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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:14:17 -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/t1259342105tw0pmq3897erta3.htm/, Retrieved Sun, 28 Apr 2024 23:28:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61018, Retrieved Sun, 28 Apr 2024 23:28:58 +0000

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113

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 17:14:17] [71596e6a53ccce532e52aaf6113616ef] [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=61018&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=61018&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61018&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	0.950624	7.3635	0
2	0.906231	7.0196	0
3	0.864025	6.6927	0
4	0.81826	6.3382	0
5	0.769572	5.9611	0
6	0.725118	5.6167	0
7	0.674346	5.2235	1e-06
8	0.618475	4.7907	6e-06
9	0.566307	4.3866	2.4e-05
10	0.512682	3.9712	9.7e-05
11	0.469674	3.6381	0.000286
12	0.426153	3.301	0.000813
13	0.371988	2.8814	0.002742
14	0.323835	2.5084	0.007424
15	0.279627	2.166	0.017148
16	0.238711	1.849	0.03469
17	0.201977	1.5645	0.061479
18	0.164843	1.2769	0.103284
19	0.117935	0.9135	0.182312
20	0.069468	0.5381	0.296251
21	0.024308	0.1883	0.425642
22	-0.02225	-0.1723	0.431872
23	-0.061819	-0.4788	0.316895
24	-0.095204	-0.7374	0.231863
25	-0.138636	-1.0739	0.143591
26	-0.174348	-1.3505	0.090965
27	-0.200277	-1.5513	0.06304
28	-0.226785	-1.7567	0.042038
29	-0.24769	-1.9186	0.029898
30	-0.27201	-2.107	0.019654
31	-0.297141	-2.3016	0.012422
32	-0.325974	-2.525	0.007116
33	-0.350478	-2.7148	0.004324
34	-0.375586	-2.9093	0.002537
35	-0.389027	-3.0134	0.00189
36	-0.396133	-3.0684	0.001614

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.950624 & 7.3635 & 0 \tabularnewline
2 & 0.906231 & 7.0196 & 0 \tabularnewline
3 & 0.864025 & 6.6927 & 0 \tabularnewline
4 & 0.81826 & 6.3382 & 0 \tabularnewline
5 & 0.769572 & 5.9611 & 0 \tabularnewline
6 & 0.725118 & 5.6167 & 0 \tabularnewline
7 & 0.674346 & 5.2235 & 1e-06 \tabularnewline
8 & 0.618475 & 4.7907 & 6e-06 \tabularnewline
9 & 0.566307 & 4.3866 & 2.4e-05 \tabularnewline
10 & 0.512682 & 3.9712 & 9.7e-05 \tabularnewline
11 & 0.469674 & 3.6381 & 0.000286 \tabularnewline
12 & 0.426153 & 3.301 & 0.000813 \tabularnewline
13 & 0.371988 & 2.8814 & 0.002742 \tabularnewline
14 & 0.323835 & 2.5084 & 0.007424 \tabularnewline
15 & 0.279627 & 2.166 & 0.017148 \tabularnewline
16 & 0.238711 & 1.849 & 0.03469 \tabularnewline
17 & 0.201977 & 1.5645 & 0.061479 \tabularnewline
18 & 0.164843 & 1.2769 & 0.103284 \tabularnewline
19 & 0.117935 & 0.9135 & 0.182312 \tabularnewline
20 & 0.069468 & 0.5381 & 0.296251 \tabularnewline
21 & 0.024308 & 0.1883 & 0.425642 \tabularnewline
22 & -0.02225 & -0.1723 & 0.431872 \tabularnewline
23 & -0.061819 & -0.4788 & 0.316895 \tabularnewline
24 & -0.095204 & -0.7374 & 0.231863 \tabularnewline
25 & -0.138636 & -1.0739 & 0.143591 \tabularnewline
26 & -0.174348 & -1.3505 & 0.090965 \tabularnewline
27 & -0.200277 & -1.5513 & 0.06304 \tabularnewline
28 & -0.226785 & -1.7567 & 0.042038 \tabularnewline
29 & -0.24769 & -1.9186 & 0.029898 \tabularnewline
30 & -0.27201 & -2.107 & 0.019654 \tabularnewline
31 & -0.297141 & -2.3016 & 0.012422 \tabularnewline
32 & -0.325974 & -2.525 & 0.007116 \tabularnewline
33 & -0.350478 & -2.7148 & 0.004324 \tabularnewline
34 & -0.375586 & -2.9093 & 0.002537 \tabularnewline
35 & -0.389027 & -3.0134 & 0.00189 \tabularnewline
36 & -0.396133 & -3.0684 & 0.001614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61018&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]0.950624[/C][C]7.3635[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.906231[/C][C]7.0196[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.864025[/C][C]6.6927[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.81826[/C][C]6.3382[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.769572[/C][C]5.9611[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.725118[/C][C]5.6167[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.674346[/C][C]5.2235[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.618475[/C][C]4.7907[/C][C]6e-06[/C][/ROW]
[ROW][C]9[/C][C]0.566307[/C][C]4.3866[/C][C]2.4e-05[/C][/ROW]
[ROW][C]10[/C][C]0.512682[/C][C]3.9712[/C][C]9.7e-05[/C][/ROW]
[ROW][C]11[/C][C]0.469674[/C][C]3.6381[/C][C]0.000286[/C][/ROW]
[ROW][C]12[/C][C]0.426153[/C][C]3.301[/C][C]0.000813[/C][/ROW]
[ROW][C]13[/C][C]0.371988[/C][C]2.8814[/C][C]0.002742[/C][/ROW]
[ROW][C]14[/C][C]0.323835[/C][C]2.5084[/C][C]0.007424[/C][/ROW]
[ROW][C]15[/C][C]0.279627[/C][C]2.166[/C][C]0.017148[/C][/ROW]
[ROW][C]16[/C][C]0.238711[/C][C]1.849[/C][C]0.03469[/C][/ROW]
[ROW][C]17[/C][C]0.201977[/C][C]1.5645[/C][C]0.061479[/C][/ROW]
[ROW][C]18[/C][C]0.164843[/C][C]1.2769[/C][C]0.103284[/C][/ROW]
[ROW][C]19[/C][C]0.117935[/C][C]0.9135[/C][C]0.182312[/C][/ROW]
[ROW][C]20[/C][C]0.069468[/C][C]0.5381[/C][C]0.296251[/C][/ROW]
[ROW][C]21[/C][C]0.024308[/C][C]0.1883[/C][C]0.425642[/C][/ROW]
[ROW][C]22[/C][C]-0.02225[/C][C]-0.1723[/C][C]0.431872[/C][/ROW]
[ROW][C]23[/C][C]-0.061819[/C][C]-0.4788[/C][C]0.316895[/C][/ROW]
[ROW][C]24[/C][C]-0.095204[/C][C]-0.7374[/C][C]0.231863[/C][/ROW]
[ROW][C]25[/C][C]-0.138636[/C][C]-1.0739[/C][C]0.143591[/C][/ROW]
[ROW][C]26[/C][C]-0.174348[/C][C]-1.3505[/C][C]0.090965[/C][/ROW]
[ROW][C]27[/C][C]-0.200277[/C][C]-1.5513[/C][C]0.06304[/C][/ROW]
[ROW][C]28[/C][C]-0.226785[/C][C]-1.7567[/C][C]0.042038[/C][/ROW]
[ROW][C]29[/C][C]-0.24769[/C][C]-1.9186[/C][C]0.029898[/C][/ROW]
[ROW][C]30[/C][C]-0.27201[/C][C]-2.107[/C][C]0.019654[/C][/ROW]
[ROW][C]31[/C][C]-0.297141[/C][C]-2.3016[/C][C]0.012422[/C][/ROW]
[ROW][C]32[/C][C]-0.325974[/C][C]-2.525[/C][C]0.007116[/C][/ROW]
[ROW][C]33[/C][C]-0.350478[/C][C]-2.7148[/C][C]0.004324[/C][/ROW]
[ROW][C]34[/C][C]-0.375586[/C][C]-2.9093[/C][C]0.002537[/C][/ROW]
[ROW][C]35[/C][C]-0.389027[/C][C]-3.0134[/C][C]0.00189[/C][/ROW]
[ROW][C]36[/C][C]-0.396133[/C][C]-3.0684[/C][C]0.001614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61018&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61018&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	0.950624	7.3635	0
2	0.906231	7.0196	0
3	0.864025	6.6927	0
4	0.81826	6.3382	0
5	0.769572	5.9611	0
6	0.725118	5.6167	0
7	0.674346	5.2235	1e-06
8	0.618475	4.7907	6e-06
9	0.566307	4.3866	2.4e-05
10	0.512682	3.9712	9.7e-05
11	0.469674	3.6381	0.000286
12	0.426153	3.301	0.000813
13	0.371988	2.8814	0.002742
14	0.323835	2.5084	0.007424
15	0.279627	2.166	0.017148
16	0.238711	1.849	0.03469
17	0.201977	1.5645	0.061479
18	0.164843	1.2769	0.103284
19	0.117935	0.9135	0.182312
20	0.069468	0.5381	0.296251
21	0.024308	0.1883	0.425642
22	-0.02225	-0.1723	0.431872
23	-0.061819	-0.4788	0.316895
24	-0.095204	-0.7374	0.231863
25	-0.138636	-1.0739	0.143591
26	-0.174348	-1.3505	0.090965
27	-0.200277	-1.5513	0.06304
28	-0.226785	-1.7567	0.042038
29	-0.24769	-1.9186	0.029898
30	-0.27201	-2.107	0.019654
31	-0.297141	-2.3016	0.012422
32	-0.325974	-2.525	0.007116
33	-0.350478	-2.7148	0.004324
34	-0.375586	-2.9093	0.002537
35	-0.389027	-3.0134	0.00189
36	-0.396133	-3.0684	0.001614

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.950624	7.3635	0
2	0.026414	0.2046	0.419287
3	0.001927	0.0149	0.49407
4	-0.05732	-0.444	0.32932
5	-0.058571	-0.4537	0.325845
6	0.011919	0.0923	0.463373
7	-0.087968	-0.6814	0.24912
8	-0.086407	-0.6693	0.252933
9	-0.005921	-0.0459	0.481785
10	-0.046536	-0.3605	0.359881
11	0.085903	0.6654	0.254171
12	-0.027827	-0.2155	0.415036
13	-0.141184	-1.0936	0.139249
14	0.018168	0.1407	0.444276
15	-0.001561	-0.0121	0.495197
16	0.021286	0.1649	0.434797
17	0.009753	0.0755	0.470015
18	-0.061429	-0.4758	0.317962
19	-0.118877	-0.9208	0.180417
20	-0.068386	-0.5297	0.299133
21	-0.017337	-0.1343	0.44681
22	-0.049986	-0.3872	0.349993
23	0.002367	0.0183	0.492716
24	0.033987	0.2633	0.396626
25	-0.11297	-0.8751	0.192515
26	0.03908	0.3027	0.381579
27	0.060564	0.4691	0.32034
28	-0.038851	-0.3009	0.382251
29	0.010133	0.0785	0.46885
30	-0.102574	-0.7945	0.215008
31	-0.023178	-0.1795	0.42906
32	-0.078957	-0.6116	0.271556
33	-0.03576	-0.277	0.391369
34	-0.041095	-0.3183	0.375673
35	0.035561	0.2755	0.391956
36	0.057459	0.4451	0.328933

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.950624 & 7.3635 & 0 \tabularnewline
2 & 0.026414 & 0.2046 & 0.419287 \tabularnewline
3 & 0.001927 & 0.0149 & 0.49407 \tabularnewline
4 & -0.05732 & -0.444 & 0.32932 \tabularnewline
5 & -0.058571 & -0.4537 & 0.325845 \tabularnewline
6 & 0.011919 & 0.0923 & 0.463373 \tabularnewline
7 & -0.087968 & -0.6814 & 0.24912 \tabularnewline
8 & -0.086407 & -0.6693 & 0.252933 \tabularnewline
9 & -0.005921 & -0.0459 & 0.481785 \tabularnewline
10 & -0.046536 & -0.3605 & 0.359881 \tabularnewline
11 & 0.085903 & 0.6654 & 0.254171 \tabularnewline
12 & -0.027827 & -0.2155 & 0.415036 \tabularnewline
13 & -0.141184 & -1.0936 & 0.139249 \tabularnewline
14 & 0.018168 & 0.1407 & 0.444276 \tabularnewline
15 & -0.001561 & -0.0121 & 0.495197 \tabularnewline
16 & 0.021286 & 0.1649 & 0.434797 \tabularnewline
17 & 0.009753 & 0.0755 & 0.470015 \tabularnewline
18 & -0.061429 & -0.4758 & 0.317962 \tabularnewline
19 & -0.118877 & -0.9208 & 0.180417 \tabularnewline
20 & -0.068386 & -0.5297 & 0.299133 \tabularnewline
21 & -0.017337 & -0.1343 & 0.44681 \tabularnewline
22 & -0.049986 & -0.3872 & 0.349993 \tabularnewline
23 & 0.002367 & 0.0183 & 0.492716 \tabularnewline
24 & 0.033987 & 0.2633 & 0.396626 \tabularnewline
25 & -0.11297 & -0.8751 & 0.192515 \tabularnewline
26 & 0.03908 & 0.3027 & 0.381579 \tabularnewline
27 & 0.060564 & 0.4691 & 0.32034 \tabularnewline
28 & -0.038851 & -0.3009 & 0.382251 \tabularnewline
29 & 0.010133 & 0.0785 & 0.46885 \tabularnewline
30 & -0.102574 & -0.7945 & 0.215008 \tabularnewline
31 & -0.023178 & -0.1795 & 0.42906 \tabularnewline
32 & -0.078957 & -0.6116 & 0.271556 \tabularnewline
33 & -0.03576 & -0.277 & 0.391369 \tabularnewline
34 & -0.041095 & -0.3183 & 0.375673 \tabularnewline
35 & 0.035561 & 0.2755 & 0.391956 \tabularnewline
36 & 0.057459 & 0.4451 & 0.328933 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61018&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]0.950624[/C][C]7.3635[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.026414[/C][C]0.2046[/C][C]0.419287[/C][/ROW]
[ROW][C]3[/C][C]0.001927[/C][C]0.0149[/C][C]0.49407[/C][/ROW]
[ROW][C]4[/C][C]-0.05732[/C][C]-0.444[/C][C]0.32932[/C][/ROW]
[ROW][C]5[/C][C]-0.058571[/C][C]-0.4537[/C][C]0.325845[/C][/ROW]
[ROW][C]6[/C][C]0.011919[/C][C]0.0923[/C][C]0.463373[/C][/ROW]
[ROW][C]7[/C][C]-0.087968[/C][C]-0.6814[/C][C]0.24912[/C][/ROW]
[ROW][C]8[/C][C]-0.086407[/C][C]-0.6693[/C][C]0.252933[/C][/ROW]
[ROW][C]9[/C][C]-0.005921[/C][C]-0.0459[/C][C]0.481785[/C][/ROW]
[ROW][C]10[/C][C]-0.046536[/C][C]-0.3605[/C][C]0.359881[/C][/ROW]
[ROW][C]11[/C][C]0.085903[/C][C]0.6654[/C][C]0.254171[/C][/ROW]
[ROW][C]12[/C][C]-0.027827[/C][C]-0.2155[/C][C]0.415036[/C][/ROW]
[ROW][C]13[/C][C]-0.141184[/C][C]-1.0936[/C][C]0.139249[/C][/ROW]
[ROW][C]14[/C][C]0.018168[/C][C]0.1407[/C][C]0.444276[/C][/ROW]
[ROW][C]15[/C][C]-0.001561[/C][C]-0.0121[/C][C]0.495197[/C][/ROW]
[ROW][C]16[/C][C]0.021286[/C][C]0.1649[/C][C]0.434797[/C][/ROW]
[ROW][C]17[/C][C]0.009753[/C][C]0.0755[/C][C]0.470015[/C][/ROW]
[ROW][C]18[/C][C]-0.061429[/C][C]-0.4758[/C][C]0.317962[/C][/ROW]
[ROW][C]19[/C][C]-0.118877[/C][C]-0.9208[/C][C]0.180417[/C][/ROW]
[ROW][C]20[/C][C]-0.068386[/C][C]-0.5297[/C][C]0.299133[/C][/ROW]
[ROW][C]21[/C][C]-0.017337[/C][C]-0.1343[/C][C]0.44681[/C][/ROW]
[ROW][C]22[/C][C]-0.049986[/C][C]-0.3872[/C][C]0.349993[/C][/ROW]
[ROW][C]23[/C][C]0.002367[/C][C]0.0183[/C][C]0.492716[/C][/ROW]
[ROW][C]24[/C][C]0.033987[/C][C]0.2633[/C][C]0.396626[/C][/ROW]
[ROW][C]25[/C][C]-0.11297[/C][C]-0.8751[/C][C]0.192515[/C][/ROW]
[ROW][C]26[/C][C]0.03908[/C][C]0.3027[/C][C]0.381579[/C][/ROW]
[ROW][C]27[/C][C]0.060564[/C][C]0.4691[/C][C]0.32034[/C][/ROW]
[ROW][C]28[/C][C]-0.038851[/C][C]-0.3009[/C][C]0.382251[/C][/ROW]
[ROW][C]29[/C][C]0.010133[/C][C]0.0785[/C][C]0.46885[/C][/ROW]
[ROW][C]30[/C][C]-0.102574[/C][C]-0.7945[/C][C]0.215008[/C][/ROW]
[ROW][C]31[/C][C]-0.023178[/C][C]-0.1795[/C][C]0.42906[/C][/ROW]
[ROW][C]32[/C][C]-0.078957[/C][C]-0.6116[/C][C]0.271556[/C][/ROW]
[ROW][C]33[/C][C]-0.03576[/C][C]-0.277[/C][C]0.391369[/C][/ROW]
[ROW][C]34[/C][C]-0.041095[/C][C]-0.3183[/C][C]0.375673[/C][/ROW]
[ROW][C]35[/C][C]0.035561[/C][C]0.2755[/C][C]0.391956[/C][/ROW]
[ROW][C]36[/C][C]0.057459[/C][C]0.4451[/C][C]0.328933[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61018&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61018&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	0.950624	7.3635	0
2	0.026414	0.2046	0.419287
3	0.001927	0.0149	0.49407
4	-0.05732	-0.444	0.32932
5	-0.058571	-0.4537	0.325845
6	0.011919	0.0923	0.463373
7	-0.087968	-0.6814	0.24912
8	-0.086407	-0.6693	0.252933
9	-0.005921	-0.0459	0.481785
10	-0.046536	-0.3605	0.359881
11	0.085903	0.6654	0.254171
12	-0.027827	-0.2155	0.415036
13	-0.141184	-1.0936	0.139249
14	0.018168	0.1407	0.444276
15	-0.001561	-0.0121	0.495197
16	0.021286	0.1649	0.434797
17	0.009753	0.0755	0.470015
18	-0.061429	-0.4758	0.317962
19	-0.118877	-0.9208	0.180417
20	-0.068386	-0.5297	0.299133
21	-0.017337	-0.1343	0.44681
22	-0.049986	-0.3872	0.349993
23	0.002367	0.0183	0.492716
24	0.033987	0.2633	0.396626
25	-0.11297	-0.8751	0.192515
26	0.03908	0.3027	0.381579
27	0.060564	0.4691	0.32034
28	-0.038851	-0.3009	0.382251
29	0.010133	0.0785	0.46885
30	-0.102574	-0.7945	0.215008
31	-0.023178	-0.1795	0.42906
32	-0.078957	-0.6116	0.271556
33	-0.03576	-0.277	0.391369
34	-0.041095	-0.3183	0.375673
35	0.035561	0.2755	0.391956
36	0.057459	0.4451	0.328933

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