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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 12:40:23 -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/15/t1260906062kn5tlhf9pid7xc1.htm/, Retrieved Wed, 08 May 2024 21:28:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68095, Retrieved Wed, 08 May 2024 21:28:42 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-12-15 19:40:23] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68095&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68095&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.064517	0.9974	0.159789
2	-0.002768	-0.0428	0.482952
3	0.085238	1.3177	0.094425
4	0.112852	1.7446	0.041166
5	0.027311	0.4222	0.336623
6	-0.084023	-1.299	0.097605
7	0.07821	1.2091	0.11391
8	0.063786	0.9861	0.162537
9	0.020133	0.3113	0.37794
10	-0.016077	-0.2485	0.401966
11	0.048466	0.7493	0.227219
12	0.05032	0.7779	0.21869
13	-0.049217	-0.7609	0.223742
14	0.01122	0.1735	0.431222
15	-0.095473	-1.476	0.070634
16	0.022145	0.3423	0.366195
17	0.015321	0.2369	0.406483
18	0.013117	0.2028	0.419739
19	0.075382	1.1654	0.122515
20	-0.070263	-1.0862	0.139233
21	0.014669	0.2268	0.410397
22	-0.054222	-0.8383	0.201363
23	-0.036075	-0.5577	0.288782
24	0.047873	0.7401	0.229981
25	0.018537	0.2866	0.387345
26	-0.055886	-0.864	0.194235
27	0.032229	0.4982	0.309386
28	-0.036518	-0.5646	0.286453
29	-0.03257	-0.5035	0.307534
30	0.005564	0.086	0.465764
31	0.011222	0.1735	0.43121
32	-0.048188	-0.745	0.228512
33	-0.020826	-0.322	0.373881
34	-0.008154	-0.1261	0.449894
35	-0.01509	-0.2333	0.407871
36	-0.012922	-0.1998	0.420915

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.064517 & 0.9974 & 0.159789 \tabularnewline
2 & -0.002768 & -0.0428 & 0.482952 \tabularnewline
3 & 0.085238 & 1.3177 & 0.094425 \tabularnewline
4 & 0.112852 & 1.7446 & 0.041166 \tabularnewline
5 & 0.027311 & 0.4222 & 0.336623 \tabularnewline
6 & -0.084023 & -1.299 & 0.097605 \tabularnewline
7 & 0.07821 & 1.2091 & 0.11391 \tabularnewline
8 & 0.063786 & 0.9861 & 0.162537 \tabularnewline
9 & 0.020133 & 0.3113 & 0.37794 \tabularnewline
10 & -0.016077 & -0.2485 & 0.401966 \tabularnewline
11 & 0.048466 & 0.7493 & 0.227219 \tabularnewline
12 & 0.05032 & 0.7779 & 0.21869 \tabularnewline
13 & -0.049217 & -0.7609 & 0.223742 \tabularnewline
14 & 0.01122 & 0.1735 & 0.431222 \tabularnewline
15 & -0.095473 & -1.476 & 0.070634 \tabularnewline
16 & 0.022145 & 0.3423 & 0.366195 \tabularnewline
17 & 0.015321 & 0.2369 & 0.406483 \tabularnewline
18 & 0.013117 & 0.2028 & 0.419739 \tabularnewline
19 & 0.075382 & 1.1654 & 0.122515 \tabularnewline
20 & -0.070263 & -1.0862 & 0.139233 \tabularnewline
21 & 0.014669 & 0.2268 & 0.410397 \tabularnewline
22 & -0.054222 & -0.8383 & 0.201363 \tabularnewline
23 & -0.036075 & -0.5577 & 0.288782 \tabularnewline
24 & 0.047873 & 0.7401 & 0.229981 \tabularnewline
25 & 0.018537 & 0.2866 & 0.387345 \tabularnewline
26 & -0.055886 & -0.864 & 0.194235 \tabularnewline
27 & 0.032229 & 0.4982 & 0.309386 \tabularnewline
28 & -0.036518 & -0.5646 & 0.286453 \tabularnewline
29 & -0.03257 & -0.5035 & 0.307534 \tabularnewline
30 & 0.005564 & 0.086 & 0.465764 \tabularnewline
31 & 0.011222 & 0.1735 & 0.43121 \tabularnewline
32 & -0.048188 & -0.745 & 0.228512 \tabularnewline
33 & -0.020826 & -0.322 & 0.373881 \tabularnewline
34 & -0.008154 & -0.1261 & 0.449894 \tabularnewline
35 & -0.01509 & -0.2333 & 0.407871 \tabularnewline
36 & -0.012922 & -0.1998 & 0.420915 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68095&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]0.064517[/C][C]0.9974[/C][C]0.159789[/C][/ROW]
[ROW][C]2[/C][C]-0.002768[/C][C]-0.0428[/C][C]0.482952[/C][/ROW]
[ROW][C]3[/C][C]0.085238[/C][C]1.3177[/C][C]0.094425[/C][/ROW]
[ROW][C]4[/C][C]0.112852[/C][C]1.7446[/C][C]0.041166[/C][/ROW]
[ROW][C]5[/C][C]0.027311[/C][C]0.4222[/C][C]0.336623[/C][/ROW]
[ROW][C]6[/C][C]-0.084023[/C][C]-1.299[/C][C]0.097605[/C][/ROW]
[ROW][C]7[/C][C]0.07821[/C][C]1.2091[/C][C]0.11391[/C][/ROW]
[ROW][C]8[/C][C]0.063786[/C][C]0.9861[/C][C]0.162537[/C][/ROW]
[ROW][C]9[/C][C]0.020133[/C][C]0.3113[/C][C]0.37794[/C][/ROW]
[ROW][C]10[/C][C]-0.016077[/C][C]-0.2485[/C][C]0.401966[/C][/ROW]
[ROW][C]11[/C][C]0.048466[/C][C]0.7493[/C][C]0.227219[/C][/ROW]
[ROW][C]12[/C][C]0.05032[/C][C]0.7779[/C][C]0.21869[/C][/ROW]
[ROW][C]13[/C][C]-0.049217[/C][C]-0.7609[/C][C]0.223742[/C][/ROW]
[ROW][C]14[/C][C]0.01122[/C][C]0.1735[/C][C]0.431222[/C][/ROW]
[ROW][C]15[/C][C]-0.095473[/C][C]-1.476[/C][C]0.070634[/C][/ROW]
[ROW][C]16[/C][C]0.022145[/C][C]0.3423[/C][C]0.366195[/C][/ROW]
[ROW][C]17[/C][C]0.015321[/C][C]0.2369[/C][C]0.406483[/C][/ROW]
[ROW][C]18[/C][C]0.013117[/C][C]0.2028[/C][C]0.419739[/C][/ROW]
[ROW][C]19[/C][C]0.075382[/C][C]1.1654[/C][C]0.122515[/C][/ROW]
[ROW][C]20[/C][C]-0.070263[/C][C]-1.0862[/C][C]0.139233[/C][/ROW]
[ROW][C]21[/C][C]0.014669[/C][C]0.2268[/C][C]0.410397[/C][/ROW]
[ROW][C]22[/C][C]-0.054222[/C][C]-0.8383[/C][C]0.201363[/C][/ROW]
[ROW][C]23[/C][C]-0.036075[/C][C]-0.5577[/C][C]0.288782[/C][/ROW]
[ROW][C]24[/C][C]0.047873[/C][C]0.7401[/C][C]0.229981[/C][/ROW]
[ROW][C]25[/C][C]0.018537[/C][C]0.2866[/C][C]0.387345[/C][/ROW]
[ROW][C]26[/C][C]-0.055886[/C][C]-0.864[/C][C]0.194235[/C][/ROW]
[ROW][C]27[/C][C]0.032229[/C][C]0.4982[/C][C]0.309386[/C][/ROW]
[ROW][C]28[/C][C]-0.036518[/C][C]-0.5646[/C][C]0.286453[/C][/ROW]
[ROW][C]29[/C][C]-0.03257[/C][C]-0.5035[/C][C]0.307534[/C][/ROW]
[ROW][C]30[/C][C]0.005564[/C][C]0.086[/C][C]0.465764[/C][/ROW]
[ROW][C]31[/C][C]0.011222[/C][C]0.1735[/C][C]0.43121[/C][/ROW]
[ROW][C]32[/C][C]-0.048188[/C][C]-0.745[/C][C]0.228512[/C][/ROW]
[ROW][C]33[/C][C]-0.020826[/C][C]-0.322[/C][C]0.373881[/C][/ROW]
[ROW][C]34[/C][C]-0.008154[/C][C]-0.1261[/C][C]0.449894[/C][/ROW]
[ROW][C]35[/C][C]-0.01509[/C][C]-0.2333[/C][C]0.407871[/C][/ROW]
[ROW][C]36[/C][C]-0.012922[/C][C]-0.1998[/C][C]0.420915[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68095&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	0.064517	0.9974	0.159789
2	-0.002768	-0.0428	0.482952
3	0.085238	1.3177	0.094425
4	0.112852	1.7446	0.041166
5	0.027311	0.4222	0.336623
6	-0.084023	-1.299	0.097605
7	0.07821	1.2091	0.11391
8	0.063786	0.9861	0.162537
9	0.020133	0.3113	0.37794
10	-0.016077	-0.2485	0.401966
11	0.048466	0.7493	0.227219
12	0.05032	0.7779	0.21869
13	-0.049217	-0.7609	0.223742
14	0.01122	0.1735	0.431222
15	-0.095473	-1.476	0.070634
16	0.022145	0.3423	0.366195
17	0.015321	0.2369	0.406483
18	0.013117	0.2028	0.419739
19	0.075382	1.1654	0.122515
20	-0.070263	-1.0862	0.139233
21	0.014669	0.2268	0.410397
22	-0.054222	-0.8383	0.201363
23	-0.036075	-0.5577	0.288782
24	0.047873	0.7401	0.229981
25	0.018537	0.2866	0.387345
26	-0.055886	-0.864	0.194235
27	0.032229	0.4982	0.309386
28	-0.036518	-0.5646	0.286453
29	-0.03257	-0.5035	0.307534
30	0.005564	0.086	0.465764
31	0.011222	0.1735	0.43121
32	-0.048188	-0.745	0.228512
33	-0.020826	-0.322	0.373881
34	-0.008154	-0.1261	0.449894
35	-0.01509	-0.2333	0.407871
36	-0.012922	-0.1998	0.420915

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.064517	0.9974	0.159789
2	-0.006959	-0.1076	0.457207
3	0.08623	1.3331	0.091887
4	0.10286	1.5902	0.056559
5	0.015806	0.2444	0.403582
6	-0.093733	-1.4491	0.074314
7	0.07298	1.1282	0.130175
8	0.040283	0.6228	0.267018
9	0.025324	0.3915	0.347891
10	-0.013126	-0.2029	0.419687
11	0.032067	0.4957	0.310264
12	0.020936	0.3237	0.37324
13	-0.045848	-0.7088	0.239573
14	0.016939	0.2619	0.396824
15	-0.11792	-1.823	0.034776
16	0.027469	0.4247	0.335734
17	0.025334	0.3917	0.347832
18	0.030808	0.4763	0.317154
19	0.075633	1.1693	0.121731
20	-0.083976	-1.2982	0.09773
21	0.000148	0.0023	0.499086
22	-0.058665	-0.9069	0.182676
23	-0.027232	-0.421	0.337065
24	0.073677	1.139	0.127917
25	0.029592	0.4575	0.323871
26	-0.065868	-1.0183	0.154785
27	0.054391	0.8409	0.200633
28	-0.084773	-1.3106	0.095632
29	-0.014997	-0.2319	0.408426
30	0.013318	0.2059	0.418524
31	0.022348	0.3455	0.365015
32	-0.040436	-0.6251	0.266241
33	-0.000712	-0.011	0.495616
34	0.006359	0.0983	0.460883
35	-0.043787	-0.6769	0.249553
36	0.001495	0.0231	0.490793

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.064517 & 0.9974 & 0.159789 \tabularnewline
2 & -0.006959 & -0.1076 & 0.457207 \tabularnewline
3 & 0.08623 & 1.3331 & 0.091887 \tabularnewline
4 & 0.10286 & 1.5902 & 0.056559 \tabularnewline
5 & 0.015806 & 0.2444 & 0.403582 \tabularnewline
6 & -0.093733 & -1.4491 & 0.074314 \tabularnewline
7 & 0.07298 & 1.1282 & 0.130175 \tabularnewline
8 & 0.040283 & 0.6228 & 0.267018 \tabularnewline
9 & 0.025324 & 0.3915 & 0.347891 \tabularnewline
10 & -0.013126 & -0.2029 & 0.419687 \tabularnewline
11 & 0.032067 & 0.4957 & 0.310264 \tabularnewline
12 & 0.020936 & 0.3237 & 0.37324 \tabularnewline
13 & -0.045848 & -0.7088 & 0.239573 \tabularnewline
14 & 0.016939 & 0.2619 & 0.396824 \tabularnewline
15 & -0.11792 & -1.823 & 0.034776 \tabularnewline
16 & 0.027469 & 0.4247 & 0.335734 \tabularnewline
17 & 0.025334 & 0.3917 & 0.347832 \tabularnewline
18 & 0.030808 & 0.4763 & 0.317154 \tabularnewline
19 & 0.075633 & 1.1693 & 0.121731 \tabularnewline
20 & -0.083976 & -1.2982 & 0.09773 \tabularnewline
21 & 0.000148 & 0.0023 & 0.499086 \tabularnewline
22 & -0.058665 & -0.9069 & 0.182676 \tabularnewline
23 & -0.027232 & -0.421 & 0.337065 \tabularnewline
24 & 0.073677 & 1.139 & 0.127917 \tabularnewline
25 & 0.029592 & 0.4575 & 0.323871 \tabularnewline
26 & -0.065868 & -1.0183 & 0.154785 \tabularnewline
27 & 0.054391 & 0.8409 & 0.200633 \tabularnewline
28 & -0.084773 & -1.3106 & 0.095632 \tabularnewline
29 & -0.014997 & -0.2319 & 0.408426 \tabularnewline
30 & 0.013318 & 0.2059 & 0.418524 \tabularnewline
31 & 0.022348 & 0.3455 & 0.365015 \tabularnewline
32 & -0.040436 & -0.6251 & 0.266241 \tabularnewline
33 & -0.000712 & -0.011 & 0.495616 \tabularnewline
34 & 0.006359 & 0.0983 & 0.460883 \tabularnewline
35 & -0.043787 & -0.6769 & 0.249553 \tabularnewline
36 & 0.001495 & 0.0231 & 0.490793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68095&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]0.064517[/C][C]0.9974[/C][C]0.159789[/C][/ROW]
[ROW][C]2[/C][C]-0.006959[/C][C]-0.1076[/C][C]0.457207[/C][/ROW]
[ROW][C]3[/C][C]0.08623[/C][C]1.3331[/C][C]0.091887[/C][/ROW]
[ROW][C]4[/C][C]0.10286[/C][C]1.5902[/C][C]0.056559[/C][/ROW]
[ROW][C]5[/C][C]0.015806[/C][C]0.2444[/C][C]0.403582[/C][/ROW]
[ROW][C]6[/C][C]-0.093733[/C][C]-1.4491[/C][C]0.074314[/C][/ROW]
[ROW][C]7[/C][C]0.07298[/C][C]1.1282[/C][C]0.130175[/C][/ROW]
[ROW][C]8[/C][C]0.040283[/C][C]0.6228[/C][C]0.267018[/C][/ROW]
[ROW][C]9[/C][C]0.025324[/C][C]0.3915[/C][C]0.347891[/C][/ROW]
[ROW][C]10[/C][C]-0.013126[/C][C]-0.2029[/C][C]0.419687[/C][/ROW]
[ROW][C]11[/C][C]0.032067[/C][C]0.4957[/C][C]0.310264[/C][/ROW]
[ROW][C]12[/C][C]0.020936[/C][C]0.3237[/C][C]0.37324[/C][/ROW]
[ROW][C]13[/C][C]-0.045848[/C][C]-0.7088[/C][C]0.239573[/C][/ROW]
[ROW][C]14[/C][C]0.016939[/C][C]0.2619[/C][C]0.396824[/C][/ROW]
[ROW][C]15[/C][C]-0.11792[/C][C]-1.823[/C][C]0.034776[/C][/ROW]
[ROW][C]16[/C][C]0.027469[/C][C]0.4247[/C][C]0.335734[/C][/ROW]
[ROW][C]17[/C][C]0.025334[/C][C]0.3917[/C][C]0.347832[/C][/ROW]
[ROW][C]18[/C][C]0.030808[/C][C]0.4763[/C][C]0.317154[/C][/ROW]
[ROW][C]19[/C][C]0.075633[/C][C]1.1693[/C][C]0.121731[/C][/ROW]
[ROW][C]20[/C][C]-0.083976[/C][C]-1.2982[/C][C]0.09773[/C][/ROW]
[ROW][C]21[/C][C]0.000148[/C][C]0.0023[/C][C]0.499086[/C][/ROW]
[ROW][C]22[/C][C]-0.058665[/C][C]-0.9069[/C][C]0.182676[/C][/ROW]
[ROW][C]23[/C][C]-0.027232[/C][C]-0.421[/C][C]0.337065[/C][/ROW]
[ROW][C]24[/C][C]0.073677[/C][C]1.139[/C][C]0.127917[/C][/ROW]
[ROW][C]25[/C][C]0.029592[/C][C]0.4575[/C][C]0.323871[/C][/ROW]
[ROW][C]26[/C][C]-0.065868[/C][C]-1.0183[/C][C]0.154785[/C][/ROW]
[ROW][C]27[/C][C]0.054391[/C][C]0.8409[/C][C]0.200633[/C][/ROW]
[ROW][C]28[/C][C]-0.084773[/C][C]-1.3106[/C][C]0.095632[/C][/ROW]
[ROW][C]29[/C][C]-0.014997[/C][C]-0.2319[/C][C]0.408426[/C][/ROW]
[ROW][C]30[/C][C]0.013318[/C][C]0.2059[/C][C]0.418524[/C][/ROW]
[ROW][C]31[/C][C]0.022348[/C][C]0.3455[/C][C]0.365015[/C][/ROW]
[ROW][C]32[/C][C]-0.040436[/C][C]-0.6251[/C][C]0.266241[/C][/ROW]
[ROW][C]33[/C][C]-0.000712[/C][C]-0.011[/C][C]0.495616[/C][/ROW]
[ROW][C]34[/C][C]0.006359[/C][C]0.0983[/C][C]0.460883[/C][/ROW]
[ROW][C]35[/C][C]-0.043787[/C][C]-0.6769[/C][C]0.249553[/C][/ROW]
[ROW][C]36[/C][C]0.001495[/C][C]0.0231[/C][C]0.490793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68095&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68095&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	0.064517	0.9974	0.159789
2	-0.006959	-0.1076	0.457207
3	0.08623	1.3331	0.091887
4	0.10286	1.5902	0.056559
5	0.015806	0.2444	0.403582
6	-0.093733	-1.4491	0.074314
7	0.07298	1.1282	0.130175
8	0.040283	0.6228	0.267018
9	0.025324	0.3915	0.347891
10	-0.013126	-0.2029	0.419687
11	0.032067	0.4957	0.310264
12	0.020936	0.3237	0.37324
13	-0.045848	-0.7088	0.239573
14	0.016939	0.2619	0.396824
15	-0.11792	-1.823	0.034776
16	0.027469	0.4247	0.335734
17	0.025334	0.3917	0.347832
18	0.030808	0.4763	0.317154
19	0.075633	1.1693	0.121731
20	-0.083976	-1.2982	0.09773
21	0.000148	0.0023	0.499086
22	-0.058665	-0.9069	0.182676
23	-0.027232	-0.421	0.337065
24	0.073677	1.139	0.127917
25	0.029592	0.4575	0.323871
26	-0.065868	-1.0183	0.154785
27	0.054391	0.8409	0.200633
28	-0.084773	-1.3106	0.095632
29	-0.014997	-0.2319	0.408426
30	0.013318	0.2059	0.418524
31	0.022348	0.3455	0.365015
32	-0.040436	-0.6251	0.266241
33	-0.000712	-0.011	0.495616
34	0.006359	0.0983	0.460883
35	-0.043787	-0.6769	0.249553
36	0.001495	0.0231	0.490793

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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