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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 computationFri, 12 Dec 2008 03:26:30 -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/12/t1229077825ugr5dvajtjaf671.htm/, Retrieved Fri, 17 May 2024 18:03:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32517, Retrieved Fri, 17 May 2024 18:03:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192

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] [Autocorrelation f...] [2008-12-12 10:26:30] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97,7
101,5
119,6
108,1
117,8
125,5
89,2
92,3
104,6
122,8
96,0
94,6
93,3
101,1
114,2
104,7
113,3
118,2
83,6
73,9
99,5
97,7
103,0
106,3
92,2
101,8
122,8
111,8
106,3
121,5
81,9
85,4
110,9
117,3
106,3
105,5
101,3
105,9
126,3
111,9
108,9
127,2
94,2
85,7
116,2
107,2
110,6
112,0
104,5
112,0
132,8
110,8
128,7
136,8
94,9
88,8
123,2
125,3
122,7
125,7
116,3
118,7
142,0
127,9
131,9
152,3
110,8
99,1
135,0
133,2
131,0
133,9
119,9
136,9
148,9
145,1
142,4
159,6
120,7
109,0
142,0

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 6 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32517&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]6 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32517&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32517&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 time6 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4778064.30032.4e-05
20.2218131.99630.024629
30.4350293.91539.4e-05
40.2771462.49430.007327
50.299232.69310.004301
60.4936884.44321.4e-05
70.2712272.4410.008412
80.1920421.72840.043865
90.3053482.74810.003693
100.1057390.95160.172054
110.3085712.77710.003406
120.6607615.94680
130.2612072.35090.010581
140.0293390.2640.396206
150.2266832.04020.022297
160.0623920.56150.287993
170.0833860.75050.227571
180.2728892.4560.008094
190.063140.56830.285716
200.0037340.03360.486637
210.0888550.79970.213114
22-0.099442-0.8950.186725
230.0629030.56610.286436
240.3816993.43530.000468
250.0502560.45230.326129
26-0.142632-1.28370.101456
270.0369740.33280.370085
28-0.099955-0.89960.185502
29-0.096408-0.86770.194069
300.0624160.56170.287921
31-0.094277-0.84850.199331
32-0.134526-1.21070.11476
33-0.076891-0.6920.245452
34-0.209432-1.88490.031516
35-0.078436-0.70590.24113
360.1686991.51830.066417

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.477806 & 4.3003 & 2.4e-05 \tabularnewline
2 & 0.221813 & 1.9963 & 0.024629 \tabularnewline
3 & 0.435029 & 3.9153 & 9.4e-05 \tabularnewline
4 & 0.277146 & 2.4943 & 0.007327 \tabularnewline
5 & 0.29923 & 2.6931 & 0.004301 \tabularnewline
6 & 0.493688 & 4.4432 & 1.4e-05 \tabularnewline
7 & 0.271227 & 2.441 & 0.008412 \tabularnewline
8 & 0.192042 & 1.7284 & 0.043865 \tabularnewline
9 & 0.305348 & 2.7481 & 0.003693 \tabularnewline
10 & 0.105739 & 0.9516 & 0.172054 \tabularnewline
11 & 0.308571 & 2.7771 & 0.003406 \tabularnewline
12 & 0.660761 & 5.9468 & 0 \tabularnewline
13 & 0.261207 & 2.3509 & 0.010581 \tabularnewline
14 & 0.029339 & 0.264 & 0.396206 \tabularnewline
15 & 0.226683 & 2.0402 & 0.022297 \tabularnewline
16 & 0.062392 & 0.5615 & 0.287993 \tabularnewline
17 & 0.083386 & 0.7505 & 0.227571 \tabularnewline
18 & 0.272889 & 2.456 & 0.008094 \tabularnewline
19 & 0.06314 & 0.5683 & 0.285716 \tabularnewline
20 & 0.003734 & 0.0336 & 0.486637 \tabularnewline
21 & 0.088855 & 0.7997 & 0.213114 \tabularnewline
22 & -0.099442 & -0.895 & 0.186725 \tabularnewline
23 & 0.062903 & 0.5661 & 0.286436 \tabularnewline
24 & 0.381699 & 3.4353 & 0.000468 \tabularnewline
25 & 0.050256 & 0.4523 & 0.326129 \tabularnewline
26 & -0.142632 & -1.2837 & 0.101456 \tabularnewline
27 & 0.036974 & 0.3328 & 0.370085 \tabularnewline
28 & -0.099955 & -0.8996 & 0.185502 \tabularnewline
29 & -0.096408 & -0.8677 & 0.194069 \tabularnewline
30 & 0.062416 & 0.5617 & 0.287921 \tabularnewline
31 & -0.094277 & -0.8485 & 0.199331 \tabularnewline
32 & -0.134526 & -1.2107 & 0.11476 \tabularnewline
33 & -0.076891 & -0.692 & 0.245452 \tabularnewline
34 & -0.209432 & -1.8849 & 0.031516 \tabularnewline
35 & -0.078436 & -0.7059 & 0.24113 \tabularnewline
36 & 0.168699 & 1.5183 & 0.066417 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32517&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]0.477806[/C][C]4.3003[/C][C]2.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.221813[/C][C]1.9963[/C][C]0.024629[/C][/ROW]
[ROW][C]3[/C][C]0.435029[/C][C]3.9153[/C][C]9.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.277146[/C][C]2.4943[/C][C]0.007327[/C][/ROW]
[ROW][C]5[/C][C]0.29923[/C][C]2.6931[/C][C]0.004301[/C][/ROW]
[ROW][C]6[/C][C]0.493688[/C][C]4.4432[/C][C]1.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.271227[/C][C]2.441[/C][C]0.008412[/C][/ROW]
[ROW][C]8[/C][C]0.192042[/C][C]1.7284[/C][C]0.043865[/C][/ROW]
[ROW][C]9[/C][C]0.305348[/C][C]2.7481[/C][C]0.003693[/C][/ROW]
[ROW][C]10[/C][C]0.105739[/C][C]0.9516[/C][C]0.172054[/C][/ROW]
[ROW][C]11[/C][C]0.308571[/C][C]2.7771[/C][C]0.003406[/C][/ROW]
[ROW][C]12[/C][C]0.660761[/C][C]5.9468[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.261207[/C][C]2.3509[/C][C]0.010581[/C][/ROW]
[ROW][C]14[/C][C]0.029339[/C][C]0.264[/C][C]0.396206[/C][/ROW]
[ROW][C]15[/C][C]0.226683[/C][C]2.0402[/C][C]0.022297[/C][/ROW]
[ROW][C]16[/C][C]0.062392[/C][C]0.5615[/C][C]0.287993[/C][/ROW]
[ROW][C]17[/C][C]0.083386[/C][C]0.7505[/C][C]0.227571[/C][/ROW]
[ROW][C]18[/C][C]0.272889[/C][C]2.456[/C][C]0.008094[/C][/ROW]
[ROW][C]19[/C][C]0.06314[/C][C]0.5683[/C][C]0.285716[/C][/ROW]
[ROW][C]20[/C][C]0.003734[/C][C]0.0336[/C][C]0.486637[/C][/ROW]
[ROW][C]21[/C][C]0.088855[/C][C]0.7997[/C][C]0.213114[/C][/ROW]
[ROW][C]22[/C][C]-0.099442[/C][C]-0.895[/C][C]0.186725[/C][/ROW]
[ROW][C]23[/C][C]0.062903[/C][C]0.5661[/C][C]0.286436[/C][/ROW]
[ROW][C]24[/C][C]0.381699[/C][C]3.4353[/C][C]0.000468[/C][/ROW]
[ROW][C]25[/C][C]0.050256[/C][C]0.4523[/C][C]0.326129[/C][/ROW]
[ROW][C]26[/C][C]-0.142632[/C][C]-1.2837[/C][C]0.101456[/C][/ROW]
[ROW][C]27[/C][C]0.036974[/C][C]0.3328[/C][C]0.370085[/C][/ROW]
[ROW][C]28[/C][C]-0.099955[/C][C]-0.8996[/C][C]0.185502[/C][/ROW]
[ROW][C]29[/C][C]-0.096408[/C][C]-0.8677[/C][C]0.194069[/C][/ROW]
[ROW][C]30[/C][C]0.062416[/C][C]0.5617[/C][C]0.287921[/C][/ROW]
[ROW][C]31[/C][C]-0.094277[/C][C]-0.8485[/C][C]0.199331[/C][/ROW]
[ROW][C]32[/C][C]-0.134526[/C][C]-1.2107[/C][C]0.11476[/C][/ROW]
[ROW][C]33[/C][C]-0.076891[/C][C]-0.692[/C][C]0.245452[/C][/ROW]
[ROW][C]34[/C][C]-0.209432[/C][C]-1.8849[/C][C]0.031516[/C][/ROW]
[ROW][C]35[/C][C]-0.078436[/C][C]-0.7059[/C][C]0.24113[/C][/ROW]
[ROW][C]36[/C][C]0.168699[/C][C]1.5183[/C][C]0.066417[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32517&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32517&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
10.4778064.30032.4e-05
20.2218131.99630.024629
30.4350293.91539.4e-05
40.2771462.49430.007327
50.299232.69310.004301
60.4936884.44321.4e-05
70.2712272.4410.008412
80.1920421.72840.043865
90.3053482.74810.003693
100.1057390.95160.172054
110.3085712.77710.003406
120.6607615.94680
130.2612072.35090.010581
140.0293390.2640.396206
150.2266832.04020.022297
160.0623920.56150.287993
170.0833860.75050.227571
180.2728892.4560.008094
190.063140.56830.285716
200.0037340.03360.486637
210.0888550.79970.213114
22-0.099442-0.8950.186725
230.0629030.56610.286436
240.3816993.43530.000468
250.0502560.45230.326129
26-0.142632-1.28370.101456
270.0369740.33280.370085
28-0.099955-0.89960.185502
29-0.096408-0.86770.194069
300.0624160.56170.287921
31-0.094277-0.84850.199331
32-0.134526-1.21070.11476
33-0.076891-0.6920.245452
34-0.209432-1.88490.031516
35-0.078436-0.70590.24113
360.1686991.51830.066417






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4778064.30032.4e-05
2-0.008404-0.07560.469948
30.430473.87420.000108
4-0.146097-1.31490.096132
50.3469473.12250.001243
60.1562961.40670.081676
7-0.071782-0.6460.26004
80.0556630.5010.308875
9-0.037018-0.33320.369935
10-0.168836-1.51950.066262
110.4335293.90189.8e-05
120.352013.16810.001082
13-0.278446-2.5060.007106
14-0.251056-2.25950.013269
15-0.091868-0.82680.205387
16-0.181263-1.63140.053347
170.0321870.28970.3864
18-0.057075-0.51370.304439
190.032120.28910.386628
200.0672150.60490.273455
21-0.027408-0.24670.402892
22-0.090562-0.81510.208716
23-0.035423-0.31880.375346
240.0938860.8450.200307
25-0.011766-0.10590.457965
26-0.033224-0.2990.382846
27-0.008846-0.07960.468372
28-0.01244-0.1120.455566
29-0.050064-0.45060.32675
30-0.137712-1.23940.109387
310.032970.29670.383717
320.0188960.17010.432691
33-0.011206-0.10090.459957
340.120551.08490.140582
35-0.073873-0.66490.254015
36-0.028883-0.260.397781

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.477806 & 4.3003 & 2.4e-05 \tabularnewline
2 & -0.008404 & -0.0756 & 0.469948 \tabularnewline
3 & 0.43047 & 3.8742 & 0.000108 \tabularnewline
4 & -0.146097 & -1.3149 & 0.096132 \tabularnewline
5 & 0.346947 & 3.1225 & 0.001243 \tabularnewline
6 & 0.156296 & 1.4067 & 0.081676 \tabularnewline
7 & -0.071782 & -0.646 & 0.26004 \tabularnewline
8 & 0.055663 & 0.501 & 0.308875 \tabularnewline
9 & -0.037018 & -0.3332 & 0.369935 \tabularnewline
10 & -0.168836 & -1.5195 & 0.066262 \tabularnewline
11 & 0.433529 & 3.9018 & 9.8e-05 \tabularnewline
12 & 0.35201 & 3.1681 & 0.001082 \tabularnewline
13 & -0.278446 & -2.506 & 0.007106 \tabularnewline
14 & -0.251056 & -2.2595 & 0.013269 \tabularnewline
15 & -0.091868 & -0.8268 & 0.205387 \tabularnewline
16 & -0.181263 & -1.6314 & 0.053347 \tabularnewline
17 & 0.032187 & 0.2897 & 0.3864 \tabularnewline
18 & -0.057075 & -0.5137 & 0.304439 \tabularnewline
19 & 0.03212 & 0.2891 & 0.386628 \tabularnewline
20 & 0.067215 & 0.6049 & 0.273455 \tabularnewline
21 & -0.027408 & -0.2467 & 0.402892 \tabularnewline
22 & -0.090562 & -0.8151 & 0.208716 \tabularnewline
23 & -0.035423 & -0.3188 & 0.375346 \tabularnewline
24 & 0.093886 & 0.845 & 0.200307 \tabularnewline
25 & -0.011766 & -0.1059 & 0.457965 \tabularnewline
26 & -0.033224 & -0.299 & 0.382846 \tabularnewline
27 & -0.008846 & -0.0796 & 0.468372 \tabularnewline
28 & -0.01244 & -0.112 & 0.455566 \tabularnewline
29 & -0.050064 & -0.4506 & 0.32675 \tabularnewline
30 & -0.137712 & -1.2394 & 0.109387 \tabularnewline
31 & 0.03297 & 0.2967 & 0.383717 \tabularnewline
32 & 0.018896 & 0.1701 & 0.432691 \tabularnewline
33 & -0.011206 & -0.1009 & 0.459957 \tabularnewline
34 & 0.12055 & 1.0849 & 0.140582 \tabularnewline
35 & -0.073873 & -0.6649 & 0.254015 \tabularnewline
36 & -0.028883 & -0.26 & 0.397781 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32517&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]0.477806[/C][C]4.3003[/C][C]2.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.008404[/C][C]-0.0756[/C][C]0.469948[/C][/ROW]
[ROW][C]3[/C][C]0.43047[/C][C]3.8742[/C][C]0.000108[/C][/ROW]
[ROW][C]4[/C][C]-0.146097[/C][C]-1.3149[/C][C]0.096132[/C][/ROW]
[ROW][C]5[/C][C]0.346947[/C][C]3.1225[/C][C]0.001243[/C][/ROW]
[ROW][C]6[/C][C]0.156296[/C][C]1.4067[/C][C]0.081676[/C][/ROW]
[ROW][C]7[/C][C]-0.071782[/C][C]-0.646[/C][C]0.26004[/C][/ROW]
[ROW][C]8[/C][C]0.055663[/C][C]0.501[/C][C]0.308875[/C][/ROW]
[ROW][C]9[/C][C]-0.037018[/C][C]-0.3332[/C][C]0.369935[/C][/ROW]
[ROW][C]10[/C][C]-0.168836[/C][C]-1.5195[/C][C]0.066262[/C][/ROW]
[ROW][C]11[/C][C]0.433529[/C][C]3.9018[/C][C]9.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.35201[/C][C]3.1681[/C][C]0.001082[/C][/ROW]
[ROW][C]13[/C][C]-0.278446[/C][C]-2.506[/C][C]0.007106[/C][/ROW]
[ROW][C]14[/C][C]-0.251056[/C][C]-2.2595[/C][C]0.013269[/C][/ROW]
[ROW][C]15[/C][C]-0.091868[/C][C]-0.8268[/C][C]0.205387[/C][/ROW]
[ROW][C]16[/C][C]-0.181263[/C][C]-1.6314[/C][C]0.053347[/C][/ROW]
[ROW][C]17[/C][C]0.032187[/C][C]0.2897[/C][C]0.3864[/C][/ROW]
[ROW][C]18[/C][C]-0.057075[/C][C]-0.5137[/C][C]0.304439[/C][/ROW]
[ROW][C]19[/C][C]0.03212[/C][C]0.2891[/C][C]0.386628[/C][/ROW]
[ROW][C]20[/C][C]0.067215[/C][C]0.6049[/C][C]0.273455[/C][/ROW]
[ROW][C]21[/C][C]-0.027408[/C][C]-0.2467[/C][C]0.402892[/C][/ROW]
[ROW][C]22[/C][C]-0.090562[/C][C]-0.8151[/C][C]0.208716[/C][/ROW]
[ROW][C]23[/C][C]-0.035423[/C][C]-0.3188[/C][C]0.375346[/C][/ROW]
[ROW][C]24[/C][C]0.093886[/C][C]0.845[/C][C]0.200307[/C][/ROW]
[ROW][C]25[/C][C]-0.011766[/C][C]-0.1059[/C][C]0.457965[/C][/ROW]
[ROW][C]26[/C][C]-0.033224[/C][C]-0.299[/C][C]0.382846[/C][/ROW]
[ROW][C]27[/C][C]-0.008846[/C][C]-0.0796[/C][C]0.468372[/C][/ROW]
[ROW][C]28[/C][C]-0.01244[/C][C]-0.112[/C][C]0.455566[/C][/ROW]
[ROW][C]29[/C][C]-0.050064[/C][C]-0.4506[/C][C]0.32675[/C][/ROW]
[ROW][C]30[/C][C]-0.137712[/C][C]-1.2394[/C][C]0.109387[/C][/ROW]
[ROW][C]31[/C][C]0.03297[/C][C]0.2967[/C][C]0.383717[/C][/ROW]
[ROW][C]32[/C][C]0.018896[/C][C]0.1701[/C][C]0.432691[/C][/ROW]
[ROW][C]33[/C][C]-0.011206[/C][C]-0.1009[/C][C]0.459957[/C][/ROW]
[ROW][C]34[/C][C]0.12055[/C][C]1.0849[/C][C]0.140582[/C][/ROW]
[ROW][C]35[/C][C]-0.073873[/C][C]-0.6649[/C][C]0.254015[/C][/ROW]
[ROW][C]36[/C][C]-0.028883[/C][C]-0.26[/C][C]0.397781[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32517&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32517&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
10.4778064.30032.4e-05
2-0.008404-0.07560.469948
30.430473.87420.000108
4-0.146097-1.31490.096132
50.3469473.12250.001243
60.1562961.40670.081676
7-0.071782-0.6460.26004
80.0556630.5010.308875
9-0.037018-0.33320.369935
10-0.168836-1.51950.066262
110.4335293.90189.8e-05
120.352013.16810.001082
13-0.278446-2.5060.007106
14-0.251056-2.25950.013269
15-0.091868-0.82680.205387
16-0.181263-1.63140.053347
170.0321870.28970.3864
18-0.057075-0.51370.304439
190.032120.28910.386628
200.0672150.60490.273455
21-0.027408-0.24670.402892
22-0.090562-0.81510.208716
23-0.035423-0.31880.375346
240.0938860.8450.200307
25-0.011766-0.10590.457965
26-0.033224-0.2990.382846
27-0.008846-0.07960.468372
28-0.01244-0.1120.455566
29-0.050064-0.45060.32675
30-0.137712-1.23940.109387
310.032970.29670.383717
320.0188960.17010.432691
33-0.011206-0.10090.459957
340.120551.08490.140582
35-0.073873-0.66490.254015
36-0.028883-0.260.397781


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')