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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 30 Dec 2009 16:30:27 -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/31/t12622158860pcmq7uv7j8odbt.htm/, Retrieved Thu, 02 May 2024 04:30:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71400, Retrieved Thu, 02 May 2024 04:30:29 +0000

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146

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-       [(Partial) Autocorrelation Function] [ACF] [2009-12-30 23:30:27] [fe64bd97bfa4d92f47365386639c265d] [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=71400&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=71400&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71400&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	0.948314	7.3456	0
2	0.899238	6.9655	0
3	0.849246	6.5782	0
4	0.802748	6.2181	0
5	0.751448	5.8207	0
6	0.696023	5.3914	1e-06
7	0.648129	5.0204	2e-06
8	0.601098	4.6561	9e-06
9	0.55561	4.3037	3.1e-05
10	0.493302	3.8211	0.000159
11	0.429711	3.3285	0.000748
12	0.365865	2.834	0.003127
13	0.313461	2.4281	0.009098
14	0.259792	2.0123	0.02434
15	0.211642	1.6394	0.053185
16	0.170359	1.3196	0.095992
17	0.138604	1.0736	0.143645
18	0.112012	0.8676	0.194523
19	0.080676	0.6249	0.267198
20	0.050726	0.3929	0.347886
21	0.015687	0.1215	0.451847
22	-0.015959	-0.1236	0.451015
23	-0.055498	-0.4299	0.33441
24	-0.085718	-0.664	0.254627
25	-0.109086	-0.845	0.20074
26	-0.134241	-1.0398	0.151296
27	-0.159398	-1.2347	0.11088
28	-0.178818	-1.3851	0.085573
29	-0.194046	-1.5031	0.069032
30	-0.228503	-1.77	0.040906
31	-0.248336	-1.9236	0.029576
32	-0.285916	-2.2147	0.015295
33	-0.321192	-2.4879	0.007822
34	-0.348688	-2.7009	0.004487
35	-0.372481	-2.8852	0.002713
36	-0.395591	-3.0642	0.001634

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948314 & 7.3456 & 0 \tabularnewline
2 & 0.899238 & 6.9655 & 0 \tabularnewline
3 & 0.849246 & 6.5782 & 0 \tabularnewline
4 & 0.802748 & 6.2181 & 0 \tabularnewline
5 & 0.751448 & 5.8207 & 0 \tabularnewline
6 & 0.696023 & 5.3914 & 1e-06 \tabularnewline
7 & 0.648129 & 5.0204 & 2e-06 \tabularnewline
8 & 0.601098 & 4.6561 & 9e-06 \tabularnewline
9 & 0.55561 & 4.3037 & 3.1e-05 \tabularnewline
10 & 0.493302 & 3.8211 & 0.000159 \tabularnewline
11 & 0.429711 & 3.3285 & 0.000748 \tabularnewline
12 & 0.365865 & 2.834 & 0.003127 \tabularnewline
13 & 0.313461 & 2.4281 & 0.009098 \tabularnewline
14 & 0.259792 & 2.0123 & 0.02434 \tabularnewline
15 & 0.211642 & 1.6394 & 0.053185 \tabularnewline
16 & 0.170359 & 1.3196 & 0.095992 \tabularnewline
17 & 0.138604 & 1.0736 & 0.143645 \tabularnewline
18 & 0.112012 & 0.8676 & 0.194523 \tabularnewline
19 & 0.080676 & 0.6249 & 0.267198 \tabularnewline
20 & 0.050726 & 0.3929 & 0.347886 \tabularnewline
21 & 0.015687 & 0.1215 & 0.451847 \tabularnewline
22 & -0.015959 & -0.1236 & 0.451015 \tabularnewline
23 & -0.055498 & -0.4299 & 0.33441 \tabularnewline
24 & -0.085718 & -0.664 & 0.254627 \tabularnewline
25 & -0.109086 & -0.845 & 0.20074 \tabularnewline
26 & -0.134241 & -1.0398 & 0.151296 \tabularnewline
27 & -0.159398 & -1.2347 & 0.11088 \tabularnewline
28 & -0.178818 & -1.3851 & 0.085573 \tabularnewline
29 & -0.194046 & -1.5031 & 0.069032 \tabularnewline
30 & -0.228503 & -1.77 & 0.040906 \tabularnewline
31 & -0.248336 & -1.9236 & 0.029576 \tabularnewline
32 & -0.285916 & -2.2147 & 0.015295 \tabularnewline
33 & -0.321192 & -2.4879 & 0.007822 \tabularnewline
34 & -0.348688 & -2.7009 & 0.004487 \tabularnewline
35 & -0.372481 & -2.8852 & 0.002713 \tabularnewline
36 & -0.395591 & -3.0642 & 0.001634 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71400&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]0.948314[/C][C]7.3456[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.899238[/C][C]6.9655[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.849246[/C][C]6.5782[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.802748[/C][C]6.2181[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.751448[/C][C]5.8207[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.696023[/C][C]5.3914[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.648129[/C][C]5.0204[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.601098[/C][C]4.6561[/C][C]9e-06[/C][/ROW]
[ROW][C]9[/C][C]0.55561[/C][C]4.3037[/C][C]3.1e-05[/C][/ROW]
[ROW][C]10[/C][C]0.493302[/C][C]3.8211[/C][C]0.000159[/C][/ROW]
[ROW][C]11[/C][C]0.429711[/C][C]3.3285[/C][C]0.000748[/C][/ROW]
[ROW][C]12[/C][C]0.365865[/C][C]2.834[/C][C]0.003127[/C][/ROW]
[ROW][C]13[/C][C]0.313461[/C][C]2.4281[/C][C]0.009098[/C][/ROW]
[ROW][C]14[/C][C]0.259792[/C][C]2.0123[/C][C]0.02434[/C][/ROW]
[ROW][C]15[/C][C]0.211642[/C][C]1.6394[/C][C]0.053185[/C][/ROW]
[ROW][C]16[/C][C]0.170359[/C][C]1.3196[/C][C]0.095992[/C][/ROW]
[ROW][C]17[/C][C]0.138604[/C][C]1.0736[/C][C]0.143645[/C][/ROW]
[ROW][C]18[/C][C]0.112012[/C][C]0.8676[/C][C]0.194523[/C][/ROW]
[ROW][C]19[/C][C]0.080676[/C][C]0.6249[/C][C]0.267198[/C][/ROW]
[ROW][C]20[/C][C]0.050726[/C][C]0.3929[/C][C]0.347886[/C][/ROW]
[ROW][C]21[/C][C]0.015687[/C][C]0.1215[/C][C]0.451847[/C][/ROW]
[ROW][C]22[/C][C]-0.015959[/C][C]-0.1236[/C][C]0.451015[/C][/ROW]
[ROW][C]23[/C][C]-0.055498[/C][C]-0.4299[/C][C]0.33441[/C][/ROW]
[ROW][C]24[/C][C]-0.085718[/C][C]-0.664[/C][C]0.254627[/C][/ROW]
[ROW][C]25[/C][C]-0.109086[/C][C]-0.845[/C][C]0.20074[/C][/ROW]
[ROW][C]26[/C][C]-0.134241[/C][C]-1.0398[/C][C]0.151296[/C][/ROW]
[ROW][C]27[/C][C]-0.159398[/C][C]-1.2347[/C][C]0.11088[/C][/ROW]
[ROW][C]28[/C][C]-0.178818[/C][C]-1.3851[/C][C]0.085573[/C][/ROW]
[ROW][C]29[/C][C]-0.194046[/C][C]-1.5031[/C][C]0.069032[/C][/ROW]
[ROW][C]30[/C][C]-0.228503[/C][C]-1.77[/C][C]0.040906[/C][/ROW]
[ROW][C]31[/C][C]-0.248336[/C][C]-1.9236[/C][C]0.029576[/C][/ROW]
[ROW][C]32[/C][C]-0.285916[/C][C]-2.2147[/C][C]0.015295[/C][/ROW]
[ROW][C]33[/C][C]-0.321192[/C][C]-2.4879[/C][C]0.007822[/C][/ROW]
[ROW][C]34[/C][C]-0.348688[/C][C]-2.7009[/C][C]0.004487[/C][/ROW]
[ROW][C]35[/C][C]-0.372481[/C][C]-2.8852[/C][C]0.002713[/C][/ROW]
[ROW][C]36[/C][C]-0.395591[/C][C]-3.0642[/C][C]0.001634[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71400&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71400&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	0.948314	7.3456	0
2	0.899238	6.9655	0
3	0.849246	6.5782	0
4	0.802748	6.2181	0
5	0.751448	5.8207	0
6	0.696023	5.3914	1e-06
7	0.648129	5.0204	2e-06
8	0.601098	4.6561	9e-06
9	0.55561	4.3037	3.1e-05
10	0.493302	3.8211	0.000159
11	0.429711	3.3285	0.000748
12	0.365865	2.834	0.003127
13	0.313461	2.4281	0.009098
14	0.259792	2.0123	0.02434
15	0.211642	1.6394	0.053185
16	0.170359	1.3196	0.095992
17	0.138604	1.0736	0.143645
18	0.112012	0.8676	0.194523
19	0.080676	0.6249	0.267198
20	0.050726	0.3929	0.347886
21	0.015687	0.1215	0.451847
22	-0.015959	-0.1236	0.451015
23	-0.055498	-0.4299	0.33441
24	-0.085718	-0.664	0.254627
25	-0.109086	-0.845	0.20074
26	-0.134241	-1.0398	0.151296
27	-0.159398	-1.2347	0.11088
28	-0.178818	-1.3851	0.085573
29	-0.194046	-1.5031	0.069032
30	-0.228503	-1.77	0.040906
31	-0.248336	-1.9236	0.029576
32	-0.285916	-2.2147	0.015295
33	-0.321192	-2.4879	0.007822
34	-0.348688	-2.7009	0.004487
35	-0.372481	-2.8852	0.002713
36	-0.395591	-3.0642	0.001634

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.948314	7.3456	0
2	-0.000611	-0.0047	0.49812
3	-0.034316	-0.2658	0.395648
4	0.007289	0.0565	0.477582
5	-0.071882	-0.5568	0.28987
6	-0.07324	-0.5673	0.286309
7	0.04265	0.3304	0.371137
8	-0.019368	-0.15	0.440624
9	-0.01575	-0.122	0.451655
10	-0.189404	-1.4671	0.073783
11	-0.068228	-0.5285	0.299554
12	-0.052014	-0.4029	0.344227
13	0.065291	0.5057	0.307446
14	-0.033875	-0.2624	0.396957
15	0.02902	0.2248	0.411454
16	0.018677	0.1447	0.442727
17	0.051327	0.3976	0.346176
18	0.01668	0.1292	0.448816
19	-0.036457	-0.2824	0.389307
20	-0.017557	-0.136	0.446138
21	-0.08083	-0.6261	0.266809
22	-0.042164	-0.3266	0.372553
23	-0.110773	-0.858	0.197141
24	0.037645	0.2916	0.385799
25	0.031549	0.2444	0.403886
26	-0.079719	-0.6175	0.269621
27	-0.049053	-0.38	0.352659
28	0.044721	0.3464	0.365123
29	0.01178	0.0913	0.463799
30	-0.199786	-1.5475	0.063496
31	0.124756	0.9664	0.168873
32	-0.193657	-1.5001	0.069422
33	-0.075208	-0.5826	0.281185
34	0.045798	0.3547	0.362012
35	-0.021372	-0.1655	0.434536
36	-0.054504	-0.4222	0.3372

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948314 & 7.3456 & 0 \tabularnewline
2 & -0.000611 & -0.0047 & 0.49812 \tabularnewline
3 & -0.034316 & -0.2658 & 0.395648 \tabularnewline
4 & 0.007289 & 0.0565 & 0.477582 \tabularnewline
5 & -0.071882 & -0.5568 & 0.28987 \tabularnewline
6 & -0.07324 & -0.5673 & 0.286309 \tabularnewline
7 & 0.04265 & 0.3304 & 0.371137 \tabularnewline
8 & -0.019368 & -0.15 & 0.440624 \tabularnewline
9 & -0.01575 & -0.122 & 0.451655 \tabularnewline
10 & -0.189404 & -1.4671 & 0.073783 \tabularnewline
11 & -0.068228 & -0.5285 & 0.299554 \tabularnewline
12 & -0.052014 & -0.4029 & 0.344227 \tabularnewline
13 & 0.065291 & 0.5057 & 0.307446 \tabularnewline
14 & -0.033875 & -0.2624 & 0.396957 \tabularnewline
15 & 0.02902 & 0.2248 & 0.411454 \tabularnewline
16 & 0.018677 & 0.1447 & 0.442727 \tabularnewline
17 & 0.051327 & 0.3976 & 0.346176 \tabularnewline
18 & 0.01668 & 0.1292 & 0.448816 \tabularnewline
19 & -0.036457 & -0.2824 & 0.389307 \tabularnewline
20 & -0.017557 & -0.136 & 0.446138 \tabularnewline
21 & -0.08083 & -0.6261 & 0.266809 \tabularnewline
22 & -0.042164 & -0.3266 & 0.372553 \tabularnewline
23 & -0.110773 & -0.858 & 0.197141 \tabularnewline
24 & 0.037645 & 0.2916 & 0.385799 \tabularnewline
25 & 0.031549 & 0.2444 & 0.403886 \tabularnewline
26 & -0.079719 & -0.6175 & 0.269621 \tabularnewline
27 & -0.049053 & -0.38 & 0.352659 \tabularnewline
28 & 0.044721 & 0.3464 & 0.365123 \tabularnewline
29 & 0.01178 & 0.0913 & 0.463799 \tabularnewline
30 & -0.199786 & -1.5475 & 0.063496 \tabularnewline
31 & 0.124756 & 0.9664 & 0.168873 \tabularnewline
32 & -0.193657 & -1.5001 & 0.069422 \tabularnewline
33 & -0.075208 & -0.5826 & 0.281185 \tabularnewline
34 & 0.045798 & 0.3547 & 0.362012 \tabularnewline
35 & -0.021372 & -0.1655 & 0.434536 \tabularnewline
36 & -0.054504 & -0.4222 & 0.3372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71400&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]0.948314[/C][C]7.3456[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.000611[/C][C]-0.0047[/C][C]0.49812[/C][/ROW]
[ROW][C]3[/C][C]-0.034316[/C][C]-0.2658[/C][C]0.395648[/C][/ROW]
[ROW][C]4[/C][C]0.007289[/C][C]0.0565[/C][C]0.477582[/C][/ROW]
[ROW][C]5[/C][C]-0.071882[/C][C]-0.5568[/C][C]0.28987[/C][/ROW]
[ROW][C]6[/C][C]-0.07324[/C][C]-0.5673[/C][C]0.286309[/C][/ROW]
[ROW][C]7[/C][C]0.04265[/C][C]0.3304[/C][C]0.371137[/C][/ROW]
[ROW][C]8[/C][C]-0.019368[/C][C]-0.15[/C][C]0.440624[/C][/ROW]
[ROW][C]9[/C][C]-0.01575[/C][C]-0.122[/C][C]0.451655[/C][/ROW]
[ROW][C]10[/C][C]-0.189404[/C][C]-1.4671[/C][C]0.073783[/C][/ROW]
[ROW][C]11[/C][C]-0.068228[/C][C]-0.5285[/C][C]0.299554[/C][/ROW]
[ROW][C]12[/C][C]-0.052014[/C][C]-0.4029[/C][C]0.344227[/C][/ROW]
[ROW][C]13[/C][C]0.065291[/C][C]0.5057[/C][C]0.307446[/C][/ROW]
[ROW][C]14[/C][C]-0.033875[/C][C]-0.2624[/C][C]0.396957[/C][/ROW]
[ROW][C]15[/C][C]0.02902[/C][C]0.2248[/C][C]0.411454[/C][/ROW]
[ROW][C]16[/C][C]0.018677[/C][C]0.1447[/C][C]0.442727[/C][/ROW]
[ROW][C]17[/C][C]0.051327[/C][C]0.3976[/C][C]0.346176[/C][/ROW]
[ROW][C]18[/C][C]0.01668[/C][C]0.1292[/C][C]0.448816[/C][/ROW]
[ROW][C]19[/C][C]-0.036457[/C][C]-0.2824[/C][C]0.389307[/C][/ROW]
[ROW][C]20[/C][C]-0.017557[/C][C]-0.136[/C][C]0.446138[/C][/ROW]
[ROW][C]21[/C][C]-0.08083[/C][C]-0.6261[/C][C]0.266809[/C][/ROW]
[ROW][C]22[/C][C]-0.042164[/C][C]-0.3266[/C][C]0.372553[/C][/ROW]
[ROW][C]23[/C][C]-0.110773[/C][C]-0.858[/C][C]0.197141[/C][/ROW]
[ROW][C]24[/C][C]0.037645[/C][C]0.2916[/C][C]0.385799[/C][/ROW]
[ROW][C]25[/C][C]0.031549[/C][C]0.2444[/C][C]0.403886[/C][/ROW]
[ROW][C]26[/C][C]-0.079719[/C][C]-0.6175[/C][C]0.269621[/C][/ROW]
[ROW][C]27[/C][C]-0.049053[/C][C]-0.38[/C][C]0.352659[/C][/ROW]
[ROW][C]28[/C][C]0.044721[/C][C]0.3464[/C][C]0.365123[/C][/ROW]
[ROW][C]29[/C][C]0.01178[/C][C]0.0913[/C][C]0.463799[/C][/ROW]
[ROW][C]30[/C][C]-0.199786[/C][C]-1.5475[/C][C]0.063496[/C][/ROW]
[ROW][C]31[/C][C]0.124756[/C][C]0.9664[/C][C]0.168873[/C][/ROW]
[ROW][C]32[/C][C]-0.193657[/C][C]-1.5001[/C][C]0.069422[/C][/ROW]
[ROW][C]33[/C][C]-0.075208[/C][C]-0.5826[/C][C]0.281185[/C][/ROW]
[ROW][C]34[/C][C]0.045798[/C][C]0.3547[/C][C]0.362012[/C][/ROW]
[ROW][C]35[/C][C]-0.021372[/C][C]-0.1655[/C][C]0.434536[/C][/ROW]
[ROW][C]36[/C][C]-0.054504[/C][C]-0.4222[/C][C]0.3372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71400&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71400&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	0.948314	7.3456	0
2	-0.000611	-0.0047	0.49812
3	-0.034316	-0.2658	0.395648
4	0.007289	0.0565	0.477582
5	-0.071882	-0.5568	0.28987
6	-0.07324	-0.5673	0.286309
7	0.04265	0.3304	0.371137
8	-0.019368	-0.15	0.440624
9	-0.01575	-0.122	0.451655
10	-0.189404	-1.4671	0.073783
11	-0.068228	-0.5285	0.299554
12	-0.052014	-0.4029	0.344227
13	0.065291	0.5057	0.307446
14	-0.033875	-0.2624	0.396957
15	0.02902	0.2248	0.411454
16	0.018677	0.1447	0.442727
17	0.051327	0.3976	0.346176
18	0.01668	0.1292	0.448816
19	-0.036457	-0.2824	0.389307
20	-0.017557	-0.136	0.446138
21	-0.08083	-0.6261	0.266809
22	-0.042164	-0.3266	0.372553
23	-0.110773	-0.858	0.197141
24	0.037645	0.2916	0.385799
25	0.031549	0.2444	0.403886
26	-0.079719	-0.6175	0.269621
27	-0.049053	-0.38	0.352659
28	0.044721	0.3464	0.365123
29	0.01178	0.0913	0.463799
30	-0.199786	-1.5475	0.063496
31	0.124756	0.9664	0.168873
32	-0.193657	-1.5001	0.069422
33	-0.075208	-0.5826	0.281185
34	0.045798	0.3547	0.362012
35	-0.021372	-0.1655	0.434536
36	-0.054504	-0.4222	0.3372

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