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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 12:16:05 -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/t1259349395pjf5bxyx4sbgrwe.htm/, Retrieved Mon, 29 Apr 2024 00:18:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61153, Retrieved Mon, 29 Apr 2024 00:18:51 +0000

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113

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-       [(Partial) Autocorrelation Function] [1e model] [2009-11-27 19:16:05] [b0f64d7ca2e98fc55ef2208a4524e4b4] [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=61153&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=61153&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61153&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	0.233039	1.835	0.035656
2	-0.251271	-1.9785	0.026159
3	-0.274778	-2.1636	0.017179
4	-0.168808	-1.3292	0.094327
5	0.081458	0.6414	0.261812
6	0.213755	1.6831	0.048692
7	0.081361	0.6406	0.262059
8	-0.225338	-1.7743	0.04046
9	-0.271937	-2.1412	0.018097
10	-0.208945	-1.6452	0.052491
11	0.284137	2.2373	0.014435
12	0.731557	5.7603	0
13	0.114616	0.9025	0.185145
14	-0.257936	-2.031	0.023275
15	-0.247134	-1.9459	0.028099
16	-0.160376	-1.2628	0.105695
17	0.037839	0.2979	0.383371
18	0.138289	1.0889	0.140209
19	0.031003	0.2441	0.403973
20	-0.228892	-1.8023	0.03818
21	-0.24802	-1.9529	0.027674
22	-0.155623	-1.2254	0.112534
23	0.232036	1.8271	0.036253
24	0.510924	4.023	7.9e-05
25	0.036829	0.29	0.386394
26	-0.246267	-1.9391	0.028521
27	-0.166454	-1.3107	0.097403
28	-0.109255	-0.8603	0.196475
29	0.038385	0.3022	0.38174
30	0.080983	0.6377	0.263021
31	0.01155	0.0909	0.463915
32	-0.194547	-1.5319	0.065322
33	-0.178992	-1.4094	0.081859
34	-0.066035	-0.52	0.302472
35	0.189294	1.4905	0.070582
36	0.293094	2.3078	0.01218

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.233039 & 1.835 & 0.035656 \tabularnewline
2 & -0.251271 & -1.9785 & 0.026159 \tabularnewline
3 & -0.274778 & -2.1636 & 0.017179 \tabularnewline
4 & -0.168808 & -1.3292 & 0.094327 \tabularnewline
5 & 0.081458 & 0.6414 & 0.261812 \tabularnewline
6 & 0.213755 & 1.6831 & 0.048692 \tabularnewline
7 & 0.081361 & 0.6406 & 0.262059 \tabularnewline
8 & -0.225338 & -1.7743 & 0.04046 \tabularnewline
9 & -0.271937 & -2.1412 & 0.018097 \tabularnewline
10 & -0.208945 & -1.6452 & 0.052491 \tabularnewline
11 & 0.284137 & 2.2373 & 0.014435 \tabularnewline
12 & 0.731557 & 5.7603 & 0 \tabularnewline
13 & 0.114616 & 0.9025 & 0.185145 \tabularnewline
14 & -0.257936 & -2.031 & 0.023275 \tabularnewline
15 & -0.247134 & -1.9459 & 0.028099 \tabularnewline
16 & -0.160376 & -1.2628 & 0.105695 \tabularnewline
17 & 0.037839 & 0.2979 & 0.383371 \tabularnewline
18 & 0.138289 & 1.0889 & 0.140209 \tabularnewline
19 & 0.031003 & 0.2441 & 0.403973 \tabularnewline
20 & -0.228892 & -1.8023 & 0.03818 \tabularnewline
21 & -0.24802 & -1.9529 & 0.027674 \tabularnewline
22 & -0.155623 & -1.2254 & 0.112534 \tabularnewline
23 & 0.232036 & 1.8271 & 0.036253 \tabularnewline
24 & 0.510924 & 4.023 & 7.9e-05 \tabularnewline
25 & 0.036829 & 0.29 & 0.386394 \tabularnewline
26 & -0.246267 & -1.9391 & 0.028521 \tabularnewline
27 & -0.166454 & -1.3107 & 0.097403 \tabularnewline
28 & -0.109255 & -0.8603 & 0.196475 \tabularnewline
29 & 0.038385 & 0.3022 & 0.38174 \tabularnewline
30 & 0.080983 & 0.6377 & 0.263021 \tabularnewline
31 & 0.01155 & 0.0909 & 0.463915 \tabularnewline
32 & -0.194547 & -1.5319 & 0.065322 \tabularnewline
33 & -0.178992 & -1.4094 & 0.081859 \tabularnewline
34 & -0.066035 & -0.52 & 0.302472 \tabularnewline
35 & 0.189294 & 1.4905 & 0.070582 \tabularnewline
36 & 0.293094 & 2.3078 & 0.01218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61153&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]0.233039[/C][C]1.835[/C][C]0.035656[/C][/ROW]
[ROW][C]2[/C][C]-0.251271[/C][C]-1.9785[/C][C]0.026159[/C][/ROW]
[ROW][C]3[/C][C]-0.274778[/C][C]-2.1636[/C][C]0.017179[/C][/ROW]
[ROW][C]4[/C][C]-0.168808[/C][C]-1.3292[/C][C]0.094327[/C][/ROW]
[ROW][C]5[/C][C]0.081458[/C][C]0.6414[/C][C]0.261812[/C][/ROW]
[ROW][C]6[/C][C]0.213755[/C][C]1.6831[/C][C]0.048692[/C][/ROW]
[ROW][C]7[/C][C]0.081361[/C][C]0.6406[/C][C]0.262059[/C][/ROW]
[ROW][C]8[/C][C]-0.225338[/C][C]-1.7743[/C][C]0.04046[/C][/ROW]
[ROW][C]9[/C][C]-0.271937[/C][C]-2.1412[/C][C]0.018097[/C][/ROW]
[ROW][C]10[/C][C]-0.208945[/C][C]-1.6452[/C][C]0.052491[/C][/ROW]
[ROW][C]11[/C][C]0.284137[/C][C]2.2373[/C][C]0.014435[/C][/ROW]
[ROW][C]12[/C][C]0.731557[/C][C]5.7603[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.114616[/C][C]0.9025[/C][C]0.185145[/C][/ROW]
[ROW][C]14[/C][C]-0.257936[/C][C]-2.031[/C][C]0.023275[/C][/ROW]
[ROW][C]15[/C][C]-0.247134[/C][C]-1.9459[/C][C]0.028099[/C][/ROW]
[ROW][C]16[/C][C]-0.160376[/C][C]-1.2628[/C][C]0.105695[/C][/ROW]
[ROW][C]17[/C][C]0.037839[/C][C]0.2979[/C][C]0.383371[/C][/ROW]
[ROW][C]18[/C][C]0.138289[/C][C]1.0889[/C][C]0.140209[/C][/ROW]
[ROW][C]19[/C][C]0.031003[/C][C]0.2441[/C][C]0.403973[/C][/ROW]
[ROW][C]20[/C][C]-0.228892[/C][C]-1.8023[/C][C]0.03818[/C][/ROW]
[ROW][C]21[/C][C]-0.24802[/C][C]-1.9529[/C][C]0.027674[/C][/ROW]
[ROW][C]22[/C][C]-0.155623[/C][C]-1.2254[/C][C]0.112534[/C][/ROW]
[ROW][C]23[/C][C]0.232036[/C][C]1.8271[/C][C]0.036253[/C][/ROW]
[ROW][C]24[/C][C]0.510924[/C][C]4.023[/C][C]7.9e-05[/C][/ROW]
[ROW][C]25[/C][C]0.036829[/C][C]0.29[/C][C]0.386394[/C][/ROW]
[ROW][C]26[/C][C]-0.246267[/C][C]-1.9391[/C][C]0.028521[/C][/ROW]
[ROW][C]27[/C][C]-0.166454[/C][C]-1.3107[/C][C]0.097403[/C][/ROW]
[ROW][C]28[/C][C]-0.109255[/C][C]-0.8603[/C][C]0.196475[/C][/ROW]
[ROW][C]29[/C][C]0.038385[/C][C]0.3022[/C][C]0.38174[/C][/ROW]
[ROW][C]30[/C][C]0.080983[/C][C]0.6377[/C][C]0.263021[/C][/ROW]
[ROW][C]31[/C][C]0.01155[/C][C]0.0909[/C][C]0.463915[/C][/ROW]
[ROW][C]32[/C][C]-0.194547[/C][C]-1.5319[/C][C]0.065322[/C][/ROW]
[ROW][C]33[/C][C]-0.178992[/C][C]-1.4094[/C][C]0.081859[/C][/ROW]
[ROW][C]34[/C][C]-0.066035[/C][C]-0.52[/C][C]0.302472[/C][/ROW]
[ROW][C]35[/C][C]0.189294[/C][C]1.4905[/C][C]0.070582[/C][/ROW]
[ROW][C]36[/C][C]0.293094[/C][C]2.3078[/C][C]0.01218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61153&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61153&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	0.233039	1.835	0.035656
2	-0.251271	-1.9785	0.026159
3	-0.274778	-2.1636	0.017179
4	-0.168808	-1.3292	0.094327
5	0.081458	0.6414	0.261812
6	0.213755	1.6831	0.048692
7	0.081361	0.6406	0.262059
8	-0.225338	-1.7743	0.04046
9	-0.271937	-2.1412	0.018097
10	-0.208945	-1.6452	0.052491
11	0.284137	2.2373	0.014435
12	0.731557	5.7603	0
13	0.114616	0.9025	0.185145
14	-0.257936	-2.031	0.023275
15	-0.247134	-1.9459	0.028099
16	-0.160376	-1.2628	0.105695
17	0.037839	0.2979	0.383371
18	0.138289	1.0889	0.140209
19	0.031003	0.2441	0.403973
20	-0.228892	-1.8023	0.03818
21	-0.24802	-1.9529	0.027674
22	-0.155623	-1.2254	0.112534
23	0.232036	1.8271	0.036253
24	0.510924	4.023	7.9e-05
25	0.036829	0.29	0.386394
26	-0.246267	-1.9391	0.028521
27	-0.166454	-1.3107	0.097403
28	-0.109255	-0.8603	0.196475
29	0.038385	0.3022	0.38174
30	0.080983	0.6377	0.263021
31	0.01155	0.0909	0.463915
32	-0.194547	-1.5319	0.065322
33	-0.178992	-1.4094	0.081859
34	-0.066035	-0.52	0.302472
35	0.189294	1.4905	0.070582
36	0.293094	2.3078	0.01218

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.233039	1.835	0.035656
2	-0.323126	-2.5443	0.006728
3	-0.144046	-1.1342	0.130535
4	-0.160766	-1.2659	0.105147
5	0.055316	0.4356	0.332334
6	0.074775	0.5888	0.279075
7	-0.010498	-0.0827	0.467195
8	-0.209816	-1.6521	0.051786
9	-0.127913	-1.0072	0.15888
10	-0.242643	-1.9106	0.030344
11	0.289148	2.2767	0.013132
12	0.594574	4.6817	8e-06
13	-0.132009	-1.0394	0.151318
14	0.026419	0.208	0.417946
15	0.004982	0.0392	0.484416
16	-0.118071	-0.9297	0.178068
17	-0.097337	-0.7664	0.223165
18	-0.187922	-1.4797	0.072009
19	-0.05038	-0.3967	0.346478
20	-0.014975	-0.1179	0.453259
21	-0.027776	-0.2187	0.413799
22	-0.029022	-0.2285	0.409997
23	-0.141711	-1.1158	0.134399
24	-0.041134	-0.3239	0.373556
25	-0.052989	-0.4172	0.338973
26	-0.108813	-0.8568	0.197429
27	0.091823	0.723	0.236195
28	-0.008451	-0.0665	0.473579
29	0.065809	0.5182	0.303088
30	-0.053137	-0.4184	0.33855
31	-0.011208	-0.0883	0.46498
32	-0.019534	-0.1538	0.439129
33	-0.012107	-0.0953	0.462179
34	0.021054	0.1658	0.434434
35	-0.04672	-0.3679	0.357111
36	-0.205133	-1.6152	0.055671

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.233039 & 1.835 & 0.035656 \tabularnewline
2 & -0.323126 & -2.5443 & 0.006728 \tabularnewline
3 & -0.144046 & -1.1342 & 0.130535 \tabularnewline
4 & -0.160766 & -1.2659 & 0.105147 \tabularnewline
5 & 0.055316 & 0.4356 & 0.332334 \tabularnewline
6 & 0.074775 & 0.5888 & 0.279075 \tabularnewline
7 & -0.010498 & -0.0827 & 0.467195 \tabularnewline
8 & -0.209816 & -1.6521 & 0.051786 \tabularnewline
9 & -0.127913 & -1.0072 & 0.15888 \tabularnewline
10 & -0.242643 & -1.9106 & 0.030344 \tabularnewline
11 & 0.289148 & 2.2767 & 0.013132 \tabularnewline
12 & 0.594574 & 4.6817 & 8e-06 \tabularnewline
13 & -0.132009 & -1.0394 & 0.151318 \tabularnewline
14 & 0.026419 & 0.208 & 0.417946 \tabularnewline
15 & 0.004982 & 0.0392 & 0.484416 \tabularnewline
16 & -0.118071 & -0.9297 & 0.178068 \tabularnewline
17 & -0.097337 & -0.7664 & 0.223165 \tabularnewline
18 & -0.187922 & -1.4797 & 0.072009 \tabularnewline
19 & -0.05038 & -0.3967 & 0.346478 \tabularnewline
20 & -0.014975 & -0.1179 & 0.453259 \tabularnewline
21 & -0.027776 & -0.2187 & 0.413799 \tabularnewline
22 & -0.029022 & -0.2285 & 0.409997 \tabularnewline
23 & -0.141711 & -1.1158 & 0.134399 \tabularnewline
24 & -0.041134 & -0.3239 & 0.373556 \tabularnewline
25 & -0.052989 & -0.4172 & 0.338973 \tabularnewline
26 & -0.108813 & -0.8568 & 0.197429 \tabularnewline
27 & 0.091823 & 0.723 & 0.236195 \tabularnewline
28 & -0.008451 & -0.0665 & 0.473579 \tabularnewline
29 & 0.065809 & 0.5182 & 0.303088 \tabularnewline
30 & -0.053137 & -0.4184 & 0.33855 \tabularnewline
31 & -0.011208 & -0.0883 & 0.46498 \tabularnewline
32 & -0.019534 & -0.1538 & 0.439129 \tabularnewline
33 & -0.012107 & -0.0953 & 0.462179 \tabularnewline
34 & 0.021054 & 0.1658 & 0.434434 \tabularnewline
35 & -0.04672 & -0.3679 & 0.357111 \tabularnewline
36 & -0.205133 & -1.6152 & 0.055671 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61153&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]0.233039[/C][C]1.835[/C][C]0.035656[/C][/ROW]
[ROW][C]2[/C][C]-0.323126[/C][C]-2.5443[/C][C]0.006728[/C][/ROW]
[ROW][C]3[/C][C]-0.144046[/C][C]-1.1342[/C][C]0.130535[/C][/ROW]
[ROW][C]4[/C][C]-0.160766[/C][C]-1.2659[/C][C]0.105147[/C][/ROW]
[ROW][C]5[/C][C]0.055316[/C][C]0.4356[/C][C]0.332334[/C][/ROW]
[ROW][C]6[/C][C]0.074775[/C][C]0.5888[/C][C]0.279075[/C][/ROW]
[ROW][C]7[/C][C]-0.010498[/C][C]-0.0827[/C][C]0.467195[/C][/ROW]
[ROW][C]8[/C][C]-0.209816[/C][C]-1.6521[/C][C]0.051786[/C][/ROW]
[ROW][C]9[/C][C]-0.127913[/C][C]-1.0072[/C][C]0.15888[/C][/ROW]
[ROW][C]10[/C][C]-0.242643[/C][C]-1.9106[/C][C]0.030344[/C][/ROW]
[ROW][C]11[/C][C]0.289148[/C][C]2.2767[/C][C]0.013132[/C][/ROW]
[ROW][C]12[/C][C]0.594574[/C][C]4.6817[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.132009[/C][C]-1.0394[/C][C]0.151318[/C][/ROW]
[ROW][C]14[/C][C]0.026419[/C][C]0.208[/C][C]0.417946[/C][/ROW]
[ROW][C]15[/C][C]0.004982[/C][C]0.0392[/C][C]0.484416[/C][/ROW]
[ROW][C]16[/C][C]-0.118071[/C][C]-0.9297[/C][C]0.178068[/C][/ROW]
[ROW][C]17[/C][C]-0.097337[/C][C]-0.7664[/C][C]0.223165[/C][/ROW]
[ROW][C]18[/C][C]-0.187922[/C][C]-1.4797[/C][C]0.072009[/C][/ROW]
[ROW][C]19[/C][C]-0.05038[/C][C]-0.3967[/C][C]0.346478[/C][/ROW]
[ROW][C]20[/C][C]-0.014975[/C][C]-0.1179[/C][C]0.453259[/C][/ROW]
[ROW][C]21[/C][C]-0.027776[/C][C]-0.2187[/C][C]0.413799[/C][/ROW]
[ROW][C]22[/C][C]-0.029022[/C][C]-0.2285[/C][C]0.409997[/C][/ROW]
[ROW][C]23[/C][C]-0.141711[/C][C]-1.1158[/C][C]0.134399[/C][/ROW]
[ROW][C]24[/C][C]-0.041134[/C][C]-0.3239[/C][C]0.373556[/C][/ROW]
[ROW][C]25[/C][C]-0.052989[/C][C]-0.4172[/C][C]0.338973[/C][/ROW]
[ROW][C]26[/C][C]-0.108813[/C][C]-0.8568[/C][C]0.197429[/C][/ROW]
[ROW][C]27[/C][C]0.091823[/C][C]0.723[/C][C]0.236195[/C][/ROW]
[ROW][C]28[/C][C]-0.008451[/C][C]-0.0665[/C][C]0.473579[/C][/ROW]
[ROW][C]29[/C][C]0.065809[/C][C]0.5182[/C][C]0.303088[/C][/ROW]
[ROW][C]30[/C][C]-0.053137[/C][C]-0.4184[/C][C]0.33855[/C][/ROW]
[ROW][C]31[/C][C]-0.011208[/C][C]-0.0883[/C][C]0.46498[/C][/ROW]
[ROW][C]32[/C][C]-0.019534[/C][C]-0.1538[/C][C]0.439129[/C][/ROW]
[ROW][C]33[/C][C]-0.012107[/C][C]-0.0953[/C][C]0.462179[/C][/ROW]
[ROW][C]34[/C][C]0.021054[/C][C]0.1658[/C][C]0.434434[/C][/ROW]
[ROW][C]35[/C][C]-0.04672[/C][C]-0.3679[/C][C]0.357111[/C][/ROW]
[ROW][C]36[/C][C]-0.205133[/C][C]-1.6152[/C][C]0.055671[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61153&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61153&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	0.233039	1.835	0.035656
2	-0.323126	-2.5443	0.006728
3	-0.144046	-1.1342	0.130535
4	-0.160766	-1.2659	0.105147
5	0.055316	0.4356	0.332334
6	0.074775	0.5888	0.279075
7	-0.010498	-0.0827	0.467195
8	-0.209816	-1.6521	0.051786
9	-0.127913	-1.0072	0.15888
10	-0.242643	-1.9106	0.030344
11	0.289148	2.2767	0.013132
12	0.594574	4.6817	8e-06
13	-0.132009	-1.0394	0.151318
14	0.026419	0.208	0.417946
15	0.004982	0.0392	0.484416
16	-0.118071	-0.9297	0.178068
17	-0.097337	-0.7664	0.223165
18	-0.187922	-1.4797	0.072009
19	-0.05038	-0.3967	0.346478
20	-0.014975	-0.1179	0.453259
21	-0.027776	-0.2187	0.413799
22	-0.029022	-0.2285	0.409997
23	-0.141711	-1.1158	0.134399
24	-0.041134	-0.3239	0.373556
25	-0.052989	-0.4172	0.338973
26	-0.108813	-0.8568	0.197429
27	0.091823	0.723	0.236195
28	-0.008451	-0.0665	0.473579
29	0.065809	0.5182	0.303088
30	-0.053137	-0.4184	0.33855
31	-0.011208	-0.0883	0.46498
32	-0.019534	-0.1538	0.439129
33	-0.012107	-0.0953	0.462179
34	0.021054	0.1658	0.434434
35	-0.04672	-0.3679	0.357111
36	-0.205133	-1.6152	0.055671

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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