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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 computationMon, 15 Dec 2008 02:51:52 -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/15/t1229334861mtz7p2u2ugyxbye.htm/, Retrieved Wed, 15 May 2024 17:45:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33634, Retrieved Wed, 15 May 2024 17:45:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190

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...] [2008-12-15 09:51:52] [21a82be02162ee9c644b6689eefbb825] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,5
97
103,3
99,6
100,1
102,9
95,9
94,5
107,4
116
102,8
99,8
109,6
103
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
111,4
129,6
108,1
117,8
122,9
100,6
111,8
127
128,6
124,8
118,5
114,7
112,6
128,7
111
115,8
126
111,1
113,2
120,1
130,6
124
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'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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33634&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33634&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33634&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.053280.44260.329727
20.0650920.54070.295228
30.2643152.19560.015744
4-0.052828-0.43880.33108
50.1547621.28550.10145
60.1615411.34190.09202
7-0.108108-0.8980.186151
80.1385561.15090.126867
90.25662.13150.018307
10-0.085152-0.70730.240873
110.0053750.04460.48226
12-0.109833-0.91230.182383
13-0.143001-1.18790.119481
140.1012170.84080.20169
15-0.051383-0.42680.335421
16-0.070969-0.58950.278721
170.1864191.54850.063037
180.0351240.29180.385672
19-0.183102-1.5210.06642
20-0.005144-0.04270.48302
210.0165110.13720.445655
22-0.117571-0.97660.166084
230.1177810.97840.165657
24-0.245956-2.04310.022434
25-0.105839-0.87920.191181
260.0892570.74140.230477
270.0016270.01350.494626
28-0.105563-0.87690.1918
290.0075420.06260.475115
30-0.0395-0.32810.371909
310.0591470.49130.312381
320.1154530.9590.170447
33-0.178815-1.48530.071004
340.0262210.21780.414111
350.102560.85190.198601
360.0111810.09290.463135

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.05328 & 0.4426 & 0.329727 \tabularnewline
2 & 0.065092 & 0.5407 & 0.295228 \tabularnewline
3 & 0.264315 & 2.1956 & 0.015744 \tabularnewline
4 & -0.052828 & -0.4388 & 0.33108 \tabularnewline
5 & 0.154762 & 1.2855 & 0.10145 \tabularnewline
6 & 0.161541 & 1.3419 & 0.09202 \tabularnewline
7 & -0.108108 & -0.898 & 0.186151 \tabularnewline
8 & 0.138556 & 1.1509 & 0.126867 \tabularnewline
9 & 0.2566 & 2.1315 & 0.018307 \tabularnewline
10 & -0.085152 & -0.7073 & 0.240873 \tabularnewline
11 & 0.005375 & 0.0446 & 0.48226 \tabularnewline
12 & -0.109833 & -0.9123 & 0.182383 \tabularnewline
13 & -0.143001 & -1.1879 & 0.119481 \tabularnewline
14 & 0.101217 & 0.8408 & 0.20169 \tabularnewline
15 & -0.051383 & -0.4268 & 0.335421 \tabularnewline
16 & -0.070969 & -0.5895 & 0.278721 \tabularnewline
17 & 0.186419 & 1.5485 & 0.063037 \tabularnewline
18 & 0.035124 & 0.2918 & 0.385672 \tabularnewline
19 & -0.183102 & -1.521 & 0.06642 \tabularnewline
20 & -0.005144 & -0.0427 & 0.48302 \tabularnewline
21 & 0.016511 & 0.1372 & 0.445655 \tabularnewline
22 & -0.117571 & -0.9766 & 0.166084 \tabularnewline
23 & 0.117781 & 0.9784 & 0.165657 \tabularnewline
24 & -0.245956 & -2.0431 & 0.022434 \tabularnewline
25 & -0.105839 & -0.8792 & 0.191181 \tabularnewline
26 & 0.089257 & 0.7414 & 0.230477 \tabularnewline
27 & 0.001627 & 0.0135 & 0.494626 \tabularnewline
28 & -0.105563 & -0.8769 & 0.1918 \tabularnewline
29 & 0.007542 & 0.0626 & 0.475115 \tabularnewline
30 & -0.0395 & -0.3281 & 0.371909 \tabularnewline
31 & 0.059147 & 0.4913 & 0.312381 \tabularnewline
32 & 0.115453 & 0.959 & 0.170447 \tabularnewline
33 & -0.178815 & -1.4853 & 0.071004 \tabularnewline
34 & 0.026221 & 0.2178 & 0.414111 \tabularnewline
35 & 0.10256 & 0.8519 & 0.198601 \tabularnewline
36 & 0.011181 & 0.0929 & 0.463135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33634&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]0.05328[/C][C]0.4426[/C][C]0.329727[/C][/ROW]
[ROW][C]2[/C][C]0.065092[/C][C]0.5407[/C][C]0.295228[/C][/ROW]
[ROW][C]3[/C][C]0.264315[/C][C]2.1956[/C][C]0.015744[/C][/ROW]
[ROW][C]4[/C][C]-0.052828[/C][C]-0.4388[/C][C]0.33108[/C][/ROW]
[ROW][C]5[/C][C]0.154762[/C][C]1.2855[/C][C]0.10145[/C][/ROW]
[ROW][C]6[/C][C]0.161541[/C][C]1.3419[/C][C]0.09202[/C][/ROW]
[ROW][C]7[/C][C]-0.108108[/C][C]-0.898[/C][C]0.186151[/C][/ROW]
[ROW][C]8[/C][C]0.138556[/C][C]1.1509[/C][C]0.126867[/C][/ROW]
[ROW][C]9[/C][C]0.2566[/C][C]2.1315[/C][C]0.018307[/C][/ROW]
[ROW][C]10[/C][C]-0.085152[/C][C]-0.7073[/C][C]0.240873[/C][/ROW]
[ROW][C]11[/C][C]0.005375[/C][C]0.0446[/C][C]0.48226[/C][/ROW]
[ROW][C]12[/C][C]-0.109833[/C][C]-0.9123[/C][C]0.182383[/C][/ROW]
[ROW][C]13[/C][C]-0.143001[/C][C]-1.1879[/C][C]0.119481[/C][/ROW]
[ROW][C]14[/C][C]0.101217[/C][C]0.8408[/C][C]0.20169[/C][/ROW]
[ROW][C]15[/C][C]-0.051383[/C][C]-0.4268[/C][C]0.335421[/C][/ROW]
[ROW][C]16[/C][C]-0.070969[/C][C]-0.5895[/C][C]0.278721[/C][/ROW]
[ROW][C]17[/C][C]0.186419[/C][C]1.5485[/C][C]0.063037[/C][/ROW]
[ROW][C]18[/C][C]0.035124[/C][C]0.2918[/C][C]0.385672[/C][/ROW]
[ROW][C]19[/C][C]-0.183102[/C][C]-1.521[/C][C]0.06642[/C][/ROW]
[ROW][C]20[/C][C]-0.005144[/C][C]-0.0427[/C][C]0.48302[/C][/ROW]
[ROW][C]21[/C][C]0.016511[/C][C]0.1372[/C][C]0.445655[/C][/ROW]
[ROW][C]22[/C][C]-0.117571[/C][C]-0.9766[/C][C]0.166084[/C][/ROW]
[ROW][C]23[/C][C]0.117781[/C][C]0.9784[/C][C]0.165657[/C][/ROW]
[ROW][C]24[/C][C]-0.245956[/C][C]-2.0431[/C][C]0.022434[/C][/ROW]
[ROW][C]25[/C][C]-0.105839[/C][C]-0.8792[/C][C]0.191181[/C][/ROW]
[ROW][C]26[/C][C]0.089257[/C][C]0.7414[/C][C]0.230477[/C][/ROW]
[ROW][C]27[/C][C]0.001627[/C][C]0.0135[/C][C]0.494626[/C][/ROW]
[ROW][C]28[/C][C]-0.105563[/C][C]-0.8769[/C][C]0.1918[/C][/ROW]
[ROW][C]29[/C][C]0.007542[/C][C]0.0626[/C][C]0.475115[/C][/ROW]
[ROW][C]30[/C][C]-0.0395[/C][C]-0.3281[/C][C]0.371909[/C][/ROW]
[ROW][C]31[/C][C]0.059147[/C][C]0.4913[/C][C]0.312381[/C][/ROW]
[ROW][C]32[/C][C]0.115453[/C][C]0.959[/C][C]0.170447[/C][/ROW]
[ROW][C]33[/C][C]-0.178815[/C][C]-1.4853[/C][C]0.071004[/C][/ROW]
[ROW][C]34[/C][C]0.026221[/C][C]0.2178[/C][C]0.414111[/C][/ROW]
[ROW][C]35[/C][C]0.10256[/C][C]0.8519[/C][C]0.198601[/C][/ROW]
[ROW][C]36[/C][C]0.011181[/C][C]0.0929[/C][C]0.463135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33634&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33634&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
10.053280.44260.329727
20.0650920.54070.295228
30.2643152.19560.015744
4-0.052828-0.43880.33108
50.1547621.28550.10145
60.1615411.34190.09202
7-0.108108-0.8980.186151
80.1385561.15090.126867
90.25662.13150.018307
10-0.085152-0.70730.240873
110.0053750.04460.48226
12-0.109833-0.91230.182383
13-0.143001-1.18790.119481
140.1012170.84080.20169
15-0.051383-0.42680.335421
16-0.070969-0.58950.278721
170.1864191.54850.063037
180.0351240.29180.385672
19-0.183102-1.5210.06642
20-0.005144-0.04270.48302
210.0165110.13720.445655
22-0.117571-0.97660.166084
230.1177810.97840.165657
24-0.245956-2.04310.022434
25-0.105839-0.87920.191181
260.0892570.74140.230477
270.0016270.01350.494626
28-0.105563-0.87690.1918
290.0075420.06260.475115
30-0.0395-0.32810.371909
310.0591470.49130.312381
320.1154530.9590.170447
33-0.178815-1.48530.071004
340.0262210.21780.414111
350.102560.85190.198601
360.0111810.09290.463135






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.053280.44260.329727
20.0624310.51860.302853
30.2594822.15540.01731
4-0.085056-0.70650.24112
50.1424141.1830.120438
60.092150.76550.223305
7-0.109012-0.90550.184171
80.0725140.60230.274459
90.2400331.99390.02506
10-0.091204-0.75760.225636
11-0.123655-1.02720.153968
12-0.197994-1.64470.052295
13-0.069934-0.58090.281596
140.0523390.43480.332545
150.0097110.08070.46797
160.0297310.2470.402834
170.1777721.47670.072154
180.0599220.49780.31012
19-0.246113-2.04440.022368
20-0.073574-0.61120.271553
210.2318641.9260.029112
22-0.077877-0.64690.259922
23-0.035687-0.29640.383892
24-0.307749-2.55640.006391
25-0.052874-0.43920.330944
26-0.043404-0.36050.359771
270.2528412.10030.019682
280.0502340.41730.338887
290.1478481.22810.111787
30-0.043513-0.36140.359437
31-0.036408-0.30240.381618
32-0.017679-0.14690.441837
330.0508490.42240.337029
340.0235280.19540.422811
350.0041010.03410.486463
36-0.058657-0.48720.313815

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.05328 & 0.4426 & 0.329727 \tabularnewline
2 & 0.062431 & 0.5186 & 0.302853 \tabularnewline
3 & 0.259482 & 2.1554 & 0.01731 \tabularnewline
4 & -0.085056 & -0.7065 & 0.24112 \tabularnewline
5 & 0.142414 & 1.183 & 0.120438 \tabularnewline
6 & 0.09215 & 0.7655 & 0.223305 \tabularnewline
7 & -0.109012 & -0.9055 & 0.184171 \tabularnewline
8 & 0.072514 & 0.6023 & 0.274459 \tabularnewline
9 & 0.240033 & 1.9939 & 0.02506 \tabularnewline
10 & -0.091204 & -0.7576 & 0.225636 \tabularnewline
11 & -0.123655 & -1.0272 & 0.153968 \tabularnewline
12 & -0.197994 & -1.6447 & 0.052295 \tabularnewline
13 & -0.069934 & -0.5809 & 0.281596 \tabularnewline
14 & 0.052339 & 0.4348 & 0.332545 \tabularnewline
15 & 0.009711 & 0.0807 & 0.46797 \tabularnewline
16 & 0.029731 & 0.247 & 0.402834 \tabularnewline
17 & 0.177772 & 1.4767 & 0.072154 \tabularnewline
18 & 0.059922 & 0.4978 & 0.31012 \tabularnewline
19 & -0.246113 & -2.0444 & 0.022368 \tabularnewline
20 & -0.073574 & -0.6112 & 0.271553 \tabularnewline
21 & 0.231864 & 1.926 & 0.029112 \tabularnewline
22 & -0.077877 & -0.6469 & 0.259922 \tabularnewline
23 & -0.035687 & -0.2964 & 0.383892 \tabularnewline
24 & -0.307749 & -2.5564 & 0.006391 \tabularnewline
25 & -0.052874 & -0.4392 & 0.330944 \tabularnewline
26 & -0.043404 & -0.3605 & 0.359771 \tabularnewline
27 & 0.252841 & 2.1003 & 0.019682 \tabularnewline
28 & 0.050234 & 0.4173 & 0.338887 \tabularnewline
29 & 0.147848 & 1.2281 & 0.111787 \tabularnewline
30 & -0.043513 & -0.3614 & 0.359437 \tabularnewline
31 & -0.036408 & -0.3024 & 0.381618 \tabularnewline
32 & -0.017679 & -0.1469 & 0.441837 \tabularnewline
33 & 0.050849 & 0.4224 & 0.337029 \tabularnewline
34 & 0.023528 & 0.1954 & 0.422811 \tabularnewline
35 & 0.004101 & 0.0341 & 0.486463 \tabularnewline
36 & -0.058657 & -0.4872 & 0.313815 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33634&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]0.05328[/C][C]0.4426[/C][C]0.329727[/C][/ROW]
[ROW][C]2[/C][C]0.062431[/C][C]0.5186[/C][C]0.302853[/C][/ROW]
[ROW][C]3[/C][C]0.259482[/C][C]2.1554[/C][C]0.01731[/C][/ROW]
[ROW][C]4[/C][C]-0.085056[/C][C]-0.7065[/C][C]0.24112[/C][/ROW]
[ROW][C]5[/C][C]0.142414[/C][C]1.183[/C][C]0.120438[/C][/ROW]
[ROW][C]6[/C][C]0.09215[/C][C]0.7655[/C][C]0.223305[/C][/ROW]
[ROW][C]7[/C][C]-0.109012[/C][C]-0.9055[/C][C]0.184171[/C][/ROW]
[ROW][C]8[/C][C]0.072514[/C][C]0.6023[/C][C]0.274459[/C][/ROW]
[ROW][C]9[/C][C]0.240033[/C][C]1.9939[/C][C]0.02506[/C][/ROW]
[ROW][C]10[/C][C]-0.091204[/C][C]-0.7576[/C][C]0.225636[/C][/ROW]
[ROW][C]11[/C][C]-0.123655[/C][C]-1.0272[/C][C]0.153968[/C][/ROW]
[ROW][C]12[/C][C]-0.197994[/C][C]-1.6447[/C][C]0.052295[/C][/ROW]
[ROW][C]13[/C][C]-0.069934[/C][C]-0.5809[/C][C]0.281596[/C][/ROW]
[ROW][C]14[/C][C]0.052339[/C][C]0.4348[/C][C]0.332545[/C][/ROW]
[ROW][C]15[/C][C]0.009711[/C][C]0.0807[/C][C]0.46797[/C][/ROW]
[ROW][C]16[/C][C]0.029731[/C][C]0.247[/C][C]0.402834[/C][/ROW]
[ROW][C]17[/C][C]0.177772[/C][C]1.4767[/C][C]0.072154[/C][/ROW]
[ROW][C]18[/C][C]0.059922[/C][C]0.4978[/C][C]0.31012[/C][/ROW]
[ROW][C]19[/C][C]-0.246113[/C][C]-2.0444[/C][C]0.022368[/C][/ROW]
[ROW][C]20[/C][C]-0.073574[/C][C]-0.6112[/C][C]0.271553[/C][/ROW]
[ROW][C]21[/C][C]0.231864[/C][C]1.926[/C][C]0.029112[/C][/ROW]
[ROW][C]22[/C][C]-0.077877[/C][C]-0.6469[/C][C]0.259922[/C][/ROW]
[ROW][C]23[/C][C]-0.035687[/C][C]-0.2964[/C][C]0.383892[/C][/ROW]
[ROW][C]24[/C][C]-0.307749[/C][C]-2.5564[/C][C]0.006391[/C][/ROW]
[ROW][C]25[/C][C]-0.052874[/C][C]-0.4392[/C][C]0.330944[/C][/ROW]
[ROW][C]26[/C][C]-0.043404[/C][C]-0.3605[/C][C]0.359771[/C][/ROW]
[ROW][C]27[/C][C]0.252841[/C][C]2.1003[/C][C]0.019682[/C][/ROW]
[ROW][C]28[/C][C]0.050234[/C][C]0.4173[/C][C]0.338887[/C][/ROW]
[ROW][C]29[/C][C]0.147848[/C][C]1.2281[/C][C]0.111787[/C][/ROW]
[ROW][C]30[/C][C]-0.043513[/C][C]-0.3614[/C][C]0.359437[/C][/ROW]
[ROW][C]31[/C][C]-0.036408[/C][C]-0.3024[/C][C]0.381618[/C][/ROW]
[ROW][C]32[/C][C]-0.017679[/C][C]-0.1469[/C][C]0.441837[/C][/ROW]
[ROW][C]33[/C][C]0.050849[/C][C]0.4224[/C][C]0.337029[/C][/ROW]
[ROW][C]34[/C][C]0.023528[/C][C]0.1954[/C][C]0.422811[/C][/ROW]
[ROW][C]35[/C][C]0.004101[/C][C]0.0341[/C][C]0.486463[/C][/ROW]
[ROW][C]36[/C][C]-0.058657[/C][C]-0.4872[/C][C]0.313815[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33634&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33634&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
10.053280.44260.329727
20.0624310.51860.302853
30.2594822.15540.01731
4-0.085056-0.70650.24112
50.1424141.1830.120438
60.092150.76550.223305
7-0.109012-0.90550.184171
80.0725140.60230.274459
90.2400331.99390.02506
10-0.091204-0.75760.225636
11-0.123655-1.02720.153968
12-0.197994-1.64470.052295
13-0.069934-0.58090.281596
140.0523390.43480.332545
150.0097110.08070.46797
160.0297310.2470.402834
170.1777721.47670.072154
180.0599220.49780.31012
19-0.246113-2.04440.022368
20-0.073574-0.61120.271553
210.2318641.9260.029112
22-0.077877-0.64690.259922
23-0.035687-0.29640.383892
24-0.307749-2.55640.006391
25-0.052874-0.43920.330944
26-0.043404-0.36050.359771
270.2528412.10030.019682
280.0502340.41730.338887
290.1478481.22810.111787
30-0.043513-0.36140.359437
31-0.036408-0.30240.381618
32-0.017679-0.14690.441837
330.0508490.42240.337029
340.0235280.19540.422811
350.0041010.03410.486463
36-0.058657-0.48720.313815


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -1.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -1.0 ; par3 = 0 ; par4 = 1 ; 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')