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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 03:53:04 -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/t1229079466izl0j8w27h4hohs.htm/, Retrieved Fri, 17 May 2024 00:13:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32536, Retrieved Fri, 17 May 2024 00:13:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158

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 10:53:04] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99,5
98,2
108,9
100,0
105,0
108,4
96,7
100,5
115,6
114,9
110,7
107,7
113,5
106,9
119,6
109,4
106,9
118,7
108,9
113,1
125,1
126,5
122,7
127,5
107,1
112,0
122,1
111,5
113,2
128,2
115,1
117,4
132,0
130,8
128,0
132,7
117,0
110,9
123,5
117,4
122,7
123,5
111,5
113,8
131,2
127,0
126,2
121,2
118,8
117,9
135,2
120,7
126,4
129,6
113,4
120,5
135,5
137,6
130,6
133,1
121,5
120,5
136,9
123,7
128,5
135,0
120,9
121,1
132,2
134,5
133,6
136,1
124,5
124,6
133,5
132,3
125,3
135,5
121,2
117,5
135,9

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32536&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32536&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5705495.13491e-06
20.4266093.83950.000122
30.5660435.09441e-06
40.3484783.13630.001192
50.3960383.56430.000308
60.5997145.39740
70.3199442.87950.002547
80.2072941.86560.032856
90.3872873.48560.000398
100.2293242.06390.021113
110.2978922.6810.004445
120.5406044.86543e-06
130.2702972.43270.008596
140.1235111.11160.134799
150.2667692.40090.009323
160.0571070.5140.30434
170.0942080.84790.199505
180.2964442.6680.004607
190.0552190.4970.310278
20-0.022053-0.19850.421583
210.1404811.26430.104869
22-0.012213-0.10990.456374
230.0821590.73940.230891
240.2960542.66450.004651
250.056870.51180.305083
26-0.059148-0.53230.297977
270.0818170.73640.23182
28-0.105897-0.95310.171693
29-0.087004-0.7830.217945
300.1018960.91710.180915
31-0.078516-0.70660.240909
32-0.148969-1.34070.091879
33-0.041862-0.37680.353669
34-0.116625-1.04960.148507
35-0.03462-0.31160.378081
360.1753181.57790.059247

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.570549 & 5.1349 & 1e-06 \tabularnewline
2 & 0.426609 & 3.8395 & 0.000122 \tabularnewline
3 & 0.566043 & 5.0944 & 1e-06 \tabularnewline
4 & 0.348478 & 3.1363 & 0.001192 \tabularnewline
5 & 0.396038 & 3.5643 & 0.000308 \tabularnewline
6 & 0.599714 & 5.3974 & 0 \tabularnewline
7 & 0.319944 & 2.8795 & 0.002547 \tabularnewline
8 & 0.207294 & 1.8656 & 0.032856 \tabularnewline
9 & 0.387287 & 3.4856 & 0.000398 \tabularnewline
10 & 0.229324 & 2.0639 & 0.021113 \tabularnewline
11 & 0.297892 & 2.681 & 0.004445 \tabularnewline
12 & 0.540604 & 4.8654 & 3e-06 \tabularnewline
13 & 0.270297 & 2.4327 & 0.008596 \tabularnewline
14 & 0.123511 & 1.1116 & 0.134799 \tabularnewline
15 & 0.266769 & 2.4009 & 0.009323 \tabularnewline
16 & 0.057107 & 0.514 & 0.30434 \tabularnewline
17 & 0.094208 & 0.8479 & 0.199505 \tabularnewline
18 & 0.296444 & 2.668 & 0.004607 \tabularnewline
19 & 0.055219 & 0.497 & 0.310278 \tabularnewline
20 & -0.022053 & -0.1985 & 0.421583 \tabularnewline
21 & 0.140481 & 1.2643 & 0.104869 \tabularnewline
22 & -0.012213 & -0.1099 & 0.456374 \tabularnewline
23 & 0.082159 & 0.7394 & 0.230891 \tabularnewline
24 & 0.296054 & 2.6645 & 0.004651 \tabularnewline
25 & 0.05687 & 0.5118 & 0.305083 \tabularnewline
26 & -0.059148 & -0.5323 & 0.297977 \tabularnewline
27 & 0.081817 & 0.7364 & 0.23182 \tabularnewline
28 & -0.105897 & -0.9531 & 0.171693 \tabularnewline
29 & -0.087004 & -0.783 & 0.217945 \tabularnewline
30 & 0.101896 & 0.9171 & 0.180915 \tabularnewline
31 & -0.078516 & -0.7066 & 0.240909 \tabularnewline
32 & -0.148969 & -1.3407 & 0.091879 \tabularnewline
33 & -0.041862 & -0.3768 & 0.353669 \tabularnewline
34 & -0.116625 & -1.0496 & 0.148507 \tabularnewline
35 & -0.03462 & -0.3116 & 0.378081 \tabularnewline
36 & 0.175318 & 1.5779 & 0.059247 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32536&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]0.570549[/C][C]5.1349[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.426609[/C][C]3.8395[/C][C]0.000122[/C][/ROW]
[ROW][C]3[/C][C]0.566043[/C][C]5.0944[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.348478[/C][C]3.1363[/C][C]0.001192[/C][/ROW]
[ROW][C]5[/C][C]0.396038[/C][C]3.5643[/C][C]0.000308[/C][/ROW]
[ROW][C]6[/C][C]0.599714[/C][C]5.3974[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.319944[/C][C]2.8795[/C][C]0.002547[/C][/ROW]
[ROW][C]8[/C][C]0.207294[/C][C]1.8656[/C][C]0.032856[/C][/ROW]
[ROW][C]9[/C][C]0.387287[/C][C]3.4856[/C][C]0.000398[/C][/ROW]
[ROW][C]10[/C][C]0.229324[/C][C]2.0639[/C][C]0.021113[/C][/ROW]
[ROW][C]11[/C][C]0.297892[/C][C]2.681[/C][C]0.004445[/C][/ROW]
[ROW][C]12[/C][C]0.540604[/C][C]4.8654[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.270297[/C][C]2.4327[/C][C]0.008596[/C][/ROW]
[ROW][C]14[/C][C]0.123511[/C][C]1.1116[/C][C]0.134799[/C][/ROW]
[ROW][C]15[/C][C]0.266769[/C][C]2.4009[/C][C]0.009323[/C][/ROW]
[ROW][C]16[/C][C]0.057107[/C][C]0.514[/C][C]0.30434[/C][/ROW]
[ROW][C]17[/C][C]0.094208[/C][C]0.8479[/C][C]0.199505[/C][/ROW]
[ROW][C]18[/C][C]0.296444[/C][C]2.668[/C][C]0.004607[/C][/ROW]
[ROW][C]19[/C][C]0.055219[/C][C]0.497[/C][C]0.310278[/C][/ROW]
[ROW][C]20[/C][C]-0.022053[/C][C]-0.1985[/C][C]0.421583[/C][/ROW]
[ROW][C]21[/C][C]0.140481[/C][C]1.2643[/C][C]0.104869[/C][/ROW]
[ROW][C]22[/C][C]-0.012213[/C][C]-0.1099[/C][C]0.456374[/C][/ROW]
[ROW][C]23[/C][C]0.082159[/C][C]0.7394[/C][C]0.230891[/C][/ROW]
[ROW][C]24[/C][C]0.296054[/C][C]2.6645[/C][C]0.004651[/C][/ROW]
[ROW][C]25[/C][C]0.05687[/C][C]0.5118[/C][C]0.305083[/C][/ROW]
[ROW][C]26[/C][C]-0.059148[/C][C]-0.5323[/C][C]0.297977[/C][/ROW]
[ROW][C]27[/C][C]0.081817[/C][C]0.7364[/C][C]0.23182[/C][/ROW]
[ROW][C]28[/C][C]-0.105897[/C][C]-0.9531[/C][C]0.171693[/C][/ROW]
[ROW][C]29[/C][C]-0.087004[/C][C]-0.783[/C][C]0.217945[/C][/ROW]
[ROW][C]30[/C][C]0.101896[/C][C]0.9171[/C][C]0.180915[/C][/ROW]
[ROW][C]31[/C][C]-0.078516[/C][C]-0.7066[/C][C]0.240909[/C][/ROW]
[ROW][C]32[/C][C]-0.148969[/C][C]-1.3407[/C][C]0.091879[/C][/ROW]
[ROW][C]33[/C][C]-0.041862[/C][C]-0.3768[/C][C]0.353669[/C][/ROW]
[ROW][C]34[/C][C]-0.116625[/C][C]-1.0496[/C][C]0.148507[/C][/ROW]
[ROW][C]35[/C][C]-0.03462[/C][C]-0.3116[/C][C]0.378081[/C][/ROW]
[ROW][C]36[/C][C]0.175318[/C][C]1.5779[/C][C]0.059247[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32536&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
10.5705495.13491e-06
20.4266093.83950.000122
30.5660435.09441e-06
40.3484783.13630.001192
50.3960383.56430.000308
60.5997145.39740
70.3199442.87950.002547
80.2072941.86560.032856
90.3872873.48560.000398
100.2293242.06390.021113
110.2978922.6810.004445
120.5406044.86543e-06
130.2702972.43270.008596
140.1235111.11160.134799
150.2667692.40090.009323
160.0571070.5140.30434
170.0942080.84790.199505
180.2964442.6680.004607
190.0552190.4970.310278
20-0.022053-0.19850.421583
210.1404811.26430.104869
22-0.012213-0.10990.456374
230.0821590.73940.230891
240.2960542.66450.004651
250.056870.51180.305083
26-0.059148-0.53230.297977
270.0818170.73640.23182
28-0.105897-0.95310.171693
29-0.087004-0.7830.217945
300.1018960.91710.180915
31-0.078516-0.70660.240909
32-0.148969-1.34070.091879
33-0.041862-0.37680.353669
34-0.116625-1.04960.148507
35-0.03462-0.31160.378081
360.1753181.57790.059247






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5705495.13491e-06
20.1498681.34880.090577
30.414993.73490.000174
4-0.193683-1.74320.042551
50.2930622.63760.005005
60.2852342.56710.006047
7-0.250484-2.25440.013437
8-0.153359-1.38020.085657
90.1691671.52250.065889
10-0.019818-0.17840.429444
110.1885831.69720.046745
120.2208651.98780.025107
13-0.160565-1.44510.076146
14-0.228146-2.05330.021634
15-0.054887-0.4940.311327
16-0.209259-1.88330.031622
170.0652050.58680.279469
180.0475650.42810.334864
190.02630.23670.406743
200.0514870.46340.322166
210.03210.28890.386698
22-0.076567-0.68910.246363
230.1443391.29910.098806
24-0.008934-0.08040.468056
25-0.053813-0.48430.314734
26-0.139206-1.25290.106932
270.0328220.29540.384224
28-0.122416-1.10170.136918
29-0.018894-0.170.4327
30-0.050816-0.45730.324323
310.1894081.70470.046045
32-0.041395-0.37260.355227
33-0.115345-1.03810.151155
340.1217581.09580.138202
350.1071260.96410.168923
360.0133470.12010.452341

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.570549 & 5.1349 & 1e-06 \tabularnewline
2 & 0.149868 & 1.3488 & 0.090577 \tabularnewline
3 & 0.41499 & 3.7349 & 0.000174 \tabularnewline
4 & -0.193683 & -1.7432 & 0.042551 \tabularnewline
5 & 0.293062 & 2.6376 & 0.005005 \tabularnewline
6 & 0.285234 & 2.5671 & 0.006047 \tabularnewline
7 & -0.250484 & -2.2544 & 0.013437 \tabularnewline
8 & -0.153359 & -1.3802 & 0.085657 \tabularnewline
9 & 0.169167 & 1.5225 & 0.065889 \tabularnewline
10 & -0.019818 & -0.1784 & 0.429444 \tabularnewline
11 & 0.188583 & 1.6972 & 0.046745 \tabularnewline
12 & 0.220865 & 1.9878 & 0.025107 \tabularnewline
13 & -0.160565 & -1.4451 & 0.076146 \tabularnewline
14 & -0.228146 & -2.0533 & 0.021634 \tabularnewline
15 & -0.054887 & -0.494 & 0.311327 \tabularnewline
16 & -0.209259 & -1.8833 & 0.031622 \tabularnewline
17 & 0.065205 & 0.5868 & 0.279469 \tabularnewline
18 & 0.047565 & 0.4281 & 0.334864 \tabularnewline
19 & 0.0263 & 0.2367 & 0.406743 \tabularnewline
20 & 0.051487 & 0.4634 & 0.322166 \tabularnewline
21 & 0.0321 & 0.2889 & 0.386698 \tabularnewline
22 & -0.076567 & -0.6891 & 0.246363 \tabularnewline
23 & 0.144339 & 1.2991 & 0.098806 \tabularnewline
24 & -0.008934 & -0.0804 & 0.468056 \tabularnewline
25 & -0.053813 & -0.4843 & 0.314734 \tabularnewline
26 & -0.139206 & -1.2529 & 0.106932 \tabularnewline
27 & 0.032822 & 0.2954 & 0.384224 \tabularnewline
28 & -0.122416 & -1.1017 & 0.136918 \tabularnewline
29 & -0.018894 & -0.17 & 0.4327 \tabularnewline
30 & -0.050816 & -0.4573 & 0.324323 \tabularnewline
31 & 0.189408 & 1.7047 & 0.046045 \tabularnewline
32 & -0.041395 & -0.3726 & 0.355227 \tabularnewline
33 & -0.115345 & -1.0381 & 0.151155 \tabularnewline
34 & 0.121758 & 1.0958 & 0.138202 \tabularnewline
35 & 0.107126 & 0.9641 & 0.168923 \tabularnewline
36 & 0.013347 & 0.1201 & 0.452341 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32536&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]0.570549[/C][C]5.1349[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.149868[/C][C]1.3488[/C][C]0.090577[/C][/ROW]
[ROW][C]3[/C][C]0.41499[/C][C]3.7349[/C][C]0.000174[/C][/ROW]
[ROW][C]4[/C][C]-0.193683[/C][C]-1.7432[/C][C]0.042551[/C][/ROW]
[ROW][C]5[/C][C]0.293062[/C][C]2.6376[/C][C]0.005005[/C][/ROW]
[ROW][C]6[/C][C]0.285234[/C][C]2.5671[/C][C]0.006047[/C][/ROW]
[ROW][C]7[/C][C]-0.250484[/C][C]-2.2544[/C][C]0.013437[/C][/ROW]
[ROW][C]8[/C][C]-0.153359[/C][C]-1.3802[/C][C]0.085657[/C][/ROW]
[ROW][C]9[/C][C]0.169167[/C][C]1.5225[/C][C]0.065889[/C][/ROW]
[ROW][C]10[/C][C]-0.019818[/C][C]-0.1784[/C][C]0.429444[/C][/ROW]
[ROW][C]11[/C][C]0.188583[/C][C]1.6972[/C][C]0.046745[/C][/ROW]
[ROW][C]12[/C][C]0.220865[/C][C]1.9878[/C][C]0.025107[/C][/ROW]
[ROW][C]13[/C][C]-0.160565[/C][C]-1.4451[/C][C]0.076146[/C][/ROW]
[ROW][C]14[/C][C]-0.228146[/C][C]-2.0533[/C][C]0.021634[/C][/ROW]
[ROW][C]15[/C][C]-0.054887[/C][C]-0.494[/C][C]0.311327[/C][/ROW]
[ROW][C]16[/C][C]-0.209259[/C][C]-1.8833[/C][C]0.031622[/C][/ROW]
[ROW][C]17[/C][C]0.065205[/C][C]0.5868[/C][C]0.279469[/C][/ROW]
[ROW][C]18[/C][C]0.047565[/C][C]0.4281[/C][C]0.334864[/C][/ROW]
[ROW][C]19[/C][C]0.0263[/C][C]0.2367[/C][C]0.406743[/C][/ROW]
[ROW][C]20[/C][C]0.051487[/C][C]0.4634[/C][C]0.322166[/C][/ROW]
[ROW][C]21[/C][C]0.0321[/C][C]0.2889[/C][C]0.386698[/C][/ROW]
[ROW][C]22[/C][C]-0.076567[/C][C]-0.6891[/C][C]0.246363[/C][/ROW]
[ROW][C]23[/C][C]0.144339[/C][C]1.2991[/C][C]0.098806[/C][/ROW]
[ROW][C]24[/C][C]-0.008934[/C][C]-0.0804[/C][C]0.468056[/C][/ROW]
[ROW][C]25[/C][C]-0.053813[/C][C]-0.4843[/C][C]0.314734[/C][/ROW]
[ROW][C]26[/C][C]-0.139206[/C][C]-1.2529[/C][C]0.106932[/C][/ROW]
[ROW][C]27[/C][C]0.032822[/C][C]0.2954[/C][C]0.384224[/C][/ROW]
[ROW][C]28[/C][C]-0.122416[/C][C]-1.1017[/C][C]0.136918[/C][/ROW]
[ROW][C]29[/C][C]-0.018894[/C][C]-0.17[/C][C]0.4327[/C][/ROW]
[ROW][C]30[/C][C]-0.050816[/C][C]-0.4573[/C][C]0.324323[/C][/ROW]
[ROW][C]31[/C][C]0.189408[/C][C]1.7047[/C][C]0.046045[/C][/ROW]
[ROW][C]32[/C][C]-0.041395[/C][C]-0.3726[/C][C]0.355227[/C][/ROW]
[ROW][C]33[/C][C]-0.115345[/C][C]-1.0381[/C][C]0.151155[/C][/ROW]
[ROW][C]34[/C][C]0.121758[/C][C]1.0958[/C][C]0.138202[/C][/ROW]
[ROW][C]35[/C][C]0.107126[/C][C]0.9641[/C][C]0.168923[/C][/ROW]
[ROW][C]36[/C][C]0.013347[/C][C]0.1201[/C][C]0.452341[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32536&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32536&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
10.5705495.13491e-06
20.1498681.34880.090577
30.414993.73490.000174
4-0.193683-1.74320.042551
50.2930622.63760.005005
60.2852342.56710.006047
7-0.250484-2.25440.013437
8-0.153359-1.38020.085657
90.1691671.52250.065889
10-0.019818-0.17840.429444
110.1885831.69720.046745
120.2208651.98780.025107
13-0.160565-1.44510.076146
14-0.228146-2.05330.021634
15-0.054887-0.4940.311327
16-0.209259-1.88330.031622
170.0652050.58680.279469
180.0475650.42810.334864
190.02630.23670.406743
200.0514870.46340.322166
210.03210.28890.386698
22-0.076567-0.68910.246363
230.1443391.29910.098806
24-0.008934-0.08040.468056
25-0.053813-0.48430.314734
26-0.139206-1.25290.106932
270.0328220.29540.384224
28-0.122416-1.10170.136918
29-0.018894-0.170.4327
30-0.050816-0.45730.324323
310.1894081.70470.046045
32-0.041395-0.37260.355227
33-0.115345-1.03810.151155
340.1217581.09580.138202
350.1071260.96410.168923
360.0133470.12010.452341


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')