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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 06:51:40 -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/19/t12612307426x3v847m3tfqmsf.htm/, Retrieved Fri, 03 May 2024 21:05:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69590, Retrieved Fri, 03 May 2024 21:05:23 +0000

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100

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-       [(Partial) Autocorrelation Function] [] [2009-12-19 13:51:40] [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=69590&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=69590&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69590&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	0.060278	0.9319	0.176171
2	0.010362	0.1602	0.436433
3	0.073025	1.1289	0.130029
4	0.089349	1.3813	0.084238
5	0.019809	0.3062	0.379847
6	-0.088565	-1.3692	0.086114
7	0.08335	1.2886	0.099398
8	0.069203	1.0699	0.142882
9	0.022949	0.3548	0.36153
10	-0.020687	-0.3198	0.374694
11	0.043534	0.673	0.250795
12	0.051297	0.793	0.214274
13	-0.049609	-0.7669	0.221939
14	0.01434	0.2217	0.412373
15	-0.084664	-1.3089	0.095916
16	0.00423	0.0654	0.473956
17	0.035351	0.5465	0.292612
18	0.013667	0.2113	0.416424
19	0.076024	1.1753	0.120521
20	-0.057015	-0.8814	0.189483
21	0.011696	0.1808	0.428335
22	-0.032048	-0.4954	0.310369
23	-0.044284	-0.6846	0.247126
24	0.057676	0.8916	0.186741
25	0.030449	0.4707	0.319129
26	-0.049602	-0.7668	0.221969
27	0.023755	0.3672	0.356883
28	-0.023403	-0.3618	0.35891
29	-0.025724	-0.3977	0.345609
30	0.005228	0.0808	0.467823
31	0.009974	0.1542	0.438792
32	-0.036918	-0.5707	0.284358
33	-0.014056	-0.2173	0.414078
34	-0.004719	-0.0729	0.470954
35	-0.022999	-0.3556	0.361243
36	-0.001469	-0.0227	0.490953

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.060278 & 0.9319 & 0.176171 \tabularnewline
2 & 0.010362 & 0.1602 & 0.436433 \tabularnewline
3 & 0.073025 & 1.1289 & 0.130029 \tabularnewline
4 & 0.089349 & 1.3813 & 0.084238 \tabularnewline
5 & 0.019809 & 0.3062 & 0.379847 \tabularnewline
6 & -0.088565 & -1.3692 & 0.086114 \tabularnewline
7 & 0.08335 & 1.2886 & 0.099398 \tabularnewline
8 & 0.069203 & 1.0699 & 0.142882 \tabularnewline
9 & 0.022949 & 0.3548 & 0.36153 \tabularnewline
10 & -0.020687 & -0.3198 & 0.374694 \tabularnewline
11 & 0.043534 & 0.673 & 0.250795 \tabularnewline
12 & 0.051297 & 0.793 & 0.214274 \tabularnewline
13 & -0.049609 & -0.7669 & 0.221939 \tabularnewline
14 & 0.01434 & 0.2217 & 0.412373 \tabularnewline
15 & -0.084664 & -1.3089 & 0.095916 \tabularnewline
16 & 0.00423 & 0.0654 & 0.473956 \tabularnewline
17 & 0.035351 & 0.5465 & 0.292612 \tabularnewline
18 & 0.013667 & 0.2113 & 0.416424 \tabularnewline
19 & 0.076024 & 1.1753 & 0.120521 \tabularnewline
20 & -0.057015 & -0.8814 & 0.189483 \tabularnewline
21 & 0.011696 & 0.1808 & 0.428335 \tabularnewline
22 & -0.032048 & -0.4954 & 0.310369 \tabularnewline
23 & -0.044284 & -0.6846 & 0.247126 \tabularnewline
24 & 0.057676 & 0.8916 & 0.186741 \tabularnewline
25 & 0.030449 & 0.4707 & 0.319129 \tabularnewline
26 & -0.049602 & -0.7668 & 0.221969 \tabularnewline
27 & 0.023755 & 0.3672 & 0.356883 \tabularnewline
28 & -0.023403 & -0.3618 & 0.35891 \tabularnewline
29 & -0.025724 & -0.3977 & 0.345609 \tabularnewline
30 & 0.005228 & 0.0808 & 0.467823 \tabularnewline
31 & 0.009974 & 0.1542 & 0.438792 \tabularnewline
32 & -0.036918 & -0.5707 & 0.284358 \tabularnewline
33 & -0.014056 & -0.2173 & 0.414078 \tabularnewline
34 & -0.004719 & -0.0729 & 0.470954 \tabularnewline
35 & -0.022999 & -0.3556 & 0.361243 \tabularnewline
36 & -0.001469 & -0.0227 & 0.490953 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69590&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]0.060278[/C][C]0.9319[/C][C]0.176171[/C][/ROW]
[ROW][C]2[/C][C]0.010362[/C][C]0.1602[/C][C]0.436433[/C][/ROW]
[ROW][C]3[/C][C]0.073025[/C][C]1.1289[/C][C]0.130029[/C][/ROW]
[ROW][C]4[/C][C]0.089349[/C][C]1.3813[/C][C]0.084238[/C][/ROW]
[ROW][C]5[/C][C]0.019809[/C][C]0.3062[/C][C]0.379847[/C][/ROW]
[ROW][C]6[/C][C]-0.088565[/C][C]-1.3692[/C][C]0.086114[/C][/ROW]
[ROW][C]7[/C][C]0.08335[/C][C]1.2886[/C][C]0.099398[/C][/ROW]
[ROW][C]8[/C][C]0.069203[/C][C]1.0699[/C][C]0.142882[/C][/ROW]
[ROW][C]9[/C][C]0.022949[/C][C]0.3548[/C][C]0.36153[/C][/ROW]
[ROW][C]10[/C][C]-0.020687[/C][C]-0.3198[/C][C]0.374694[/C][/ROW]
[ROW][C]11[/C][C]0.043534[/C][C]0.673[/C][C]0.250795[/C][/ROW]
[ROW][C]12[/C][C]0.051297[/C][C]0.793[/C][C]0.214274[/C][/ROW]
[ROW][C]13[/C][C]-0.049609[/C][C]-0.7669[/C][C]0.221939[/C][/ROW]
[ROW][C]14[/C][C]0.01434[/C][C]0.2217[/C][C]0.412373[/C][/ROW]
[ROW][C]15[/C][C]-0.084664[/C][C]-1.3089[/C][C]0.095916[/C][/ROW]
[ROW][C]16[/C][C]0.00423[/C][C]0.0654[/C][C]0.473956[/C][/ROW]
[ROW][C]17[/C][C]0.035351[/C][C]0.5465[/C][C]0.292612[/C][/ROW]
[ROW][C]18[/C][C]0.013667[/C][C]0.2113[/C][C]0.416424[/C][/ROW]
[ROW][C]19[/C][C]0.076024[/C][C]1.1753[/C][C]0.120521[/C][/ROW]
[ROW][C]20[/C][C]-0.057015[/C][C]-0.8814[/C][C]0.189483[/C][/ROW]
[ROW][C]21[/C][C]0.011696[/C][C]0.1808[/C][C]0.428335[/C][/ROW]
[ROW][C]22[/C][C]-0.032048[/C][C]-0.4954[/C][C]0.310369[/C][/ROW]
[ROW][C]23[/C][C]-0.044284[/C][C]-0.6846[/C][C]0.247126[/C][/ROW]
[ROW][C]24[/C][C]0.057676[/C][C]0.8916[/C][C]0.186741[/C][/ROW]
[ROW][C]25[/C][C]0.030449[/C][C]0.4707[/C][C]0.319129[/C][/ROW]
[ROW][C]26[/C][C]-0.049602[/C][C]-0.7668[/C][C]0.221969[/C][/ROW]
[ROW][C]27[/C][C]0.023755[/C][C]0.3672[/C][C]0.356883[/C][/ROW]
[ROW][C]28[/C][C]-0.023403[/C][C]-0.3618[/C][C]0.35891[/C][/ROW]
[ROW][C]29[/C][C]-0.025724[/C][C]-0.3977[/C][C]0.345609[/C][/ROW]
[ROW][C]30[/C][C]0.005228[/C][C]0.0808[/C][C]0.467823[/C][/ROW]
[ROW][C]31[/C][C]0.009974[/C][C]0.1542[/C][C]0.438792[/C][/ROW]
[ROW][C]32[/C][C]-0.036918[/C][C]-0.5707[/C][C]0.284358[/C][/ROW]
[ROW][C]33[/C][C]-0.014056[/C][C]-0.2173[/C][C]0.414078[/C][/ROW]
[ROW][C]34[/C][C]-0.004719[/C][C]-0.0729[/C][C]0.470954[/C][/ROW]
[ROW][C]35[/C][C]-0.022999[/C][C]-0.3556[/C][C]0.361243[/C][/ROW]
[ROW][C]36[/C][C]-0.001469[/C][C]-0.0227[/C][C]0.490953[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69590&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69590&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	0.060278	0.9319	0.176171
2	0.010362	0.1602	0.436433
3	0.073025	1.1289	0.130029
4	0.089349	1.3813	0.084238
5	0.019809	0.3062	0.379847
6	-0.088565	-1.3692	0.086114
7	0.08335	1.2886	0.099398
8	0.069203	1.0699	0.142882
9	0.022949	0.3548	0.36153
10	-0.020687	-0.3198	0.374694
11	0.043534	0.673	0.250795
12	0.051297	0.793	0.214274
13	-0.049609	-0.7669	0.221939
14	0.01434	0.2217	0.412373
15	-0.084664	-1.3089	0.095916
16	0.00423	0.0654	0.473956
17	0.035351	0.5465	0.292612
18	0.013667	0.2113	0.416424
19	0.076024	1.1753	0.120521
20	-0.057015	-0.8814	0.189483
21	0.011696	0.1808	0.428335
22	-0.032048	-0.4954	0.310369
23	-0.044284	-0.6846	0.247126
24	0.057676	0.8916	0.186741
25	0.030449	0.4707	0.319129
26	-0.049602	-0.7668	0.221969
27	0.023755	0.3672	0.356883
28	-0.023403	-0.3618	0.35891
29	-0.025724	-0.3977	0.345609
30	0.005228	0.0808	0.467823
31	0.009974	0.1542	0.438792
32	-0.036918	-0.5707	0.284358
33	-0.014056	-0.2173	0.414078
34	-0.004719	-0.0729	0.470954
35	-0.022999	-0.3556	0.361243
36	-0.001469	-0.0227	0.490953

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.060278	0.9319	0.176171
2	0.006753	0.1044	0.458471
3	0.072263	1.1172	0.132524
4	0.081354	1.2577	0.104863
5	0.009408	0.1454	0.442242
6	-0.097595	-1.5088	0.066337
7	0.083192	1.2861	0.099823
8	0.053498	0.8271	0.204515
9	0.025735	0.3979	0.345546
10	-0.021809	-0.3372	0.368148
11	0.027554	0.426	0.335257
12	0.024288	0.3755	0.353819
13	-0.043206	-0.668	0.252404
14	0.022011	0.3403	0.366974
15	-0.104281	-1.6121	0.054126
16	0.003353	0.0518	0.479352
17	0.050119	0.7748	0.219607
18	0.025186	0.3894	0.348674
19	0.071037	1.0982	0.136611
20	-0.069609	-1.0761	0.141479
21	-0.007209	-0.1115	0.455674
22	-0.03166	-0.4895	0.312483
23	-0.031805	-0.4917	0.311696
24	0.079128	1.2233	0.111211
25	0.033879	0.5238	0.300466
26	-0.072143	-1.1153	0.13292
27	0.041609	0.6433	0.260336
28	-0.058183	-0.8995	0.18465
29	-0.018895	-0.2921	0.385226
30	0.022268	0.3443	0.365479
31	0.011686	0.1807	0.428391
32	-0.035667	-0.5514	0.290939
33	-0.003904	-0.0604	0.475962
34	0.013023	0.2013	0.420303
35	-0.040507	-0.6262	0.265882
36	-0.001737	-0.0269	0.4893

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.060278 & 0.9319 & 0.176171 \tabularnewline
2 & 0.006753 & 0.1044 & 0.458471 \tabularnewline
3 & 0.072263 & 1.1172 & 0.132524 \tabularnewline
4 & 0.081354 & 1.2577 & 0.104863 \tabularnewline
5 & 0.009408 & 0.1454 & 0.442242 \tabularnewline
6 & -0.097595 & -1.5088 & 0.066337 \tabularnewline
7 & 0.083192 & 1.2861 & 0.099823 \tabularnewline
8 & 0.053498 & 0.8271 & 0.204515 \tabularnewline
9 & 0.025735 & 0.3979 & 0.345546 \tabularnewline
10 & -0.021809 & -0.3372 & 0.368148 \tabularnewline
11 & 0.027554 & 0.426 & 0.335257 \tabularnewline
12 & 0.024288 & 0.3755 & 0.353819 \tabularnewline
13 & -0.043206 & -0.668 & 0.252404 \tabularnewline
14 & 0.022011 & 0.3403 & 0.366974 \tabularnewline
15 & -0.104281 & -1.6121 & 0.054126 \tabularnewline
16 & 0.003353 & 0.0518 & 0.479352 \tabularnewline
17 & 0.050119 & 0.7748 & 0.219607 \tabularnewline
18 & 0.025186 & 0.3894 & 0.348674 \tabularnewline
19 & 0.071037 & 1.0982 & 0.136611 \tabularnewline
20 & -0.069609 & -1.0761 & 0.141479 \tabularnewline
21 & -0.007209 & -0.1115 & 0.455674 \tabularnewline
22 & -0.03166 & -0.4895 & 0.312483 \tabularnewline
23 & -0.031805 & -0.4917 & 0.311696 \tabularnewline
24 & 0.079128 & 1.2233 & 0.111211 \tabularnewline
25 & 0.033879 & 0.5238 & 0.300466 \tabularnewline
26 & -0.072143 & -1.1153 & 0.13292 \tabularnewline
27 & 0.041609 & 0.6433 & 0.260336 \tabularnewline
28 & -0.058183 & -0.8995 & 0.18465 \tabularnewline
29 & -0.018895 & -0.2921 & 0.385226 \tabularnewline
30 & 0.022268 & 0.3443 & 0.365479 \tabularnewline
31 & 0.011686 & 0.1807 & 0.428391 \tabularnewline
32 & -0.035667 & -0.5514 & 0.290939 \tabularnewline
33 & -0.003904 & -0.0604 & 0.475962 \tabularnewline
34 & 0.013023 & 0.2013 & 0.420303 \tabularnewline
35 & -0.040507 & -0.6262 & 0.265882 \tabularnewline
36 & -0.001737 & -0.0269 & 0.4893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69590&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]0.060278[/C][C]0.9319[/C][C]0.176171[/C][/ROW]
[ROW][C]2[/C][C]0.006753[/C][C]0.1044[/C][C]0.458471[/C][/ROW]
[ROW][C]3[/C][C]0.072263[/C][C]1.1172[/C][C]0.132524[/C][/ROW]
[ROW][C]4[/C][C]0.081354[/C][C]1.2577[/C][C]0.104863[/C][/ROW]
[ROW][C]5[/C][C]0.009408[/C][C]0.1454[/C][C]0.442242[/C][/ROW]
[ROW][C]6[/C][C]-0.097595[/C][C]-1.5088[/C][C]0.066337[/C][/ROW]
[ROW][C]7[/C][C]0.083192[/C][C]1.2861[/C][C]0.099823[/C][/ROW]
[ROW][C]8[/C][C]0.053498[/C][C]0.8271[/C][C]0.204515[/C][/ROW]
[ROW][C]9[/C][C]0.025735[/C][C]0.3979[/C][C]0.345546[/C][/ROW]
[ROW][C]10[/C][C]-0.021809[/C][C]-0.3372[/C][C]0.368148[/C][/ROW]
[ROW][C]11[/C][C]0.027554[/C][C]0.426[/C][C]0.335257[/C][/ROW]
[ROW][C]12[/C][C]0.024288[/C][C]0.3755[/C][C]0.353819[/C][/ROW]
[ROW][C]13[/C][C]-0.043206[/C][C]-0.668[/C][C]0.252404[/C][/ROW]
[ROW][C]14[/C][C]0.022011[/C][C]0.3403[/C][C]0.366974[/C][/ROW]
[ROW][C]15[/C][C]-0.104281[/C][C]-1.6121[/C][C]0.054126[/C][/ROW]
[ROW][C]16[/C][C]0.003353[/C][C]0.0518[/C][C]0.479352[/C][/ROW]
[ROW][C]17[/C][C]0.050119[/C][C]0.7748[/C][C]0.219607[/C][/ROW]
[ROW][C]18[/C][C]0.025186[/C][C]0.3894[/C][C]0.348674[/C][/ROW]
[ROW][C]19[/C][C]0.071037[/C][C]1.0982[/C][C]0.136611[/C][/ROW]
[ROW][C]20[/C][C]-0.069609[/C][C]-1.0761[/C][C]0.141479[/C][/ROW]
[ROW][C]21[/C][C]-0.007209[/C][C]-0.1115[/C][C]0.455674[/C][/ROW]
[ROW][C]22[/C][C]-0.03166[/C][C]-0.4895[/C][C]0.312483[/C][/ROW]
[ROW][C]23[/C][C]-0.031805[/C][C]-0.4917[/C][C]0.311696[/C][/ROW]
[ROW][C]24[/C][C]0.079128[/C][C]1.2233[/C][C]0.111211[/C][/ROW]
[ROW][C]25[/C][C]0.033879[/C][C]0.5238[/C][C]0.300466[/C][/ROW]
[ROW][C]26[/C][C]-0.072143[/C][C]-1.1153[/C][C]0.13292[/C][/ROW]
[ROW][C]27[/C][C]0.041609[/C][C]0.6433[/C][C]0.260336[/C][/ROW]
[ROW][C]28[/C][C]-0.058183[/C][C]-0.8995[/C][C]0.18465[/C][/ROW]
[ROW][C]29[/C][C]-0.018895[/C][C]-0.2921[/C][C]0.385226[/C][/ROW]
[ROW][C]30[/C][C]0.022268[/C][C]0.3443[/C][C]0.365479[/C][/ROW]
[ROW][C]31[/C][C]0.011686[/C][C]0.1807[/C][C]0.428391[/C][/ROW]
[ROW][C]32[/C][C]-0.035667[/C][C]-0.5514[/C][C]0.290939[/C][/ROW]
[ROW][C]33[/C][C]-0.003904[/C][C]-0.0604[/C][C]0.475962[/C][/ROW]
[ROW][C]34[/C][C]0.013023[/C][C]0.2013[/C][C]0.420303[/C][/ROW]
[ROW][C]35[/C][C]-0.040507[/C][C]-0.6262[/C][C]0.265882[/C][/ROW]
[ROW][C]36[/C][C]-0.001737[/C][C]-0.0269[/C][C]0.4893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69590&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69590&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	0.060278	0.9319	0.176171
2	0.006753	0.1044	0.458471
3	0.072263	1.1172	0.132524
4	0.081354	1.2577	0.104863
5	0.009408	0.1454	0.442242
6	-0.097595	-1.5088	0.066337
7	0.083192	1.2861	0.099823
8	0.053498	0.8271	0.204515
9	0.025735	0.3979	0.345546
10	-0.021809	-0.3372	0.368148
11	0.027554	0.426	0.335257
12	0.024288	0.3755	0.353819
13	-0.043206	-0.668	0.252404
14	0.022011	0.3403	0.366974
15	-0.104281	-1.6121	0.054126
16	0.003353	0.0518	0.479352
17	0.050119	0.7748	0.219607
18	0.025186	0.3894	0.348674
19	0.071037	1.0982	0.136611
20	-0.069609	-1.0761	0.141479
21	-0.007209	-0.1115	0.455674
22	-0.03166	-0.4895	0.312483
23	-0.031805	-0.4917	0.311696
24	0.079128	1.2233	0.111211
25	0.033879	0.5238	0.300466
26	-0.072143	-1.1153	0.13292
27	0.041609	0.6433	0.260336
28	-0.058183	-0.8995	0.18465
29	-0.018895	-0.2921	0.385226
30	0.022268	0.3443	0.365479
31	0.011686	0.1807	0.428391
32	-0.035667	-0.5514	0.290939
33	-0.003904	-0.0604	0.475962
34	0.013023	0.2013	0.420303
35	-0.040507	-0.6262	0.265882
36	-0.001737	-0.0269	0.4893

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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