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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 28 Dec 2010 13:28:26 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/28/t1293542800lmab87u7fwzthjx.htm/, Retrieved Sun, 05 May 2024 08:10:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116345, Retrieved Sun, 05 May 2024 08:10:44 +0000

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177

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-       [(Partial) Autocorrelation Function] [Autocorrelatie1] [2010-12-28 13:28:26] [a35bd1e3fb5b4b301d5250bc2f7eb297] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116345&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116345&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116345&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.914276	5.4857	2e-06
2	0.790996	4.746	1.6e-05
3	0.649941	3.8996	0.000202
4	0.494828	2.969	0.002644
5	0.345083	2.0705	0.022818
6	0.18721	1.1233	0.134381
7	0.048668	0.292	0.385979
8	-0.080152	-0.4809	0.316744
9	-0.211395	-1.2684	0.106403
10	-0.275725	-1.6544	0.053375
11	-0.303663	-1.822	0.038387
12	-0.317021	-1.9021	0.032589
13	-0.326927	-1.9616	0.028791
14	-0.34638	-2.0783	0.022436
15	-0.372092	-2.2326	0.015945
16	-0.394059	-2.3644	0.011788
17	-0.407504	-2.445	0.009754
18	-0.40137	-2.4082	0.010639
19	-0.380254	-2.2815	0.014267
20	-0.366105	-2.1966	0.017285
21	-0.335016	-2.0101	0.02598
22	-0.283729	-1.7024	0.048653
23	-0.22405	-1.3443	0.09363
24	-0.136948	-0.8217	0.208331
25	-0.03917	-0.235	0.407762
26	0.052562	0.3154	0.377149
27	0.121273	0.7276	0.23577
28	0.142653	0.8559	0.198852
29	0.172999	1.038	0.153097
30	0.185183	1.1111	0.136946
31	0.172773	1.0366	0.153409
32	0.157587	0.9455	0.175348
33	0.130821	0.7849	0.218816
34	0.09123	0.5474	0.293748
35	0.043479	0.2609	0.397839
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.914276 & 5.4857 & 2e-06 \tabularnewline
2 & 0.790996 & 4.746 & 1.6e-05 \tabularnewline
3 & 0.649941 & 3.8996 & 0.000202 \tabularnewline
4 & 0.494828 & 2.969 & 0.002644 \tabularnewline
5 & 0.345083 & 2.0705 & 0.022818 \tabularnewline
6 & 0.18721 & 1.1233 & 0.134381 \tabularnewline
7 & 0.048668 & 0.292 & 0.385979 \tabularnewline
8 & -0.080152 & -0.4809 & 0.316744 \tabularnewline
9 & -0.211395 & -1.2684 & 0.106403 \tabularnewline
10 & -0.275725 & -1.6544 & 0.053375 \tabularnewline
11 & -0.303663 & -1.822 & 0.038387 \tabularnewline
12 & -0.317021 & -1.9021 & 0.032589 \tabularnewline
13 & -0.326927 & -1.9616 & 0.028791 \tabularnewline
14 & -0.34638 & -2.0783 & 0.022436 \tabularnewline
15 & -0.372092 & -2.2326 & 0.015945 \tabularnewline
16 & -0.394059 & -2.3644 & 0.011788 \tabularnewline
17 & -0.407504 & -2.445 & 0.009754 \tabularnewline
18 & -0.40137 & -2.4082 & 0.010639 \tabularnewline
19 & -0.380254 & -2.2815 & 0.014267 \tabularnewline
20 & -0.366105 & -2.1966 & 0.017285 \tabularnewline
21 & -0.335016 & -2.0101 & 0.02598 \tabularnewline
22 & -0.283729 & -1.7024 & 0.048653 \tabularnewline
23 & -0.22405 & -1.3443 & 0.09363 \tabularnewline
24 & -0.136948 & -0.8217 & 0.208331 \tabularnewline
25 & -0.03917 & -0.235 & 0.407762 \tabularnewline
26 & 0.052562 & 0.3154 & 0.377149 \tabularnewline
27 & 0.121273 & 0.7276 & 0.23577 \tabularnewline
28 & 0.142653 & 0.8559 & 0.198852 \tabularnewline
29 & 0.172999 & 1.038 & 0.153097 \tabularnewline
30 & 0.185183 & 1.1111 & 0.136946 \tabularnewline
31 & 0.172773 & 1.0366 & 0.153409 \tabularnewline
32 & 0.157587 & 0.9455 & 0.175348 \tabularnewline
33 & 0.130821 & 0.7849 & 0.218816 \tabularnewline
34 & 0.09123 & 0.5474 & 0.293748 \tabularnewline
35 & 0.043479 & 0.2609 & 0.397839 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116345&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]0.914276[/C][C]5.4857[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.790996[/C][C]4.746[/C][C]1.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.649941[/C][C]3.8996[/C][C]0.000202[/C][/ROW]
[ROW][C]4[/C][C]0.494828[/C][C]2.969[/C][C]0.002644[/C][/ROW]
[ROW][C]5[/C][C]0.345083[/C][C]2.0705[/C][C]0.022818[/C][/ROW]
[ROW][C]6[/C][C]0.18721[/C][C]1.1233[/C][C]0.134381[/C][/ROW]
[ROW][C]7[/C][C]0.048668[/C][C]0.292[/C][C]0.385979[/C][/ROW]
[ROW][C]8[/C][C]-0.080152[/C][C]-0.4809[/C][C]0.316744[/C][/ROW]
[ROW][C]9[/C][C]-0.211395[/C][C]-1.2684[/C][C]0.106403[/C][/ROW]
[ROW][C]10[/C][C]-0.275725[/C][C]-1.6544[/C][C]0.053375[/C][/ROW]
[ROW][C]11[/C][C]-0.303663[/C][C]-1.822[/C][C]0.038387[/C][/ROW]
[ROW][C]12[/C][C]-0.317021[/C][C]-1.9021[/C][C]0.032589[/C][/ROW]
[ROW][C]13[/C][C]-0.326927[/C][C]-1.9616[/C][C]0.028791[/C][/ROW]
[ROW][C]14[/C][C]-0.34638[/C][C]-2.0783[/C][C]0.022436[/C][/ROW]
[ROW][C]15[/C][C]-0.372092[/C][C]-2.2326[/C][C]0.015945[/C][/ROW]
[ROW][C]16[/C][C]-0.394059[/C][C]-2.3644[/C][C]0.011788[/C][/ROW]
[ROW][C]17[/C][C]-0.407504[/C][C]-2.445[/C][C]0.009754[/C][/ROW]
[ROW][C]18[/C][C]-0.40137[/C][C]-2.4082[/C][C]0.010639[/C][/ROW]
[ROW][C]19[/C][C]-0.380254[/C][C]-2.2815[/C][C]0.014267[/C][/ROW]
[ROW][C]20[/C][C]-0.366105[/C][C]-2.1966[/C][C]0.017285[/C][/ROW]
[ROW][C]21[/C][C]-0.335016[/C][C]-2.0101[/C][C]0.02598[/C][/ROW]
[ROW][C]22[/C][C]-0.283729[/C][C]-1.7024[/C][C]0.048653[/C][/ROW]
[ROW][C]23[/C][C]-0.22405[/C][C]-1.3443[/C][C]0.09363[/C][/ROW]
[ROW][C]24[/C][C]-0.136948[/C][C]-0.8217[/C][C]0.208331[/C][/ROW]
[ROW][C]25[/C][C]-0.03917[/C][C]-0.235[/C][C]0.407762[/C][/ROW]
[ROW][C]26[/C][C]0.052562[/C][C]0.3154[/C][C]0.377149[/C][/ROW]
[ROW][C]27[/C][C]0.121273[/C][C]0.7276[/C][C]0.23577[/C][/ROW]
[ROW][C]28[/C][C]0.142653[/C][C]0.8559[/C][C]0.198852[/C][/ROW]
[ROW][C]29[/C][C]0.172999[/C][C]1.038[/C][C]0.153097[/C][/ROW]
[ROW][C]30[/C][C]0.185183[/C][C]1.1111[/C][C]0.136946[/C][/ROW]
[ROW][C]31[/C][C]0.172773[/C][C]1.0366[/C][C]0.153409[/C][/ROW]
[ROW][C]32[/C][C]0.157587[/C][C]0.9455[/C][C]0.175348[/C][/ROW]
[ROW][C]33[/C][C]0.130821[/C][C]0.7849[/C][C]0.218816[/C][/ROW]
[ROW][C]34[/C][C]0.09123[/C][C]0.5474[/C][C]0.293748[/C][/ROW]
[ROW][C]35[/C][C]0.043479[/C][C]0.2609[/C][C]0.397839[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116345&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116345&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	0.914276	5.4857	2e-06
2	0.790996	4.746	1.6e-05
3	0.649941	3.8996	0.000202
4	0.494828	2.969	0.002644
5	0.345083	2.0705	0.022818
6	0.18721	1.1233	0.134381
7	0.048668	0.292	0.385979
8	-0.080152	-0.4809	0.316744
9	-0.211395	-1.2684	0.106403
10	-0.275725	-1.6544	0.053375
11	-0.303663	-1.822	0.038387
12	-0.317021	-1.9021	0.032589
13	-0.326927	-1.9616	0.028791
14	-0.34638	-2.0783	0.022436
15	-0.372092	-2.2326	0.015945
16	-0.394059	-2.3644	0.011788
17	-0.407504	-2.445	0.009754
18	-0.40137	-2.4082	0.010639
19	-0.380254	-2.2815	0.014267
20	-0.366105	-2.1966	0.017285
21	-0.335016	-2.0101	0.02598
22	-0.283729	-1.7024	0.048653
23	-0.22405	-1.3443	0.09363
24	-0.136948	-0.8217	0.208331
25	-0.03917	-0.235	0.407762
26	0.052562	0.3154	0.377149
27	0.121273	0.7276	0.23577
28	0.142653	0.8559	0.198852
29	0.172999	1.038	0.153097
30	0.185183	1.1111	0.136946
31	0.172773	1.0366	0.153409
32	0.157587	0.9455	0.175348
33	0.130821	0.7849	0.218816
34	0.09123	0.5474	0.293748
35	0.043479	0.2609	0.397839
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.914276	5.4857	2e-06
2	-0.273646	-1.6419	0.054662
3	-0.13805	-0.8283	0.20648
4	-0.147327	-0.884	0.191291
5	-0.038374	-0.2302	0.409604
6	-0.178404	-1.0704	0.145776
7	0.017529	0.1052	0.45841
8	-0.115228	-0.6914	0.246885
9	-0.176186	-1.0571	0.148751
10	0.304181	1.8251	0.038147
11	0.000862	0.0052	0.49795
12	-0.117091	-0.7025	0.243429
13	-0.13921	-0.8353	0.204541
14	-0.130225	-0.7813	0.219853
15	-0.218502	-1.311	0.099078
16	0.012138	0.0728	0.471174
17	-0.012642	-0.0759	0.469978
18	-0.080534	-0.4832	0.315939
19	0.115907	0.6954	0.245622
20	-0.094894	-0.5694	0.286323
21	0.048264	0.2896	0.386897
22	0.048643	0.2919	0.386036
23	-0.088684	-0.5321	0.298962
24	0.033617	0.2017	0.420643
25	0.072486	0.4349	0.333109
26	-0.079137	-0.4748	0.318891
27	-0.121748	-0.7305	0.23491
28	-0.143259	-0.8596	0.197862
29	0.115201	0.6912	0.246935
30	-0.095209	-0.5713	0.285688
31	-0.042463	-0.2548	0.400172
32	-0.009227	-0.0554	0.478079
33	0.011173	0.067	0.473461
34	-0.094259	-0.5656	0.287602
35	-0.02879	-0.1727	0.431911
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.914276 & 5.4857 & 2e-06 \tabularnewline
2 & -0.273646 & -1.6419 & 0.054662 \tabularnewline
3 & -0.13805 & -0.8283 & 0.20648 \tabularnewline
4 & -0.147327 & -0.884 & 0.191291 \tabularnewline
5 & -0.038374 & -0.2302 & 0.409604 \tabularnewline
6 & -0.178404 & -1.0704 & 0.145776 \tabularnewline
7 & 0.017529 & 0.1052 & 0.45841 \tabularnewline
8 & -0.115228 & -0.6914 & 0.246885 \tabularnewline
9 & -0.176186 & -1.0571 & 0.148751 \tabularnewline
10 & 0.304181 & 1.8251 & 0.038147 \tabularnewline
11 & 0.000862 & 0.0052 & 0.49795 \tabularnewline
12 & -0.117091 & -0.7025 & 0.243429 \tabularnewline
13 & -0.13921 & -0.8353 & 0.204541 \tabularnewline
14 & -0.130225 & -0.7813 & 0.219853 \tabularnewline
15 & -0.218502 & -1.311 & 0.099078 \tabularnewline
16 & 0.012138 & 0.0728 & 0.471174 \tabularnewline
17 & -0.012642 & -0.0759 & 0.469978 \tabularnewline
18 & -0.080534 & -0.4832 & 0.315939 \tabularnewline
19 & 0.115907 & 0.6954 & 0.245622 \tabularnewline
20 & -0.094894 & -0.5694 & 0.286323 \tabularnewline
21 & 0.048264 & 0.2896 & 0.386897 \tabularnewline
22 & 0.048643 & 0.2919 & 0.386036 \tabularnewline
23 & -0.088684 & -0.5321 & 0.298962 \tabularnewline
24 & 0.033617 & 0.2017 & 0.420643 \tabularnewline
25 & 0.072486 & 0.4349 & 0.333109 \tabularnewline
26 & -0.079137 & -0.4748 & 0.318891 \tabularnewline
27 & -0.121748 & -0.7305 & 0.23491 \tabularnewline
28 & -0.143259 & -0.8596 & 0.197862 \tabularnewline
29 & 0.115201 & 0.6912 & 0.246935 \tabularnewline
30 & -0.095209 & -0.5713 & 0.285688 \tabularnewline
31 & -0.042463 & -0.2548 & 0.400172 \tabularnewline
32 & -0.009227 & -0.0554 & 0.478079 \tabularnewline
33 & 0.011173 & 0.067 & 0.473461 \tabularnewline
34 & -0.094259 & -0.5656 & 0.287602 \tabularnewline
35 & -0.02879 & -0.1727 & 0.431911 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116345&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]0.914276[/C][C]5.4857[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.273646[/C][C]-1.6419[/C][C]0.054662[/C][/ROW]
[ROW][C]3[/C][C]-0.13805[/C][C]-0.8283[/C][C]0.20648[/C][/ROW]
[ROW][C]4[/C][C]-0.147327[/C][C]-0.884[/C][C]0.191291[/C][/ROW]
[ROW][C]5[/C][C]-0.038374[/C][C]-0.2302[/C][C]0.409604[/C][/ROW]
[ROW][C]6[/C][C]-0.178404[/C][C]-1.0704[/C][C]0.145776[/C][/ROW]
[ROW][C]7[/C][C]0.017529[/C][C]0.1052[/C][C]0.45841[/C][/ROW]
[ROW][C]8[/C][C]-0.115228[/C][C]-0.6914[/C][C]0.246885[/C][/ROW]
[ROW][C]9[/C][C]-0.176186[/C][C]-1.0571[/C][C]0.148751[/C][/ROW]
[ROW][C]10[/C][C]0.304181[/C][C]1.8251[/C][C]0.038147[/C][/ROW]
[ROW][C]11[/C][C]0.000862[/C][C]0.0052[/C][C]0.49795[/C][/ROW]
[ROW][C]12[/C][C]-0.117091[/C][C]-0.7025[/C][C]0.243429[/C][/ROW]
[ROW][C]13[/C][C]-0.13921[/C][C]-0.8353[/C][C]0.204541[/C][/ROW]
[ROW][C]14[/C][C]-0.130225[/C][C]-0.7813[/C][C]0.219853[/C][/ROW]
[ROW][C]15[/C][C]-0.218502[/C][C]-1.311[/C][C]0.099078[/C][/ROW]
[ROW][C]16[/C][C]0.012138[/C][C]0.0728[/C][C]0.471174[/C][/ROW]
[ROW][C]17[/C][C]-0.012642[/C][C]-0.0759[/C][C]0.469978[/C][/ROW]
[ROW][C]18[/C][C]-0.080534[/C][C]-0.4832[/C][C]0.315939[/C][/ROW]
[ROW][C]19[/C][C]0.115907[/C][C]0.6954[/C][C]0.245622[/C][/ROW]
[ROW][C]20[/C][C]-0.094894[/C][C]-0.5694[/C][C]0.286323[/C][/ROW]
[ROW][C]21[/C][C]0.048264[/C][C]0.2896[/C][C]0.386897[/C][/ROW]
[ROW][C]22[/C][C]0.048643[/C][C]0.2919[/C][C]0.386036[/C][/ROW]
[ROW][C]23[/C][C]-0.088684[/C][C]-0.5321[/C][C]0.298962[/C][/ROW]
[ROW][C]24[/C][C]0.033617[/C][C]0.2017[/C][C]0.420643[/C][/ROW]
[ROW][C]25[/C][C]0.072486[/C][C]0.4349[/C][C]0.333109[/C][/ROW]
[ROW][C]26[/C][C]-0.079137[/C][C]-0.4748[/C][C]0.318891[/C][/ROW]
[ROW][C]27[/C][C]-0.121748[/C][C]-0.7305[/C][C]0.23491[/C][/ROW]
[ROW][C]28[/C][C]-0.143259[/C][C]-0.8596[/C][C]0.197862[/C][/ROW]
[ROW][C]29[/C][C]0.115201[/C][C]0.6912[/C][C]0.246935[/C][/ROW]
[ROW][C]30[/C][C]-0.095209[/C][C]-0.5713[/C][C]0.285688[/C][/ROW]
[ROW][C]31[/C][C]-0.042463[/C][C]-0.2548[/C][C]0.400172[/C][/ROW]
[ROW][C]32[/C][C]-0.009227[/C][C]-0.0554[/C][C]0.478079[/C][/ROW]
[ROW][C]33[/C][C]0.011173[/C][C]0.067[/C][C]0.473461[/C][/ROW]
[ROW][C]34[/C][C]-0.094259[/C][C]-0.5656[/C][C]0.287602[/C][/ROW]
[ROW][C]35[/C][C]-0.02879[/C][C]-0.1727[/C][C]0.431911[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116345&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116345&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	0.914276	5.4857	2e-06
2	-0.273646	-1.6419	0.054662
3	-0.13805	-0.8283	0.20648
4	-0.147327	-0.884	0.191291
5	-0.038374	-0.2302	0.409604
6	-0.178404	-1.0704	0.145776
7	0.017529	0.1052	0.45841
8	-0.115228	-0.6914	0.246885
9	-0.176186	-1.0571	0.148751
10	0.304181	1.8251	0.038147
11	0.000862	0.0052	0.49795
12	-0.117091	-0.7025	0.243429
13	-0.13921	-0.8353	0.204541
14	-0.130225	-0.7813	0.219853
15	-0.218502	-1.311	0.099078
16	0.012138	0.0728	0.471174
17	-0.012642	-0.0759	0.469978
18	-0.080534	-0.4832	0.315939
19	0.115907	0.6954	0.245622
20	-0.094894	-0.5694	0.286323
21	0.048264	0.2896	0.386897
22	0.048643	0.2919	0.386036
23	-0.088684	-0.5321	0.298962
24	0.033617	0.2017	0.420643
25	0.072486	0.4349	0.333109
26	-0.079137	-0.4748	0.318891
27	-0.121748	-0.7305	0.23491
28	-0.143259	-0.8596	0.197862
29	0.115201	0.6912	0.246935
30	-0.095209	-0.5713	0.285688
31	-0.042463	-0.2548	0.400172
32	-0.009227	-0.0554	0.478079
33	0.011173	0.067	0.473461
34	-0.094259	-0.5656	0.287602
35	-0.02879	-0.1727	0.431911
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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