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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 08:28:07 -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/t1261063733ayb1v7kx42y8cgm.htm/, Retrieved Tue, 30 Apr 2024 05:27:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68948, Retrieved Tue, 30 Apr 2024 05:27:58 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-12-17 15:28:07] [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	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=68948&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=68948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68948&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	-0.633771	-4.7427	7e-06
2	0.071949	0.5384	0.296213
3	0.227434	1.702	0.047155
4	-0.247039	-1.8487	0.034894
5	0.065441	0.4897	0.313125
6	0.170084	1.2728	0.104175
7	-0.200743	-1.5022	0.069329
8	-0.011968	-0.0896	0.464479
9	0.183117	1.3703	0.088027
10	-0.155708	-1.1652	0.124437
11	0.047103	0.3525	0.362897
12	0.001938	0.0145	0.49424
13	-0.03058	-0.2288	0.409913
14	-0.076906	-0.5755	0.283626
15	0.202777	1.5174	0.06739
16	-0.189396	-1.4173	0.080966
17	0.064437	0.4822	0.315771
18	0.089201	0.6675	0.253591
19	-0.167913	-1.2565	0.107068
20	0.065344	0.489	0.313379
21	0.167336	1.2522	0.107846
22	-0.365085	-2.732	0.004202
23	0.415662	3.1105	0.001468
24	-0.257262	-1.9252	0.029646
25	-0.028726	-0.215	0.415289
26	0.232325	1.7386	0.043804
27	-0.182915	-1.3688	0.088262
28	0.018489	0.1384	0.445227
29	0.085062	0.6365	0.263508
30	-0.114112	-0.8539	0.198389
31	0.008618	0.0645	0.474405
32	0.167784	1.2556	0.107241
33	-0.214035	-1.6017	0.057425
34	0.124194	0.9294	0.17834
35	-0.025906	-0.1939	0.423491
36	0.007663	0.0573	0.477237

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.633771 & -4.7427 & 7e-06 \tabularnewline
2 & 0.071949 & 0.5384 & 0.296213 \tabularnewline
3 & 0.227434 & 1.702 & 0.047155 \tabularnewline
4 & -0.247039 & -1.8487 & 0.034894 \tabularnewline
5 & 0.065441 & 0.4897 & 0.313125 \tabularnewline
6 & 0.170084 & 1.2728 & 0.104175 \tabularnewline
7 & -0.200743 & -1.5022 & 0.069329 \tabularnewline
8 & -0.011968 & -0.0896 & 0.464479 \tabularnewline
9 & 0.183117 & 1.3703 & 0.088027 \tabularnewline
10 & -0.155708 & -1.1652 & 0.124437 \tabularnewline
11 & 0.047103 & 0.3525 & 0.362897 \tabularnewline
12 & 0.001938 & 0.0145 & 0.49424 \tabularnewline
13 & -0.03058 & -0.2288 & 0.409913 \tabularnewline
14 & -0.076906 & -0.5755 & 0.283626 \tabularnewline
15 & 0.202777 & 1.5174 & 0.06739 \tabularnewline
16 & -0.189396 & -1.4173 & 0.080966 \tabularnewline
17 & 0.064437 & 0.4822 & 0.315771 \tabularnewline
18 & 0.089201 & 0.6675 & 0.253591 \tabularnewline
19 & -0.167913 & -1.2565 & 0.107068 \tabularnewline
20 & 0.065344 & 0.489 & 0.313379 \tabularnewline
21 & 0.167336 & 1.2522 & 0.107846 \tabularnewline
22 & -0.365085 & -2.732 & 0.004202 \tabularnewline
23 & 0.415662 & 3.1105 & 0.001468 \tabularnewline
24 & -0.257262 & -1.9252 & 0.029646 \tabularnewline
25 & -0.028726 & -0.215 & 0.415289 \tabularnewline
26 & 0.232325 & 1.7386 & 0.043804 \tabularnewline
27 & -0.182915 & -1.3688 & 0.088262 \tabularnewline
28 & 0.018489 & 0.1384 & 0.445227 \tabularnewline
29 & 0.085062 & 0.6365 & 0.263508 \tabularnewline
30 & -0.114112 & -0.8539 & 0.198389 \tabularnewline
31 & 0.008618 & 0.0645 & 0.474405 \tabularnewline
32 & 0.167784 & 1.2556 & 0.107241 \tabularnewline
33 & -0.214035 & -1.6017 & 0.057425 \tabularnewline
34 & 0.124194 & 0.9294 & 0.17834 \tabularnewline
35 & -0.025906 & -0.1939 & 0.423491 \tabularnewline
36 & 0.007663 & 0.0573 & 0.477237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68948&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]-0.633771[/C][C]-4.7427[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.071949[/C][C]0.5384[/C][C]0.296213[/C][/ROW]
[ROW][C]3[/C][C]0.227434[/C][C]1.702[/C][C]0.047155[/C][/ROW]
[ROW][C]4[/C][C]-0.247039[/C][C]-1.8487[/C][C]0.034894[/C][/ROW]
[ROW][C]5[/C][C]0.065441[/C][C]0.4897[/C][C]0.313125[/C][/ROW]
[ROW][C]6[/C][C]0.170084[/C][C]1.2728[/C][C]0.104175[/C][/ROW]
[ROW][C]7[/C][C]-0.200743[/C][C]-1.5022[/C][C]0.069329[/C][/ROW]
[ROW][C]8[/C][C]-0.011968[/C][C]-0.0896[/C][C]0.464479[/C][/ROW]
[ROW][C]9[/C][C]0.183117[/C][C]1.3703[/C][C]0.088027[/C][/ROW]
[ROW][C]10[/C][C]-0.155708[/C][C]-1.1652[/C][C]0.124437[/C][/ROW]
[ROW][C]11[/C][C]0.047103[/C][C]0.3525[/C][C]0.362897[/C][/ROW]
[ROW][C]12[/C][C]0.001938[/C][C]0.0145[/C][C]0.49424[/C][/ROW]
[ROW][C]13[/C][C]-0.03058[/C][C]-0.2288[/C][C]0.409913[/C][/ROW]
[ROW][C]14[/C][C]-0.076906[/C][C]-0.5755[/C][C]0.283626[/C][/ROW]
[ROW][C]15[/C][C]0.202777[/C][C]1.5174[/C][C]0.06739[/C][/ROW]
[ROW][C]16[/C][C]-0.189396[/C][C]-1.4173[/C][C]0.080966[/C][/ROW]
[ROW][C]17[/C][C]0.064437[/C][C]0.4822[/C][C]0.315771[/C][/ROW]
[ROW][C]18[/C][C]0.089201[/C][C]0.6675[/C][C]0.253591[/C][/ROW]
[ROW][C]19[/C][C]-0.167913[/C][C]-1.2565[/C][C]0.107068[/C][/ROW]
[ROW][C]20[/C][C]0.065344[/C][C]0.489[/C][C]0.313379[/C][/ROW]
[ROW][C]21[/C][C]0.167336[/C][C]1.2522[/C][C]0.107846[/C][/ROW]
[ROW][C]22[/C][C]-0.365085[/C][C]-2.732[/C][C]0.004202[/C][/ROW]
[ROW][C]23[/C][C]0.415662[/C][C]3.1105[/C][C]0.001468[/C][/ROW]
[ROW][C]24[/C][C]-0.257262[/C][C]-1.9252[/C][C]0.029646[/C][/ROW]
[ROW][C]25[/C][C]-0.028726[/C][C]-0.215[/C][C]0.415289[/C][/ROW]
[ROW][C]26[/C][C]0.232325[/C][C]1.7386[/C][C]0.043804[/C][/ROW]
[ROW][C]27[/C][C]-0.182915[/C][C]-1.3688[/C][C]0.088262[/C][/ROW]
[ROW][C]28[/C][C]0.018489[/C][C]0.1384[/C][C]0.445227[/C][/ROW]
[ROW][C]29[/C][C]0.085062[/C][C]0.6365[/C][C]0.263508[/C][/ROW]
[ROW][C]30[/C][C]-0.114112[/C][C]-0.8539[/C][C]0.198389[/C][/ROW]
[ROW][C]31[/C][C]0.008618[/C][C]0.0645[/C][C]0.474405[/C][/ROW]
[ROW][C]32[/C][C]0.167784[/C][C]1.2556[/C][C]0.107241[/C][/ROW]
[ROW][C]33[/C][C]-0.214035[/C][C]-1.6017[/C][C]0.057425[/C][/ROW]
[ROW][C]34[/C][C]0.124194[/C][C]0.9294[/C][C]0.17834[/C][/ROW]
[ROW][C]35[/C][C]-0.025906[/C][C]-0.1939[/C][C]0.423491[/C][/ROW]
[ROW][C]36[/C][C]0.007663[/C][C]0.0573[/C][C]0.477237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68948&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68948&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	-0.633771	-4.7427	7e-06
2	0.071949	0.5384	0.296213
3	0.227434	1.702	0.047155
4	-0.247039	-1.8487	0.034894
5	0.065441	0.4897	0.313125
6	0.170084	1.2728	0.104175
7	-0.200743	-1.5022	0.069329
8	-0.011968	-0.0896	0.464479
9	0.183117	1.3703	0.088027
10	-0.155708	-1.1652	0.124437
11	0.047103	0.3525	0.362897
12	0.001938	0.0145	0.49424
13	-0.03058	-0.2288	0.409913
14	-0.076906	-0.5755	0.283626
15	0.202777	1.5174	0.06739
16	-0.189396	-1.4173	0.080966
17	0.064437	0.4822	0.315771
18	0.089201	0.6675	0.253591
19	-0.167913	-1.2565	0.107068
20	0.065344	0.489	0.313379
21	0.167336	1.2522	0.107846
22	-0.365085	-2.732	0.004202
23	0.415662	3.1105	0.001468
24	-0.257262	-1.9252	0.029646
25	-0.028726	-0.215	0.415289
26	0.232325	1.7386	0.043804
27	-0.182915	-1.3688	0.088262
28	0.018489	0.1384	0.445227
29	0.085062	0.6365	0.263508
30	-0.114112	-0.8539	0.198389
31	0.008618	0.0645	0.474405
32	0.167784	1.2556	0.107241
33	-0.214035	-1.6017	0.057425
34	0.124194	0.9294	0.17834
35	-0.025906	-0.1939	0.423491
36	0.007663	0.0573	0.477237

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.633771	-4.7427	7e-06
2	-0.551058	-4.1237	6.2e-05
3	-0.12261	-0.9175	0.1814
4	-0.091351	-0.6836	0.248522
5	-0.177748	-1.3301	0.094431
6	0.093406	0.699	0.243726
7	0.159975	1.1971	0.118146
8	-0.133539	-0.9993	0.16097
9	-0.088544	-0.6626	0.255151
10	0.040252	0.3012	0.382182
11	0.067553	0.5055	0.307588
12	-0.134306	-1.0051	0.159598
13	-0.107125	-0.8016	0.213073
14	-0.278369	-2.0831	0.020909
15	-0.126688	-0.948	0.173589
16	-0.135032	-1.0105	0.158305
17	-0.046543	-0.3483	0.364463
18	0.120342	0.9006	0.18584
19	0.048855	0.3656	0.358021
20	-0.187035	-1.3996	0.083568
21	0.099495	0.7446	0.229828
22	-0.236124	-1.767	0.04134
23	0.151016	1.1301	0.131625
24	-0.028859	-0.216	0.414902
25	-0.142616	-1.0672	0.145221
26	-0.123644	-0.9253	0.179398
27	-0.009061	-0.0678	0.47309
28	0.025872	0.1936	0.423592
29	0.063697	0.4767	0.317729
30	-0.098319	-0.7358	0.232475
31	-0.130005	-0.9729	0.167401
32	-0.083453	-0.6245	0.267417
33	-0.084476	-0.6322	0.264928
34	0.041025	0.307	0.37999
35	0.117125	0.8765	0.192256
36	0.052251	0.391	0.348637

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.633771 & -4.7427 & 7e-06 \tabularnewline
2 & -0.551058 & -4.1237 & 6.2e-05 \tabularnewline
3 & -0.12261 & -0.9175 & 0.1814 \tabularnewline
4 & -0.091351 & -0.6836 & 0.248522 \tabularnewline
5 & -0.177748 & -1.3301 & 0.094431 \tabularnewline
6 & 0.093406 & 0.699 & 0.243726 \tabularnewline
7 & 0.159975 & 1.1971 & 0.118146 \tabularnewline
8 & -0.133539 & -0.9993 & 0.16097 \tabularnewline
9 & -0.088544 & -0.6626 & 0.255151 \tabularnewline
10 & 0.040252 & 0.3012 & 0.382182 \tabularnewline
11 & 0.067553 & 0.5055 & 0.307588 \tabularnewline
12 & -0.134306 & -1.0051 & 0.159598 \tabularnewline
13 & -0.107125 & -0.8016 & 0.213073 \tabularnewline
14 & -0.278369 & -2.0831 & 0.020909 \tabularnewline
15 & -0.126688 & -0.948 & 0.173589 \tabularnewline
16 & -0.135032 & -1.0105 & 0.158305 \tabularnewline
17 & -0.046543 & -0.3483 & 0.364463 \tabularnewline
18 & 0.120342 & 0.9006 & 0.18584 \tabularnewline
19 & 0.048855 & 0.3656 & 0.358021 \tabularnewline
20 & -0.187035 & -1.3996 & 0.083568 \tabularnewline
21 & 0.099495 & 0.7446 & 0.229828 \tabularnewline
22 & -0.236124 & -1.767 & 0.04134 \tabularnewline
23 & 0.151016 & 1.1301 & 0.131625 \tabularnewline
24 & -0.028859 & -0.216 & 0.414902 \tabularnewline
25 & -0.142616 & -1.0672 & 0.145221 \tabularnewline
26 & -0.123644 & -0.9253 & 0.179398 \tabularnewline
27 & -0.009061 & -0.0678 & 0.47309 \tabularnewline
28 & 0.025872 & 0.1936 & 0.423592 \tabularnewline
29 & 0.063697 & 0.4767 & 0.317729 \tabularnewline
30 & -0.098319 & -0.7358 & 0.232475 \tabularnewline
31 & -0.130005 & -0.9729 & 0.167401 \tabularnewline
32 & -0.083453 & -0.6245 & 0.267417 \tabularnewline
33 & -0.084476 & -0.6322 & 0.264928 \tabularnewline
34 & 0.041025 & 0.307 & 0.37999 \tabularnewline
35 & 0.117125 & 0.8765 & 0.192256 \tabularnewline
36 & 0.052251 & 0.391 & 0.348637 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68948&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]-0.633771[/C][C]-4.7427[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.551058[/C][C]-4.1237[/C][C]6.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.12261[/C][C]-0.9175[/C][C]0.1814[/C][/ROW]
[ROW][C]4[/C][C]-0.091351[/C][C]-0.6836[/C][C]0.248522[/C][/ROW]
[ROW][C]5[/C][C]-0.177748[/C][C]-1.3301[/C][C]0.094431[/C][/ROW]
[ROW][C]6[/C][C]0.093406[/C][C]0.699[/C][C]0.243726[/C][/ROW]
[ROW][C]7[/C][C]0.159975[/C][C]1.1971[/C][C]0.118146[/C][/ROW]
[ROW][C]8[/C][C]-0.133539[/C][C]-0.9993[/C][C]0.16097[/C][/ROW]
[ROW][C]9[/C][C]-0.088544[/C][C]-0.6626[/C][C]0.255151[/C][/ROW]
[ROW][C]10[/C][C]0.040252[/C][C]0.3012[/C][C]0.382182[/C][/ROW]
[ROW][C]11[/C][C]0.067553[/C][C]0.5055[/C][C]0.307588[/C][/ROW]
[ROW][C]12[/C][C]-0.134306[/C][C]-1.0051[/C][C]0.159598[/C][/ROW]
[ROW][C]13[/C][C]-0.107125[/C][C]-0.8016[/C][C]0.213073[/C][/ROW]
[ROW][C]14[/C][C]-0.278369[/C][C]-2.0831[/C][C]0.020909[/C][/ROW]
[ROW][C]15[/C][C]-0.126688[/C][C]-0.948[/C][C]0.173589[/C][/ROW]
[ROW][C]16[/C][C]-0.135032[/C][C]-1.0105[/C][C]0.158305[/C][/ROW]
[ROW][C]17[/C][C]-0.046543[/C][C]-0.3483[/C][C]0.364463[/C][/ROW]
[ROW][C]18[/C][C]0.120342[/C][C]0.9006[/C][C]0.18584[/C][/ROW]
[ROW][C]19[/C][C]0.048855[/C][C]0.3656[/C][C]0.358021[/C][/ROW]
[ROW][C]20[/C][C]-0.187035[/C][C]-1.3996[/C][C]0.083568[/C][/ROW]
[ROW][C]21[/C][C]0.099495[/C][C]0.7446[/C][C]0.229828[/C][/ROW]
[ROW][C]22[/C][C]-0.236124[/C][C]-1.767[/C][C]0.04134[/C][/ROW]
[ROW][C]23[/C][C]0.151016[/C][C]1.1301[/C][C]0.131625[/C][/ROW]
[ROW][C]24[/C][C]-0.028859[/C][C]-0.216[/C][C]0.414902[/C][/ROW]
[ROW][C]25[/C][C]-0.142616[/C][C]-1.0672[/C][C]0.145221[/C][/ROW]
[ROW][C]26[/C][C]-0.123644[/C][C]-0.9253[/C][C]0.179398[/C][/ROW]
[ROW][C]27[/C][C]-0.009061[/C][C]-0.0678[/C][C]0.47309[/C][/ROW]
[ROW][C]28[/C][C]0.025872[/C][C]0.1936[/C][C]0.423592[/C][/ROW]
[ROW][C]29[/C][C]0.063697[/C][C]0.4767[/C][C]0.317729[/C][/ROW]
[ROW][C]30[/C][C]-0.098319[/C][C]-0.7358[/C][C]0.232475[/C][/ROW]
[ROW][C]31[/C][C]-0.130005[/C][C]-0.9729[/C][C]0.167401[/C][/ROW]
[ROW][C]32[/C][C]-0.083453[/C][C]-0.6245[/C][C]0.267417[/C][/ROW]
[ROW][C]33[/C][C]-0.084476[/C][C]-0.6322[/C][C]0.264928[/C][/ROW]
[ROW][C]34[/C][C]0.041025[/C][C]0.307[/C][C]0.37999[/C][/ROW]
[ROW][C]35[/C][C]0.117125[/C][C]0.8765[/C][C]0.192256[/C][/ROW]
[ROW][C]36[/C][C]0.052251[/C][C]0.391[/C][C]0.348637[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68948&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68948&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	-0.633771	-4.7427	7e-06
2	-0.551058	-4.1237	6.2e-05
3	-0.12261	-0.9175	0.1814
4	-0.091351	-0.6836	0.248522
5	-0.177748	-1.3301	0.094431
6	0.093406	0.699	0.243726
7	0.159975	1.1971	0.118146
8	-0.133539	-0.9993	0.16097
9	-0.088544	-0.6626	0.255151
10	0.040252	0.3012	0.382182
11	0.067553	0.5055	0.307588
12	-0.134306	-1.0051	0.159598
13	-0.107125	-0.8016	0.213073
14	-0.278369	-2.0831	0.020909
15	-0.126688	-0.948	0.173589
16	-0.135032	-1.0105	0.158305
17	-0.046543	-0.3483	0.364463
18	0.120342	0.9006	0.18584
19	0.048855	0.3656	0.358021
20	-0.187035	-1.3996	0.083568
21	0.099495	0.7446	0.229828
22	-0.236124	-1.767	0.04134
23	0.151016	1.1301	0.131625
24	-0.028859	-0.216	0.414902
25	-0.142616	-1.0672	0.145221
26	-0.123644	-0.9253	0.179398
27	-0.009061	-0.0678	0.47309
28	0.025872	0.1936	0.423592
29	0.063697	0.4767	0.317729
30	-0.098319	-0.7358	0.232475
31	-0.130005	-0.9729	0.167401
32	-0.083453	-0.6245	0.267417
33	-0.084476	-0.6322	0.264928
34	0.041025	0.307	0.37999
35	0.117125	0.8765	0.192256
36	0.052251	0.391	0.348637

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 = 1 ; 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