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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 11 Dec 2011 08:14:03 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/11/t1323609252sx5ufz6fzv68age.htm/, Retrieved Sun, 28 Apr 2024 23:16:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153713, Retrieved Sun, 28 Apr 2024 23:16:00 +0000

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-     [(Partial) Autocorrelation Function] [] [2011-12-11 13:08:49] [d49626b9c7bd91ce0b695b5077c2942f]
- R  D    [(Partial) Autocorrelation Function] [] [2011-12-11 13:14:03] [8a7cc4cdacda1fa59fc196ea0735b051] [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	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153713&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153713&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153713&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.250591	4.668	2e-06
2	0.334845	6.2375	0
3	0.173665	3.235	0.000667
4	0.182601	3.4015	0.000374
5	0.118137	2.2007	0.01421
6	0.052459	0.9772	0.164573
7	-0.07928	-1.4768	0.070316
8	-0.078108	-1.455	0.073289
9	-0.111342	-2.0741	0.019404
10	-0.211647	-3.9425	4.9e-05
11	-0.14617	-2.7228	0.0034
12	-0.615828	-11.4716	0
13	-0.243858	-4.5426	4e-06
14	-0.209491	-3.9024	5.7e-05
15	-0.107098	-1.995	0.023412
16	-0.177169	-3.3003	0.000533
17	-0.125516	-2.3381	0.009975
18	-0.087479	-1.6296	0.052052
19	0.026566	0.4949	0.310503
20	0.034954	0.6511	0.257698
21	0.033985	0.6331	0.263554
22	0.028596	0.5327	0.297298
23	0.056884	1.0596	0.145025
24	0.133427	2.4855	0.006704
25	0.156374	2.9129	0.001906
26	0.032647	0.6081	0.271745
27	0.013703	0.2553	0.399339
28	0.090223	1.6807	0.046863
29	0.11923	2.221	0.013497
30	0.049274	0.9179	0.179659
31	0.053879	1.0037	0.158121
32	-0.035193	-0.6556	0.256268
33	0.017027	0.3172	0.375649
34	0.019875	0.3702	0.355718
35	-0.041613	-0.7752	0.219387
36	-0.048988	-0.9125	0.18106

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.250591 & 4.668 & 2e-06 \tabularnewline
2 & 0.334845 & 6.2375 & 0 \tabularnewline
3 & 0.173665 & 3.235 & 0.000667 \tabularnewline
4 & 0.182601 & 3.4015 & 0.000374 \tabularnewline
5 & 0.118137 & 2.2007 & 0.01421 \tabularnewline
6 & 0.052459 & 0.9772 & 0.164573 \tabularnewline
7 & -0.07928 & -1.4768 & 0.070316 \tabularnewline
8 & -0.078108 & -1.455 & 0.073289 \tabularnewline
9 & -0.111342 & -2.0741 & 0.019404 \tabularnewline
10 & -0.211647 & -3.9425 & 4.9e-05 \tabularnewline
11 & -0.14617 & -2.7228 & 0.0034 \tabularnewline
12 & -0.615828 & -11.4716 & 0 \tabularnewline
13 & -0.243858 & -4.5426 & 4e-06 \tabularnewline
14 & -0.209491 & -3.9024 & 5.7e-05 \tabularnewline
15 & -0.107098 & -1.995 & 0.023412 \tabularnewline
16 & -0.177169 & -3.3003 & 0.000533 \tabularnewline
17 & -0.125516 & -2.3381 & 0.009975 \tabularnewline
18 & -0.087479 & -1.6296 & 0.052052 \tabularnewline
19 & 0.026566 & 0.4949 & 0.310503 \tabularnewline
20 & 0.034954 & 0.6511 & 0.257698 \tabularnewline
21 & 0.033985 & 0.6331 & 0.263554 \tabularnewline
22 & 0.028596 & 0.5327 & 0.297298 \tabularnewline
23 & 0.056884 & 1.0596 & 0.145025 \tabularnewline
24 & 0.133427 & 2.4855 & 0.006704 \tabularnewline
25 & 0.156374 & 2.9129 & 0.001906 \tabularnewline
26 & 0.032647 & 0.6081 & 0.271745 \tabularnewline
27 & 0.013703 & 0.2553 & 0.399339 \tabularnewline
28 & 0.090223 & 1.6807 & 0.046863 \tabularnewline
29 & 0.11923 & 2.221 & 0.013497 \tabularnewline
30 & 0.049274 & 0.9179 & 0.179659 \tabularnewline
31 & 0.053879 & 1.0037 & 0.158121 \tabularnewline
32 & -0.035193 & -0.6556 & 0.256268 \tabularnewline
33 & 0.017027 & 0.3172 & 0.375649 \tabularnewline
34 & 0.019875 & 0.3702 & 0.355718 \tabularnewline
35 & -0.041613 & -0.7752 & 0.219387 \tabularnewline
36 & -0.048988 & -0.9125 & 0.18106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153713&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]0.250591[/C][C]4.668[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.334845[/C][C]6.2375[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.173665[/C][C]3.235[/C][C]0.000667[/C][/ROW]
[ROW][C]4[/C][C]0.182601[/C][C]3.4015[/C][C]0.000374[/C][/ROW]
[ROW][C]5[/C][C]0.118137[/C][C]2.2007[/C][C]0.01421[/C][/ROW]
[ROW][C]6[/C][C]0.052459[/C][C]0.9772[/C][C]0.164573[/C][/ROW]
[ROW][C]7[/C][C]-0.07928[/C][C]-1.4768[/C][C]0.070316[/C][/ROW]
[ROW][C]8[/C][C]-0.078108[/C][C]-1.455[/C][C]0.073289[/C][/ROW]
[ROW][C]9[/C][C]-0.111342[/C][C]-2.0741[/C][C]0.019404[/C][/ROW]
[ROW][C]10[/C][C]-0.211647[/C][C]-3.9425[/C][C]4.9e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.14617[/C][C]-2.7228[/C][C]0.0034[/C][/ROW]
[ROW][C]12[/C][C]-0.615828[/C][C]-11.4716[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.243858[/C][C]-4.5426[/C][C]4e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.209491[/C][C]-3.9024[/C][C]5.7e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.107098[/C][C]-1.995[/C][C]0.023412[/C][/ROW]
[ROW][C]16[/C][C]-0.177169[/C][C]-3.3003[/C][C]0.000533[/C][/ROW]
[ROW][C]17[/C][C]-0.125516[/C][C]-2.3381[/C][C]0.009975[/C][/ROW]
[ROW][C]18[/C][C]-0.087479[/C][C]-1.6296[/C][C]0.052052[/C][/ROW]
[ROW][C]19[/C][C]0.026566[/C][C]0.4949[/C][C]0.310503[/C][/ROW]
[ROW][C]20[/C][C]0.034954[/C][C]0.6511[/C][C]0.257698[/C][/ROW]
[ROW][C]21[/C][C]0.033985[/C][C]0.6331[/C][C]0.263554[/C][/ROW]
[ROW][C]22[/C][C]0.028596[/C][C]0.5327[/C][C]0.297298[/C][/ROW]
[ROW][C]23[/C][C]0.056884[/C][C]1.0596[/C][C]0.145025[/C][/ROW]
[ROW][C]24[/C][C]0.133427[/C][C]2.4855[/C][C]0.006704[/C][/ROW]
[ROW][C]25[/C][C]0.156374[/C][C]2.9129[/C][C]0.001906[/C][/ROW]
[ROW][C]26[/C][C]0.032647[/C][C]0.6081[/C][C]0.271745[/C][/ROW]
[ROW][C]27[/C][C]0.013703[/C][C]0.2553[/C][C]0.399339[/C][/ROW]
[ROW][C]28[/C][C]0.090223[/C][C]1.6807[/C][C]0.046863[/C][/ROW]
[ROW][C]29[/C][C]0.11923[/C][C]2.221[/C][C]0.013497[/C][/ROW]
[ROW][C]30[/C][C]0.049274[/C][C]0.9179[/C][C]0.179659[/C][/ROW]
[ROW][C]31[/C][C]0.053879[/C][C]1.0037[/C][C]0.158121[/C][/ROW]
[ROW][C]32[/C][C]-0.035193[/C][C]-0.6556[/C][C]0.256268[/C][/ROW]
[ROW][C]33[/C][C]0.017027[/C][C]0.3172[/C][C]0.375649[/C][/ROW]
[ROW][C]34[/C][C]0.019875[/C][C]0.3702[/C][C]0.355718[/C][/ROW]
[ROW][C]35[/C][C]-0.041613[/C][C]-0.7752[/C][C]0.219387[/C][/ROW]
[ROW][C]36[/C][C]-0.048988[/C][C]-0.9125[/C][C]0.18106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153713&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153713&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	0.250591	4.668	2e-06
2	0.334845	6.2375	0
3	0.173665	3.235	0.000667
4	0.182601	3.4015	0.000374
5	0.118137	2.2007	0.01421
6	0.052459	0.9772	0.164573
7	-0.07928	-1.4768	0.070316
8	-0.078108	-1.455	0.073289
9	-0.111342	-2.0741	0.019404
10	-0.211647	-3.9425	4.9e-05
11	-0.14617	-2.7228	0.0034
12	-0.615828	-11.4716	0
13	-0.243858	-4.5426	4e-06
14	-0.209491	-3.9024	5.7e-05
15	-0.107098	-1.995	0.023412
16	-0.177169	-3.3003	0.000533
17	-0.125516	-2.3381	0.009975
18	-0.087479	-1.6296	0.052052
19	0.026566	0.4949	0.310503
20	0.034954	0.6511	0.257698
21	0.033985	0.6331	0.263554
22	0.028596	0.5327	0.297298
23	0.056884	1.0596	0.145025
24	0.133427	2.4855	0.006704
25	0.156374	2.9129	0.001906
26	0.032647	0.6081	0.271745
27	0.013703	0.2553	0.399339
28	0.090223	1.6807	0.046863
29	0.11923	2.221	0.013497
30	0.049274	0.9179	0.179659
31	0.053879	1.0037	0.158121
32	-0.035193	-0.6556	0.256268
33	0.017027	0.3172	0.375649
34	0.019875	0.3702	0.355718
35	-0.041613	-0.7752	0.219387
36	-0.048988	-0.9125	0.18106

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.250591	4.668	2e-06
2	0.290277	5.4073	0
3	0.048206	0.898	0.18491
4	0.055753	1.0386	0.149867
5	0.018111	0.3374	0.36802
6	-0.050489	-0.9405	0.173808
7	-0.156942	-2.9235	0.001844
8	-0.075799	-1.412	0.079427
9	-0.042864	-0.7985	0.212571
10	-0.154059	-2.8698	0.002179
11	-0.016512	-0.3076	0.379288
12	-0.55937	-10.4199	0
13	-0.010813	-0.2014	0.420241
14	0.209914	3.9103	5.5e-05
15	0.109979	2.0487	0.020622
16	-0.058139	-1.083	0.139779
17	-0.068556	-1.2771	0.101218
18	0.004054	0.0755	0.469923
19	-0.017063	-0.3178	0.375396
20	0.023984	0.4468	0.32766
21	-0.031935	-0.5949	0.276154
22	-0.183299	-3.4145	0.000357
23	0.00295	0.0549	0.478105
24	-0.342093	-6.3725	0
25	0.056598	1.0543	0.146239
26	0.059853	1.1149	0.132826
27	0.033626	0.6264	0.265735
28	0.028847	0.5374	0.295679
29	0.030538	0.5689	0.284911
30	-0.027478	-0.5119	0.30454
31	0.065371	1.2177	0.112079
32	-0.013561	-0.2526	0.400358
33	-0.028555	-0.5319	0.297562
34	-0.14998	-2.7938	0.002749
35	-0.085993	-1.6019	0.055047
36	-0.294407	-5.4842	0

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.250591 & 4.668 & 2e-06 \tabularnewline
2 & 0.290277 & 5.4073 & 0 \tabularnewline
3 & 0.048206 & 0.898 & 0.18491 \tabularnewline
4 & 0.055753 & 1.0386 & 0.149867 \tabularnewline
5 & 0.018111 & 0.3374 & 0.36802 \tabularnewline
6 & -0.050489 & -0.9405 & 0.173808 \tabularnewline
7 & -0.156942 & -2.9235 & 0.001844 \tabularnewline
8 & -0.075799 & -1.412 & 0.079427 \tabularnewline
9 & -0.042864 & -0.7985 & 0.212571 \tabularnewline
10 & -0.154059 & -2.8698 & 0.002179 \tabularnewline
11 & -0.016512 & -0.3076 & 0.379288 \tabularnewline
12 & -0.55937 & -10.4199 & 0 \tabularnewline
13 & -0.010813 & -0.2014 & 0.420241 \tabularnewline
14 & 0.209914 & 3.9103 & 5.5e-05 \tabularnewline
15 & 0.109979 & 2.0487 & 0.020622 \tabularnewline
16 & -0.058139 & -1.083 & 0.139779 \tabularnewline
17 & -0.068556 & -1.2771 & 0.101218 \tabularnewline
18 & 0.004054 & 0.0755 & 0.469923 \tabularnewline
19 & -0.017063 & -0.3178 & 0.375396 \tabularnewline
20 & 0.023984 & 0.4468 & 0.32766 \tabularnewline
21 & -0.031935 & -0.5949 & 0.276154 \tabularnewline
22 & -0.183299 & -3.4145 & 0.000357 \tabularnewline
23 & 0.00295 & 0.0549 & 0.478105 \tabularnewline
24 & -0.342093 & -6.3725 & 0 \tabularnewline
25 & 0.056598 & 1.0543 & 0.146239 \tabularnewline
26 & 0.059853 & 1.1149 & 0.132826 \tabularnewline
27 & 0.033626 & 0.6264 & 0.265735 \tabularnewline
28 & 0.028847 & 0.5374 & 0.295679 \tabularnewline
29 & 0.030538 & 0.5689 & 0.284911 \tabularnewline
30 & -0.027478 & -0.5119 & 0.30454 \tabularnewline
31 & 0.065371 & 1.2177 & 0.112079 \tabularnewline
32 & -0.013561 & -0.2526 & 0.400358 \tabularnewline
33 & -0.028555 & -0.5319 & 0.297562 \tabularnewline
34 & -0.14998 & -2.7938 & 0.002749 \tabularnewline
35 & -0.085993 & -1.6019 & 0.055047 \tabularnewline
36 & -0.294407 & -5.4842 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153713&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]0.250591[/C][C]4.668[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.290277[/C][C]5.4073[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.048206[/C][C]0.898[/C][C]0.18491[/C][/ROW]
[ROW][C]4[/C][C]0.055753[/C][C]1.0386[/C][C]0.149867[/C][/ROW]
[ROW][C]5[/C][C]0.018111[/C][C]0.3374[/C][C]0.36802[/C][/ROW]
[ROW][C]6[/C][C]-0.050489[/C][C]-0.9405[/C][C]0.173808[/C][/ROW]
[ROW][C]7[/C][C]-0.156942[/C][C]-2.9235[/C][C]0.001844[/C][/ROW]
[ROW][C]8[/C][C]-0.075799[/C][C]-1.412[/C][C]0.079427[/C][/ROW]
[ROW][C]9[/C][C]-0.042864[/C][C]-0.7985[/C][C]0.212571[/C][/ROW]
[ROW][C]10[/C][C]-0.154059[/C][C]-2.8698[/C][C]0.002179[/C][/ROW]
[ROW][C]11[/C][C]-0.016512[/C][C]-0.3076[/C][C]0.379288[/C][/ROW]
[ROW][C]12[/C][C]-0.55937[/C][C]-10.4199[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.010813[/C][C]-0.2014[/C][C]0.420241[/C][/ROW]
[ROW][C]14[/C][C]0.209914[/C][C]3.9103[/C][C]5.5e-05[/C][/ROW]
[ROW][C]15[/C][C]0.109979[/C][C]2.0487[/C][C]0.020622[/C][/ROW]
[ROW][C]16[/C][C]-0.058139[/C][C]-1.083[/C][C]0.139779[/C][/ROW]
[ROW][C]17[/C][C]-0.068556[/C][C]-1.2771[/C][C]0.101218[/C][/ROW]
[ROW][C]18[/C][C]0.004054[/C][C]0.0755[/C][C]0.469923[/C][/ROW]
[ROW][C]19[/C][C]-0.017063[/C][C]-0.3178[/C][C]0.375396[/C][/ROW]
[ROW][C]20[/C][C]0.023984[/C][C]0.4468[/C][C]0.32766[/C][/ROW]
[ROW][C]21[/C][C]-0.031935[/C][C]-0.5949[/C][C]0.276154[/C][/ROW]
[ROW][C]22[/C][C]-0.183299[/C][C]-3.4145[/C][C]0.000357[/C][/ROW]
[ROW][C]23[/C][C]0.00295[/C][C]0.0549[/C][C]0.478105[/C][/ROW]
[ROW][C]24[/C][C]-0.342093[/C][C]-6.3725[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.056598[/C][C]1.0543[/C][C]0.146239[/C][/ROW]
[ROW][C]26[/C][C]0.059853[/C][C]1.1149[/C][C]0.132826[/C][/ROW]
[ROW][C]27[/C][C]0.033626[/C][C]0.6264[/C][C]0.265735[/C][/ROW]
[ROW][C]28[/C][C]0.028847[/C][C]0.5374[/C][C]0.295679[/C][/ROW]
[ROW][C]29[/C][C]0.030538[/C][C]0.5689[/C][C]0.284911[/C][/ROW]
[ROW][C]30[/C][C]-0.027478[/C][C]-0.5119[/C][C]0.30454[/C][/ROW]
[ROW][C]31[/C][C]0.065371[/C][C]1.2177[/C][C]0.112079[/C][/ROW]
[ROW][C]32[/C][C]-0.013561[/C][C]-0.2526[/C][C]0.400358[/C][/ROW]
[ROW][C]33[/C][C]-0.028555[/C][C]-0.5319[/C][C]0.297562[/C][/ROW]
[ROW][C]34[/C][C]-0.14998[/C][C]-2.7938[/C][C]0.002749[/C][/ROW]
[ROW][C]35[/C][C]-0.085993[/C][C]-1.6019[/C][C]0.055047[/C][/ROW]
[ROW][C]36[/C][C]-0.294407[/C][C]-5.4842[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153713&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153713&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	0.250591	4.668	2e-06
2	0.290277	5.4073	0
3	0.048206	0.898	0.18491
4	0.055753	1.0386	0.149867
5	0.018111	0.3374	0.36802
6	-0.050489	-0.9405	0.173808
7	-0.156942	-2.9235	0.001844
8	-0.075799	-1.412	0.079427
9	-0.042864	-0.7985	0.212571
10	-0.154059	-2.8698	0.002179
11	-0.016512	-0.3076	0.379288
12	-0.55937	-10.4199	0
13	-0.010813	-0.2014	0.420241
14	0.209914	3.9103	5.5e-05
15	0.109979	2.0487	0.020622
16	-0.058139	-1.083	0.139779
17	-0.068556	-1.2771	0.101218
18	0.004054	0.0755	0.469923
19	-0.017063	-0.3178	0.375396
20	0.023984	0.4468	0.32766
21	-0.031935	-0.5949	0.276154
22	-0.183299	-3.4145	0.000357
23	0.00295	0.0549	0.478105
24	-0.342093	-6.3725	0
25	0.056598	1.0543	0.146239
26	0.059853	1.1149	0.132826
27	0.033626	0.6264	0.265735
28	0.028847	0.5374	0.295679
29	0.030538	0.5689	0.284911
30	-0.027478	-0.5119	0.30454
31	0.065371	1.2177	0.112079
32	-0.013561	-0.2526	0.400358
33	-0.028555	-0.5319	0.297562
34	-0.14998	-2.7938	0.002749
35	-0.085993	-1.6019	0.055047
36	-0.294407	-5.4842	0

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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