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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 15:42:34 -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/t1259361788nhkvym6cwvbsdi1.htm/, Retrieved Sun, 28 Apr 2024 19:06:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61321, Retrieved Sun, 28 Apr 2024 19:06:21 +0000

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109

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-       [(Partial) Autocorrelation Function] [ACF 1a] [2009-11-27 22:42:34] [b42c0aeada8a5fa89825c81e73c10645] [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=61321&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=61321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61321&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	0.860096	6.6623	0
2	0.674123	5.2217	1e-06
3	0.424552	3.2886	0.000844
4	0.289644	2.2436	0.014282
5	0.210164	1.6279	0.05439
6	0.18596	1.4404	0.07747
7	0.128191	0.993	0.162358
8	0.036333	0.2814	0.389671
9	-0.115435	-0.8942	0.187405
10	-0.278605	-2.1581	0.017467
11	-0.418153	-3.239	0.000979
12	-0.48201	-3.7336	0.000211
13	-0.473253	-3.6658	0.000262
14	-0.397888	-3.082	0.001552
15	-0.299048	-2.3164	0.011984
16	-0.223066	-1.7279	0.044579
17	-0.173174	-1.3414	0.092424
18	-0.144151	-1.1166	0.134311
19	-0.09369	-0.7257	0.235416
20	-0.046865	-0.363	0.358936
21	0.033021	0.2558	0.399498
22	0.069385	0.5375	0.296472
23	0.134355	1.0407	0.151092
24	0.151987	1.1773	0.121865
25	0.181268	1.4041	0.082723
26	0.155036	1.2009	0.117253
27	0.118427	0.9173	0.18132
28	0.04757	0.3685	0.356909
29	-0.018944	-0.1467	0.441916
30	-0.101232	-0.7841	0.218021
31	-0.159751	-1.2374	0.110374
32	-0.195774	-1.5165	0.067327
33	-0.200159	-1.5504	0.063149
34	-0.190514	-1.4757	0.072625
35	-0.188116	-1.4571	0.075145
36	-0.203047	-1.5728	0.060513

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.860096 & 6.6623 & 0 \tabularnewline
2 & 0.674123 & 5.2217 & 1e-06 \tabularnewline
3 & 0.424552 & 3.2886 & 0.000844 \tabularnewline
4 & 0.289644 & 2.2436 & 0.014282 \tabularnewline
5 & 0.210164 & 1.6279 & 0.05439 \tabularnewline
6 & 0.18596 & 1.4404 & 0.07747 \tabularnewline
7 & 0.128191 & 0.993 & 0.162358 \tabularnewline
8 & 0.036333 & 0.2814 & 0.389671 \tabularnewline
9 & -0.115435 & -0.8942 & 0.187405 \tabularnewline
10 & -0.278605 & -2.1581 & 0.017467 \tabularnewline
11 & -0.418153 & -3.239 & 0.000979 \tabularnewline
12 & -0.48201 & -3.7336 & 0.000211 \tabularnewline
13 & -0.473253 & -3.6658 & 0.000262 \tabularnewline
14 & -0.397888 & -3.082 & 0.001552 \tabularnewline
15 & -0.299048 & -2.3164 & 0.011984 \tabularnewline
16 & -0.223066 & -1.7279 & 0.044579 \tabularnewline
17 & -0.173174 & -1.3414 & 0.092424 \tabularnewline
18 & -0.144151 & -1.1166 & 0.134311 \tabularnewline
19 & -0.09369 & -0.7257 & 0.235416 \tabularnewline
20 & -0.046865 & -0.363 & 0.358936 \tabularnewline
21 & 0.033021 & 0.2558 & 0.399498 \tabularnewline
22 & 0.069385 & 0.5375 & 0.296472 \tabularnewline
23 & 0.134355 & 1.0407 & 0.151092 \tabularnewline
24 & 0.151987 & 1.1773 & 0.121865 \tabularnewline
25 & 0.181268 & 1.4041 & 0.082723 \tabularnewline
26 & 0.155036 & 1.2009 & 0.117253 \tabularnewline
27 & 0.118427 & 0.9173 & 0.18132 \tabularnewline
28 & 0.04757 & 0.3685 & 0.356909 \tabularnewline
29 & -0.018944 & -0.1467 & 0.441916 \tabularnewline
30 & -0.101232 & -0.7841 & 0.218021 \tabularnewline
31 & -0.159751 & -1.2374 & 0.110374 \tabularnewline
32 & -0.195774 & -1.5165 & 0.067327 \tabularnewline
33 & -0.200159 & -1.5504 & 0.063149 \tabularnewline
34 & -0.190514 & -1.4757 & 0.072625 \tabularnewline
35 & -0.188116 & -1.4571 & 0.075145 \tabularnewline
36 & -0.203047 & -1.5728 & 0.060513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61321&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]0.860096[/C][C]6.6623[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.674123[/C][C]5.2217[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.424552[/C][C]3.2886[/C][C]0.000844[/C][/ROW]
[ROW][C]4[/C][C]0.289644[/C][C]2.2436[/C][C]0.014282[/C][/ROW]
[ROW][C]5[/C][C]0.210164[/C][C]1.6279[/C][C]0.05439[/C][/ROW]
[ROW][C]6[/C][C]0.18596[/C][C]1.4404[/C][C]0.07747[/C][/ROW]
[ROW][C]7[/C][C]0.128191[/C][C]0.993[/C][C]0.162358[/C][/ROW]
[ROW][C]8[/C][C]0.036333[/C][C]0.2814[/C][C]0.389671[/C][/ROW]
[ROW][C]9[/C][C]-0.115435[/C][C]-0.8942[/C][C]0.187405[/C][/ROW]
[ROW][C]10[/C][C]-0.278605[/C][C]-2.1581[/C][C]0.017467[/C][/ROW]
[ROW][C]11[/C][C]-0.418153[/C][C]-3.239[/C][C]0.000979[/C][/ROW]
[ROW][C]12[/C][C]-0.48201[/C][C]-3.7336[/C][C]0.000211[/C][/ROW]
[ROW][C]13[/C][C]-0.473253[/C][C]-3.6658[/C][C]0.000262[/C][/ROW]
[ROW][C]14[/C][C]-0.397888[/C][C]-3.082[/C][C]0.001552[/C][/ROW]
[ROW][C]15[/C][C]-0.299048[/C][C]-2.3164[/C][C]0.011984[/C][/ROW]
[ROW][C]16[/C][C]-0.223066[/C][C]-1.7279[/C][C]0.044579[/C][/ROW]
[ROW][C]17[/C][C]-0.173174[/C][C]-1.3414[/C][C]0.092424[/C][/ROW]
[ROW][C]18[/C][C]-0.144151[/C][C]-1.1166[/C][C]0.134311[/C][/ROW]
[ROW][C]19[/C][C]-0.09369[/C][C]-0.7257[/C][C]0.235416[/C][/ROW]
[ROW][C]20[/C][C]-0.046865[/C][C]-0.363[/C][C]0.358936[/C][/ROW]
[ROW][C]21[/C][C]0.033021[/C][C]0.2558[/C][C]0.399498[/C][/ROW]
[ROW][C]22[/C][C]0.069385[/C][C]0.5375[/C][C]0.296472[/C][/ROW]
[ROW][C]23[/C][C]0.134355[/C][C]1.0407[/C][C]0.151092[/C][/ROW]
[ROW][C]24[/C][C]0.151987[/C][C]1.1773[/C][C]0.121865[/C][/ROW]
[ROW][C]25[/C][C]0.181268[/C][C]1.4041[/C][C]0.082723[/C][/ROW]
[ROW][C]26[/C][C]0.155036[/C][C]1.2009[/C][C]0.117253[/C][/ROW]
[ROW][C]27[/C][C]0.118427[/C][C]0.9173[/C][C]0.18132[/C][/ROW]
[ROW][C]28[/C][C]0.04757[/C][C]0.3685[/C][C]0.356909[/C][/ROW]
[ROW][C]29[/C][C]-0.018944[/C][C]-0.1467[/C][C]0.441916[/C][/ROW]
[ROW][C]30[/C][C]-0.101232[/C][C]-0.7841[/C][C]0.218021[/C][/ROW]
[ROW][C]31[/C][C]-0.159751[/C][C]-1.2374[/C][C]0.110374[/C][/ROW]
[ROW][C]32[/C][C]-0.195774[/C][C]-1.5165[/C][C]0.067327[/C][/ROW]
[ROW][C]33[/C][C]-0.200159[/C][C]-1.5504[/C][C]0.063149[/C][/ROW]
[ROW][C]34[/C][C]-0.190514[/C][C]-1.4757[/C][C]0.072625[/C][/ROW]
[ROW][C]35[/C][C]-0.188116[/C][C]-1.4571[/C][C]0.075145[/C][/ROW]
[ROW][C]36[/C][C]-0.203047[/C][C]-1.5728[/C][C]0.060513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61321&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	0.860096	6.6623	0
2	0.674123	5.2217	1e-06
3	0.424552	3.2886	0.000844
4	0.289644	2.2436	0.014282
5	0.210164	1.6279	0.05439
6	0.18596	1.4404	0.07747
7	0.128191	0.993	0.162358
8	0.036333	0.2814	0.389671
9	-0.115435	-0.8942	0.187405
10	-0.278605	-2.1581	0.017467
11	-0.418153	-3.239	0.000979
12	-0.48201	-3.7336	0.000211
13	-0.473253	-3.6658	0.000262
14	-0.397888	-3.082	0.001552
15	-0.299048	-2.3164	0.011984
16	-0.223066	-1.7279	0.044579
17	-0.173174	-1.3414	0.092424
18	-0.144151	-1.1166	0.134311
19	-0.09369	-0.7257	0.235416
20	-0.046865	-0.363	0.358936
21	0.033021	0.2558	0.399498
22	0.069385	0.5375	0.296472
23	0.134355	1.0407	0.151092
24	0.151987	1.1773	0.121865
25	0.181268	1.4041	0.082723
26	0.155036	1.2009	0.117253
27	0.118427	0.9173	0.18132
28	0.04757	0.3685	0.356909
29	-0.018944	-0.1467	0.441916
30	-0.101232	-0.7841	0.218021
31	-0.159751	-1.2374	0.110374
32	-0.195774	-1.5165	0.067327
33	-0.200159	-1.5504	0.063149
34	-0.190514	-1.4757	0.072625
35	-0.188116	-1.4571	0.075145
36	-0.203047	-1.5728	0.060513

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.860096	6.6623	0
2	-0.252239	-1.9538	0.027693
3	-0.347016	-2.688	0.004645
4	0.401692	3.1115	0.001424
5	0.048432	0.3752	0.354435
6	-0.204793	-1.5863	0.058962
7	-0.134967	-1.0455	0.150004
8	-0.070036	-0.5425	0.294742
9	-0.220104	-1.7049	0.046692
10	-0.201184	-1.5584	0.062203
11	-0.025441	-0.1971	0.422223
12	0.042477	0.329	0.371641
13	-0.019677	-0.1524	0.439683
14	0.077042	0.5968	0.276456
15	0.140773	1.0904	0.139943
16	-0.074771	-0.5792	0.28232
17	0.023455	0.1817	0.428224
18	0.108139	0.8376	0.202779
19	0.050506	0.3912	0.348512
20	-0.241979	-1.8744	0.032876
21	0.050577	0.3918	0.348309
22	-0.138796	-1.0751	0.143315
23	0.067416	0.5222	0.301726
24	-0.03367	-0.2608	0.397566
25	-0.009143	-0.0708	0.471888
26	-0.0558	-0.4322	0.333565
27	-0.071206	-0.5516	0.29165
28	0.014118	0.1094	0.456643
29	-0.093892	-0.7273	0.234939
30	-0.186448	-1.4442	0.076939
31	0.020527	0.159	0.437101
32	0.145148	1.1243	0.13268
33	-0.121823	-0.9436	0.17457
34	-0.015917	-0.1233	0.451144
35	0.045953	0.356	0.361562
36	-0.054277	-0.4204	0.337838

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.860096 & 6.6623 & 0 \tabularnewline
2 & -0.252239 & -1.9538 & 0.027693 \tabularnewline
3 & -0.347016 & -2.688 & 0.004645 \tabularnewline
4 & 0.401692 & 3.1115 & 0.001424 \tabularnewline
5 & 0.048432 & 0.3752 & 0.354435 \tabularnewline
6 & -0.204793 & -1.5863 & 0.058962 \tabularnewline
7 & -0.134967 & -1.0455 & 0.150004 \tabularnewline
8 & -0.070036 & -0.5425 & 0.294742 \tabularnewline
9 & -0.220104 & -1.7049 & 0.046692 \tabularnewline
10 & -0.201184 & -1.5584 & 0.062203 \tabularnewline
11 & -0.025441 & -0.1971 & 0.422223 \tabularnewline
12 & 0.042477 & 0.329 & 0.371641 \tabularnewline
13 & -0.019677 & -0.1524 & 0.439683 \tabularnewline
14 & 0.077042 & 0.5968 & 0.276456 \tabularnewline
15 & 0.140773 & 1.0904 & 0.139943 \tabularnewline
16 & -0.074771 & -0.5792 & 0.28232 \tabularnewline
17 & 0.023455 & 0.1817 & 0.428224 \tabularnewline
18 & 0.108139 & 0.8376 & 0.202779 \tabularnewline
19 & 0.050506 & 0.3912 & 0.348512 \tabularnewline
20 & -0.241979 & -1.8744 & 0.032876 \tabularnewline
21 & 0.050577 & 0.3918 & 0.348309 \tabularnewline
22 & -0.138796 & -1.0751 & 0.143315 \tabularnewline
23 & 0.067416 & 0.5222 & 0.301726 \tabularnewline
24 & -0.03367 & -0.2608 & 0.397566 \tabularnewline
25 & -0.009143 & -0.0708 & 0.471888 \tabularnewline
26 & -0.0558 & -0.4322 & 0.333565 \tabularnewline
27 & -0.071206 & -0.5516 & 0.29165 \tabularnewline
28 & 0.014118 & 0.1094 & 0.456643 \tabularnewline
29 & -0.093892 & -0.7273 & 0.234939 \tabularnewline
30 & -0.186448 & -1.4442 & 0.076939 \tabularnewline
31 & 0.020527 & 0.159 & 0.437101 \tabularnewline
32 & 0.145148 & 1.1243 & 0.13268 \tabularnewline
33 & -0.121823 & -0.9436 & 0.17457 \tabularnewline
34 & -0.015917 & -0.1233 & 0.451144 \tabularnewline
35 & 0.045953 & 0.356 & 0.361562 \tabularnewline
36 & -0.054277 & -0.4204 & 0.337838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61321&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]0.860096[/C][C]6.6623[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.252239[/C][C]-1.9538[/C][C]0.027693[/C][/ROW]
[ROW][C]3[/C][C]-0.347016[/C][C]-2.688[/C][C]0.004645[/C][/ROW]
[ROW][C]4[/C][C]0.401692[/C][C]3.1115[/C][C]0.001424[/C][/ROW]
[ROW][C]5[/C][C]0.048432[/C][C]0.3752[/C][C]0.354435[/C][/ROW]
[ROW][C]6[/C][C]-0.204793[/C][C]-1.5863[/C][C]0.058962[/C][/ROW]
[ROW][C]7[/C][C]-0.134967[/C][C]-1.0455[/C][C]0.150004[/C][/ROW]
[ROW][C]8[/C][C]-0.070036[/C][C]-0.5425[/C][C]0.294742[/C][/ROW]
[ROW][C]9[/C][C]-0.220104[/C][C]-1.7049[/C][C]0.046692[/C][/ROW]
[ROW][C]10[/C][C]-0.201184[/C][C]-1.5584[/C][C]0.062203[/C][/ROW]
[ROW][C]11[/C][C]-0.025441[/C][C]-0.1971[/C][C]0.422223[/C][/ROW]
[ROW][C]12[/C][C]0.042477[/C][C]0.329[/C][C]0.371641[/C][/ROW]
[ROW][C]13[/C][C]-0.019677[/C][C]-0.1524[/C][C]0.439683[/C][/ROW]
[ROW][C]14[/C][C]0.077042[/C][C]0.5968[/C][C]0.276456[/C][/ROW]
[ROW][C]15[/C][C]0.140773[/C][C]1.0904[/C][C]0.139943[/C][/ROW]
[ROW][C]16[/C][C]-0.074771[/C][C]-0.5792[/C][C]0.28232[/C][/ROW]
[ROW][C]17[/C][C]0.023455[/C][C]0.1817[/C][C]0.428224[/C][/ROW]
[ROW][C]18[/C][C]0.108139[/C][C]0.8376[/C][C]0.202779[/C][/ROW]
[ROW][C]19[/C][C]0.050506[/C][C]0.3912[/C][C]0.348512[/C][/ROW]
[ROW][C]20[/C][C]-0.241979[/C][C]-1.8744[/C][C]0.032876[/C][/ROW]
[ROW][C]21[/C][C]0.050577[/C][C]0.3918[/C][C]0.348309[/C][/ROW]
[ROW][C]22[/C][C]-0.138796[/C][C]-1.0751[/C][C]0.143315[/C][/ROW]
[ROW][C]23[/C][C]0.067416[/C][C]0.5222[/C][C]0.301726[/C][/ROW]
[ROW][C]24[/C][C]-0.03367[/C][C]-0.2608[/C][C]0.397566[/C][/ROW]
[ROW][C]25[/C][C]-0.009143[/C][C]-0.0708[/C][C]0.471888[/C][/ROW]
[ROW][C]26[/C][C]-0.0558[/C][C]-0.4322[/C][C]0.333565[/C][/ROW]
[ROW][C]27[/C][C]-0.071206[/C][C]-0.5516[/C][C]0.29165[/C][/ROW]
[ROW][C]28[/C][C]0.014118[/C][C]0.1094[/C][C]0.456643[/C][/ROW]
[ROW][C]29[/C][C]-0.093892[/C][C]-0.7273[/C][C]0.234939[/C][/ROW]
[ROW][C]30[/C][C]-0.186448[/C][C]-1.4442[/C][C]0.076939[/C][/ROW]
[ROW][C]31[/C][C]0.020527[/C][C]0.159[/C][C]0.437101[/C][/ROW]
[ROW][C]32[/C][C]0.145148[/C][C]1.1243[/C][C]0.13268[/C][/ROW]
[ROW][C]33[/C][C]-0.121823[/C][C]-0.9436[/C][C]0.17457[/C][/ROW]
[ROW][C]34[/C][C]-0.015917[/C][C]-0.1233[/C][C]0.451144[/C][/ROW]
[ROW][C]35[/C][C]0.045953[/C][C]0.356[/C][C]0.361562[/C][/ROW]
[ROW][C]36[/C][C]-0.054277[/C][C]-0.4204[/C][C]0.337838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61321&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61321&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	0.860096	6.6623	0
2	-0.252239	-1.9538	0.027693
3	-0.347016	-2.688	0.004645
4	0.401692	3.1115	0.001424
5	0.048432	0.3752	0.354435
6	-0.204793	-1.5863	0.058962
7	-0.134967	-1.0455	0.150004
8	-0.070036	-0.5425	0.294742
9	-0.220104	-1.7049	0.046692
10	-0.201184	-1.5584	0.062203
11	-0.025441	-0.1971	0.422223
12	0.042477	0.329	0.371641
13	-0.019677	-0.1524	0.439683
14	0.077042	0.5968	0.276456
15	0.140773	1.0904	0.139943
16	-0.074771	-0.5792	0.28232
17	0.023455	0.1817	0.428224
18	0.108139	0.8376	0.202779
19	0.050506	0.3912	0.348512
20	-0.241979	-1.8744	0.032876
21	0.050577	0.3918	0.348309
22	-0.138796	-1.0751	0.143315
23	0.067416	0.5222	0.301726
24	-0.03367	-0.2608	0.397566
25	-0.009143	-0.0708	0.471888
26	-0.0558	-0.4322	0.333565
27	-0.071206	-0.5516	0.29165
28	0.014118	0.1094	0.456643
29	-0.093892	-0.7273	0.234939
30	-0.186448	-1.4442	0.076939
31	0.020527	0.159	0.437101
32	0.145148	1.1243	0.13268
33	-0.121823	-0.9436	0.17457
34	-0.015917	-0.1233	0.451144
35	0.045953	0.356	0.361562
36	-0.054277	-0.4204	0.337838

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