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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 10:38:37 -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/t1229017193u1e1mt6hzf02nni.htm/, Retrieved Fri, 17 May 2024 02:39:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32388, Retrieved Fri, 17 May 2024 02:39:33 +0000

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174

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-       [(Partial) Autocorrelation Function] [autocorrelatie autos] [2008-12-11 17:38:37] [9e8e8f1cf6738240aaa61f66e2e3fd45] [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=32388&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=32388&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32388&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	-0.056764	-0.3933	0.347929
2	0.003845	0.0266	0.489428
3	-0.18183	-1.2598	0.106924
4	-0.037964	-0.263	0.396831
5	0.061612	0.4269	0.335695
6	-0.005075	-0.0352	0.486049
7	0.011995	0.0831	0.467058
8	0.08098	0.561	0.288688
9	0.013377	0.0927	0.463272
10	0.024316	0.1685	0.433463
11	-0.023463	-0.1626	0.435775
12	-0.45133	-3.1269	0.001499
13	6e-05	4e-04	0.499834
14	0.006886	0.0477	0.481074
15	0.135349	0.9377	0.17654
16	0.04886	0.3385	0.368226
17	0.026481	0.1835	0.427603
18	-0.107294	-0.7434	0.230445
19	-0.004335	-0.03	0.488083
20	-0.107813	-0.747	0.229368
21	0.02739	0.1898	0.425147
22	0.032099	0.2224	0.412478
23	0.016051	0.1112	0.45596
24	0.2649	1.8353	0.036332
25	0.016072	0.1114	0.455901
26	-0.097038	-0.6723	0.252309
27	-0.034678	-0.2403	0.405578
28	-0.034198	-0.2369	0.40686
29	0.003268	0.0226	0.491014
30	0.061398	0.4254	0.336232
31	-0.048163	-0.3337	0.370036
32	0.045226	0.3133	0.377691
33	-0.061835	-0.4284	0.335137
34	-0.004062	-0.0281	0.488832
35	0.016065	0.1113	0.45592
36	-0.275557	-1.9091	0.031118

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.056764 & -0.3933 & 0.347929 \tabularnewline
2 & 0.003845 & 0.0266 & 0.489428 \tabularnewline
3 & -0.18183 & -1.2598 & 0.106924 \tabularnewline
4 & -0.037964 & -0.263 & 0.396831 \tabularnewline
5 & 0.061612 & 0.4269 & 0.335695 \tabularnewline
6 & -0.005075 & -0.0352 & 0.486049 \tabularnewline
7 & 0.011995 & 0.0831 & 0.467058 \tabularnewline
8 & 0.08098 & 0.561 & 0.288688 \tabularnewline
9 & 0.013377 & 0.0927 & 0.463272 \tabularnewline
10 & 0.024316 & 0.1685 & 0.433463 \tabularnewline
11 & -0.023463 & -0.1626 & 0.435775 \tabularnewline
12 & -0.45133 & -3.1269 & 0.001499 \tabularnewline
13 & 6e-05 & 4e-04 & 0.499834 \tabularnewline
14 & 0.006886 & 0.0477 & 0.481074 \tabularnewline
15 & 0.135349 & 0.9377 & 0.17654 \tabularnewline
16 & 0.04886 & 0.3385 & 0.368226 \tabularnewline
17 & 0.026481 & 0.1835 & 0.427603 \tabularnewline
18 & -0.107294 & -0.7434 & 0.230445 \tabularnewline
19 & -0.004335 & -0.03 & 0.488083 \tabularnewline
20 & -0.107813 & -0.747 & 0.229368 \tabularnewline
21 & 0.02739 & 0.1898 & 0.425147 \tabularnewline
22 & 0.032099 & 0.2224 & 0.412478 \tabularnewline
23 & 0.016051 & 0.1112 & 0.45596 \tabularnewline
24 & 0.2649 & 1.8353 & 0.036332 \tabularnewline
25 & 0.016072 & 0.1114 & 0.455901 \tabularnewline
26 & -0.097038 & -0.6723 & 0.252309 \tabularnewline
27 & -0.034678 & -0.2403 & 0.405578 \tabularnewline
28 & -0.034198 & -0.2369 & 0.40686 \tabularnewline
29 & 0.003268 & 0.0226 & 0.491014 \tabularnewline
30 & 0.061398 & 0.4254 & 0.336232 \tabularnewline
31 & -0.048163 & -0.3337 & 0.370036 \tabularnewline
32 & 0.045226 & 0.3133 & 0.377691 \tabularnewline
33 & -0.061835 & -0.4284 & 0.335137 \tabularnewline
34 & -0.004062 & -0.0281 & 0.488832 \tabularnewline
35 & 0.016065 & 0.1113 & 0.45592 \tabularnewline
36 & -0.275557 & -1.9091 & 0.031118 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32388&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]-0.056764[/C][C]-0.3933[/C][C]0.347929[/C][/ROW]
[ROW][C]2[/C][C]0.003845[/C][C]0.0266[/C][C]0.489428[/C][/ROW]
[ROW][C]3[/C][C]-0.18183[/C][C]-1.2598[/C][C]0.106924[/C][/ROW]
[ROW][C]4[/C][C]-0.037964[/C][C]-0.263[/C][C]0.396831[/C][/ROW]
[ROW][C]5[/C][C]0.061612[/C][C]0.4269[/C][C]0.335695[/C][/ROW]
[ROW][C]6[/C][C]-0.005075[/C][C]-0.0352[/C][C]0.486049[/C][/ROW]
[ROW][C]7[/C][C]0.011995[/C][C]0.0831[/C][C]0.467058[/C][/ROW]
[ROW][C]8[/C][C]0.08098[/C][C]0.561[/C][C]0.288688[/C][/ROW]
[ROW][C]9[/C][C]0.013377[/C][C]0.0927[/C][C]0.463272[/C][/ROW]
[ROW][C]10[/C][C]0.024316[/C][C]0.1685[/C][C]0.433463[/C][/ROW]
[ROW][C]11[/C][C]-0.023463[/C][C]-0.1626[/C][C]0.435775[/C][/ROW]
[ROW][C]12[/C][C]-0.45133[/C][C]-3.1269[/C][C]0.001499[/C][/ROW]
[ROW][C]13[/C][C]6e-05[/C][C]4e-04[/C][C]0.499834[/C][/ROW]
[ROW][C]14[/C][C]0.006886[/C][C]0.0477[/C][C]0.481074[/C][/ROW]
[ROW][C]15[/C][C]0.135349[/C][C]0.9377[/C][C]0.17654[/C][/ROW]
[ROW][C]16[/C][C]0.04886[/C][C]0.3385[/C][C]0.368226[/C][/ROW]
[ROW][C]17[/C][C]0.026481[/C][C]0.1835[/C][C]0.427603[/C][/ROW]
[ROW][C]18[/C][C]-0.107294[/C][C]-0.7434[/C][C]0.230445[/C][/ROW]
[ROW][C]19[/C][C]-0.004335[/C][C]-0.03[/C][C]0.488083[/C][/ROW]
[ROW][C]20[/C][C]-0.107813[/C][C]-0.747[/C][C]0.229368[/C][/ROW]
[ROW][C]21[/C][C]0.02739[/C][C]0.1898[/C][C]0.425147[/C][/ROW]
[ROW][C]22[/C][C]0.032099[/C][C]0.2224[/C][C]0.412478[/C][/ROW]
[ROW][C]23[/C][C]0.016051[/C][C]0.1112[/C][C]0.45596[/C][/ROW]
[ROW][C]24[/C][C]0.2649[/C][C]1.8353[/C][C]0.036332[/C][/ROW]
[ROW][C]25[/C][C]0.016072[/C][C]0.1114[/C][C]0.455901[/C][/ROW]
[ROW][C]26[/C][C]-0.097038[/C][C]-0.6723[/C][C]0.252309[/C][/ROW]
[ROW][C]27[/C][C]-0.034678[/C][C]-0.2403[/C][C]0.405578[/C][/ROW]
[ROW][C]28[/C][C]-0.034198[/C][C]-0.2369[/C][C]0.40686[/C][/ROW]
[ROW][C]29[/C][C]0.003268[/C][C]0.0226[/C][C]0.491014[/C][/ROW]
[ROW][C]30[/C][C]0.061398[/C][C]0.4254[/C][C]0.336232[/C][/ROW]
[ROW][C]31[/C][C]-0.048163[/C][C]-0.3337[/C][C]0.370036[/C][/ROW]
[ROW][C]32[/C][C]0.045226[/C][C]0.3133[/C][C]0.377691[/C][/ROW]
[ROW][C]33[/C][C]-0.061835[/C][C]-0.4284[/C][C]0.335137[/C][/ROW]
[ROW][C]34[/C][C]-0.004062[/C][C]-0.0281[/C][C]0.488832[/C][/ROW]
[ROW][C]35[/C][C]0.016065[/C][C]0.1113[/C][C]0.45592[/C][/ROW]
[ROW][C]36[/C][C]-0.275557[/C][C]-1.9091[/C][C]0.031118[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32388&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32388&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	-0.056764	-0.3933	0.347929
2	0.003845	0.0266	0.489428
3	-0.18183	-1.2598	0.106924
4	-0.037964	-0.263	0.396831
5	0.061612	0.4269	0.335695
6	-0.005075	-0.0352	0.486049
7	0.011995	0.0831	0.467058
8	0.08098	0.561	0.288688
9	0.013377	0.0927	0.463272
10	0.024316	0.1685	0.433463
11	-0.023463	-0.1626	0.435775
12	-0.45133	-3.1269	0.001499
13	6e-05	4e-04	0.499834
14	0.006886	0.0477	0.481074
15	0.135349	0.9377	0.17654
16	0.04886	0.3385	0.368226
17	0.026481	0.1835	0.427603
18	-0.107294	-0.7434	0.230445
19	-0.004335	-0.03	0.488083
20	-0.107813	-0.747	0.229368
21	0.02739	0.1898	0.425147
22	0.032099	0.2224	0.412478
23	0.016051	0.1112	0.45596
24	0.2649	1.8353	0.036332
25	0.016072	0.1114	0.455901
26	-0.097038	-0.6723	0.252309
27	-0.034678	-0.2403	0.405578
28	-0.034198	-0.2369	0.40686
29	0.003268	0.0226	0.491014
30	0.061398	0.4254	0.336232
31	-0.048163	-0.3337	0.370036
32	0.045226	0.3133	0.377691
33	-0.061835	-0.4284	0.335137
34	-0.004062	-0.0281	0.488832
35	0.016065	0.1113	0.45592
36	-0.275557	-1.9091	0.031118

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.056764	-0.3933	0.347929
2	0.000625	0.0043	0.498281
3	-0.182164	-1.2621	0.106511
4	-0.060767	-0.421	0.337815
5	0.056694	0.3928	0.348108
6	-0.032719	-0.2267	0.410816
7	-0.008255	-0.0572	0.477315
8	0.105537	0.7312	0.234112
9	0.024744	0.1714	0.432302
10	0.023279	0.1613	0.436275
11	0.018528	0.1284	0.449198
12	-0.463189	-3.2091	0.001187
13	-0.075415	-0.5225	0.301866
14	0.012476	0.0864	0.465739
15	-0.051769	-0.3587	0.36071
16	0.026346	0.1825	0.427967
17	0.137354	0.9516	0.17303
18	-0.133758	-0.9267	0.179358
19	0.022073	0.1529	0.439548
20	-0.005941	-0.0412	0.483669
21	-0.072673	-0.5035	0.30846
22	0.059596	0.4129	0.340762
23	0.005118	0.0355	0.485931
24	0.03573	0.2475	0.40277
25	0.067812	0.4698	0.320307
26	-0.100728	-0.6979	0.244316
27	0.042512	0.2945	0.38481
28	0.074658	0.5172	0.303681
29	-0.042605	-0.2952	0.384565
30	-0.022376	-0.155	0.438725
31	-0.034965	-0.2422	0.404812
32	-0.127842	-0.8857	0.190094
33	-0.038232	-0.2649	0.396117
34	0.042401	0.2938	0.385102
35	0.007188	0.0498	0.480245
36	-0.171446	-1.1878	0.120376

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.056764 & -0.3933 & 0.347929 \tabularnewline
2 & 0.000625 & 0.0043 & 0.498281 \tabularnewline
3 & -0.182164 & -1.2621 & 0.106511 \tabularnewline
4 & -0.060767 & -0.421 & 0.337815 \tabularnewline
5 & 0.056694 & 0.3928 & 0.348108 \tabularnewline
6 & -0.032719 & -0.2267 & 0.410816 \tabularnewline
7 & -0.008255 & -0.0572 & 0.477315 \tabularnewline
8 & 0.105537 & 0.7312 & 0.234112 \tabularnewline
9 & 0.024744 & 0.1714 & 0.432302 \tabularnewline
10 & 0.023279 & 0.1613 & 0.436275 \tabularnewline
11 & 0.018528 & 0.1284 & 0.449198 \tabularnewline
12 & -0.463189 & -3.2091 & 0.001187 \tabularnewline
13 & -0.075415 & -0.5225 & 0.301866 \tabularnewline
14 & 0.012476 & 0.0864 & 0.465739 \tabularnewline
15 & -0.051769 & -0.3587 & 0.36071 \tabularnewline
16 & 0.026346 & 0.1825 & 0.427967 \tabularnewline
17 & 0.137354 & 0.9516 & 0.17303 \tabularnewline
18 & -0.133758 & -0.9267 & 0.179358 \tabularnewline
19 & 0.022073 & 0.1529 & 0.439548 \tabularnewline
20 & -0.005941 & -0.0412 & 0.483669 \tabularnewline
21 & -0.072673 & -0.5035 & 0.30846 \tabularnewline
22 & 0.059596 & 0.4129 & 0.340762 \tabularnewline
23 & 0.005118 & 0.0355 & 0.485931 \tabularnewline
24 & 0.03573 & 0.2475 & 0.40277 \tabularnewline
25 & 0.067812 & 0.4698 & 0.320307 \tabularnewline
26 & -0.100728 & -0.6979 & 0.244316 \tabularnewline
27 & 0.042512 & 0.2945 & 0.38481 \tabularnewline
28 & 0.074658 & 0.5172 & 0.303681 \tabularnewline
29 & -0.042605 & -0.2952 & 0.384565 \tabularnewline
30 & -0.022376 & -0.155 & 0.438725 \tabularnewline
31 & -0.034965 & -0.2422 & 0.404812 \tabularnewline
32 & -0.127842 & -0.8857 & 0.190094 \tabularnewline
33 & -0.038232 & -0.2649 & 0.396117 \tabularnewline
34 & 0.042401 & 0.2938 & 0.385102 \tabularnewline
35 & 0.007188 & 0.0498 & 0.480245 \tabularnewline
36 & -0.171446 & -1.1878 & 0.120376 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32388&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]-0.056764[/C][C]-0.3933[/C][C]0.347929[/C][/ROW]
[ROW][C]2[/C][C]0.000625[/C][C]0.0043[/C][C]0.498281[/C][/ROW]
[ROW][C]3[/C][C]-0.182164[/C][C]-1.2621[/C][C]0.106511[/C][/ROW]
[ROW][C]4[/C][C]-0.060767[/C][C]-0.421[/C][C]0.337815[/C][/ROW]
[ROW][C]5[/C][C]0.056694[/C][C]0.3928[/C][C]0.348108[/C][/ROW]
[ROW][C]6[/C][C]-0.032719[/C][C]-0.2267[/C][C]0.410816[/C][/ROW]
[ROW][C]7[/C][C]-0.008255[/C][C]-0.0572[/C][C]0.477315[/C][/ROW]
[ROW][C]8[/C][C]0.105537[/C][C]0.7312[/C][C]0.234112[/C][/ROW]
[ROW][C]9[/C][C]0.024744[/C][C]0.1714[/C][C]0.432302[/C][/ROW]
[ROW][C]10[/C][C]0.023279[/C][C]0.1613[/C][C]0.436275[/C][/ROW]
[ROW][C]11[/C][C]0.018528[/C][C]0.1284[/C][C]0.449198[/C][/ROW]
[ROW][C]12[/C][C]-0.463189[/C][C]-3.2091[/C][C]0.001187[/C][/ROW]
[ROW][C]13[/C][C]-0.075415[/C][C]-0.5225[/C][C]0.301866[/C][/ROW]
[ROW][C]14[/C][C]0.012476[/C][C]0.0864[/C][C]0.465739[/C][/ROW]
[ROW][C]15[/C][C]-0.051769[/C][C]-0.3587[/C][C]0.36071[/C][/ROW]
[ROW][C]16[/C][C]0.026346[/C][C]0.1825[/C][C]0.427967[/C][/ROW]
[ROW][C]17[/C][C]0.137354[/C][C]0.9516[/C][C]0.17303[/C][/ROW]
[ROW][C]18[/C][C]-0.133758[/C][C]-0.9267[/C][C]0.179358[/C][/ROW]
[ROW][C]19[/C][C]0.022073[/C][C]0.1529[/C][C]0.439548[/C][/ROW]
[ROW][C]20[/C][C]-0.005941[/C][C]-0.0412[/C][C]0.483669[/C][/ROW]
[ROW][C]21[/C][C]-0.072673[/C][C]-0.5035[/C][C]0.30846[/C][/ROW]
[ROW][C]22[/C][C]0.059596[/C][C]0.4129[/C][C]0.340762[/C][/ROW]
[ROW][C]23[/C][C]0.005118[/C][C]0.0355[/C][C]0.485931[/C][/ROW]
[ROW][C]24[/C][C]0.03573[/C][C]0.2475[/C][C]0.40277[/C][/ROW]
[ROW][C]25[/C][C]0.067812[/C][C]0.4698[/C][C]0.320307[/C][/ROW]
[ROW][C]26[/C][C]-0.100728[/C][C]-0.6979[/C][C]0.244316[/C][/ROW]
[ROW][C]27[/C][C]0.042512[/C][C]0.2945[/C][C]0.38481[/C][/ROW]
[ROW][C]28[/C][C]0.074658[/C][C]0.5172[/C][C]0.303681[/C][/ROW]
[ROW][C]29[/C][C]-0.042605[/C][C]-0.2952[/C][C]0.384565[/C][/ROW]
[ROW][C]30[/C][C]-0.022376[/C][C]-0.155[/C][C]0.438725[/C][/ROW]
[ROW][C]31[/C][C]-0.034965[/C][C]-0.2422[/C][C]0.404812[/C][/ROW]
[ROW][C]32[/C][C]-0.127842[/C][C]-0.8857[/C][C]0.190094[/C][/ROW]
[ROW][C]33[/C][C]-0.038232[/C][C]-0.2649[/C][C]0.396117[/C][/ROW]
[ROW][C]34[/C][C]0.042401[/C][C]0.2938[/C][C]0.385102[/C][/ROW]
[ROW][C]35[/C][C]0.007188[/C][C]0.0498[/C][C]0.480245[/C][/ROW]
[ROW][C]36[/C][C]-0.171446[/C][C]-1.1878[/C][C]0.120376[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32388&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32388&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	-0.056764	-0.3933	0.347929
2	0.000625	0.0043	0.498281
3	-0.182164	-1.2621	0.106511
4	-0.060767	-0.421	0.337815
5	0.056694	0.3928	0.348108
6	-0.032719	-0.2267	0.410816
7	-0.008255	-0.0572	0.477315
8	0.105537	0.7312	0.234112
9	0.024744	0.1714	0.432302
10	0.023279	0.1613	0.436275
11	0.018528	0.1284	0.449198
12	-0.463189	-3.2091	0.001187
13	-0.075415	-0.5225	0.301866
14	0.012476	0.0864	0.465739
15	-0.051769	-0.3587	0.36071
16	0.026346	0.1825	0.427967
17	0.137354	0.9516	0.17303
18	-0.133758	-0.9267	0.179358
19	0.022073	0.1529	0.439548
20	-0.005941	-0.0412	0.483669
21	-0.072673	-0.5035	0.30846
22	0.059596	0.4129	0.340762
23	0.005118	0.0355	0.485931
24	0.03573	0.2475	0.40277
25	0.067812	0.4698	0.320307
26	-0.100728	-0.6979	0.244316
27	0.042512	0.2945	0.38481
28	0.074658	0.5172	0.303681
29	-0.042605	-0.2952	0.384565
30	-0.022376	-0.155	0.438725
31	-0.034965	-0.2422	0.404812
32	-0.127842	-0.8857	0.190094
33	-0.038232	-0.2649	0.396117
34	0.042401	0.2938	0.385102
35	0.007188	0.0498	0.480245
36	-0.171446	-1.1878	0.120376

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