Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 14 Jan 2021 17:42:22 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2021/Jan/14/t1610642614xz6fjt8suvwa1f3.htm/, Retrieved Thu, 02 May 2024 21:43:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=319346, Retrieved Thu, 02 May 2024 21:43:19 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

102

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [] [2021-01-14 16:42:22] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

0,00%
-0,58%
-2,23%
-1,37%
-1,03%
0,04%
-0,47%
-0,90%
-0,04%
0,22%
8,36%
0,23%
-1,71%
-1,60%
-0,55%
-1,70%
-2,37%
0,40%
0,14%
0,72%
1,54%
-0,74%
1,88%
1,67%
0,38%
0,44%
-0,82%
-0,34%
-0,14%
-0,90%
-0,66%
1,51%
1,55%
0,17%
-0,51%
1,64%
-0,70%
0,17%
-0,27%
-1,35%
1,03%
0,68%
0,07%
-1,55%
0,89%
0,14%
0,17%
0,00%
0,24%
-0,07%
-2,53%
-0,59%
0,77%
0,21%
-1,38%
-1,43%
0,21%
-0,07%
0,57%
1,16%
-0,97%
-0,84%
0,07%
0,07%
-1,63%
-1,22%
0,00%
-2,08%
0,00%
-0,63%
-0,71%
-0,30%
1,59%
-1,82%
-1,25%
0,19%
-0,15%
-1,04%
-0,27%
-1,36%
0,16%
0,12%
-0,24%
0,12%
0,28%
-0,35%
-0,08%
0,08%
0,12%
-0,28%
0,08%
4,14%
-0,45%
-0,08%
0,99%
1,32%
0,78%
-0,89%
-3,65%
0,54%
-0,12%
-0,62%
0,46%
-0,08%
1,23%
0,11%
-0,99%
-0,77%
-0,12%
-2,25%
-0,71%
1,28%
-1,34%
-1,00%
-0,40%
0,73%
0,64%
0,28%
2,19%
4,10%
-0,60%
4,53%
1,08%
-0,04%
0,61%
0,00%
-4,01%
-1,96%
1,66%
0,19%
-3,67%
0,88%
5,60%
-0,65%
-1,82%
-1,04%
0,64%
1,52%
-0,51%
-1,99%
0,45%
-1,31%
1,40%
0,19%
0,45%
1,67%
3,39%
3,32%
-0,10%
2,05%
-2,65%
-3,06%
0,07%
-0,53%
-0,57%
-0,36%
0,83%
1,25%
1,31%
0,52%
0,80%
0,52%
-1,23%
1,38%
1,30%
0,47%
2,08%
0,26%
-0,69%
-0,99%
0,10%
0,30%
0,33%
0,43%
0,89%
13,81%
-1,84%
3,71%
1,80%
-1,08%
0,70%
0,61%
-2,71%
1,59%
0,67%
-1,22%
-0,03%
-1,71%
-1,00%
-1,56%
-0,18%
-0,06%
-1,15%
0,18%
1,46%
-1,05%
-0,33%
0,71%
-0,44%
1,33%
1,05%
-1,01%
1,02%
-0,43%
-0,26%
0,47%
0,23%
-0,61%
-0,35%
-0,23%
0,09%
-0,23%
-0,29%
-0,68%
0,00%
0,41%
-0,29%
4,32%
-1,36%
-0,92%
1,51%
-0,26%
0,60%
-0,68%
-0,80%
2,98%
0,56%
0,98%
-0,69%
1,00%
-2,15%
0,53%
0,31%
0,56%
1,11%
1,35%
-0,08%
-0,03%
-0,87%
0,77%
0,03%
0,33%
-0,65%
-0,38%
0,05%
1,78%
1,42%
2,22%
0,78%
3,19%
-0,52%
1,18%
3,39%
1,75%
0,75%
0,68%
-4,54%
0,32%
-0,70%
-0,37%
-1,62%
-0,92%
0,70%
0,05%
-0,82%
1,26%
2,41%
-0,07%
-0,07%
-0,34%
-1,68%
1,81%
2,24%
0,33%
0,24%
-0,66%
0,14%
0,95%
-0,68%
1,21%
1,62%
0,97%
-0,11%
0,66%
0,18%
1,36%
1,48%
-0,60%
0,44%
1,55%
1,00%
1,40%
3,08%
-1,19%
-0,04%
-5,21%
-2,75%
-1,86%
1,91%
2,83%
0,95%
0,00%
0,07%
-0,02%
0,28%
-2,50%
0,53%
3,06%
-0,45%
-0,71%
0,70%
0,67%
1,03%
-1,55%
1,21%
1,17%
-0,13%
0,25%
2,27%
1,38%
-1,08%
0,29%
-0,76%
0,80%
1,45%
0,38%
0,06%
1,75%
0,45%
0,35%
-0,12%
-0,08%
-0,14%
-0,79%
0,87%
0,90%
-0,02%
-7,25%
0,84%
1,56%
-1,92%
-4,51%
-1,88%
1,38%
1,41%
-2,28%
1,66%
0,76%
-0,74%
-1,11%
0,68%
-0,35%
0,44%
1,12%
1,54%
1,45%
-0,06%
-2,08%
-2,08%
0,75%
-2,11%
-4,98%
-0,70%
-1,30%
-2,65%
0,78%
0,75%
-2,44%
-3,47%
1,10%
1,55%
1,07%
0,25%
2,24%
3,30%
-0,82%
-0,47%
1,30%
0,44%
0,33%
8,92%
-1,06%
-1,33%
1,74%
0,19%
1,07%
2,35%
0,91%
-3,21%
0,08%
0,80%
-3,92%
0,11%
-2,20%
0,31%
0,24%
0,78%
-1,65%
-2,82%
-0,05%
2,35%
-0,79%
-0,82%
0,89%
-0,70%
-0,05%
-0,98%
-0,67%
-2,48%
-1,29%
0,60%
-1,85%
-1,10%
-1,14%
4,99%
-0,43%
0,17%
-0,02%
-0,50%
1,15%
-0,21%
0,05%
0,45%
-0,71%
0,00%
-0,81%
-1,39%
-0,63%
-1,32%
-0,32%
0,57%
0,45%
2,91%
2,35%
2,18%
0,18%
-0,05%
-1,67%
-0,02%
0,02%
0,91%
-0,65%
0,42%
-2,63%
-2,44%
-1,51%
0,22%
-1,01%
-1,14%
-1,69%
0,05%
1,82%
3,42%
0,46%
-0,87%
-0,93%
-1,08%
-1,87%
0,00%
-0,48%
0,05%
-0,08%
0,82%
0,38%
-4,13%
-0,63%
-0,87%
0,99%
-0,48%
0,61%
-0,77%
-0,40%
-0,08%
0,19%
2,45%
-0,05%
-0,31%
1,25%
-0,21%
-1,06%
0,65%
-0,08%
0,99%
1,03%
0,03%
-1,10%
0,62%
0,79%
-1,12%
-2,11%
-0,24%
0,13%
0,60%
-0,23%
-0,76%
0,18%
-0,18%
-1,53%
-1,50%
-0,79%
-1,75%
-3,37%
-0,09%
-0,35%
-0,06%
-0,64%
1,78%
2,67%
-1,65%
-1,99%
2,72%
-0,56%
-0,96%
0,72%
-2,76%
0,47%
0,67%
-1,16%
0,64%
0,03%
-1,16%
0,29%
0,47%
2,16%
0,26%
-1,28%
-1,30%
-0,15%
-0,06%
-0,23%
0,38%
0,15%
1,34%
-0,40%
0,75%
1,35%
0,51%
0,96%
-1,40%
-0,03%
-1,22%
0,72%
-0,20%
-1,37%
1,56%
-12,48%
-1,50%
-1,59%
0,64%
-4,20%
-1,60%
-1,45%
2,19%
-1,20%
1,14%
-0,14%
0,49%
-1,82%
-2,25%
-0,44%
-0,84%
0,22%
1,22%
-0,91%
-0,85%
0,97%
1,25%
1,85%
1,43%
-1,44%
1,07%
0,53%
-1,37%
0,39%
-0,32%
-0,04%
-0,39%
-0,11%
0,72%
-0,50%
-0,46%
0,00%
-0,07%
0,25%
0,43%
-2,42%
0,04%
4,31%
-0,84%
0,07%
-1,76%
-0,93%
-0,18%
-0,07%
0,69%
-1,23%
-2,85%
-1,47%
0,00%
-0,72%
-0,08%
2,31%
0,19%
0,75%
-2,42%
0,42%
0,53%
-0,19%
0,00%
0,00%
0,00%
0,00%
-0,95%
-0,57%
0,00%
-1,54%
-0,55%
0,20%
0,16%
-0,78%
1,46%
-1,13%
-1,14%
0,64%
3,95%
2,02%
-1,42%
-0,57%
1,52%
-1,01%
-0,61%
0,19%
1,10%
-1,20%
-0,72%
-0,31%
-0,08%
-0,27%
0,73%
0,11%
-1,03%
0,50%
-0,12%
0,69%
1,34%
0,38%
1,13%
0,37%
0,48%
0,81%
1,57%
0,18%
1,22%
1,60%
1,08%
-3,35%
-1,14%
0,61%
-0,75%
-1,23%
0,07%
-0,29%
1,51%
0,11%
-0,29%
2,25%
0,74%
-0,67%
-0,39%
0,75%
0,25%
0,11%
1,06%
7,07%
2,99%
0,00%
1,14%
-1,94%
-1,66%
-1,62%
1,12%
0,29%
-0,58%
0,03%
1,17%
-0,61%
0,26%
2,30%
1,71%
1,56%
0,12%
0,06%
0,24%
-0,67%
-0,55%
-3,09%
-0,03%
1,47%
0,82%
-1,37%
0,38%
-0,38%
0,09%
0,63%
1,19%
1,33%
-0,37%
-0,77%
0,00%
-0,34%
-0,68%
1,06%
-0,25%
0,06%
0,43%
-1,48%
-0,69%
0,35%
-0,94%
0,06%
-0,70%
0,67%
2,09%
-0,06%
0,84%
0,31%
-1,32%
1,37%
-0,43%
-0,31%
1,45%
0,00%
1,49%
-0,18%
0,15%
0,30%
0,12%
-0,78%
-0,21%
-0,24%
0,94%
0,30%
-0,60%
0,00%
-0,24%
-0,66%
-0,58%
-0,46%
-2,55%
0,69%
0,03%
1,85%
-2,12%
1,07%
1,34%
0,67%
1,00%
-0,78%
-0,15%
-0,67%
1,68%
-0,60%
0,09%
0,61%
0,09%
1,08%
0,30%
0,68%
0,56%
-1,08%
0,21%
0,92%
1,46%
0,17%
1,76%
3,03%
-0,33%
2,84%
4,45%
1,36%
-0,48%
1,25%
1,78%
-0,64%
1,14%
-1,01%
0,87%
0,66%
2,15%
3,02%
0,53%
-1,32%
-9,97%
-2,21%
4,36%
-1,38%
-1,76%
-0,68%
0,56%
-0,34%
-0,69%
0,00%
1,38%
1,36%
1,29%
2,33%
1,52%
-0,07%
-1,45%
-3,27%
0,62%
-0,18%
0,13%
0,95%
-1,12%
-1,42%
-0,55%
1,71%
0,67%
2,20%
-0,33%
-0,25%
1,14%
2,79%
0,90%
-0,82%
1,41%
1,20%
0,43%
-0,45%
-0,92%
1,53%
-0,68%
0,19%
1,51%
1,93%
-0,46%
0,00%
-0,62%
0,51%
-0,09%
-0,41%
-1,15%
0,72%
0,72%
-0,23%
-1,36%
0,12%
-0,16%
-1,64%
-1,74%
-3,61%
-1,98%
-0,90%
0,47%
0,39%
-1,61%
-2,34%
-0,48%
0,24%
-1,23%
-0,46%
-0,08%
0,33%
0,35%
-0,41%
0,49%
-0,16%
-0,97%
2,02%
-2,12%
1,15%
-0,16%
0,08%
3,25%
0,63%
1,33%
1,59%
-1,57%
1,00%
0,10%
1,14%
1,36%
0,99%
0,96%
-0,02%
0,15%
-0,07%
0,68%
0,29%
1,61%
0,02%
0,02%
-1,54%
-0,63%
-0,56%
0,85%
-0,17%
1,26%
-0,26%
0,17%
0,60%
-0,29%
-0,02%
-1,24%
-1,11%
-1,24%
0,32%
-0,07%
0,84%
0,24%
-0,68%
-0,47%
-0,96%
0,80%
-1,06%
0,27%
0,90%
0,54%
-0,56%
-1,98%
0,03%
0,91%
-0,75%
0,35%
-0,90%
0,46%
0,23%
0,60%
-1,77%
-0,81%
-0,74%
-0,34%
-0,93%
-1,91%
-1,71%
0,08%
-0,68%
-0,79%
-1,59%
-1,12%
0,25%
-1,69%
0,03%
0,52%
-0,26%
-0,11%
-0,63%
1,09%
0,85%
-0,48%
0,65%
0,76%
-0,39%
1,99%
0,55%
0,41%
0,16%
0,22%
-0,08%
3,37%
1,79%
0,26%
-1,91%
-0,08%
0,29%
-1,10%
-1,09%
-1,34%
0,65%
1,86%
-0,72%
0,11%
0,29%
0,59%
0,42%
-0,53%
-0,48%
-0,32%
1,36%
2,18%
-0,08%
1,08%
0,99%
0,45%
0,43%
-1,13%
-1,14%
0,46%
0,69%
0,48%
-0,98%
-1,70%
-0,85%
0,84%
0,16%
-0,26%
1,22%
0,08%
0,36%
0,66%
1,24%
0,85%
0,25%
1,34%
-0,61%
-1,11%
1,76%
-0,24%
-1,00%
0,79%
0,42%
0,39%
-0,54%
-0,02%
0,95%
0,99%
0,00%
-0,41%
0,65%
-0,29%
-0,17%
0,00%
0,63%
0,98%
0,71%
-0,33%
0,00%
0,17%
0,05%
-0,42%
-0,38%
-1,76%
-0,19%
-1,98%
-0,89%
-0,40%
-7,20%
-2,18%
-1,40%
0,17%
2,34%
1,58%
-0,43%
0,48%
-0,05%
-2,09%
-1,18%
1,19%
-0,38%
-0,83%
-0,69%
-0,06%
0,28%
0,22%
-1,81%
-1,53%
-0,37%
-1,07%
0,29%
-0,61%
-0,03%
-0,06%
0,06%
-0,91%
-0,95%
-3,04%
-2,40%
0,91%
0,03%
-0,66%
0,47%
0,28%
1,37%
0,92%
0,88%
0,76%
0,09%
-0,27%
4,12%
1,41%
-0,48%
-0,71%
-0,63%
2,12%
3,35%
3,13%
0,11%
1,81%
0,03%
-0,08%
-1,46%
-1,96%
0,68%
-1,10%
-0,79%
1,53%
2,29%
1,16%
0,60%
0,78%
-1,23%
-3,31%
0,22%
1,99%
0,69%
-0,08%
0,37%
-2,92%
-1,80%
1,56%
1,73%
1,30%
-0,34%
0,16%
-1,86%
-0,13%
-0,64%
-0,11%
1,43%
0,45%
-1,96%
0,70%
-1,07%
-0,19%
-0,41%
-0,30%
0,25%
0,60%
-0,22%
-0,65%
-1,37%
1,11%
2,11%
0,54%
2,56%
-0,75%
0,81%
-4,01%
-1,11%
0,47%
-0,90%
0,52%
0,08%
-1,12%
0,17%
0,86%
0,30%
0,76%
-0,14%
0,76%
0,27%
0,11%
-0,56%
0,43%
-0,91%
-0,79%
-0,33%
0,47%
1,20%
-0,13%
-0,03%
0,78%
0,62%
4,61%
0,25%
0,43%
0,51%
1,03%
-0,10%
-0,02%
-0,40%
0,45%
0,92%
0,52%
-0,84%
-0,52%
-0,07%
0,90%
0,54%
-0,29%
0,07%
1,08%
1,10%
0,53%
1,73%
2,12%
-0,48%
1,44%
-0,50%
-0,05%
-0,21%
-0,16%
-0,53%
-0,97%
0,02%
-0,26%
-1,22%
-0,24%
0,95%
0,47%
0,52%
0,44%
0,81%
1,91%
-0,36%
0,64%
-0,59%
6,68%
2,79%
-0,27%
1,33%
1,00%
-0,32%
-0,16%
0,41%
0,24%
-0,06%
0,16%
-1,98%
-0,29%
0,06%
0,02%
-0,91%
1,75%
-0,23%
0,31%
-0,80%
-0,97%
0,44%
0,27%
0,21%
0,79%
0,55%
0,00%
0,20%
-0,39%
1,33%
1,29%
-0,04%
1,33%
1,06%
0,39%
0,62%
-0,25%
0,54%
-0,23%
0,33%
-0,81%
0,68%
0,65%
-0,88%
-0,60%
-0,25%
-1,51%
-2,27%
-1,15%
-1,63%
0,31%
1,01%
0,68%
0,45%
0,38%
-1,03%
1,77%
2,72%
0,88%
1,58%
0,04%
-0,86%
-0,54%
0,04%
0,75%
1,72%
0,51%
1,52%
1,31%
0,55%
0,02%
0,60%
0,81%
0,27%
0,98%
1,34%
0,43%
-14,51%
-3,56%
3,78%
-0,69%
0,04%
-0,51%
-0,31%
0,53%
0,69%
-2,84%
3,24%
2,53%
-1,97%
-2,50%
1,59%
-1,24%
-2,22%
-1,28%
-0,32%
0,62%
-0,28%
-1,66%
-1,30%
0,13%
-0,66%
0,20%
0,95%
3,08%
0,51%
-0,13%
-1,16%
0,77%
1,65%
1,71%
-0,04%
2,50%
-0,26%
0,12%
0,42%
0,36%
0,93%
-8,09%
-0,77%
1,29%
-0,32%
-0,53%
0,84%
-2,22%
-0,44%
-2,30%
2,02%
-1,23%
0,04%
-1,78%
-1,15%
0,00%
0,00%
-1,03%
0,35%
0,23%
0,69%
1,83%
-0,22%
1,80%
1,79%
0,26%
-0,71%
-0,22%
0,55%
0,22%
1,08%
1,50%
1,58%
1,46%
0,20%
0,61%
1,02%
1,11%
1,57%
0,22%
-0,49%
-2,10%
-0,46%
-5,24%
-0,36%
2,11%
0,38%
-1,63%
0,06%
1,31%
0,36%
1,58%
0,31%
-0,61%
2,38%
2,39%
2,94%
-0,97%
1,79%
1,46%
2,07%
0,20%
1,06%
1,51%
2,43%
1,18%
3,61%
-2,30%
1,69%
0,50%
-0,08%
0,40%
1,40%
-2,52%
0,27%
-0,78%
2,37%
-2,93%
-3,38%
-1,77%
2,33%
2,09%
-1,96%
0,96%
1,03%
0,94%
-0,08%
0,68%
-0,99%
1,68%
0,45%
2,37%
1,86%
-1,03%
2,09%
2,54%
0,68%
1,34%
0,45%
0,33%
1,42%
1,25%
0,95%
2,80%
-0,39%
0,93%
1,63%
1,36%
2,77%
3,36%
2,00%
6,68%
-4,57%
-0,61%
4,42%
-0,45%
-1,33%
-2,14%
-2,29%
2,91%
1,28%
-0,31%
-2,53%
-2,65%
4,32%
-1,22%
-0,37%
-0,37%
-0,07%
0,20%
-0,04%
-2,27%
0,51%
3,05%
-1,05%
-1,57%
-0,18%
-0,49%
-0,39%
-3,96%
-2,06%
-1,51%
-3,64%
-2,58%
8,31%
4,41%
-5,72%
3,16%
1,94%
-0,56%
1,32%
-0,08%
0,96%
0,66%
1,26%
1,10%
2,94%
1,20%
-0,11%

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=319346&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]

0 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=319346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=319346&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	0 seconds
R Server	Big Analytics Cloud Computing Center

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; 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