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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2016 18:10:26 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/22/t1482426654ojju1bq3drbi50f.htm/, Retrieved Sun, 28 Apr 2024 21:08:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302575, Retrieved Sun, 28 Apr 2024 21:08:58 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelatie fu...] [2016-12-22 17:10:26] [0c0812954c36a879765e84a6a68f060c] [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	2 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302575&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302575&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302575&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	2 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.165412	-1.033	0.153984
2	-0.242393	-1.5137	0.069077
3	0.157164	0.9815	0.166201
4	-0.051649	-0.3225	0.37438
5	-0.207168	-1.2938	0.101679
6	0.230966	1.4424	0.078589
7	-0.032988	-0.206	0.418927
8	-0.279709	-1.7468	0.044274
9	0.017639	0.1102	0.456427
10	0.10782	0.6733	0.252353
11	-0.038982	-0.2434	0.404469
12	-0.011633	-0.0726	0.471229
13	-0.04708	-0.294	0.385153
14	0.08339	0.5208	0.302737
15	0.093035	0.581	0.282291
16	-0.05373	-0.3355	0.369507
17	0.000331	0.0021	0.499182
18	0.052931	0.3306	0.371374
19	-0.059272	-0.3702	0.356636
20	-0.046752	-0.292	0.38593
21	0.179068	1.1183	0.135145
22	-0.033425	-0.2087	0.417868
23	-0.225801	-1.4101	0.083214
24	0.081825	0.511	0.306116
25	-0.002248	-0.014	0.494435
26	-0.163798	-1.0229	0.156325
27	0.077921	0.4866	0.314627
28	0.186239	1.1631	0.125936
29	-0.119364	-0.7454	0.230241
30	-0.017897	-0.1118	0.45579
31	0.094882	0.5925	0.278456
32	-0.091443	-0.5711	0.285617
33	-0.004676	-0.0292	0.488425
34	0.098987	0.6182	0.270028
35	-0.013984	-0.0873	0.465429
36	-0.081412	-0.5084	0.307011

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.165412 & -1.033 & 0.153984 \tabularnewline
2 & -0.242393 & -1.5137 & 0.069077 \tabularnewline
3 & 0.157164 & 0.9815 & 0.166201 \tabularnewline
4 & -0.051649 & -0.3225 & 0.37438 \tabularnewline
5 & -0.207168 & -1.2938 & 0.101679 \tabularnewline
6 & 0.230966 & 1.4424 & 0.078589 \tabularnewline
7 & -0.032988 & -0.206 & 0.418927 \tabularnewline
8 & -0.279709 & -1.7468 & 0.044274 \tabularnewline
9 & 0.017639 & 0.1102 & 0.456427 \tabularnewline
10 & 0.10782 & 0.6733 & 0.252353 \tabularnewline
11 & -0.038982 & -0.2434 & 0.404469 \tabularnewline
12 & -0.011633 & -0.0726 & 0.471229 \tabularnewline
13 & -0.04708 & -0.294 & 0.385153 \tabularnewline
14 & 0.08339 & 0.5208 & 0.302737 \tabularnewline
15 & 0.093035 & 0.581 & 0.282291 \tabularnewline
16 & -0.05373 & -0.3355 & 0.369507 \tabularnewline
17 & 0.000331 & 0.0021 & 0.499182 \tabularnewline
18 & 0.052931 & 0.3306 & 0.371374 \tabularnewline
19 & -0.059272 & -0.3702 & 0.356636 \tabularnewline
20 & -0.046752 & -0.292 & 0.38593 \tabularnewline
21 & 0.179068 & 1.1183 & 0.135145 \tabularnewline
22 & -0.033425 & -0.2087 & 0.417868 \tabularnewline
23 & -0.225801 & -1.4101 & 0.083214 \tabularnewline
24 & 0.081825 & 0.511 & 0.306116 \tabularnewline
25 & -0.002248 & -0.014 & 0.494435 \tabularnewline
26 & -0.163798 & -1.0229 & 0.156325 \tabularnewline
27 & 0.077921 & 0.4866 & 0.314627 \tabularnewline
28 & 0.186239 & 1.1631 & 0.125936 \tabularnewline
29 & -0.119364 & -0.7454 & 0.230241 \tabularnewline
30 & -0.017897 & -0.1118 & 0.45579 \tabularnewline
31 & 0.094882 & 0.5925 & 0.278456 \tabularnewline
32 & -0.091443 & -0.5711 & 0.285617 \tabularnewline
33 & -0.004676 & -0.0292 & 0.488425 \tabularnewline
34 & 0.098987 & 0.6182 & 0.270028 \tabularnewline
35 & -0.013984 & -0.0873 & 0.465429 \tabularnewline
36 & -0.081412 & -0.5084 & 0.307011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302575&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]-0.165412[/C][C]-1.033[/C][C]0.153984[/C][/ROW]
[ROW][C]2[/C][C]-0.242393[/C][C]-1.5137[/C][C]0.069077[/C][/ROW]
[ROW][C]3[/C][C]0.157164[/C][C]0.9815[/C][C]0.166201[/C][/ROW]
[ROW][C]4[/C][C]-0.051649[/C][C]-0.3225[/C][C]0.37438[/C][/ROW]
[ROW][C]5[/C][C]-0.207168[/C][C]-1.2938[/C][C]0.101679[/C][/ROW]
[ROW][C]6[/C][C]0.230966[/C][C]1.4424[/C][C]0.078589[/C][/ROW]
[ROW][C]7[/C][C]-0.032988[/C][C]-0.206[/C][C]0.418927[/C][/ROW]
[ROW][C]8[/C][C]-0.279709[/C][C]-1.7468[/C][C]0.044274[/C][/ROW]
[ROW][C]9[/C][C]0.017639[/C][C]0.1102[/C][C]0.456427[/C][/ROW]
[ROW][C]10[/C][C]0.10782[/C][C]0.6733[/C][C]0.252353[/C][/ROW]
[ROW][C]11[/C][C]-0.038982[/C][C]-0.2434[/C][C]0.404469[/C][/ROW]
[ROW][C]12[/C][C]-0.011633[/C][C]-0.0726[/C][C]0.471229[/C][/ROW]
[ROW][C]13[/C][C]-0.04708[/C][C]-0.294[/C][C]0.385153[/C][/ROW]
[ROW][C]14[/C][C]0.08339[/C][C]0.5208[/C][C]0.302737[/C][/ROW]
[ROW][C]15[/C][C]0.093035[/C][C]0.581[/C][C]0.282291[/C][/ROW]
[ROW][C]16[/C][C]-0.05373[/C][C]-0.3355[/C][C]0.369507[/C][/ROW]
[ROW][C]17[/C][C]0.000331[/C][C]0.0021[/C][C]0.499182[/C][/ROW]
[ROW][C]18[/C][C]0.052931[/C][C]0.3306[/C][C]0.371374[/C][/ROW]
[ROW][C]19[/C][C]-0.059272[/C][C]-0.3702[/C][C]0.356636[/C][/ROW]
[ROW][C]20[/C][C]-0.046752[/C][C]-0.292[/C][C]0.38593[/C][/ROW]
[ROW][C]21[/C][C]0.179068[/C][C]1.1183[/C][C]0.135145[/C][/ROW]
[ROW][C]22[/C][C]-0.033425[/C][C]-0.2087[/C][C]0.417868[/C][/ROW]
[ROW][C]23[/C][C]-0.225801[/C][C]-1.4101[/C][C]0.083214[/C][/ROW]
[ROW][C]24[/C][C]0.081825[/C][C]0.511[/C][C]0.306116[/C][/ROW]
[ROW][C]25[/C][C]-0.002248[/C][C]-0.014[/C][C]0.494435[/C][/ROW]
[ROW][C]26[/C][C]-0.163798[/C][C]-1.0229[/C][C]0.156325[/C][/ROW]
[ROW][C]27[/C][C]0.077921[/C][C]0.4866[/C][C]0.314627[/C][/ROW]
[ROW][C]28[/C][C]0.186239[/C][C]1.1631[/C][C]0.125936[/C][/ROW]
[ROW][C]29[/C][C]-0.119364[/C][C]-0.7454[/C][C]0.230241[/C][/ROW]
[ROW][C]30[/C][C]-0.017897[/C][C]-0.1118[/C][C]0.45579[/C][/ROW]
[ROW][C]31[/C][C]0.094882[/C][C]0.5925[/C][C]0.278456[/C][/ROW]
[ROW][C]32[/C][C]-0.091443[/C][C]-0.5711[/C][C]0.285617[/C][/ROW]
[ROW][C]33[/C][C]-0.004676[/C][C]-0.0292[/C][C]0.488425[/C][/ROW]
[ROW][C]34[/C][C]0.098987[/C][C]0.6182[/C][C]0.270028[/C][/ROW]
[ROW][C]35[/C][C]-0.013984[/C][C]-0.0873[/C][C]0.465429[/C][/ROW]
[ROW][C]36[/C][C]-0.081412[/C][C]-0.5084[/C][C]0.307011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302575&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302575&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	-0.165412	-1.033	0.153984
2	-0.242393	-1.5137	0.069077
3	0.157164	0.9815	0.166201
4	-0.051649	-0.3225	0.37438
5	-0.207168	-1.2938	0.101679
6	0.230966	1.4424	0.078589
7	-0.032988	-0.206	0.418927
8	-0.279709	-1.7468	0.044274
9	0.017639	0.1102	0.456427
10	0.10782	0.6733	0.252353
11	-0.038982	-0.2434	0.404469
12	-0.011633	-0.0726	0.471229
13	-0.04708	-0.294	0.385153
14	0.08339	0.5208	0.302737
15	0.093035	0.581	0.282291
16	-0.05373	-0.3355	0.369507
17	0.000331	0.0021	0.499182
18	0.052931	0.3306	0.371374
19	-0.059272	-0.3702	0.356636
20	-0.046752	-0.292	0.38593
21	0.179068	1.1183	0.135145
22	-0.033425	-0.2087	0.417868
23	-0.225801	-1.4101	0.083214
24	0.081825	0.511	0.306116
25	-0.002248	-0.014	0.494435
26	-0.163798	-1.0229	0.156325
27	0.077921	0.4866	0.314627
28	0.186239	1.1631	0.125936
29	-0.119364	-0.7454	0.230241
30	-0.017897	-0.1118	0.45579
31	0.094882	0.5925	0.278456
32	-0.091443	-0.5711	0.285617
33	-0.004676	-0.0292	0.488425
34	0.098987	0.6182	0.270028
35	-0.013984	-0.0873	0.465429
36	-0.081412	-0.5084	0.307011

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.165412	-1.033	0.153984
2	-0.277342	-1.732	0.045588
3	0.06691	0.4179	0.339173
4	-0.082893	-0.5177	0.303808
5	-0.195351	-1.22	0.114902
6	0.133642	0.8346	0.204515
7	-0.061531	-0.3843	0.351436
8	-0.216351	-1.3511	0.092223
9	-0.163596	-1.0217	0.156619
10	-0.046241	-0.2888	0.387141
11	0.021067	0.1316	0.448002
12	-0.087489	-0.5464	0.293963
13	-0.189242	-1.1818	0.122217
14	0.089395	0.5583	0.289925
15	0.120182	0.7505	0.228718
16	-0.07775	-0.4855	0.315003
17	-0.074969	-0.4682	0.32113
18	0.042723	0.2668	0.395512
19	0.070328	0.4392	0.33147
20	-0.107138	-0.6691	0.253693
21	0.057376	0.3583	0.361021
22	0.123557	0.7716	0.222498
23	-0.094499	-0.5901	0.279249
24	-0.080971	-0.5057	0.307969
25	-0.111776	-0.698	0.244646
26	-0.072401	-0.4521	0.326835
27	-0.041984	-0.2622	0.397278
28	0.057915	0.3617	0.359773
29	0.024383	0.1523	0.43988
30	0.001996	0.0125	0.495059
31	-0.060307	-0.3766	0.35425
32	-0.111167	-0.6942	0.245824
33	-0.017592	-0.1099	0.456542
34	-0.014512	-0.0906	0.464127
35	-0.013921	-0.0869	0.465582
36	-0.070641	-0.4412	0.330769

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.165412 & -1.033 & 0.153984 \tabularnewline
2 & -0.277342 & -1.732 & 0.045588 \tabularnewline
3 & 0.06691 & 0.4179 & 0.339173 \tabularnewline
4 & -0.082893 & -0.5177 & 0.303808 \tabularnewline
5 & -0.195351 & -1.22 & 0.114902 \tabularnewline
6 & 0.133642 & 0.8346 & 0.204515 \tabularnewline
7 & -0.061531 & -0.3843 & 0.351436 \tabularnewline
8 & -0.216351 & -1.3511 & 0.092223 \tabularnewline
9 & -0.163596 & -1.0217 & 0.156619 \tabularnewline
10 & -0.046241 & -0.2888 & 0.387141 \tabularnewline
11 & 0.021067 & 0.1316 & 0.448002 \tabularnewline
12 & -0.087489 & -0.5464 & 0.293963 \tabularnewline
13 & -0.189242 & -1.1818 & 0.122217 \tabularnewline
14 & 0.089395 & 0.5583 & 0.289925 \tabularnewline
15 & 0.120182 & 0.7505 & 0.228718 \tabularnewline
16 & -0.07775 & -0.4855 & 0.315003 \tabularnewline
17 & -0.074969 & -0.4682 & 0.32113 \tabularnewline
18 & 0.042723 & 0.2668 & 0.395512 \tabularnewline
19 & 0.070328 & 0.4392 & 0.33147 \tabularnewline
20 & -0.107138 & -0.6691 & 0.253693 \tabularnewline
21 & 0.057376 & 0.3583 & 0.361021 \tabularnewline
22 & 0.123557 & 0.7716 & 0.222498 \tabularnewline
23 & -0.094499 & -0.5901 & 0.279249 \tabularnewline
24 & -0.080971 & -0.5057 & 0.307969 \tabularnewline
25 & -0.111776 & -0.698 & 0.244646 \tabularnewline
26 & -0.072401 & -0.4521 & 0.326835 \tabularnewline
27 & -0.041984 & -0.2622 & 0.397278 \tabularnewline
28 & 0.057915 & 0.3617 & 0.359773 \tabularnewline
29 & 0.024383 & 0.1523 & 0.43988 \tabularnewline
30 & 0.001996 & 0.0125 & 0.495059 \tabularnewline
31 & -0.060307 & -0.3766 & 0.35425 \tabularnewline
32 & -0.111167 & -0.6942 & 0.245824 \tabularnewline
33 & -0.017592 & -0.1099 & 0.456542 \tabularnewline
34 & -0.014512 & -0.0906 & 0.464127 \tabularnewline
35 & -0.013921 & -0.0869 & 0.465582 \tabularnewline
36 & -0.070641 & -0.4412 & 0.330769 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302575&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]-0.165412[/C][C]-1.033[/C][C]0.153984[/C][/ROW]
[ROW][C]2[/C][C]-0.277342[/C][C]-1.732[/C][C]0.045588[/C][/ROW]
[ROW][C]3[/C][C]0.06691[/C][C]0.4179[/C][C]0.339173[/C][/ROW]
[ROW][C]4[/C][C]-0.082893[/C][C]-0.5177[/C][C]0.303808[/C][/ROW]
[ROW][C]5[/C][C]-0.195351[/C][C]-1.22[/C][C]0.114902[/C][/ROW]
[ROW][C]6[/C][C]0.133642[/C][C]0.8346[/C][C]0.204515[/C][/ROW]
[ROW][C]7[/C][C]-0.061531[/C][C]-0.3843[/C][C]0.351436[/C][/ROW]
[ROW][C]8[/C][C]-0.216351[/C][C]-1.3511[/C][C]0.092223[/C][/ROW]
[ROW][C]9[/C][C]-0.163596[/C][C]-1.0217[/C][C]0.156619[/C][/ROW]
[ROW][C]10[/C][C]-0.046241[/C][C]-0.2888[/C][C]0.387141[/C][/ROW]
[ROW][C]11[/C][C]0.021067[/C][C]0.1316[/C][C]0.448002[/C][/ROW]
[ROW][C]12[/C][C]-0.087489[/C][C]-0.5464[/C][C]0.293963[/C][/ROW]
[ROW][C]13[/C][C]-0.189242[/C][C]-1.1818[/C][C]0.122217[/C][/ROW]
[ROW][C]14[/C][C]0.089395[/C][C]0.5583[/C][C]0.289925[/C][/ROW]
[ROW][C]15[/C][C]0.120182[/C][C]0.7505[/C][C]0.228718[/C][/ROW]
[ROW][C]16[/C][C]-0.07775[/C][C]-0.4855[/C][C]0.315003[/C][/ROW]
[ROW][C]17[/C][C]-0.074969[/C][C]-0.4682[/C][C]0.32113[/C][/ROW]
[ROW][C]18[/C][C]0.042723[/C][C]0.2668[/C][C]0.395512[/C][/ROW]
[ROW][C]19[/C][C]0.070328[/C][C]0.4392[/C][C]0.33147[/C][/ROW]
[ROW][C]20[/C][C]-0.107138[/C][C]-0.6691[/C][C]0.253693[/C][/ROW]
[ROW][C]21[/C][C]0.057376[/C][C]0.3583[/C][C]0.361021[/C][/ROW]
[ROW][C]22[/C][C]0.123557[/C][C]0.7716[/C][C]0.222498[/C][/ROW]
[ROW][C]23[/C][C]-0.094499[/C][C]-0.5901[/C][C]0.279249[/C][/ROW]
[ROW][C]24[/C][C]-0.080971[/C][C]-0.5057[/C][C]0.307969[/C][/ROW]
[ROW][C]25[/C][C]-0.111776[/C][C]-0.698[/C][C]0.244646[/C][/ROW]
[ROW][C]26[/C][C]-0.072401[/C][C]-0.4521[/C][C]0.326835[/C][/ROW]
[ROW][C]27[/C][C]-0.041984[/C][C]-0.2622[/C][C]0.397278[/C][/ROW]
[ROW][C]28[/C][C]0.057915[/C][C]0.3617[/C][C]0.359773[/C][/ROW]
[ROW][C]29[/C][C]0.024383[/C][C]0.1523[/C][C]0.43988[/C][/ROW]
[ROW][C]30[/C][C]0.001996[/C][C]0.0125[/C][C]0.495059[/C][/ROW]
[ROW][C]31[/C][C]-0.060307[/C][C]-0.3766[/C][C]0.35425[/C][/ROW]
[ROW][C]32[/C][C]-0.111167[/C][C]-0.6942[/C][C]0.245824[/C][/ROW]
[ROW][C]33[/C][C]-0.017592[/C][C]-0.1099[/C][C]0.456542[/C][/ROW]
[ROW][C]34[/C][C]-0.014512[/C][C]-0.0906[/C][C]0.464127[/C][/ROW]
[ROW][C]35[/C][C]-0.013921[/C][C]-0.0869[/C][C]0.465582[/C][/ROW]
[ROW][C]36[/C][C]-0.070641[/C][C]-0.4412[/C][C]0.330769[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302575&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302575&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	-0.165412	-1.033	0.153984
2	-0.277342	-1.732	0.045588
3	0.06691	0.4179	0.339173
4	-0.082893	-0.5177	0.303808
5	-0.195351	-1.22	0.114902
6	0.133642	0.8346	0.204515
7	-0.061531	-0.3843	0.351436
8	-0.216351	-1.3511	0.092223
9	-0.163596	-1.0217	0.156619
10	-0.046241	-0.2888	0.387141
11	0.021067	0.1316	0.448002
12	-0.087489	-0.5464	0.293963
13	-0.189242	-1.1818	0.122217
14	0.089395	0.5583	0.289925
15	0.120182	0.7505	0.228718
16	-0.07775	-0.4855	0.315003
17	-0.074969	-0.4682	0.32113
18	0.042723	0.2668	0.395512
19	0.070328	0.4392	0.33147
20	-0.107138	-0.6691	0.253693
21	0.057376	0.3583	0.361021
22	0.123557	0.7716	0.222498
23	-0.094499	-0.5901	0.279249
24	-0.080971	-0.5057	0.307969
25	-0.111776	-0.698	0.244646
26	-0.072401	-0.4521	0.326835
27	-0.041984	-0.2622	0.397278
28	0.057915	0.3617	0.359773
29	0.024383	0.1523	0.43988
30	0.001996	0.0125	0.495059
31	-0.060307	-0.3766	0.35425
32	-0.111167	-0.6942	0.245824
33	-0.017592	-0.1099	0.456542
34	-0.014512	-0.0906	0.464127
35	-0.013921	-0.0869	0.465582
36	-0.070641	-0.4412	0.330769

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 2 ; par5 = 6 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 4 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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