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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 07:56:55 -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/t1260975531xnbg4qfw9reycwl.htm/, Retrieved Tue, 30 Apr 2024 09:08:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68395, Retrieved Tue, 30 Apr 2024 09:08:02 +0000

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114

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-     [(Partial) Autocorrelation Function] [] [2009-11-25 10:24:38] [3daae06e609b839af47edc9c5015e41f]
- R  D    [(Partial) Autocorrelation Function] [] [2009-12-16 14:56:55] [21503129a47c64de7f80e1fde84c3a45] [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=68395&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=68395&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68395&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	0.023592	0.1827	0.427807
2	-0.353301	-2.7367	0.004077
3	-0.151546	-1.1739	0.122542
4	-0.248923	-1.9282	0.029286
5	0.187974	1.456	0.075297
6	0.348166	2.6969	0.004536
7	0.139852	1.0833	0.141508
8	-0.117319	-0.9087	0.18356
9	-0.231096	-1.7901	0.039245
10	-0.347579	-2.6923	0.004591
11	0.055226	0.4278	0.335172
12	0.688786	5.3353	1e-06
13	0.033382	0.2586	0.398423
14	-0.267261	-2.0702	0.021373
15	-0.131077	-1.0153	0.157015
16	-0.209482	-1.6226	0.054955
17	0.139939	1.084	0.141359
18	0.244315	1.8925	0.031629
19	0.121113	0.9381	0.175967
20	-0.034028	-0.2636	0.396504
21	-0.206141	-1.5968	0.057787
22	-0.240515	-1.863	0.033678
23	0.068284	0.5289	0.299405
24	0.452579	3.5057	0.000434
25	0.038175	0.2957	0.384239
26	-0.211923	-1.6415	0.052958
27	-0.136578	-1.0579	0.147165
28	-0.13071	-1.0125	0.157689
29	0.07017	0.5435	0.294388
30	0.12663	0.9809	0.165297
31	0.114533	0.8872	0.189265
32	-0.063031	-0.4882	0.313582
33	-0.167792	-1.2997	0.099335
34	-0.132562	-1.0268	0.154313
35	-0.027799	-0.2153	0.41512
36	0.306671	2.3755	0.010369

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023592 & 0.1827 & 0.427807 \tabularnewline
2 & -0.353301 & -2.7367 & 0.004077 \tabularnewline
3 & -0.151546 & -1.1739 & 0.122542 \tabularnewline
4 & -0.248923 & -1.9282 & 0.029286 \tabularnewline
5 & 0.187974 & 1.456 & 0.075297 \tabularnewline
6 & 0.348166 & 2.6969 & 0.004536 \tabularnewline
7 & 0.139852 & 1.0833 & 0.141508 \tabularnewline
8 & -0.117319 & -0.9087 & 0.18356 \tabularnewline
9 & -0.231096 & -1.7901 & 0.039245 \tabularnewline
10 & -0.347579 & -2.6923 & 0.004591 \tabularnewline
11 & 0.055226 & 0.4278 & 0.335172 \tabularnewline
12 & 0.688786 & 5.3353 & 1e-06 \tabularnewline
13 & 0.033382 & 0.2586 & 0.398423 \tabularnewline
14 & -0.267261 & -2.0702 & 0.021373 \tabularnewline
15 & -0.131077 & -1.0153 & 0.157015 \tabularnewline
16 & -0.209482 & -1.6226 & 0.054955 \tabularnewline
17 & 0.139939 & 1.084 & 0.141359 \tabularnewline
18 & 0.244315 & 1.8925 & 0.031629 \tabularnewline
19 & 0.121113 & 0.9381 & 0.175967 \tabularnewline
20 & -0.034028 & -0.2636 & 0.396504 \tabularnewline
21 & -0.206141 & -1.5968 & 0.057787 \tabularnewline
22 & -0.240515 & -1.863 & 0.033678 \tabularnewline
23 & 0.068284 & 0.5289 & 0.299405 \tabularnewline
24 & 0.452579 & 3.5057 & 0.000434 \tabularnewline
25 & 0.038175 & 0.2957 & 0.384239 \tabularnewline
26 & -0.211923 & -1.6415 & 0.052958 \tabularnewline
27 & -0.136578 & -1.0579 & 0.147165 \tabularnewline
28 & -0.13071 & -1.0125 & 0.157689 \tabularnewline
29 & 0.07017 & 0.5435 & 0.294388 \tabularnewline
30 & 0.12663 & 0.9809 & 0.165297 \tabularnewline
31 & 0.114533 & 0.8872 & 0.189265 \tabularnewline
32 & -0.063031 & -0.4882 & 0.313582 \tabularnewline
33 & -0.167792 & -1.2997 & 0.099335 \tabularnewline
34 & -0.132562 & -1.0268 & 0.154313 \tabularnewline
35 & -0.027799 & -0.2153 & 0.41512 \tabularnewline
36 & 0.306671 & 2.3755 & 0.010369 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68395&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]0.023592[/C][C]0.1827[/C][C]0.427807[/C][/ROW]
[ROW][C]2[/C][C]-0.353301[/C][C]-2.7367[/C][C]0.004077[/C][/ROW]
[ROW][C]3[/C][C]-0.151546[/C][C]-1.1739[/C][C]0.122542[/C][/ROW]
[ROW][C]4[/C][C]-0.248923[/C][C]-1.9282[/C][C]0.029286[/C][/ROW]
[ROW][C]5[/C][C]0.187974[/C][C]1.456[/C][C]0.075297[/C][/ROW]
[ROW][C]6[/C][C]0.348166[/C][C]2.6969[/C][C]0.004536[/C][/ROW]
[ROW][C]7[/C][C]0.139852[/C][C]1.0833[/C][C]0.141508[/C][/ROW]
[ROW][C]8[/C][C]-0.117319[/C][C]-0.9087[/C][C]0.18356[/C][/ROW]
[ROW][C]9[/C][C]-0.231096[/C][C]-1.7901[/C][C]0.039245[/C][/ROW]
[ROW][C]10[/C][C]-0.347579[/C][C]-2.6923[/C][C]0.004591[/C][/ROW]
[ROW][C]11[/C][C]0.055226[/C][C]0.4278[/C][C]0.335172[/C][/ROW]
[ROW][C]12[/C][C]0.688786[/C][C]5.3353[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.033382[/C][C]0.2586[/C][C]0.398423[/C][/ROW]
[ROW][C]14[/C][C]-0.267261[/C][C]-2.0702[/C][C]0.021373[/C][/ROW]
[ROW][C]15[/C][C]-0.131077[/C][C]-1.0153[/C][C]0.157015[/C][/ROW]
[ROW][C]16[/C][C]-0.209482[/C][C]-1.6226[/C][C]0.054955[/C][/ROW]
[ROW][C]17[/C][C]0.139939[/C][C]1.084[/C][C]0.141359[/C][/ROW]
[ROW][C]18[/C][C]0.244315[/C][C]1.8925[/C][C]0.031629[/C][/ROW]
[ROW][C]19[/C][C]0.121113[/C][C]0.9381[/C][C]0.175967[/C][/ROW]
[ROW][C]20[/C][C]-0.034028[/C][C]-0.2636[/C][C]0.396504[/C][/ROW]
[ROW][C]21[/C][C]-0.206141[/C][C]-1.5968[/C][C]0.057787[/C][/ROW]
[ROW][C]22[/C][C]-0.240515[/C][C]-1.863[/C][C]0.033678[/C][/ROW]
[ROW][C]23[/C][C]0.068284[/C][C]0.5289[/C][C]0.299405[/C][/ROW]
[ROW][C]24[/C][C]0.452579[/C][C]3.5057[/C][C]0.000434[/C][/ROW]
[ROW][C]25[/C][C]0.038175[/C][C]0.2957[/C][C]0.384239[/C][/ROW]
[ROW][C]26[/C][C]-0.211923[/C][C]-1.6415[/C][C]0.052958[/C][/ROW]
[ROW][C]27[/C][C]-0.136578[/C][C]-1.0579[/C][C]0.147165[/C][/ROW]
[ROW][C]28[/C][C]-0.13071[/C][C]-1.0125[/C][C]0.157689[/C][/ROW]
[ROW][C]29[/C][C]0.07017[/C][C]0.5435[/C][C]0.294388[/C][/ROW]
[ROW][C]30[/C][C]0.12663[/C][C]0.9809[/C][C]0.165297[/C][/ROW]
[ROW][C]31[/C][C]0.114533[/C][C]0.8872[/C][C]0.189265[/C][/ROW]
[ROW][C]32[/C][C]-0.063031[/C][C]-0.4882[/C][C]0.313582[/C][/ROW]
[ROW][C]33[/C][C]-0.167792[/C][C]-1.2997[/C][C]0.099335[/C][/ROW]
[ROW][C]34[/C][C]-0.132562[/C][C]-1.0268[/C][C]0.154313[/C][/ROW]
[ROW][C]35[/C][C]-0.027799[/C][C]-0.2153[/C][C]0.41512[/C][/ROW]
[ROW][C]36[/C][C]0.306671[/C][C]2.3755[/C][C]0.010369[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68395&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68395&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	0.023592	0.1827	0.427807
2	-0.353301	-2.7367	0.004077
3	-0.151546	-1.1739	0.122542
4	-0.248923	-1.9282	0.029286
5	0.187974	1.456	0.075297
6	0.348166	2.6969	0.004536
7	0.139852	1.0833	0.141508
8	-0.117319	-0.9087	0.18356
9	-0.231096	-1.7901	0.039245
10	-0.347579	-2.6923	0.004591
11	0.055226	0.4278	0.335172
12	0.688786	5.3353	1e-06
13	0.033382	0.2586	0.398423
14	-0.267261	-2.0702	0.021373
15	-0.131077	-1.0153	0.157015
16	-0.209482	-1.6226	0.054955
17	0.139939	1.084	0.141359
18	0.244315	1.8925	0.031629
19	0.121113	0.9381	0.175967
20	-0.034028	-0.2636	0.396504
21	-0.206141	-1.5968	0.057787
22	-0.240515	-1.863	0.033678
23	0.068284	0.5289	0.299405
24	0.452579	3.5057	0.000434
25	0.038175	0.2957	0.384239
26	-0.211923	-1.6415	0.052958
27	-0.136578	-1.0579	0.147165
28	-0.13071	-1.0125	0.157689
29	0.07017	0.5435	0.294388
30	0.12663	0.9809	0.165297
31	0.114533	0.8872	0.189265
32	-0.063031	-0.4882	0.313582
33	-0.167792	-1.2997	0.099335
34	-0.132562	-1.0268	0.154313
35	-0.027799	-0.2153	0.41512
36	0.306671	2.3755	0.010369

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.023592	0.1827	0.427807
2	-0.354055	-2.7425	0.004013
3	-0.150896	-1.1688	0.123546
4	-0.435472	-3.3732	0.000653
5	0.063495	0.4918	0.312317
6	0.093181	0.7218	0.236618
7	0.2669	2.0674	0.021509
8	0.055151	0.4272	0.335383
9	0.0902	0.6987	0.243724
10	-0.386941	-2.9972	0.001979
11	-0.102765	-0.796	0.214581
12	0.462892	3.5855	0.000338
13	-0.044306	-0.3432	0.366326
14	-0.003961	-0.0307	0.487814
15	0.004326	0.0335	0.48669
16	0.159881	1.2384	0.110189
17	-0.036622	-0.2837	0.388817
18	-0.099049	-0.7672	0.222976
19	-0.016043	-0.1243	0.450759
20	-0.001157	-0.009	0.496439
21	0.055898	0.433	0.333289
22	0.096742	0.7494	0.228285
23	0.053846	0.4171	0.339051
24	0.007236	0.056	0.477745
25	0.017248	0.1336	0.447082
26	-0.031893	-0.247	0.40286
27	-0.12951	-1.0032	0.159901
28	-0.025346	-0.1963	0.422509
29	-0.114294	-0.8853	0.18976
30	-0.099567	-0.7712	0.221795
31	-0.023679	-0.1834	0.427544
32	-0.109381	-0.8473	0.200108
33	0.023245	0.1801	0.428858
34	0.005637	0.0437	0.482658
35	-0.149048	-1.1545	0.126433
36	-0.063193	-0.4895	0.31314

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023592 & 0.1827 & 0.427807 \tabularnewline
2 & -0.354055 & -2.7425 & 0.004013 \tabularnewline
3 & -0.150896 & -1.1688 & 0.123546 \tabularnewline
4 & -0.435472 & -3.3732 & 0.000653 \tabularnewline
5 & 0.063495 & 0.4918 & 0.312317 \tabularnewline
6 & 0.093181 & 0.7218 & 0.236618 \tabularnewline
7 & 0.2669 & 2.0674 & 0.021509 \tabularnewline
8 & 0.055151 & 0.4272 & 0.335383 \tabularnewline
9 & 0.0902 & 0.6987 & 0.243724 \tabularnewline
10 & -0.386941 & -2.9972 & 0.001979 \tabularnewline
11 & -0.102765 & -0.796 & 0.214581 \tabularnewline
12 & 0.462892 & 3.5855 & 0.000338 \tabularnewline
13 & -0.044306 & -0.3432 & 0.366326 \tabularnewline
14 & -0.003961 & -0.0307 & 0.487814 \tabularnewline
15 & 0.004326 & 0.0335 & 0.48669 \tabularnewline
16 & 0.159881 & 1.2384 & 0.110189 \tabularnewline
17 & -0.036622 & -0.2837 & 0.388817 \tabularnewline
18 & -0.099049 & -0.7672 & 0.222976 \tabularnewline
19 & -0.016043 & -0.1243 & 0.450759 \tabularnewline
20 & -0.001157 & -0.009 & 0.496439 \tabularnewline
21 & 0.055898 & 0.433 & 0.333289 \tabularnewline
22 & 0.096742 & 0.7494 & 0.228285 \tabularnewline
23 & 0.053846 & 0.4171 & 0.339051 \tabularnewline
24 & 0.007236 & 0.056 & 0.477745 \tabularnewline
25 & 0.017248 & 0.1336 & 0.447082 \tabularnewline
26 & -0.031893 & -0.247 & 0.40286 \tabularnewline
27 & -0.12951 & -1.0032 & 0.159901 \tabularnewline
28 & -0.025346 & -0.1963 & 0.422509 \tabularnewline
29 & -0.114294 & -0.8853 & 0.18976 \tabularnewline
30 & -0.099567 & -0.7712 & 0.221795 \tabularnewline
31 & -0.023679 & -0.1834 & 0.427544 \tabularnewline
32 & -0.109381 & -0.8473 & 0.200108 \tabularnewline
33 & 0.023245 & 0.1801 & 0.428858 \tabularnewline
34 & 0.005637 & 0.0437 & 0.482658 \tabularnewline
35 & -0.149048 & -1.1545 & 0.126433 \tabularnewline
36 & -0.063193 & -0.4895 & 0.31314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68395&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]0.023592[/C][C]0.1827[/C][C]0.427807[/C][/ROW]
[ROW][C]2[/C][C]-0.354055[/C][C]-2.7425[/C][C]0.004013[/C][/ROW]
[ROW][C]3[/C][C]-0.150896[/C][C]-1.1688[/C][C]0.123546[/C][/ROW]
[ROW][C]4[/C][C]-0.435472[/C][C]-3.3732[/C][C]0.000653[/C][/ROW]
[ROW][C]5[/C][C]0.063495[/C][C]0.4918[/C][C]0.312317[/C][/ROW]
[ROW][C]6[/C][C]0.093181[/C][C]0.7218[/C][C]0.236618[/C][/ROW]
[ROW][C]7[/C][C]0.2669[/C][C]2.0674[/C][C]0.021509[/C][/ROW]
[ROW][C]8[/C][C]0.055151[/C][C]0.4272[/C][C]0.335383[/C][/ROW]
[ROW][C]9[/C][C]0.0902[/C][C]0.6987[/C][C]0.243724[/C][/ROW]
[ROW][C]10[/C][C]-0.386941[/C][C]-2.9972[/C][C]0.001979[/C][/ROW]
[ROW][C]11[/C][C]-0.102765[/C][C]-0.796[/C][C]0.214581[/C][/ROW]
[ROW][C]12[/C][C]0.462892[/C][C]3.5855[/C][C]0.000338[/C][/ROW]
[ROW][C]13[/C][C]-0.044306[/C][C]-0.3432[/C][C]0.366326[/C][/ROW]
[ROW][C]14[/C][C]-0.003961[/C][C]-0.0307[/C][C]0.487814[/C][/ROW]
[ROW][C]15[/C][C]0.004326[/C][C]0.0335[/C][C]0.48669[/C][/ROW]
[ROW][C]16[/C][C]0.159881[/C][C]1.2384[/C][C]0.110189[/C][/ROW]
[ROW][C]17[/C][C]-0.036622[/C][C]-0.2837[/C][C]0.388817[/C][/ROW]
[ROW][C]18[/C][C]-0.099049[/C][C]-0.7672[/C][C]0.222976[/C][/ROW]
[ROW][C]19[/C][C]-0.016043[/C][C]-0.1243[/C][C]0.450759[/C][/ROW]
[ROW][C]20[/C][C]-0.001157[/C][C]-0.009[/C][C]0.496439[/C][/ROW]
[ROW][C]21[/C][C]0.055898[/C][C]0.433[/C][C]0.333289[/C][/ROW]
[ROW][C]22[/C][C]0.096742[/C][C]0.7494[/C][C]0.228285[/C][/ROW]
[ROW][C]23[/C][C]0.053846[/C][C]0.4171[/C][C]0.339051[/C][/ROW]
[ROW][C]24[/C][C]0.007236[/C][C]0.056[/C][C]0.477745[/C][/ROW]
[ROW][C]25[/C][C]0.017248[/C][C]0.1336[/C][C]0.447082[/C][/ROW]
[ROW][C]26[/C][C]-0.031893[/C][C]-0.247[/C][C]0.40286[/C][/ROW]
[ROW][C]27[/C][C]-0.12951[/C][C]-1.0032[/C][C]0.159901[/C][/ROW]
[ROW][C]28[/C][C]-0.025346[/C][C]-0.1963[/C][C]0.422509[/C][/ROW]
[ROW][C]29[/C][C]-0.114294[/C][C]-0.8853[/C][C]0.18976[/C][/ROW]
[ROW][C]30[/C][C]-0.099567[/C][C]-0.7712[/C][C]0.221795[/C][/ROW]
[ROW][C]31[/C][C]-0.023679[/C][C]-0.1834[/C][C]0.427544[/C][/ROW]
[ROW][C]32[/C][C]-0.109381[/C][C]-0.8473[/C][C]0.200108[/C][/ROW]
[ROW][C]33[/C][C]0.023245[/C][C]0.1801[/C][C]0.428858[/C][/ROW]
[ROW][C]34[/C][C]0.005637[/C][C]0.0437[/C][C]0.482658[/C][/ROW]
[ROW][C]35[/C][C]-0.149048[/C][C]-1.1545[/C][C]0.126433[/C][/ROW]
[ROW][C]36[/C][C]-0.063193[/C][C]-0.4895[/C][C]0.31314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68395&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68395&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	0.023592	0.1827	0.427807
2	-0.354055	-2.7425	0.004013
3	-0.150896	-1.1688	0.123546
4	-0.435472	-3.3732	0.000653
5	0.063495	0.4918	0.312317
6	0.093181	0.7218	0.236618
7	0.2669	2.0674	0.021509
8	0.055151	0.4272	0.335383
9	0.0902	0.6987	0.243724
10	-0.386941	-2.9972	0.001979
11	-0.102765	-0.796	0.214581
12	0.462892	3.5855	0.000338
13	-0.044306	-0.3432	0.366326
14	-0.003961	-0.0307	0.487814
15	0.004326	0.0335	0.48669
16	0.159881	1.2384	0.110189
17	-0.036622	-0.2837	0.388817
18	-0.099049	-0.7672	0.222976
19	-0.016043	-0.1243	0.450759
20	-0.001157	-0.009	0.496439
21	0.055898	0.433	0.333289
22	0.096742	0.7494	0.228285
23	0.053846	0.4171	0.339051
24	0.007236	0.056	0.477745
25	0.017248	0.1336	0.447082
26	-0.031893	-0.247	0.40286
27	-0.12951	-1.0032	0.159901
28	-0.025346	-0.1963	0.422509
29	-0.114294	-0.8853	0.18976
30	-0.099567	-0.7712	0.221795
31	-0.023679	-0.1834	0.427544
32	-0.109381	-0.8473	0.200108
33	0.023245	0.1801	0.428858
34	0.005637	0.0437	0.482658
35	-0.149048	-1.1545	0.126433
36	-0.063193	-0.4895	0.31314

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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