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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 09:01:54 -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/t1196437935mirh28n6qznqzct.htm/, Retrieved Sat, 27 Apr 2024 15:29:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7748, Retrieved Sat, 27 Apr 2024 15:29:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

wim, dhondt, paper

Estimated Impact

169

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie - ...] [2007-11-30 16:01:54] [014bfc073eb4f6c1ae65a07cc44c50c0] [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	'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 & 2 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=7748&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7748&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7748&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	0.005795	0.0402	0.48407
2	-0.119795	-0.83	0.794667
3	0.202047	1.3998	0.083998
4	0.106968	0.7411	0.231123
5	0.038945	0.2698	0.394229
6	0.151448	1.0493	0.149656
7	-0.029756	-0.2062	0.581229
8	0.032416	0.2246	0.411628
9	0.098071	0.6795	0.250056
10	0.022407	0.1552	0.438641
11	0.007036	0.0487	0.480661
12	-0.262112	-1.816	0.962188
13	-0.080472	-0.5575	0.710119
14	0.016763	0.1161	0.454014
15	-0.017979	-0.1246	0.549306
16	-0.058715	-0.4068	0.657015
17	0.047639	0.3301	0.371398
18	-0.057323	-0.3971	0.653489
19	0.004135	0.0286	0.488632
20	0.042528	0.2946	0.384769
21	0.047251	0.3274	0.372407
22	-0.155396	-1.0766	0.856484
23	0.086697	0.6007	0.275448
24	0.076827	0.5323	0.298497
25	0.009901	0.0686	0.472798
26	0.16959	1.175	0.122905
27	-0.014561	-0.1009	0.539967
28	-0.09847	-0.6822	0.750811
29	0.041056	0.2844	0.388647
30	0.086602	0.6	0.275665
31	-0.090729	-0.6286	0.733701
32	-0.083037	-0.5753	0.716112
33	-0.065034	-0.4506	0.672835
34	0.135442	0.9384	0.176376
35	-0.035646	-0.247	0.597006

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.005795 & 0.0402 & 0.48407 \tabularnewline
2 & -0.119795 & -0.83 & 0.794667 \tabularnewline
3 & 0.202047 & 1.3998 & 0.083998 \tabularnewline
4 & 0.106968 & 0.7411 & 0.231123 \tabularnewline
5 & 0.038945 & 0.2698 & 0.394229 \tabularnewline
6 & 0.151448 & 1.0493 & 0.149656 \tabularnewline
7 & -0.029756 & -0.2062 & 0.581229 \tabularnewline
8 & 0.032416 & 0.2246 & 0.411628 \tabularnewline
9 & 0.098071 & 0.6795 & 0.250056 \tabularnewline
10 & 0.022407 & 0.1552 & 0.438641 \tabularnewline
11 & 0.007036 & 0.0487 & 0.480661 \tabularnewline
12 & -0.262112 & -1.816 & 0.962188 \tabularnewline
13 & -0.080472 & -0.5575 & 0.710119 \tabularnewline
14 & 0.016763 & 0.1161 & 0.454014 \tabularnewline
15 & -0.017979 & -0.1246 & 0.549306 \tabularnewline
16 & -0.058715 & -0.4068 & 0.657015 \tabularnewline
17 & 0.047639 & 0.3301 & 0.371398 \tabularnewline
18 & -0.057323 & -0.3971 & 0.653489 \tabularnewline
19 & 0.004135 & 0.0286 & 0.488632 \tabularnewline
20 & 0.042528 & 0.2946 & 0.384769 \tabularnewline
21 & 0.047251 & 0.3274 & 0.372407 \tabularnewline
22 & -0.155396 & -1.0766 & 0.856484 \tabularnewline
23 & 0.086697 & 0.6007 & 0.275448 \tabularnewline
24 & 0.076827 & 0.5323 & 0.298497 \tabularnewline
25 & 0.009901 & 0.0686 & 0.472798 \tabularnewline
26 & 0.16959 & 1.175 & 0.122905 \tabularnewline
27 & -0.014561 & -0.1009 & 0.539967 \tabularnewline
28 & -0.09847 & -0.6822 & 0.750811 \tabularnewline
29 & 0.041056 & 0.2844 & 0.388647 \tabularnewline
30 & 0.086602 & 0.6 & 0.275665 \tabularnewline
31 & -0.090729 & -0.6286 & 0.733701 \tabularnewline
32 & -0.083037 & -0.5753 & 0.716112 \tabularnewline
33 & -0.065034 & -0.4506 & 0.672835 \tabularnewline
34 & 0.135442 & 0.9384 & 0.176376 \tabularnewline
35 & -0.035646 & -0.247 & 0.597006 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7748&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]0.005795[/C][C]0.0402[/C][C]0.48407[/C][/ROW]
[ROW][C]2[/C][C]-0.119795[/C][C]-0.83[/C][C]0.794667[/C][/ROW]
[ROW][C]3[/C][C]0.202047[/C][C]1.3998[/C][C]0.083998[/C][/ROW]
[ROW][C]4[/C][C]0.106968[/C][C]0.7411[/C][C]0.231123[/C][/ROW]
[ROW][C]5[/C][C]0.038945[/C][C]0.2698[/C][C]0.394229[/C][/ROW]
[ROW][C]6[/C][C]0.151448[/C][C]1.0493[/C][C]0.149656[/C][/ROW]
[ROW][C]7[/C][C]-0.029756[/C][C]-0.2062[/C][C]0.581229[/C][/ROW]
[ROW][C]8[/C][C]0.032416[/C][C]0.2246[/C][C]0.411628[/C][/ROW]
[ROW][C]9[/C][C]0.098071[/C][C]0.6795[/C][C]0.250056[/C][/ROW]
[ROW][C]10[/C][C]0.022407[/C][C]0.1552[/C][C]0.438641[/C][/ROW]
[ROW][C]11[/C][C]0.007036[/C][C]0.0487[/C][C]0.480661[/C][/ROW]
[ROW][C]12[/C][C]-0.262112[/C][C]-1.816[/C][C]0.962188[/C][/ROW]
[ROW][C]13[/C][C]-0.080472[/C][C]-0.5575[/C][C]0.710119[/C][/ROW]
[ROW][C]14[/C][C]0.016763[/C][C]0.1161[/C][C]0.454014[/C][/ROW]
[ROW][C]15[/C][C]-0.017979[/C][C]-0.1246[/C][C]0.549306[/C][/ROW]
[ROW][C]16[/C][C]-0.058715[/C][C]-0.4068[/C][C]0.657015[/C][/ROW]
[ROW][C]17[/C][C]0.047639[/C][C]0.3301[/C][C]0.371398[/C][/ROW]
[ROW][C]18[/C][C]-0.057323[/C][C]-0.3971[/C][C]0.653489[/C][/ROW]
[ROW][C]19[/C][C]0.004135[/C][C]0.0286[/C][C]0.488632[/C][/ROW]
[ROW][C]20[/C][C]0.042528[/C][C]0.2946[/C][C]0.384769[/C][/ROW]
[ROW][C]21[/C][C]0.047251[/C][C]0.3274[/C][C]0.372407[/C][/ROW]
[ROW][C]22[/C][C]-0.155396[/C][C]-1.0766[/C][C]0.856484[/C][/ROW]
[ROW][C]23[/C][C]0.086697[/C][C]0.6007[/C][C]0.275448[/C][/ROW]
[ROW][C]24[/C][C]0.076827[/C][C]0.5323[/C][C]0.298497[/C][/ROW]
[ROW][C]25[/C][C]0.009901[/C][C]0.0686[/C][C]0.472798[/C][/ROW]
[ROW][C]26[/C][C]0.16959[/C][C]1.175[/C][C]0.122905[/C][/ROW]
[ROW][C]27[/C][C]-0.014561[/C][C]-0.1009[/C][C]0.539967[/C][/ROW]
[ROW][C]28[/C][C]-0.09847[/C][C]-0.6822[/C][C]0.750811[/C][/ROW]
[ROW][C]29[/C][C]0.041056[/C][C]0.2844[/C][C]0.388647[/C][/ROW]
[ROW][C]30[/C][C]0.086602[/C][C]0.6[/C][C]0.275665[/C][/ROW]
[ROW][C]31[/C][C]-0.090729[/C][C]-0.6286[/C][C]0.733701[/C][/ROW]
[ROW][C]32[/C][C]-0.083037[/C][C]-0.5753[/C][C]0.716112[/C][/ROW]
[ROW][C]33[/C][C]-0.065034[/C][C]-0.4506[/C][C]0.672835[/C][/ROW]
[ROW][C]34[/C][C]0.135442[/C][C]0.9384[/C][C]0.176376[/C][/ROW]
[ROW][C]35[/C][C]-0.035646[/C][C]-0.247[/C][C]0.597006[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7748&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7748&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	0.005795	0.0402	0.48407
2	-0.119795	-0.83	0.794667
3	0.202047	1.3998	0.083998
4	0.106968	0.7411	0.231123
5	0.038945	0.2698	0.394229
6	0.151448	1.0493	0.149656
7	-0.029756	-0.2062	0.581229
8	0.032416	0.2246	0.411628
9	0.098071	0.6795	0.250056
10	0.022407	0.1552	0.438641
11	0.007036	0.0487	0.480661
12	-0.262112	-1.816	0.962188
13	-0.080472	-0.5575	0.710119
14	0.016763	0.1161	0.454014
15	-0.017979	-0.1246	0.549306
16	-0.058715	-0.4068	0.657015
17	0.047639	0.3301	0.371398
18	-0.057323	-0.3971	0.653489
19	0.004135	0.0286	0.488632
20	0.042528	0.2946	0.384769
21	0.047251	0.3274	0.372407
22	-0.155396	-1.0766	0.856484
23	0.086697	0.6007	0.275448
24	0.076827	0.5323	0.298497
25	0.009901	0.0686	0.472798
26	0.16959	1.175	0.122905
27	-0.014561	-0.1009	0.539967
28	-0.09847	-0.6822	0.750811
29	0.041056	0.2844	0.388647
30	0.086602	0.6	0.275665
31	-0.090729	-0.6286	0.733701
32	-0.083037	-0.5753	0.716112
33	-0.065034	-0.4506	0.672835
34	0.135442	0.9384	0.176376
35	-0.035646	-0.247	0.597006

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.005795	0.0402	0.48407
1	-0.119833	-0.8302	0.79474
2	0.206491	1.4306	0.079509
3	0.090023	0.6237	0.267888
4	0.089482	0.6199	0.269112
5	0.142171	0.985	0.164784
6	-0.059864	-0.4148	0.659915
7	0.037571	0.2603	0.397873
8	0.017916	0.1241	0.450866
9	0.014446	0.1001	0.460347
10	0.002668	0.0185	0.492664
11	-0.335867	-2.327	0.987883
12	-0.109932	-0.7616	0.774998
13	-0.113381	-0.7855	0.781997
14	0.052697	0.3651	0.358323
15	0.047439	0.3287	0.371919
16	0.139346	0.9654	0.169588
17	0.068088	0.4717	0.319629
18	0.060464	0.4189	0.338577
19	0.075348	0.522	0.302027
20	0.136865	0.9482	0.173882
21	-0.153047	-1.0603	0.852852
22	0.07099	0.4918	0.31254
23	-0.153995	-1.0669	0.854325
24	-0.036215	-0.2509	0.598521
25	0.113209	0.7843	0.218349
26	-0.061314	-0.4248	0.663558
27	-0.034773	-0.2409	0.594676
28	-0.056368	-0.3905	0.651063
29	0.065392	0.4531	0.326277
30	-0.019112	-0.1324	0.552395
31	-0.116769	-0.809	0.788746
32	-0.017008	-0.1178	0.546656
33	0.044376	0.3074	0.379917
34	0.006576	0.0456	0.481925
35	-0.092478	-0.6407	0.73762

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.005795 & 0.0402 & 0.48407 \tabularnewline
1 & -0.119833 & -0.8302 & 0.79474 \tabularnewline
2 & 0.206491 & 1.4306 & 0.079509 \tabularnewline
3 & 0.090023 & 0.6237 & 0.267888 \tabularnewline
4 & 0.089482 & 0.6199 & 0.269112 \tabularnewline
5 & 0.142171 & 0.985 & 0.164784 \tabularnewline
6 & -0.059864 & -0.4148 & 0.659915 \tabularnewline
7 & 0.037571 & 0.2603 & 0.397873 \tabularnewline
8 & 0.017916 & 0.1241 & 0.450866 \tabularnewline
9 & 0.014446 & 0.1001 & 0.460347 \tabularnewline
10 & 0.002668 & 0.0185 & 0.492664 \tabularnewline
11 & -0.335867 & -2.327 & 0.987883 \tabularnewline
12 & -0.109932 & -0.7616 & 0.774998 \tabularnewline
13 & -0.113381 & -0.7855 & 0.781997 \tabularnewline
14 & 0.052697 & 0.3651 & 0.358323 \tabularnewline
15 & 0.047439 & 0.3287 & 0.371919 \tabularnewline
16 & 0.139346 & 0.9654 & 0.169588 \tabularnewline
17 & 0.068088 & 0.4717 & 0.319629 \tabularnewline
18 & 0.060464 & 0.4189 & 0.338577 \tabularnewline
19 & 0.075348 & 0.522 & 0.302027 \tabularnewline
20 & 0.136865 & 0.9482 & 0.173882 \tabularnewline
21 & -0.153047 & -1.0603 & 0.852852 \tabularnewline
22 & 0.07099 & 0.4918 & 0.31254 \tabularnewline
23 & -0.153995 & -1.0669 & 0.854325 \tabularnewline
24 & -0.036215 & -0.2509 & 0.598521 \tabularnewline
25 & 0.113209 & 0.7843 & 0.218349 \tabularnewline
26 & -0.061314 & -0.4248 & 0.663558 \tabularnewline
27 & -0.034773 & -0.2409 & 0.594676 \tabularnewline
28 & -0.056368 & -0.3905 & 0.651063 \tabularnewline
29 & 0.065392 & 0.4531 & 0.326277 \tabularnewline
30 & -0.019112 & -0.1324 & 0.552395 \tabularnewline
31 & -0.116769 & -0.809 & 0.788746 \tabularnewline
32 & -0.017008 & -0.1178 & 0.546656 \tabularnewline
33 & 0.044376 & 0.3074 & 0.379917 \tabularnewline
34 & 0.006576 & 0.0456 & 0.481925 \tabularnewline
35 & -0.092478 & -0.6407 & 0.73762 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7748&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]0.005795[/C][C]0.0402[/C][C]0.48407[/C][/ROW]
[ROW][C]1[/C][C]-0.119833[/C][C]-0.8302[/C][C]0.79474[/C][/ROW]
[ROW][C]2[/C][C]0.206491[/C][C]1.4306[/C][C]0.079509[/C][/ROW]
[ROW][C]3[/C][C]0.090023[/C][C]0.6237[/C][C]0.267888[/C][/ROW]
[ROW][C]4[/C][C]0.089482[/C][C]0.6199[/C][C]0.269112[/C][/ROW]
[ROW][C]5[/C][C]0.142171[/C][C]0.985[/C][C]0.164784[/C][/ROW]
[ROW][C]6[/C][C]-0.059864[/C][C]-0.4148[/C][C]0.659915[/C][/ROW]
[ROW][C]7[/C][C]0.037571[/C][C]0.2603[/C][C]0.397873[/C][/ROW]
[ROW][C]8[/C][C]0.017916[/C][C]0.1241[/C][C]0.450866[/C][/ROW]
[ROW][C]9[/C][C]0.014446[/C][C]0.1001[/C][C]0.460347[/C][/ROW]
[ROW][C]10[/C][C]0.002668[/C][C]0.0185[/C][C]0.492664[/C][/ROW]
[ROW][C]11[/C][C]-0.335867[/C][C]-2.327[/C][C]0.987883[/C][/ROW]
[ROW][C]12[/C][C]-0.109932[/C][C]-0.7616[/C][C]0.774998[/C][/ROW]
[ROW][C]13[/C][C]-0.113381[/C][C]-0.7855[/C][C]0.781997[/C][/ROW]
[ROW][C]14[/C][C]0.052697[/C][C]0.3651[/C][C]0.358323[/C][/ROW]
[ROW][C]15[/C][C]0.047439[/C][C]0.3287[/C][C]0.371919[/C][/ROW]
[ROW][C]16[/C][C]0.139346[/C][C]0.9654[/C][C]0.169588[/C][/ROW]
[ROW][C]17[/C][C]0.068088[/C][C]0.4717[/C][C]0.319629[/C][/ROW]
[ROW][C]18[/C][C]0.060464[/C][C]0.4189[/C][C]0.338577[/C][/ROW]
[ROW][C]19[/C][C]0.075348[/C][C]0.522[/C][C]0.302027[/C][/ROW]
[ROW][C]20[/C][C]0.136865[/C][C]0.9482[/C][C]0.173882[/C][/ROW]
[ROW][C]21[/C][C]-0.153047[/C][C]-1.0603[/C][C]0.852852[/C][/ROW]
[ROW][C]22[/C][C]0.07099[/C][C]0.4918[/C][C]0.31254[/C][/ROW]
[ROW][C]23[/C][C]-0.153995[/C][C]-1.0669[/C][C]0.854325[/C][/ROW]
[ROW][C]24[/C][C]-0.036215[/C][C]-0.2509[/C][C]0.598521[/C][/ROW]
[ROW][C]25[/C][C]0.113209[/C][C]0.7843[/C][C]0.218349[/C][/ROW]
[ROW][C]26[/C][C]-0.061314[/C][C]-0.4248[/C][C]0.663558[/C][/ROW]
[ROW][C]27[/C][C]-0.034773[/C][C]-0.2409[/C][C]0.594676[/C][/ROW]
[ROW][C]28[/C][C]-0.056368[/C][C]-0.3905[/C][C]0.651063[/C][/ROW]
[ROW][C]29[/C][C]0.065392[/C][C]0.4531[/C][C]0.326277[/C][/ROW]
[ROW][C]30[/C][C]-0.019112[/C][C]-0.1324[/C][C]0.552395[/C][/ROW]
[ROW][C]31[/C][C]-0.116769[/C][C]-0.809[/C][C]0.788746[/C][/ROW]
[ROW][C]32[/C][C]-0.017008[/C][C]-0.1178[/C][C]0.546656[/C][/ROW]
[ROW][C]33[/C][C]0.044376[/C][C]0.3074[/C][C]0.379917[/C][/ROW]
[ROW][C]34[/C][C]0.006576[/C][C]0.0456[/C][C]0.481925[/C][/ROW]
[ROW][C]35[/C][C]-0.092478[/C][C]-0.6407[/C][C]0.73762[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7748&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7748&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	0.005795	0.0402	0.48407
1	-0.119833	-0.8302	0.79474
2	0.206491	1.4306	0.079509
3	0.090023	0.6237	0.267888
4	0.089482	0.6199	0.269112
5	0.142171	0.985	0.164784
6	-0.059864	-0.4148	0.659915
7	0.037571	0.2603	0.397873
8	0.017916	0.1241	0.450866
9	0.014446	0.1001	0.460347
10	0.002668	0.0185	0.492664
11	-0.335867	-2.327	0.987883
12	-0.109932	-0.7616	0.774998
13	-0.113381	-0.7855	0.781997
14	0.052697	0.3651	0.358323
15	0.047439	0.3287	0.371919
16	0.139346	0.9654	0.169588
17	0.068088	0.4717	0.319629
18	0.060464	0.4189	0.338577
19	0.075348	0.522	0.302027
20	0.136865	0.9482	0.173882
21	-0.153047	-1.0603	0.852852
22	0.07099	0.4918	0.31254
23	-0.153995	-1.0669	0.854325
24	-0.036215	-0.2509	0.598521
25	0.113209	0.7843	0.218349
26	-0.061314	-0.4248	0.663558
27	-0.034773	-0.2409	0.594676
28	-0.056368	-0.3905	0.651063
29	0.065392	0.4531	0.326277
30	-0.019112	-0.1324	0.552395
31	-0.116769	-0.809	0.788746
32	-0.017008	-0.1178	0.546656
33	0.044376	0.3074	0.379917
34	0.006576	0.0456	0.481925
35	-0.092478	-0.6407	0.73762

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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