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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 10:20:40 -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/t1229016088dsxicibs4f8x1j0.htm/, Retrieved Sun, 19 May 2024 06:00:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32356, Retrieved Sun, 19 May 2024 06:00:54 +0000

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Estimated Impact

141

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-       [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 17:20:40] [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	'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=32356&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=32356&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32356&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	0.701961	6.4336	0
2	0.614695	5.6338	0
3	0.598541	5.4857	0
4	0.43451	3.9824	7.2e-05
5	0.49177	4.5071	1.1e-05
6	0.500581	4.5879	8e-06
7	0.400605	3.6716	0.000211
8	0.355458	3.2578	0.00081
9	0.433823	3.9761	7.4e-05
10	0.370498	3.3957	0.000524
11	0.465056	4.2623	2.6e-05
12	0.588586	5.3945	0
13	0.372154	3.4108	0.000499
14	0.34619	3.1729	0.001054
15	0.277169	2.5403	0.006458
16	0.152634	1.3989	0.08276
17	0.227018	2.0807	0.020256
18	0.213137	1.9534	0.027049
19	0.126905	1.1631	0.12404
20	0.118462	1.0857	0.140354
21	0.162319	1.4877	0.07029
22	0.147154	1.3487	0.090531
23	0.25101	2.3005	0.011948
24	0.281755	2.5823	0.005774
25	0.158884	1.4562	0.074533
26	0.147017	1.3474	0.090732
27	0.055489	0.5086	0.306197
28	-0.028338	-0.2597	0.397858
29	0.019401	0.1778	0.429651
30	-0.009566	-0.0877	0.465173
31	-0.041952	-0.3845	0.350792
32	-0.048579	-0.4452	0.328647
33	-0.064397	-0.5902	0.278318
34	-0.027418	-0.2513	0.401102
35	0.037424	0.343	0.36623
36	0.063187	0.5791	0.282031

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.701961 & 6.4336 & 0 \tabularnewline
2 & 0.614695 & 5.6338 & 0 \tabularnewline
3 & 0.598541 & 5.4857 & 0 \tabularnewline
4 & 0.43451 & 3.9824 & 7.2e-05 \tabularnewline
5 & 0.49177 & 4.5071 & 1.1e-05 \tabularnewline
6 & 0.500581 & 4.5879 & 8e-06 \tabularnewline
7 & 0.400605 & 3.6716 & 0.000211 \tabularnewline
8 & 0.355458 & 3.2578 & 0.00081 \tabularnewline
9 & 0.433823 & 3.9761 & 7.4e-05 \tabularnewline
10 & 0.370498 & 3.3957 & 0.000524 \tabularnewline
11 & 0.465056 & 4.2623 & 2.6e-05 \tabularnewline
12 & 0.588586 & 5.3945 & 0 \tabularnewline
13 & 0.372154 & 3.4108 & 0.000499 \tabularnewline
14 & 0.34619 & 3.1729 & 0.001054 \tabularnewline
15 & 0.277169 & 2.5403 & 0.006458 \tabularnewline
16 & 0.152634 & 1.3989 & 0.08276 \tabularnewline
17 & 0.227018 & 2.0807 & 0.020256 \tabularnewline
18 & 0.213137 & 1.9534 & 0.027049 \tabularnewline
19 & 0.126905 & 1.1631 & 0.12404 \tabularnewline
20 & 0.118462 & 1.0857 & 0.140354 \tabularnewline
21 & 0.162319 & 1.4877 & 0.07029 \tabularnewline
22 & 0.147154 & 1.3487 & 0.090531 \tabularnewline
23 & 0.25101 & 2.3005 & 0.011948 \tabularnewline
24 & 0.281755 & 2.5823 & 0.005774 \tabularnewline
25 & 0.158884 & 1.4562 & 0.074533 \tabularnewline
26 & 0.147017 & 1.3474 & 0.090732 \tabularnewline
27 & 0.055489 & 0.5086 & 0.306197 \tabularnewline
28 & -0.028338 & -0.2597 & 0.397858 \tabularnewline
29 & 0.019401 & 0.1778 & 0.429651 \tabularnewline
30 & -0.009566 & -0.0877 & 0.465173 \tabularnewline
31 & -0.041952 & -0.3845 & 0.350792 \tabularnewline
32 & -0.048579 & -0.4452 & 0.328647 \tabularnewline
33 & -0.064397 & -0.5902 & 0.278318 \tabularnewline
34 & -0.027418 & -0.2513 & 0.401102 \tabularnewline
35 & 0.037424 & 0.343 & 0.36623 \tabularnewline
36 & 0.063187 & 0.5791 & 0.282031 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32356&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]0.701961[/C][C]6.4336[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.614695[/C][C]5.6338[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.598541[/C][C]5.4857[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.43451[/C][C]3.9824[/C][C]7.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.49177[/C][C]4.5071[/C][C]1.1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.500581[/C][C]4.5879[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.400605[/C][C]3.6716[/C][C]0.000211[/C][/ROW]
[ROW][C]8[/C][C]0.355458[/C][C]3.2578[/C][C]0.00081[/C][/ROW]
[ROW][C]9[/C][C]0.433823[/C][C]3.9761[/C][C]7.4e-05[/C][/ROW]
[ROW][C]10[/C][C]0.370498[/C][C]3.3957[/C][C]0.000524[/C][/ROW]
[ROW][C]11[/C][C]0.465056[/C][C]4.2623[/C][C]2.6e-05[/C][/ROW]
[ROW][C]12[/C][C]0.588586[/C][C]5.3945[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.372154[/C][C]3.4108[/C][C]0.000499[/C][/ROW]
[ROW][C]14[/C][C]0.34619[/C][C]3.1729[/C][C]0.001054[/C][/ROW]
[ROW][C]15[/C][C]0.277169[/C][C]2.5403[/C][C]0.006458[/C][/ROW]
[ROW][C]16[/C][C]0.152634[/C][C]1.3989[/C][C]0.08276[/C][/ROW]
[ROW][C]17[/C][C]0.227018[/C][C]2.0807[/C][C]0.020256[/C][/ROW]
[ROW][C]18[/C][C]0.213137[/C][C]1.9534[/C][C]0.027049[/C][/ROW]
[ROW][C]19[/C][C]0.126905[/C][C]1.1631[/C][C]0.12404[/C][/ROW]
[ROW][C]20[/C][C]0.118462[/C][C]1.0857[/C][C]0.140354[/C][/ROW]
[ROW][C]21[/C][C]0.162319[/C][C]1.4877[/C][C]0.07029[/C][/ROW]
[ROW][C]22[/C][C]0.147154[/C][C]1.3487[/C][C]0.090531[/C][/ROW]
[ROW][C]23[/C][C]0.25101[/C][C]2.3005[/C][C]0.011948[/C][/ROW]
[ROW][C]24[/C][C]0.281755[/C][C]2.5823[/C][C]0.005774[/C][/ROW]
[ROW][C]25[/C][C]0.158884[/C][C]1.4562[/C][C]0.074533[/C][/ROW]
[ROW][C]26[/C][C]0.147017[/C][C]1.3474[/C][C]0.090732[/C][/ROW]
[ROW][C]27[/C][C]0.055489[/C][C]0.5086[/C][C]0.306197[/C][/ROW]
[ROW][C]28[/C][C]-0.028338[/C][C]-0.2597[/C][C]0.397858[/C][/ROW]
[ROW][C]29[/C][C]0.019401[/C][C]0.1778[/C][C]0.429651[/C][/ROW]
[ROW][C]30[/C][C]-0.009566[/C][C]-0.0877[/C][C]0.465173[/C][/ROW]
[ROW][C]31[/C][C]-0.041952[/C][C]-0.3845[/C][C]0.350792[/C][/ROW]
[ROW][C]32[/C][C]-0.048579[/C][C]-0.4452[/C][C]0.328647[/C][/ROW]
[ROW][C]33[/C][C]-0.064397[/C][C]-0.5902[/C][C]0.278318[/C][/ROW]
[ROW][C]34[/C][C]-0.027418[/C][C]-0.2513[/C][C]0.401102[/C][/ROW]
[ROW][C]35[/C][C]0.037424[/C][C]0.343[/C][C]0.36623[/C][/ROW]
[ROW][C]36[/C][C]0.063187[/C][C]0.5791[/C][C]0.282031[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32356&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32356&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	0.701961	6.4336	0
2	0.614695	5.6338	0
3	0.598541	5.4857	0
4	0.43451	3.9824	7.2e-05
5	0.49177	4.5071	1.1e-05
6	0.500581	4.5879	8e-06
7	0.400605	3.6716	0.000211
8	0.355458	3.2578	0.00081
9	0.433823	3.9761	7.4e-05
10	0.370498	3.3957	0.000524
11	0.465056	4.2623	2.6e-05
12	0.588586	5.3945	0
13	0.372154	3.4108	0.000499
14	0.34619	3.1729	0.001054
15	0.277169	2.5403	0.006458
16	0.152634	1.3989	0.08276
17	0.227018	2.0807	0.020256
18	0.213137	1.9534	0.027049
19	0.126905	1.1631	0.12404
20	0.118462	1.0857	0.140354
21	0.162319	1.4877	0.07029
22	0.147154	1.3487	0.090531
23	0.25101	2.3005	0.011948
24	0.281755	2.5823	0.005774
25	0.158884	1.4562	0.074533
26	0.147017	1.3474	0.090732
27	0.055489	0.5086	0.306197
28	-0.028338	-0.2597	0.397858
29	0.019401	0.1778	0.429651
30	-0.009566	-0.0877	0.465173
31	-0.041952	-0.3845	0.350792
32	-0.048579	-0.4452	0.328647
33	-0.064397	-0.5902	0.278318
34	-0.027418	-0.2513	0.401102
35	0.037424	0.343	0.36623
36	0.063187	0.5791	0.282031

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.701961	6.4336	0
2	0.240406	2.2034	0.015153
3	0.213474	1.9565	0.026863
4	-0.178836	-1.6391	0.052471
5	0.266837	2.4456	0.008275
6	0.106478	0.9759	0.165962
7	-0.069186	-0.6341	0.26387
8	-0.145767	-1.336	0.092583
9	0.340986	3.1252	0.00122
10	-0.046893	-0.4298	0.334227
11	0.25847	2.3689	0.010067
12	0.194031	1.7783	0.039484
13	-0.348998	-3.1986	0.000974
14	-0.180804	-1.6571	0.050615
15	-0.118082	-1.0822	0.141122
16	-0.015626	-0.1432	0.443231
17	0.021023	0.1927	0.423839
18	0.02266	0.2077	0.417991
19	0.009654	0.0885	0.464854
20	-0.027221	-0.2495	0.401796
21	0.079449	0.7282	0.234269
22	0.119247	1.0929	0.138778
23	-0.012648	-0.1159	0.453998
24	-0.093097	-0.8532	0.197974
25	0.025764	0.2361	0.406954
26	-0.066895	-0.6131	0.270732
27	-0.074725	-0.6849	0.247656
28	-0.093882	-0.8604	0.195998
29	-0.005375	-0.0493	0.480413
30	-0.011619	-0.1065	0.457725
31	0.102247	0.9371	0.175695
32	-0.047994	-0.4399	0.330581
33	-0.10161	-0.9313	0.17719
34	0.056691	0.5196	0.302362
35	-0.024744	-0.2268	0.41057
36	0.082432	0.7555	0.22603

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.701961 & 6.4336 & 0 \tabularnewline
2 & 0.240406 & 2.2034 & 0.015153 \tabularnewline
3 & 0.213474 & 1.9565 & 0.026863 \tabularnewline
4 & -0.178836 & -1.6391 & 0.052471 \tabularnewline
5 & 0.266837 & 2.4456 & 0.008275 \tabularnewline
6 & 0.106478 & 0.9759 & 0.165962 \tabularnewline
7 & -0.069186 & -0.6341 & 0.26387 \tabularnewline
8 & -0.145767 & -1.336 & 0.092583 \tabularnewline
9 & 0.340986 & 3.1252 & 0.00122 \tabularnewline
10 & -0.046893 & -0.4298 & 0.334227 \tabularnewline
11 & 0.25847 & 2.3689 & 0.010067 \tabularnewline
12 & 0.194031 & 1.7783 & 0.039484 \tabularnewline
13 & -0.348998 & -3.1986 & 0.000974 \tabularnewline
14 & -0.180804 & -1.6571 & 0.050615 \tabularnewline
15 & -0.118082 & -1.0822 & 0.141122 \tabularnewline
16 & -0.015626 & -0.1432 & 0.443231 \tabularnewline
17 & 0.021023 & 0.1927 & 0.423839 \tabularnewline
18 & 0.02266 & 0.2077 & 0.417991 \tabularnewline
19 & 0.009654 & 0.0885 & 0.464854 \tabularnewline
20 & -0.027221 & -0.2495 & 0.401796 \tabularnewline
21 & 0.079449 & 0.7282 & 0.234269 \tabularnewline
22 & 0.119247 & 1.0929 & 0.138778 \tabularnewline
23 & -0.012648 & -0.1159 & 0.453998 \tabularnewline
24 & -0.093097 & -0.8532 & 0.197974 \tabularnewline
25 & 0.025764 & 0.2361 & 0.406954 \tabularnewline
26 & -0.066895 & -0.6131 & 0.270732 \tabularnewline
27 & -0.074725 & -0.6849 & 0.247656 \tabularnewline
28 & -0.093882 & -0.8604 & 0.195998 \tabularnewline
29 & -0.005375 & -0.0493 & 0.480413 \tabularnewline
30 & -0.011619 & -0.1065 & 0.457725 \tabularnewline
31 & 0.102247 & 0.9371 & 0.175695 \tabularnewline
32 & -0.047994 & -0.4399 & 0.330581 \tabularnewline
33 & -0.10161 & -0.9313 & 0.17719 \tabularnewline
34 & 0.056691 & 0.5196 & 0.302362 \tabularnewline
35 & -0.024744 & -0.2268 & 0.41057 \tabularnewline
36 & 0.082432 & 0.7555 & 0.22603 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32356&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]0.701961[/C][C]6.4336[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.240406[/C][C]2.2034[/C][C]0.015153[/C][/ROW]
[ROW][C]3[/C][C]0.213474[/C][C]1.9565[/C][C]0.026863[/C][/ROW]
[ROW][C]4[/C][C]-0.178836[/C][C]-1.6391[/C][C]0.052471[/C][/ROW]
[ROW][C]5[/C][C]0.266837[/C][C]2.4456[/C][C]0.008275[/C][/ROW]
[ROW][C]6[/C][C]0.106478[/C][C]0.9759[/C][C]0.165962[/C][/ROW]
[ROW][C]7[/C][C]-0.069186[/C][C]-0.6341[/C][C]0.26387[/C][/ROW]
[ROW][C]8[/C][C]-0.145767[/C][C]-1.336[/C][C]0.092583[/C][/ROW]
[ROW][C]9[/C][C]0.340986[/C][C]3.1252[/C][C]0.00122[/C][/ROW]
[ROW][C]10[/C][C]-0.046893[/C][C]-0.4298[/C][C]0.334227[/C][/ROW]
[ROW][C]11[/C][C]0.25847[/C][C]2.3689[/C][C]0.010067[/C][/ROW]
[ROW][C]12[/C][C]0.194031[/C][C]1.7783[/C][C]0.039484[/C][/ROW]
[ROW][C]13[/C][C]-0.348998[/C][C]-3.1986[/C][C]0.000974[/C][/ROW]
[ROW][C]14[/C][C]-0.180804[/C][C]-1.6571[/C][C]0.050615[/C][/ROW]
[ROW][C]15[/C][C]-0.118082[/C][C]-1.0822[/C][C]0.141122[/C][/ROW]
[ROW][C]16[/C][C]-0.015626[/C][C]-0.1432[/C][C]0.443231[/C][/ROW]
[ROW][C]17[/C][C]0.021023[/C][C]0.1927[/C][C]0.423839[/C][/ROW]
[ROW][C]18[/C][C]0.02266[/C][C]0.2077[/C][C]0.417991[/C][/ROW]
[ROW][C]19[/C][C]0.009654[/C][C]0.0885[/C][C]0.464854[/C][/ROW]
[ROW][C]20[/C][C]-0.027221[/C][C]-0.2495[/C][C]0.401796[/C][/ROW]
[ROW][C]21[/C][C]0.079449[/C][C]0.7282[/C][C]0.234269[/C][/ROW]
[ROW][C]22[/C][C]0.119247[/C][C]1.0929[/C][C]0.138778[/C][/ROW]
[ROW][C]23[/C][C]-0.012648[/C][C]-0.1159[/C][C]0.453998[/C][/ROW]
[ROW][C]24[/C][C]-0.093097[/C][C]-0.8532[/C][C]0.197974[/C][/ROW]
[ROW][C]25[/C][C]0.025764[/C][C]0.2361[/C][C]0.406954[/C][/ROW]
[ROW][C]26[/C][C]-0.066895[/C][C]-0.6131[/C][C]0.270732[/C][/ROW]
[ROW][C]27[/C][C]-0.074725[/C][C]-0.6849[/C][C]0.247656[/C][/ROW]
[ROW][C]28[/C][C]-0.093882[/C][C]-0.8604[/C][C]0.195998[/C][/ROW]
[ROW][C]29[/C][C]-0.005375[/C][C]-0.0493[/C][C]0.480413[/C][/ROW]
[ROW][C]30[/C][C]-0.011619[/C][C]-0.1065[/C][C]0.457725[/C][/ROW]
[ROW][C]31[/C][C]0.102247[/C][C]0.9371[/C][C]0.175695[/C][/ROW]
[ROW][C]32[/C][C]-0.047994[/C][C]-0.4399[/C][C]0.330581[/C][/ROW]
[ROW][C]33[/C][C]-0.10161[/C][C]-0.9313[/C][C]0.17719[/C][/ROW]
[ROW][C]34[/C][C]0.056691[/C][C]0.5196[/C][C]0.302362[/C][/ROW]
[ROW][C]35[/C][C]-0.024744[/C][C]-0.2268[/C][C]0.41057[/C][/ROW]
[ROW][C]36[/C][C]0.082432[/C][C]0.7555[/C][C]0.22603[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32356&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32356&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	0.701961	6.4336	0
2	0.240406	2.2034	0.015153
3	0.213474	1.9565	0.026863
4	-0.178836	-1.6391	0.052471
5	0.266837	2.4456	0.008275
6	0.106478	0.9759	0.165962
7	-0.069186	-0.6341	0.26387
8	-0.145767	-1.336	0.092583
9	0.340986	3.1252	0.00122
10	-0.046893	-0.4298	0.334227
11	0.25847	2.3689	0.010067
12	0.194031	1.7783	0.039484
13	-0.348998	-3.1986	0.000974
14	-0.180804	-1.6571	0.050615
15	-0.118082	-1.0822	0.141122
16	-0.015626	-0.1432	0.443231
17	0.021023	0.1927	0.423839
18	0.02266	0.2077	0.417991
19	0.009654	0.0885	0.464854
20	-0.027221	-0.2495	0.401796
21	0.079449	0.7282	0.234269
22	0.119247	1.0929	0.138778
23	-0.012648	-0.1159	0.453998
24	-0.093097	-0.8532	0.197974
25	0.025764	0.2361	0.406954
26	-0.066895	-0.6131	0.270732
27	-0.074725	-0.6849	0.247656
28	-0.093882	-0.8604	0.195998
29	-0.005375	-0.0493	0.480413
30	-0.011619	-0.1065	0.457725
31	0.102247	0.9371	0.175695
32	-0.047994	-0.4399	0.330581
33	-0.10161	-0.9313	0.17719
34	0.056691	0.5196	0.302362
35	-0.024744	-0.2268	0.41057
36	0.082432	0.7555	0.22603

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