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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:43:06 -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/27/t1259340222eut5mxh8u7sh2pu.htm/, Retrieved Sun, 28 Apr 2024 23:06:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60985, Retrieved Sun, 28 Apr 2024 23:06:09 +0000

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Estimated Impact

118

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-     [(Partial) Autocorrelation Function] [] [2009-11-27 16:33:53] [a8dc04902f2584d6dc8a82e937850322]
-   P     [(Partial) Autocorrelation Function] [] [2009-11-27 16:43:06] [d39d4e1021a28f94dc953cf77db656ab] [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=60985&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=60985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60985&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	0.414411	3.21	0.001067
2	0.013864	0.1074	0.457418
3	-0.127692	-0.9891	0.163294
4	-0.119506	-0.9257	0.179157
5	-0.124734	-0.9662	0.168916
6	-0.092033	-0.7129	0.23934
7	-0.047062	-0.3645	0.358368
8	0.068033	0.527	0.300074
9	0.090717	0.7027	0.242484
10	-0.036468	-0.2825	0.389275
11	-0.320886	-2.4856	0.007869
12	-0.400281	-3.1006	0.00147
13	-0.138028	-1.0692	0.14464
14	0.133506	1.0341	0.152613
15	0.177995	1.3787	0.086547
16	0.110139	0.8531	0.19849
17	0.086635	0.6711	0.252376
18	0.023966	0.1856	0.426677
19	0.05281	0.4091	0.341976
20	-0.061443	-0.4759	0.317925
21	-0.053315	-0.413	0.340549
22	0.012727	0.0986	0.460898
23	0.178897	1.3857	0.085479
24	0.189748	1.4698	0.073423
25	-0.12003	-0.9298	0.178113
26	-0.259038	-2.0065	0.024658
27	-0.103119	-0.7988	0.213792
28	-0.03294	-0.2552	0.399738
29	0.029477	0.2283	0.410083
30	0.049981	0.3871	0.350008
31	-0.022951	-0.1778	0.429747
32	-0.066589	-0.5158	0.303946
33	-0.10104	-0.7827	0.218455
34	-0.159044	-1.2319	0.111388
35	-0.211419	-1.6376	0.053365
36	-0.104626	-0.8104	0.210449

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414411 & 3.21 & 0.001067 \tabularnewline
2 & 0.013864 & 0.1074 & 0.457418 \tabularnewline
3 & -0.127692 & -0.9891 & 0.163294 \tabularnewline
4 & -0.119506 & -0.9257 & 0.179157 \tabularnewline
5 & -0.124734 & -0.9662 & 0.168916 \tabularnewline
6 & -0.092033 & -0.7129 & 0.23934 \tabularnewline
7 & -0.047062 & -0.3645 & 0.358368 \tabularnewline
8 & 0.068033 & 0.527 & 0.300074 \tabularnewline
9 & 0.090717 & 0.7027 & 0.242484 \tabularnewline
10 & -0.036468 & -0.2825 & 0.389275 \tabularnewline
11 & -0.320886 & -2.4856 & 0.007869 \tabularnewline
12 & -0.400281 & -3.1006 & 0.00147 \tabularnewline
13 & -0.138028 & -1.0692 & 0.14464 \tabularnewline
14 & 0.133506 & 1.0341 & 0.152613 \tabularnewline
15 & 0.177995 & 1.3787 & 0.086547 \tabularnewline
16 & 0.110139 & 0.8531 & 0.19849 \tabularnewline
17 & 0.086635 & 0.6711 & 0.252376 \tabularnewline
18 & 0.023966 & 0.1856 & 0.426677 \tabularnewline
19 & 0.05281 & 0.4091 & 0.341976 \tabularnewline
20 & -0.061443 & -0.4759 & 0.317925 \tabularnewline
21 & -0.053315 & -0.413 & 0.340549 \tabularnewline
22 & 0.012727 & 0.0986 & 0.460898 \tabularnewline
23 & 0.178897 & 1.3857 & 0.085479 \tabularnewline
24 & 0.189748 & 1.4698 & 0.073423 \tabularnewline
25 & -0.12003 & -0.9298 & 0.178113 \tabularnewline
26 & -0.259038 & -2.0065 & 0.024658 \tabularnewline
27 & -0.103119 & -0.7988 & 0.213792 \tabularnewline
28 & -0.03294 & -0.2552 & 0.399738 \tabularnewline
29 & 0.029477 & 0.2283 & 0.410083 \tabularnewline
30 & 0.049981 & 0.3871 & 0.350008 \tabularnewline
31 & -0.022951 & -0.1778 & 0.429747 \tabularnewline
32 & -0.066589 & -0.5158 & 0.303946 \tabularnewline
33 & -0.10104 & -0.7827 & 0.218455 \tabularnewline
34 & -0.159044 & -1.2319 & 0.111388 \tabularnewline
35 & -0.211419 & -1.6376 & 0.053365 \tabularnewline
36 & -0.104626 & -0.8104 & 0.210449 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60985&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]0.414411[/C][C]3.21[/C][C]0.001067[/C][/ROW]
[ROW][C]2[/C][C]0.013864[/C][C]0.1074[/C][C]0.457418[/C][/ROW]
[ROW][C]3[/C][C]-0.127692[/C][C]-0.9891[/C][C]0.163294[/C][/ROW]
[ROW][C]4[/C][C]-0.119506[/C][C]-0.9257[/C][C]0.179157[/C][/ROW]
[ROW][C]5[/C][C]-0.124734[/C][C]-0.9662[/C][C]0.168916[/C][/ROW]
[ROW][C]6[/C][C]-0.092033[/C][C]-0.7129[/C][C]0.23934[/C][/ROW]
[ROW][C]7[/C][C]-0.047062[/C][C]-0.3645[/C][C]0.358368[/C][/ROW]
[ROW][C]8[/C][C]0.068033[/C][C]0.527[/C][C]0.300074[/C][/ROW]
[ROW][C]9[/C][C]0.090717[/C][C]0.7027[/C][C]0.242484[/C][/ROW]
[ROW][C]10[/C][C]-0.036468[/C][C]-0.2825[/C][C]0.389275[/C][/ROW]
[ROW][C]11[/C][C]-0.320886[/C][C]-2.4856[/C][C]0.007869[/C][/ROW]
[ROW][C]12[/C][C]-0.400281[/C][C]-3.1006[/C][C]0.00147[/C][/ROW]
[ROW][C]13[/C][C]-0.138028[/C][C]-1.0692[/C][C]0.14464[/C][/ROW]
[ROW][C]14[/C][C]0.133506[/C][C]1.0341[/C][C]0.152613[/C][/ROW]
[ROW][C]15[/C][C]0.177995[/C][C]1.3787[/C][C]0.086547[/C][/ROW]
[ROW][C]16[/C][C]0.110139[/C][C]0.8531[/C][C]0.19849[/C][/ROW]
[ROW][C]17[/C][C]0.086635[/C][C]0.6711[/C][C]0.252376[/C][/ROW]
[ROW][C]18[/C][C]0.023966[/C][C]0.1856[/C][C]0.426677[/C][/ROW]
[ROW][C]19[/C][C]0.05281[/C][C]0.4091[/C][C]0.341976[/C][/ROW]
[ROW][C]20[/C][C]-0.061443[/C][C]-0.4759[/C][C]0.317925[/C][/ROW]
[ROW][C]21[/C][C]-0.053315[/C][C]-0.413[/C][C]0.340549[/C][/ROW]
[ROW][C]22[/C][C]0.012727[/C][C]0.0986[/C][C]0.460898[/C][/ROW]
[ROW][C]23[/C][C]0.178897[/C][C]1.3857[/C][C]0.085479[/C][/ROW]
[ROW][C]24[/C][C]0.189748[/C][C]1.4698[/C][C]0.073423[/C][/ROW]
[ROW][C]25[/C][C]-0.12003[/C][C]-0.9298[/C][C]0.178113[/C][/ROW]
[ROW][C]26[/C][C]-0.259038[/C][C]-2.0065[/C][C]0.024658[/C][/ROW]
[ROW][C]27[/C][C]-0.103119[/C][C]-0.7988[/C][C]0.213792[/C][/ROW]
[ROW][C]28[/C][C]-0.03294[/C][C]-0.2552[/C][C]0.399738[/C][/ROW]
[ROW][C]29[/C][C]0.029477[/C][C]0.2283[/C][C]0.410083[/C][/ROW]
[ROW][C]30[/C][C]0.049981[/C][C]0.3871[/C][C]0.350008[/C][/ROW]
[ROW][C]31[/C][C]-0.022951[/C][C]-0.1778[/C][C]0.429747[/C][/ROW]
[ROW][C]32[/C][C]-0.066589[/C][C]-0.5158[/C][C]0.303946[/C][/ROW]
[ROW][C]33[/C][C]-0.10104[/C][C]-0.7827[/C][C]0.218455[/C][/ROW]
[ROW][C]34[/C][C]-0.159044[/C][C]-1.2319[/C][C]0.111388[/C][/ROW]
[ROW][C]35[/C][C]-0.211419[/C][C]-1.6376[/C][C]0.053365[/C][/ROW]
[ROW][C]36[/C][C]-0.104626[/C][C]-0.8104[/C][C]0.210449[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60985&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	0.414411	3.21	0.001067
2	0.013864	0.1074	0.457418
3	-0.127692	-0.9891	0.163294
4	-0.119506	-0.9257	0.179157
5	-0.124734	-0.9662	0.168916
6	-0.092033	-0.7129	0.23934
7	-0.047062	-0.3645	0.358368
8	0.068033	0.527	0.300074
9	0.090717	0.7027	0.242484
10	-0.036468	-0.2825	0.389275
11	-0.320886	-2.4856	0.007869
12	-0.400281	-3.1006	0.00147
13	-0.138028	-1.0692	0.14464
14	0.133506	1.0341	0.152613
15	0.177995	1.3787	0.086547
16	0.110139	0.8531	0.19849
17	0.086635	0.6711	0.252376
18	0.023966	0.1856	0.426677
19	0.05281	0.4091	0.341976
20	-0.061443	-0.4759	0.317925
21	-0.053315	-0.413	0.340549
22	0.012727	0.0986	0.460898
23	0.178897	1.3857	0.085479
24	0.189748	1.4698	0.073423
25	-0.12003	-0.9298	0.178113
26	-0.259038	-2.0065	0.024658
27	-0.103119	-0.7988	0.213792
28	-0.03294	-0.2552	0.399738
29	0.029477	0.2283	0.410083
30	0.049981	0.3871	0.350008
31	-0.022951	-0.1778	0.429747
32	-0.066589	-0.5158	0.303946
33	-0.10104	-0.7827	0.218455
34	-0.159044	-1.2319	0.111388
35	-0.211419	-1.6376	0.053365
36	-0.104626	-0.8104	0.210449

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.414411	3.21	0.001067
2	-0.190606	-1.4764	0.072529
3	-0.069588	-0.539	0.295931
4	-0.034234	-0.2652	0.395893
5	-0.092457	-0.7162	0.238333
6	-0.029565	-0.229	0.40982
7	-0.023883	-0.185	0.426926
8	0.08407	0.6512	0.2587
9	0.00209	0.0162	0.493567
10	-0.116463	-0.9021	0.185301
11	-0.319274	-2.4731	0.008122
12	-0.198964	-1.5412	0.064266
13	0.084557	0.655	0.257492
14	0.119757	0.9276	0.178658
15	0.012678	0.0982	0.461048
16	-0.056255	-0.4358	0.33229
17	-0.019455	-0.1507	0.44036
18	-0.076757	-0.5946	0.277188
19	0.143283	1.1099	0.135743
20	-0.039834	-0.3086	0.379364
21	0.051353	0.3978	0.346101
22	-0.083022	-0.6431	0.261309
23	0.025835	0.2001	0.421033
24	0.038884	0.3012	0.382153
25	-0.222936	-1.7269	0.04467
26	-0.007036	-0.0545	0.478358
27	0.101427	0.7856	0.217583
28	-0.033802	-0.2618	0.397176
29	0.045934	0.3558	0.361617
30	0.017631	0.1366	0.445915
31	-0.148053	-1.1468	0.128005
32	-0.134247	-1.0399	0.151286
33	-0.107209	-0.8304	0.204792
34	-0.049539	-0.3837	0.351268
35	-0.050481	-0.391	0.348582
36	-0.091205	-0.7065	0.241314

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414411 & 3.21 & 0.001067 \tabularnewline
2 & -0.190606 & -1.4764 & 0.072529 \tabularnewline
3 & -0.069588 & -0.539 & 0.295931 \tabularnewline
4 & -0.034234 & -0.2652 & 0.395893 \tabularnewline
5 & -0.092457 & -0.7162 & 0.238333 \tabularnewline
6 & -0.029565 & -0.229 & 0.40982 \tabularnewline
7 & -0.023883 & -0.185 & 0.426926 \tabularnewline
8 & 0.08407 & 0.6512 & 0.2587 \tabularnewline
9 & 0.00209 & 0.0162 & 0.493567 \tabularnewline
10 & -0.116463 & -0.9021 & 0.185301 \tabularnewline
11 & -0.319274 & -2.4731 & 0.008122 \tabularnewline
12 & -0.198964 & -1.5412 & 0.064266 \tabularnewline
13 & 0.084557 & 0.655 & 0.257492 \tabularnewline
14 & 0.119757 & 0.9276 & 0.178658 \tabularnewline
15 & 0.012678 & 0.0982 & 0.461048 \tabularnewline
16 & -0.056255 & -0.4358 & 0.33229 \tabularnewline
17 & -0.019455 & -0.1507 & 0.44036 \tabularnewline
18 & -0.076757 & -0.5946 & 0.277188 \tabularnewline
19 & 0.143283 & 1.1099 & 0.135743 \tabularnewline
20 & -0.039834 & -0.3086 & 0.379364 \tabularnewline
21 & 0.051353 & 0.3978 & 0.346101 \tabularnewline
22 & -0.083022 & -0.6431 & 0.261309 \tabularnewline
23 & 0.025835 & 0.2001 & 0.421033 \tabularnewline
24 & 0.038884 & 0.3012 & 0.382153 \tabularnewline
25 & -0.222936 & -1.7269 & 0.04467 \tabularnewline
26 & -0.007036 & -0.0545 & 0.478358 \tabularnewline
27 & 0.101427 & 0.7856 & 0.217583 \tabularnewline
28 & -0.033802 & -0.2618 & 0.397176 \tabularnewline
29 & 0.045934 & 0.3558 & 0.361617 \tabularnewline
30 & 0.017631 & 0.1366 & 0.445915 \tabularnewline
31 & -0.148053 & -1.1468 & 0.128005 \tabularnewline
32 & -0.134247 & -1.0399 & 0.151286 \tabularnewline
33 & -0.107209 & -0.8304 & 0.204792 \tabularnewline
34 & -0.049539 & -0.3837 & 0.351268 \tabularnewline
35 & -0.050481 & -0.391 & 0.348582 \tabularnewline
36 & -0.091205 & -0.7065 & 0.241314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60985&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]0.414411[/C][C]3.21[/C][C]0.001067[/C][/ROW]
[ROW][C]2[/C][C]-0.190606[/C][C]-1.4764[/C][C]0.072529[/C][/ROW]
[ROW][C]3[/C][C]-0.069588[/C][C]-0.539[/C][C]0.295931[/C][/ROW]
[ROW][C]4[/C][C]-0.034234[/C][C]-0.2652[/C][C]0.395893[/C][/ROW]
[ROW][C]5[/C][C]-0.092457[/C][C]-0.7162[/C][C]0.238333[/C][/ROW]
[ROW][C]6[/C][C]-0.029565[/C][C]-0.229[/C][C]0.40982[/C][/ROW]
[ROW][C]7[/C][C]-0.023883[/C][C]-0.185[/C][C]0.426926[/C][/ROW]
[ROW][C]8[/C][C]0.08407[/C][C]0.6512[/C][C]0.2587[/C][/ROW]
[ROW][C]9[/C][C]0.00209[/C][C]0.0162[/C][C]0.493567[/C][/ROW]
[ROW][C]10[/C][C]-0.116463[/C][C]-0.9021[/C][C]0.185301[/C][/ROW]
[ROW][C]11[/C][C]-0.319274[/C][C]-2.4731[/C][C]0.008122[/C][/ROW]
[ROW][C]12[/C][C]-0.198964[/C][C]-1.5412[/C][C]0.064266[/C][/ROW]
[ROW][C]13[/C][C]0.084557[/C][C]0.655[/C][C]0.257492[/C][/ROW]
[ROW][C]14[/C][C]0.119757[/C][C]0.9276[/C][C]0.178658[/C][/ROW]
[ROW][C]15[/C][C]0.012678[/C][C]0.0982[/C][C]0.461048[/C][/ROW]
[ROW][C]16[/C][C]-0.056255[/C][C]-0.4358[/C][C]0.33229[/C][/ROW]
[ROW][C]17[/C][C]-0.019455[/C][C]-0.1507[/C][C]0.44036[/C][/ROW]
[ROW][C]18[/C][C]-0.076757[/C][C]-0.5946[/C][C]0.277188[/C][/ROW]
[ROW][C]19[/C][C]0.143283[/C][C]1.1099[/C][C]0.135743[/C][/ROW]
[ROW][C]20[/C][C]-0.039834[/C][C]-0.3086[/C][C]0.379364[/C][/ROW]
[ROW][C]21[/C][C]0.051353[/C][C]0.3978[/C][C]0.346101[/C][/ROW]
[ROW][C]22[/C][C]-0.083022[/C][C]-0.6431[/C][C]0.261309[/C][/ROW]
[ROW][C]23[/C][C]0.025835[/C][C]0.2001[/C][C]0.421033[/C][/ROW]
[ROW][C]24[/C][C]0.038884[/C][C]0.3012[/C][C]0.382153[/C][/ROW]
[ROW][C]25[/C][C]-0.222936[/C][C]-1.7269[/C][C]0.04467[/C][/ROW]
[ROW][C]26[/C][C]-0.007036[/C][C]-0.0545[/C][C]0.478358[/C][/ROW]
[ROW][C]27[/C][C]0.101427[/C][C]0.7856[/C][C]0.217583[/C][/ROW]
[ROW][C]28[/C][C]-0.033802[/C][C]-0.2618[/C][C]0.397176[/C][/ROW]
[ROW][C]29[/C][C]0.045934[/C][C]0.3558[/C][C]0.361617[/C][/ROW]
[ROW][C]30[/C][C]0.017631[/C][C]0.1366[/C][C]0.445915[/C][/ROW]
[ROW][C]31[/C][C]-0.148053[/C][C]-1.1468[/C][C]0.128005[/C][/ROW]
[ROW][C]32[/C][C]-0.134247[/C][C]-1.0399[/C][C]0.151286[/C][/ROW]
[ROW][C]33[/C][C]-0.107209[/C][C]-0.8304[/C][C]0.204792[/C][/ROW]
[ROW][C]34[/C][C]-0.049539[/C][C]-0.3837[/C][C]0.351268[/C][/ROW]
[ROW][C]35[/C][C]-0.050481[/C][C]-0.391[/C][C]0.348582[/C][/ROW]
[ROW][C]36[/C][C]-0.091205[/C][C]-0.7065[/C][C]0.241314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60985&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60985&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	0.414411	3.21	0.001067
2	-0.190606	-1.4764	0.072529
3	-0.069588	-0.539	0.295931
4	-0.034234	-0.2652	0.395893
5	-0.092457	-0.7162	0.238333
6	-0.029565	-0.229	0.40982
7	-0.023883	-0.185	0.426926
8	0.08407	0.6512	0.2587
9	0.00209	0.0162	0.493567
10	-0.116463	-0.9021	0.185301
11	-0.319274	-2.4731	0.008122
12	-0.198964	-1.5412	0.064266
13	0.084557	0.655	0.257492
14	0.119757	0.9276	0.178658
15	0.012678	0.0982	0.461048
16	-0.056255	-0.4358	0.33229
17	-0.019455	-0.1507	0.44036
18	-0.076757	-0.5946	0.277188
19	0.143283	1.1099	0.135743
20	-0.039834	-0.3086	0.379364
21	0.051353	0.3978	0.346101
22	-0.083022	-0.6431	0.261309
23	0.025835	0.2001	0.421033
24	0.038884	0.3012	0.382153
25	-0.222936	-1.7269	0.04467
26	-0.007036	-0.0545	0.478358
27	0.101427	0.7856	0.217583
28	-0.033802	-0.2618	0.397176
29	0.045934	0.3558	0.361617
30	0.017631	0.1366	0.445915
31	-0.148053	-1.1468	0.128005
32	-0.134247	-1.0399	0.151286
33	-0.107209	-0.8304	0.204792
34	-0.049539	-0.3837	0.351268
35	-0.050481	-0.391	0.348582
36	-0.091205	-0.7065	0.241314

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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