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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 26 Nov 2008 10:33:44 -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/2008/Nov/26/t1227720865gxnqw7vb2fmuyfa.htm/, Retrieved Thu, 14 Aug 2025 08:09:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25674, Retrieved Thu, 14 Aug 2025 08:09:10 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

346

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD    [(Partial) Autocorrelation Function] [Q6 1] [2008-11-26 17:33:44] [fb0ffb935e9c1a725d69519be28b148f] [Current]
F           [(Partial) Autocorrelation Function] [question 6:Autoco...] [2008-12-01 22:23:37] [c29178f7f550574a75dc881e636e0923] 

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25674&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25674&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25674&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.948047	11.3766	0
2	0.875575	10.5069	0
3	0.806681	9.6802	0
4	0.752625	9.0315	0
5	0.71377	8.5652	0
6	0.681734	8.1808	0
7	0.662904	7.9549	0
8	0.65561	7.8673	0
9	0.670948	8.0514	0
10	0.70272	8.4326	0
11	0.74324	8.9189	0
12	0.760395	9.1247	0
13	0.712661	8.5519	0
14	0.646342	7.7561	0
15	0.585923	7.0311	0
16	0.537955	6.4555	0
17	0.499748	5.997	0
18	0.468734	5.6248	0
19	0.449871	5.3984	0
20	0.441629	5.2995	0
21	0.457224	5.4867	0
22	0.482482	5.7898	0
23	0.517127	6.2055	0
24	0.53219	6.3863	0
25	0.493976	5.9277	0
26	0.437721	5.2527	0
27	0.387603	4.6512	4e-06
28	0.348025	4.1763	2.6e-05
29	0.314984	3.7798	0.000115
30	0.288497	3.462	0.000353
31	0.270802	3.2496	0.000719
32	0.26429	3.1715	0.000927
33	0.276799	3.3216	0.000567
34	0.298521	3.5823	0.000233
35	0.325587	3.907	7.2e-05
36	0.337024	4.0443	4.3e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948047 & 11.3766 & 0 \tabularnewline
2 & 0.875575 & 10.5069 & 0 \tabularnewline
3 & 0.806681 & 9.6802 & 0 \tabularnewline
4 & 0.752625 & 9.0315 & 0 \tabularnewline
5 & 0.71377 & 8.5652 & 0 \tabularnewline
6 & 0.681734 & 8.1808 & 0 \tabularnewline
7 & 0.662904 & 7.9549 & 0 \tabularnewline
8 & 0.65561 & 7.8673 & 0 \tabularnewline
9 & 0.670948 & 8.0514 & 0 \tabularnewline
10 & 0.70272 & 8.4326 & 0 \tabularnewline
11 & 0.74324 & 8.9189 & 0 \tabularnewline
12 & 0.760395 & 9.1247 & 0 \tabularnewline
13 & 0.712661 & 8.5519 & 0 \tabularnewline
14 & 0.646342 & 7.7561 & 0 \tabularnewline
15 & 0.585923 & 7.0311 & 0 \tabularnewline
16 & 0.537955 & 6.4555 & 0 \tabularnewline
17 & 0.499748 & 5.997 & 0 \tabularnewline
18 & 0.468734 & 5.6248 & 0 \tabularnewline
19 & 0.449871 & 5.3984 & 0 \tabularnewline
20 & 0.441629 & 5.2995 & 0 \tabularnewline
21 & 0.457224 & 5.4867 & 0 \tabularnewline
22 & 0.482482 & 5.7898 & 0 \tabularnewline
23 & 0.517127 & 6.2055 & 0 \tabularnewline
24 & 0.53219 & 6.3863 & 0 \tabularnewline
25 & 0.493976 & 5.9277 & 0 \tabularnewline
26 & 0.437721 & 5.2527 & 0 \tabularnewline
27 & 0.387603 & 4.6512 & 4e-06 \tabularnewline
28 & 0.348025 & 4.1763 & 2.6e-05 \tabularnewline
29 & 0.314984 & 3.7798 & 0.000115 \tabularnewline
30 & 0.288497 & 3.462 & 0.000353 \tabularnewline
31 & 0.270802 & 3.2496 & 0.000719 \tabularnewline
32 & 0.26429 & 3.1715 & 0.000927 \tabularnewline
33 & 0.276799 & 3.3216 & 0.000567 \tabularnewline
34 & 0.298521 & 3.5823 & 0.000233 \tabularnewline
35 & 0.325587 & 3.907 & 7.2e-05 \tabularnewline
36 & 0.337024 & 4.0443 & 4.3e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25674&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]0.948047[/C][C]11.3766[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.875575[/C][C]10.5069[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.806681[/C][C]9.6802[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.752625[/C][C]9.0315[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.71377[/C][C]8.5652[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.681734[/C][C]8.1808[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.662904[/C][C]7.9549[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.65561[/C][C]7.8673[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.670948[/C][C]8.0514[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.70272[/C][C]8.4326[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.74324[/C][C]8.9189[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.760395[/C][C]9.1247[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.712661[/C][C]8.5519[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.646342[/C][C]7.7561[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.585923[/C][C]7.0311[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.537955[/C][C]6.4555[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.499748[/C][C]5.997[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.468734[/C][C]5.6248[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.449871[/C][C]5.3984[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.441629[/C][C]5.2995[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.457224[/C][C]5.4867[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.482482[/C][C]5.7898[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.517127[/C][C]6.2055[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.53219[/C][C]6.3863[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.493976[/C][C]5.9277[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.437721[/C][C]5.2527[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.387603[/C][C]4.6512[/C][C]4e-06[/C][/ROW]
[ROW][C]28[/C][C]0.348025[/C][C]4.1763[/C][C]2.6e-05[/C][/ROW]
[ROW][C]29[/C][C]0.314984[/C][C]3.7798[/C][C]0.000115[/C][/ROW]
[ROW][C]30[/C][C]0.288497[/C][C]3.462[/C][C]0.000353[/C][/ROW]
[ROW][C]31[/C][C]0.270802[/C][C]3.2496[/C][C]0.000719[/C][/ROW]
[ROW][C]32[/C][C]0.26429[/C][C]3.1715[/C][C]0.000927[/C][/ROW]
[ROW][C]33[/C][C]0.276799[/C][C]3.3216[/C][C]0.000567[/C][/ROW]
[ROW][C]34[/C][C]0.298521[/C][C]3.5823[/C][C]0.000233[/C][/ROW]
[ROW][C]35[/C][C]0.325587[/C][C]3.907[/C][C]7.2e-05[/C][/ROW]
[ROW][C]36[/C][C]0.337024[/C][C]4.0443[/C][C]4.3e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25674&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25674&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	0.948047	11.3766	0
2	0.875575	10.5069	0
3	0.806681	9.6802	0
4	0.752625	9.0315	0
5	0.71377	8.5652	0
6	0.681734	8.1808	0
7	0.662904	7.9549	0
8	0.65561	7.8673	0
9	0.670948	8.0514	0
10	0.70272	8.4326	0
11	0.74324	8.9189	0
12	0.760395	9.1247	0
13	0.712661	8.5519	0
14	0.646342	7.7561	0
15	0.585923	7.0311	0
16	0.537955	6.4555	0
17	0.499748	5.997	0
18	0.468734	5.6248	0
19	0.449871	5.3984	0
20	0.441629	5.2995	0
21	0.457224	5.4867	0
22	0.482482	5.7898	0
23	0.517127	6.2055	0
24	0.53219	6.3863	0
25	0.493976	5.9277	0
26	0.437721	5.2527	0
27	0.387603	4.6512	4e-06
28	0.348025	4.1763	2.6e-05
29	0.314984	3.7798	0.000115
30	0.288497	3.462	0.000353
31	0.270802	3.2496	0.000719
32	0.26429	3.1715	0.000927
33	0.276799	3.3216	0.000567
34	0.298521	3.5823	0.000233
35	0.325587	3.907	7.2e-05
36	0.337024	4.0443	4.3e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.948047	11.3766	0
2	-0.229422	-2.7531	0.003332
3	0.038148	0.4578	0.323903
4	0.093785	1.1254	0.131141
5	0.073607	0.8833	0.189279
6	0.007728	0.0927	0.463123
7	0.125597	1.5072	0.066979
8	0.089951	1.0794	0.141103
9	0.232489	2.7899	0.002994
10	0.166051	1.9926	0.024097
11	0.171274	2.0553	0.020829
12	-0.135431	-1.6252	0.053156
13	-0.539691	-6.4763	0
14	-0.02661	-0.3193	0.374973
15	0.090765	1.0892	0.138947
16	0.024956	0.2995	0.382508
17	0.032516	0.3902	0.348487
18	0.073433	0.8812	0.189841
19	0.048442	0.5813	0.280972
20	-0.045542	-0.5465	0.292784
21	0.045753	0.549	0.291916
22	-0.100179	-1.2021	0.11564
23	0.052435	0.6292	0.265101
24	0.048014	0.5762	0.2827
25	-0.162746	-1.953	0.026382
26	-0.036135	-0.4336	0.332607
27	0.066424	0.7971	0.213357
28	0.006176	0.0741	0.470511
29	0.007537	0.0904	0.464029
30	0.01935	0.2322	0.408354
31	-0.010251	-0.123	0.451132
32	-0.01831	-0.2197	0.413199
33	-0.029001	-0.348	0.364168
34	-0.014805	-0.1777	0.42962
35	-0.047725	-0.5727	0.283872
36	0.046204	0.5544	0.290068

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948047 & 11.3766 & 0 \tabularnewline
2 & -0.229422 & -2.7531 & 0.003332 \tabularnewline
3 & 0.038148 & 0.4578 & 0.323903 \tabularnewline
4 & 0.093785 & 1.1254 & 0.131141 \tabularnewline
5 & 0.073607 & 0.8833 & 0.189279 \tabularnewline
6 & 0.007728 & 0.0927 & 0.463123 \tabularnewline
7 & 0.125597 & 1.5072 & 0.066979 \tabularnewline
8 & 0.089951 & 1.0794 & 0.141103 \tabularnewline
9 & 0.232489 & 2.7899 & 0.002994 \tabularnewline
10 & 0.166051 & 1.9926 & 0.024097 \tabularnewline
11 & 0.171274 & 2.0553 & 0.020829 \tabularnewline
12 & -0.135431 & -1.6252 & 0.053156 \tabularnewline
13 & -0.539691 & -6.4763 & 0 \tabularnewline
14 & -0.02661 & -0.3193 & 0.374973 \tabularnewline
15 & 0.090765 & 1.0892 & 0.138947 \tabularnewline
16 & 0.024956 & 0.2995 & 0.382508 \tabularnewline
17 & 0.032516 & 0.3902 & 0.348487 \tabularnewline
18 & 0.073433 & 0.8812 & 0.189841 \tabularnewline
19 & 0.048442 & 0.5813 & 0.280972 \tabularnewline
20 & -0.045542 & -0.5465 & 0.292784 \tabularnewline
21 & 0.045753 & 0.549 & 0.291916 \tabularnewline
22 & -0.100179 & -1.2021 & 0.11564 \tabularnewline
23 & 0.052435 & 0.6292 & 0.265101 \tabularnewline
24 & 0.048014 & 0.5762 & 0.2827 \tabularnewline
25 & -0.162746 & -1.953 & 0.026382 \tabularnewline
26 & -0.036135 & -0.4336 & 0.332607 \tabularnewline
27 & 0.066424 & 0.7971 & 0.213357 \tabularnewline
28 & 0.006176 & 0.0741 & 0.470511 \tabularnewline
29 & 0.007537 & 0.0904 & 0.464029 \tabularnewline
30 & 0.01935 & 0.2322 & 0.408354 \tabularnewline
31 & -0.010251 & -0.123 & 0.451132 \tabularnewline
32 & -0.01831 & -0.2197 & 0.413199 \tabularnewline
33 & -0.029001 & -0.348 & 0.364168 \tabularnewline
34 & -0.014805 & -0.1777 & 0.42962 \tabularnewline
35 & -0.047725 & -0.5727 & 0.283872 \tabularnewline
36 & 0.046204 & 0.5544 & 0.290068 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25674&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]0.948047[/C][C]11.3766[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.229422[/C][C]-2.7531[/C][C]0.003332[/C][/ROW]
[ROW][C]3[/C][C]0.038148[/C][C]0.4578[/C][C]0.323903[/C][/ROW]
[ROW][C]4[/C][C]0.093785[/C][C]1.1254[/C][C]0.131141[/C][/ROW]
[ROW][C]5[/C][C]0.073607[/C][C]0.8833[/C][C]0.189279[/C][/ROW]
[ROW][C]6[/C][C]0.007728[/C][C]0.0927[/C][C]0.463123[/C][/ROW]
[ROW][C]7[/C][C]0.125597[/C][C]1.5072[/C][C]0.066979[/C][/ROW]
[ROW][C]8[/C][C]0.089951[/C][C]1.0794[/C][C]0.141103[/C][/ROW]
[ROW][C]9[/C][C]0.232489[/C][C]2.7899[/C][C]0.002994[/C][/ROW]
[ROW][C]10[/C][C]0.166051[/C][C]1.9926[/C][C]0.024097[/C][/ROW]
[ROW][C]11[/C][C]0.171274[/C][C]2.0553[/C][C]0.020829[/C][/ROW]
[ROW][C]12[/C][C]-0.135431[/C][C]-1.6252[/C][C]0.053156[/C][/ROW]
[ROW][C]13[/C][C]-0.539691[/C][C]-6.4763[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.02661[/C][C]-0.3193[/C][C]0.374973[/C][/ROW]
[ROW][C]15[/C][C]0.090765[/C][C]1.0892[/C][C]0.138947[/C][/ROW]
[ROW][C]16[/C][C]0.024956[/C][C]0.2995[/C][C]0.382508[/C][/ROW]
[ROW][C]17[/C][C]0.032516[/C][C]0.3902[/C][C]0.348487[/C][/ROW]
[ROW][C]18[/C][C]0.073433[/C][C]0.8812[/C][C]0.189841[/C][/ROW]
[ROW][C]19[/C][C]0.048442[/C][C]0.5813[/C][C]0.280972[/C][/ROW]
[ROW][C]20[/C][C]-0.045542[/C][C]-0.5465[/C][C]0.292784[/C][/ROW]
[ROW][C]21[/C][C]0.045753[/C][C]0.549[/C][C]0.291916[/C][/ROW]
[ROW][C]22[/C][C]-0.100179[/C][C]-1.2021[/C][C]0.11564[/C][/ROW]
[ROW][C]23[/C][C]0.052435[/C][C]0.6292[/C][C]0.265101[/C][/ROW]
[ROW][C]24[/C][C]0.048014[/C][C]0.5762[/C][C]0.2827[/C][/ROW]
[ROW][C]25[/C][C]-0.162746[/C][C]-1.953[/C][C]0.026382[/C][/ROW]
[ROW][C]26[/C][C]-0.036135[/C][C]-0.4336[/C][C]0.332607[/C][/ROW]
[ROW][C]27[/C][C]0.066424[/C][C]0.7971[/C][C]0.213357[/C][/ROW]
[ROW][C]28[/C][C]0.006176[/C][C]0.0741[/C][C]0.470511[/C][/ROW]
[ROW][C]29[/C][C]0.007537[/C][C]0.0904[/C][C]0.464029[/C][/ROW]
[ROW][C]30[/C][C]0.01935[/C][C]0.2322[/C][C]0.408354[/C][/ROW]
[ROW][C]31[/C][C]-0.010251[/C][C]-0.123[/C][C]0.451132[/C][/ROW]
[ROW][C]32[/C][C]-0.01831[/C][C]-0.2197[/C][C]0.413199[/C][/ROW]
[ROW][C]33[/C][C]-0.029001[/C][C]-0.348[/C][C]0.364168[/C][/ROW]
[ROW][C]34[/C][C]-0.014805[/C][C]-0.1777[/C][C]0.42962[/C][/ROW]
[ROW][C]35[/C][C]-0.047725[/C][C]-0.5727[/C][C]0.283872[/C][/ROW]
[ROW][C]36[/C][C]0.046204[/C][C]0.5544[/C][C]0.290068[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25674&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25674&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	0.948047	11.3766	0
2	-0.229422	-2.7531	0.003332
3	0.038148	0.4578	0.323903
4	0.093785	1.1254	0.131141
5	0.073607	0.8833	0.189279
6	0.007728	0.0927	0.463123
7	0.125597	1.5072	0.066979
8	0.089951	1.0794	0.141103
9	0.232489	2.7899	0.002994
10	0.166051	1.9926	0.024097
11	0.171274	2.0553	0.020829
12	-0.135431	-1.6252	0.053156
13	-0.539691	-6.4763	0
14	-0.02661	-0.3193	0.374973
15	0.090765	1.0892	0.138947
16	0.024956	0.2995	0.382508
17	0.032516	0.3902	0.348487
18	0.073433	0.8812	0.189841
19	0.048442	0.5813	0.280972
20	-0.045542	-0.5465	0.292784
21	0.045753	0.549	0.291916
22	-0.100179	-1.2021	0.11564
23	0.052435	0.6292	0.265101
24	0.048014	0.5762	0.2827
25	-0.162746	-1.953	0.026382
26	-0.036135	-0.4336	0.332607
27	0.066424	0.7971	0.213357
28	0.006176	0.0741	0.470511
29	0.007537	0.0904	0.464029
30	0.01935	0.2322	0.408354
31	-0.010251	-0.123	0.451132
32	-0.01831	-0.2197	0.413199
33	-0.029001	-0.348	0.364168
34	-0.014805	-0.1777	0.42962
35	-0.047725	-0.5727	0.283872
36	0.046204	0.5544	0.290068

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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