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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:47:12 -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/t12593404665f6in7ucdczy6sa.htm/, Retrieved Mon, 29 Apr 2024 02:58:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60991, Retrieved Mon, 29 Apr 2024 02:58:41 +0000

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Estimated Impact

123

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-     [(Partial) Autocorrelation Function] [] [2009-11-27 16:33:53] [a8dc04902f2584d6dc8a82e937850322]
-   P     [(Partial) Autocorrelation Function] [] [2009-11-27 16:47:12] [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=60991&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=60991&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60991&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	-0.057067	-0.4383	0.331369
2	-0.150962	-1.1596	0.12545
3	-0.175895	-1.3511	0.090915
4	0.069776	0.536	0.297
5	-0.098314	-0.7552	0.226578
6	-0.016096	-0.1236	0.451011
7	-0.078043	-0.5995	0.27558
8	0.092275	0.7088	0.240626
9	0.109994	0.8449	0.200794
10	0.162903	1.2513	0.107885
11	-0.104317	-0.8013	0.213093
12	-0.309945	-2.3807	0.010263
13	-0.064057	-0.492	0.312262
14	0.186105	1.4295	0.079068
15	0.12975	0.9966	0.161507
16	-0.114016	-0.8758	0.192353
17	0.062714	0.4817	0.315896
18	-0.057601	-0.4424	0.329893
19	0.137159	1.0535	0.148195
20	-0.120851	-0.9283	0.178523
21	0.006155	0.0473	0.481226
22	-0.172283	-1.3233	0.095416
23	0.181168	1.3916	0.084638
24	0.16905	1.2985	0.099584
25	-0.050761	-0.3899	0.349008
26	-0.271227	-2.0833	0.020781
27	0.099221	0.7621	0.224509
28	-0.035467	-0.2724	0.393121
29	0.05713	0.4388	0.331196
30	0.075093	0.5768	0.283134
31	0.009079	0.0697	0.47232
32	-0.001702	-0.0131	0.494808
33	-0.021183	-0.1627	0.435651
34	0.023893	0.1835	0.427508
35	-0.116826	-0.8974	0.186587
36	-0.164745	-1.2654	0.105346

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.057067 & -0.4383 & 0.331369 \tabularnewline
2 & -0.150962 & -1.1596 & 0.12545 \tabularnewline
3 & -0.175895 & -1.3511 & 0.090915 \tabularnewline
4 & 0.069776 & 0.536 & 0.297 \tabularnewline
5 & -0.098314 & -0.7552 & 0.226578 \tabularnewline
6 & -0.016096 & -0.1236 & 0.451011 \tabularnewline
7 & -0.078043 & -0.5995 & 0.27558 \tabularnewline
8 & 0.092275 & 0.7088 & 0.240626 \tabularnewline
9 & 0.109994 & 0.8449 & 0.200794 \tabularnewline
10 & 0.162903 & 1.2513 & 0.107885 \tabularnewline
11 & -0.104317 & -0.8013 & 0.213093 \tabularnewline
12 & -0.309945 & -2.3807 & 0.010263 \tabularnewline
13 & -0.064057 & -0.492 & 0.312262 \tabularnewline
14 & 0.186105 & 1.4295 & 0.079068 \tabularnewline
15 & 0.12975 & 0.9966 & 0.161507 \tabularnewline
16 & -0.114016 & -0.8758 & 0.192353 \tabularnewline
17 & 0.062714 & 0.4817 & 0.315896 \tabularnewline
18 & -0.057601 & -0.4424 & 0.329893 \tabularnewline
19 & 0.137159 & 1.0535 & 0.148195 \tabularnewline
20 & -0.120851 & -0.9283 & 0.178523 \tabularnewline
21 & 0.006155 & 0.0473 & 0.481226 \tabularnewline
22 & -0.172283 & -1.3233 & 0.095416 \tabularnewline
23 & 0.181168 & 1.3916 & 0.084638 \tabularnewline
24 & 0.16905 & 1.2985 & 0.099584 \tabularnewline
25 & -0.050761 & -0.3899 & 0.349008 \tabularnewline
26 & -0.271227 & -2.0833 & 0.020781 \tabularnewline
27 & 0.099221 & 0.7621 & 0.224509 \tabularnewline
28 & -0.035467 & -0.2724 & 0.393121 \tabularnewline
29 & 0.05713 & 0.4388 & 0.331196 \tabularnewline
30 & 0.075093 & 0.5768 & 0.283134 \tabularnewline
31 & 0.009079 & 0.0697 & 0.47232 \tabularnewline
32 & -0.001702 & -0.0131 & 0.494808 \tabularnewline
33 & -0.021183 & -0.1627 & 0.435651 \tabularnewline
34 & 0.023893 & 0.1835 & 0.427508 \tabularnewline
35 & -0.116826 & -0.8974 & 0.186587 \tabularnewline
36 & -0.164745 & -1.2654 & 0.105346 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60991&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]-0.057067[/C][C]-0.4383[/C][C]0.331369[/C][/ROW]
[ROW][C]2[/C][C]-0.150962[/C][C]-1.1596[/C][C]0.12545[/C][/ROW]
[ROW][C]3[/C][C]-0.175895[/C][C]-1.3511[/C][C]0.090915[/C][/ROW]
[ROW][C]4[/C][C]0.069776[/C][C]0.536[/C][C]0.297[/C][/ROW]
[ROW][C]5[/C][C]-0.098314[/C][C]-0.7552[/C][C]0.226578[/C][/ROW]
[ROW][C]6[/C][C]-0.016096[/C][C]-0.1236[/C][C]0.451011[/C][/ROW]
[ROW][C]7[/C][C]-0.078043[/C][C]-0.5995[/C][C]0.27558[/C][/ROW]
[ROW][C]8[/C][C]0.092275[/C][C]0.7088[/C][C]0.240626[/C][/ROW]
[ROW][C]9[/C][C]0.109994[/C][C]0.8449[/C][C]0.200794[/C][/ROW]
[ROW][C]10[/C][C]0.162903[/C][C]1.2513[/C][C]0.107885[/C][/ROW]
[ROW][C]11[/C][C]-0.104317[/C][C]-0.8013[/C][C]0.213093[/C][/ROW]
[ROW][C]12[/C][C]-0.309945[/C][C]-2.3807[/C][C]0.010263[/C][/ROW]
[ROW][C]13[/C][C]-0.064057[/C][C]-0.492[/C][C]0.312262[/C][/ROW]
[ROW][C]14[/C][C]0.186105[/C][C]1.4295[/C][C]0.079068[/C][/ROW]
[ROW][C]15[/C][C]0.12975[/C][C]0.9966[/C][C]0.161507[/C][/ROW]
[ROW][C]16[/C][C]-0.114016[/C][C]-0.8758[/C][C]0.192353[/C][/ROW]
[ROW][C]17[/C][C]0.062714[/C][C]0.4817[/C][C]0.315896[/C][/ROW]
[ROW][C]18[/C][C]-0.057601[/C][C]-0.4424[/C][C]0.329893[/C][/ROW]
[ROW][C]19[/C][C]0.137159[/C][C]1.0535[/C][C]0.148195[/C][/ROW]
[ROW][C]20[/C][C]-0.120851[/C][C]-0.9283[/C][C]0.178523[/C][/ROW]
[ROW][C]21[/C][C]0.006155[/C][C]0.0473[/C][C]0.481226[/C][/ROW]
[ROW][C]22[/C][C]-0.172283[/C][C]-1.3233[/C][C]0.095416[/C][/ROW]
[ROW][C]23[/C][C]0.181168[/C][C]1.3916[/C][C]0.084638[/C][/ROW]
[ROW][C]24[/C][C]0.16905[/C][C]1.2985[/C][C]0.099584[/C][/ROW]
[ROW][C]25[/C][C]-0.050761[/C][C]-0.3899[/C][C]0.349008[/C][/ROW]
[ROW][C]26[/C][C]-0.271227[/C][C]-2.0833[/C][C]0.020781[/C][/ROW]
[ROW][C]27[/C][C]0.099221[/C][C]0.7621[/C][C]0.224509[/C][/ROW]
[ROW][C]28[/C][C]-0.035467[/C][C]-0.2724[/C][C]0.393121[/C][/ROW]
[ROW][C]29[/C][C]0.05713[/C][C]0.4388[/C][C]0.331196[/C][/ROW]
[ROW][C]30[/C][C]0.075093[/C][C]0.5768[/C][C]0.283134[/C][/ROW]
[ROW][C]31[/C][C]0.009079[/C][C]0.0697[/C][C]0.47232[/C][/ROW]
[ROW][C]32[/C][C]-0.001702[/C][C]-0.0131[/C][C]0.494808[/C][/ROW]
[ROW][C]33[/C][C]-0.021183[/C][C]-0.1627[/C][C]0.435651[/C][/ROW]
[ROW][C]34[/C][C]0.023893[/C][C]0.1835[/C][C]0.427508[/C][/ROW]
[ROW][C]35[/C][C]-0.116826[/C][C]-0.8974[/C][C]0.186587[/C][/ROW]
[ROW][C]36[/C][C]-0.164745[/C][C]-1.2654[/C][C]0.105346[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60991&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60991&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	-0.057067	-0.4383	0.331369
2	-0.150962	-1.1596	0.12545
3	-0.175895	-1.3511	0.090915
4	0.069776	0.536	0.297
5	-0.098314	-0.7552	0.226578
6	-0.016096	-0.1236	0.451011
7	-0.078043	-0.5995	0.27558
8	0.092275	0.7088	0.240626
9	0.109994	0.8449	0.200794
10	0.162903	1.2513	0.107885
11	-0.104317	-0.8013	0.213093
12	-0.309945	-2.3807	0.010263
13	-0.064057	-0.492	0.312262
14	0.186105	1.4295	0.079068
15	0.12975	0.9966	0.161507
16	-0.114016	-0.8758	0.192353
17	0.062714	0.4817	0.315896
18	-0.057601	-0.4424	0.329893
19	0.137159	1.0535	0.148195
20	-0.120851	-0.9283	0.178523
21	0.006155	0.0473	0.481226
22	-0.172283	-1.3233	0.095416
23	0.181168	1.3916	0.084638
24	0.16905	1.2985	0.099584
25	-0.050761	-0.3899	0.349008
26	-0.271227	-2.0833	0.020781
27	0.099221	0.7621	0.224509
28	-0.035467	-0.2724	0.393121
29	0.05713	0.4388	0.331196
30	0.075093	0.5768	0.283134
31	0.009079	0.0697	0.47232
32	-0.001702	-0.0131	0.494808
33	-0.021183	-0.1627	0.435651
34	0.023893	0.1835	0.427508
35	-0.116826	-0.8974	0.186587
36	-0.164745	-1.2654	0.105346

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.057067	-0.4383	0.331369
2	-0.154722	-1.1884	0.11971
3	-0.200099	-1.537	0.064821
4	0.017103	0.1314	0.447966
5	-0.16045	-1.2324	0.111337
6	-0.065605	-0.5039	0.308097
7	-0.124826	-0.9588	0.170785
8	0.007692	0.0591	0.476544
9	0.086024	0.6608	0.255668
10	0.169471	1.3017	0.099034
11	-0.012629	-0.097	0.461524
12	-0.284021	-2.1816	0.016567
13	-0.104958	-0.8062	0.211683
14	0.075981	0.5836	0.280849
15	0.126334	0.9704	0.167907
16	-0.05906	-0.4536	0.325873
17	0.05795	0.4451	0.32893
18	-0.158523	-1.2176	0.114105
19	0.087603	0.6729	0.251821
20	-0.035305	-0.2712	0.393599
21	0.113834	0.8744	0.192729
22	-0.079915	-0.6138	0.270841
23	0.060384	0.4638	0.322242
24	0.092187	0.7081	0.240836
25	-0.129192	-0.9923	0.162541
26	-0.112488	-0.864	0.195534
27	0.106364	0.817	0.208608
28	-0.102425	-0.7867	0.217291
29	0.013207	0.1014	0.459771
30	0.17436	1.3393	0.092807
31	-0.011302	-0.0868	0.465558
32	0.014781	0.1135	0.454995
33	-0.090634	-0.6962	0.244528
34	-0.021542	-0.1655	0.434572
35	0.002602	0.02	0.49206
36	-0.094513	-0.726	0.235364

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.057067 & -0.4383 & 0.331369 \tabularnewline
2 & -0.154722 & -1.1884 & 0.11971 \tabularnewline
3 & -0.200099 & -1.537 & 0.064821 \tabularnewline
4 & 0.017103 & 0.1314 & 0.447966 \tabularnewline
5 & -0.16045 & -1.2324 & 0.111337 \tabularnewline
6 & -0.065605 & -0.5039 & 0.308097 \tabularnewline
7 & -0.124826 & -0.9588 & 0.170785 \tabularnewline
8 & 0.007692 & 0.0591 & 0.476544 \tabularnewline
9 & 0.086024 & 0.6608 & 0.255668 \tabularnewline
10 & 0.169471 & 1.3017 & 0.099034 \tabularnewline
11 & -0.012629 & -0.097 & 0.461524 \tabularnewline
12 & -0.284021 & -2.1816 & 0.016567 \tabularnewline
13 & -0.104958 & -0.8062 & 0.211683 \tabularnewline
14 & 0.075981 & 0.5836 & 0.280849 \tabularnewline
15 & 0.126334 & 0.9704 & 0.167907 \tabularnewline
16 & -0.05906 & -0.4536 & 0.325873 \tabularnewline
17 & 0.05795 & 0.4451 & 0.32893 \tabularnewline
18 & -0.158523 & -1.2176 & 0.114105 \tabularnewline
19 & 0.087603 & 0.6729 & 0.251821 \tabularnewline
20 & -0.035305 & -0.2712 & 0.393599 \tabularnewline
21 & 0.113834 & 0.8744 & 0.192729 \tabularnewline
22 & -0.079915 & -0.6138 & 0.270841 \tabularnewline
23 & 0.060384 & 0.4638 & 0.322242 \tabularnewline
24 & 0.092187 & 0.7081 & 0.240836 \tabularnewline
25 & -0.129192 & -0.9923 & 0.162541 \tabularnewline
26 & -0.112488 & -0.864 & 0.195534 \tabularnewline
27 & 0.106364 & 0.817 & 0.208608 \tabularnewline
28 & -0.102425 & -0.7867 & 0.217291 \tabularnewline
29 & 0.013207 & 0.1014 & 0.459771 \tabularnewline
30 & 0.17436 & 1.3393 & 0.092807 \tabularnewline
31 & -0.011302 & -0.0868 & 0.465558 \tabularnewline
32 & 0.014781 & 0.1135 & 0.454995 \tabularnewline
33 & -0.090634 & -0.6962 & 0.244528 \tabularnewline
34 & -0.021542 & -0.1655 & 0.434572 \tabularnewline
35 & 0.002602 & 0.02 & 0.49206 \tabularnewline
36 & -0.094513 & -0.726 & 0.235364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60991&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]-0.057067[/C][C]-0.4383[/C][C]0.331369[/C][/ROW]
[ROW][C]2[/C][C]-0.154722[/C][C]-1.1884[/C][C]0.11971[/C][/ROW]
[ROW][C]3[/C][C]-0.200099[/C][C]-1.537[/C][C]0.064821[/C][/ROW]
[ROW][C]4[/C][C]0.017103[/C][C]0.1314[/C][C]0.447966[/C][/ROW]
[ROW][C]5[/C][C]-0.16045[/C][C]-1.2324[/C][C]0.111337[/C][/ROW]
[ROW][C]6[/C][C]-0.065605[/C][C]-0.5039[/C][C]0.308097[/C][/ROW]
[ROW][C]7[/C][C]-0.124826[/C][C]-0.9588[/C][C]0.170785[/C][/ROW]
[ROW][C]8[/C][C]0.007692[/C][C]0.0591[/C][C]0.476544[/C][/ROW]
[ROW][C]9[/C][C]0.086024[/C][C]0.6608[/C][C]0.255668[/C][/ROW]
[ROW][C]10[/C][C]0.169471[/C][C]1.3017[/C][C]0.099034[/C][/ROW]
[ROW][C]11[/C][C]-0.012629[/C][C]-0.097[/C][C]0.461524[/C][/ROW]
[ROW][C]12[/C][C]-0.284021[/C][C]-2.1816[/C][C]0.016567[/C][/ROW]
[ROW][C]13[/C][C]-0.104958[/C][C]-0.8062[/C][C]0.211683[/C][/ROW]
[ROW][C]14[/C][C]0.075981[/C][C]0.5836[/C][C]0.280849[/C][/ROW]
[ROW][C]15[/C][C]0.126334[/C][C]0.9704[/C][C]0.167907[/C][/ROW]
[ROW][C]16[/C][C]-0.05906[/C][C]-0.4536[/C][C]0.325873[/C][/ROW]
[ROW][C]17[/C][C]0.05795[/C][C]0.4451[/C][C]0.32893[/C][/ROW]
[ROW][C]18[/C][C]-0.158523[/C][C]-1.2176[/C][C]0.114105[/C][/ROW]
[ROW][C]19[/C][C]0.087603[/C][C]0.6729[/C][C]0.251821[/C][/ROW]
[ROW][C]20[/C][C]-0.035305[/C][C]-0.2712[/C][C]0.393599[/C][/ROW]
[ROW][C]21[/C][C]0.113834[/C][C]0.8744[/C][C]0.192729[/C][/ROW]
[ROW][C]22[/C][C]-0.079915[/C][C]-0.6138[/C][C]0.270841[/C][/ROW]
[ROW][C]23[/C][C]0.060384[/C][C]0.4638[/C][C]0.322242[/C][/ROW]
[ROW][C]24[/C][C]0.092187[/C][C]0.7081[/C][C]0.240836[/C][/ROW]
[ROW][C]25[/C][C]-0.129192[/C][C]-0.9923[/C][C]0.162541[/C][/ROW]
[ROW][C]26[/C][C]-0.112488[/C][C]-0.864[/C][C]0.195534[/C][/ROW]
[ROW][C]27[/C][C]0.106364[/C][C]0.817[/C][C]0.208608[/C][/ROW]
[ROW][C]28[/C][C]-0.102425[/C][C]-0.7867[/C][C]0.217291[/C][/ROW]
[ROW][C]29[/C][C]0.013207[/C][C]0.1014[/C][C]0.459771[/C][/ROW]
[ROW][C]30[/C][C]0.17436[/C][C]1.3393[/C][C]0.092807[/C][/ROW]
[ROW][C]31[/C][C]-0.011302[/C][C]-0.0868[/C][C]0.465558[/C][/ROW]
[ROW][C]32[/C][C]0.014781[/C][C]0.1135[/C][C]0.454995[/C][/ROW]
[ROW][C]33[/C][C]-0.090634[/C][C]-0.6962[/C][C]0.244528[/C][/ROW]
[ROW][C]34[/C][C]-0.021542[/C][C]-0.1655[/C][C]0.434572[/C][/ROW]
[ROW][C]35[/C][C]0.002602[/C][C]0.02[/C][C]0.49206[/C][/ROW]
[ROW][C]36[/C][C]-0.094513[/C][C]-0.726[/C][C]0.235364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60991&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60991&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	-0.057067	-0.4383	0.331369
2	-0.154722	-1.1884	0.11971
3	-0.200099	-1.537	0.064821
4	0.017103	0.1314	0.447966
5	-0.16045	-1.2324	0.111337
6	-0.065605	-0.5039	0.308097
7	-0.124826	-0.9588	0.170785
8	0.007692	0.0591	0.476544
9	0.086024	0.6608	0.255668
10	0.169471	1.3017	0.099034
11	-0.012629	-0.097	0.461524
12	-0.284021	-2.1816	0.016567
13	-0.104958	-0.8062	0.211683
14	0.075981	0.5836	0.280849
15	0.126334	0.9704	0.167907
16	-0.05906	-0.4536	0.325873
17	0.05795	0.4451	0.32893
18	-0.158523	-1.2176	0.114105
19	0.087603	0.6729	0.251821
20	-0.035305	-0.2712	0.393599
21	0.113834	0.8744	0.192729
22	-0.079915	-0.6138	0.270841
23	0.060384	0.4638	0.322242
24	0.092187	0.7081	0.240836
25	-0.129192	-0.9923	0.162541
26	-0.112488	-0.864	0.195534
27	0.106364	0.817	0.208608
28	-0.102425	-0.7867	0.217291
29	0.013207	0.1014	0.459771
30	0.17436	1.3393	0.092807
31	-0.011302	-0.0868	0.465558
32	0.014781	0.1135	0.454995
33	-0.090634	-0.6962	0.244528
34	-0.021542	-0.1655	0.434572
35	0.002602	0.02	0.49206
36	-0.094513	-0.726	0.235364

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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