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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 09:03:27 -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/16/t122944362037fntjes28vljsq.htm/, Retrieved Wed, 15 May 2024 13:32:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33995, Retrieved Wed, 15 May 2024 13:32:44 +0000

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Estimated Impact

167

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-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-16 16:03:27] [d41d8cd98f00b204e9800998ecf8427e] [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	4 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 & 4 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=33995&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]4 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=33995&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33995&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.111277	-0.771	0.222257
2	0.120147	0.8324	0.204653
3	0.18582	1.2874	0.102065
4	-2.7e-05	-2e-04	0.499926
5	0.198385	1.3745	0.087842
6	0.236095	1.6357	0.05422
7	-0.101071	-0.7002	0.243579
8	0.13493	0.9348	0.177279
9	0.067396	0.4669	0.321329
10	0.119743	0.8296	0.205435
11	0.00906	0.0628	0.475104
12	-0.150642	-1.0437	0.150931
13	-0.061946	-0.4292	0.334859
14	-0.12273	-0.8503	0.199691
15	-0.039716	-0.2752	0.392188
16	0.017935	0.1243	0.450815
17	-0.031103	-0.2155	0.415151
18	-0.168905	-1.1702	0.123848
19	-0.091694	-0.6353	0.264133
20	-0.105695	-0.7323	0.23378
21	-0.032954	-0.2283	0.410186
22	-0.249681	-1.7298	0.045043
23	0.100063	0.6933	0.245745
24	-0.159275	-1.1035	0.137658
25	-0.009355	-0.0648	0.474296
26	0.009666	0.067	0.473444
27	-0.109482	-0.7585	0.225926
28	-0.094238	-0.6529	0.258467
29	0.042884	0.2971	0.383833
30	-0.125433	-0.869	0.194579
31	-0.025104	-0.1739	0.431326
32	0.012801	0.0887	0.464849
33	0.004757	0.033	0.486922
34	0.038618	0.2676	0.395094
35	-0.024691	-0.1711	0.432446
36	-0.017558	-0.1216	0.451844

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.111277 & -0.771 & 0.222257 \tabularnewline
2 & 0.120147 & 0.8324 & 0.204653 \tabularnewline
3 & 0.18582 & 1.2874 & 0.102065 \tabularnewline
4 & -2.7e-05 & -2e-04 & 0.499926 \tabularnewline
5 & 0.198385 & 1.3745 & 0.087842 \tabularnewline
6 & 0.236095 & 1.6357 & 0.05422 \tabularnewline
7 & -0.101071 & -0.7002 & 0.243579 \tabularnewline
8 & 0.13493 & 0.9348 & 0.177279 \tabularnewline
9 & 0.067396 & 0.4669 & 0.321329 \tabularnewline
10 & 0.119743 & 0.8296 & 0.205435 \tabularnewline
11 & 0.00906 & 0.0628 & 0.475104 \tabularnewline
12 & -0.150642 & -1.0437 & 0.150931 \tabularnewline
13 & -0.061946 & -0.4292 & 0.334859 \tabularnewline
14 & -0.12273 & -0.8503 & 0.199691 \tabularnewline
15 & -0.039716 & -0.2752 & 0.392188 \tabularnewline
16 & 0.017935 & 0.1243 & 0.450815 \tabularnewline
17 & -0.031103 & -0.2155 & 0.415151 \tabularnewline
18 & -0.168905 & -1.1702 & 0.123848 \tabularnewline
19 & -0.091694 & -0.6353 & 0.264133 \tabularnewline
20 & -0.105695 & -0.7323 & 0.23378 \tabularnewline
21 & -0.032954 & -0.2283 & 0.410186 \tabularnewline
22 & -0.249681 & -1.7298 & 0.045043 \tabularnewline
23 & 0.100063 & 0.6933 & 0.245745 \tabularnewline
24 & -0.159275 & -1.1035 & 0.137658 \tabularnewline
25 & -0.009355 & -0.0648 & 0.474296 \tabularnewline
26 & 0.009666 & 0.067 & 0.473444 \tabularnewline
27 & -0.109482 & -0.7585 & 0.225926 \tabularnewline
28 & -0.094238 & -0.6529 & 0.258467 \tabularnewline
29 & 0.042884 & 0.2971 & 0.383833 \tabularnewline
30 & -0.125433 & -0.869 & 0.194579 \tabularnewline
31 & -0.025104 & -0.1739 & 0.431326 \tabularnewline
32 & 0.012801 & 0.0887 & 0.464849 \tabularnewline
33 & 0.004757 & 0.033 & 0.486922 \tabularnewline
34 & 0.038618 & 0.2676 & 0.395094 \tabularnewline
35 & -0.024691 & -0.1711 & 0.432446 \tabularnewline
36 & -0.017558 & -0.1216 & 0.451844 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33995&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]-0.111277[/C][C]-0.771[/C][C]0.222257[/C][/ROW]
[ROW][C]2[/C][C]0.120147[/C][C]0.8324[/C][C]0.204653[/C][/ROW]
[ROW][C]3[/C][C]0.18582[/C][C]1.2874[/C][C]0.102065[/C][/ROW]
[ROW][C]4[/C][C]-2.7e-05[/C][C]-2e-04[/C][C]0.499926[/C][/ROW]
[ROW][C]5[/C][C]0.198385[/C][C]1.3745[/C][C]0.087842[/C][/ROW]
[ROW][C]6[/C][C]0.236095[/C][C]1.6357[/C][C]0.05422[/C][/ROW]
[ROW][C]7[/C][C]-0.101071[/C][C]-0.7002[/C][C]0.243579[/C][/ROW]
[ROW][C]8[/C][C]0.13493[/C][C]0.9348[/C][C]0.177279[/C][/ROW]
[ROW][C]9[/C][C]0.067396[/C][C]0.4669[/C][C]0.321329[/C][/ROW]
[ROW][C]10[/C][C]0.119743[/C][C]0.8296[/C][C]0.205435[/C][/ROW]
[ROW][C]11[/C][C]0.00906[/C][C]0.0628[/C][C]0.475104[/C][/ROW]
[ROW][C]12[/C][C]-0.150642[/C][C]-1.0437[/C][C]0.150931[/C][/ROW]
[ROW][C]13[/C][C]-0.061946[/C][C]-0.4292[/C][C]0.334859[/C][/ROW]
[ROW][C]14[/C][C]-0.12273[/C][C]-0.8503[/C][C]0.199691[/C][/ROW]
[ROW][C]15[/C][C]-0.039716[/C][C]-0.2752[/C][C]0.392188[/C][/ROW]
[ROW][C]16[/C][C]0.017935[/C][C]0.1243[/C][C]0.450815[/C][/ROW]
[ROW][C]17[/C][C]-0.031103[/C][C]-0.2155[/C][C]0.415151[/C][/ROW]
[ROW][C]18[/C][C]-0.168905[/C][C]-1.1702[/C][C]0.123848[/C][/ROW]
[ROW][C]19[/C][C]-0.091694[/C][C]-0.6353[/C][C]0.264133[/C][/ROW]
[ROW][C]20[/C][C]-0.105695[/C][C]-0.7323[/C][C]0.23378[/C][/ROW]
[ROW][C]21[/C][C]-0.032954[/C][C]-0.2283[/C][C]0.410186[/C][/ROW]
[ROW][C]22[/C][C]-0.249681[/C][C]-1.7298[/C][C]0.045043[/C][/ROW]
[ROW][C]23[/C][C]0.100063[/C][C]0.6933[/C][C]0.245745[/C][/ROW]
[ROW][C]24[/C][C]-0.159275[/C][C]-1.1035[/C][C]0.137658[/C][/ROW]
[ROW][C]25[/C][C]-0.009355[/C][C]-0.0648[/C][C]0.474296[/C][/ROW]
[ROW][C]26[/C][C]0.009666[/C][C]0.067[/C][C]0.473444[/C][/ROW]
[ROW][C]27[/C][C]-0.109482[/C][C]-0.7585[/C][C]0.225926[/C][/ROW]
[ROW][C]28[/C][C]-0.094238[/C][C]-0.6529[/C][C]0.258467[/C][/ROW]
[ROW][C]29[/C][C]0.042884[/C][C]0.2971[/C][C]0.383833[/C][/ROW]
[ROW][C]30[/C][C]-0.125433[/C][C]-0.869[/C][C]0.194579[/C][/ROW]
[ROW][C]31[/C][C]-0.025104[/C][C]-0.1739[/C][C]0.431326[/C][/ROW]
[ROW][C]32[/C][C]0.012801[/C][C]0.0887[/C][C]0.464849[/C][/ROW]
[ROW][C]33[/C][C]0.004757[/C][C]0.033[/C][C]0.486922[/C][/ROW]
[ROW][C]34[/C][C]0.038618[/C][C]0.2676[/C][C]0.395094[/C][/ROW]
[ROW][C]35[/C][C]-0.024691[/C][C]-0.1711[/C][C]0.432446[/C][/ROW]
[ROW][C]36[/C][C]-0.017558[/C][C]-0.1216[/C][C]0.451844[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33995&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33995&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	-0.111277	-0.771	0.222257
2	0.120147	0.8324	0.204653
3	0.18582	1.2874	0.102065
4	-2.7e-05	-2e-04	0.499926
5	0.198385	1.3745	0.087842
6	0.236095	1.6357	0.05422
7	-0.101071	-0.7002	0.243579
8	0.13493	0.9348	0.177279
9	0.067396	0.4669	0.321329
10	0.119743	0.8296	0.205435
11	0.00906	0.0628	0.475104
12	-0.150642	-1.0437	0.150931
13	-0.061946	-0.4292	0.334859
14	-0.12273	-0.8503	0.199691
15	-0.039716	-0.2752	0.392188
16	0.017935	0.1243	0.450815
17	-0.031103	-0.2155	0.415151
18	-0.168905	-1.1702	0.123848
19	-0.091694	-0.6353	0.264133
20	-0.105695	-0.7323	0.23378
21	-0.032954	-0.2283	0.410186
22	-0.249681	-1.7298	0.045043
23	0.100063	0.6933	0.245745
24	-0.159275	-1.1035	0.137658
25	-0.009355	-0.0648	0.474296
26	0.009666	0.067	0.473444
27	-0.109482	-0.7585	0.225926
28	-0.094238	-0.6529	0.258467
29	0.042884	0.2971	0.383833
30	-0.125433	-0.869	0.194579
31	-0.025104	-0.1739	0.431326
32	0.012801	0.0887	0.464849
33	0.004757	0.033	0.486922
34	0.038618	0.2676	0.395094
35	-0.024691	-0.1711	0.432446
36	-0.017558	-0.1216	0.451844

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.111277	-0.771	0.222257
2	0.109115	0.756	0.22668
3	0.215064	1.49	0.071382
4	0.033324	0.2309	0.409197
5	0.16385	1.1352	0.130966
6	0.262748	1.8204	0.03747
7	-0.088426	-0.6126	0.271505
8	-0.012193	-0.0845	0.466516
9	0.020368	0.1411	0.444186
10	0.12183	0.8441	0.20141
11	-0.09329	-0.6463	0.260571
12	-0.273207	-1.8928	0.032209
13	-0.166069	-1.1506	0.127806
14	-0.221287	-1.5331	0.065906
15	-0.129114	-0.8945	0.187752
16	0.009037	0.0626	0.475169
17	0.205339	1.4226	0.080655
18	0.010403	0.0721	0.471422
19	-0.089331	-0.6189	0.269454
20	-0.029094	-0.2016	0.420553
21	0.095911	0.6645	0.254778
22	-0.198591	-1.3759	0.087622
23	0.17133	1.187	0.120533
24	0.096435	0.6681	0.253628
25	0.007508	0.052	0.479365
26	-0.159204	-1.103	0.137764
27	-0.109724	-0.7602	0.225429
28	-0.037239	-0.258	0.398756
29	-0.013614	-0.0943	0.462624
30	-0.006065	-0.042	0.483328
31	-0.048172	-0.3337	0.370012
32	-0.016665	-0.1155	0.454282
33	-0.073991	-0.5126	0.305282
34	-0.010541	-0.073	0.471043
35	0.070323	0.4872	0.314163
36	0.067874	0.4702	0.320155

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.111277 & -0.771 & 0.222257 \tabularnewline
2 & 0.109115 & 0.756 & 0.22668 \tabularnewline
3 & 0.215064 & 1.49 & 0.071382 \tabularnewline
4 & 0.033324 & 0.2309 & 0.409197 \tabularnewline
5 & 0.16385 & 1.1352 & 0.130966 \tabularnewline
6 & 0.262748 & 1.8204 & 0.03747 \tabularnewline
7 & -0.088426 & -0.6126 & 0.271505 \tabularnewline
8 & -0.012193 & -0.0845 & 0.466516 \tabularnewline
9 & 0.020368 & 0.1411 & 0.444186 \tabularnewline
10 & 0.12183 & 0.8441 & 0.20141 \tabularnewline
11 & -0.09329 & -0.6463 & 0.260571 \tabularnewline
12 & -0.273207 & -1.8928 & 0.032209 \tabularnewline
13 & -0.166069 & -1.1506 & 0.127806 \tabularnewline
14 & -0.221287 & -1.5331 & 0.065906 \tabularnewline
15 & -0.129114 & -0.8945 & 0.187752 \tabularnewline
16 & 0.009037 & 0.0626 & 0.475169 \tabularnewline
17 & 0.205339 & 1.4226 & 0.080655 \tabularnewline
18 & 0.010403 & 0.0721 & 0.471422 \tabularnewline
19 & -0.089331 & -0.6189 & 0.269454 \tabularnewline
20 & -0.029094 & -0.2016 & 0.420553 \tabularnewline
21 & 0.095911 & 0.6645 & 0.254778 \tabularnewline
22 & -0.198591 & -1.3759 & 0.087622 \tabularnewline
23 & 0.17133 & 1.187 & 0.120533 \tabularnewline
24 & 0.096435 & 0.6681 & 0.253628 \tabularnewline
25 & 0.007508 & 0.052 & 0.479365 \tabularnewline
26 & -0.159204 & -1.103 & 0.137764 \tabularnewline
27 & -0.109724 & -0.7602 & 0.225429 \tabularnewline
28 & -0.037239 & -0.258 & 0.398756 \tabularnewline
29 & -0.013614 & -0.0943 & 0.462624 \tabularnewline
30 & -0.006065 & -0.042 & 0.483328 \tabularnewline
31 & -0.048172 & -0.3337 & 0.370012 \tabularnewline
32 & -0.016665 & -0.1155 & 0.454282 \tabularnewline
33 & -0.073991 & -0.5126 & 0.305282 \tabularnewline
34 & -0.010541 & -0.073 & 0.471043 \tabularnewline
35 & 0.070323 & 0.4872 & 0.314163 \tabularnewline
36 & 0.067874 & 0.4702 & 0.320155 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33995&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]-0.111277[/C][C]-0.771[/C][C]0.222257[/C][/ROW]
[ROW][C]2[/C][C]0.109115[/C][C]0.756[/C][C]0.22668[/C][/ROW]
[ROW][C]3[/C][C]0.215064[/C][C]1.49[/C][C]0.071382[/C][/ROW]
[ROW][C]4[/C][C]0.033324[/C][C]0.2309[/C][C]0.409197[/C][/ROW]
[ROW][C]5[/C][C]0.16385[/C][C]1.1352[/C][C]0.130966[/C][/ROW]
[ROW][C]6[/C][C]0.262748[/C][C]1.8204[/C][C]0.03747[/C][/ROW]
[ROW][C]7[/C][C]-0.088426[/C][C]-0.6126[/C][C]0.271505[/C][/ROW]
[ROW][C]8[/C][C]-0.012193[/C][C]-0.0845[/C][C]0.466516[/C][/ROW]
[ROW][C]9[/C][C]0.020368[/C][C]0.1411[/C][C]0.444186[/C][/ROW]
[ROW][C]10[/C][C]0.12183[/C][C]0.8441[/C][C]0.20141[/C][/ROW]
[ROW][C]11[/C][C]-0.09329[/C][C]-0.6463[/C][C]0.260571[/C][/ROW]
[ROW][C]12[/C][C]-0.273207[/C][C]-1.8928[/C][C]0.032209[/C][/ROW]
[ROW][C]13[/C][C]-0.166069[/C][C]-1.1506[/C][C]0.127806[/C][/ROW]
[ROW][C]14[/C][C]-0.221287[/C][C]-1.5331[/C][C]0.065906[/C][/ROW]
[ROW][C]15[/C][C]-0.129114[/C][C]-0.8945[/C][C]0.187752[/C][/ROW]
[ROW][C]16[/C][C]0.009037[/C][C]0.0626[/C][C]0.475169[/C][/ROW]
[ROW][C]17[/C][C]0.205339[/C][C]1.4226[/C][C]0.080655[/C][/ROW]
[ROW][C]18[/C][C]0.010403[/C][C]0.0721[/C][C]0.471422[/C][/ROW]
[ROW][C]19[/C][C]-0.089331[/C][C]-0.6189[/C][C]0.269454[/C][/ROW]
[ROW][C]20[/C][C]-0.029094[/C][C]-0.2016[/C][C]0.420553[/C][/ROW]
[ROW][C]21[/C][C]0.095911[/C][C]0.6645[/C][C]0.254778[/C][/ROW]
[ROW][C]22[/C][C]-0.198591[/C][C]-1.3759[/C][C]0.087622[/C][/ROW]
[ROW][C]23[/C][C]0.17133[/C][C]1.187[/C][C]0.120533[/C][/ROW]
[ROW][C]24[/C][C]0.096435[/C][C]0.6681[/C][C]0.253628[/C][/ROW]
[ROW][C]25[/C][C]0.007508[/C][C]0.052[/C][C]0.479365[/C][/ROW]
[ROW][C]26[/C][C]-0.159204[/C][C]-1.103[/C][C]0.137764[/C][/ROW]
[ROW][C]27[/C][C]-0.109724[/C][C]-0.7602[/C][C]0.225429[/C][/ROW]
[ROW][C]28[/C][C]-0.037239[/C][C]-0.258[/C][C]0.398756[/C][/ROW]
[ROW][C]29[/C][C]-0.013614[/C][C]-0.0943[/C][C]0.462624[/C][/ROW]
[ROW][C]30[/C][C]-0.006065[/C][C]-0.042[/C][C]0.483328[/C][/ROW]
[ROW][C]31[/C][C]-0.048172[/C][C]-0.3337[/C][C]0.370012[/C][/ROW]
[ROW][C]32[/C][C]-0.016665[/C][C]-0.1155[/C][C]0.454282[/C][/ROW]
[ROW][C]33[/C][C]-0.073991[/C][C]-0.5126[/C][C]0.305282[/C][/ROW]
[ROW][C]34[/C][C]-0.010541[/C][C]-0.073[/C][C]0.471043[/C][/ROW]
[ROW][C]35[/C][C]0.070323[/C][C]0.4872[/C][C]0.314163[/C][/ROW]
[ROW][C]36[/C][C]0.067874[/C][C]0.4702[/C][C]0.320155[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33995&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33995&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	-0.111277	-0.771	0.222257
2	0.109115	0.756	0.22668
3	0.215064	1.49	0.071382
4	0.033324	0.2309	0.409197
5	0.16385	1.1352	0.130966
6	0.262748	1.8204	0.03747
7	-0.088426	-0.6126	0.271505
8	-0.012193	-0.0845	0.466516
9	0.020368	0.1411	0.444186
10	0.12183	0.8441	0.20141
11	-0.09329	-0.6463	0.260571
12	-0.273207	-1.8928	0.032209
13	-0.166069	-1.1506	0.127806
14	-0.221287	-1.5331	0.065906
15	-0.129114	-0.8945	0.187752
16	0.009037	0.0626	0.475169
17	0.205339	1.4226	0.080655
18	0.010403	0.0721	0.471422
19	-0.089331	-0.6189	0.269454
20	-0.029094	-0.2016	0.420553
21	0.095911	0.6645	0.254778
22	-0.198591	-1.3759	0.087622
23	0.17133	1.187	0.120533
24	0.096435	0.6681	0.253628
25	0.007508	0.052	0.479365
26	-0.159204	-1.103	0.137764
27	-0.109724	-0.7602	0.225429
28	-0.037239	-0.258	0.398756
29	-0.013614	-0.0943	0.462624
30	-0.006065	-0.042	0.483328
31	-0.048172	-0.3337	0.370012
32	-0.016665	-0.1155	0.454282
33	-0.073991	-0.5126	0.305282
34	-0.010541	-0.073	0.471043
35	0.070323	0.4872	0.314163
36	0.067874	0.4702	0.320155

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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