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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:09:35 -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/12/t12290910844a560jcjdo2br2f.htm/, Retrieved Tue, 21 May 2024 06:43:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32762, Retrieved Tue, 21 May 2024 06:43:28 +0000

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User-defined keywords

katrien

Estimated Impact

177

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-       [(Partial) Autocorrelation Function] [autocor] [2008-12-12 14:09:35] [cc06a8861fed7dc38682b8f8b87fd97b] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32762&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32762&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32762&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.782148	7.9764	0
2	0.40367	4.1166	3.9e-05
3	0.097172	0.991	0.162002
4	-0.0682	-0.6955	0.244145
5	-0.110918	-1.1311	0.130297
6	-0.112242	-1.1446	0.127492
7	-0.113247	-1.1549	0.125389
8	-0.08434	-0.8601	0.195856
9	0.041908	0.4274	0.334993
10	0.270104	2.7545	0.00347
11	0.544594	5.5538	0
12	0.679563	6.9302	0
13	0.495842	5.0566	1e-06
14	0.206052	2.1013	0.019014
15	-0.031093	-0.3171	0.375905
16	-0.166416	-1.6971	0.046333
17	-0.211795	-2.1599	0.016539
18	-0.226704	-2.3119	0.011376
19	-0.23892	-2.4365	0.008264
20	-0.219772	-2.2412	0.013567
21	-0.110982	-1.1318	0.13016
22	0.091079	0.9288	0.177564
23	0.329057	3.3557	0.000553
24	0.441327	4.5007	9e-06
25	0.288699	2.9442	0.001997
26	0.055587	0.5669	0.286009
27	-0.131346	-1.3395	0.091668
28	-0.239513	-2.4426	0.008134
29	-0.27918	-2.8471	0.002659
30	-0.291131	-2.969	0.001855
31	-0.289625	-2.9536	0.001942
32	-0.261711	-2.6689	0.004415
33	-0.16776	-1.7108	0.045048
34	-0.003489	-0.0356	0.485843
35	0.187793	1.9151	0.029112
36	0.280143	2.8569	0.002584

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.782148 & 7.9764 & 0 \tabularnewline
2 & 0.40367 & 4.1166 & 3.9e-05 \tabularnewline
3 & 0.097172 & 0.991 & 0.162002 \tabularnewline
4 & -0.0682 & -0.6955 & 0.244145 \tabularnewline
5 & -0.110918 & -1.1311 & 0.130297 \tabularnewline
6 & -0.112242 & -1.1446 & 0.127492 \tabularnewline
7 & -0.113247 & -1.1549 & 0.125389 \tabularnewline
8 & -0.08434 & -0.8601 & 0.195856 \tabularnewline
9 & 0.041908 & 0.4274 & 0.334993 \tabularnewline
10 & 0.270104 & 2.7545 & 0.00347 \tabularnewline
11 & 0.544594 & 5.5538 & 0 \tabularnewline
12 & 0.679563 & 6.9302 & 0 \tabularnewline
13 & 0.495842 & 5.0566 & 1e-06 \tabularnewline
14 & 0.206052 & 2.1013 & 0.019014 \tabularnewline
15 & -0.031093 & -0.3171 & 0.375905 \tabularnewline
16 & -0.166416 & -1.6971 & 0.046333 \tabularnewline
17 & -0.211795 & -2.1599 & 0.016539 \tabularnewline
18 & -0.226704 & -2.3119 & 0.011376 \tabularnewline
19 & -0.23892 & -2.4365 & 0.008264 \tabularnewline
20 & -0.219772 & -2.2412 & 0.013567 \tabularnewline
21 & -0.110982 & -1.1318 & 0.13016 \tabularnewline
22 & 0.091079 & 0.9288 & 0.177564 \tabularnewline
23 & 0.329057 & 3.3557 & 0.000553 \tabularnewline
24 & 0.441327 & 4.5007 & 9e-06 \tabularnewline
25 & 0.288699 & 2.9442 & 0.001997 \tabularnewline
26 & 0.055587 & 0.5669 & 0.286009 \tabularnewline
27 & -0.131346 & -1.3395 & 0.091668 \tabularnewline
28 & -0.239513 & -2.4426 & 0.008134 \tabularnewline
29 & -0.27918 & -2.8471 & 0.002659 \tabularnewline
30 & -0.291131 & -2.969 & 0.001855 \tabularnewline
31 & -0.289625 & -2.9536 & 0.001942 \tabularnewline
32 & -0.261711 & -2.6689 & 0.004415 \tabularnewline
33 & -0.16776 & -1.7108 & 0.045048 \tabularnewline
34 & -0.003489 & -0.0356 & 0.485843 \tabularnewline
35 & 0.187793 & 1.9151 & 0.029112 \tabularnewline
36 & 0.280143 & 2.8569 & 0.002584 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32762&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]0.782148[/C][C]7.9764[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.40367[/C][C]4.1166[/C][C]3.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.097172[/C][C]0.991[/C][C]0.162002[/C][/ROW]
[ROW][C]4[/C][C]-0.0682[/C][C]-0.6955[/C][C]0.244145[/C][/ROW]
[ROW][C]5[/C][C]-0.110918[/C][C]-1.1311[/C][C]0.130297[/C][/ROW]
[ROW][C]6[/C][C]-0.112242[/C][C]-1.1446[/C][C]0.127492[/C][/ROW]
[ROW][C]7[/C][C]-0.113247[/C][C]-1.1549[/C][C]0.125389[/C][/ROW]
[ROW][C]8[/C][C]-0.08434[/C][C]-0.8601[/C][C]0.195856[/C][/ROW]
[ROW][C]9[/C][C]0.041908[/C][C]0.4274[/C][C]0.334993[/C][/ROW]
[ROW][C]10[/C][C]0.270104[/C][C]2.7545[/C][C]0.00347[/C][/ROW]
[ROW][C]11[/C][C]0.544594[/C][C]5.5538[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.679563[/C][C]6.9302[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.495842[/C][C]5.0566[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]0.206052[/C][C]2.1013[/C][C]0.019014[/C][/ROW]
[ROW][C]15[/C][C]-0.031093[/C][C]-0.3171[/C][C]0.375905[/C][/ROW]
[ROW][C]16[/C][C]-0.166416[/C][C]-1.6971[/C][C]0.046333[/C][/ROW]
[ROW][C]17[/C][C]-0.211795[/C][C]-2.1599[/C][C]0.016539[/C][/ROW]
[ROW][C]18[/C][C]-0.226704[/C][C]-2.3119[/C][C]0.011376[/C][/ROW]
[ROW][C]19[/C][C]-0.23892[/C][C]-2.4365[/C][C]0.008264[/C][/ROW]
[ROW][C]20[/C][C]-0.219772[/C][C]-2.2412[/C][C]0.013567[/C][/ROW]
[ROW][C]21[/C][C]-0.110982[/C][C]-1.1318[/C][C]0.13016[/C][/ROW]
[ROW][C]22[/C][C]0.091079[/C][C]0.9288[/C][C]0.177564[/C][/ROW]
[ROW][C]23[/C][C]0.329057[/C][C]3.3557[/C][C]0.000553[/C][/ROW]
[ROW][C]24[/C][C]0.441327[/C][C]4.5007[/C][C]9e-06[/C][/ROW]
[ROW][C]25[/C][C]0.288699[/C][C]2.9442[/C][C]0.001997[/C][/ROW]
[ROW][C]26[/C][C]0.055587[/C][C]0.5669[/C][C]0.286009[/C][/ROW]
[ROW][C]27[/C][C]-0.131346[/C][C]-1.3395[/C][C]0.091668[/C][/ROW]
[ROW][C]28[/C][C]-0.239513[/C][C]-2.4426[/C][C]0.008134[/C][/ROW]
[ROW][C]29[/C][C]-0.27918[/C][C]-2.8471[/C][C]0.002659[/C][/ROW]
[ROW][C]30[/C][C]-0.291131[/C][C]-2.969[/C][C]0.001855[/C][/ROW]
[ROW][C]31[/C][C]-0.289625[/C][C]-2.9536[/C][C]0.001942[/C][/ROW]
[ROW][C]32[/C][C]-0.261711[/C][C]-2.6689[/C][C]0.004415[/C][/ROW]
[ROW][C]33[/C][C]-0.16776[/C][C]-1.7108[/C][C]0.045048[/C][/ROW]
[ROW][C]34[/C][C]-0.003489[/C][C]-0.0356[/C][C]0.485843[/C][/ROW]
[ROW][C]35[/C][C]0.187793[/C][C]1.9151[/C][C]0.029112[/C][/ROW]
[ROW][C]36[/C][C]0.280143[/C][C]2.8569[/C][C]0.002584[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32762&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32762&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	0.782148	7.9764	0
2	0.40367	4.1166	3.9e-05
3	0.097172	0.991	0.162002
4	-0.0682	-0.6955	0.244145
5	-0.110918	-1.1311	0.130297
6	-0.112242	-1.1446	0.127492
7	-0.113247	-1.1549	0.125389
8	-0.08434	-0.8601	0.195856
9	0.041908	0.4274	0.334993
10	0.270104	2.7545	0.00347
11	0.544594	5.5538	0
12	0.679563	6.9302	0
13	0.495842	5.0566	1e-06
14	0.206052	2.1013	0.019014
15	-0.031093	-0.3171	0.375905
16	-0.166416	-1.6971	0.046333
17	-0.211795	-2.1599	0.016539
18	-0.226704	-2.3119	0.011376
19	-0.23892	-2.4365	0.008264
20	-0.219772	-2.2412	0.013567
21	-0.110982	-1.1318	0.13016
22	0.091079	0.9288	0.177564
23	0.329057	3.3557	0.000553
24	0.441327	4.5007	9e-06
25	0.288699	2.9442	0.001997
26	0.055587	0.5669	0.286009
27	-0.131346	-1.3395	0.091668
28	-0.239513	-2.4426	0.008134
29	-0.27918	-2.8471	0.002659
30	-0.291131	-2.969	0.001855
31	-0.289625	-2.9536	0.001942
32	-0.261711	-2.6689	0.004415
33	-0.16776	-1.7108	0.045048
34	-0.003489	-0.0356	0.485843
35	0.187793	1.9151	0.029112
36	0.280143	2.8569	0.002584

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.782148	7.9764	0
2	-0.535967	-5.4658	0
3	0.113572	1.1582	0.124715
4	-0.030213	-0.3081	0.379306
5	0.018703	0.1907	0.424553
6	-0.103039	-1.0508	0.147893
7	-0.013751	-0.1402	0.444374
8	0.088801	0.9056	0.183621
9	0.258178	2.6329	0.004878
10	0.270116	2.7546	0.003469
11	0.376255	3.8371	0.000107
12	-0.031801	-0.3243	0.373179
13	-0.470008	-4.7932	3e-06
14	0.305097	3.1114	0.001202
15	-0.175519	-1.7899	0.038186
16	-0.069661	-0.7104	0.239521
17	-0.074172	-0.7564	0.225558
18	-0.063728	-0.6499	0.258596
19	-0.061373	-0.6259	0.266381
20	-0.053336	-0.5439	0.293828
21	-0.004767	-0.0486	0.480661
22	0.055322	0.5642	0.286926
23	-0.010208	-0.1041	0.458643
24	0.003133	0.032	0.487285
25	-0.13442	-1.3708	0.086691
26	0.079702	0.8128	0.209093
27	-0.022761	-0.2321	0.408452
28	-0.05721	-0.5834	0.280435
29	-0.012328	-0.1257	0.450098
30	0.01626	0.1658	0.434311
31	0.029999	0.3059	0.380134
32	-0.062441	-0.6368	0.262834
33	-0.04874	-0.497	0.310102
34	-0.007513	-0.0766	0.469539
35	-0.019271	-0.1965	0.422292
36	0.021546	0.2197	0.413256

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.782148 & 7.9764 & 0 \tabularnewline
2 & -0.535967 & -5.4658 & 0 \tabularnewline
3 & 0.113572 & 1.1582 & 0.124715 \tabularnewline
4 & -0.030213 & -0.3081 & 0.379306 \tabularnewline
5 & 0.018703 & 0.1907 & 0.424553 \tabularnewline
6 & -0.103039 & -1.0508 & 0.147893 \tabularnewline
7 & -0.013751 & -0.1402 & 0.444374 \tabularnewline
8 & 0.088801 & 0.9056 & 0.183621 \tabularnewline
9 & 0.258178 & 2.6329 & 0.004878 \tabularnewline
10 & 0.270116 & 2.7546 & 0.003469 \tabularnewline
11 & 0.376255 & 3.8371 & 0.000107 \tabularnewline
12 & -0.031801 & -0.3243 & 0.373179 \tabularnewline
13 & -0.470008 & -4.7932 & 3e-06 \tabularnewline
14 & 0.305097 & 3.1114 & 0.001202 \tabularnewline
15 & -0.175519 & -1.7899 & 0.038186 \tabularnewline
16 & -0.069661 & -0.7104 & 0.239521 \tabularnewline
17 & -0.074172 & -0.7564 & 0.225558 \tabularnewline
18 & -0.063728 & -0.6499 & 0.258596 \tabularnewline
19 & -0.061373 & -0.6259 & 0.266381 \tabularnewline
20 & -0.053336 & -0.5439 & 0.293828 \tabularnewline
21 & -0.004767 & -0.0486 & 0.480661 \tabularnewline
22 & 0.055322 & 0.5642 & 0.286926 \tabularnewline
23 & -0.010208 & -0.1041 & 0.458643 \tabularnewline
24 & 0.003133 & 0.032 & 0.487285 \tabularnewline
25 & -0.13442 & -1.3708 & 0.086691 \tabularnewline
26 & 0.079702 & 0.8128 & 0.209093 \tabularnewline
27 & -0.022761 & -0.2321 & 0.408452 \tabularnewline
28 & -0.05721 & -0.5834 & 0.280435 \tabularnewline
29 & -0.012328 & -0.1257 & 0.450098 \tabularnewline
30 & 0.01626 & 0.1658 & 0.434311 \tabularnewline
31 & 0.029999 & 0.3059 & 0.380134 \tabularnewline
32 & -0.062441 & -0.6368 & 0.262834 \tabularnewline
33 & -0.04874 & -0.497 & 0.310102 \tabularnewline
34 & -0.007513 & -0.0766 & 0.469539 \tabularnewline
35 & -0.019271 & -0.1965 & 0.422292 \tabularnewline
36 & 0.021546 & 0.2197 & 0.413256 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32762&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]0.782148[/C][C]7.9764[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.535967[/C][C]-5.4658[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.113572[/C][C]1.1582[/C][C]0.124715[/C][/ROW]
[ROW][C]4[/C][C]-0.030213[/C][C]-0.3081[/C][C]0.379306[/C][/ROW]
[ROW][C]5[/C][C]0.018703[/C][C]0.1907[/C][C]0.424553[/C][/ROW]
[ROW][C]6[/C][C]-0.103039[/C][C]-1.0508[/C][C]0.147893[/C][/ROW]
[ROW][C]7[/C][C]-0.013751[/C][C]-0.1402[/C][C]0.444374[/C][/ROW]
[ROW][C]8[/C][C]0.088801[/C][C]0.9056[/C][C]0.183621[/C][/ROW]
[ROW][C]9[/C][C]0.258178[/C][C]2.6329[/C][C]0.004878[/C][/ROW]
[ROW][C]10[/C][C]0.270116[/C][C]2.7546[/C][C]0.003469[/C][/ROW]
[ROW][C]11[/C][C]0.376255[/C][C]3.8371[/C][C]0.000107[/C][/ROW]
[ROW][C]12[/C][C]-0.031801[/C][C]-0.3243[/C][C]0.373179[/C][/ROW]
[ROW][C]13[/C][C]-0.470008[/C][C]-4.7932[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]0.305097[/C][C]3.1114[/C][C]0.001202[/C][/ROW]
[ROW][C]15[/C][C]-0.175519[/C][C]-1.7899[/C][C]0.038186[/C][/ROW]
[ROW][C]16[/C][C]-0.069661[/C][C]-0.7104[/C][C]0.239521[/C][/ROW]
[ROW][C]17[/C][C]-0.074172[/C][C]-0.7564[/C][C]0.225558[/C][/ROW]
[ROW][C]18[/C][C]-0.063728[/C][C]-0.6499[/C][C]0.258596[/C][/ROW]
[ROW][C]19[/C][C]-0.061373[/C][C]-0.6259[/C][C]0.266381[/C][/ROW]
[ROW][C]20[/C][C]-0.053336[/C][C]-0.5439[/C][C]0.293828[/C][/ROW]
[ROW][C]21[/C][C]-0.004767[/C][C]-0.0486[/C][C]0.480661[/C][/ROW]
[ROW][C]22[/C][C]0.055322[/C][C]0.5642[/C][C]0.286926[/C][/ROW]
[ROW][C]23[/C][C]-0.010208[/C][C]-0.1041[/C][C]0.458643[/C][/ROW]
[ROW][C]24[/C][C]0.003133[/C][C]0.032[/C][C]0.487285[/C][/ROW]
[ROW][C]25[/C][C]-0.13442[/C][C]-1.3708[/C][C]0.086691[/C][/ROW]
[ROW][C]26[/C][C]0.079702[/C][C]0.8128[/C][C]0.209093[/C][/ROW]
[ROW][C]27[/C][C]-0.022761[/C][C]-0.2321[/C][C]0.408452[/C][/ROW]
[ROW][C]28[/C][C]-0.05721[/C][C]-0.5834[/C][C]0.280435[/C][/ROW]
[ROW][C]29[/C][C]-0.012328[/C][C]-0.1257[/C][C]0.450098[/C][/ROW]
[ROW][C]30[/C][C]0.01626[/C][C]0.1658[/C][C]0.434311[/C][/ROW]
[ROW][C]31[/C][C]0.029999[/C][C]0.3059[/C][C]0.380134[/C][/ROW]
[ROW][C]32[/C][C]-0.062441[/C][C]-0.6368[/C][C]0.262834[/C][/ROW]
[ROW][C]33[/C][C]-0.04874[/C][C]-0.497[/C][C]0.310102[/C][/ROW]
[ROW][C]34[/C][C]-0.007513[/C][C]-0.0766[/C][C]0.469539[/C][/ROW]
[ROW][C]35[/C][C]-0.019271[/C][C]-0.1965[/C][C]0.422292[/C][/ROW]
[ROW][C]36[/C][C]0.021546[/C][C]0.2197[/C][C]0.413256[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32762&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32762&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	0.782148	7.9764	0
2	-0.535967	-5.4658	0
3	0.113572	1.1582	0.124715
4	-0.030213	-0.3081	0.379306
5	0.018703	0.1907	0.424553
6	-0.103039	-1.0508	0.147893
7	-0.013751	-0.1402	0.444374
8	0.088801	0.9056	0.183621
9	0.258178	2.6329	0.004878
10	0.270116	2.7546	0.003469
11	0.376255	3.8371	0.000107
12	-0.031801	-0.3243	0.373179
13	-0.470008	-4.7932	3e-06
14	0.305097	3.1114	0.001202
15	-0.175519	-1.7899	0.038186
16	-0.069661	-0.7104	0.239521
17	-0.074172	-0.7564	0.225558
18	-0.063728	-0.6499	0.258596
19	-0.061373	-0.6259	0.266381
20	-0.053336	-0.5439	0.293828
21	-0.004767	-0.0486	0.480661
22	0.055322	0.5642	0.286926
23	-0.010208	-0.1041	0.458643
24	0.003133	0.032	0.487285
25	-0.13442	-1.3708	0.086691
26	0.079702	0.8128	0.209093
27	-0.022761	-0.2321	0.408452
28	-0.05721	-0.5834	0.280435
29	-0.012328	-0.1257	0.450098
30	0.01626	0.1658	0.434311
31	0.029999	0.3059	0.380134
32	-0.062441	-0.6368	0.262834
33	-0.04874	-0.497	0.310102
34	-0.007513	-0.0766	0.469539
35	-0.019271	-0.1965	0.422292
36	0.021546	0.2197	0.413256

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