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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 14:20:35 -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/t1259356898bmv6ak5goh8ouhk.htm/, Retrieved Mon, 29 Apr 2024 05:09:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61285, Retrieved Mon, 29 Apr 2024 05:09:07 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 21:20:35] [4c719cde102be108d35939b6cdb81c0f] [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=61285&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=61285&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61285&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	0.425535	3.2962	0.000825
2	0.036814	0.2852	0.38825
3	-0.094739	-0.7338	0.232951
4	-0.13341	-1.0334	0.152784
5	-0.083095	-0.6437	0.261126
6	0.066483	0.515	0.304231
7	-0.133851	-1.0368	0.151993
8	-0.183366	-1.4203	0.080342
9	-0.180374	-1.3972	0.083755
10	-0.09418	-0.7295	0.234262
11	0.288647	2.2359	0.014547
12	0.74855	5.7982	0
13	0.327681	2.5382	0.006878
14	0.002226	0.0172	0.493152
15	-0.088165	-0.6829	0.248643
16	-0.134906	-1.045	0.150113
17	-0.075145	-0.5821	0.281351
18	0.01662	0.1287	0.448998
19	-0.143521	-1.1117	0.135348
20	-0.176753	-1.3691	0.088032
21	-0.157279	-1.2183	0.113944
22	-0.11425	-0.885	0.189852
23	0.203014	1.5725	0.060542
24	0.532004	4.1209	5.9e-05
25	0.214259	1.6596	0.051103
26	-0.013537	-0.1049	0.458419
27	-0.087592	-0.6785	0.250036
28	-0.116883	-0.9054	0.184446
29	-0.081022	-0.6276	0.266326
30	-0.02236	-0.1732	0.431539
31	-0.15326	-1.1871	0.119924
32	-0.172402	-1.3354	0.093392
33	-0.167296	-1.2959	0.099992
34	-0.124501	-0.9644	0.169362
35	0.100136	0.7756	0.220502
36	0.356247	2.7595	0.003833

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.425535 & 3.2962 & 0.000825 \tabularnewline
2 & 0.036814 & 0.2852 & 0.38825 \tabularnewline
3 & -0.094739 & -0.7338 & 0.232951 \tabularnewline
4 & -0.13341 & -1.0334 & 0.152784 \tabularnewline
5 & -0.083095 & -0.6437 & 0.261126 \tabularnewline
6 & 0.066483 & 0.515 & 0.304231 \tabularnewline
7 & -0.133851 & -1.0368 & 0.151993 \tabularnewline
8 & -0.183366 & -1.4203 & 0.080342 \tabularnewline
9 & -0.180374 & -1.3972 & 0.083755 \tabularnewline
10 & -0.09418 & -0.7295 & 0.234262 \tabularnewline
11 & 0.288647 & 2.2359 & 0.014547 \tabularnewline
12 & 0.74855 & 5.7982 & 0 \tabularnewline
13 & 0.327681 & 2.5382 & 0.006878 \tabularnewline
14 & 0.002226 & 0.0172 & 0.493152 \tabularnewline
15 & -0.088165 & -0.6829 & 0.248643 \tabularnewline
16 & -0.134906 & -1.045 & 0.150113 \tabularnewline
17 & -0.075145 & -0.5821 & 0.281351 \tabularnewline
18 & 0.01662 & 0.1287 & 0.448998 \tabularnewline
19 & -0.143521 & -1.1117 & 0.135348 \tabularnewline
20 & -0.176753 & -1.3691 & 0.088032 \tabularnewline
21 & -0.157279 & -1.2183 & 0.113944 \tabularnewline
22 & -0.11425 & -0.885 & 0.189852 \tabularnewline
23 & 0.203014 & 1.5725 & 0.060542 \tabularnewline
24 & 0.532004 & 4.1209 & 5.9e-05 \tabularnewline
25 & 0.214259 & 1.6596 & 0.051103 \tabularnewline
26 & -0.013537 & -0.1049 & 0.458419 \tabularnewline
27 & -0.087592 & -0.6785 & 0.250036 \tabularnewline
28 & -0.116883 & -0.9054 & 0.184446 \tabularnewline
29 & -0.081022 & -0.6276 & 0.266326 \tabularnewline
30 & -0.02236 & -0.1732 & 0.431539 \tabularnewline
31 & -0.15326 & -1.1871 & 0.119924 \tabularnewline
32 & -0.172402 & -1.3354 & 0.093392 \tabularnewline
33 & -0.167296 & -1.2959 & 0.099992 \tabularnewline
34 & -0.124501 & -0.9644 & 0.169362 \tabularnewline
35 & 0.100136 & 0.7756 & 0.220502 \tabularnewline
36 & 0.356247 & 2.7595 & 0.003833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61285&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]0.425535[/C][C]3.2962[/C][C]0.000825[/C][/ROW]
[ROW][C]2[/C][C]0.036814[/C][C]0.2852[/C][C]0.38825[/C][/ROW]
[ROW][C]3[/C][C]-0.094739[/C][C]-0.7338[/C][C]0.232951[/C][/ROW]
[ROW][C]4[/C][C]-0.13341[/C][C]-1.0334[/C][C]0.152784[/C][/ROW]
[ROW][C]5[/C][C]-0.083095[/C][C]-0.6437[/C][C]0.261126[/C][/ROW]
[ROW][C]6[/C][C]0.066483[/C][C]0.515[/C][C]0.304231[/C][/ROW]
[ROW][C]7[/C][C]-0.133851[/C][C]-1.0368[/C][C]0.151993[/C][/ROW]
[ROW][C]8[/C][C]-0.183366[/C][C]-1.4203[/C][C]0.080342[/C][/ROW]
[ROW][C]9[/C][C]-0.180374[/C][C]-1.3972[/C][C]0.083755[/C][/ROW]
[ROW][C]10[/C][C]-0.09418[/C][C]-0.7295[/C][C]0.234262[/C][/ROW]
[ROW][C]11[/C][C]0.288647[/C][C]2.2359[/C][C]0.014547[/C][/ROW]
[ROW][C]12[/C][C]0.74855[/C][C]5.7982[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.327681[/C][C]2.5382[/C][C]0.006878[/C][/ROW]
[ROW][C]14[/C][C]0.002226[/C][C]0.0172[/C][C]0.493152[/C][/ROW]
[ROW][C]15[/C][C]-0.088165[/C][C]-0.6829[/C][C]0.248643[/C][/ROW]
[ROW][C]16[/C][C]-0.134906[/C][C]-1.045[/C][C]0.150113[/C][/ROW]
[ROW][C]17[/C][C]-0.075145[/C][C]-0.5821[/C][C]0.281351[/C][/ROW]
[ROW][C]18[/C][C]0.01662[/C][C]0.1287[/C][C]0.448998[/C][/ROW]
[ROW][C]19[/C][C]-0.143521[/C][C]-1.1117[/C][C]0.135348[/C][/ROW]
[ROW][C]20[/C][C]-0.176753[/C][C]-1.3691[/C][C]0.088032[/C][/ROW]
[ROW][C]21[/C][C]-0.157279[/C][C]-1.2183[/C][C]0.113944[/C][/ROW]
[ROW][C]22[/C][C]-0.11425[/C][C]-0.885[/C][C]0.189852[/C][/ROW]
[ROW][C]23[/C][C]0.203014[/C][C]1.5725[/C][C]0.060542[/C][/ROW]
[ROW][C]24[/C][C]0.532004[/C][C]4.1209[/C][C]5.9e-05[/C][/ROW]
[ROW][C]25[/C][C]0.214259[/C][C]1.6596[/C][C]0.051103[/C][/ROW]
[ROW][C]26[/C][C]-0.013537[/C][C]-0.1049[/C][C]0.458419[/C][/ROW]
[ROW][C]27[/C][C]-0.087592[/C][C]-0.6785[/C][C]0.250036[/C][/ROW]
[ROW][C]28[/C][C]-0.116883[/C][C]-0.9054[/C][C]0.184446[/C][/ROW]
[ROW][C]29[/C][C]-0.081022[/C][C]-0.6276[/C][C]0.266326[/C][/ROW]
[ROW][C]30[/C][C]-0.02236[/C][C]-0.1732[/C][C]0.431539[/C][/ROW]
[ROW][C]31[/C][C]-0.15326[/C][C]-1.1871[/C][C]0.119924[/C][/ROW]
[ROW][C]32[/C][C]-0.172402[/C][C]-1.3354[/C][C]0.093392[/C][/ROW]
[ROW][C]33[/C][C]-0.167296[/C][C]-1.2959[/C][C]0.099992[/C][/ROW]
[ROW][C]34[/C][C]-0.124501[/C][C]-0.9644[/C][C]0.169362[/C][/ROW]
[ROW][C]35[/C][C]0.100136[/C][C]0.7756[/C][C]0.220502[/C][/ROW]
[ROW][C]36[/C][C]0.356247[/C][C]2.7595[/C][C]0.003833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61285&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61285&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	0.425535	3.2962	0.000825
2	0.036814	0.2852	0.38825
3	-0.094739	-0.7338	0.232951
4	-0.13341	-1.0334	0.152784
5	-0.083095	-0.6437	0.261126
6	0.066483	0.515	0.304231
7	-0.133851	-1.0368	0.151993
8	-0.183366	-1.4203	0.080342
9	-0.180374	-1.3972	0.083755
10	-0.09418	-0.7295	0.234262
11	0.288647	2.2359	0.014547
12	0.74855	5.7982	0
13	0.327681	2.5382	0.006878
14	0.002226	0.0172	0.493152
15	-0.088165	-0.6829	0.248643
16	-0.134906	-1.045	0.150113
17	-0.075145	-0.5821	0.281351
18	0.01662	0.1287	0.448998
19	-0.143521	-1.1117	0.135348
20	-0.176753	-1.3691	0.088032
21	-0.157279	-1.2183	0.113944
22	-0.11425	-0.885	0.189852
23	0.203014	1.5725	0.060542
24	0.532004	4.1209	5.9e-05
25	0.214259	1.6596	0.051103
26	-0.013537	-0.1049	0.458419
27	-0.087592	-0.6785	0.250036
28	-0.116883	-0.9054	0.184446
29	-0.081022	-0.6276	0.266326
30	-0.02236	-0.1732	0.431539
31	-0.15326	-1.1871	0.119924
32	-0.172402	-1.3354	0.093392
33	-0.167296	-1.2959	0.099992
34	-0.124501	-0.9644	0.169362
35	0.100136	0.7756	0.220502
36	0.356247	2.7595	0.003833

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.425535	3.2962	0.000825
2	-0.176166	-1.3646	0.088741
3	-0.048141	-0.3729	0.35527
4	-0.07669	-0.594	0.27736
5	-0.000562	-0.0044	0.498271
6	0.110889	0.8589	0.196896
7	-0.297373	-2.3034	0.012368
8	-0.007032	-0.0545	0.47837
9	-0.122361	-0.9478	0.173515
10	0.016849	0.1305	0.448299
11	0.402857	3.1205	0.001388
12	0.615119	4.7647	6e-06
13	-0.31725	-2.4574	0.008451
14	-0.143083	-1.1083	0.136074
15	0.052622	0.4076	0.342505
16	-0.055709	-0.4315	0.333819
17	-0.069178	-0.5359	0.297021
18	-0.083526	-0.647	0.260054
19	0.117164	0.9075	0.183874
20	0.051005	0.3951	0.347092
21	0.094341	0.7308	0.233884
22	0.004751	0.0368	0.485382
23	-0.102008	-0.7901	0.216276
24	-0.114898	-0.89	0.188511
25	-0.064885	-0.5026	0.308543
26	0.085803	0.6646	0.254418
27	-0.077192	-0.5979	0.276069
28	0.046317	0.3588	0.360514
29	-0.02522	-0.1954	0.422888
30	0.040508	0.3138	0.377391
31	-0.011799	-0.0914	0.463742
32	-0.096255	-0.7456	0.229414
33	-0.101416	-0.7856	0.217608
34	-0.020085	-0.1556	0.438444
35	-0.081724	-0.633	0.26456
36	0.028001	0.2169	0.414513

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.425535 & 3.2962 & 0.000825 \tabularnewline
2 & -0.176166 & -1.3646 & 0.088741 \tabularnewline
3 & -0.048141 & -0.3729 & 0.35527 \tabularnewline
4 & -0.07669 & -0.594 & 0.27736 \tabularnewline
5 & -0.000562 & -0.0044 & 0.498271 \tabularnewline
6 & 0.110889 & 0.8589 & 0.196896 \tabularnewline
7 & -0.297373 & -2.3034 & 0.012368 \tabularnewline
8 & -0.007032 & -0.0545 & 0.47837 \tabularnewline
9 & -0.122361 & -0.9478 & 0.173515 \tabularnewline
10 & 0.016849 & 0.1305 & 0.448299 \tabularnewline
11 & 0.402857 & 3.1205 & 0.001388 \tabularnewline
12 & 0.615119 & 4.7647 & 6e-06 \tabularnewline
13 & -0.31725 & -2.4574 & 0.008451 \tabularnewline
14 & -0.143083 & -1.1083 & 0.136074 \tabularnewline
15 & 0.052622 & 0.4076 & 0.342505 \tabularnewline
16 & -0.055709 & -0.4315 & 0.333819 \tabularnewline
17 & -0.069178 & -0.5359 & 0.297021 \tabularnewline
18 & -0.083526 & -0.647 & 0.260054 \tabularnewline
19 & 0.117164 & 0.9075 & 0.183874 \tabularnewline
20 & 0.051005 & 0.3951 & 0.347092 \tabularnewline
21 & 0.094341 & 0.7308 & 0.233884 \tabularnewline
22 & 0.004751 & 0.0368 & 0.485382 \tabularnewline
23 & -0.102008 & -0.7901 & 0.216276 \tabularnewline
24 & -0.114898 & -0.89 & 0.188511 \tabularnewline
25 & -0.064885 & -0.5026 & 0.308543 \tabularnewline
26 & 0.085803 & 0.6646 & 0.254418 \tabularnewline
27 & -0.077192 & -0.5979 & 0.276069 \tabularnewline
28 & 0.046317 & 0.3588 & 0.360514 \tabularnewline
29 & -0.02522 & -0.1954 & 0.422888 \tabularnewline
30 & 0.040508 & 0.3138 & 0.377391 \tabularnewline
31 & -0.011799 & -0.0914 & 0.463742 \tabularnewline
32 & -0.096255 & -0.7456 & 0.229414 \tabularnewline
33 & -0.101416 & -0.7856 & 0.217608 \tabularnewline
34 & -0.020085 & -0.1556 & 0.438444 \tabularnewline
35 & -0.081724 & -0.633 & 0.26456 \tabularnewline
36 & 0.028001 & 0.2169 & 0.414513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61285&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]0.425535[/C][C]3.2962[/C][C]0.000825[/C][/ROW]
[ROW][C]2[/C][C]-0.176166[/C][C]-1.3646[/C][C]0.088741[/C][/ROW]
[ROW][C]3[/C][C]-0.048141[/C][C]-0.3729[/C][C]0.35527[/C][/ROW]
[ROW][C]4[/C][C]-0.07669[/C][C]-0.594[/C][C]0.27736[/C][/ROW]
[ROW][C]5[/C][C]-0.000562[/C][C]-0.0044[/C][C]0.498271[/C][/ROW]
[ROW][C]6[/C][C]0.110889[/C][C]0.8589[/C][C]0.196896[/C][/ROW]
[ROW][C]7[/C][C]-0.297373[/C][C]-2.3034[/C][C]0.012368[/C][/ROW]
[ROW][C]8[/C][C]-0.007032[/C][C]-0.0545[/C][C]0.47837[/C][/ROW]
[ROW][C]9[/C][C]-0.122361[/C][C]-0.9478[/C][C]0.173515[/C][/ROW]
[ROW][C]10[/C][C]0.016849[/C][C]0.1305[/C][C]0.448299[/C][/ROW]
[ROW][C]11[/C][C]0.402857[/C][C]3.1205[/C][C]0.001388[/C][/ROW]
[ROW][C]12[/C][C]0.615119[/C][C]4.7647[/C][C]6e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.31725[/C][C]-2.4574[/C][C]0.008451[/C][/ROW]
[ROW][C]14[/C][C]-0.143083[/C][C]-1.1083[/C][C]0.136074[/C][/ROW]
[ROW][C]15[/C][C]0.052622[/C][C]0.4076[/C][C]0.342505[/C][/ROW]
[ROW][C]16[/C][C]-0.055709[/C][C]-0.4315[/C][C]0.333819[/C][/ROW]
[ROW][C]17[/C][C]-0.069178[/C][C]-0.5359[/C][C]0.297021[/C][/ROW]
[ROW][C]18[/C][C]-0.083526[/C][C]-0.647[/C][C]0.260054[/C][/ROW]
[ROW][C]19[/C][C]0.117164[/C][C]0.9075[/C][C]0.183874[/C][/ROW]
[ROW][C]20[/C][C]0.051005[/C][C]0.3951[/C][C]0.347092[/C][/ROW]
[ROW][C]21[/C][C]0.094341[/C][C]0.7308[/C][C]0.233884[/C][/ROW]
[ROW][C]22[/C][C]0.004751[/C][C]0.0368[/C][C]0.485382[/C][/ROW]
[ROW][C]23[/C][C]-0.102008[/C][C]-0.7901[/C][C]0.216276[/C][/ROW]
[ROW][C]24[/C][C]-0.114898[/C][C]-0.89[/C][C]0.188511[/C][/ROW]
[ROW][C]25[/C][C]-0.064885[/C][C]-0.5026[/C][C]0.308543[/C][/ROW]
[ROW][C]26[/C][C]0.085803[/C][C]0.6646[/C][C]0.254418[/C][/ROW]
[ROW][C]27[/C][C]-0.077192[/C][C]-0.5979[/C][C]0.276069[/C][/ROW]
[ROW][C]28[/C][C]0.046317[/C][C]0.3588[/C][C]0.360514[/C][/ROW]
[ROW][C]29[/C][C]-0.02522[/C][C]-0.1954[/C][C]0.422888[/C][/ROW]
[ROW][C]30[/C][C]0.040508[/C][C]0.3138[/C][C]0.377391[/C][/ROW]
[ROW][C]31[/C][C]-0.011799[/C][C]-0.0914[/C][C]0.463742[/C][/ROW]
[ROW][C]32[/C][C]-0.096255[/C][C]-0.7456[/C][C]0.229414[/C][/ROW]
[ROW][C]33[/C][C]-0.101416[/C][C]-0.7856[/C][C]0.217608[/C][/ROW]
[ROW][C]34[/C][C]-0.020085[/C][C]-0.1556[/C][C]0.438444[/C][/ROW]
[ROW][C]35[/C][C]-0.081724[/C][C]-0.633[/C][C]0.26456[/C][/ROW]
[ROW][C]36[/C][C]0.028001[/C][C]0.2169[/C][C]0.414513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61285&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61285&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	0.425535	3.2962	0.000825
2	-0.176166	-1.3646	0.088741
3	-0.048141	-0.3729	0.35527
4	-0.07669	-0.594	0.27736
5	-0.000562	-0.0044	0.498271
6	0.110889	0.8589	0.196896
7	-0.297373	-2.3034	0.012368
8	-0.007032	-0.0545	0.47837
9	-0.122361	-0.9478	0.173515
10	0.016849	0.1305	0.448299
11	0.402857	3.1205	0.001388
12	0.615119	4.7647	6e-06
13	-0.31725	-2.4574	0.008451
14	-0.143083	-1.1083	0.136074
15	0.052622	0.4076	0.342505
16	-0.055709	-0.4315	0.333819
17	-0.069178	-0.5359	0.297021
18	-0.083526	-0.647	0.260054
19	0.117164	0.9075	0.183874
20	0.051005	0.3951	0.347092
21	0.094341	0.7308	0.233884
22	0.004751	0.0368	0.485382
23	-0.102008	-0.7901	0.216276
24	-0.114898	-0.89	0.188511
25	-0.064885	-0.5026	0.308543
26	0.085803	0.6646	0.254418
27	-0.077192	-0.5979	0.276069
28	0.046317	0.3588	0.360514
29	-0.02522	-0.1954	0.422888
30	0.040508	0.3138	0.377391
31	-0.011799	-0.0914	0.463742
32	-0.096255	-0.7456	0.229414
33	-0.101416	-0.7856	0.217608
34	-0.020085	-0.1556	0.438444
35	-0.081724	-0.633	0.26456
36	0.028001	0.2169	0.414513

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 = MA ; par7 = 0.95 ;

Parameters (R input):

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