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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 14:32:19 -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/t1259357590ehfglvh4f454xqz.htm/, Retrieved Sun, 28 Apr 2024 23:44:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61290, Retrieved Sun, 28 Apr 2024 23:44:29 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 21:32:19] [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=61290&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=61290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61290&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	-0.71991	-4.9355	5e-06
2	0.454764	3.1177	0.001554
3	-0.340607	-2.3351	0.01193
4	0.165263	1.133	0.131484
5	-0.106024	-0.7269	0.235457
6	0.080828	0.5541	0.29106
7	-0.02669	-0.183	0.4278
8	0.005149	0.0353	0.485995
9	0.038039	0.2608	0.3977
10	-0.001579	-0.0108	0.495703
11	-0.035439	-0.243	0.404548
12	-0.123106	-0.844	0.201481
13	0.154407	1.0586	0.147604
14	-0.149432	-1.0245	0.155433
15	0.225139	1.5435	0.064711
16	-0.112212	-0.7693	0.222785
17	-0.014425	-0.0989	0.460821
18	-0.001313	-0.009	0.496427
19	0.027197	0.1865	0.426446
20	-0.103212	-0.7076	0.241348
21	0.205238	1.407	0.082997
22	-0.282145	-1.9343	0.029556
23	0.371852	2.5493	0.007059
24	-0.362116	-2.4825	0.008336
25	0.29821	2.0444	0.023268
26	-0.262187	-1.7975	0.039344
27	0.148286	1.0166	0.157275
28	-0.082252	-0.5639	0.287753
29	0.063684	0.4366	0.332203
30	-0.01957	-0.1342	0.446923
31	-0.015366	-0.1053	0.458276
32	0.029192	0.2001	0.421122
33	-0.043887	-0.3009	0.38242
34	0.055554	0.3809	0.352511
35	-0.079255	-0.5433	0.29473
36	0.107819	0.7392	0.231739

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.71991 & -4.9355 & 5e-06 \tabularnewline
2 & 0.454764 & 3.1177 & 0.001554 \tabularnewline
3 & -0.340607 & -2.3351 & 0.01193 \tabularnewline
4 & 0.165263 & 1.133 & 0.131484 \tabularnewline
5 & -0.106024 & -0.7269 & 0.235457 \tabularnewline
6 & 0.080828 & 0.5541 & 0.29106 \tabularnewline
7 & -0.02669 & -0.183 & 0.4278 \tabularnewline
8 & 0.005149 & 0.0353 & 0.485995 \tabularnewline
9 & 0.038039 & 0.2608 & 0.3977 \tabularnewline
10 & -0.001579 & -0.0108 & 0.495703 \tabularnewline
11 & -0.035439 & -0.243 & 0.404548 \tabularnewline
12 & -0.123106 & -0.844 & 0.201481 \tabularnewline
13 & 0.154407 & 1.0586 & 0.147604 \tabularnewline
14 & -0.149432 & -1.0245 & 0.155433 \tabularnewline
15 & 0.225139 & 1.5435 & 0.064711 \tabularnewline
16 & -0.112212 & -0.7693 & 0.222785 \tabularnewline
17 & -0.014425 & -0.0989 & 0.460821 \tabularnewline
18 & -0.001313 & -0.009 & 0.496427 \tabularnewline
19 & 0.027197 & 0.1865 & 0.426446 \tabularnewline
20 & -0.103212 & -0.7076 & 0.241348 \tabularnewline
21 & 0.205238 & 1.407 & 0.082997 \tabularnewline
22 & -0.282145 & -1.9343 & 0.029556 \tabularnewline
23 & 0.371852 & 2.5493 & 0.007059 \tabularnewline
24 & -0.362116 & -2.4825 & 0.008336 \tabularnewline
25 & 0.29821 & 2.0444 & 0.023268 \tabularnewline
26 & -0.262187 & -1.7975 & 0.039344 \tabularnewline
27 & 0.148286 & 1.0166 & 0.157275 \tabularnewline
28 & -0.082252 & -0.5639 & 0.287753 \tabularnewline
29 & 0.063684 & 0.4366 & 0.332203 \tabularnewline
30 & -0.01957 & -0.1342 & 0.446923 \tabularnewline
31 & -0.015366 & -0.1053 & 0.458276 \tabularnewline
32 & 0.029192 & 0.2001 & 0.421122 \tabularnewline
33 & -0.043887 & -0.3009 & 0.38242 \tabularnewline
34 & 0.055554 & 0.3809 & 0.352511 \tabularnewline
35 & -0.079255 & -0.5433 & 0.29473 \tabularnewline
36 & 0.107819 & 0.7392 & 0.231739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61290&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]-0.71991[/C][C]-4.9355[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.454764[/C][C]3.1177[/C][C]0.001554[/C][/ROW]
[ROW][C]3[/C][C]-0.340607[/C][C]-2.3351[/C][C]0.01193[/C][/ROW]
[ROW][C]4[/C][C]0.165263[/C][C]1.133[/C][C]0.131484[/C][/ROW]
[ROW][C]5[/C][C]-0.106024[/C][C]-0.7269[/C][C]0.235457[/C][/ROW]
[ROW][C]6[/C][C]0.080828[/C][C]0.5541[/C][C]0.29106[/C][/ROW]
[ROW][C]7[/C][C]-0.02669[/C][C]-0.183[/C][C]0.4278[/C][/ROW]
[ROW][C]8[/C][C]0.005149[/C][C]0.0353[/C][C]0.485995[/C][/ROW]
[ROW][C]9[/C][C]0.038039[/C][C]0.2608[/C][C]0.3977[/C][/ROW]
[ROW][C]10[/C][C]-0.001579[/C][C]-0.0108[/C][C]0.495703[/C][/ROW]
[ROW][C]11[/C][C]-0.035439[/C][C]-0.243[/C][C]0.404548[/C][/ROW]
[ROW][C]12[/C][C]-0.123106[/C][C]-0.844[/C][C]0.201481[/C][/ROW]
[ROW][C]13[/C][C]0.154407[/C][C]1.0586[/C][C]0.147604[/C][/ROW]
[ROW][C]14[/C][C]-0.149432[/C][C]-1.0245[/C][C]0.155433[/C][/ROW]
[ROW][C]15[/C][C]0.225139[/C][C]1.5435[/C][C]0.064711[/C][/ROW]
[ROW][C]16[/C][C]-0.112212[/C][C]-0.7693[/C][C]0.222785[/C][/ROW]
[ROW][C]17[/C][C]-0.014425[/C][C]-0.0989[/C][C]0.460821[/C][/ROW]
[ROW][C]18[/C][C]-0.001313[/C][C]-0.009[/C][C]0.496427[/C][/ROW]
[ROW][C]19[/C][C]0.027197[/C][C]0.1865[/C][C]0.426446[/C][/ROW]
[ROW][C]20[/C][C]-0.103212[/C][C]-0.7076[/C][C]0.241348[/C][/ROW]
[ROW][C]21[/C][C]0.205238[/C][C]1.407[/C][C]0.082997[/C][/ROW]
[ROW][C]22[/C][C]-0.282145[/C][C]-1.9343[/C][C]0.029556[/C][/ROW]
[ROW][C]23[/C][C]0.371852[/C][C]2.5493[/C][C]0.007059[/C][/ROW]
[ROW][C]24[/C][C]-0.362116[/C][C]-2.4825[/C][C]0.008336[/C][/ROW]
[ROW][C]25[/C][C]0.29821[/C][C]2.0444[/C][C]0.023268[/C][/ROW]
[ROW][C]26[/C][C]-0.262187[/C][C]-1.7975[/C][C]0.039344[/C][/ROW]
[ROW][C]27[/C][C]0.148286[/C][C]1.0166[/C][C]0.157275[/C][/ROW]
[ROW][C]28[/C][C]-0.082252[/C][C]-0.5639[/C][C]0.287753[/C][/ROW]
[ROW][C]29[/C][C]0.063684[/C][C]0.4366[/C][C]0.332203[/C][/ROW]
[ROW][C]30[/C][C]-0.01957[/C][C]-0.1342[/C][C]0.446923[/C][/ROW]
[ROW][C]31[/C][C]-0.015366[/C][C]-0.1053[/C][C]0.458276[/C][/ROW]
[ROW][C]32[/C][C]0.029192[/C][C]0.2001[/C][C]0.421122[/C][/ROW]
[ROW][C]33[/C][C]-0.043887[/C][C]-0.3009[/C][C]0.38242[/C][/ROW]
[ROW][C]34[/C][C]0.055554[/C][C]0.3809[/C][C]0.352511[/C][/ROW]
[ROW][C]35[/C][C]-0.079255[/C][C]-0.5433[/C][C]0.29473[/C][/ROW]
[ROW][C]36[/C][C]0.107819[/C][C]0.7392[/C][C]0.231739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61290&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	-0.71991	-4.9355	5e-06
2	0.454764	3.1177	0.001554
3	-0.340607	-2.3351	0.01193
4	0.165263	1.133	0.131484
5	-0.106024	-0.7269	0.235457
6	0.080828	0.5541	0.29106
7	-0.02669	-0.183	0.4278
8	0.005149	0.0353	0.485995
9	0.038039	0.2608	0.3977
10	-0.001579	-0.0108	0.495703
11	-0.035439	-0.243	0.404548
12	-0.123106	-0.844	0.201481
13	0.154407	1.0586	0.147604
14	-0.149432	-1.0245	0.155433
15	0.225139	1.5435	0.064711
16	-0.112212	-0.7693	0.222785
17	-0.014425	-0.0989	0.460821
18	-0.001313	-0.009	0.496427
19	0.027197	0.1865	0.426446
20	-0.103212	-0.7076	0.241348
21	0.205238	1.407	0.082997
22	-0.282145	-1.9343	0.029556
23	0.371852	2.5493	0.007059
24	-0.362116	-2.4825	0.008336
25	0.29821	2.0444	0.023268
26	-0.262187	-1.7975	0.039344
27	0.148286	1.0166	0.157275
28	-0.082252	-0.5639	0.287753
29	0.063684	0.4366	0.332203
30	-0.01957	-0.1342	0.446923
31	-0.015366	-0.1053	0.458276
32	0.029192	0.2001	0.421122
33	-0.043887	-0.3009	0.38242
34	0.055554	0.3809	0.352511
35	-0.079255	-0.5433	0.29473
36	0.107819	0.7392	0.231739

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.71991	-4.9355	5e-06
2	-0.131833	-0.9038	0.185356
3	-0.137243	-0.9409	0.175786
4	-0.229152	-1.571	0.061447
5	-0.183947	-1.2611	0.106753
6	-0.09936	-0.6812	0.249552
7	-0.037685	-0.2584	0.39863
8	-0.059039	-0.4048	0.343749
9	0.039905	0.2736	0.392804
10	0.155744	1.0677	0.145548
11	0.063487	0.4352	0.332689
12	-0.32054	-2.1975	0.016474
13	-0.18195	-1.2474	0.109217
14	-0.16234	-1.1129	0.135696
15	-0.023974	-0.1644	0.435076
16	0.17118	1.1736	0.123244
17	-0.048281	-0.331	0.371058
18	-0.117831	-0.8078	0.211635
19	0.078059	0.5351	0.297535
20	-0.138326	-0.9483	0.17391
21	0.17113	1.1732	0.123312
22	-0.111966	-0.7676	0.223282
23	0.061674	0.4228	0.33718
24	-0.076515	-0.5246	0.301178
25	-0.142041	-0.9738	0.167575
26	-0.020906	-0.1433	0.443324
27	0.053025	0.3635	0.358922
28	-0.038107	-0.2612	0.397522
29	-0.099403	-0.6815	0.249458
30	-0.125107	-0.8577	0.197708
31	-0.204709	-1.4034	0.083533
32	-0.039946	-0.2739	0.392698
33	0.023055	0.1581	0.437544
34	-0.039726	-0.2723	0.393274
35	0.018776	0.1287	0.449063
36	-0.115464	-0.7916	0.216292

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.71991 & -4.9355 & 5e-06 \tabularnewline
2 & -0.131833 & -0.9038 & 0.185356 \tabularnewline
3 & -0.137243 & -0.9409 & 0.175786 \tabularnewline
4 & -0.229152 & -1.571 & 0.061447 \tabularnewline
5 & -0.183947 & -1.2611 & 0.106753 \tabularnewline
6 & -0.09936 & -0.6812 & 0.249552 \tabularnewline
7 & -0.037685 & -0.2584 & 0.39863 \tabularnewline
8 & -0.059039 & -0.4048 & 0.343749 \tabularnewline
9 & 0.039905 & 0.2736 & 0.392804 \tabularnewline
10 & 0.155744 & 1.0677 & 0.145548 \tabularnewline
11 & 0.063487 & 0.4352 & 0.332689 \tabularnewline
12 & -0.32054 & -2.1975 & 0.016474 \tabularnewline
13 & -0.18195 & -1.2474 & 0.109217 \tabularnewline
14 & -0.16234 & -1.1129 & 0.135696 \tabularnewline
15 & -0.023974 & -0.1644 & 0.435076 \tabularnewline
16 & 0.17118 & 1.1736 & 0.123244 \tabularnewline
17 & -0.048281 & -0.331 & 0.371058 \tabularnewline
18 & -0.117831 & -0.8078 & 0.211635 \tabularnewline
19 & 0.078059 & 0.5351 & 0.297535 \tabularnewline
20 & -0.138326 & -0.9483 & 0.17391 \tabularnewline
21 & 0.17113 & 1.1732 & 0.123312 \tabularnewline
22 & -0.111966 & -0.7676 & 0.223282 \tabularnewline
23 & 0.061674 & 0.4228 & 0.33718 \tabularnewline
24 & -0.076515 & -0.5246 & 0.301178 \tabularnewline
25 & -0.142041 & -0.9738 & 0.167575 \tabularnewline
26 & -0.020906 & -0.1433 & 0.443324 \tabularnewline
27 & 0.053025 & 0.3635 & 0.358922 \tabularnewline
28 & -0.038107 & -0.2612 & 0.397522 \tabularnewline
29 & -0.099403 & -0.6815 & 0.249458 \tabularnewline
30 & -0.125107 & -0.8577 & 0.197708 \tabularnewline
31 & -0.204709 & -1.4034 & 0.083533 \tabularnewline
32 & -0.039946 & -0.2739 & 0.392698 \tabularnewline
33 & 0.023055 & 0.1581 & 0.437544 \tabularnewline
34 & -0.039726 & -0.2723 & 0.393274 \tabularnewline
35 & 0.018776 & 0.1287 & 0.449063 \tabularnewline
36 & -0.115464 & -0.7916 & 0.216292 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61290&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]-0.71991[/C][C]-4.9355[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.131833[/C][C]-0.9038[/C][C]0.185356[/C][/ROW]
[ROW][C]3[/C][C]-0.137243[/C][C]-0.9409[/C][C]0.175786[/C][/ROW]
[ROW][C]4[/C][C]-0.229152[/C][C]-1.571[/C][C]0.061447[/C][/ROW]
[ROW][C]5[/C][C]-0.183947[/C][C]-1.2611[/C][C]0.106753[/C][/ROW]
[ROW][C]6[/C][C]-0.09936[/C][C]-0.6812[/C][C]0.249552[/C][/ROW]
[ROW][C]7[/C][C]-0.037685[/C][C]-0.2584[/C][C]0.39863[/C][/ROW]
[ROW][C]8[/C][C]-0.059039[/C][C]-0.4048[/C][C]0.343749[/C][/ROW]
[ROW][C]9[/C][C]0.039905[/C][C]0.2736[/C][C]0.392804[/C][/ROW]
[ROW][C]10[/C][C]0.155744[/C][C]1.0677[/C][C]0.145548[/C][/ROW]
[ROW][C]11[/C][C]0.063487[/C][C]0.4352[/C][C]0.332689[/C][/ROW]
[ROW][C]12[/C][C]-0.32054[/C][C]-2.1975[/C][C]0.016474[/C][/ROW]
[ROW][C]13[/C][C]-0.18195[/C][C]-1.2474[/C][C]0.109217[/C][/ROW]
[ROW][C]14[/C][C]-0.16234[/C][C]-1.1129[/C][C]0.135696[/C][/ROW]
[ROW][C]15[/C][C]-0.023974[/C][C]-0.1644[/C][C]0.435076[/C][/ROW]
[ROW][C]16[/C][C]0.17118[/C][C]1.1736[/C][C]0.123244[/C][/ROW]
[ROW][C]17[/C][C]-0.048281[/C][C]-0.331[/C][C]0.371058[/C][/ROW]
[ROW][C]18[/C][C]-0.117831[/C][C]-0.8078[/C][C]0.211635[/C][/ROW]
[ROW][C]19[/C][C]0.078059[/C][C]0.5351[/C][C]0.297535[/C][/ROW]
[ROW][C]20[/C][C]-0.138326[/C][C]-0.9483[/C][C]0.17391[/C][/ROW]
[ROW][C]21[/C][C]0.17113[/C][C]1.1732[/C][C]0.123312[/C][/ROW]
[ROW][C]22[/C][C]-0.111966[/C][C]-0.7676[/C][C]0.223282[/C][/ROW]
[ROW][C]23[/C][C]0.061674[/C][C]0.4228[/C][C]0.33718[/C][/ROW]
[ROW][C]24[/C][C]-0.076515[/C][C]-0.5246[/C][C]0.301178[/C][/ROW]
[ROW][C]25[/C][C]-0.142041[/C][C]-0.9738[/C][C]0.167575[/C][/ROW]
[ROW][C]26[/C][C]-0.020906[/C][C]-0.1433[/C][C]0.443324[/C][/ROW]
[ROW][C]27[/C][C]0.053025[/C][C]0.3635[/C][C]0.358922[/C][/ROW]
[ROW][C]28[/C][C]-0.038107[/C][C]-0.2612[/C][C]0.397522[/C][/ROW]
[ROW][C]29[/C][C]-0.099403[/C][C]-0.6815[/C][C]0.249458[/C][/ROW]
[ROW][C]30[/C][C]-0.125107[/C][C]-0.8577[/C][C]0.197708[/C][/ROW]
[ROW][C]31[/C][C]-0.204709[/C][C]-1.4034[/C][C]0.083533[/C][/ROW]
[ROW][C]32[/C][C]-0.039946[/C][C]-0.2739[/C][C]0.392698[/C][/ROW]
[ROW][C]33[/C][C]0.023055[/C][C]0.1581[/C][C]0.437544[/C][/ROW]
[ROW][C]34[/C][C]-0.039726[/C][C]-0.2723[/C][C]0.393274[/C][/ROW]
[ROW][C]35[/C][C]0.018776[/C][C]0.1287[/C][C]0.449063[/C][/ROW]
[ROW][C]36[/C][C]-0.115464[/C][C]-0.7916[/C][C]0.216292[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61290&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61290&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	-0.71991	-4.9355	5e-06
2	-0.131833	-0.9038	0.185356
3	-0.137243	-0.9409	0.175786
4	-0.229152	-1.571	0.061447
5	-0.183947	-1.2611	0.106753
6	-0.09936	-0.6812	0.249552
7	-0.037685	-0.2584	0.39863
8	-0.059039	-0.4048	0.343749
9	0.039905	0.2736	0.392804
10	0.155744	1.0677	0.145548
11	0.063487	0.4352	0.332689
12	-0.32054	-2.1975	0.016474
13	-0.18195	-1.2474	0.109217
14	-0.16234	-1.1129	0.135696
15	-0.023974	-0.1644	0.435076
16	0.17118	1.1736	0.123244
17	-0.048281	-0.331	0.371058
18	-0.117831	-0.8078	0.211635
19	0.078059	0.5351	0.297535
20	-0.138326	-0.9483	0.17391
21	0.17113	1.1732	0.123312
22	-0.111966	-0.7676	0.223282
23	0.061674	0.4228	0.33718
24	-0.076515	-0.5246	0.301178
25	-0.142041	-0.9738	0.167575
26	-0.020906	-0.1433	0.443324
27	0.053025	0.3635	0.358922
28	-0.038107	-0.2612	0.397522
29	-0.099403	-0.6815	0.249458
30	-0.125107	-0.8577	0.197708
31	-0.204709	-1.4034	0.083533
32	-0.039946	-0.2739	0.392698
33	0.023055	0.1581	0.437544
34	-0.039726	-0.2723	0.393274
35	0.018776	0.1287	0.449063
36	-0.115464	-0.7916	0.216292

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 = MA ; par7 = 0.95 ;

Parameters (R input):

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