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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 20 Dec 2008 10:35:22 -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/20/t1229794641vrcw3gbmg642j5e.htm/, Retrieved Sun, 19 May 2024 10:20:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35426, Retrieved Sun, 19 May 2024 10:20:12 +0000

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-       [(Partial) Autocorrelation Function] [ACF paper] [2008-12-20 17:35:22] [00a0a665d7a07edd2e460056b0c0c354] [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=35426&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=35426&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35426&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	0.288982	2.2384	0.014457
2	0.064992	0.5034	0.308254
3	0.227802	1.7645	0.041365
4	0.18939	1.467	0.073798
5	0.220762	1.71	0.046215
6	0.082449	0.6386	0.262742
7	0.053943	0.4178	0.338777
8	0.166572	1.2903	0.100955
9	0.124457	0.964	0.169447
10	0.060142	0.4659	0.321503
11	0.259328	2.0087	0.024535
12	0.044338	0.3434	0.366233
13	-0.026738	-0.2071	0.418313
14	0.189679	1.4693	0.073494
15	0.051781	0.4011	0.344887
16	0.03687	0.2856	0.388087
17	-0.068945	-0.534	0.297641
18	-0.1549	-1.1999	0.117457
19	0.021685	0.168	0.433584
20	-0.033057	-0.2561	0.39939
21	-0.104319	-0.8081	0.211126
22	-0.11235	-0.8703	0.193814
23	-0.099339	-0.7695	0.222314
24	-0.09304	-0.7207	0.236951
25	0.032271	0.25	0.401732
26	-0.031827	-0.2465	0.403055
27	-0.042081	-0.326	0.372794
28	0.027224	0.2109	0.416851
29	-0.036826	-0.2853	0.388216
30	-0.050234	-0.3891	0.349285
31	-0.074937	-0.5805	0.281889
32	-0.068305	-0.5291	0.299348
33	-0.115128	-0.8918	0.188038
34	-0.104772	-0.8116	0.210126
35	-0.129107	-1.0001	0.16065
36	-0.040095	-0.3106	0.3786

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.288982 & 2.2384 & 0.014457 \tabularnewline
2 & 0.064992 & 0.5034 & 0.308254 \tabularnewline
3 & 0.227802 & 1.7645 & 0.041365 \tabularnewline
4 & 0.18939 & 1.467 & 0.073798 \tabularnewline
5 & 0.220762 & 1.71 & 0.046215 \tabularnewline
6 & 0.082449 & 0.6386 & 0.262742 \tabularnewline
7 & 0.053943 & 0.4178 & 0.338777 \tabularnewline
8 & 0.166572 & 1.2903 & 0.100955 \tabularnewline
9 & 0.124457 & 0.964 & 0.169447 \tabularnewline
10 & 0.060142 & 0.4659 & 0.321503 \tabularnewline
11 & 0.259328 & 2.0087 & 0.024535 \tabularnewline
12 & 0.044338 & 0.3434 & 0.366233 \tabularnewline
13 & -0.026738 & -0.2071 & 0.418313 \tabularnewline
14 & 0.189679 & 1.4693 & 0.073494 \tabularnewline
15 & 0.051781 & 0.4011 & 0.344887 \tabularnewline
16 & 0.03687 & 0.2856 & 0.388087 \tabularnewline
17 & -0.068945 & -0.534 & 0.297641 \tabularnewline
18 & -0.1549 & -1.1999 & 0.117457 \tabularnewline
19 & 0.021685 & 0.168 & 0.433584 \tabularnewline
20 & -0.033057 & -0.2561 & 0.39939 \tabularnewline
21 & -0.104319 & -0.8081 & 0.211126 \tabularnewline
22 & -0.11235 & -0.8703 & 0.193814 \tabularnewline
23 & -0.099339 & -0.7695 & 0.222314 \tabularnewline
24 & -0.09304 & -0.7207 & 0.236951 \tabularnewline
25 & 0.032271 & 0.25 & 0.401732 \tabularnewline
26 & -0.031827 & -0.2465 & 0.403055 \tabularnewline
27 & -0.042081 & -0.326 & 0.372794 \tabularnewline
28 & 0.027224 & 0.2109 & 0.416851 \tabularnewline
29 & -0.036826 & -0.2853 & 0.388216 \tabularnewline
30 & -0.050234 & -0.3891 & 0.349285 \tabularnewline
31 & -0.074937 & -0.5805 & 0.281889 \tabularnewline
32 & -0.068305 & -0.5291 & 0.299348 \tabularnewline
33 & -0.115128 & -0.8918 & 0.188038 \tabularnewline
34 & -0.104772 & -0.8116 & 0.210126 \tabularnewline
35 & -0.129107 & -1.0001 & 0.16065 \tabularnewline
36 & -0.040095 & -0.3106 & 0.3786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35426&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]0.288982[/C][C]2.2384[/C][C]0.014457[/C][/ROW]
[ROW][C]2[/C][C]0.064992[/C][C]0.5034[/C][C]0.308254[/C][/ROW]
[ROW][C]3[/C][C]0.227802[/C][C]1.7645[/C][C]0.041365[/C][/ROW]
[ROW][C]4[/C][C]0.18939[/C][C]1.467[/C][C]0.073798[/C][/ROW]
[ROW][C]5[/C][C]0.220762[/C][C]1.71[/C][C]0.046215[/C][/ROW]
[ROW][C]6[/C][C]0.082449[/C][C]0.6386[/C][C]0.262742[/C][/ROW]
[ROW][C]7[/C][C]0.053943[/C][C]0.4178[/C][C]0.338777[/C][/ROW]
[ROW][C]8[/C][C]0.166572[/C][C]1.2903[/C][C]0.100955[/C][/ROW]
[ROW][C]9[/C][C]0.124457[/C][C]0.964[/C][C]0.169447[/C][/ROW]
[ROW][C]10[/C][C]0.060142[/C][C]0.4659[/C][C]0.321503[/C][/ROW]
[ROW][C]11[/C][C]0.259328[/C][C]2.0087[/C][C]0.024535[/C][/ROW]
[ROW][C]12[/C][C]0.044338[/C][C]0.3434[/C][C]0.366233[/C][/ROW]
[ROW][C]13[/C][C]-0.026738[/C][C]-0.2071[/C][C]0.418313[/C][/ROW]
[ROW][C]14[/C][C]0.189679[/C][C]1.4693[/C][C]0.073494[/C][/ROW]
[ROW][C]15[/C][C]0.051781[/C][C]0.4011[/C][C]0.344887[/C][/ROW]
[ROW][C]16[/C][C]0.03687[/C][C]0.2856[/C][C]0.388087[/C][/ROW]
[ROW][C]17[/C][C]-0.068945[/C][C]-0.534[/C][C]0.297641[/C][/ROW]
[ROW][C]18[/C][C]-0.1549[/C][C]-1.1999[/C][C]0.117457[/C][/ROW]
[ROW][C]19[/C][C]0.021685[/C][C]0.168[/C][C]0.433584[/C][/ROW]
[ROW][C]20[/C][C]-0.033057[/C][C]-0.2561[/C][C]0.39939[/C][/ROW]
[ROW][C]21[/C][C]-0.104319[/C][C]-0.8081[/C][C]0.211126[/C][/ROW]
[ROW][C]22[/C][C]-0.11235[/C][C]-0.8703[/C][C]0.193814[/C][/ROW]
[ROW][C]23[/C][C]-0.099339[/C][C]-0.7695[/C][C]0.222314[/C][/ROW]
[ROW][C]24[/C][C]-0.09304[/C][C]-0.7207[/C][C]0.236951[/C][/ROW]
[ROW][C]25[/C][C]0.032271[/C][C]0.25[/C][C]0.401732[/C][/ROW]
[ROW][C]26[/C][C]-0.031827[/C][C]-0.2465[/C][C]0.403055[/C][/ROW]
[ROW][C]27[/C][C]-0.042081[/C][C]-0.326[/C][C]0.372794[/C][/ROW]
[ROW][C]28[/C][C]0.027224[/C][C]0.2109[/C][C]0.416851[/C][/ROW]
[ROW][C]29[/C][C]-0.036826[/C][C]-0.2853[/C][C]0.388216[/C][/ROW]
[ROW][C]30[/C][C]-0.050234[/C][C]-0.3891[/C][C]0.349285[/C][/ROW]
[ROW][C]31[/C][C]-0.074937[/C][C]-0.5805[/C][C]0.281889[/C][/ROW]
[ROW][C]32[/C][C]-0.068305[/C][C]-0.5291[/C][C]0.299348[/C][/ROW]
[ROW][C]33[/C][C]-0.115128[/C][C]-0.8918[/C][C]0.188038[/C][/ROW]
[ROW][C]34[/C][C]-0.104772[/C][C]-0.8116[/C][C]0.210126[/C][/ROW]
[ROW][C]35[/C][C]-0.129107[/C][C]-1.0001[/C][C]0.16065[/C][/ROW]
[ROW][C]36[/C][C]-0.040095[/C][C]-0.3106[/C][C]0.3786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35426&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35426&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	0.288982	2.2384	0.014457
2	0.064992	0.5034	0.308254
3	0.227802	1.7645	0.041365
4	0.18939	1.467	0.073798
5	0.220762	1.71	0.046215
6	0.082449	0.6386	0.262742
7	0.053943	0.4178	0.338777
8	0.166572	1.2903	0.100955
9	0.124457	0.964	0.169447
10	0.060142	0.4659	0.321503
11	0.259328	2.0087	0.024535
12	0.044338	0.3434	0.366233
13	-0.026738	-0.2071	0.418313
14	0.189679	1.4693	0.073494
15	0.051781	0.4011	0.344887
16	0.03687	0.2856	0.388087
17	-0.068945	-0.534	0.297641
18	-0.1549	-1.1999	0.117457
19	0.021685	0.168	0.433584
20	-0.033057	-0.2561	0.39939
21	-0.104319	-0.8081	0.211126
22	-0.11235	-0.8703	0.193814
23	-0.099339	-0.7695	0.222314
24	-0.09304	-0.7207	0.236951
25	0.032271	0.25	0.401732
26	-0.031827	-0.2465	0.403055
27	-0.042081	-0.326	0.372794
28	0.027224	0.2109	0.416851
29	-0.036826	-0.2853	0.388216
30	-0.050234	-0.3891	0.349285
31	-0.074937	-0.5805	0.281889
32	-0.068305	-0.5291	0.299348
33	-0.115128	-0.8918	0.188038
34	-0.104772	-0.8116	0.210126
35	-0.129107	-1.0001	0.16065
36	-0.040095	-0.3106	0.3786

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.288982	2.2384	0.014457
2	-0.020206	-0.1565	0.438076
3	0.23412	1.8135	0.03738
4	0.068477	0.5304	0.298889
5	0.176749	1.3691	0.088037
6	-0.070492	-0.546	0.293535
7	0.019318	0.1496	0.440776
8	0.073072	0.566	0.286749
9	0.028603	0.2216	0.412704
10	-0.007914	-0.0613	0.47566
11	0.248022	1.9212	0.029733
12	-0.170033	-1.3171	0.096412
13	-0.02012	-0.1559	0.438336
14	0.116305	0.9009	0.185623
15	-0.076912	-0.5958	0.276788
16	-0.007436	-0.0576	0.47713
17	-0.133874	-1.037	0.151953
18	-0.141266	-1.0942	0.139111
19	-0.001854	-0.0144	0.494294
20	-0.046565	-0.3607	0.359798
21	0.002969	0.023	0.490865
22	-0.146991	-1.1386	0.129701
23	0.017039	0.132	0.447719
24	-0.048823	-0.3782	0.353316
25	0.078716	0.6097	0.272172
26	0.05348	0.4143	0.340083
27	0.071608	0.5547	0.29059
28	0.05712	0.4424	0.329878
29	0.056414	0.437	0.331846
30	-0.107597	-0.8334	0.203951
31	0.018814	0.1457	0.442311
32	0.013697	0.1061	0.457929
33	-0.100879	-0.7814	0.218819
34	-0.028735	-0.2226	0.412311
35	-0.126103	-0.9768	0.166298
36	0.029859	0.2313	0.40894

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.288982 & 2.2384 & 0.014457 \tabularnewline
2 & -0.020206 & -0.1565 & 0.438076 \tabularnewline
3 & 0.23412 & 1.8135 & 0.03738 \tabularnewline
4 & 0.068477 & 0.5304 & 0.298889 \tabularnewline
5 & 0.176749 & 1.3691 & 0.088037 \tabularnewline
6 & -0.070492 & -0.546 & 0.293535 \tabularnewline
7 & 0.019318 & 0.1496 & 0.440776 \tabularnewline
8 & 0.073072 & 0.566 & 0.286749 \tabularnewline
9 & 0.028603 & 0.2216 & 0.412704 \tabularnewline
10 & -0.007914 & -0.0613 & 0.47566 \tabularnewline
11 & 0.248022 & 1.9212 & 0.029733 \tabularnewline
12 & -0.170033 & -1.3171 & 0.096412 \tabularnewline
13 & -0.02012 & -0.1559 & 0.438336 \tabularnewline
14 & 0.116305 & 0.9009 & 0.185623 \tabularnewline
15 & -0.076912 & -0.5958 & 0.276788 \tabularnewline
16 & -0.007436 & -0.0576 & 0.47713 \tabularnewline
17 & -0.133874 & -1.037 & 0.151953 \tabularnewline
18 & -0.141266 & -1.0942 & 0.139111 \tabularnewline
19 & -0.001854 & -0.0144 & 0.494294 \tabularnewline
20 & -0.046565 & -0.3607 & 0.359798 \tabularnewline
21 & 0.002969 & 0.023 & 0.490865 \tabularnewline
22 & -0.146991 & -1.1386 & 0.129701 \tabularnewline
23 & 0.017039 & 0.132 & 0.447719 \tabularnewline
24 & -0.048823 & -0.3782 & 0.353316 \tabularnewline
25 & 0.078716 & 0.6097 & 0.272172 \tabularnewline
26 & 0.05348 & 0.4143 & 0.340083 \tabularnewline
27 & 0.071608 & 0.5547 & 0.29059 \tabularnewline
28 & 0.05712 & 0.4424 & 0.329878 \tabularnewline
29 & 0.056414 & 0.437 & 0.331846 \tabularnewline
30 & -0.107597 & -0.8334 & 0.203951 \tabularnewline
31 & 0.018814 & 0.1457 & 0.442311 \tabularnewline
32 & 0.013697 & 0.1061 & 0.457929 \tabularnewline
33 & -0.100879 & -0.7814 & 0.218819 \tabularnewline
34 & -0.028735 & -0.2226 & 0.412311 \tabularnewline
35 & -0.126103 & -0.9768 & 0.166298 \tabularnewline
36 & 0.029859 & 0.2313 & 0.40894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35426&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]0.288982[/C][C]2.2384[/C][C]0.014457[/C][/ROW]
[ROW][C]2[/C][C]-0.020206[/C][C]-0.1565[/C][C]0.438076[/C][/ROW]
[ROW][C]3[/C][C]0.23412[/C][C]1.8135[/C][C]0.03738[/C][/ROW]
[ROW][C]4[/C][C]0.068477[/C][C]0.5304[/C][C]0.298889[/C][/ROW]
[ROW][C]5[/C][C]0.176749[/C][C]1.3691[/C][C]0.088037[/C][/ROW]
[ROW][C]6[/C][C]-0.070492[/C][C]-0.546[/C][C]0.293535[/C][/ROW]
[ROW][C]7[/C][C]0.019318[/C][C]0.1496[/C][C]0.440776[/C][/ROW]
[ROW][C]8[/C][C]0.073072[/C][C]0.566[/C][C]0.286749[/C][/ROW]
[ROW][C]9[/C][C]0.028603[/C][C]0.2216[/C][C]0.412704[/C][/ROW]
[ROW][C]10[/C][C]-0.007914[/C][C]-0.0613[/C][C]0.47566[/C][/ROW]
[ROW][C]11[/C][C]0.248022[/C][C]1.9212[/C][C]0.029733[/C][/ROW]
[ROW][C]12[/C][C]-0.170033[/C][C]-1.3171[/C][C]0.096412[/C][/ROW]
[ROW][C]13[/C][C]-0.02012[/C][C]-0.1559[/C][C]0.438336[/C][/ROW]
[ROW][C]14[/C][C]0.116305[/C][C]0.9009[/C][C]0.185623[/C][/ROW]
[ROW][C]15[/C][C]-0.076912[/C][C]-0.5958[/C][C]0.276788[/C][/ROW]
[ROW][C]16[/C][C]-0.007436[/C][C]-0.0576[/C][C]0.47713[/C][/ROW]
[ROW][C]17[/C][C]-0.133874[/C][C]-1.037[/C][C]0.151953[/C][/ROW]
[ROW][C]18[/C][C]-0.141266[/C][C]-1.0942[/C][C]0.139111[/C][/ROW]
[ROW][C]19[/C][C]-0.001854[/C][C]-0.0144[/C][C]0.494294[/C][/ROW]
[ROW][C]20[/C][C]-0.046565[/C][C]-0.3607[/C][C]0.359798[/C][/ROW]
[ROW][C]21[/C][C]0.002969[/C][C]0.023[/C][C]0.490865[/C][/ROW]
[ROW][C]22[/C][C]-0.146991[/C][C]-1.1386[/C][C]0.129701[/C][/ROW]
[ROW][C]23[/C][C]0.017039[/C][C]0.132[/C][C]0.447719[/C][/ROW]
[ROW][C]24[/C][C]-0.048823[/C][C]-0.3782[/C][C]0.353316[/C][/ROW]
[ROW][C]25[/C][C]0.078716[/C][C]0.6097[/C][C]0.272172[/C][/ROW]
[ROW][C]26[/C][C]0.05348[/C][C]0.4143[/C][C]0.340083[/C][/ROW]
[ROW][C]27[/C][C]0.071608[/C][C]0.5547[/C][C]0.29059[/C][/ROW]
[ROW][C]28[/C][C]0.05712[/C][C]0.4424[/C][C]0.329878[/C][/ROW]
[ROW][C]29[/C][C]0.056414[/C][C]0.437[/C][C]0.331846[/C][/ROW]
[ROW][C]30[/C][C]-0.107597[/C][C]-0.8334[/C][C]0.203951[/C][/ROW]
[ROW][C]31[/C][C]0.018814[/C][C]0.1457[/C][C]0.442311[/C][/ROW]
[ROW][C]32[/C][C]0.013697[/C][C]0.1061[/C][C]0.457929[/C][/ROW]
[ROW][C]33[/C][C]-0.100879[/C][C]-0.7814[/C][C]0.218819[/C][/ROW]
[ROW][C]34[/C][C]-0.028735[/C][C]-0.2226[/C][C]0.412311[/C][/ROW]
[ROW][C]35[/C][C]-0.126103[/C][C]-0.9768[/C][C]0.166298[/C][/ROW]
[ROW][C]36[/C][C]0.029859[/C][C]0.2313[/C][C]0.40894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35426&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35426&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	0.288982	2.2384	0.014457
2	-0.020206	-0.1565	0.438076
3	0.23412	1.8135	0.03738
4	0.068477	0.5304	0.298889
5	0.176749	1.3691	0.088037
6	-0.070492	-0.546	0.293535
7	0.019318	0.1496	0.440776
8	0.073072	0.566	0.286749
9	0.028603	0.2216	0.412704
10	-0.007914	-0.0613	0.47566
11	0.248022	1.9212	0.029733
12	-0.170033	-1.3171	0.096412
13	-0.02012	-0.1559	0.438336
14	0.116305	0.9009	0.185623
15	-0.076912	-0.5958	0.276788
16	-0.007436	-0.0576	0.47713
17	-0.133874	-1.037	0.151953
18	-0.141266	-1.0942	0.139111
19	-0.001854	-0.0144	0.494294
20	-0.046565	-0.3607	0.359798
21	0.002969	0.023	0.490865
22	-0.146991	-1.1386	0.129701
23	0.017039	0.132	0.447719
24	-0.048823	-0.3782	0.353316
25	0.078716	0.6097	0.272172
26	0.05348	0.4143	0.340083
27	0.071608	0.5547	0.29059
28	0.05712	0.4424	0.329878
29	0.056414	0.437	0.331846
30	-0.107597	-0.8334	0.203951
31	0.018814	0.1457	0.442311
32	0.013697	0.1061	0.457929
33	-0.100879	-0.7814	0.218819
34	-0.028735	-0.2226	0.412311
35	-0.126103	-0.9768	0.166298
36	0.029859	0.2313	0.40894

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