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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 09:09:57 -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/Nov/25/t1259166716w1lbzyjepaxzrom.htm/, Retrieved Tue, 07 May 2024 20:43:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59447, Retrieved Tue, 07 May 2024 20:43:47 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-11-25 16:09:57] [fd7715938ba69fff5a3edaf7913b7ba1] [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=59447&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=59447&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59447&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	0.023358	0.1824	0.427925
2	-0.14219	-1.1105	0.135562
3	0.293374	2.2913	0.012706
4	-0.223286	-1.7439	0.043105
5	0.031421	0.2454	0.403482
6	0.434214	3.3913	0.000613
7	-0.13964	-1.0906	0.139864
8	-0.149508	-1.1677	0.123737
9	0.114216	0.8921	0.187935
10	-0.285772	-2.2319	0.014651
11	0.020448	0.1597	0.436822
12	0.482574	3.769	0.000186
13	-0.027647	-0.2159	0.41488
14	-0.195204	-1.5246	0.066265
15	-0.00954	-0.0745	0.470424
16	-0.172368	-1.3462	0.091604
17	-0.091822	-0.7172	0.238007
18	0.186226	1.4545	0.075472
19	-0.108545	-0.8478	0.199943
20	-0.219676	-1.7157	0.045644
21	-0.015815	-0.1235	0.451052
22	-0.167883	-1.3112	0.097351
23	-0.05527	-0.4317	0.33375
24	0.281867	2.2015	0.015749
25	0.089146	0.6962	0.244459
26	-0.25513	-1.9926	0.025391
27	-0.02389	-0.1866	0.426302
28	-0.102144	-0.7978	0.21405
29	-0.191545	-1.496	0.069903
30	0.132503	1.0349	0.152405
31	-0.016846	-0.1316	0.447877
32	-0.231762	-1.8101	0.037602
33	-0.037165	-0.2903	0.386297
34	-0.065804	-0.5139	0.304575
35	-0.133913	-1.0459	0.149868
36	0.212959	1.6633	0.050695

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023358 & 0.1824 & 0.427925 \tabularnewline
2 & -0.14219 & -1.1105 & 0.135562 \tabularnewline
3 & 0.293374 & 2.2913 & 0.012706 \tabularnewline
4 & -0.223286 & -1.7439 & 0.043105 \tabularnewline
5 & 0.031421 & 0.2454 & 0.403482 \tabularnewline
6 & 0.434214 & 3.3913 & 0.000613 \tabularnewline
7 & -0.13964 & -1.0906 & 0.139864 \tabularnewline
8 & -0.149508 & -1.1677 & 0.123737 \tabularnewline
9 & 0.114216 & 0.8921 & 0.187935 \tabularnewline
10 & -0.285772 & -2.2319 & 0.014651 \tabularnewline
11 & 0.020448 & 0.1597 & 0.436822 \tabularnewline
12 & 0.482574 & 3.769 & 0.000186 \tabularnewline
13 & -0.027647 & -0.2159 & 0.41488 \tabularnewline
14 & -0.195204 & -1.5246 & 0.066265 \tabularnewline
15 & -0.00954 & -0.0745 & 0.470424 \tabularnewline
16 & -0.172368 & -1.3462 & 0.091604 \tabularnewline
17 & -0.091822 & -0.7172 & 0.238007 \tabularnewline
18 & 0.186226 & 1.4545 & 0.075472 \tabularnewline
19 & -0.108545 & -0.8478 & 0.199943 \tabularnewline
20 & -0.219676 & -1.7157 & 0.045644 \tabularnewline
21 & -0.015815 & -0.1235 & 0.451052 \tabularnewline
22 & -0.167883 & -1.3112 & 0.097351 \tabularnewline
23 & -0.05527 & -0.4317 & 0.33375 \tabularnewline
24 & 0.281867 & 2.2015 & 0.015749 \tabularnewline
25 & 0.089146 & 0.6962 & 0.244459 \tabularnewline
26 & -0.25513 & -1.9926 & 0.025391 \tabularnewline
27 & -0.02389 & -0.1866 & 0.426302 \tabularnewline
28 & -0.102144 & -0.7978 & 0.21405 \tabularnewline
29 & -0.191545 & -1.496 & 0.069903 \tabularnewline
30 & 0.132503 & 1.0349 & 0.152405 \tabularnewline
31 & -0.016846 & -0.1316 & 0.447877 \tabularnewline
32 & -0.231762 & -1.8101 & 0.037602 \tabularnewline
33 & -0.037165 & -0.2903 & 0.386297 \tabularnewline
34 & -0.065804 & -0.5139 & 0.304575 \tabularnewline
35 & -0.133913 & -1.0459 & 0.149868 \tabularnewline
36 & 0.212959 & 1.6633 & 0.050695 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59447&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]0.023358[/C][C]0.1824[/C][C]0.427925[/C][/ROW]
[ROW][C]2[/C][C]-0.14219[/C][C]-1.1105[/C][C]0.135562[/C][/ROW]
[ROW][C]3[/C][C]0.293374[/C][C]2.2913[/C][C]0.012706[/C][/ROW]
[ROW][C]4[/C][C]-0.223286[/C][C]-1.7439[/C][C]0.043105[/C][/ROW]
[ROW][C]5[/C][C]0.031421[/C][C]0.2454[/C][C]0.403482[/C][/ROW]
[ROW][C]6[/C][C]0.434214[/C][C]3.3913[/C][C]0.000613[/C][/ROW]
[ROW][C]7[/C][C]-0.13964[/C][C]-1.0906[/C][C]0.139864[/C][/ROW]
[ROW][C]8[/C][C]-0.149508[/C][C]-1.1677[/C][C]0.123737[/C][/ROW]
[ROW][C]9[/C][C]0.114216[/C][C]0.8921[/C][C]0.187935[/C][/ROW]
[ROW][C]10[/C][C]-0.285772[/C][C]-2.2319[/C][C]0.014651[/C][/ROW]
[ROW][C]11[/C][C]0.020448[/C][C]0.1597[/C][C]0.436822[/C][/ROW]
[ROW][C]12[/C][C]0.482574[/C][C]3.769[/C][C]0.000186[/C][/ROW]
[ROW][C]13[/C][C]-0.027647[/C][C]-0.2159[/C][C]0.41488[/C][/ROW]
[ROW][C]14[/C][C]-0.195204[/C][C]-1.5246[/C][C]0.066265[/C][/ROW]
[ROW][C]15[/C][C]-0.00954[/C][C]-0.0745[/C][C]0.470424[/C][/ROW]
[ROW][C]16[/C][C]-0.172368[/C][C]-1.3462[/C][C]0.091604[/C][/ROW]
[ROW][C]17[/C][C]-0.091822[/C][C]-0.7172[/C][C]0.238007[/C][/ROW]
[ROW][C]18[/C][C]0.186226[/C][C]1.4545[/C][C]0.075472[/C][/ROW]
[ROW][C]19[/C][C]-0.108545[/C][C]-0.8478[/C][C]0.199943[/C][/ROW]
[ROW][C]20[/C][C]-0.219676[/C][C]-1.7157[/C][C]0.045644[/C][/ROW]
[ROW][C]21[/C][C]-0.015815[/C][C]-0.1235[/C][C]0.451052[/C][/ROW]
[ROW][C]22[/C][C]-0.167883[/C][C]-1.3112[/C][C]0.097351[/C][/ROW]
[ROW][C]23[/C][C]-0.05527[/C][C]-0.4317[/C][C]0.33375[/C][/ROW]
[ROW][C]24[/C][C]0.281867[/C][C]2.2015[/C][C]0.015749[/C][/ROW]
[ROW][C]25[/C][C]0.089146[/C][C]0.6962[/C][C]0.244459[/C][/ROW]
[ROW][C]26[/C][C]-0.25513[/C][C]-1.9926[/C][C]0.025391[/C][/ROW]
[ROW][C]27[/C][C]-0.02389[/C][C]-0.1866[/C][C]0.426302[/C][/ROW]
[ROW][C]28[/C][C]-0.102144[/C][C]-0.7978[/C][C]0.21405[/C][/ROW]
[ROW][C]29[/C][C]-0.191545[/C][C]-1.496[/C][C]0.069903[/C][/ROW]
[ROW][C]30[/C][C]0.132503[/C][C]1.0349[/C][C]0.152405[/C][/ROW]
[ROW][C]31[/C][C]-0.016846[/C][C]-0.1316[/C][C]0.447877[/C][/ROW]
[ROW][C]32[/C][C]-0.231762[/C][C]-1.8101[/C][C]0.037602[/C][/ROW]
[ROW][C]33[/C][C]-0.037165[/C][C]-0.2903[/C][C]0.386297[/C][/ROW]
[ROW][C]34[/C][C]-0.065804[/C][C]-0.5139[/C][C]0.304575[/C][/ROW]
[ROW][C]35[/C][C]-0.133913[/C][C]-1.0459[/C][C]0.149868[/C][/ROW]
[ROW][C]36[/C][C]0.212959[/C][C]1.6633[/C][C]0.050695[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59447&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59447&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	0.023358	0.1824	0.427925
2	-0.14219	-1.1105	0.135562
3	0.293374	2.2913	0.012706
4	-0.223286	-1.7439	0.043105
5	0.031421	0.2454	0.403482
6	0.434214	3.3913	0.000613
7	-0.13964	-1.0906	0.139864
8	-0.149508	-1.1677	0.123737
9	0.114216	0.8921	0.187935
10	-0.285772	-2.2319	0.014651
11	0.020448	0.1597	0.436822
12	0.482574	3.769	0.000186
13	-0.027647	-0.2159	0.41488
14	-0.195204	-1.5246	0.066265
15	-0.00954	-0.0745	0.470424
16	-0.172368	-1.3462	0.091604
17	-0.091822	-0.7172	0.238007
18	0.186226	1.4545	0.075472
19	-0.108545	-0.8478	0.199943
20	-0.219676	-1.7157	0.045644
21	-0.015815	-0.1235	0.451052
22	-0.167883	-1.3112	0.097351
23	-0.05527	-0.4317	0.33375
24	0.281867	2.2015	0.015749
25	0.089146	0.6962	0.244459
26	-0.25513	-1.9926	0.025391
27	-0.02389	-0.1866	0.426302
28	-0.102144	-0.7978	0.21405
29	-0.191545	-1.496	0.069903
30	0.132503	1.0349	0.152405
31	-0.016846	-0.1316	0.447877
32	-0.231762	-1.8101	0.037602
33	-0.037165	-0.2903	0.386297
34	-0.065804	-0.5139	0.304575
35	-0.133913	-1.0459	0.149868
36	0.212959	1.6633	0.050695

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.023358	0.1824	0.427925
2	-0.142814	-1.1154	0.134525
3	0.306929	2.3972	0.0098
4	-0.307405	-2.4009	0.009709
5	0.224227	1.7513	0.042463
6	0.265828	2.0762	0.021049
7	-0.073069	-0.5707	0.285153
8	-0.165025	-1.2889	0.101153
9	-0.029581	-0.231	0.409029
10	-0.169292	-1.3222	0.095517
11	0.079321	0.6195	0.268941
12	0.350701	2.7391	0.004033
13	0.140614	1.0982	0.13821
14	-0.268744	-2.099	0.019984
15	-0.257575	-2.0117	0.024336
16	0.065259	0.5097	0.306055
17	-0.162408	-1.2684	0.104729
18	-0.136034	-1.0625	0.146107
19	-0.02285	-0.1785	0.429474
20	0.069063	0.5394	0.295788
21	-0.023332	-0.1822	0.428004
22	0.041277	0.3224	0.374132
23	0.04142	0.3235	0.373713
24	-0.037729	-0.2947	0.384621
25	0.057494	0.449	0.327495
26	-0.16535	-1.2914	0.100714
27	-0.00918	-0.0717	0.471539
28	-0.17671	-1.3802	0.086289
29	-0.130863	-1.0221	0.155391
30	-0.107725	-0.8414	0.201717
31	0.099737	0.779	0.219505
32	0.025774	0.2013	0.420565
33	-0.089012	-0.6952	0.244784
34	0.035097	0.2741	0.392461
35	-0.047803	-0.3734	0.355089
36	-0.123567	-0.9651	0.169156

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023358 & 0.1824 & 0.427925 \tabularnewline
2 & -0.142814 & -1.1154 & 0.134525 \tabularnewline
3 & 0.306929 & 2.3972 & 0.0098 \tabularnewline
4 & -0.307405 & -2.4009 & 0.009709 \tabularnewline
5 & 0.224227 & 1.7513 & 0.042463 \tabularnewline
6 & 0.265828 & 2.0762 & 0.021049 \tabularnewline
7 & -0.073069 & -0.5707 & 0.285153 \tabularnewline
8 & -0.165025 & -1.2889 & 0.101153 \tabularnewline
9 & -0.029581 & -0.231 & 0.409029 \tabularnewline
10 & -0.169292 & -1.3222 & 0.095517 \tabularnewline
11 & 0.079321 & 0.6195 & 0.268941 \tabularnewline
12 & 0.350701 & 2.7391 & 0.004033 \tabularnewline
13 & 0.140614 & 1.0982 & 0.13821 \tabularnewline
14 & -0.268744 & -2.099 & 0.019984 \tabularnewline
15 & -0.257575 & -2.0117 & 0.024336 \tabularnewline
16 & 0.065259 & 0.5097 & 0.306055 \tabularnewline
17 & -0.162408 & -1.2684 & 0.104729 \tabularnewline
18 & -0.136034 & -1.0625 & 0.146107 \tabularnewline
19 & -0.02285 & -0.1785 & 0.429474 \tabularnewline
20 & 0.069063 & 0.5394 & 0.295788 \tabularnewline
21 & -0.023332 & -0.1822 & 0.428004 \tabularnewline
22 & 0.041277 & 0.3224 & 0.374132 \tabularnewline
23 & 0.04142 & 0.3235 & 0.373713 \tabularnewline
24 & -0.037729 & -0.2947 & 0.384621 \tabularnewline
25 & 0.057494 & 0.449 & 0.327495 \tabularnewline
26 & -0.16535 & -1.2914 & 0.100714 \tabularnewline
27 & -0.00918 & -0.0717 & 0.471539 \tabularnewline
28 & -0.17671 & -1.3802 & 0.086289 \tabularnewline
29 & -0.130863 & -1.0221 & 0.155391 \tabularnewline
30 & -0.107725 & -0.8414 & 0.201717 \tabularnewline
31 & 0.099737 & 0.779 & 0.219505 \tabularnewline
32 & 0.025774 & 0.2013 & 0.420565 \tabularnewline
33 & -0.089012 & -0.6952 & 0.244784 \tabularnewline
34 & 0.035097 & 0.2741 & 0.392461 \tabularnewline
35 & -0.047803 & -0.3734 & 0.355089 \tabularnewline
36 & -0.123567 & -0.9651 & 0.169156 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59447&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]0.023358[/C][C]0.1824[/C][C]0.427925[/C][/ROW]
[ROW][C]2[/C][C]-0.142814[/C][C]-1.1154[/C][C]0.134525[/C][/ROW]
[ROW][C]3[/C][C]0.306929[/C][C]2.3972[/C][C]0.0098[/C][/ROW]
[ROW][C]4[/C][C]-0.307405[/C][C]-2.4009[/C][C]0.009709[/C][/ROW]
[ROW][C]5[/C][C]0.224227[/C][C]1.7513[/C][C]0.042463[/C][/ROW]
[ROW][C]6[/C][C]0.265828[/C][C]2.0762[/C][C]0.021049[/C][/ROW]
[ROW][C]7[/C][C]-0.073069[/C][C]-0.5707[/C][C]0.285153[/C][/ROW]
[ROW][C]8[/C][C]-0.165025[/C][C]-1.2889[/C][C]0.101153[/C][/ROW]
[ROW][C]9[/C][C]-0.029581[/C][C]-0.231[/C][C]0.409029[/C][/ROW]
[ROW][C]10[/C][C]-0.169292[/C][C]-1.3222[/C][C]0.095517[/C][/ROW]
[ROW][C]11[/C][C]0.079321[/C][C]0.6195[/C][C]0.268941[/C][/ROW]
[ROW][C]12[/C][C]0.350701[/C][C]2.7391[/C][C]0.004033[/C][/ROW]
[ROW][C]13[/C][C]0.140614[/C][C]1.0982[/C][C]0.13821[/C][/ROW]
[ROW][C]14[/C][C]-0.268744[/C][C]-2.099[/C][C]0.019984[/C][/ROW]
[ROW][C]15[/C][C]-0.257575[/C][C]-2.0117[/C][C]0.024336[/C][/ROW]
[ROW][C]16[/C][C]0.065259[/C][C]0.5097[/C][C]0.306055[/C][/ROW]
[ROW][C]17[/C][C]-0.162408[/C][C]-1.2684[/C][C]0.104729[/C][/ROW]
[ROW][C]18[/C][C]-0.136034[/C][C]-1.0625[/C][C]0.146107[/C][/ROW]
[ROW][C]19[/C][C]-0.02285[/C][C]-0.1785[/C][C]0.429474[/C][/ROW]
[ROW][C]20[/C][C]0.069063[/C][C]0.5394[/C][C]0.295788[/C][/ROW]
[ROW][C]21[/C][C]-0.023332[/C][C]-0.1822[/C][C]0.428004[/C][/ROW]
[ROW][C]22[/C][C]0.041277[/C][C]0.3224[/C][C]0.374132[/C][/ROW]
[ROW][C]23[/C][C]0.04142[/C][C]0.3235[/C][C]0.373713[/C][/ROW]
[ROW][C]24[/C][C]-0.037729[/C][C]-0.2947[/C][C]0.384621[/C][/ROW]
[ROW][C]25[/C][C]0.057494[/C][C]0.449[/C][C]0.327495[/C][/ROW]
[ROW][C]26[/C][C]-0.16535[/C][C]-1.2914[/C][C]0.100714[/C][/ROW]
[ROW][C]27[/C][C]-0.00918[/C][C]-0.0717[/C][C]0.471539[/C][/ROW]
[ROW][C]28[/C][C]-0.17671[/C][C]-1.3802[/C][C]0.086289[/C][/ROW]
[ROW][C]29[/C][C]-0.130863[/C][C]-1.0221[/C][C]0.155391[/C][/ROW]
[ROW][C]30[/C][C]-0.107725[/C][C]-0.8414[/C][C]0.201717[/C][/ROW]
[ROW][C]31[/C][C]0.099737[/C][C]0.779[/C][C]0.219505[/C][/ROW]
[ROW][C]32[/C][C]0.025774[/C][C]0.2013[/C][C]0.420565[/C][/ROW]
[ROW][C]33[/C][C]-0.089012[/C][C]-0.6952[/C][C]0.244784[/C][/ROW]
[ROW][C]34[/C][C]0.035097[/C][C]0.2741[/C][C]0.392461[/C][/ROW]
[ROW][C]35[/C][C]-0.047803[/C][C]-0.3734[/C][C]0.355089[/C][/ROW]
[ROW][C]36[/C][C]-0.123567[/C][C]-0.9651[/C][C]0.169156[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59447&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59447&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	0.023358	0.1824	0.427925
2	-0.142814	-1.1154	0.134525
3	0.306929	2.3972	0.0098
4	-0.307405	-2.4009	0.009709
5	0.224227	1.7513	0.042463
6	0.265828	2.0762	0.021049
7	-0.073069	-0.5707	0.285153
8	-0.165025	-1.2889	0.101153
9	-0.029581	-0.231	0.409029
10	-0.169292	-1.3222	0.095517
11	0.079321	0.6195	0.268941
12	0.350701	2.7391	0.004033
13	0.140614	1.0982	0.13821
14	-0.268744	-2.099	0.019984
15	-0.257575	-2.0117	0.024336
16	0.065259	0.5097	0.306055
17	-0.162408	-1.2684	0.104729
18	-0.136034	-1.0625	0.146107
19	-0.02285	-0.1785	0.429474
20	0.069063	0.5394	0.295788
21	-0.023332	-0.1822	0.428004
22	0.041277	0.3224	0.374132
23	0.04142	0.3235	0.373713
24	-0.037729	-0.2947	0.384621
25	0.057494	0.449	0.327495
26	-0.16535	-1.2914	0.100714
27	-0.00918	-0.0717	0.471539
28	-0.17671	-1.3802	0.086289
29	-0.130863	-1.0221	0.155391
30	-0.107725	-0.8414	0.201717
31	0.099737	0.779	0.219505
32	0.025774	0.2013	0.420565
33	-0.089012	-0.6952	0.244784
34	0.035097	0.2741	0.392461
35	-0.047803	-0.3734	0.355089
36	-0.123567	-0.9651	0.169156

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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