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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, 01 Dec 2009 08:12:55 -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/2009/Dec/01/t1259680419m4y0z32pu4i1wqd.htm/, Retrieved Fri, 29 Mar 2024 11:53:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62085, Retrieved Fri, 29 Mar 2024 11:53:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
- R  D      [(Partial) Autocorrelation Function] [] [2009-12-01 15:12:55] [7c5623390f136c6c339940134868d3e2] [Current]
- R           [(Partial) Autocorrelation Function] [] [2009-12-16 19:18:37] [00ae4ca1aa430eb3950856e282097098]
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Dataseries X:
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62085&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62085&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62085&T=0

As an alternative you can also use a 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'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2571462.16680.016805
2-0.200177-1.68670.048023
3-0.305188-2.57160.00611
4-0.261259-2.20140.015479
50.0776330.65420.257564
60.1771261.49250.070001
70.0423710.3570.361066
8-0.235559-1.98490.025513
9-0.276926-2.33340.011231
10-0.153936-1.29710.099401
110.2557792.15520.017268
120.7501936.32120
130.1740551.46660.073448
14-0.160876-1.35560.089766
15-0.257337-2.16840.016742
16-0.206238-1.73780.043292
170.0560150.4720.31919
180.0955370.8050.21175
190.0242060.2040.419482
20-0.224858-1.89470.031103
21-0.225247-1.8980.030883
22-0.083429-0.7030.242183
230.1949611.64280.052426
240.5545514.67277e-06
250.1224911.03210.152758
26-0.174138-1.46730.073353
27-0.249652-2.10360.019478
28-0.161172-1.35810.089372
290.047110.3970.346295
300.0686240.57820.282467
310.0097180.08190.467484
32-0.189041-1.59290.057814
33-0.142622-1.20180.116727
34-0.059627-0.50240.30846
350.1316941.10970.135442
360.4254463.58490.000307

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.257146 & 2.1668 & 0.016805 \tabularnewline
2 & -0.200177 & -1.6867 & 0.048023 \tabularnewline
3 & -0.305188 & -2.5716 & 0.00611 \tabularnewline
4 & -0.261259 & -2.2014 & 0.015479 \tabularnewline
5 & 0.077633 & 0.6542 & 0.257564 \tabularnewline
6 & 0.177126 & 1.4925 & 0.070001 \tabularnewline
7 & 0.042371 & 0.357 & 0.361066 \tabularnewline
8 & -0.235559 & -1.9849 & 0.025513 \tabularnewline
9 & -0.276926 & -2.3334 & 0.011231 \tabularnewline
10 & -0.153936 & -1.2971 & 0.099401 \tabularnewline
11 & 0.255779 & 2.1552 & 0.017268 \tabularnewline
12 & 0.750193 & 6.3212 & 0 \tabularnewline
13 & 0.174055 & 1.4666 & 0.073448 \tabularnewline
14 & -0.160876 & -1.3556 & 0.089766 \tabularnewline
15 & -0.257337 & -2.1684 & 0.016742 \tabularnewline
16 & -0.206238 & -1.7378 & 0.043292 \tabularnewline
17 & 0.056015 & 0.472 & 0.31919 \tabularnewline
18 & 0.095537 & 0.805 & 0.21175 \tabularnewline
19 & 0.024206 & 0.204 & 0.419482 \tabularnewline
20 & -0.224858 & -1.8947 & 0.031103 \tabularnewline
21 & -0.225247 & -1.898 & 0.030883 \tabularnewline
22 & -0.083429 & -0.703 & 0.242183 \tabularnewline
23 & 0.194961 & 1.6428 & 0.052426 \tabularnewline
24 & 0.554551 & 4.6727 & 7e-06 \tabularnewline
25 & 0.122491 & 1.0321 & 0.152758 \tabularnewline
26 & -0.174138 & -1.4673 & 0.073353 \tabularnewline
27 & -0.249652 & -2.1036 & 0.019478 \tabularnewline
28 & -0.161172 & -1.3581 & 0.089372 \tabularnewline
29 & 0.04711 & 0.397 & 0.346295 \tabularnewline
30 & 0.068624 & 0.5782 & 0.282467 \tabularnewline
31 & 0.009718 & 0.0819 & 0.467484 \tabularnewline
32 & -0.189041 & -1.5929 & 0.057814 \tabularnewline
33 & -0.142622 & -1.2018 & 0.116727 \tabularnewline
34 & -0.059627 & -0.5024 & 0.30846 \tabularnewline
35 & 0.131694 & 1.1097 & 0.135442 \tabularnewline
36 & 0.425446 & 3.5849 & 0.000307 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62085&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]0.257146[/C][C]2.1668[/C][C]0.016805[/C][/ROW]
[ROW][C]2[/C][C]-0.200177[/C][C]-1.6867[/C][C]0.048023[/C][/ROW]
[ROW][C]3[/C][C]-0.305188[/C][C]-2.5716[/C][C]0.00611[/C][/ROW]
[ROW][C]4[/C][C]-0.261259[/C][C]-2.2014[/C][C]0.015479[/C][/ROW]
[ROW][C]5[/C][C]0.077633[/C][C]0.6542[/C][C]0.257564[/C][/ROW]
[ROW][C]6[/C][C]0.177126[/C][C]1.4925[/C][C]0.070001[/C][/ROW]
[ROW][C]7[/C][C]0.042371[/C][C]0.357[/C][C]0.361066[/C][/ROW]
[ROW][C]8[/C][C]-0.235559[/C][C]-1.9849[/C][C]0.025513[/C][/ROW]
[ROW][C]9[/C][C]-0.276926[/C][C]-2.3334[/C][C]0.011231[/C][/ROW]
[ROW][C]10[/C][C]-0.153936[/C][C]-1.2971[/C][C]0.099401[/C][/ROW]
[ROW][C]11[/C][C]0.255779[/C][C]2.1552[/C][C]0.017268[/C][/ROW]
[ROW][C]12[/C][C]0.750193[/C][C]6.3212[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.174055[/C][C]1.4666[/C][C]0.073448[/C][/ROW]
[ROW][C]14[/C][C]-0.160876[/C][C]-1.3556[/C][C]0.089766[/C][/ROW]
[ROW][C]15[/C][C]-0.257337[/C][C]-2.1684[/C][C]0.016742[/C][/ROW]
[ROW][C]16[/C][C]-0.206238[/C][C]-1.7378[/C][C]0.043292[/C][/ROW]
[ROW][C]17[/C][C]0.056015[/C][C]0.472[/C][C]0.31919[/C][/ROW]
[ROW][C]18[/C][C]0.095537[/C][C]0.805[/C][C]0.21175[/C][/ROW]
[ROW][C]19[/C][C]0.024206[/C][C]0.204[/C][C]0.419482[/C][/ROW]
[ROW][C]20[/C][C]-0.224858[/C][C]-1.8947[/C][C]0.031103[/C][/ROW]
[ROW][C]21[/C][C]-0.225247[/C][C]-1.898[/C][C]0.030883[/C][/ROW]
[ROW][C]22[/C][C]-0.083429[/C][C]-0.703[/C][C]0.242183[/C][/ROW]
[ROW][C]23[/C][C]0.194961[/C][C]1.6428[/C][C]0.052426[/C][/ROW]
[ROW][C]24[/C][C]0.554551[/C][C]4.6727[/C][C]7e-06[/C][/ROW]
[ROW][C]25[/C][C]0.122491[/C][C]1.0321[/C][C]0.152758[/C][/ROW]
[ROW][C]26[/C][C]-0.174138[/C][C]-1.4673[/C][C]0.073353[/C][/ROW]
[ROW][C]27[/C][C]-0.249652[/C][C]-2.1036[/C][C]0.019478[/C][/ROW]
[ROW][C]28[/C][C]-0.161172[/C][C]-1.3581[/C][C]0.089372[/C][/ROW]
[ROW][C]29[/C][C]0.04711[/C][C]0.397[/C][C]0.346295[/C][/ROW]
[ROW][C]30[/C][C]0.068624[/C][C]0.5782[/C][C]0.282467[/C][/ROW]
[ROW][C]31[/C][C]0.009718[/C][C]0.0819[/C][C]0.467484[/C][/ROW]
[ROW][C]32[/C][C]-0.189041[/C][C]-1.5929[/C][C]0.057814[/C][/ROW]
[ROW][C]33[/C][C]-0.142622[/C][C]-1.2018[/C][C]0.116727[/C][/ROW]
[ROW][C]34[/C][C]-0.059627[/C][C]-0.5024[/C][C]0.30846[/C][/ROW]
[ROW][C]35[/C][C]0.131694[/C][C]1.1097[/C][C]0.135442[/C][/ROW]
[ROW][C]36[/C][C]0.425446[/C][C]3.5849[/C][C]0.000307[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62085&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62085&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2571462.16680.016805
2-0.200177-1.68670.048023
3-0.305188-2.57160.00611
4-0.261259-2.20140.015479
50.0776330.65420.257564
60.1771261.49250.070001
70.0423710.3570.361066
8-0.235559-1.98490.025513
9-0.276926-2.33340.011231
10-0.153936-1.29710.099401
110.2557792.15520.017268
120.7501936.32120
130.1740551.46660.073448
14-0.160876-1.35560.089766
15-0.257337-2.16840.016742
16-0.206238-1.73780.043292
170.0560150.4720.31919
180.0955370.8050.21175
190.0242060.2040.419482
20-0.224858-1.89470.031103
21-0.225247-1.8980.030883
22-0.083429-0.7030.242183
230.1949611.64280.052426
240.5545514.67277e-06
250.1224911.03210.152758
26-0.174138-1.46730.073353
27-0.249652-2.10360.019478
28-0.161172-1.35810.089372
290.047110.3970.346295
300.0686240.57820.282467
310.0097180.08190.467484
32-0.189041-1.59290.057814
33-0.142622-1.20180.116727
34-0.059627-0.50240.30846
350.1316941.10970.135442
360.4254463.58490.000307







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2571462.16680.016805
2-0.285157-2.40280.009444
3-0.193146-1.62750.054033
4-0.208067-1.75320.041941
50.1060450.89350.187291
6-0.020039-0.16880.433198
7-0.073582-0.620.268618
8-0.270173-2.27650.012916
9-0.145729-1.22790.111764
10-0.204188-1.72050.044847
110.178471.50380.068532
120.6262395.27681e-06
13-0.138785-1.16940.123073
140.1504811.2680.104474
150.0540030.4550.325235
160.0883560.74450.229515
17-0.119126-1.00380.159448
18-0.089004-0.750.227877
190.0406850.34280.366373
20-0.122027-1.02820.153669
210.0249110.20990.417173
22-0.002869-0.02420.490391
23-0.105646-0.89020.188186
240.0108160.09110.46382
25-0.020994-0.17690.430044
26-0.133999-1.12910.131329
27-0.126136-1.06280.145728
28-0.010146-0.08550.466057
29-0.03887-0.32750.372118
30-0.048677-0.41020.341461
31-0.031637-0.26660.395284
320.067060.56510.286908
330.0460720.38820.349511
34-0.079066-0.66620.253714
35-0.015909-0.13410.446871
360.0112380.09470.462414

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.257146 & 2.1668 & 0.016805 \tabularnewline
2 & -0.285157 & -2.4028 & 0.009444 \tabularnewline
3 & -0.193146 & -1.6275 & 0.054033 \tabularnewline
4 & -0.208067 & -1.7532 & 0.041941 \tabularnewline
5 & 0.106045 & 0.8935 & 0.187291 \tabularnewline
6 & -0.020039 & -0.1688 & 0.433198 \tabularnewline
7 & -0.073582 & -0.62 & 0.268618 \tabularnewline
8 & -0.270173 & -2.2765 & 0.012916 \tabularnewline
9 & -0.145729 & -1.2279 & 0.111764 \tabularnewline
10 & -0.204188 & -1.7205 & 0.044847 \tabularnewline
11 & 0.17847 & 1.5038 & 0.068532 \tabularnewline
12 & 0.626239 & 5.2768 & 1e-06 \tabularnewline
13 & -0.138785 & -1.1694 & 0.123073 \tabularnewline
14 & 0.150481 & 1.268 & 0.104474 \tabularnewline
15 & 0.054003 & 0.455 & 0.325235 \tabularnewline
16 & 0.088356 & 0.7445 & 0.229515 \tabularnewline
17 & -0.119126 & -1.0038 & 0.159448 \tabularnewline
18 & -0.089004 & -0.75 & 0.227877 \tabularnewline
19 & 0.040685 & 0.3428 & 0.366373 \tabularnewline
20 & -0.122027 & -1.0282 & 0.153669 \tabularnewline
21 & 0.024911 & 0.2099 & 0.417173 \tabularnewline
22 & -0.002869 & -0.0242 & 0.490391 \tabularnewline
23 & -0.105646 & -0.8902 & 0.188186 \tabularnewline
24 & 0.010816 & 0.0911 & 0.46382 \tabularnewline
25 & -0.020994 & -0.1769 & 0.430044 \tabularnewline
26 & -0.133999 & -1.1291 & 0.131329 \tabularnewline
27 & -0.126136 & -1.0628 & 0.145728 \tabularnewline
28 & -0.010146 & -0.0855 & 0.466057 \tabularnewline
29 & -0.03887 & -0.3275 & 0.372118 \tabularnewline
30 & -0.048677 & -0.4102 & 0.341461 \tabularnewline
31 & -0.031637 & -0.2666 & 0.395284 \tabularnewline
32 & 0.06706 & 0.5651 & 0.286908 \tabularnewline
33 & 0.046072 & 0.3882 & 0.349511 \tabularnewline
34 & -0.079066 & -0.6662 & 0.253714 \tabularnewline
35 & -0.015909 & -0.1341 & 0.446871 \tabularnewline
36 & 0.011238 & 0.0947 & 0.462414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62085&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]0.257146[/C][C]2.1668[/C][C]0.016805[/C][/ROW]
[ROW][C]2[/C][C]-0.285157[/C][C]-2.4028[/C][C]0.009444[/C][/ROW]
[ROW][C]3[/C][C]-0.193146[/C][C]-1.6275[/C][C]0.054033[/C][/ROW]
[ROW][C]4[/C][C]-0.208067[/C][C]-1.7532[/C][C]0.041941[/C][/ROW]
[ROW][C]5[/C][C]0.106045[/C][C]0.8935[/C][C]0.187291[/C][/ROW]
[ROW][C]6[/C][C]-0.020039[/C][C]-0.1688[/C][C]0.433198[/C][/ROW]
[ROW][C]7[/C][C]-0.073582[/C][C]-0.62[/C][C]0.268618[/C][/ROW]
[ROW][C]8[/C][C]-0.270173[/C][C]-2.2765[/C][C]0.012916[/C][/ROW]
[ROW][C]9[/C][C]-0.145729[/C][C]-1.2279[/C][C]0.111764[/C][/ROW]
[ROW][C]10[/C][C]-0.204188[/C][C]-1.7205[/C][C]0.044847[/C][/ROW]
[ROW][C]11[/C][C]0.17847[/C][C]1.5038[/C][C]0.068532[/C][/ROW]
[ROW][C]12[/C][C]0.626239[/C][C]5.2768[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.138785[/C][C]-1.1694[/C][C]0.123073[/C][/ROW]
[ROW][C]14[/C][C]0.150481[/C][C]1.268[/C][C]0.104474[/C][/ROW]
[ROW][C]15[/C][C]0.054003[/C][C]0.455[/C][C]0.325235[/C][/ROW]
[ROW][C]16[/C][C]0.088356[/C][C]0.7445[/C][C]0.229515[/C][/ROW]
[ROW][C]17[/C][C]-0.119126[/C][C]-1.0038[/C][C]0.159448[/C][/ROW]
[ROW][C]18[/C][C]-0.089004[/C][C]-0.75[/C][C]0.227877[/C][/ROW]
[ROW][C]19[/C][C]0.040685[/C][C]0.3428[/C][C]0.366373[/C][/ROW]
[ROW][C]20[/C][C]-0.122027[/C][C]-1.0282[/C][C]0.153669[/C][/ROW]
[ROW][C]21[/C][C]0.024911[/C][C]0.2099[/C][C]0.417173[/C][/ROW]
[ROW][C]22[/C][C]-0.002869[/C][C]-0.0242[/C][C]0.490391[/C][/ROW]
[ROW][C]23[/C][C]-0.105646[/C][C]-0.8902[/C][C]0.188186[/C][/ROW]
[ROW][C]24[/C][C]0.010816[/C][C]0.0911[/C][C]0.46382[/C][/ROW]
[ROW][C]25[/C][C]-0.020994[/C][C]-0.1769[/C][C]0.430044[/C][/ROW]
[ROW][C]26[/C][C]-0.133999[/C][C]-1.1291[/C][C]0.131329[/C][/ROW]
[ROW][C]27[/C][C]-0.126136[/C][C]-1.0628[/C][C]0.145728[/C][/ROW]
[ROW][C]28[/C][C]-0.010146[/C][C]-0.0855[/C][C]0.466057[/C][/ROW]
[ROW][C]29[/C][C]-0.03887[/C][C]-0.3275[/C][C]0.372118[/C][/ROW]
[ROW][C]30[/C][C]-0.048677[/C][C]-0.4102[/C][C]0.341461[/C][/ROW]
[ROW][C]31[/C][C]-0.031637[/C][C]-0.2666[/C][C]0.395284[/C][/ROW]
[ROW][C]32[/C][C]0.06706[/C][C]0.5651[/C][C]0.286908[/C][/ROW]
[ROW][C]33[/C][C]0.046072[/C][C]0.3882[/C][C]0.349511[/C][/ROW]
[ROW][C]34[/C][C]-0.079066[/C][C]-0.6662[/C][C]0.253714[/C][/ROW]
[ROW][C]35[/C][C]-0.015909[/C][C]-0.1341[/C][C]0.446871[/C][/ROW]
[ROW][C]36[/C][C]0.011238[/C][C]0.0947[/C][C]0.462414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62085&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62085&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2571462.16680.016805
2-0.285157-2.40280.009444
3-0.193146-1.62750.054033
4-0.208067-1.75320.041941
50.1060450.89350.187291
6-0.020039-0.16880.433198
7-0.073582-0.620.268618
8-0.270173-2.27650.012916
9-0.145729-1.22790.111764
10-0.204188-1.72050.044847
110.178471.50380.068532
120.6262395.27681e-06
13-0.138785-1.16940.123073
140.1504811.2680.104474
150.0540030.4550.325235
160.0883560.74450.229515
17-0.119126-1.00380.159448
18-0.089004-0.750.227877
190.0406850.34280.366373
20-0.122027-1.02820.153669
210.0249110.20990.417173
22-0.002869-0.02420.490391
23-0.105646-0.89020.188186
240.0108160.09110.46382
25-0.020994-0.17690.430044
26-0.133999-1.12910.131329
27-0.126136-1.06280.145728
28-0.010146-0.08550.466057
29-0.03887-0.32750.372118
30-0.048677-0.41020.341461
31-0.031637-0.26660.395284
320.067060.56510.286908
330.0460720.38820.349511
34-0.079066-0.66620.253714
35-0.015909-0.13410.446871
360.0112380.09470.462414



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')