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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationWed, 03 Dec 2008 10:53:13 -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/03/t1228326899jhwt6tw9vxyuaua.htm/, Retrieved Fri, 17 May 2024 19:09:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28822, Retrieved Fri, 17 May 2024 19:09:09 +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] [(P)ACF Producten ...] [2008-12-03 17:53:13] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,4
99,4
108,8
112,6
104,4
112,2
81,1
97,1
112,6
113,8
107,8
103,2
103,3
101,2
107,7
110,4
101,9
115,9
89,9
88,6
117,2
123,9
100
103,6
94,1
98,7
119,5
112,7
104,4
124,7
89,1
97
121,6
118,8
114
111,5
97,2
102,5
113,4
109,8
104,9
126,1
80
96,8
117,2
112,3
117,3
111,1
102,2
104,3
122,9
107,6
121,3
131,5
89
104,4
128,9
135,9
133,3
121,3
120,5
120,4
137,9
126,1
133,2
151,1
105
119
140,4
156,6
137,1
122,7
125,8

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=28822&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=28822&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28822&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
10.4063683.4720.000436
20.1603081.36970.087494
30.2833482.42090.008984
40.2291051.95750.027057
50.3827943.27060.00082
60.5343644.56561e-05
70.3313672.83120.002994
80.1471291.25710.106368
90.1572721.34370.091598
10-0.018284-0.15620.438145
110.1748531.49390.06975
120.5764334.9253e-06
130.127291.08760.140182
14-0.062035-0.530.298852
15-0.017835-0.15240.439651
16-0.054803-0.46820.320506
170.0941270.80420.211939
180.2309211.9730.026142
190.0678460.57970.281958
20-0.068117-0.5820.281182
21-0.062487-0.53390.297519
22-0.190749-1.62980.05373
23-0.001722-0.01470.494151
240.292272.49720.007387
25-0.039319-0.33590.36894
26-0.122346-1.04530.149661
27-0.130172-1.11220.134852
28-0.149159-1.27440.103279
29-0.005145-0.0440.482529
300.0993690.8490.199326
310.0132950.11360.454935
32-0.063357-0.54130.294968
33-0.107076-0.91490.181639
34-0.205578-1.75650.041602
35-0.031983-0.27330.392713
360.1911321.6330.053384

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.406368 & 3.472 & 0.000436 \tabularnewline
2 & 0.160308 & 1.3697 & 0.087494 \tabularnewline
3 & 0.283348 & 2.4209 & 0.008984 \tabularnewline
4 & 0.229105 & 1.9575 & 0.027057 \tabularnewline
5 & 0.382794 & 3.2706 & 0.00082 \tabularnewline
6 & 0.534364 & 4.5656 & 1e-05 \tabularnewline
7 & 0.331367 & 2.8312 & 0.002994 \tabularnewline
8 & 0.147129 & 1.2571 & 0.106368 \tabularnewline
9 & 0.157272 & 1.3437 & 0.091598 \tabularnewline
10 & -0.018284 & -0.1562 & 0.438145 \tabularnewline
11 & 0.174853 & 1.4939 & 0.06975 \tabularnewline
12 & 0.576433 & 4.925 & 3e-06 \tabularnewline
13 & 0.12729 & 1.0876 & 0.140182 \tabularnewline
14 & -0.062035 & -0.53 & 0.298852 \tabularnewline
15 & -0.017835 & -0.1524 & 0.439651 \tabularnewline
16 & -0.054803 & -0.4682 & 0.320506 \tabularnewline
17 & 0.094127 & 0.8042 & 0.211939 \tabularnewline
18 & 0.230921 & 1.973 & 0.026142 \tabularnewline
19 & 0.067846 & 0.5797 & 0.281958 \tabularnewline
20 & -0.068117 & -0.582 & 0.281182 \tabularnewline
21 & -0.062487 & -0.5339 & 0.297519 \tabularnewline
22 & -0.190749 & -1.6298 & 0.05373 \tabularnewline
23 & -0.001722 & -0.0147 & 0.494151 \tabularnewline
24 & 0.29227 & 2.4972 & 0.007387 \tabularnewline
25 & -0.039319 & -0.3359 & 0.36894 \tabularnewline
26 & -0.122346 & -1.0453 & 0.149661 \tabularnewline
27 & -0.130172 & -1.1122 & 0.134852 \tabularnewline
28 & -0.149159 & -1.2744 & 0.103279 \tabularnewline
29 & -0.005145 & -0.044 & 0.482529 \tabularnewline
30 & 0.099369 & 0.849 & 0.199326 \tabularnewline
31 & 0.013295 & 0.1136 & 0.454935 \tabularnewline
32 & -0.063357 & -0.5413 & 0.294968 \tabularnewline
33 & -0.107076 & -0.9149 & 0.181639 \tabularnewline
34 & -0.205578 & -1.7565 & 0.041602 \tabularnewline
35 & -0.031983 & -0.2733 & 0.392713 \tabularnewline
36 & 0.191132 & 1.633 & 0.053384 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28822&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]0.406368[/C][C]3.472[/C][C]0.000436[/C][/ROW]
[ROW][C]2[/C][C]0.160308[/C][C]1.3697[/C][C]0.087494[/C][/ROW]
[ROW][C]3[/C][C]0.283348[/C][C]2.4209[/C][C]0.008984[/C][/ROW]
[ROW][C]4[/C][C]0.229105[/C][C]1.9575[/C][C]0.027057[/C][/ROW]
[ROW][C]5[/C][C]0.382794[/C][C]3.2706[/C][C]0.00082[/C][/ROW]
[ROW][C]6[/C][C]0.534364[/C][C]4.5656[/C][C]1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.331367[/C][C]2.8312[/C][C]0.002994[/C][/ROW]
[ROW][C]8[/C][C]0.147129[/C][C]1.2571[/C][C]0.106368[/C][/ROW]
[ROW][C]9[/C][C]0.157272[/C][C]1.3437[/C][C]0.091598[/C][/ROW]
[ROW][C]10[/C][C]-0.018284[/C][C]-0.1562[/C][C]0.438145[/C][/ROW]
[ROW][C]11[/C][C]0.174853[/C][C]1.4939[/C][C]0.06975[/C][/ROW]
[ROW][C]12[/C][C]0.576433[/C][C]4.925[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.12729[/C][C]1.0876[/C][C]0.140182[/C][/ROW]
[ROW][C]14[/C][C]-0.062035[/C][C]-0.53[/C][C]0.298852[/C][/ROW]
[ROW][C]15[/C][C]-0.017835[/C][C]-0.1524[/C][C]0.439651[/C][/ROW]
[ROW][C]16[/C][C]-0.054803[/C][C]-0.4682[/C][C]0.320506[/C][/ROW]
[ROW][C]17[/C][C]0.094127[/C][C]0.8042[/C][C]0.211939[/C][/ROW]
[ROW][C]18[/C][C]0.230921[/C][C]1.973[/C][C]0.026142[/C][/ROW]
[ROW][C]19[/C][C]0.067846[/C][C]0.5797[/C][C]0.281958[/C][/ROW]
[ROW][C]20[/C][C]-0.068117[/C][C]-0.582[/C][C]0.281182[/C][/ROW]
[ROW][C]21[/C][C]-0.062487[/C][C]-0.5339[/C][C]0.297519[/C][/ROW]
[ROW][C]22[/C][C]-0.190749[/C][C]-1.6298[/C][C]0.05373[/C][/ROW]
[ROW][C]23[/C][C]-0.001722[/C][C]-0.0147[/C][C]0.494151[/C][/ROW]
[ROW][C]24[/C][C]0.29227[/C][C]2.4972[/C][C]0.007387[/C][/ROW]
[ROW][C]25[/C][C]-0.039319[/C][C]-0.3359[/C][C]0.36894[/C][/ROW]
[ROW][C]26[/C][C]-0.122346[/C][C]-1.0453[/C][C]0.149661[/C][/ROW]
[ROW][C]27[/C][C]-0.130172[/C][C]-1.1122[/C][C]0.134852[/C][/ROW]
[ROW][C]28[/C][C]-0.149159[/C][C]-1.2744[/C][C]0.103279[/C][/ROW]
[ROW][C]29[/C][C]-0.005145[/C][C]-0.044[/C][C]0.482529[/C][/ROW]
[ROW][C]30[/C][C]0.099369[/C][C]0.849[/C][C]0.199326[/C][/ROW]
[ROW][C]31[/C][C]0.013295[/C][C]0.1136[/C][C]0.454935[/C][/ROW]
[ROW][C]32[/C][C]-0.063357[/C][C]-0.5413[/C][C]0.294968[/C][/ROW]
[ROW][C]33[/C][C]-0.107076[/C][C]-0.9149[/C][C]0.181639[/C][/ROW]
[ROW][C]34[/C][C]-0.205578[/C][C]-1.7565[/C][C]0.041602[/C][/ROW]
[ROW][C]35[/C][C]-0.031983[/C][C]-0.2733[/C][C]0.392713[/C][/ROW]
[ROW][C]36[/C][C]0.191132[/C][C]1.633[/C][C]0.053384[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28822&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28822&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
10.4063683.4720.000436
20.1603081.36970.087494
30.2833482.42090.008984
40.2291051.95750.027057
50.3827943.27060.00082
60.5343644.56561e-05
70.3313672.83120.002994
80.1471291.25710.106368
90.1572721.34370.091598
10-0.018284-0.15620.438145
110.1748531.49390.06975
120.5764334.9253e-06
130.127291.08760.140182
14-0.062035-0.530.298852
15-0.017835-0.15240.439651
16-0.054803-0.46820.320506
170.0941270.80420.211939
180.2309211.9730.026142
190.0678460.57970.281958
20-0.068117-0.5820.281182
21-0.062487-0.53390.297519
22-0.190749-1.62980.05373
23-0.001722-0.01470.494151
240.292272.49720.007387
25-0.039319-0.33590.36894
26-0.122346-1.04530.149661
27-0.130172-1.11220.134852
28-0.149159-1.27440.103279
29-0.005145-0.0440.482529
300.0993690.8490.199326
310.0132950.11360.454935
32-0.063357-0.54130.294968
33-0.107076-0.91490.181639
34-0.205578-1.75650.041602
35-0.031983-0.27330.392713
360.1911321.6330.053384






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4063683.4720.000436
2-0.005782-0.04940.480368
30.2637362.25340.01362
40.0307650.26290.396702
50.3467612.96270.002057
60.328432.80610.003212
70.0728050.6220.267925
8-0.080212-0.68530.247651
9-0.072517-0.61960.268729
10-0.39843-3.40420.000541
11-0.002363-0.02020.491975
120.4529023.86960.000117
13-0.299046-2.55510.00635
14-0.051674-0.44150.330076
15-0.161244-1.37770.086257
160.0264150.22570.411038
17-0.026684-0.2280.410148
180.011970.10230.459411
190.0468340.40010.345109
200.0424210.36240.359035
210.0012670.01080.495695
220.0480970.41090.341161
23-0.00533-0.04550.481899
24-0.009512-0.08130.467724
25-0.093955-0.80270.212363
260.0844860.72190.236346
27-0.078384-0.66970.252578
280.0172750.14760.441533
29-0.054889-0.4690.320243
30-0.033833-0.28910.386674
310.0807390.68980.246244
320.0668840.57150.284724
33-0.047345-0.40450.343509
340.0026260.02240.491079
35-0.06823-0.5830.280859
360.0517530.44220.329833

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.406368 & 3.472 & 0.000436 \tabularnewline
2 & -0.005782 & -0.0494 & 0.480368 \tabularnewline
3 & 0.263736 & 2.2534 & 0.01362 \tabularnewline
4 & 0.030765 & 0.2629 & 0.396702 \tabularnewline
5 & 0.346761 & 2.9627 & 0.002057 \tabularnewline
6 & 0.32843 & 2.8061 & 0.003212 \tabularnewline
7 & 0.072805 & 0.622 & 0.267925 \tabularnewline
8 & -0.080212 & -0.6853 & 0.247651 \tabularnewline
9 & -0.072517 & -0.6196 & 0.268729 \tabularnewline
10 & -0.39843 & -3.4042 & 0.000541 \tabularnewline
11 & -0.002363 & -0.0202 & 0.491975 \tabularnewline
12 & 0.452902 & 3.8696 & 0.000117 \tabularnewline
13 & -0.299046 & -2.5551 & 0.00635 \tabularnewline
14 & -0.051674 & -0.4415 & 0.330076 \tabularnewline
15 & -0.161244 & -1.3777 & 0.086257 \tabularnewline
16 & 0.026415 & 0.2257 & 0.411038 \tabularnewline
17 & -0.026684 & -0.228 & 0.410148 \tabularnewline
18 & 0.01197 & 0.1023 & 0.459411 \tabularnewline
19 & 0.046834 & 0.4001 & 0.345109 \tabularnewline
20 & 0.042421 & 0.3624 & 0.359035 \tabularnewline
21 & 0.001267 & 0.0108 & 0.495695 \tabularnewline
22 & 0.048097 & 0.4109 & 0.341161 \tabularnewline
23 & -0.00533 & -0.0455 & 0.481899 \tabularnewline
24 & -0.009512 & -0.0813 & 0.467724 \tabularnewline
25 & -0.093955 & -0.8027 & 0.212363 \tabularnewline
26 & 0.084486 & 0.7219 & 0.236346 \tabularnewline
27 & -0.078384 & -0.6697 & 0.252578 \tabularnewline
28 & 0.017275 & 0.1476 & 0.441533 \tabularnewline
29 & -0.054889 & -0.469 & 0.320243 \tabularnewline
30 & -0.033833 & -0.2891 & 0.386674 \tabularnewline
31 & 0.080739 & 0.6898 & 0.246244 \tabularnewline
32 & 0.066884 & 0.5715 & 0.284724 \tabularnewline
33 & -0.047345 & -0.4045 & 0.343509 \tabularnewline
34 & 0.002626 & 0.0224 & 0.491079 \tabularnewline
35 & -0.06823 & -0.583 & 0.280859 \tabularnewline
36 & 0.051753 & 0.4422 & 0.329833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28822&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]0.406368[/C][C]3.472[/C][C]0.000436[/C][/ROW]
[ROW][C]2[/C][C]-0.005782[/C][C]-0.0494[/C][C]0.480368[/C][/ROW]
[ROW][C]3[/C][C]0.263736[/C][C]2.2534[/C][C]0.01362[/C][/ROW]
[ROW][C]4[/C][C]0.030765[/C][C]0.2629[/C][C]0.396702[/C][/ROW]
[ROW][C]5[/C][C]0.346761[/C][C]2.9627[/C][C]0.002057[/C][/ROW]
[ROW][C]6[/C][C]0.32843[/C][C]2.8061[/C][C]0.003212[/C][/ROW]
[ROW][C]7[/C][C]0.072805[/C][C]0.622[/C][C]0.267925[/C][/ROW]
[ROW][C]8[/C][C]-0.080212[/C][C]-0.6853[/C][C]0.247651[/C][/ROW]
[ROW][C]9[/C][C]-0.072517[/C][C]-0.6196[/C][C]0.268729[/C][/ROW]
[ROW][C]10[/C][C]-0.39843[/C][C]-3.4042[/C][C]0.000541[/C][/ROW]
[ROW][C]11[/C][C]-0.002363[/C][C]-0.0202[/C][C]0.491975[/C][/ROW]
[ROW][C]12[/C][C]0.452902[/C][C]3.8696[/C][C]0.000117[/C][/ROW]
[ROW][C]13[/C][C]-0.299046[/C][C]-2.5551[/C][C]0.00635[/C][/ROW]
[ROW][C]14[/C][C]-0.051674[/C][C]-0.4415[/C][C]0.330076[/C][/ROW]
[ROW][C]15[/C][C]-0.161244[/C][C]-1.3777[/C][C]0.086257[/C][/ROW]
[ROW][C]16[/C][C]0.026415[/C][C]0.2257[/C][C]0.411038[/C][/ROW]
[ROW][C]17[/C][C]-0.026684[/C][C]-0.228[/C][C]0.410148[/C][/ROW]
[ROW][C]18[/C][C]0.01197[/C][C]0.1023[/C][C]0.459411[/C][/ROW]
[ROW][C]19[/C][C]0.046834[/C][C]0.4001[/C][C]0.345109[/C][/ROW]
[ROW][C]20[/C][C]0.042421[/C][C]0.3624[/C][C]0.359035[/C][/ROW]
[ROW][C]21[/C][C]0.001267[/C][C]0.0108[/C][C]0.495695[/C][/ROW]
[ROW][C]22[/C][C]0.048097[/C][C]0.4109[/C][C]0.341161[/C][/ROW]
[ROW][C]23[/C][C]-0.00533[/C][C]-0.0455[/C][C]0.481899[/C][/ROW]
[ROW][C]24[/C][C]-0.009512[/C][C]-0.0813[/C][C]0.467724[/C][/ROW]
[ROW][C]25[/C][C]-0.093955[/C][C]-0.8027[/C][C]0.212363[/C][/ROW]
[ROW][C]26[/C][C]0.084486[/C][C]0.7219[/C][C]0.236346[/C][/ROW]
[ROW][C]27[/C][C]-0.078384[/C][C]-0.6697[/C][C]0.252578[/C][/ROW]
[ROW][C]28[/C][C]0.017275[/C][C]0.1476[/C][C]0.441533[/C][/ROW]
[ROW][C]29[/C][C]-0.054889[/C][C]-0.469[/C][C]0.320243[/C][/ROW]
[ROW][C]30[/C][C]-0.033833[/C][C]-0.2891[/C][C]0.386674[/C][/ROW]
[ROW][C]31[/C][C]0.080739[/C][C]0.6898[/C][C]0.246244[/C][/ROW]
[ROW][C]32[/C][C]0.066884[/C][C]0.5715[/C][C]0.284724[/C][/ROW]
[ROW][C]33[/C][C]-0.047345[/C][C]-0.4045[/C][C]0.343509[/C][/ROW]
[ROW][C]34[/C][C]0.002626[/C][C]0.0224[/C][C]0.491079[/C][/ROW]
[ROW][C]35[/C][C]-0.06823[/C][C]-0.583[/C][C]0.280859[/C][/ROW]
[ROW][C]36[/C][C]0.051753[/C][C]0.4422[/C][C]0.329833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28822&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28822&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
10.4063683.4720.000436
2-0.005782-0.04940.480368
30.2637362.25340.01362
40.0307650.26290.396702
50.3467612.96270.002057
60.328432.80610.003212
70.0728050.6220.267925
8-0.080212-0.68530.247651
9-0.072517-0.61960.268729
10-0.39843-3.40420.000541
11-0.002363-0.02020.491975
120.4529023.86960.000117
13-0.299046-2.55510.00635
14-0.051674-0.44150.330076
15-0.161244-1.37770.086257
160.0264150.22570.411038
17-0.026684-0.2280.410148
180.011970.10230.459411
190.0468340.40010.345109
200.0424210.36240.359035
210.0012670.01080.495695
220.0480970.41090.341161
23-0.00533-0.04550.481899
24-0.009512-0.08130.467724
25-0.093955-0.80270.212363
260.0844860.72190.236346
27-0.078384-0.66970.252578
280.0172750.14760.441533
29-0.054889-0.4690.320243
30-0.033833-0.28910.386674
310.0807390.68980.246244
320.0668840.57150.284724
33-0.047345-0.40450.343509
340.0026260.02240.491079
35-0.06823-0.5830.280859
360.0517530.44220.329833


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = -0.4 ; par2 = 0 ; par3 = 1 ; par4 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')