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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 00:48:52 -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/22/t1229932714yr56986rrnkp7y2.htm/, Retrieved Sun, 12 May 2024 19:50:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35939, Retrieved Sun, 12 May 2024 19:50:17 +0000

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Estimated Impact

198

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

-     [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [22f18fc6a98517db16300404be421f9a]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelation e...] [2008-12-22 07:48:52] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35939&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35939&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35939&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.433073	-3.3265	0.000759
2	0.006066	0.0466	0.481499
3	0.026523	0.2037	0.419634
4	-0.026039	-0.2	0.421082
5	0.134401	1.0324	0.15306
6	-0.220816	-1.6961	0.047567
7	0.164054	1.2601	0.106293
8	0.006273	0.0482	0.480865
9	-0.270418	-2.0771	0.021076
10	0.213686	1.6414	0.053023
11	0.081444	0.6256	0.267002
12	-0.022296	-0.1713	0.432303
13	-0.117005	-0.8987	0.186225
14	-0.05418	-0.4162	0.339399
15	0.229981	1.7665	0.041241
16	-0.16813	-1.2914	0.100795
17	0.033403	0.2566	0.3992
18	0.03066	0.2355	0.407315
19	-0.097142	-0.7462	0.229265
20	-0.05431	-0.4172	0.339038
21	0.088457	0.6794	0.249756
22	-0.006294	-0.0483	0.480803
23	0.025713	0.1975	0.422055
24	-0.132971	-1.0214	0.155624
25	0.134713	1.0348	0.152504
26	0.013472	0.1035	0.458967
27	-0.02472	-0.1899	0.425029
28	0.040846	0.3137	0.377411
29	-0.046751	-0.3591	0.360401
30	-0.011588	-0.089	0.464689
31	-0.031265	-0.2402	0.405523
32	0.028472	0.2187	0.413821
33	0.052737	0.4051	0.343441
34	-0.15728	-1.2081	0.115916
35	0.1549	1.1898	0.119444
36	-0.103478	-0.7948	0.214949

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.433073 & -3.3265 & 0.000759 \tabularnewline
2 & 0.006066 & 0.0466 & 0.481499 \tabularnewline
3 & 0.026523 & 0.2037 & 0.419634 \tabularnewline
4 & -0.026039 & -0.2 & 0.421082 \tabularnewline
5 & 0.134401 & 1.0324 & 0.15306 \tabularnewline
6 & -0.220816 & -1.6961 & 0.047567 \tabularnewline
7 & 0.164054 & 1.2601 & 0.106293 \tabularnewline
8 & 0.006273 & 0.0482 & 0.480865 \tabularnewline
9 & -0.270418 & -2.0771 & 0.021076 \tabularnewline
10 & 0.213686 & 1.6414 & 0.053023 \tabularnewline
11 & 0.081444 & 0.6256 & 0.267002 \tabularnewline
12 & -0.022296 & -0.1713 & 0.432303 \tabularnewline
13 & -0.117005 & -0.8987 & 0.186225 \tabularnewline
14 & -0.05418 & -0.4162 & 0.339399 \tabularnewline
15 & 0.229981 & 1.7665 & 0.041241 \tabularnewline
16 & -0.16813 & -1.2914 & 0.100795 \tabularnewline
17 & 0.033403 & 0.2566 & 0.3992 \tabularnewline
18 & 0.03066 & 0.2355 & 0.407315 \tabularnewline
19 & -0.097142 & -0.7462 & 0.229265 \tabularnewline
20 & -0.05431 & -0.4172 & 0.339038 \tabularnewline
21 & 0.088457 & 0.6794 & 0.249756 \tabularnewline
22 & -0.006294 & -0.0483 & 0.480803 \tabularnewline
23 & 0.025713 & 0.1975 & 0.422055 \tabularnewline
24 & -0.132971 & -1.0214 & 0.155624 \tabularnewline
25 & 0.134713 & 1.0348 & 0.152504 \tabularnewline
26 & 0.013472 & 0.1035 & 0.458967 \tabularnewline
27 & -0.02472 & -0.1899 & 0.425029 \tabularnewline
28 & 0.040846 & 0.3137 & 0.377411 \tabularnewline
29 & -0.046751 & -0.3591 & 0.360401 \tabularnewline
30 & -0.011588 & -0.089 & 0.464689 \tabularnewline
31 & -0.031265 & -0.2402 & 0.405523 \tabularnewline
32 & 0.028472 & 0.2187 & 0.413821 \tabularnewline
33 & 0.052737 & 0.4051 & 0.343441 \tabularnewline
34 & -0.15728 & -1.2081 & 0.115916 \tabularnewline
35 & 0.1549 & 1.1898 & 0.119444 \tabularnewline
36 & -0.103478 & -0.7948 & 0.214949 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35939&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]-0.433073[/C][C]-3.3265[/C][C]0.000759[/C][/ROW]
[ROW][C]2[/C][C]0.006066[/C][C]0.0466[/C][C]0.481499[/C][/ROW]
[ROW][C]3[/C][C]0.026523[/C][C]0.2037[/C][C]0.419634[/C][/ROW]
[ROW][C]4[/C][C]-0.026039[/C][C]-0.2[/C][C]0.421082[/C][/ROW]
[ROW][C]5[/C][C]0.134401[/C][C]1.0324[/C][C]0.15306[/C][/ROW]
[ROW][C]6[/C][C]-0.220816[/C][C]-1.6961[/C][C]0.047567[/C][/ROW]
[ROW][C]7[/C][C]0.164054[/C][C]1.2601[/C][C]0.106293[/C][/ROW]
[ROW][C]8[/C][C]0.006273[/C][C]0.0482[/C][C]0.480865[/C][/ROW]
[ROW][C]9[/C][C]-0.270418[/C][C]-2.0771[/C][C]0.021076[/C][/ROW]
[ROW][C]10[/C][C]0.213686[/C][C]1.6414[/C][C]0.053023[/C][/ROW]
[ROW][C]11[/C][C]0.081444[/C][C]0.6256[/C][C]0.267002[/C][/ROW]
[ROW][C]12[/C][C]-0.022296[/C][C]-0.1713[/C][C]0.432303[/C][/ROW]
[ROW][C]13[/C][C]-0.117005[/C][C]-0.8987[/C][C]0.186225[/C][/ROW]
[ROW][C]14[/C][C]-0.05418[/C][C]-0.4162[/C][C]0.339399[/C][/ROW]
[ROW][C]15[/C][C]0.229981[/C][C]1.7665[/C][C]0.041241[/C][/ROW]
[ROW][C]16[/C][C]-0.16813[/C][C]-1.2914[/C][C]0.100795[/C][/ROW]
[ROW][C]17[/C][C]0.033403[/C][C]0.2566[/C][C]0.3992[/C][/ROW]
[ROW][C]18[/C][C]0.03066[/C][C]0.2355[/C][C]0.407315[/C][/ROW]
[ROW][C]19[/C][C]-0.097142[/C][C]-0.7462[/C][C]0.229265[/C][/ROW]
[ROW][C]20[/C][C]-0.05431[/C][C]-0.4172[/C][C]0.339038[/C][/ROW]
[ROW][C]21[/C][C]0.088457[/C][C]0.6794[/C][C]0.249756[/C][/ROW]
[ROW][C]22[/C][C]-0.006294[/C][C]-0.0483[/C][C]0.480803[/C][/ROW]
[ROW][C]23[/C][C]0.025713[/C][C]0.1975[/C][C]0.422055[/C][/ROW]
[ROW][C]24[/C][C]-0.132971[/C][C]-1.0214[/C][C]0.155624[/C][/ROW]
[ROW][C]25[/C][C]0.134713[/C][C]1.0348[/C][C]0.152504[/C][/ROW]
[ROW][C]26[/C][C]0.013472[/C][C]0.1035[/C][C]0.458967[/C][/ROW]
[ROW][C]27[/C][C]-0.02472[/C][C]-0.1899[/C][C]0.425029[/C][/ROW]
[ROW][C]28[/C][C]0.040846[/C][C]0.3137[/C][C]0.377411[/C][/ROW]
[ROW][C]29[/C][C]-0.046751[/C][C]-0.3591[/C][C]0.360401[/C][/ROW]
[ROW][C]30[/C][C]-0.011588[/C][C]-0.089[/C][C]0.464689[/C][/ROW]
[ROW][C]31[/C][C]-0.031265[/C][C]-0.2402[/C][C]0.405523[/C][/ROW]
[ROW][C]32[/C][C]0.028472[/C][C]0.2187[/C][C]0.413821[/C][/ROW]
[ROW][C]33[/C][C]0.052737[/C][C]0.4051[/C][C]0.343441[/C][/ROW]
[ROW][C]34[/C][C]-0.15728[/C][C]-1.2081[/C][C]0.115916[/C][/ROW]
[ROW][C]35[/C][C]0.1549[/C][C]1.1898[/C][C]0.119444[/C][/ROW]
[ROW][C]36[/C][C]-0.103478[/C][C]-0.7948[/C][C]0.214949[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35939&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35939&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	-0.433073	-3.3265	0.000759
2	0.006066	0.0466	0.481499
3	0.026523	0.2037	0.419634
4	-0.026039	-0.2	0.421082
5	0.134401	1.0324	0.15306
6	-0.220816	-1.6961	0.047567
7	0.164054	1.2601	0.106293
8	0.006273	0.0482	0.480865
9	-0.270418	-2.0771	0.021076
10	0.213686	1.6414	0.053023
11	0.081444	0.6256	0.267002
12	-0.022296	-0.1713	0.432303
13	-0.117005	-0.8987	0.186225
14	-0.05418	-0.4162	0.339399
15	0.229981	1.7665	0.041241
16	-0.16813	-1.2914	0.100795
17	0.033403	0.2566	0.3992
18	0.03066	0.2355	0.407315
19	-0.097142	-0.7462	0.229265
20	-0.05431	-0.4172	0.339038
21	0.088457	0.6794	0.249756
22	-0.006294	-0.0483	0.480803
23	0.025713	0.1975	0.422055
24	-0.132971	-1.0214	0.155624
25	0.134713	1.0348	0.152504
26	0.013472	0.1035	0.458967
27	-0.02472	-0.1899	0.425029
28	0.040846	0.3137	0.377411
29	-0.046751	-0.3591	0.360401
30	-0.011588	-0.089	0.464689
31	-0.031265	-0.2402	0.405523
32	0.028472	0.2187	0.413821
33	0.052737	0.4051	0.343441
34	-0.15728	-1.2081	0.115916
35	0.1549	1.1898	0.119444
36	-0.103478	-0.7948	0.214949

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.433073	-3.3265	0.000759
2	-0.223382	-1.7158	0.04572
3	-0.086803	-0.6667	0.253767
4	-0.061912	-0.4756	0.318074
5	0.132959	1.0213	0.155647
6	-0.12634	-0.9704	0.167895
7	0.035608	0.2735	0.392707
8	0.079636	0.6117	0.271545
9	-0.280082	-2.1514	0.017777
10	-0.051072	-0.3923	0.348128
11	0.211135	1.6218	0.055093
12	0.124479	0.9561	0.171451
13	-0.047964	-0.3684	0.356939
14	-0.137397	-1.0554	0.14778
15	0.048295	0.371	0.355998
16	-0.001873	-0.0144	0.494285
17	0.014646	0.1125	0.455406
18	-0.029755	-0.2286	0.410003
19	-0.083651	-0.6425	0.261507
20	-0.150191	-1.1536	0.126651
21	0.024217	0.186	0.426534
22	-0.119252	-0.916	0.1817
23	-0.005344	-0.041	0.483698
24	0.032611	0.2505	0.401541
25	0.063837	0.4903	0.312854
26	0.01069	0.0821	0.467419
27	0.042662	0.3277	0.372151
28	0.033824	0.2598	0.397958
29	0.008521	0.0654	0.474019
30	-0.01572	-0.1207	0.452151
31	-0.032925	-0.2529	0.400611
32	-0.052014	-0.3995	0.345475
33	0.005897	0.0453	0.482012
34	-0.109967	-0.8447	0.200853
35	0.10604	0.8145	0.209314
36	-0.087442	-0.6717	0.252213

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.433073 & -3.3265 & 0.000759 \tabularnewline
2 & -0.223382 & -1.7158 & 0.04572 \tabularnewline
3 & -0.086803 & -0.6667 & 0.253767 \tabularnewline
4 & -0.061912 & -0.4756 & 0.318074 \tabularnewline
5 & 0.132959 & 1.0213 & 0.155647 \tabularnewline
6 & -0.12634 & -0.9704 & 0.167895 \tabularnewline
7 & 0.035608 & 0.2735 & 0.392707 \tabularnewline
8 & 0.079636 & 0.6117 & 0.271545 \tabularnewline
9 & -0.280082 & -2.1514 & 0.017777 \tabularnewline
10 & -0.051072 & -0.3923 & 0.348128 \tabularnewline
11 & 0.211135 & 1.6218 & 0.055093 \tabularnewline
12 & 0.124479 & 0.9561 & 0.171451 \tabularnewline
13 & -0.047964 & -0.3684 & 0.356939 \tabularnewline
14 & -0.137397 & -1.0554 & 0.14778 \tabularnewline
15 & 0.048295 & 0.371 & 0.355998 \tabularnewline
16 & -0.001873 & -0.0144 & 0.494285 \tabularnewline
17 & 0.014646 & 0.1125 & 0.455406 \tabularnewline
18 & -0.029755 & -0.2286 & 0.410003 \tabularnewline
19 & -0.083651 & -0.6425 & 0.261507 \tabularnewline
20 & -0.150191 & -1.1536 & 0.126651 \tabularnewline
21 & 0.024217 & 0.186 & 0.426534 \tabularnewline
22 & -0.119252 & -0.916 & 0.1817 \tabularnewline
23 & -0.005344 & -0.041 & 0.483698 \tabularnewline
24 & 0.032611 & 0.2505 & 0.401541 \tabularnewline
25 & 0.063837 & 0.4903 & 0.312854 \tabularnewline
26 & 0.01069 & 0.0821 & 0.467419 \tabularnewline
27 & 0.042662 & 0.3277 & 0.372151 \tabularnewline
28 & 0.033824 & 0.2598 & 0.397958 \tabularnewline
29 & 0.008521 & 0.0654 & 0.474019 \tabularnewline
30 & -0.01572 & -0.1207 & 0.452151 \tabularnewline
31 & -0.032925 & -0.2529 & 0.400611 \tabularnewline
32 & -0.052014 & -0.3995 & 0.345475 \tabularnewline
33 & 0.005897 & 0.0453 & 0.482012 \tabularnewline
34 & -0.109967 & -0.8447 & 0.200853 \tabularnewline
35 & 0.10604 & 0.8145 & 0.209314 \tabularnewline
36 & -0.087442 & -0.6717 & 0.252213 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35939&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]-0.433073[/C][C]-3.3265[/C][C]0.000759[/C][/ROW]
[ROW][C]2[/C][C]-0.223382[/C][C]-1.7158[/C][C]0.04572[/C][/ROW]
[ROW][C]3[/C][C]-0.086803[/C][C]-0.6667[/C][C]0.253767[/C][/ROW]
[ROW][C]4[/C][C]-0.061912[/C][C]-0.4756[/C][C]0.318074[/C][/ROW]
[ROW][C]5[/C][C]0.132959[/C][C]1.0213[/C][C]0.155647[/C][/ROW]
[ROW][C]6[/C][C]-0.12634[/C][C]-0.9704[/C][C]0.167895[/C][/ROW]
[ROW][C]7[/C][C]0.035608[/C][C]0.2735[/C][C]0.392707[/C][/ROW]
[ROW][C]8[/C][C]0.079636[/C][C]0.6117[/C][C]0.271545[/C][/ROW]
[ROW][C]9[/C][C]-0.280082[/C][C]-2.1514[/C][C]0.017777[/C][/ROW]
[ROW][C]10[/C][C]-0.051072[/C][C]-0.3923[/C][C]0.348128[/C][/ROW]
[ROW][C]11[/C][C]0.211135[/C][C]1.6218[/C][C]0.055093[/C][/ROW]
[ROW][C]12[/C][C]0.124479[/C][C]0.9561[/C][C]0.171451[/C][/ROW]
[ROW][C]13[/C][C]-0.047964[/C][C]-0.3684[/C][C]0.356939[/C][/ROW]
[ROW][C]14[/C][C]-0.137397[/C][C]-1.0554[/C][C]0.14778[/C][/ROW]
[ROW][C]15[/C][C]0.048295[/C][C]0.371[/C][C]0.355998[/C][/ROW]
[ROW][C]16[/C][C]-0.001873[/C][C]-0.0144[/C][C]0.494285[/C][/ROW]
[ROW][C]17[/C][C]0.014646[/C][C]0.1125[/C][C]0.455406[/C][/ROW]
[ROW][C]18[/C][C]-0.029755[/C][C]-0.2286[/C][C]0.410003[/C][/ROW]
[ROW][C]19[/C][C]-0.083651[/C][C]-0.6425[/C][C]0.261507[/C][/ROW]
[ROW][C]20[/C][C]-0.150191[/C][C]-1.1536[/C][C]0.126651[/C][/ROW]
[ROW][C]21[/C][C]0.024217[/C][C]0.186[/C][C]0.426534[/C][/ROW]
[ROW][C]22[/C][C]-0.119252[/C][C]-0.916[/C][C]0.1817[/C][/ROW]
[ROW][C]23[/C][C]-0.005344[/C][C]-0.041[/C][C]0.483698[/C][/ROW]
[ROW][C]24[/C][C]0.032611[/C][C]0.2505[/C][C]0.401541[/C][/ROW]
[ROW][C]25[/C][C]0.063837[/C][C]0.4903[/C][C]0.312854[/C][/ROW]
[ROW][C]26[/C][C]0.01069[/C][C]0.0821[/C][C]0.467419[/C][/ROW]
[ROW][C]27[/C][C]0.042662[/C][C]0.3277[/C][C]0.372151[/C][/ROW]
[ROW][C]28[/C][C]0.033824[/C][C]0.2598[/C][C]0.397958[/C][/ROW]
[ROW][C]29[/C][C]0.008521[/C][C]0.0654[/C][C]0.474019[/C][/ROW]
[ROW][C]30[/C][C]-0.01572[/C][C]-0.1207[/C][C]0.452151[/C][/ROW]
[ROW][C]31[/C][C]-0.032925[/C][C]-0.2529[/C][C]0.400611[/C][/ROW]
[ROW][C]32[/C][C]-0.052014[/C][C]-0.3995[/C][C]0.345475[/C][/ROW]
[ROW][C]33[/C][C]0.005897[/C][C]0.0453[/C][C]0.482012[/C][/ROW]
[ROW][C]34[/C][C]-0.109967[/C][C]-0.8447[/C][C]0.200853[/C][/ROW]
[ROW][C]35[/C][C]0.10604[/C][C]0.8145[/C][C]0.209314[/C][/ROW]
[ROW][C]36[/C][C]-0.087442[/C][C]-0.6717[/C][C]0.252213[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35939&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35939&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	-0.433073	-3.3265	0.000759
2	-0.223382	-1.7158	0.04572
3	-0.086803	-0.6667	0.253767
4	-0.061912	-0.4756	0.318074
5	0.132959	1.0213	0.155647
6	-0.12634	-0.9704	0.167895
7	0.035608	0.2735	0.392707
8	0.079636	0.6117	0.271545
9	-0.280082	-2.1514	0.017777
10	-0.051072	-0.3923	0.348128
11	0.211135	1.6218	0.055093
12	0.124479	0.9561	0.171451
13	-0.047964	-0.3684	0.356939
14	-0.137397	-1.0554	0.14778
15	0.048295	0.371	0.355998
16	-0.001873	-0.0144	0.494285
17	0.014646	0.1125	0.455406
18	-0.029755	-0.2286	0.410003
19	-0.083651	-0.6425	0.261507
20	-0.150191	-1.1536	0.126651
21	0.024217	0.186	0.426534
22	-0.119252	-0.916	0.1817
23	-0.005344	-0.041	0.483698
24	0.032611	0.2505	0.401541
25	0.063837	0.4903	0.312854
26	0.01069	0.0821	0.467419
27	0.042662	0.3277	0.372151
28	0.033824	0.2598	0.397958
29	0.008521	0.0654	0.474019
30	-0.01572	-0.1207	0.452151
31	-0.032925	-0.2529	0.400611
32	-0.052014	-0.3995	0.345475
33	0.005897	0.0453	0.482012
34	-0.109967	-0.8447	0.200853
35	0.10604	0.8145	0.209314
36	-0.087442	-0.6717	0.252213

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; par3 = 2 ; 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