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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 04:03:03 -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/26/t1259233450q1s61jbm7qhenbs.htm/, Retrieved Mon, 29 Apr 2024 01:18:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59824, Retrieved Mon, 29 Apr 2024 01:18:45 +0000

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129

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-       [(Partial) Autocorrelation Function] [] [2009-11-26 11:03:03] [4d89445a8ea4b299af2ee123046cffa6] [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=59824&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=59824&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59824&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	-0.03838	-0.2631	0.396804
2	0.197715	1.3555	0.090874
3	0.272834	1.8705	0.033827
4	0.048352	0.3315	0.370875
5	0.175283	1.2017	0.117754
6	0.169874	1.1646	0.12503
7	-0.187311	-1.2841	0.102694
8	-0.005327	-0.0365	0.485512
9	0.112901	0.774	0.2214
10	-0.224438	-1.5387	0.065295
11	-0.032477	-0.2226	0.412386
12	-0.176232	-1.2082	0.116509
13	-0.130201	-0.8926	0.188306
14	-0.029575	-0.2028	0.4201
15	-0.038988	-0.2673	0.395208
16	-0.200372	-1.3737	0.088029
17	0.103167	0.7073	0.241444
18	-0.091228	-0.6254	0.267357
19	-0.110603	-0.7583	0.226042
20	-0.018222	-0.1249	0.450559
21	0.046278	0.3173	0.376223
22	-0.167194	-1.1462	0.128752
23	0.101785	0.6978	0.244369
24	-0.146958	-1.0075	0.159428
25	-0.100788	-0.691	0.246492
26	0.171774	1.1776	0.122438
27	-0.109719	-0.7522	0.227842
28	-0.024038	-0.1648	0.434906
29	0.004381	0.03	0.488084
30	-0.058668	-0.4022	0.344678
31	0.078465	0.5379	0.296581
32	0.045792	0.3139	0.37748
33	-0.140644	-0.9642	0.169938
34	0.048082	0.3296	0.371571
35	0.0421	0.2886	0.38707
36	-0.062546	-0.4288	0.335017

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03838 & -0.2631 & 0.396804 \tabularnewline
2 & 0.197715 & 1.3555 & 0.090874 \tabularnewline
3 & 0.272834 & 1.8705 & 0.033827 \tabularnewline
4 & 0.048352 & 0.3315 & 0.370875 \tabularnewline
5 & 0.175283 & 1.2017 & 0.117754 \tabularnewline
6 & 0.169874 & 1.1646 & 0.12503 \tabularnewline
7 & -0.187311 & -1.2841 & 0.102694 \tabularnewline
8 & -0.005327 & -0.0365 & 0.485512 \tabularnewline
9 & 0.112901 & 0.774 & 0.2214 \tabularnewline
10 & -0.224438 & -1.5387 & 0.065295 \tabularnewline
11 & -0.032477 & -0.2226 & 0.412386 \tabularnewline
12 & -0.176232 & -1.2082 & 0.116509 \tabularnewline
13 & -0.130201 & -0.8926 & 0.188306 \tabularnewline
14 & -0.029575 & -0.2028 & 0.4201 \tabularnewline
15 & -0.038988 & -0.2673 & 0.395208 \tabularnewline
16 & -0.200372 & -1.3737 & 0.088029 \tabularnewline
17 & 0.103167 & 0.7073 & 0.241444 \tabularnewline
18 & -0.091228 & -0.6254 & 0.267357 \tabularnewline
19 & -0.110603 & -0.7583 & 0.226042 \tabularnewline
20 & -0.018222 & -0.1249 & 0.450559 \tabularnewline
21 & 0.046278 & 0.3173 & 0.376223 \tabularnewline
22 & -0.167194 & -1.1462 & 0.128752 \tabularnewline
23 & 0.101785 & 0.6978 & 0.244369 \tabularnewline
24 & -0.146958 & -1.0075 & 0.159428 \tabularnewline
25 & -0.100788 & -0.691 & 0.246492 \tabularnewline
26 & 0.171774 & 1.1776 & 0.122438 \tabularnewline
27 & -0.109719 & -0.7522 & 0.227842 \tabularnewline
28 & -0.024038 & -0.1648 & 0.434906 \tabularnewline
29 & 0.004381 & 0.03 & 0.488084 \tabularnewline
30 & -0.058668 & -0.4022 & 0.344678 \tabularnewline
31 & 0.078465 & 0.5379 & 0.296581 \tabularnewline
32 & 0.045792 & 0.3139 & 0.37748 \tabularnewline
33 & -0.140644 & -0.9642 & 0.169938 \tabularnewline
34 & 0.048082 & 0.3296 & 0.371571 \tabularnewline
35 & 0.0421 & 0.2886 & 0.38707 \tabularnewline
36 & -0.062546 & -0.4288 & 0.335017 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59824&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]-0.03838[/C][C]-0.2631[/C][C]0.396804[/C][/ROW]
[ROW][C]2[/C][C]0.197715[/C][C]1.3555[/C][C]0.090874[/C][/ROW]
[ROW][C]3[/C][C]0.272834[/C][C]1.8705[/C][C]0.033827[/C][/ROW]
[ROW][C]4[/C][C]0.048352[/C][C]0.3315[/C][C]0.370875[/C][/ROW]
[ROW][C]5[/C][C]0.175283[/C][C]1.2017[/C][C]0.117754[/C][/ROW]
[ROW][C]6[/C][C]0.169874[/C][C]1.1646[/C][C]0.12503[/C][/ROW]
[ROW][C]7[/C][C]-0.187311[/C][C]-1.2841[/C][C]0.102694[/C][/ROW]
[ROW][C]8[/C][C]-0.005327[/C][C]-0.0365[/C][C]0.485512[/C][/ROW]
[ROW][C]9[/C][C]0.112901[/C][C]0.774[/C][C]0.2214[/C][/ROW]
[ROW][C]10[/C][C]-0.224438[/C][C]-1.5387[/C][C]0.065295[/C][/ROW]
[ROW][C]11[/C][C]-0.032477[/C][C]-0.2226[/C][C]0.412386[/C][/ROW]
[ROW][C]12[/C][C]-0.176232[/C][C]-1.2082[/C][C]0.116509[/C][/ROW]
[ROW][C]13[/C][C]-0.130201[/C][C]-0.8926[/C][C]0.188306[/C][/ROW]
[ROW][C]14[/C][C]-0.029575[/C][C]-0.2028[/C][C]0.4201[/C][/ROW]
[ROW][C]15[/C][C]-0.038988[/C][C]-0.2673[/C][C]0.395208[/C][/ROW]
[ROW][C]16[/C][C]-0.200372[/C][C]-1.3737[/C][C]0.088029[/C][/ROW]
[ROW][C]17[/C][C]0.103167[/C][C]0.7073[/C][C]0.241444[/C][/ROW]
[ROW][C]18[/C][C]-0.091228[/C][C]-0.6254[/C][C]0.267357[/C][/ROW]
[ROW][C]19[/C][C]-0.110603[/C][C]-0.7583[/C][C]0.226042[/C][/ROW]
[ROW][C]20[/C][C]-0.018222[/C][C]-0.1249[/C][C]0.450559[/C][/ROW]
[ROW][C]21[/C][C]0.046278[/C][C]0.3173[/C][C]0.376223[/C][/ROW]
[ROW][C]22[/C][C]-0.167194[/C][C]-1.1462[/C][C]0.128752[/C][/ROW]
[ROW][C]23[/C][C]0.101785[/C][C]0.6978[/C][C]0.244369[/C][/ROW]
[ROW][C]24[/C][C]-0.146958[/C][C]-1.0075[/C][C]0.159428[/C][/ROW]
[ROW][C]25[/C][C]-0.100788[/C][C]-0.691[/C][C]0.246492[/C][/ROW]
[ROW][C]26[/C][C]0.171774[/C][C]1.1776[/C][C]0.122438[/C][/ROW]
[ROW][C]27[/C][C]-0.109719[/C][C]-0.7522[/C][C]0.227842[/C][/ROW]
[ROW][C]28[/C][C]-0.024038[/C][C]-0.1648[/C][C]0.434906[/C][/ROW]
[ROW][C]29[/C][C]0.004381[/C][C]0.03[/C][C]0.488084[/C][/ROW]
[ROW][C]30[/C][C]-0.058668[/C][C]-0.4022[/C][C]0.344678[/C][/ROW]
[ROW][C]31[/C][C]0.078465[/C][C]0.5379[/C][C]0.296581[/C][/ROW]
[ROW][C]32[/C][C]0.045792[/C][C]0.3139[/C][C]0.37748[/C][/ROW]
[ROW][C]33[/C][C]-0.140644[/C][C]-0.9642[/C][C]0.169938[/C][/ROW]
[ROW][C]34[/C][C]0.048082[/C][C]0.3296[/C][C]0.371571[/C][/ROW]
[ROW][C]35[/C][C]0.0421[/C][C]0.2886[/C][C]0.38707[/C][/ROW]
[ROW][C]36[/C][C]-0.062546[/C][C]-0.4288[/C][C]0.335017[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59824&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59824&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	-0.03838	-0.2631	0.396804
2	0.197715	1.3555	0.090874
3	0.272834	1.8705	0.033827
4	0.048352	0.3315	0.370875
5	0.175283	1.2017	0.117754
6	0.169874	1.1646	0.12503
7	-0.187311	-1.2841	0.102694
8	-0.005327	-0.0365	0.485512
9	0.112901	0.774	0.2214
10	-0.224438	-1.5387	0.065295
11	-0.032477	-0.2226	0.412386
12	-0.176232	-1.2082	0.116509
13	-0.130201	-0.8926	0.188306
14	-0.029575	-0.2028	0.4201
15	-0.038988	-0.2673	0.395208
16	-0.200372	-1.3737	0.088029
17	0.103167	0.7073	0.241444
18	-0.091228	-0.6254	0.267357
19	-0.110603	-0.7583	0.226042
20	-0.018222	-0.1249	0.450559
21	0.046278	0.3173	0.376223
22	-0.167194	-1.1462	0.128752
23	0.101785	0.6978	0.244369
24	-0.146958	-1.0075	0.159428
25	-0.100788	-0.691	0.246492
26	0.171774	1.1776	0.122438
27	-0.109719	-0.7522	0.227842
28	-0.024038	-0.1648	0.434906
29	0.004381	0.03	0.488084
30	-0.058668	-0.4022	0.344678
31	0.078465	0.5379	0.296581
32	0.045792	0.3139	0.37748
33	-0.140644	-0.9642	0.169938
34	0.048082	0.3296	0.371571
35	0.0421	0.2886	0.38707
36	-0.062546	-0.4288	0.335017

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.03838	-0.2631	0.396804
2	0.196532	1.3474	0.092163
3	0.298423	2.0459	0.023193
4	0.049795	0.3414	0.36717
5	0.079124	0.5424	0.295038
6	0.108099	0.7411	0.231164
7	-0.272452	-1.8678	0.034014
8	-0.212677	-1.458	0.07574
9	0.112856	0.7737	0.221492
10	-0.109152	-0.7483	0.229001
11	-0.097019	-0.6651	0.254609
12	-0.128308	-0.8796	0.191766
13	0.035669	0.2445	0.403941
14	0.014799	0.1015	0.45981
15	0.075518	0.5177	0.303539
16	-0.0332	-0.2276	0.410471
17	0.143388	0.983	0.165315
18	-0.049021	-0.3361	0.369156
19	-0.18664	-1.2795	0.103494
20	-0.16841	-1.1546	0.127053
21	0.187181	1.2832	0.102848
22	-0.163218	-1.119	0.13442
23	-0.034135	-0.234	0.407994
24	-0.087224	-0.598	0.276362
25	0.002282	0.0156	0.493791
26	0.093512	0.6411	0.26229
27	0.046004	0.3154	0.376932
28	0.036041	0.2471	0.40296
29	-0.025598	-0.1755	0.430724
30	-0.132122	-0.9058	0.184836
31	0.04238	0.2905	0.386339
32	-0.073835	-0.5062	0.307546
33	-0.02716	-0.1862	0.426546
34	-0.104223	-0.7145	0.239222
35	0.025247	0.1731	0.431665
36	-0.066896	-0.4586	0.324312

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03838 & -0.2631 & 0.396804 \tabularnewline
2 & 0.196532 & 1.3474 & 0.092163 \tabularnewline
3 & 0.298423 & 2.0459 & 0.023193 \tabularnewline
4 & 0.049795 & 0.3414 & 0.36717 \tabularnewline
5 & 0.079124 & 0.5424 & 0.295038 \tabularnewline
6 & 0.108099 & 0.7411 & 0.231164 \tabularnewline
7 & -0.272452 & -1.8678 & 0.034014 \tabularnewline
8 & -0.212677 & -1.458 & 0.07574 \tabularnewline
9 & 0.112856 & 0.7737 & 0.221492 \tabularnewline
10 & -0.109152 & -0.7483 & 0.229001 \tabularnewline
11 & -0.097019 & -0.6651 & 0.254609 \tabularnewline
12 & -0.128308 & -0.8796 & 0.191766 \tabularnewline
13 & 0.035669 & 0.2445 & 0.403941 \tabularnewline
14 & 0.014799 & 0.1015 & 0.45981 \tabularnewline
15 & 0.075518 & 0.5177 & 0.303539 \tabularnewline
16 & -0.0332 & -0.2276 & 0.410471 \tabularnewline
17 & 0.143388 & 0.983 & 0.165315 \tabularnewline
18 & -0.049021 & -0.3361 & 0.369156 \tabularnewline
19 & -0.18664 & -1.2795 & 0.103494 \tabularnewline
20 & -0.16841 & -1.1546 & 0.127053 \tabularnewline
21 & 0.187181 & 1.2832 & 0.102848 \tabularnewline
22 & -0.163218 & -1.119 & 0.13442 \tabularnewline
23 & -0.034135 & -0.234 & 0.407994 \tabularnewline
24 & -0.087224 & -0.598 & 0.276362 \tabularnewline
25 & 0.002282 & 0.0156 & 0.493791 \tabularnewline
26 & 0.093512 & 0.6411 & 0.26229 \tabularnewline
27 & 0.046004 & 0.3154 & 0.376932 \tabularnewline
28 & 0.036041 & 0.2471 & 0.40296 \tabularnewline
29 & -0.025598 & -0.1755 & 0.430724 \tabularnewline
30 & -0.132122 & -0.9058 & 0.184836 \tabularnewline
31 & 0.04238 & 0.2905 & 0.386339 \tabularnewline
32 & -0.073835 & -0.5062 & 0.307546 \tabularnewline
33 & -0.02716 & -0.1862 & 0.426546 \tabularnewline
34 & -0.104223 & -0.7145 & 0.239222 \tabularnewline
35 & 0.025247 & 0.1731 & 0.431665 \tabularnewline
36 & -0.066896 & -0.4586 & 0.324312 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59824&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]-0.03838[/C][C]-0.2631[/C][C]0.396804[/C][/ROW]
[ROW][C]2[/C][C]0.196532[/C][C]1.3474[/C][C]0.092163[/C][/ROW]
[ROW][C]3[/C][C]0.298423[/C][C]2.0459[/C][C]0.023193[/C][/ROW]
[ROW][C]4[/C][C]0.049795[/C][C]0.3414[/C][C]0.36717[/C][/ROW]
[ROW][C]5[/C][C]0.079124[/C][C]0.5424[/C][C]0.295038[/C][/ROW]
[ROW][C]6[/C][C]0.108099[/C][C]0.7411[/C][C]0.231164[/C][/ROW]
[ROW][C]7[/C][C]-0.272452[/C][C]-1.8678[/C][C]0.034014[/C][/ROW]
[ROW][C]8[/C][C]-0.212677[/C][C]-1.458[/C][C]0.07574[/C][/ROW]
[ROW][C]9[/C][C]0.112856[/C][C]0.7737[/C][C]0.221492[/C][/ROW]
[ROW][C]10[/C][C]-0.109152[/C][C]-0.7483[/C][C]0.229001[/C][/ROW]
[ROW][C]11[/C][C]-0.097019[/C][C]-0.6651[/C][C]0.254609[/C][/ROW]
[ROW][C]12[/C][C]-0.128308[/C][C]-0.8796[/C][C]0.191766[/C][/ROW]
[ROW][C]13[/C][C]0.035669[/C][C]0.2445[/C][C]0.403941[/C][/ROW]
[ROW][C]14[/C][C]0.014799[/C][C]0.1015[/C][C]0.45981[/C][/ROW]
[ROW][C]15[/C][C]0.075518[/C][C]0.5177[/C][C]0.303539[/C][/ROW]
[ROW][C]16[/C][C]-0.0332[/C][C]-0.2276[/C][C]0.410471[/C][/ROW]
[ROW][C]17[/C][C]0.143388[/C][C]0.983[/C][C]0.165315[/C][/ROW]
[ROW][C]18[/C][C]-0.049021[/C][C]-0.3361[/C][C]0.369156[/C][/ROW]
[ROW][C]19[/C][C]-0.18664[/C][C]-1.2795[/C][C]0.103494[/C][/ROW]
[ROW][C]20[/C][C]-0.16841[/C][C]-1.1546[/C][C]0.127053[/C][/ROW]
[ROW][C]21[/C][C]0.187181[/C][C]1.2832[/C][C]0.102848[/C][/ROW]
[ROW][C]22[/C][C]-0.163218[/C][C]-1.119[/C][C]0.13442[/C][/ROW]
[ROW][C]23[/C][C]-0.034135[/C][C]-0.234[/C][C]0.407994[/C][/ROW]
[ROW][C]24[/C][C]-0.087224[/C][C]-0.598[/C][C]0.276362[/C][/ROW]
[ROW][C]25[/C][C]0.002282[/C][C]0.0156[/C][C]0.493791[/C][/ROW]
[ROW][C]26[/C][C]0.093512[/C][C]0.6411[/C][C]0.26229[/C][/ROW]
[ROW][C]27[/C][C]0.046004[/C][C]0.3154[/C][C]0.376932[/C][/ROW]
[ROW][C]28[/C][C]0.036041[/C][C]0.2471[/C][C]0.40296[/C][/ROW]
[ROW][C]29[/C][C]-0.025598[/C][C]-0.1755[/C][C]0.430724[/C][/ROW]
[ROW][C]30[/C][C]-0.132122[/C][C]-0.9058[/C][C]0.184836[/C][/ROW]
[ROW][C]31[/C][C]0.04238[/C][C]0.2905[/C][C]0.386339[/C][/ROW]
[ROW][C]32[/C][C]-0.073835[/C][C]-0.5062[/C][C]0.307546[/C][/ROW]
[ROW][C]33[/C][C]-0.02716[/C][C]-0.1862[/C][C]0.426546[/C][/ROW]
[ROW][C]34[/C][C]-0.104223[/C][C]-0.7145[/C][C]0.239222[/C][/ROW]
[ROW][C]35[/C][C]0.025247[/C][C]0.1731[/C][C]0.431665[/C][/ROW]
[ROW][C]36[/C][C]-0.066896[/C][C]-0.4586[/C][C]0.324312[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59824&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59824&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	-0.03838	-0.2631	0.396804
2	0.196532	1.3474	0.092163
3	0.298423	2.0459	0.023193
4	0.049795	0.3414	0.36717
5	0.079124	0.5424	0.295038
6	0.108099	0.7411	0.231164
7	-0.272452	-1.8678	0.034014
8	-0.212677	-1.458	0.07574
9	0.112856	0.7737	0.221492
10	-0.109152	-0.7483	0.229001
11	-0.097019	-0.6651	0.254609
12	-0.128308	-0.8796	0.191766
13	0.035669	0.2445	0.403941
14	0.014799	0.1015	0.45981
15	0.075518	0.5177	0.303539
16	-0.0332	-0.2276	0.410471
17	0.143388	0.983	0.165315
18	-0.049021	-0.3361	0.369156
19	-0.18664	-1.2795	0.103494
20	-0.16841	-1.1546	0.127053
21	0.187181	1.2832	0.102848
22	-0.163218	-1.119	0.13442
23	-0.034135	-0.234	0.407994
24	-0.087224	-0.598	0.276362
25	0.002282	0.0156	0.493791
26	0.093512	0.6411	0.26229
27	0.046004	0.3154	0.376932
28	0.036041	0.2471	0.40296
29	-0.025598	-0.1755	0.430724
30	-0.132122	-0.9058	0.184836
31	0.04238	0.2905	0.386339
32	-0.073835	-0.5062	0.307546
33	-0.02716	-0.1862	0.426546
34	-0.104223	-0.7145	0.239222
35	0.025247	0.1731	0.431665
36	-0.066896	-0.4586	0.324312

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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