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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 09:10:02 -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/t1196438372tfus1mdiokqx1u6.htm/, Retrieved Sun, 28 Apr 2024 09:53:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7751, Retrieved Sun, 28 Apr 2024 09:53:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

wim, dhondt, paper

Estimated Impact

186

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 16:10:02] [014bfc073eb4f6c1ae65a07cc44c50c0] [Current]

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Dataseries X:

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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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7751&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7751&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7751&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	0.093438	0.6474	0.260243
2	0.022206	0.1538	0.439188
3	0.232154	1.6084	0.057152
4	-0.066386	-0.4599	0.67618
5	0.015308	0.1061	0.457991
6	0.163979	1.1361	0.130782
7	-0.146226	-1.0131	0.84195
8	0.017661	0.1224	0.451563
9	0.201573	1.3965	0.084489
10	-0.168936	-1.1704	0.876195
11	-0.088285	-0.6117	0.728175
12	-0.154023	-1.0671	0.854369
13	-0.111887	-0.7752	0.77898
14	0.110064	0.7625	0.224733
15	-0.107331	-0.7436	0.769632
16	-0.108046	-0.7486	0.771114
17	0.133141	0.9224	0.18046
18	-0.018754	-0.1299	0.551417
19	-0.156786	-1.0862	0.858602
20	0.032612	0.2259	0.411104
21	-0.039623	-0.2745	0.607566
22	-0.142001	-0.9838	0.83493
23	0.093939	0.6508	0.25913
24	-0.236131	-1.636	0.945806
25	-0.199915	-1.385	0.91378
26	-0.012536	-0.0869	0.534424
27	-0.018633	-0.1291	0.551088
28	-0.036706	-0.2543	0.599827
29	0.083206	0.5765	0.283496
30	0.023643	0.1638	0.435286
31	0.023823	0.1651	0.434798
32	0.057319	0.3971	0.34652
33	-0.149223	-1.0338	0.846806
34	0.070544	0.4887	0.313625
35	0.03102	0.2149	0.415373

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.093438 & 0.6474 & 0.260243 \tabularnewline
2 & 0.022206 & 0.1538 & 0.439188 \tabularnewline
3 & 0.232154 & 1.6084 & 0.057152 \tabularnewline
4 & -0.066386 & -0.4599 & 0.67618 \tabularnewline
5 & 0.015308 & 0.1061 & 0.457991 \tabularnewline
6 & 0.163979 & 1.1361 & 0.130782 \tabularnewline
7 & -0.146226 & -1.0131 & 0.84195 \tabularnewline
8 & 0.017661 & 0.1224 & 0.451563 \tabularnewline
9 & 0.201573 & 1.3965 & 0.084489 \tabularnewline
10 & -0.168936 & -1.1704 & 0.876195 \tabularnewline
11 & -0.088285 & -0.6117 & 0.728175 \tabularnewline
12 & -0.154023 & -1.0671 & 0.854369 \tabularnewline
13 & -0.111887 & -0.7752 & 0.77898 \tabularnewline
14 & 0.110064 & 0.7625 & 0.224733 \tabularnewline
15 & -0.107331 & -0.7436 & 0.769632 \tabularnewline
16 & -0.108046 & -0.7486 & 0.771114 \tabularnewline
17 & 0.133141 & 0.9224 & 0.18046 \tabularnewline
18 & -0.018754 & -0.1299 & 0.551417 \tabularnewline
19 & -0.156786 & -1.0862 & 0.858602 \tabularnewline
20 & 0.032612 & 0.2259 & 0.411104 \tabularnewline
21 & -0.039623 & -0.2745 & 0.607566 \tabularnewline
22 & -0.142001 & -0.9838 & 0.83493 \tabularnewline
23 & 0.093939 & 0.6508 & 0.25913 \tabularnewline
24 & -0.236131 & -1.636 & 0.945806 \tabularnewline
25 & -0.199915 & -1.385 & 0.91378 \tabularnewline
26 & -0.012536 & -0.0869 & 0.534424 \tabularnewline
27 & -0.018633 & -0.1291 & 0.551088 \tabularnewline
28 & -0.036706 & -0.2543 & 0.599827 \tabularnewline
29 & 0.083206 & 0.5765 & 0.283496 \tabularnewline
30 & 0.023643 & 0.1638 & 0.435286 \tabularnewline
31 & 0.023823 & 0.1651 & 0.434798 \tabularnewline
32 & 0.057319 & 0.3971 & 0.34652 \tabularnewline
33 & -0.149223 & -1.0338 & 0.846806 \tabularnewline
34 & 0.070544 & 0.4887 & 0.313625 \tabularnewline
35 & 0.03102 & 0.2149 & 0.415373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7751&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]0.093438[/C][C]0.6474[/C][C]0.260243[/C][/ROW]
[ROW][C]2[/C][C]0.022206[/C][C]0.1538[/C][C]0.439188[/C][/ROW]
[ROW][C]3[/C][C]0.232154[/C][C]1.6084[/C][C]0.057152[/C][/ROW]
[ROW][C]4[/C][C]-0.066386[/C][C]-0.4599[/C][C]0.67618[/C][/ROW]
[ROW][C]5[/C][C]0.015308[/C][C]0.1061[/C][C]0.457991[/C][/ROW]
[ROW][C]6[/C][C]0.163979[/C][C]1.1361[/C][C]0.130782[/C][/ROW]
[ROW][C]7[/C][C]-0.146226[/C][C]-1.0131[/C][C]0.84195[/C][/ROW]
[ROW][C]8[/C][C]0.017661[/C][C]0.1224[/C][C]0.451563[/C][/ROW]
[ROW][C]9[/C][C]0.201573[/C][C]1.3965[/C][C]0.084489[/C][/ROW]
[ROW][C]10[/C][C]-0.168936[/C][C]-1.1704[/C][C]0.876195[/C][/ROW]
[ROW][C]11[/C][C]-0.088285[/C][C]-0.6117[/C][C]0.728175[/C][/ROW]
[ROW][C]12[/C][C]-0.154023[/C][C]-1.0671[/C][C]0.854369[/C][/ROW]
[ROW][C]13[/C][C]-0.111887[/C][C]-0.7752[/C][C]0.77898[/C][/ROW]
[ROW][C]14[/C][C]0.110064[/C][C]0.7625[/C][C]0.224733[/C][/ROW]
[ROW][C]15[/C][C]-0.107331[/C][C]-0.7436[/C][C]0.769632[/C][/ROW]
[ROW][C]16[/C][C]-0.108046[/C][C]-0.7486[/C][C]0.771114[/C][/ROW]
[ROW][C]17[/C][C]0.133141[/C][C]0.9224[/C][C]0.18046[/C][/ROW]
[ROW][C]18[/C][C]-0.018754[/C][C]-0.1299[/C][C]0.551417[/C][/ROW]
[ROW][C]19[/C][C]-0.156786[/C][C]-1.0862[/C][C]0.858602[/C][/ROW]
[ROW][C]20[/C][C]0.032612[/C][C]0.2259[/C][C]0.411104[/C][/ROW]
[ROW][C]21[/C][C]-0.039623[/C][C]-0.2745[/C][C]0.607566[/C][/ROW]
[ROW][C]22[/C][C]-0.142001[/C][C]-0.9838[/C][C]0.83493[/C][/ROW]
[ROW][C]23[/C][C]0.093939[/C][C]0.6508[/C][C]0.25913[/C][/ROW]
[ROW][C]24[/C][C]-0.236131[/C][C]-1.636[/C][C]0.945806[/C][/ROW]
[ROW][C]25[/C][C]-0.199915[/C][C]-1.385[/C][C]0.91378[/C][/ROW]
[ROW][C]26[/C][C]-0.012536[/C][C]-0.0869[/C][C]0.534424[/C][/ROW]
[ROW][C]27[/C][C]-0.018633[/C][C]-0.1291[/C][C]0.551088[/C][/ROW]
[ROW][C]28[/C][C]-0.036706[/C][C]-0.2543[/C][C]0.599827[/C][/ROW]
[ROW][C]29[/C][C]0.083206[/C][C]0.5765[/C][C]0.283496[/C][/ROW]
[ROW][C]30[/C][C]0.023643[/C][C]0.1638[/C][C]0.435286[/C][/ROW]
[ROW][C]31[/C][C]0.023823[/C][C]0.1651[/C][C]0.434798[/C][/ROW]
[ROW][C]32[/C][C]0.057319[/C][C]0.3971[/C][C]0.34652[/C][/ROW]
[ROW][C]33[/C][C]-0.149223[/C][C]-1.0338[/C][C]0.846806[/C][/ROW]
[ROW][C]34[/C][C]0.070544[/C][C]0.4887[/C][C]0.313625[/C][/ROW]
[ROW][C]35[/C][C]0.03102[/C][C]0.2149[/C][C]0.415373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7751&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7751&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	0.093438	0.6474	0.260243
2	0.022206	0.1538	0.439188
3	0.232154	1.6084	0.057152
4	-0.066386	-0.4599	0.67618
5	0.015308	0.1061	0.457991
6	0.163979	1.1361	0.130782
7	-0.146226	-1.0131	0.84195
8	0.017661	0.1224	0.451563
9	0.201573	1.3965	0.084489
10	-0.168936	-1.1704	0.876195
11	-0.088285	-0.6117	0.728175
12	-0.154023	-1.0671	0.854369
13	-0.111887	-0.7752	0.77898
14	0.110064	0.7625	0.224733
15	-0.107331	-0.7436	0.769632
16	-0.108046	-0.7486	0.771114
17	0.133141	0.9224	0.18046
18	-0.018754	-0.1299	0.551417
19	-0.156786	-1.0862	0.858602
20	0.032612	0.2259	0.411104
21	-0.039623	-0.2745	0.607566
22	-0.142001	-0.9838	0.83493
23	0.093939	0.6508	0.25913
24	-0.236131	-1.636	0.945806
25	-0.199915	-1.385	0.91378
26	-0.012536	-0.0869	0.534424
27	-0.018633	-0.1291	0.551088
28	-0.036706	-0.2543	0.599827
29	0.083206	0.5765	0.283496
30	0.023643	0.1638	0.435286
31	0.023823	0.1651	0.434798
32	0.057319	0.3971	0.34652
33	-0.149223	-1.0338	0.846806
34	0.070544	0.4887	0.313625
35	0.03102	0.2149	0.415373

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.093438	0.6474	0.260243
1	0.013594	0.0942	0.462679
2	0.230896	1.5997	0.058115
3	-0.115596	-0.8009	0.786424
4	0.032868	0.2277	0.410418
5	0.113091	0.7835	0.218587
6	-0.147513	-1.022	0.844049
7	0.039016	0.2703	0.39404
8	0.154483	1.0703	0.14492
9	-0.148964	-1.0321	0.84639
10	-0.103445	-0.7167	0.761481
11	-0.235508	-1.6317	0.945351
12	0.072296	0.5009	0.309373
13	0.13604	0.9425	0.175325
14	-0.14434	-1	0.838842
15	-0.010442	-0.0723	0.528685
16	0.11343	0.7859	0.217905
17	0.009982	0.0692	0.472577
18	-0.188565	-1.3064	0.901182
19	-0.000479	-0.0033	0.501318
20	0.160232	1.1101	0.13624
21	-0.232813	-1.613	0.943347
22	-0.07496	-0.5193	0.697043
23	-0.20067	-1.3903	0.914572
24	-0.031371	-0.2173	0.58557
25	-0.11098	-0.7689	0.777138
26	0.046302	0.3208	0.374881
27	0.146989	1.0184	0.156805
28	0.097802	0.6776	0.250641
29	-0.01707	-0.1183	0.546825
30	-0.04682	-0.3244	0.626469
31	0.022564	0.1563	0.438216
32	-0.088704	-0.6146	0.729127
33	-0.037315	-0.2585	0.601448
34	-0.069114	-0.4788	0.682884
35	-0.044317	-0.307	0.619928

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.093438 & 0.6474 & 0.260243 \tabularnewline
1 & 0.013594 & 0.0942 & 0.462679 \tabularnewline
2 & 0.230896 & 1.5997 & 0.058115 \tabularnewline
3 & -0.115596 & -0.8009 & 0.786424 \tabularnewline
4 & 0.032868 & 0.2277 & 0.410418 \tabularnewline
5 & 0.113091 & 0.7835 & 0.218587 \tabularnewline
6 & -0.147513 & -1.022 & 0.844049 \tabularnewline
7 & 0.039016 & 0.2703 & 0.39404 \tabularnewline
8 & 0.154483 & 1.0703 & 0.14492 \tabularnewline
9 & -0.148964 & -1.0321 & 0.84639 \tabularnewline
10 & -0.103445 & -0.7167 & 0.761481 \tabularnewline
11 & -0.235508 & -1.6317 & 0.945351 \tabularnewline
12 & 0.072296 & 0.5009 & 0.309373 \tabularnewline
13 & 0.13604 & 0.9425 & 0.175325 \tabularnewline
14 & -0.14434 & -1 & 0.838842 \tabularnewline
15 & -0.010442 & -0.0723 & 0.528685 \tabularnewline
16 & 0.11343 & 0.7859 & 0.217905 \tabularnewline
17 & 0.009982 & 0.0692 & 0.472577 \tabularnewline
18 & -0.188565 & -1.3064 & 0.901182 \tabularnewline
19 & -0.000479 & -0.0033 & 0.501318 \tabularnewline
20 & 0.160232 & 1.1101 & 0.13624 \tabularnewline
21 & -0.232813 & -1.613 & 0.943347 \tabularnewline
22 & -0.07496 & -0.5193 & 0.697043 \tabularnewline
23 & -0.20067 & -1.3903 & 0.914572 \tabularnewline
24 & -0.031371 & -0.2173 & 0.58557 \tabularnewline
25 & -0.11098 & -0.7689 & 0.777138 \tabularnewline
26 & 0.046302 & 0.3208 & 0.374881 \tabularnewline
27 & 0.146989 & 1.0184 & 0.156805 \tabularnewline
28 & 0.097802 & 0.6776 & 0.250641 \tabularnewline
29 & -0.01707 & -0.1183 & 0.546825 \tabularnewline
30 & -0.04682 & -0.3244 & 0.626469 \tabularnewline
31 & 0.022564 & 0.1563 & 0.438216 \tabularnewline
32 & -0.088704 & -0.6146 & 0.729127 \tabularnewline
33 & -0.037315 & -0.2585 & 0.601448 \tabularnewline
34 & -0.069114 & -0.4788 & 0.682884 \tabularnewline
35 & -0.044317 & -0.307 & 0.619928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7751&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]0.093438[/C][C]0.6474[/C][C]0.260243[/C][/ROW]
[ROW][C]1[/C][C]0.013594[/C][C]0.0942[/C][C]0.462679[/C][/ROW]
[ROW][C]2[/C][C]0.230896[/C][C]1.5997[/C][C]0.058115[/C][/ROW]
[ROW][C]3[/C][C]-0.115596[/C][C]-0.8009[/C][C]0.786424[/C][/ROW]
[ROW][C]4[/C][C]0.032868[/C][C]0.2277[/C][C]0.410418[/C][/ROW]
[ROW][C]5[/C][C]0.113091[/C][C]0.7835[/C][C]0.218587[/C][/ROW]
[ROW][C]6[/C][C]-0.147513[/C][C]-1.022[/C][C]0.844049[/C][/ROW]
[ROW][C]7[/C][C]0.039016[/C][C]0.2703[/C][C]0.39404[/C][/ROW]
[ROW][C]8[/C][C]0.154483[/C][C]1.0703[/C][C]0.14492[/C][/ROW]
[ROW][C]9[/C][C]-0.148964[/C][C]-1.0321[/C][C]0.84639[/C][/ROW]
[ROW][C]10[/C][C]-0.103445[/C][C]-0.7167[/C][C]0.761481[/C][/ROW]
[ROW][C]11[/C][C]-0.235508[/C][C]-1.6317[/C][C]0.945351[/C][/ROW]
[ROW][C]12[/C][C]0.072296[/C][C]0.5009[/C][C]0.309373[/C][/ROW]
[ROW][C]13[/C][C]0.13604[/C][C]0.9425[/C][C]0.175325[/C][/ROW]
[ROW][C]14[/C][C]-0.14434[/C][C]-1[/C][C]0.838842[/C][/ROW]
[ROW][C]15[/C][C]-0.010442[/C][C]-0.0723[/C][C]0.528685[/C][/ROW]
[ROW][C]16[/C][C]0.11343[/C][C]0.7859[/C][C]0.217905[/C][/ROW]
[ROW][C]17[/C][C]0.009982[/C][C]0.0692[/C][C]0.472577[/C][/ROW]
[ROW][C]18[/C][C]-0.188565[/C][C]-1.3064[/C][C]0.901182[/C][/ROW]
[ROW][C]19[/C][C]-0.000479[/C][C]-0.0033[/C][C]0.501318[/C][/ROW]
[ROW][C]20[/C][C]0.160232[/C][C]1.1101[/C][C]0.13624[/C][/ROW]
[ROW][C]21[/C][C]-0.232813[/C][C]-1.613[/C][C]0.943347[/C][/ROW]
[ROW][C]22[/C][C]-0.07496[/C][C]-0.5193[/C][C]0.697043[/C][/ROW]
[ROW][C]23[/C][C]-0.20067[/C][C]-1.3903[/C][C]0.914572[/C][/ROW]
[ROW][C]24[/C][C]-0.031371[/C][C]-0.2173[/C][C]0.58557[/C][/ROW]
[ROW][C]25[/C][C]-0.11098[/C][C]-0.7689[/C][C]0.777138[/C][/ROW]
[ROW][C]26[/C][C]0.046302[/C][C]0.3208[/C][C]0.374881[/C][/ROW]
[ROW][C]27[/C][C]0.146989[/C][C]1.0184[/C][C]0.156805[/C][/ROW]
[ROW][C]28[/C][C]0.097802[/C][C]0.6776[/C][C]0.250641[/C][/ROW]
[ROW][C]29[/C][C]-0.01707[/C][C]-0.1183[/C][C]0.546825[/C][/ROW]
[ROW][C]30[/C][C]-0.04682[/C][C]-0.3244[/C][C]0.626469[/C][/ROW]
[ROW][C]31[/C][C]0.022564[/C][C]0.1563[/C][C]0.438216[/C][/ROW]
[ROW][C]32[/C][C]-0.088704[/C][C]-0.6146[/C][C]0.729127[/C][/ROW]
[ROW][C]33[/C][C]-0.037315[/C][C]-0.2585[/C][C]0.601448[/C][/ROW]
[ROW][C]34[/C][C]-0.069114[/C][C]-0.4788[/C][C]0.682884[/C][/ROW]
[ROW][C]35[/C][C]-0.044317[/C][C]-0.307[/C][C]0.619928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7751&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7751&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	0.093438	0.6474	0.260243
1	0.013594	0.0942	0.462679
2	0.230896	1.5997	0.058115
3	-0.115596	-0.8009	0.786424
4	0.032868	0.2277	0.410418
5	0.113091	0.7835	0.218587
6	-0.147513	-1.022	0.844049
7	0.039016	0.2703	0.39404
8	0.154483	1.0703	0.14492
9	-0.148964	-1.0321	0.84639
10	-0.103445	-0.7167	0.761481
11	-0.235508	-1.6317	0.945351
12	0.072296	0.5009	0.309373
13	0.13604	0.9425	0.175325
14	-0.14434	-1	0.838842
15	-0.010442	-0.0723	0.528685
16	0.11343	0.7859	0.217905
17	0.009982	0.0692	0.472577
18	-0.188565	-1.3064	0.901182
19	-0.000479	-0.0033	0.501318
20	0.160232	1.1101	0.13624
21	-0.232813	-1.613	0.943347
22	-0.07496	-0.5193	0.697043
23	-0.20067	-1.3903	0.914572
24	-0.031371	-0.2173	0.58557
25	-0.11098	-0.7689	0.777138
26	0.046302	0.3208	0.374881
27	0.146989	1.0184	0.156805
28	0.097802	0.6776	0.250641
29	-0.01707	-0.1183	0.546825
30	-0.04682	-0.3244	0.626469
31	0.022564	0.1563	0.438216
32	-0.088704	-0.6146	0.729127
33	-0.037315	-0.2585	0.601448
34	-0.069114	-0.4788	0.682884
35	-0.044317	-0.307	0.619928

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