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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 08:15:00 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/22/t1229958973u32ra2vd8fi5q6r.htm/, Retrieved Sun, 12 May 2024 19:34:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36094, Retrieved Sun, 12 May 2024 19:34:44 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

183

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

-     [(Partial) Autocorrelation Function] [(P)ACF werkloosheid] [2008-12-21 22:54:14] [7a4703cb85a198d9845d72899eff0288]
-   PD  [(Partial) Autocorrelation Function] [(P)ACF Duurzame c...] [2008-12-21 23:35:20] [7a4703cb85a198d9845d72899eff0288]
-   PD      [(Partial) Autocorrelation Function] [(P)ACF duurzame c...] [2008-12-22 15:15:00] [9f72e095d5529918bf5b0810c01bf6ce] [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	'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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36094&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36094&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36094&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.002019	-0.0099	0.496095
2	0.04446	0.2178	0.41471
3	0.037969	0.186	0.427001
4	-0.185108	-0.9068	0.186754
5	0.045227	0.2216	0.413263
6	-0.122536	-0.6003	0.276966
7	0.095127	0.466	0.3227
8	0.049841	0.2442	0.404588
9	0.07447	0.3648	0.359218
10	0.013799	0.0676	0.473331
11	-0.211118	-1.0343	0.155662
12	-0.121513	-0.5953	0.278611
13	-0.0546	-0.2675	0.395691
14	-0.248644	-1.2181	0.117513
15	0.058951	0.2888	0.387607
16	0.005534	0.0271	0.489298
17	0.103606	0.5076	0.308196
18	0.058057	0.2844	0.389263
19	-0.118374	-0.5799	0.283689
20	-0.032424	-0.1588	0.437561
21	-0.048406	-0.2371	0.40728
22	0.041163	0.2017	0.420943
23	0.016538	0.081	0.46805
24	NA	NA	NA
25	NA	NA	NA
26	NA	NA	NA
27	NA	NA	NA
28	NA	NA	NA
29	NA	NA	NA
30	NA	NA	NA
31	NA	NA	NA
32	NA	NA	NA
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.002019 & -0.0099 & 0.496095 \tabularnewline
2 & 0.04446 & 0.2178 & 0.41471 \tabularnewline
3 & 0.037969 & 0.186 & 0.427001 \tabularnewline
4 & -0.185108 & -0.9068 & 0.186754 \tabularnewline
5 & 0.045227 & 0.2216 & 0.413263 \tabularnewline
6 & -0.122536 & -0.6003 & 0.276966 \tabularnewline
7 & 0.095127 & 0.466 & 0.3227 \tabularnewline
8 & 0.049841 & 0.2442 & 0.404588 \tabularnewline
9 & 0.07447 & 0.3648 & 0.359218 \tabularnewline
10 & 0.013799 & 0.0676 & 0.473331 \tabularnewline
11 & -0.211118 & -1.0343 & 0.155662 \tabularnewline
12 & -0.121513 & -0.5953 & 0.278611 \tabularnewline
13 & -0.0546 & -0.2675 & 0.395691 \tabularnewline
14 & -0.248644 & -1.2181 & 0.117513 \tabularnewline
15 & 0.058951 & 0.2888 & 0.387607 \tabularnewline
16 & 0.005534 & 0.0271 & 0.489298 \tabularnewline
17 & 0.103606 & 0.5076 & 0.308196 \tabularnewline
18 & 0.058057 & 0.2844 & 0.389263 \tabularnewline
19 & -0.118374 & -0.5799 & 0.283689 \tabularnewline
20 & -0.032424 & -0.1588 & 0.437561 \tabularnewline
21 & -0.048406 & -0.2371 & 0.40728 \tabularnewline
22 & 0.041163 & 0.2017 & 0.420943 \tabularnewline
23 & 0.016538 & 0.081 & 0.46805 \tabularnewline
24 & NA & NA & NA \tabularnewline
25 & NA & NA & NA \tabularnewline
26 & NA & NA & NA \tabularnewline
27 & NA & NA & NA \tabularnewline
28 & NA & NA & NA \tabularnewline
29 & NA & NA & NA \tabularnewline
30 & NA & NA & NA \tabularnewline
31 & NA & NA & NA \tabularnewline
32 & NA & NA & NA \tabularnewline
33 & NA & NA & NA \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36094&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]-0.002019[/C][C]-0.0099[/C][C]0.496095[/C][/ROW]
[ROW][C]2[/C][C]0.04446[/C][C]0.2178[/C][C]0.41471[/C][/ROW]
[ROW][C]3[/C][C]0.037969[/C][C]0.186[/C][C]0.427001[/C][/ROW]
[ROW][C]4[/C][C]-0.185108[/C][C]-0.9068[/C][C]0.186754[/C][/ROW]
[ROW][C]5[/C][C]0.045227[/C][C]0.2216[/C][C]0.413263[/C][/ROW]
[ROW][C]6[/C][C]-0.122536[/C][C]-0.6003[/C][C]0.276966[/C][/ROW]
[ROW][C]7[/C][C]0.095127[/C][C]0.466[/C][C]0.3227[/C][/ROW]
[ROW][C]8[/C][C]0.049841[/C][C]0.2442[/C][C]0.404588[/C][/ROW]
[ROW][C]9[/C][C]0.07447[/C][C]0.3648[/C][C]0.359218[/C][/ROW]
[ROW][C]10[/C][C]0.013799[/C][C]0.0676[/C][C]0.473331[/C][/ROW]
[ROW][C]11[/C][C]-0.211118[/C][C]-1.0343[/C][C]0.155662[/C][/ROW]
[ROW][C]12[/C][C]-0.121513[/C][C]-0.5953[/C][C]0.278611[/C][/ROW]
[ROW][C]13[/C][C]-0.0546[/C][C]-0.2675[/C][C]0.395691[/C][/ROW]
[ROW][C]14[/C][C]-0.248644[/C][C]-1.2181[/C][C]0.117513[/C][/ROW]
[ROW][C]15[/C][C]0.058951[/C][C]0.2888[/C][C]0.387607[/C][/ROW]
[ROW][C]16[/C][C]0.005534[/C][C]0.0271[/C][C]0.489298[/C][/ROW]
[ROW][C]17[/C][C]0.103606[/C][C]0.5076[/C][C]0.308196[/C][/ROW]
[ROW][C]18[/C][C]0.058057[/C][C]0.2844[/C][C]0.389263[/C][/ROW]
[ROW][C]19[/C][C]-0.118374[/C][C]-0.5799[/C][C]0.283689[/C][/ROW]
[ROW][C]20[/C][C]-0.032424[/C][C]-0.1588[/C][C]0.437561[/C][/ROW]
[ROW][C]21[/C][C]-0.048406[/C][C]-0.2371[/C][C]0.40728[/C][/ROW]
[ROW][C]22[/C][C]0.041163[/C][C]0.2017[/C][C]0.420943[/C][/ROW]
[ROW][C]23[/C][C]0.016538[/C][C]0.081[/C][C]0.46805[/C][/ROW]
[ROW][C]24[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]25[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]26[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]27[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]28[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]29[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]30[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]31[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]32[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]33[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36094&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36094&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	-0.002019	-0.0099	0.496095
2	0.04446	0.2178	0.41471
3	0.037969	0.186	0.427001
4	-0.185108	-0.9068	0.186754
5	0.045227	0.2216	0.413263
6	-0.122536	-0.6003	0.276966
7	0.095127	0.466	0.3227
8	0.049841	0.2442	0.404588
9	0.07447	0.3648	0.359218
10	0.013799	0.0676	0.473331
11	-0.211118	-1.0343	0.155662
12	-0.121513	-0.5953	0.278611
13	-0.0546	-0.2675	0.395691
14	-0.248644	-1.2181	0.117513
15	0.058951	0.2888	0.387607
16	0.005534	0.0271	0.489298
17	0.103606	0.5076	0.308196
18	0.058057	0.2844	0.389263
19	-0.118374	-0.5799	0.283689
20	-0.032424	-0.1588	0.437561
21	-0.048406	-0.2371	0.40728
22	0.041163	0.2017	0.420943
23	0.016538	0.081	0.46805
24	NA	NA	NA
25	NA	NA	NA
26	NA	NA	NA
27	NA	NA	NA
28	NA	NA	NA
29	NA	NA	NA
30	NA	NA	NA
31	NA	NA	NA
32	NA	NA	NA
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.002019	-0.0099	0.496095
2	0.044456	0.2178	0.414718
3	0.03822	0.1872	0.426524
4	-0.187517	-0.9186	0.183712
5	0.0435	0.2131	0.416521
6	-0.110957	-0.5436	0.295874
7	0.113638	0.5567	0.291439
8	0.017778	0.0871	0.46566
9	0.09922	0.4861	0.315662
10	-0.05169	-0.2532	0.401125
11	-0.18287	-0.8959	0.189609
12	-0.149144	-0.7307	0.236032
13	0.014861	0.0728	0.471282
14	-0.260153	-1.2745	0.107347
15	0.034635	0.1697	0.433343
16	-0.042686	-0.2091	0.418061
17	0.111645	0.5469	0.294733
18	-0.049299	-0.2415	0.405603
19	-0.046916	-0.2298	0.410081
20	-0.093269	-0.4569	0.325918
21	0.078249	0.3833	0.352421
22	-0.011671	-0.0572	0.477439
23	0.033355	0.1634	0.435784
24	NA	NA	NA
25	NA	NA	NA
26	NA	NA	NA
27	NA	NA	NA
28	NA	NA	NA
29	NA	NA	NA
30	NA	NA	NA
31	NA	NA	NA
32	NA	NA	NA
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.002019 & -0.0099 & 0.496095 \tabularnewline
2 & 0.044456 & 0.2178 & 0.414718 \tabularnewline
3 & 0.03822 & 0.1872 & 0.426524 \tabularnewline
4 & -0.187517 & -0.9186 & 0.183712 \tabularnewline
5 & 0.0435 & 0.2131 & 0.416521 \tabularnewline
6 & -0.110957 & -0.5436 & 0.295874 \tabularnewline
7 & 0.113638 & 0.5567 & 0.291439 \tabularnewline
8 & 0.017778 & 0.0871 & 0.46566 \tabularnewline
9 & 0.09922 & 0.4861 & 0.315662 \tabularnewline
10 & -0.05169 & -0.2532 & 0.401125 \tabularnewline
11 & -0.18287 & -0.8959 & 0.189609 \tabularnewline
12 & -0.149144 & -0.7307 & 0.236032 \tabularnewline
13 & 0.014861 & 0.0728 & 0.471282 \tabularnewline
14 & -0.260153 & -1.2745 & 0.107347 \tabularnewline
15 & 0.034635 & 0.1697 & 0.433343 \tabularnewline
16 & -0.042686 & -0.2091 & 0.418061 \tabularnewline
17 & 0.111645 & 0.5469 & 0.294733 \tabularnewline
18 & -0.049299 & -0.2415 & 0.405603 \tabularnewline
19 & -0.046916 & -0.2298 & 0.410081 \tabularnewline
20 & -0.093269 & -0.4569 & 0.325918 \tabularnewline
21 & 0.078249 & 0.3833 & 0.352421 \tabularnewline
22 & -0.011671 & -0.0572 & 0.477439 \tabularnewline
23 & 0.033355 & 0.1634 & 0.435784 \tabularnewline
24 & NA & NA & NA \tabularnewline
25 & NA & NA & NA \tabularnewline
26 & NA & NA & NA \tabularnewline
27 & NA & NA & NA \tabularnewline
28 & NA & NA & NA \tabularnewline
29 & NA & NA & NA \tabularnewline
30 & NA & NA & NA \tabularnewline
31 & NA & NA & NA \tabularnewline
32 & NA & NA & NA \tabularnewline
33 & NA & NA & NA \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36094&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]-0.002019[/C][C]-0.0099[/C][C]0.496095[/C][/ROW]
[ROW][C]2[/C][C]0.044456[/C][C]0.2178[/C][C]0.414718[/C][/ROW]
[ROW][C]3[/C][C]0.03822[/C][C]0.1872[/C][C]0.426524[/C][/ROW]
[ROW][C]4[/C][C]-0.187517[/C][C]-0.9186[/C][C]0.183712[/C][/ROW]
[ROW][C]5[/C][C]0.0435[/C][C]0.2131[/C][C]0.416521[/C][/ROW]
[ROW][C]6[/C][C]-0.110957[/C][C]-0.5436[/C][C]0.295874[/C][/ROW]
[ROW][C]7[/C][C]0.113638[/C][C]0.5567[/C][C]0.291439[/C][/ROW]
[ROW][C]8[/C][C]0.017778[/C][C]0.0871[/C][C]0.46566[/C][/ROW]
[ROW][C]9[/C][C]0.09922[/C][C]0.4861[/C][C]0.315662[/C][/ROW]
[ROW][C]10[/C][C]-0.05169[/C][C]-0.2532[/C][C]0.401125[/C][/ROW]
[ROW][C]11[/C][C]-0.18287[/C][C]-0.8959[/C][C]0.189609[/C][/ROW]
[ROW][C]12[/C][C]-0.149144[/C][C]-0.7307[/C][C]0.236032[/C][/ROW]
[ROW][C]13[/C][C]0.014861[/C][C]0.0728[/C][C]0.471282[/C][/ROW]
[ROW][C]14[/C][C]-0.260153[/C][C]-1.2745[/C][C]0.107347[/C][/ROW]
[ROW][C]15[/C][C]0.034635[/C][C]0.1697[/C][C]0.433343[/C][/ROW]
[ROW][C]16[/C][C]-0.042686[/C][C]-0.2091[/C][C]0.418061[/C][/ROW]
[ROW][C]17[/C][C]0.111645[/C][C]0.5469[/C][C]0.294733[/C][/ROW]
[ROW][C]18[/C][C]-0.049299[/C][C]-0.2415[/C][C]0.405603[/C][/ROW]
[ROW][C]19[/C][C]-0.046916[/C][C]-0.2298[/C][C]0.410081[/C][/ROW]
[ROW][C]20[/C][C]-0.093269[/C][C]-0.4569[/C][C]0.325918[/C][/ROW]
[ROW][C]21[/C][C]0.078249[/C][C]0.3833[/C][C]0.352421[/C][/ROW]
[ROW][C]22[/C][C]-0.011671[/C][C]-0.0572[/C][C]0.477439[/C][/ROW]
[ROW][C]23[/C][C]0.033355[/C][C]0.1634[/C][C]0.435784[/C][/ROW]
[ROW][C]24[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]25[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]26[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]27[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]28[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]29[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]30[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]31[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]32[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]33[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36094&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36094&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	-0.002019	-0.0099	0.496095
2	0.044456	0.2178	0.414718
3	0.03822	0.1872	0.426524
4	-0.187517	-0.9186	0.183712
5	0.0435	0.2131	0.416521
6	-0.110957	-0.5436	0.295874
7	0.113638	0.5567	0.291439
8	0.017778	0.0871	0.46566
9	0.09922	0.4861	0.315662
10	-0.05169	-0.2532	0.401125
11	-0.18287	-0.8959	0.189609
12	-0.149144	-0.7307	0.236032
13	0.014861	0.0728	0.471282
14	-0.260153	-1.2745	0.107347
15	0.034635	0.1697	0.433343
16	-0.042686	-0.2091	0.418061
17	0.111645	0.5469	0.294733
18	-0.049299	-0.2415	0.405603
19	-0.046916	-0.2298	0.410081
20	-0.093269	-0.4569	0.325918
21	0.078249	0.3833	0.352421
22	-0.011671	-0.0572	0.477439
23	0.033355	0.1634	0.435784
24	NA	NA	NA
25	NA	NA	NA
26	NA	NA	NA
27	NA	NA	NA
28	NA	NA	NA
29	NA	NA	NA
30	NA	NA	NA
31	NA	NA	NA
32	NA	NA	NA
33	NA	NA	NA
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

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 = 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