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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 13:08:10 -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/2008/Dec/02/t1228248585lzyq2jei5axe2v8.htm/, Retrieved Sun, 19 May 2024 12:13:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28331, Retrieved Sun, 19 May 2024 12:13:58 +0000

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Estimated Impact

146

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

F       [(Partial) Autocorrelation Function] [Non stat time ser...] [2008-12-02 20:08:10] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [Current]

Feedback Forum

2008-12-09 23:01:05 [Gert-Jan Geudens] [reply] 
We zien hier duidelijk een lineaire trend en dus moeten we niet-seizonaal differentiëren (d=1).

Post a new message

Dataseries X:

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Summary of computational 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 computational 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=28331&T=0

[TABLE]
[ROW][C]Summary of computational 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=28331&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28331&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 computational 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
1	0.954934	7.4583	0
2	0.879489	6.869	0
3	0.787816	6.153	0
4	0.696545	5.4402	0
5	0.610445	4.7677	6e-06
6	0.538113	4.2028	4.4e-05
7	0.475181	3.7113	0.000224
8	0.41775	3.2627	0.000905
9	0.363247	2.837	0.003086
10	0.317036	2.4761	0.008036
11	0.273577	2.1367	0.018321
12	0.231357	1.807	0.037851
13	0.19701	1.5387	0.064524
14	0.165447	1.2922	0.100584
15	0.131667	1.0284	0.153922
16	0.099896	0.7802	0.219142
17	0.074683	0.5833	0.280923
18	0.059614	0.4656	0.321581
19	0.048895	0.3819	0.351939
20	0.03932	0.3071	0.379907
21	0.037708	0.2945	0.384685
22	0.03422	0.2673	0.395084
23	0.030371	0.2372	0.406646
24	0.021079	0.1646	0.434888
25	0.003017	0.0236	0.490638
26	-0.026726	-0.2087	0.417675
27	-0.06039	-0.4717	0.319425
28	-0.088656	-0.6924	0.24565
29	-0.116516	-0.91	0.183198
30	-0.140793	-1.0996	0.137907
31	-0.154756	-1.2087	0.115725
32	-0.16342	-1.2763	0.103335
33	-0.172653	-1.3485	0.091248
34	-0.177459	-1.386	0.085397
35	-0.183491	-1.4331	0.078466
36	-0.201959	-1.5773	0.059944

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.954934 & 7.4583 & 0 \tabularnewline
2 & 0.879489 & 6.869 & 0 \tabularnewline
3 & 0.787816 & 6.153 & 0 \tabularnewline
4 & 0.696545 & 5.4402 & 0 \tabularnewline
5 & 0.610445 & 4.7677 & 6e-06 \tabularnewline
6 & 0.538113 & 4.2028 & 4.4e-05 \tabularnewline
7 & 0.475181 & 3.7113 & 0.000224 \tabularnewline
8 & 0.41775 & 3.2627 & 0.000905 \tabularnewline
9 & 0.363247 & 2.837 & 0.003086 \tabularnewline
10 & 0.317036 & 2.4761 & 0.008036 \tabularnewline
11 & 0.273577 & 2.1367 & 0.018321 \tabularnewline
12 & 0.231357 & 1.807 & 0.037851 \tabularnewline
13 & 0.19701 & 1.5387 & 0.064524 \tabularnewline
14 & 0.165447 & 1.2922 & 0.100584 \tabularnewline
15 & 0.131667 & 1.0284 & 0.153922 \tabularnewline
16 & 0.099896 & 0.7802 & 0.219142 \tabularnewline
17 & 0.074683 & 0.5833 & 0.280923 \tabularnewline
18 & 0.059614 & 0.4656 & 0.321581 \tabularnewline
19 & 0.048895 & 0.3819 & 0.351939 \tabularnewline
20 & 0.03932 & 0.3071 & 0.379907 \tabularnewline
21 & 0.037708 & 0.2945 & 0.384685 \tabularnewline
22 & 0.03422 & 0.2673 & 0.395084 \tabularnewline
23 & 0.030371 & 0.2372 & 0.406646 \tabularnewline
24 & 0.021079 & 0.1646 & 0.434888 \tabularnewline
25 & 0.003017 & 0.0236 & 0.490638 \tabularnewline
26 & -0.026726 & -0.2087 & 0.417675 \tabularnewline
27 & -0.06039 & -0.4717 & 0.319425 \tabularnewline
28 & -0.088656 & -0.6924 & 0.24565 \tabularnewline
29 & -0.116516 & -0.91 & 0.183198 \tabularnewline
30 & -0.140793 & -1.0996 & 0.137907 \tabularnewline
31 & -0.154756 & -1.2087 & 0.115725 \tabularnewline
32 & -0.16342 & -1.2763 & 0.103335 \tabularnewline
33 & -0.172653 & -1.3485 & 0.091248 \tabularnewline
34 & -0.177459 & -1.386 & 0.085397 \tabularnewline
35 & -0.183491 & -1.4331 & 0.078466 \tabularnewline
36 & -0.201959 & -1.5773 & 0.059944 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28331&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]1[/C][C]0.954934[/C][C]7.4583[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.879489[/C][C]6.869[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.787816[/C][C]6.153[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.696545[/C][C]5.4402[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.610445[/C][C]4.7677[/C][C]6e-06[/C][/ROW]
[ROW][C]6[/C][C]0.538113[/C][C]4.2028[/C][C]4.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.475181[/C][C]3.7113[/C][C]0.000224[/C][/ROW]
[ROW][C]8[/C][C]0.41775[/C][C]3.2627[/C][C]0.000905[/C][/ROW]
[ROW][C]9[/C][C]0.363247[/C][C]2.837[/C][C]0.003086[/C][/ROW]
[ROW][C]10[/C][C]0.317036[/C][C]2.4761[/C][C]0.008036[/C][/ROW]
[ROW][C]11[/C][C]0.273577[/C][C]2.1367[/C][C]0.018321[/C][/ROW]
[ROW][C]12[/C][C]0.231357[/C][C]1.807[/C][C]0.037851[/C][/ROW]
[ROW][C]13[/C][C]0.19701[/C][C]1.5387[/C][C]0.064524[/C][/ROW]
[ROW][C]14[/C][C]0.165447[/C][C]1.2922[/C][C]0.100584[/C][/ROW]
[ROW][C]15[/C][C]0.131667[/C][C]1.0284[/C][C]0.153922[/C][/ROW]
[ROW][C]16[/C][C]0.099896[/C][C]0.7802[/C][C]0.219142[/C][/ROW]
[ROW][C]17[/C][C]0.074683[/C][C]0.5833[/C][C]0.280923[/C][/ROW]
[ROW][C]18[/C][C]0.059614[/C][C]0.4656[/C][C]0.321581[/C][/ROW]
[ROW][C]19[/C][C]0.048895[/C][C]0.3819[/C][C]0.351939[/C][/ROW]
[ROW][C]20[/C][C]0.03932[/C][C]0.3071[/C][C]0.379907[/C][/ROW]
[ROW][C]21[/C][C]0.037708[/C][C]0.2945[/C][C]0.384685[/C][/ROW]
[ROW][C]22[/C][C]0.03422[/C][C]0.2673[/C][C]0.395084[/C][/ROW]
[ROW][C]23[/C][C]0.030371[/C][C]0.2372[/C][C]0.406646[/C][/ROW]
[ROW][C]24[/C][C]0.021079[/C][C]0.1646[/C][C]0.434888[/C][/ROW]
[ROW][C]25[/C][C]0.003017[/C][C]0.0236[/C][C]0.490638[/C][/ROW]
[ROW][C]26[/C][C]-0.026726[/C][C]-0.2087[/C][C]0.417675[/C][/ROW]
[ROW][C]27[/C][C]-0.06039[/C][C]-0.4717[/C][C]0.319425[/C][/ROW]
[ROW][C]28[/C][C]-0.088656[/C][C]-0.6924[/C][C]0.24565[/C][/ROW]
[ROW][C]29[/C][C]-0.116516[/C][C]-0.91[/C][C]0.183198[/C][/ROW]
[ROW][C]30[/C][C]-0.140793[/C][C]-1.0996[/C][C]0.137907[/C][/ROW]
[ROW][C]31[/C][C]-0.154756[/C][C]-1.2087[/C][C]0.115725[/C][/ROW]
[ROW][C]32[/C][C]-0.16342[/C][C]-1.2763[/C][C]0.103335[/C][/ROW]
[ROW][C]33[/C][C]-0.172653[/C][C]-1.3485[/C][C]0.091248[/C][/ROW]
[ROW][C]34[/C][C]-0.177459[/C][C]-1.386[/C][C]0.085397[/C][/ROW]
[ROW][C]35[/C][C]-0.183491[/C][C]-1.4331[/C][C]0.078466[/C][/ROW]
[ROW][C]36[/C][C]-0.201959[/C][C]-1.5773[/C][C]0.059944[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28331&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28331&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
1	0.954934	7.4583	0
2	0.879489	6.869	0
3	0.787816	6.153	0
4	0.696545	5.4402	0
5	0.610445	4.7677	6e-06
6	0.538113	4.2028	4.4e-05
7	0.475181	3.7113	0.000224
8	0.41775	3.2627	0.000905
9	0.363247	2.837	0.003086
10	0.317036	2.4761	0.008036
11	0.273577	2.1367	0.018321
12	0.231357	1.807	0.037851
13	0.19701	1.5387	0.064524
14	0.165447	1.2922	0.100584
15	0.131667	1.0284	0.153922
16	0.099896	0.7802	0.219142
17	0.074683	0.5833	0.280923
18	0.059614	0.4656	0.321581
19	0.048895	0.3819	0.351939
20	0.03932	0.3071	0.379907
21	0.037708	0.2945	0.384685
22	0.03422	0.2673	0.395084
23	0.030371	0.2372	0.406646
24	0.021079	0.1646	0.434888
25	0.003017	0.0236	0.490638
26	-0.026726	-0.2087	0.417675
27	-0.06039	-0.4717	0.319425
28	-0.088656	-0.6924	0.24565
29	-0.116516	-0.91	0.183198
30	-0.140793	-1.0996	0.137907
31	-0.154756	-1.2087	0.115725
32	-0.16342	-1.2763	0.103335
33	-0.172653	-1.3485	0.091248
34	-0.177459	-1.386	0.085397
35	-0.183491	-1.4331	0.078466
36	-0.201959	-1.5773	0.059944

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.954934	7.4583	0
2	-0.367882	-2.8732	0.002792
3	-0.127367	-0.9948	0.16189
4	0.043206	0.3375	0.368467
5	-0.00128	-0.01	0.496028
6	0.074844	0.5846	0.280503
7	-0.028798	-0.2249	0.411397
8	-0.049686	-0.3881	0.349662
9	-0.02556	-0.1996	0.421218
10	0.062844	0.4908	0.312655
11	-0.046223	-0.361	0.35967
12	-0.04405	-0.344	0.365998
13	0.075325	0.5883	0.27925
14	-0.053046	-0.4143	0.340053
15	-0.075646	-0.5908	0.278413
16	0.031741	0.2479	0.402519
17	0.046511	0.3633	0.358834
18	0.06435	0.5026	0.308532
19	-0.038745	-0.3026	0.38161
20	-0.055877	-0.4364	0.33204
21	0.101528	0.793	0.215437
22	-0.057781	-0.4513	0.326693
23	0.000417	0.0033	0.498707
24	-0.076733	-0.5993	0.275594
25	-0.090207	-0.7045	0.241889
26	-0.072401	-0.5655	0.286914
27	0.009084	0.0709	0.471837
28	0.072759	0.5683	0.285971
29	-0.102714	-0.8022	0.212769
30	0.015575	0.1216	0.451791
31	0.066007	0.5155	0.304024
32	-0.06059	-0.4732	0.318872
33	-0.032455	-0.2535	0.400376
34	0.054051	0.4222	0.337198
35	-0.077558	-0.6057	0.273465
36	-0.188338	-1.471	0.07322

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.954934 & 7.4583 & 0 \tabularnewline
2 & -0.367882 & -2.8732 & 0.002792 \tabularnewline
3 & -0.127367 & -0.9948 & 0.16189 \tabularnewline
4 & 0.043206 & 0.3375 & 0.368467 \tabularnewline
5 & -0.00128 & -0.01 & 0.496028 \tabularnewline
6 & 0.074844 & 0.5846 & 0.280503 \tabularnewline
7 & -0.028798 & -0.2249 & 0.411397 \tabularnewline
8 & -0.049686 & -0.3881 & 0.349662 \tabularnewline
9 & -0.02556 & -0.1996 & 0.421218 \tabularnewline
10 & 0.062844 & 0.4908 & 0.312655 \tabularnewline
11 & -0.046223 & -0.361 & 0.35967 \tabularnewline
12 & -0.04405 & -0.344 & 0.365998 \tabularnewline
13 & 0.075325 & 0.5883 & 0.27925 \tabularnewline
14 & -0.053046 & -0.4143 & 0.340053 \tabularnewline
15 & -0.075646 & -0.5908 & 0.278413 \tabularnewline
16 & 0.031741 & 0.2479 & 0.402519 \tabularnewline
17 & 0.046511 & 0.3633 & 0.358834 \tabularnewline
18 & 0.06435 & 0.5026 & 0.308532 \tabularnewline
19 & -0.038745 & -0.3026 & 0.38161 \tabularnewline
20 & -0.055877 & -0.4364 & 0.33204 \tabularnewline
21 & 0.101528 & 0.793 & 0.215437 \tabularnewline
22 & -0.057781 & -0.4513 & 0.326693 \tabularnewline
23 & 0.000417 & 0.0033 & 0.498707 \tabularnewline
24 & -0.076733 & -0.5993 & 0.275594 \tabularnewline
25 & -0.090207 & -0.7045 & 0.241889 \tabularnewline
26 & -0.072401 & -0.5655 & 0.286914 \tabularnewline
27 & 0.009084 & 0.0709 & 0.471837 \tabularnewline
28 & 0.072759 & 0.5683 & 0.285971 \tabularnewline
29 & -0.102714 & -0.8022 & 0.212769 \tabularnewline
30 & 0.015575 & 0.1216 & 0.451791 \tabularnewline
31 & 0.066007 & 0.5155 & 0.304024 \tabularnewline
32 & -0.06059 & -0.4732 & 0.318872 \tabularnewline
33 & -0.032455 & -0.2535 & 0.400376 \tabularnewline
34 & 0.054051 & 0.4222 & 0.337198 \tabularnewline
35 & -0.077558 & -0.6057 & 0.273465 \tabularnewline
36 & -0.188338 & -1.471 & 0.07322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28331&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]1[/C][C]0.954934[/C][C]7.4583[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.367882[/C][C]-2.8732[/C][C]0.002792[/C][/ROW]
[ROW][C]3[/C][C]-0.127367[/C][C]-0.9948[/C][C]0.16189[/C][/ROW]
[ROW][C]4[/C][C]0.043206[/C][C]0.3375[/C][C]0.368467[/C][/ROW]
[ROW][C]5[/C][C]-0.00128[/C][C]-0.01[/C][C]0.496028[/C][/ROW]
[ROW][C]6[/C][C]0.074844[/C][C]0.5846[/C][C]0.280503[/C][/ROW]
[ROW][C]7[/C][C]-0.028798[/C][C]-0.2249[/C][C]0.411397[/C][/ROW]
[ROW][C]8[/C][C]-0.049686[/C][C]-0.3881[/C][C]0.349662[/C][/ROW]
[ROW][C]9[/C][C]-0.02556[/C][C]-0.1996[/C][C]0.421218[/C][/ROW]
[ROW][C]10[/C][C]0.062844[/C][C]0.4908[/C][C]0.312655[/C][/ROW]
[ROW][C]11[/C][C]-0.046223[/C][C]-0.361[/C][C]0.35967[/C][/ROW]
[ROW][C]12[/C][C]-0.04405[/C][C]-0.344[/C][C]0.365998[/C][/ROW]
[ROW][C]13[/C][C]0.075325[/C][C]0.5883[/C][C]0.27925[/C][/ROW]
[ROW][C]14[/C][C]-0.053046[/C][C]-0.4143[/C][C]0.340053[/C][/ROW]
[ROW][C]15[/C][C]-0.075646[/C][C]-0.5908[/C][C]0.278413[/C][/ROW]
[ROW][C]16[/C][C]0.031741[/C][C]0.2479[/C][C]0.402519[/C][/ROW]
[ROW][C]17[/C][C]0.046511[/C][C]0.3633[/C][C]0.358834[/C][/ROW]
[ROW][C]18[/C][C]0.06435[/C][C]0.5026[/C][C]0.308532[/C][/ROW]
[ROW][C]19[/C][C]-0.038745[/C][C]-0.3026[/C][C]0.38161[/C][/ROW]
[ROW][C]20[/C][C]-0.055877[/C][C]-0.4364[/C][C]0.33204[/C][/ROW]
[ROW][C]21[/C][C]0.101528[/C][C]0.793[/C][C]0.215437[/C][/ROW]
[ROW][C]22[/C][C]-0.057781[/C][C]-0.4513[/C][C]0.326693[/C][/ROW]
[ROW][C]23[/C][C]0.000417[/C][C]0.0033[/C][C]0.498707[/C][/ROW]
[ROW][C]24[/C][C]-0.076733[/C][C]-0.5993[/C][C]0.275594[/C][/ROW]
[ROW][C]25[/C][C]-0.090207[/C][C]-0.7045[/C][C]0.241889[/C][/ROW]
[ROW][C]26[/C][C]-0.072401[/C][C]-0.5655[/C][C]0.286914[/C][/ROW]
[ROW][C]27[/C][C]0.009084[/C][C]0.0709[/C][C]0.471837[/C][/ROW]
[ROW][C]28[/C][C]0.072759[/C][C]0.5683[/C][C]0.285971[/C][/ROW]
[ROW][C]29[/C][C]-0.102714[/C][C]-0.8022[/C][C]0.212769[/C][/ROW]
[ROW][C]30[/C][C]0.015575[/C][C]0.1216[/C][C]0.451791[/C][/ROW]
[ROW][C]31[/C][C]0.066007[/C][C]0.5155[/C][C]0.304024[/C][/ROW]
[ROW][C]32[/C][C]-0.06059[/C][C]-0.4732[/C][C]0.318872[/C][/ROW]
[ROW][C]33[/C][C]-0.032455[/C][C]-0.2535[/C][C]0.400376[/C][/ROW]
[ROW][C]34[/C][C]0.054051[/C][C]0.4222[/C][C]0.337198[/C][/ROW]
[ROW][C]35[/C][C]-0.077558[/C][C]-0.6057[/C][C]0.273465[/C][/ROW]
[ROW][C]36[/C][C]-0.188338[/C][C]-1.471[/C][C]0.07322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28331&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28331&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
1	0.954934	7.4583	0
2	-0.367882	-2.8732	0.002792
3	-0.127367	-0.9948	0.16189
4	0.043206	0.3375	0.368467
5	-0.00128	-0.01	0.496028
6	0.074844	0.5846	0.280503
7	-0.028798	-0.2249	0.411397
8	-0.049686	-0.3881	0.349662
9	-0.02556	-0.1996	0.421218
10	0.062844	0.4908	0.312655
11	-0.046223	-0.361	0.35967
12	-0.04405	-0.344	0.365998
13	0.075325	0.5883	0.27925
14	-0.053046	-0.4143	0.340053
15	-0.075646	-0.5908	0.278413
16	0.031741	0.2479	0.402519
17	0.046511	0.3633	0.358834
18	0.06435	0.5026	0.308532
19	-0.038745	-0.3026	0.38161
20	-0.055877	-0.4364	0.33204
21	0.101528	0.793	0.215437
22	-0.057781	-0.4513	0.326693
23	0.000417	0.0033	0.498707
24	-0.076733	-0.5993	0.275594
25	-0.090207	-0.7045	0.241889
26	-0.072401	-0.5655	0.286914
27	0.009084	0.0709	0.471837
28	0.072759	0.5683	0.285971
29	-0.102714	-0.8022	0.212769
30	0.015575	0.1216	0.451791
31	0.066007	0.5155	0.304024
32	-0.06059	-0.4732	0.318872
33	-0.032455	-0.2535	0.400376
34	0.054051	0.4222	0.337198
35	-0.077558	-0.6057	0.273465
36	-0.188338	-1.471	0.07322

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 2:(par1+1)) {
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(abs(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,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(abs(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