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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 24 Nov 2011 09:22:28 -0500

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/2011/Nov/24/t1322144607frfxn7eesfd24p1.htm/, Retrieved Fri, 19 Apr 2024 18:25:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=146854, Retrieved Fri, 19 Apr 2024 18:25:41 +0000

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Estimated Impact

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

F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
- RMPD  [(Partial) Autocorrelation Function] [] [2011-11-24 14:16:04] [c4580079d5d2b3f0ba412f27cdc441be]
- R  D      [(Partial) Autocorrelation Function] [] [2011-11-24 14:22:28] [885a9dbaf162325773a0a0afdf9f947e] [Current]

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Dataseries X:

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Histogram

Boxplots

-45,6
16,1
23,9
39,3
-39,4
-0,3
17,3
17,7
31,4
-28,6
-17,2
-79
-47,9
9,1
10,6
-23,9
-45
-42,2
43,2
32,1
-15,3
21,8
-12
-95,8
-14,3
47,8
64,8
40,2
-28,8
23,5
70,3
12,3
43,5
-30,1
-5,3
-24
11,1
21,5
38,5
16,8
-36,2
6
26,6
-8
13,2
-23,6
19,4
-46,2
-8,2
33,8
16,6
5,4
-25
-5,3
16,7
19
24,8
-11,4
4,9
-58,7
16,8
13,6
6,4
22,8
-19,6
2,2
19,8
-10,7
4,7
-44,5
-34,7
-119,7
-42,2
-5,4
19,1
18,8
-2,3
0,2
20,9
3,7
50,4
-18,6
10,6
-66
10
27,2
13,5
47,2
-20,3
23,1
12,6
19,8
5,4
-25,2
-6,5
-46,5
-2,6
-0,3
38,5
-8,9
-38
19,5
51,7
19,4
18,2
-50,8
-6,1
-54,6
12,1
26,3
19,5
-0,8
-49,6
28,8
31,7
2,3
3,8
-66,2
-20,5
-113,2
-65,2
-3,9
9,1
23,2
-39,1
12,5
49,1
54,9
30,8
-3,5
-28,3
-61
-2
40
74
23,1
-45,3
17,5
25,8
15,2
-3,6
-40,5
11,5
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23,3
-27,8
55,7
22,7
-79,2
28,8
17,3
39,6
-22,2
-43
-50,3
-86,5
-31,9
23,1
53,6
21,6
-64,2
35,2
52,1
40,6
17,1
-7,8
-10
-58
14
15,8
46
-8,9
-26,7
39
-1,3
38,7
22,1
-49,2
-3,4
-86,7
-24,3
42,8
44,9
4,4
-60,5
41,4
38,5
28,5
7,6
-46,4
7
-73
5,7
23,6
39,4
30,3
-92,5
77,8
12,4
28,9
6,4
-12
-9,1
-53,2
-23,1
47,3
20,7
27,8
-84,3
62,8
26,4
32,3
13,3
-17,9
10
-45,6
13,5
11,9
26
-6,3
-79,9
54,2
22,9
31,8
3,8
-11,4
-8,6
-49,4
-2,5
23
29
20,6
-117
37,9
30,7
4,7
-5,7
4,9
18,3
-35,4
-21,3
35,8
43,8
18,7
-131,1
39,8
44,5
16,5
9,7
-6,6
15,8
-45,7
-4,8
17,6
20,5
24,2
-109
20,8
31,2
-8,8
11,8
13
8,3
-77,9
-38,8
6,1
18,1
16,8
-128,5
15,9
29
-7,2
3,3
-34,8
-2,9
-77,8
-2,8
26,7
48,1
30
-109,6
16
26,9
22,1
27
-24,5
12
-75,2
3,5
19,7
51,8
35,3
-108,2
25,3
31,6
19,9
18,8
20,4
15
-55,9
-17
33,3
33,8
37,5
-104,8
29,7
34,2
4,3
40,2
-29,3
-0,2
-95
-13,2
38,5
45,4
15,7
-123,6
12
37,5
-31,7
15,8
-64,1
-42,1
-207,4
-12,9
-5
53,9
19,7
-94,6
36
51,3
17,4
27,8
1,3
3,6
-97,9
14,1
50,8
63,5
58,6
-135,1
7,8
25,5
29,6
19,3
-26,2
7,3
-82,6
-26,1
55,3
98,8
41,7
-130,2
51,2
18,4
32
21,6
-12,5
46,6
-101,7
15,8
26
79,1
23,1
-86,9
-11,2
50,7
13,4
33,7
-16,9
-9,6

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' @ jenkins.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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=146854&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=146854&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=146854&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.030498	0.5874	0.278638
2	-0.14613	-2.8147	0.002572
3	-0.254888	-4.9095	1e-06
4	-0.077666	-1.496	0.067757
5	0.26831	5.168	0
6	-0.116454	-2.2431	0.012741
7	0.237151	4.5678	3e-06
8	-0.108755	-2.0948	0.018435
9	-0.269739	-5.1955	0
10	-0.201482	-3.8808	6.2e-05
11	-0.001451	-0.0279	0.488861
12	0.759859	14.6359	0
13	-0.020891	-0.4024	0.343817
14	-0.2105	-4.0545	3.1e-05
15	-0.28356	-5.4617	0
16	-0.123045	-2.37	0.009149
17	0.226932	4.371	8e-06
18	-0.139932	-2.6953	0.003676
19	0.233959	4.5064	4e-06
20	-0.117883	-2.2706	0.011872
21	-0.243879	-4.6974	2e-06
22	-0.183068	-3.5261	0.000237
23	-0.012166	-0.2343	0.407425
24	0.720824	13.8841	0
25	-0.007937	-0.1529	0.439292

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.030498 & 0.5874 & 0.278638 \tabularnewline
2 & -0.14613 & -2.8147 & 0.002572 \tabularnewline
3 & -0.254888 & -4.9095 & 1e-06 \tabularnewline
4 & -0.077666 & -1.496 & 0.067757 \tabularnewline
5 & 0.26831 & 5.168 & 0 \tabularnewline
6 & -0.116454 & -2.2431 & 0.012741 \tabularnewline
7 & 0.237151 & 4.5678 & 3e-06 \tabularnewline
8 & -0.108755 & -2.0948 & 0.018435 \tabularnewline
9 & -0.269739 & -5.1955 & 0 \tabularnewline
10 & -0.201482 & -3.8808 & 6.2e-05 \tabularnewline
11 & -0.001451 & -0.0279 & 0.488861 \tabularnewline
12 & 0.759859 & 14.6359 & 0 \tabularnewline
13 & -0.020891 & -0.4024 & 0.343817 \tabularnewline
14 & -0.2105 & -4.0545 & 3.1e-05 \tabularnewline
15 & -0.28356 & -5.4617 & 0 \tabularnewline
16 & -0.123045 & -2.37 & 0.009149 \tabularnewline
17 & 0.226932 & 4.371 & 8e-06 \tabularnewline
18 & -0.139932 & -2.6953 & 0.003676 \tabularnewline
19 & 0.233959 & 4.5064 & 4e-06 \tabularnewline
20 & -0.117883 & -2.2706 & 0.011872 \tabularnewline
21 & -0.243879 & -4.6974 & 2e-06 \tabularnewline
22 & -0.183068 & -3.5261 & 0.000237 \tabularnewline
23 & -0.012166 & -0.2343 & 0.407425 \tabularnewline
24 & 0.720824 & 13.8841 & 0 \tabularnewline
25 & -0.007937 & -0.1529 & 0.439292 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=146854&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]0.030498[/C][C]0.5874[/C][C]0.278638[/C][/ROW]
[ROW][C]2[/C][C]-0.14613[/C][C]-2.8147[/C][C]0.002572[/C][/ROW]
[ROW][C]3[/C][C]-0.254888[/C][C]-4.9095[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.077666[/C][C]-1.496[/C][C]0.067757[/C][/ROW]
[ROW][C]5[/C][C]0.26831[/C][C]5.168[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.116454[/C][C]-2.2431[/C][C]0.012741[/C][/ROW]
[ROW][C]7[/C][C]0.237151[/C][C]4.5678[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]-0.108755[/C][C]-2.0948[/C][C]0.018435[/C][/ROW]
[ROW][C]9[/C][C]-0.269739[/C][C]-5.1955[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.201482[/C][C]-3.8808[/C][C]6.2e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.001451[/C][C]-0.0279[/C][C]0.488861[/C][/ROW]
[ROW][C]12[/C][C]0.759859[/C][C]14.6359[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.020891[/C][C]-0.4024[/C][C]0.343817[/C][/ROW]
[ROW][C]14[/C][C]-0.2105[/C][C]-4.0545[/C][C]3.1e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.28356[/C][C]-5.4617[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.123045[/C][C]-2.37[/C][C]0.009149[/C][/ROW]
[ROW][C]17[/C][C]0.226932[/C][C]4.371[/C][C]8e-06[/C][/ROW]
[ROW][C]18[/C][C]-0.139932[/C][C]-2.6953[/C][C]0.003676[/C][/ROW]
[ROW][C]19[/C][C]0.233959[/C][C]4.5064[/C][C]4e-06[/C][/ROW]
[ROW][C]20[/C][C]-0.117883[/C][C]-2.2706[/C][C]0.011872[/C][/ROW]
[ROW][C]21[/C][C]-0.243879[/C][C]-4.6974[/C][C]2e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.183068[/C][C]-3.5261[/C][C]0.000237[/C][/ROW]
[ROW][C]23[/C][C]-0.012166[/C][C]-0.2343[/C][C]0.407425[/C][/ROW]
[ROW][C]24[/C][C]0.720824[/C][C]13.8841[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.007937[/C][C]-0.1529[/C][C]0.439292[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=146854&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=146854&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	0.030498	0.5874	0.278638
2	-0.14613	-2.8147	0.002572
3	-0.254888	-4.9095	1e-06
4	-0.077666	-1.496	0.067757
5	0.26831	5.168	0
6	-0.116454	-2.2431	0.012741
7	0.237151	4.5678	3e-06
8	-0.108755	-2.0948	0.018435
9	-0.269739	-5.1955	0
10	-0.201482	-3.8808	6.2e-05
11	-0.001451	-0.0279	0.488861
12	0.759859	14.6359	0
13	-0.020891	-0.4024	0.343817
14	-0.2105	-4.0545	3.1e-05
15	-0.28356	-5.4617	0
16	-0.123045	-2.37	0.009149
17	0.226932	4.371	8e-06
18	-0.139932	-2.6953	0.003676
19	0.233959	4.5064	4e-06
20	-0.117883	-2.2706	0.011872
21	-0.243879	-4.6974	2e-06
22	-0.183068	-3.5261	0.000237
23	-0.012166	-0.2343	0.407425
24	0.720824	13.8841	0
25	-0.007937	-0.1529	0.439292

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.030498	0.5874	0.278638
2	-0.147197	-2.8352	0.002415
3	-0.250952	-4.8337	1e-06
4	-0.099073	-1.9083	0.028564
5	0.213671	4.1156	2.4e-05
6	-0.229321	-4.417	7e-06
7	0.319489	6.1538	0
8	-0.108402	-2.088	0.018741
9	-0.295783	-5.6972	0
10	-0.189546	-3.6509	0.000149
11	0.053272	1.0261	0.152758
12	0.637002	12.2695	0
13	-0.152635	-2.94	0.001744
14	-0.220834	-4.2536	1.3e-05
15	-0.061034	-1.1756	0.120255
16	-0.163243	-3.1443	9e-04
17	-0.089865	-1.7309	0.042149
18	-0.089665	-1.7271	0.042494
19	0.08468	1.631	0.051864
20	-0.044248	-0.8523	0.197305
21	0.00323	0.0622	0.475209
22	0.020675	0.3982	0.345344
23	-0.085334	-1.6436	0.050548
24	0.214348	4.1286	2.3e-05
25	-0.011253	-0.2167	0.414261

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.030498 & 0.5874 & 0.278638 \tabularnewline
2 & -0.147197 & -2.8352 & 0.002415 \tabularnewline
3 & -0.250952 & -4.8337 & 1e-06 \tabularnewline
4 & -0.099073 & -1.9083 & 0.028564 \tabularnewline
5 & 0.213671 & 4.1156 & 2.4e-05 \tabularnewline
6 & -0.229321 & -4.417 & 7e-06 \tabularnewline
7 & 0.319489 & 6.1538 & 0 \tabularnewline
8 & -0.108402 & -2.088 & 0.018741 \tabularnewline
9 & -0.295783 & -5.6972 & 0 \tabularnewline
10 & -0.189546 & -3.6509 & 0.000149 \tabularnewline
11 & 0.053272 & 1.0261 & 0.152758 \tabularnewline
12 & 0.637002 & 12.2695 & 0 \tabularnewline
13 & -0.152635 & -2.94 & 0.001744 \tabularnewline
14 & -0.220834 & -4.2536 & 1.3e-05 \tabularnewline
15 & -0.061034 & -1.1756 & 0.120255 \tabularnewline
16 & -0.163243 & -3.1443 & 9e-04 \tabularnewline
17 & -0.089865 & -1.7309 & 0.042149 \tabularnewline
18 & -0.089665 & -1.7271 & 0.042494 \tabularnewline
19 & 0.08468 & 1.631 & 0.051864 \tabularnewline
20 & -0.044248 & -0.8523 & 0.197305 \tabularnewline
21 & 0.00323 & 0.0622 & 0.475209 \tabularnewline
22 & 0.020675 & 0.3982 & 0.345344 \tabularnewline
23 & -0.085334 & -1.6436 & 0.050548 \tabularnewline
24 & 0.214348 & 4.1286 & 2.3e-05 \tabularnewline
25 & -0.011253 & -0.2167 & 0.414261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=146854&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]0.030498[/C][C]0.5874[/C][C]0.278638[/C][/ROW]
[ROW][C]2[/C][C]-0.147197[/C][C]-2.8352[/C][C]0.002415[/C][/ROW]
[ROW][C]3[/C][C]-0.250952[/C][C]-4.8337[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.099073[/C][C]-1.9083[/C][C]0.028564[/C][/ROW]
[ROW][C]5[/C][C]0.213671[/C][C]4.1156[/C][C]2.4e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.229321[/C][C]-4.417[/C][C]7e-06[/C][/ROW]
[ROW][C]7[/C][C]0.319489[/C][C]6.1538[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]-0.108402[/C][C]-2.088[/C][C]0.018741[/C][/ROW]
[ROW][C]9[/C][C]-0.295783[/C][C]-5.6972[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.189546[/C][C]-3.6509[/C][C]0.000149[/C][/ROW]
[ROW][C]11[/C][C]0.053272[/C][C]1.0261[/C][C]0.152758[/C][/ROW]
[ROW][C]12[/C][C]0.637002[/C][C]12.2695[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.152635[/C][C]-2.94[/C][C]0.001744[/C][/ROW]
[ROW][C]14[/C][C]-0.220834[/C][C]-4.2536[/C][C]1.3e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.061034[/C][C]-1.1756[/C][C]0.120255[/C][/ROW]
[ROW][C]16[/C][C]-0.163243[/C][C]-3.1443[/C][C]9e-04[/C][/ROW]
[ROW][C]17[/C][C]-0.089865[/C][C]-1.7309[/C][C]0.042149[/C][/ROW]
[ROW][C]18[/C][C]-0.089665[/C][C]-1.7271[/C][C]0.042494[/C][/ROW]
[ROW][C]19[/C][C]0.08468[/C][C]1.631[/C][C]0.051864[/C][/ROW]
[ROW][C]20[/C][C]-0.044248[/C][C]-0.8523[/C][C]0.197305[/C][/ROW]
[ROW][C]21[/C][C]0.00323[/C][C]0.0622[/C][C]0.475209[/C][/ROW]
[ROW][C]22[/C][C]0.020675[/C][C]0.3982[/C][C]0.345344[/C][/ROW]
[ROW][C]23[/C][C]-0.085334[/C][C]-1.6436[/C][C]0.050548[/C][/ROW]
[ROW][C]24[/C][C]0.214348[/C][C]4.1286[/C][C]2.3e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.011253[/C][C]-0.2167[/C][C]0.414261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=146854&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=146854&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	0.030498	0.5874	0.278638
2	-0.147197	-2.8352	0.002415
3	-0.250952	-4.8337	1e-06
4	-0.099073	-1.9083	0.028564
5	0.213671	4.1156	2.4e-05
6	-0.229321	-4.417	7e-06
7	0.319489	6.1538	0
8	-0.108402	-2.088	0.018741
9	-0.295783	-5.6972	0
10	-0.189546	-3.6509	0.000149
11	0.053272	1.0261	0.152758
12	0.637002	12.2695	0
13	-0.152635	-2.94	0.001744
14	-0.220834	-4.2536	1.3e-05
15	-0.061034	-1.1756	0.120255
16	-0.163243	-3.1443	9e-04
17	-0.089865	-1.7309	0.042149
18	-0.089665	-1.7271	0.042494
19	0.08468	1.631	0.051864
20	-0.044248	-0.8523	0.197305
21	0.00323	0.0622	0.475209
22	0.020675	0.3982	0.345344
23	-0.085334	-1.6436	0.050548
24	0.214348	4.1286	2.3e-05
25	-0.011253	-0.2167	0.414261

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 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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