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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 11 Dec 2008 10:43:19 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1229017465clclbgmii01l3el.htm/, Retrieved Fri, 17 May 2024 06:17:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32393, Retrieved Fri, 17 May 2024 06:17:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [autocorrelatie autos] [2008-12-11 17:43:19] [9e8e8f1cf6738240aaa61f66e2e3fd45] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104.89
105.15
105.24
105.57
105.62
106.17
106.27
106.41
106.94
107.16
107.32
107.32
107.35
107.55
107.87
108.37
108.38
107.92
108.03
108.14
108.3
108.64
108.66
109.04
109.03
109.03
109.54
109.75
109.83
109.65
109.82
109.95
110.12
110.15
110.21
109.99
110.14
110.14
110.81
110.97
110.99
109.73
109.81
110.02
110.18
110.21
110.25
110.36
110.51
110.6
110.95
111.18
111.19
111.69
111.7
111.83
111.77
111.73
112.01
111.86
112.04

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32393&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32393&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32393&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8538325.97680
20.7235265.06473e-06
30.5803454.06248.7e-05
40.4754623.32820.000832
50.3800632.66040.005259
60.3089672.16280.017733
70.2381031.66670.050975
80.1650691.15550.126749
90.0997850.69850.244086
100.02530.17710.430079
11-0.049851-0.3490.364308
12-0.138157-0.96710.169122
13-0.11526-0.80680.211834
14-0.085194-0.59640.276841
15-0.063322-0.44330.329766
16-0.06391-0.44740.32829
17-0.080413-0.56290.288038
18-0.11618-0.81330.210002
19-0.129114-0.90380.185263
20-0.14393-1.00750.15932
21-0.141805-0.99260.162883
22-0.134701-0.94290.175177
23-0.137907-0.96530.169556
24-0.119643-0.83750.203189
25-0.172733-1.20910.116207
26-0.228967-1.60280.057707
27-0.272765-1.90940.03104
28-0.305941-2.14160.018612
29-0.330622-2.31440.012441
30-0.31137-2.17960.017062
31-0.302431-2.1170.01968
32-0.283823-1.98680.026278
33-0.273172-1.91220.030853
34-0.246457-1.72520.045397
35-0.219474-1.53630.065447
36-0.208064-1.45640.075824

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.853832 & 5.9768 & 0 \tabularnewline
2 & 0.723526 & 5.0647 & 3e-06 \tabularnewline
3 & 0.580345 & 4.0624 & 8.7e-05 \tabularnewline
4 & 0.475462 & 3.3282 & 0.000832 \tabularnewline
5 & 0.380063 & 2.6604 & 0.005259 \tabularnewline
6 & 0.308967 & 2.1628 & 0.017733 \tabularnewline
7 & 0.238103 & 1.6667 & 0.050975 \tabularnewline
8 & 0.165069 & 1.1555 & 0.126749 \tabularnewline
9 & 0.099785 & 0.6985 & 0.244086 \tabularnewline
10 & 0.0253 & 0.1771 & 0.430079 \tabularnewline
11 & -0.049851 & -0.349 & 0.364308 \tabularnewline
12 & -0.138157 & -0.9671 & 0.169122 \tabularnewline
13 & -0.11526 & -0.8068 & 0.211834 \tabularnewline
14 & -0.085194 & -0.5964 & 0.276841 \tabularnewline
15 & -0.063322 & -0.4433 & 0.329766 \tabularnewline
16 & -0.06391 & -0.4474 & 0.32829 \tabularnewline
17 & -0.080413 & -0.5629 & 0.288038 \tabularnewline
18 & -0.11618 & -0.8133 & 0.210002 \tabularnewline
19 & -0.129114 & -0.9038 & 0.185263 \tabularnewline
20 & -0.14393 & -1.0075 & 0.15932 \tabularnewline
21 & -0.141805 & -0.9926 & 0.162883 \tabularnewline
22 & -0.134701 & -0.9429 & 0.175177 \tabularnewline
23 & -0.137907 & -0.9653 & 0.169556 \tabularnewline
24 & -0.119643 & -0.8375 & 0.203189 \tabularnewline
25 & -0.172733 & -1.2091 & 0.116207 \tabularnewline
26 & -0.228967 & -1.6028 & 0.057707 \tabularnewline
27 & -0.272765 & -1.9094 & 0.03104 \tabularnewline
28 & -0.305941 & -2.1416 & 0.018612 \tabularnewline
29 & -0.330622 & -2.3144 & 0.012441 \tabularnewline
30 & -0.31137 & -2.1796 & 0.017062 \tabularnewline
31 & -0.302431 & -2.117 & 0.01968 \tabularnewline
32 & -0.283823 & -1.9868 & 0.026278 \tabularnewline
33 & -0.273172 & -1.9122 & 0.030853 \tabularnewline
34 & -0.246457 & -1.7252 & 0.045397 \tabularnewline
35 & -0.219474 & -1.5363 & 0.065447 \tabularnewline
36 & -0.208064 & -1.4564 & 0.075824 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32393&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]0.853832[/C][C]5.9768[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.723526[/C][C]5.0647[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.580345[/C][C]4.0624[/C][C]8.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.475462[/C][C]3.3282[/C][C]0.000832[/C][/ROW]
[ROW][C]5[/C][C]0.380063[/C][C]2.6604[/C][C]0.005259[/C][/ROW]
[ROW][C]6[/C][C]0.308967[/C][C]2.1628[/C][C]0.017733[/C][/ROW]
[ROW][C]7[/C][C]0.238103[/C][C]1.6667[/C][C]0.050975[/C][/ROW]
[ROW][C]8[/C][C]0.165069[/C][C]1.1555[/C][C]0.126749[/C][/ROW]
[ROW][C]9[/C][C]0.099785[/C][C]0.6985[/C][C]0.244086[/C][/ROW]
[ROW][C]10[/C][C]0.0253[/C][C]0.1771[/C][C]0.430079[/C][/ROW]
[ROW][C]11[/C][C]-0.049851[/C][C]-0.349[/C][C]0.364308[/C][/ROW]
[ROW][C]12[/C][C]-0.138157[/C][C]-0.9671[/C][C]0.169122[/C][/ROW]
[ROW][C]13[/C][C]-0.11526[/C][C]-0.8068[/C][C]0.211834[/C][/ROW]
[ROW][C]14[/C][C]-0.085194[/C][C]-0.5964[/C][C]0.276841[/C][/ROW]
[ROW][C]15[/C][C]-0.063322[/C][C]-0.4433[/C][C]0.329766[/C][/ROW]
[ROW][C]16[/C][C]-0.06391[/C][C]-0.4474[/C][C]0.32829[/C][/ROW]
[ROW][C]17[/C][C]-0.080413[/C][C]-0.5629[/C][C]0.288038[/C][/ROW]
[ROW][C]18[/C][C]-0.11618[/C][C]-0.8133[/C][C]0.210002[/C][/ROW]
[ROW][C]19[/C][C]-0.129114[/C][C]-0.9038[/C][C]0.185263[/C][/ROW]
[ROW][C]20[/C][C]-0.14393[/C][C]-1.0075[/C][C]0.15932[/C][/ROW]
[ROW][C]21[/C][C]-0.141805[/C][C]-0.9926[/C][C]0.162883[/C][/ROW]
[ROW][C]22[/C][C]-0.134701[/C][C]-0.9429[/C][C]0.175177[/C][/ROW]
[ROW][C]23[/C][C]-0.137907[/C][C]-0.9653[/C][C]0.169556[/C][/ROW]
[ROW][C]24[/C][C]-0.119643[/C][C]-0.8375[/C][C]0.203189[/C][/ROW]
[ROW][C]25[/C][C]-0.172733[/C][C]-1.2091[/C][C]0.116207[/C][/ROW]
[ROW][C]26[/C][C]-0.228967[/C][C]-1.6028[/C][C]0.057707[/C][/ROW]
[ROW][C]27[/C][C]-0.272765[/C][C]-1.9094[/C][C]0.03104[/C][/ROW]
[ROW][C]28[/C][C]-0.305941[/C][C]-2.1416[/C][C]0.018612[/C][/ROW]
[ROW][C]29[/C][C]-0.330622[/C][C]-2.3144[/C][C]0.012441[/C][/ROW]
[ROW][C]30[/C][C]-0.31137[/C][C]-2.1796[/C][C]0.017062[/C][/ROW]
[ROW][C]31[/C][C]-0.302431[/C][C]-2.117[/C][C]0.01968[/C][/ROW]
[ROW][C]32[/C][C]-0.283823[/C][C]-1.9868[/C][C]0.026278[/C][/ROW]
[ROW][C]33[/C][C]-0.273172[/C][C]-1.9122[/C][C]0.030853[/C][/ROW]
[ROW][C]34[/C][C]-0.246457[/C][C]-1.7252[/C][C]0.045397[/C][/ROW]
[ROW][C]35[/C][C]-0.219474[/C][C]-1.5363[/C][C]0.065447[/C][/ROW]
[ROW][C]36[/C][C]-0.208064[/C][C]-1.4564[/C][C]0.075824[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32393&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32393&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8538325.97680
20.7235265.06473e-06
30.5803454.06248.7e-05
40.4754623.32820.000832
50.3800632.66040.005259
60.3089672.16280.017733
70.2381031.66670.050975
80.1650691.15550.126749
90.0997850.69850.244086
100.02530.17710.430079
11-0.049851-0.3490.364308
12-0.138157-0.96710.169122
13-0.11526-0.80680.211834
14-0.085194-0.59640.276841
15-0.063322-0.44330.329766
16-0.06391-0.44740.32829
17-0.080413-0.56290.288038
18-0.11618-0.81330.210002
19-0.129114-0.90380.185263
20-0.14393-1.00750.15932
21-0.141805-0.99260.162883
22-0.134701-0.94290.175177
23-0.137907-0.96530.169556
24-0.119643-0.83750.203189
25-0.172733-1.20910.116207
26-0.228967-1.60280.057707
27-0.272765-1.90940.03104
28-0.305941-2.14160.018612
29-0.330622-2.31440.012441
30-0.31137-2.17960.017062
31-0.302431-2.1170.01968
32-0.283823-1.98680.026278
33-0.273172-1.91220.030853
34-0.246457-1.72520.045397
35-0.219474-1.53630.065447
36-0.208064-1.45640.075824






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8538325.97680
2-0.020312-0.14220.443759
3-0.120468-0.84330.201586
40.0484140.33890.368068
5-0.023442-0.16410.435165
60.0114390.08010.468252
7-0.04112-0.28780.38734
8-0.068608-0.48030.316592
9-0.0199-0.13930.444893
10-0.089245-0.62470.267529
11-0.079639-0.55750.28987
12-0.122118-0.85480.198405
130.3227872.25950.014167
140.040240.28170.389689
15-0.111255-0.77880.219925
16-0.041261-0.28880.386966
17-0.060333-0.42230.337316
18-0.069638-0.48750.31405
190.04090.28630.387929
20-0.05992-0.41940.338365
210.0280270.19620.422637
220.0002450.00170.49932
23-0.111364-0.77950.219703
240.024310.17020.43279
25-0.155421-1.08790.140971
26-0.061835-0.43280.333514
270.0062010.04340.482776
28-0.097281-0.6810.249549
29-0.075458-0.52820.29987
300.0718180.50270.308705
31-0.028339-0.19840.421788
32-0.011242-0.07870.468799
33-0.009648-0.06750.473215
340.0530460.37130.355998
35-0.027653-0.19360.423656
36-0.047515-0.33260.370425

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.853832 & 5.9768 & 0 \tabularnewline
2 & -0.020312 & -0.1422 & 0.443759 \tabularnewline
3 & -0.120468 & -0.8433 & 0.201586 \tabularnewline
4 & 0.048414 & 0.3389 & 0.368068 \tabularnewline
5 & -0.023442 & -0.1641 & 0.435165 \tabularnewline
6 & 0.011439 & 0.0801 & 0.468252 \tabularnewline
7 & -0.04112 & -0.2878 & 0.38734 \tabularnewline
8 & -0.068608 & -0.4803 & 0.316592 \tabularnewline
9 & -0.0199 & -0.1393 & 0.444893 \tabularnewline
10 & -0.089245 & -0.6247 & 0.267529 \tabularnewline
11 & -0.079639 & -0.5575 & 0.28987 \tabularnewline
12 & -0.122118 & -0.8548 & 0.198405 \tabularnewline
13 & 0.322787 & 2.2595 & 0.014167 \tabularnewline
14 & 0.04024 & 0.2817 & 0.389689 \tabularnewline
15 & -0.111255 & -0.7788 & 0.219925 \tabularnewline
16 & -0.041261 & -0.2888 & 0.386966 \tabularnewline
17 & -0.060333 & -0.4223 & 0.337316 \tabularnewline
18 & -0.069638 & -0.4875 & 0.31405 \tabularnewline
19 & 0.0409 & 0.2863 & 0.387929 \tabularnewline
20 & -0.05992 & -0.4194 & 0.338365 \tabularnewline
21 & 0.028027 & 0.1962 & 0.422637 \tabularnewline
22 & 0.000245 & 0.0017 & 0.49932 \tabularnewline
23 & -0.111364 & -0.7795 & 0.219703 \tabularnewline
24 & 0.02431 & 0.1702 & 0.43279 \tabularnewline
25 & -0.155421 & -1.0879 & 0.140971 \tabularnewline
26 & -0.061835 & -0.4328 & 0.333514 \tabularnewline
27 & 0.006201 & 0.0434 & 0.482776 \tabularnewline
28 & -0.097281 & -0.681 & 0.249549 \tabularnewline
29 & -0.075458 & -0.5282 & 0.29987 \tabularnewline
30 & 0.071818 & 0.5027 & 0.308705 \tabularnewline
31 & -0.028339 & -0.1984 & 0.421788 \tabularnewline
32 & -0.011242 & -0.0787 & 0.468799 \tabularnewline
33 & -0.009648 & -0.0675 & 0.473215 \tabularnewline
34 & 0.053046 & 0.3713 & 0.355998 \tabularnewline
35 & -0.027653 & -0.1936 & 0.423656 \tabularnewline
36 & -0.047515 & -0.3326 & 0.370425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32393&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]0.853832[/C][C]5.9768[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.020312[/C][C]-0.1422[/C][C]0.443759[/C][/ROW]
[ROW][C]3[/C][C]-0.120468[/C][C]-0.8433[/C][C]0.201586[/C][/ROW]
[ROW][C]4[/C][C]0.048414[/C][C]0.3389[/C][C]0.368068[/C][/ROW]
[ROW][C]5[/C][C]-0.023442[/C][C]-0.1641[/C][C]0.435165[/C][/ROW]
[ROW][C]6[/C][C]0.011439[/C][C]0.0801[/C][C]0.468252[/C][/ROW]
[ROW][C]7[/C][C]-0.04112[/C][C]-0.2878[/C][C]0.38734[/C][/ROW]
[ROW][C]8[/C][C]-0.068608[/C][C]-0.4803[/C][C]0.316592[/C][/ROW]
[ROW][C]9[/C][C]-0.0199[/C][C]-0.1393[/C][C]0.444893[/C][/ROW]
[ROW][C]10[/C][C]-0.089245[/C][C]-0.6247[/C][C]0.267529[/C][/ROW]
[ROW][C]11[/C][C]-0.079639[/C][C]-0.5575[/C][C]0.28987[/C][/ROW]
[ROW][C]12[/C][C]-0.122118[/C][C]-0.8548[/C][C]0.198405[/C][/ROW]
[ROW][C]13[/C][C]0.322787[/C][C]2.2595[/C][C]0.014167[/C][/ROW]
[ROW][C]14[/C][C]0.04024[/C][C]0.2817[/C][C]0.389689[/C][/ROW]
[ROW][C]15[/C][C]-0.111255[/C][C]-0.7788[/C][C]0.219925[/C][/ROW]
[ROW][C]16[/C][C]-0.041261[/C][C]-0.2888[/C][C]0.386966[/C][/ROW]
[ROW][C]17[/C][C]-0.060333[/C][C]-0.4223[/C][C]0.337316[/C][/ROW]
[ROW][C]18[/C][C]-0.069638[/C][C]-0.4875[/C][C]0.31405[/C][/ROW]
[ROW][C]19[/C][C]0.0409[/C][C]0.2863[/C][C]0.387929[/C][/ROW]
[ROW][C]20[/C][C]-0.05992[/C][C]-0.4194[/C][C]0.338365[/C][/ROW]
[ROW][C]21[/C][C]0.028027[/C][C]0.1962[/C][C]0.422637[/C][/ROW]
[ROW][C]22[/C][C]0.000245[/C][C]0.0017[/C][C]0.49932[/C][/ROW]
[ROW][C]23[/C][C]-0.111364[/C][C]-0.7795[/C][C]0.219703[/C][/ROW]
[ROW][C]24[/C][C]0.02431[/C][C]0.1702[/C][C]0.43279[/C][/ROW]
[ROW][C]25[/C][C]-0.155421[/C][C]-1.0879[/C][C]0.140971[/C][/ROW]
[ROW][C]26[/C][C]-0.061835[/C][C]-0.4328[/C][C]0.333514[/C][/ROW]
[ROW][C]27[/C][C]0.006201[/C][C]0.0434[/C][C]0.482776[/C][/ROW]
[ROW][C]28[/C][C]-0.097281[/C][C]-0.681[/C][C]0.249549[/C][/ROW]
[ROW][C]29[/C][C]-0.075458[/C][C]-0.5282[/C][C]0.29987[/C][/ROW]
[ROW][C]30[/C][C]0.071818[/C][C]0.5027[/C][C]0.308705[/C][/ROW]
[ROW][C]31[/C][C]-0.028339[/C][C]-0.1984[/C][C]0.421788[/C][/ROW]
[ROW][C]32[/C][C]-0.011242[/C][C]-0.0787[/C][C]0.468799[/C][/ROW]
[ROW][C]33[/C][C]-0.009648[/C][C]-0.0675[/C][C]0.473215[/C][/ROW]
[ROW][C]34[/C][C]0.053046[/C][C]0.3713[/C][C]0.355998[/C][/ROW]
[ROW][C]35[/C][C]-0.027653[/C][C]-0.1936[/C][C]0.423656[/C][/ROW]
[ROW][C]36[/C][C]-0.047515[/C][C]-0.3326[/C][C]0.370425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32393&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32393&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8538325.97680
2-0.020312-0.14220.443759
3-0.120468-0.84330.201586
40.0484140.33890.368068
5-0.023442-0.16410.435165
60.0114390.08010.468252
7-0.04112-0.28780.38734
8-0.068608-0.48030.316592
9-0.0199-0.13930.444893
10-0.089245-0.62470.267529
11-0.079639-0.55750.28987
12-0.122118-0.85480.198405
130.3227872.25950.014167
140.040240.28170.389689
15-0.111255-0.77880.219925
16-0.041261-0.28880.386966
17-0.060333-0.42230.337316
18-0.069638-0.48750.31405
190.04090.28630.387929
20-0.05992-0.41940.338365
210.0280270.19620.422637
220.0002450.00170.49932
23-0.111364-0.77950.219703
240.024310.17020.43279
25-0.155421-1.08790.140971
26-0.061835-0.43280.333514
270.0062010.04340.482776
28-0.097281-0.6810.249549
29-0.075458-0.52820.29987
300.0718180.50270.308705
31-0.028339-0.19840.421788
32-0.011242-0.07870.468799
33-0.009648-0.06750.473215
340.0530460.37130.355998
35-0.027653-0.19360.423656
36-0.047515-0.33260.370425


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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')