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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:26:17 -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/Nov/27/t1259339236jzrkqwweuzjtkbu.htm/, Retrieved Mon, 29 Apr 2024 21:38:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60959, Retrieved Mon, 29 Apr 2024 21:38:33 +0000

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135

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 16:26:17] [477c9cb8e7bda18f2375c22a66069c90] [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=60959&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=60959&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60959&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	-0.212844	-1.4899	0.071329
2	0.158917	1.1124	0.135694
3	0.397694	2.7839	0.003806
4	-0.055156	-0.3861	0.35055
5	0.13077	0.9154	0.182235
6	0.231583	1.6211	0.055709
7	-0.102498	-0.7175	0.238241
8	0.235936	1.6516	0.05251
9	-0.023994	-0.168	0.433653
10	0.006437	0.0451	0.482121
11	0.214342	1.5004	0.069965
12	-0.235498	-1.6485	0.052826
13	0.06455	0.4518	0.326686
14	0.061733	0.4321	0.333771
15	-0.084593	-0.5922	0.278236
16	-0.086306	-0.6041	0.274268
17	0.108827	0.7618	0.224919
18	-0.139406	-0.9758	0.166967
19	-0.005625	-0.0394	0.484377
20	0.00933	0.0653	0.474097
21	-0.132987	-0.9309	0.178232
22	-0.195319	-1.3672	0.088896
23	0.099051	0.6934	0.245681
24	-0.273241	-1.9127	0.030821
25	-0.017743	-0.1242	0.450831
26	-0.044705	-0.3129	0.377829
27	-0.174187	-1.2193	0.114282
28	0.001034	0.0072	0.497126
29	-0.071461	-0.5002	0.309578
30	-0.090838	-0.6359	0.263912
31	-0.050859	-0.356	0.36168
32	-0.070075	-0.4905	0.312976
33	-0.060425	-0.423	0.337083
34	0.044538	0.3118	0.37827
35	-0.159619	-1.1173	0.13465
36	0.086782	0.6075	0.273171

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.212844 & -1.4899 & 0.071329 \tabularnewline
2 & 0.158917 & 1.1124 & 0.135694 \tabularnewline
3 & 0.397694 & 2.7839 & 0.003806 \tabularnewline
4 & -0.055156 & -0.3861 & 0.35055 \tabularnewline
5 & 0.13077 & 0.9154 & 0.182235 \tabularnewline
6 & 0.231583 & 1.6211 & 0.055709 \tabularnewline
7 & -0.102498 & -0.7175 & 0.238241 \tabularnewline
8 & 0.235936 & 1.6516 & 0.05251 \tabularnewline
9 & -0.023994 & -0.168 & 0.433653 \tabularnewline
10 & 0.006437 & 0.0451 & 0.482121 \tabularnewline
11 & 0.214342 & 1.5004 & 0.069965 \tabularnewline
12 & -0.235498 & -1.6485 & 0.052826 \tabularnewline
13 & 0.06455 & 0.4518 & 0.326686 \tabularnewline
14 & 0.061733 & 0.4321 & 0.333771 \tabularnewline
15 & -0.084593 & -0.5922 & 0.278236 \tabularnewline
16 & -0.086306 & -0.6041 & 0.274268 \tabularnewline
17 & 0.108827 & 0.7618 & 0.224919 \tabularnewline
18 & -0.139406 & -0.9758 & 0.166967 \tabularnewline
19 & -0.005625 & -0.0394 & 0.484377 \tabularnewline
20 & 0.00933 & 0.0653 & 0.474097 \tabularnewline
21 & -0.132987 & -0.9309 & 0.178232 \tabularnewline
22 & -0.195319 & -1.3672 & 0.088896 \tabularnewline
23 & 0.099051 & 0.6934 & 0.245681 \tabularnewline
24 & -0.273241 & -1.9127 & 0.030821 \tabularnewline
25 & -0.017743 & -0.1242 & 0.450831 \tabularnewline
26 & -0.044705 & -0.3129 & 0.377829 \tabularnewline
27 & -0.174187 & -1.2193 & 0.114282 \tabularnewline
28 & 0.001034 & 0.0072 & 0.497126 \tabularnewline
29 & -0.071461 & -0.5002 & 0.309578 \tabularnewline
30 & -0.090838 & -0.6359 & 0.263912 \tabularnewline
31 & -0.050859 & -0.356 & 0.36168 \tabularnewline
32 & -0.070075 & -0.4905 & 0.312976 \tabularnewline
33 & -0.060425 & -0.423 & 0.337083 \tabularnewline
34 & 0.044538 & 0.3118 & 0.37827 \tabularnewline
35 & -0.159619 & -1.1173 & 0.13465 \tabularnewline
36 & 0.086782 & 0.6075 & 0.273171 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60959&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]-0.212844[/C][C]-1.4899[/C][C]0.071329[/C][/ROW]
[ROW][C]2[/C][C]0.158917[/C][C]1.1124[/C][C]0.135694[/C][/ROW]
[ROW][C]3[/C][C]0.397694[/C][C]2.7839[/C][C]0.003806[/C][/ROW]
[ROW][C]4[/C][C]-0.055156[/C][C]-0.3861[/C][C]0.35055[/C][/ROW]
[ROW][C]5[/C][C]0.13077[/C][C]0.9154[/C][C]0.182235[/C][/ROW]
[ROW][C]6[/C][C]0.231583[/C][C]1.6211[/C][C]0.055709[/C][/ROW]
[ROW][C]7[/C][C]-0.102498[/C][C]-0.7175[/C][C]0.238241[/C][/ROW]
[ROW][C]8[/C][C]0.235936[/C][C]1.6516[/C][C]0.05251[/C][/ROW]
[ROW][C]9[/C][C]-0.023994[/C][C]-0.168[/C][C]0.433653[/C][/ROW]
[ROW][C]10[/C][C]0.006437[/C][C]0.0451[/C][C]0.482121[/C][/ROW]
[ROW][C]11[/C][C]0.214342[/C][C]1.5004[/C][C]0.069965[/C][/ROW]
[ROW][C]12[/C][C]-0.235498[/C][C]-1.6485[/C][C]0.052826[/C][/ROW]
[ROW][C]13[/C][C]0.06455[/C][C]0.4518[/C][C]0.326686[/C][/ROW]
[ROW][C]14[/C][C]0.061733[/C][C]0.4321[/C][C]0.333771[/C][/ROW]
[ROW][C]15[/C][C]-0.084593[/C][C]-0.5922[/C][C]0.278236[/C][/ROW]
[ROW][C]16[/C][C]-0.086306[/C][C]-0.6041[/C][C]0.274268[/C][/ROW]
[ROW][C]17[/C][C]0.108827[/C][C]0.7618[/C][C]0.224919[/C][/ROW]
[ROW][C]18[/C][C]-0.139406[/C][C]-0.9758[/C][C]0.166967[/C][/ROW]
[ROW][C]19[/C][C]-0.005625[/C][C]-0.0394[/C][C]0.484377[/C][/ROW]
[ROW][C]20[/C][C]0.00933[/C][C]0.0653[/C][C]0.474097[/C][/ROW]
[ROW][C]21[/C][C]-0.132987[/C][C]-0.9309[/C][C]0.178232[/C][/ROW]
[ROW][C]22[/C][C]-0.195319[/C][C]-1.3672[/C][C]0.088896[/C][/ROW]
[ROW][C]23[/C][C]0.099051[/C][C]0.6934[/C][C]0.245681[/C][/ROW]
[ROW][C]24[/C][C]-0.273241[/C][C]-1.9127[/C][C]0.030821[/C][/ROW]
[ROW][C]25[/C][C]-0.017743[/C][C]-0.1242[/C][C]0.450831[/C][/ROW]
[ROW][C]26[/C][C]-0.044705[/C][C]-0.3129[/C][C]0.377829[/C][/ROW]
[ROW][C]27[/C][C]-0.174187[/C][C]-1.2193[/C][C]0.114282[/C][/ROW]
[ROW][C]28[/C][C]0.001034[/C][C]0.0072[/C][C]0.497126[/C][/ROW]
[ROW][C]29[/C][C]-0.071461[/C][C]-0.5002[/C][C]0.309578[/C][/ROW]
[ROW][C]30[/C][C]-0.090838[/C][C]-0.6359[/C][C]0.263912[/C][/ROW]
[ROW][C]31[/C][C]-0.050859[/C][C]-0.356[/C][C]0.36168[/C][/ROW]
[ROW][C]32[/C][C]-0.070075[/C][C]-0.4905[/C][C]0.312976[/C][/ROW]
[ROW][C]33[/C][C]-0.060425[/C][C]-0.423[/C][C]0.337083[/C][/ROW]
[ROW][C]34[/C][C]0.044538[/C][C]0.3118[/C][C]0.37827[/C][/ROW]
[ROW][C]35[/C][C]-0.159619[/C][C]-1.1173[/C][C]0.13465[/C][/ROW]
[ROW][C]36[/C][C]0.086782[/C][C]0.6075[/C][C]0.273171[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60959&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60959&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	-0.212844	-1.4899	0.071329
2	0.158917	1.1124	0.135694
3	0.397694	2.7839	0.003806
4	-0.055156	-0.3861	0.35055
5	0.13077	0.9154	0.182235
6	0.231583	1.6211	0.055709
7	-0.102498	-0.7175	0.238241
8	0.235936	1.6516	0.05251
9	-0.023994	-0.168	0.433653
10	0.006437	0.0451	0.482121
11	0.214342	1.5004	0.069965
12	-0.235498	-1.6485	0.052826
13	0.06455	0.4518	0.326686
14	0.061733	0.4321	0.333771
15	-0.084593	-0.5922	0.278236
16	-0.086306	-0.6041	0.274268
17	0.108827	0.7618	0.224919
18	-0.139406	-0.9758	0.166967
19	-0.005625	-0.0394	0.484377
20	0.00933	0.0653	0.474097
21	-0.132987	-0.9309	0.178232
22	-0.195319	-1.3672	0.088896
23	0.099051	0.6934	0.245681
24	-0.273241	-1.9127	0.030821
25	-0.017743	-0.1242	0.450831
26	-0.044705	-0.3129	0.377829
27	-0.174187	-1.2193	0.114282
28	0.001034	0.0072	0.497126
29	-0.071461	-0.5002	0.309578
30	-0.090838	-0.6359	0.263912
31	-0.050859	-0.356	0.36168
32	-0.070075	-0.4905	0.312976
33	-0.060425	-0.423	0.337083
34	0.044538	0.3118	0.37827
35	-0.159619	-1.1173	0.13465
36	0.086782	0.6075	0.273171

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.212844	-1.4899	0.071329
2	0.119005	0.833	0.204433
3	0.481125	3.3679	0.000741
4	0.153936	1.0775	0.143256
5	-0.009765	-0.0684	0.47289
6	0.070902	0.4963	0.310947
7	-0.094921	-0.6644	0.25476
8	0.102201	0.7154	0.238876
9	-0.073231	-0.5126	0.30526
10	-0.043552	-0.3049	0.380881
11	0.120749	0.8452	0.201041
12	-0.212382	-1.4867	0.071754
13	-0.127209	-0.8905	0.188785
14	-0.049359	-0.3455	0.365595
15	0.172417	1.2069	0.116628
16	-0.121083	-0.8476	0.200397
17	0.020204	0.1414	0.444056
18	0.013306	0.0931	0.463085
19	-0.022698	-0.1589	0.437206
20	0.045173	0.3162	0.376592
21	-0.136473	-0.9553	0.172056
22	-0.322377	-2.2566	0.014263
23	0.07141	0.4999	0.309701
24	-0.092804	-0.6496	0.259484
25	0.016793	0.1176	0.453452
26	0.007187	0.0503	0.48004
27	0.080197	0.5614	0.288548
28	-0.025946	-0.1816	0.428315
29	-0.003397	-0.0238	0.490564
30	0.105329	0.7373	0.232227
31	-0.119456	-0.8362	0.203554
32	0.043783	0.3065	0.380268
33	-0.028642	-0.2005	0.420962
34	-0.069816	-0.4887	0.313612
35	-0.009807	-0.0687	0.472773
36	0.018188	0.1273	0.449605

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.212844 & -1.4899 & 0.071329 \tabularnewline
2 & 0.119005 & 0.833 & 0.204433 \tabularnewline
3 & 0.481125 & 3.3679 & 0.000741 \tabularnewline
4 & 0.153936 & 1.0775 & 0.143256 \tabularnewline
5 & -0.009765 & -0.0684 & 0.47289 \tabularnewline
6 & 0.070902 & 0.4963 & 0.310947 \tabularnewline
7 & -0.094921 & -0.6644 & 0.25476 \tabularnewline
8 & 0.102201 & 0.7154 & 0.238876 \tabularnewline
9 & -0.073231 & -0.5126 & 0.30526 \tabularnewline
10 & -0.043552 & -0.3049 & 0.380881 \tabularnewline
11 & 0.120749 & 0.8452 & 0.201041 \tabularnewline
12 & -0.212382 & -1.4867 & 0.071754 \tabularnewline
13 & -0.127209 & -0.8905 & 0.188785 \tabularnewline
14 & -0.049359 & -0.3455 & 0.365595 \tabularnewline
15 & 0.172417 & 1.2069 & 0.116628 \tabularnewline
16 & -0.121083 & -0.8476 & 0.200397 \tabularnewline
17 & 0.020204 & 0.1414 & 0.444056 \tabularnewline
18 & 0.013306 & 0.0931 & 0.463085 \tabularnewline
19 & -0.022698 & -0.1589 & 0.437206 \tabularnewline
20 & 0.045173 & 0.3162 & 0.376592 \tabularnewline
21 & -0.136473 & -0.9553 & 0.172056 \tabularnewline
22 & -0.322377 & -2.2566 & 0.014263 \tabularnewline
23 & 0.07141 & 0.4999 & 0.309701 \tabularnewline
24 & -0.092804 & -0.6496 & 0.259484 \tabularnewline
25 & 0.016793 & 0.1176 & 0.453452 \tabularnewline
26 & 0.007187 & 0.0503 & 0.48004 \tabularnewline
27 & 0.080197 & 0.5614 & 0.288548 \tabularnewline
28 & -0.025946 & -0.1816 & 0.428315 \tabularnewline
29 & -0.003397 & -0.0238 & 0.490564 \tabularnewline
30 & 0.105329 & 0.7373 & 0.232227 \tabularnewline
31 & -0.119456 & -0.8362 & 0.203554 \tabularnewline
32 & 0.043783 & 0.3065 & 0.380268 \tabularnewline
33 & -0.028642 & -0.2005 & 0.420962 \tabularnewline
34 & -0.069816 & -0.4887 & 0.313612 \tabularnewline
35 & -0.009807 & -0.0687 & 0.472773 \tabularnewline
36 & 0.018188 & 0.1273 & 0.449605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60959&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]-0.212844[/C][C]-1.4899[/C][C]0.071329[/C][/ROW]
[ROW][C]2[/C][C]0.119005[/C][C]0.833[/C][C]0.204433[/C][/ROW]
[ROW][C]3[/C][C]0.481125[/C][C]3.3679[/C][C]0.000741[/C][/ROW]
[ROW][C]4[/C][C]0.153936[/C][C]1.0775[/C][C]0.143256[/C][/ROW]
[ROW][C]5[/C][C]-0.009765[/C][C]-0.0684[/C][C]0.47289[/C][/ROW]
[ROW][C]6[/C][C]0.070902[/C][C]0.4963[/C][C]0.310947[/C][/ROW]
[ROW][C]7[/C][C]-0.094921[/C][C]-0.6644[/C][C]0.25476[/C][/ROW]
[ROW][C]8[/C][C]0.102201[/C][C]0.7154[/C][C]0.238876[/C][/ROW]
[ROW][C]9[/C][C]-0.073231[/C][C]-0.5126[/C][C]0.30526[/C][/ROW]
[ROW][C]10[/C][C]-0.043552[/C][C]-0.3049[/C][C]0.380881[/C][/ROW]
[ROW][C]11[/C][C]0.120749[/C][C]0.8452[/C][C]0.201041[/C][/ROW]
[ROW][C]12[/C][C]-0.212382[/C][C]-1.4867[/C][C]0.071754[/C][/ROW]
[ROW][C]13[/C][C]-0.127209[/C][C]-0.8905[/C][C]0.188785[/C][/ROW]
[ROW][C]14[/C][C]-0.049359[/C][C]-0.3455[/C][C]0.365595[/C][/ROW]
[ROW][C]15[/C][C]0.172417[/C][C]1.2069[/C][C]0.116628[/C][/ROW]
[ROW][C]16[/C][C]-0.121083[/C][C]-0.8476[/C][C]0.200397[/C][/ROW]
[ROW][C]17[/C][C]0.020204[/C][C]0.1414[/C][C]0.444056[/C][/ROW]
[ROW][C]18[/C][C]0.013306[/C][C]0.0931[/C][C]0.463085[/C][/ROW]
[ROW][C]19[/C][C]-0.022698[/C][C]-0.1589[/C][C]0.437206[/C][/ROW]
[ROW][C]20[/C][C]0.045173[/C][C]0.3162[/C][C]0.376592[/C][/ROW]
[ROW][C]21[/C][C]-0.136473[/C][C]-0.9553[/C][C]0.172056[/C][/ROW]
[ROW][C]22[/C][C]-0.322377[/C][C]-2.2566[/C][C]0.014263[/C][/ROW]
[ROW][C]23[/C][C]0.07141[/C][C]0.4999[/C][C]0.309701[/C][/ROW]
[ROW][C]24[/C][C]-0.092804[/C][C]-0.6496[/C][C]0.259484[/C][/ROW]
[ROW][C]25[/C][C]0.016793[/C][C]0.1176[/C][C]0.453452[/C][/ROW]
[ROW][C]26[/C][C]0.007187[/C][C]0.0503[/C][C]0.48004[/C][/ROW]
[ROW][C]27[/C][C]0.080197[/C][C]0.5614[/C][C]0.288548[/C][/ROW]
[ROW][C]28[/C][C]-0.025946[/C][C]-0.1816[/C][C]0.428315[/C][/ROW]
[ROW][C]29[/C][C]-0.003397[/C][C]-0.0238[/C][C]0.490564[/C][/ROW]
[ROW][C]30[/C][C]0.105329[/C][C]0.7373[/C][C]0.232227[/C][/ROW]
[ROW][C]31[/C][C]-0.119456[/C][C]-0.8362[/C][C]0.203554[/C][/ROW]
[ROW][C]32[/C][C]0.043783[/C][C]0.3065[/C][C]0.380268[/C][/ROW]
[ROW][C]33[/C][C]-0.028642[/C][C]-0.2005[/C][C]0.420962[/C][/ROW]
[ROW][C]34[/C][C]-0.069816[/C][C]-0.4887[/C][C]0.313612[/C][/ROW]
[ROW][C]35[/C][C]-0.009807[/C][C]-0.0687[/C][C]0.472773[/C][/ROW]
[ROW][C]36[/C][C]0.018188[/C][C]0.1273[/C][C]0.449605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60959&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60959&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	-0.212844	-1.4899	0.071329
2	0.119005	0.833	0.204433
3	0.481125	3.3679	0.000741
4	0.153936	1.0775	0.143256
5	-0.009765	-0.0684	0.47289
6	0.070902	0.4963	0.310947
7	-0.094921	-0.6644	0.25476
8	0.102201	0.7154	0.238876
9	-0.073231	-0.5126	0.30526
10	-0.043552	-0.3049	0.380881
11	0.120749	0.8452	0.201041
12	-0.212382	-1.4867	0.071754
13	-0.127209	-0.8905	0.188785
14	-0.049359	-0.3455	0.365595
15	0.172417	1.2069	0.116628
16	-0.121083	-0.8476	0.200397
17	0.020204	0.1414	0.444056
18	0.013306	0.0931	0.463085
19	-0.022698	-0.1589	0.437206
20	0.045173	0.3162	0.376592
21	-0.136473	-0.9553	0.172056
22	-0.322377	-2.2566	0.014263
23	0.07141	0.4999	0.309701
24	-0.092804	-0.6496	0.259484
25	0.016793	0.1176	0.453452
26	0.007187	0.0503	0.48004
27	0.080197	0.5614	0.288548
28	-0.025946	-0.1816	0.428315
29	-0.003397	-0.0238	0.490564
30	0.105329	0.7373	0.232227
31	-0.119456	-0.8362	0.203554
32	0.043783	0.3065	0.380268
33	-0.028642	-0.2005	0.420962
34	-0.069816	-0.4887	0.313612
35	-0.009807	-0.0687	0.472773
36	0.018188	0.1273	0.449605

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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