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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 06:51:55 -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/2009/Dec/16/t126097155883vcqi4fsplszs2.htm/, Retrieved Tue, 30 Apr 2024 14:22:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68341, Retrieved Tue, 30 Apr 2024 14:22:58 +0000

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119

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-       [(Partial) Autocorrelation Function] [ACF (d=1; D=1) ] [2009-12-16 13:51:55] [91da2e1ebdd83187f2515f461585cbee] [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=68341&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=68341&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68341&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	-0.523138	-5.7068	0
2	-0.059912	-0.6536	0.257327
3	0.391444	4.2701	2e-05
4	-0.349831	-3.8162	0.000108
5	0.102236	1.1153	0.133493
6	0.213784	2.3321	0.010688
7	-0.377524	-4.1183	3.5e-05
8	0.220245	2.4026	0.008913
9	0.082239	0.8971	0.185733
10	-0.220961	-2.4104	0.008733
11	0.109549	1.195	0.117224
12	0.000227	0.0025	0.499015
13	-0.137041	-1.4949	0.068788
14	0.146083	1.5936	0.056842
15	0.033021	0.3602	0.359662
16	-0.251445	-2.7429	0.003515
17	0.211742	2.3098	0.011311
18	0.014481	0.158	0.437376
19	-0.204621	-2.2321	0.013738
20	0.193436	2.1101	0.01847
21	-0.02036	-0.2221	0.412307
22	-0.261175	-2.8491	0.002584
23	0.430405	4.6952	4e-06
24	-0.237971	-2.596	0.00531
25	-0.104289	-1.1377	0.128774
26	0.244992	2.6725	0.004292
27	-0.143477	-1.5651	0.060102
28	-0.054315	-0.5925	0.277318
29	0.164655	1.7962	0.037502
30	-0.17664	-1.9269	0.028187
31	0.030768	0.3356	0.368867
32	0.160086	1.7463	0.041667
33	-0.191558	-2.0897	0.019389
34	0.046601	0.5084	0.306072
35	0.082656	0.9017	0.184526
36	-0.215566	-2.3515	0.01017

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.523138 & -5.7068 & 0 \tabularnewline
2 & -0.059912 & -0.6536 & 0.257327 \tabularnewline
3 & 0.391444 & 4.2701 & 2e-05 \tabularnewline
4 & -0.349831 & -3.8162 & 0.000108 \tabularnewline
5 & 0.102236 & 1.1153 & 0.133493 \tabularnewline
6 & 0.213784 & 2.3321 & 0.010688 \tabularnewline
7 & -0.377524 & -4.1183 & 3.5e-05 \tabularnewline
8 & 0.220245 & 2.4026 & 0.008913 \tabularnewline
9 & 0.082239 & 0.8971 & 0.185733 \tabularnewline
10 & -0.220961 & -2.4104 & 0.008733 \tabularnewline
11 & 0.109549 & 1.195 & 0.117224 \tabularnewline
12 & 0.000227 & 0.0025 & 0.499015 \tabularnewline
13 & -0.137041 & -1.4949 & 0.068788 \tabularnewline
14 & 0.146083 & 1.5936 & 0.056842 \tabularnewline
15 & 0.033021 & 0.3602 & 0.359662 \tabularnewline
16 & -0.251445 & -2.7429 & 0.003515 \tabularnewline
17 & 0.211742 & 2.3098 & 0.011311 \tabularnewline
18 & 0.014481 & 0.158 & 0.437376 \tabularnewline
19 & -0.204621 & -2.2321 & 0.013738 \tabularnewline
20 & 0.193436 & 2.1101 & 0.01847 \tabularnewline
21 & -0.02036 & -0.2221 & 0.412307 \tabularnewline
22 & -0.261175 & -2.8491 & 0.002584 \tabularnewline
23 & 0.430405 & 4.6952 & 4e-06 \tabularnewline
24 & -0.237971 & -2.596 & 0.00531 \tabularnewline
25 & -0.104289 & -1.1377 & 0.128774 \tabularnewline
26 & 0.244992 & 2.6725 & 0.004292 \tabularnewline
27 & -0.143477 & -1.5651 & 0.060102 \tabularnewline
28 & -0.054315 & -0.5925 & 0.277318 \tabularnewline
29 & 0.164655 & 1.7962 & 0.037502 \tabularnewline
30 & -0.17664 & -1.9269 & 0.028187 \tabularnewline
31 & 0.030768 & 0.3356 & 0.368867 \tabularnewline
32 & 0.160086 & 1.7463 & 0.041667 \tabularnewline
33 & -0.191558 & -2.0897 & 0.019389 \tabularnewline
34 & 0.046601 & 0.5084 & 0.306072 \tabularnewline
35 & 0.082656 & 0.9017 & 0.184526 \tabularnewline
36 & -0.215566 & -2.3515 & 0.01017 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68341&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]-0.523138[/C][C]-5.7068[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.059912[/C][C]-0.6536[/C][C]0.257327[/C][/ROW]
[ROW][C]3[/C][C]0.391444[/C][C]4.2701[/C][C]2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.349831[/C][C]-3.8162[/C][C]0.000108[/C][/ROW]
[ROW][C]5[/C][C]0.102236[/C][C]1.1153[/C][C]0.133493[/C][/ROW]
[ROW][C]6[/C][C]0.213784[/C][C]2.3321[/C][C]0.010688[/C][/ROW]
[ROW][C]7[/C][C]-0.377524[/C][C]-4.1183[/C][C]3.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.220245[/C][C]2.4026[/C][C]0.008913[/C][/ROW]
[ROW][C]9[/C][C]0.082239[/C][C]0.8971[/C][C]0.185733[/C][/ROW]
[ROW][C]10[/C][C]-0.220961[/C][C]-2.4104[/C][C]0.008733[/C][/ROW]
[ROW][C]11[/C][C]0.109549[/C][C]1.195[/C][C]0.117224[/C][/ROW]
[ROW][C]12[/C][C]0.000227[/C][C]0.0025[/C][C]0.499015[/C][/ROW]
[ROW][C]13[/C][C]-0.137041[/C][C]-1.4949[/C][C]0.068788[/C][/ROW]
[ROW][C]14[/C][C]0.146083[/C][C]1.5936[/C][C]0.056842[/C][/ROW]
[ROW][C]15[/C][C]0.033021[/C][C]0.3602[/C][C]0.359662[/C][/ROW]
[ROW][C]16[/C][C]-0.251445[/C][C]-2.7429[/C][C]0.003515[/C][/ROW]
[ROW][C]17[/C][C]0.211742[/C][C]2.3098[/C][C]0.011311[/C][/ROW]
[ROW][C]18[/C][C]0.014481[/C][C]0.158[/C][C]0.437376[/C][/ROW]
[ROW][C]19[/C][C]-0.204621[/C][C]-2.2321[/C][C]0.013738[/C][/ROW]
[ROW][C]20[/C][C]0.193436[/C][C]2.1101[/C][C]0.01847[/C][/ROW]
[ROW][C]21[/C][C]-0.02036[/C][C]-0.2221[/C][C]0.412307[/C][/ROW]
[ROW][C]22[/C][C]-0.261175[/C][C]-2.8491[/C][C]0.002584[/C][/ROW]
[ROW][C]23[/C][C]0.430405[/C][C]4.6952[/C][C]4e-06[/C][/ROW]
[ROW][C]24[/C][C]-0.237971[/C][C]-2.596[/C][C]0.00531[/C][/ROW]
[ROW][C]25[/C][C]-0.104289[/C][C]-1.1377[/C][C]0.128774[/C][/ROW]
[ROW][C]26[/C][C]0.244992[/C][C]2.6725[/C][C]0.004292[/C][/ROW]
[ROW][C]27[/C][C]-0.143477[/C][C]-1.5651[/C][C]0.060102[/C][/ROW]
[ROW][C]28[/C][C]-0.054315[/C][C]-0.5925[/C][C]0.277318[/C][/ROW]
[ROW][C]29[/C][C]0.164655[/C][C]1.7962[/C][C]0.037502[/C][/ROW]
[ROW][C]30[/C][C]-0.17664[/C][C]-1.9269[/C][C]0.028187[/C][/ROW]
[ROW][C]31[/C][C]0.030768[/C][C]0.3356[/C][C]0.368867[/C][/ROW]
[ROW][C]32[/C][C]0.160086[/C][C]1.7463[/C][C]0.041667[/C][/ROW]
[ROW][C]33[/C][C]-0.191558[/C][C]-2.0897[/C][C]0.019389[/C][/ROW]
[ROW][C]34[/C][C]0.046601[/C][C]0.5084[/C][C]0.306072[/C][/ROW]
[ROW][C]35[/C][C]0.082656[/C][C]0.9017[/C][C]0.184526[/C][/ROW]
[ROW][C]36[/C][C]-0.215566[/C][C]-2.3515[/C][C]0.01017[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68341&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68341&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	-0.523138	-5.7068	0
2	-0.059912	-0.6536	0.257327
3	0.391444	4.2701	2e-05
4	-0.349831	-3.8162	0.000108
5	0.102236	1.1153	0.133493
6	0.213784	2.3321	0.010688
7	-0.377524	-4.1183	3.5e-05
8	0.220245	2.4026	0.008913
9	0.082239	0.8971	0.185733
10	-0.220961	-2.4104	0.008733
11	0.109549	1.195	0.117224
12	0.000227	0.0025	0.499015
13	-0.137041	-1.4949	0.068788
14	0.146083	1.5936	0.056842
15	0.033021	0.3602	0.359662
16	-0.251445	-2.7429	0.003515
17	0.211742	2.3098	0.011311
18	0.014481	0.158	0.437376
19	-0.204621	-2.2321	0.013738
20	0.193436	2.1101	0.01847
21	-0.02036	-0.2221	0.412307
22	-0.261175	-2.8491	0.002584
23	0.430405	4.6952	4e-06
24	-0.237971	-2.596	0.00531
25	-0.104289	-1.1377	0.128774
26	0.244992	2.6725	0.004292
27	-0.143477	-1.5651	0.060102
28	-0.054315	-0.5925	0.277318
29	0.164655	1.7962	0.037502
30	-0.17664	-1.9269	0.028187
31	0.030768	0.3356	0.368867
32	0.160086	1.7463	0.041667
33	-0.191558	-2.0897	0.019389
34	0.046601	0.5084	0.306072
35	0.082656	0.9017	0.184526
36	-0.215566	-2.3515	0.01017

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.523138	-5.7068	0
2	-0.459277	-5.0101	1e-06
3	0.183978	2.007	0.02351
4	-0.012521	-0.1366	0.445792
5	-0.007464	-0.0814	0.467621
6	0.17664	1.9269	0.028187
7	-0.124864	-1.3621	0.087869
8	-0.084364	-0.9203	0.179637
9	0.049558	0.5406	0.29489
10	0.078167	0.8527	0.197769
11	-0.105743	-1.1535	0.125505
12	-0.118765	-1.2956	0.098815
13	-0.110942	-1.2102	0.114294
14	-0.05534	-0.6037	0.2736
15	0.171987	1.8762	0.031542
16	-0.099027	-1.0803	0.141107
17	-0.092095	-1.0046	0.158555
18	0.029295	0.3196	0.374927
19	-0.036521	-0.3984	0.345525
20	-0.041413	-0.4518	0.326132
21	0.090088	0.9827	0.163865
22	-0.20969	-2.2875	0.011968
23	0.086216	0.9405	0.174433
24	0.087575	0.9553	0.170673
25	0.021371	0.2331	0.40803
26	-0.142097	-1.5501	0.061886
27	0.032608	0.3557	0.361342
28	-0.051705	-0.564	0.286896
29	-0.120672	-1.3164	0.095289
30	0.035635	0.3887	0.349084
31	-0.054526	-0.5948	0.27655
32	-0.013625	-0.1486	0.441049
33	0.001508	0.0164	0.493452
34	0.02049	0.2235	0.411758
35	-0.056246	-0.6136	0.270334
36	-0.217149	-2.3688	0.009728

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.523138 & -5.7068 & 0 \tabularnewline
2 & -0.459277 & -5.0101 & 1e-06 \tabularnewline
3 & 0.183978 & 2.007 & 0.02351 \tabularnewline
4 & -0.012521 & -0.1366 & 0.445792 \tabularnewline
5 & -0.007464 & -0.0814 & 0.467621 \tabularnewline
6 & 0.17664 & 1.9269 & 0.028187 \tabularnewline
7 & -0.124864 & -1.3621 & 0.087869 \tabularnewline
8 & -0.084364 & -0.9203 & 0.179637 \tabularnewline
9 & 0.049558 & 0.5406 & 0.29489 \tabularnewline
10 & 0.078167 & 0.8527 & 0.197769 \tabularnewline
11 & -0.105743 & -1.1535 & 0.125505 \tabularnewline
12 & -0.118765 & -1.2956 & 0.098815 \tabularnewline
13 & -0.110942 & -1.2102 & 0.114294 \tabularnewline
14 & -0.05534 & -0.6037 & 0.2736 \tabularnewline
15 & 0.171987 & 1.8762 & 0.031542 \tabularnewline
16 & -0.099027 & -1.0803 & 0.141107 \tabularnewline
17 & -0.092095 & -1.0046 & 0.158555 \tabularnewline
18 & 0.029295 & 0.3196 & 0.374927 \tabularnewline
19 & -0.036521 & -0.3984 & 0.345525 \tabularnewline
20 & -0.041413 & -0.4518 & 0.326132 \tabularnewline
21 & 0.090088 & 0.9827 & 0.163865 \tabularnewline
22 & -0.20969 & -2.2875 & 0.011968 \tabularnewline
23 & 0.086216 & 0.9405 & 0.174433 \tabularnewline
24 & 0.087575 & 0.9553 & 0.170673 \tabularnewline
25 & 0.021371 & 0.2331 & 0.40803 \tabularnewline
26 & -0.142097 & -1.5501 & 0.061886 \tabularnewline
27 & 0.032608 & 0.3557 & 0.361342 \tabularnewline
28 & -0.051705 & -0.564 & 0.286896 \tabularnewline
29 & -0.120672 & -1.3164 & 0.095289 \tabularnewline
30 & 0.035635 & 0.3887 & 0.349084 \tabularnewline
31 & -0.054526 & -0.5948 & 0.27655 \tabularnewline
32 & -0.013625 & -0.1486 & 0.441049 \tabularnewline
33 & 0.001508 & 0.0164 & 0.493452 \tabularnewline
34 & 0.02049 & 0.2235 & 0.411758 \tabularnewline
35 & -0.056246 & -0.6136 & 0.270334 \tabularnewline
36 & -0.217149 & -2.3688 & 0.009728 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68341&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]-0.523138[/C][C]-5.7068[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.459277[/C][C]-5.0101[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.183978[/C][C]2.007[/C][C]0.02351[/C][/ROW]
[ROW][C]4[/C][C]-0.012521[/C][C]-0.1366[/C][C]0.445792[/C][/ROW]
[ROW][C]5[/C][C]-0.007464[/C][C]-0.0814[/C][C]0.467621[/C][/ROW]
[ROW][C]6[/C][C]0.17664[/C][C]1.9269[/C][C]0.028187[/C][/ROW]
[ROW][C]7[/C][C]-0.124864[/C][C]-1.3621[/C][C]0.087869[/C][/ROW]
[ROW][C]8[/C][C]-0.084364[/C][C]-0.9203[/C][C]0.179637[/C][/ROW]
[ROW][C]9[/C][C]0.049558[/C][C]0.5406[/C][C]0.29489[/C][/ROW]
[ROW][C]10[/C][C]0.078167[/C][C]0.8527[/C][C]0.197769[/C][/ROW]
[ROW][C]11[/C][C]-0.105743[/C][C]-1.1535[/C][C]0.125505[/C][/ROW]
[ROW][C]12[/C][C]-0.118765[/C][C]-1.2956[/C][C]0.098815[/C][/ROW]
[ROW][C]13[/C][C]-0.110942[/C][C]-1.2102[/C][C]0.114294[/C][/ROW]
[ROW][C]14[/C][C]-0.05534[/C][C]-0.6037[/C][C]0.2736[/C][/ROW]
[ROW][C]15[/C][C]0.171987[/C][C]1.8762[/C][C]0.031542[/C][/ROW]
[ROW][C]16[/C][C]-0.099027[/C][C]-1.0803[/C][C]0.141107[/C][/ROW]
[ROW][C]17[/C][C]-0.092095[/C][C]-1.0046[/C][C]0.158555[/C][/ROW]
[ROW][C]18[/C][C]0.029295[/C][C]0.3196[/C][C]0.374927[/C][/ROW]
[ROW][C]19[/C][C]-0.036521[/C][C]-0.3984[/C][C]0.345525[/C][/ROW]
[ROW][C]20[/C][C]-0.041413[/C][C]-0.4518[/C][C]0.326132[/C][/ROW]
[ROW][C]21[/C][C]0.090088[/C][C]0.9827[/C][C]0.163865[/C][/ROW]
[ROW][C]22[/C][C]-0.20969[/C][C]-2.2875[/C][C]0.011968[/C][/ROW]
[ROW][C]23[/C][C]0.086216[/C][C]0.9405[/C][C]0.174433[/C][/ROW]
[ROW][C]24[/C][C]0.087575[/C][C]0.9553[/C][C]0.170673[/C][/ROW]
[ROW][C]25[/C][C]0.021371[/C][C]0.2331[/C][C]0.40803[/C][/ROW]
[ROW][C]26[/C][C]-0.142097[/C][C]-1.5501[/C][C]0.061886[/C][/ROW]
[ROW][C]27[/C][C]0.032608[/C][C]0.3557[/C][C]0.361342[/C][/ROW]
[ROW][C]28[/C][C]-0.051705[/C][C]-0.564[/C][C]0.286896[/C][/ROW]
[ROW][C]29[/C][C]-0.120672[/C][C]-1.3164[/C][C]0.095289[/C][/ROW]
[ROW][C]30[/C][C]0.035635[/C][C]0.3887[/C][C]0.349084[/C][/ROW]
[ROW][C]31[/C][C]-0.054526[/C][C]-0.5948[/C][C]0.27655[/C][/ROW]
[ROW][C]32[/C][C]-0.013625[/C][C]-0.1486[/C][C]0.441049[/C][/ROW]
[ROW][C]33[/C][C]0.001508[/C][C]0.0164[/C][C]0.493452[/C][/ROW]
[ROW][C]34[/C][C]0.02049[/C][C]0.2235[/C][C]0.411758[/C][/ROW]
[ROW][C]35[/C][C]-0.056246[/C][C]-0.6136[/C][C]0.270334[/C][/ROW]
[ROW][C]36[/C][C]-0.217149[/C][C]-2.3688[/C][C]0.009728[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68341&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68341&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	-0.523138	-5.7068	0
2	-0.459277	-5.0101	1e-06
3	0.183978	2.007	0.02351
4	-0.012521	-0.1366	0.445792
5	-0.007464	-0.0814	0.467621
6	0.17664	1.9269	0.028187
7	-0.124864	-1.3621	0.087869
8	-0.084364	-0.9203	0.179637
9	0.049558	0.5406	0.29489
10	0.078167	0.8527	0.197769
11	-0.105743	-1.1535	0.125505
12	-0.118765	-1.2956	0.098815
13	-0.110942	-1.2102	0.114294
14	-0.05534	-0.6037	0.2736
15	0.171987	1.8762	0.031542
16	-0.099027	-1.0803	0.141107
17	-0.092095	-1.0046	0.158555
18	0.029295	0.3196	0.374927
19	-0.036521	-0.3984	0.345525
20	-0.041413	-0.4518	0.326132
21	0.090088	0.9827	0.163865
22	-0.20969	-2.2875	0.011968
23	0.086216	0.9405	0.174433
24	0.087575	0.9553	0.170673
25	0.021371	0.2331	0.40803
26	-0.142097	-1.5501	0.061886
27	0.032608	0.3557	0.361342
28	-0.051705	-0.564	0.286896
29	-0.120672	-1.3164	0.095289
30	0.035635	0.3887	0.349084
31	-0.054526	-0.5948	0.27655
32	-0.013625	-0.1486	0.441049
33	0.001508	0.0164	0.493452
34	0.02049	0.2235	0.411758
35	-0.056246	-0.6136	0.270334
36	-0.217149	-2.3688	0.009728

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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