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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:13:47 -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/t1229091266di0q6cgpou7taqf.htm/, Retrieved Fri, 17 May 2024 14:08:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32766, Retrieved Fri, 17 May 2024 14:08:45 +0000

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-       [(Partial) Autocorrelation Function] [autocor2] [2008-12-12 14:13:47] [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	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=32766&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=32766&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32766&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	0.37014	3.7565	0.000143
2	-0.158175	-1.6053	0.055744
3	-0.323035	-3.2784	0.000712
4	-0.284097	-2.8833	0.002396
5	-0.095656	-0.9708	0.16696
6	-0.000103	-0.001	0.499583
7	-0.06822	-0.6924	0.245136
8	-0.224112	-2.2745	0.012505
9	-0.235214	-2.3872	0.009402
10	-0.109427	-1.1106	0.13467
11	0.317566	3.2229	0.00085
12	0.729259	7.4012	0
13	0.245316	2.4897	0.007193
14	-0.11277	-1.1445	0.127536
15	-0.233643	-2.3712	0.009794
16	-0.208758	-2.1187	0.018262
17	-0.070827	-0.7188	0.236942
18	-0.005512	-0.0559	0.477748
19	-0.072135	-0.7321	0.232887
20	-0.205993	-2.0906	0.019512
21	-0.216589	-2.1981	0.015089
22	-0.08676	-0.8805	0.190314
23	0.284735	2.8897	0.002351
24	0.607049	6.1609	0
25	0.186641	1.8942	0.030502
26	-0.097542	-0.9899	0.16226
27	-0.180231	-1.8291	0.035136
28	-0.158312	-1.6067	0.055592
29	-0.064484	-0.6544	0.257143
30	-0.029725	-0.3017	0.381754
31	-0.06078	-0.6169	0.269347
32	-0.153298	-1.5558	0.06141
33	-0.163251	-1.6568	0.0503
34	-0.065337	-0.6631	0.254374
35	0.223928	2.2726	0.012563
36	0.495453	5.0283	1e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.37014 & 3.7565 & 0.000143 \tabularnewline
2 & -0.158175 & -1.6053 & 0.055744 \tabularnewline
3 & -0.323035 & -3.2784 & 0.000712 \tabularnewline
4 & -0.284097 & -2.8833 & 0.002396 \tabularnewline
5 & -0.095656 & -0.9708 & 0.16696 \tabularnewline
6 & -0.000103 & -0.001 & 0.499583 \tabularnewline
7 & -0.06822 & -0.6924 & 0.245136 \tabularnewline
8 & -0.224112 & -2.2745 & 0.012505 \tabularnewline
9 & -0.235214 & -2.3872 & 0.009402 \tabularnewline
10 & -0.109427 & -1.1106 & 0.13467 \tabularnewline
11 & 0.317566 & 3.2229 & 0.00085 \tabularnewline
12 & 0.729259 & 7.4012 & 0 \tabularnewline
13 & 0.245316 & 2.4897 & 0.007193 \tabularnewline
14 & -0.11277 & -1.1445 & 0.127536 \tabularnewline
15 & -0.233643 & -2.3712 & 0.009794 \tabularnewline
16 & -0.208758 & -2.1187 & 0.018262 \tabularnewline
17 & -0.070827 & -0.7188 & 0.236942 \tabularnewline
18 & -0.005512 & -0.0559 & 0.477748 \tabularnewline
19 & -0.072135 & -0.7321 & 0.232887 \tabularnewline
20 & -0.205993 & -2.0906 & 0.019512 \tabularnewline
21 & -0.216589 & -2.1981 & 0.015089 \tabularnewline
22 & -0.08676 & -0.8805 & 0.190314 \tabularnewline
23 & 0.284735 & 2.8897 & 0.002351 \tabularnewline
24 & 0.607049 & 6.1609 & 0 \tabularnewline
25 & 0.186641 & 1.8942 & 0.030502 \tabularnewline
26 & -0.097542 & -0.9899 & 0.16226 \tabularnewline
27 & -0.180231 & -1.8291 & 0.035136 \tabularnewline
28 & -0.158312 & -1.6067 & 0.055592 \tabularnewline
29 & -0.064484 & -0.6544 & 0.257143 \tabularnewline
30 & -0.029725 & -0.3017 & 0.381754 \tabularnewline
31 & -0.06078 & -0.6169 & 0.269347 \tabularnewline
32 & -0.153298 & -1.5558 & 0.06141 \tabularnewline
33 & -0.163251 & -1.6568 & 0.0503 \tabularnewline
34 & -0.065337 & -0.6631 & 0.254374 \tabularnewline
35 & 0.223928 & 2.2726 & 0.012563 \tabularnewline
36 & 0.495453 & 5.0283 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32766&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]0.37014[/C][C]3.7565[/C][C]0.000143[/C][/ROW]
[ROW][C]2[/C][C]-0.158175[/C][C]-1.6053[/C][C]0.055744[/C][/ROW]
[ROW][C]3[/C][C]-0.323035[/C][C]-3.2784[/C][C]0.000712[/C][/ROW]
[ROW][C]4[/C][C]-0.284097[/C][C]-2.8833[/C][C]0.002396[/C][/ROW]
[ROW][C]5[/C][C]-0.095656[/C][C]-0.9708[/C][C]0.16696[/C][/ROW]
[ROW][C]6[/C][C]-0.000103[/C][C]-0.001[/C][C]0.499583[/C][/ROW]
[ROW][C]7[/C][C]-0.06822[/C][C]-0.6924[/C][C]0.245136[/C][/ROW]
[ROW][C]8[/C][C]-0.224112[/C][C]-2.2745[/C][C]0.012505[/C][/ROW]
[ROW][C]9[/C][C]-0.235214[/C][C]-2.3872[/C][C]0.009402[/C][/ROW]
[ROW][C]10[/C][C]-0.109427[/C][C]-1.1106[/C][C]0.13467[/C][/ROW]
[ROW][C]11[/C][C]0.317566[/C][C]3.2229[/C][C]0.00085[/C][/ROW]
[ROW][C]12[/C][C]0.729259[/C][C]7.4012[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.245316[/C][C]2.4897[/C][C]0.007193[/C][/ROW]
[ROW][C]14[/C][C]-0.11277[/C][C]-1.1445[/C][C]0.127536[/C][/ROW]
[ROW][C]15[/C][C]-0.233643[/C][C]-2.3712[/C][C]0.009794[/C][/ROW]
[ROW][C]16[/C][C]-0.208758[/C][C]-2.1187[/C][C]0.018262[/C][/ROW]
[ROW][C]17[/C][C]-0.070827[/C][C]-0.7188[/C][C]0.236942[/C][/ROW]
[ROW][C]18[/C][C]-0.005512[/C][C]-0.0559[/C][C]0.477748[/C][/ROW]
[ROW][C]19[/C][C]-0.072135[/C][C]-0.7321[/C][C]0.232887[/C][/ROW]
[ROW][C]20[/C][C]-0.205993[/C][C]-2.0906[/C][C]0.019512[/C][/ROW]
[ROW][C]21[/C][C]-0.216589[/C][C]-2.1981[/C][C]0.015089[/C][/ROW]
[ROW][C]22[/C][C]-0.08676[/C][C]-0.8805[/C][C]0.190314[/C][/ROW]
[ROW][C]23[/C][C]0.284735[/C][C]2.8897[/C][C]0.002351[/C][/ROW]
[ROW][C]24[/C][C]0.607049[/C][C]6.1609[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.186641[/C][C]1.8942[/C][C]0.030502[/C][/ROW]
[ROW][C]26[/C][C]-0.097542[/C][C]-0.9899[/C][C]0.16226[/C][/ROW]
[ROW][C]27[/C][C]-0.180231[/C][C]-1.8291[/C][C]0.035136[/C][/ROW]
[ROW][C]28[/C][C]-0.158312[/C][C]-1.6067[/C][C]0.055592[/C][/ROW]
[ROW][C]29[/C][C]-0.064484[/C][C]-0.6544[/C][C]0.257143[/C][/ROW]
[ROW][C]30[/C][C]-0.029725[/C][C]-0.3017[/C][C]0.381754[/C][/ROW]
[ROW][C]31[/C][C]-0.06078[/C][C]-0.6169[/C][C]0.269347[/C][/ROW]
[ROW][C]32[/C][C]-0.153298[/C][C]-1.5558[/C][C]0.06141[/C][/ROW]
[ROW][C]33[/C][C]-0.163251[/C][C]-1.6568[/C][C]0.0503[/C][/ROW]
[ROW][C]34[/C][C]-0.065337[/C][C]-0.6631[/C][C]0.254374[/C][/ROW]
[ROW][C]35[/C][C]0.223928[/C][C]2.2726[/C][C]0.012563[/C][/ROW]
[ROW][C]36[/C][C]0.495453[/C][C]5.0283[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32766&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32766&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	0.37014	3.7565	0.000143
2	-0.158175	-1.6053	0.055744
3	-0.323035	-3.2784	0.000712
4	-0.284097	-2.8833	0.002396
5	-0.095656	-0.9708	0.16696
6	-0.000103	-0.001	0.499583
7	-0.06822	-0.6924	0.245136
8	-0.224112	-2.2745	0.012505
9	-0.235214	-2.3872	0.009402
10	-0.109427	-1.1106	0.13467
11	0.317566	3.2229	0.00085
12	0.729259	7.4012	0
13	0.245316	2.4897	0.007193
14	-0.11277	-1.1445	0.127536
15	-0.233643	-2.3712	0.009794
16	-0.208758	-2.1187	0.018262
17	-0.070827	-0.7188	0.236942
18	-0.005512	-0.0559	0.477748
19	-0.072135	-0.7321	0.232887
20	-0.205993	-2.0906	0.019512
21	-0.216589	-2.1981	0.015089
22	-0.08676	-0.8805	0.190314
23	0.284735	2.8897	0.002351
24	0.607049	6.1609	0
25	0.186641	1.8942	0.030502
26	-0.097542	-0.9899	0.16226
27	-0.180231	-1.8291	0.035136
28	-0.158312	-1.6067	0.055592
29	-0.064484	-0.6544	0.257143
30	-0.029725	-0.3017	0.381754
31	-0.06078	-0.6169	0.269347
32	-0.153298	-1.5558	0.06141
33	-0.163251	-1.6568	0.0503
34	-0.065337	-0.6631	0.254374
35	0.223928	2.2726	0.012563
36	0.495453	5.0283	1e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.37014	3.7565	0.000143
2	-0.34204	-3.4713	0.000379
3	-0.154665	-1.5697	0.059778
4	-0.168624	-1.7113	0.045014
5	-0.03778	-0.3834	0.351097
6	-0.123913	-1.2576	0.105694
7	-0.201393	-2.0439	0.021757
8	-0.324748	-3.2958	0.000673
9	-0.300201	-3.0467	0.001469
10	-0.380033	-3.8569	1e-04
11	0.039736	0.4033	0.34379
12	0.456921	4.6372	5e-06
13	-0.327873	-3.3275	0.000608
14	0.151201	1.5345	0.063984
15	0.043956	0.4461	0.328231
16	0.038921	0.395	0.346828
17	0.019118	0.194	0.423268
18	0.015743	0.1598	0.436685
19	-0.000407	-0.0041	0.498356
20	-0.046574	-0.4727	0.318724
21	-0.100244	-1.0174	0.155681
22	-0.021319	-0.2164	0.414567
23	-0.046744	-0.4744	0.318111
24	0.103097	1.0463	0.148931
25	-0.127718	-1.2962	0.098903
26	-0.010077	-0.1023	0.45937
27	0.021142	0.2146	0.415264
28	-0.024785	-0.2515	0.400949
29	-0.057453	-0.5831	0.280556
30	-0.059645	-0.6053	0.273144
31	0.025901	0.2629	0.396588
32	0.008447	0.0857	0.465925
33	-0.028993	-0.2942	0.384582
34	-0.015892	-0.1613	0.436092
35	-0.061118	-0.6203	0.268221
36	0.076864	0.7801	0.218564

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.37014 & 3.7565 & 0.000143 \tabularnewline
2 & -0.34204 & -3.4713 & 0.000379 \tabularnewline
3 & -0.154665 & -1.5697 & 0.059778 \tabularnewline
4 & -0.168624 & -1.7113 & 0.045014 \tabularnewline
5 & -0.03778 & -0.3834 & 0.351097 \tabularnewline
6 & -0.123913 & -1.2576 & 0.105694 \tabularnewline
7 & -0.201393 & -2.0439 & 0.021757 \tabularnewline
8 & -0.324748 & -3.2958 & 0.000673 \tabularnewline
9 & -0.300201 & -3.0467 & 0.001469 \tabularnewline
10 & -0.380033 & -3.8569 & 1e-04 \tabularnewline
11 & 0.039736 & 0.4033 & 0.34379 \tabularnewline
12 & 0.456921 & 4.6372 & 5e-06 \tabularnewline
13 & -0.327873 & -3.3275 & 0.000608 \tabularnewline
14 & 0.151201 & 1.5345 & 0.063984 \tabularnewline
15 & 0.043956 & 0.4461 & 0.328231 \tabularnewline
16 & 0.038921 & 0.395 & 0.346828 \tabularnewline
17 & 0.019118 & 0.194 & 0.423268 \tabularnewline
18 & 0.015743 & 0.1598 & 0.436685 \tabularnewline
19 & -0.000407 & -0.0041 & 0.498356 \tabularnewline
20 & -0.046574 & -0.4727 & 0.318724 \tabularnewline
21 & -0.100244 & -1.0174 & 0.155681 \tabularnewline
22 & -0.021319 & -0.2164 & 0.414567 \tabularnewline
23 & -0.046744 & -0.4744 & 0.318111 \tabularnewline
24 & 0.103097 & 1.0463 & 0.148931 \tabularnewline
25 & -0.127718 & -1.2962 & 0.098903 \tabularnewline
26 & -0.010077 & -0.1023 & 0.45937 \tabularnewline
27 & 0.021142 & 0.2146 & 0.415264 \tabularnewline
28 & -0.024785 & -0.2515 & 0.400949 \tabularnewline
29 & -0.057453 & -0.5831 & 0.280556 \tabularnewline
30 & -0.059645 & -0.6053 & 0.273144 \tabularnewline
31 & 0.025901 & 0.2629 & 0.396588 \tabularnewline
32 & 0.008447 & 0.0857 & 0.465925 \tabularnewline
33 & -0.028993 & -0.2942 & 0.384582 \tabularnewline
34 & -0.015892 & -0.1613 & 0.436092 \tabularnewline
35 & -0.061118 & -0.6203 & 0.268221 \tabularnewline
36 & 0.076864 & 0.7801 & 0.218564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32766&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]0.37014[/C][C]3.7565[/C][C]0.000143[/C][/ROW]
[ROW][C]2[/C][C]-0.34204[/C][C]-3.4713[/C][C]0.000379[/C][/ROW]
[ROW][C]3[/C][C]-0.154665[/C][C]-1.5697[/C][C]0.059778[/C][/ROW]
[ROW][C]4[/C][C]-0.168624[/C][C]-1.7113[/C][C]0.045014[/C][/ROW]
[ROW][C]5[/C][C]-0.03778[/C][C]-0.3834[/C][C]0.351097[/C][/ROW]
[ROW][C]6[/C][C]-0.123913[/C][C]-1.2576[/C][C]0.105694[/C][/ROW]
[ROW][C]7[/C][C]-0.201393[/C][C]-2.0439[/C][C]0.021757[/C][/ROW]
[ROW][C]8[/C][C]-0.324748[/C][C]-3.2958[/C][C]0.000673[/C][/ROW]
[ROW][C]9[/C][C]-0.300201[/C][C]-3.0467[/C][C]0.001469[/C][/ROW]
[ROW][C]10[/C][C]-0.380033[/C][C]-3.8569[/C][C]1e-04[/C][/ROW]
[ROW][C]11[/C][C]0.039736[/C][C]0.4033[/C][C]0.34379[/C][/ROW]
[ROW][C]12[/C][C]0.456921[/C][C]4.6372[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.327873[/C][C]-3.3275[/C][C]0.000608[/C][/ROW]
[ROW][C]14[/C][C]0.151201[/C][C]1.5345[/C][C]0.063984[/C][/ROW]
[ROW][C]15[/C][C]0.043956[/C][C]0.4461[/C][C]0.328231[/C][/ROW]
[ROW][C]16[/C][C]0.038921[/C][C]0.395[/C][C]0.346828[/C][/ROW]
[ROW][C]17[/C][C]0.019118[/C][C]0.194[/C][C]0.423268[/C][/ROW]
[ROW][C]18[/C][C]0.015743[/C][C]0.1598[/C][C]0.436685[/C][/ROW]
[ROW][C]19[/C][C]-0.000407[/C][C]-0.0041[/C][C]0.498356[/C][/ROW]
[ROW][C]20[/C][C]-0.046574[/C][C]-0.4727[/C][C]0.318724[/C][/ROW]
[ROW][C]21[/C][C]-0.100244[/C][C]-1.0174[/C][C]0.155681[/C][/ROW]
[ROW][C]22[/C][C]-0.021319[/C][C]-0.2164[/C][C]0.414567[/C][/ROW]
[ROW][C]23[/C][C]-0.046744[/C][C]-0.4744[/C][C]0.318111[/C][/ROW]
[ROW][C]24[/C][C]0.103097[/C][C]1.0463[/C][C]0.148931[/C][/ROW]
[ROW][C]25[/C][C]-0.127718[/C][C]-1.2962[/C][C]0.098903[/C][/ROW]
[ROW][C]26[/C][C]-0.010077[/C][C]-0.1023[/C][C]0.45937[/C][/ROW]
[ROW][C]27[/C][C]0.021142[/C][C]0.2146[/C][C]0.415264[/C][/ROW]
[ROW][C]28[/C][C]-0.024785[/C][C]-0.2515[/C][C]0.400949[/C][/ROW]
[ROW][C]29[/C][C]-0.057453[/C][C]-0.5831[/C][C]0.280556[/C][/ROW]
[ROW][C]30[/C][C]-0.059645[/C][C]-0.6053[/C][C]0.273144[/C][/ROW]
[ROW][C]31[/C][C]0.025901[/C][C]0.2629[/C][C]0.396588[/C][/ROW]
[ROW][C]32[/C][C]0.008447[/C][C]0.0857[/C][C]0.465925[/C][/ROW]
[ROW][C]33[/C][C]-0.028993[/C][C]-0.2942[/C][C]0.384582[/C][/ROW]
[ROW][C]34[/C][C]-0.015892[/C][C]-0.1613[/C][C]0.436092[/C][/ROW]
[ROW][C]35[/C][C]-0.061118[/C][C]-0.6203[/C][C]0.268221[/C][/ROW]
[ROW][C]36[/C][C]0.076864[/C][C]0.7801[/C][C]0.218564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32766&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32766&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	0.37014	3.7565	0.000143
2	-0.34204	-3.4713	0.000379
3	-0.154665	-1.5697	0.059778
4	-0.168624	-1.7113	0.045014
5	-0.03778	-0.3834	0.351097
6	-0.123913	-1.2576	0.105694
7	-0.201393	-2.0439	0.021757
8	-0.324748	-3.2958	0.000673
9	-0.300201	-3.0467	0.001469
10	-0.380033	-3.8569	1e-04
11	0.039736	0.4033	0.34379
12	0.456921	4.6372	5e-06
13	-0.327873	-3.3275	0.000608
14	0.151201	1.5345	0.063984
15	0.043956	0.4461	0.328231
16	0.038921	0.395	0.346828
17	0.019118	0.194	0.423268
18	0.015743	0.1598	0.436685
19	-0.000407	-0.0041	0.498356
20	-0.046574	-0.4727	0.318724
21	-0.100244	-1.0174	0.155681
22	-0.021319	-0.2164	0.414567
23	-0.046744	-0.4744	0.318111
24	0.103097	1.0463	0.148931
25	-0.127718	-1.2962	0.098903
26	-0.010077	-0.1023	0.45937
27	0.021142	0.2146	0.415264
28	-0.024785	-0.2515	0.400949
29	-0.057453	-0.5831	0.280556
30	-0.059645	-0.6053	0.273144
31	0.025901	0.2629	0.396588
32	0.008447	0.0857	0.465925
33	-0.028993	-0.2942	0.384582
34	-0.015892	-0.1613	0.436092
35	-0.061118	-0.6203	0.268221
36	0.076864	0.7801	0.218564

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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