Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 08:11:23 -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/11/t12290085031hfmpodf4ztyxf8.htm/, Retrieved Fri, 17 May 2024 02:01:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32304, Retrieved Fri, 17 May 2024 02:01:08 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

187

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

F     [(Partial) Autocorrelation Function] [paper bel20 autoc...] [2008-12-03 13:05:59] [f58cc3b532da25682c394745f1a82535]
-   PD    [(Partial) Autocorrelation Function] [] [2008-12-11 15:11:23] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32304&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]0 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=32304&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32304&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	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.985514	8.9242	0
2	0.963104	8.7213	0
3	0.939966	8.5118	0
4	0.916037	8.2951	0
5	0.8913	8.0711	0
6	0.861056	7.7972	0
7	0.826002	7.4798	0
8	0.787081	7.1273	0
9	0.743034	6.7285	0
10	0.698582	6.3259	0
11	0.654089	5.923	0
12	0.606272	5.49	0
13	0.557113	5.0449	1e-06
14	0.508606	4.6056	7e-06
15	0.458472	4.1516	4e-05
16	0.407157	3.687	0.000203
17	0.354939	3.2141	0.000936
18	0.304412	2.7566	0.003599
19	0.25716	2.3287	0.011169
20	0.211615	1.9163	0.029408
21	0.167021	1.5124	0.067133
22	0.12409	1.1237	0.132213
23	0.082835	0.7501	0.227669
24	0.043857	0.3971	0.346146
25	0.006121	0.0554	0.477966
26	-0.033813	-0.3062	0.380117
27	-0.073626	-0.6667	0.253414
28	-0.112577	-1.0194	0.155499
29	-0.14909	-1.3501	0.090355
30	-0.181323	-1.6419	0.052215
31	-0.211458	-1.9148	0.029501
32	-0.240478	-2.1776	0.016154
33	-0.270448	-2.449	0.008228
34	-0.299817	-2.715	0.00404
35	-0.326902	-2.9602	0.002009
36	-0.350066	-3.17	0.001072

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.985514 & 8.9242 & 0 \tabularnewline
2 & 0.963104 & 8.7213 & 0 \tabularnewline
3 & 0.939966 & 8.5118 & 0 \tabularnewline
4 & 0.916037 & 8.2951 & 0 \tabularnewline
5 & 0.8913 & 8.0711 & 0 \tabularnewline
6 & 0.861056 & 7.7972 & 0 \tabularnewline
7 & 0.826002 & 7.4798 & 0 \tabularnewline
8 & 0.787081 & 7.1273 & 0 \tabularnewline
9 & 0.743034 & 6.7285 & 0 \tabularnewline
10 & 0.698582 & 6.3259 & 0 \tabularnewline
11 & 0.654089 & 5.923 & 0 \tabularnewline
12 & 0.606272 & 5.49 & 0 \tabularnewline
13 & 0.557113 & 5.0449 & 1e-06 \tabularnewline
14 & 0.508606 & 4.6056 & 7e-06 \tabularnewline
15 & 0.458472 & 4.1516 & 4e-05 \tabularnewline
16 & 0.407157 & 3.687 & 0.000203 \tabularnewline
17 & 0.354939 & 3.2141 & 0.000936 \tabularnewline
18 & 0.304412 & 2.7566 & 0.003599 \tabularnewline
19 & 0.25716 & 2.3287 & 0.011169 \tabularnewline
20 & 0.211615 & 1.9163 & 0.029408 \tabularnewline
21 & 0.167021 & 1.5124 & 0.067133 \tabularnewline
22 & 0.12409 & 1.1237 & 0.132213 \tabularnewline
23 & 0.082835 & 0.7501 & 0.227669 \tabularnewline
24 & 0.043857 & 0.3971 & 0.346146 \tabularnewline
25 & 0.006121 & 0.0554 & 0.477966 \tabularnewline
26 & -0.033813 & -0.3062 & 0.380117 \tabularnewline
27 & -0.073626 & -0.6667 & 0.253414 \tabularnewline
28 & -0.112577 & -1.0194 & 0.155499 \tabularnewline
29 & -0.14909 & -1.3501 & 0.090355 \tabularnewline
30 & -0.181323 & -1.6419 & 0.052215 \tabularnewline
31 & -0.211458 & -1.9148 & 0.029501 \tabularnewline
32 & -0.240478 & -2.1776 & 0.016154 \tabularnewline
33 & -0.270448 & -2.449 & 0.008228 \tabularnewline
34 & -0.299817 & -2.715 & 0.00404 \tabularnewline
35 & -0.326902 & -2.9602 & 0.002009 \tabularnewline
36 & -0.350066 & -3.17 & 0.001072 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32304&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]0.985514[/C][C]8.9242[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.963104[/C][C]8.7213[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.939966[/C][C]8.5118[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.916037[/C][C]8.2951[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.8913[/C][C]8.0711[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.861056[/C][C]7.7972[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.826002[/C][C]7.4798[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.787081[/C][C]7.1273[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.743034[/C][C]6.7285[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.698582[/C][C]6.3259[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.654089[/C][C]5.923[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.606272[/C][C]5.49[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.557113[/C][C]5.0449[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]0.508606[/C][C]4.6056[/C][C]7e-06[/C][/ROW]
[ROW][C]15[/C][C]0.458472[/C][C]4.1516[/C][C]4e-05[/C][/ROW]
[ROW][C]16[/C][C]0.407157[/C][C]3.687[/C][C]0.000203[/C][/ROW]
[ROW][C]17[/C][C]0.354939[/C][C]3.2141[/C][C]0.000936[/C][/ROW]
[ROW][C]18[/C][C]0.304412[/C][C]2.7566[/C][C]0.003599[/C][/ROW]
[ROW][C]19[/C][C]0.25716[/C][C]2.3287[/C][C]0.011169[/C][/ROW]
[ROW][C]20[/C][C]0.211615[/C][C]1.9163[/C][C]0.029408[/C][/ROW]
[ROW][C]21[/C][C]0.167021[/C][C]1.5124[/C][C]0.067133[/C][/ROW]
[ROW][C]22[/C][C]0.12409[/C][C]1.1237[/C][C]0.132213[/C][/ROW]
[ROW][C]23[/C][C]0.082835[/C][C]0.7501[/C][C]0.227669[/C][/ROW]
[ROW][C]24[/C][C]0.043857[/C][C]0.3971[/C][C]0.346146[/C][/ROW]
[ROW][C]25[/C][C]0.006121[/C][C]0.0554[/C][C]0.477966[/C][/ROW]
[ROW][C]26[/C][C]-0.033813[/C][C]-0.3062[/C][C]0.380117[/C][/ROW]
[ROW][C]27[/C][C]-0.073626[/C][C]-0.6667[/C][C]0.253414[/C][/ROW]
[ROW][C]28[/C][C]-0.112577[/C][C]-1.0194[/C][C]0.155499[/C][/ROW]
[ROW][C]29[/C][C]-0.14909[/C][C]-1.3501[/C][C]0.090355[/C][/ROW]
[ROW][C]30[/C][C]-0.181323[/C][C]-1.6419[/C][C]0.052215[/C][/ROW]
[ROW][C]31[/C][C]-0.211458[/C][C]-1.9148[/C][C]0.029501[/C][/ROW]
[ROW][C]32[/C][C]-0.240478[/C][C]-2.1776[/C][C]0.016154[/C][/ROW]
[ROW][C]33[/C][C]-0.270448[/C][C]-2.449[/C][C]0.008228[/C][/ROW]
[ROW][C]34[/C][C]-0.299817[/C][C]-2.715[/C][C]0.00404[/C][/ROW]
[ROW][C]35[/C][C]-0.326902[/C][C]-2.9602[/C][C]0.002009[/C][/ROW]
[ROW][C]36[/C][C]-0.350066[/C][C]-3.17[/C][C]0.001072[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32304&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32304&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	0.985514	8.9242	0
2	0.963104	8.7213	0
3	0.939966	8.5118	0
4	0.916037	8.2951	0
5	0.8913	8.0711	0
6	0.861056	7.7972	0
7	0.826002	7.4798	0
8	0.787081	7.1273	0
9	0.743034	6.7285	0
10	0.698582	6.3259	0
11	0.654089	5.923	0
12	0.606272	5.49	0
13	0.557113	5.0449	1e-06
14	0.508606	4.6056	7e-06
15	0.458472	4.1516	4e-05
16	0.407157	3.687	0.000203
17	0.354939	3.2141	0.000936
18	0.304412	2.7566	0.003599
19	0.25716	2.3287	0.011169
20	0.211615	1.9163	0.029408
21	0.167021	1.5124	0.067133
22	0.12409	1.1237	0.132213
23	0.082835	0.7501	0.227669
24	0.043857	0.3971	0.346146
25	0.006121	0.0554	0.477966
26	-0.033813	-0.3062	0.380117
27	-0.073626	-0.6667	0.253414
28	-0.112577	-1.0194	0.155499
29	-0.14909	-1.3501	0.090355
30	-0.181323	-1.6419	0.052215
31	-0.211458	-1.9148	0.029501
32	-0.240478	-2.1776	0.016154
33	-0.270448	-2.449	0.008228
34	-0.299817	-2.715	0.00404
35	-0.326902	-2.9602	0.002009
36	-0.350066	-3.17	0.001072

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.985514	8.9242	0
2	-0.282797	-2.5608	0.006137
3	0.041476	0.3756	0.354098
4	-0.049941	-0.4522	0.326147
5	-0.025216	-0.2283	0.409976
6	-0.210901	-1.9098	0.029828
7	-0.089192	-0.8077	0.210809
8	-0.113876	-1.0312	0.152742
9	-0.166721	-1.5097	0.067479
10	0.033476	0.3031	0.381277
11	-0.027371	-0.2479	0.402433
12	-0.124806	-1.1302	0.13085
13	0.007677	0.0695	0.472375
14	0.06242	0.5652	0.286729
15	-0.105331	-0.9538	0.171492
16	-0.037213	-0.337	0.368497
17	-0.01327	-0.1202	0.452321
18	0.039046	0.3536	0.362283
19	0.038731	0.3507	0.363346
20	0.031114	0.2818	0.389422
21	-0.016036	-0.1452	0.44245
22	0.015629	0.1415	0.4439
23	0.031457	0.2849	0.388237
24	-0.000953	-0.0086	0.496567
25	-0.075838	-0.6867	0.247092
26	-0.176204	-1.5956	0.057213
27	-0.027025	-0.2447	0.403643
28	-0.07613	-0.6894	0.246263
29	-0.008015	-0.0726	0.471159
30	0.035795	0.3241	0.373328
31	0.003412	0.0309	0.487713
32	-0.0046	-0.0417	0.483437
33	-0.084758	-0.7675	0.222489
34	0.016271	0.1473	0.441611
35	-0.042549	-0.3853	0.350506
36	0.062644	0.5673	0.286042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.985514 & 8.9242 & 0 \tabularnewline
2 & -0.282797 & -2.5608 & 0.006137 \tabularnewline
3 & 0.041476 & 0.3756 & 0.354098 \tabularnewline
4 & -0.049941 & -0.4522 & 0.326147 \tabularnewline
5 & -0.025216 & -0.2283 & 0.409976 \tabularnewline
6 & -0.210901 & -1.9098 & 0.029828 \tabularnewline
7 & -0.089192 & -0.8077 & 0.210809 \tabularnewline
8 & -0.113876 & -1.0312 & 0.152742 \tabularnewline
9 & -0.166721 & -1.5097 & 0.067479 \tabularnewline
10 & 0.033476 & 0.3031 & 0.381277 \tabularnewline
11 & -0.027371 & -0.2479 & 0.402433 \tabularnewline
12 & -0.124806 & -1.1302 & 0.13085 \tabularnewline
13 & 0.007677 & 0.0695 & 0.472375 \tabularnewline
14 & 0.06242 & 0.5652 & 0.286729 \tabularnewline
15 & -0.105331 & -0.9538 & 0.171492 \tabularnewline
16 & -0.037213 & -0.337 & 0.368497 \tabularnewline
17 & -0.01327 & -0.1202 & 0.452321 \tabularnewline
18 & 0.039046 & 0.3536 & 0.362283 \tabularnewline
19 & 0.038731 & 0.3507 & 0.363346 \tabularnewline
20 & 0.031114 & 0.2818 & 0.389422 \tabularnewline
21 & -0.016036 & -0.1452 & 0.44245 \tabularnewline
22 & 0.015629 & 0.1415 & 0.4439 \tabularnewline
23 & 0.031457 & 0.2849 & 0.388237 \tabularnewline
24 & -0.000953 & -0.0086 & 0.496567 \tabularnewline
25 & -0.075838 & -0.6867 & 0.247092 \tabularnewline
26 & -0.176204 & -1.5956 & 0.057213 \tabularnewline
27 & -0.027025 & -0.2447 & 0.403643 \tabularnewline
28 & -0.07613 & -0.6894 & 0.246263 \tabularnewline
29 & -0.008015 & -0.0726 & 0.471159 \tabularnewline
30 & 0.035795 & 0.3241 & 0.373328 \tabularnewline
31 & 0.003412 & 0.0309 & 0.487713 \tabularnewline
32 & -0.0046 & -0.0417 & 0.483437 \tabularnewline
33 & -0.084758 & -0.7675 & 0.222489 \tabularnewline
34 & 0.016271 & 0.1473 & 0.441611 \tabularnewline
35 & -0.042549 & -0.3853 & 0.350506 \tabularnewline
36 & 0.062644 & 0.5673 & 0.286042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32304&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]0.985514[/C][C]8.9242[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.282797[/C][C]-2.5608[/C][C]0.006137[/C][/ROW]
[ROW][C]3[/C][C]0.041476[/C][C]0.3756[/C][C]0.354098[/C][/ROW]
[ROW][C]4[/C][C]-0.049941[/C][C]-0.4522[/C][C]0.326147[/C][/ROW]
[ROW][C]5[/C][C]-0.025216[/C][C]-0.2283[/C][C]0.409976[/C][/ROW]
[ROW][C]6[/C][C]-0.210901[/C][C]-1.9098[/C][C]0.029828[/C][/ROW]
[ROW][C]7[/C][C]-0.089192[/C][C]-0.8077[/C][C]0.210809[/C][/ROW]
[ROW][C]8[/C][C]-0.113876[/C][C]-1.0312[/C][C]0.152742[/C][/ROW]
[ROW][C]9[/C][C]-0.166721[/C][C]-1.5097[/C][C]0.067479[/C][/ROW]
[ROW][C]10[/C][C]0.033476[/C][C]0.3031[/C][C]0.381277[/C][/ROW]
[ROW][C]11[/C][C]-0.027371[/C][C]-0.2479[/C][C]0.402433[/C][/ROW]
[ROW][C]12[/C][C]-0.124806[/C][C]-1.1302[/C][C]0.13085[/C][/ROW]
[ROW][C]13[/C][C]0.007677[/C][C]0.0695[/C][C]0.472375[/C][/ROW]
[ROW][C]14[/C][C]0.06242[/C][C]0.5652[/C][C]0.286729[/C][/ROW]
[ROW][C]15[/C][C]-0.105331[/C][C]-0.9538[/C][C]0.171492[/C][/ROW]
[ROW][C]16[/C][C]-0.037213[/C][C]-0.337[/C][C]0.368497[/C][/ROW]
[ROW][C]17[/C][C]-0.01327[/C][C]-0.1202[/C][C]0.452321[/C][/ROW]
[ROW][C]18[/C][C]0.039046[/C][C]0.3536[/C][C]0.362283[/C][/ROW]
[ROW][C]19[/C][C]0.038731[/C][C]0.3507[/C][C]0.363346[/C][/ROW]
[ROW][C]20[/C][C]0.031114[/C][C]0.2818[/C][C]0.389422[/C][/ROW]
[ROW][C]21[/C][C]-0.016036[/C][C]-0.1452[/C][C]0.44245[/C][/ROW]
[ROW][C]22[/C][C]0.015629[/C][C]0.1415[/C][C]0.4439[/C][/ROW]
[ROW][C]23[/C][C]0.031457[/C][C]0.2849[/C][C]0.388237[/C][/ROW]
[ROW][C]24[/C][C]-0.000953[/C][C]-0.0086[/C][C]0.496567[/C][/ROW]
[ROW][C]25[/C][C]-0.075838[/C][C]-0.6867[/C][C]0.247092[/C][/ROW]
[ROW][C]26[/C][C]-0.176204[/C][C]-1.5956[/C][C]0.057213[/C][/ROW]
[ROW][C]27[/C][C]-0.027025[/C][C]-0.2447[/C][C]0.403643[/C][/ROW]
[ROW][C]28[/C][C]-0.07613[/C][C]-0.6894[/C][C]0.246263[/C][/ROW]
[ROW][C]29[/C][C]-0.008015[/C][C]-0.0726[/C][C]0.471159[/C][/ROW]
[ROW][C]30[/C][C]0.035795[/C][C]0.3241[/C][C]0.373328[/C][/ROW]
[ROW][C]31[/C][C]0.003412[/C][C]0.0309[/C][C]0.487713[/C][/ROW]
[ROW][C]32[/C][C]-0.0046[/C][C]-0.0417[/C][C]0.483437[/C][/ROW]
[ROW][C]33[/C][C]-0.084758[/C][C]-0.7675[/C][C]0.222489[/C][/ROW]
[ROW][C]34[/C][C]0.016271[/C][C]0.1473[/C][C]0.441611[/C][/ROW]
[ROW][C]35[/C][C]-0.042549[/C][C]-0.3853[/C][C]0.350506[/C][/ROW]
[ROW][C]36[/C][C]0.062644[/C][C]0.5673[/C][C]0.286042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32304&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32304&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	0.985514	8.9242	0
2	-0.282797	-2.5608	0.006137
3	0.041476	0.3756	0.354098
4	-0.049941	-0.4522	0.326147
5	-0.025216	-0.2283	0.409976
6	-0.210901	-1.9098	0.029828
7	-0.089192	-0.8077	0.210809
8	-0.113876	-1.0312	0.152742
9	-0.166721	-1.5097	0.067479
10	0.033476	0.3031	0.381277
11	-0.027371	-0.2479	0.402433
12	-0.124806	-1.1302	0.13085
13	0.007677	0.0695	0.472375
14	0.06242	0.5652	0.286729
15	-0.105331	-0.9538	0.171492
16	-0.037213	-0.337	0.368497
17	-0.01327	-0.1202	0.452321
18	0.039046	0.3536	0.362283
19	0.038731	0.3507	0.363346
20	0.031114	0.2818	0.389422
21	-0.016036	-0.1452	0.44245
22	0.015629	0.1415	0.4439
23	0.031457	0.2849	0.388237
24	-0.000953	-0.0086	0.496567
25	-0.075838	-0.6867	0.247092
26	-0.176204	-1.5956	0.057213
27	-0.027025	-0.2447	0.403643
28	-0.07613	-0.6894	0.246263
29	-0.008015	-0.0726	0.471159
30	0.035795	0.3241	0.373328
31	0.003412	0.0309	0.487713
32	-0.0046	-0.0417	0.483437
33	-0.084758	-0.7675	0.222489
34	0.016271	0.1473	0.441611
35	-0.042549	-0.3853	0.350506
36	0.062644	0.5673	0.286042

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