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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 computationTue, 16 Dec 2008 10:30:18 -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/16/t1229448821ndpjplqhapnydbk.htm/, Retrieved Wed, 15 May 2024 07:57:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34052, Retrieved Wed, 15 May 2024 07:57:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160

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 11:08:12] [b518240a1c80d4f939bf8b3e34f77cec]
-   PD    [(Partial) Autocorrelation Function] [Autocorrelation f...] [2008-12-16 17:30:18] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.7
101.5
119.6
108.1
117.8
125.5
89.2
92.3
104.6
122.8
96.0
94.6
93.3
101.1
114.2
104.7
113.3
118.2
83.6
73.9
99.5
97.7
103.0
106.3
92.2
101.8
122.8
111.8
106.3
121.5
81.9
85.4
110.9
117.3
106.3
105.5
101.3
105.9
126.3
111.9
108.9
127.2
94.2
85.7
116.2
107.2
110.6
112.0
104.5
112.0
132.8
110.8
128.7
136.8
94.9
88.8
123.2
125.3
122.7
125.7
116.3
118.7
142.0
127.9
131.9
152.3
110.8
99.1
135.0
133.2
131.0
133.9
119.9
136.9
148.9
145.1
142.4
159.6
120.7
109.0
142.0

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'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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34052&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34052&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34052&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.508558-4.19374.1e-05
20.0668080.55090.29175
3-0.05184-0.42750.335188
4-0.023666-0.19520.422927
50.027630.22780.410226
6-0.001714-0.01410.494383
70.0038640.03190.487338
8-0.072846-0.60070.275019
90.024560.20250.420055
100.1200740.99020.162805
110.176621.45640.074936
12-0.435304-3.58960.00031
130.2165961.78610.039271
14-0.091103-0.75130.227545
15-0.033686-0.27780.391011
160.1710991.41090.081413
17-0.07873-0.64920.25919
18-0.069027-0.56920.285544
190.0974930.80390.212115
20-0.047695-0.39330.347663
210.1058010.87250.193015
22-0.148862-1.22750.111925
23-0.045637-0.37630.353921
240.1511.24520.108671
25-0.147893-1.21960.113423
260.1594391.31480.096502
270.0513770.42370.336573
28-0.198455-1.63650.053177
290.0732650.60420.273875
300.0953290.78610.21727
31-0.127964-1.05520.147531
320.0369620.30480.380726
33-0.039555-0.32620.372645
340.0796590.65690.256737
350.0085570.07060.471975
36-0.060401-0.49810.310018

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.508558 & -4.1937 & 4.1e-05 \tabularnewline
2 & 0.066808 & 0.5509 & 0.29175 \tabularnewline
3 & -0.05184 & -0.4275 & 0.335188 \tabularnewline
4 & -0.023666 & -0.1952 & 0.422927 \tabularnewline
5 & 0.02763 & 0.2278 & 0.410226 \tabularnewline
6 & -0.001714 & -0.0141 & 0.494383 \tabularnewline
7 & 0.003864 & 0.0319 & 0.487338 \tabularnewline
8 & -0.072846 & -0.6007 & 0.275019 \tabularnewline
9 & 0.02456 & 0.2025 & 0.420055 \tabularnewline
10 & 0.120074 & 0.9902 & 0.162805 \tabularnewline
11 & 0.17662 & 1.4564 & 0.074936 \tabularnewline
12 & -0.435304 & -3.5896 & 0.00031 \tabularnewline
13 & 0.216596 & 1.7861 & 0.039271 \tabularnewline
14 & -0.091103 & -0.7513 & 0.227545 \tabularnewline
15 & -0.033686 & -0.2778 & 0.391011 \tabularnewline
16 & 0.171099 & 1.4109 & 0.081413 \tabularnewline
17 & -0.07873 & -0.6492 & 0.25919 \tabularnewline
18 & -0.069027 & -0.5692 & 0.285544 \tabularnewline
19 & 0.097493 & 0.8039 & 0.212115 \tabularnewline
20 & -0.047695 & -0.3933 & 0.347663 \tabularnewline
21 & 0.105801 & 0.8725 & 0.193015 \tabularnewline
22 & -0.148862 & -1.2275 & 0.111925 \tabularnewline
23 & -0.045637 & -0.3763 & 0.353921 \tabularnewline
24 & 0.151 & 1.2452 & 0.108671 \tabularnewline
25 & -0.147893 & -1.2196 & 0.113423 \tabularnewline
26 & 0.159439 & 1.3148 & 0.096502 \tabularnewline
27 & 0.051377 & 0.4237 & 0.336573 \tabularnewline
28 & -0.198455 & -1.6365 & 0.053177 \tabularnewline
29 & 0.073265 & 0.6042 & 0.273875 \tabularnewline
30 & 0.095329 & 0.7861 & 0.21727 \tabularnewline
31 & -0.127964 & -1.0552 & 0.147531 \tabularnewline
32 & 0.036962 & 0.3048 & 0.380726 \tabularnewline
33 & -0.039555 & -0.3262 & 0.372645 \tabularnewline
34 & 0.079659 & 0.6569 & 0.256737 \tabularnewline
35 & 0.008557 & 0.0706 & 0.471975 \tabularnewline
36 & -0.060401 & -0.4981 & 0.310018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34052&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]-0.508558[/C][C]-4.1937[/C][C]4.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.066808[/C][C]0.5509[/C][C]0.29175[/C][/ROW]
[ROW][C]3[/C][C]-0.05184[/C][C]-0.4275[/C][C]0.335188[/C][/ROW]
[ROW][C]4[/C][C]-0.023666[/C][C]-0.1952[/C][C]0.422927[/C][/ROW]
[ROW][C]5[/C][C]0.02763[/C][C]0.2278[/C][C]0.410226[/C][/ROW]
[ROW][C]6[/C][C]-0.001714[/C][C]-0.0141[/C][C]0.494383[/C][/ROW]
[ROW][C]7[/C][C]0.003864[/C][C]0.0319[/C][C]0.487338[/C][/ROW]
[ROW][C]8[/C][C]-0.072846[/C][C]-0.6007[/C][C]0.275019[/C][/ROW]
[ROW][C]9[/C][C]0.02456[/C][C]0.2025[/C][C]0.420055[/C][/ROW]
[ROW][C]10[/C][C]0.120074[/C][C]0.9902[/C][C]0.162805[/C][/ROW]
[ROW][C]11[/C][C]0.17662[/C][C]1.4564[/C][C]0.074936[/C][/ROW]
[ROW][C]12[/C][C]-0.435304[/C][C]-3.5896[/C][C]0.00031[/C][/ROW]
[ROW][C]13[/C][C]0.216596[/C][C]1.7861[/C][C]0.039271[/C][/ROW]
[ROW][C]14[/C][C]-0.091103[/C][C]-0.7513[/C][C]0.227545[/C][/ROW]
[ROW][C]15[/C][C]-0.033686[/C][C]-0.2778[/C][C]0.391011[/C][/ROW]
[ROW][C]16[/C][C]0.171099[/C][C]1.4109[/C][C]0.081413[/C][/ROW]
[ROW][C]17[/C][C]-0.07873[/C][C]-0.6492[/C][C]0.25919[/C][/ROW]
[ROW][C]18[/C][C]-0.069027[/C][C]-0.5692[/C][C]0.285544[/C][/ROW]
[ROW][C]19[/C][C]0.097493[/C][C]0.8039[/C][C]0.212115[/C][/ROW]
[ROW][C]20[/C][C]-0.047695[/C][C]-0.3933[/C][C]0.347663[/C][/ROW]
[ROW][C]21[/C][C]0.105801[/C][C]0.8725[/C][C]0.193015[/C][/ROW]
[ROW][C]22[/C][C]-0.148862[/C][C]-1.2275[/C][C]0.111925[/C][/ROW]
[ROW][C]23[/C][C]-0.045637[/C][C]-0.3763[/C][C]0.353921[/C][/ROW]
[ROW][C]24[/C][C]0.151[/C][C]1.2452[/C][C]0.108671[/C][/ROW]
[ROW][C]25[/C][C]-0.147893[/C][C]-1.2196[/C][C]0.113423[/C][/ROW]
[ROW][C]26[/C][C]0.159439[/C][C]1.3148[/C][C]0.096502[/C][/ROW]
[ROW][C]27[/C][C]0.051377[/C][C]0.4237[/C][C]0.336573[/C][/ROW]
[ROW][C]28[/C][C]-0.198455[/C][C]-1.6365[/C][C]0.053177[/C][/ROW]
[ROW][C]29[/C][C]0.073265[/C][C]0.6042[/C][C]0.273875[/C][/ROW]
[ROW][C]30[/C][C]0.095329[/C][C]0.7861[/C][C]0.21727[/C][/ROW]
[ROW][C]31[/C][C]-0.127964[/C][C]-1.0552[/C][C]0.147531[/C][/ROW]
[ROW][C]32[/C][C]0.036962[/C][C]0.3048[/C][C]0.380726[/C][/ROW]
[ROW][C]33[/C][C]-0.039555[/C][C]-0.3262[/C][C]0.372645[/C][/ROW]
[ROW][C]34[/C][C]0.079659[/C][C]0.6569[/C][C]0.256737[/C][/ROW]
[ROW][C]35[/C][C]0.008557[/C][C]0.0706[/C][C]0.471975[/C][/ROW]
[ROW][C]36[/C][C]-0.060401[/C][C]-0.4981[/C][C]0.310018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34052&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34052&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
1-0.508558-4.19374.1e-05
20.0668080.55090.29175
3-0.05184-0.42750.335188
4-0.023666-0.19520.422927
50.027630.22780.410226
6-0.001714-0.01410.494383
70.0038640.03190.487338
8-0.072846-0.60070.275019
90.024560.20250.420055
100.1200740.99020.162805
110.176621.45640.074936
12-0.435304-3.58960.00031
130.2165961.78610.039271
14-0.091103-0.75130.227545
15-0.033686-0.27780.391011
160.1710991.41090.081413
17-0.07873-0.64920.25919
18-0.069027-0.56920.285544
190.0974930.80390.212115
20-0.047695-0.39330.347663
210.1058010.87250.193015
22-0.148862-1.22750.111925
23-0.045637-0.37630.353921
240.1511.24520.108671
25-0.147893-1.21960.113423
260.1594391.31480.096502
270.0513770.42370.336573
28-0.198455-1.63650.053177
290.0732650.60420.273875
300.0953290.78610.21727
31-0.127964-1.05520.147531
320.0369620.30480.380726
33-0.039555-0.32620.372645
340.0796590.65690.256737
350.0085570.07060.471975
36-0.060401-0.49810.310018






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.508558-4.19374.1e-05
2-0.258742-2.13360.018241
3-0.203342-1.67680.049087
4-0.206606-1.70370.0465
5-0.151237-1.24710.108314
6-0.113202-0.93350.176935
7-0.088631-0.73090.233686
8-0.188748-1.55650.062121
9-0.210798-1.73830.043343
10-0.007998-0.06590.473806
110.4391243.62110.00028
12-0.069789-0.57550.283428
13-0.089629-0.73910.231195
14-0.068296-0.56320.287583
15-0.226219-1.86550.033216
16-0.032942-0.27160.393358
170.0459340.37880.353014
18-0.114107-0.9410.175031
190.0213420.1760.430411
20-0.15747-1.29850.099246
21-0.093795-0.77340.220969
22-0.030516-0.25160.401038
23-0.025701-0.21190.416395
240.0308540.25440.399967
25-0.06625-0.54630.29332
26-0.084566-0.69730.243982
270.0830530.68490.247875
280.014580.12020.452329
29-0.051112-0.42150.337366
300.1125280.92790.178364
310.0337840.27860.390701
32-0.144181-1.18890.119298
33-0.038781-0.31980.375052
340.0580350.47860.316891
350.0889460.73350.232897
360.0248170.20460.419231

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.508558 & -4.1937 & 4.1e-05 \tabularnewline
2 & -0.258742 & -2.1336 & 0.018241 \tabularnewline
3 & -0.203342 & -1.6768 & 0.049087 \tabularnewline
4 & -0.206606 & -1.7037 & 0.0465 \tabularnewline
5 & -0.151237 & -1.2471 & 0.108314 \tabularnewline
6 & -0.113202 & -0.9335 & 0.176935 \tabularnewline
7 & -0.088631 & -0.7309 & 0.233686 \tabularnewline
8 & -0.188748 & -1.5565 & 0.062121 \tabularnewline
9 & -0.210798 & -1.7383 & 0.043343 \tabularnewline
10 & -0.007998 & -0.0659 & 0.473806 \tabularnewline
11 & 0.439124 & 3.6211 & 0.00028 \tabularnewline
12 & -0.069789 & -0.5755 & 0.283428 \tabularnewline
13 & -0.089629 & -0.7391 & 0.231195 \tabularnewline
14 & -0.068296 & -0.5632 & 0.287583 \tabularnewline
15 & -0.226219 & -1.8655 & 0.033216 \tabularnewline
16 & -0.032942 & -0.2716 & 0.393358 \tabularnewline
17 & 0.045934 & 0.3788 & 0.353014 \tabularnewline
18 & -0.114107 & -0.941 & 0.175031 \tabularnewline
19 & 0.021342 & 0.176 & 0.430411 \tabularnewline
20 & -0.15747 & -1.2985 & 0.099246 \tabularnewline
21 & -0.093795 & -0.7734 & 0.220969 \tabularnewline
22 & -0.030516 & -0.2516 & 0.401038 \tabularnewline
23 & -0.025701 & -0.2119 & 0.416395 \tabularnewline
24 & 0.030854 & 0.2544 & 0.399967 \tabularnewline
25 & -0.06625 & -0.5463 & 0.29332 \tabularnewline
26 & -0.084566 & -0.6973 & 0.243982 \tabularnewline
27 & 0.083053 & 0.6849 & 0.247875 \tabularnewline
28 & 0.01458 & 0.1202 & 0.452329 \tabularnewline
29 & -0.051112 & -0.4215 & 0.337366 \tabularnewline
30 & 0.112528 & 0.9279 & 0.178364 \tabularnewline
31 & 0.033784 & 0.2786 & 0.390701 \tabularnewline
32 & -0.144181 & -1.1889 & 0.119298 \tabularnewline
33 & -0.038781 & -0.3198 & 0.375052 \tabularnewline
34 & 0.058035 & 0.4786 & 0.316891 \tabularnewline
35 & 0.088946 & 0.7335 & 0.232897 \tabularnewline
36 & 0.024817 & 0.2046 & 0.419231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34052&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]-0.508558[/C][C]-4.1937[/C][C]4.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.258742[/C][C]-2.1336[/C][C]0.018241[/C][/ROW]
[ROW][C]3[/C][C]-0.203342[/C][C]-1.6768[/C][C]0.049087[/C][/ROW]
[ROW][C]4[/C][C]-0.206606[/C][C]-1.7037[/C][C]0.0465[/C][/ROW]
[ROW][C]5[/C][C]-0.151237[/C][C]-1.2471[/C][C]0.108314[/C][/ROW]
[ROW][C]6[/C][C]-0.113202[/C][C]-0.9335[/C][C]0.176935[/C][/ROW]
[ROW][C]7[/C][C]-0.088631[/C][C]-0.7309[/C][C]0.233686[/C][/ROW]
[ROW][C]8[/C][C]-0.188748[/C][C]-1.5565[/C][C]0.062121[/C][/ROW]
[ROW][C]9[/C][C]-0.210798[/C][C]-1.7383[/C][C]0.043343[/C][/ROW]
[ROW][C]10[/C][C]-0.007998[/C][C]-0.0659[/C][C]0.473806[/C][/ROW]
[ROW][C]11[/C][C]0.439124[/C][C]3.6211[/C][C]0.00028[/C][/ROW]
[ROW][C]12[/C][C]-0.069789[/C][C]-0.5755[/C][C]0.283428[/C][/ROW]
[ROW][C]13[/C][C]-0.089629[/C][C]-0.7391[/C][C]0.231195[/C][/ROW]
[ROW][C]14[/C][C]-0.068296[/C][C]-0.5632[/C][C]0.287583[/C][/ROW]
[ROW][C]15[/C][C]-0.226219[/C][C]-1.8655[/C][C]0.033216[/C][/ROW]
[ROW][C]16[/C][C]-0.032942[/C][C]-0.2716[/C][C]0.393358[/C][/ROW]
[ROW][C]17[/C][C]0.045934[/C][C]0.3788[/C][C]0.353014[/C][/ROW]
[ROW][C]18[/C][C]-0.114107[/C][C]-0.941[/C][C]0.175031[/C][/ROW]
[ROW][C]19[/C][C]0.021342[/C][C]0.176[/C][C]0.430411[/C][/ROW]
[ROW][C]20[/C][C]-0.15747[/C][C]-1.2985[/C][C]0.099246[/C][/ROW]
[ROW][C]21[/C][C]-0.093795[/C][C]-0.7734[/C][C]0.220969[/C][/ROW]
[ROW][C]22[/C][C]-0.030516[/C][C]-0.2516[/C][C]0.401038[/C][/ROW]
[ROW][C]23[/C][C]-0.025701[/C][C]-0.2119[/C][C]0.416395[/C][/ROW]
[ROW][C]24[/C][C]0.030854[/C][C]0.2544[/C][C]0.399967[/C][/ROW]
[ROW][C]25[/C][C]-0.06625[/C][C]-0.5463[/C][C]0.29332[/C][/ROW]
[ROW][C]26[/C][C]-0.084566[/C][C]-0.6973[/C][C]0.243982[/C][/ROW]
[ROW][C]27[/C][C]0.083053[/C][C]0.6849[/C][C]0.247875[/C][/ROW]
[ROW][C]28[/C][C]0.01458[/C][C]0.1202[/C][C]0.452329[/C][/ROW]
[ROW][C]29[/C][C]-0.051112[/C][C]-0.4215[/C][C]0.337366[/C][/ROW]
[ROW][C]30[/C][C]0.112528[/C][C]0.9279[/C][C]0.178364[/C][/ROW]
[ROW][C]31[/C][C]0.033784[/C][C]0.2786[/C][C]0.390701[/C][/ROW]
[ROW][C]32[/C][C]-0.144181[/C][C]-1.1889[/C][C]0.119298[/C][/ROW]
[ROW][C]33[/C][C]-0.038781[/C][C]-0.3198[/C][C]0.375052[/C][/ROW]
[ROW][C]34[/C][C]0.058035[/C][C]0.4786[/C][C]0.316891[/C][/ROW]
[ROW][C]35[/C][C]0.088946[/C][C]0.7335[/C][C]0.232897[/C][/ROW]
[ROW][C]36[/C][C]0.024817[/C][C]0.2046[/C][C]0.419231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34052&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34052&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
1-0.508558-4.19374.1e-05
2-0.258742-2.13360.018241
3-0.203342-1.67680.049087
4-0.206606-1.70370.0465
5-0.151237-1.24710.108314
6-0.113202-0.93350.176935
7-0.088631-0.73090.233686
8-0.188748-1.55650.062121
9-0.210798-1.73830.043343
10-0.007998-0.06590.473806
110.4391243.62110.00028
12-0.069789-0.57550.283428
13-0.089629-0.73910.231195
14-0.068296-0.56320.287583
15-0.226219-1.86550.033216
16-0.032942-0.27160.393358
170.0459340.37880.353014
18-0.114107-0.9410.175031
190.0213420.1760.430411
20-0.15747-1.29850.099246
21-0.093795-0.77340.220969
22-0.030516-0.25160.401038
23-0.025701-0.21190.416395
240.0308540.25440.399967
25-0.06625-0.54630.29332
26-0.084566-0.69730.243982
270.0830530.68490.247875
280.014580.12020.452329
29-0.051112-0.42150.337366
300.1125280.92790.178364
310.0337840.27860.390701
32-0.144181-1.18890.119298
33-0.038781-0.31980.375052
340.0580350.47860.316891
350.0889460.73350.232897
360.0248170.20460.419231


Figures (Output of Computation)

Input Parameters & R Code

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