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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 09:53:06 -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/08/t1228755345g7nlw8s1cvq5q1p.htm/, Retrieved Thu, 16 May 2024 18:58:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30585, Retrieved Thu, 16 May 2024 18:58:37 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

145

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD  [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-08 16:41:53] [74be16979710d4c4e7c6647856088456]
- RMPD      [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-08 16:53:06] [d41d8cd98f00b204e9800998ecf8427e] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30585&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30585&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30585&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.981515	12.2198	0
2	0.944445	11.7582	0
3	0.895153	11.1446	0
4	0.842618	10.4905	0
5	0.789931	9.8346	0
6	0.743544	9.257	0
7	0.703855	8.7629	0
8	0.667953	8.3159	0
9	0.63453	7.8998	0
10	0.605542	7.5389	0
11	0.577017	7.1838	0
12	0.549356	6.8394	0
13	0.524012	6.5239	0
14	0.503689	6.2709	0
15	0.485674	6.0466	0
16	0.468048	5.8271	0
17	0.45367	5.6482	0
18	0.442333	5.507	0
19	0.43412	5.4047	0
20	0.427746	5.3254	0
21	0.423747	5.2756	0
22	0.419969	5.2286	0
23	0.414073	5.1552	0
24	0.404792	5.0396	1e-06
25	0.393055	4.8935	1e-06
26	0.376213	4.6838	3e-06
27	0.35586	4.4304	9e-06
28	0.334271	4.1616	2.6e-05
29	0.313667	3.9051	7e-05
30	0.294635	3.6682	0.000168
31	0.276785	3.446	0.000366
32	0.260889	3.248	0.000712
33	0.246449	3.0683	0.001271
34	0.232166	2.8904	0.0022
35	0.217414	2.7068	0.003778
36	0.200008	2.4901	0.006913

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.981515 & 12.2198 & 0 \tabularnewline
2 & 0.944445 & 11.7582 & 0 \tabularnewline
3 & 0.895153 & 11.1446 & 0 \tabularnewline
4 & 0.842618 & 10.4905 & 0 \tabularnewline
5 & 0.789931 & 9.8346 & 0 \tabularnewline
6 & 0.743544 & 9.257 & 0 \tabularnewline
7 & 0.703855 & 8.7629 & 0 \tabularnewline
8 & 0.667953 & 8.3159 & 0 \tabularnewline
9 & 0.63453 & 7.8998 & 0 \tabularnewline
10 & 0.605542 & 7.5389 & 0 \tabularnewline
11 & 0.577017 & 7.1838 & 0 \tabularnewline
12 & 0.549356 & 6.8394 & 0 \tabularnewline
13 & 0.524012 & 6.5239 & 0 \tabularnewline
14 & 0.503689 & 6.2709 & 0 \tabularnewline
15 & 0.485674 & 6.0466 & 0 \tabularnewline
16 & 0.468048 & 5.8271 & 0 \tabularnewline
17 & 0.45367 & 5.6482 & 0 \tabularnewline
18 & 0.442333 & 5.507 & 0 \tabularnewline
19 & 0.43412 & 5.4047 & 0 \tabularnewline
20 & 0.427746 & 5.3254 & 0 \tabularnewline
21 & 0.423747 & 5.2756 & 0 \tabularnewline
22 & 0.419969 & 5.2286 & 0 \tabularnewline
23 & 0.414073 & 5.1552 & 0 \tabularnewline
24 & 0.404792 & 5.0396 & 1e-06 \tabularnewline
25 & 0.393055 & 4.8935 & 1e-06 \tabularnewline
26 & 0.376213 & 4.6838 & 3e-06 \tabularnewline
27 & 0.35586 & 4.4304 & 9e-06 \tabularnewline
28 & 0.334271 & 4.1616 & 2.6e-05 \tabularnewline
29 & 0.313667 & 3.9051 & 7e-05 \tabularnewline
30 & 0.294635 & 3.6682 & 0.000168 \tabularnewline
31 & 0.276785 & 3.446 & 0.000366 \tabularnewline
32 & 0.260889 & 3.248 & 0.000712 \tabularnewline
33 & 0.246449 & 3.0683 & 0.001271 \tabularnewline
34 & 0.232166 & 2.8904 & 0.0022 \tabularnewline
35 & 0.217414 & 2.7068 & 0.003778 \tabularnewline
36 & 0.200008 & 2.4901 & 0.006913 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30585&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]0.981515[/C][C]12.2198[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.944445[/C][C]11.7582[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.895153[/C][C]11.1446[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.842618[/C][C]10.4905[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.789931[/C][C]9.8346[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.743544[/C][C]9.257[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.703855[/C][C]8.7629[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.667953[/C][C]8.3159[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.63453[/C][C]7.8998[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.605542[/C][C]7.5389[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.577017[/C][C]7.1838[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.549356[/C][C]6.8394[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.524012[/C][C]6.5239[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.503689[/C][C]6.2709[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.485674[/C][C]6.0466[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.468048[/C][C]5.8271[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.45367[/C][C]5.6482[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.442333[/C][C]5.507[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.43412[/C][C]5.4047[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.427746[/C][C]5.3254[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.423747[/C][C]5.2756[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.419969[/C][C]5.2286[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.414073[/C][C]5.1552[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.404792[/C][C]5.0396[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.393055[/C][C]4.8935[/C][C]1e-06[/C][/ROW]
[ROW][C]26[/C][C]0.376213[/C][C]4.6838[/C][C]3e-06[/C][/ROW]
[ROW][C]27[/C][C]0.35586[/C][C]4.4304[/C][C]9e-06[/C][/ROW]
[ROW][C]28[/C][C]0.334271[/C][C]4.1616[/C][C]2.6e-05[/C][/ROW]
[ROW][C]29[/C][C]0.313667[/C][C]3.9051[/C][C]7e-05[/C][/ROW]
[ROW][C]30[/C][C]0.294635[/C][C]3.6682[/C][C]0.000168[/C][/ROW]
[ROW][C]31[/C][C]0.276785[/C][C]3.446[/C][C]0.000366[/C][/ROW]
[ROW][C]32[/C][C]0.260889[/C][C]3.248[/C][C]0.000712[/C][/ROW]
[ROW][C]33[/C][C]0.246449[/C][C]3.0683[/C][C]0.001271[/C][/ROW]
[ROW][C]34[/C][C]0.232166[/C][C]2.8904[/C][C]0.0022[/C][/ROW]
[ROW][C]35[/C][C]0.217414[/C][C]2.7068[/C][C]0.003778[/C][/ROW]
[ROW][C]36[/C][C]0.200008[/C][C]2.4901[/C][C]0.006913[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30585&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30585&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	0.981515	12.2198	0
2	0.944445	11.7582	0
3	0.895153	11.1446	0
4	0.842618	10.4905	0
5	0.789931	9.8346	0
6	0.743544	9.257	0
7	0.703855	8.7629	0
8	0.667953	8.3159	0
9	0.63453	7.8998	0
10	0.605542	7.5389	0
11	0.577017	7.1838	0
12	0.549356	6.8394	0
13	0.524012	6.5239	0
14	0.503689	6.2709	0
15	0.485674	6.0466	0
16	0.468048	5.8271	0
17	0.45367	5.6482	0
18	0.442333	5.507	0
19	0.43412	5.4047	0
20	0.427746	5.3254	0
21	0.423747	5.2756	0
22	0.419969	5.2286	0
23	0.414073	5.1552	0
24	0.404792	5.0396	1e-06
25	0.393055	4.8935	1e-06
26	0.376213	4.6838	3e-06
27	0.35586	4.4304	9e-06
28	0.334271	4.1616	2.6e-05
29	0.313667	3.9051	7e-05
30	0.294635	3.6682	0.000168
31	0.276785	3.446	0.000366
32	0.260889	3.248	0.000712
33	0.246449	3.0683	0.001271
34	0.232166	2.8904	0.0022
35	0.217414	2.7068	0.003778
36	0.200008	2.4901	0.006913

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.981515	12.2198	0
2	-0.516729	-6.4332	0
3	-0.136248	-1.6963	0.045921
4	0.122258	1.5221	0.06501
5	-0.003984	-0.0496	0.480252
6	0.1563	1.9459	0.026737
7	0.015085	0.1878	0.425636
8	-0.123138	-1.5331	0.06365
9	0.00603	0.0751	0.470129
10	0.122757	1.5283	0.064236
11	-0.119829	-1.4919	0.068884
12	0.032108	0.3997	0.34495
13	0.089159	1.11	0.134353
14	0.055682	0.6932	0.244598
15	-0.053637	-0.6678	0.252634
16	-0.070859	-0.8822	0.189519
17	0.125426	1.5615	0.060218
18	0.041057	0.5112	0.304983
19	0.053526	0.6664	0.253076
20	-0.033302	-0.4146	0.339501
21	-0.00527	-0.0656	0.473885
22	-0.011266	-0.1403	0.444318
23	-0.027569	-0.3432	0.365943
24	-0.062997	-0.7843	0.21703
25	0.011167	0.139	0.444805
26	-0.076498	-0.9524	0.17119
27	0.007272	0.0905	0.463989
28	0.041111	0.5118	0.304749
29	-0.029328	-0.3651	0.357754
30	0.041965	0.5225	0.301048
31	-0.03669	-0.4568	0.324231
32	-0.009913	-0.1234	0.450969
33	0.016235	0.2021	0.420044
34	-0.020728	-0.2581	0.39835
35	-0.039419	-0.4908	0.312144
36	-0.099425	-1.2378	0.108825

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.981515 & 12.2198 & 0 \tabularnewline
2 & -0.516729 & -6.4332 & 0 \tabularnewline
3 & -0.136248 & -1.6963 & 0.045921 \tabularnewline
4 & 0.122258 & 1.5221 & 0.06501 \tabularnewline
5 & -0.003984 & -0.0496 & 0.480252 \tabularnewline
6 & 0.1563 & 1.9459 & 0.026737 \tabularnewline
7 & 0.015085 & 0.1878 & 0.425636 \tabularnewline
8 & -0.123138 & -1.5331 & 0.06365 \tabularnewline
9 & 0.00603 & 0.0751 & 0.470129 \tabularnewline
10 & 0.122757 & 1.5283 & 0.064236 \tabularnewline
11 & -0.119829 & -1.4919 & 0.068884 \tabularnewline
12 & 0.032108 & 0.3997 & 0.34495 \tabularnewline
13 & 0.089159 & 1.11 & 0.134353 \tabularnewline
14 & 0.055682 & 0.6932 & 0.244598 \tabularnewline
15 & -0.053637 & -0.6678 & 0.252634 \tabularnewline
16 & -0.070859 & -0.8822 & 0.189519 \tabularnewline
17 & 0.125426 & 1.5615 & 0.060218 \tabularnewline
18 & 0.041057 & 0.5112 & 0.304983 \tabularnewline
19 & 0.053526 & 0.6664 & 0.253076 \tabularnewline
20 & -0.033302 & -0.4146 & 0.339501 \tabularnewline
21 & -0.00527 & -0.0656 & 0.473885 \tabularnewline
22 & -0.011266 & -0.1403 & 0.444318 \tabularnewline
23 & -0.027569 & -0.3432 & 0.365943 \tabularnewline
24 & -0.062997 & -0.7843 & 0.21703 \tabularnewline
25 & 0.011167 & 0.139 & 0.444805 \tabularnewline
26 & -0.076498 & -0.9524 & 0.17119 \tabularnewline
27 & 0.007272 & 0.0905 & 0.463989 \tabularnewline
28 & 0.041111 & 0.5118 & 0.304749 \tabularnewline
29 & -0.029328 & -0.3651 & 0.357754 \tabularnewline
30 & 0.041965 & 0.5225 & 0.301048 \tabularnewline
31 & -0.03669 & -0.4568 & 0.324231 \tabularnewline
32 & -0.009913 & -0.1234 & 0.450969 \tabularnewline
33 & 0.016235 & 0.2021 & 0.420044 \tabularnewline
34 & -0.020728 & -0.2581 & 0.39835 \tabularnewline
35 & -0.039419 & -0.4908 & 0.312144 \tabularnewline
36 & -0.099425 & -1.2378 & 0.108825 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30585&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]0.981515[/C][C]12.2198[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.516729[/C][C]-6.4332[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.136248[/C][C]-1.6963[/C][C]0.045921[/C][/ROW]
[ROW][C]4[/C][C]0.122258[/C][C]1.5221[/C][C]0.06501[/C][/ROW]
[ROW][C]5[/C][C]-0.003984[/C][C]-0.0496[/C][C]0.480252[/C][/ROW]
[ROW][C]6[/C][C]0.1563[/C][C]1.9459[/C][C]0.026737[/C][/ROW]
[ROW][C]7[/C][C]0.015085[/C][C]0.1878[/C][C]0.425636[/C][/ROW]
[ROW][C]8[/C][C]-0.123138[/C][C]-1.5331[/C][C]0.06365[/C][/ROW]
[ROW][C]9[/C][C]0.00603[/C][C]0.0751[/C][C]0.470129[/C][/ROW]
[ROW][C]10[/C][C]0.122757[/C][C]1.5283[/C][C]0.064236[/C][/ROW]
[ROW][C]11[/C][C]-0.119829[/C][C]-1.4919[/C][C]0.068884[/C][/ROW]
[ROW][C]12[/C][C]0.032108[/C][C]0.3997[/C][C]0.34495[/C][/ROW]
[ROW][C]13[/C][C]0.089159[/C][C]1.11[/C][C]0.134353[/C][/ROW]
[ROW][C]14[/C][C]0.055682[/C][C]0.6932[/C][C]0.244598[/C][/ROW]
[ROW][C]15[/C][C]-0.053637[/C][C]-0.6678[/C][C]0.252634[/C][/ROW]
[ROW][C]16[/C][C]-0.070859[/C][C]-0.8822[/C][C]0.189519[/C][/ROW]
[ROW][C]17[/C][C]0.125426[/C][C]1.5615[/C][C]0.060218[/C][/ROW]
[ROW][C]18[/C][C]0.041057[/C][C]0.5112[/C][C]0.304983[/C][/ROW]
[ROW][C]19[/C][C]0.053526[/C][C]0.6664[/C][C]0.253076[/C][/ROW]
[ROW][C]20[/C][C]-0.033302[/C][C]-0.4146[/C][C]0.339501[/C][/ROW]
[ROW][C]21[/C][C]-0.00527[/C][C]-0.0656[/C][C]0.473885[/C][/ROW]
[ROW][C]22[/C][C]-0.011266[/C][C]-0.1403[/C][C]0.444318[/C][/ROW]
[ROW][C]23[/C][C]-0.027569[/C][C]-0.3432[/C][C]0.365943[/C][/ROW]
[ROW][C]24[/C][C]-0.062997[/C][C]-0.7843[/C][C]0.21703[/C][/ROW]
[ROW][C]25[/C][C]0.011167[/C][C]0.139[/C][C]0.444805[/C][/ROW]
[ROW][C]26[/C][C]-0.076498[/C][C]-0.9524[/C][C]0.17119[/C][/ROW]
[ROW][C]27[/C][C]0.007272[/C][C]0.0905[/C][C]0.463989[/C][/ROW]
[ROW][C]28[/C][C]0.041111[/C][C]0.5118[/C][C]0.304749[/C][/ROW]
[ROW][C]29[/C][C]-0.029328[/C][C]-0.3651[/C][C]0.357754[/C][/ROW]
[ROW][C]30[/C][C]0.041965[/C][C]0.5225[/C][C]0.301048[/C][/ROW]
[ROW][C]31[/C][C]-0.03669[/C][C]-0.4568[/C][C]0.324231[/C][/ROW]
[ROW][C]32[/C][C]-0.009913[/C][C]-0.1234[/C][C]0.450969[/C][/ROW]
[ROW][C]33[/C][C]0.016235[/C][C]0.2021[/C][C]0.420044[/C][/ROW]
[ROW][C]34[/C][C]-0.020728[/C][C]-0.2581[/C][C]0.39835[/C][/ROW]
[ROW][C]35[/C][C]-0.039419[/C][C]-0.4908[/C][C]0.312144[/C][/ROW]
[ROW][C]36[/C][C]-0.099425[/C][C]-1.2378[/C][C]0.108825[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30585&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30585&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	0.981515	12.2198	0
2	-0.516729	-6.4332	0
3	-0.136248	-1.6963	0.045921
4	0.122258	1.5221	0.06501
5	-0.003984	-0.0496	0.480252
6	0.1563	1.9459	0.026737
7	0.015085	0.1878	0.425636
8	-0.123138	-1.5331	0.06365
9	0.00603	0.0751	0.470129
10	0.122757	1.5283	0.064236
11	-0.119829	-1.4919	0.068884
12	0.032108	0.3997	0.34495
13	0.089159	1.11	0.134353
14	0.055682	0.6932	0.244598
15	-0.053637	-0.6678	0.252634
16	-0.070859	-0.8822	0.189519
17	0.125426	1.5615	0.060218
18	0.041057	0.5112	0.304983
19	0.053526	0.6664	0.253076
20	-0.033302	-0.4146	0.339501
21	-0.00527	-0.0656	0.473885
22	-0.011266	-0.1403	0.444318
23	-0.027569	-0.3432	0.365943
24	-0.062997	-0.7843	0.21703
25	0.011167	0.139	0.444805
26	-0.076498	-0.9524	0.17119
27	0.007272	0.0905	0.463989
28	0.041111	0.5118	0.304749
29	-0.029328	-0.3651	0.357754
30	0.041965	0.5225	0.301048
31	-0.03669	-0.4568	0.324231
32	-0.009913	-0.1234	0.450969
33	0.016235	0.2021	0.420044
34	-0.020728	-0.2581	0.39835
35	-0.039419	-0.4908	0.312144
36	-0.099425	-1.2378	0.108825

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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