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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 04:22:40 -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/06/t12285628880tfac7w3zx8cq0x.htm/, Retrieved Fri, 17 May 2024 03:20:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29507, Retrieved Fri, 17 May 2024 03:20:11 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

249

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

F     [(Partial) Autocorrelation Function] [] [2008-12-03 07:50:35] [996314793dac993597edc1ca2281ff39]
-   P     [(Partial) Autocorrelation Function] [] [2008-12-06 11:22:40] [e02910eed3830f1815f587e12f46cbdb] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29507&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29507&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29507&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.358101	2.7506	0.003943
2	0.144095	1.1068	0.136432
3	0.128758	0.989	0.163349
4	-0.130112	-0.9994	0.160839
5	-0.274747	-2.1104	0.019538
6	-0.201213	-1.5455	0.06378
7	-0.225071	-1.7288	0.044537
8	-0.210852	-1.6196	0.055328
9	-0.069114	-0.5309	0.298749
10	0.036115	0.2774	0.391221
11	0.137606	1.057	0.147416
12	0.139501	1.0715	0.144148
13	0.06829	0.5245	0.300932
14	0.118494	0.9102	0.183219
15	-0.105906	-0.8135	0.209606
16	-0.079833	-0.6132	0.271048
17	-0.115564	-0.8877	0.189162
18	-0.152281	-1.1697	0.123415
19	-0.000862	-0.0066	0.49737
20	0.047975	0.3685	0.356908
21	-0.015843	-0.1217	0.451779
22	-0.01641	-0.126	0.450062
23	0.043339	0.3329	0.370197
24	0.049828	0.3827	0.351646
25	0.008587	0.066	0.473818
26	-0.008132	-0.0625	0.475204
27	-0.112769	-0.8662	0.194947
28	-0.072345	-0.5557	0.290261
29	-0.159905	-1.2283	0.112115
30	0.014384	0.1105	0.456201
31	0.044383	0.3409	0.36719
32	0.003503	0.0269	0.489312
33	0.004984	0.0383	0.484797
34	-0.002849	-0.0219	0.491306
35	0.070647	0.5427	0.294707
36	0.056431	0.4335	0.333133

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.358101 & 2.7506 & 0.003943 \tabularnewline
2 & 0.144095 & 1.1068 & 0.136432 \tabularnewline
3 & 0.128758 & 0.989 & 0.163349 \tabularnewline
4 & -0.130112 & -0.9994 & 0.160839 \tabularnewline
5 & -0.274747 & -2.1104 & 0.019538 \tabularnewline
6 & -0.201213 & -1.5455 & 0.06378 \tabularnewline
7 & -0.225071 & -1.7288 & 0.044537 \tabularnewline
8 & -0.210852 & -1.6196 & 0.055328 \tabularnewline
9 & -0.069114 & -0.5309 & 0.298749 \tabularnewline
10 & 0.036115 & 0.2774 & 0.391221 \tabularnewline
11 & 0.137606 & 1.057 & 0.147416 \tabularnewline
12 & 0.139501 & 1.0715 & 0.144148 \tabularnewline
13 & 0.06829 & 0.5245 & 0.300932 \tabularnewline
14 & 0.118494 & 0.9102 & 0.183219 \tabularnewline
15 & -0.105906 & -0.8135 & 0.209606 \tabularnewline
16 & -0.079833 & -0.6132 & 0.271048 \tabularnewline
17 & -0.115564 & -0.8877 & 0.189162 \tabularnewline
18 & -0.152281 & -1.1697 & 0.123415 \tabularnewline
19 & -0.000862 & -0.0066 & 0.49737 \tabularnewline
20 & 0.047975 & 0.3685 & 0.356908 \tabularnewline
21 & -0.015843 & -0.1217 & 0.451779 \tabularnewline
22 & -0.01641 & -0.126 & 0.450062 \tabularnewline
23 & 0.043339 & 0.3329 & 0.370197 \tabularnewline
24 & 0.049828 & 0.3827 & 0.351646 \tabularnewline
25 & 0.008587 & 0.066 & 0.473818 \tabularnewline
26 & -0.008132 & -0.0625 & 0.475204 \tabularnewline
27 & -0.112769 & -0.8662 & 0.194947 \tabularnewline
28 & -0.072345 & -0.5557 & 0.290261 \tabularnewline
29 & -0.159905 & -1.2283 & 0.112115 \tabularnewline
30 & 0.014384 & 0.1105 & 0.456201 \tabularnewline
31 & 0.044383 & 0.3409 & 0.36719 \tabularnewline
32 & 0.003503 & 0.0269 & 0.489312 \tabularnewline
33 & 0.004984 & 0.0383 & 0.484797 \tabularnewline
34 & -0.002849 & -0.0219 & 0.491306 \tabularnewline
35 & 0.070647 & 0.5427 & 0.294707 \tabularnewline
36 & 0.056431 & 0.4335 & 0.333133 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29507&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]0.358101[/C][C]2.7506[/C][C]0.003943[/C][/ROW]
[ROW][C]2[/C][C]0.144095[/C][C]1.1068[/C][C]0.136432[/C][/ROW]
[ROW][C]3[/C][C]0.128758[/C][C]0.989[/C][C]0.163349[/C][/ROW]
[ROW][C]4[/C][C]-0.130112[/C][C]-0.9994[/C][C]0.160839[/C][/ROW]
[ROW][C]5[/C][C]-0.274747[/C][C]-2.1104[/C][C]0.019538[/C][/ROW]
[ROW][C]6[/C][C]-0.201213[/C][C]-1.5455[/C][C]0.06378[/C][/ROW]
[ROW][C]7[/C][C]-0.225071[/C][C]-1.7288[/C][C]0.044537[/C][/ROW]
[ROW][C]8[/C][C]-0.210852[/C][C]-1.6196[/C][C]0.055328[/C][/ROW]
[ROW][C]9[/C][C]-0.069114[/C][C]-0.5309[/C][C]0.298749[/C][/ROW]
[ROW][C]10[/C][C]0.036115[/C][C]0.2774[/C][C]0.391221[/C][/ROW]
[ROW][C]11[/C][C]0.137606[/C][C]1.057[/C][C]0.147416[/C][/ROW]
[ROW][C]12[/C][C]0.139501[/C][C]1.0715[/C][C]0.144148[/C][/ROW]
[ROW][C]13[/C][C]0.06829[/C][C]0.5245[/C][C]0.300932[/C][/ROW]
[ROW][C]14[/C][C]0.118494[/C][C]0.9102[/C][C]0.183219[/C][/ROW]
[ROW][C]15[/C][C]-0.105906[/C][C]-0.8135[/C][C]0.209606[/C][/ROW]
[ROW][C]16[/C][C]-0.079833[/C][C]-0.6132[/C][C]0.271048[/C][/ROW]
[ROW][C]17[/C][C]-0.115564[/C][C]-0.8877[/C][C]0.189162[/C][/ROW]
[ROW][C]18[/C][C]-0.152281[/C][C]-1.1697[/C][C]0.123415[/C][/ROW]
[ROW][C]19[/C][C]-0.000862[/C][C]-0.0066[/C][C]0.49737[/C][/ROW]
[ROW][C]20[/C][C]0.047975[/C][C]0.3685[/C][C]0.356908[/C][/ROW]
[ROW][C]21[/C][C]-0.015843[/C][C]-0.1217[/C][C]0.451779[/C][/ROW]
[ROW][C]22[/C][C]-0.01641[/C][C]-0.126[/C][C]0.450062[/C][/ROW]
[ROW][C]23[/C][C]0.043339[/C][C]0.3329[/C][C]0.370197[/C][/ROW]
[ROW][C]24[/C][C]0.049828[/C][C]0.3827[/C][C]0.351646[/C][/ROW]
[ROW][C]25[/C][C]0.008587[/C][C]0.066[/C][C]0.473818[/C][/ROW]
[ROW][C]26[/C][C]-0.008132[/C][C]-0.0625[/C][C]0.475204[/C][/ROW]
[ROW][C]27[/C][C]-0.112769[/C][C]-0.8662[/C][C]0.194947[/C][/ROW]
[ROW][C]28[/C][C]-0.072345[/C][C]-0.5557[/C][C]0.290261[/C][/ROW]
[ROW][C]29[/C][C]-0.159905[/C][C]-1.2283[/C][C]0.112115[/C][/ROW]
[ROW][C]30[/C][C]0.014384[/C][C]0.1105[/C][C]0.456201[/C][/ROW]
[ROW][C]31[/C][C]0.044383[/C][C]0.3409[/C][C]0.36719[/C][/ROW]
[ROW][C]32[/C][C]0.003503[/C][C]0.0269[/C][C]0.489312[/C][/ROW]
[ROW][C]33[/C][C]0.004984[/C][C]0.0383[/C][C]0.484797[/C][/ROW]
[ROW][C]34[/C][C]-0.002849[/C][C]-0.0219[/C][C]0.491306[/C][/ROW]
[ROW][C]35[/C][C]0.070647[/C][C]0.5427[/C][C]0.294707[/C][/ROW]
[ROW][C]36[/C][C]0.056431[/C][C]0.4335[/C][C]0.333133[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29507&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29507&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	0.358101	2.7506	0.003943
2	0.144095	1.1068	0.136432
3	0.128758	0.989	0.163349
4	-0.130112	-0.9994	0.160839
5	-0.274747	-2.1104	0.019538
6	-0.201213	-1.5455	0.06378
7	-0.225071	-1.7288	0.044537
8	-0.210852	-1.6196	0.055328
9	-0.069114	-0.5309	0.298749
10	0.036115	0.2774	0.391221
11	0.137606	1.057	0.147416
12	0.139501	1.0715	0.144148
13	0.06829	0.5245	0.300932
14	0.118494	0.9102	0.183219
15	-0.105906	-0.8135	0.209606
16	-0.079833	-0.6132	0.271048
17	-0.115564	-0.8877	0.189162
18	-0.152281	-1.1697	0.123415
19	-0.000862	-0.0066	0.49737
20	0.047975	0.3685	0.356908
21	-0.015843	-0.1217	0.451779
22	-0.01641	-0.126	0.450062
23	0.043339	0.3329	0.370197
24	0.049828	0.3827	0.351646
25	0.008587	0.066	0.473818
26	-0.008132	-0.0625	0.475204
27	-0.112769	-0.8662	0.194947
28	-0.072345	-0.5557	0.290261
29	-0.159905	-1.2283	0.112115
30	0.014384	0.1105	0.456201
31	0.044383	0.3409	0.36719
32	0.003503	0.0269	0.489312
33	0.004984	0.0383	0.484797
34	-0.002849	-0.0219	0.491306
35	0.070647	0.5427	0.294707
36	0.056431	0.4335	0.333133

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.358101	2.7506	0.003943
2	0.018192	0.1397	0.444673
3	0.082138	0.6309	0.265266
4	-0.234593	-1.8019	0.038332
5	-0.201296	-1.5462	0.063704
6	-0.045559	-0.3499	0.363813
7	-0.093128	-0.7153	0.238613
8	-0.076092	-0.5845	0.280564
9	-0.005593	-0.043	0.48294
10	0.035532	0.2729	0.39293
11	0.096406	0.7405	0.230963
12	-0.02618	-0.2011	0.420658
13	-0.091105	-0.6998	0.243405
14	0.064019	0.4917	0.312365
15	-0.21337	-1.6389	0.053275
16	0.062579	0.4807	0.316263
17	-0.112169	-0.8616	0.196201
18	-0.004033	-0.031	0.487695
19	0.134545	1.0335	0.152803
20	-0.01021	-0.0784	0.468878
21	-0.070617	-0.5424	0.294786
22	-0.133439	-1.025	0.154783
23	-0.014634	-0.1124	0.45544
24	0.079971	0.6143	0.270699
25	-0.057425	-0.4411	0.33038
26	-0.026653	-0.2047	0.419246
27	-0.12203	-0.9373	0.176206
28	0.006187	0.0475	0.481129
29	-0.116146	-0.8921	0.187973
30	0.081076	0.6228	0.267921
31	-0.014472	-0.1112	0.455931
32	-0.031641	-0.243	0.40441
33	-0.12185	-0.9359	0.176558
34	-0.075417	-0.5793	0.282299
35	0.109663	0.8423	0.2015
36	0.013469	0.1035	0.458975

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.358101 & 2.7506 & 0.003943 \tabularnewline
2 & 0.018192 & 0.1397 & 0.444673 \tabularnewline
3 & 0.082138 & 0.6309 & 0.265266 \tabularnewline
4 & -0.234593 & -1.8019 & 0.038332 \tabularnewline
5 & -0.201296 & -1.5462 & 0.063704 \tabularnewline
6 & -0.045559 & -0.3499 & 0.363813 \tabularnewline
7 & -0.093128 & -0.7153 & 0.238613 \tabularnewline
8 & -0.076092 & -0.5845 & 0.280564 \tabularnewline
9 & -0.005593 & -0.043 & 0.48294 \tabularnewline
10 & 0.035532 & 0.2729 & 0.39293 \tabularnewline
11 & 0.096406 & 0.7405 & 0.230963 \tabularnewline
12 & -0.02618 & -0.2011 & 0.420658 \tabularnewline
13 & -0.091105 & -0.6998 & 0.243405 \tabularnewline
14 & 0.064019 & 0.4917 & 0.312365 \tabularnewline
15 & -0.21337 & -1.6389 & 0.053275 \tabularnewline
16 & 0.062579 & 0.4807 & 0.316263 \tabularnewline
17 & -0.112169 & -0.8616 & 0.196201 \tabularnewline
18 & -0.004033 & -0.031 & 0.487695 \tabularnewline
19 & 0.134545 & 1.0335 & 0.152803 \tabularnewline
20 & -0.01021 & -0.0784 & 0.468878 \tabularnewline
21 & -0.070617 & -0.5424 & 0.294786 \tabularnewline
22 & -0.133439 & -1.025 & 0.154783 \tabularnewline
23 & -0.014634 & -0.1124 & 0.45544 \tabularnewline
24 & 0.079971 & 0.6143 & 0.270699 \tabularnewline
25 & -0.057425 & -0.4411 & 0.33038 \tabularnewline
26 & -0.026653 & -0.2047 & 0.419246 \tabularnewline
27 & -0.12203 & -0.9373 & 0.176206 \tabularnewline
28 & 0.006187 & 0.0475 & 0.481129 \tabularnewline
29 & -0.116146 & -0.8921 & 0.187973 \tabularnewline
30 & 0.081076 & 0.6228 & 0.267921 \tabularnewline
31 & -0.014472 & -0.1112 & 0.455931 \tabularnewline
32 & -0.031641 & -0.243 & 0.40441 \tabularnewline
33 & -0.12185 & -0.9359 & 0.176558 \tabularnewline
34 & -0.075417 & -0.5793 & 0.282299 \tabularnewline
35 & 0.109663 & 0.8423 & 0.2015 \tabularnewline
36 & 0.013469 & 0.1035 & 0.458975 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29507&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]0.358101[/C][C]2.7506[/C][C]0.003943[/C][/ROW]
[ROW][C]2[/C][C]0.018192[/C][C]0.1397[/C][C]0.444673[/C][/ROW]
[ROW][C]3[/C][C]0.082138[/C][C]0.6309[/C][C]0.265266[/C][/ROW]
[ROW][C]4[/C][C]-0.234593[/C][C]-1.8019[/C][C]0.038332[/C][/ROW]
[ROW][C]5[/C][C]-0.201296[/C][C]-1.5462[/C][C]0.063704[/C][/ROW]
[ROW][C]6[/C][C]-0.045559[/C][C]-0.3499[/C][C]0.363813[/C][/ROW]
[ROW][C]7[/C][C]-0.093128[/C][C]-0.7153[/C][C]0.238613[/C][/ROW]
[ROW][C]8[/C][C]-0.076092[/C][C]-0.5845[/C][C]0.280564[/C][/ROW]
[ROW][C]9[/C][C]-0.005593[/C][C]-0.043[/C][C]0.48294[/C][/ROW]
[ROW][C]10[/C][C]0.035532[/C][C]0.2729[/C][C]0.39293[/C][/ROW]
[ROW][C]11[/C][C]0.096406[/C][C]0.7405[/C][C]0.230963[/C][/ROW]
[ROW][C]12[/C][C]-0.02618[/C][C]-0.2011[/C][C]0.420658[/C][/ROW]
[ROW][C]13[/C][C]-0.091105[/C][C]-0.6998[/C][C]0.243405[/C][/ROW]
[ROW][C]14[/C][C]0.064019[/C][C]0.4917[/C][C]0.312365[/C][/ROW]
[ROW][C]15[/C][C]-0.21337[/C][C]-1.6389[/C][C]0.053275[/C][/ROW]
[ROW][C]16[/C][C]0.062579[/C][C]0.4807[/C][C]0.316263[/C][/ROW]
[ROW][C]17[/C][C]-0.112169[/C][C]-0.8616[/C][C]0.196201[/C][/ROW]
[ROW][C]18[/C][C]-0.004033[/C][C]-0.031[/C][C]0.487695[/C][/ROW]
[ROW][C]19[/C][C]0.134545[/C][C]1.0335[/C][C]0.152803[/C][/ROW]
[ROW][C]20[/C][C]-0.01021[/C][C]-0.0784[/C][C]0.468878[/C][/ROW]
[ROW][C]21[/C][C]-0.070617[/C][C]-0.5424[/C][C]0.294786[/C][/ROW]
[ROW][C]22[/C][C]-0.133439[/C][C]-1.025[/C][C]0.154783[/C][/ROW]
[ROW][C]23[/C][C]-0.014634[/C][C]-0.1124[/C][C]0.45544[/C][/ROW]
[ROW][C]24[/C][C]0.079971[/C][C]0.6143[/C][C]0.270699[/C][/ROW]
[ROW][C]25[/C][C]-0.057425[/C][C]-0.4411[/C][C]0.33038[/C][/ROW]
[ROW][C]26[/C][C]-0.026653[/C][C]-0.2047[/C][C]0.419246[/C][/ROW]
[ROW][C]27[/C][C]-0.12203[/C][C]-0.9373[/C][C]0.176206[/C][/ROW]
[ROW][C]28[/C][C]0.006187[/C][C]0.0475[/C][C]0.481129[/C][/ROW]
[ROW][C]29[/C][C]-0.116146[/C][C]-0.8921[/C][C]0.187973[/C][/ROW]
[ROW][C]30[/C][C]0.081076[/C][C]0.6228[/C][C]0.267921[/C][/ROW]
[ROW][C]31[/C][C]-0.014472[/C][C]-0.1112[/C][C]0.455931[/C][/ROW]
[ROW][C]32[/C][C]-0.031641[/C][C]-0.243[/C][C]0.40441[/C][/ROW]
[ROW][C]33[/C][C]-0.12185[/C][C]-0.9359[/C][C]0.176558[/C][/ROW]
[ROW][C]34[/C][C]-0.075417[/C][C]-0.5793[/C][C]0.282299[/C][/ROW]
[ROW][C]35[/C][C]0.109663[/C][C]0.8423[/C][C]0.2015[/C][/ROW]
[ROW][C]36[/C][C]0.013469[/C][C]0.1035[/C][C]0.458975[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29507&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29507&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	0.358101	2.7506	0.003943
2	0.018192	0.1397	0.444673
3	0.082138	0.6309	0.265266
4	-0.234593	-1.8019	0.038332
5	-0.201296	-1.5462	0.063704
6	-0.045559	-0.3499	0.363813
7	-0.093128	-0.7153	0.238613
8	-0.076092	-0.5845	0.280564
9	-0.005593	-0.043	0.48294
10	0.035532	0.2729	0.39293
11	0.096406	0.7405	0.230963
12	-0.02618	-0.2011	0.420658
13	-0.091105	-0.6998	0.243405
14	0.064019	0.4917	0.312365
15	-0.21337	-1.6389	0.053275
16	0.062579	0.4807	0.316263
17	-0.112169	-0.8616	0.196201
18	-0.004033	-0.031	0.487695
19	0.134545	1.0335	0.152803
20	-0.01021	-0.0784	0.468878
21	-0.070617	-0.5424	0.294786
22	-0.133439	-1.025	0.154783
23	-0.014634	-0.1124	0.45544
24	0.079971	0.6143	0.270699
25	-0.057425	-0.4411	0.33038
26	-0.026653	-0.2047	0.419246
27	-0.12203	-0.9373	0.176206
28	0.006187	0.0475	0.481129
29	-0.116146	-0.8921	0.187973
30	0.081076	0.6228	0.267921
31	-0.014472	-0.1112	0.455931
32	-0.031641	-0.243	0.40441
33	-0.12185	-0.9359	0.176558
34	-0.075417	-0.5793	0.282299
35	0.109663	0.8423	0.2015
36	0.013469	0.1035	0.458975

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -1.0 ; 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