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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 computationTue, 02 Dec 2008 11:19:45 -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/02/t1228242045gm5c52ng7inaet6.htm/, Retrieved Fri, 17 May 2024 02:02:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28209, Retrieved Fri, 17 May 2024 02:02:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsnon stationary time series vraag 8 voeding d en D = 1
Estimated Impact173

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Spectral Analysis] [spectral analysis] [2008-12-02 17:36:41] [415d0222c17b651a9576eaac006f530d]
- RMPD      [(Partial) Autocorrelation Function] [autocorrelatie] [2008-12-02 18:19:45] [bb7e3816cefc365f4d7adcd50784b783] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11.836
11.85
11.897
12.082
11.936
11.928
12.646
12.747
12.447
12.445
12.257
12.878
13.69
13.665
13.78
13.608
13.375
13.376
13.918
14.304
13.877
14.543
14.291
14.788
15.241
15.265
15.322
15.175
14.817
14.579
15.247
15.385
14.891
14.766
14.42
14.85
15.117
15.352
15.099
15.291
15.208
14.995
15.454
15.251
14.975
14.005
13.55
13.422
13.848
13.376
13.038
12.974
12.554
11.971
12.916
12.757
11.924
11.693
11.382
11.821

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=28209&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=28209&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28209&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
1-0.153726-1.05390.148659
20.2715481.86160.034457
3-0.054016-0.37030.356406
40.1554721.06590.145965
5-0.032552-0.22320.412188
6-0.187606-1.28620.102343
70.0279030.19130.42456
8-0.260763-1.78770.040137
90.0864560.59270.278106
10-0.194842-1.33580.094028
110.0598430.41030.341738
12-0.301725-2.06850.022058
130.0162840.11160.455793
14-0.002338-0.0160.493639
15-0.047055-0.32260.374217
160.05890.40380.344097
17-0.033816-0.23180.408839
180.2819441.93290.029643
190.0285750.19590.422767
200.1562791.07140.144732
21-0.065226-0.44720.328405
22-0.036686-0.25150.401258
230.1140710.7820.219059
24-0.259591-1.77970.040798
250.0163350.1120.455655
26-0.265951-1.82330.037313
270.1175720.8060.212142
28-0.145002-0.99410.162637
290.0394990.27080.393869
30-0.066324-0.45470.325711
31-0.058598-0.40170.344853
320.0157780.10820.457162
330.0107470.07370.47079
340.0244110.16740.433904
35-0.078693-0.53950.296047
360.1112240.76250.224783

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.153726 & -1.0539 & 0.148659 \tabularnewline
2 & 0.271548 & 1.8616 & 0.034457 \tabularnewline
3 & -0.054016 & -0.3703 & 0.356406 \tabularnewline
4 & 0.155472 & 1.0659 & 0.145965 \tabularnewline
5 & -0.032552 & -0.2232 & 0.412188 \tabularnewline
6 & -0.187606 & -1.2862 & 0.102343 \tabularnewline
7 & 0.027903 & 0.1913 & 0.42456 \tabularnewline
8 & -0.260763 & -1.7877 & 0.040137 \tabularnewline
9 & 0.086456 & 0.5927 & 0.278106 \tabularnewline
10 & -0.194842 & -1.3358 & 0.094028 \tabularnewline
11 & 0.059843 & 0.4103 & 0.341738 \tabularnewline
12 & -0.301725 & -2.0685 & 0.022058 \tabularnewline
13 & 0.016284 & 0.1116 & 0.455793 \tabularnewline
14 & -0.002338 & -0.016 & 0.493639 \tabularnewline
15 & -0.047055 & -0.3226 & 0.374217 \tabularnewline
16 & 0.0589 & 0.4038 & 0.344097 \tabularnewline
17 & -0.033816 & -0.2318 & 0.408839 \tabularnewline
18 & 0.281944 & 1.9329 & 0.029643 \tabularnewline
19 & 0.028575 & 0.1959 & 0.422767 \tabularnewline
20 & 0.156279 & 1.0714 & 0.144732 \tabularnewline
21 & -0.065226 & -0.4472 & 0.328405 \tabularnewline
22 & -0.036686 & -0.2515 & 0.401258 \tabularnewline
23 & 0.114071 & 0.782 & 0.219059 \tabularnewline
24 & -0.259591 & -1.7797 & 0.040798 \tabularnewline
25 & 0.016335 & 0.112 & 0.455655 \tabularnewline
26 & -0.265951 & -1.8233 & 0.037313 \tabularnewline
27 & 0.117572 & 0.806 & 0.212142 \tabularnewline
28 & -0.145002 & -0.9941 & 0.162637 \tabularnewline
29 & 0.039499 & 0.2708 & 0.393869 \tabularnewline
30 & -0.066324 & -0.4547 & 0.325711 \tabularnewline
31 & -0.058598 & -0.4017 & 0.344853 \tabularnewline
32 & 0.015778 & 0.1082 & 0.457162 \tabularnewline
33 & 0.010747 & 0.0737 & 0.47079 \tabularnewline
34 & 0.024411 & 0.1674 & 0.433904 \tabularnewline
35 & -0.078693 & -0.5395 & 0.296047 \tabularnewline
36 & 0.111224 & 0.7625 & 0.224783 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28209&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]-0.153726[/C][C]-1.0539[/C][C]0.148659[/C][/ROW]
[ROW][C]2[/C][C]0.271548[/C][C]1.8616[/C][C]0.034457[/C][/ROW]
[ROW][C]3[/C][C]-0.054016[/C][C]-0.3703[/C][C]0.356406[/C][/ROW]
[ROW][C]4[/C][C]0.155472[/C][C]1.0659[/C][C]0.145965[/C][/ROW]
[ROW][C]5[/C][C]-0.032552[/C][C]-0.2232[/C][C]0.412188[/C][/ROW]
[ROW][C]6[/C][C]-0.187606[/C][C]-1.2862[/C][C]0.102343[/C][/ROW]
[ROW][C]7[/C][C]0.027903[/C][C]0.1913[/C][C]0.42456[/C][/ROW]
[ROW][C]8[/C][C]-0.260763[/C][C]-1.7877[/C][C]0.040137[/C][/ROW]
[ROW][C]9[/C][C]0.086456[/C][C]0.5927[/C][C]0.278106[/C][/ROW]
[ROW][C]10[/C][C]-0.194842[/C][C]-1.3358[/C][C]0.094028[/C][/ROW]
[ROW][C]11[/C][C]0.059843[/C][C]0.4103[/C][C]0.341738[/C][/ROW]
[ROW][C]12[/C][C]-0.301725[/C][C]-2.0685[/C][C]0.022058[/C][/ROW]
[ROW][C]13[/C][C]0.016284[/C][C]0.1116[/C][C]0.455793[/C][/ROW]
[ROW][C]14[/C][C]-0.002338[/C][C]-0.016[/C][C]0.493639[/C][/ROW]
[ROW][C]15[/C][C]-0.047055[/C][C]-0.3226[/C][C]0.374217[/C][/ROW]
[ROW][C]16[/C][C]0.0589[/C][C]0.4038[/C][C]0.344097[/C][/ROW]
[ROW][C]17[/C][C]-0.033816[/C][C]-0.2318[/C][C]0.408839[/C][/ROW]
[ROW][C]18[/C][C]0.281944[/C][C]1.9329[/C][C]0.029643[/C][/ROW]
[ROW][C]19[/C][C]0.028575[/C][C]0.1959[/C][C]0.422767[/C][/ROW]
[ROW][C]20[/C][C]0.156279[/C][C]1.0714[/C][C]0.144732[/C][/ROW]
[ROW][C]21[/C][C]-0.065226[/C][C]-0.4472[/C][C]0.328405[/C][/ROW]
[ROW][C]22[/C][C]-0.036686[/C][C]-0.2515[/C][C]0.401258[/C][/ROW]
[ROW][C]23[/C][C]0.114071[/C][C]0.782[/C][C]0.219059[/C][/ROW]
[ROW][C]24[/C][C]-0.259591[/C][C]-1.7797[/C][C]0.040798[/C][/ROW]
[ROW][C]25[/C][C]0.016335[/C][C]0.112[/C][C]0.455655[/C][/ROW]
[ROW][C]26[/C][C]-0.265951[/C][C]-1.8233[/C][C]0.037313[/C][/ROW]
[ROW][C]27[/C][C]0.117572[/C][C]0.806[/C][C]0.212142[/C][/ROW]
[ROW][C]28[/C][C]-0.145002[/C][C]-0.9941[/C][C]0.162637[/C][/ROW]
[ROW][C]29[/C][C]0.039499[/C][C]0.2708[/C][C]0.393869[/C][/ROW]
[ROW][C]30[/C][C]-0.066324[/C][C]-0.4547[/C][C]0.325711[/C][/ROW]
[ROW][C]31[/C][C]-0.058598[/C][C]-0.4017[/C][C]0.344853[/C][/ROW]
[ROW][C]32[/C][C]0.015778[/C][C]0.1082[/C][C]0.457162[/C][/ROW]
[ROW][C]33[/C][C]0.010747[/C][C]0.0737[/C][C]0.47079[/C][/ROW]
[ROW][C]34[/C][C]0.024411[/C][C]0.1674[/C][C]0.433904[/C][/ROW]
[ROW][C]35[/C][C]-0.078693[/C][C]-0.5395[/C][C]0.296047[/C][/ROW]
[ROW][C]36[/C][C]0.111224[/C][C]0.7625[/C][C]0.224783[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28209&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28209&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
1-0.153726-1.05390.148659
20.2715481.86160.034457
3-0.054016-0.37030.356406
40.1554721.06590.145965
5-0.032552-0.22320.412188
6-0.187606-1.28620.102343
70.0279030.19130.42456
8-0.260763-1.78770.040137
90.0864560.59270.278106
10-0.194842-1.33580.094028
110.0598430.41030.341738
12-0.301725-2.06850.022058
130.0162840.11160.455793
14-0.002338-0.0160.493639
15-0.047055-0.32260.374217
160.05890.40380.344097
17-0.033816-0.23180.408839
180.2819441.93290.029643
190.0285750.19590.422767
200.1562791.07140.144732
21-0.065226-0.44720.328405
22-0.036686-0.25150.401258
230.1140710.7820.219059
24-0.259591-1.77970.040798
250.0163350.1120.455655
26-0.265951-1.82330.037313
270.1175720.8060.212142
28-0.145002-0.99410.162637
290.0394990.27080.393869
30-0.066324-0.45470.325711
31-0.058598-0.40170.344853
320.0157780.10820.457162
330.0107470.07370.47079
340.0244110.16740.433904
35-0.078693-0.53950.296047
360.1112240.76250.224783






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.153726-1.05390.148659
20.2539171.74080.044134
30.0176950.12130.451982
40.0900780.61750.269929
50.0054470.03730.485186
6-0.276111-1.89290.032268
7-0.021542-0.14770.441611
8-0.192321-1.31850.096866
90.0398650.27330.39291
10-0.00971-0.06660.473605
11-0.001261-0.00860.49657
12-0.274959-1.8850.032809
13-0.120102-0.82340.207226
140.0547230.37520.354613
15-0.011007-0.07550.470084
160.0625240.42860.33507
170.0130520.08950.464541
180.1243930.85280.199048
190.1031920.70750.24139
20-0.029374-0.20140.420636
21-0.108121-0.74120.231117
22-0.211551-1.45030.076806
230.1261280.86470.195801
24-0.226757-1.55460.063379
25-0.069018-0.47320.319144
26-0.076629-0.52530.300908
270.0201420.13810.445381
280.0295790.20280.420091
290.0040320.02760.489032
300.0001920.00130.499479
31-0.056984-0.39070.348905
32-0.121318-0.83170.204888
330.0386120.26470.396196
34-0.155817-1.06820.145437
350.0197410.13530.44646
36-0.143641-0.98480.164894

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.153726 & -1.0539 & 0.148659 \tabularnewline
2 & 0.253917 & 1.7408 & 0.044134 \tabularnewline
3 & 0.017695 & 0.1213 & 0.451982 \tabularnewline
4 & 0.090078 & 0.6175 & 0.269929 \tabularnewline
5 & 0.005447 & 0.0373 & 0.485186 \tabularnewline
6 & -0.276111 & -1.8929 & 0.032268 \tabularnewline
7 & -0.021542 & -0.1477 & 0.441611 \tabularnewline
8 & -0.192321 & -1.3185 & 0.096866 \tabularnewline
9 & 0.039865 & 0.2733 & 0.39291 \tabularnewline
10 & -0.00971 & -0.0666 & 0.473605 \tabularnewline
11 & -0.001261 & -0.0086 & 0.49657 \tabularnewline
12 & -0.274959 & -1.885 & 0.032809 \tabularnewline
13 & -0.120102 & -0.8234 & 0.207226 \tabularnewline
14 & 0.054723 & 0.3752 & 0.354613 \tabularnewline
15 & -0.011007 & -0.0755 & 0.470084 \tabularnewline
16 & 0.062524 & 0.4286 & 0.33507 \tabularnewline
17 & 0.013052 & 0.0895 & 0.464541 \tabularnewline
18 & 0.124393 & 0.8528 & 0.199048 \tabularnewline
19 & 0.103192 & 0.7075 & 0.24139 \tabularnewline
20 & -0.029374 & -0.2014 & 0.420636 \tabularnewline
21 & -0.108121 & -0.7412 & 0.231117 \tabularnewline
22 & -0.211551 & -1.4503 & 0.076806 \tabularnewline
23 & 0.126128 & 0.8647 & 0.195801 \tabularnewline
24 & -0.226757 & -1.5546 & 0.063379 \tabularnewline
25 & -0.069018 & -0.4732 & 0.319144 \tabularnewline
26 & -0.076629 & -0.5253 & 0.300908 \tabularnewline
27 & 0.020142 & 0.1381 & 0.445381 \tabularnewline
28 & 0.029579 & 0.2028 & 0.420091 \tabularnewline
29 & 0.004032 & 0.0276 & 0.489032 \tabularnewline
30 & 0.000192 & 0.0013 & 0.499479 \tabularnewline
31 & -0.056984 & -0.3907 & 0.348905 \tabularnewline
32 & -0.121318 & -0.8317 & 0.204888 \tabularnewline
33 & 0.038612 & 0.2647 & 0.396196 \tabularnewline
34 & -0.155817 & -1.0682 & 0.145437 \tabularnewline
35 & 0.019741 & 0.1353 & 0.44646 \tabularnewline
36 & -0.143641 & -0.9848 & 0.164894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28209&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]-0.153726[/C][C]-1.0539[/C][C]0.148659[/C][/ROW]
[ROW][C]2[/C][C]0.253917[/C][C]1.7408[/C][C]0.044134[/C][/ROW]
[ROW][C]3[/C][C]0.017695[/C][C]0.1213[/C][C]0.451982[/C][/ROW]
[ROW][C]4[/C][C]0.090078[/C][C]0.6175[/C][C]0.269929[/C][/ROW]
[ROW][C]5[/C][C]0.005447[/C][C]0.0373[/C][C]0.485186[/C][/ROW]
[ROW][C]6[/C][C]-0.276111[/C][C]-1.8929[/C][C]0.032268[/C][/ROW]
[ROW][C]7[/C][C]-0.021542[/C][C]-0.1477[/C][C]0.441611[/C][/ROW]
[ROW][C]8[/C][C]-0.192321[/C][C]-1.3185[/C][C]0.096866[/C][/ROW]
[ROW][C]9[/C][C]0.039865[/C][C]0.2733[/C][C]0.39291[/C][/ROW]
[ROW][C]10[/C][C]-0.00971[/C][C]-0.0666[/C][C]0.473605[/C][/ROW]
[ROW][C]11[/C][C]-0.001261[/C][C]-0.0086[/C][C]0.49657[/C][/ROW]
[ROW][C]12[/C][C]-0.274959[/C][C]-1.885[/C][C]0.032809[/C][/ROW]
[ROW][C]13[/C][C]-0.120102[/C][C]-0.8234[/C][C]0.207226[/C][/ROW]
[ROW][C]14[/C][C]0.054723[/C][C]0.3752[/C][C]0.354613[/C][/ROW]
[ROW][C]15[/C][C]-0.011007[/C][C]-0.0755[/C][C]0.470084[/C][/ROW]
[ROW][C]16[/C][C]0.062524[/C][C]0.4286[/C][C]0.33507[/C][/ROW]
[ROW][C]17[/C][C]0.013052[/C][C]0.0895[/C][C]0.464541[/C][/ROW]
[ROW][C]18[/C][C]0.124393[/C][C]0.8528[/C][C]0.199048[/C][/ROW]
[ROW][C]19[/C][C]0.103192[/C][C]0.7075[/C][C]0.24139[/C][/ROW]
[ROW][C]20[/C][C]-0.029374[/C][C]-0.2014[/C][C]0.420636[/C][/ROW]
[ROW][C]21[/C][C]-0.108121[/C][C]-0.7412[/C][C]0.231117[/C][/ROW]
[ROW][C]22[/C][C]-0.211551[/C][C]-1.4503[/C][C]0.076806[/C][/ROW]
[ROW][C]23[/C][C]0.126128[/C][C]0.8647[/C][C]0.195801[/C][/ROW]
[ROW][C]24[/C][C]-0.226757[/C][C]-1.5546[/C][C]0.063379[/C][/ROW]
[ROW][C]25[/C][C]-0.069018[/C][C]-0.4732[/C][C]0.319144[/C][/ROW]
[ROW][C]26[/C][C]-0.076629[/C][C]-0.5253[/C][C]0.300908[/C][/ROW]
[ROW][C]27[/C][C]0.020142[/C][C]0.1381[/C][C]0.445381[/C][/ROW]
[ROW][C]28[/C][C]0.029579[/C][C]0.2028[/C][C]0.420091[/C][/ROW]
[ROW][C]29[/C][C]0.004032[/C][C]0.0276[/C][C]0.489032[/C][/ROW]
[ROW][C]30[/C][C]0.000192[/C][C]0.0013[/C][C]0.499479[/C][/ROW]
[ROW][C]31[/C][C]-0.056984[/C][C]-0.3907[/C][C]0.348905[/C][/ROW]
[ROW][C]32[/C][C]-0.121318[/C][C]-0.8317[/C][C]0.204888[/C][/ROW]
[ROW][C]33[/C][C]0.038612[/C][C]0.2647[/C][C]0.396196[/C][/ROW]
[ROW][C]34[/C][C]-0.155817[/C][C]-1.0682[/C][C]0.145437[/C][/ROW]
[ROW][C]35[/C][C]0.019741[/C][C]0.1353[/C][C]0.44646[/C][/ROW]
[ROW][C]36[/C][C]-0.143641[/C][C]-0.9848[/C][C]0.164894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28209&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28209&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
1-0.153726-1.05390.148659
20.2539171.74080.044134
30.0176950.12130.451982
40.0900780.61750.269929
50.0054470.03730.485186
6-0.276111-1.89290.032268
7-0.021542-0.14770.441611
8-0.192321-1.31850.096866
90.0398650.27330.39291
10-0.00971-0.06660.473605
11-0.001261-0.00860.49657
12-0.274959-1.8850.032809
13-0.120102-0.82340.207226
140.0547230.37520.354613
15-0.011007-0.07550.470084
160.0625240.42860.33507
170.0130520.08950.464541
180.1243930.85280.199048
190.1031920.70750.24139
20-0.029374-0.20140.420636
21-0.108121-0.74120.231117
22-0.211551-1.45030.076806
230.1261280.86470.195801
24-0.226757-1.55460.063379
25-0.069018-0.47320.319144
26-0.076629-0.52530.300908
270.0201420.13810.445381
280.0295790.20280.420091
290.0040320.02760.489032
300.0001920.00130.499479
31-0.056984-0.39070.348905
32-0.121318-0.83170.204888
330.0386120.26470.396196
34-0.155817-1.06820.145437
350.0197410.13530.44646
36-0.143641-0.98480.164894


Figures (Output of Computation)

Input Parameters & R Code

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