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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 05:08:24 -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/t1229083796orqvyae0rbbj2vf.htm/, Retrieved Fri, 17 May 2024 18:45:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32598, Retrieved Fri, 17 May 2024 18:45:37 +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] [partial autocorre...] [2008-12-12 12:08:24] [46b5932fe641d17912b9bed340844588] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
124
118,63
121,86
119,97
125,03
130,09
126,65
121,7
119,24
122,63
116,66
114,12
113,11
112,61
113,4
115,18
121,01
119,44
116,68
117,07
117,41
119,58
120,92
117,09
116,77
119,39
122,49
124,08
118,29
112,94
113,79
114,43
118,7
120,36
118,27
118,34
117,82
117,65
118,18
121,02
124,78
131,16
130,14
131,75
134,73
135,35
140,32
136,35
131,6
128,9
133,89
138,25
146,23
144,76
149,3
156,8
159,08
165,12
163,14
153,43
151,01

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 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 & 4 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=32598&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]4 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=32598&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32598&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 time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2271771.75970.041777
2-0.078402-0.60730.272973
3-0.165531-1.28220.102353
4-0.158958-1.23130.11151
50.1091380.84540.200628
60.0581850.45070.326915
7-0.136608-1.05820.147112
8-0.240127-1.860.033894
9-0.080314-0.62210.268114
100.0855930.6630.254936
110.3396232.63070.005406
120.0686120.53150.298529
13-0.051068-0.39560.346912
140.0302850.23460.407664
15-0.100416-0.77780.219867
160.0460490.35670.361287
170.0569240.44090.330423
18-0.061243-0.47440.318472
190.017530.13580.446221
200.017160.13290.44735
21-0.033187-0.25710.399003
220.000280.00220.499139
23-0.079349-0.61460.270559
24-0.012134-0.0940.462714
250.0975990.7560.226304
26-0.098033-0.75940.225306
27-0.084306-0.6530.258115
28-0.016583-0.12850.449111
29-0.054404-0.42140.337479
300.165071.27860.102976
310.0411930.31910.375386
32-0.101367-0.78520.217718
33-0.163334-1.26520.10535
34-0.114816-0.88940.188681
350.0619990.48020.316401
360.1421571.10110.137615

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.227177 & 1.7597 & 0.041777 \tabularnewline
2 & -0.078402 & -0.6073 & 0.272973 \tabularnewline
3 & -0.165531 & -1.2822 & 0.102353 \tabularnewline
4 & -0.158958 & -1.2313 & 0.11151 \tabularnewline
5 & 0.109138 & 0.8454 & 0.200628 \tabularnewline
6 & 0.058185 & 0.4507 & 0.326915 \tabularnewline
7 & -0.136608 & -1.0582 & 0.147112 \tabularnewline
8 & -0.240127 & -1.86 & 0.033894 \tabularnewline
9 & -0.080314 & -0.6221 & 0.268114 \tabularnewline
10 & 0.085593 & 0.663 & 0.254936 \tabularnewline
11 & 0.339623 & 2.6307 & 0.005406 \tabularnewline
12 & 0.068612 & 0.5315 & 0.298529 \tabularnewline
13 & -0.051068 & -0.3956 & 0.346912 \tabularnewline
14 & 0.030285 & 0.2346 & 0.407664 \tabularnewline
15 & -0.100416 & -0.7778 & 0.219867 \tabularnewline
16 & 0.046049 & 0.3567 & 0.361287 \tabularnewline
17 & 0.056924 & 0.4409 & 0.330423 \tabularnewline
18 & -0.061243 & -0.4744 & 0.318472 \tabularnewline
19 & 0.01753 & 0.1358 & 0.446221 \tabularnewline
20 & 0.01716 & 0.1329 & 0.44735 \tabularnewline
21 & -0.033187 & -0.2571 & 0.399003 \tabularnewline
22 & 0.00028 & 0.0022 & 0.499139 \tabularnewline
23 & -0.079349 & -0.6146 & 0.270559 \tabularnewline
24 & -0.012134 & -0.094 & 0.462714 \tabularnewline
25 & 0.097599 & 0.756 & 0.226304 \tabularnewline
26 & -0.098033 & -0.7594 & 0.225306 \tabularnewline
27 & -0.084306 & -0.653 & 0.258115 \tabularnewline
28 & -0.016583 & -0.1285 & 0.449111 \tabularnewline
29 & -0.054404 & -0.4214 & 0.337479 \tabularnewline
30 & 0.16507 & 1.2786 & 0.102976 \tabularnewline
31 & 0.041193 & 0.3191 & 0.375386 \tabularnewline
32 & -0.101367 & -0.7852 & 0.217718 \tabularnewline
33 & -0.163334 & -1.2652 & 0.10535 \tabularnewline
34 & -0.114816 & -0.8894 & 0.188681 \tabularnewline
35 & 0.061999 & 0.4802 & 0.316401 \tabularnewline
36 & 0.142157 & 1.1011 & 0.137615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32598&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]0.227177[/C][C]1.7597[/C][C]0.041777[/C][/ROW]
[ROW][C]2[/C][C]-0.078402[/C][C]-0.6073[/C][C]0.272973[/C][/ROW]
[ROW][C]3[/C][C]-0.165531[/C][C]-1.2822[/C][C]0.102353[/C][/ROW]
[ROW][C]4[/C][C]-0.158958[/C][C]-1.2313[/C][C]0.11151[/C][/ROW]
[ROW][C]5[/C][C]0.109138[/C][C]0.8454[/C][C]0.200628[/C][/ROW]
[ROW][C]6[/C][C]0.058185[/C][C]0.4507[/C][C]0.326915[/C][/ROW]
[ROW][C]7[/C][C]-0.136608[/C][C]-1.0582[/C][C]0.147112[/C][/ROW]
[ROW][C]8[/C][C]-0.240127[/C][C]-1.86[/C][C]0.033894[/C][/ROW]
[ROW][C]9[/C][C]-0.080314[/C][C]-0.6221[/C][C]0.268114[/C][/ROW]
[ROW][C]10[/C][C]0.085593[/C][C]0.663[/C][C]0.254936[/C][/ROW]
[ROW][C]11[/C][C]0.339623[/C][C]2.6307[/C][C]0.005406[/C][/ROW]
[ROW][C]12[/C][C]0.068612[/C][C]0.5315[/C][C]0.298529[/C][/ROW]
[ROW][C]13[/C][C]-0.051068[/C][C]-0.3956[/C][C]0.346912[/C][/ROW]
[ROW][C]14[/C][C]0.030285[/C][C]0.2346[/C][C]0.407664[/C][/ROW]
[ROW][C]15[/C][C]-0.100416[/C][C]-0.7778[/C][C]0.219867[/C][/ROW]
[ROW][C]16[/C][C]0.046049[/C][C]0.3567[/C][C]0.361287[/C][/ROW]
[ROW][C]17[/C][C]0.056924[/C][C]0.4409[/C][C]0.330423[/C][/ROW]
[ROW][C]18[/C][C]-0.061243[/C][C]-0.4744[/C][C]0.318472[/C][/ROW]
[ROW][C]19[/C][C]0.01753[/C][C]0.1358[/C][C]0.446221[/C][/ROW]
[ROW][C]20[/C][C]0.01716[/C][C]0.1329[/C][C]0.44735[/C][/ROW]
[ROW][C]21[/C][C]-0.033187[/C][C]-0.2571[/C][C]0.399003[/C][/ROW]
[ROW][C]22[/C][C]0.00028[/C][C]0.0022[/C][C]0.499139[/C][/ROW]
[ROW][C]23[/C][C]-0.079349[/C][C]-0.6146[/C][C]0.270559[/C][/ROW]
[ROW][C]24[/C][C]-0.012134[/C][C]-0.094[/C][C]0.462714[/C][/ROW]
[ROW][C]25[/C][C]0.097599[/C][C]0.756[/C][C]0.226304[/C][/ROW]
[ROW][C]26[/C][C]-0.098033[/C][C]-0.7594[/C][C]0.225306[/C][/ROW]
[ROW][C]27[/C][C]-0.084306[/C][C]-0.653[/C][C]0.258115[/C][/ROW]
[ROW][C]28[/C][C]-0.016583[/C][C]-0.1285[/C][C]0.449111[/C][/ROW]
[ROW][C]29[/C][C]-0.054404[/C][C]-0.4214[/C][C]0.337479[/C][/ROW]
[ROW][C]30[/C][C]0.16507[/C][C]1.2786[/C][C]0.102976[/C][/ROW]
[ROW][C]31[/C][C]0.041193[/C][C]0.3191[/C][C]0.375386[/C][/ROW]
[ROW][C]32[/C][C]-0.101367[/C][C]-0.7852[/C][C]0.217718[/C][/ROW]
[ROW][C]33[/C][C]-0.163334[/C][C]-1.2652[/C][C]0.10535[/C][/ROW]
[ROW][C]34[/C][C]-0.114816[/C][C]-0.8894[/C][C]0.188681[/C][/ROW]
[ROW][C]35[/C][C]0.061999[/C][C]0.4802[/C][C]0.316401[/C][/ROW]
[ROW][C]36[/C][C]0.142157[/C][C]1.1011[/C][C]0.137615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32598&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32598&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
10.2271771.75970.041777
2-0.078402-0.60730.272973
3-0.165531-1.28220.102353
4-0.158958-1.23130.11151
50.1091380.84540.200628
60.0581850.45070.326915
7-0.136608-1.05820.147112
8-0.240127-1.860.033894
9-0.080314-0.62210.268114
100.0855930.6630.254936
110.3396232.63070.005406
120.0686120.53150.298529
13-0.051068-0.39560.346912
140.0302850.23460.407664
15-0.100416-0.77780.219867
160.0460490.35670.361287
170.0569240.44090.330423
18-0.061243-0.47440.318472
190.017530.13580.446221
200.017160.13290.44735
21-0.033187-0.25710.399003
220.000280.00220.499139
23-0.079349-0.61460.270559
24-0.012134-0.0940.462714
250.0975990.7560.226304
26-0.098033-0.75940.225306
27-0.084306-0.6530.258115
28-0.016583-0.12850.449111
29-0.054404-0.42140.337479
300.165071.27860.102976
310.0411930.31910.375386
32-0.101367-0.78520.217718
33-0.163334-1.26520.10535
34-0.114816-0.88940.188681
350.0619990.48020.316401
360.1421571.10110.137615






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2271771.75970.041777
2-0.137086-1.06190.146276
3-0.122651-0.95010.172949
4-0.108428-0.83990.202155
50.1580321.22410.112848
6-0.050818-0.39360.347624
7-0.172952-1.33970.092701
8-0.178479-1.38250.085972
90.0407410.31560.376708
100.0277470.21490.415275
110.2535751.96420.027073
12-0.11255-0.87180.193395
130.0581260.45020.32708
140.1155930.89540.187081
15-0.12724-0.98560.164144
16-0.01883-0.14590.442263
170.066940.51850.303002
180.0123480.09560.462061
190.1274580.98730.163734
200.0087940.06810.472959
21-0.058095-0.450.327164
22-0.061616-0.47730.317449
23-0.079826-0.61830.269348
240.02540.19670.422344
250.044420.34410.365996
26-0.110618-0.85680.197471
27-0.034523-0.26740.395035
280.0022850.01770.492969
29-0.063803-0.49420.31148
300.0731540.56660.286533
31-0.098154-0.76030.225027
32-0.026692-0.20680.418451
33-0.147226-1.14040.129324
34-0.023074-0.17870.429375
350.0201860.15640.438137
360.0294810.22840.410073

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.227177 & 1.7597 & 0.041777 \tabularnewline
2 & -0.137086 & -1.0619 & 0.146276 \tabularnewline
3 & -0.122651 & -0.9501 & 0.172949 \tabularnewline
4 & -0.108428 & -0.8399 & 0.202155 \tabularnewline
5 & 0.158032 & 1.2241 & 0.112848 \tabularnewline
6 & -0.050818 & -0.3936 & 0.347624 \tabularnewline
7 & -0.172952 & -1.3397 & 0.092701 \tabularnewline
8 & -0.178479 & -1.3825 & 0.085972 \tabularnewline
9 & 0.040741 & 0.3156 & 0.376708 \tabularnewline
10 & 0.027747 & 0.2149 & 0.415275 \tabularnewline
11 & 0.253575 & 1.9642 & 0.027073 \tabularnewline
12 & -0.11255 & -0.8718 & 0.193395 \tabularnewline
13 & 0.058126 & 0.4502 & 0.32708 \tabularnewline
14 & 0.115593 & 0.8954 & 0.187081 \tabularnewline
15 & -0.12724 & -0.9856 & 0.164144 \tabularnewline
16 & -0.01883 & -0.1459 & 0.442263 \tabularnewline
17 & 0.06694 & 0.5185 & 0.303002 \tabularnewline
18 & 0.012348 & 0.0956 & 0.462061 \tabularnewline
19 & 0.127458 & 0.9873 & 0.163734 \tabularnewline
20 & 0.008794 & 0.0681 & 0.472959 \tabularnewline
21 & -0.058095 & -0.45 & 0.327164 \tabularnewline
22 & -0.061616 & -0.4773 & 0.317449 \tabularnewline
23 & -0.079826 & -0.6183 & 0.269348 \tabularnewline
24 & 0.0254 & 0.1967 & 0.422344 \tabularnewline
25 & 0.04442 & 0.3441 & 0.365996 \tabularnewline
26 & -0.110618 & -0.8568 & 0.197471 \tabularnewline
27 & -0.034523 & -0.2674 & 0.395035 \tabularnewline
28 & 0.002285 & 0.0177 & 0.492969 \tabularnewline
29 & -0.063803 & -0.4942 & 0.31148 \tabularnewline
30 & 0.073154 & 0.5666 & 0.286533 \tabularnewline
31 & -0.098154 & -0.7603 & 0.225027 \tabularnewline
32 & -0.026692 & -0.2068 & 0.418451 \tabularnewline
33 & -0.147226 & -1.1404 & 0.129324 \tabularnewline
34 & -0.023074 & -0.1787 & 0.429375 \tabularnewline
35 & 0.020186 & 0.1564 & 0.438137 \tabularnewline
36 & 0.029481 & 0.2284 & 0.410073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32598&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]0.227177[/C][C]1.7597[/C][C]0.041777[/C][/ROW]
[ROW][C]2[/C][C]-0.137086[/C][C]-1.0619[/C][C]0.146276[/C][/ROW]
[ROW][C]3[/C][C]-0.122651[/C][C]-0.9501[/C][C]0.172949[/C][/ROW]
[ROW][C]4[/C][C]-0.108428[/C][C]-0.8399[/C][C]0.202155[/C][/ROW]
[ROW][C]5[/C][C]0.158032[/C][C]1.2241[/C][C]0.112848[/C][/ROW]
[ROW][C]6[/C][C]-0.050818[/C][C]-0.3936[/C][C]0.347624[/C][/ROW]
[ROW][C]7[/C][C]-0.172952[/C][C]-1.3397[/C][C]0.092701[/C][/ROW]
[ROW][C]8[/C][C]-0.178479[/C][C]-1.3825[/C][C]0.085972[/C][/ROW]
[ROW][C]9[/C][C]0.040741[/C][C]0.3156[/C][C]0.376708[/C][/ROW]
[ROW][C]10[/C][C]0.027747[/C][C]0.2149[/C][C]0.415275[/C][/ROW]
[ROW][C]11[/C][C]0.253575[/C][C]1.9642[/C][C]0.027073[/C][/ROW]
[ROW][C]12[/C][C]-0.11255[/C][C]-0.8718[/C][C]0.193395[/C][/ROW]
[ROW][C]13[/C][C]0.058126[/C][C]0.4502[/C][C]0.32708[/C][/ROW]
[ROW][C]14[/C][C]0.115593[/C][C]0.8954[/C][C]0.187081[/C][/ROW]
[ROW][C]15[/C][C]-0.12724[/C][C]-0.9856[/C][C]0.164144[/C][/ROW]
[ROW][C]16[/C][C]-0.01883[/C][C]-0.1459[/C][C]0.442263[/C][/ROW]
[ROW][C]17[/C][C]0.06694[/C][C]0.5185[/C][C]0.303002[/C][/ROW]
[ROW][C]18[/C][C]0.012348[/C][C]0.0956[/C][C]0.462061[/C][/ROW]
[ROW][C]19[/C][C]0.127458[/C][C]0.9873[/C][C]0.163734[/C][/ROW]
[ROW][C]20[/C][C]0.008794[/C][C]0.0681[/C][C]0.472959[/C][/ROW]
[ROW][C]21[/C][C]-0.058095[/C][C]-0.45[/C][C]0.327164[/C][/ROW]
[ROW][C]22[/C][C]-0.061616[/C][C]-0.4773[/C][C]0.317449[/C][/ROW]
[ROW][C]23[/C][C]-0.079826[/C][C]-0.6183[/C][C]0.269348[/C][/ROW]
[ROW][C]24[/C][C]0.0254[/C][C]0.1967[/C][C]0.422344[/C][/ROW]
[ROW][C]25[/C][C]0.04442[/C][C]0.3441[/C][C]0.365996[/C][/ROW]
[ROW][C]26[/C][C]-0.110618[/C][C]-0.8568[/C][C]0.197471[/C][/ROW]
[ROW][C]27[/C][C]-0.034523[/C][C]-0.2674[/C][C]0.395035[/C][/ROW]
[ROW][C]28[/C][C]0.002285[/C][C]0.0177[/C][C]0.492969[/C][/ROW]
[ROW][C]29[/C][C]-0.063803[/C][C]-0.4942[/C][C]0.31148[/C][/ROW]
[ROW][C]30[/C][C]0.073154[/C][C]0.5666[/C][C]0.286533[/C][/ROW]
[ROW][C]31[/C][C]-0.098154[/C][C]-0.7603[/C][C]0.225027[/C][/ROW]
[ROW][C]32[/C][C]-0.026692[/C][C]-0.2068[/C][C]0.418451[/C][/ROW]
[ROW][C]33[/C][C]-0.147226[/C][C]-1.1404[/C][C]0.129324[/C][/ROW]
[ROW][C]34[/C][C]-0.023074[/C][C]-0.1787[/C][C]0.429375[/C][/ROW]
[ROW][C]35[/C][C]0.020186[/C][C]0.1564[/C][C]0.438137[/C][/ROW]
[ROW][C]36[/C][C]0.029481[/C][C]0.2284[/C][C]0.410073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32598&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32598&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
10.2271771.75970.041777
2-0.137086-1.06190.146276
3-0.122651-0.95010.172949
4-0.108428-0.83990.202155
50.1580321.22410.112848
6-0.050818-0.39360.347624
7-0.172952-1.33970.092701
8-0.178479-1.38250.085972
90.0407410.31560.376708
100.0277470.21490.415275
110.2535751.96420.027073
12-0.11255-0.87180.193395
130.0581260.45020.32708
140.1155930.89540.187081
15-0.12724-0.98560.164144
16-0.01883-0.14590.442263
170.066940.51850.303002
180.0123480.09560.462061
190.1274580.98730.163734
200.0087940.06810.472959
21-0.058095-0.450.327164
22-0.061616-0.47730.317449
23-0.079826-0.61830.269348
240.02540.19670.422344
250.044420.34410.365996
26-0.110618-0.85680.197471
27-0.034523-0.26740.395035
280.0022850.01770.492969
29-0.063803-0.49420.31148
300.0731540.56660.286533
31-0.098154-0.76030.225027
32-0.026692-0.20680.418451
33-0.147226-1.14040.129324
34-0.023074-0.17870.429375
350.0201860.15640.438137
360.0294810.22840.410073


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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')