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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 07:15:39 -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/t12290913818qcdvqftjig68qp.htm/, Retrieved Fri, 17 May 2024 14:15:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32772, Retrieved Fri, 17 May 2024 14:15:12 +0000

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Estimated Impact

148

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-       [(Partial) Autocorrelation Function] [autocor3] [2008-12-12 14:15:39] [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=32772&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=32772&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32772&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	0.260165	2.4818	0.007454
2	-0.169907	-1.6208	0.054259
3	-0.379659	-3.6217	0.000241
4	-0.259066	-2.4713	0.007661
5	-0.08406	-0.8019	0.212354
6	-0.017396	-0.1659	0.434284
7	0.041689	0.3977	0.345896
8	0.148775	1.4192	0.079625
9	0.276113	2.6339	0.004959
10	0.145541	1.3884	0.084206
11	-0.103088	-0.9834	0.164009
12	-0.483974	-4.6168	6e-06
13	-0.194578	-1.8562	0.033334
14	0.062659	0.5977	0.275753
15	0.137007	1.307	0.097259
16	0.140167	1.3371	0.092261
17	0.078171	0.7457	0.228883
18	0.075332	0.7186	0.237107
19	-0.007395	-0.0705	0.471958
20	-0.070742	-0.6748	0.250745
21	-0.079122	-0.7548	0.226167
22	-0.037214	-0.355	0.361705
23	0.044614	0.4256	0.335704
24	-0.019773	-0.1886	0.425406
25	-0.034949	-0.3334	0.369801
26	-0.042683	-0.4072	0.342419
27	0.075771	0.7228	0.235825
28	0.049491	0.4721	0.318989
29	0.011162	0.1065	0.457718
30	-0.068569	-0.6541	0.257347
31	3e-04	0.0029	0.49886
32	0.100137	0.9552	0.170991
33	0.018499	0.1765	0.43016
34	-0.047891	-0.4569	0.324432
35	-0.025998	-0.248	0.402346
36	0.012635	0.1205	0.452166

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.260165 & 2.4818 & 0.007454 \tabularnewline
2 & -0.169907 & -1.6208 & 0.054259 \tabularnewline
3 & -0.379659 & -3.6217 & 0.000241 \tabularnewline
4 & -0.259066 & -2.4713 & 0.007661 \tabularnewline
5 & -0.08406 & -0.8019 & 0.212354 \tabularnewline
6 & -0.017396 & -0.1659 & 0.434284 \tabularnewline
7 & 0.041689 & 0.3977 & 0.345896 \tabularnewline
8 & 0.148775 & 1.4192 & 0.079625 \tabularnewline
9 & 0.276113 & 2.6339 & 0.004959 \tabularnewline
10 & 0.145541 & 1.3884 & 0.084206 \tabularnewline
11 & -0.103088 & -0.9834 & 0.164009 \tabularnewline
12 & -0.483974 & -4.6168 & 6e-06 \tabularnewline
13 & -0.194578 & -1.8562 & 0.033334 \tabularnewline
14 & 0.062659 & 0.5977 & 0.275753 \tabularnewline
15 & 0.137007 & 1.307 & 0.097259 \tabularnewline
16 & 0.140167 & 1.3371 & 0.092261 \tabularnewline
17 & 0.078171 & 0.7457 & 0.228883 \tabularnewline
18 & 0.075332 & 0.7186 & 0.237107 \tabularnewline
19 & -0.007395 & -0.0705 & 0.471958 \tabularnewline
20 & -0.070742 & -0.6748 & 0.250745 \tabularnewline
21 & -0.079122 & -0.7548 & 0.226167 \tabularnewline
22 & -0.037214 & -0.355 & 0.361705 \tabularnewline
23 & 0.044614 & 0.4256 & 0.335704 \tabularnewline
24 & -0.019773 & -0.1886 & 0.425406 \tabularnewline
25 & -0.034949 & -0.3334 & 0.369801 \tabularnewline
26 & -0.042683 & -0.4072 & 0.342419 \tabularnewline
27 & 0.075771 & 0.7228 & 0.235825 \tabularnewline
28 & 0.049491 & 0.4721 & 0.318989 \tabularnewline
29 & 0.011162 & 0.1065 & 0.457718 \tabularnewline
30 & -0.068569 & -0.6541 & 0.257347 \tabularnewline
31 & 3e-04 & 0.0029 & 0.49886 \tabularnewline
32 & 0.100137 & 0.9552 & 0.170991 \tabularnewline
33 & 0.018499 & 0.1765 & 0.43016 \tabularnewline
34 & -0.047891 & -0.4569 & 0.324432 \tabularnewline
35 & -0.025998 & -0.248 & 0.402346 \tabularnewline
36 & 0.012635 & 0.1205 & 0.452166 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32772&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]0.260165[/C][C]2.4818[/C][C]0.007454[/C][/ROW]
[ROW][C]2[/C][C]-0.169907[/C][C]-1.6208[/C][C]0.054259[/C][/ROW]
[ROW][C]3[/C][C]-0.379659[/C][C]-3.6217[/C][C]0.000241[/C][/ROW]
[ROW][C]4[/C][C]-0.259066[/C][C]-2.4713[/C][C]0.007661[/C][/ROW]
[ROW][C]5[/C][C]-0.08406[/C][C]-0.8019[/C][C]0.212354[/C][/ROW]
[ROW][C]6[/C][C]-0.017396[/C][C]-0.1659[/C][C]0.434284[/C][/ROW]
[ROW][C]7[/C][C]0.041689[/C][C]0.3977[/C][C]0.345896[/C][/ROW]
[ROW][C]8[/C][C]0.148775[/C][C]1.4192[/C][C]0.079625[/C][/ROW]
[ROW][C]9[/C][C]0.276113[/C][C]2.6339[/C][C]0.004959[/C][/ROW]
[ROW][C]10[/C][C]0.145541[/C][C]1.3884[/C][C]0.084206[/C][/ROW]
[ROW][C]11[/C][C]-0.103088[/C][C]-0.9834[/C][C]0.164009[/C][/ROW]
[ROW][C]12[/C][C]-0.483974[/C][C]-4.6168[/C][C]6e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.194578[/C][C]-1.8562[/C][C]0.033334[/C][/ROW]
[ROW][C]14[/C][C]0.062659[/C][C]0.5977[/C][C]0.275753[/C][/ROW]
[ROW][C]15[/C][C]0.137007[/C][C]1.307[/C][C]0.097259[/C][/ROW]
[ROW][C]16[/C][C]0.140167[/C][C]1.3371[/C][C]0.092261[/C][/ROW]
[ROW][C]17[/C][C]0.078171[/C][C]0.7457[/C][C]0.228883[/C][/ROW]
[ROW][C]18[/C][C]0.075332[/C][C]0.7186[/C][C]0.237107[/C][/ROW]
[ROW][C]19[/C][C]-0.007395[/C][C]-0.0705[/C][C]0.471958[/C][/ROW]
[ROW][C]20[/C][C]-0.070742[/C][C]-0.6748[/C][C]0.250745[/C][/ROW]
[ROW][C]21[/C][C]-0.079122[/C][C]-0.7548[/C][C]0.226167[/C][/ROW]
[ROW][C]22[/C][C]-0.037214[/C][C]-0.355[/C][C]0.361705[/C][/ROW]
[ROW][C]23[/C][C]0.044614[/C][C]0.4256[/C][C]0.335704[/C][/ROW]
[ROW][C]24[/C][C]-0.019773[/C][C]-0.1886[/C][C]0.425406[/C][/ROW]
[ROW][C]25[/C][C]-0.034949[/C][C]-0.3334[/C][C]0.369801[/C][/ROW]
[ROW][C]26[/C][C]-0.042683[/C][C]-0.4072[/C][C]0.342419[/C][/ROW]
[ROW][C]27[/C][C]0.075771[/C][C]0.7228[/C][C]0.235825[/C][/ROW]
[ROW][C]28[/C][C]0.049491[/C][C]0.4721[/C][C]0.318989[/C][/ROW]
[ROW][C]29[/C][C]0.011162[/C][C]0.1065[/C][C]0.457718[/C][/ROW]
[ROW][C]30[/C][C]-0.068569[/C][C]-0.6541[/C][C]0.257347[/C][/ROW]
[ROW][C]31[/C][C]3e-04[/C][C]0.0029[/C][C]0.49886[/C][/ROW]
[ROW][C]32[/C][C]0.100137[/C][C]0.9552[/C][C]0.170991[/C][/ROW]
[ROW][C]33[/C][C]0.018499[/C][C]0.1765[/C][C]0.43016[/C][/ROW]
[ROW][C]34[/C][C]-0.047891[/C][C]-0.4569[/C][C]0.324432[/C][/ROW]
[ROW][C]35[/C][C]-0.025998[/C][C]-0.248[/C][C]0.402346[/C][/ROW]
[ROW][C]36[/C][C]0.012635[/C][C]0.1205[/C][C]0.452166[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32772&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32772&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	0.260165	2.4818	0.007454
2	-0.169907	-1.6208	0.054259
3	-0.379659	-3.6217	0.000241
4	-0.259066	-2.4713	0.007661
5	-0.08406	-0.8019	0.212354
6	-0.017396	-0.1659	0.434284
7	0.041689	0.3977	0.345896
8	0.148775	1.4192	0.079625
9	0.276113	2.6339	0.004959
10	0.145541	1.3884	0.084206
11	-0.103088	-0.9834	0.164009
12	-0.483974	-4.6168	6e-06
13	-0.194578	-1.8562	0.033334
14	0.062659	0.5977	0.275753
15	0.137007	1.307	0.097259
16	0.140167	1.3371	0.092261
17	0.078171	0.7457	0.228883
18	0.075332	0.7186	0.237107
19	-0.007395	-0.0705	0.471958
20	-0.070742	-0.6748	0.250745
21	-0.079122	-0.7548	0.226167
22	-0.037214	-0.355	0.361705
23	0.044614	0.4256	0.335704
24	-0.019773	-0.1886	0.425406
25	-0.034949	-0.3334	0.369801
26	-0.042683	-0.4072	0.342419
27	0.075771	0.7228	0.235825
28	0.049491	0.4721	0.318989
29	0.011162	0.1065	0.457718
30	-0.068569	-0.6541	0.257347
31	3e-04	0.0029	0.49886
32	0.100137	0.9552	0.170991
33	0.018499	0.1765	0.43016
34	-0.047891	-0.4569	0.324432
35	-0.025998	-0.248	0.402346
36	0.012635	0.1205	0.452166

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.260165	2.4818	0.007454
2	-0.254842	-2.431	0.008508
3	-0.295824	-2.822	0.00293
4	-0.142896	-1.3631	0.088101
5	-0.135556	-1.2931	0.099622
6	-0.195661	-1.8665	0.032597
7	-0.12103	-1.1546	0.125649
8	0.014293	0.1363	0.445923
9	0.16714	1.5944	0.057156
10	0.055386	0.5283	0.299272
11	-0.023699	-0.2261	0.410825
12	-0.361445	-3.448	0.000429
13	0.073055	0.6969	0.243821
14	-0.034167	-0.3259	0.372612
15	-0.172998	-1.6503	0.051165
16	-0.029833	-0.2846	0.388304
17	-0.020864	-0.199	0.42134
18	-0.016518	-0.1576	0.437573
19	-0.067469	-0.6436	0.260722
20	0.013003	0.124	0.450777
21	0.157193	1.4995	0.0686
22	0.066601	0.6353	0.263401
23	0.053989	0.515	0.303893
24	-0.275198	-2.6252	0.005079
25	-0.025285	-0.2412	0.404971
26	-0.054522	-0.5201	0.302125
27	-0.04404	-0.4201	0.337695
28	-0.06133	-0.585	0.279981
29	-0.002784	-0.0266	0.489436
30	-0.035643	-0.34	0.367314
31	0.030981	0.2955	0.384129
32	0.127745	1.2186	0.113071
33	0.090294	0.8614	0.195654
34	0.063583	0.6065	0.272831
35	0.182865	1.7444	0.042231
36	-0.167143	-1.5944	0.057152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.260165 & 2.4818 & 0.007454 \tabularnewline
2 & -0.254842 & -2.431 & 0.008508 \tabularnewline
3 & -0.295824 & -2.822 & 0.00293 \tabularnewline
4 & -0.142896 & -1.3631 & 0.088101 \tabularnewline
5 & -0.135556 & -1.2931 & 0.099622 \tabularnewline
6 & -0.195661 & -1.8665 & 0.032597 \tabularnewline
7 & -0.12103 & -1.1546 & 0.125649 \tabularnewline
8 & 0.014293 & 0.1363 & 0.445923 \tabularnewline
9 & 0.16714 & 1.5944 & 0.057156 \tabularnewline
10 & 0.055386 & 0.5283 & 0.299272 \tabularnewline
11 & -0.023699 & -0.2261 & 0.410825 \tabularnewline
12 & -0.361445 & -3.448 & 0.000429 \tabularnewline
13 & 0.073055 & 0.6969 & 0.243821 \tabularnewline
14 & -0.034167 & -0.3259 & 0.372612 \tabularnewline
15 & -0.172998 & -1.6503 & 0.051165 \tabularnewline
16 & -0.029833 & -0.2846 & 0.388304 \tabularnewline
17 & -0.020864 & -0.199 & 0.42134 \tabularnewline
18 & -0.016518 & -0.1576 & 0.437573 \tabularnewline
19 & -0.067469 & -0.6436 & 0.260722 \tabularnewline
20 & 0.013003 & 0.124 & 0.450777 \tabularnewline
21 & 0.157193 & 1.4995 & 0.0686 \tabularnewline
22 & 0.066601 & 0.6353 & 0.263401 \tabularnewline
23 & 0.053989 & 0.515 & 0.303893 \tabularnewline
24 & -0.275198 & -2.6252 & 0.005079 \tabularnewline
25 & -0.025285 & -0.2412 & 0.404971 \tabularnewline
26 & -0.054522 & -0.5201 & 0.302125 \tabularnewline
27 & -0.04404 & -0.4201 & 0.337695 \tabularnewline
28 & -0.06133 & -0.585 & 0.279981 \tabularnewline
29 & -0.002784 & -0.0266 & 0.489436 \tabularnewline
30 & -0.035643 & -0.34 & 0.367314 \tabularnewline
31 & 0.030981 & 0.2955 & 0.384129 \tabularnewline
32 & 0.127745 & 1.2186 & 0.113071 \tabularnewline
33 & 0.090294 & 0.8614 & 0.195654 \tabularnewline
34 & 0.063583 & 0.6065 & 0.272831 \tabularnewline
35 & 0.182865 & 1.7444 & 0.042231 \tabularnewline
36 & -0.167143 & -1.5944 & 0.057152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32772&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]0.260165[/C][C]2.4818[/C][C]0.007454[/C][/ROW]
[ROW][C]2[/C][C]-0.254842[/C][C]-2.431[/C][C]0.008508[/C][/ROW]
[ROW][C]3[/C][C]-0.295824[/C][C]-2.822[/C][C]0.00293[/C][/ROW]
[ROW][C]4[/C][C]-0.142896[/C][C]-1.3631[/C][C]0.088101[/C][/ROW]
[ROW][C]5[/C][C]-0.135556[/C][C]-1.2931[/C][C]0.099622[/C][/ROW]
[ROW][C]6[/C][C]-0.195661[/C][C]-1.8665[/C][C]0.032597[/C][/ROW]
[ROW][C]7[/C][C]-0.12103[/C][C]-1.1546[/C][C]0.125649[/C][/ROW]
[ROW][C]8[/C][C]0.014293[/C][C]0.1363[/C][C]0.445923[/C][/ROW]
[ROW][C]9[/C][C]0.16714[/C][C]1.5944[/C][C]0.057156[/C][/ROW]
[ROW][C]10[/C][C]0.055386[/C][C]0.5283[/C][C]0.299272[/C][/ROW]
[ROW][C]11[/C][C]-0.023699[/C][C]-0.2261[/C][C]0.410825[/C][/ROW]
[ROW][C]12[/C][C]-0.361445[/C][C]-3.448[/C][C]0.000429[/C][/ROW]
[ROW][C]13[/C][C]0.073055[/C][C]0.6969[/C][C]0.243821[/C][/ROW]
[ROW][C]14[/C][C]-0.034167[/C][C]-0.3259[/C][C]0.372612[/C][/ROW]
[ROW][C]15[/C][C]-0.172998[/C][C]-1.6503[/C][C]0.051165[/C][/ROW]
[ROW][C]16[/C][C]-0.029833[/C][C]-0.2846[/C][C]0.388304[/C][/ROW]
[ROW][C]17[/C][C]-0.020864[/C][C]-0.199[/C][C]0.42134[/C][/ROW]
[ROW][C]18[/C][C]-0.016518[/C][C]-0.1576[/C][C]0.437573[/C][/ROW]
[ROW][C]19[/C][C]-0.067469[/C][C]-0.6436[/C][C]0.260722[/C][/ROW]
[ROW][C]20[/C][C]0.013003[/C][C]0.124[/C][C]0.450777[/C][/ROW]
[ROW][C]21[/C][C]0.157193[/C][C]1.4995[/C][C]0.0686[/C][/ROW]
[ROW][C]22[/C][C]0.066601[/C][C]0.6353[/C][C]0.263401[/C][/ROW]
[ROW][C]23[/C][C]0.053989[/C][C]0.515[/C][C]0.303893[/C][/ROW]
[ROW][C]24[/C][C]-0.275198[/C][C]-2.6252[/C][C]0.005079[/C][/ROW]
[ROW][C]25[/C][C]-0.025285[/C][C]-0.2412[/C][C]0.404971[/C][/ROW]
[ROW][C]26[/C][C]-0.054522[/C][C]-0.5201[/C][C]0.302125[/C][/ROW]
[ROW][C]27[/C][C]-0.04404[/C][C]-0.4201[/C][C]0.337695[/C][/ROW]
[ROW][C]28[/C][C]-0.06133[/C][C]-0.585[/C][C]0.279981[/C][/ROW]
[ROW][C]29[/C][C]-0.002784[/C][C]-0.0266[/C][C]0.489436[/C][/ROW]
[ROW][C]30[/C][C]-0.035643[/C][C]-0.34[/C][C]0.367314[/C][/ROW]
[ROW][C]31[/C][C]0.030981[/C][C]0.2955[/C][C]0.384129[/C][/ROW]
[ROW][C]32[/C][C]0.127745[/C][C]1.2186[/C][C]0.113071[/C][/ROW]
[ROW][C]33[/C][C]0.090294[/C][C]0.8614[/C][C]0.195654[/C][/ROW]
[ROW][C]34[/C][C]0.063583[/C][C]0.6065[/C][C]0.272831[/C][/ROW]
[ROW][C]35[/C][C]0.182865[/C][C]1.7444[/C][C]0.042231[/C][/ROW]
[ROW][C]36[/C][C]-0.167143[/C][C]-1.5944[/C][C]0.057152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32772&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32772&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	0.260165	2.4818	0.007454
2	-0.254842	-2.431	0.008508
3	-0.295824	-2.822	0.00293
4	-0.142896	-1.3631	0.088101
5	-0.135556	-1.2931	0.099622
6	-0.195661	-1.8665	0.032597
7	-0.12103	-1.1546	0.125649
8	0.014293	0.1363	0.445923
9	0.16714	1.5944	0.057156
10	0.055386	0.5283	0.299272
11	-0.023699	-0.2261	0.410825
12	-0.361445	-3.448	0.000429
13	0.073055	0.6969	0.243821
14	-0.034167	-0.3259	0.372612
15	-0.172998	-1.6503	0.051165
16	-0.029833	-0.2846	0.388304
17	-0.020864	-0.199	0.42134
18	-0.016518	-0.1576	0.437573
19	-0.067469	-0.6436	0.260722
20	0.013003	0.124	0.450777
21	0.157193	1.4995	0.0686
22	0.066601	0.6353	0.263401
23	0.053989	0.515	0.303893
24	-0.275198	-2.6252	0.005079
25	-0.025285	-0.2412	0.404971
26	-0.054522	-0.5201	0.302125
27	-0.04404	-0.4201	0.337695
28	-0.06133	-0.585	0.279981
29	-0.002784	-0.0266	0.489436
30	-0.035643	-0.34	0.367314
31	0.030981	0.2955	0.384129
32	0.127745	1.2186	0.113071
33	0.090294	0.8614	0.195654
34	0.063583	0.6065	0.272831
35	0.182865	1.7444	0.042231
36	-0.167143	-1.5944	0.057152

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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