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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 11 Aug 2009 11:44:48 -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/t1250012794pkqsqwpx9egvlwg.htm/, Retrieved Thu, 02 May 2024 01:02:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42560, Retrieved Thu, 02 May 2024 01:02:02 +0000

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-       [(Partial) Autocorrelation Function] [opgave 6.3] [2009-08-11 17:44:48] [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	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=42560&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=42560&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42560&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	-0.00832	-0.0539	0.478626
2	0.125858	0.8157	0.20965
3	-0.065139	-0.4222	0.337534
4	-0.016727	-0.1084	0.457097
5	-0.015037	-0.0975	0.461416
6	-0.313555	-2.0321	0.024252
7	-0.117273	-0.76	0.225746
8	0.001528	0.0099	0.496074
9	-0.091037	-0.59	0.27918
10	0.069809	0.4524	0.32665
11	0.024151	0.1565	0.438187
12	0.518497	3.3602	0.000833
13	0.000156	0.001	0.499599
14	0.080648	0.5227	0.301979
15	-0.165279	-1.0711	0.145114
16	0.036356	0.2356	0.407438
17	-0.135145	-0.8758	0.193049
18	-0.246298	-1.5962	0.058972
19	-0.047617	-0.3086	0.379577
20	-0.061942	-0.4014	0.345069
21	0.045757	0.2965	0.384139
22	-0.091264	-0.5915	0.278693
23	0.055254	0.3581	0.361036
24	0.271852	1.7618	0.04269
25	-0.04362	-0.2827	0.389401
26	0.086947	0.5635	0.288052
27	-0.150453	-0.975	0.16756
28	-0.072239	-0.4682	0.321044
29	-0.011238	-0.0728	0.471143
30	-0.141586	-0.9176	0.182038
31	-0.019959	-0.1294	0.448849
32	-0.070948	-0.4598	0.324017
33	-0.032711	-0.212	0.416569
34	-0.015059	-0.0976	0.461359
35	0.020821	0.1349	0.446655
36	0.077408	0.5017	0.309264

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.00832 & -0.0539 & 0.478626 \tabularnewline
2 & 0.125858 & 0.8157 & 0.20965 \tabularnewline
3 & -0.065139 & -0.4222 & 0.337534 \tabularnewline
4 & -0.016727 & -0.1084 & 0.457097 \tabularnewline
5 & -0.015037 & -0.0975 & 0.461416 \tabularnewline
6 & -0.313555 & -2.0321 & 0.024252 \tabularnewline
7 & -0.117273 & -0.76 & 0.225746 \tabularnewline
8 & 0.001528 & 0.0099 & 0.496074 \tabularnewline
9 & -0.091037 & -0.59 & 0.27918 \tabularnewline
10 & 0.069809 & 0.4524 & 0.32665 \tabularnewline
11 & 0.024151 & 0.1565 & 0.438187 \tabularnewline
12 & 0.518497 & 3.3602 & 0.000833 \tabularnewline
13 & 0.000156 & 0.001 & 0.499599 \tabularnewline
14 & 0.080648 & 0.5227 & 0.301979 \tabularnewline
15 & -0.165279 & -1.0711 & 0.145114 \tabularnewline
16 & 0.036356 & 0.2356 & 0.407438 \tabularnewline
17 & -0.135145 & -0.8758 & 0.193049 \tabularnewline
18 & -0.246298 & -1.5962 & 0.058972 \tabularnewline
19 & -0.047617 & -0.3086 & 0.379577 \tabularnewline
20 & -0.061942 & -0.4014 & 0.345069 \tabularnewline
21 & 0.045757 & 0.2965 & 0.384139 \tabularnewline
22 & -0.091264 & -0.5915 & 0.278693 \tabularnewline
23 & 0.055254 & 0.3581 & 0.361036 \tabularnewline
24 & 0.271852 & 1.7618 & 0.04269 \tabularnewline
25 & -0.04362 & -0.2827 & 0.389401 \tabularnewline
26 & 0.086947 & 0.5635 & 0.288052 \tabularnewline
27 & -0.150453 & -0.975 & 0.16756 \tabularnewline
28 & -0.072239 & -0.4682 & 0.321044 \tabularnewline
29 & -0.011238 & -0.0728 & 0.471143 \tabularnewline
30 & -0.141586 & -0.9176 & 0.182038 \tabularnewline
31 & -0.019959 & -0.1294 & 0.448849 \tabularnewline
32 & -0.070948 & -0.4598 & 0.324017 \tabularnewline
33 & -0.032711 & -0.212 & 0.416569 \tabularnewline
34 & -0.015059 & -0.0976 & 0.461359 \tabularnewline
35 & 0.020821 & 0.1349 & 0.446655 \tabularnewline
36 & 0.077408 & 0.5017 & 0.309264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42560&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]-0.00832[/C][C]-0.0539[/C][C]0.478626[/C][/ROW]
[ROW][C]2[/C][C]0.125858[/C][C]0.8157[/C][C]0.20965[/C][/ROW]
[ROW][C]3[/C][C]-0.065139[/C][C]-0.4222[/C][C]0.337534[/C][/ROW]
[ROW][C]4[/C][C]-0.016727[/C][C]-0.1084[/C][C]0.457097[/C][/ROW]
[ROW][C]5[/C][C]-0.015037[/C][C]-0.0975[/C][C]0.461416[/C][/ROW]
[ROW][C]6[/C][C]-0.313555[/C][C]-2.0321[/C][C]0.024252[/C][/ROW]
[ROW][C]7[/C][C]-0.117273[/C][C]-0.76[/C][C]0.225746[/C][/ROW]
[ROW][C]8[/C][C]0.001528[/C][C]0.0099[/C][C]0.496074[/C][/ROW]
[ROW][C]9[/C][C]-0.091037[/C][C]-0.59[/C][C]0.27918[/C][/ROW]
[ROW][C]10[/C][C]0.069809[/C][C]0.4524[/C][C]0.32665[/C][/ROW]
[ROW][C]11[/C][C]0.024151[/C][C]0.1565[/C][C]0.438187[/C][/ROW]
[ROW][C]12[/C][C]0.518497[/C][C]3.3602[/C][C]0.000833[/C][/ROW]
[ROW][C]13[/C][C]0.000156[/C][C]0.001[/C][C]0.499599[/C][/ROW]
[ROW][C]14[/C][C]0.080648[/C][C]0.5227[/C][C]0.301979[/C][/ROW]
[ROW][C]15[/C][C]-0.165279[/C][C]-1.0711[/C][C]0.145114[/C][/ROW]
[ROW][C]16[/C][C]0.036356[/C][C]0.2356[/C][C]0.407438[/C][/ROW]
[ROW][C]17[/C][C]-0.135145[/C][C]-0.8758[/C][C]0.193049[/C][/ROW]
[ROW][C]18[/C][C]-0.246298[/C][C]-1.5962[/C][C]0.058972[/C][/ROW]
[ROW][C]19[/C][C]-0.047617[/C][C]-0.3086[/C][C]0.379577[/C][/ROW]
[ROW][C]20[/C][C]-0.061942[/C][C]-0.4014[/C][C]0.345069[/C][/ROW]
[ROW][C]21[/C][C]0.045757[/C][C]0.2965[/C][C]0.384139[/C][/ROW]
[ROW][C]22[/C][C]-0.091264[/C][C]-0.5915[/C][C]0.278693[/C][/ROW]
[ROW][C]23[/C][C]0.055254[/C][C]0.3581[/C][C]0.361036[/C][/ROW]
[ROW][C]24[/C][C]0.271852[/C][C]1.7618[/C][C]0.04269[/C][/ROW]
[ROW][C]25[/C][C]-0.04362[/C][C]-0.2827[/C][C]0.389401[/C][/ROW]
[ROW][C]26[/C][C]0.086947[/C][C]0.5635[/C][C]0.288052[/C][/ROW]
[ROW][C]27[/C][C]-0.150453[/C][C]-0.975[/C][C]0.16756[/C][/ROW]
[ROW][C]28[/C][C]-0.072239[/C][C]-0.4682[/C][C]0.321044[/C][/ROW]
[ROW][C]29[/C][C]-0.011238[/C][C]-0.0728[/C][C]0.471143[/C][/ROW]
[ROW][C]30[/C][C]-0.141586[/C][C]-0.9176[/C][C]0.182038[/C][/ROW]
[ROW][C]31[/C][C]-0.019959[/C][C]-0.1294[/C][C]0.448849[/C][/ROW]
[ROW][C]32[/C][C]-0.070948[/C][C]-0.4598[/C][C]0.324017[/C][/ROW]
[ROW][C]33[/C][C]-0.032711[/C][C]-0.212[/C][C]0.416569[/C][/ROW]
[ROW][C]34[/C][C]-0.015059[/C][C]-0.0976[/C][C]0.461359[/C][/ROW]
[ROW][C]35[/C][C]0.020821[/C][C]0.1349[/C][C]0.446655[/C][/ROW]
[ROW][C]36[/C][C]0.077408[/C][C]0.5017[/C][C]0.309264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42560&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42560&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	-0.00832	-0.0539	0.478626
2	0.125858	0.8157	0.20965
3	-0.065139	-0.4222	0.337534
4	-0.016727	-0.1084	0.457097
5	-0.015037	-0.0975	0.461416
6	-0.313555	-2.0321	0.024252
7	-0.117273	-0.76	0.225746
8	0.001528	0.0099	0.496074
9	-0.091037	-0.59	0.27918
10	0.069809	0.4524	0.32665
11	0.024151	0.1565	0.438187
12	0.518497	3.3602	0.000833
13	0.000156	0.001	0.499599
14	0.080648	0.5227	0.301979
15	-0.165279	-1.0711	0.145114
16	0.036356	0.2356	0.407438
17	-0.135145	-0.8758	0.193049
18	-0.246298	-1.5962	0.058972
19	-0.047617	-0.3086	0.379577
20	-0.061942	-0.4014	0.345069
21	0.045757	0.2965	0.384139
22	-0.091264	-0.5915	0.278693
23	0.055254	0.3581	0.361036
24	0.271852	1.7618	0.04269
25	-0.04362	-0.2827	0.389401
26	0.086947	0.5635	0.288052
27	-0.150453	-0.975	0.16756
28	-0.072239	-0.4682	0.321044
29	-0.011238	-0.0728	0.471143
30	-0.141586	-0.9176	0.182038
31	-0.019959	-0.1294	0.448849
32	-0.070948	-0.4598	0.324017
33	-0.032711	-0.212	0.416569
34	-0.015059	-0.0976	0.461359
35	0.020821	0.1349	0.446655
36	0.077408	0.5017	0.309264

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.00832	-0.0539	0.478626
2	0.125798	0.8153	0.209761
3	-0.064197	-0.416	0.339747
4	-0.033654	-0.2181	0.414203
5	0.001201	0.0078	0.496914
6	-0.318049	-2.0612	0.022755
7	-0.135749	-0.8798	0.192
8	0.08379	0.543	0.294993
9	-0.121638	-0.7883	0.217474
10	0.034155	0.2213	0.412947
11	0.069958	0.4534	0.326305
12	0.457501	2.9649	0.002487
13	-0.065726	-0.426	0.336159
14	-0.023851	-0.1546	0.43895
15	-0.191542	-1.2413	0.110685
16	0.027829	0.1804	0.428871
17	-0.146201	-0.9475	0.174404
18	-0.036324	-0.2354	0.407518
19	0.112797	0.731	0.234416
20	-0.041288	-0.2676	0.395168
21	0.071555	0.4637	0.322619
22	-0.199189	-1.2909	0.101901
23	-0.000457	-0.003	0.498827
24	-0.106468	-0.69	0.246996
25	-0.03506	-0.2272	0.41068
26	0.019899	0.129	0.449003
27	0.059147	0.3833	0.35171
28	-0.214169	-1.388	0.086232
29	0.143815	0.932	0.178324
30	0.07833	0.5076	0.307181
31	-0.137638	-0.892	0.188739
32	-0.081837	-0.5304	0.299326
33	-0.136916	-0.8873	0.189981
34	0.063036	0.4085	0.342484
35	-0.122651	-0.7949	0.215579
36	0.02956	0.1916	0.424501

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.00832 & -0.0539 & 0.478626 \tabularnewline
2 & 0.125798 & 0.8153 & 0.209761 \tabularnewline
3 & -0.064197 & -0.416 & 0.339747 \tabularnewline
4 & -0.033654 & -0.2181 & 0.414203 \tabularnewline
5 & 0.001201 & 0.0078 & 0.496914 \tabularnewline
6 & -0.318049 & -2.0612 & 0.022755 \tabularnewline
7 & -0.135749 & -0.8798 & 0.192 \tabularnewline
8 & 0.08379 & 0.543 & 0.294993 \tabularnewline
9 & -0.121638 & -0.7883 & 0.217474 \tabularnewline
10 & 0.034155 & 0.2213 & 0.412947 \tabularnewline
11 & 0.069958 & 0.4534 & 0.326305 \tabularnewline
12 & 0.457501 & 2.9649 & 0.002487 \tabularnewline
13 & -0.065726 & -0.426 & 0.336159 \tabularnewline
14 & -0.023851 & -0.1546 & 0.43895 \tabularnewline
15 & -0.191542 & -1.2413 & 0.110685 \tabularnewline
16 & 0.027829 & 0.1804 & 0.428871 \tabularnewline
17 & -0.146201 & -0.9475 & 0.174404 \tabularnewline
18 & -0.036324 & -0.2354 & 0.407518 \tabularnewline
19 & 0.112797 & 0.731 & 0.234416 \tabularnewline
20 & -0.041288 & -0.2676 & 0.395168 \tabularnewline
21 & 0.071555 & 0.4637 & 0.322619 \tabularnewline
22 & -0.199189 & -1.2909 & 0.101901 \tabularnewline
23 & -0.000457 & -0.003 & 0.498827 \tabularnewline
24 & -0.106468 & -0.69 & 0.246996 \tabularnewline
25 & -0.03506 & -0.2272 & 0.41068 \tabularnewline
26 & 0.019899 & 0.129 & 0.449003 \tabularnewline
27 & 0.059147 & 0.3833 & 0.35171 \tabularnewline
28 & -0.214169 & -1.388 & 0.086232 \tabularnewline
29 & 0.143815 & 0.932 & 0.178324 \tabularnewline
30 & 0.07833 & 0.5076 & 0.307181 \tabularnewline
31 & -0.137638 & -0.892 & 0.188739 \tabularnewline
32 & -0.081837 & -0.5304 & 0.299326 \tabularnewline
33 & -0.136916 & -0.8873 & 0.189981 \tabularnewline
34 & 0.063036 & 0.4085 & 0.342484 \tabularnewline
35 & -0.122651 & -0.7949 & 0.215579 \tabularnewline
36 & 0.02956 & 0.1916 & 0.424501 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42560&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]-0.00832[/C][C]-0.0539[/C][C]0.478626[/C][/ROW]
[ROW][C]2[/C][C]0.125798[/C][C]0.8153[/C][C]0.209761[/C][/ROW]
[ROW][C]3[/C][C]-0.064197[/C][C]-0.416[/C][C]0.339747[/C][/ROW]
[ROW][C]4[/C][C]-0.033654[/C][C]-0.2181[/C][C]0.414203[/C][/ROW]
[ROW][C]5[/C][C]0.001201[/C][C]0.0078[/C][C]0.496914[/C][/ROW]
[ROW][C]6[/C][C]-0.318049[/C][C]-2.0612[/C][C]0.022755[/C][/ROW]
[ROW][C]7[/C][C]-0.135749[/C][C]-0.8798[/C][C]0.192[/C][/ROW]
[ROW][C]8[/C][C]0.08379[/C][C]0.543[/C][C]0.294993[/C][/ROW]
[ROW][C]9[/C][C]-0.121638[/C][C]-0.7883[/C][C]0.217474[/C][/ROW]
[ROW][C]10[/C][C]0.034155[/C][C]0.2213[/C][C]0.412947[/C][/ROW]
[ROW][C]11[/C][C]0.069958[/C][C]0.4534[/C][C]0.326305[/C][/ROW]
[ROW][C]12[/C][C]0.457501[/C][C]2.9649[/C][C]0.002487[/C][/ROW]
[ROW][C]13[/C][C]-0.065726[/C][C]-0.426[/C][C]0.336159[/C][/ROW]
[ROW][C]14[/C][C]-0.023851[/C][C]-0.1546[/C][C]0.43895[/C][/ROW]
[ROW][C]15[/C][C]-0.191542[/C][C]-1.2413[/C][C]0.110685[/C][/ROW]
[ROW][C]16[/C][C]0.027829[/C][C]0.1804[/C][C]0.428871[/C][/ROW]
[ROW][C]17[/C][C]-0.146201[/C][C]-0.9475[/C][C]0.174404[/C][/ROW]
[ROW][C]18[/C][C]-0.036324[/C][C]-0.2354[/C][C]0.407518[/C][/ROW]
[ROW][C]19[/C][C]0.112797[/C][C]0.731[/C][C]0.234416[/C][/ROW]
[ROW][C]20[/C][C]-0.041288[/C][C]-0.2676[/C][C]0.395168[/C][/ROW]
[ROW][C]21[/C][C]0.071555[/C][C]0.4637[/C][C]0.322619[/C][/ROW]
[ROW][C]22[/C][C]-0.199189[/C][C]-1.2909[/C][C]0.101901[/C][/ROW]
[ROW][C]23[/C][C]-0.000457[/C][C]-0.003[/C][C]0.498827[/C][/ROW]
[ROW][C]24[/C][C]-0.106468[/C][C]-0.69[/C][C]0.246996[/C][/ROW]
[ROW][C]25[/C][C]-0.03506[/C][C]-0.2272[/C][C]0.41068[/C][/ROW]
[ROW][C]26[/C][C]0.019899[/C][C]0.129[/C][C]0.449003[/C][/ROW]
[ROW][C]27[/C][C]0.059147[/C][C]0.3833[/C][C]0.35171[/C][/ROW]
[ROW][C]28[/C][C]-0.214169[/C][C]-1.388[/C][C]0.086232[/C][/ROW]
[ROW][C]29[/C][C]0.143815[/C][C]0.932[/C][C]0.178324[/C][/ROW]
[ROW][C]30[/C][C]0.07833[/C][C]0.5076[/C][C]0.307181[/C][/ROW]
[ROW][C]31[/C][C]-0.137638[/C][C]-0.892[/C][C]0.188739[/C][/ROW]
[ROW][C]32[/C][C]-0.081837[/C][C]-0.5304[/C][C]0.299326[/C][/ROW]
[ROW][C]33[/C][C]-0.136916[/C][C]-0.8873[/C][C]0.189981[/C][/ROW]
[ROW][C]34[/C][C]0.063036[/C][C]0.4085[/C][C]0.342484[/C][/ROW]
[ROW][C]35[/C][C]-0.122651[/C][C]-0.7949[/C][C]0.215579[/C][/ROW]
[ROW][C]36[/C][C]0.02956[/C][C]0.1916[/C][C]0.424501[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42560&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42560&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	-0.00832	-0.0539	0.478626
2	0.125798	0.8153	0.209761
3	-0.064197	-0.416	0.339747
4	-0.033654	-0.2181	0.414203
5	0.001201	0.0078	0.496914
6	-0.318049	-2.0612	0.022755
7	-0.135749	-0.8798	0.192
8	0.08379	0.543	0.294993
9	-0.121638	-0.7883	0.217474
10	0.034155	0.2213	0.412947
11	0.069958	0.4534	0.326305
12	0.457501	2.9649	0.002487
13	-0.065726	-0.426	0.336159
14	-0.023851	-0.1546	0.43895
15	-0.191542	-1.2413	0.110685
16	0.027829	0.1804	0.428871
17	-0.146201	-0.9475	0.174404
18	-0.036324	-0.2354	0.407518
19	0.112797	0.731	0.234416
20	-0.041288	-0.2676	0.395168
21	0.071555	0.4637	0.322619
22	-0.199189	-1.2909	0.101901
23	-0.000457	-0.003	0.498827
24	-0.106468	-0.69	0.246996
25	-0.03506	-0.2272	0.41068
26	0.019899	0.129	0.449003
27	0.059147	0.3833	0.35171
28	-0.214169	-1.388	0.086232
29	0.143815	0.932	0.178324
30	0.07833	0.5076	0.307181
31	-0.137638	-0.892	0.188739
32	-0.081837	-0.5304	0.299326
33	-0.136916	-0.8873	0.189981
34	0.063036	0.4085	0.342484
35	-0.122651	-0.7949	0.215579
36	0.02956	0.1916	0.424501

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 = 1 ; 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