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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 computationMon, 23 Nov 2009 14:18:37 -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/2009/Nov/23/t1259011175cboxu4xl2tj9z11.htm/, Retrieved Mon, 29 Apr 2024 07:04:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58912, Retrieved Mon, 29 Apr 2024 07:04:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact241

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMPD        [(Partial) Autocorrelation Function] [Autocorrelatie mo...] [2009-11-23 21:04:43] [0df1a6455bedfaf424729b1e006090d0]
-   PD            [(Partial) Autocorrelation Function] [Autocorrelatie mo...] [2009-11-23 21:18:37] [e339dd08bcbfc073ac7494f09a949034] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
25.6
23.7
22
21.3
20.7
20.4
20.3
20.4
19.8
19.5
23.1
23.5
23.5
22.9
21.9
21.5
20.5
20.2
19.4
19.2
18.8
18.8
22.6
23.3
23
21.4
19.9
18.8
18.6
18.4
18.6
19.9
19.2
18.4
21.1
20.5
19.1
18.1
17
17.1
17.4
16.8
15.3
14.3
13.4
15.3
22.1
23.7
22.2
19.5
16.6
17.3
19.8
21.2
21.5
20.6
19.1
19.6
23.5
24

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'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=58912&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=58912&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58912&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2936431.71220.047982
2-0.052933-0.30870.379735
3-0.432249-2.52040.008291
4-0.496611-2.89570.003284
5-0.279371-1.6290.056273
60.010340.06030.476137
70.3563742.0780.022665
80.4062482.36880.011834
90.3124631.8220.038634
10-0.104304-0.60820.273552
11-0.219999-1.28280.104119
12-0.499056-2.910.003167
13-0.157689-0.91950.182162
140.0825450.48130.316689
150.291841.70170.04897
160.1640730.95670.172736
170.0755450.44050.331182
180.0477260.27830.391239
19-0.171718-1.00130.161882
20-0.079942-0.46610.322046
21-0.150253-0.87610.193557
220.0367070.2140.415898
230.052820.3080.379984
240.1046690.61030.272854
250.0723660.4220.337855
260.0423210.24680.403284
27-0.094983-0.55380.291656
28-0.039066-0.22780.410586
29-0.006338-0.0370.485368
30-0.103685-0.60460.274734
310.0253390.14780.441706
32-0.017227-0.10050.460288
330.0304050.17730.430166
34NANANA
35NANANA
36NANANA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.293643 & 1.7122 & 0.047982 \tabularnewline
2 & -0.052933 & -0.3087 & 0.379735 \tabularnewline
3 & -0.432249 & -2.5204 & 0.008291 \tabularnewline
4 & -0.496611 & -2.8957 & 0.003284 \tabularnewline
5 & -0.279371 & -1.629 & 0.056273 \tabularnewline
6 & 0.01034 & 0.0603 & 0.476137 \tabularnewline
7 & 0.356374 & 2.078 & 0.022665 \tabularnewline
8 & 0.406248 & 2.3688 & 0.011834 \tabularnewline
9 & 0.312463 & 1.822 & 0.038634 \tabularnewline
10 & -0.104304 & -0.6082 & 0.273552 \tabularnewline
11 & -0.219999 & -1.2828 & 0.104119 \tabularnewline
12 & -0.499056 & -2.91 & 0.003167 \tabularnewline
13 & -0.157689 & -0.9195 & 0.182162 \tabularnewline
14 & 0.082545 & 0.4813 & 0.316689 \tabularnewline
15 & 0.29184 & 1.7017 & 0.04897 \tabularnewline
16 & 0.164073 & 0.9567 & 0.172736 \tabularnewline
17 & 0.075545 & 0.4405 & 0.331182 \tabularnewline
18 & 0.047726 & 0.2783 & 0.391239 \tabularnewline
19 & -0.171718 & -1.0013 & 0.161882 \tabularnewline
20 & -0.079942 & -0.4661 & 0.322046 \tabularnewline
21 & -0.150253 & -0.8761 & 0.193557 \tabularnewline
22 & 0.036707 & 0.214 & 0.415898 \tabularnewline
23 & 0.05282 & 0.308 & 0.379984 \tabularnewline
24 & 0.104669 & 0.6103 & 0.272854 \tabularnewline
25 & 0.072366 & 0.422 & 0.337855 \tabularnewline
26 & 0.042321 & 0.2468 & 0.403284 \tabularnewline
27 & -0.094983 & -0.5538 & 0.291656 \tabularnewline
28 & -0.039066 & -0.2278 & 0.410586 \tabularnewline
29 & -0.006338 & -0.037 & 0.485368 \tabularnewline
30 & -0.103685 & -0.6046 & 0.274734 \tabularnewline
31 & 0.025339 & 0.1478 & 0.441706 \tabularnewline
32 & -0.017227 & -0.1005 & 0.460288 \tabularnewline
33 & 0.030405 & 0.1773 & 0.430166 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58912&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]0.293643[/C][C]1.7122[/C][C]0.047982[/C][/ROW]
[ROW][C]2[/C][C]-0.052933[/C][C]-0.3087[/C][C]0.379735[/C][/ROW]
[ROW][C]3[/C][C]-0.432249[/C][C]-2.5204[/C][C]0.008291[/C][/ROW]
[ROW][C]4[/C][C]-0.496611[/C][C]-2.8957[/C][C]0.003284[/C][/ROW]
[ROW][C]5[/C][C]-0.279371[/C][C]-1.629[/C][C]0.056273[/C][/ROW]
[ROW][C]6[/C][C]0.01034[/C][C]0.0603[/C][C]0.476137[/C][/ROW]
[ROW][C]7[/C][C]0.356374[/C][C]2.078[/C][C]0.022665[/C][/ROW]
[ROW][C]8[/C][C]0.406248[/C][C]2.3688[/C][C]0.011834[/C][/ROW]
[ROW][C]9[/C][C]0.312463[/C][C]1.822[/C][C]0.038634[/C][/ROW]
[ROW][C]10[/C][C]-0.104304[/C][C]-0.6082[/C][C]0.273552[/C][/ROW]
[ROW][C]11[/C][C]-0.219999[/C][C]-1.2828[/C][C]0.104119[/C][/ROW]
[ROW][C]12[/C][C]-0.499056[/C][C]-2.91[/C][C]0.003167[/C][/ROW]
[ROW][C]13[/C][C]-0.157689[/C][C]-0.9195[/C][C]0.182162[/C][/ROW]
[ROW][C]14[/C][C]0.082545[/C][C]0.4813[/C][C]0.316689[/C][/ROW]
[ROW][C]15[/C][C]0.29184[/C][C]1.7017[/C][C]0.04897[/C][/ROW]
[ROW][C]16[/C][C]0.164073[/C][C]0.9567[/C][C]0.172736[/C][/ROW]
[ROW][C]17[/C][C]0.075545[/C][C]0.4405[/C][C]0.331182[/C][/ROW]
[ROW][C]18[/C][C]0.047726[/C][C]0.2783[/C][C]0.391239[/C][/ROW]
[ROW][C]19[/C][C]-0.171718[/C][C]-1.0013[/C][C]0.161882[/C][/ROW]
[ROW][C]20[/C][C]-0.079942[/C][C]-0.4661[/C][C]0.322046[/C][/ROW]
[ROW][C]21[/C][C]-0.150253[/C][C]-0.8761[/C][C]0.193557[/C][/ROW]
[ROW][C]22[/C][C]0.036707[/C][C]0.214[/C][C]0.415898[/C][/ROW]
[ROW][C]23[/C][C]0.05282[/C][C]0.308[/C][C]0.379984[/C][/ROW]
[ROW][C]24[/C][C]0.104669[/C][C]0.6103[/C][C]0.272854[/C][/ROW]
[ROW][C]25[/C][C]0.072366[/C][C]0.422[/C][C]0.337855[/C][/ROW]
[ROW][C]26[/C][C]0.042321[/C][C]0.2468[/C][C]0.403284[/C][/ROW]
[ROW][C]27[/C][C]-0.094983[/C][C]-0.5538[/C][C]0.291656[/C][/ROW]
[ROW][C]28[/C][C]-0.039066[/C][C]-0.2278[/C][C]0.410586[/C][/ROW]
[ROW][C]29[/C][C]-0.006338[/C][C]-0.037[/C][C]0.485368[/C][/ROW]
[ROW][C]30[/C][C]-0.103685[/C][C]-0.6046[/C][C]0.274734[/C][/ROW]
[ROW][C]31[/C][C]0.025339[/C][C]0.1478[/C][C]0.441706[/C][/ROW]
[ROW][C]32[/C][C]-0.017227[/C][C]-0.1005[/C][C]0.460288[/C][/ROW]
[ROW][C]33[/C][C]0.030405[/C][C]0.1773[/C][C]0.430166[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58912&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58912&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
10.2936431.71220.047982
2-0.052933-0.30870.379735
3-0.432249-2.52040.008291
4-0.496611-2.89570.003284
5-0.279371-1.6290.056273
60.010340.06030.476137
70.3563742.0780.022665
80.4062482.36880.011834
90.3124631.8220.038634
10-0.104304-0.60820.273552
11-0.219999-1.28280.104119
12-0.499056-2.910.003167
13-0.157689-0.91950.182162
140.0825450.48130.316689
150.291841.70170.04897
160.1640730.95670.172736
170.0755450.44050.331182
180.0477260.27830.391239
19-0.171718-1.00130.161882
20-0.079942-0.46610.322046
21-0.150253-0.87610.193557
220.0367070.2140.415898
230.052820.3080.379984
240.1046690.61030.272854
250.0723660.4220.337855
260.0423210.24680.403284
27-0.094983-0.55380.291656
28-0.039066-0.22780.410586
29-0.006338-0.0370.485368
30-0.103685-0.60460.274734
310.0253390.14780.441706
32-0.017227-0.10050.460288
330.0304050.17730.430166
34NANANA
35NANANA
36NANANA






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2936431.71220.047982
2-0.152291-0.8880.190389
3-0.414101-2.41460.010641
4-0.347063-2.02370.025458
5-0.209189-1.21980.115473
6-0.175385-1.02270.156844
70.0429660.25050.401841
80.0533250.31090.378873
90.1520320.88650.190791
10-0.082117-0.47880.317566
110.1416970.82620.207218
12-0.264714-1.54350.065979
130.1292590.75370.228107
140.0077050.04490.482214
150.0241120.14060.444509
16-0.334386-1.94980.029744
17-0.002571-0.0150.494064
180.0938330.54710.29393
197.1e-054e-040.499836
200.0909470.53030.299673
210.013650.07960.468514
22-0.034945-0.20380.419878
230.0568190.33130.371222
24-0.047398-0.27640.391967
250.0961610.56070.289335
260.0204820.11940.452818
27-0.093709-0.54640.294175
28-0.041066-0.23950.406095
290.0068140.03970.48427
30-0.02435-0.1420.443965
310.0197530.11520.454491
32-0.042223-0.24620.403504
33-0.177473-1.03480.154026
34NANANA
35NANANA
36NANANA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.293643 & 1.7122 & 0.047982 \tabularnewline
2 & -0.152291 & -0.888 & 0.190389 \tabularnewline
3 & -0.414101 & -2.4146 & 0.010641 \tabularnewline
4 & -0.347063 & -2.0237 & 0.025458 \tabularnewline
5 & -0.209189 & -1.2198 & 0.115473 \tabularnewline
6 & -0.175385 & -1.0227 & 0.156844 \tabularnewline
7 & 0.042966 & 0.2505 & 0.401841 \tabularnewline
8 & 0.053325 & 0.3109 & 0.378873 \tabularnewline
9 & 0.152032 & 0.8865 & 0.190791 \tabularnewline
10 & -0.082117 & -0.4788 & 0.317566 \tabularnewline
11 & 0.141697 & 0.8262 & 0.207218 \tabularnewline
12 & -0.264714 & -1.5435 & 0.065979 \tabularnewline
13 & 0.129259 & 0.7537 & 0.228107 \tabularnewline
14 & 0.007705 & 0.0449 & 0.482214 \tabularnewline
15 & 0.024112 & 0.1406 & 0.444509 \tabularnewline
16 & -0.334386 & -1.9498 & 0.029744 \tabularnewline
17 & -0.002571 & -0.015 & 0.494064 \tabularnewline
18 & 0.093833 & 0.5471 & 0.29393 \tabularnewline
19 & 7.1e-05 & 4e-04 & 0.499836 \tabularnewline
20 & 0.090947 & 0.5303 & 0.299673 \tabularnewline
21 & 0.01365 & 0.0796 & 0.468514 \tabularnewline
22 & -0.034945 & -0.2038 & 0.419878 \tabularnewline
23 & 0.056819 & 0.3313 & 0.371222 \tabularnewline
24 & -0.047398 & -0.2764 & 0.391967 \tabularnewline
25 & 0.096161 & 0.5607 & 0.289335 \tabularnewline
26 & 0.020482 & 0.1194 & 0.452818 \tabularnewline
27 & -0.093709 & -0.5464 & 0.294175 \tabularnewline
28 & -0.041066 & -0.2395 & 0.406095 \tabularnewline
29 & 0.006814 & 0.0397 & 0.48427 \tabularnewline
30 & -0.02435 & -0.142 & 0.443965 \tabularnewline
31 & 0.019753 & 0.1152 & 0.454491 \tabularnewline
32 & -0.042223 & -0.2462 & 0.403504 \tabularnewline
33 & -0.177473 & -1.0348 & 0.154026 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58912&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]0.293643[/C][C]1.7122[/C][C]0.047982[/C][/ROW]
[ROW][C]2[/C][C]-0.152291[/C][C]-0.888[/C][C]0.190389[/C][/ROW]
[ROW][C]3[/C][C]-0.414101[/C][C]-2.4146[/C][C]0.010641[/C][/ROW]
[ROW][C]4[/C][C]-0.347063[/C][C]-2.0237[/C][C]0.025458[/C][/ROW]
[ROW][C]5[/C][C]-0.209189[/C][C]-1.2198[/C][C]0.115473[/C][/ROW]
[ROW][C]6[/C][C]-0.175385[/C][C]-1.0227[/C][C]0.156844[/C][/ROW]
[ROW][C]7[/C][C]0.042966[/C][C]0.2505[/C][C]0.401841[/C][/ROW]
[ROW][C]8[/C][C]0.053325[/C][C]0.3109[/C][C]0.378873[/C][/ROW]
[ROW][C]9[/C][C]0.152032[/C][C]0.8865[/C][C]0.190791[/C][/ROW]
[ROW][C]10[/C][C]-0.082117[/C][C]-0.4788[/C][C]0.317566[/C][/ROW]
[ROW][C]11[/C][C]0.141697[/C][C]0.8262[/C][C]0.207218[/C][/ROW]
[ROW][C]12[/C][C]-0.264714[/C][C]-1.5435[/C][C]0.065979[/C][/ROW]
[ROW][C]13[/C][C]0.129259[/C][C]0.7537[/C][C]0.228107[/C][/ROW]
[ROW][C]14[/C][C]0.007705[/C][C]0.0449[/C][C]0.482214[/C][/ROW]
[ROW][C]15[/C][C]0.024112[/C][C]0.1406[/C][C]0.444509[/C][/ROW]
[ROW][C]16[/C][C]-0.334386[/C][C]-1.9498[/C][C]0.029744[/C][/ROW]
[ROW][C]17[/C][C]-0.002571[/C][C]-0.015[/C][C]0.494064[/C][/ROW]
[ROW][C]18[/C][C]0.093833[/C][C]0.5471[/C][C]0.29393[/C][/ROW]
[ROW][C]19[/C][C]7.1e-05[/C][C]4e-04[/C][C]0.499836[/C][/ROW]
[ROW][C]20[/C][C]0.090947[/C][C]0.5303[/C][C]0.299673[/C][/ROW]
[ROW][C]21[/C][C]0.01365[/C][C]0.0796[/C][C]0.468514[/C][/ROW]
[ROW][C]22[/C][C]-0.034945[/C][C]-0.2038[/C][C]0.419878[/C][/ROW]
[ROW][C]23[/C][C]0.056819[/C][C]0.3313[/C][C]0.371222[/C][/ROW]
[ROW][C]24[/C][C]-0.047398[/C][C]-0.2764[/C][C]0.391967[/C][/ROW]
[ROW][C]25[/C][C]0.096161[/C][C]0.5607[/C][C]0.289335[/C][/ROW]
[ROW][C]26[/C][C]0.020482[/C][C]0.1194[/C][C]0.452818[/C][/ROW]
[ROW][C]27[/C][C]-0.093709[/C][C]-0.5464[/C][C]0.294175[/C][/ROW]
[ROW][C]28[/C][C]-0.041066[/C][C]-0.2395[/C][C]0.406095[/C][/ROW]
[ROW][C]29[/C][C]0.006814[/C][C]0.0397[/C][C]0.48427[/C][/ROW]
[ROW][C]30[/C][C]-0.02435[/C][C]-0.142[/C][C]0.443965[/C][/ROW]
[ROW][C]31[/C][C]0.019753[/C][C]0.1152[/C][C]0.454491[/C][/ROW]
[ROW][C]32[/C][C]-0.042223[/C][C]-0.2462[/C][C]0.403504[/C][/ROW]
[ROW][C]33[/C][C]-0.177473[/C][C]-1.0348[/C][C]0.154026[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58912&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58912&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
10.2936431.71220.047982
2-0.152291-0.8880.190389
3-0.414101-2.41460.010641
4-0.347063-2.02370.025458
5-0.209189-1.21980.115473
6-0.175385-1.02270.156844
70.0429660.25050.401841
80.0533250.31090.378873
90.1520320.88650.190791
10-0.082117-0.47880.317566
110.1416970.82620.207218
12-0.264714-1.54350.065979
130.1292590.75370.228107
140.0077050.04490.482214
150.0241120.14060.444509
16-0.334386-1.94980.029744
17-0.002571-0.0150.494064
180.0938330.54710.29393
197.1e-054e-040.499836
200.0909470.53030.299673
210.013650.07960.468514
22-0.034945-0.20380.419878
230.0568190.33130.371222
24-0.047398-0.27640.391967
250.0961610.56070.289335
260.0204820.11940.452818
27-0.093709-0.54640.294175
28-0.041066-0.23950.406095
290.0068140.03970.48427
30-0.02435-0.1420.443965
310.0197530.11520.454491
32-0.042223-0.24620.403504
33-0.177473-1.03480.154026
34NANANA
35NANANA
36NANANA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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')