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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 04:49:21 -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/17/t1261050633eu0ed8n7yohpf92.htm/, Retrieved Tue, 30 Apr 2024 00:27:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68772, Retrieved Tue, 30 Apr 2024 00:27:16 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-12-17 11:49:21] [71596e6a53ccce532e52aaf6113616ef] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68772&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68772&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68772&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.43863	-3.9232	9.2e-05
2	-0.029948	-0.2679	0.394748
3	0.12864	1.1506	0.126663
4	-0.207954	-1.86	0.033281
5	0.071445	0.639	0.262317
6	0.160403	1.4347	0.077637
7	-0.072526	-0.6487	0.259197
8	0.014744	0.1319	0.447708
9	-0.041708	-0.373	0.355051
10	-0.135657	-1.2134	0.114282
11	0.015095	0.135	0.446469
12	0.224391	2.007	0.024063
13	-0.22195	-1.9852	0.025276
14	0.190965	1.708	0.045753
15	-0.13401	-1.1986	0.117107
16	-0.094402	-0.8444	0.200494
17	0.145697	1.3031	0.098131
18	-0.042458	-0.3798	0.352568
19	0.033834	0.3026	0.381482
20	0.050208	0.4491	0.327295
21	-0.064204	-0.5743	0.283703
22	-0.070922	-0.6343	0.263834
23	0.051728	0.4627	0.322428
24	0.031441	0.2812	0.389635
25	0.026531	0.2373	0.406515
26	0.055108	0.4929	0.311717
27	-0.218817	-1.9572	0.026908
28	0.144658	1.2939	0.099719
29	-0.085311	-0.763	0.223839
30	0.035071	0.3137	0.377288
31	0.082087	0.7342	0.232483
32	-0.056136	-0.5021	0.308489
33	0.000853	0.0076	0.496966
34	-0.061025	-0.5458	0.293352
35	-0.026632	-0.2382	0.406167
36	0.065949	0.5899	0.278473

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.43863 & -3.9232 & 9.2e-05 \tabularnewline
2 & -0.029948 & -0.2679 & 0.394748 \tabularnewline
3 & 0.12864 & 1.1506 & 0.126663 \tabularnewline
4 & -0.207954 & -1.86 & 0.033281 \tabularnewline
5 & 0.071445 & 0.639 & 0.262317 \tabularnewline
6 & 0.160403 & 1.4347 & 0.077637 \tabularnewline
7 & -0.072526 & -0.6487 & 0.259197 \tabularnewline
8 & 0.014744 & 0.1319 & 0.447708 \tabularnewline
9 & -0.041708 & -0.373 & 0.355051 \tabularnewline
10 & -0.135657 & -1.2134 & 0.114282 \tabularnewline
11 & 0.015095 & 0.135 & 0.446469 \tabularnewline
12 & 0.224391 & 2.007 & 0.024063 \tabularnewline
13 & -0.22195 & -1.9852 & 0.025276 \tabularnewline
14 & 0.190965 & 1.708 & 0.045753 \tabularnewline
15 & -0.13401 & -1.1986 & 0.117107 \tabularnewline
16 & -0.094402 & -0.8444 & 0.200494 \tabularnewline
17 & 0.145697 & 1.3031 & 0.098131 \tabularnewline
18 & -0.042458 & -0.3798 & 0.352568 \tabularnewline
19 & 0.033834 & 0.3026 & 0.381482 \tabularnewline
20 & 0.050208 & 0.4491 & 0.327295 \tabularnewline
21 & -0.064204 & -0.5743 & 0.283703 \tabularnewline
22 & -0.070922 & -0.6343 & 0.263834 \tabularnewline
23 & 0.051728 & 0.4627 & 0.322428 \tabularnewline
24 & 0.031441 & 0.2812 & 0.389635 \tabularnewline
25 & 0.026531 & 0.2373 & 0.406515 \tabularnewline
26 & 0.055108 & 0.4929 & 0.311717 \tabularnewline
27 & -0.218817 & -1.9572 & 0.026908 \tabularnewline
28 & 0.144658 & 1.2939 & 0.099719 \tabularnewline
29 & -0.085311 & -0.763 & 0.223839 \tabularnewline
30 & 0.035071 & 0.3137 & 0.377288 \tabularnewline
31 & 0.082087 & 0.7342 & 0.232483 \tabularnewline
32 & -0.056136 & -0.5021 & 0.308489 \tabularnewline
33 & 0.000853 & 0.0076 & 0.496966 \tabularnewline
34 & -0.061025 & -0.5458 & 0.293352 \tabularnewline
35 & -0.026632 & -0.2382 & 0.406167 \tabularnewline
36 & 0.065949 & 0.5899 & 0.278473 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68772&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]-0.43863[/C][C]-3.9232[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.029948[/C][C]-0.2679[/C][C]0.394748[/C][/ROW]
[ROW][C]3[/C][C]0.12864[/C][C]1.1506[/C][C]0.126663[/C][/ROW]
[ROW][C]4[/C][C]-0.207954[/C][C]-1.86[/C][C]0.033281[/C][/ROW]
[ROW][C]5[/C][C]0.071445[/C][C]0.639[/C][C]0.262317[/C][/ROW]
[ROW][C]6[/C][C]0.160403[/C][C]1.4347[/C][C]0.077637[/C][/ROW]
[ROW][C]7[/C][C]-0.072526[/C][C]-0.6487[/C][C]0.259197[/C][/ROW]
[ROW][C]8[/C][C]0.014744[/C][C]0.1319[/C][C]0.447708[/C][/ROW]
[ROW][C]9[/C][C]-0.041708[/C][C]-0.373[/C][C]0.355051[/C][/ROW]
[ROW][C]10[/C][C]-0.135657[/C][C]-1.2134[/C][C]0.114282[/C][/ROW]
[ROW][C]11[/C][C]0.015095[/C][C]0.135[/C][C]0.446469[/C][/ROW]
[ROW][C]12[/C][C]0.224391[/C][C]2.007[/C][C]0.024063[/C][/ROW]
[ROW][C]13[/C][C]-0.22195[/C][C]-1.9852[/C][C]0.025276[/C][/ROW]
[ROW][C]14[/C][C]0.190965[/C][C]1.708[/C][C]0.045753[/C][/ROW]
[ROW][C]15[/C][C]-0.13401[/C][C]-1.1986[/C][C]0.117107[/C][/ROW]
[ROW][C]16[/C][C]-0.094402[/C][C]-0.8444[/C][C]0.200494[/C][/ROW]
[ROW][C]17[/C][C]0.145697[/C][C]1.3031[/C][C]0.098131[/C][/ROW]
[ROW][C]18[/C][C]-0.042458[/C][C]-0.3798[/C][C]0.352568[/C][/ROW]
[ROW][C]19[/C][C]0.033834[/C][C]0.3026[/C][C]0.381482[/C][/ROW]
[ROW][C]20[/C][C]0.050208[/C][C]0.4491[/C][C]0.327295[/C][/ROW]
[ROW][C]21[/C][C]-0.064204[/C][C]-0.5743[/C][C]0.283703[/C][/ROW]
[ROW][C]22[/C][C]-0.070922[/C][C]-0.6343[/C][C]0.263834[/C][/ROW]
[ROW][C]23[/C][C]0.051728[/C][C]0.4627[/C][C]0.322428[/C][/ROW]
[ROW][C]24[/C][C]0.031441[/C][C]0.2812[/C][C]0.389635[/C][/ROW]
[ROW][C]25[/C][C]0.026531[/C][C]0.2373[/C][C]0.406515[/C][/ROW]
[ROW][C]26[/C][C]0.055108[/C][C]0.4929[/C][C]0.311717[/C][/ROW]
[ROW][C]27[/C][C]-0.218817[/C][C]-1.9572[/C][C]0.026908[/C][/ROW]
[ROW][C]28[/C][C]0.144658[/C][C]1.2939[/C][C]0.099719[/C][/ROW]
[ROW][C]29[/C][C]-0.085311[/C][C]-0.763[/C][C]0.223839[/C][/ROW]
[ROW][C]30[/C][C]0.035071[/C][C]0.3137[/C][C]0.377288[/C][/ROW]
[ROW][C]31[/C][C]0.082087[/C][C]0.7342[/C][C]0.232483[/C][/ROW]
[ROW][C]32[/C][C]-0.056136[/C][C]-0.5021[/C][C]0.308489[/C][/ROW]
[ROW][C]33[/C][C]0.000853[/C][C]0.0076[/C][C]0.496966[/C][/ROW]
[ROW][C]34[/C][C]-0.061025[/C][C]-0.5458[/C][C]0.293352[/C][/ROW]
[ROW][C]35[/C][C]-0.026632[/C][C]-0.2382[/C][C]0.406167[/C][/ROW]
[ROW][C]36[/C][C]0.065949[/C][C]0.5899[/C][C]0.278473[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68772&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68772&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	-0.43863	-3.9232	9.2e-05
2	-0.029948	-0.2679	0.394748
3	0.12864	1.1506	0.126663
4	-0.207954	-1.86	0.033281
5	0.071445	0.639	0.262317
6	0.160403	1.4347	0.077637
7	-0.072526	-0.6487	0.259197
8	0.014744	0.1319	0.447708
9	-0.041708	-0.373	0.355051
10	-0.135657	-1.2134	0.114282
11	0.015095	0.135	0.446469
12	0.224391	2.007	0.024063
13	-0.22195	-1.9852	0.025276
14	0.190965	1.708	0.045753
15	-0.13401	-1.1986	0.117107
16	-0.094402	-0.8444	0.200494
17	0.145697	1.3031	0.098131
18	-0.042458	-0.3798	0.352568
19	0.033834	0.3026	0.381482
20	0.050208	0.4491	0.327295
21	-0.064204	-0.5743	0.283703
22	-0.070922	-0.6343	0.263834
23	0.051728	0.4627	0.322428
24	0.031441	0.2812	0.389635
25	0.026531	0.2373	0.406515
26	0.055108	0.4929	0.311717
27	-0.218817	-1.9572	0.026908
28	0.144658	1.2939	0.099719
29	-0.085311	-0.763	0.223839
30	0.035071	0.3137	0.377288
31	0.082087	0.7342	0.232483
32	-0.056136	-0.5021	0.308489
33	0.000853	0.0076	0.496966
34	-0.061025	-0.5458	0.293352
35	-0.026632	-0.2382	0.406167
36	0.065949	0.5899	0.278473

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.43863	-3.9232	9.2e-05
2	-0.275313	-2.4625	0.007973
3	-0.011888	-0.1063	0.457795
4	-0.199966	-1.7885	0.038737
5	-0.131161	-1.1731	0.122111
6	0.120527	1.078	0.142131
7	0.133626	1.1952	0.117773
8	0.078155	0.699	0.243278
9	-0.021583	-0.193	0.423707
10	-0.171245	-1.5317	0.064775
11	-0.227197	-2.0321	0.02273
12	0.104036	0.9305	0.177449
13	-0.099796	-0.8926	0.187374
14	0.092453	0.8269	0.20537
15	-0.038066	-0.3405	0.367198
16	-0.036647	-0.3278	0.371966
17	0.020176	0.1805	0.428623
18	-0.008232	-0.0736	0.470744
19	0.0096	0.0859	0.465893
20	-0.002892	-0.0259	0.489713
21	0.055977	0.5007	0.308988
22	-0.040262	-0.3601	0.359856
23	-0.031932	-0.2856	0.38796
24	-0.015838	-0.1417	0.443851
25	0.086089	0.77	0.221782
26	0.047984	0.4292	0.334472
27	-0.153509	-1.373	0.08679
28	0.011605	0.1038	0.458796
29	-0.079066	-0.7072	0.240752
30	0.036789	0.329	0.371489
31	-0.021943	-0.1963	0.42245
32	0.008979	0.0803	0.468096
33	0.045591	0.4078	0.342264
34	-0.018373	-0.1643	0.434942
35	-0.073366	-0.6562	0.256789
36	-0.066683	-0.5964	0.276284

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.43863 & -3.9232 & 9.2e-05 \tabularnewline
2 & -0.275313 & -2.4625 & 0.007973 \tabularnewline
3 & -0.011888 & -0.1063 & 0.457795 \tabularnewline
4 & -0.199966 & -1.7885 & 0.038737 \tabularnewline
5 & -0.131161 & -1.1731 & 0.122111 \tabularnewline
6 & 0.120527 & 1.078 & 0.142131 \tabularnewline
7 & 0.133626 & 1.1952 & 0.117773 \tabularnewline
8 & 0.078155 & 0.699 & 0.243278 \tabularnewline
9 & -0.021583 & -0.193 & 0.423707 \tabularnewline
10 & -0.171245 & -1.5317 & 0.064775 \tabularnewline
11 & -0.227197 & -2.0321 & 0.02273 \tabularnewline
12 & 0.104036 & 0.9305 & 0.177449 \tabularnewline
13 & -0.099796 & -0.8926 & 0.187374 \tabularnewline
14 & 0.092453 & 0.8269 & 0.20537 \tabularnewline
15 & -0.038066 & -0.3405 & 0.367198 \tabularnewline
16 & -0.036647 & -0.3278 & 0.371966 \tabularnewline
17 & 0.020176 & 0.1805 & 0.428623 \tabularnewline
18 & -0.008232 & -0.0736 & 0.470744 \tabularnewline
19 & 0.0096 & 0.0859 & 0.465893 \tabularnewline
20 & -0.002892 & -0.0259 & 0.489713 \tabularnewline
21 & 0.055977 & 0.5007 & 0.308988 \tabularnewline
22 & -0.040262 & -0.3601 & 0.359856 \tabularnewline
23 & -0.031932 & -0.2856 & 0.38796 \tabularnewline
24 & -0.015838 & -0.1417 & 0.443851 \tabularnewline
25 & 0.086089 & 0.77 & 0.221782 \tabularnewline
26 & 0.047984 & 0.4292 & 0.334472 \tabularnewline
27 & -0.153509 & -1.373 & 0.08679 \tabularnewline
28 & 0.011605 & 0.1038 & 0.458796 \tabularnewline
29 & -0.079066 & -0.7072 & 0.240752 \tabularnewline
30 & 0.036789 & 0.329 & 0.371489 \tabularnewline
31 & -0.021943 & -0.1963 & 0.42245 \tabularnewline
32 & 0.008979 & 0.0803 & 0.468096 \tabularnewline
33 & 0.045591 & 0.4078 & 0.342264 \tabularnewline
34 & -0.018373 & -0.1643 & 0.434942 \tabularnewline
35 & -0.073366 & -0.6562 & 0.256789 \tabularnewline
36 & -0.066683 & -0.5964 & 0.276284 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68772&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]-0.43863[/C][C]-3.9232[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.275313[/C][C]-2.4625[/C][C]0.007973[/C][/ROW]
[ROW][C]3[/C][C]-0.011888[/C][C]-0.1063[/C][C]0.457795[/C][/ROW]
[ROW][C]4[/C][C]-0.199966[/C][C]-1.7885[/C][C]0.038737[/C][/ROW]
[ROW][C]5[/C][C]-0.131161[/C][C]-1.1731[/C][C]0.122111[/C][/ROW]
[ROW][C]6[/C][C]0.120527[/C][C]1.078[/C][C]0.142131[/C][/ROW]
[ROW][C]7[/C][C]0.133626[/C][C]1.1952[/C][C]0.117773[/C][/ROW]
[ROW][C]8[/C][C]0.078155[/C][C]0.699[/C][C]0.243278[/C][/ROW]
[ROW][C]9[/C][C]-0.021583[/C][C]-0.193[/C][C]0.423707[/C][/ROW]
[ROW][C]10[/C][C]-0.171245[/C][C]-1.5317[/C][C]0.064775[/C][/ROW]
[ROW][C]11[/C][C]-0.227197[/C][C]-2.0321[/C][C]0.02273[/C][/ROW]
[ROW][C]12[/C][C]0.104036[/C][C]0.9305[/C][C]0.177449[/C][/ROW]
[ROW][C]13[/C][C]-0.099796[/C][C]-0.8926[/C][C]0.187374[/C][/ROW]
[ROW][C]14[/C][C]0.092453[/C][C]0.8269[/C][C]0.20537[/C][/ROW]
[ROW][C]15[/C][C]-0.038066[/C][C]-0.3405[/C][C]0.367198[/C][/ROW]
[ROW][C]16[/C][C]-0.036647[/C][C]-0.3278[/C][C]0.371966[/C][/ROW]
[ROW][C]17[/C][C]0.020176[/C][C]0.1805[/C][C]0.428623[/C][/ROW]
[ROW][C]18[/C][C]-0.008232[/C][C]-0.0736[/C][C]0.470744[/C][/ROW]
[ROW][C]19[/C][C]0.0096[/C][C]0.0859[/C][C]0.465893[/C][/ROW]
[ROW][C]20[/C][C]-0.002892[/C][C]-0.0259[/C][C]0.489713[/C][/ROW]
[ROW][C]21[/C][C]0.055977[/C][C]0.5007[/C][C]0.308988[/C][/ROW]
[ROW][C]22[/C][C]-0.040262[/C][C]-0.3601[/C][C]0.359856[/C][/ROW]
[ROW][C]23[/C][C]-0.031932[/C][C]-0.2856[/C][C]0.38796[/C][/ROW]
[ROW][C]24[/C][C]-0.015838[/C][C]-0.1417[/C][C]0.443851[/C][/ROW]
[ROW][C]25[/C][C]0.086089[/C][C]0.77[/C][C]0.221782[/C][/ROW]
[ROW][C]26[/C][C]0.047984[/C][C]0.4292[/C][C]0.334472[/C][/ROW]
[ROW][C]27[/C][C]-0.153509[/C][C]-1.373[/C][C]0.08679[/C][/ROW]
[ROW][C]28[/C][C]0.011605[/C][C]0.1038[/C][C]0.458796[/C][/ROW]
[ROW][C]29[/C][C]-0.079066[/C][C]-0.7072[/C][C]0.240752[/C][/ROW]
[ROW][C]30[/C][C]0.036789[/C][C]0.329[/C][C]0.371489[/C][/ROW]
[ROW][C]31[/C][C]-0.021943[/C][C]-0.1963[/C][C]0.42245[/C][/ROW]
[ROW][C]32[/C][C]0.008979[/C][C]0.0803[/C][C]0.468096[/C][/ROW]
[ROW][C]33[/C][C]0.045591[/C][C]0.4078[/C][C]0.342264[/C][/ROW]
[ROW][C]34[/C][C]-0.018373[/C][C]-0.1643[/C][C]0.434942[/C][/ROW]
[ROW][C]35[/C][C]-0.073366[/C][C]-0.6562[/C][C]0.256789[/C][/ROW]
[ROW][C]36[/C][C]-0.066683[/C][C]-0.5964[/C][C]0.276284[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68772&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68772&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	-0.43863	-3.9232	9.2e-05
2	-0.275313	-2.4625	0.007973
3	-0.011888	-0.1063	0.457795
4	-0.199966	-1.7885	0.038737
5	-0.131161	-1.1731	0.122111
6	0.120527	1.078	0.142131
7	0.133626	1.1952	0.117773
8	0.078155	0.699	0.243278
9	-0.021583	-0.193	0.423707
10	-0.171245	-1.5317	0.064775
11	-0.227197	-2.0321	0.02273
12	0.104036	0.9305	0.177449
13	-0.099796	-0.8926	0.187374
14	0.092453	0.8269	0.20537
15	-0.038066	-0.3405	0.367198
16	-0.036647	-0.3278	0.371966
17	0.020176	0.1805	0.428623
18	-0.008232	-0.0736	0.470744
19	0.0096	0.0859	0.465893
20	-0.002892	-0.0259	0.489713
21	0.055977	0.5007	0.308988
22	-0.040262	-0.3601	0.359856
23	-0.031932	-0.2856	0.38796
24	-0.015838	-0.1417	0.443851
25	0.086089	0.77	0.221782
26	0.047984	0.4292	0.334472
27	-0.153509	-1.373	0.08679
28	0.011605	0.1038	0.458796
29	-0.079066	-0.7072	0.240752
30	0.036789	0.329	0.371489
31	-0.021943	-0.1963	0.42245
32	0.008979	0.0803	0.468096
33	0.045591	0.4078	0.342264
34	-0.018373	-0.1643	0.434942
35	-0.073366	-0.6562	0.256789
36	-0.066683	-0.5964	0.276284

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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