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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 12:58:05 -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/2008/Dec/07/t1228680027hkd6cl0cnljd6k0.htm/, Retrieved Sun, 19 May 2024 09:37:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30284, Retrieved Sun, 19 May 2024 09:37:20 +0000

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Estimated Impact

173

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

F     [Standard Deviation-Mean Plot] [step 1] [2008-12-06 12:33:55] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMP     [(Partial) Autocorrelation Function] [acf] [2008-12-07 19:58:05] [3dc594a6c62226e1e98766c4d385bfaa] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 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=30284&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]3 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=30284&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30284&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.643893	6.503	0
2	0.632427	6.3872	0
3	0.660919	6.675	0
4	0.574681	5.804	0
5	0.577743	5.8349	0
6	0.577058	5.828	0
7	0.534407	5.3972	0
8	0.498302	5.0326	1e-06
9	0.579802	5.8557	0
10	0.506668	5.1171	1e-06
11	0.516425	5.2156	0
12	0.598979	6.0494	0
13	0.448167	4.5263	8e-06
14	0.458632	4.632	5e-06
15	0.434333	4.3865	1.4e-05
16	0.341775	3.4518	0.000406
17	0.367848	3.7151	0.000166
18	0.351333	3.5483	0.000294
19	0.259089	2.6167	0.005114
20	0.261771	2.6438	0.004747
21	0.274488	2.7722	0.00331
22	0.231988	2.343	0.010536
23	0.252746	2.5526	0.006087
24	0.233833	2.3616	0.010048
25	0.137632	1.39	0.083775
26	0.132449	1.3377	0.09199
27	0.088375	0.8925	0.187102
28	0.021585	0.218	0.413933
29	0.037892	0.3827	0.351371
30	-0.028491	-0.2877	0.387064
31	-0.077472	-0.7824	0.217887
32	-0.006713	-0.0678	0.473038
33	-0.022909	-0.2314	0.408745
34	-0.064937	-0.6558	0.256703
35	-0.106191	-1.0725	0.143017
36	-0.066692	-0.6736	0.251059

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.643893 & 6.503 & 0 \tabularnewline
2 & 0.632427 & 6.3872 & 0 \tabularnewline
3 & 0.660919 & 6.675 & 0 \tabularnewline
4 & 0.574681 & 5.804 & 0 \tabularnewline
5 & 0.577743 & 5.8349 & 0 \tabularnewline
6 & 0.577058 & 5.828 & 0 \tabularnewline
7 & 0.534407 & 5.3972 & 0 \tabularnewline
8 & 0.498302 & 5.0326 & 1e-06 \tabularnewline
9 & 0.579802 & 5.8557 & 0 \tabularnewline
10 & 0.506668 & 5.1171 & 1e-06 \tabularnewline
11 & 0.516425 & 5.2156 & 0 \tabularnewline
12 & 0.598979 & 6.0494 & 0 \tabularnewline
13 & 0.448167 & 4.5263 & 8e-06 \tabularnewline
14 & 0.458632 & 4.632 & 5e-06 \tabularnewline
15 & 0.434333 & 4.3865 & 1.4e-05 \tabularnewline
16 & 0.341775 & 3.4518 & 0.000406 \tabularnewline
17 & 0.367848 & 3.7151 & 0.000166 \tabularnewline
18 & 0.351333 & 3.5483 & 0.000294 \tabularnewline
19 & 0.259089 & 2.6167 & 0.005114 \tabularnewline
20 & 0.261771 & 2.6438 & 0.004747 \tabularnewline
21 & 0.274488 & 2.7722 & 0.00331 \tabularnewline
22 & 0.231988 & 2.343 & 0.010536 \tabularnewline
23 & 0.252746 & 2.5526 & 0.006087 \tabularnewline
24 & 0.233833 & 2.3616 & 0.010048 \tabularnewline
25 & 0.137632 & 1.39 & 0.083775 \tabularnewline
26 & 0.132449 & 1.3377 & 0.09199 \tabularnewline
27 & 0.088375 & 0.8925 & 0.187102 \tabularnewline
28 & 0.021585 & 0.218 & 0.413933 \tabularnewline
29 & 0.037892 & 0.3827 & 0.351371 \tabularnewline
30 & -0.028491 & -0.2877 & 0.387064 \tabularnewline
31 & -0.077472 & -0.7824 & 0.217887 \tabularnewline
32 & -0.006713 & -0.0678 & 0.473038 \tabularnewline
33 & -0.022909 & -0.2314 & 0.408745 \tabularnewline
34 & -0.064937 & -0.6558 & 0.256703 \tabularnewline
35 & -0.106191 & -1.0725 & 0.143017 \tabularnewline
36 & -0.066692 & -0.6736 & 0.251059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30284&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]0.643893[/C][C]6.503[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.632427[/C][C]6.3872[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.660919[/C][C]6.675[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.574681[/C][C]5.804[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.577743[/C][C]5.8349[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.577058[/C][C]5.828[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.534407[/C][C]5.3972[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.498302[/C][C]5.0326[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.579802[/C][C]5.8557[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.506668[/C][C]5.1171[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.516425[/C][C]5.2156[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.598979[/C][C]6.0494[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.448167[/C][C]4.5263[/C][C]8e-06[/C][/ROW]
[ROW][C]14[/C][C]0.458632[/C][C]4.632[/C][C]5e-06[/C][/ROW]
[ROW][C]15[/C][C]0.434333[/C][C]4.3865[/C][C]1.4e-05[/C][/ROW]
[ROW][C]16[/C][C]0.341775[/C][C]3.4518[/C][C]0.000406[/C][/ROW]
[ROW][C]17[/C][C]0.367848[/C][C]3.7151[/C][C]0.000166[/C][/ROW]
[ROW][C]18[/C][C]0.351333[/C][C]3.5483[/C][C]0.000294[/C][/ROW]
[ROW][C]19[/C][C]0.259089[/C][C]2.6167[/C][C]0.005114[/C][/ROW]
[ROW][C]20[/C][C]0.261771[/C][C]2.6438[/C][C]0.004747[/C][/ROW]
[ROW][C]21[/C][C]0.274488[/C][C]2.7722[/C][C]0.00331[/C][/ROW]
[ROW][C]22[/C][C]0.231988[/C][C]2.343[/C][C]0.010536[/C][/ROW]
[ROW][C]23[/C][C]0.252746[/C][C]2.5526[/C][C]0.006087[/C][/ROW]
[ROW][C]24[/C][C]0.233833[/C][C]2.3616[/C][C]0.010048[/C][/ROW]
[ROW][C]25[/C][C]0.137632[/C][C]1.39[/C][C]0.083775[/C][/ROW]
[ROW][C]26[/C][C]0.132449[/C][C]1.3377[/C][C]0.09199[/C][/ROW]
[ROW][C]27[/C][C]0.088375[/C][C]0.8925[/C][C]0.187102[/C][/ROW]
[ROW][C]28[/C][C]0.021585[/C][C]0.218[/C][C]0.413933[/C][/ROW]
[ROW][C]29[/C][C]0.037892[/C][C]0.3827[/C][C]0.351371[/C][/ROW]
[ROW][C]30[/C][C]-0.028491[/C][C]-0.2877[/C][C]0.387064[/C][/ROW]
[ROW][C]31[/C][C]-0.077472[/C][C]-0.7824[/C][C]0.217887[/C][/ROW]
[ROW][C]32[/C][C]-0.006713[/C][C]-0.0678[/C][C]0.473038[/C][/ROW]
[ROW][C]33[/C][C]-0.022909[/C][C]-0.2314[/C][C]0.408745[/C][/ROW]
[ROW][C]34[/C][C]-0.064937[/C][C]-0.6558[/C][C]0.256703[/C][/ROW]
[ROW][C]35[/C][C]-0.106191[/C][C]-1.0725[/C][C]0.143017[/C][/ROW]
[ROW][C]36[/C][C]-0.066692[/C][C]-0.6736[/C][C]0.251059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30284&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30284&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	0.643893	6.503	0
2	0.632427	6.3872	0
3	0.660919	6.675	0
4	0.574681	5.804	0
5	0.577743	5.8349	0
6	0.577058	5.828	0
7	0.534407	5.3972	0
8	0.498302	5.0326	1e-06
9	0.579802	5.8557	0
10	0.506668	5.1171	1e-06
11	0.516425	5.2156	0
12	0.598979	6.0494	0
13	0.448167	4.5263	8e-06
14	0.458632	4.632	5e-06
15	0.434333	4.3865	1.4e-05
16	0.341775	3.4518	0.000406
17	0.367848	3.7151	0.000166
18	0.351333	3.5483	0.000294
19	0.259089	2.6167	0.005114
20	0.261771	2.6438	0.004747
21	0.274488	2.7722	0.00331
22	0.231988	2.343	0.010536
23	0.252746	2.5526	0.006087
24	0.233833	2.3616	0.010048
25	0.137632	1.39	0.083775
26	0.132449	1.3377	0.09199
27	0.088375	0.8925	0.187102
28	0.021585	0.218	0.413933
29	0.037892	0.3827	0.351371
30	-0.028491	-0.2877	0.387064
31	-0.077472	-0.7824	0.217887
32	-0.006713	-0.0678	0.473038
33	-0.022909	-0.2314	0.408745
34	-0.064937	-0.6558	0.256703
35	-0.106191	-1.0725	0.143017
36	-0.066692	-0.6736	0.251059

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.643893	6.503	0
2	0.372102	3.758	0.000143
3	0.328415	3.3168	0.000631
4	0.056494	0.5706	0.284775
5	0.095999	0.9695	0.167285
6	0.093768	0.947	0.172936
7	0.03066	0.3096	0.37873
8	-0.035993	-0.3635	0.358487
9	0.205571	2.0762	0.020196
10	-0.003295	-0.0333	0.486759
11	0.060361	0.6096	0.271735
12	0.195345	1.9729	0.025608
13	-0.173472	-1.752	0.041391
14	-0.071119	-0.7183	0.237116
15	-0.115707	-1.1686	0.122647
16	-0.164769	-1.6641	0.049582
17	0.006865	0.0693	0.472429
18	-0.025143	-0.2539	0.400031
19	-0.131529	-1.3284	0.093509
20	-0.033501	-0.3383	0.367899
21	-0.057834	-0.5841	0.280223
22	0.027393	0.2767	0.391302
23	0.0388	0.3919	0.347989
24	-0.052415	-0.5294	0.29885
25	-0.074347	-0.7509	0.227229
26	-0.095077	-0.9602	0.169606
27	-0.104538	-1.0558	0.146781
28	-0.045606	-0.4606	0.323035
29	-0.018884	-0.1907	0.424562
30	-0.094321	-0.9526	0.171523
31	-0.034268	-0.3461	0.364993
32	0.133413	1.3474	0.090417
33	0.109302	1.1039	0.136119
34	0.013373	0.1351	0.446416
35	-0.199909	-2.019	0.023057
36	0.093882	0.9482	0.172643

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.643893 & 6.503 & 0 \tabularnewline
2 & 0.372102 & 3.758 & 0.000143 \tabularnewline
3 & 0.328415 & 3.3168 & 0.000631 \tabularnewline
4 & 0.056494 & 0.5706 & 0.284775 \tabularnewline
5 & 0.095999 & 0.9695 & 0.167285 \tabularnewline
6 & 0.093768 & 0.947 & 0.172936 \tabularnewline
7 & 0.03066 & 0.3096 & 0.37873 \tabularnewline
8 & -0.035993 & -0.3635 & 0.358487 \tabularnewline
9 & 0.205571 & 2.0762 & 0.020196 \tabularnewline
10 & -0.003295 & -0.0333 & 0.486759 \tabularnewline
11 & 0.060361 & 0.6096 & 0.271735 \tabularnewline
12 & 0.195345 & 1.9729 & 0.025608 \tabularnewline
13 & -0.173472 & -1.752 & 0.041391 \tabularnewline
14 & -0.071119 & -0.7183 & 0.237116 \tabularnewline
15 & -0.115707 & -1.1686 & 0.122647 \tabularnewline
16 & -0.164769 & -1.6641 & 0.049582 \tabularnewline
17 & 0.006865 & 0.0693 & 0.472429 \tabularnewline
18 & -0.025143 & -0.2539 & 0.400031 \tabularnewline
19 & -0.131529 & -1.3284 & 0.093509 \tabularnewline
20 & -0.033501 & -0.3383 & 0.367899 \tabularnewline
21 & -0.057834 & -0.5841 & 0.280223 \tabularnewline
22 & 0.027393 & 0.2767 & 0.391302 \tabularnewline
23 & 0.0388 & 0.3919 & 0.347989 \tabularnewline
24 & -0.052415 & -0.5294 & 0.29885 \tabularnewline
25 & -0.074347 & -0.7509 & 0.227229 \tabularnewline
26 & -0.095077 & -0.9602 & 0.169606 \tabularnewline
27 & -0.104538 & -1.0558 & 0.146781 \tabularnewline
28 & -0.045606 & -0.4606 & 0.323035 \tabularnewline
29 & -0.018884 & -0.1907 & 0.424562 \tabularnewline
30 & -0.094321 & -0.9526 & 0.171523 \tabularnewline
31 & -0.034268 & -0.3461 & 0.364993 \tabularnewline
32 & 0.133413 & 1.3474 & 0.090417 \tabularnewline
33 & 0.109302 & 1.1039 & 0.136119 \tabularnewline
34 & 0.013373 & 0.1351 & 0.446416 \tabularnewline
35 & -0.199909 & -2.019 & 0.023057 \tabularnewline
36 & 0.093882 & 0.9482 & 0.172643 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30284&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]0.643893[/C][C]6.503[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.372102[/C][C]3.758[/C][C]0.000143[/C][/ROW]
[ROW][C]3[/C][C]0.328415[/C][C]3.3168[/C][C]0.000631[/C][/ROW]
[ROW][C]4[/C][C]0.056494[/C][C]0.5706[/C][C]0.284775[/C][/ROW]
[ROW][C]5[/C][C]0.095999[/C][C]0.9695[/C][C]0.167285[/C][/ROW]
[ROW][C]6[/C][C]0.093768[/C][C]0.947[/C][C]0.172936[/C][/ROW]
[ROW][C]7[/C][C]0.03066[/C][C]0.3096[/C][C]0.37873[/C][/ROW]
[ROW][C]8[/C][C]-0.035993[/C][C]-0.3635[/C][C]0.358487[/C][/ROW]
[ROW][C]9[/C][C]0.205571[/C][C]2.0762[/C][C]0.020196[/C][/ROW]
[ROW][C]10[/C][C]-0.003295[/C][C]-0.0333[/C][C]0.486759[/C][/ROW]
[ROW][C]11[/C][C]0.060361[/C][C]0.6096[/C][C]0.271735[/C][/ROW]
[ROW][C]12[/C][C]0.195345[/C][C]1.9729[/C][C]0.025608[/C][/ROW]
[ROW][C]13[/C][C]-0.173472[/C][C]-1.752[/C][C]0.041391[/C][/ROW]
[ROW][C]14[/C][C]-0.071119[/C][C]-0.7183[/C][C]0.237116[/C][/ROW]
[ROW][C]15[/C][C]-0.115707[/C][C]-1.1686[/C][C]0.122647[/C][/ROW]
[ROW][C]16[/C][C]-0.164769[/C][C]-1.6641[/C][C]0.049582[/C][/ROW]
[ROW][C]17[/C][C]0.006865[/C][C]0.0693[/C][C]0.472429[/C][/ROW]
[ROW][C]18[/C][C]-0.025143[/C][C]-0.2539[/C][C]0.400031[/C][/ROW]
[ROW][C]19[/C][C]-0.131529[/C][C]-1.3284[/C][C]0.093509[/C][/ROW]
[ROW][C]20[/C][C]-0.033501[/C][C]-0.3383[/C][C]0.367899[/C][/ROW]
[ROW][C]21[/C][C]-0.057834[/C][C]-0.5841[/C][C]0.280223[/C][/ROW]
[ROW][C]22[/C][C]0.027393[/C][C]0.2767[/C][C]0.391302[/C][/ROW]
[ROW][C]23[/C][C]0.0388[/C][C]0.3919[/C][C]0.347989[/C][/ROW]
[ROW][C]24[/C][C]-0.052415[/C][C]-0.5294[/C][C]0.29885[/C][/ROW]
[ROW][C]25[/C][C]-0.074347[/C][C]-0.7509[/C][C]0.227229[/C][/ROW]
[ROW][C]26[/C][C]-0.095077[/C][C]-0.9602[/C][C]0.169606[/C][/ROW]
[ROW][C]27[/C][C]-0.104538[/C][C]-1.0558[/C][C]0.146781[/C][/ROW]
[ROW][C]28[/C][C]-0.045606[/C][C]-0.4606[/C][C]0.323035[/C][/ROW]
[ROW][C]29[/C][C]-0.018884[/C][C]-0.1907[/C][C]0.424562[/C][/ROW]
[ROW][C]30[/C][C]-0.094321[/C][C]-0.9526[/C][C]0.171523[/C][/ROW]
[ROW][C]31[/C][C]-0.034268[/C][C]-0.3461[/C][C]0.364993[/C][/ROW]
[ROW][C]32[/C][C]0.133413[/C][C]1.3474[/C][C]0.090417[/C][/ROW]
[ROW][C]33[/C][C]0.109302[/C][C]1.1039[/C][C]0.136119[/C][/ROW]
[ROW][C]34[/C][C]0.013373[/C][C]0.1351[/C][C]0.446416[/C][/ROW]
[ROW][C]35[/C][C]-0.199909[/C][C]-2.019[/C][C]0.023057[/C][/ROW]
[ROW][C]36[/C][C]0.093882[/C][C]0.9482[/C][C]0.172643[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30284&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30284&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	0.643893	6.503	0
2	0.372102	3.758	0.000143
3	0.328415	3.3168	0.000631
4	0.056494	0.5706	0.284775
5	0.095999	0.9695	0.167285
6	0.093768	0.947	0.172936
7	0.03066	0.3096	0.37873
8	-0.035993	-0.3635	0.358487
9	0.205571	2.0762	0.020196
10	-0.003295	-0.0333	0.486759
11	0.060361	0.6096	0.271735
12	0.195345	1.9729	0.025608
13	-0.173472	-1.752	0.041391
14	-0.071119	-0.7183	0.237116
15	-0.115707	-1.1686	0.122647
16	-0.164769	-1.6641	0.049582
17	0.006865	0.0693	0.472429
18	-0.025143	-0.2539	0.400031
19	-0.131529	-1.3284	0.093509
20	-0.033501	-0.3383	0.367899
21	-0.057834	-0.5841	0.280223
22	0.027393	0.2767	0.391302
23	0.0388	0.3919	0.347989
24	-0.052415	-0.5294	0.29885
25	-0.074347	-0.7509	0.227229
26	-0.095077	-0.9602	0.169606
27	-0.104538	-1.0558	0.146781
28	-0.045606	-0.4606	0.323035
29	-0.018884	-0.1907	0.424562
30	-0.094321	-0.9526	0.171523
31	-0.034268	-0.3461	0.364993
32	0.133413	1.3474	0.090417
33	0.109302	1.1039	0.136119
34	0.013373	0.1351	0.446416
35	-0.199909	-2.019	0.023057
36	0.093882	0.9482	0.172643

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; 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