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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:03:24 -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/12/t1229090636lcbegv99f3ov6ac.htm/, Retrieved Sun, 19 May 2024 06:08:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32751, Retrieved Sun, 19 May 2024 06:08:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

219

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Standard Deviation-Mean Plot] [vraag 5] [2008-11-29 13:37:39] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMPD      [(Partial) Autocorrelation Function] [ACF] [2008-12-12 14:03:24] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
-    D        [(Partial) Autocorrelation Function] [acf] [2008-12-16 22:57:31] [c45c87b96bbf32ffc2144fc37d767b2e] 

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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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32751&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32751&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32751&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.929983	9.3924	0
2	0.822727	8.3091	0
3	0.737758	7.451	0
4	0.690273	6.9714	0
5	0.68067	6.8744	0
6	0.667511	6.7415	0
7	0.635612	6.4194	0
8	0.602873	6.0887	0
9	0.603291	6.0929	0
10	0.635921	6.4225	0
11	0.689542	6.964	0
12	0.706258	7.1329	0
13	0.616292	6.2242	0
14	0.500194	5.0517	1e-06
15	0.398962	4.0293	5.4e-05
16	0.332142	3.3545	0.000559
17	0.300917	3.0391	0.001507
18	0.266852	2.6951	0.004116
19	0.220851	2.2305	0.013953
20	0.176386	1.7814	0.038911
21	0.167209	1.6887	0.047164
22	0.189063	1.9094	0.029508
23	0.223136	2.2536	0.013182
24	0.224079	2.2631	0.012874
25	0.138032	1.3941	0.083166
26	0.03495	0.353	0.362417
27	-0.049803	-0.503	0.308031
28	-0.104338	-1.0538	0.147241
29	-0.131004	-1.3231	0.094384
30	-0.16088	-1.6248	0.053644
31	-0.19631	-1.9826	0.025049
32	-0.23006	-2.3235	0.011069
33	-0.232066	-2.3438	0.010515
34	-0.207275	-2.0934	0.019398
35	-0.168873	-1.7055	0.045569
36	-0.158153	-1.5973	0.056649

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929983 & 9.3924 & 0 \tabularnewline
2 & 0.822727 & 8.3091 & 0 \tabularnewline
3 & 0.737758 & 7.451 & 0 \tabularnewline
4 & 0.690273 & 6.9714 & 0 \tabularnewline
5 & 0.68067 & 6.8744 & 0 \tabularnewline
6 & 0.667511 & 6.7415 & 0 \tabularnewline
7 & 0.635612 & 6.4194 & 0 \tabularnewline
8 & 0.602873 & 6.0887 & 0 \tabularnewline
9 & 0.603291 & 6.0929 & 0 \tabularnewline
10 & 0.635921 & 6.4225 & 0 \tabularnewline
11 & 0.689542 & 6.964 & 0 \tabularnewline
12 & 0.706258 & 7.1329 & 0 \tabularnewline
13 & 0.616292 & 6.2242 & 0 \tabularnewline
14 & 0.500194 & 5.0517 & 1e-06 \tabularnewline
15 & 0.398962 & 4.0293 & 5.4e-05 \tabularnewline
16 & 0.332142 & 3.3545 & 0.000559 \tabularnewline
17 & 0.300917 & 3.0391 & 0.001507 \tabularnewline
18 & 0.266852 & 2.6951 & 0.004116 \tabularnewline
19 & 0.220851 & 2.2305 & 0.013953 \tabularnewline
20 & 0.176386 & 1.7814 & 0.038911 \tabularnewline
21 & 0.167209 & 1.6887 & 0.047164 \tabularnewline
22 & 0.189063 & 1.9094 & 0.029508 \tabularnewline
23 & 0.223136 & 2.2536 & 0.013182 \tabularnewline
24 & 0.224079 & 2.2631 & 0.012874 \tabularnewline
25 & 0.138032 & 1.3941 & 0.083166 \tabularnewline
26 & 0.03495 & 0.353 & 0.362417 \tabularnewline
27 & -0.049803 & -0.503 & 0.308031 \tabularnewline
28 & -0.104338 & -1.0538 & 0.147241 \tabularnewline
29 & -0.131004 & -1.3231 & 0.094384 \tabularnewline
30 & -0.16088 & -1.6248 & 0.053644 \tabularnewline
31 & -0.19631 & -1.9826 & 0.025049 \tabularnewline
32 & -0.23006 & -2.3235 & 0.011069 \tabularnewline
33 & -0.232066 & -2.3438 & 0.010515 \tabularnewline
34 & -0.207275 & -2.0934 & 0.019398 \tabularnewline
35 & -0.168873 & -1.7055 & 0.045569 \tabularnewline
36 & -0.158153 & -1.5973 & 0.056649 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32751&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]0.929983[/C][C]9.3924[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.822727[/C][C]8.3091[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.737758[/C][C]7.451[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.690273[/C][C]6.9714[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.68067[/C][C]6.8744[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.667511[/C][C]6.7415[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.635612[/C][C]6.4194[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.602873[/C][C]6.0887[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.603291[/C][C]6.0929[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.635921[/C][C]6.4225[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.689542[/C][C]6.964[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.706258[/C][C]7.1329[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.616292[/C][C]6.2242[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.500194[/C][C]5.0517[/C][C]1e-06[/C][/ROW]
[ROW][C]15[/C][C]0.398962[/C][C]4.0293[/C][C]5.4e-05[/C][/ROW]
[ROW][C]16[/C][C]0.332142[/C][C]3.3545[/C][C]0.000559[/C][/ROW]
[ROW][C]17[/C][C]0.300917[/C][C]3.0391[/C][C]0.001507[/C][/ROW]
[ROW][C]18[/C][C]0.266852[/C][C]2.6951[/C][C]0.004116[/C][/ROW]
[ROW][C]19[/C][C]0.220851[/C][C]2.2305[/C][C]0.013953[/C][/ROW]
[ROW][C]20[/C][C]0.176386[/C][C]1.7814[/C][C]0.038911[/C][/ROW]
[ROW][C]21[/C][C]0.167209[/C][C]1.6887[/C][C]0.047164[/C][/ROW]
[ROW][C]22[/C][C]0.189063[/C][C]1.9094[/C][C]0.029508[/C][/ROW]
[ROW][C]23[/C][C]0.223136[/C][C]2.2536[/C][C]0.013182[/C][/ROW]
[ROW][C]24[/C][C]0.224079[/C][C]2.2631[/C][C]0.012874[/C][/ROW]
[ROW][C]25[/C][C]0.138032[/C][C]1.3941[/C][C]0.083166[/C][/ROW]
[ROW][C]26[/C][C]0.03495[/C][C]0.353[/C][C]0.362417[/C][/ROW]
[ROW][C]27[/C][C]-0.049803[/C][C]-0.503[/C][C]0.308031[/C][/ROW]
[ROW][C]28[/C][C]-0.104338[/C][C]-1.0538[/C][C]0.147241[/C][/ROW]
[ROW][C]29[/C][C]-0.131004[/C][C]-1.3231[/C][C]0.094384[/C][/ROW]
[ROW][C]30[/C][C]-0.16088[/C][C]-1.6248[/C][C]0.053644[/C][/ROW]
[ROW][C]31[/C][C]-0.19631[/C][C]-1.9826[/C][C]0.025049[/C][/ROW]
[ROW][C]32[/C][C]-0.23006[/C][C]-2.3235[/C][C]0.011069[/C][/ROW]
[ROW][C]33[/C][C]-0.232066[/C][C]-2.3438[/C][C]0.010515[/C][/ROW]
[ROW][C]34[/C][C]-0.207275[/C][C]-2.0934[/C][C]0.019398[/C][/ROW]
[ROW][C]35[/C][C]-0.168873[/C][C]-1.7055[/C][C]0.045569[/C][/ROW]
[ROW][C]36[/C][C]-0.158153[/C][C]-1.5973[/C][C]0.056649[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32751&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32751&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	0.929983	9.3924	0
2	0.822727	8.3091	0
3	0.737758	7.451	0
4	0.690273	6.9714	0
5	0.68067	6.8744	0
6	0.667511	6.7415	0
7	0.635612	6.4194	0
8	0.602873	6.0887	0
9	0.603291	6.0929	0
10	0.635921	6.4225	0
11	0.689542	6.964	0
12	0.706258	7.1329	0
13	0.616292	6.2242	0
14	0.500194	5.0517	1e-06
15	0.398962	4.0293	5.4e-05
16	0.332142	3.3545	0.000559
17	0.300917	3.0391	0.001507
18	0.266852	2.6951	0.004116
19	0.220851	2.2305	0.013953
20	0.176386	1.7814	0.038911
21	0.167209	1.6887	0.047164
22	0.189063	1.9094	0.029508
23	0.223136	2.2536	0.013182
24	0.224079	2.2631	0.012874
25	0.138032	1.3941	0.083166
26	0.03495	0.353	0.362417
27	-0.049803	-0.503	0.308031
28	-0.104338	-1.0538	0.147241
29	-0.131004	-1.3231	0.094384
30	-0.16088	-1.6248	0.053644
31	-0.19631	-1.9826	0.025049
32	-0.23006	-2.3235	0.011069
33	-0.232066	-2.3438	0.010515
34	-0.207275	-2.0934	0.019398
35	-0.168873	-1.7055	0.045569
36	-0.158153	-1.5973	0.056649

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.929983	9.3924	0
2	-0.311844	-3.1495	0.001073
3	0.197117	1.9908	0.02459
4	0.136131	1.3749	0.086094
5	0.185915	1.8776	0.031643
6	-0.109337	-1.1043	0.136041
7	-0.00305	-0.0308	0.487743
8	0.093813	0.9475	0.172822
9	0.267626	2.7029	0.004027
10	0.108726	1.0981	0.137378
11	0.207484	2.0955	0.019302
12	-0.221101	-2.233	0.013866
13	-0.656242	-6.6277	0
14	0.111711	1.1282	0.130935
15	-0.181748	-1.8356	0.034668
16	-0.071241	-0.7195	0.236738
17	-0.069253	-0.6994	0.24294
18	-0.006313	-0.0638	0.474645
19	0.022955	0.2318	0.408564
20	-0.04678	-0.4725	0.318807
21	0.143566	1.4499	0.075072
22	-0.006667	-0.0673	0.473224
23	-0.098018	-0.9899	0.162274
24	0.08979	0.9068	0.183317
25	-0.16211	-1.6372	0.052332
26	0.074042	0.7478	0.228154
27	0.056602	0.5716	0.284409
28	-0.084403	-0.8524	0.197988
29	-0.027287	-0.2756	0.391713
30	-0.015303	-0.1546	0.43874
31	0.070538	0.7124	0.238923
32	-0.125459	-1.2671	0.104008
33	-0.060635	-0.6124	0.270824
34	0.041446	0.4186	0.338199
35	0.044343	0.4478	0.32761
36	-0.01373	-0.1387	0.444994

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929983 & 9.3924 & 0 \tabularnewline
2 & -0.311844 & -3.1495 & 0.001073 \tabularnewline
3 & 0.197117 & 1.9908 & 0.02459 \tabularnewline
4 & 0.136131 & 1.3749 & 0.086094 \tabularnewline
5 & 0.185915 & 1.8776 & 0.031643 \tabularnewline
6 & -0.109337 & -1.1043 & 0.136041 \tabularnewline
7 & -0.00305 & -0.0308 & 0.487743 \tabularnewline
8 & 0.093813 & 0.9475 & 0.172822 \tabularnewline
9 & 0.267626 & 2.7029 & 0.004027 \tabularnewline
10 & 0.108726 & 1.0981 & 0.137378 \tabularnewline
11 & 0.207484 & 2.0955 & 0.019302 \tabularnewline
12 & -0.221101 & -2.233 & 0.013866 \tabularnewline
13 & -0.656242 & -6.6277 & 0 \tabularnewline
14 & 0.111711 & 1.1282 & 0.130935 \tabularnewline
15 & -0.181748 & -1.8356 & 0.034668 \tabularnewline
16 & -0.071241 & -0.7195 & 0.236738 \tabularnewline
17 & -0.069253 & -0.6994 & 0.24294 \tabularnewline
18 & -0.006313 & -0.0638 & 0.474645 \tabularnewline
19 & 0.022955 & 0.2318 & 0.408564 \tabularnewline
20 & -0.04678 & -0.4725 & 0.318807 \tabularnewline
21 & 0.143566 & 1.4499 & 0.075072 \tabularnewline
22 & -0.006667 & -0.0673 & 0.473224 \tabularnewline
23 & -0.098018 & -0.9899 & 0.162274 \tabularnewline
24 & 0.08979 & 0.9068 & 0.183317 \tabularnewline
25 & -0.16211 & -1.6372 & 0.052332 \tabularnewline
26 & 0.074042 & 0.7478 & 0.228154 \tabularnewline
27 & 0.056602 & 0.5716 & 0.284409 \tabularnewline
28 & -0.084403 & -0.8524 & 0.197988 \tabularnewline
29 & -0.027287 & -0.2756 & 0.391713 \tabularnewline
30 & -0.015303 & -0.1546 & 0.43874 \tabularnewline
31 & 0.070538 & 0.7124 & 0.238923 \tabularnewline
32 & -0.125459 & -1.2671 & 0.104008 \tabularnewline
33 & -0.060635 & -0.6124 & 0.270824 \tabularnewline
34 & 0.041446 & 0.4186 & 0.338199 \tabularnewline
35 & 0.044343 & 0.4478 & 0.32761 \tabularnewline
36 & -0.01373 & -0.1387 & 0.444994 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32751&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]0.929983[/C][C]9.3924[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.311844[/C][C]-3.1495[/C][C]0.001073[/C][/ROW]
[ROW][C]3[/C][C]0.197117[/C][C]1.9908[/C][C]0.02459[/C][/ROW]
[ROW][C]4[/C][C]0.136131[/C][C]1.3749[/C][C]0.086094[/C][/ROW]
[ROW][C]5[/C][C]0.185915[/C][C]1.8776[/C][C]0.031643[/C][/ROW]
[ROW][C]6[/C][C]-0.109337[/C][C]-1.1043[/C][C]0.136041[/C][/ROW]
[ROW][C]7[/C][C]-0.00305[/C][C]-0.0308[/C][C]0.487743[/C][/ROW]
[ROW][C]8[/C][C]0.093813[/C][C]0.9475[/C][C]0.172822[/C][/ROW]
[ROW][C]9[/C][C]0.267626[/C][C]2.7029[/C][C]0.004027[/C][/ROW]
[ROW][C]10[/C][C]0.108726[/C][C]1.0981[/C][C]0.137378[/C][/ROW]
[ROW][C]11[/C][C]0.207484[/C][C]2.0955[/C][C]0.019302[/C][/ROW]
[ROW][C]12[/C][C]-0.221101[/C][C]-2.233[/C][C]0.013866[/C][/ROW]
[ROW][C]13[/C][C]-0.656242[/C][C]-6.6277[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.111711[/C][C]1.1282[/C][C]0.130935[/C][/ROW]
[ROW][C]15[/C][C]-0.181748[/C][C]-1.8356[/C][C]0.034668[/C][/ROW]
[ROW][C]16[/C][C]-0.071241[/C][C]-0.7195[/C][C]0.236738[/C][/ROW]
[ROW][C]17[/C][C]-0.069253[/C][C]-0.6994[/C][C]0.24294[/C][/ROW]
[ROW][C]18[/C][C]-0.006313[/C][C]-0.0638[/C][C]0.474645[/C][/ROW]
[ROW][C]19[/C][C]0.022955[/C][C]0.2318[/C][C]0.408564[/C][/ROW]
[ROW][C]20[/C][C]-0.04678[/C][C]-0.4725[/C][C]0.318807[/C][/ROW]
[ROW][C]21[/C][C]0.143566[/C][C]1.4499[/C][C]0.075072[/C][/ROW]
[ROW][C]22[/C][C]-0.006667[/C][C]-0.0673[/C][C]0.473224[/C][/ROW]
[ROW][C]23[/C][C]-0.098018[/C][C]-0.9899[/C][C]0.162274[/C][/ROW]
[ROW][C]24[/C][C]0.08979[/C][C]0.9068[/C][C]0.183317[/C][/ROW]
[ROW][C]25[/C][C]-0.16211[/C][C]-1.6372[/C][C]0.052332[/C][/ROW]
[ROW][C]26[/C][C]0.074042[/C][C]0.7478[/C][C]0.228154[/C][/ROW]
[ROW][C]27[/C][C]0.056602[/C][C]0.5716[/C][C]0.284409[/C][/ROW]
[ROW][C]28[/C][C]-0.084403[/C][C]-0.8524[/C][C]0.197988[/C][/ROW]
[ROW][C]29[/C][C]-0.027287[/C][C]-0.2756[/C][C]0.391713[/C][/ROW]
[ROW][C]30[/C][C]-0.015303[/C][C]-0.1546[/C][C]0.43874[/C][/ROW]
[ROW][C]31[/C][C]0.070538[/C][C]0.7124[/C][C]0.238923[/C][/ROW]
[ROW][C]32[/C][C]-0.125459[/C][C]-1.2671[/C][C]0.104008[/C][/ROW]
[ROW][C]33[/C][C]-0.060635[/C][C]-0.6124[/C][C]0.270824[/C][/ROW]
[ROW][C]34[/C][C]0.041446[/C][C]0.4186[/C][C]0.338199[/C][/ROW]
[ROW][C]35[/C][C]0.044343[/C][C]0.4478[/C][C]0.32761[/C][/ROW]
[ROW][C]36[/C][C]-0.01373[/C][C]-0.1387[/C][C]0.444994[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32751&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32751&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	0.929983	9.3924	0
2	-0.311844	-3.1495	0.001073
3	0.197117	1.9908	0.02459
4	0.136131	1.3749	0.086094
5	0.185915	1.8776	0.031643
6	-0.109337	-1.1043	0.136041
7	-0.00305	-0.0308	0.487743
8	0.093813	0.9475	0.172822
9	0.267626	2.7029	0.004027
10	0.108726	1.0981	0.137378
11	0.207484	2.0955	0.019302
12	-0.221101	-2.233	0.013866
13	-0.656242	-6.6277	0
14	0.111711	1.1282	0.130935
15	-0.181748	-1.8356	0.034668
16	-0.071241	-0.7195	0.236738
17	-0.069253	-0.6994	0.24294
18	-0.006313	-0.0638	0.474645
19	0.022955	0.2318	0.408564
20	-0.04678	-0.4725	0.318807
21	0.143566	1.4499	0.075072
22	-0.006667	-0.0673	0.473224
23	-0.098018	-0.9899	0.162274
24	0.08979	0.9068	0.183317
25	-0.16211	-1.6372	0.052332
26	0.074042	0.7478	0.228154
27	0.056602	0.5716	0.284409
28	-0.084403	-0.8524	0.197988
29	-0.027287	-0.2756	0.391713
30	-0.015303	-0.1546	0.43874
31	0.070538	0.7124	0.238923
32	-0.125459	-1.2671	0.104008
33	-0.060635	-0.6124	0.270824
34	0.041446	0.4186	0.338199
35	0.044343	0.4478	0.32761
36	-0.01373	-0.1387	0.444994

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.0 ; 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