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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 05:06:44 -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/06/t1228565241yplk35uqp6gjosw.htm/, Retrieved Sun, 19 May 2024 12:18:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29534, Retrieved Sun, 19 May 2024 12:18:02 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

203

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

F     [(Partial) Autocorrelation Function] [] [2008-12-03 08:00:29] [996314793dac993597edc1ca2281ff39]
-   P     [(Partial) Autocorrelation Function] [] [2008-12-06 12:06:44] [e02910eed3830f1815f587e12f46cbdb] [Current]

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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=29534&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=29534&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29534&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	0.109784	0.7526	0.227709
2	-0.033751	-0.2314	0.40901
3	0.062803	0.4306	0.33438
4	0.097476	0.6683	0.253618
5	0.008763	0.0601	0.476175
6	-0.041732	-0.2861	0.388029
7	0.098876	0.6779	0.250592
8	-0.089994	-0.617	0.270118
9	-0.263199	-1.8044	0.038789
10	0.149663	1.026	0.155063
11	-0.007315	-0.0501	0.480109
12	-0.386641	-2.6507	0.005456
13	-0.2397	-1.6433	0.053497
14	-0.013867	-0.0951	0.462333
15	0.03575	0.2451	0.403728
16	-0.152176	-1.0433	0.151081
17	0.000149	0.001	0.499594
18	0.056103	0.3846	0.351127
19	-0.178879	-1.2263	0.113091
20	0.024465	0.1677	0.43376
21	0.188734	1.2939	0.101012
22	-0.030477	-0.2089	0.417698
23	-0.100732	-0.6906	0.246613
24	0.023106	0.1584	0.437407
25	0.184382	1.2641	0.106222
26	0.031232	0.2141	0.415691
27	0.00879	0.0603	0.476102
28	0.042943	0.2944	0.384875
29	-0.055194	-0.3784	0.353421
30	-0.049533	-0.3396	0.367841
31	0.122468	0.8396	0.202692
32	0.001092	0.0075	0.497028
33	-0.070647	-0.4843	0.3152
34	-0.096269	-0.66	0.256243
35	0.040435	0.2772	0.391419
36	0.100914	0.6918	0.246223

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.109784 & 0.7526 & 0.227709 \tabularnewline
2 & -0.033751 & -0.2314 & 0.40901 \tabularnewline
3 & 0.062803 & 0.4306 & 0.33438 \tabularnewline
4 & 0.097476 & 0.6683 & 0.253618 \tabularnewline
5 & 0.008763 & 0.0601 & 0.476175 \tabularnewline
6 & -0.041732 & -0.2861 & 0.388029 \tabularnewline
7 & 0.098876 & 0.6779 & 0.250592 \tabularnewline
8 & -0.089994 & -0.617 & 0.270118 \tabularnewline
9 & -0.263199 & -1.8044 & 0.038789 \tabularnewline
10 & 0.149663 & 1.026 & 0.155063 \tabularnewline
11 & -0.007315 & -0.0501 & 0.480109 \tabularnewline
12 & -0.386641 & -2.6507 & 0.005456 \tabularnewline
13 & -0.2397 & -1.6433 & 0.053497 \tabularnewline
14 & -0.013867 & -0.0951 & 0.462333 \tabularnewline
15 & 0.03575 & 0.2451 & 0.403728 \tabularnewline
16 & -0.152176 & -1.0433 & 0.151081 \tabularnewline
17 & 0.000149 & 0.001 & 0.499594 \tabularnewline
18 & 0.056103 & 0.3846 & 0.351127 \tabularnewline
19 & -0.178879 & -1.2263 & 0.113091 \tabularnewline
20 & 0.024465 & 0.1677 & 0.43376 \tabularnewline
21 & 0.188734 & 1.2939 & 0.101012 \tabularnewline
22 & -0.030477 & -0.2089 & 0.417698 \tabularnewline
23 & -0.100732 & -0.6906 & 0.246613 \tabularnewline
24 & 0.023106 & 0.1584 & 0.437407 \tabularnewline
25 & 0.184382 & 1.2641 & 0.106222 \tabularnewline
26 & 0.031232 & 0.2141 & 0.415691 \tabularnewline
27 & 0.00879 & 0.0603 & 0.476102 \tabularnewline
28 & 0.042943 & 0.2944 & 0.384875 \tabularnewline
29 & -0.055194 & -0.3784 & 0.353421 \tabularnewline
30 & -0.049533 & -0.3396 & 0.367841 \tabularnewline
31 & 0.122468 & 0.8396 & 0.202692 \tabularnewline
32 & 0.001092 & 0.0075 & 0.497028 \tabularnewline
33 & -0.070647 & -0.4843 & 0.3152 \tabularnewline
34 & -0.096269 & -0.66 & 0.256243 \tabularnewline
35 & 0.040435 & 0.2772 & 0.391419 \tabularnewline
36 & 0.100914 & 0.6918 & 0.246223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29534&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]0.109784[/C][C]0.7526[/C][C]0.227709[/C][/ROW]
[ROW][C]2[/C][C]-0.033751[/C][C]-0.2314[/C][C]0.40901[/C][/ROW]
[ROW][C]3[/C][C]0.062803[/C][C]0.4306[/C][C]0.33438[/C][/ROW]
[ROW][C]4[/C][C]0.097476[/C][C]0.6683[/C][C]0.253618[/C][/ROW]
[ROW][C]5[/C][C]0.008763[/C][C]0.0601[/C][C]0.476175[/C][/ROW]
[ROW][C]6[/C][C]-0.041732[/C][C]-0.2861[/C][C]0.388029[/C][/ROW]
[ROW][C]7[/C][C]0.098876[/C][C]0.6779[/C][C]0.250592[/C][/ROW]
[ROW][C]8[/C][C]-0.089994[/C][C]-0.617[/C][C]0.270118[/C][/ROW]
[ROW][C]9[/C][C]-0.263199[/C][C]-1.8044[/C][C]0.038789[/C][/ROW]
[ROW][C]10[/C][C]0.149663[/C][C]1.026[/C][C]0.155063[/C][/ROW]
[ROW][C]11[/C][C]-0.007315[/C][C]-0.0501[/C][C]0.480109[/C][/ROW]
[ROW][C]12[/C][C]-0.386641[/C][C]-2.6507[/C][C]0.005456[/C][/ROW]
[ROW][C]13[/C][C]-0.2397[/C][C]-1.6433[/C][C]0.053497[/C][/ROW]
[ROW][C]14[/C][C]-0.013867[/C][C]-0.0951[/C][C]0.462333[/C][/ROW]
[ROW][C]15[/C][C]0.03575[/C][C]0.2451[/C][C]0.403728[/C][/ROW]
[ROW][C]16[/C][C]-0.152176[/C][C]-1.0433[/C][C]0.151081[/C][/ROW]
[ROW][C]17[/C][C]0.000149[/C][C]0.001[/C][C]0.499594[/C][/ROW]
[ROW][C]18[/C][C]0.056103[/C][C]0.3846[/C][C]0.351127[/C][/ROW]
[ROW][C]19[/C][C]-0.178879[/C][C]-1.2263[/C][C]0.113091[/C][/ROW]
[ROW][C]20[/C][C]0.024465[/C][C]0.1677[/C][C]0.43376[/C][/ROW]
[ROW][C]21[/C][C]0.188734[/C][C]1.2939[/C][C]0.101012[/C][/ROW]
[ROW][C]22[/C][C]-0.030477[/C][C]-0.2089[/C][C]0.417698[/C][/ROW]
[ROW][C]23[/C][C]-0.100732[/C][C]-0.6906[/C][C]0.246613[/C][/ROW]
[ROW][C]24[/C][C]0.023106[/C][C]0.1584[/C][C]0.437407[/C][/ROW]
[ROW][C]25[/C][C]0.184382[/C][C]1.2641[/C][C]0.106222[/C][/ROW]
[ROW][C]26[/C][C]0.031232[/C][C]0.2141[/C][C]0.415691[/C][/ROW]
[ROW][C]27[/C][C]0.00879[/C][C]0.0603[/C][C]0.476102[/C][/ROW]
[ROW][C]28[/C][C]0.042943[/C][C]0.2944[/C][C]0.384875[/C][/ROW]
[ROW][C]29[/C][C]-0.055194[/C][C]-0.3784[/C][C]0.353421[/C][/ROW]
[ROW][C]30[/C][C]-0.049533[/C][C]-0.3396[/C][C]0.367841[/C][/ROW]
[ROW][C]31[/C][C]0.122468[/C][C]0.8396[/C][C]0.202692[/C][/ROW]
[ROW][C]32[/C][C]0.001092[/C][C]0.0075[/C][C]0.497028[/C][/ROW]
[ROW][C]33[/C][C]-0.070647[/C][C]-0.4843[/C][C]0.3152[/C][/ROW]
[ROW][C]34[/C][C]-0.096269[/C][C]-0.66[/C][C]0.256243[/C][/ROW]
[ROW][C]35[/C][C]0.040435[/C][C]0.2772[/C][C]0.391419[/C][/ROW]
[ROW][C]36[/C][C]0.100914[/C][C]0.6918[/C][C]0.246223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29534&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29534&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	0.109784	0.7526	0.227709
2	-0.033751	-0.2314	0.40901
3	0.062803	0.4306	0.33438
4	0.097476	0.6683	0.253618
5	0.008763	0.0601	0.476175
6	-0.041732	-0.2861	0.388029
7	0.098876	0.6779	0.250592
8	-0.089994	-0.617	0.270118
9	-0.263199	-1.8044	0.038789
10	0.149663	1.026	0.155063
11	-0.007315	-0.0501	0.480109
12	-0.386641	-2.6507	0.005456
13	-0.2397	-1.6433	0.053497
14	-0.013867	-0.0951	0.462333
15	0.03575	0.2451	0.403728
16	-0.152176	-1.0433	0.151081
17	0.000149	0.001	0.499594
18	0.056103	0.3846	0.351127
19	-0.178879	-1.2263	0.113091
20	0.024465	0.1677	0.43376
21	0.188734	1.2939	0.101012
22	-0.030477	-0.2089	0.417698
23	-0.100732	-0.6906	0.246613
24	0.023106	0.1584	0.437407
25	0.184382	1.2641	0.106222
26	0.031232	0.2141	0.415691
27	0.00879	0.0603	0.476102
28	0.042943	0.2944	0.384875
29	-0.055194	-0.3784	0.353421
30	-0.049533	-0.3396	0.367841
31	0.122468	0.8396	0.202692
32	0.001092	0.0075	0.497028
33	-0.070647	-0.4843	0.3152
34	-0.096269	-0.66	0.256243
35	0.040435	0.2772	0.391419
36	0.100914	0.6918	0.246223

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.109784	0.7526	0.227709
2	-0.046362	-0.3178	0.376005
3	0.072802	0.4991	0.310017
4	0.081797	0.5608	0.288809
5	-0.006033	-0.0414	0.483592
6	-0.039383	-0.27	0.394172
7	0.099569	0.6826	0.249102
8	-0.128779	-0.8829	0.190901
9	-0.236681	-1.6226	0.055682
10	0.215627	1.4783	0.073004
11	-0.084997	-0.5827	0.281438
12	-0.391706	-2.6854	0.004989
13	-0.11821	-0.8104	0.210896
14	0.00493	0.0338	0.48659
15	0.033283	0.2282	0.410248
16	-0.066812	-0.458	0.324518
17	-0.017699	-0.1213	0.45197
18	0.01008	0.0691	0.472599
19	-0.07482	-0.5129	0.305198
20	-0.011725	-0.0804	0.468137
21	0.012674	0.0869	0.465565
22	-0.050493	-0.3462	0.365383
23	-0.035076	-0.2405	0.405505
24	-0.109491	-0.7506	0.228308
25	-0.0437	-0.2996	0.382905
26	0.047978	0.3289	0.371838
27	0.046818	0.321	0.374829
28	-0.152147	-1.0431	0.151127
29	-0.052811	-0.3621	0.359467
30	0.027633	0.1894	0.42528
31	0.009743	0.0668	0.473515
32	-0.129131	-0.8853	0.190257
33	0.011635	0.0798	0.46838
34	-0.027699	-0.1899	0.425104
35	-0.080037	-0.5487	0.292902
36	0.070332	0.4822	0.315962

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.109784 & 0.7526 & 0.227709 \tabularnewline
2 & -0.046362 & -0.3178 & 0.376005 \tabularnewline
3 & 0.072802 & 0.4991 & 0.310017 \tabularnewline
4 & 0.081797 & 0.5608 & 0.288809 \tabularnewline
5 & -0.006033 & -0.0414 & 0.483592 \tabularnewline
6 & -0.039383 & -0.27 & 0.394172 \tabularnewline
7 & 0.099569 & 0.6826 & 0.249102 \tabularnewline
8 & -0.128779 & -0.8829 & 0.190901 \tabularnewline
9 & -0.236681 & -1.6226 & 0.055682 \tabularnewline
10 & 0.215627 & 1.4783 & 0.073004 \tabularnewline
11 & -0.084997 & -0.5827 & 0.281438 \tabularnewline
12 & -0.391706 & -2.6854 & 0.004989 \tabularnewline
13 & -0.11821 & -0.8104 & 0.210896 \tabularnewline
14 & 0.00493 & 0.0338 & 0.48659 \tabularnewline
15 & 0.033283 & 0.2282 & 0.410248 \tabularnewline
16 & -0.066812 & -0.458 & 0.324518 \tabularnewline
17 & -0.017699 & -0.1213 & 0.45197 \tabularnewline
18 & 0.01008 & 0.0691 & 0.472599 \tabularnewline
19 & -0.07482 & -0.5129 & 0.305198 \tabularnewline
20 & -0.011725 & -0.0804 & 0.468137 \tabularnewline
21 & 0.012674 & 0.0869 & 0.465565 \tabularnewline
22 & -0.050493 & -0.3462 & 0.365383 \tabularnewline
23 & -0.035076 & -0.2405 & 0.405505 \tabularnewline
24 & -0.109491 & -0.7506 & 0.228308 \tabularnewline
25 & -0.0437 & -0.2996 & 0.382905 \tabularnewline
26 & 0.047978 & 0.3289 & 0.371838 \tabularnewline
27 & 0.046818 & 0.321 & 0.374829 \tabularnewline
28 & -0.152147 & -1.0431 & 0.151127 \tabularnewline
29 & -0.052811 & -0.3621 & 0.359467 \tabularnewline
30 & 0.027633 & 0.1894 & 0.42528 \tabularnewline
31 & 0.009743 & 0.0668 & 0.473515 \tabularnewline
32 & -0.129131 & -0.8853 & 0.190257 \tabularnewline
33 & 0.011635 & 0.0798 & 0.46838 \tabularnewline
34 & -0.027699 & -0.1899 & 0.425104 \tabularnewline
35 & -0.080037 & -0.5487 & 0.292902 \tabularnewline
36 & 0.070332 & 0.4822 & 0.315962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29534&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]0.109784[/C][C]0.7526[/C][C]0.227709[/C][/ROW]
[ROW][C]2[/C][C]-0.046362[/C][C]-0.3178[/C][C]0.376005[/C][/ROW]
[ROW][C]3[/C][C]0.072802[/C][C]0.4991[/C][C]0.310017[/C][/ROW]
[ROW][C]4[/C][C]0.081797[/C][C]0.5608[/C][C]0.288809[/C][/ROW]
[ROW][C]5[/C][C]-0.006033[/C][C]-0.0414[/C][C]0.483592[/C][/ROW]
[ROW][C]6[/C][C]-0.039383[/C][C]-0.27[/C][C]0.394172[/C][/ROW]
[ROW][C]7[/C][C]0.099569[/C][C]0.6826[/C][C]0.249102[/C][/ROW]
[ROW][C]8[/C][C]-0.128779[/C][C]-0.8829[/C][C]0.190901[/C][/ROW]
[ROW][C]9[/C][C]-0.236681[/C][C]-1.6226[/C][C]0.055682[/C][/ROW]
[ROW][C]10[/C][C]0.215627[/C][C]1.4783[/C][C]0.073004[/C][/ROW]
[ROW][C]11[/C][C]-0.084997[/C][C]-0.5827[/C][C]0.281438[/C][/ROW]
[ROW][C]12[/C][C]-0.391706[/C][C]-2.6854[/C][C]0.004989[/C][/ROW]
[ROW][C]13[/C][C]-0.11821[/C][C]-0.8104[/C][C]0.210896[/C][/ROW]
[ROW][C]14[/C][C]0.00493[/C][C]0.0338[/C][C]0.48659[/C][/ROW]
[ROW][C]15[/C][C]0.033283[/C][C]0.2282[/C][C]0.410248[/C][/ROW]
[ROW][C]16[/C][C]-0.066812[/C][C]-0.458[/C][C]0.324518[/C][/ROW]
[ROW][C]17[/C][C]-0.017699[/C][C]-0.1213[/C][C]0.45197[/C][/ROW]
[ROW][C]18[/C][C]0.01008[/C][C]0.0691[/C][C]0.472599[/C][/ROW]
[ROW][C]19[/C][C]-0.07482[/C][C]-0.5129[/C][C]0.305198[/C][/ROW]
[ROW][C]20[/C][C]-0.011725[/C][C]-0.0804[/C][C]0.468137[/C][/ROW]
[ROW][C]21[/C][C]0.012674[/C][C]0.0869[/C][C]0.465565[/C][/ROW]
[ROW][C]22[/C][C]-0.050493[/C][C]-0.3462[/C][C]0.365383[/C][/ROW]
[ROW][C]23[/C][C]-0.035076[/C][C]-0.2405[/C][C]0.405505[/C][/ROW]
[ROW][C]24[/C][C]-0.109491[/C][C]-0.7506[/C][C]0.228308[/C][/ROW]
[ROW][C]25[/C][C]-0.0437[/C][C]-0.2996[/C][C]0.382905[/C][/ROW]
[ROW][C]26[/C][C]0.047978[/C][C]0.3289[/C][C]0.371838[/C][/ROW]
[ROW][C]27[/C][C]0.046818[/C][C]0.321[/C][C]0.374829[/C][/ROW]
[ROW][C]28[/C][C]-0.152147[/C][C]-1.0431[/C][C]0.151127[/C][/ROW]
[ROW][C]29[/C][C]-0.052811[/C][C]-0.3621[/C][C]0.359467[/C][/ROW]
[ROW][C]30[/C][C]0.027633[/C][C]0.1894[/C][C]0.42528[/C][/ROW]
[ROW][C]31[/C][C]0.009743[/C][C]0.0668[/C][C]0.473515[/C][/ROW]
[ROW][C]32[/C][C]-0.129131[/C][C]-0.8853[/C][C]0.190257[/C][/ROW]
[ROW][C]33[/C][C]0.011635[/C][C]0.0798[/C][C]0.46838[/C][/ROW]
[ROW][C]34[/C][C]-0.027699[/C][C]-0.1899[/C][C]0.425104[/C][/ROW]
[ROW][C]35[/C][C]-0.080037[/C][C]-0.5487[/C][C]0.292902[/C][/ROW]
[ROW][C]36[/C][C]0.070332[/C][C]0.4822[/C][C]0.315962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29534&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29534&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	0.109784	0.7526	0.227709
2	-0.046362	-0.3178	0.376005
3	0.072802	0.4991	0.310017
4	0.081797	0.5608	0.288809
5	-0.006033	-0.0414	0.483592
6	-0.039383	-0.27	0.394172
7	0.099569	0.6826	0.249102
8	-0.128779	-0.8829	0.190901
9	-0.236681	-1.6226	0.055682
10	0.215627	1.4783	0.073004
11	-0.084997	-0.5827	0.281438
12	-0.391706	-2.6854	0.004989
13	-0.11821	-0.8104	0.210896
14	0.00493	0.0338	0.48659
15	0.033283	0.2282	0.410248
16	-0.066812	-0.458	0.324518
17	-0.017699	-0.1213	0.45197
18	0.01008	0.0691	0.472599
19	-0.07482	-0.5129	0.305198
20	-0.011725	-0.0804	0.468137
21	0.012674	0.0869	0.465565
22	-0.050493	-0.3462	0.365383
23	-0.035076	-0.2405	0.405505
24	-0.109491	-0.7506	0.228308
25	-0.0437	-0.2996	0.382905
26	0.047978	0.3289	0.371838
27	0.046818	0.321	0.374829
28	-0.152147	-1.0431	0.151127
29	-0.052811	-0.3621	0.359467
30	0.027633	0.1894	0.42528
31	0.009743	0.0668	0.473515
32	-0.129131	-0.8853	0.190257
33	0.011635	0.0798	0.46838
34	-0.027699	-0.1899	0.425104
35	-0.080037	-0.5487	0.292902
36	0.070332	0.4822	0.315962

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 = -0.2 ; par3 = 1 ; 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 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