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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 06:10:53 -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/t1196427596cy7zbzy6svf3zs5.htm/, Retrieved Sat, 27 Apr 2024 20:45:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7679, Retrieved Sat, 27 Apr 2024 20:45:05 +0000

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Estimated Impact

200

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-30 13:10:53] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7679&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7679&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7679&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.8102	0
1	0.482021	3.7647	0.000189
2	0.346226	2.7041	0.004431
3	0.455684	3.559	0.000364
4	0.514247	4.0164	8.2e-05
5	0.445254	3.4775	0.00047
6	0.524655	4.0977	6.3e-05
7	0.298624	2.3323	0.0115
8	0.414466	3.2371	0.000977
9	0.352724	2.7549	0.003865
10	0.151637	1.1843	0.120439
11	0.274304	2.1424	0.018081
12	0.576144	4.4998	1.6e-05
13	0.177211	1.3841	0.085691
14	0.114073	0.8909	0.188232
15	0.137157	1.0712	0.144144
16	0.144133	1.1257	0.132348
17	0.15484	1.2093	0.1156
18	0.164408	1.2841	0.101988
19	-0.025089	-0.1959	0.577349
20	0.085626	0.6688	0.253085
21	0.017635	0.1377	0.445453
22	-0.167407	-1.3075	0.902024
23	-0.001878	-0.0147	0.505826
24	0.134428	1.0499	0.148949
25	-0.132663	-1.0361	0.847885
26	-0.15739	-1.2293	0.888151
27	-0.174973	-1.3666	0.911613
28	-0.136784	-1.0683	0.855206
29	-0.122717	-0.9585	0.829191
30	-0.150099	-1.1723	0.877185
31	-0.268176	-2.0945	0.979812
32	-0.13739	-1.073	0.856262
33	-0.231907	-1.8112	0.962487
34	-0.319781	-2.4976	0.992391
35	-0.208443	-1.628	0.945659

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.482021 & 3.7647 & 0.000189 \tabularnewline
2 & 0.346226 & 2.7041 & 0.004431 \tabularnewline
3 & 0.455684 & 3.559 & 0.000364 \tabularnewline
4 & 0.514247 & 4.0164 & 8.2e-05 \tabularnewline
5 & 0.445254 & 3.4775 & 0.00047 \tabularnewline
6 & 0.524655 & 4.0977 & 6.3e-05 \tabularnewline
7 & 0.298624 & 2.3323 & 0.0115 \tabularnewline
8 & 0.414466 & 3.2371 & 0.000977 \tabularnewline
9 & 0.352724 & 2.7549 & 0.003865 \tabularnewline
10 & 0.151637 & 1.1843 & 0.120439 \tabularnewline
11 & 0.274304 & 2.1424 & 0.018081 \tabularnewline
12 & 0.576144 & 4.4998 & 1.6e-05 \tabularnewline
13 & 0.177211 & 1.3841 & 0.085691 \tabularnewline
14 & 0.114073 & 0.8909 & 0.188232 \tabularnewline
15 & 0.137157 & 1.0712 & 0.144144 \tabularnewline
16 & 0.144133 & 1.1257 & 0.132348 \tabularnewline
17 & 0.15484 & 1.2093 & 0.1156 \tabularnewline
18 & 0.164408 & 1.2841 & 0.101988 \tabularnewline
19 & -0.025089 & -0.1959 & 0.577349 \tabularnewline
20 & 0.085626 & 0.6688 & 0.253085 \tabularnewline
21 & 0.017635 & 0.1377 & 0.445453 \tabularnewline
22 & -0.167407 & -1.3075 & 0.902024 \tabularnewline
23 & -0.001878 & -0.0147 & 0.505826 \tabularnewline
24 & 0.134428 & 1.0499 & 0.148949 \tabularnewline
25 & -0.132663 & -1.0361 & 0.847885 \tabularnewline
26 & -0.15739 & -1.2293 & 0.888151 \tabularnewline
27 & -0.174973 & -1.3666 & 0.911613 \tabularnewline
28 & -0.136784 & -1.0683 & 0.855206 \tabularnewline
29 & -0.122717 & -0.9585 & 0.829191 \tabularnewline
30 & -0.150099 & -1.1723 & 0.877185 \tabularnewline
31 & -0.268176 & -2.0945 & 0.979812 \tabularnewline
32 & -0.13739 & -1.073 & 0.856262 \tabularnewline
33 & -0.231907 & -1.8112 & 0.962487 \tabularnewline
34 & -0.319781 & -2.4976 & 0.992391 \tabularnewline
35 & -0.208443 & -1.628 & 0.945659 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7679&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]0.482021[/C][C]3.7647[/C][C]0.000189[/C][/ROW]
[ROW][C]2[/C][C]0.346226[/C][C]2.7041[/C][C]0.004431[/C][/ROW]
[ROW][C]3[/C][C]0.455684[/C][C]3.559[/C][C]0.000364[/C][/ROW]
[ROW][C]4[/C][C]0.514247[/C][C]4.0164[/C][C]8.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.445254[/C][C]3.4775[/C][C]0.00047[/C][/ROW]
[ROW][C]6[/C][C]0.524655[/C][C]4.0977[/C][C]6.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.298624[/C][C]2.3323[/C][C]0.0115[/C][/ROW]
[ROW][C]8[/C][C]0.414466[/C][C]3.2371[/C][C]0.000977[/C][/ROW]
[ROW][C]9[/C][C]0.352724[/C][C]2.7549[/C][C]0.003865[/C][/ROW]
[ROW][C]10[/C][C]0.151637[/C][C]1.1843[/C][C]0.120439[/C][/ROW]
[ROW][C]11[/C][C]0.274304[/C][C]2.1424[/C][C]0.018081[/C][/ROW]
[ROW][C]12[/C][C]0.576144[/C][C]4.4998[/C][C]1.6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.177211[/C][C]1.3841[/C][C]0.085691[/C][/ROW]
[ROW][C]14[/C][C]0.114073[/C][C]0.8909[/C][C]0.188232[/C][/ROW]
[ROW][C]15[/C][C]0.137157[/C][C]1.0712[/C][C]0.144144[/C][/ROW]
[ROW][C]16[/C][C]0.144133[/C][C]1.1257[/C][C]0.132348[/C][/ROW]
[ROW][C]17[/C][C]0.15484[/C][C]1.2093[/C][C]0.1156[/C][/ROW]
[ROW][C]18[/C][C]0.164408[/C][C]1.2841[/C][C]0.101988[/C][/ROW]
[ROW][C]19[/C][C]-0.025089[/C][C]-0.1959[/C][C]0.577349[/C][/ROW]
[ROW][C]20[/C][C]0.085626[/C][C]0.6688[/C][C]0.253085[/C][/ROW]
[ROW][C]21[/C][C]0.017635[/C][C]0.1377[/C][C]0.445453[/C][/ROW]
[ROW][C]22[/C][C]-0.167407[/C][C]-1.3075[/C][C]0.902024[/C][/ROW]
[ROW][C]23[/C][C]-0.001878[/C][C]-0.0147[/C][C]0.505826[/C][/ROW]
[ROW][C]24[/C][C]0.134428[/C][C]1.0499[/C][C]0.148949[/C][/ROW]
[ROW][C]25[/C][C]-0.132663[/C][C]-1.0361[/C][C]0.847885[/C][/ROW]
[ROW][C]26[/C][C]-0.15739[/C][C]-1.2293[/C][C]0.888151[/C][/ROW]
[ROW][C]27[/C][C]-0.174973[/C][C]-1.3666[/C][C]0.911613[/C][/ROW]
[ROW][C]28[/C][C]-0.136784[/C][C]-1.0683[/C][C]0.855206[/C][/ROW]
[ROW][C]29[/C][C]-0.122717[/C][C]-0.9585[/C][C]0.829191[/C][/ROW]
[ROW][C]30[/C][C]-0.150099[/C][C]-1.1723[/C][C]0.877185[/C][/ROW]
[ROW][C]31[/C][C]-0.268176[/C][C]-2.0945[/C][C]0.979812[/C][/ROW]
[ROW][C]32[/C][C]-0.13739[/C][C]-1.073[/C][C]0.856262[/C][/ROW]
[ROW][C]33[/C][C]-0.231907[/C][C]-1.8112[/C][C]0.962487[/C][/ROW]
[ROW][C]34[/C][C]-0.319781[/C][C]-2.4976[/C][C]0.992391[/C][/ROW]
[ROW][C]35[/C][C]-0.208443[/C][C]-1.628[/C][C]0.945659[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7679&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7679&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	0.482021	3.7647	0.000189
2	0.346226	2.7041	0.004431
3	0.455684	3.559	0.000364
4	0.514247	4.0164	8.2e-05
5	0.445254	3.4775	0.00047
6	0.524655	4.0977	6.3e-05
7	0.298624	2.3323	0.0115
8	0.414466	3.2371	0.000977
9	0.352724	2.7549	0.003865
10	0.151637	1.1843	0.120439
11	0.274304	2.1424	0.018081
12	0.576144	4.4998	1.6e-05
13	0.177211	1.3841	0.085691
14	0.114073	0.8909	0.188232
15	0.137157	1.0712	0.144144
16	0.144133	1.1257	0.132348
17	0.15484	1.2093	0.1156
18	0.164408	1.2841	0.101988
19	-0.025089	-0.1959	0.577349
20	0.085626	0.6688	0.253085
21	0.017635	0.1377	0.445453
22	-0.167407	-1.3075	0.902024
23	-0.001878	-0.0147	0.505826
24	0.134428	1.0499	0.148949
25	-0.132663	-1.0361	0.847885
26	-0.15739	-1.2293	0.888151
27	-0.174973	-1.3666	0.911613
28	-0.136784	-1.0683	0.855206
29	-0.122717	-0.9585	0.829191
30	-0.150099	-1.1723	0.877185
31	-0.268176	-2.0945	0.979812
32	-0.13739	-1.073	0.856262
33	-0.231907	-1.8112	0.962487
34	-0.319781	-2.4976	0.992391
35	-0.208443	-1.628	0.945659

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.482021	3.7647	0.000189
1	0.148351	1.1587	0.125556
2	0.3224	2.518	0.007221
3	0.27951	2.183	0.016445
4	0.142828	1.1155	0.1345
5	0.295076	2.3046	0.012303
6	-0.21737	-1.6977	0.952671
7	0.197676	1.5439	0.063893
8	-0.199983	-1.5619	0.93826
9	-0.349489	-2.7296	0.995862
10	0.13634	1.0648	0.145571
11	0.411421	3.2133	0.001049
12	-0.2979	-2.3267	0.98834
13	-0.047747	-0.3729	0.644748
14	-0.118969	-0.9292	0.821769
15	-0.172664	-1.3485	0.908766
16	-0.086835	-0.6782	0.749897
17	-0.013642	-0.1065	0.542251
18	0.137576	1.0745	0.143415
19	-0.095981	-0.7496	0.771822
20	0.009077	0.0709	0.471856
21	-0.035777	-0.2794	0.609569
22	0.020378	0.1592	0.437035
23	-0.092983	-0.7262	0.76476
24	-0.005809	-0.0454	0.518019
25	-0.024479	-0.1912	0.575493
26	-0.092229	-0.7203	0.762963
27	0.102659	0.8018	0.212893
28	-0.175833	-1.3733	0.912656
29	0.038688	0.3022	0.381779
30	-0.025583	-0.1998	0.578852
31	0.015446	0.1206	0.452188
32	-0.017177	-0.1342	0.553139
33	0.085191	0.6654	0.254164
34	-0.097723	-0.7632	0.775868
35	0.00721	0.0563	0.47764

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.482021 & 3.7647 & 0.000189 \tabularnewline
1 & 0.148351 & 1.1587 & 0.125556 \tabularnewline
2 & 0.3224 & 2.518 & 0.007221 \tabularnewline
3 & 0.27951 & 2.183 & 0.016445 \tabularnewline
4 & 0.142828 & 1.1155 & 0.1345 \tabularnewline
5 & 0.295076 & 2.3046 & 0.012303 \tabularnewline
6 & -0.21737 & -1.6977 & 0.952671 \tabularnewline
7 & 0.197676 & 1.5439 & 0.063893 \tabularnewline
8 & -0.199983 & -1.5619 & 0.93826 \tabularnewline
9 & -0.349489 & -2.7296 & 0.995862 \tabularnewline
10 & 0.13634 & 1.0648 & 0.145571 \tabularnewline
11 & 0.411421 & 3.2133 & 0.001049 \tabularnewline
12 & -0.2979 & -2.3267 & 0.98834 \tabularnewline
13 & -0.047747 & -0.3729 & 0.644748 \tabularnewline
14 & -0.118969 & -0.9292 & 0.821769 \tabularnewline
15 & -0.172664 & -1.3485 & 0.908766 \tabularnewline
16 & -0.086835 & -0.6782 & 0.749897 \tabularnewline
17 & -0.013642 & -0.1065 & 0.542251 \tabularnewline
18 & 0.137576 & 1.0745 & 0.143415 \tabularnewline
19 & -0.095981 & -0.7496 & 0.771822 \tabularnewline
20 & 0.009077 & 0.0709 & 0.471856 \tabularnewline
21 & -0.035777 & -0.2794 & 0.609569 \tabularnewline
22 & 0.020378 & 0.1592 & 0.437035 \tabularnewline
23 & -0.092983 & -0.7262 & 0.76476 \tabularnewline
24 & -0.005809 & -0.0454 & 0.518019 \tabularnewline
25 & -0.024479 & -0.1912 & 0.575493 \tabularnewline
26 & -0.092229 & -0.7203 & 0.762963 \tabularnewline
27 & 0.102659 & 0.8018 & 0.212893 \tabularnewline
28 & -0.175833 & -1.3733 & 0.912656 \tabularnewline
29 & 0.038688 & 0.3022 & 0.381779 \tabularnewline
30 & -0.025583 & -0.1998 & 0.578852 \tabularnewline
31 & 0.015446 & 0.1206 & 0.452188 \tabularnewline
32 & -0.017177 & -0.1342 & 0.553139 \tabularnewline
33 & 0.085191 & 0.6654 & 0.254164 \tabularnewline
34 & -0.097723 & -0.7632 & 0.775868 \tabularnewline
35 & 0.00721 & 0.0563 & 0.47764 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7679&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]0.482021[/C][C]3.7647[/C][C]0.000189[/C][/ROW]
[ROW][C]1[/C][C]0.148351[/C][C]1.1587[/C][C]0.125556[/C][/ROW]
[ROW][C]2[/C][C]0.3224[/C][C]2.518[/C][C]0.007221[/C][/ROW]
[ROW][C]3[/C][C]0.27951[/C][C]2.183[/C][C]0.016445[/C][/ROW]
[ROW][C]4[/C][C]0.142828[/C][C]1.1155[/C][C]0.1345[/C][/ROW]
[ROW][C]5[/C][C]0.295076[/C][C]2.3046[/C][C]0.012303[/C][/ROW]
[ROW][C]6[/C][C]-0.21737[/C][C]-1.6977[/C][C]0.952671[/C][/ROW]
[ROW][C]7[/C][C]0.197676[/C][C]1.5439[/C][C]0.063893[/C][/ROW]
[ROW][C]8[/C][C]-0.199983[/C][C]-1.5619[/C][C]0.93826[/C][/ROW]
[ROW][C]9[/C][C]-0.349489[/C][C]-2.7296[/C][C]0.995862[/C][/ROW]
[ROW][C]10[/C][C]0.13634[/C][C]1.0648[/C][C]0.145571[/C][/ROW]
[ROW][C]11[/C][C]0.411421[/C][C]3.2133[/C][C]0.001049[/C][/ROW]
[ROW][C]12[/C][C]-0.2979[/C][C]-2.3267[/C][C]0.98834[/C][/ROW]
[ROW][C]13[/C][C]-0.047747[/C][C]-0.3729[/C][C]0.644748[/C][/ROW]
[ROW][C]14[/C][C]-0.118969[/C][C]-0.9292[/C][C]0.821769[/C][/ROW]
[ROW][C]15[/C][C]-0.172664[/C][C]-1.3485[/C][C]0.908766[/C][/ROW]
[ROW][C]16[/C][C]-0.086835[/C][C]-0.6782[/C][C]0.749897[/C][/ROW]
[ROW][C]17[/C][C]-0.013642[/C][C]-0.1065[/C][C]0.542251[/C][/ROW]
[ROW][C]18[/C][C]0.137576[/C][C]1.0745[/C][C]0.143415[/C][/ROW]
[ROW][C]19[/C][C]-0.095981[/C][C]-0.7496[/C][C]0.771822[/C][/ROW]
[ROW][C]20[/C][C]0.009077[/C][C]0.0709[/C][C]0.471856[/C][/ROW]
[ROW][C]21[/C][C]-0.035777[/C][C]-0.2794[/C][C]0.609569[/C][/ROW]
[ROW][C]22[/C][C]0.020378[/C][C]0.1592[/C][C]0.437035[/C][/ROW]
[ROW][C]23[/C][C]-0.092983[/C][C]-0.7262[/C][C]0.76476[/C][/ROW]
[ROW][C]24[/C][C]-0.005809[/C][C]-0.0454[/C][C]0.518019[/C][/ROW]
[ROW][C]25[/C][C]-0.024479[/C][C]-0.1912[/C][C]0.575493[/C][/ROW]
[ROW][C]26[/C][C]-0.092229[/C][C]-0.7203[/C][C]0.762963[/C][/ROW]
[ROW][C]27[/C][C]0.102659[/C][C]0.8018[/C][C]0.212893[/C][/ROW]
[ROW][C]28[/C][C]-0.175833[/C][C]-1.3733[/C][C]0.912656[/C][/ROW]
[ROW][C]29[/C][C]0.038688[/C][C]0.3022[/C][C]0.381779[/C][/ROW]
[ROW][C]30[/C][C]-0.025583[/C][C]-0.1998[/C][C]0.578852[/C][/ROW]
[ROW][C]31[/C][C]0.015446[/C][C]0.1206[/C][C]0.452188[/C][/ROW]
[ROW][C]32[/C][C]-0.017177[/C][C]-0.1342[/C][C]0.553139[/C][/ROW]
[ROW][C]33[/C][C]0.085191[/C][C]0.6654[/C][C]0.254164[/C][/ROW]
[ROW][C]34[/C][C]-0.097723[/C][C]-0.7632[/C][C]0.775868[/C][/ROW]
[ROW][C]35[/C][C]0.00721[/C][C]0.0563[/C][C]0.47764[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7679&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7679&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	0.482021	3.7647	0.000189
1	0.148351	1.1587	0.125556
2	0.3224	2.518	0.007221
3	0.27951	2.183	0.016445
4	0.142828	1.1155	0.1345
5	0.295076	2.3046	0.012303
6	-0.21737	-1.6977	0.952671
7	0.197676	1.5439	0.063893
8	-0.199983	-1.5619	0.93826
9	-0.349489	-2.7296	0.995862
10	0.13634	1.0648	0.145571
11	0.411421	3.2133	0.001049
12	-0.2979	-2.3267	0.98834
13	-0.047747	-0.3729	0.644748
14	-0.118969	-0.9292	0.821769
15	-0.172664	-1.3485	0.908766
16	-0.086835	-0.6782	0.749897
17	-0.013642	-0.1065	0.542251
18	0.137576	1.0745	0.143415
19	-0.095981	-0.7496	0.771822
20	0.009077	0.0709	0.471856
21	-0.035777	-0.2794	0.609569
22	0.020378	0.1592	0.437035
23	-0.092983	-0.7262	0.76476
24	-0.005809	-0.0454	0.518019
25	-0.024479	-0.1912	0.575493
26	-0.092229	-0.7203	0.762963
27	0.102659	0.8018	0.212893
28	-0.175833	-1.3733	0.912656
29	0.038688	0.3022	0.381779
30	-0.025583	-0.1998	0.578852
31	0.015446	0.1206	0.452188
32	-0.017177	-0.1342	0.553139
33	0.085191	0.6654	0.254164
34	-0.097723	-0.7632	0.775868
35	0.00721	0.0563	0.47764

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