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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 10:38:19 -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/28/t1262021975vono9qxpzvt84id.htm/, Retrieved Sat, 04 May 2024 23:49:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71024, Retrieved Sat, 04 May 2024 23:49:58 +0000

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-       [(Partial) Autocorrelation Function] [paper tijdreeksan...] [2009-12-28 17:38:19] [f47dffd5f5a8c03c3681db4cc9472742] [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=71024&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=71024&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71024&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	0.960116	7.3748	0
2	0.92162	7.0791	0
3	0.884732	6.7958	0
4	0.841613	6.4646	0
5	0.797583	6.1263	0
6	0.752249	5.7781	0
7	0.705493	5.419	1e-06
8	0.654482	5.0272	2e-06
9	0.601697	4.6217	1.1e-05
10	0.541699	4.1609	5.2e-05
11	0.484303	3.72	0.000223
12	0.426878	3.2789	0.000875
13	0.3691	2.8351	0.003132
14	0.313729	2.4098	0.009549
15	0.256934	1.9736	0.026561
16	0.203024	1.5595	0.062119
17	0.150369	1.155	0.126372
18	0.099134	0.7615	0.224707
19	0.051725	0.3973	0.346289
20	0.008356	0.0642	0.474521
21	-0.035577	-0.2733	0.392799
22	-0.078087	-0.5998	0.27547
23	-0.115604	-0.888	0.189081
24	-0.151378	-1.1628	0.124805
25	-0.184873	-1.42	0.08043
26	-0.210788	-1.6191	0.055381
27	-0.236411	-1.8159	0.037233
28	-0.260023	-1.9973	0.025207
29	-0.286279	-2.1989	0.015907
30	-0.311774	-2.3948	0.009912
31	-0.335097	-2.5739	0.006293
32	-0.361074	-2.7735	0.003707
33	-0.386381	-2.9679	0.002164
34	-0.41064	-3.1542	0.001266
35	-0.426964	-3.2796	0.000874
36	-0.438986	-3.3719	0.000661

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960116 & 7.3748 & 0 \tabularnewline
2 & 0.92162 & 7.0791 & 0 \tabularnewline
3 & 0.884732 & 6.7958 & 0 \tabularnewline
4 & 0.841613 & 6.4646 & 0 \tabularnewline
5 & 0.797583 & 6.1263 & 0 \tabularnewline
6 & 0.752249 & 5.7781 & 0 \tabularnewline
7 & 0.705493 & 5.419 & 1e-06 \tabularnewline
8 & 0.654482 & 5.0272 & 2e-06 \tabularnewline
9 & 0.601697 & 4.6217 & 1.1e-05 \tabularnewline
10 & 0.541699 & 4.1609 & 5.2e-05 \tabularnewline
11 & 0.484303 & 3.72 & 0.000223 \tabularnewline
12 & 0.426878 & 3.2789 & 0.000875 \tabularnewline
13 & 0.3691 & 2.8351 & 0.003132 \tabularnewline
14 & 0.313729 & 2.4098 & 0.009549 \tabularnewline
15 & 0.256934 & 1.9736 & 0.026561 \tabularnewline
16 & 0.203024 & 1.5595 & 0.062119 \tabularnewline
17 & 0.150369 & 1.155 & 0.126372 \tabularnewline
18 & 0.099134 & 0.7615 & 0.224707 \tabularnewline
19 & 0.051725 & 0.3973 & 0.346289 \tabularnewline
20 & 0.008356 & 0.0642 & 0.474521 \tabularnewline
21 & -0.035577 & -0.2733 & 0.392799 \tabularnewline
22 & -0.078087 & -0.5998 & 0.27547 \tabularnewline
23 & -0.115604 & -0.888 & 0.189081 \tabularnewline
24 & -0.151378 & -1.1628 & 0.124805 \tabularnewline
25 & -0.184873 & -1.42 & 0.08043 \tabularnewline
26 & -0.210788 & -1.6191 & 0.055381 \tabularnewline
27 & -0.236411 & -1.8159 & 0.037233 \tabularnewline
28 & -0.260023 & -1.9973 & 0.025207 \tabularnewline
29 & -0.286279 & -2.1989 & 0.015907 \tabularnewline
30 & -0.311774 & -2.3948 & 0.009912 \tabularnewline
31 & -0.335097 & -2.5739 & 0.006293 \tabularnewline
32 & -0.361074 & -2.7735 & 0.003707 \tabularnewline
33 & -0.386381 & -2.9679 & 0.002164 \tabularnewline
34 & -0.41064 & -3.1542 & 0.001266 \tabularnewline
35 & -0.426964 & -3.2796 & 0.000874 \tabularnewline
36 & -0.438986 & -3.3719 & 0.000661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71024&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]0.960116[/C][C]7.3748[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.92162[/C][C]7.0791[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.884732[/C][C]6.7958[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.841613[/C][C]6.4646[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.797583[/C][C]6.1263[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.752249[/C][C]5.7781[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.705493[/C][C]5.419[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.654482[/C][C]5.0272[/C][C]2e-06[/C][/ROW]
[ROW][C]9[/C][C]0.601697[/C][C]4.6217[/C][C]1.1e-05[/C][/ROW]
[ROW][C]10[/C][C]0.541699[/C][C]4.1609[/C][C]5.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.484303[/C][C]3.72[/C][C]0.000223[/C][/ROW]
[ROW][C]12[/C][C]0.426878[/C][C]3.2789[/C][C]0.000875[/C][/ROW]
[ROW][C]13[/C][C]0.3691[/C][C]2.8351[/C][C]0.003132[/C][/ROW]
[ROW][C]14[/C][C]0.313729[/C][C]2.4098[/C][C]0.009549[/C][/ROW]
[ROW][C]15[/C][C]0.256934[/C][C]1.9736[/C][C]0.026561[/C][/ROW]
[ROW][C]16[/C][C]0.203024[/C][C]1.5595[/C][C]0.062119[/C][/ROW]
[ROW][C]17[/C][C]0.150369[/C][C]1.155[/C][C]0.126372[/C][/ROW]
[ROW][C]18[/C][C]0.099134[/C][C]0.7615[/C][C]0.224707[/C][/ROW]
[ROW][C]19[/C][C]0.051725[/C][C]0.3973[/C][C]0.346289[/C][/ROW]
[ROW][C]20[/C][C]0.008356[/C][C]0.0642[/C][C]0.474521[/C][/ROW]
[ROW][C]21[/C][C]-0.035577[/C][C]-0.2733[/C][C]0.392799[/C][/ROW]
[ROW][C]22[/C][C]-0.078087[/C][C]-0.5998[/C][C]0.27547[/C][/ROW]
[ROW][C]23[/C][C]-0.115604[/C][C]-0.888[/C][C]0.189081[/C][/ROW]
[ROW][C]24[/C][C]-0.151378[/C][C]-1.1628[/C][C]0.124805[/C][/ROW]
[ROW][C]25[/C][C]-0.184873[/C][C]-1.42[/C][C]0.08043[/C][/ROW]
[ROW][C]26[/C][C]-0.210788[/C][C]-1.6191[/C][C]0.055381[/C][/ROW]
[ROW][C]27[/C][C]-0.236411[/C][C]-1.8159[/C][C]0.037233[/C][/ROW]
[ROW][C]28[/C][C]-0.260023[/C][C]-1.9973[/C][C]0.025207[/C][/ROW]
[ROW][C]29[/C][C]-0.286279[/C][C]-2.1989[/C][C]0.015907[/C][/ROW]
[ROW][C]30[/C][C]-0.311774[/C][C]-2.3948[/C][C]0.009912[/C][/ROW]
[ROW][C]31[/C][C]-0.335097[/C][C]-2.5739[/C][C]0.006293[/C][/ROW]
[ROW][C]32[/C][C]-0.361074[/C][C]-2.7735[/C][C]0.003707[/C][/ROW]
[ROW][C]33[/C][C]-0.386381[/C][C]-2.9679[/C][C]0.002164[/C][/ROW]
[ROW][C]34[/C][C]-0.41064[/C][C]-3.1542[/C][C]0.001266[/C][/ROW]
[ROW][C]35[/C][C]-0.426964[/C][C]-3.2796[/C][C]0.000874[/C][/ROW]
[ROW][C]36[/C][C]-0.438986[/C][C]-3.3719[/C][C]0.000661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71024&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71024&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	0.960116	7.3748	0
2	0.92162	7.0791	0
3	0.884732	6.7958	0
4	0.841613	6.4646	0
5	0.797583	6.1263	0
6	0.752249	5.7781	0
7	0.705493	5.419	1e-06
8	0.654482	5.0272	2e-06
9	0.601697	4.6217	1.1e-05
10	0.541699	4.1609	5.2e-05
11	0.484303	3.72	0.000223
12	0.426878	3.2789	0.000875
13	0.3691	2.8351	0.003132
14	0.313729	2.4098	0.009549
15	0.256934	1.9736	0.026561
16	0.203024	1.5595	0.062119
17	0.150369	1.155	0.126372
18	0.099134	0.7615	0.224707
19	0.051725	0.3973	0.346289
20	0.008356	0.0642	0.474521
21	-0.035577	-0.2733	0.392799
22	-0.078087	-0.5998	0.27547
23	-0.115604	-0.888	0.189081
24	-0.151378	-1.1628	0.124805
25	-0.184873	-1.42	0.08043
26	-0.210788	-1.6191	0.055381
27	-0.236411	-1.8159	0.037233
28	-0.260023	-1.9973	0.025207
29	-0.286279	-2.1989	0.015907
30	-0.311774	-2.3948	0.009912
31	-0.335097	-2.5739	0.006293
32	-0.361074	-2.7735	0.003707
33	-0.386381	-2.9679	0.002164
34	-0.41064	-3.1542	0.001266
35	-0.426964	-3.2796	0.000874
36	-0.438986	-3.3719	0.000661

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.960116	7.3748	0
2	-0.002609	-0.02	0.49204
3	0.000844	0.0065	0.497425
4	-0.098593	-0.7573	0.22594
5	-0.037521	-0.2882	0.387099
6	-0.045139	-0.3467	0.365017
7	-0.039708	-0.305	0.380718
8	-0.082332	-0.6324	0.264783
9	-0.054645	-0.4197	0.3381
10	-0.129303	-0.9932	0.162335
11	-0.004108	-0.0316	0.487467
12	-0.039936	-0.3068	0.380055
13	-0.028801	-0.2212	0.412842
14	-0.013213	-0.1015	0.459753
15	-0.054524	-0.4188	0.33844
16	-0.003617	-0.0278	0.488965
17	-0.021774	-0.1672	0.433873
18	-0.02095	-0.1609	0.436352
19	0.008397	0.0645	0.474397
20	0.003996	0.0307	0.48781
21	-0.049937	-0.3836	0.351337
22	-0.031432	-0.2414	0.405027
23	0.004544	0.0349	0.486139
24	-0.015706	-0.1206	0.452192
25	-0.022858	-0.1756	0.430616
26	0.04569	0.351	0.363436
27	-0.041364	-0.3177	0.37591
28	-0.02149	-0.1651	0.434727
29	-0.093469	-0.718	0.23781
30	-0.03993	-0.3067	0.380072
31	-0.03211	-0.2466	0.40302
32	-0.087483	-0.672	0.252113
33	-0.05595	-0.4298	0.334468
34	-0.052305	-0.4018	0.344654
35	0.0452	0.3472	0.364844
36	0.029264	0.2248	0.411463

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960116 & 7.3748 & 0 \tabularnewline
2 & -0.002609 & -0.02 & 0.49204 \tabularnewline
3 & 0.000844 & 0.0065 & 0.497425 \tabularnewline
4 & -0.098593 & -0.7573 & 0.22594 \tabularnewline
5 & -0.037521 & -0.2882 & 0.387099 \tabularnewline
6 & -0.045139 & -0.3467 & 0.365017 \tabularnewline
7 & -0.039708 & -0.305 & 0.380718 \tabularnewline
8 & -0.082332 & -0.6324 & 0.264783 \tabularnewline
9 & -0.054645 & -0.4197 & 0.3381 \tabularnewline
10 & -0.129303 & -0.9932 & 0.162335 \tabularnewline
11 & -0.004108 & -0.0316 & 0.487467 \tabularnewline
12 & -0.039936 & -0.3068 & 0.380055 \tabularnewline
13 & -0.028801 & -0.2212 & 0.412842 \tabularnewline
14 & -0.013213 & -0.1015 & 0.459753 \tabularnewline
15 & -0.054524 & -0.4188 & 0.33844 \tabularnewline
16 & -0.003617 & -0.0278 & 0.488965 \tabularnewline
17 & -0.021774 & -0.1672 & 0.433873 \tabularnewline
18 & -0.02095 & -0.1609 & 0.436352 \tabularnewline
19 & 0.008397 & 0.0645 & 0.474397 \tabularnewline
20 & 0.003996 & 0.0307 & 0.48781 \tabularnewline
21 & -0.049937 & -0.3836 & 0.351337 \tabularnewline
22 & -0.031432 & -0.2414 & 0.405027 \tabularnewline
23 & 0.004544 & 0.0349 & 0.486139 \tabularnewline
24 & -0.015706 & -0.1206 & 0.452192 \tabularnewline
25 & -0.022858 & -0.1756 & 0.430616 \tabularnewline
26 & 0.04569 & 0.351 & 0.363436 \tabularnewline
27 & -0.041364 & -0.3177 & 0.37591 \tabularnewline
28 & -0.02149 & -0.1651 & 0.434727 \tabularnewline
29 & -0.093469 & -0.718 & 0.23781 \tabularnewline
30 & -0.03993 & -0.3067 & 0.380072 \tabularnewline
31 & -0.03211 & -0.2466 & 0.40302 \tabularnewline
32 & -0.087483 & -0.672 & 0.252113 \tabularnewline
33 & -0.05595 & -0.4298 & 0.334468 \tabularnewline
34 & -0.052305 & -0.4018 & 0.344654 \tabularnewline
35 & 0.0452 & 0.3472 & 0.364844 \tabularnewline
36 & 0.029264 & 0.2248 & 0.411463 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71024&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]0.960116[/C][C]7.3748[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.002609[/C][C]-0.02[/C][C]0.49204[/C][/ROW]
[ROW][C]3[/C][C]0.000844[/C][C]0.0065[/C][C]0.497425[/C][/ROW]
[ROW][C]4[/C][C]-0.098593[/C][C]-0.7573[/C][C]0.22594[/C][/ROW]
[ROW][C]5[/C][C]-0.037521[/C][C]-0.2882[/C][C]0.387099[/C][/ROW]
[ROW][C]6[/C][C]-0.045139[/C][C]-0.3467[/C][C]0.365017[/C][/ROW]
[ROW][C]7[/C][C]-0.039708[/C][C]-0.305[/C][C]0.380718[/C][/ROW]
[ROW][C]8[/C][C]-0.082332[/C][C]-0.6324[/C][C]0.264783[/C][/ROW]
[ROW][C]9[/C][C]-0.054645[/C][C]-0.4197[/C][C]0.3381[/C][/ROW]
[ROW][C]10[/C][C]-0.129303[/C][C]-0.9932[/C][C]0.162335[/C][/ROW]
[ROW][C]11[/C][C]-0.004108[/C][C]-0.0316[/C][C]0.487467[/C][/ROW]
[ROW][C]12[/C][C]-0.039936[/C][C]-0.3068[/C][C]0.380055[/C][/ROW]
[ROW][C]13[/C][C]-0.028801[/C][C]-0.2212[/C][C]0.412842[/C][/ROW]
[ROW][C]14[/C][C]-0.013213[/C][C]-0.1015[/C][C]0.459753[/C][/ROW]
[ROW][C]15[/C][C]-0.054524[/C][C]-0.4188[/C][C]0.33844[/C][/ROW]
[ROW][C]16[/C][C]-0.003617[/C][C]-0.0278[/C][C]0.488965[/C][/ROW]
[ROW][C]17[/C][C]-0.021774[/C][C]-0.1672[/C][C]0.433873[/C][/ROW]
[ROW][C]18[/C][C]-0.02095[/C][C]-0.1609[/C][C]0.436352[/C][/ROW]
[ROW][C]19[/C][C]0.008397[/C][C]0.0645[/C][C]0.474397[/C][/ROW]
[ROW][C]20[/C][C]0.003996[/C][C]0.0307[/C][C]0.48781[/C][/ROW]
[ROW][C]21[/C][C]-0.049937[/C][C]-0.3836[/C][C]0.351337[/C][/ROW]
[ROW][C]22[/C][C]-0.031432[/C][C]-0.2414[/C][C]0.405027[/C][/ROW]
[ROW][C]23[/C][C]0.004544[/C][C]0.0349[/C][C]0.486139[/C][/ROW]
[ROW][C]24[/C][C]-0.015706[/C][C]-0.1206[/C][C]0.452192[/C][/ROW]
[ROW][C]25[/C][C]-0.022858[/C][C]-0.1756[/C][C]0.430616[/C][/ROW]
[ROW][C]26[/C][C]0.04569[/C][C]0.351[/C][C]0.363436[/C][/ROW]
[ROW][C]27[/C][C]-0.041364[/C][C]-0.3177[/C][C]0.37591[/C][/ROW]
[ROW][C]28[/C][C]-0.02149[/C][C]-0.1651[/C][C]0.434727[/C][/ROW]
[ROW][C]29[/C][C]-0.093469[/C][C]-0.718[/C][C]0.23781[/C][/ROW]
[ROW][C]30[/C][C]-0.03993[/C][C]-0.3067[/C][C]0.380072[/C][/ROW]
[ROW][C]31[/C][C]-0.03211[/C][C]-0.2466[/C][C]0.40302[/C][/ROW]
[ROW][C]32[/C][C]-0.087483[/C][C]-0.672[/C][C]0.252113[/C][/ROW]
[ROW][C]33[/C][C]-0.05595[/C][C]-0.4298[/C][C]0.334468[/C][/ROW]
[ROW][C]34[/C][C]-0.052305[/C][C]-0.4018[/C][C]0.344654[/C][/ROW]
[ROW][C]35[/C][C]0.0452[/C][C]0.3472[/C][C]0.364844[/C][/ROW]
[ROW][C]36[/C][C]0.029264[/C][C]0.2248[/C][C]0.411463[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71024&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71024&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	0.960116	7.3748	0
2	-0.002609	-0.02	0.49204
3	0.000844	0.0065	0.497425
4	-0.098593	-0.7573	0.22594
5	-0.037521	-0.2882	0.387099
6	-0.045139	-0.3467	0.365017
7	-0.039708	-0.305	0.380718
8	-0.082332	-0.6324	0.264783
9	-0.054645	-0.4197	0.3381
10	-0.129303	-0.9932	0.162335
11	-0.004108	-0.0316	0.487467
12	-0.039936	-0.3068	0.380055
13	-0.028801	-0.2212	0.412842
14	-0.013213	-0.1015	0.459753
15	-0.054524	-0.4188	0.33844
16	-0.003617	-0.0278	0.488965
17	-0.021774	-0.1672	0.433873
18	-0.02095	-0.1609	0.436352
19	0.008397	0.0645	0.474397
20	0.003996	0.0307	0.48781
21	-0.049937	-0.3836	0.351337
22	-0.031432	-0.2414	0.405027
23	0.004544	0.0349	0.486139
24	-0.015706	-0.1206	0.452192
25	-0.022858	-0.1756	0.430616
26	0.04569	0.351	0.363436
27	-0.041364	-0.3177	0.37591
28	-0.02149	-0.1651	0.434727
29	-0.093469	-0.718	0.23781
30	-0.03993	-0.3067	0.380072
31	-0.03211	-0.2466	0.40302
32	-0.087483	-0.672	0.252113
33	-0.05595	-0.4298	0.334468
34	-0.052305	-0.4018	0.344654
35	0.0452	0.3472	0.364844
36	0.029264	0.2248	0.411463

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

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