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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 13:49:03 -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/21/t12614285681mp5atxils6o1dq.htm/, Retrieved Sun, 05 May 2024 10:46:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70374, Retrieved Sun, 05 May 2024 10:46:10 +0000

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103

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-       [(Partial) Autocorrelation Function] [Paper] [2009-12-21 20:49:03] [e339dd08bcbfc073ac7494f09a949034] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70374&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70374&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70374&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.088186	-0.6716	0.25225
2	-0.275883	-2.1011	0.019996
3	-0.138983	-1.0585	0.147117
4	-0.280738	-2.138	0.018369
5	0.093295	0.7105	0.240117
6	0.27864	2.1221	0.019058
7	0.149435	1.1381	0.129887
8	-0.162552	-1.238	0.11036
9	-0.05225	-0.3979	0.346075
10	-0.25151	-1.9154	0.030185
11	-0.100812	-0.7678	0.222872
12	0.643363	4.8997	4e-06
13	-0.170685	-1.2999	0.099389
14	-0.146833	-1.1182	0.134035
15	0.035808	0.2727	0.393025
16	-0.119445	-0.9097	0.183381
17	0.067522	0.5142	0.304521
18	0.110192	0.8392	0.202403
19	-0.012039	-0.0917	0.463631
20	-0.108183	-0.8239	0.206686
21	0.002487	0.0189	0.492476
22	-0.121124	-0.9225	0.180056
23	-0.023312	-0.1775	0.429851
24	0.447816	3.4105	0.000593
25	-0.162703	-1.2391	0.110148
26	-0.134261	-1.0225	0.155394
27	0.022497	0.1713	0.432279
28	-0.100491	-0.7653	0.223594
29	0.078161	0.5953	0.276994
30	0.081917	0.6239	0.267583
31	0.020147	0.1534	0.439293
32	-0.075572	-0.5755	0.283577
33	-0.061231	-0.4663	0.321365
34	-0.059278	-0.4514	0.326675
35	-0.007871	-0.0599	0.476203
36	0.307045	2.3384	0.011418

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.088186 & -0.6716 & 0.25225 \tabularnewline
2 & -0.275883 & -2.1011 & 0.019996 \tabularnewline
3 & -0.138983 & -1.0585 & 0.147117 \tabularnewline
4 & -0.280738 & -2.138 & 0.018369 \tabularnewline
5 & 0.093295 & 0.7105 & 0.240117 \tabularnewline
6 & 0.27864 & 2.1221 & 0.019058 \tabularnewline
7 & 0.149435 & 1.1381 & 0.129887 \tabularnewline
8 & -0.162552 & -1.238 & 0.11036 \tabularnewline
9 & -0.05225 & -0.3979 & 0.346075 \tabularnewline
10 & -0.25151 & -1.9154 & 0.030185 \tabularnewline
11 & -0.100812 & -0.7678 & 0.222872 \tabularnewline
12 & 0.643363 & 4.8997 & 4e-06 \tabularnewline
13 & -0.170685 & -1.2999 & 0.099389 \tabularnewline
14 & -0.146833 & -1.1182 & 0.134035 \tabularnewline
15 & 0.035808 & 0.2727 & 0.393025 \tabularnewline
16 & -0.119445 & -0.9097 & 0.183381 \tabularnewline
17 & 0.067522 & 0.5142 & 0.304521 \tabularnewline
18 & 0.110192 & 0.8392 & 0.202403 \tabularnewline
19 & -0.012039 & -0.0917 & 0.463631 \tabularnewline
20 & -0.108183 & -0.8239 & 0.206686 \tabularnewline
21 & 0.002487 & 0.0189 & 0.492476 \tabularnewline
22 & -0.121124 & -0.9225 & 0.180056 \tabularnewline
23 & -0.023312 & -0.1775 & 0.429851 \tabularnewline
24 & 0.447816 & 3.4105 & 0.000593 \tabularnewline
25 & -0.162703 & -1.2391 & 0.110148 \tabularnewline
26 & -0.134261 & -1.0225 & 0.155394 \tabularnewline
27 & 0.022497 & 0.1713 & 0.432279 \tabularnewline
28 & -0.100491 & -0.7653 & 0.223594 \tabularnewline
29 & 0.078161 & 0.5953 & 0.276994 \tabularnewline
30 & 0.081917 & 0.6239 & 0.267583 \tabularnewline
31 & 0.020147 & 0.1534 & 0.439293 \tabularnewline
32 & -0.075572 & -0.5755 & 0.283577 \tabularnewline
33 & -0.061231 & -0.4663 & 0.321365 \tabularnewline
34 & -0.059278 & -0.4514 & 0.326675 \tabularnewline
35 & -0.007871 & -0.0599 & 0.476203 \tabularnewline
36 & 0.307045 & 2.3384 & 0.011418 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70374&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]-0.088186[/C][C]-0.6716[/C][C]0.25225[/C][/ROW]
[ROW][C]2[/C][C]-0.275883[/C][C]-2.1011[/C][C]0.019996[/C][/ROW]
[ROW][C]3[/C][C]-0.138983[/C][C]-1.0585[/C][C]0.147117[/C][/ROW]
[ROW][C]4[/C][C]-0.280738[/C][C]-2.138[/C][C]0.018369[/C][/ROW]
[ROW][C]5[/C][C]0.093295[/C][C]0.7105[/C][C]0.240117[/C][/ROW]
[ROW][C]6[/C][C]0.27864[/C][C]2.1221[/C][C]0.019058[/C][/ROW]
[ROW][C]7[/C][C]0.149435[/C][C]1.1381[/C][C]0.129887[/C][/ROW]
[ROW][C]8[/C][C]-0.162552[/C][C]-1.238[/C][C]0.11036[/C][/ROW]
[ROW][C]9[/C][C]-0.05225[/C][C]-0.3979[/C][C]0.346075[/C][/ROW]
[ROW][C]10[/C][C]-0.25151[/C][C]-1.9154[/C][C]0.030185[/C][/ROW]
[ROW][C]11[/C][C]-0.100812[/C][C]-0.7678[/C][C]0.222872[/C][/ROW]
[ROW][C]12[/C][C]0.643363[/C][C]4.8997[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.170685[/C][C]-1.2999[/C][C]0.099389[/C][/ROW]
[ROW][C]14[/C][C]-0.146833[/C][C]-1.1182[/C][C]0.134035[/C][/ROW]
[ROW][C]15[/C][C]0.035808[/C][C]0.2727[/C][C]0.393025[/C][/ROW]
[ROW][C]16[/C][C]-0.119445[/C][C]-0.9097[/C][C]0.183381[/C][/ROW]
[ROW][C]17[/C][C]0.067522[/C][C]0.5142[/C][C]0.304521[/C][/ROW]
[ROW][C]18[/C][C]0.110192[/C][C]0.8392[/C][C]0.202403[/C][/ROW]
[ROW][C]19[/C][C]-0.012039[/C][C]-0.0917[/C][C]0.463631[/C][/ROW]
[ROW][C]20[/C][C]-0.108183[/C][C]-0.8239[/C][C]0.206686[/C][/ROW]
[ROW][C]21[/C][C]0.002487[/C][C]0.0189[/C][C]0.492476[/C][/ROW]
[ROW][C]22[/C][C]-0.121124[/C][C]-0.9225[/C][C]0.180056[/C][/ROW]
[ROW][C]23[/C][C]-0.023312[/C][C]-0.1775[/C][C]0.429851[/C][/ROW]
[ROW][C]24[/C][C]0.447816[/C][C]3.4105[/C][C]0.000593[/C][/ROW]
[ROW][C]25[/C][C]-0.162703[/C][C]-1.2391[/C][C]0.110148[/C][/ROW]
[ROW][C]26[/C][C]-0.134261[/C][C]-1.0225[/C][C]0.155394[/C][/ROW]
[ROW][C]27[/C][C]0.022497[/C][C]0.1713[/C][C]0.432279[/C][/ROW]
[ROW][C]28[/C][C]-0.100491[/C][C]-0.7653[/C][C]0.223594[/C][/ROW]
[ROW][C]29[/C][C]0.078161[/C][C]0.5953[/C][C]0.276994[/C][/ROW]
[ROW][C]30[/C][C]0.081917[/C][C]0.6239[/C][C]0.267583[/C][/ROW]
[ROW][C]31[/C][C]0.020147[/C][C]0.1534[/C][C]0.439293[/C][/ROW]
[ROW][C]32[/C][C]-0.075572[/C][C]-0.5755[/C][C]0.283577[/C][/ROW]
[ROW][C]33[/C][C]-0.061231[/C][C]-0.4663[/C][C]0.321365[/C][/ROW]
[ROW][C]34[/C][C]-0.059278[/C][C]-0.4514[/C][C]0.326675[/C][/ROW]
[ROW][C]35[/C][C]-0.007871[/C][C]-0.0599[/C][C]0.476203[/C][/ROW]
[ROW][C]36[/C][C]0.307045[/C][C]2.3384[/C][C]0.011418[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70374&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70374&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	-0.088186	-0.6716	0.25225
2	-0.275883	-2.1011	0.019996
3	-0.138983	-1.0585	0.147117
4	-0.280738	-2.138	0.018369
5	0.093295	0.7105	0.240117
6	0.27864	2.1221	0.019058
7	0.149435	1.1381	0.129887
8	-0.162552	-1.238	0.11036
9	-0.05225	-0.3979	0.346075
10	-0.25151	-1.9154	0.030185
11	-0.100812	-0.7678	0.222872
12	0.643363	4.8997	4e-06
13	-0.170685	-1.2999	0.099389
14	-0.146833	-1.1182	0.134035
15	0.035808	0.2727	0.393025
16	-0.119445	-0.9097	0.183381
17	0.067522	0.5142	0.304521
18	0.110192	0.8392	0.202403
19	-0.012039	-0.0917	0.463631
20	-0.108183	-0.8239	0.206686
21	0.002487	0.0189	0.492476
22	-0.121124	-0.9225	0.180056
23	-0.023312	-0.1775	0.429851
24	0.447816	3.4105	0.000593
25	-0.162703	-1.2391	0.110148
26	-0.134261	-1.0225	0.155394
27	0.022497	0.1713	0.432279
28	-0.100491	-0.7653	0.223594
29	0.078161	0.5953	0.276994
30	0.081917	0.6239	0.267583
31	0.020147	0.1534	0.439293
32	-0.075572	-0.5755	0.283577
33	-0.061231	-0.4663	0.321365
34	-0.059278	-0.4514	0.326675
35	-0.007871	-0.0599	0.476203
36	0.307045	2.3384	0.011418

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.088186	-0.6716	0.25225
2	-0.285883	-2.1772	0.016773
3	-0.214545	-1.6339	0.053846
4	-0.471156	-3.5882	0.000342
5	-0.252892	-1.926	0.029507
6	-0.098797	-0.7524	0.227421
7	0.035287	0.2687	0.394544
8	-0.191315	-1.457	0.075253
9	0.021581	0.1644	0.435012
10	-0.298615	-2.2742	0.013336
11	-0.36153	-2.7533	0.003932
12	0.394627	3.0054	0.001957
13	-0.338333	-2.5767	0.006271
14	-0.135562	-1.0324	0.153083
15	0.011667	0.0889	0.464754
16	0.179263	1.3652	0.088727
17	0.075829	0.5775	0.28292
18	0.003295	0.0251	0.490034
19	-0.039138	-0.2981	0.38336
20	0.122743	0.9348	0.176888
21	-0.11626	-0.8854	0.189797
22	-0.054497	-0.415	0.339823
23	-0.139164	-1.0598	0.146805
24	-0.004935	-0.0376	0.485076
25	0.099924	0.761	0.22487
26	0.008134	0.0619	0.475409
27	-0.038845	-0.2958	0.384206
28	-0.007613	-0.058	0.476981
29	0.051872	0.395	0.347129
30	-0.017778	-0.1354	0.446385
31	0.017428	0.1327	0.447433
32	-0.131087	-0.9983	0.161133
33	-0.117819	-0.8973	0.186638
34	0.049651	0.3781	0.353356
35	-0.001347	-0.0103	0.495925
36	-0.097834	-0.7451	0.229615

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.088186 & -0.6716 & 0.25225 \tabularnewline
2 & -0.285883 & -2.1772 & 0.016773 \tabularnewline
3 & -0.214545 & -1.6339 & 0.053846 \tabularnewline
4 & -0.471156 & -3.5882 & 0.000342 \tabularnewline
5 & -0.252892 & -1.926 & 0.029507 \tabularnewline
6 & -0.098797 & -0.7524 & 0.227421 \tabularnewline
7 & 0.035287 & 0.2687 & 0.394544 \tabularnewline
8 & -0.191315 & -1.457 & 0.075253 \tabularnewline
9 & 0.021581 & 0.1644 & 0.435012 \tabularnewline
10 & -0.298615 & -2.2742 & 0.013336 \tabularnewline
11 & -0.36153 & -2.7533 & 0.003932 \tabularnewline
12 & 0.394627 & 3.0054 & 0.001957 \tabularnewline
13 & -0.338333 & -2.5767 & 0.006271 \tabularnewline
14 & -0.135562 & -1.0324 & 0.153083 \tabularnewline
15 & 0.011667 & 0.0889 & 0.464754 \tabularnewline
16 & 0.179263 & 1.3652 & 0.088727 \tabularnewline
17 & 0.075829 & 0.5775 & 0.28292 \tabularnewline
18 & 0.003295 & 0.0251 & 0.490034 \tabularnewline
19 & -0.039138 & -0.2981 & 0.38336 \tabularnewline
20 & 0.122743 & 0.9348 & 0.176888 \tabularnewline
21 & -0.11626 & -0.8854 & 0.189797 \tabularnewline
22 & -0.054497 & -0.415 & 0.339823 \tabularnewline
23 & -0.139164 & -1.0598 & 0.146805 \tabularnewline
24 & -0.004935 & -0.0376 & 0.485076 \tabularnewline
25 & 0.099924 & 0.761 & 0.22487 \tabularnewline
26 & 0.008134 & 0.0619 & 0.475409 \tabularnewline
27 & -0.038845 & -0.2958 & 0.384206 \tabularnewline
28 & -0.007613 & -0.058 & 0.476981 \tabularnewline
29 & 0.051872 & 0.395 & 0.347129 \tabularnewline
30 & -0.017778 & -0.1354 & 0.446385 \tabularnewline
31 & 0.017428 & 0.1327 & 0.447433 \tabularnewline
32 & -0.131087 & -0.9983 & 0.161133 \tabularnewline
33 & -0.117819 & -0.8973 & 0.186638 \tabularnewline
34 & 0.049651 & 0.3781 & 0.353356 \tabularnewline
35 & -0.001347 & -0.0103 & 0.495925 \tabularnewline
36 & -0.097834 & -0.7451 & 0.229615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70374&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]-0.088186[/C][C]-0.6716[/C][C]0.25225[/C][/ROW]
[ROW][C]2[/C][C]-0.285883[/C][C]-2.1772[/C][C]0.016773[/C][/ROW]
[ROW][C]3[/C][C]-0.214545[/C][C]-1.6339[/C][C]0.053846[/C][/ROW]
[ROW][C]4[/C][C]-0.471156[/C][C]-3.5882[/C][C]0.000342[/C][/ROW]
[ROW][C]5[/C][C]-0.252892[/C][C]-1.926[/C][C]0.029507[/C][/ROW]
[ROW][C]6[/C][C]-0.098797[/C][C]-0.7524[/C][C]0.227421[/C][/ROW]
[ROW][C]7[/C][C]0.035287[/C][C]0.2687[/C][C]0.394544[/C][/ROW]
[ROW][C]8[/C][C]-0.191315[/C][C]-1.457[/C][C]0.075253[/C][/ROW]
[ROW][C]9[/C][C]0.021581[/C][C]0.1644[/C][C]0.435012[/C][/ROW]
[ROW][C]10[/C][C]-0.298615[/C][C]-2.2742[/C][C]0.013336[/C][/ROW]
[ROW][C]11[/C][C]-0.36153[/C][C]-2.7533[/C][C]0.003932[/C][/ROW]
[ROW][C]12[/C][C]0.394627[/C][C]3.0054[/C][C]0.001957[/C][/ROW]
[ROW][C]13[/C][C]-0.338333[/C][C]-2.5767[/C][C]0.006271[/C][/ROW]
[ROW][C]14[/C][C]-0.135562[/C][C]-1.0324[/C][C]0.153083[/C][/ROW]
[ROW][C]15[/C][C]0.011667[/C][C]0.0889[/C][C]0.464754[/C][/ROW]
[ROW][C]16[/C][C]0.179263[/C][C]1.3652[/C][C]0.088727[/C][/ROW]
[ROW][C]17[/C][C]0.075829[/C][C]0.5775[/C][C]0.28292[/C][/ROW]
[ROW][C]18[/C][C]0.003295[/C][C]0.0251[/C][C]0.490034[/C][/ROW]
[ROW][C]19[/C][C]-0.039138[/C][C]-0.2981[/C][C]0.38336[/C][/ROW]
[ROW][C]20[/C][C]0.122743[/C][C]0.9348[/C][C]0.176888[/C][/ROW]
[ROW][C]21[/C][C]-0.11626[/C][C]-0.8854[/C][C]0.189797[/C][/ROW]
[ROW][C]22[/C][C]-0.054497[/C][C]-0.415[/C][C]0.339823[/C][/ROW]
[ROW][C]23[/C][C]-0.139164[/C][C]-1.0598[/C][C]0.146805[/C][/ROW]
[ROW][C]24[/C][C]-0.004935[/C][C]-0.0376[/C][C]0.485076[/C][/ROW]
[ROW][C]25[/C][C]0.099924[/C][C]0.761[/C][C]0.22487[/C][/ROW]
[ROW][C]26[/C][C]0.008134[/C][C]0.0619[/C][C]0.475409[/C][/ROW]
[ROW][C]27[/C][C]-0.038845[/C][C]-0.2958[/C][C]0.384206[/C][/ROW]
[ROW][C]28[/C][C]-0.007613[/C][C]-0.058[/C][C]0.476981[/C][/ROW]
[ROW][C]29[/C][C]0.051872[/C][C]0.395[/C][C]0.347129[/C][/ROW]
[ROW][C]30[/C][C]-0.017778[/C][C]-0.1354[/C][C]0.446385[/C][/ROW]
[ROW][C]31[/C][C]0.017428[/C][C]0.1327[/C][C]0.447433[/C][/ROW]
[ROW][C]32[/C][C]-0.131087[/C][C]-0.9983[/C][C]0.161133[/C][/ROW]
[ROW][C]33[/C][C]-0.117819[/C][C]-0.8973[/C][C]0.186638[/C][/ROW]
[ROW][C]34[/C][C]0.049651[/C][C]0.3781[/C][C]0.353356[/C][/ROW]
[ROW][C]35[/C][C]-0.001347[/C][C]-0.0103[/C][C]0.495925[/C][/ROW]
[ROW][C]36[/C][C]-0.097834[/C][C]-0.7451[/C][C]0.229615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70374&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70374&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	-0.088186	-0.6716	0.25225
2	-0.285883	-2.1772	0.016773
3	-0.214545	-1.6339	0.053846
4	-0.471156	-3.5882	0.000342
5	-0.252892	-1.926	0.029507
6	-0.098797	-0.7524	0.227421
7	0.035287	0.2687	0.394544
8	-0.191315	-1.457	0.075253
9	0.021581	0.1644	0.435012
10	-0.298615	-2.2742	0.013336
11	-0.36153	-2.7533	0.003932
12	0.394627	3.0054	0.001957
13	-0.338333	-2.5767	0.006271
14	-0.135562	-1.0324	0.153083
15	0.011667	0.0889	0.464754
16	0.179263	1.3652	0.088727
17	0.075829	0.5775	0.28292
18	0.003295	0.0251	0.490034
19	-0.039138	-0.2981	0.38336
20	0.122743	0.9348	0.176888
21	-0.11626	-0.8854	0.189797
22	-0.054497	-0.415	0.339823
23	-0.139164	-1.0598	0.146805
24	-0.004935	-0.0376	0.485076
25	0.099924	0.761	0.22487
26	0.008134	0.0619	0.475409
27	-0.038845	-0.2958	0.384206
28	-0.007613	-0.058	0.476981
29	0.051872	0.395	0.347129
30	-0.017778	-0.1354	0.446385
31	0.017428	0.1327	0.447433
32	-0.131087	-0.9983	0.161133
33	-0.117819	-0.8973	0.186638
34	0.049651	0.3781	0.353356
35	-0.001347	-0.0103	0.495925
36	-0.097834	-0.7451	0.229615

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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