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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 09:37:11 -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/02/t1259772035xc7k5q15flpv5qs.htm/, Retrieved Sun, 28 Apr 2024 16:18:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62425, Retrieved Sun, 28 Apr 2024 16:18:51 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-12-02 16:37:11] [c4328af89eba9af53ee195d6fed304d9] [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=62425&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=62425&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62425&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	-0.336145	-2.2798	0.01365
2	-0.140538	-0.9532	0.172742
3	-0.165757	-1.1242	0.133377
4	0.205166	1.3915	0.085383
5	-0.007431	-0.0504	0.480012
6	-0.092782	-0.6293	0.26614
7	0.042087	0.2854	0.388291
8	-0.04009	-0.2719	0.393457
9	0.126155	0.8556	0.198321
10	-0.182968	-1.241	0.110458
11	0.27969	1.8969	0.032062
12	-0.197976	-1.3427	0.092973
13	-0.061169	-0.4149	0.340084
14	0.069583	0.4719	0.319602
15	0.108356	0.7349	0.233063
16	-0.010041	-0.0681	0.473001
17	-0.191227	-1.297	0.100556
18	0.064059	0.4345	0.332991
19	0.028115	0.1907	0.424804
20	0.053174	0.3606	0.360009
21	-0.037478	-0.2542	0.400242
22	-0.003534	-0.024	0.490492
23	0.093761	0.6359	0.263991
24	-0.205078	-1.3909	0.085473
25	0.13553	0.9192	0.181391
26	-0.083745	-0.568	0.286404
27	0.077148	0.5232	0.301659
28	-0.007224	-0.049	0.480568
29	0.068446	0.4642	0.322339
30	-0.137596	-0.9332	0.177789
31	0.07428	0.5038	0.308406
32	-0.024414	-0.1656	0.434606
33	-0.062206	-0.4219	0.337532
34	0.093466	0.6339	0.264636
35	-0.110702	-0.7508	0.228293
36	0.129867	0.8808	0.191503

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.336145 & -2.2798 & 0.01365 \tabularnewline
2 & -0.140538 & -0.9532 & 0.172742 \tabularnewline
3 & -0.165757 & -1.1242 & 0.133377 \tabularnewline
4 & 0.205166 & 1.3915 & 0.085383 \tabularnewline
5 & -0.007431 & -0.0504 & 0.480012 \tabularnewline
6 & -0.092782 & -0.6293 & 0.26614 \tabularnewline
7 & 0.042087 & 0.2854 & 0.388291 \tabularnewline
8 & -0.04009 & -0.2719 & 0.393457 \tabularnewline
9 & 0.126155 & 0.8556 & 0.198321 \tabularnewline
10 & -0.182968 & -1.241 & 0.110458 \tabularnewline
11 & 0.27969 & 1.8969 & 0.032062 \tabularnewline
12 & -0.197976 & -1.3427 & 0.092973 \tabularnewline
13 & -0.061169 & -0.4149 & 0.340084 \tabularnewline
14 & 0.069583 & 0.4719 & 0.319602 \tabularnewline
15 & 0.108356 & 0.7349 & 0.233063 \tabularnewline
16 & -0.010041 & -0.0681 & 0.473001 \tabularnewline
17 & -0.191227 & -1.297 & 0.100556 \tabularnewline
18 & 0.064059 & 0.4345 & 0.332991 \tabularnewline
19 & 0.028115 & 0.1907 & 0.424804 \tabularnewline
20 & 0.053174 & 0.3606 & 0.360009 \tabularnewline
21 & -0.037478 & -0.2542 & 0.400242 \tabularnewline
22 & -0.003534 & -0.024 & 0.490492 \tabularnewline
23 & 0.093761 & 0.6359 & 0.263991 \tabularnewline
24 & -0.205078 & -1.3909 & 0.085473 \tabularnewline
25 & 0.13553 & 0.9192 & 0.181391 \tabularnewline
26 & -0.083745 & -0.568 & 0.286404 \tabularnewline
27 & 0.077148 & 0.5232 & 0.301659 \tabularnewline
28 & -0.007224 & -0.049 & 0.480568 \tabularnewline
29 & 0.068446 & 0.4642 & 0.322339 \tabularnewline
30 & -0.137596 & -0.9332 & 0.177789 \tabularnewline
31 & 0.07428 & 0.5038 & 0.308406 \tabularnewline
32 & -0.024414 & -0.1656 & 0.434606 \tabularnewline
33 & -0.062206 & -0.4219 & 0.337532 \tabularnewline
34 & 0.093466 & 0.6339 & 0.264636 \tabularnewline
35 & -0.110702 & -0.7508 & 0.228293 \tabularnewline
36 & 0.129867 & 0.8808 & 0.191503 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62425&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]-0.336145[/C][C]-2.2798[/C][C]0.01365[/C][/ROW]
[ROW][C]2[/C][C]-0.140538[/C][C]-0.9532[/C][C]0.172742[/C][/ROW]
[ROW][C]3[/C][C]-0.165757[/C][C]-1.1242[/C][C]0.133377[/C][/ROW]
[ROW][C]4[/C][C]0.205166[/C][C]1.3915[/C][C]0.085383[/C][/ROW]
[ROW][C]5[/C][C]-0.007431[/C][C]-0.0504[/C][C]0.480012[/C][/ROW]
[ROW][C]6[/C][C]-0.092782[/C][C]-0.6293[/C][C]0.26614[/C][/ROW]
[ROW][C]7[/C][C]0.042087[/C][C]0.2854[/C][C]0.388291[/C][/ROW]
[ROW][C]8[/C][C]-0.04009[/C][C]-0.2719[/C][C]0.393457[/C][/ROW]
[ROW][C]9[/C][C]0.126155[/C][C]0.8556[/C][C]0.198321[/C][/ROW]
[ROW][C]10[/C][C]-0.182968[/C][C]-1.241[/C][C]0.110458[/C][/ROW]
[ROW][C]11[/C][C]0.27969[/C][C]1.8969[/C][C]0.032062[/C][/ROW]
[ROW][C]12[/C][C]-0.197976[/C][C]-1.3427[/C][C]0.092973[/C][/ROW]
[ROW][C]13[/C][C]-0.061169[/C][C]-0.4149[/C][C]0.340084[/C][/ROW]
[ROW][C]14[/C][C]0.069583[/C][C]0.4719[/C][C]0.319602[/C][/ROW]
[ROW][C]15[/C][C]0.108356[/C][C]0.7349[/C][C]0.233063[/C][/ROW]
[ROW][C]16[/C][C]-0.010041[/C][C]-0.0681[/C][C]0.473001[/C][/ROW]
[ROW][C]17[/C][C]-0.191227[/C][C]-1.297[/C][C]0.100556[/C][/ROW]
[ROW][C]18[/C][C]0.064059[/C][C]0.4345[/C][C]0.332991[/C][/ROW]
[ROW][C]19[/C][C]0.028115[/C][C]0.1907[/C][C]0.424804[/C][/ROW]
[ROW][C]20[/C][C]0.053174[/C][C]0.3606[/C][C]0.360009[/C][/ROW]
[ROW][C]21[/C][C]-0.037478[/C][C]-0.2542[/C][C]0.400242[/C][/ROW]
[ROW][C]22[/C][C]-0.003534[/C][C]-0.024[/C][C]0.490492[/C][/ROW]
[ROW][C]23[/C][C]0.093761[/C][C]0.6359[/C][C]0.263991[/C][/ROW]
[ROW][C]24[/C][C]-0.205078[/C][C]-1.3909[/C][C]0.085473[/C][/ROW]
[ROW][C]25[/C][C]0.13553[/C][C]0.9192[/C][C]0.181391[/C][/ROW]
[ROW][C]26[/C][C]-0.083745[/C][C]-0.568[/C][C]0.286404[/C][/ROW]
[ROW][C]27[/C][C]0.077148[/C][C]0.5232[/C][C]0.301659[/C][/ROW]
[ROW][C]28[/C][C]-0.007224[/C][C]-0.049[/C][C]0.480568[/C][/ROW]
[ROW][C]29[/C][C]0.068446[/C][C]0.4642[/C][C]0.322339[/C][/ROW]
[ROW][C]30[/C][C]-0.137596[/C][C]-0.9332[/C][C]0.177789[/C][/ROW]
[ROW][C]31[/C][C]0.07428[/C][C]0.5038[/C][C]0.308406[/C][/ROW]
[ROW][C]32[/C][C]-0.024414[/C][C]-0.1656[/C][C]0.434606[/C][/ROW]
[ROW][C]33[/C][C]-0.062206[/C][C]-0.4219[/C][C]0.337532[/C][/ROW]
[ROW][C]34[/C][C]0.093466[/C][C]0.6339[/C][C]0.264636[/C][/ROW]
[ROW][C]35[/C][C]-0.110702[/C][C]-0.7508[/C][C]0.228293[/C][/ROW]
[ROW][C]36[/C][C]0.129867[/C][C]0.8808[/C][C]0.191503[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62425&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62425&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	-0.336145	-2.2798	0.01365
2	-0.140538	-0.9532	0.172742
3	-0.165757	-1.1242	0.133377
4	0.205166	1.3915	0.085383
5	-0.007431	-0.0504	0.480012
6	-0.092782	-0.6293	0.26614
7	0.042087	0.2854	0.388291
8	-0.04009	-0.2719	0.393457
9	0.126155	0.8556	0.198321
10	-0.182968	-1.241	0.110458
11	0.27969	1.8969	0.032062
12	-0.197976	-1.3427	0.092973
13	-0.061169	-0.4149	0.340084
14	0.069583	0.4719	0.319602
15	0.108356	0.7349	0.233063
16	-0.010041	-0.0681	0.473001
17	-0.191227	-1.297	0.100556
18	0.064059	0.4345	0.332991
19	0.028115	0.1907	0.424804
20	0.053174	0.3606	0.360009
21	-0.037478	-0.2542	0.400242
22	-0.003534	-0.024	0.490492
23	0.093761	0.6359	0.263991
24	-0.205078	-1.3909	0.085473
25	0.13553	0.9192	0.181391
26	-0.083745	-0.568	0.286404
27	0.077148	0.5232	0.301659
28	-0.007224	-0.049	0.480568
29	0.068446	0.4642	0.322339
30	-0.137596	-0.9332	0.177789
31	0.07428	0.5038	0.308406
32	-0.024414	-0.1656	0.434606
33	-0.062206	-0.4219	0.337532
34	0.093466	0.6339	0.264636
35	-0.110702	-0.7508	0.228293
36	0.129867	0.8808	0.191503

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.336145	-2.2798	0.01365
2	-0.285828	-1.9386	0.029351
3	-0.396027	-2.686	0.005013
4	-0.120254	-0.8156	0.209465
5	-0.112159	-0.7607	0.225359
6	-0.196926	-1.3356	0.094123
7	-0.064357	-0.4365	0.332263
8	-0.164826	-1.1179	0.134706
9	0.004384	0.0297	0.488204
10	-0.188792	-1.2805	0.103403
11	0.210876	1.4302	0.079705
12	-0.002099	-0.0142	0.494352
13	-0.128129	-0.869	0.194676
14	0.074534	0.5055	0.307806
15	0.048833	0.3312	0.370999
16	0.107584	0.7297	0.234646
17	-0.027796	-0.1885	0.425647
18	-0.060319	-0.4091	0.342182
19	-0.04112	-0.2789	0.390789
20	-0.134435	-0.9118	0.183318
21	0.061731	0.4187	0.338699
22	-0.081499	-0.5528	0.291554
23	0.145647	0.9878	0.164203
24	-0.142161	-0.9642	0.169998
25	-0.015016	-0.1018	0.459662
26	-0.110857	-0.7519	0.227979
27	-0.117371	-0.7961	0.215046
28	0.139086	0.9433	0.175222
29	0.083683	0.5676	0.286544
30	-0.10457	-0.7092	0.24088
31	0.116684	0.7914	0.216389
32	-0.10422	-0.7069	0.24161
33	-0.028343	-0.1922	0.424203
34	-0.074117	-0.5027	0.308793
35	-0.080418	-0.5454	0.29405
36	-0.064438	-0.437	0.332063

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.336145 & -2.2798 & 0.01365 \tabularnewline
2 & -0.285828 & -1.9386 & 0.029351 \tabularnewline
3 & -0.396027 & -2.686 & 0.005013 \tabularnewline
4 & -0.120254 & -0.8156 & 0.209465 \tabularnewline
5 & -0.112159 & -0.7607 & 0.225359 \tabularnewline
6 & -0.196926 & -1.3356 & 0.094123 \tabularnewline
7 & -0.064357 & -0.4365 & 0.332263 \tabularnewline
8 & -0.164826 & -1.1179 & 0.134706 \tabularnewline
9 & 0.004384 & 0.0297 & 0.488204 \tabularnewline
10 & -0.188792 & -1.2805 & 0.103403 \tabularnewline
11 & 0.210876 & 1.4302 & 0.079705 \tabularnewline
12 & -0.002099 & -0.0142 & 0.494352 \tabularnewline
13 & -0.128129 & -0.869 & 0.194676 \tabularnewline
14 & 0.074534 & 0.5055 & 0.307806 \tabularnewline
15 & 0.048833 & 0.3312 & 0.370999 \tabularnewline
16 & 0.107584 & 0.7297 & 0.234646 \tabularnewline
17 & -0.027796 & -0.1885 & 0.425647 \tabularnewline
18 & -0.060319 & -0.4091 & 0.342182 \tabularnewline
19 & -0.04112 & -0.2789 & 0.390789 \tabularnewline
20 & -0.134435 & -0.9118 & 0.183318 \tabularnewline
21 & 0.061731 & 0.4187 & 0.338699 \tabularnewline
22 & -0.081499 & -0.5528 & 0.291554 \tabularnewline
23 & 0.145647 & 0.9878 & 0.164203 \tabularnewline
24 & -0.142161 & -0.9642 & 0.169998 \tabularnewline
25 & -0.015016 & -0.1018 & 0.459662 \tabularnewline
26 & -0.110857 & -0.7519 & 0.227979 \tabularnewline
27 & -0.117371 & -0.7961 & 0.215046 \tabularnewline
28 & 0.139086 & 0.9433 & 0.175222 \tabularnewline
29 & 0.083683 & 0.5676 & 0.286544 \tabularnewline
30 & -0.10457 & -0.7092 & 0.24088 \tabularnewline
31 & 0.116684 & 0.7914 & 0.216389 \tabularnewline
32 & -0.10422 & -0.7069 & 0.24161 \tabularnewline
33 & -0.028343 & -0.1922 & 0.424203 \tabularnewline
34 & -0.074117 & -0.5027 & 0.308793 \tabularnewline
35 & -0.080418 & -0.5454 & 0.29405 \tabularnewline
36 & -0.064438 & -0.437 & 0.332063 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62425&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]-0.336145[/C][C]-2.2798[/C][C]0.01365[/C][/ROW]
[ROW][C]2[/C][C]-0.285828[/C][C]-1.9386[/C][C]0.029351[/C][/ROW]
[ROW][C]3[/C][C]-0.396027[/C][C]-2.686[/C][C]0.005013[/C][/ROW]
[ROW][C]4[/C][C]-0.120254[/C][C]-0.8156[/C][C]0.209465[/C][/ROW]
[ROW][C]5[/C][C]-0.112159[/C][C]-0.7607[/C][C]0.225359[/C][/ROW]
[ROW][C]6[/C][C]-0.196926[/C][C]-1.3356[/C][C]0.094123[/C][/ROW]
[ROW][C]7[/C][C]-0.064357[/C][C]-0.4365[/C][C]0.332263[/C][/ROW]
[ROW][C]8[/C][C]-0.164826[/C][C]-1.1179[/C][C]0.134706[/C][/ROW]
[ROW][C]9[/C][C]0.004384[/C][C]0.0297[/C][C]0.488204[/C][/ROW]
[ROW][C]10[/C][C]-0.188792[/C][C]-1.2805[/C][C]0.103403[/C][/ROW]
[ROW][C]11[/C][C]0.210876[/C][C]1.4302[/C][C]0.079705[/C][/ROW]
[ROW][C]12[/C][C]-0.002099[/C][C]-0.0142[/C][C]0.494352[/C][/ROW]
[ROW][C]13[/C][C]-0.128129[/C][C]-0.869[/C][C]0.194676[/C][/ROW]
[ROW][C]14[/C][C]0.074534[/C][C]0.5055[/C][C]0.307806[/C][/ROW]
[ROW][C]15[/C][C]0.048833[/C][C]0.3312[/C][C]0.370999[/C][/ROW]
[ROW][C]16[/C][C]0.107584[/C][C]0.7297[/C][C]0.234646[/C][/ROW]
[ROW][C]17[/C][C]-0.027796[/C][C]-0.1885[/C][C]0.425647[/C][/ROW]
[ROW][C]18[/C][C]-0.060319[/C][C]-0.4091[/C][C]0.342182[/C][/ROW]
[ROW][C]19[/C][C]-0.04112[/C][C]-0.2789[/C][C]0.390789[/C][/ROW]
[ROW][C]20[/C][C]-0.134435[/C][C]-0.9118[/C][C]0.183318[/C][/ROW]
[ROW][C]21[/C][C]0.061731[/C][C]0.4187[/C][C]0.338699[/C][/ROW]
[ROW][C]22[/C][C]-0.081499[/C][C]-0.5528[/C][C]0.291554[/C][/ROW]
[ROW][C]23[/C][C]0.145647[/C][C]0.9878[/C][C]0.164203[/C][/ROW]
[ROW][C]24[/C][C]-0.142161[/C][C]-0.9642[/C][C]0.169998[/C][/ROW]
[ROW][C]25[/C][C]-0.015016[/C][C]-0.1018[/C][C]0.459662[/C][/ROW]
[ROW][C]26[/C][C]-0.110857[/C][C]-0.7519[/C][C]0.227979[/C][/ROW]
[ROW][C]27[/C][C]-0.117371[/C][C]-0.7961[/C][C]0.215046[/C][/ROW]
[ROW][C]28[/C][C]0.139086[/C][C]0.9433[/C][C]0.175222[/C][/ROW]
[ROW][C]29[/C][C]0.083683[/C][C]0.5676[/C][C]0.286544[/C][/ROW]
[ROW][C]30[/C][C]-0.10457[/C][C]-0.7092[/C][C]0.24088[/C][/ROW]
[ROW][C]31[/C][C]0.116684[/C][C]0.7914[/C][C]0.216389[/C][/ROW]
[ROW][C]32[/C][C]-0.10422[/C][C]-0.7069[/C][C]0.24161[/C][/ROW]
[ROW][C]33[/C][C]-0.028343[/C][C]-0.1922[/C][C]0.424203[/C][/ROW]
[ROW][C]34[/C][C]-0.074117[/C][C]-0.5027[/C][C]0.308793[/C][/ROW]
[ROW][C]35[/C][C]-0.080418[/C][C]-0.5454[/C][C]0.29405[/C][/ROW]
[ROW][C]36[/C][C]-0.064438[/C][C]-0.437[/C][C]0.332063[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62425&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62425&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	-0.336145	-2.2798	0.01365
2	-0.285828	-1.9386	0.029351
3	-0.396027	-2.686	0.005013
4	-0.120254	-0.8156	0.209465
5	-0.112159	-0.7607	0.225359
6	-0.196926	-1.3356	0.094123
7	-0.064357	-0.4365	0.332263
8	-0.164826	-1.1179	0.134706
9	0.004384	0.0297	0.488204
10	-0.188792	-1.2805	0.103403
11	0.210876	1.4302	0.079705
12	-0.002099	-0.0142	0.494352
13	-0.128129	-0.869	0.194676
14	0.074534	0.5055	0.307806
15	0.048833	0.3312	0.370999
16	0.107584	0.7297	0.234646
17	-0.027796	-0.1885	0.425647
18	-0.060319	-0.4091	0.342182
19	-0.04112	-0.2789	0.390789
20	-0.134435	-0.9118	0.183318
21	0.061731	0.4187	0.338699
22	-0.081499	-0.5528	0.291554
23	0.145647	0.9878	0.164203
24	-0.142161	-0.9642	0.169998
25	-0.015016	-0.1018	0.459662
26	-0.110857	-0.7519	0.227979
27	-0.117371	-0.7961	0.215046
28	0.139086	0.9433	0.175222
29	0.083683	0.5676	0.286544
30	-0.10457	-0.7092	0.24088
31	0.116684	0.7914	0.216389
32	-0.10422	-0.7069	0.24161
33	-0.028343	-0.1922	0.424203
34	-0.074117	-0.5027	0.308793
35	-0.080418	-0.5454	0.29405
36	-0.064438	-0.437	0.332063

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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