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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 03:00:41 -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/t1229335316pcqtbbvstww1eyi.htm/, Retrieved Wed, 15 May 2024 14:33:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33641, Retrieved Wed, 15 May 2024 14:33:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170

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 10:00:41] [21a82be02162ee9c644b6689eefbb825] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99,5
98,2
108,9
100
105
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
122,1
111,5
113,2
128,2
115,1
117,4
132
130,8
128
132,7
117
110,9
123,5
117,4
122,7
123,5
111,5
113,8
131,2
127
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
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 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=33641&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=33641&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33641&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
10.3567692.96350.002085
20.3339362.77390.00356
30.1959721.62790.054055
40.2625452.18090.016303
50.2011311.67070.049654
60.1904851.58230.059078
70.1072020.89050.18815
80.1003650.83370.203665
90.1253811.04150.150642
100.0981180.8150.208931
110.0421810.35040.36356
12-0.210708-1.75030.042258
13-0.013508-0.11220.455493
14-0.040112-0.33320.369997
15-0.04017-0.33370.369817
160.0045160.03750.485093
170.1060240.88070.190769
18-0.046316-0.38470.35081
19-0.08506-0.70660.241108
20-0.062297-0.51750.303239
210.0499190.41470.339839
22-0.045785-0.38030.352438
23-0.026955-0.22390.411746
24-0.220903-1.8350.035411
25-0.119048-0.98890.163087
26-0.096843-0.80440.211954
270.0360340.29930.382798
28-0.116313-0.96620.168666
29-0.12919-1.07310.143475
30-0.019379-0.1610.436294
310.0363910.30230.381671
320.0376490.31270.377713
33-0.062182-0.51650.303571
340.0158990.13210.447659
350.0045580.03790.484954
360.1465061.2170.113881

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.356769 & 2.9635 & 0.002085 \tabularnewline
2 & 0.333936 & 2.7739 & 0.00356 \tabularnewline
3 & 0.195972 & 1.6279 & 0.054055 \tabularnewline
4 & 0.262545 & 2.1809 & 0.016303 \tabularnewline
5 & 0.201131 & 1.6707 & 0.049654 \tabularnewline
6 & 0.190485 & 1.5823 & 0.059078 \tabularnewline
7 & 0.107202 & 0.8905 & 0.18815 \tabularnewline
8 & 0.100365 & 0.8337 & 0.203665 \tabularnewline
9 & 0.125381 & 1.0415 & 0.150642 \tabularnewline
10 & 0.098118 & 0.815 & 0.208931 \tabularnewline
11 & 0.042181 & 0.3504 & 0.36356 \tabularnewline
12 & -0.210708 & -1.7503 & 0.042258 \tabularnewline
13 & -0.013508 & -0.1122 & 0.455493 \tabularnewline
14 & -0.040112 & -0.3332 & 0.369997 \tabularnewline
15 & -0.04017 & -0.3337 & 0.369817 \tabularnewline
16 & 0.004516 & 0.0375 & 0.485093 \tabularnewline
17 & 0.106024 & 0.8807 & 0.190769 \tabularnewline
18 & -0.046316 & -0.3847 & 0.35081 \tabularnewline
19 & -0.08506 & -0.7066 & 0.241108 \tabularnewline
20 & -0.062297 & -0.5175 & 0.303239 \tabularnewline
21 & 0.049919 & 0.4147 & 0.339839 \tabularnewline
22 & -0.045785 & -0.3803 & 0.352438 \tabularnewline
23 & -0.026955 & -0.2239 & 0.411746 \tabularnewline
24 & -0.220903 & -1.835 & 0.035411 \tabularnewline
25 & -0.119048 & -0.9889 & 0.163087 \tabularnewline
26 & -0.096843 & -0.8044 & 0.211954 \tabularnewline
27 & 0.036034 & 0.2993 & 0.382798 \tabularnewline
28 & -0.116313 & -0.9662 & 0.168666 \tabularnewline
29 & -0.12919 & -1.0731 & 0.143475 \tabularnewline
30 & -0.019379 & -0.161 & 0.436294 \tabularnewline
31 & 0.036391 & 0.3023 & 0.381671 \tabularnewline
32 & 0.037649 & 0.3127 & 0.377713 \tabularnewline
33 & -0.062182 & -0.5165 & 0.303571 \tabularnewline
34 & 0.015899 & 0.1321 & 0.447659 \tabularnewline
35 & 0.004558 & 0.0379 & 0.484954 \tabularnewline
36 & 0.146506 & 1.217 & 0.113881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33641&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]0.356769[/C][C]2.9635[/C][C]0.002085[/C][/ROW]
[ROW][C]2[/C][C]0.333936[/C][C]2.7739[/C][C]0.00356[/C][/ROW]
[ROW][C]3[/C][C]0.195972[/C][C]1.6279[/C][C]0.054055[/C][/ROW]
[ROW][C]4[/C][C]0.262545[/C][C]2.1809[/C][C]0.016303[/C][/ROW]
[ROW][C]5[/C][C]0.201131[/C][C]1.6707[/C][C]0.049654[/C][/ROW]
[ROW][C]6[/C][C]0.190485[/C][C]1.5823[/C][C]0.059078[/C][/ROW]
[ROW][C]7[/C][C]0.107202[/C][C]0.8905[/C][C]0.18815[/C][/ROW]
[ROW][C]8[/C][C]0.100365[/C][C]0.8337[/C][C]0.203665[/C][/ROW]
[ROW][C]9[/C][C]0.125381[/C][C]1.0415[/C][C]0.150642[/C][/ROW]
[ROW][C]10[/C][C]0.098118[/C][C]0.815[/C][C]0.208931[/C][/ROW]
[ROW][C]11[/C][C]0.042181[/C][C]0.3504[/C][C]0.36356[/C][/ROW]
[ROW][C]12[/C][C]-0.210708[/C][C]-1.7503[/C][C]0.042258[/C][/ROW]
[ROW][C]13[/C][C]-0.013508[/C][C]-0.1122[/C][C]0.455493[/C][/ROW]
[ROW][C]14[/C][C]-0.040112[/C][C]-0.3332[/C][C]0.369997[/C][/ROW]
[ROW][C]15[/C][C]-0.04017[/C][C]-0.3337[/C][C]0.369817[/C][/ROW]
[ROW][C]16[/C][C]0.004516[/C][C]0.0375[/C][C]0.485093[/C][/ROW]
[ROW][C]17[/C][C]0.106024[/C][C]0.8807[/C][C]0.190769[/C][/ROW]
[ROW][C]18[/C][C]-0.046316[/C][C]-0.3847[/C][C]0.35081[/C][/ROW]
[ROW][C]19[/C][C]-0.08506[/C][C]-0.7066[/C][C]0.241108[/C][/ROW]
[ROW][C]20[/C][C]-0.062297[/C][C]-0.5175[/C][C]0.303239[/C][/ROW]
[ROW][C]21[/C][C]0.049919[/C][C]0.4147[/C][C]0.339839[/C][/ROW]
[ROW][C]22[/C][C]-0.045785[/C][C]-0.3803[/C][C]0.352438[/C][/ROW]
[ROW][C]23[/C][C]-0.026955[/C][C]-0.2239[/C][C]0.411746[/C][/ROW]
[ROW][C]24[/C][C]-0.220903[/C][C]-1.835[/C][C]0.035411[/C][/ROW]
[ROW][C]25[/C][C]-0.119048[/C][C]-0.9889[/C][C]0.163087[/C][/ROW]
[ROW][C]26[/C][C]-0.096843[/C][C]-0.8044[/C][C]0.211954[/C][/ROW]
[ROW][C]27[/C][C]0.036034[/C][C]0.2993[/C][C]0.382798[/C][/ROW]
[ROW][C]28[/C][C]-0.116313[/C][C]-0.9662[/C][C]0.168666[/C][/ROW]
[ROW][C]29[/C][C]-0.12919[/C][C]-1.0731[/C][C]0.143475[/C][/ROW]
[ROW][C]30[/C][C]-0.019379[/C][C]-0.161[/C][C]0.436294[/C][/ROW]
[ROW][C]31[/C][C]0.036391[/C][C]0.3023[/C][C]0.381671[/C][/ROW]
[ROW][C]32[/C][C]0.037649[/C][C]0.3127[/C][C]0.377713[/C][/ROW]
[ROW][C]33[/C][C]-0.062182[/C][C]-0.5165[/C][C]0.303571[/C][/ROW]
[ROW][C]34[/C][C]0.015899[/C][C]0.1321[/C][C]0.447659[/C][/ROW]
[ROW][C]35[/C][C]0.004558[/C][C]0.0379[/C][C]0.484954[/C][/ROW]
[ROW][C]36[/C][C]0.146506[/C][C]1.217[/C][C]0.113881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33641&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33641&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
10.3567692.96350.002085
20.3339362.77390.00356
30.1959721.62790.054055
40.2625452.18090.016303
50.2011311.67070.049654
60.1904851.58230.059078
70.1072020.89050.18815
80.1003650.83370.203665
90.1253811.04150.150642
100.0981180.8150.208931
110.0421810.35040.36356
12-0.210708-1.75030.042258
13-0.013508-0.11220.455493
14-0.040112-0.33320.369997
15-0.04017-0.33370.369817
160.0045160.03750.485093
170.1060240.88070.190769
18-0.046316-0.38470.35081
19-0.08506-0.70660.241108
20-0.062297-0.51750.303239
210.0499190.41470.339839
22-0.045785-0.38030.352438
23-0.026955-0.22390.411746
24-0.220903-1.8350.035411
25-0.119048-0.98890.163087
26-0.096843-0.80440.211954
270.0360340.29930.382798
28-0.116313-0.96620.168666
29-0.12919-1.07310.143475
30-0.019379-0.1610.436294
310.0363910.30230.381671
320.0376490.31270.377713
33-0.062182-0.51650.303571
340.0158990.13210.447659
350.0045580.03790.484954
360.1465061.2170.113881






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3567692.96350.002085
20.2367911.96690.026607
30.0249650.20740.418165
40.1513871.25750.106403
50.0560140.46530.321595
60.0342110.28420.388562
7-0.032635-0.27110.393567
8-0.007768-0.06450.474369
90.0592740.49240.312012
10-0.001592-0.01320.494743
11-0.050373-0.41840.338465
12-0.315029-2.61680.005448
130.1059090.87970.191026
140.0417660.34690.364847
15-0.065885-0.54730.292976
160.13141.09150.139426
170.1891791.57140.060328
18-0.138057-1.14680.127715
19-0.168651-1.40090.082859
200.035810.29750.383506
210.1806791.50080.06898
22-0.103925-0.86330.19549
23-0.057057-0.4740.318515
24-0.340759-2.83060.003041
250.0420860.34960.363854
260.0671380.55770.28943
270.103980.86370.195366
28-0.002572-0.02140.491508
290.0790170.65640.256886
300.0484750.40270.344222
31-0.06654-0.55270.291119
320.0776270.64480.260592
330.0467250.38810.349559
340.014090.1170.453585
350.0423820.35210.362936
36-0.060088-0.49910.309637

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.356769 & 2.9635 & 0.002085 \tabularnewline
2 & 0.236791 & 1.9669 & 0.026607 \tabularnewline
3 & 0.024965 & 0.2074 & 0.418165 \tabularnewline
4 & 0.151387 & 1.2575 & 0.106403 \tabularnewline
5 & 0.056014 & 0.4653 & 0.321595 \tabularnewline
6 & 0.034211 & 0.2842 & 0.388562 \tabularnewline
7 & -0.032635 & -0.2711 & 0.393567 \tabularnewline
8 & -0.007768 & -0.0645 & 0.474369 \tabularnewline
9 & 0.059274 & 0.4924 & 0.312012 \tabularnewline
10 & -0.001592 & -0.0132 & 0.494743 \tabularnewline
11 & -0.050373 & -0.4184 & 0.338465 \tabularnewline
12 & -0.315029 & -2.6168 & 0.005448 \tabularnewline
13 & 0.105909 & 0.8797 & 0.191026 \tabularnewline
14 & 0.041766 & 0.3469 & 0.364847 \tabularnewline
15 & -0.065885 & -0.5473 & 0.292976 \tabularnewline
16 & 0.1314 & 1.0915 & 0.139426 \tabularnewline
17 & 0.189179 & 1.5714 & 0.060328 \tabularnewline
18 & -0.138057 & -1.1468 & 0.127715 \tabularnewline
19 & -0.168651 & -1.4009 & 0.082859 \tabularnewline
20 & 0.03581 & 0.2975 & 0.383506 \tabularnewline
21 & 0.180679 & 1.5008 & 0.06898 \tabularnewline
22 & -0.103925 & -0.8633 & 0.19549 \tabularnewline
23 & -0.057057 & -0.474 & 0.318515 \tabularnewline
24 & -0.340759 & -2.8306 & 0.003041 \tabularnewline
25 & 0.042086 & 0.3496 & 0.363854 \tabularnewline
26 & 0.067138 & 0.5577 & 0.28943 \tabularnewline
27 & 0.10398 & 0.8637 & 0.195366 \tabularnewline
28 & -0.002572 & -0.0214 & 0.491508 \tabularnewline
29 & 0.079017 & 0.6564 & 0.256886 \tabularnewline
30 & 0.048475 & 0.4027 & 0.344222 \tabularnewline
31 & -0.06654 & -0.5527 & 0.291119 \tabularnewline
32 & 0.077627 & 0.6448 & 0.260592 \tabularnewline
33 & 0.046725 & 0.3881 & 0.349559 \tabularnewline
34 & 0.01409 & 0.117 & 0.453585 \tabularnewline
35 & 0.042382 & 0.3521 & 0.362936 \tabularnewline
36 & -0.060088 & -0.4991 & 0.309637 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33641&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]0.356769[/C][C]2.9635[/C][C]0.002085[/C][/ROW]
[ROW][C]2[/C][C]0.236791[/C][C]1.9669[/C][C]0.026607[/C][/ROW]
[ROW][C]3[/C][C]0.024965[/C][C]0.2074[/C][C]0.418165[/C][/ROW]
[ROW][C]4[/C][C]0.151387[/C][C]1.2575[/C][C]0.106403[/C][/ROW]
[ROW][C]5[/C][C]0.056014[/C][C]0.4653[/C][C]0.321595[/C][/ROW]
[ROW][C]6[/C][C]0.034211[/C][C]0.2842[/C][C]0.388562[/C][/ROW]
[ROW][C]7[/C][C]-0.032635[/C][C]-0.2711[/C][C]0.393567[/C][/ROW]
[ROW][C]8[/C][C]-0.007768[/C][C]-0.0645[/C][C]0.474369[/C][/ROW]
[ROW][C]9[/C][C]0.059274[/C][C]0.4924[/C][C]0.312012[/C][/ROW]
[ROW][C]10[/C][C]-0.001592[/C][C]-0.0132[/C][C]0.494743[/C][/ROW]
[ROW][C]11[/C][C]-0.050373[/C][C]-0.4184[/C][C]0.338465[/C][/ROW]
[ROW][C]12[/C][C]-0.315029[/C][C]-2.6168[/C][C]0.005448[/C][/ROW]
[ROW][C]13[/C][C]0.105909[/C][C]0.8797[/C][C]0.191026[/C][/ROW]
[ROW][C]14[/C][C]0.041766[/C][C]0.3469[/C][C]0.364847[/C][/ROW]
[ROW][C]15[/C][C]-0.065885[/C][C]-0.5473[/C][C]0.292976[/C][/ROW]
[ROW][C]16[/C][C]0.1314[/C][C]1.0915[/C][C]0.139426[/C][/ROW]
[ROW][C]17[/C][C]0.189179[/C][C]1.5714[/C][C]0.060328[/C][/ROW]
[ROW][C]18[/C][C]-0.138057[/C][C]-1.1468[/C][C]0.127715[/C][/ROW]
[ROW][C]19[/C][C]-0.168651[/C][C]-1.4009[/C][C]0.082859[/C][/ROW]
[ROW][C]20[/C][C]0.03581[/C][C]0.2975[/C][C]0.383506[/C][/ROW]
[ROW][C]21[/C][C]0.180679[/C][C]1.5008[/C][C]0.06898[/C][/ROW]
[ROW][C]22[/C][C]-0.103925[/C][C]-0.8633[/C][C]0.19549[/C][/ROW]
[ROW][C]23[/C][C]-0.057057[/C][C]-0.474[/C][C]0.318515[/C][/ROW]
[ROW][C]24[/C][C]-0.340759[/C][C]-2.8306[/C][C]0.003041[/C][/ROW]
[ROW][C]25[/C][C]0.042086[/C][C]0.3496[/C][C]0.363854[/C][/ROW]
[ROW][C]26[/C][C]0.067138[/C][C]0.5577[/C][C]0.28943[/C][/ROW]
[ROW][C]27[/C][C]0.10398[/C][C]0.8637[/C][C]0.195366[/C][/ROW]
[ROW][C]28[/C][C]-0.002572[/C][C]-0.0214[/C][C]0.491508[/C][/ROW]
[ROW][C]29[/C][C]0.079017[/C][C]0.6564[/C][C]0.256886[/C][/ROW]
[ROW][C]30[/C][C]0.048475[/C][C]0.4027[/C][C]0.344222[/C][/ROW]
[ROW][C]31[/C][C]-0.06654[/C][C]-0.5527[/C][C]0.291119[/C][/ROW]
[ROW][C]32[/C][C]0.077627[/C][C]0.6448[/C][C]0.260592[/C][/ROW]
[ROW][C]33[/C][C]0.046725[/C][C]0.3881[/C][C]0.349559[/C][/ROW]
[ROW][C]34[/C][C]0.01409[/C][C]0.117[/C][C]0.453585[/C][/ROW]
[ROW][C]35[/C][C]0.042382[/C][C]0.3521[/C][C]0.362936[/C][/ROW]
[ROW][C]36[/C][C]-0.060088[/C][C]-0.4991[/C][C]0.309637[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33641&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33641&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
10.3567692.96350.002085
20.2367911.96690.026607
30.0249650.20740.418165
40.1513871.25750.106403
50.0560140.46530.321595
60.0342110.28420.388562
7-0.032635-0.27110.393567
8-0.007768-0.06450.474369
90.0592740.49240.312012
10-0.001592-0.01320.494743
11-0.050373-0.41840.338465
12-0.315029-2.61680.005448
130.1059090.87970.191026
140.0417660.34690.364847
15-0.065885-0.54730.292976
160.13141.09150.139426
170.1891791.57140.060328
18-0.138057-1.14680.127715
19-0.168651-1.40090.082859
200.035810.29750.383506
210.1806791.50080.06898
22-0.103925-0.86330.19549
23-0.057057-0.4740.318515
24-0.340759-2.83060.003041
250.0420860.34960.363854
260.0671380.55770.28943
270.103980.86370.195366
28-0.002572-0.02140.491508
290.0790170.65640.256886
300.0484750.40270.344222
31-0.06654-0.55270.291119
320.0776270.64480.260592
330.0467250.38810.349559
340.014090.1170.453585
350.0423820.35210.362936
36-0.060088-0.49910.309637


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.4 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 0.4 ; 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')