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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 08:24:21 -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/t1261063504au59jtjr9xar4fh.htm/, Retrieved Tue, 30 Apr 2024 05:20:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68946, Retrieved Tue, 30 Apr 2024 05:20:56 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-12-17 15:24:21] [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	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=68946&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=68946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68946&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	0.119289	0.9909	0.1626
2	-0.136734	-1.1358	0.129986
3	0.104108	0.8648	0.195077
4	-0.020608	-0.1712	0.432291
5	0.287168	2.3854	0.009906
6	0.400143	3.3238	0.000712
7	0.221114	1.8367	0.03528
8	-0.012677	-0.1053	0.458219
9	-0.011224	-0.0932	0.462993
10	-0.176293	-1.4644	0.073813
11	0.115259	0.9574	0.170851
12	0.688351	5.7179	0
13	0.028633	0.2378	0.406352
14	-0.167236	-1.3892	0.084625
15	0.033049	0.2745	0.392251
16	-0.127136	-1.0561	0.147309
17	0.158607	1.3175	0.096016
18	0.266094	2.2103	0.0152
19	0.087302	0.7252	0.235397
20	-0.052311	-0.4345	0.332632
21	-0.081648	-0.6782	0.249951
22	-0.243462	-2.0223	0.02351
23	0.055119	0.4579	0.324248
24	0.441216	3.665	0.000241
25	-0.036797	-0.3057	0.380391
26	-0.161489	-1.3414	0.09209
27	-0.082424	-0.6847	0.247925
28	-0.154021	-1.2794	0.102522
29	0.054571	0.4533	0.325876
30	0.109279	0.9077	0.183587
31	-0.006338	-0.0526	0.479083
32	-0.116064	-0.9641	0.169181
33	-0.161713	-1.3433	0.09179
34	-0.242335	-2.013	0.02401
35	-0.053664	-0.4458	0.32858
36	0.252169	2.0947	0.019937

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.119289 & 0.9909 & 0.1626 \tabularnewline
2 & -0.136734 & -1.1358 & 0.129986 \tabularnewline
3 & 0.104108 & 0.8648 & 0.195077 \tabularnewline
4 & -0.020608 & -0.1712 & 0.432291 \tabularnewline
5 & 0.287168 & 2.3854 & 0.009906 \tabularnewline
6 & 0.400143 & 3.3238 & 0.000712 \tabularnewline
7 & 0.221114 & 1.8367 & 0.03528 \tabularnewline
8 & -0.012677 & -0.1053 & 0.458219 \tabularnewline
9 & -0.011224 & -0.0932 & 0.462993 \tabularnewline
10 & -0.176293 & -1.4644 & 0.073813 \tabularnewline
11 & 0.115259 & 0.9574 & 0.170851 \tabularnewline
12 & 0.688351 & 5.7179 & 0 \tabularnewline
13 & 0.028633 & 0.2378 & 0.406352 \tabularnewline
14 & -0.167236 & -1.3892 & 0.084625 \tabularnewline
15 & 0.033049 & 0.2745 & 0.392251 \tabularnewline
16 & -0.127136 & -1.0561 & 0.147309 \tabularnewline
17 & 0.158607 & 1.3175 & 0.096016 \tabularnewline
18 & 0.266094 & 2.2103 & 0.0152 \tabularnewline
19 & 0.087302 & 0.7252 & 0.235397 \tabularnewline
20 & -0.052311 & -0.4345 & 0.332632 \tabularnewline
21 & -0.081648 & -0.6782 & 0.249951 \tabularnewline
22 & -0.243462 & -2.0223 & 0.02351 \tabularnewline
23 & 0.055119 & 0.4579 & 0.324248 \tabularnewline
24 & 0.441216 & 3.665 & 0.000241 \tabularnewline
25 & -0.036797 & -0.3057 & 0.380391 \tabularnewline
26 & -0.161489 & -1.3414 & 0.09209 \tabularnewline
27 & -0.082424 & -0.6847 & 0.247925 \tabularnewline
28 & -0.154021 & -1.2794 & 0.102522 \tabularnewline
29 & 0.054571 & 0.4533 & 0.325876 \tabularnewline
30 & 0.109279 & 0.9077 & 0.183587 \tabularnewline
31 & -0.006338 & -0.0526 & 0.479083 \tabularnewline
32 & -0.116064 & -0.9641 & 0.169181 \tabularnewline
33 & -0.161713 & -1.3433 & 0.09179 \tabularnewline
34 & -0.242335 & -2.013 & 0.02401 \tabularnewline
35 & -0.053664 & -0.4458 & 0.32858 \tabularnewline
36 & 0.252169 & 2.0947 & 0.019937 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68946&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]0.119289[/C][C]0.9909[/C][C]0.1626[/C][/ROW]
[ROW][C]2[/C][C]-0.136734[/C][C]-1.1358[/C][C]0.129986[/C][/ROW]
[ROW][C]3[/C][C]0.104108[/C][C]0.8648[/C][C]0.195077[/C][/ROW]
[ROW][C]4[/C][C]-0.020608[/C][C]-0.1712[/C][C]0.432291[/C][/ROW]
[ROW][C]5[/C][C]0.287168[/C][C]2.3854[/C][C]0.009906[/C][/ROW]
[ROW][C]6[/C][C]0.400143[/C][C]3.3238[/C][C]0.000712[/C][/ROW]
[ROW][C]7[/C][C]0.221114[/C][C]1.8367[/C][C]0.03528[/C][/ROW]
[ROW][C]8[/C][C]-0.012677[/C][C]-0.1053[/C][C]0.458219[/C][/ROW]
[ROW][C]9[/C][C]-0.011224[/C][C]-0.0932[/C][C]0.462993[/C][/ROW]
[ROW][C]10[/C][C]-0.176293[/C][C]-1.4644[/C][C]0.073813[/C][/ROW]
[ROW][C]11[/C][C]0.115259[/C][C]0.9574[/C][C]0.170851[/C][/ROW]
[ROW][C]12[/C][C]0.688351[/C][C]5.7179[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.028633[/C][C]0.2378[/C][C]0.406352[/C][/ROW]
[ROW][C]14[/C][C]-0.167236[/C][C]-1.3892[/C][C]0.084625[/C][/ROW]
[ROW][C]15[/C][C]0.033049[/C][C]0.2745[/C][C]0.392251[/C][/ROW]
[ROW][C]16[/C][C]-0.127136[/C][C]-1.0561[/C][C]0.147309[/C][/ROW]
[ROW][C]17[/C][C]0.158607[/C][C]1.3175[/C][C]0.096016[/C][/ROW]
[ROW][C]18[/C][C]0.266094[/C][C]2.2103[/C][C]0.0152[/C][/ROW]
[ROW][C]19[/C][C]0.087302[/C][C]0.7252[/C][C]0.235397[/C][/ROW]
[ROW][C]20[/C][C]-0.052311[/C][C]-0.4345[/C][C]0.332632[/C][/ROW]
[ROW][C]21[/C][C]-0.081648[/C][C]-0.6782[/C][C]0.249951[/C][/ROW]
[ROW][C]22[/C][C]-0.243462[/C][C]-2.0223[/C][C]0.02351[/C][/ROW]
[ROW][C]23[/C][C]0.055119[/C][C]0.4579[/C][C]0.324248[/C][/ROW]
[ROW][C]24[/C][C]0.441216[/C][C]3.665[/C][C]0.000241[/C][/ROW]
[ROW][C]25[/C][C]-0.036797[/C][C]-0.3057[/C][C]0.380391[/C][/ROW]
[ROW][C]26[/C][C]-0.161489[/C][C]-1.3414[/C][C]0.09209[/C][/ROW]
[ROW][C]27[/C][C]-0.082424[/C][C]-0.6847[/C][C]0.247925[/C][/ROW]
[ROW][C]28[/C][C]-0.154021[/C][C]-1.2794[/C][C]0.102522[/C][/ROW]
[ROW][C]29[/C][C]0.054571[/C][C]0.4533[/C][C]0.325876[/C][/ROW]
[ROW][C]30[/C][C]0.109279[/C][C]0.9077[/C][C]0.183587[/C][/ROW]
[ROW][C]31[/C][C]-0.006338[/C][C]-0.0526[/C][C]0.479083[/C][/ROW]
[ROW][C]32[/C][C]-0.116064[/C][C]-0.9641[/C][C]0.169181[/C][/ROW]
[ROW][C]33[/C][C]-0.161713[/C][C]-1.3433[/C][C]0.09179[/C][/ROW]
[ROW][C]34[/C][C]-0.242335[/C][C]-2.013[/C][C]0.02401[/C][/ROW]
[ROW][C]35[/C][C]-0.053664[/C][C]-0.4458[/C][C]0.32858[/C][/ROW]
[ROW][C]36[/C][C]0.252169[/C][C]2.0947[/C][C]0.019937[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68946&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	0.119289	0.9909	0.1626
2	-0.136734	-1.1358	0.129986
3	0.104108	0.8648	0.195077
4	-0.020608	-0.1712	0.432291
5	0.287168	2.3854	0.009906
6	0.400143	3.3238	0.000712
7	0.221114	1.8367	0.03528
8	-0.012677	-0.1053	0.458219
9	-0.011224	-0.0932	0.462993
10	-0.176293	-1.4644	0.073813
11	0.115259	0.9574	0.170851
12	0.688351	5.7179	0
13	0.028633	0.2378	0.406352
14	-0.167236	-1.3892	0.084625
15	0.033049	0.2745	0.392251
16	-0.127136	-1.0561	0.147309
17	0.158607	1.3175	0.096016
18	0.266094	2.2103	0.0152
19	0.087302	0.7252	0.235397
20	-0.052311	-0.4345	0.332632
21	-0.081648	-0.6782	0.249951
22	-0.243462	-2.0223	0.02351
23	0.055119	0.4579	0.324248
24	0.441216	3.665	0.000241
25	-0.036797	-0.3057	0.380391
26	-0.161489	-1.3414	0.09209
27	-0.082424	-0.6847	0.247925
28	-0.154021	-1.2794	0.102522
29	0.054571	0.4533	0.325876
30	0.109279	0.9077	0.183587
31	-0.006338	-0.0526	0.479083
32	-0.116064	-0.9641	0.169181
33	-0.161713	-1.3433	0.09179
34	-0.242335	-2.013	0.02401
35	-0.053664	-0.4458	0.32858
36	0.252169	2.0947	0.019937

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.119289	0.9909	0.1626
2	-0.153143	-1.2721	0.103804
3	0.146663	1.2183	0.113635
4	-0.083296	-0.6919	0.245658
5	0.365697	3.0377	0.001682
6	0.30782	2.5569	0.006381
7	0.35198	2.9238	0.002337
8	0.025257	0.2098	0.417219
9	0.073429	0.6099	0.271949
10	-0.472615	-3.9258	0.000101
11	-0.143507	-1.1921	0.118661
12	0.45965	3.8181	0.000145
13	-0.039714	-0.3299	0.371242
14	-0.004659	-0.0387	0.484622
15	0.014107	0.1172	0.45353
16	-0.054847	-0.4556	0.325056
17	-0.135601	-1.1264	0.131952
18	-0.157125	-1.3052	0.098084
19	-0.098613	-0.8191	0.207763
20	-0.030823	-0.256	0.399342
21	0.12695	1.0545	0.14766
22	0.005163	0.0429	0.482959
23	0.061938	0.5145	0.304275
24	-0.012961	-0.1077	0.457287
25	0.04398	0.3653	0.357993
26	-0.051678	-0.4293	0.334534
27	-0.170566	-1.4168	0.080517
28	0.012376	0.1028	0.45921
29	-0.082177	-0.6826	0.248568
30	-0.107537	-0.8933	0.187409
31	-0.08243	-0.6847	0.247909
32	-0.088246	-0.733	0.233014
33	-0.050105	-0.4162	0.339277
34	0.126219	1.0485	0.149044
35	-0.040844	-0.3393	0.367716
36	0.087829	0.7296	0.234062

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.119289 & 0.9909 & 0.1626 \tabularnewline
2 & -0.153143 & -1.2721 & 0.103804 \tabularnewline
3 & 0.146663 & 1.2183 & 0.113635 \tabularnewline
4 & -0.083296 & -0.6919 & 0.245658 \tabularnewline
5 & 0.365697 & 3.0377 & 0.001682 \tabularnewline
6 & 0.30782 & 2.5569 & 0.006381 \tabularnewline
7 & 0.35198 & 2.9238 & 0.002337 \tabularnewline
8 & 0.025257 & 0.2098 & 0.417219 \tabularnewline
9 & 0.073429 & 0.6099 & 0.271949 \tabularnewline
10 & -0.472615 & -3.9258 & 0.000101 \tabularnewline
11 & -0.143507 & -1.1921 & 0.118661 \tabularnewline
12 & 0.45965 & 3.8181 & 0.000145 \tabularnewline
13 & -0.039714 & -0.3299 & 0.371242 \tabularnewline
14 & -0.004659 & -0.0387 & 0.484622 \tabularnewline
15 & 0.014107 & 0.1172 & 0.45353 \tabularnewline
16 & -0.054847 & -0.4556 & 0.325056 \tabularnewline
17 & -0.135601 & -1.1264 & 0.131952 \tabularnewline
18 & -0.157125 & -1.3052 & 0.098084 \tabularnewline
19 & -0.098613 & -0.8191 & 0.207763 \tabularnewline
20 & -0.030823 & -0.256 & 0.399342 \tabularnewline
21 & 0.12695 & 1.0545 & 0.14766 \tabularnewline
22 & 0.005163 & 0.0429 & 0.482959 \tabularnewline
23 & 0.061938 & 0.5145 & 0.304275 \tabularnewline
24 & -0.012961 & -0.1077 & 0.457287 \tabularnewline
25 & 0.04398 & 0.3653 & 0.357993 \tabularnewline
26 & -0.051678 & -0.4293 & 0.334534 \tabularnewline
27 & -0.170566 & -1.4168 & 0.080517 \tabularnewline
28 & 0.012376 & 0.1028 & 0.45921 \tabularnewline
29 & -0.082177 & -0.6826 & 0.248568 \tabularnewline
30 & -0.107537 & -0.8933 & 0.187409 \tabularnewline
31 & -0.08243 & -0.6847 & 0.247909 \tabularnewline
32 & -0.088246 & -0.733 & 0.233014 \tabularnewline
33 & -0.050105 & -0.4162 & 0.339277 \tabularnewline
34 & 0.126219 & 1.0485 & 0.149044 \tabularnewline
35 & -0.040844 & -0.3393 & 0.367716 \tabularnewline
36 & 0.087829 & 0.7296 & 0.234062 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68946&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]0.119289[/C][C]0.9909[/C][C]0.1626[/C][/ROW]
[ROW][C]2[/C][C]-0.153143[/C][C]-1.2721[/C][C]0.103804[/C][/ROW]
[ROW][C]3[/C][C]0.146663[/C][C]1.2183[/C][C]0.113635[/C][/ROW]
[ROW][C]4[/C][C]-0.083296[/C][C]-0.6919[/C][C]0.245658[/C][/ROW]
[ROW][C]5[/C][C]0.365697[/C][C]3.0377[/C][C]0.001682[/C][/ROW]
[ROW][C]6[/C][C]0.30782[/C][C]2.5569[/C][C]0.006381[/C][/ROW]
[ROW][C]7[/C][C]0.35198[/C][C]2.9238[/C][C]0.002337[/C][/ROW]
[ROW][C]8[/C][C]0.025257[/C][C]0.2098[/C][C]0.417219[/C][/ROW]
[ROW][C]9[/C][C]0.073429[/C][C]0.6099[/C][C]0.271949[/C][/ROW]
[ROW][C]10[/C][C]-0.472615[/C][C]-3.9258[/C][C]0.000101[/C][/ROW]
[ROW][C]11[/C][C]-0.143507[/C][C]-1.1921[/C][C]0.118661[/C][/ROW]
[ROW][C]12[/C][C]0.45965[/C][C]3.8181[/C][C]0.000145[/C][/ROW]
[ROW][C]13[/C][C]-0.039714[/C][C]-0.3299[/C][C]0.371242[/C][/ROW]
[ROW][C]14[/C][C]-0.004659[/C][C]-0.0387[/C][C]0.484622[/C][/ROW]
[ROW][C]15[/C][C]0.014107[/C][C]0.1172[/C][C]0.45353[/C][/ROW]
[ROW][C]16[/C][C]-0.054847[/C][C]-0.4556[/C][C]0.325056[/C][/ROW]
[ROW][C]17[/C][C]-0.135601[/C][C]-1.1264[/C][C]0.131952[/C][/ROW]
[ROW][C]18[/C][C]-0.157125[/C][C]-1.3052[/C][C]0.098084[/C][/ROW]
[ROW][C]19[/C][C]-0.098613[/C][C]-0.8191[/C][C]0.207763[/C][/ROW]
[ROW][C]20[/C][C]-0.030823[/C][C]-0.256[/C][C]0.399342[/C][/ROW]
[ROW][C]21[/C][C]0.12695[/C][C]1.0545[/C][C]0.14766[/C][/ROW]
[ROW][C]22[/C][C]0.005163[/C][C]0.0429[/C][C]0.482959[/C][/ROW]
[ROW][C]23[/C][C]0.061938[/C][C]0.5145[/C][C]0.304275[/C][/ROW]
[ROW][C]24[/C][C]-0.012961[/C][C]-0.1077[/C][C]0.457287[/C][/ROW]
[ROW][C]25[/C][C]0.04398[/C][C]0.3653[/C][C]0.357993[/C][/ROW]
[ROW][C]26[/C][C]-0.051678[/C][C]-0.4293[/C][C]0.334534[/C][/ROW]
[ROW][C]27[/C][C]-0.170566[/C][C]-1.4168[/C][C]0.080517[/C][/ROW]
[ROW][C]28[/C][C]0.012376[/C][C]0.1028[/C][C]0.45921[/C][/ROW]
[ROW][C]29[/C][C]-0.082177[/C][C]-0.6826[/C][C]0.248568[/C][/ROW]
[ROW][C]30[/C][C]-0.107537[/C][C]-0.8933[/C][C]0.187409[/C][/ROW]
[ROW][C]31[/C][C]-0.08243[/C][C]-0.6847[/C][C]0.247909[/C][/ROW]
[ROW][C]32[/C][C]-0.088246[/C][C]-0.733[/C][C]0.233014[/C][/ROW]
[ROW][C]33[/C][C]-0.050105[/C][C]-0.4162[/C][C]0.339277[/C][/ROW]
[ROW][C]34[/C][C]0.126219[/C][C]1.0485[/C][C]0.149044[/C][/ROW]
[ROW][C]35[/C][C]-0.040844[/C][C]-0.3393[/C][C]0.367716[/C][/ROW]
[ROW][C]36[/C][C]0.087829[/C][C]0.7296[/C][C]0.234062[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68946&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68946&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	0.119289	0.9909	0.1626
2	-0.153143	-1.2721	0.103804
3	0.146663	1.2183	0.113635
4	-0.083296	-0.6919	0.245658
5	0.365697	3.0377	0.001682
6	0.30782	2.5569	0.006381
7	0.35198	2.9238	0.002337
8	0.025257	0.2098	0.417219
9	0.073429	0.6099	0.271949
10	-0.472615	-3.9258	0.000101
11	-0.143507	-1.1921	0.118661
12	0.45965	3.8181	0.000145
13	-0.039714	-0.3299	0.371242
14	-0.004659	-0.0387	0.484622
15	0.014107	0.1172	0.45353
16	-0.054847	-0.4556	0.325056
17	-0.135601	-1.1264	0.131952
18	-0.157125	-1.3052	0.098084
19	-0.098613	-0.8191	0.207763
20	-0.030823	-0.256	0.399342
21	0.12695	1.0545	0.14766
22	0.005163	0.0429	0.482959
23	0.061938	0.5145	0.304275
24	-0.012961	-0.1077	0.457287
25	0.04398	0.3653	0.357993
26	-0.051678	-0.4293	0.334534
27	-0.170566	-1.4168	0.080517
28	0.012376	0.1028	0.45921
29	-0.082177	-0.6826	0.248568
30	-0.107537	-0.8933	0.187409
31	-0.08243	-0.6847	0.247909
32	-0.088246	-0.733	0.233014
33	-0.050105	-0.4162	0.339277
34	0.126219	1.0485	0.149044
35	-0.040844	-0.3393	0.367716
36	0.087829	0.7296	0.234062

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

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