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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:31:21 -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/t1229963513s4ctalr0pnsitlw.htm/, Retrieved Mon, 13 May 2024 05:47:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36126, Retrieved Mon, 13 May 2024 05:47:06 +0000

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Estimated Impact

167

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-     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-12 14:01:57] [1ce0d16c8f4225c977b42c8fa93bc163]
-         [(Partial) Autocorrelation Function] [3] [2008-12-22 16:31:21] [d96f761aa3e94002e7c05c3c847d2c79] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36126&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36126&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36126&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.028019	0.2206	0.413055
2	-0.102543	-0.8074	0.211255
3	-0.163365	-1.2863	0.101554
4	0.016618	0.1308	0.448159
5	0.198885	1.566	0.061217
6	0.05531	0.4355	0.332353
7	0.047039	0.3704	0.35618
8	0.077715	0.6119	0.271412
9	0.289184	2.277	0.013123
10	-0.026195	-0.2063	0.418633
11	-0.238113	-1.8749	0.032759
12	-0.278067	-2.1895	0.016166
13	0.141634	1.1152	0.134528
14	0.336961	2.6532	0.005057
15	0.042065	0.3312	0.370798
16	0.068263	0.5375	0.296421
17	-0.178915	-1.4088	0.081948
18	0.060102	0.4732	0.318851
19	0.022687	0.1786	0.429401
20	-0.016646	-0.1311	0.448073
21	0.074716	0.5883	0.279229
22	0.07244	0.5704	0.285236
23	0.256956	2.0233	0.023681
24	-0.015632	-0.1231	0.451217
25	-0.183445	-1.4444	0.076824
26	-0.223329	-1.7585	0.041799
27	0.094992	0.748	0.228654
28	0.000717	0.0056	0.497757
29	0.11151	0.878	0.191658
30	-0.0974	-0.7669	0.223018
31	-0.116093	-0.9141	0.182099
32	0.061487	0.4842	0.314992
33	-0.142222	-1.1199	0.133547
34	-0.1094	-0.8614	0.196164
35	-0.121438	-0.9562	0.171342
36	0.052854	0.4162	0.339359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.028019 & 0.2206 & 0.413055 \tabularnewline
2 & -0.102543 & -0.8074 & 0.211255 \tabularnewline
3 & -0.163365 & -1.2863 & 0.101554 \tabularnewline
4 & 0.016618 & 0.1308 & 0.448159 \tabularnewline
5 & 0.198885 & 1.566 & 0.061217 \tabularnewline
6 & 0.05531 & 0.4355 & 0.332353 \tabularnewline
7 & 0.047039 & 0.3704 & 0.35618 \tabularnewline
8 & 0.077715 & 0.6119 & 0.271412 \tabularnewline
9 & 0.289184 & 2.277 & 0.013123 \tabularnewline
10 & -0.026195 & -0.2063 & 0.418633 \tabularnewline
11 & -0.238113 & -1.8749 & 0.032759 \tabularnewline
12 & -0.278067 & -2.1895 & 0.016166 \tabularnewline
13 & 0.141634 & 1.1152 & 0.134528 \tabularnewline
14 & 0.336961 & 2.6532 & 0.005057 \tabularnewline
15 & 0.042065 & 0.3312 & 0.370798 \tabularnewline
16 & 0.068263 & 0.5375 & 0.296421 \tabularnewline
17 & -0.178915 & -1.4088 & 0.081948 \tabularnewline
18 & 0.060102 & 0.4732 & 0.318851 \tabularnewline
19 & 0.022687 & 0.1786 & 0.429401 \tabularnewline
20 & -0.016646 & -0.1311 & 0.448073 \tabularnewline
21 & 0.074716 & 0.5883 & 0.279229 \tabularnewline
22 & 0.07244 & 0.5704 & 0.285236 \tabularnewline
23 & 0.256956 & 2.0233 & 0.023681 \tabularnewline
24 & -0.015632 & -0.1231 & 0.451217 \tabularnewline
25 & -0.183445 & -1.4444 & 0.076824 \tabularnewline
26 & -0.223329 & -1.7585 & 0.041799 \tabularnewline
27 & 0.094992 & 0.748 & 0.228654 \tabularnewline
28 & 0.000717 & 0.0056 & 0.497757 \tabularnewline
29 & 0.11151 & 0.878 & 0.191658 \tabularnewline
30 & -0.0974 & -0.7669 & 0.223018 \tabularnewline
31 & -0.116093 & -0.9141 & 0.182099 \tabularnewline
32 & 0.061487 & 0.4842 & 0.314992 \tabularnewline
33 & -0.142222 & -1.1199 & 0.133547 \tabularnewline
34 & -0.1094 & -0.8614 & 0.196164 \tabularnewline
35 & -0.121438 & -0.9562 & 0.171342 \tabularnewline
36 & 0.052854 & 0.4162 & 0.339359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36126&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]0.028019[/C][C]0.2206[/C][C]0.413055[/C][/ROW]
[ROW][C]2[/C][C]-0.102543[/C][C]-0.8074[/C][C]0.211255[/C][/ROW]
[ROW][C]3[/C][C]-0.163365[/C][C]-1.2863[/C][C]0.101554[/C][/ROW]
[ROW][C]4[/C][C]0.016618[/C][C]0.1308[/C][C]0.448159[/C][/ROW]
[ROW][C]5[/C][C]0.198885[/C][C]1.566[/C][C]0.061217[/C][/ROW]
[ROW][C]6[/C][C]0.05531[/C][C]0.4355[/C][C]0.332353[/C][/ROW]
[ROW][C]7[/C][C]0.047039[/C][C]0.3704[/C][C]0.35618[/C][/ROW]
[ROW][C]8[/C][C]0.077715[/C][C]0.6119[/C][C]0.271412[/C][/ROW]
[ROW][C]9[/C][C]0.289184[/C][C]2.277[/C][C]0.013123[/C][/ROW]
[ROW][C]10[/C][C]-0.026195[/C][C]-0.2063[/C][C]0.418633[/C][/ROW]
[ROW][C]11[/C][C]-0.238113[/C][C]-1.8749[/C][C]0.032759[/C][/ROW]
[ROW][C]12[/C][C]-0.278067[/C][C]-2.1895[/C][C]0.016166[/C][/ROW]
[ROW][C]13[/C][C]0.141634[/C][C]1.1152[/C][C]0.134528[/C][/ROW]
[ROW][C]14[/C][C]0.336961[/C][C]2.6532[/C][C]0.005057[/C][/ROW]
[ROW][C]15[/C][C]0.042065[/C][C]0.3312[/C][C]0.370798[/C][/ROW]
[ROW][C]16[/C][C]0.068263[/C][C]0.5375[/C][C]0.296421[/C][/ROW]
[ROW][C]17[/C][C]-0.178915[/C][C]-1.4088[/C][C]0.081948[/C][/ROW]
[ROW][C]18[/C][C]0.060102[/C][C]0.4732[/C][C]0.318851[/C][/ROW]
[ROW][C]19[/C][C]0.022687[/C][C]0.1786[/C][C]0.429401[/C][/ROW]
[ROW][C]20[/C][C]-0.016646[/C][C]-0.1311[/C][C]0.448073[/C][/ROW]
[ROW][C]21[/C][C]0.074716[/C][C]0.5883[/C][C]0.279229[/C][/ROW]
[ROW][C]22[/C][C]0.07244[/C][C]0.5704[/C][C]0.285236[/C][/ROW]
[ROW][C]23[/C][C]0.256956[/C][C]2.0233[/C][C]0.023681[/C][/ROW]
[ROW][C]24[/C][C]-0.015632[/C][C]-0.1231[/C][C]0.451217[/C][/ROW]
[ROW][C]25[/C][C]-0.183445[/C][C]-1.4444[/C][C]0.076824[/C][/ROW]
[ROW][C]26[/C][C]-0.223329[/C][C]-1.7585[/C][C]0.041799[/C][/ROW]
[ROW][C]27[/C][C]0.094992[/C][C]0.748[/C][C]0.228654[/C][/ROW]
[ROW][C]28[/C][C]0.000717[/C][C]0.0056[/C][C]0.497757[/C][/ROW]
[ROW][C]29[/C][C]0.11151[/C][C]0.878[/C][C]0.191658[/C][/ROW]
[ROW][C]30[/C][C]-0.0974[/C][C]-0.7669[/C][C]0.223018[/C][/ROW]
[ROW][C]31[/C][C]-0.116093[/C][C]-0.9141[/C][C]0.182099[/C][/ROW]
[ROW][C]32[/C][C]0.061487[/C][C]0.4842[/C][C]0.314992[/C][/ROW]
[ROW][C]33[/C][C]-0.142222[/C][C]-1.1199[/C][C]0.133547[/C][/ROW]
[ROW][C]34[/C][C]-0.1094[/C][C]-0.8614[/C][C]0.196164[/C][/ROW]
[ROW][C]35[/C][C]-0.121438[/C][C]-0.9562[/C][C]0.171342[/C][/ROW]
[ROW][C]36[/C][C]0.052854[/C][C]0.4162[/C][C]0.339359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36126&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36126&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	0.028019	0.2206	0.413055
2	-0.102543	-0.8074	0.211255
3	-0.163365	-1.2863	0.101554
4	0.016618	0.1308	0.448159
5	0.198885	1.566	0.061217
6	0.05531	0.4355	0.332353
7	0.047039	0.3704	0.35618
8	0.077715	0.6119	0.271412
9	0.289184	2.277	0.013123
10	-0.026195	-0.2063	0.418633
11	-0.238113	-1.8749	0.032759
12	-0.278067	-2.1895	0.016166
13	0.141634	1.1152	0.134528
14	0.336961	2.6532	0.005057
15	0.042065	0.3312	0.370798
16	0.068263	0.5375	0.296421
17	-0.178915	-1.4088	0.081948
18	0.060102	0.4732	0.318851
19	0.022687	0.1786	0.429401
20	-0.016646	-0.1311	0.448073
21	0.074716	0.5883	0.279229
22	0.07244	0.5704	0.285236
23	0.256956	2.0233	0.023681
24	-0.015632	-0.1231	0.451217
25	-0.183445	-1.4444	0.076824
26	-0.223329	-1.7585	0.041799
27	0.094992	0.748	0.228654
28	0.000717	0.0056	0.497757
29	0.11151	0.878	0.191658
30	-0.0974	-0.7669	0.223018
31	-0.116093	-0.9141	0.182099
32	0.061487	0.4842	0.314992
33	-0.142222	-1.1199	0.133547
34	-0.1094	-0.8614	0.196164
35	-0.121438	-0.9562	0.171342
36	0.052854	0.4162	0.339359

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.028019	0.2206	0.413055
2	-0.103409	-0.8142	0.209311
3	-0.159123	-1.2529	0.107468
4	0.013845	0.109	0.456771
5	0.172338	1.357	0.089852
6	0.028491	0.2243	0.411616
7	0.087467	0.6887	0.246786
8	0.149899	1.1803	0.121194
9	0.338622	2.6663	0.004884
10	-0.005096	-0.0401	0.484061
11	-0.201545	-1.587	0.058804
12	-0.303009	-2.3859	0.010053
13	0.013096	0.1031	0.4591
14	0.155663	1.2257	0.112476
15	-0.040532	-0.3191	0.375344
16	0.207845	1.6366	0.053393
17	0.000404	0.0032	0.498736
18	0.065657	0.517	0.303503
19	0.031706	0.2497	0.401841
20	0.077505	0.6103	0.271956
21	0.158854	1.2508	0.10785
22	-0.082136	-0.6467	0.260095
23	0.015368	0.121	0.452038
24	-0.049685	-0.3912	0.348489
25	-0.156297	-1.2307	0.111546
26	-0.182727	-1.4388	0.077619
27	-0.014572	-0.1147	0.454512
28	-0.201436	-1.5861	0.058901
29	-0.041523	-0.327	0.372403
30	-0.187729	-1.4782	0.072211
31	-0.023313	-0.1836	0.427477
32	0.09351	0.7363	0.232163
33	0.025306	0.1993	0.421356
34	0.018583	0.1463	0.44207
35	0.034496	0.2716	0.393407
36	-0.034888	-0.2747	0.392228

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.028019 & 0.2206 & 0.413055 \tabularnewline
2 & -0.103409 & -0.8142 & 0.209311 \tabularnewline
3 & -0.159123 & -1.2529 & 0.107468 \tabularnewline
4 & 0.013845 & 0.109 & 0.456771 \tabularnewline
5 & 0.172338 & 1.357 & 0.089852 \tabularnewline
6 & 0.028491 & 0.2243 & 0.411616 \tabularnewline
7 & 0.087467 & 0.6887 & 0.246786 \tabularnewline
8 & 0.149899 & 1.1803 & 0.121194 \tabularnewline
9 & 0.338622 & 2.6663 & 0.004884 \tabularnewline
10 & -0.005096 & -0.0401 & 0.484061 \tabularnewline
11 & -0.201545 & -1.587 & 0.058804 \tabularnewline
12 & -0.303009 & -2.3859 & 0.010053 \tabularnewline
13 & 0.013096 & 0.1031 & 0.4591 \tabularnewline
14 & 0.155663 & 1.2257 & 0.112476 \tabularnewline
15 & -0.040532 & -0.3191 & 0.375344 \tabularnewline
16 & 0.207845 & 1.6366 & 0.053393 \tabularnewline
17 & 0.000404 & 0.0032 & 0.498736 \tabularnewline
18 & 0.065657 & 0.517 & 0.303503 \tabularnewline
19 & 0.031706 & 0.2497 & 0.401841 \tabularnewline
20 & 0.077505 & 0.6103 & 0.271956 \tabularnewline
21 & 0.158854 & 1.2508 & 0.10785 \tabularnewline
22 & -0.082136 & -0.6467 & 0.260095 \tabularnewline
23 & 0.015368 & 0.121 & 0.452038 \tabularnewline
24 & -0.049685 & -0.3912 & 0.348489 \tabularnewline
25 & -0.156297 & -1.2307 & 0.111546 \tabularnewline
26 & -0.182727 & -1.4388 & 0.077619 \tabularnewline
27 & -0.014572 & -0.1147 & 0.454512 \tabularnewline
28 & -0.201436 & -1.5861 & 0.058901 \tabularnewline
29 & -0.041523 & -0.327 & 0.372403 \tabularnewline
30 & -0.187729 & -1.4782 & 0.072211 \tabularnewline
31 & -0.023313 & -0.1836 & 0.427477 \tabularnewline
32 & 0.09351 & 0.7363 & 0.232163 \tabularnewline
33 & 0.025306 & 0.1993 & 0.421356 \tabularnewline
34 & 0.018583 & 0.1463 & 0.44207 \tabularnewline
35 & 0.034496 & 0.2716 & 0.393407 \tabularnewline
36 & -0.034888 & -0.2747 & 0.392228 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36126&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]0.028019[/C][C]0.2206[/C][C]0.413055[/C][/ROW]
[ROW][C]2[/C][C]-0.103409[/C][C]-0.8142[/C][C]0.209311[/C][/ROW]
[ROW][C]3[/C][C]-0.159123[/C][C]-1.2529[/C][C]0.107468[/C][/ROW]
[ROW][C]4[/C][C]0.013845[/C][C]0.109[/C][C]0.456771[/C][/ROW]
[ROW][C]5[/C][C]0.172338[/C][C]1.357[/C][C]0.089852[/C][/ROW]
[ROW][C]6[/C][C]0.028491[/C][C]0.2243[/C][C]0.411616[/C][/ROW]
[ROW][C]7[/C][C]0.087467[/C][C]0.6887[/C][C]0.246786[/C][/ROW]
[ROW][C]8[/C][C]0.149899[/C][C]1.1803[/C][C]0.121194[/C][/ROW]
[ROW][C]9[/C][C]0.338622[/C][C]2.6663[/C][C]0.004884[/C][/ROW]
[ROW][C]10[/C][C]-0.005096[/C][C]-0.0401[/C][C]0.484061[/C][/ROW]
[ROW][C]11[/C][C]-0.201545[/C][C]-1.587[/C][C]0.058804[/C][/ROW]
[ROW][C]12[/C][C]-0.303009[/C][C]-2.3859[/C][C]0.010053[/C][/ROW]
[ROW][C]13[/C][C]0.013096[/C][C]0.1031[/C][C]0.4591[/C][/ROW]
[ROW][C]14[/C][C]0.155663[/C][C]1.2257[/C][C]0.112476[/C][/ROW]
[ROW][C]15[/C][C]-0.040532[/C][C]-0.3191[/C][C]0.375344[/C][/ROW]
[ROW][C]16[/C][C]0.207845[/C][C]1.6366[/C][C]0.053393[/C][/ROW]
[ROW][C]17[/C][C]0.000404[/C][C]0.0032[/C][C]0.498736[/C][/ROW]
[ROW][C]18[/C][C]0.065657[/C][C]0.517[/C][C]0.303503[/C][/ROW]
[ROW][C]19[/C][C]0.031706[/C][C]0.2497[/C][C]0.401841[/C][/ROW]
[ROW][C]20[/C][C]0.077505[/C][C]0.6103[/C][C]0.271956[/C][/ROW]
[ROW][C]21[/C][C]0.158854[/C][C]1.2508[/C][C]0.10785[/C][/ROW]
[ROW][C]22[/C][C]-0.082136[/C][C]-0.6467[/C][C]0.260095[/C][/ROW]
[ROW][C]23[/C][C]0.015368[/C][C]0.121[/C][C]0.452038[/C][/ROW]
[ROW][C]24[/C][C]-0.049685[/C][C]-0.3912[/C][C]0.348489[/C][/ROW]
[ROW][C]25[/C][C]-0.156297[/C][C]-1.2307[/C][C]0.111546[/C][/ROW]
[ROW][C]26[/C][C]-0.182727[/C][C]-1.4388[/C][C]0.077619[/C][/ROW]
[ROW][C]27[/C][C]-0.014572[/C][C]-0.1147[/C][C]0.454512[/C][/ROW]
[ROW][C]28[/C][C]-0.201436[/C][C]-1.5861[/C][C]0.058901[/C][/ROW]
[ROW][C]29[/C][C]-0.041523[/C][C]-0.327[/C][C]0.372403[/C][/ROW]
[ROW][C]30[/C][C]-0.187729[/C][C]-1.4782[/C][C]0.072211[/C][/ROW]
[ROW][C]31[/C][C]-0.023313[/C][C]-0.1836[/C][C]0.427477[/C][/ROW]
[ROW][C]32[/C][C]0.09351[/C][C]0.7363[/C][C]0.232163[/C][/ROW]
[ROW][C]33[/C][C]0.025306[/C][C]0.1993[/C][C]0.421356[/C][/ROW]
[ROW][C]34[/C][C]0.018583[/C][C]0.1463[/C][C]0.44207[/C][/ROW]
[ROW][C]35[/C][C]0.034496[/C][C]0.2716[/C][C]0.393407[/C][/ROW]
[ROW][C]36[/C][C]-0.034888[/C][C]-0.2747[/C][C]0.392228[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36126&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36126&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	0.028019	0.2206	0.413055
2	-0.103409	-0.8142	0.209311
3	-0.159123	-1.2529	0.107468
4	0.013845	0.109	0.456771
5	0.172338	1.357	0.089852
6	0.028491	0.2243	0.411616
7	0.087467	0.6887	0.246786
8	0.149899	1.1803	0.121194
9	0.338622	2.6663	0.004884
10	-0.005096	-0.0401	0.484061
11	-0.201545	-1.587	0.058804
12	-0.303009	-2.3859	0.010053
13	0.013096	0.1031	0.4591
14	0.155663	1.2257	0.112476
15	-0.040532	-0.3191	0.375344
16	0.207845	1.6366	0.053393
17	0.000404	0.0032	0.498736
18	0.065657	0.517	0.303503
19	0.031706	0.2497	0.401841
20	0.077505	0.6103	0.271956
21	0.158854	1.2508	0.10785
22	-0.082136	-0.6467	0.260095
23	0.015368	0.121	0.452038
24	-0.049685	-0.3912	0.348489
25	-0.156297	-1.2307	0.111546
26	-0.182727	-1.4388	0.077619
27	-0.014572	-0.1147	0.454512
28	-0.201436	-1.5861	0.058901
29	-0.041523	-0.327	0.372403
30	-0.187729	-1.4782	0.072211
31	-0.023313	-0.1836	0.427477
32	0.09351	0.7363	0.232163
33	0.025306	0.1993	0.421356
34	0.018583	0.1463	0.44207
35	0.034496	0.2716	0.393407
36	-0.034888	-0.2747	0.392228

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 ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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