FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 02:57:14 -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/t1229335114hwdneaedqicnspa.htm/, Retrieved Wed, 15 May 2024 12:38:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33639, Retrieved Wed, 15 May 2024 12:38:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact213

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 09:57:14] [21a82be02162ee9c644b6689eefbb825] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
85
95,9
108,9
96,2
100,1
105,7
64,5
66,8
110,3
96,1
102,5
97,6
83,6
86,5
96
91,1
87,2
84,5
59,2
61,5
98,8
97,9
92,7
84,2
74,5
79,7
86,8
79,8
87
91,4
58,7
62,8
87,9
90,4
80,6
73,5
71,4
70,6
78,3
76
77,4
80,9
63,4
58,1
88,2
81,2
84,9
76,4
71,5
76,1
82,9
78
82
84,7
55,7
59,5
83,2
87,6
76,2
76,4
68,3
70
76,3
70,9
72,4
80,1
57,4
62,7
82,6
88,9
80,4
72
69,4
69,2
77,3
79,4
78,6
76,1
61,8
59,4
78,1

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33639&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]1 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=33639&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33639&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.262412.17970.016346
20.3520982.92470.002331
30.2126251.76620.040893
40.1104010.91710.181152
50.0200330.16640.434162
60.0840.69780.243838
70.0337680.28050.389966
80.1050190.87230.193022
90.0676070.56160.288108
100.0355610.29540.384291
11-0.005876-0.04880.480607
12-0.376848-3.13030.00128
13-0.035525-0.29510.384404
14-0.200507-1.66550.05017
15-0.043862-0.36430.358356
16-0.049347-0.40990.341572
170.1325621.10110.137331
180.1339291.11250.134892
190.1730721.43760.077528
200.1371751.13950.129226
210.2264791.88130.032077
220.0173180.14390.443019
230.1463451.21560.114135
240.07330.60890.272304
250.0253270.21040.416993
260.1192190.99030.162743
270.0558820.46420.321987
280.0841260.69880.243511
29-0.04964-0.41230.340683
30-0.086882-0.72170.23646
31-0.08082-0.67130.252121
32-0.17059-1.4170.080488
33-0.267574-2.22260.01476
34-0.109575-0.91020.182942
35-0.223976-1.86050.03354
36-0.004549-0.03780.484984

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.26241 & 2.1797 & 0.016346 \tabularnewline
2 & 0.352098 & 2.9247 & 0.002331 \tabularnewline
3 & 0.212625 & 1.7662 & 0.040893 \tabularnewline
4 & 0.110401 & 0.9171 & 0.181152 \tabularnewline
5 & 0.020033 & 0.1664 & 0.434162 \tabularnewline
6 & 0.084 & 0.6978 & 0.243838 \tabularnewline
7 & 0.033768 & 0.2805 & 0.389966 \tabularnewline
8 & 0.105019 & 0.8723 & 0.193022 \tabularnewline
9 & 0.067607 & 0.5616 & 0.288108 \tabularnewline
10 & 0.035561 & 0.2954 & 0.384291 \tabularnewline
11 & -0.005876 & -0.0488 & 0.480607 \tabularnewline
12 & -0.376848 & -3.1303 & 0.00128 \tabularnewline
13 & -0.035525 & -0.2951 & 0.384404 \tabularnewline
14 & -0.200507 & -1.6655 & 0.05017 \tabularnewline
15 & -0.043862 & -0.3643 & 0.358356 \tabularnewline
16 & -0.049347 & -0.4099 & 0.341572 \tabularnewline
17 & 0.132562 & 1.1011 & 0.137331 \tabularnewline
18 & 0.133929 & 1.1125 & 0.134892 \tabularnewline
19 & 0.173072 & 1.4376 & 0.077528 \tabularnewline
20 & 0.137175 & 1.1395 & 0.129226 \tabularnewline
21 & 0.226479 & 1.8813 & 0.032077 \tabularnewline
22 & 0.017318 & 0.1439 & 0.443019 \tabularnewline
23 & 0.146345 & 1.2156 & 0.114135 \tabularnewline
24 & 0.0733 & 0.6089 & 0.272304 \tabularnewline
25 & 0.025327 & 0.2104 & 0.416993 \tabularnewline
26 & 0.119219 & 0.9903 & 0.162743 \tabularnewline
27 & 0.055882 & 0.4642 & 0.321987 \tabularnewline
28 & 0.084126 & 0.6988 & 0.243511 \tabularnewline
29 & -0.04964 & -0.4123 & 0.340683 \tabularnewline
30 & -0.086882 & -0.7217 & 0.23646 \tabularnewline
31 & -0.08082 & -0.6713 & 0.252121 \tabularnewline
32 & -0.17059 & -1.417 & 0.080488 \tabularnewline
33 & -0.267574 & -2.2226 & 0.01476 \tabularnewline
34 & -0.109575 & -0.9102 & 0.182942 \tabularnewline
35 & -0.223976 & -1.8605 & 0.03354 \tabularnewline
36 & -0.004549 & -0.0378 & 0.484984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33639&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]0.26241[/C][C]2.1797[/C][C]0.016346[/C][/ROW]
[ROW][C]2[/C][C]0.352098[/C][C]2.9247[/C][C]0.002331[/C][/ROW]
[ROW][C]3[/C][C]0.212625[/C][C]1.7662[/C][C]0.040893[/C][/ROW]
[ROW][C]4[/C][C]0.110401[/C][C]0.9171[/C][C]0.181152[/C][/ROW]
[ROW][C]5[/C][C]0.020033[/C][C]0.1664[/C][C]0.434162[/C][/ROW]
[ROW][C]6[/C][C]0.084[/C][C]0.6978[/C][C]0.243838[/C][/ROW]
[ROW][C]7[/C][C]0.033768[/C][C]0.2805[/C][C]0.389966[/C][/ROW]
[ROW][C]8[/C][C]0.105019[/C][C]0.8723[/C][C]0.193022[/C][/ROW]
[ROW][C]9[/C][C]0.067607[/C][C]0.5616[/C][C]0.288108[/C][/ROW]
[ROW][C]10[/C][C]0.035561[/C][C]0.2954[/C][C]0.384291[/C][/ROW]
[ROW][C]11[/C][C]-0.005876[/C][C]-0.0488[/C][C]0.480607[/C][/ROW]
[ROW][C]12[/C][C]-0.376848[/C][C]-3.1303[/C][C]0.00128[/C][/ROW]
[ROW][C]13[/C][C]-0.035525[/C][C]-0.2951[/C][C]0.384404[/C][/ROW]
[ROW][C]14[/C][C]-0.200507[/C][C]-1.6655[/C][C]0.05017[/C][/ROW]
[ROW][C]15[/C][C]-0.043862[/C][C]-0.3643[/C][C]0.358356[/C][/ROW]
[ROW][C]16[/C][C]-0.049347[/C][C]-0.4099[/C][C]0.341572[/C][/ROW]
[ROW][C]17[/C][C]0.132562[/C][C]1.1011[/C][C]0.137331[/C][/ROW]
[ROW][C]18[/C][C]0.133929[/C][C]1.1125[/C][C]0.134892[/C][/ROW]
[ROW][C]19[/C][C]0.173072[/C][C]1.4376[/C][C]0.077528[/C][/ROW]
[ROW][C]20[/C][C]0.137175[/C][C]1.1395[/C][C]0.129226[/C][/ROW]
[ROW][C]21[/C][C]0.226479[/C][C]1.8813[/C][C]0.032077[/C][/ROW]
[ROW][C]22[/C][C]0.017318[/C][C]0.1439[/C][C]0.443019[/C][/ROW]
[ROW][C]23[/C][C]0.146345[/C][C]1.2156[/C][C]0.114135[/C][/ROW]
[ROW][C]24[/C][C]0.0733[/C][C]0.6089[/C][C]0.272304[/C][/ROW]
[ROW][C]25[/C][C]0.025327[/C][C]0.2104[/C][C]0.416993[/C][/ROW]
[ROW][C]26[/C][C]0.119219[/C][C]0.9903[/C][C]0.162743[/C][/ROW]
[ROW][C]27[/C][C]0.055882[/C][C]0.4642[/C][C]0.321987[/C][/ROW]
[ROW][C]28[/C][C]0.084126[/C][C]0.6988[/C][C]0.243511[/C][/ROW]
[ROW][C]29[/C][C]-0.04964[/C][C]-0.4123[/C][C]0.340683[/C][/ROW]
[ROW][C]30[/C][C]-0.086882[/C][C]-0.7217[/C][C]0.23646[/C][/ROW]
[ROW][C]31[/C][C]-0.08082[/C][C]-0.6713[/C][C]0.252121[/C][/ROW]
[ROW][C]32[/C][C]-0.17059[/C][C]-1.417[/C][C]0.080488[/C][/ROW]
[ROW][C]33[/C][C]-0.267574[/C][C]-2.2226[/C][C]0.01476[/C][/ROW]
[ROW][C]34[/C][C]-0.109575[/C][C]-0.9102[/C][C]0.182942[/C][/ROW]
[ROW][C]35[/C][C]-0.223976[/C][C]-1.8605[/C][C]0.03354[/C][/ROW]
[ROW][C]36[/C][C]-0.004549[/C][C]-0.0378[/C][C]0.484984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33639&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33639&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
10.262412.17970.016346
20.3520982.92470.002331
30.2126251.76620.040893
40.1104010.91710.181152
50.0200330.16640.434162
60.0840.69780.243838
70.0337680.28050.389966
80.1050190.87230.193022
90.0676070.56160.288108
100.0355610.29540.384291
11-0.005876-0.04880.480607
12-0.376848-3.13030.00128
13-0.035525-0.29510.384404
14-0.200507-1.66550.05017
15-0.043862-0.36430.358356
16-0.049347-0.40990.341572
170.1325621.10110.137331
180.1339291.11250.134892
190.1730721.43760.077528
200.1371751.13950.129226
210.2264791.88130.032077
220.0173180.14390.443019
230.1463451.21560.114135
240.07330.60890.272304
250.0253270.21040.416993
260.1192190.99030.162743
270.0558820.46420.321987
280.0841260.69880.243511
29-0.04964-0.41230.340683
30-0.086882-0.72170.23646
31-0.08082-0.67130.252121
32-0.17059-1.4170.080488
33-0.267574-2.22260.01476
34-0.109575-0.91020.182942
35-0.223976-1.86050.03354
36-0.004549-0.03780.484984






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.262412.17970.016346
20.3041842.52670.006905
30.0810840.67350.25143
4-0.05521-0.45860.32398
5-0.09554-0.79360.215071
60.0722870.60050.275084
70.040480.33630.36885
80.084320.70040.243011
90.0070390.05850.476772
10-0.055324-0.45960.32364
11-0.060534-0.50280.308342
12-0.462811-3.84440.000133
130.1674541.3910.084351
140.0678340.56350.287469
150.1445521.20070.116978
16-0.02777-0.23070.409126
170.1077410.8950.186959
180.1886231.56680.060866
190.0321110.26670.395236
200.1034430.85930.196585
210.1865081.54920.062948
22-0.116726-0.96960.167817
23-0.003337-0.02770.488985
24-0.322686-2.68040.004594
250.0371860.30890.379167
260.0075040.06230.47524
270.0234730.1950.422989
28-0.010205-0.08480.466346
29-0.131308-1.09070.139594
30-0.022178-0.18420.427188
310.0562970.46760.320758
320.004870.04050.483925
330.0342680.28470.388382
34-0.116843-0.97060.167577
35-0.010151-0.08430.466523
36-0.02991-0.24850.402261

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.26241 & 2.1797 & 0.016346 \tabularnewline
2 & 0.304184 & 2.5267 & 0.006905 \tabularnewline
3 & 0.081084 & 0.6735 & 0.25143 \tabularnewline
4 & -0.05521 & -0.4586 & 0.32398 \tabularnewline
5 & -0.09554 & -0.7936 & 0.215071 \tabularnewline
6 & 0.072287 & 0.6005 & 0.275084 \tabularnewline
7 & 0.04048 & 0.3363 & 0.36885 \tabularnewline
8 & 0.08432 & 0.7004 & 0.243011 \tabularnewline
9 & 0.007039 & 0.0585 & 0.476772 \tabularnewline
10 & -0.055324 & -0.4596 & 0.32364 \tabularnewline
11 & -0.060534 & -0.5028 & 0.308342 \tabularnewline
12 & -0.462811 & -3.8444 & 0.000133 \tabularnewline
13 & 0.167454 & 1.391 & 0.084351 \tabularnewline
14 & 0.067834 & 0.5635 & 0.287469 \tabularnewline
15 & 0.144552 & 1.2007 & 0.116978 \tabularnewline
16 & -0.02777 & -0.2307 & 0.409126 \tabularnewline
17 & 0.107741 & 0.895 & 0.186959 \tabularnewline
18 & 0.188623 & 1.5668 & 0.060866 \tabularnewline
19 & 0.032111 & 0.2667 & 0.395236 \tabularnewline
20 & 0.103443 & 0.8593 & 0.196585 \tabularnewline
21 & 0.186508 & 1.5492 & 0.062948 \tabularnewline
22 & -0.116726 & -0.9696 & 0.167817 \tabularnewline
23 & -0.003337 & -0.0277 & 0.488985 \tabularnewline
24 & -0.322686 & -2.6804 & 0.004594 \tabularnewline
25 & 0.037186 & 0.3089 & 0.379167 \tabularnewline
26 & 0.007504 & 0.0623 & 0.47524 \tabularnewline
27 & 0.023473 & 0.195 & 0.422989 \tabularnewline
28 & -0.010205 & -0.0848 & 0.466346 \tabularnewline
29 & -0.131308 & -1.0907 & 0.139594 \tabularnewline
30 & -0.022178 & -0.1842 & 0.427188 \tabularnewline
31 & 0.056297 & 0.4676 & 0.320758 \tabularnewline
32 & 0.00487 & 0.0405 & 0.483925 \tabularnewline
33 & 0.034268 & 0.2847 & 0.388382 \tabularnewline
34 & -0.116843 & -0.9706 & 0.167577 \tabularnewline
35 & -0.010151 & -0.0843 & 0.466523 \tabularnewline
36 & -0.02991 & -0.2485 & 0.402261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33639&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]0.26241[/C][C]2.1797[/C][C]0.016346[/C][/ROW]
[ROW][C]2[/C][C]0.304184[/C][C]2.5267[/C][C]0.006905[/C][/ROW]
[ROW][C]3[/C][C]0.081084[/C][C]0.6735[/C][C]0.25143[/C][/ROW]
[ROW][C]4[/C][C]-0.05521[/C][C]-0.4586[/C][C]0.32398[/C][/ROW]
[ROW][C]5[/C][C]-0.09554[/C][C]-0.7936[/C][C]0.215071[/C][/ROW]
[ROW][C]6[/C][C]0.072287[/C][C]0.6005[/C][C]0.275084[/C][/ROW]
[ROW][C]7[/C][C]0.04048[/C][C]0.3363[/C][C]0.36885[/C][/ROW]
[ROW][C]8[/C][C]0.08432[/C][C]0.7004[/C][C]0.243011[/C][/ROW]
[ROW][C]9[/C][C]0.007039[/C][C]0.0585[/C][C]0.476772[/C][/ROW]
[ROW][C]10[/C][C]-0.055324[/C][C]-0.4596[/C][C]0.32364[/C][/ROW]
[ROW][C]11[/C][C]-0.060534[/C][C]-0.5028[/C][C]0.308342[/C][/ROW]
[ROW][C]12[/C][C]-0.462811[/C][C]-3.8444[/C][C]0.000133[/C][/ROW]
[ROW][C]13[/C][C]0.167454[/C][C]1.391[/C][C]0.084351[/C][/ROW]
[ROW][C]14[/C][C]0.067834[/C][C]0.5635[/C][C]0.287469[/C][/ROW]
[ROW][C]15[/C][C]0.144552[/C][C]1.2007[/C][C]0.116978[/C][/ROW]
[ROW][C]16[/C][C]-0.02777[/C][C]-0.2307[/C][C]0.409126[/C][/ROW]
[ROW][C]17[/C][C]0.107741[/C][C]0.895[/C][C]0.186959[/C][/ROW]
[ROW][C]18[/C][C]0.188623[/C][C]1.5668[/C][C]0.060866[/C][/ROW]
[ROW][C]19[/C][C]0.032111[/C][C]0.2667[/C][C]0.395236[/C][/ROW]
[ROW][C]20[/C][C]0.103443[/C][C]0.8593[/C][C]0.196585[/C][/ROW]
[ROW][C]21[/C][C]0.186508[/C][C]1.5492[/C][C]0.062948[/C][/ROW]
[ROW][C]22[/C][C]-0.116726[/C][C]-0.9696[/C][C]0.167817[/C][/ROW]
[ROW][C]23[/C][C]-0.003337[/C][C]-0.0277[/C][C]0.488985[/C][/ROW]
[ROW][C]24[/C][C]-0.322686[/C][C]-2.6804[/C][C]0.004594[/C][/ROW]
[ROW][C]25[/C][C]0.037186[/C][C]0.3089[/C][C]0.379167[/C][/ROW]
[ROW][C]26[/C][C]0.007504[/C][C]0.0623[/C][C]0.47524[/C][/ROW]
[ROW][C]27[/C][C]0.023473[/C][C]0.195[/C][C]0.422989[/C][/ROW]
[ROW][C]28[/C][C]-0.010205[/C][C]-0.0848[/C][C]0.466346[/C][/ROW]
[ROW][C]29[/C][C]-0.131308[/C][C]-1.0907[/C][C]0.139594[/C][/ROW]
[ROW][C]30[/C][C]-0.022178[/C][C]-0.1842[/C][C]0.427188[/C][/ROW]
[ROW][C]31[/C][C]0.056297[/C][C]0.4676[/C][C]0.320758[/C][/ROW]
[ROW][C]32[/C][C]0.00487[/C][C]0.0405[/C][C]0.483925[/C][/ROW]
[ROW][C]33[/C][C]0.034268[/C][C]0.2847[/C][C]0.388382[/C][/ROW]
[ROW][C]34[/C][C]-0.116843[/C][C]-0.9706[/C][C]0.167577[/C][/ROW]
[ROW][C]35[/C][C]-0.010151[/C][C]-0.0843[/C][C]0.466523[/C][/ROW]
[ROW][C]36[/C][C]-0.02991[/C][C]-0.2485[/C][C]0.402261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33639&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33639&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
10.262412.17970.016346
20.3041842.52670.006905
30.0810840.67350.25143
4-0.05521-0.45860.32398
5-0.09554-0.79360.215071
60.0722870.60050.275084
70.040480.33630.36885
80.084320.70040.243011
90.0070390.05850.476772
10-0.055324-0.45960.32364
11-0.060534-0.50280.308342
12-0.462811-3.84440.000133
130.1674541.3910.084351
140.0678340.56350.287469
150.1445521.20070.116978
16-0.02777-0.23070.409126
170.1077410.8950.186959
180.1886231.56680.060866
190.0321110.26670.395236
200.1034430.85930.196585
210.1865081.54920.062948
22-0.116726-0.96960.167817
23-0.003337-0.02770.488985
24-0.322686-2.68040.004594
250.0371860.30890.379167
260.0075040.06230.47524
270.0234730.1950.422989
28-0.010205-0.08480.466346
29-0.131308-1.09070.139594
30-0.022178-0.18420.427188
310.0562970.46760.320758
320.004870.04050.483925
330.0342680.28470.388382
34-0.116843-0.97060.167577
35-0.010151-0.08430.466523
36-0.02991-0.24850.402261


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -1.3 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -1.3 ; 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')