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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 11 Aug 2009 11:41:23 -0600

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Aug/11/t1250012533sz3zf34v57dthbi.htm/, Retrieved Thu, 02 May 2024 07:44:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42559, Retrieved Thu, 02 May 2024 07:44:31 +0000

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Estimated Impact

234

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-       [(Partial) Autocorrelation Function] [opgave 6.2] [2009-08-11 17:41:23] [0d1085ed835696cdd537ad5fa07600ec] [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	7 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 & 7 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42559&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]7 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=42559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42559&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	7 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.835573	5.4792	1e-06
2	0.664212	4.3555	4e-05
3	0.449804	2.9496	0.002565
4	0.250446	1.6423	0.053913
5	0.063806	0.4184	0.338867
6	-0.089334	-0.5858	0.280535
7	-0.104281	-0.6838	0.24888
8	-0.090618	-0.5942	0.277738
9	-0.062148	-0.4075	0.342819
10	-0.007203	-0.0472	0.481272
11	0.055165	0.3617	0.359659
12	0.119646	0.7846	0.218502
13	0.038207	0.2505	0.401682
14	-0.077752	-0.5099	0.30638
15	-0.22141	-1.4519	0.076896
16	-0.320483	-2.1015	0.020745
17	-0.415872	-2.7271	0.004606
18	-0.474926	-3.1143	0.001638
19	-0.415083	-2.7219	0.004668
20	-0.350165	-2.2962	0.013301
21	-0.258817	-1.6972	0.048445
22	-0.190719	-1.2506	0.108916
23	-0.085117	-0.5581	0.289819
24	-0.016588	-0.1088	0.456943
25	-0.03716	-0.2437	0.40432
26	-0.084616	-0.5549	0.290932
27	-0.156715	-1.0276	0.154931
28	-0.197315	-1.2939	0.101306
29	-0.223959	-1.4686	0.07461
30	-0.227703	-1.4931	0.07135
31	-0.152274	-0.9985	0.161806
32	-0.080362	-0.527	0.300462
33	0.013369	0.0877	0.465276
34	0.08059	0.5285	0.299948
35	0.158267	1.0378	0.152575
36	0.224062	1.4693	0.074518

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.835573 & 5.4792 & 1e-06 \tabularnewline
2 & 0.664212 & 4.3555 & 4e-05 \tabularnewline
3 & 0.449804 & 2.9496 & 0.002565 \tabularnewline
4 & 0.250446 & 1.6423 & 0.053913 \tabularnewline
5 & 0.063806 & 0.4184 & 0.338867 \tabularnewline
6 & -0.089334 & -0.5858 & 0.280535 \tabularnewline
7 & -0.104281 & -0.6838 & 0.24888 \tabularnewline
8 & -0.090618 & -0.5942 & 0.277738 \tabularnewline
9 & -0.062148 & -0.4075 & 0.342819 \tabularnewline
10 & -0.007203 & -0.0472 & 0.481272 \tabularnewline
11 & 0.055165 & 0.3617 & 0.359659 \tabularnewline
12 & 0.119646 & 0.7846 & 0.218502 \tabularnewline
13 & 0.038207 & 0.2505 & 0.401682 \tabularnewline
14 & -0.077752 & -0.5099 & 0.30638 \tabularnewline
15 & -0.22141 & -1.4519 & 0.076896 \tabularnewline
16 & -0.320483 & -2.1015 & 0.020745 \tabularnewline
17 & -0.415872 & -2.7271 & 0.004606 \tabularnewline
18 & -0.474926 & -3.1143 & 0.001638 \tabularnewline
19 & -0.415083 & -2.7219 & 0.004668 \tabularnewline
20 & -0.350165 & -2.2962 & 0.013301 \tabularnewline
21 & -0.258817 & -1.6972 & 0.048445 \tabularnewline
22 & -0.190719 & -1.2506 & 0.108916 \tabularnewline
23 & -0.085117 & -0.5581 & 0.289819 \tabularnewline
24 & -0.016588 & -0.1088 & 0.456943 \tabularnewline
25 & -0.03716 & -0.2437 & 0.40432 \tabularnewline
26 & -0.084616 & -0.5549 & 0.290932 \tabularnewline
27 & -0.156715 & -1.0276 & 0.154931 \tabularnewline
28 & -0.197315 & -1.2939 & 0.101306 \tabularnewline
29 & -0.223959 & -1.4686 & 0.07461 \tabularnewline
30 & -0.227703 & -1.4931 & 0.07135 \tabularnewline
31 & -0.152274 & -0.9985 & 0.161806 \tabularnewline
32 & -0.080362 & -0.527 & 0.300462 \tabularnewline
33 & 0.013369 & 0.0877 & 0.465276 \tabularnewline
34 & 0.08059 & 0.5285 & 0.299948 \tabularnewline
35 & 0.158267 & 1.0378 & 0.152575 \tabularnewline
36 & 0.224062 & 1.4693 & 0.074518 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42559&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]0.835573[/C][C]5.4792[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.664212[/C][C]4.3555[/C][C]4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.449804[/C][C]2.9496[/C][C]0.002565[/C][/ROW]
[ROW][C]4[/C][C]0.250446[/C][C]1.6423[/C][C]0.053913[/C][/ROW]
[ROW][C]5[/C][C]0.063806[/C][C]0.4184[/C][C]0.338867[/C][/ROW]
[ROW][C]6[/C][C]-0.089334[/C][C]-0.5858[/C][C]0.280535[/C][/ROW]
[ROW][C]7[/C][C]-0.104281[/C][C]-0.6838[/C][C]0.24888[/C][/ROW]
[ROW][C]8[/C][C]-0.090618[/C][C]-0.5942[/C][C]0.277738[/C][/ROW]
[ROW][C]9[/C][C]-0.062148[/C][C]-0.4075[/C][C]0.342819[/C][/ROW]
[ROW][C]10[/C][C]-0.007203[/C][C]-0.0472[/C][C]0.481272[/C][/ROW]
[ROW][C]11[/C][C]0.055165[/C][C]0.3617[/C][C]0.359659[/C][/ROW]
[ROW][C]12[/C][C]0.119646[/C][C]0.7846[/C][C]0.218502[/C][/ROW]
[ROW][C]13[/C][C]0.038207[/C][C]0.2505[/C][C]0.401682[/C][/ROW]
[ROW][C]14[/C][C]-0.077752[/C][C]-0.5099[/C][C]0.30638[/C][/ROW]
[ROW][C]15[/C][C]-0.22141[/C][C]-1.4519[/C][C]0.076896[/C][/ROW]
[ROW][C]16[/C][C]-0.320483[/C][C]-2.1015[/C][C]0.020745[/C][/ROW]
[ROW][C]17[/C][C]-0.415872[/C][C]-2.7271[/C][C]0.004606[/C][/ROW]
[ROW][C]18[/C][C]-0.474926[/C][C]-3.1143[/C][C]0.001638[/C][/ROW]
[ROW][C]19[/C][C]-0.415083[/C][C]-2.7219[/C][C]0.004668[/C][/ROW]
[ROW][C]20[/C][C]-0.350165[/C][C]-2.2962[/C][C]0.013301[/C][/ROW]
[ROW][C]21[/C][C]-0.258817[/C][C]-1.6972[/C][C]0.048445[/C][/ROW]
[ROW][C]22[/C][C]-0.190719[/C][C]-1.2506[/C][C]0.108916[/C][/ROW]
[ROW][C]23[/C][C]-0.085117[/C][C]-0.5581[/C][C]0.289819[/C][/ROW]
[ROW][C]24[/C][C]-0.016588[/C][C]-0.1088[/C][C]0.456943[/C][/ROW]
[ROW][C]25[/C][C]-0.03716[/C][C]-0.2437[/C][C]0.40432[/C][/ROW]
[ROW][C]26[/C][C]-0.084616[/C][C]-0.5549[/C][C]0.290932[/C][/ROW]
[ROW][C]27[/C][C]-0.156715[/C][C]-1.0276[/C][C]0.154931[/C][/ROW]
[ROW][C]28[/C][C]-0.197315[/C][C]-1.2939[/C][C]0.101306[/C][/ROW]
[ROW][C]29[/C][C]-0.223959[/C][C]-1.4686[/C][C]0.07461[/C][/ROW]
[ROW][C]30[/C][C]-0.227703[/C][C]-1.4931[/C][C]0.07135[/C][/ROW]
[ROW][C]31[/C][C]-0.152274[/C][C]-0.9985[/C][C]0.161806[/C][/ROW]
[ROW][C]32[/C][C]-0.080362[/C][C]-0.527[/C][C]0.300462[/C][/ROW]
[ROW][C]33[/C][C]0.013369[/C][C]0.0877[/C][C]0.465276[/C][/ROW]
[ROW][C]34[/C][C]0.08059[/C][C]0.5285[/C][C]0.299948[/C][/ROW]
[ROW][C]35[/C][C]0.158267[/C][C]1.0378[/C][C]0.152575[/C][/ROW]
[ROW][C]36[/C][C]0.224062[/C][C]1.4693[/C][C]0.074518[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42559&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	0.835573	5.4792	1e-06
2	0.664212	4.3555	4e-05
3	0.449804	2.9496	0.002565
4	0.250446	1.6423	0.053913
5	0.063806	0.4184	0.338867
6	-0.089334	-0.5858	0.280535
7	-0.104281	-0.6838	0.24888
8	-0.090618	-0.5942	0.277738
9	-0.062148	-0.4075	0.342819
10	-0.007203	-0.0472	0.481272
11	0.055165	0.3617	0.359659
12	0.119646	0.7846	0.218502
13	0.038207	0.2505	0.401682
14	-0.077752	-0.5099	0.30638
15	-0.22141	-1.4519	0.076896
16	-0.320483	-2.1015	0.020745
17	-0.415872	-2.7271	0.004606
18	-0.474926	-3.1143	0.001638
19	-0.415083	-2.7219	0.004668
20	-0.350165	-2.2962	0.013301
21	-0.258817	-1.6972	0.048445
22	-0.190719	-1.2506	0.108916
23	-0.085117	-0.5581	0.289819
24	-0.016588	-0.1088	0.456943
25	-0.03716	-0.2437	0.40432
26	-0.084616	-0.5549	0.290932
27	-0.156715	-1.0276	0.154931
28	-0.197315	-1.2939	0.101306
29	-0.223959	-1.4686	0.07461
30	-0.227703	-1.4931	0.07135
31	-0.152274	-0.9985	0.161806
32	-0.080362	-0.527	0.300462
33	0.013369	0.0877	0.465276
34	0.08059	0.5285	0.299948
35	0.158267	1.0378	0.152575
36	0.224062	1.4693	0.074518

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.835573	5.4792	1e-06
2	-0.112555	-0.7381	0.232239
3	-0.247031	-1.6199	0.056284
4	-0.094904	-0.6223	0.268506
5	-0.098495	-0.6459	0.260896
6	-0.065907	-0.4322	0.333884
7	0.322826	2.1169	0.020046
8	0.016288	0.1068	0.457718
9	-0.122704	-0.8046	0.212732
10	0.065089	0.4268	0.335822
11	0.024024	0.1575	0.437781
12	0.029341	0.1924	0.424167
13	-0.382696	-2.5095	0.007968
14	-0.21549	-1.4131	0.082418
15	-0.108175	-0.7093	0.240968
16	0.162656	1.0666	0.14605
17	0.006266	0.0411	0.483709
18	-0.062664	-0.4109	0.341587
19	0.063904	0.419	0.338635
20	-0.163151	-1.0699	0.145328
21	-0.009872	-0.0647	0.474342
22	-0.051993	-0.3409	0.367405
23	0.068035	0.4461	0.32887
24	-0.171298	-1.1233	0.133777
25	-0.108197	-0.7095	0.240923
26	-0.024721	-0.1621	0.43599
27	0.007998	0.0524	0.479209
28	0.016852	0.1105	0.456261
29	0.051545	0.338	0.368503
30	-0.100705	-0.6604	0.25627
31	-0.085631	-0.5615	0.288678
32	-0.058009	-0.3804	0.352763
33	0.029389	0.1927	0.424044
34	0.084734	0.5556	0.290669
35	-0.082667	-0.5421	0.295279
36	0.021086	0.1383	0.445337

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.835573 & 5.4792 & 1e-06 \tabularnewline
2 & -0.112555 & -0.7381 & 0.232239 \tabularnewline
3 & -0.247031 & -1.6199 & 0.056284 \tabularnewline
4 & -0.094904 & -0.6223 & 0.268506 \tabularnewline
5 & -0.098495 & -0.6459 & 0.260896 \tabularnewline
6 & -0.065907 & -0.4322 & 0.333884 \tabularnewline
7 & 0.322826 & 2.1169 & 0.020046 \tabularnewline
8 & 0.016288 & 0.1068 & 0.457718 \tabularnewline
9 & -0.122704 & -0.8046 & 0.212732 \tabularnewline
10 & 0.065089 & 0.4268 & 0.335822 \tabularnewline
11 & 0.024024 & 0.1575 & 0.437781 \tabularnewline
12 & 0.029341 & 0.1924 & 0.424167 \tabularnewline
13 & -0.382696 & -2.5095 & 0.007968 \tabularnewline
14 & -0.21549 & -1.4131 & 0.082418 \tabularnewline
15 & -0.108175 & -0.7093 & 0.240968 \tabularnewline
16 & 0.162656 & 1.0666 & 0.14605 \tabularnewline
17 & 0.006266 & 0.0411 & 0.483709 \tabularnewline
18 & -0.062664 & -0.4109 & 0.341587 \tabularnewline
19 & 0.063904 & 0.419 & 0.338635 \tabularnewline
20 & -0.163151 & -1.0699 & 0.145328 \tabularnewline
21 & -0.009872 & -0.0647 & 0.474342 \tabularnewline
22 & -0.051993 & -0.3409 & 0.367405 \tabularnewline
23 & 0.068035 & 0.4461 & 0.32887 \tabularnewline
24 & -0.171298 & -1.1233 & 0.133777 \tabularnewline
25 & -0.108197 & -0.7095 & 0.240923 \tabularnewline
26 & -0.024721 & -0.1621 & 0.43599 \tabularnewline
27 & 0.007998 & 0.0524 & 0.479209 \tabularnewline
28 & 0.016852 & 0.1105 & 0.456261 \tabularnewline
29 & 0.051545 & 0.338 & 0.368503 \tabularnewline
30 & -0.100705 & -0.6604 & 0.25627 \tabularnewline
31 & -0.085631 & -0.5615 & 0.288678 \tabularnewline
32 & -0.058009 & -0.3804 & 0.352763 \tabularnewline
33 & 0.029389 & 0.1927 & 0.424044 \tabularnewline
34 & 0.084734 & 0.5556 & 0.290669 \tabularnewline
35 & -0.082667 & -0.5421 & 0.295279 \tabularnewline
36 & 0.021086 & 0.1383 & 0.445337 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42559&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]0.835573[/C][C]5.4792[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.112555[/C][C]-0.7381[/C][C]0.232239[/C][/ROW]
[ROW][C]3[/C][C]-0.247031[/C][C]-1.6199[/C][C]0.056284[/C][/ROW]
[ROW][C]4[/C][C]-0.094904[/C][C]-0.6223[/C][C]0.268506[/C][/ROW]
[ROW][C]5[/C][C]-0.098495[/C][C]-0.6459[/C][C]0.260896[/C][/ROW]
[ROW][C]6[/C][C]-0.065907[/C][C]-0.4322[/C][C]0.333884[/C][/ROW]
[ROW][C]7[/C][C]0.322826[/C][C]2.1169[/C][C]0.020046[/C][/ROW]
[ROW][C]8[/C][C]0.016288[/C][C]0.1068[/C][C]0.457718[/C][/ROW]
[ROW][C]9[/C][C]-0.122704[/C][C]-0.8046[/C][C]0.212732[/C][/ROW]
[ROW][C]10[/C][C]0.065089[/C][C]0.4268[/C][C]0.335822[/C][/ROW]
[ROW][C]11[/C][C]0.024024[/C][C]0.1575[/C][C]0.437781[/C][/ROW]
[ROW][C]12[/C][C]0.029341[/C][C]0.1924[/C][C]0.424167[/C][/ROW]
[ROW][C]13[/C][C]-0.382696[/C][C]-2.5095[/C][C]0.007968[/C][/ROW]
[ROW][C]14[/C][C]-0.21549[/C][C]-1.4131[/C][C]0.082418[/C][/ROW]
[ROW][C]15[/C][C]-0.108175[/C][C]-0.7093[/C][C]0.240968[/C][/ROW]
[ROW][C]16[/C][C]0.162656[/C][C]1.0666[/C][C]0.14605[/C][/ROW]
[ROW][C]17[/C][C]0.006266[/C][C]0.0411[/C][C]0.483709[/C][/ROW]
[ROW][C]18[/C][C]-0.062664[/C][C]-0.4109[/C][C]0.341587[/C][/ROW]
[ROW][C]19[/C][C]0.063904[/C][C]0.419[/C][C]0.338635[/C][/ROW]
[ROW][C]20[/C][C]-0.163151[/C][C]-1.0699[/C][C]0.145328[/C][/ROW]
[ROW][C]21[/C][C]-0.009872[/C][C]-0.0647[/C][C]0.474342[/C][/ROW]
[ROW][C]22[/C][C]-0.051993[/C][C]-0.3409[/C][C]0.367405[/C][/ROW]
[ROW][C]23[/C][C]0.068035[/C][C]0.4461[/C][C]0.32887[/C][/ROW]
[ROW][C]24[/C][C]-0.171298[/C][C]-1.1233[/C][C]0.133777[/C][/ROW]
[ROW][C]25[/C][C]-0.108197[/C][C]-0.7095[/C][C]0.240923[/C][/ROW]
[ROW][C]26[/C][C]-0.024721[/C][C]-0.1621[/C][C]0.43599[/C][/ROW]
[ROW][C]27[/C][C]0.007998[/C][C]0.0524[/C][C]0.479209[/C][/ROW]
[ROW][C]28[/C][C]0.016852[/C][C]0.1105[/C][C]0.456261[/C][/ROW]
[ROW][C]29[/C][C]0.051545[/C][C]0.338[/C][C]0.368503[/C][/ROW]
[ROW][C]30[/C][C]-0.100705[/C][C]-0.6604[/C][C]0.25627[/C][/ROW]
[ROW][C]31[/C][C]-0.085631[/C][C]-0.5615[/C][C]0.288678[/C][/ROW]
[ROW][C]32[/C][C]-0.058009[/C][C]-0.3804[/C][C]0.352763[/C][/ROW]
[ROW][C]33[/C][C]0.029389[/C][C]0.1927[/C][C]0.424044[/C][/ROW]
[ROW][C]34[/C][C]0.084734[/C][C]0.5556[/C][C]0.290669[/C][/ROW]
[ROW][C]35[/C][C]-0.082667[/C][C]-0.5421[/C][C]0.295279[/C][/ROW]
[ROW][C]36[/C][C]0.021086[/C][C]0.1383[/C][C]0.445337[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42559&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42559&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	0.835573	5.4792	1e-06
2	-0.112555	-0.7381	0.232239
3	-0.247031	-1.6199	0.056284
4	-0.094904	-0.6223	0.268506
5	-0.098495	-0.6459	0.260896
6	-0.065907	-0.4322	0.333884
7	0.322826	2.1169	0.020046
8	0.016288	0.1068	0.457718
9	-0.122704	-0.8046	0.212732
10	0.065089	0.4268	0.335822
11	0.024024	0.1575	0.437781
12	0.029341	0.1924	0.424167
13	-0.382696	-2.5095	0.007968
14	-0.21549	-1.4131	0.082418
15	-0.108175	-0.7093	0.240968
16	0.162656	1.0666	0.14605
17	0.006266	0.0411	0.483709
18	-0.062664	-0.4109	0.341587
19	0.063904	0.419	0.338635
20	-0.163151	-1.0699	0.145328
21	-0.009872	-0.0647	0.474342
22	-0.051993	-0.3409	0.367405
23	0.068035	0.4461	0.32887
24	-0.171298	-1.1233	0.133777
25	-0.108197	-0.7095	0.240923
26	-0.024721	-0.1621	0.43599
27	0.007998	0.0524	0.479209
28	0.016852	0.1105	0.456261
29	0.051545	0.338	0.368503
30	-0.100705	-0.6604	0.25627
31	-0.085631	-0.5615	0.288678
32	-0.058009	-0.3804	0.352763
33	0.029389	0.1927	0.424044
34	0.084734	0.5556	0.290669
35	-0.082667	-0.5421	0.295279
36	0.021086	0.1383	0.445337

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

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