	0.347549
23	-0.107546	-0.84	0.797895
24	0.003521	0.0275	0.489077
25	-0.006185	-0.0483	0.519185
26	-0.099698	-0.7787	0.780406
27	0.102404	0.7998	0.213465
28	-0.182221	-1.4232	0.920112
29	0.025528	0.1994	0.421315
30	-0.015241	-0.119	0.547182
31	-0.009898	-0.0773	0.530685
32	0.003321	0.0259	0.489697
33	0.080478	0.6286	0.265993
34	-0.105255	-0.8221	0.792881
35	0.009182	0.0717	0.471533

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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