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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 08:05:26 -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/t1229007988x0x33l2fwtbg6ih.htm/, Retrieved Fri, 17 May 2024 02:39:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32293, Retrieved Fri, 17 May 2024 02:39:57 +0000

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156

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-       [(Partial) Autocorrelation Function] [brandstof] [2008-12-11 15:05:26] [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	'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=32293&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=32293&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32293&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	0.934627	7.2997	0
2	0.843792	6.5902	0
3	0.736761	5.7543	0
4	0.635568	4.9639	3e-06
5	0.559589	4.3705	2.5e-05
6	0.480471	3.7526	0.000196
7	0.411416	3.2133	0.001049
8	0.360312	2.8141	0.003287
9	0.322337	2.5175	0.00723
10	0.308066	2.4061	0.009585
11	0.294362	2.299	0.012471
12	0.264284	2.0641	0.021633
13	0.221818	1.7325	0.044123
14	0.171475	1.3393	0.092727
15	0.108972	0.8511	0.199022
16	0.064375	0.5028	0.308463
17	0.018333	0.1432	0.443309
18	-0.026742	-0.2089	0.417627
19	-0.065248	-0.5096	0.306085
20	-0.108148	-0.8447	0.2008
21	-0.138944	-1.0852	0.141054
22	-0.158839	-1.2406	0.109757
23	-0.172465	-1.347	0.091483
24	-0.180362	-1.4087	0.082005
25	-0.18828	-1.4705	0.073281
26	-0.204481	-1.597	0.057712
27	-0.212552	-1.6601	0.051015
28	-0.218716	-1.7082	0.046339
29	-0.222057	-1.7343	0.043956
30	-0.21392	-1.6708	0.049945
31	-0.217262	-1.6969	0.04741
32	-0.222212	-1.7355	0.043848
33	-0.230619	-1.8012	0.038308
34	-0.239618	-1.8715	0.033038
35	-0.237757	-1.8569	0.034075
36	-0.234483	-1.8314	0.035965

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.934627 & 7.2997 & 0 \tabularnewline
2 & 0.843792 & 6.5902 & 0 \tabularnewline
3 & 0.736761 & 5.7543 & 0 \tabularnewline
4 & 0.635568 & 4.9639 & 3e-06 \tabularnewline
5 & 0.559589 & 4.3705 & 2.5e-05 \tabularnewline
6 & 0.480471 & 3.7526 & 0.000196 \tabularnewline
7 & 0.411416 & 3.2133 & 0.001049 \tabularnewline
8 & 0.360312 & 2.8141 & 0.003287 \tabularnewline
9 & 0.322337 & 2.5175 & 0.00723 \tabularnewline
10 & 0.308066 & 2.4061 & 0.009585 \tabularnewline
11 & 0.294362 & 2.299 & 0.012471 \tabularnewline
12 & 0.264284 & 2.0641 & 0.021633 \tabularnewline
13 & 0.221818 & 1.7325 & 0.044123 \tabularnewline
14 & 0.171475 & 1.3393 & 0.092727 \tabularnewline
15 & 0.108972 & 0.8511 & 0.199022 \tabularnewline
16 & 0.064375 & 0.5028 & 0.308463 \tabularnewline
17 & 0.018333 & 0.1432 & 0.443309 \tabularnewline
18 & -0.026742 & -0.2089 & 0.417627 \tabularnewline
19 & -0.065248 & -0.5096 & 0.306085 \tabularnewline
20 & -0.108148 & -0.8447 & 0.2008 \tabularnewline
21 & -0.138944 & -1.0852 & 0.141054 \tabularnewline
22 & -0.158839 & -1.2406 & 0.109757 \tabularnewline
23 & -0.172465 & -1.347 & 0.091483 \tabularnewline
24 & -0.180362 & -1.4087 & 0.082005 \tabularnewline
25 & -0.18828 & -1.4705 & 0.073281 \tabularnewline
26 & -0.204481 & -1.597 & 0.057712 \tabularnewline
27 & -0.212552 & -1.6601 & 0.051015 \tabularnewline
28 & -0.218716 & -1.7082 & 0.046339 \tabularnewline
29 & -0.222057 & -1.7343 & 0.043956 \tabularnewline
30 & -0.21392 & -1.6708 & 0.049945 \tabularnewline
31 & -0.217262 & -1.6969 & 0.04741 \tabularnewline
32 & -0.222212 & -1.7355 & 0.043848 \tabularnewline
33 & -0.230619 & -1.8012 & 0.038308 \tabularnewline
34 & -0.239618 & -1.8715 & 0.033038 \tabularnewline
35 & -0.237757 & -1.8569 & 0.034075 \tabularnewline
36 & -0.234483 & -1.8314 & 0.035965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32293&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]0.934627[/C][C]7.2997[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.843792[/C][C]6.5902[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.736761[/C][C]5.7543[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.635568[/C][C]4.9639[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.559589[/C][C]4.3705[/C][C]2.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.480471[/C][C]3.7526[/C][C]0.000196[/C][/ROW]
[ROW][C]7[/C][C]0.411416[/C][C]3.2133[/C][C]0.001049[/C][/ROW]
[ROW][C]8[/C][C]0.360312[/C][C]2.8141[/C][C]0.003287[/C][/ROW]
[ROW][C]9[/C][C]0.322337[/C][C]2.5175[/C][C]0.00723[/C][/ROW]
[ROW][C]10[/C][C]0.308066[/C][C]2.4061[/C][C]0.009585[/C][/ROW]
[ROW][C]11[/C][C]0.294362[/C][C]2.299[/C][C]0.012471[/C][/ROW]
[ROW][C]12[/C][C]0.264284[/C][C]2.0641[/C][C]0.021633[/C][/ROW]
[ROW][C]13[/C][C]0.221818[/C][C]1.7325[/C][C]0.044123[/C][/ROW]
[ROW][C]14[/C][C]0.171475[/C][C]1.3393[/C][C]0.092727[/C][/ROW]
[ROW][C]15[/C][C]0.108972[/C][C]0.8511[/C][C]0.199022[/C][/ROW]
[ROW][C]16[/C][C]0.064375[/C][C]0.5028[/C][C]0.308463[/C][/ROW]
[ROW][C]17[/C][C]0.018333[/C][C]0.1432[/C][C]0.443309[/C][/ROW]
[ROW][C]18[/C][C]-0.026742[/C][C]-0.2089[/C][C]0.417627[/C][/ROW]
[ROW][C]19[/C][C]-0.065248[/C][C]-0.5096[/C][C]0.306085[/C][/ROW]
[ROW][C]20[/C][C]-0.108148[/C][C]-0.8447[/C][C]0.2008[/C][/ROW]
[ROW][C]21[/C][C]-0.138944[/C][C]-1.0852[/C][C]0.141054[/C][/ROW]
[ROW][C]22[/C][C]-0.158839[/C][C]-1.2406[/C][C]0.109757[/C][/ROW]
[ROW][C]23[/C][C]-0.172465[/C][C]-1.347[/C][C]0.091483[/C][/ROW]
[ROW][C]24[/C][C]-0.180362[/C][C]-1.4087[/C][C]0.082005[/C][/ROW]
[ROW][C]25[/C][C]-0.18828[/C][C]-1.4705[/C][C]0.073281[/C][/ROW]
[ROW][C]26[/C][C]-0.204481[/C][C]-1.597[/C][C]0.057712[/C][/ROW]
[ROW][C]27[/C][C]-0.212552[/C][C]-1.6601[/C][C]0.051015[/C][/ROW]
[ROW][C]28[/C][C]-0.218716[/C][C]-1.7082[/C][C]0.046339[/C][/ROW]
[ROW][C]29[/C][C]-0.222057[/C][C]-1.7343[/C][C]0.043956[/C][/ROW]
[ROW][C]30[/C][C]-0.21392[/C][C]-1.6708[/C][C]0.049945[/C][/ROW]
[ROW][C]31[/C][C]-0.217262[/C][C]-1.6969[/C][C]0.04741[/C][/ROW]
[ROW][C]32[/C][C]-0.222212[/C][C]-1.7355[/C][C]0.043848[/C][/ROW]
[ROW][C]33[/C][C]-0.230619[/C][C]-1.8012[/C][C]0.038308[/C][/ROW]
[ROW][C]34[/C][C]-0.239618[/C][C]-1.8715[/C][C]0.033038[/C][/ROW]
[ROW][C]35[/C][C]-0.237757[/C][C]-1.8569[/C][C]0.034075[/C][/ROW]
[ROW][C]36[/C][C]-0.234483[/C][C]-1.8314[/C][C]0.035965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32293&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32293&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	0.934627	7.2997	0
2	0.843792	6.5902	0
3	0.736761	5.7543	0
4	0.635568	4.9639	3e-06
5	0.559589	4.3705	2.5e-05
6	0.480471	3.7526	0.000196
7	0.411416	3.2133	0.001049
8	0.360312	2.8141	0.003287
9	0.322337	2.5175	0.00723
10	0.308066	2.4061	0.009585
11	0.294362	2.299	0.012471
12	0.264284	2.0641	0.021633
13	0.221818	1.7325	0.044123
14	0.171475	1.3393	0.092727
15	0.108972	0.8511	0.199022
16	0.064375	0.5028	0.308463
17	0.018333	0.1432	0.443309
18	-0.026742	-0.2089	0.417627
19	-0.065248	-0.5096	0.306085
20	-0.108148	-0.8447	0.2008
21	-0.138944	-1.0852	0.141054
22	-0.158839	-1.2406	0.109757
23	-0.172465	-1.347	0.091483
24	-0.180362	-1.4087	0.082005
25	-0.18828	-1.4705	0.073281
26	-0.204481	-1.597	0.057712
27	-0.212552	-1.6601	0.051015
28	-0.218716	-1.7082	0.046339
29	-0.222057	-1.7343	0.043956
30	-0.21392	-1.6708	0.049945
31	-0.217262	-1.6969	0.04741
32	-0.222212	-1.7355	0.043848
33	-0.230619	-1.8012	0.038308
34	-0.239618	-1.8715	0.033038
35	-0.237757	-1.8569	0.034075
36	-0.234483	-1.8314	0.035965

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.934627	7.2997	0
2	-0.235113	-1.8363	0.035594
3	-0.146835	-1.1468	0.127968
4	0.026569	0.2075	0.418151
5	0.142071	1.1096	0.135762
6	-0.163172	-1.2744	0.103676
7	0.008909	0.0696	0.472378
8	0.125105	0.9771	0.166188
9	0.032307	0.2523	0.400819
10	0.069649	0.544	0.29422
11	-0.053357	-0.4167	0.339168
12	-0.149744	-1.1695	0.123368
13	-0.064119	-0.5008	0.309161
14	0.016183	0.1264	0.449919
15	-0.15657	-1.2229	0.113045
16	0.128689	1.0051	0.15941
17	-0.042359	-0.3308	0.370953
18	-0.079958	-0.6245	0.267316
19	-0.008497	-0.0664	0.473654
20	-0.051525	-0.4024	0.344389
21	-0.040079	-0.313	0.377665
22	0.026241	0.2049	0.419148
23	0.026177	0.2044	0.419341
24	-0.054034	-0.422	0.337247
25	0.046298	0.3616	0.35945
26	-0.093332	-0.7289	0.234412
27	0.030594	0.2389	0.405973
28	0.000113	9e-04	0.499649
29	-0.006499	-0.0508	0.479842
30	0.037274	0.2911	0.385974
31	-0.058337	-0.4556	0.325139
32	-0.04161	-0.325	0.373153
33	-0.05498	-0.4294	0.334569
34	0.02967	0.2317	0.408761
35	-0.022283	-0.174	0.431205
36	0.006978	0.0545	0.478358

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.934627 & 7.2997 & 0 \tabularnewline
2 & -0.235113 & -1.8363 & 0.035594 \tabularnewline
3 & -0.146835 & -1.1468 & 0.127968 \tabularnewline
4 & 0.026569 & 0.2075 & 0.418151 \tabularnewline
5 & 0.142071 & 1.1096 & 0.135762 \tabularnewline
6 & -0.163172 & -1.2744 & 0.103676 \tabularnewline
7 & 0.008909 & 0.0696 & 0.472378 \tabularnewline
8 & 0.125105 & 0.9771 & 0.166188 \tabularnewline
9 & 0.032307 & 0.2523 & 0.400819 \tabularnewline
10 & 0.069649 & 0.544 & 0.29422 \tabularnewline
11 & -0.053357 & -0.4167 & 0.339168 \tabularnewline
12 & -0.149744 & -1.1695 & 0.123368 \tabularnewline
13 & -0.064119 & -0.5008 & 0.309161 \tabularnewline
14 & 0.016183 & 0.1264 & 0.449919 \tabularnewline
15 & -0.15657 & -1.2229 & 0.113045 \tabularnewline
16 & 0.128689 & 1.0051 & 0.15941 \tabularnewline
17 & -0.042359 & -0.3308 & 0.370953 \tabularnewline
18 & -0.079958 & -0.6245 & 0.267316 \tabularnewline
19 & -0.008497 & -0.0664 & 0.473654 \tabularnewline
20 & -0.051525 & -0.4024 & 0.344389 \tabularnewline
21 & -0.040079 & -0.313 & 0.377665 \tabularnewline
22 & 0.026241 & 0.2049 & 0.419148 \tabularnewline
23 & 0.026177 & 0.2044 & 0.419341 \tabularnewline
24 & -0.054034 & -0.422 & 0.337247 \tabularnewline
25 & 0.046298 & 0.3616 & 0.35945 \tabularnewline
26 & -0.093332 & -0.7289 & 0.234412 \tabularnewline
27 & 0.030594 & 0.2389 & 0.405973 \tabularnewline
28 & 0.000113 & 9e-04 & 0.499649 \tabularnewline
29 & -0.006499 & -0.0508 & 0.479842 \tabularnewline
30 & 0.037274 & 0.2911 & 0.385974 \tabularnewline
31 & -0.058337 & -0.4556 & 0.325139 \tabularnewline
32 & -0.04161 & -0.325 & 0.373153 \tabularnewline
33 & -0.05498 & -0.4294 & 0.334569 \tabularnewline
34 & 0.02967 & 0.2317 & 0.408761 \tabularnewline
35 & -0.022283 & -0.174 & 0.431205 \tabularnewline
36 & 0.006978 & 0.0545 & 0.478358 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32293&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]0.934627[/C][C]7.2997[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.235113[/C][C]-1.8363[/C][C]0.035594[/C][/ROW]
[ROW][C]3[/C][C]-0.146835[/C][C]-1.1468[/C][C]0.127968[/C][/ROW]
[ROW][C]4[/C][C]0.026569[/C][C]0.2075[/C][C]0.418151[/C][/ROW]
[ROW][C]5[/C][C]0.142071[/C][C]1.1096[/C][C]0.135762[/C][/ROW]
[ROW][C]6[/C][C]-0.163172[/C][C]-1.2744[/C][C]0.103676[/C][/ROW]
[ROW][C]7[/C][C]0.008909[/C][C]0.0696[/C][C]0.472378[/C][/ROW]
[ROW][C]8[/C][C]0.125105[/C][C]0.9771[/C][C]0.166188[/C][/ROW]
[ROW][C]9[/C][C]0.032307[/C][C]0.2523[/C][C]0.400819[/C][/ROW]
[ROW][C]10[/C][C]0.069649[/C][C]0.544[/C][C]0.29422[/C][/ROW]
[ROW][C]11[/C][C]-0.053357[/C][C]-0.4167[/C][C]0.339168[/C][/ROW]
[ROW][C]12[/C][C]-0.149744[/C][C]-1.1695[/C][C]0.123368[/C][/ROW]
[ROW][C]13[/C][C]-0.064119[/C][C]-0.5008[/C][C]0.309161[/C][/ROW]
[ROW][C]14[/C][C]0.016183[/C][C]0.1264[/C][C]0.449919[/C][/ROW]
[ROW][C]15[/C][C]-0.15657[/C][C]-1.2229[/C][C]0.113045[/C][/ROW]
[ROW][C]16[/C][C]0.128689[/C][C]1.0051[/C][C]0.15941[/C][/ROW]
[ROW][C]17[/C][C]-0.042359[/C][C]-0.3308[/C][C]0.370953[/C][/ROW]
[ROW][C]18[/C][C]-0.079958[/C][C]-0.6245[/C][C]0.267316[/C][/ROW]
[ROW][C]19[/C][C]-0.008497[/C][C]-0.0664[/C][C]0.473654[/C][/ROW]
[ROW][C]20[/C][C]-0.051525[/C][C]-0.4024[/C][C]0.344389[/C][/ROW]
[ROW][C]21[/C][C]-0.040079[/C][C]-0.313[/C][C]0.377665[/C][/ROW]
[ROW][C]22[/C][C]0.026241[/C][C]0.2049[/C][C]0.419148[/C][/ROW]
[ROW][C]23[/C][C]0.026177[/C][C]0.2044[/C][C]0.419341[/C][/ROW]
[ROW][C]24[/C][C]-0.054034[/C][C]-0.422[/C][C]0.337247[/C][/ROW]
[ROW][C]25[/C][C]0.046298[/C][C]0.3616[/C][C]0.35945[/C][/ROW]
[ROW][C]26[/C][C]-0.093332[/C][C]-0.7289[/C][C]0.234412[/C][/ROW]
[ROW][C]27[/C][C]0.030594[/C][C]0.2389[/C][C]0.405973[/C][/ROW]
[ROW][C]28[/C][C]0.000113[/C][C]9e-04[/C][C]0.499649[/C][/ROW]
[ROW][C]29[/C][C]-0.006499[/C][C]-0.0508[/C][C]0.479842[/C][/ROW]
[ROW][C]30[/C][C]0.037274[/C][C]0.2911[/C][C]0.385974[/C][/ROW]
[ROW][C]31[/C][C]-0.058337[/C][C]-0.4556[/C][C]0.325139[/C][/ROW]
[ROW][C]32[/C][C]-0.04161[/C][C]-0.325[/C][C]0.373153[/C][/ROW]
[ROW][C]33[/C][C]-0.05498[/C][C]-0.4294[/C][C]0.334569[/C][/ROW]
[ROW][C]34[/C][C]0.02967[/C][C]0.2317[/C][C]0.408761[/C][/ROW]
[ROW][C]35[/C][C]-0.022283[/C][C]-0.174[/C][C]0.431205[/C][/ROW]
[ROW][C]36[/C][C]0.006978[/C][C]0.0545[/C][C]0.478358[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32293&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32293&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	0.934627	7.2997	0
2	-0.235113	-1.8363	0.035594
3	-0.146835	-1.1468	0.127968
4	0.026569	0.2075	0.418151
5	0.142071	1.1096	0.135762
6	-0.163172	-1.2744	0.103676
7	0.008909	0.0696	0.472378
8	0.125105	0.9771	0.166188
9	0.032307	0.2523	0.400819
10	0.069649	0.544	0.29422
11	-0.053357	-0.4167	0.339168
12	-0.149744	-1.1695	0.123368
13	-0.064119	-0.5008	0.309161
14	0.016183	0.1264	0.449919
15	-0.15657	-1.2229	0.113045
16	0.128689	1.0051	0.15941
17	-0.042359	-0.3308	0.370953
18	-0.079958	-0.6245	0.267316
19	-0.008497	-0.0664	0.473654
20	-0.051525	-0.4024	0.344389
21	-0.040079	-0.313	0.377665
22	0.026241	0.2049	0.419148
23	0.026177	0.2044	0.419341
24	-0.054034	-0.422	0.337247
25	0.046298	0.3616	0.35945
26	-0.093332	-0.7289	0.234412
27	0.030594	0.2389	0.405973
28	0.000113	9e-04	0.499649
29	-0.006499	-0.0508	0.479842
30	0.037274	0.2911	0.385974
31	-0.058337	-0.4556	0.325139
32	-0.04161	-0.325	0.373153
33	-0.05498	-0.4294	0.334569
34	0.02967	0.2317	0.408761
35	-0.022283	-0.174	0.431205
36	0.006978	0.0545	0.478358

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