Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 09:20:51 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/19/t1261239764mp3o62rbeixhn1c.htm/, Retrieved Sun, 05 May 2024 10:21:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69669, Retrieved Sun, 05 May 2024 10:21:42 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

128

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

-     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-21 16:05:06] [005278dde49cfd8c32bf201feaeb19d6]
- RM    [Spectral Analysis] [Spectral Analysis] [2008-12-21 16:14:24] [005278dde49cfd8c32bf201feaeb19d6]
- RM      [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-21 16:20:20] [005278dde49cfd8c32bf201feaeb19d6]
-  MPD        [(Partial) Autocorrelation Function] [Autocorrelation f...] [2009-12-19 16:20:51] [986e3c28a4248c495afaef9fd432264f] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=69669&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=69669&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69669&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	0.984478	12.2567	0
2	0.960731	11.961	0
3	0.933499	11.622	0
4	0.905049	11.2678	0
5	0.874918	10.8926	0
6	0.844231	10.5106	0
7	0.814837	10.1446	0
8	0.787923	9.8096	0
9	0.763248	9.5024	0
10	0.740828	9.2232	0
11	0.715762	8.9112	0
12	0.688516	8.5719	0
13	0.661741	8.2386	0
14	0.638161	7.945	0
15	0.615999	7.6691	0
16	0.595294	7.4114	0
17	0.576818	7.1813	0
18	0.559202	6.962	0
19	0.543309	6.7641	0
20	0.528657	6.5817	0
21	0.514891	6.4103	0
22	0.503458	6.268	0
23	0.49066	6.1087	0
24	0.476849	5.9367	0
25	0.462054	5.7525	0
26	0.443876	5.5262	0
27	0.424605	5.2863	0
28	0.40586	5.0529	1e-06
29	0.387282	4.8216	2e-06
30	0.369902	4.6052	4e-06
31	0.352364	4.3869	1.1e-05
32	0.335006	4.1708	2.5e-05
33	0.320327	3.988	5.1e-05
34	0.305842	3.8077	0.000101
35	0.290543	3.6172	0.000201
36	0.2716	3.3814	0.000456

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984478 & 12.2567 & 0 \tabularnewline
2 & 0.960731 & 11.961 & 0 \tabularnewline
3 & 0.933499 & 11.622 & 0 \tabularnewline
4 & 0.905049 & 11.2678 & 0 \tabularnewline
5 & 0.874918 & 10.8926 & 0 \tabularnewline
6 & 0.844231 & 10.5106 & 0 \tabularnewline
7 & 0.814837 & 10.1446 & 0 \tabularnewline
8 & 0.787923 & 9.8096 & 0 \tabularnewline
9 & 0.763248 & 9.5024 & 0 \tabularnewline
10 & 0.740828 & 9.2232 & 0 \tabularnewline
11 & 0.715762 & 8.9112 & 0 \tabularnewline
12 & 0.688516 & 8.5719 & 0 \tabularnewline
13 & 0.661741 & 8.2386 & 0 \tabularnewline
14 & 0.638161 & 7.945 & 0 \tabularnewline
15 & 0.615999 & 7.6691 & 0 \tabularnewline
16 & 0.595294 & 7.4114 & 0 \tabularnewline
17 & 0.576818 & 7.1813 & 0 \tabularnewline
18 & 0.559202 & 6.962 & 0 \tabularnewline
19 & 0.543309 & 6.7641 & 0 \tabularnewline
20 & 0.528657 & 6.5817 & 0 \tabularnewline
21 & 0.514891 & 6.4103 & 0 \tabularnewline
22 & 0.503458 & 6.268 & 0 \tabularnewline
23 & 0.49066 & 6.1087 & 0 \tabularnewline
24 & 0.476849 & 5.9367 & 0 \tabularnewline
25 & 0.462054 & 5.7525 & 0 \tabularnewline
26 & 0.443876 & 5.5262 & 0 \tabularnewline
27 & 0.424605 & 5.2863 & 0 \tabularnewline
28 & 0.40586 & 5.0529 & 1e-06 \tabularnewline
29 & 0.387282 & 4.8216 & 2e-06 \tabularnewline
30 & 0.369902 & 4.6052 & 4e-06 \tabularnewline
31 & 0.352364 & 4.3869 & 1.1e-05 \tabularnewline
32 & 0.335006 & 4.1708 & 2.5e-05 \tabularnewline
33 & 0.320327 & 3.988 & 5.1e-05 \tabularnewline
34 & 0.305842 & 3.8077 & 0.000101 \tabularnewline
35 & 0.290543 & 3.6172 & 0.000201 \tabularnewline
36 & 0.2716 & 3.3814 & 0.000456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69669&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]0.984478[/C][C]12.2567[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.960731[/C][C]11.961[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.933499[/C][C]11.622[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.905049[/C][C]11.2678[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.874918[/C][C]10.8926[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.844231[/C][C]10.5106[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.814837[/C][C]10.1446[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.787923[/C][C]9.8096[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.763248[/C][C]9.5024[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.740828[/C][C]9.2232[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.715762[/C][C]8.9112[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.688516[/C][C]8.5719[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.661741[/C][C]8.2386[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.638161[/C][C]7.945[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.615999[/C][C]7.6691[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.595294[/C][C]7.4114[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.576818[/C][C]7.1813[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.559202[/C][C]6.962[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.543309[/C][C]6.7641[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.528657[/C][C]6.5817[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.514891[/C][C]6.4103[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.503458[/C][C]6.268[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.49066[/C][C]6.1087[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.476849[/C][C]5.9367[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.462054[/C][C]5.7525[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.443876[/C][C]5.5262[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.424605[/C][C]5.2863[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.40586[/C][C]5.0529[/C][C]1e-06[/C][/ROW]
[ROW][C]29[/C][C]0.387282[/C][C]4.8216[/C][C]2e-06[/C][/ROW]
[ROW][C]30[/C][C]0.369902[/C][C]4.6052[/C][C]4e-06[/C][/ROW]
[ROW][C]31[/C][C]0.352364[/C][C]4.3869[/C][C]1.1e-05[/C][/ROW]
[ROW][C]32[/C][C]0.335006[/C][C]4.1708[/C][C]2.5e-05[/C][/ROW]
[ROW][C]33[/C][C]0.320327[/C][C]3.988[/C][C]5.1e-05[/C][/ROW]
[ROW][C]34[/C][C]0.305842[/C][C]3.8077[/C][C]0.000101[/C][/ROW]
[ROW][C]35[/C][C]0.290543[/C][C]3.6172[/C][C]0.000201[/C][/ROW]
[ROW][C]36[/C][C]0.2716[/C][C]3.3814[/C][C]0.000456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69669&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69669&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	0.984478	12.2567	0
2	0.960731	11.961	0
3	0.933499	11.622	0
4	0.905049	11.2678	0
5	0.874918	10.8926	0
6	0.844231	10.5106	0
7	0.814837	10.1446	0
8	0.787923	9.8096	0
9	0.763248	9.5024	0
10	0.740828	9.2232	0
11	0.715762	8.9112	0
12	0.688516	8.5719	0
13	0.661741	8.2386	0
14	0.638161	7.945	0
15	0.615999	7.6691	0
16	0.595294	7.4114	0
17	0.576818	7.1813	0
18	0.559202	6.962	0
19	0.543309	6.7641	0
20	0.528657	6.5817	0
21	0.514891	6.4103	0
22	0.503458	6.268	0
23	0.49066	6.1087	0
24	0.476849	5.9367	0
25	0.462054	5.7525	0
26	0.443876	5.5262	0
27	0.424605	5.2863	0
28	0.40586	5.0529	1e-06
29	0.387282	4.8216	2e-06
30	0.369902	4.6052	4e-06
31	0.352364	4.3869	1.1e-05
32	0.335006	4.1708	2.5e-05
33	0.320327	3.988	5.1e-05
34	0.305842	3.8077	0.000101
35	0.290543	3.6172	0.000201
36	0.2716	3.3814	0.000456

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.984478	12.2567	0
2	-0.274865	-3.422	0.000397
3	-0.05949	-0.7406	0.230016
4	-0.013909	-0.1732	0.431374
5	-0.05851	-0.7284	0.233719
6	-0.008858	-0.1103	0.456165
7	0.038961	0.4851	0.31416
8	0.047668	0.5935	0.276867
9	0.021469	0.2673	0.394801
10	0.026812	0.3338	0.369488
11	-0.149691	-1.8636	0.032132
12	-0.054142	-0.6741	0.250638
13	0.041396	0.5154	0.303512
14	0.091458	1.1386	0.128304
15	-0.002324	-0.0289	0.488479
16	0.027896	0.3473	0.364418
17	0.03757	0.4677	0.320313
18	-0.049303	-0.6138	0.270119
19	0.019124	0.2381	0.406063
20	-0.00421	-0.0524	0.479131
21	0.017795	0.2215	0.412481
22	0.093363	1.1624	0.123437
23	-0.084841	-1.0563	0.146247
24	-0.051507	-0.6413	0.261153
25	-0.031657	-0.3941	0.347013
26	-0.119158	-1.4835	0.069985
27	0.011172	0.1391	0.444779
28	0.05862	0.7298	0.233305
29	-0.001012	-0.0126	0.494981
30	0.041749	0.5198	0.301984
31	-0.045132	-0.5619	0.2875
32	-0.057408	-0.7147	0.237929
33	0.07681	0.9563	0.170211
34	-0.037805	-0.4707	0.319269
35	-0.025584	-0.3185	0.37526
36	-0.100674	-1.2534	0.105978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984478 & 12.2567 & 0 \tabularnewline
2 & -0.274865 & -3.422 & 0.000397 \tabularnewline
3 & -0.05949 & -0.7406 & 0.230016 \tabularnewline
4 & -0.013909 & -0.1732 & 0.431374 \tabularnewline
5 & -0.05851 & -0.7284 & 0.233719 \tabularnewline
6 & -0.008858 & -0.1103 & 0.456165 \tabularnewline
7 & 0.038961 & 0.4851 & 0.31416 \tabularnewline
8 & 0.047668 & 0.5935 & 0.276867 \tabularnewline
9 & 0.021469 & 0.2673 & 0.394801 \tabularnewline
10 & 0.026812 & 0.3338 & 0.369488 \tabularnewline
11 & -0.149691 & -1.8636 & 0.032132 \tabularnewline
12 & -0.054142 & -0.6741 & 0.250638 \tabularnewline
13 & 0.041396 & 0.5154 & 0.303512 \tabularnewline
14 & 0.091458 & 1.1386 & 0.128304 \tabularnewline
15 & -0.002324 & -0.0289 & 0.488479 \tabularnewline
16 & 0.027896 & 0.3473 & 0.364418 \tabularnewline
17 & 0.03757 & 0.4677 & 0.320313 \tabularnewline
18 & -0.049303 & -0.6138 & 0.270119 \tabularnewline
19 & 0.019124 & 0.2381 & 0.406063 \tabularnewline
20 & -0.00421 & -0.0524 & 0.479131 \tabularnewline
21 & 0.017795 & 0.2215 & 0.412481 \tabularnewline
22 & 0.093363 & 1.1624 & 0.123437 \tabularnewline
23 & -0.084841 & -1.0563 & 0.146247 \tabularnewline
24 & -0.051507 & -0.6413 & 0.261153 \tabularnewline
25 & -0.031657 & -0.3941 & 0.347013 \tabularnewline
26 & -0.119158 & -1.4835 & 0.069985 \tabularnewline
27 & 0.011172 & 0.1391 & 0.444779 \tabularnewline
28 & 0.05862 & 0.7298 & 0.233305 \tabularnewline
29 & -0.001012 & -0.0126 & 0.494981 \tabularnewline
30 & 0.041749 & 0.5198 & 0.301984 \tabularnewline
31 & -0.045132 & -0.5619 & 0.2875 \tabularnewline
32 & -0.057408 & -0.7147 & 0.237929 \tabularnewline
33 & 0.07681 & 0.9563 & 0.170211 \tabularnewline
34 & -0.037805 & -0.4707 & 0.319269 \tabularnewline
35 & -0.025584 & -0.3185 & 0.37526 \tabularnewline
36 & -0.100674 & -1.2534 & 0.105978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69669&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]0.984478[/C][C]12.2567[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.274865[/C][C]-3.422[/C][C]0.000397[/C][/ROW]
[ROW][C]3[/C][C]-0.05949[/C][C]-0.7406[/C][C]0.230016[/C][/ROW]
[ROW][C]4[/C][C]-0.013909[/C][C]-0.1732[/C][C]0.431374[/C][/ROW]
[ROW][C]5[/C][C]-0.05851[/C][C]-0.7284[/C][C]0.233719[/C][/ROW]
[ROW][C]6[/C][C]-0.008858[/C][C]-0.1103[/C][C]0.456165[/C][/ROW]
[ROW][C]7[/C][C]0.038961[/C][C]0.4851[/C][C]0.31416[/C][/ROW]
[ROW][C]8[/C][C]0.047668[/C][C]0.5935[/C][C]0.276867[/C][/ROW]
[ROW][C]9[/C][C]0.021469[/C][C]0.2673[/C][C]0.394801[/C][/ROW]
[ROW][C]10[/C][C]0.026812[/C][C]0.3338[/C][C]0.369488[/C][/ROW]
[ROW][C]11[/C][C]-0.149691[/C][C]-1.8636[/C][C]0.032132[/C][/ROW]
[ROW][C]12[/C][C]-0.054142[/C][C]-0.6741[/C][C]0.250638[/C][/ROW]
[ROW][C]13[/C][C]0.041396[/C][C]0.5154[/C][C]0.303512[/C][/ROW]
[ROW][C]14[/C][C]0.091458[/C][C]1.1386[/C][C]0.128304[/C][/ROW]
[ROW][C]15[/C][C]-0.002324[/C][C]-0.0289[/C][C]0.488479[/C][/ROW]
[ROW][C]16[/C][C]0.027896[/C][C]0.3473[/C][C]0.364418[/C][/ROW]
[ROW][C]17[/C][C]0.03757[/C][C]0.4677[/C][C]0.320313[/C][/ROW]
[ROW][C]18[/C][C]-0.049303[/C][C]-0.6138[/C][C]0.270119[/C][/ROW]
[ROW][C]19[/C][C]0.019124[/C][C]0.2381[/C][C]0.406063[/C][/ROW]
[ROW][C]20[/C][C]-0.00421[/C][C]-0.0524[/C][C]0.479131[/C][/ROW]
[ROW][C]21[/C][C]0.017795[/C][C]0.2215[/C][C]0.412481[/C][/ROW]
[ROW][C]22[/C][C]0.093363[/C][C]1.1624[/C][C]0.123437[/C][/ROW]
[ROW][C]23[/C][C]-0.084841[/C][C]-1.0563[/C][C]0.146247[/C][/ROW]
[ROW][C]24[/C][C]-0.051507[/C][C]-0.6413[/C][C]0.261153[/C][/ROW]
[ROW][C]25[/C][C]-0.031657[/C][C]-0.3941[/C][C]0.347013[/C][/ROW]
[ROW][C]26[/C][C]-0.119158[/C][C]-1.4835[/C][C]0.069985[/C][/ROW]
[ROW][C]27[/C][C]0.011172[/C][C]0.1391[/C][C]0.444779[/C][/ROW]
[ROW][C]28[/C][C]0.05862[/C][C]0.7298[/C][C]0.233305[/C][/ROW]
[ROW][C]29[/C][C]-0.001012[/C][C]-0.0126[/C][C]0.494981[/C][/ROW]
[ROW][C]30[/C][C]0.041749[/C][C]0.5198[/C][C]0.301984[/C][/ROW]
[ROW][C]31[/C][C]-0.045132[/C][C]-0.5619[/C][C]0.2875[/C][/ROW]
[ROW][C]32[/C][C]-0.057408[/C][C]-0.7147[/C][C]0.237929[/C][/ROW]
[ROW][C]33[/C][C]0.07681[/C][C]0.9563[/C][C]0.170211[/C][/ROW]
[ROW][C]34[/C][C]-0.037805[/C][C]-0.4707[/C][C]0.319269[/C][/ROW]
[ROW][C]35[/C][C]-0.025584[/C][C]-0.3185[/C][C]0.37526[/C][/ROW]
[ROW][C]36[/C][C]-0.100674[/C][C]-1.2534[/C][C]0.105978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69669&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69669&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	0.984478	12.2567	0
2	-0.274865	-3.422	0.000397
3	-0.05949	-0.7406	0.230016
4	-0.013909	-0.1732	0.431374
5	-0.05851	-0.7284	0.233719
6	-0.008858	-0.1103	0.456165
7	0.038961	0.4851	0.31416
8	0.047668	0.5935	0.276867
9	0.021469	0.2673	0.394801
10	0.026812	0.3338	0.369488
11	-0.149691	-1.8636	0.032132
12	-0.054142	-0.6741	0.250638
13	0.041396	0.5154	0.303512
14	0.091458	1.1386	0.128304
15	-0.002324	-0.0289	0.488479
16	0.027896	0.3473	0.364418
17	0.03757	0.4677	0.320313
18	-0.049303	-0.6138	0.270119
19	0.019124	0.2381	0.406063
20	-0.00421	-0.0524	0.479131
21	0.017795	0.2215	0.412481
22	0.093363	1.1624	0.123437
23	-0.084841	-1.0563	0.146247
24	-0.051507	-0.6413	0.261153
25	-0.031657	-0.3941	0.347013
26	-0.119158	-1.4835	0.069985
27	0.011172	0.1391	0.444779
28	0.05862	0.7298	0.233305
29	-0.001012	-0.0126	0.494981
30	0.041749	0.5198	0.301984
31	-0.045132	-0.5619	0.2875
32	-0.057408	-0.7147	0.237929
33	0.07681	0.9563	0.170211
34	-0.037805	-0.4707	0.319269
35	-0.025584	-0.3185	0.37526
36	-0.100674	-1.2534	0.105978

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ;

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