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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 05:18:13 -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/11/t1228997983b7ynw8r7a4b775f.htm/, Retrieved Fri, 17 May 2024 03:20:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32185, Retrieved Fri, 17 May 2024 03:20:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211

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] [Paper] [2008-12-11 12:18:13] [1351baa662f198be3bff32f9007a9a6d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
119,5
125
145
105,3
116,9
120,1
88,9
78,4
114,6
113,3
117
99,6
99,4
101,9
115,2
108,5
113,8
121
92,2
90,2
101,5
126,6
93,9
89,8
93,4
101,5
110,4
105,9
108,4
113,9
86,1
69,4
101,2
100,5
98
106,6
90,1
96,9
125,9
112
100
123,9
79,8
83,4
113,6
112,9
104
109,9
99
106,3
128,9
111,1
102,9
130
87
87,5
117,6
103,4
110,8
112,6
102,5
112,4
135,6
105,1
127,7
137
91
90,5
122,4
123,3
124,3
120
118,1
119
142,7
123,6
129,6
151,6
110,4
99,2
130,5
136,2
129,7
128

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=32185&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=32185&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32185&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
10.3074992.81830.00301
20.0068610.06290.475004
30.28022.56810.005998
40.0984880.90270.184645
50.1085490.99490.161329
60.3820633.50170.000372
70.1220291.11840.133289
80.1022610.93720.175661
90.2136251.95790.02678
10-0.107216-0.98260.164301
110.154951.42010.079634
120.5883815.39260
130.1396311.27970.10208
14-0.113298-1.03840.151034
150.1150251.05420.147401
16-0.042901-0.39320.347586
170.0041350.03790.48493
180.1839681.68610.047744
190.0141170.12940.448681
20-0.023868-0.21880.413686
210.0401730.36820.356828
22-0.229708-2.10530.019125
230.0113050.10360.458864
240.3756333.44270.00045
250.0068570.06280.475019
26-0.146614-1.34370.091326
270.0009010.00830.496716
28-0.171194-1.5690.060202
29-0.113519-1.04040.150566
300.0529060.48490.314507
31-0.117268-1.07480.142776
32-0.107422-0.98450.16384
33-0.049503-0.45370.325606
34-0.250542-2.29630.012076
35-0.06548-0.60010.275015
360.2166141.98530.025187

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.307499 & 2.8183 & 0.00301 \tabularnewline
2 & 0.006861 & 0.0629 & 0.475004 \tabularnewline
3 & 0.2802 & 2.5681 & 0.005998 \tabularnewline
4 & 0.098488 & 0.9027 & 0.184645 \tabularnewline
5 & 0.108549 & 0.9949 & 0.161329 \tabularnewline
6 & 0.382063 & 3.5017 & 0.000372 \tabularnewline
7 & 0.122029 & 1.1184 & 0.133289 \tabularnewline
8 & 0.102261 & 0.9372 & 0.175661 \tabularnewline
9 & 0.213625 & 1.9579 & 0.02678 \tabularnewline
10 & -0.107216 & -0.9826 & 0.164301 \tabularnewline
11 & 0.15495 & 1.4201 & 0.079634 \tabularnewline
12 & 0.588381 & 5.3926 & 0 \tabularnewline
13 & 0.139631 & 1.2797 & 0.10208 \tabularnewline
14 & -0.113298 & -1.0384 & 0.151034 \tabularnewline
15 & 0.115025 & 1.0542 & 0.147401 \tabularnewline
16 & -0.042901 & -0.3932 & 0.347586 \tabularnewline
17 & 0.004135 & 0.0379 & 0.48493 \tabularnewline
18 & 0.183968 & 1.6861 & 0.047744 \tabularnewline
19 & 0.014117 & 0.1294 & 0.448681 \tabularnewline
20 & -0.023868 & -0.2188 & 0.413686 \tabularnewline
21 & 0.040173 & 0.3682 & 0.356828 \tabularnewline
22 & -0.229708 & -2.1053 & 0.019125 \tabularnewline
23 & 0.011305 & 0.1036 & 0.458864 \tabularnewline
24 & 0.375633 & 3.4427 & 0.00045 \tabularnewline
25 & 0.006857 & 0.0628 & 0.475019 \tabularnewline
26 & -0.146614 & -1.3437 & 0.091326 \tabularnewline
27 & 0.000901 & 0.0083 & 0.496716 \tabularnewline
28 & -0.171194 & -1.569 & 0.060202 \tabularnewline
29 & -0.113519 & -1.0404 & 0.150566 \tabularnewline
30 & 0.052906 & 0.4849 & 0.314507 \tabularnewline
31 & -0.117268 & -1.0748 & 0.142776 \tabularnewline
32 & -0.107422 & -0.9845 & 0.16384 \tabularnewline
33 & -0.049503 & -0.4537 & 0.325606 \tabularnewline
34 & -0.250542 & -2.2963 & 0.012076 \tabularnewline
35 & -0.06548 & -0.6001 & 0.275015 \tabularnewline
36 & 0.216614 & 1.9853 & 0.025187 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32185&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]0.307499[/C][C]2.8183[/C][C]0.00301[/C][/ROW]
[ROW][C]2[/C][C]0.006861[/C][C]0.0629[/C][C]0.475004[/C][/ROW]
[ROW][C]3[/C][C]0.2802[/C][C]2.5681[/C][C]0.005998[/C][/ROW]
[ROW][C]4[/C][C]0.098488[/C][C]0.9027[/C][C]0.184645[/C][/ROW]
[ROW][C]5[/C][C]0.108549[/C][C]0.9949[/C][C]0.161329[/C][/ROW]
[ROW][C]6[/C][C]0.382063[/C][C]3.5017[/C][C]0.000372[/C][/ROW]
[ROW][C]7[/C][C]0.122029[/C][C]1.1184[/C][C]0.133289[/C][/ROW]
[ROW][C]8[/C][C]0.102261[/C][C]0.9372[/C][C]0.175661[/C][/ROW]
[ROW][C]9[/C][C]0.213625[/C][C]1.9579[/C][C]0.02678[/C][/ROW]
[ROW][C]10[/C][C]-0.107216[/C][C]-0.9826[/C][C]0.164301[/C][/ROW]
[ROW][C]11[/C][C]0.15495[/C][C]1.4201[/C][C]0.079634[/C][/ROW]
[ROW][C]12[/C][C]0.588381[/C][C]5.3926[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.139631[/C][C]1.2797[/C][C]0.10208[/C][/ROW]
[ROW][C]14[/C][C]-0.113298[/C][C]-1.0384[/C][C]0.151034[/C][/ROW]
[ROW][C]15[/C][C]0.115025[/C][C]1.0542[/C][C]0.147401[/C][/ROW]
[ROW][C]16[/C][C]-0.042901[/C][C]-0.3932[/C][C]0.347586[/C][/ROW]
[ROW][C]17[/C][C]0.004135[/C][C]0.0379[/C][C]0.48493[/C][/ROW]
[ROW][C]18[/C][C]0.183968[/C][C]1.6861[/C][C]0.047744[/C][/ROW]
[ROW][C]19[/C][C]0.014117[/C][C]0.1294[/C][C]0.448681[/C][/ROW]
[ROW][C]20[/C][C]-0.023868[/C][C]-0.2188[/C][C]0.413686[/C][/ROW]
[ROW][C]21[/C][C]0.040173[/C][C]0.3682[/C][C]0.356828[/C][/ROW]
[ROW][C]22[/C][C]-0.229708[/C][C]-2.1053[/C][C]0.019125[/C][/ROW]
[ROW][C]23[/C][C]0.011305[/C][C]0.1036[/C][C]0.458864[/C][/ROW]
[ROW][C]24[/C][C]0.375633[/C][C]3.4427[/C][C]0.00045[/C][/ROW]
[ROW][C]25[/C][C]0.006857[/C][C]0.0628[/C][C]0.475019[/C][/ROW]
[ROW][C]26[/C][C]-0.146614[/C][C]-1.3437[/C][C]0.091326[/C][/ROW]
[ROW][C]27[/C][C]0.000901[/C][C]0.0083[/C][C]0.496716[/C][/ROW]
[ROW][C]28[/C][C]-0.171194[/C][C]-1.569[/C][C]0.060202[/C][/ROW]
[ROW][C]29[/C][C]-0.113519[/C][C]-1.0404[/C][C]0.150566[/C][/ROW]
[ROW][C]30[/C][C]0.052906[/C][C]0.4849[/C][C]0.314507[/C][/ROW]
[ROW][C]31[/C][C]-0.117268[/C][C]-1.0748[/C][C]0.142776[/C][/ROW]
[ROW][C]32[/C][C]-0.107422[/C][C]-0.9845[/C][C]0.16384[/C][/ROW]
[ROW][C]33[/C][C]-0.049503[/C][C]-0.4537[/C][C]0.325606[/C][/ROW]
[ROW][C]34[/C][C]-0.250542[/C][C]-2.2963[/C][C]0.012076[/C][/ROW]
[ROW][C]35[/C][C]-0.06548[/C][C]-0.6001[/C][C]0.275015[/C][/ROW]
[ROW][C]36[/C][C]0.216614[/C][C]1.9853[/C][C]0.025187[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32185&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32185&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
10.3074992.81830.00301
20.0068610.06290.475004
30.28022.56810.005998
40.0984880.90270.184645
50.1085490.99490.161329
60.3820633.50170.000372
70.1220291.11840.133289
80.1022610.93720.175661
90.2136251.95790.02678
10-0.107216-0.98260.164301
110.154951.42010.079634
120.5883815.39260
130.1396311.27970.10208
14-0.113298-1.03840.151034
150.1150251.05420.147401
16-0.042901-0.39320.347586
170.0041350.03790.48493
180.1839681.68610.047744
190.0141170.12940.448681
20-0.023868-0.21880.413686
210.0401730.36820.356828
22-0.229708-2.10530.019125
230.0113050.10360.458864
240.3756333.44270.00045
250.0068570.06280.475019
26-0.146614-1.34370.091326
270.0009010.00830.496716
28-0.171194-1.5690.060202
29-0.113519-1.04040.150566
300.0529060.48490.314507
31-0.117268-1.07480.142776
32-0.107422-0.98450.16384
33-0.049503-0.45370.325606
34-0.250542-2.29630.012076
35-0.06548-0.60010.275015
360.2166141.98530.025187






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3074992.81830.00301
2-0.096852-0.88770.188628
30.3430153.14380.001153
4-0.138164-1.26630.104454
50.2253682.06550.020978
60.2340382.1450.017421
7-0.089886-0.82380.206187
80.1856531.70150.046271
9-0.073733-0.67580.250519
10-0.202921-1.85980.033207
110.3457183.16860.001069
120.3355183.07510.00142
13-0.136307-1.24930.107517
14-0.242581-2.22330.01444
15-0.052457-0.48080.315962
16-0.026498-0.24290.404353
170.015890.14560.442279
18-0.120446-1.10390.136394
190.0133520.12240.451448
20-0.098864-0.90610.183737
210.0034310.03140.487494
22-0.068017-0.62340.26736
230.0859050.78730.216651
240.0936790.85860.196507
25-0.075498-0.6920.245438
260.0486170.44560.328524
27-0.069267-0.63480.263629
28-0.096574-0.88510.189311
29-0.017448-0.15990.436667
30-0.08305-0.76120.224345
31-0.035407-0.32450.373178
32-0.0805-0.73780.231349
330.0583350.53460.297154
340.0740520.67870.249598
35-0.039993-0.36650.357442
360.0077150.07070.4719

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.307499 & 2.8183 & 0.00301 \tabularnewline
2 & -0.096852 & -0.8877 & 0.188628 \tabularnewline
3 & 0.343015 & 3.1438 & 0.001153 \tabularnewline
4 & -0.138164 & -1.2663 & 0.104454 \tabularnewline
5 & 0.225368 & 2.0655 & 0.020978 \tabularnewline
6 & 0.234038 & 2.145 & 0.017421 \tabularnewline
7 & -0.089886 & -0.8238 & 0.206187 \tabularnewline
8 & 0.185653 & 1.7015 & 0.046271 \tabularnewline
9 & -0.073733 & -0.6758 & 0.250519 \tabularnewline
10 & -0.202921 & -1.8598 & 0.033207 \tabularnewline
11 & 0.345718 & 3.1686 & 0.001069 \tabularnewline
12 & 0.335518 & 3.0751 & 0.00142 \tabularnewline
13 & -0.136307 & -1.2493 & 0.107517 \tabularnewline
14 & -0.242581 & -2.2233 & 0.01444 \tabularnewline
15 & -0.052457 & -0.4808 & 0.315962 \tabularnewline
16 & -0.026498 & -0.2429 & 0.404353 \tabularnewline
17 & 0.01589 & 0.1456 & 0.442279 \tabularnewline
18 & -0.120446 & -1.1039 & 0.136394 \tabularnewline
19 & 0.013352 & 0.1224 & 0.451448 \tabularnewline
20 & -0.098864 & -0.9061 & 0.183737 \tabularnewline
21 & 0.003431 & 0.0314 & 0.487494 \tabularnewline
22 & -0.068017 & -0.6234 & 0.26736 \tabularnewline
23 & 0.085905 & 0.7873 & 0.216651 \tabularnewline
24 & 0.093679 & 0.8586 & 0.196507 \tabularnewline
25 & -0.075498 & -0.692 & 0.245438 \tabularnewline
26 & 0.048617 & 0.4456 & 0.328524 \tabularnewline
27 & -0.069267 & -0.6348 & 0.263629 \tabularnewline
28 & -0.096574 & -0.8851 & 0.189311 \tabularnewline
29 & -0.017448 & -0.1599 & 0.436667 \tabularnewline
30 & -0.08305 & -0.7612 & 0.224345 \tabularnewline
31 & -0.035407 & -0.3245 & 0.373178 \tabularnewline
32 & -0.0805 & -0.7378 & 0.231349 \tabularnewline
33 & 0.058335 & 0.5346 & 0.297154 \tabularnewline
34 & 0.074052 & 0.6787 & 0.249598 \tabularnewline
35 & -0.039993 & -0.3665 & 0.357442 \tabularnewline
36 & 0.007715 & 0.0707 & 0.4719 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32185&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]0.307499[/C][C]2.8183[/C][C]0.00301[/C][/ROW]
[ROW][C]2[/C][C]-0.096852[/C][C]-0.8877[/C][C]0.188628[/C][/ROW]
[ROW][C]3[/C][C]0.343015[/C][C]3.1438[/C][C]0.001153[/C][/ROW]
[ROW][C]4[/C][C]-0.138164[/C][C]-1.2663[/C][C]0.104454[/C][/ROW]
[ROW][C]5[/C][C]0.225368[/C][C]2.0655[/C][C]0.020978[/C][/ROW]
[ROW][C]6[/C][C]0.234038[/C][C]2.145[/C][C]0.017421[/C][/ROW]
[ROW][C]7[/C][C]-0.089886[/C][C]-0.8238[/C][C]0.206187[/C][/ROW]
[ROW][C]8[/C][C]0.185653[/C][C]1.7015[/C][C]0.046271[/C][/ROW]
[ROW][C]9[/C][C]-0.073733[/C][C]-0.6758[/C][C]0.250519[/C][/ROW]
[ROW][C]10[/C][C]-0.202921[/C][C]-1.8598[/C][C]0.033207[/C][/ROW]
[ROW][C]11[/C][C]0.345718[/C][C]3.1686[/C][C]0.001069[/C][/ROW]
[ROW][C]12[/C][C]0.335518[/C][C]3.0751[/C][C]0.00142[/C][/ROW]
[ROW][C]13[/C][C]-0.136307[/C][C]-1.2493[/C][C]0.107517[/C][/ROW]
[ROW][C]14[/C][C]-0.242581[/C][C]-2.2233[/C][C]0.01444[/C][/ROW]
[ROW][C]15[/C][C]-0.052457[/C][C]-0.4808[/C][C]0.315962[/C][/ROW]
[ROW][C]16[/C][C]-0.026498[/C][C]-0.2429[/C][C]0.404353[/C][/ROW]
[ROW][C]17[/C][C]0.01589[/C][C]0.1456[/C][C]0.442279[/C][/ROW]
[ROW][C]18[/C][C]-0.120446[/C][C]-1.1039[/C][C]0.136394[/C][/ROW]
[ROW][C]19[/C][C]0.013352[/C][C]0.1224[/C][C]0.451448[/C][/ROW]
[ROW][C]20[/C][C]-0.098864[/C][C]-0.9061[/C][C]0.183737[/C][/ROW]
[ROW][C]21[/C][C]0.003431[/C][C]0.0314[/C][C]0.487494[/C][/ROW]
[ROW][C]22[/C][C]-0.068017[/C][C]-0.6234[/C][C]0.26736[/C][/ROW]
[ROW][C]23[/C][C]0.085905[/C][C]0.7873[/C][C]0.216651[/C][/ROW]
[ROW][C]24[/C][C]0.093679[/C][C]0.8586[/C][C]0.196507[/C][/ROW]
[ROW][C]25[/C][C]-0.075498[/C][C]-0.692[/C][C]0.245438[/C][/ROW]
[ROW][C]26[/C][C]0.048617[/C][C]0.4456[/C][C]0.328524[/C][/ROW]
[ROW][C]27[/C][C]-0.069267[/C][C]-0.6348[/C][C]0.263629[/C][/ROW]
[ROW][C]28[/C][C]-0.096574[/C][C]-0.8851[/C][C]0.189311[/C][/ROW]
[ROW][C]29[/C][C]-0.017448[/C][C]-0.1599[/C][C]0.436667[/C][/ROW]
[ROW][C]30[/C][C]-0.08305[/C][C]-0.7612[/C][C]0.224345[/C][/ROW]
[ROW][C]31[/C][C]-0.035407[/C][C]-0.3245[/C][C]0.373178[/C][/ROW]
[ROW][C]32[/C][C]-0.0805[/C][C]-0.7378[/C][C]0.231349[/C][/ROW]
[ROW][C]33[/C][C]0.058335[/C][C]0.5346[/C][C]0.297154[/C][/ROW]
[ROW][C]34[/C][C]0.074052[/C][C]0.6787[/C][C]0.249598[/C][/ROW]
[ROW][C]35[/C][C]-0.039993[/C][C]-0.3665[/C][C]0.357442[/C][/ROW]
[ROW][C]36[/C][C]0.007715[/C][C]0.0707[/C][C]0.4719[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32185&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32185&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
10.3074992.81830.00301
2-0.096852-0.88770.188628
30.3430153.14380.001153
4-0.138164-1.26630.104454
50.2253682.06550.020978
60.2340382.1450.017421
7-0.089886-0.82380.206187
80.1856531.70150.046271
9-0.073733-0.67580.250519
10-0.202921-1.85980.033207
110.3457183.16860.001069
120.3355183.07510.00142
13-0.136307-1.24930.107517
14-0.242581-2.22330.01444
15-0.052457-0.48080.315962
16-0.026498-0.24290.404353
170.015890.14560.442279
18-0.120446-1.10390.136394
190.0133520.12240.451448
20-0.098864-0.90610.183737
210.0034310.03140.487494
22-0.068017-0.62340.26736
230.0859050.78730.216651
240.0936790.85860.196507
25-0.075498-0.6920.245438
260.0486170.44560.328524
27-0.069267-0.63480.263629
28-0.096574-0.88510.189311
29-0.017448-0.15990.436667
30-0.08305-0.76120.224345
31-0.035407-0.32450.373178
32-0.0805-0.73780.231349
330.0583350.53460.297154
340.0740520.67870.249598
35-0.039993-0.36650.357442
360.0077150.07070.4719


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 = 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')