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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 05:47:22 -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/11/t12289996833boog7mpsby8393.htm/, Retrieved Sun, 19 May 2024 08:01:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32202, Retrieved Sun, 19 May 2024 08:01:21 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelatie d=1] [2008-12-11 12:47:22] [a9e6d7cd6e144e8b311d9f96a24c5a25] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32202&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32202&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32202&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.276828	-2.522	0.006789
2	-0.210699	-1.9196	0.029175
3	-0.047904	-0.4364	0.331831
4	-0.03039	-0.2769	0.391285
5	0.064138	0.5843	0.280293
6	0.118561	1.0801	0.141604
7	0.001924	0.0175	0.493028
8	0.016345	0.1489	0.440994
9	0.001167	0.0106	0.495771
10	-0.316753	-2.8858	0.002487
11	-0.098324	-0.8958	0.186481
12	0.671216	6.1151	0
13	-0.212171	-1.933	0.028325
14	-0.088477	-0.8061	0.211254
15	-0.122735	-1.1182	0.13336
16	-0.054509	-0.4966	0.31039
17	0.112248	1.0226	0.154727
18	0.09545	0.8696	0.193516
19	-0.039567	-0.3605	0.359705
20	0.078266	0.713	0.23891
21	-0.058415	-0.5322	0.298011
22	-0.331598	-3.021	0.001674
23	0.082545	0.752	0.227082
24	0.397142	3.6181	0.000254
25	-0.151535	-1.3805	0.085562
26	0.013935	0.127	0.449643
27	-0.147079	-1.34	0.091958
28	-0.047014	-0.4283	0.334764
29	0.090496	0.8245	0.206021
30	0.074088	0.675	0.250785
31	-0.016334	-0.1488	0.441032
32	0.113414	1.0332	0.152245
33	-0.161369	-1.4701	0.072652
34	-0.184004	-1.6764	0.048716
35	0.071671	0.653	0.257794
36	0.291169	2.6527	0.004783

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.276828 & -2.522 & 0.006789 \tabularnewline
2 & -0.210699 & -1.9196 & 0.029175 \tabularnewline
3 & -0.047904 & -0.4364 & 0.331831 \tabularnewline
4 & -0.03039 & -0.2769 & 0.391285 \tabularnewline
5 & 0.064138 & 0.5843 & 0.280293 \tabularnewline
6 & 0.118561 & 1.0801 & 0.141604 \tabularnewline
7 & 0.001924 & 0.0175 & 0.493028 \tabularnewline
8 & 0.016345 & 0.1489 & 0.440994 \tabularnewline
9 & 0.001167 & 0.0106 & 0.495771 \tabularnewline
10 & -0.316753 & -2.8858 & 0.002487 \tabularnewline
11 & -0.098324 & -0.8958 & 0.186481 \tabularnewline
12 & 0.671216 & 6.1151 & 0 \tabularnewline
13 & -0.212171 & -1.933 & 0.028325 \tabularnewline
14 & -0.088477 & -0.8061 & 0.211254 \tabularnewline
15 & -0.122735 & -1.1182 & 0.13336 \tabularnewline
16 & -0.054509 & -0.4966 & 0.31039 \tabularnewline
17 & 0.112248 & 1.0226 & 0.154727 \tabularnewline
18 & 0.09545 & 0.8696 & 0.193516 \tabularnewline
19 & -0.039567 & -0.3605 & 0.359705 \tabularnewline
20 & 0.078266 & 0.713 & 0.23891 \tabularnewline
21 & -0.058415 & -0.5322 & 0.298011 \tabularnewline
22 & -0.331598 & -3.021 & 0.001674 \tabularnewline
23 & 0.082545 & 0.752 & 0.227082 \tabularnewline
24 & 0.397142 & 3.6181 & 0.000254 \tabularnewline
25 & -0.151535 & -1.3805 & 0.085562 \tabularnewline
26 & 0.013935 & 0.127 & 0.449643 \tabularnewline
27 & -0.147079 & -1.34 & 0.091958 \tabularnewline
28 & -0.047014 & -0.4283 & 0.334764 \tabularnewline
29 & 0.090496 & 0.8245 & 0.206021 \tabularnewline
30 & 0.074088 & 0.675 & 0.250785 \tabularnewline
31 & -0.016334 & -0.1488 & 0.441032 \tabularnewline
32 & 0.113414 & 1.0332 & 0.152245 \tabularnewline
33 & -0.161369 & -1.4701 & 0.072652 \tabularnewline
34 & -0.184004 & -1.6764 & 0.048716 \tabularnewline
35 & 0.071671 & 0.653 & 0.257794 \tabularnewline
36 & 0.291169 & 2.6527 & 0.004783 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32202&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]-0.276828[/C][C]-2.522[/C][C]0.006789[/C][/ROW]
[ROW][C]2[/C][C]-0.210699[/C][C]-1.9196[/C][C]0.029175[/C][/ROW]
[ROW][C]3[/C][C]-0.047904[/C][C]-0.4364[/C][C]0.331831[/C][/ROW]
[ROW][C]4[/C][C]-0.03039[/C][C]-0.2769[/C][C]0.391285[/C][/ROW]
[ROW][C]5[/C][C]0.064138[/C][C]0.5843[/C][C]0.280293[/C][/ROW]
[ROW][C]6[/C][C]0.118561[/C][C]1.0801[/C][C]0.141604[/C][/ROW]
[ROW][C]7[/C][C]0.001924[/C][C]0.0175[/C][C]0.493028[/C][/ROW]
[ROW][C]8[/C][C]0.016345[/C][C]0.1489[/C][C]0.440994[/C][/ROW]
[ROW][C]9[/C][C]0.001167[/C][C]0.0106[/C][C]0.495771[/C][/ROW]
[ROW][C]10[/C][C]-0.316753[/C][C]-2.8858[/C][C]0.002487[/C][/ROW]
[ROW][C]11[/C][C]-0.098324[/C][C]-0.8958[/C][C]0.186481[/C][/ROW]
[ROW][C]12[/C][C]0.671216[/C][C]6.1151[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.212171[/C][C]-1.933[/C][C]0.028325[/C][/ROW]
[ROW][C]14[/C][C]-0.088477[/C][C]-0.8061[/C][C]0.211254[/C][/ROW]
[ROW][C]15[/C][C]-0.122735[/C][C]-1.1182[/C][C]0.13336[/C][/ROW]
[ROW][C]16[/C][C]-0.054509[/C][C]-0.4966[/C][C]0.31039[/C][/ROW]
[ROW][C]17[/C][C]0.112248[/C][C]1.0226[/C][C]0.154727[/C][/ROW]
[ROW][C]18[/C][C]0.09545[/C][C]0.8696[/C][C]0.193516[/C][/ROW]
[ROW][C]19[/C][C]-0.039567[/C][C]-0.3605[/C][C]0.359705[/C][/ROW]
[ROW][C]20[/C][C]0.078266[/C][C]0.713[/C][C]0.23891[/C][/ROW]
[ROW][C]21[/C][C]-0.058415[/C][C]-0.5322[/C][C]0.298011[/C][/ROW]
[ROW][C]22[/C][C]-0.331598[/C][C]-3.021[/C][C]0.001674[/C][/ROW]
[ROW][C]23[/C][C]0.082545[/C][C]0.752[/C][C]0.227082[/C][/ROW]
[ROW][C]24[/C][C]0.397142[/C][C]3.6181[/C][C]0.000254[/C][/ROW]
[ROW][C]25[/C][C]-0.151535[/C][C]-1.3805[/C][C]0.085562[/C][/ROW]
[ROW][C]26[/C][C]0.013935[/C][C]0.127[/C][C]0.449643[/C][/ROW]
[ROW][C]27[/C][C]-0.147079[/C][C]-1.34[/C][C]0.091958[/C][/ROW]
[ROW][C]28[/C][C]-0.047014[/C][C]-0.4283[/C][C]0.334764[/C][/ROW]
[ROW][C]29[/C][C]0.090496[/C][C]0.8245[/C][C]0.206021[/C][/ROW]
[ROW][C]30[/C][C]0.074088[/C][C]0.675[/C][C]0.250785[/C][/ROW]
[ROW][C]31[/C][C]-0.016334[/C][C]-0.1488[/C][C]0.441032[/C][/ROW]
[ROW][C]32[/C][C]0.113414[/C][C]1.0332[/C][C]0.152245[/C][/ROW]
[ROW][C]33[/C][C]-0.161369[/C][C]-1.4701[/C][C]0.072652[/C][/ROW]
[ROW][C]34[/C][C]-0.184004[/C][C]-1.6764[/C][C]0.048716[/C][/ROW]
[ROW][C]35[/C][C]0.071671[/C][C]0.653[/C][C]0.257794[/C][/ROW]
[ROW][C]36[/C][C]0.291169[/C][C]2.6527[/C][C]0.004783[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32202&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32202&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	-0.276828	-2.522	0.006789
2	-0.210699	-1.9196	0.029175
3	-0.047904	-0.4364	0.331831
4	-0.03039	-0.2769	0.391285
5	0.064138	0.5843	0.280293
6	0.118561	1.0801	0.141604
7	0.001924	0.0175	0.493028
8	0.016345	0.1489	0.440994
9	0.001167	0.0106	0.495771
10	-0.316753	-2.8858	0.002487
11	-0.098324	-0.8958	0.186481
12	0.671216	6.1151	0
13	-0.212171	-1.933	0.028325
14	-0.088477	-0.8061	0.211254
15	-0.122735	-1.1182	0.13336
16	-0.054509	-0.4966	0.31039
17	0.112248	1.0226	0.154727
18	0.09545	0.8696	0.193516
19	-0.039567	-0.3605	0.359705
20	0.078266	0.713	0.23891
21	-0.058415	-0.5322	0.298011
22	-0.331598	-3.021	0.001674
23	0.082545	0.752	0.227082
24	0.397142	3.6181	0.000254
25	-0.151535	-1.3805	0.085562
26	0.013935	0.127	0.449643
27	-0.147079	-1.34	0.091958
28	-0.047014	-0.4283	0.334764
29	0.090496	0.8245	0.206021
30	0.074088	0.675	0.250785
31	-0.016334	-0.1488	0.441032
32	0.113414	1.0332	0.152245
33	-0.161369	-1.4701	0.072652
34	-0.184004	-1.6764	0.048716
35	0.071671	0.653	0.257794
36	0.291169	2.6527	0.004783

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.276828	-2.522	0.006789
2	-0.31118	-2.835	0.002877
3	-0.252442	-2.2999	0.011984
4	-0.264208	-2.4071	0.00915
5	-0.174321	-1.5881	0.058028
6	-0.01114	-0.1015	0.459701
7	0.046183	0.4208	0.337512
8	0.159029	1.4488	0.075578
9	0.22574	2.0566	0.021433
10	-0.201858	-1.839	0.034745
11	-0.470742	-4.2887	2.4e-05
12	0.40651	3.7035	0.000191
13	0.077245	0.7037	0.241785
14	0.077939	0.7101	0.239829
15	-0.03882	-0.3537	0.362243
16	-0.056332	-0.5132	0.304585
17	-0.011651	-0.1061	0.45786
18	0.009211	0.0839	0.466663
19	-0.017832	-0.1625	0.435669
20	0.027922	0.2544	0.399913
21	-0.101357	-0.9234	0.179237
22	-0.152133	-1.386	0.084729
23	0.04511	0.411	0.341075
24	-0.028007	-0.2552	0.399618
25	-0.090861	-0.8278	0.205084
26	0.010209	0.093	0.463061
27	0.073654	0.671	0.252034
28	0.080496	0.7334	0.232703
29	-0.029617	-0.2698	0.393982
30	0.010636	0.0969	0.46152
31	0.021836	0.1989	0.4214
32	-0.013439	-0.1224	0.451426
33	-0.126324	-1.1509	0.126546
34	0.11514	1.049	0.148618
35	-0.109259	-0.9954	0.161219
36	0.074437	0.6781	0.249782

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.276828 & -2.522 & 0.006789 \tabularnewline
2 & -0.31118 & -2.835 & 0.002877 \tabularnewline
3 & -0.252442 & -2.2999 & 0.011984 \tabularnewline
4 & -0.264208 & -2.4071 & 0.00915 \tabularnewline
5 & -0.174321 & -1.5881 & 0.058028 \tabularnewline
6 & -0.01114 & -0.1015 & 0.459701 \tabularnewline
7 & 0.046183 & 0.4208 & 0.337512 \tabularnewline
8 & 0.159029 & 1.4488 & 0.075578 \tabularnewline
9 & 0.22574 & 2.0566 & 0.021433 \tabularnewline
10 & -0.201858 & -1.839 & 0.034745 \tabularnewline
11 & -0.470742 & -4.2887 & 2.4e-05 \tabularnewline
12 & 0.40651 & 3.7035 & 0.000191 \tabularnewline
13 & 0.077245 & 0.7037 & 0.241785 \tabularnewline
14 & 0.077939 & 0.7101 & 0.239829 \tabularnewline
15 & -0.03882 & -0.3537 & 0.362243 \tabularnewline
16 & -0.056332 & -0.5132 & 0.304585 \tabularnewline
17 & -0.011651 & -0.1061 & 0.45786 \tabularnewline
18 & 0.009211 & 0.0839 & 0.466663 \tabularnewline
19 & -0.017832 & -0.1625 & 0.435669 \tabularnewline
20 & 0.027922 & 0.2544 & 0.399913 \tabularnewline
21 & -0.101357 & -0.9234 & 0.179237 \tabularnewline
22 & -0.152133 & -1.386 & 0.084729 \tabularnewline
23 & 0.04511 & 0.411 & 0.341075 \tabularnewline
24 & -0.028007 & -0.2552 & 0.399618 \tabularnewline
25 & -0.090861 & -0.8278 & 0.205084 \tabularnewline
26 & 0.010209 & 0.093 & 0.463061 \tabularnewline
27 & 0.073654 & 0.671 & 0.252034 \tabularnewline
28 & 0.080496 & 0.7334 & 0.232703 \tabularnewline
29 & -0.029617 & -0.2698 & 0.393982 \tabularnewline
30 & 0.010636 & 0.0969 & 0.46152 \tabularnewline
31 & 0.021836 & 0.1989 & 0.4214 \tabularnewline
32 & -0.013439 & -0.1224 & 0.451426 \tabularnewline
33 & -0.126324 & -1.1509 & 0.126546 \tabularnewline
34 & 0.11514 & 1.049 & 0.148618 \tabularnewline
35 & -0.109259 & -0.9954 & 0.161219 \tabularnewline
36 & 0.074437 & 0.6781 & 0.249782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32202&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]-0.276828[/C][C]-2.522[/C][C]0.006789[/C][/ROW]
[ROW][C]2[/C][C]-0.31118[/C][C]-2.835[/C][C]0.002877[/C][/ROW]
[ROW][C]3[/C][C]-0.252442[/C][C]-2.2999[/C][C]0.011984[/C][/ROW]
[ROW][C]4[/C][C]-0.264208[/C][C]-2.4071[/C][C]0.00915[/C][/ROW]
[ROW][C]5[/C][C]-0.174321[/C][C]-1.5881[/C][C]0.058028[/C][/ROW]
[ROW][C]6[/C][C]-0.01114[/C][C]-0.1015[/C][C]0.459701[/C][/ROW]
[ROW][C]7[/C][C]0.046183[/C][C]0.4208[/C][C]0.337512[/C][/ROW]
[ROW][C]8[/C][C]0.159029[/C][C]1.4488[/C][C]0.075578[/C][/ROW]
[ROW][C]9[/C][C]0.22574[/C][C]2.0566[/C][C]0.021433[/C][/ROW]
[ROW][C]10[/C][C]-0.201858[/C][C]-1.839[/C][C]0.034745[/C][/ROW]
[ROW][C]11[/C][C]-0.470742[/C][C]-4.2887[/C][C]2.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.40651[/C][C]3.7035[/C][C]0.000191[/C][/ROW]
[ROW][C]13[/C][C]0.077245[/C][C]0.7037[/C][C]0.241785[/C][/ROW]
[ROW][C]14[/C][C]0.077939[/C][C]0.7101[/C][C]0.239829[/C][/ROW]
[ROW][C]15[/C][C]-0.03882[/C][C]-0.3537[/C][C]0.362243[/C][/ROW]
[ROW][C]16[/C][C]-0.056332[/C][C]-0.5132[/C][C]0.304585[/C][/ROW]
[ROW][C]17[/C][C]-0.011651[/C][C]-0.1061[/C][C]0.45786[/C][/ROW]
[ROW][C]18[/C][C]0.009211[/C][C]0.0839[/C][C]0.466663[/C][/ROW]
[ROW][C]19[/C][C]-0.017832[/C][C]-0.1625[/C][C]0.435669[/C][/ROW]
[ROW][C]20[/C][C]0.027922[/C][C]0.2544[/C][C]0.399913[/C][/ROW]
[ROW][C]21[/C][C]-0.101357[/C][C]-0.9234[/C][C]0.179237[/C][/ROW]
[ROW][C]22[/C][C]-0.152133[/C][C]-1.386[/C][C]0.084729[/C][/ROW]
[ROW][C]23[/C][C]0.04511[/C][C]0.411[/C][C]0.341075[/C][/ROW]
[ROW][C]24[/C][C]-0.028007[/C][C]-0.2552[/C][C]0.399618[/C][/ROW]
[ROW][C]25[/C][C]-0.090861[/C][C]-0.8278[/C][C]0.205084[/C][/ROW]
[ROW][C]26[/C][C]0.010209[/C][C]0.093[/C][C]0.463061[/C][/ROW]
[ROW][C]27[/C][C]0.073654[/C][C]0.671[/C][C]0.252034[/C][/ROW]
[ROW][C]28[/C][C]0.080496[/C][C]0.7334[/C][C]0.232703[/C][/ROW]
[ROW][C]29[/C][C]-0.029617[/C][C]-0.2698[/C][C]0.393982[/C][/ROW]
[ROW][C]30[/C][C]0.010636[/C][C]0.0969[/C][C]0.46152[/C][/ROW]
[ROW][C]31[/C][C]0.021836[/C][C]0.1989[/C][C]0.4214[/C][/ROW]
[ROW][C]32[/C][C]-0.013439[/C][C]-0.1224[/C][C]0.451426[/C][/ROW]
[ROW][C]33[/C][C]-0.126324[/C][C]-1.1509[/C][C]0.126546[/C][/ROW]
[ROW][C]34[/C][C]0.11514[/C][C]1.049[/C][C]0.148618[/C][/ROW]
[ROW][C]35[/C][C]-0.109259[/C][C]-0.9954[/C][C]0.161219[/C][/ROW]
[ROW][C]36[/C][C]0.074437[/C][C]0.6781[/C][C]0.249782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32202&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32202&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	-0.276828	-2.522	0.006789
2	-0.31118	-2.835	0.002877
3	-0.252442	-2.2999	0.011984
4	-0.264208	-2.4071	0.00915
5	-0.174321	-1.5881	0.058028
6	-0.01114	-0.1015	0.459701
7	0.046183	0.4208	0.337512
8	0.159029	1.4488	0.075578
9	0.22574	2.0566	0.021433
10	-0.201858	-1.839	0.034745
11	-0.470742	-4.2887	2.4e-05
12	0.40651	3.7035	0.000191
13	0.077245	0.7037	0.241785
14	0.077939	0.7101	0.239829
15	-0.03882	-0.3537	0.362243
16	-0.056332	-0.5132	0.304585
17	-0.011651	-0.1061	0.45786
18	0.009211	0.0839	0.466663
19	-0.017832	-0.1625	0.435669
20	0.027922	0.2544	0.399913
21	-0.101357	-0.9234	0.179237
22	-0.152133	-1.386	0.084729
23	0.04511	0.411	0.341075
24	-0.028007	-0.2552	0.399618
25	-0.090861	-0.8278	0.205084
26	0.010209	0.093	0.463061
27	0.073654	0.671	0.252034
28	0.080496	0.7334	0.232703
29	-0.029617	-0.2698	0.393982
30	0.010636	0.0969	0.46152
31	0.021836	0.1989	0.4214
32	-0.013439	-0.1224	0.451426
33	-0.126324	-1.1509	0.126546
34	0.11514	1.049	0.148618
35	-0.109259	-0.9954	0.161219
36	0.074437	0.6781	0.249782

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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