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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 09:05:06 -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/t1196438075czh4fprao2iktci.htm/, Retrieved Sat, 27 Apr 2024 22:39:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7749, Retrieved Sat, 27 Apr 2024 22:39:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

wim, dhondt, paper

Estimated Impact

174

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 16:05:06] [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=7749&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=7749&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7749&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	0.186635	1.293	0.101092
2	0.187462	1.2988	0.100113
3	0.261172	1.8095	0.038323
4	-0.078519	-0.544	0.705519
5	0.076068	0.527	0.300304
6	0.030646	0.2123	0.416378
7	-0.092895	-0.6436	0.738549
8	0.054124	0.375	0.354662
9	-0.057899	-0.4011	0.654949
10	-0.040794	-0.2826	0.610661
11	0.003561	0.0247	0.49021
12	-0.234953	-1.6278	0.944943
13	-0.092873	-0.6434	0.7385
14	-0.004766	-0.033	0.513102
15	-0.07508	-0.5202	0.697333
16	-0.145553	-1.0084	0.840845
17	0.051185	0.3546	0.362213
18	0.054786	0.3796	0.35297
19	-0.101051	-0.7001	0.756379
20	0.021639	0.1499	0.440729
21	0.055452	0.3842	0.35127
22	-0.086575	-0.5998	0.724274
23	0.085542	0.5926	0.278099
24	-0.037562	-0.2602	0.602103
25	-0.125059	-0.8664	0.804718
26	0.001901	0.0132	0.494773
27	-0.143292	-0.9928	0.837097
28	-0.028302	-0.1961	0.577314
29	-0.022309	-0.1546	0.561092
30	-0.164698	-1.1411	0.870247
31	0.080168	0.5554	0.290592
32	-0.01864	-0.1291	0.551108
33	-0.189933	-1.3159	0.90277
34	-0.054647	-0.3786	0.646674
35	-0.07963	-0.5517	0.70814

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.186635 & 1.293 & 0.101092 \tabularnewline
2 & 0.187462 & 1.2988 & 0.100113 \tabularnewline
3 & 0.261172 & 1.8095 & 0.038323 \tabularnewline
4 & -0.078519 & -0.544 & 0.705519 \tabularnewline
5 & 0.076068 & 0.527 & 0.300304 \tabularnewline
6 & 0.030646 & 0.2123 & 0.416378 \tabularnewline
7 & -0.092895 & -0.6436 & 0.738549 \tabularnewline
8 & 0.054124 & 0.375 & 0.354662 \tabularnewline
9 & -0.057899 & -0.4011 & 0.654949 \tabularnewline
10 & -0.040794 & -0.2826 & 0.610661 \tabularnewline
11 & 0.003561 & 0.0247 & 0.49021 \tabularnewline
12 & -0.234953 & -1.6278 & 0.944943 \tabularnewline
13 & -0.092873 & -0.6434 & 0.7385 \tabularnewline
14 & -0.004766 & -0.033 & 0.513102 \tabularnewline
15 & -0.07508 & -0.5202 & 0.697333 \tabularnewline
16 & -0.145553 & -1.0084 & 0.840845 \tabularnewline
17 & 0.051185 & 0.3546 & 0.362213 \tabularnewline
18 & 0.054786 & 0.3796 & 0.35297 \tabularnewline
19 & -0.101051 & -0.7001 & 0.756379 \tabularnewline
20 & 0.021639 & 0.1499 & 0.440729 \tabularnewline
21 & 0.055452 & 0.3842 & 0.35127 \tabularnewline
22 & -0.086575 & -0.5998 & 0.724274 \tabularnewline
23 & 0.085542 & 0.5926 & 0.278099 \tabularnewline
24 & -0.037562 & -0.2602 & 0.602103 \tabularnewline
25 & -0.125059 & -0.8664 & 0.804718 \tabularnewline
26 & 0.001901 & 0.0132 & 0.494773 \tabularnewline
27 & -0.143292 & -0.9928 & 0.837097 \tabularnewline
28 & -0.028302 & -0.1961 & 0.577314 \tabularnewline
29 & -0.022309 & -0.1546 & 0.561092 \tabularnewline
30 & -0.164698 & -1.1411 & 0.870247 \tabularnewline
31 & 0.080168 & 0.5554 & 0.290592 \tabularnewline
32 & -0.01864 & -0.1291 & 0.551108 \tabularnewline
33 & -0.189933 & -1.3159 & 0.90277 \tabularnewline
34 & -0.054647 & -0.3786 & 0.646674 \tabularnewline
35 & -0.07963 & -0.5517 & 0.70814 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7749&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]0.186635[/C][C]1.293[/C][C]0.101092[/C][/ROW]
[ROW][C]2[/C][C]0.187462[/C][C]1.2988[/C][C]0.100113[/C][/ROW]
[ROW][C]3[/C][C]0.261172[/C][C]1.8095[/C][C]0.038323[/C][/ROW]
[ROW][C]4[/C][C]-0.078519[/C][C]-0.544[/C][C]0.705519[/C][/ROW]
[ROW][C]5[/C][C]0.076068[/C][C]0.527[/C][C]0.300304[/C][/ROW]
[ROW][C]6[/C][C]0.030646[/C][C]0.2123[/C][C]0.416378[/C][/ROW]
[ROW][C]7[/C][C]-0.092895[/C][C]-0.6436[/C][C]0.738549[/C][/ROW]
[ROW][C]8[/C][C]0.054124[/C][C]0.375[/C][C]0.354662[/C][/ROW]
[ROW][C]9[/C][C]-0.057899[/C][C]-0.4011[/C][C]0.654949[/C][/ROW]
[ROW][C]10[/C][C]-0.040794[/C][C]-0.2826[/C][C]0.610661[/C][/ROW]
[ROW][C]11[/C][C]0.003561[/C][C]0.0247[/C][C]0.49021[/C][/ROW]
[ROW][C]12[/C][C]-0.234953[/C][C]-1.6278[/C][C]0.944943[/C][/ROW]
[ROW][C]13[/C][C]-0.092873[/C][C]-0.6434[/C][C]0.7385[/C][/ROW]
[ROW][C]14[/C][C]-0.004766[/C][C]-0.033[/C][C]0.513102[/C][/ROW]
[ROW][C]15[/C][C]-0.07508[/C][C]-0.5202[/C][C]0.697333[/C][/ROW]
[ROW][C]16[/C][C]-0.145553[/C][C]-1.0084[/C][C]0.840845[/C][/ROW]
[ROW][C]17[/C][C]0.051185[/C][C]0.3546[/C][C]0.362213[/C][/ROW]
[ROW][C]18[/C][C]0.054786[/C][C]0.3796[/C][C]0.35297[/C][/ROW]
[ROW][C]19[/C][C]-0.101051[/C][C]-0.7001[/C][C]0.756379[/C][/ROW]
[ROW][C]20[/C][C]0.021639[/C][C]0.1499[/C][C]0.440729[/C][/ROW]
[ROW][C]21[/C][C]0.055452[/C][C]0.3842[/C][C]0.35127[/C][/ROW]
[ROW][C]22[/C][C]-0.086575[/C][C]-0.5998[/C][C]0.724274[/C][/ROW]
[ROW][C]23[/C][C]0.085542[/C][C]0.5926[/C][C]0.278099[/C][/ROW]
[ROW][C]24[/C][C]-0.037562[/C][C]-0.2602[/C][C]0.602103[/C][/ROW]
[ROW][C]25[/C][C]-0.125059[/C][C]-0.8664[/C][C]0.804718[/C][/ROW]
[ROW][C]26[/C][C]0.001901[/C][C]0.0132[/C][C]0.494773[/C][/ROW]
[ROW][C]27[/C][C]-0.143292[/C][C]-0.9928[/C][C]0.837097[/C][/ROW]
[ROW][C]28[/C][C]-0.028302[/C][C]-0.1961[/C][C]0.577314[/C][/ROW]
[ROW][C]29[/C][C]-0.022309[/C][C]-0.1546[/C][C]0.561092[/C][/ROW]
[ROW][C]30[/C][C]-0.164698[/C][C]-1.1411[/C][C]0.870247[/C][/ROW]
[ROW][C]31[/C][C]0.080168[/C][C]0.5554[/C][C]0.290592[/C][/ROW]
[ROW][C]32[/C][C]-0.01864[/C][C]-0.1291[/C][C]0.551108[/C][/ROW]
[ROW][C]33[/C][C]-0.189933[/C][C]-1.3159[/C][C]0.90277[/C][/ROW]
[ROW][C]34[/C][C]-0.054647[/C][C]-0.3786[/C][C]0.646674[/C][/ROW]
[ROW][C]35[/C][C]-0.07963[/C][C]-0.5517[/C][C]0.70814[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7749&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7749&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	0.186635	1.293	0.101092
2	0.187462	1.2988	0.100113
3	0.261172	1.8095	0.038323
4	-0.078519	-0.544	0.705519
5	0.076068	0.527	0.300304
6	0.030646	0.2123	0.416378
7	-0.092895	-0.6436	0.738549
8	0.054124	0.375	0.354662
9	-0.057899	-0.4011	0.654949
10	-0.040794	-0.2826	0.610661
11	0.003561	0.0247	0.49021
12	-0.234953	-1.6278	0.944943
13	-0.092873	-0.6434	0.7385
14	-0.004766	-0.033	0.513102
15	-0.07508	-0.5202	0.697333
16	-0.145553	-1.0084	0.840845
17	0.051185	0.3546	0.362213
18	0.054786	0.3796	0.35297
19	-0.101051	-0.7001	0.756379
20	0.021639	0.1499	0.440729
21	0.055452	0.3842	0.35127
22	-0.086575	-0.5998	0.724274
23	0.085542	0.5926	0.278099
24	-0.037562	-0.2602	0.602103
25	-0.125059	-0.8664	0.804718
26	0.001901	0.0132	0.494773
27	-0.143292	-0.9928	0.837097
28	-0.028302	-0.1961	0.577314
29	-0.022309	-0.1546	0.561092
30	-0.164698	-1.1411	0.870247
31	0.080168	0.5554	0.290592
32	-0.01864	-0.1291	0.551108
33	-0.189933	-1.3159	0.90277
34	-0.054647	-0.3786	0.646674
35	-0.07963	-0.5517	0.70814

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.186635	1.293	0.101092
1	0.158137	1.0956	0.139359
2	0.214874	1.4887	0.071555
3	-0.193965	-1.3438	0.907339
4	0.048237	0.3342	0.369843
5	-0.004045	-0.028	0.511119
6	-0.053573	-0.3712	0.643925
7	0.03336	0.2311	0.4091
8	-0.045233	-0.3134	0.622327
9	0.00046	0.0032	0.498736
10	-0.021705	-0.1504	0.559451
11	-0.212296	-1.4708	0.926069
12	-0.030578	-0.2119	0.58344
13	0.090153	0.6246	0.267597
14	0.04964	0.3439	0.366207
15	-0.231533	-1.6041	0.942375
16	0.126941	0.8795	0.191763
17	0.147342	1.0208	0.15623
18	-0.167801	-1.1626	0.874622
19	-0.069028	-0.4782	0.682674
20	0.15784	1.0935	0.139806
21	-0.052172	-0.3615	0.640329
22	-0.006471	-0.0448	0.517787
23	-0.108733	-0.7533	0.772534
24	-0.102315	-0.7089	0.759081
25	0.038306	0.2654	0.395921
26	-0.057303	-0.397	0.653438
27	-0.102829	-0.7124	0.760173
28	0.029307	0.203	0.419978
29	0.037367	0.2589	0.398414
30	0.002369	0.0164	0.493487
31	-0.124145	-0.8601	0.802996
32	-0.073387	-0.5084	0.693263
33	-0.071828	-0.4976	0.689494
34	0.00969	0.0671	0.473378
35	0.089975	0.6234	0.267997

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.186635 & 1.293 & 0.101092 \tabularnewline
1 & 0.158137 & 1.0956 & 0.139359 \tabularnewline
2 & 0.214874 & 1.4887 & 0.071555 \tabularnewline
3 & -0.193965 & -1.3438 & 0.907339 \tabularnewline
4 & 0.048237 & 0.3342 & 0.369843 \tabularnewline
5 & -0.004045 & -0.028 & 0.511119 \tabularnewline
6 & -0.053573 & -0.3712 & 0.643925 \tabularnewline
7 & 0.03336 & 0.2311 & 0.4091 \tabularnewline
8 & -0.045233 & -0.3134 & 0.622327 \tabularnewline
9 & 0.00046 & 0.0032 & 0.498736 \tabularnewline
10 & -0.021705 & -0.1504 & 0.559451 \tabularnewline
11 & -0.212296 & -1.4708 & 0.926069 \tabularnewline
12 & -0.030578 & -0.2119 & 0.58344 \tabularnewline
13 & 0.090153 & 0.6246 & 0.267597 \tabularnewline
14 & 0.04964 & 0.3439 & 0.366207 \tabularnewline
15 & -0.231533 & -1.6041 & 0.942375 \tabularnewline
16 & 0.126941 & 0.8795 & 0.191763 \tabularnewline
17 & 0.147342 & 1.0208 & 0.15623 \tabularnewline
18 & -0.167801 & -1.1626 & 0.874622 \tabularnewline
19 & -0.069028 & -0.4782 & 0.682674 \tabularnewline
20 & 0.15784 & 1.0935 & 0.139806 \tabularnewline
21 & -0.052172 & -0.3615 & 0.640329 \tabularnewline
22 & -0.006471 & -0.0448 & 0.517787 \tabularnewline
23 & -0.108733 & -0.7533 & 0.772534 \tabularnewline
24 & -0.102315 & -0.7089 & 0.759081 \tabularnewline
25 & 0.038306 & 0.2654 & 0.395921 \tabularnewline
26 & -0.057303 & -0.397 & 0.653438 \tabularnewline
27 & -0.102829 & -0.7124 & 0.760173 \tabularnewline
28 & 0.029307 & 0.203 & 0.419978 \tabularnewline
29 & 0.037367 & 0.2589 & 0.398414 \tabularnewline
30 & 0.002369 & 0.0164 & 0.493487 \tabularnewline
31 & -0.124145 & -0.8601 & 0.802996 \tabularnewline
32 & -0.073387 & -0.5084 & 0.693263 \tabularnewline
33 & -0.071828 & -0.4976 & 0.689494 \tabularnewline
34 & 0.00969 & 0.0671 & 0.473378 \tabularnewline
35 & 0.089975 & 0.6234 & 0.267997 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7749&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]0.186635[/C][C]1.293[/C][C]0.101092[/C][/ROW]
[ROW][C]1[/C][C]0.158137[/C][C]1.0956[/C][C]0.139359[/C][/ROW]
[ROW][C]2[/C][C]0.214874[/C][C]1.4887[/C][C]0.071555[/C][/ROW]
[ROW][C]3[/C][C]-0.193965[/C][C]-1.3438[/C][C]0.907339[/C][/ROW]
[ROW][C]4[/C][C]0.048237[/C][C]0.3342[/C][C]0.369843[/C][/ROW]
[ROW][C]5[/C][C]-0.004045[/C][C]-0.028[/C][C]0.511119[/C][/ROW]
[ROW][C]6[/C][C]-0.053573[/C][C]-0.3712[/C][C]0.643925[/C][/ROW]
[ROW][C]7[/C][C]0.03336[/C][C]0.2311[/C][C]0.4091[/C][/ROW]
[ROW][C]8[/C][C]-0.045233[/C][C]-0.3134[/C][C]0.622327[/C][/ROW]
[ROW][C]9[/C][C]0.00046[/C][C]0.0032[/C][C]0.498736[/C][/ROW]
[ROW][C]10[/C][C]-0.021705[/C][C]-0.1504[/C][C]0.559451[/C][/ROW]
[ROW][C]11[/C][C]-0.212296[/C][C]-1.4708[/C][C]0.926069[/C][/ROW]
[ROW][C]12[/C][C]-0.030578[/C][C]-0.2119[/C][C]0.58344[/C][/ROW]
[ROW][C]13[/C][C]0.090153[/C][C]0.6246[/C][C]0.267597[/C][/ROW]
[ROW][C]14[/C][C]0.04964[/C][C]0.3439[/C][C]0.366207[/C][/ROW]
[ROW][C]15[/C][C]-0.231533[/C][C]-1.6041[/C][C]0.942375[/C][/ROW]
[ROW][C]16[/C][C]0.126941[/C][C]0.8795[/C][C]0.191763[/C][/ROW]
[ROW][C]17[/C][C]0.147342[/C][C]1.0208[/C][C]0.15623[/C][/ROW]
[ROW][C]18[/C][C]-0.167801[/C][C]-1.1626[/C][C]0.874622[/C][/ROW]
[ROW][C]19[/C][C]-0.069028[/C][C]-0.4782[/C][C]0.682674[/C][/ROW]
[ROW][C]20[/C][C]0.15784[/C][C]1.0935[/C][C]0.139806[/C][/ROW]
[ROW][C]21[/C][C]-0.052172[/C][C]-0.3615[/C][C]0.640329[/C][/ROW]
[ROW][C]22[/C][C]-0.006471[/C][C]-0.0448[/C][C]0.517787[/C][/ROW]
[ROW][C]23[/C][C]-0.108733[/C][C]-0.7533[/C][C]0.772534[/C][/ROW]
[ROW][C]24[/C][C]-0.102315[/C][C]-0.7089[/C][C]0.759081[/C][/ROW]
[ROW][C]25[/C][C]0.038306[/C][C]0.2654[/C][C]0.395921[/C][/ROW]
[ROW][C]26[/C][C]-0.057303[/C][C]-0.397[/C][C]0.653438[/C][/ROW]
[ROW][C]27[/C][C]-0.102829[/C][C]-0.7124[/C][C]0.760173[/C][/ROW]
[ROW][C]28[/C][C]0.029307[/C][C]0.203[/C][C]0.419978[/C][/ROW]
[ROW][C]29[/C][C]0.037367[/C][C]0.2589[/C][C]0.398414[/C][/ROW]
[ROW][C]30[/C][C]0.002369[/C][C]0.0164[/C][C]0.493487[/C][/ROW]
[ROW][C]31[/C][C]-0.124145[/C][C]-0.8601[/C][C]0.802996[/C][/ROW]
[ROW][C]32[/C][C]-0.073387[/C][C]-0.5084[/C][C]0.693263[/C][/ROW]
[ROW][C]33[/C][C]-0.071828[/C][C]-0.4976[/C][C]0.689494[/C][/ROW]
[ROW][C]34[/C][C]0.00969[/C][C]0.0671[/C][C]0.473378[/C][/ROW]
[ROW][C]35[/C][C]0.089975[/C][C]0.6234[/C][C]0.267997[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7749&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7749&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	0.186635	1.293	0.101092
1	0.158137	1.0956	0.139359
2	0.214874	1.4887	0.071555
3	-0.193965	-1.3438	0.907339
4	0.048237	0.3342	0.369843
5	-0.004045	-0.028	0.511119
6	-0.053573	-0.3712	0.643925
7	0.03336	0.2311	0.4091
8	-0.045233	-0.3134	0.622327
9	0.00046	0.0032	0.498736
10	-0.021705	-0.1504	0.559451
11	-0.212296	-1.4708	0.926069
12	-0.030578	-0.2119	0.58344
13	0.090153	0.6246	0.267597
14	0.04964	0.3439	0.366207
15	-0.231533	-1.6041	0.942375
16	0.126941	0.8795	0.191763
17	0.147342	1.0208	0.15623
18	-0.167801	-1.1626	0.874622
19	-0.069028	-0.4782	0.682674
20	0.15784	1.0935	0.139806
21	-0.052172	-0.3615	0.640329
22	-0.006471	-0.0448	0.517787
23	-0.108733	-0.7533	0.772534
24	-0.102315	-0.7089	0.759081
25	0.038306	0.2654	0.395921
26	-0.057303	-0.397	0.653438
27	-0.102829	-0.7124	0.760173
28	0.029307	0.203	0.419978
29	0.037367	0.2589	0.398414
30	0.002369	0.0164	0.493487
31	-0.124145	-0.8601	0.802996
32	-0.073387	-0.5084	0.693263
33	-0.071828	-0.4976	0.689494
34	0.00969	0.0671	0.473378
35	0.089975	0.6234	0.267997

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