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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 05:53:51 -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/t12290000963uzm3t7pktvjxx0.htm/, Retrieved Sun, 19 May 2024 07:13:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32205, Retrieved Sun, 19 May 2024 07:13:26 +0000

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-       [(Partial) Autocorrelation Function] [autocorrelatie d=...] [2008-12-11 12:53:51] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32205&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32205&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.467235	-3.937	9.5e-05
2	-0.012439	-0.1048	0.458409
3	0.162537	1.3696	0.087571
4	-0.079773	-0.6722	0.251826
5	0.027963	0.2356	0.407202
6	0.069956	0.5895	0.278713
7	-0.114557	-0.9653	0.168843
8	-0.077825	-0.6558	0.257047
9	0.309597	2.6087	0.005537
10	-0.220689	-1.8596	0.033546
11	0.068179	0.5745	0.283728
12	-0.026762	-0.2255	0.411119
13	-0.138487	-1.1669	0.123575
14	0.175803	1.4813	0.07147
15	-0.116584	-0.9824	0.164631
16	-0.175575	-1.4794	0.071726
17	0.282314	2.3788	0.01003
18	-0.035711	-0.3009	0.382181
19	-0.145071	-1.2224	0.112801
20	0.100982	0.8509	0.198846
21	0.075633	0.6373	0.26299
22	-0.200065	-1.6858	0.048114
23	0.259208	2.1841	0.016129
24	-0.173926	-1.4655	0.073596
25	-0.092976	-0.7834	0.217991
26	0.321091	2.7056	0.004266
27	-0.159135	-1.3409	0.092114
28	-0.058989	-0.4971	0.310343
29	0.118815	1.0012	0.160077
30	-0.076541	-0.6449	0.260521
31	0.045797	0.3859	0.350366
32	0.006254	0.0527	0.479059
33	-0.133728	-1.1268	0.131808
34	0.09111	0.7677	0.222603
35	0.078791	0.6639	0.25445
36	-0.123013	-1.0365	0.151738

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.467235 & -3.937 & 9.5e-05 \tabularnewline
2 & -0.012439 & -0.1048 & 0.458409 \tabularnewline
3 & 0.162537 & 1.3696 & 0.087571 \tabularnewline
4 & -0.079773 & -0.6722 & 0.251826 \tabularnewline
5 & 0.027963 & 0.2356 & 0.407202 \tabularnewline
6 & 0.069956 & 0.5895 & 0.278713 \tabularnewline
7 & -0.114557 & -0.9653 & 0.168843 \tabularnewline
8 & -0.077825 & -0.6558 & 0.257047 \tabularnewline
9 & 0.309597 & 2.6087 & 0.005537 \tabularnewline
10 & -0.220689 & -1.8596 & 0.033546 \tabularnewline
11 & 0.068179 & 0.5745 & 0.283728 \tabularnewline
12 & -0.026762 & -0.2255 & 0.411119 \tabularnewline
13 & -0.138487 & -1.1669 & 0.123575 \tabularnewline
14 & 0.175803 & 1.4813 & 0.07147 \tabularnewline
15 & -0.116584 & -0.9824 & 0.164631 \tabularnewline
16 & -0.175575 & -1.4794 & 0.071726 \tabularnewline
17 & 0.282314 & 2.3788 & 0.01003 \tabularnewline
18 & -0.035711 & -0.3009 & 0.382181 \tabularnewline
19 & -0.145071 & -1.2224 & 0.112801 \tabularnewline
20 & 0.100982 & 0.8509 & 0.198846 \tabularnewline
21 & 0.075633 & 0.6373 & 0.26299 \tabularnewline
22 & -0.200065 & -1.6858 & 0.048114 \tabularnewline
23 & 0.259208 & 2.1841 & 0.016129 \tabularnewline
24 & -0.173926 & -1.4655 & 0.073596 \tabularnewline
25 & -0.092976 & -0.7834 & 0.217991 \tabularnewline
26 & 0.321091 & 2.7056 & 0.004266 \tabularnewline
27 & -0.159135 & -1.3409 & 0.092114 \tabularnewline
28 & -0.058989 & -0.4971 & 0.310343 \tabularnewline
29 & 0.118815 & 1.0012 & 0.160077 \tabularnewline
30 & -0.076541 & -0.6449 & 0.260521 \tabularnewline
31 & 0.045797 & 0.3859 & 0.350366 \tabularnewline
32 & 0.006254 & 0.0527 & 0.479059 \tabularnewline
33 & -0.133728 & -1.1268 & 0.131808 \tabularnewline
34 & 0.09111 & 0.7677 & 0.222603 \tabularnewline
35 & 0.078791 & 0.6639 & 0.25445 \tabularnewline
36 & -0.123013 & -1.0365 & 0.151738 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32205&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]-0.467235[/C][C]-3.937[/C][C]9.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.012439[/C][C]-0.1048[/C][C]0.458409[/C][/ROW]
[ROW][C]3[/C][C]0.162537[/C][C]1.3696[/C][C]0.087571[/C][/ROW]
[ROW][C]4[/C][C]-0.079773[/C][C]-0.6722[/C][C]0.251826[/C][/ROW]
[ROW][C]5[/C][C]0.027963[/C][C]0.2356[/C][C]0.407202[/C][/ROW]
[ROW][C]6[/C][C]0.069956[/C][C]0.5895[/C][C]0.278713[/C][/ROW]
[ROW][C]7[/C][C]-0.114557[/C][C]-0.9653[/C][C]0.168843[/C][/ROW]
[ROW][C]8[/C][C]-0.077825[/C][C]-0.6558[/C][C]0.257047[/C][/ROW]
[ROW][C]9[/C][C]0.309597[/C][C]2.6087[/C][C]0.005537[/C][/ROW]
[ROW][C]10[/C][C]-0.220689[/C][C]-1.8596[/C][C]0.033546[/C][/ROW]
[ROW][C]11[/C][C]0.068179[/C][C]0.5745[/C][C]0.283728[/C][/ROW]
[ROW][C]12[/C][C]-0.026762[/C][C]-0.2255[/C][C]0.411119[/C][/ROW]
[ROW][C]13[/C][C]-0.138487[/C][C]-1.1669[/C][C]0.123575[/C][/ROW]
[ROW][C]14[/C][C]0.175803[/C][C]1.4813[/C][C]0.07147[/C][/ROW]
[ROW][C]15[/C][C]-0.116584[/C][C]-0.9824[/C][C]0.164631[/C][/ROW]
[ROW][C]16[/C][C]-0.175575[/C][C]-1.4794[/C][C]0.071726[/C][/ROW]
[ROW][C]17[/C][C]0.282314[/C][C]2.3788[/C][C]0.01003[/C][/ROW]
[ROW][C]18[/C][C]-0.035711[/C][C]-0.3009[/C][C]0.382181[/C][/ROW]
[ROW][C]19[/C][C]-0.145071[/C][C]-1.2224[/C][C]0.112801[/C][/ROW]
[ROW][C]20[/C][C]0.100982[/C][C]0.8509[/C][C]0.198846[/C][/ROW]
[ROW][C]21[/C][C]0.075633[/C][C]0.6373[/C][C]0.26299[/C][/ROW]
[ROW][C]22[/C][C]-0.200065[/C][C]-1.6858[/C][C]0.048114[/C][/ROW]
[ROW][C]23[/C][C]0.259208[/C][C]2.1841[/C][C]0.016129[/C][/ROW]
[ROW][C]24[/C][C]-0.173926[/C][C]-1.4655[/C][C]0.073596[/C][/ROW]
[ROW][C]25[/C][C]-0.092976[/C][C]-0.7834[/C][C]0.217991[/C][/ROW]
[ROW][C]26[/C][C]0.321091[/C][C]2.7056[/C][C]0.004266[/C][/ROW]
[ROW][C]27[/C][C]-0.159135[/C][C]-1.3409[/C][C]0.092114[/C][/ROW]
[ROW][C]28[/C][C]-0.058989[/C][C]-0.4971[/C][C]0.310343[/C][/ROW]
[ROW][C]29[/C][C]0.118815[/C][C]1.0012[/C][C]0.160077[/C][/ROW]
[ROW][C]30[/C][C]-0.076541[/C][C]-0.6449[/C][C]0.260521[/C][/ROW]
[ROW][C]31[/C][C]0.045797[/C][C]0.3859[/C][C]0.350366[/C][/ROW]
[ROW][C]32[/C][C]0.006254[/C][C]0.0527[/C][C]0.479059[/C][/ROW]
[ROW][C]33[/C][C]-0.133728[/C][C]-1.1268[/C][C]0.131808[/C][/ROW]
[ROW][C]34[/C][C]0.09111[/C][C]0.7677[/C][C]0.222603[/C][/ROW]
[ROW][C]35[/C][C]0.078791[/C][C]0.6639[/C][C]0.25445[/C][/ROW]
[ROW][C]36[/C][C]-0.123013[/C][C]-1.0365[/C][C]0.151738[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32205&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	-0.467235	-3.937	9.5e-05
2	-0.012439	-0.1048	0.458409
3	0.162537	1.3696	0.087571
4	-0.079773	-0.6722	0.251826
5	0.027963	0.2356	0.407202
6	0.069956	0.5895	0.278713
7	-0.114557	-0.9653	0.168843
8	-0.077825	-0.6558	0.257047
9	0.309597	2.6087	0.005537
10	-0.220689	-1.8596	0.033546
11	0.068179	0.5745	0.283728
12	-0.026762	-0.2255	0.411119
13	-0.138487	-1.1669	0.123575
14	0.175803	1.4813	0.07147
15	-0.116584	-0.9824	0.164631
16	-0.175575	-1.4794	0.071726
17	0.282314	2.3788	0.01003
18	-0.035711	-0.3009	0.382181
19	-0.145071	-1.2224	0.112801
20	0.100982	0.8509	0.198846
21	0.075633	0.6373	0.26299
22	-0.200065	-1.6858	0.048114
23	0.259208	2.1841	0.016129
24	-0.173926	-1.4655	0.073596
25	-0.092976	-0.7834	0.217991
26	0.321091	2.7056	0.004266
27	-0.159135	-1.3409	0.092114
28	-0.058989	-0.4971	0.310343
29	0.118815	1.0012	0.160077
30	-0.076541	-0.6449	0.260521
31	0.045797	0.3859	0.350366
32	0.006254	0.0527	0.479059
33	-0.133728	-1.1268	0.131808
34	0.09111	0.7677	0.222603
35	0.078791	0.6639	0.25445
36	-0.123013	-1.0365	0.151738

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.467235	-3.937	9.5e-05
2	-0.295189	-2.4873	0.007611
3	0.023945	0.2018	0.420341
4	0.035244	0.297	0.383679
5	0.057881	0.4877	0.313628
6	0.116915	0.9851	0.163949
7	-0.028891	-0.2434	0.404182
8	-0.218292	-1.8394	0.035022
9	0.185638	1.5642	0.061107
10	0.06595	0.5557	0.290079
11	0.088509	0.7458	0.229128
12	-0.076957	-0.6484	0.259393
13	-0.251353	-2.1179	0.018841
14	-0.055671	-0.4691	0.32022
15	-0.093286	-0.786	0.21723
16	-0.249952	-2.1061	0.019364
17	0.160683	1.3539	0.090024
18	0.209929	1.7689	0.040603
19	0.036564	0.3081	0.379458
20	-0.118594	-0.9993	0.160524
21	0.137924	1.1622	0.124529
22	-0.031551	-0.2659	0.39556
23	0.096662	0.8145	0.209045
24	0.019718	0.1662	0.434256
25	-0.08468	-0.7135	0.238929
26	0.080887	0.6816	0.248865
27	0.014608	0.1231	0.451191
28	-0.160476	-1.3522	0.090302
29	0.023469	0.1978	0.421901
30	0.017474	0.1472	0.441679
31	0.074975	0.6318	0.264789
32	-0.086811	-0.7315	0.233445
33	0.006802	0.0573	0.477228
34	0.052131	0.4393	0.330902
35	-0.028869	-0.2433	0.404255
36	0.030702	0.2587	0.398309

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.467235 & -3.937 & 9.5e-05 \tabularnewline
2 & -0.295189 & -2.4873 & 0.007611 \tabularnewline
3 & 0.023945 & 0.2018 & 0.420341 \tabularnewline
4 & 0.035244 & 0.297 & 0.383679 \tabularnewline
5 & 0.057881 & 0.4877 & 0.313628 \tabularnewline
6 & 0.116915 & 0.9851 & 0.163949 \tabularnewline
7 & -0.028891 & -0.2434 & 0.404182 \tabularnewline
8 & -0.218292 & -1.8394 & 0.035022 \tabularnewline
9 & 0.185638 & 1.5642 & 0.061107 \tabularnewline
10 & 0.06595 & 0.5557 & 0.290079 \tabularnewline
11 & 0.088509 & 0.7458 & 0.229128 \tabularnewline
12 & -0.076957 & -0.6484 & 0.259393 \tabularnewline
13 & -0.251353 & -2.1179 & 0.018841 \tabularnewline
14 & -0.055671 & -0.4691 & 0.32022 \tabularnewline
15 & -0.093286 & -0.786 & 0.21723 \tabularnewline
16 & -0.249952 & -2.1061 & 0.019364 \tabularnewline
17 & 0.160683 & 1.3539 & 0.090024 \tabularnewline
18 & 0.209929 & 1.7689 & 0.040603 \tabularnewline
19 & 0.036564 & 0.3081 & 0.379458 \tabularnewline
20 & -0.118594 & -0.9993 & 0.160524 \tabularnewline
21 & 0.137924 & 1.1622 & 0.124529 \tabularnewline
22 & -0.031551 & -0.2659 & 0.39556 \tabularnewline
23 & 0.096662 & 0.8145 & 0.209045 \tabularnewline
24 & 0.019718 & 0.1662 & 0.434256 \tabularnewline
25 & -0.08468 & -0.7135 & 0.238929 \tabularnewline
26 & 0.080887 & 0.6816 & 0.248865 \tabularnewline
27 & 0.014608 & 0.1231 & 0.451191 \tabularnewline
28 & -0.160476 & -1.3522 & 0.090302 \tabularnewline
29 & 0.023469 & 0.1978 & 0.421901 \tabularnewline
30 & 0.017474 & 0.1472 & 0.441679 \tabularnewline
31 & 0.074975 & 0.6318 & 0.264789 \tabularnewline
32 & -0.086811 & -0.7315 & 0.233445 \tabularnewline
33 & 0.006802 & 0.0573 & 0.477228 \tabularnewline
34 & 0.052131 & 0.4393 & 0.330902 \tabularnewline
35 & -0.028869 & -0.2433 & 0.404255 \tabularnewline
36 & 0.030702 & 0.2587 & 0.398309 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32205&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]-0.467235[/C][C]-3.937[/C][C]9.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.295189[/C][C]-2.4873[/C][C]0.007611[/C][/ROW]
[ROW][C]3[/C][C]0.023945[/C][C]0.2018[/C][C]0.420341[/C][/ROW]
[ROW][C]4[/C][C]0.035244[/C][C]0.297[/C][C]0.383679[/C][/ROW]
[ROW][C]5[/C][C]0.057881[/C][C]0.4877[/C][C]0.313628[/C][/ROW]
[ROW][C]6[/C][C]0.116915[/C][C]0.9851[/C][C]0.163949[/C][/ROW]
[ROW][C]7[/C][C]-0.028891[/C][C]-0.2434[/C][C]0.404182[/C][/ROW]
[ROW][C]8[/C][C]-0.218292[/C][C]-1.8394[/C][C]0.035022[/C][/ROW]
[ROW][C]9[/C][C]0.185638[/C][C]1.5642[/C][C]0.061107[/C][/ROW]
[ROW][C]10[/C][C]0.06595[/C][C]0.5557[/C][C]0.290079[/C][/ROW]
[ROW][C]11[/C][C]0.088509[/C][C]0.7458[/C][C]0.229128[/C][/ROW]
[ROW][C]12[/C][C]-0.076957[/C][C]-0.6484[/C][C]0.259393[/C][/ROW]
[ROW][C]13[/C][C]-0.251353[/C][C]-2.1179[/C][C]0.018841[/C][/ROW]
[ROW][C]14[/C][C]-0.055671[/C][C]-0.4691[/C][C]0.32022[/C][/ROW]
[ROW][C]15[/C][C]-0.093286[/C][C]-0.786[/C][C]0.21723[/C][/ROW]
[ROW][C]16[/C][C]-0.249952[/C][C]-2.1061[/C][C]0.019364[/C][/ROW]
[ROW][C]17[/C][C]0.160683[/C][C]1.3539[/C][C]0.090024[/C][/ROW]
[ROW][C]18[/C][C]0.209929[/C][C]1.7689[/C][C]0.040603[/C][/ROW]
[ROW][C]19[/C][C]0.036564[/C][C]0.3081[/C][C]0.379458[/C][/ROW]
[ROW][C]20[/C][C]-0.118594[/C][C]-0.9993[/C][C]0.160524[/C][/ROW]
[ROW][C]21[/C][C]0.137924[/C][C]1.1622[/C][C]0.124529[/C][/ROW]
[ROW][C]22[/C][C]-0.031551[/C][C]-0.2659[/C][C]0.39556[/C][/ROW]
[ROW][C]23[/C][C]0.096662[/C][C]0.8145[/C][C]0.209045[/C][/ROW]
[ROW][C]24[/C][C]0.019718[/C][C]0.1662[/C][C]0.434256[/C][/ROW]
[ROW][C]25[/C][C]-0.08468[/C][C]-0.7135[/C][C]0.238929[/C][/ROW]
[ROW][C]26[/C][C]0.080887[/C][C]0.6816[/C][C]0.248865[/C][/ROW]
[ROW][C]27[/C][C]0.014608[/C][C]0.1231[/C][C]0.451191[/C][/ROW]
[ROW][C]28[/C][C]-0.160476[/C][C]-1.3522[/C][C]0.090302[/C][/ROW]
[ROW][C]29[/C][C]0.023469[/C][C]0.1978[/C][C]0.421901[/C][/ROW]
[ROW][C]30[/C][C]0.017474[/C][C]0.1472[/C][C]0.441679[/C][/ROW]
[ROW][C]31[/C][C]0.074975[/C][C]0.6318[/C][C]0.264789[/C][/ROW]
[ROW][C]32[/C][C]-0.086811[/C][C]-0.7315[/C][C]0.233445[/C][/ROW]
[ROW][C]33[/C][C]0.006802[/C][C]0.0573[/C][C]0.477228[/C][/ROW]
[ROW][C]34[/C][C]0.052131[/C][C]0.4393[/C][C]0.330902[/C][/ROW]
[ROW][C]35[/C][C]-0.028869[/C][C]-0.2433[/C][C]0.404255[/C][/ROW]
[ROW][C]36[/C][C]0.030702[/C][C]0.2587[/C][C]0.398309[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32205&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	-0.467235	-3.937	9.5e-05
2	-0.295189	-2.4873	0.007611
3	0.023945	0.2018	0.420341
4	0.035244	0.297	0.383679
5	0.057881	0.4877	0.313628
6	0.116915	0.9851	0.163949
7	-0.028891	-0.2434	0.404182
8	-0.218292	-1.8394	0.035022
9	0.185638	1.5642	0.061107
10	0.06595	0.5557	0.290079
11	0.088509	0.7458	0.229128
12	-0.076957	-0.6484	0.259393
13	-0.251353	-2.1179	0.018841
14	-0.055671	-0.4691	0.32022
15	-0.093286	-0.786	0.21723
16	-0.249952	-2.1061	0.019364
17	0.160683	1.3539	0.090024
18	0.209929	1.7689	0.040603
19	0.036564	0.3081	0.379458
20	-0.118594	-0.9993	0.160524
21	0.137924	1.1622	0.124529
22	-0.031551	-0.2659	0.39556
23	0.096662	0.8145	0.209045
24	0.019718	0.1662	0.434256
25	-0.08468	-0.7135	0.238929
26	0.080887	0.6816	0.248865
27	0.014608	0.1231	0.451191
28	-0.160476	-1.3522	0.090302
29	0.023469	0.1978	0.421901
30	0.017474	0.1472	0.441679
31	0.074975	0.6318	0.264789
32	-0.086811	-0.7315	0.233445
33	0.006802	0.0573	0.477228
34	0.052131	0.4393	0.330902
35	-0.028869	-0.2433	0.404255
36	0.030702	0.2587	0.398309

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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