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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 03:32:44 -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/t1229078149hoyi7kn9xeobxrt.htm/, Retrieved Fri, 17 May 2024 18:28:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32523, Retrieved Fri, 17 May 2024 18:28:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165

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 10:32:44] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,5
97,0
103,3
99,6
100,1
102,9
95,9
94,5
107,4
116,0
102,8
99,8
109,6
103,0
111,6
106,3
97,9
108,8
103,9
101,2
122,9
123,9
111,7
120,9
99,6
103,3
119,4
106,5
101,9
124,6
106,5
107,8
127,4
120,1
118,5
127,7
107,7
104,5
118,8
110,3
109,6
119,1
96,5
106,7
126,3
116,2
118,8
115,2
110,0
111,4
129,6
108,1
117,8
122,9
100,6
111,8
127,0
128,6
124,8
118,5
114,7
112,6
128,7
111,0
115,8
126,0
111,1
113,2
120,1
130,6
124,0
119,4
116,7
116,5
119,6
126,5
111,3
123,5
114,2
103,7
129,5

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32523&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]2 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=32523&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32523&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3018792.71690.004027
20.1687841.51910.066321
30.4709174.23833e-05
40.1008680.90780.183335
50.2300472.07040.020799
60.5018144.51631.1e-05
70.1067840.96110.169692
80.0837080.75340.226704
90.3334963.00150.001785
100.0227610.20480.419103
110.2032691.82940.035508
120.5611885.05071e-06
130.1308271.17740.121234
140.0363330.3270.372257
150.2297542.06780.020926
16-0.082089-0.73880.231082
170.0550430.49540.310835
180.2833292.550.006329
19-0.070339-0.63310.264241
20-0.049168-0.44250.329648
210.1105610.9950.161339
22-0.112134-1.00920.157941
230.0926970.83430.203289
240.3142452.82820.002949
250.0131950.11880.452883
26-0.065684-0.59120.278031
270.0905330.81480.208789
28-0.152207-1.36990.087257
29-0.068943-0.62050.268338
300.1245771.12120.132759
31-0.095211-0.85690.197014
32-0.107677-0.96910.167692
33-0.050155-0.45140.326457
34-0.131927-1.18730.119281
350.0099090.08920.464579
360.2210861.98980.024995

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.301879 & 2.7169 & 0.004027 \tabularnewline
2 & 0.168784 & 1.5191 & 0.066321 \tabularnewline
3 & 0.470917 & 4.2383 & 3e-05 \tabularnewline
4 & 0.100868 & 0.9078 & 0.183335 \tabularnewline
5 & 0.230047 & 2.0704 & 0.020799 \tabularnewline
6 & 0.501814 & 4.5163 & 1.1e-05 \tabularnewline
7 & 0.106784 & 0.9611 & 0.169692 \tabularnewline
8 & 0.083708 & 0.7534 & 0.226704 \tabularnewline
9 & 0.333496 & 3.0015 & 0.001785 \tabularnewline
10 & 0.022761 & 0.2048 & 0.419103 \tabularnewline
11 & 0.203269 & 1.8294 & 0.035508 \tabularnewline
12 & 0.561188 & 5.0507 & 1e-06 \tabularnewline
13 & 0.130827 & 1.1774 & 0.121234 \tabularnewline
14 & 0.036333 & 0.327 & 0.372257 \tabularnewline
15 & 0.229754 & 2.0678 & 0.020926 \tabularnewline
16 & -0.082089 & -0.7388 & 0.231082 \tabularnewline
17 & 0.055043 & 0.4954 & 0.310835 \tabularnewline
18 & 0.283329 & 2.55 & 0.006329 \tabularnewline
19 & -0.070339 & -0.6331 & 0.264241 \tabularnewline
20 & -0.049168 & -0.4425 & 0.329648 \tabularnewline
21 & 0.110561 & 0.995 & 0.161339 \tabularnewline
22 & -0.112134 & -1.0092 & 0.157941 \tabularnewline
23 & 0.092697 & 0.8343 & 0.203289 \tabularnewline
24 & 0.314245 & 2.8282 & 0.002949 \tabularnewline
25 & 0.013195 & 0.1188 & 0.452883 \tabularnewline
26 & -0.065684 & -0.5912 & 0.278031 \tabularnewline
27 & 0.090533 & 0.8148 & 0.208789 \tabularnewline
28 & -0.152207 & -1.3699 & 0.087257 \tabularnewline
29 & -0.068943 & -0.6205 & 0.268338 \tabularnewline
30 & 0.124577 & 1.1212 & 0.132759 \tabularnewline
31 & -0.095211 & -0.8569 & 0.197014 \tabularnewline
32 & -0.107677 & -0.9691 & 0.167692 \tabularnewline
33 & -0.050155 & -0.4514 & 0.326457 \tabularnewline
34 & -0.131927 & -1.1873 & 0.119281 \tabularnewline
35 & 0.009909 & 0.0892 & 0.464579 \tabularnewline
36 & 0.221086 & 1.9898 & 0.024995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32523&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]0.301879[/C][C]2.7169[/C][C]0.004027[/C][/ROW]
[ROW][C]2[/C][C]0.168784[/C][C]1.5191[/C][C]0.066321[/C][/ROW]
[ROW][C]3[/C][C]0.470917[/C][C]4.2383[/C][C]3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.100868[/C][C]0.9078[/C][C]0.183335[/C][/ROW]
[ROW][C]5[/C][C]0.230047[/C][C]2.0704[/C][C]0.020799[/C][/ROW]
[ROW][C]6[/C][C]0.501814[/C][C]4.5163[/C][C]1.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.106784[/C][C]0.9611[/C][C]0.169692[/C][/ROW]
[ROW][C]8[/C][C]0.083708[/C][C]0.7534[/C][C]0.226704[/C][/ROW]
[ROW][C]9[/C][C]0.333496[/C][C]3.0015[/C][C]0.001785[/C][/ROW]
[ROW][C]10[/C][C]0.022761[/C][C]0.2048[/C][C]0.419103[/C][/ROW]
[ROW][C]11[/C][C]0.203269[/C][C]1.8294[/C][C]0.035508[/C][/ROW]
[ROW][C]12[/C][C]0.561188[/C][C]5.0507[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.130827[/C][C]1.1774[/C][C]0.121234[/C][/ROW]
[ROW][C]14[/C][C]0.036333[/C][C]0.327[/C][C]0.372257[/C][/ROW]
[ROW][C]15[/C][C]0.229754[/C][C]2.0678[/C][C]0.020926[/C][/ROW]
[ROW][C]16[/C][C]-0.082089[/C][C]-0.7388[/C][C]0.231082[/C][/ROW]
[ROW][C]17[/C][C]0.055043[/C][C]0.4954[/C][C]0.310835[/C][/ROW]
[ROW][C]18[/C][C]0.283329[/C][C]2.55[/C][C]0.006329[/C][/ROW]
[ROW][C]19[/C][C]-0.070339[/C][C]-0.6331[/C][C]0.264241[/C][/ROW]
[ROW][C]20[/C][C]-0.049168[/C][C]-0.4425[/C][C]0.329648[/C][/ROW]
[ROW][C]21[/C][C]0.110561[/C][C]0.995[/C][C]0.161339[/C][/ROW]
[ROW][C]22[/C][C]-0.112134[/C][C]-1.0092[/C][C]0.157941[/C][/ROW]
[ROW][C]23[/C][C]0.092697[/C][C]0.8343[/C][C]0.203289[/C][/ROW]
[ROW][C]24[/C][C]0.314245[/C][C]2.8282[/C][C]0.002949[/C][/ROW]
[ROW][C]25[/C][C]0.013195[/C][C]0.1188[/C][C]0.452883[/C][/ROW]
[ROW][C]26[/C][C]-0.065684[/C][C]-0.5912[/C][C]0.278031[/C][/ROW]
[ROW][C]27[/C][C]0.090533[/C][C]0.8148[/C][C]0.208789[/C][/ROW]
[ROW][C]28[/C][C]-0.152207[/C][C]-1.3699[/C][C]0.087257[/C][/ROW]
[ROW][C]29[/C][C]-0.068943[/C][C]-0.6205[/C][C]0.268338[/C][/ROW]
[ROW][C]30[/C][C]0.124577[/C][C]1.1212[/C][C]0.132759[/C][/ROW]
[ROW][C]31[/C][C]-0.095211[/C][C]-0.8569[/C][C]0.197014[/C][/ROW]
[ROW][C]32[/C][C]-0.107677[/C][C]-0.9691[/C][C]0.167692[/C][/ROW]
[ROW][C]33[/C][C]-0.050155[/C][C]-0.4514[/C][C]0.326457[/C][/ROW]
[ROW][C]34[/C][C]-0.131927[/C][C]-1.1873[/C][C]0.119281[/C][/ROW]
[ROW][C]35[/C][C]0.009909[/C][C]0.0892[/C][C]0.464579[/C][/ROW]
[ROW][C]36[/C][C]0.221086[/C][C]1.9898[/C][C]0.024995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32523&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32523&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
10.3018792.71690.004027
20.1687841.51910.066321
30.4709174.23833e-05
40.1008680.90780.183335
50.2300472.07040.020799
60.5018144.51631.1e-05
70.1067840.96110.169692
80.0837080.75340.226704
90.3334963.00150.001785
100.0227610.20480.419103
110.2032691.82940.035508
120.5611885.05071e-06
130.1308271.17740.121234
140.0363330.3270.372257
150.2297542.06780.020926
16-0.082089-0.73880.231082
170.0550430.49540.310835
180.2833292.550.006329
19-0.070339-0.63310.264241
20-0.049168-0.44250.329648
210.1105610.9950.161339
22-0.112134-1.00920.157941
230.0926970.83430.203289
240.3142452.82820.002949
250.0131950.11880.452883
26-0.065684-0.59120.278031
270.0905330.81480.208789
28-0.152207-1.36990.087257
29-0.068943-0.62050.268338
300.1245771.12120.132759
31-0.095211-0.85690.197014
32-0.107677-0.96910.167692
33-0.050155-0.45140.326457
34-0.131927-1.18730.119281
350.0099090.08920.464579
360.2210861.98980.024995






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3018792.71690.004027
20.0854390.76890.22208
30.441713.97547.6e-05
4-0.190794-1.71710.044887
50.2763032.48670.007474
60.2509332.25840.013305
7-0.091458-0.82310.206428
8-0.111623-1.00460.159038
90.1233891.11050.135034
10-0.105381-0.94840.172865
110.202231.82010.036221
120.3468933.1220.001245
13-0.02832-0.25490.399731
14-0.257111-2.3140.011601
15-0.123819-1.11440.134207
16-0.164808-1.48330.070942
17-0.049176-0.44260.329624
18-0.006907-0.06220.475293
190.0492390.44310.32942
20-5e-05-4e-040.499822
21-0.008049-0.07240.471214
220.0278670.25080.401301
230.0884520.79610.214159
240.0275340.24780.402455
250.0579930.52190.30157
26-0.157214-1.41490.080461
270.0501580.45140.326445
28-0.107178-0.96460.168808
29-0.067131-0.60420.273708
30-0.080931-0.72840.234241
310.1790021.6110.055533
32-0.017123-0.15410.438953
33-0.10426-0.93830.17543
340.0597580.53780.296088
350.0414010.37260.355205
360.0788890.710.23987

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.301879 & 2.7169 & 0.004027 \tabularnewline
2 & 0.085439 & 0.7689 & 0.22208 \tabularnewline
3 & 0.44171 & 3.9754 & 7.6e-05 \tabularnewline
4 & -0.190794 & -1.7171 & 0.044887 \tabularnewline
5 & 0.276303 & 2.4867 & 0.007474 \tabularnewline
6 & 0.250933 & 2.2584 & 0.013305 \tabularnewline
7 & -0.091458 & -0.8231 & 0.206428 \tabularnewline
8 & -0.111623 & -1.0046 & 0.159038 \tabularnewline
9 & 0.123389 & 1.1105 & 0.135034 \tabularnewline
10 & -0.105381 & -0.9484 & 0.172865 \tabularnewline
11 & 0.20223 & 1.8201 & 0.036221 \tabularnewline
12 & 0.346893 & 3.122 & 0.001245 \tabularnewline
13 & -0.02832 & -0.2549 & 0.399731 \tabularnewline
14 & -0.257111 & -2.314 & 0.011601 \tabularnewline
15 & -0.123819 & -1.1144 & 0.134207 \tabularnewline
16 & -0.164808 & -1.4833 & 0.070942 \tabularnewline
17 & -0.049176 & -0.4426 & 0.329624 \tabularnewline
18 & -0.006907 & -0.0622 & 0.475293 \tabularnewline
19 & 0.049239 & 0.4431 & 0.32942 \tabularnewline
20 & -5e-05 & -4e-04 & 0.499822 \tabularnewline
21 & -0.008049 & -0.0724 & 0.471214 \tabularnewline
22 & 0.027867 & 0.2508 & 0.401301 \tabularnewline
23 & 0.088452 & 0.7961 & 0.214159 \tabularnewline
24 & 0.027534 & 0.2478 & 0.402455 \tabularnewline
25 & 0.057993 & 0.5219 & 0.30157 \tabularnewline
26 & -0.157214 & -1.4149 & 0.080461 \tabularnewline
27 & 0.050158 & 0.4514 & 0.326445 \tabularnewline
28 & -0.107178 & -0.9646 & 0.168808 \tabularnewline
29 & -0.067131 & -0.6042 & 0.273708 \tabularnewline
30 & -0.080931 & -0.7284 & 0.234241 \tabularnewline
31 & 0.179002 & 1.611 & 0.055533 \tabularnewline
32 & -0.017123 & -0.1541 & 0.438953 \tabularnewline
33 & -0.10426 & -0.9383 & 0.17543 \tabularnewline
34 & 0.059758 & 0.5378 & 0.296088 \tabularnewline
35 & 0.041401 & 0.3726 & 0.355205 \tabularnewline
36 & 0.078889 & 0.71 & 0.23987 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32523&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]0.301879[/C][C]2.7169[/C][C]0.004027[/C][/ROW]
[ROW][C]2[/C][C]0.085439[/C][C]0.7689[/C][C]0.22208[/C][/ROW]
[ROW][C]3[/C][C]0.44171[/C][C]3.9754[/C][C]7.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.190794[/C][C]-1.7171[/C][C]0.044887[/C][/ROW]
[ROW][C]5[/C][C]0.276303[/C][C]2.4867[/C][C]0.007474[/C][/ROW]
[ROW][C]6[/C][C]0.250933[/C][C]2.2584[/C][C]0.013305[/C][/ROW]
[ROW][C]7[/C][C]-0.091458[/C][C]-0.8231[/C][C]0.206428[/C][/ROW]
[ROW][C]8[/C][C]-0.111623[/C][C]-1.0046[/C][C]0.159038[/C][/ROW]
[ROW][C]9[/C][C]0.123389[/C][C]1.1105[/C][C]0.135034[/C][/ROW]
[ROW][C]10[/C][C]-0.105381[/C][C]-0.9484[/C][C]0.172865[/C][/ROW]
[ROW][C]11[/C][C]0.20223[/C][C]1.8201[/C][C]0.036221[/C][/ROW]
[ROW][C]12[/C][C]0.346893[/C][C]3.122[/C][C]0.001245[/C][/ROW]
[ROW][C]13[/C][C]-0.02832[/C][C]-0.2549[/C][C]0.399731[/C][/ROW]
[ROW][C]14[/C][C]-0.257111[/C][C]-2.314[/C][C]0.011601[/C][/ROW]
[ROW][C]15[/C][C]-0.123819[/C][C]-1.1144[/C][C]0.134207[/C][/ROW]
[ROW][C]16[/C][C]-0.164808[/C][C]-1.4833[/C][C]0.070942[/C][/ROW]
[ROW][C]17[/C][C]-0.049176[/C][C]-0.4426[/C][C]0.329624[/C][/ROW]
[ROW][C]18[/C][C]-0.006907[/C][C]-0.0622[/C][C]0.475293[/C][/ROW]
[ROW][C]19[/C][C]0.049239[/C][C]0.4431[/C][C]0.32942[/C][/ROW]
[ROW][C]20[/C][C]-5e-05[/C][C]-4e-04[/C][C]0.499822[/C][/ROW]
[ROW][C]21[/C][C]-0.008049[/C][C]-0.0724[/C][C]0.471214[/C][/ROW]
[ROW][C]22[/C][C]0.027867[/C][C]0.2508[/C][C]0.401301[/C][/ROW]
[ROW][C]23[/C][C]0.088452[/C][C]0.7961[/C][C]0.214159[/C][/ROW]
[ROW][C]24[/C][C]0.027534[/C][C]0.2478[/C][C]0.402455[/C][/ROW]
[ROW][C]25[/C][C]0.057993[/C][C]0.5219[/C][C]0.30157[/C][/ROW]
[ROW][C]26[/C][C]-0.157214[/C][C]-1.4149[/C][C]0.080461[/C][/ROW]
[ROW][C]27[/C][C]0.050158[/C][C]0.4514[/C][C]0.326445[/C][/ROW]
[ROW][C]28[/C][C]-0.107178[/C][C]-0.9646[/C][C]0.168808[/C][/ROW]
[ROW][C]29[/C][C]-0.067131[/C][C]-0.6042[/C][C]0.273708[/C][/ROW]
[ROW][C]30[/C][C]-0.080931[/C][C]-0.7284[/C][C]0.234241[/C][/ROW]
[ROW][C]31[/C][C]0.179002[/C][C]1.611[/C][C]0.055533[/C][/ROW]
[ROW][C]32[/C][C]-0.017123[/C][C]-0.1541[/C][C]0.438953[/C][/ROW]
[ROW][C]33[/C][C]-0.10426[/C][C]-0.9383[/C][C]0.17543[/C][/ROW]
[ROW][C]34[/C][C]0.059758[/C][C]0.5378[/C][C]0.296088[/C][/ROW]
[ROW][C]35[/C][C]0.041401[/C][C]0.3726[/C][C]0.355205[/C][/ROW]
[ROW][C]36[/C][C]0.078889[/C][C]0.71[/C][C]0.23987[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32523&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32523&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
10.3018792.71690.004027
20.0854390.76890.22208
30.441713.97547.6e-05
4-0.190794-1.71710.044887
50.2763032.48670.007474
60.2509332.25840.013305
7-0.091458-0.82310.206428
8-0.111623-1.00460.159038
90.1233891.11050.135034
10-0.105381-0.94840.172865
110.202231.82010.036221
120.3468933.1220.001245
13-0.02832-0.25490.399731
14-0.257111-2.3140.011601
15-0.123819-1.11440.134207
16-0.164808-1.48330.070942
17-0.049176-0.44260.329624
18-0.006907-0.06220.475293
190.0492390.44310.32942
20-5e-05-4e-040.499822
21-0.008049-0.07240.471214
220.0278670.25080.401301
230.0884520.79610.214159
240.0275340.24780.402455
250.0579930.52190.30157
26-0.157214-1.41490.080461
270.0501580.45140.326445
28-0.107178-0.96460.168808
29-0.067131-0.60420.273708
30-0.080931-0.72840.234241
310.1790021.6110.055533
32-0.017123-0.15410.438953
33-0.10426-0.93830.17543
340.0597580.53780.296088
350.0414010.37260.355205
360.0788890.710.23987


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')