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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 06:57:59 -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/t12609719336l54oscqaa6x6i2.htm/, Retrieved Tue, 30 Apr 2024 20:33:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68346, Retrieved Tue, 30 Apr 2024 20:33:52 +0000

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Estimated Impact

103

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

-       [(Partial) Autocorrelation Function] [ACF (d=0;D=0)] [2009-12-16 13:57:59] [6df9bd2792d60592b4a24994398a86db] [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=68346&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=68346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68346&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	0.861382	9.8965	0
2	0.803519	9.2317	0
3	0.840711	9.659	0
4	0.772174	8.8716	0
5	0.747093	8.5834	0
6	0.773841	8.8908	0
7	0.680963	7.8237	0
8	0.655529	7.5315	0
9	0.657621	7.5555	0
10	0.572448	6.5769	0
11	0.602229	6.9191	0
12	0.653155	7.5042	0
13	0.53002	6.0895	0
14	0.473679	5.4422	0
15	0.493425	5.669	0
16	0.435876	5.0078	1e-06
17	0.423834	4.8695	2e-06
18	0.438926	5.0429	1e-06
19	0.36835	4.232	2.2e-05
20	0.347903	3.9971	5.3e-05
21	0.342425	3.9342	6.7e-05
22	0.288906	3.3193	0.000583
23	0.325884	3.7441	0.000135
24	0.361114	4.1489	3e-05
25	0.2869	3.2962	0.000629
26	0.240945	2.7682	0.003223
27	0.257608	2.9597	0.001826
28	0.224083	2.5745	0.00557
29	0.219342	2.52	0.006463
30	0.230419	2.6473	0.004551
31	0.19386	2.2273	0.013811
32	0.160803	1.8475	0.033458
33	0.160915	1.8488	0.033364
34	0.129495	1.4878	0.069597
35	0.152344	1.7503	0.041195
36	0.18859	2.1667	0.016025

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.861382 & 9.8965 & 0 \tabularnewline
2 & 0.803519 & 9.2317 & 0 \tabularnewline
3 & 0.840711 & 9.659 & 0 \tabularnewline
4 & 0.772174 & 8.8716 & 0 \tabularnewline
5 & 0.747093 & 8.5834 & 0 \tabularnewline
6 & 0.773841 & 8.8908 & 0 \tabularnewline
7 & 0.680963 & 7.8237 & 0 \tabularnewline
8 & 0.655529 & 7.5315 & 0 \tabularnewline
9 & 0.657621 & 7.5555 & 0 \tabularnewline
10 & 0.572448 & 6.5769 & 0 \tabularnewline
11 & 0.602229 & 6.9191 & 0 \tabularnewline
12 & 0.653155 & 7.5042 & 0 \tabularnewline
13 & 0.53002 & 6.0895 & 0 \tabularnewline
14 & 0.473679 & 5.4422 & 0 \tabularnewline
15 & 0.493425 & 5.669 & 0 \tabularnewline
16 & 0.435876 & 5.0078 & 1e-06 \tabularnewline
17 & 0.423834 & 4.8695 & 2e-06 \tabularnewline
18 & 0.438926 & 5.0429 & 1e-06 \tabularnewline
19 & 0.36835 & 4.232 & 2.2e-05 \tabularnewline
20 & 0.347903 & 3.9971 & 5.3e-05 \tabularnewline
21 & 0.342425 & 3.9342 & 6.7e-05 \tabularnewline
22 & 0.288906 & 3.3193 & 0.000583 \tabularnewline
23 & 0.325884 & 3.7441 & 0.000135 \tabularnewline
24 & 0.361114 & 4.1489 & 3e-05 \tabularnewline
25 & 0.2869 & 3.2962 & 0.000629 \tabularnewline
26 & 0.240945 & 2.7682 & 0.003223 \tabularnewline
27 & 0.257608 & 2.9597 & 0.001826 \tabularnewline
28 & 0.224083 & 2.5745 & 0.00557 \tabularnewline
29 & 0.219342 & 2.52 & 0.006463 \tabularnewline
30 & 0.230419 & 2.6473 & 0.004551 \tabularnewline
31 & 0.19386 & 2.2273 & 0.013811 \tabularnewline
32 & 0.160803 & 1.8475 & 0.033458 \tabularnewline
33 & 0.160915 & 1.8488 & 0.033364 \tabularnewline
34 & 0.129495 & 1.4878 & 0.069597 \tabularnewline
35 & 0.152344 & 1.7503 & 0.041195 \tabularnewline
36 & 0.18859 & 2.1667 & 0.016025 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68346&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]0.861382[/C][C]9.8965[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.803519[/C][C]9.2317[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.840711[/C][C]9.659[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.772174[/C][C]8.8716[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.747093[/C][C]8.5834[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.773841[/C][C]8.8908[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.680963[/C][C]7.8237[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.655529[/C][C]7.5315[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.657621[/C][C]7.5555[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.572448[/C][C]6.5769[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.602229[/C][C]6.9191[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.653155[/C][C]7.5042[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.53002[/C][C]6.0895[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.473679[/C][C]5.4422[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.493425[/C][C]5.669[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.435876[/C][C]5.0078[/C][C]1e-06[/C][/ROW]
[ROW][C]17[/C][C]0.423834[/C][C]4.8695[/C][C]2e-06[/C][/ROW]
[ROW][C]18[/C][C]0.438926[/C][C]5.0429[/C][C]1e-06[/C][/ROW]
[ROW][C]19[/C][C]0.36835[/C][C]4.232[/C][C]2.2e-05[/C][/ROW]
[ROW][C]20[/C][C]0.347903[/C][C]3.9971[/C][C]5.3e-05[/C][/ROW]
[ROW][C]21[/C][C]0.342425[/C][C]3.9342[/C][C]6.7e-05[/C][/ROW]
[ROW][C]22[/C][C]0.288906[/C][C]3.3193[/C][C]0.000583[/C][/ROW]
[ROW][C]23[/C][C]0.325884[/C][C]3.7441[/C][C]0.000135[/C][/ROW]
[ROW][C]24[/C][C]0.361114[/C][C]4.1489[/C][C]3e-05[/C][/ROW]
[ROW][C]25[/C][C]0.2869[/C][C]3.2962[/C][C]0.000629[/C][/ROW]
[ROW][C]26[/C][C]0.240945[/C][C]2.7682[/C][C]0.003223[/C][/ROW]
[ROW][C]27[/C][C]0.257608[/C][C]2.9597[/C][C]0.001826[/C][/ROW]
[ROW][C]28[/C][C]0.224083[/C][C]2.5745[/C][C]0.00557[/C][/ROW]
[ROW][C]29[/C][C]0.219342[/C][C]2.52[/C][C]0.006463[/C][/ROW]
[ROW][C]30[/C][C]0.230419[/C][C]2.6473[/C][C]0.004551[/C][/ROW]
[ROW][C]31[/C][C]0.19386[/C][C]2.2273[/C][C]0.013811[/C][/ROW]
[ROW][C]32[/C][C]0.160803[/C][C]1.8475[/C][C]0.033458[/C][/ROW]
[ROW][C]33[/C][C]0.160915[/C][C]1.8488[/C][C]0.033364[/C][/ROW]
[ROW][C]34[/C][C]0.129495[/C][C]1.4878[/C][C]0.069597[/C][/ROW]
[ROW][C]35[/C][C]0.152344[/C][C]1.7503[/C][C]0.041195[/C][/ROW]
[ROW][C]36[/C][C]0.18859[/C][C]2.1667[/C][C]0.016025[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68346&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	0.861382	9.8965	0
2	0.803519	9.2317	0
3	0.840711	9.659	0
4	0.772174	8.8716	0
5	0.747093	8.5834	0
6	0.773841	8.8908	0
7	0.680963	7.8237	0
8	0.655529	7.5315	0
9	0.657621	7.5555	0
10	0.572448	6.5769	0
11	0.602229	6.9191	0
12	0.653155	7.5042	0
13	0.53002	6.0895	0
14	0.473679	5.4422	0
15	0.493425	5.669	0
16	0.435876	5.0078	1e-06
17	0.423834	4.8695	2e-06
18	0.438926	5.0429	1e-06
19	0.36835	4.232	2.2e-05
20	0.347903	3.9971	5.3e-05
21	0.342425	3.9342	6.7e-05
22	0.288906	3.3193	0.000583
23	0.325884	3.7441	0.000135
24	0.361114	4.1489	3e-05
25	0.2869	3.2962	0.000629
26	0.240945	2.7682	0.003223
27	0.257608	2.9597	0.001826
28	0.224083	2.5745	0.00557
29	0.219342	2.52	0.006463
30	0.230419	2.6473	0.004551
31	0.19386	2.2273	0.013811
32	0.160803	1.8475	0.033458
33	0.160915	1.8488	0.033364
34	0.129495	1.4878	0.069597
35	0.152344	1.7503	0.041195
36	0.18859	2.1667	0.016025

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.861382	9.8965	0
2	0.238507	2.7402	0.003495
3	0.444673	5.1089	1e-06
4	-0.155848	-1.7906	0.037828
5	0.150814	1.7327	0.042741
6	0.105216	1.2088	0.114443
7	-0.278798	-3.2032	0.000852
8	0.101656	1.1679	0.122469
9	-0.125183	-1.4382	0.076366
10	-0.100174	-1.1509	0.125925
11	0.349154	4.0115	5e-05
12	0.159156	1.8286	0.034862
13	-0.352573	-4.0508	4.3e-05
14	-0.267374	-3.0719	0.001292
15	0.005869	0.0674	0.473171
16	0.154814	1.7787	0.038797
17	0.037869	0.4351	0.332108
18	0.040917	0.4701	0.31953
19	0.016896	0.1941	0.42319
20	-0.045713	-0.5252	0.300162
21	-0.028617	-0.3288	0.371422
22	0.056785	0.6524	0.257636
23	0.06366	0.7314	0.232915
24	0.013023	0.1496	0.440643
25	0.081674	0.9384	0.174886
26	-0.193624	-2.2246	0.013904
27	-0.045929	-0.5277	0.299303
28	-0.042876	-0.4926	0.311556
29	0.015467	0.1777	0.429616
30	0.059937	0.6886	0.246135
31	0.084165	0.967	0.167661
32	-0.08808	-1.012	0.156705
33	0.042261	0.4855	0.31405
34	-0.084905	-0.9755	0.165553
35	0.019794	0.2274	0.410225
36	0.057168	0.6568	0.256224

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.861382 & 9.8965 & 0 \tabularnewline
2 & 0.238507 & 2.7402 & 0.003495 \tabularnewline
3 & 0.444673 & 5.1089 & 1e-06 \tabularnewline
4 & -0.155848 & -1.7906 & 0.037828 \tabularnewline
5 & 0.150814 & 1.7327 & 0.042741 \tabularnewline
6 & 0.105216 & 1.2088 & 0.114443 \tabularnewline
7 & -0.278798 & -3.2032 & 0.000852 \tabularnewline
8 & 0.101656 & 1.1679 & 0.122469 \tabularnewline
9 & -0.125183 & -1.4382 & 0.076366 \tabularnewline
10 & -0.100174 & -1.1509 & 0.125925 \tabularnewline
11 & 0.349154 & 4.0115 & 5e-05 \tabularnewline
12 & 0.159156 & 1.8286 & 0.034862 \tabularnewline
13 & -0.352573 & -4.0508 & 4.3e-05 \tabularnewline
14 & -0.267374 & -3.0719 & 0.001292 \tabularnewline
15 & 0.005869 & 0.0674 & 0.473171 \tabularnewline
16 & 0.154814 & 1.7787 & 0.038797 \tabularnewline
17 & 0.037869 & 0.4351 & 0.332108 \tabularnewline
18 & 0.040917 & 0.4701 & 0.31953 \tabularnewline
19 & 0.016896 & 0.1941 & 0.42319 \tabularnewline
20 & -0.045713 & -0.5252 & 0.300162 \tabularnewline
21 & -0.028617 & -0.3288 & 0.371422 \tabularnewline
22 & 0.056785 & 0.6524 & 0.257636 \tabularnewline
23 & 0.06366 & 0.7314 & 0.232915 \tabularnewline
24 & 0.013023 & 0.1496 & 0.440643 \tabularnewline
25 & 0.081674 & 0.9384 & 0.174886 \tabularnewline
26 & -0.193624 & -2.2246 & 0.013904 \tabularnewline
27 & -0.045929 & -0.5277 & 0.299303 \tabularnewline
28 & -0.042876 & -0.4926 & 0.311556 \tabularnewline
29 & 0.015467 & 0.1777 & 0.429616 \tabularnewline
30 & 0.059937 & 0.6886 & 0.246135 \tabularnewline
31 & 0.084165 & 0.967 & 0.167661 \tabularnewline
32 & -0.08808 & -1.012 & 0.156705 \tabularnewline
33 & 0.042261 & 0.4855 & 0.31405 \tabularnewline
34 & -0.084905 & -0.9755 & 0.165553 \tabularnewline
35 & 0.019794 & 0.2274 & 0.410225 \tabularnewline
36 & 0.057168 & 0.6568 & 0.256224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68346&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]0.861382[/C][C]9.8965[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.238507[/C][C]2.7402[/C][C]0.003495[/C][/ROW]
[ROW][C]3[/C][C]0.444673[/C][C]5.1089[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.155848[/C][C]-1.7906[/C][C]0.037828[/C][/ROW]
[ROW][C]5[/C][C]0.150814[/C][C]1.7327[/C][C]0.042741[/C][/ROW]
[ROW][C]6[/C][C]0.105216[/C][C]1.2088[/C][C]0.114443[/C][/ROW]
[ROW][C]7[/C][C]-0.278798[/C][C]-3.2032[/C][C]0.000852[/C][/ROW]
[ROW][C]8[/C][C]0.101656[/C][C]1.1679[/C][C]0.122469[/C][/ROW]
[ROW][C]9[/C][C]-0.125183[/C][C]-1.4382[/C][C]0.076366[/C][/ROW]
[ROW][C]10[/C][C]-0.100174[/C][C]-1.1509[/C][C]0.125925[/C][/ROW]
[ROW][C]11[/C][C]0.349154[/C][C]4.0115[/C][C]5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.159156[/C][C]1.8286[/C][C]0.034862[/C][/ROW]
[ROW][C]13[/C][C]-0.352573[/C][C]-4.0508[/C][C]4.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.267374[/C][C]-3.0719[/C][C]0.001292[/C][/ROW]
[ROW][C]15[/C][C]0.005869[/C][C]0.0674[/C][C]0.473171[/C][/ROW]
[ROW][C]16[/C][C]0.154814[/C][C]1.7787[/C][C]0.038797[/C][/ROW]
[ROW][C]17[/C][C]0.037869[/C][C]0.4351[/C][C]0.332108[/C][/ROW]
[ROW][C]18[/C][C]0.040917[/C][C]0.4701[/C][C]0.31953[/C][/ROW]
[ROW][C]19[/C][C]0.016896[/C][C]0.1941[/C][C]0.42319[/C][/ROW]
[ROW][C]20[/C][C]-0.045713[/C][C]-0.5252[/C][C]0.300162[/C][/ROW]
[ROW][C]21[/C][C]-0.028617[/C][C]-0.3288[/C][C]0.371422[/C][/ROW]
[ROW][C]22[/C][C]0.056785[/C][C]0.6524[/C][C]0.257636[/C][/ROW]
[ROW][C]23[/C][C]0.06366[/C][C]0.7314[/C][C]0.232915[/C][/ROW]
[ROW][C]24[/C][C]0.013023[/C][C]0.1496[/C][C]0.440643[/C][/ROW]
[ROW][C]25[/C][C]0.081674[/C][C]0.9384[/C][C]0.174886[/C][/ROW]
[ROW][C]26[/C][C]-0.193624[/C][C]-2.2246[/C][C]0.013904[/C][/ROW]
[ROW][C]27[/C][C]-0.045929[/C][C]-0.5277[/C][C]0.299303[/C][/ROW]
[ROW][C]28[/C][C]-0.042876[/C][C]-0.4926[/C][C]0.311556[/C][/ROW]
[ROW][C]29[/C][C]0.015467[/C][C]0.1777[/C][C]0.429616[/C][/ROW]
[ROW][C]30[/C][C]0.059937[/C][C]0.6886[/C][C]0.246135[/C][/ROW]
[ROW][C]31[/C][C]0.084165[/C][C]0.967[/C][C]0.167661[/C][/ROW]
[ROW][C]32[/C][C]-0.08808[/C][C]-1.012[/C][C]0.156705[/C][/ROW]
[ROW][C]33[/C][C]0.042261[/C][C]0.4855[/C][C]0.31405[/C][/ROW]
[ROW][C]34[/C][C]-0.084905[/C][C]-0.9755[/C][C]0.165553[/C][/ROW]
[ROW][C]35[/C][C]0.019794[/C][C]0.2274[/C][C]0.410225[/C][/ROW]
[ROW][C]36[/C][C]0.057168[/C][C]0.6568[/C][C]0.256224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68346&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68346&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	0.861382	9.8965	0
2	0.238507	2.7402	0.003495
3	0.444673	5.1089	1e-06
4	-0.155848	-1.7906	0.037828
5	0.150814	1.7327	0.042741
6	0.105216	1.2088	0.114443
7	-0.278798	-3.2032	0.000852
8	0.101656	1.1679	0.122469
9	-0.125183	-1.4382	0.076366
10	-0.100174	-1.1509	0.125925
11	0.349154	4.0115	5e-05
12	0.159156	1.8286	0.034862
13	-0.352573	-4.0508	4.3e-05
14	-0.267374	-3.0719	0.001292
15	0.005869	0.0674	0.473171
16	0.154814	1.7787	0.038797
17	0.037869	0.4351	0.332108
18	0.040917	0.4701	0.31953
19	0.016896	0.1941	0.42319
20	-0.045713	-0.5252	0.300162
21	-0.028617	-0.3288	0.371422
22	0.056785	0.6524	0.257636
23	0.06366	0.7314	0.232915
24	0.013023	0.1496	0.440643
25	0.081674	0.9384	0.174886
26	-0.193624	-2.2246	0.013904
27	-0.045929	-0.5277	0.299303
28	-0.042876	-0.4926	0.311556
29	0.015467	0.1777	0.429616
30	0.059937	0.6886	0.246135
31	0.084165	0.967	0.167661
32	-0.08808	-1.012	0.156705
33	0.042261	0.4855	0.31405
34	-0.084905	-0.9755	0.165553
35	0.019794	0.2274	0.410225
36	0.057168	0.6568	0.256224

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; 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