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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 12:24:49 -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/t1259695551x3xs51h7n7vtst9.htm/, Retrieved Fri, 29 Mar 2024 06:33:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62204, Retrieved Fri, 29 Mar 2024 06:33:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Workshop 8: Ident...] [2009-11-27 13:42:59] [3cb427d596a5d2eb77fa64560dc91319]
- R P     [(Partial) Autocorrelation Function] [Review WS 8] [2009-12-01 19:24:49] [026d431dc78a3ce53a040b5408fc0322] [Current]
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Dataseries X:
1.43
1.43
1.43
1.43
1.43
1.43
1.44
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.57
1.58
1.58
1.58
1.58
1.59
1.6
1.6
1.61
1.61
1.61
1.62
1.63
1.63
1.64
1.64
1.64
1.64
1.64
1.65
1.65
1.65
1.65




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=62204&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=62204&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62204&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
10.0680760.52290.301501
2-0.066275-0.50910.306302
3-0.057471-0.44140.330252
4-0.065306-0.50160.3089
50.0355260.27290.39295
60.0379170.29120.385943
7-0.040281-0.30940.379051
80.0400990.3080.37958
9-0.059763-0.4590.323944
10-0.061184-0.470.320056
110.043460.33380.369849
120.02540.19510.422991
13-0.047599-0.36560.357981
140.0327820.25180.401034
15-0.06708-0.51530.304152
16-0.068502-0.52620.300371
17-0.066111-0.50780.306742
18-0.053494-0.41090.341319
190.0268870.20650.418548
20-0.066563-0.51130.305532
21-0.067985-0.52220.301743
22-0.065594-0.50380.308127
23-0.0327-0.25120.401277
24-0.034122-0.26210.397081
25-0.035543-0.2730.392898
26-0.036965-0.28390.388728
27-0.038387-0.29490.38457
28-0.039808-0.30580.380426
29-0.04123-0.31670.376296
300.3254592.49990.007612
310.0888550.68250.248794
32-0.03527-0.27090.393701
33-0.046917-0.36040.359926
34-0.048339-0.37130.355873
35-0.008859-0.06810.472988
36-5.6e-05-4e-040.49983

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.068076 & 0.5229 & 0.301501 \tabularnewline
2 & -0.066275 & -0.5091 & 0.306302 \tabularnewline
3 & -0.057471 & -0.4414 & 0.330252 \tabularnewline
4 & -0.065306 & -0.5016 & 0.3089 \tabularnewline
5 & 0.035526 & 0.2729 & 0.39295 \tabularnewline
6 & 0.037917 & 0.2912 & 0.385943 \tabularnewline
7 & -0.040281 & -0.3094 & 0.379051 \tabularnewline
8 & 0.040099 & 0.308 & 0.37958 \tabularnewline
9 & -0.059763 & -0.459 & 0.323944 \tabularnewline
10 & -0.061184 & -0.47 & 0.320056 \tabularnewline
11 & 0.04346 & 0.3338 & 0.369849 \tabularnewline
12 & 0.0254 & 0.1951 & 0.422991 \tabularnewline
13 & -0.047599 & -0.3656 & 0.357981 \tabularnewline
14 & 0.032782 & 0.2518 & 0.401034 \tabularnewline
15 & -0.06708 & -0.5153 & 0.304152 \tabularnewline
16 & -0.068502 & -0.5262 & 0.300371 \tabularnewline
17 & -0.066111 & -0.5078 & 0.306742 \tabularnewline
18 & -0.053494 & -0.4109 & 0.341319 \tabularnewline
19 & 0.026887 & 0.2065 & 0.418548 \tabularnewline
20 & -0.066563 & -0.5113 & 0.305532 \tabularnewline
21 & -0.067985 & -0.5222 & 0.301743 \tabularnewline
22 & -0.065594 & -0.5038 & 0.308127 \tabularnewline
23 & -0.0327 & -0.2512 & 0.401277 \tabularnewline
24 & -0.034122 & -0.2621 & 0.397081 \tabularnewline
25 & -0.035543 & -0.273 & 0.392898 \tabularnewline
26 & -0.036965 & -0.2839 & 0.388728 \tabularnewline
27 & -0.038387 & -0.2949 & 0.38457 \tabularnewline
28 & -0.039808 & -0.3058 & 0.380426 \tabularnewline
29 & -0.04123 & -0.3167 & 0.376296 \tabularnewline
30 & 0.325459 & 2.4999 & 0.007612 \tabularnewline
31 & 0.088855 & 0.6825 & 0.248794 \tabularnewline
32 & -0.03527 & -0.2709 & 0.393701 \tabularnewline
33 & -0.046917 & -0.3604 & 0.359926 \tabularnewline
34 & -0.048339 & -0.3713 & 0.355873 \tabularnewline
35 & -0.008859 & -0.0681 & 0.472988 \tabularnewline
36 & -5.6e-05 & -4e-04 & 0.49983 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62204&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]0.068076[/C][C]0.5229[/C][C]0.301501[/C][/ROW]
[ROW][C]2[/C][C]-0.066275[/C][C]-0.5091[/C][C]0.306302[/C][/ROW]
[ROW][C]3[/C][C]-0.057471[/C][C]-0.4414[/C][C]0.330252[/C][/ROW]
[ROW][C]4[/C][C]-0.065306[/C][C]-0.5016[/C][C]0.3089[/C][/ROW]
[ROW][C]5[/C][C]0.035526[/C][C]0.2729[/C][C]0.39295[/C][/ROW]
[ROW][C]6[/C][C]0.037917[/C][C]0.2912[/C][C]0.385943[/C][/ROW]
[ROW][C]7[/C][C]-0.040281[/C][C]-0.3094[/C][C]0.379051[/C][/ROW]
[ROW][C]8[/C][C]0.040099[/C][C]0.308[/C][C]0.37958[/C][/ROW]
[ROW][C]9[/C][C]-0.059763[/C][C]-0.459[/C][C]0.323944[/C][/ROW]
[ROW][C]10[/C][C]-0.061184[/C][C]-0.47[/C][C]0.320056[/C][/ROW]
[ROW][C]11[/C][C]0.04346[/C][C]0.3338[/C][C]0.369849[/C][/ROW]
[ROW][C]12[/C][C]0.0254[/C][C]0.1951[/C][C]0.422991[/C][/ROW]
[ROW][C]13[/C][C]-0.047599[/C][C]-0.3656[/C][C]0.357981[/C][/ROW]
[ROW][C]14[/C][C]0.032782[/C][C]0.2518[/C][C]0.401034[/C][/ROW]
[ROW][C]15[/C][C]-0.06708[/C][C]-0.5153[/C][C]0.304152[/C][/ROW]
[ROW][C]16[/C][C]-0.068502[/C][C]-0.5262[/C][C]0.300371[/C][/ROW]
[ROW][C]17[/C][C]-0.066111[/C][C]-0.5078[/C][C]0.306742[/C][/ROW]
[ROW][C]18[/C][C]-0.053494[/C][C]-0.4109[/C][C]0.341319[/C][/ROW]
[ROW][C]19[/C][C]0.026887[/C][C]0.2065[/C][C]0.418548[/C][/ROW]
[ROW][C]20[/C][C]-0.066563[/C][C]-0.5113[/C][C]0.305532[/C][/ROW]
[ROW][C]21[/C][C]-0.067985[/C][C]-0.5222[/C][C]0.301743[/C][/ROW]
[ROW][C]22[/C][C]-0.065594[/C][C]-0.5038[/C][C]0.308127[/C][/ROW]
[ROW][C]23[/C][C]-0.0327[/C][C]-0.2512[/C][C]0.401277[/C][/ROW]
[ROW][C]24[/C][C]-0.034122[/C][C]-0.2621[/C][C]0.397081[/C][/ROW]
[ROW][C]25[/C][C]-0.035543[/C][C]-0.273[/C][C]0.392898[/C][/ROW]
[ROW][C]26[/C][C]-0.036965[/C][C]-0.2839[/C][C]0.388728[/C][/ROW]
[ROW][C]27[/C][C]-0.038387[/C][C]-0.2949[/C][C]0.38457[/C][/ROW]
[ROW][C]28[/C][C]-0.039808[/C][C]-0.3058[/C][C]0.380426[/C][/ROW]
[ROW][C]29[/C][C]-0.04123[/C][C]-0.3167[/C][C]0.376296[/C][/ROW]
[ROW][C]30[/C][C]0.325459[/C][C]2.4999[/C][C]0.007612[/C][/ROW]
[ROW][C]31[/C][C]0.088855[/C][C]0.6825[/C][C]0.248794[/C][/ROW]
[ROW][C]32[/C][C]-0.03527[/C][C]-0.2709[/C][C]0.393701[/C][/ROW]
[ROW][C]33[/C][C]-0.046917[/C][C]-0.3604[/C][C]0.359926[/C][/ROW]
[ROW][C]34[/C][C]-0.048339[/C][C]-0.3713[/C][C]0.355873[/C][/ROW]
[ROW][C]35[/C][C]-0.008859[/C][C]-0.0681[/C][C]0.472988[/C][/ROW]
[ROW][C]36[/C][C]-5.6e-05[/C][C]-4e-04[/C][C]0.49983[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62204&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62204&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
10.0680760.52290.301501
2-0.066275-0.50910.306302
3-0.057471-0.44140.330252
4-0.065306-0.50160.3089
50.0355260.27290.39295
60.0379170.29120.385943
7-0.040281-0.30940.379051
80.0400990.3080.37958
9-0.059763-0.4590.323944
10-0.061184-0.470.320056
110.043460.33380.369849
120.02540.19510.422991
13-0.047599-0.36560.357981
140.0327820.25180.401034
15-0.06708-0.51530.304152
16-0.068502-0.52620.300371
17-0.066111-0.50780.306742
18-0.053494-0.41090.341319
190.0268870.20650.418548
20-0.066563-0.51130.305532
21-0.067985-0.52220.301743
22-0.065594-0.50380.308127
23-0.0327-0.25120.401277
24-0.034122-0.26210.397081
25-0.035543-0.2730.392898
26-0.036965-0.28390.388728
27-0.038387-0.29490.38457
28-0.039808-0.30580.380426
29-0.04123-0.31670.376296
300.3254592.49990.007612
310.0888550.68250.248794
32-0.03527-0.27090.393701
33-0.046917-0.36040.359926
34-0.048339-0.37130.355873
35-0.008859-0.06810.472988
36-5.6e-05-4e-040.49983







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0680760.52290.301501
2-0.071239-0.54720.293152
3-0.048256-0.37070.356109
4-0.063274-0.4860.314378
50.0377280.28980.386494
60.0219660.16870.433295
7-0.046658-0.35840.360667
80.0503910.38710.350051
9-0.065742-0.5050.307728
10-0.049038-0.37670.353885
110.0407770.31320.377611
120.014260.10950.456575
13-0.060163-0.46210.322846
140.0409530.31460.377101
15-0.062511-0.48020.316445
16-0.06768-0.51990.302554
17-0.073215-0.56240.287997
18-0.048809-0.37490.354535
190.0013640.01050.495838
20-0.099211-0.76210.224531
21-0.049264-0.37840.353246
22-0.087927-0.67540.251037
23-0.041985-0.32250.374109
24-0.063556-0.48820.313614
25-0.070263-0.53970.295718
26-0.064894-0.49850.310006
27-0.069285-0.53220.298298
28-0.068003-0.52230.301694
29-0.079213-0.60840.272614
300.3111762.39020.010026
310.0122320.0940.46273
32-0.018958-0.14560.44236
33-0.034592-0.26570.395697
34-0.015083-0.11590.454081
35-0.061396-0.47160.319478
36-0.062913-0.48320.315355

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.068076 & 0.5229 & 0.301501 \tabularnewline
2 & -0.071239 & -0.5472 & 0.293152 \tabularnewline
3 & -0.048256 & -0.3707 & 0.356109 \tabularnewline
4 & -0.063274 & -0.486 & 0.314378 \tabularnewline
5 & 0.037728 & 0.2898 & 0.386494 \tabularnewline
6 & 0.021966 & 0.1687 & 0.433295 \tabularnewline
7 & -0.046658 & -0.3584 & 0.360667 \tabularnewline
8 & 0.050391 & 0.3871 & 0.350051 \tabularnewline
9 & -0.065742 & -0.505 & 0.307728 \tabularnewline
10 & -0.049038 & -0.3767 & 0.353885 \tabularnewline
11 & 0.040777 & 0.3132 & 0.377611 \tabularnewline
12 & 0.01426 & 0.1095 & 0.456575 \tabularnewline
13 & -0.060163 & -0.4621 & 0.322846 \tabularnewline
14 & 0.040953 & 0.3146 & 0.377101 \tabularnewline
15 & -0.062511 & -0.4802 & 0.316445 \tabularnewline
16 & -0.06768 & -0.5199 & 0.302554 \tabularnewline
17 & -0.073215 & -0.5624 & 0.287997 \tabularnewline
18 & -0.048809 & -0.3749 & 0.354535 \tabularnewline
19 & 0.001364 & 0.0105 & 0.495838 \tabularnewline
20 & -0.099211 & -0.7621 & 0.224531 \tabularnewline
21 & -0.049264 & -0.3784 & 0.353246 \tabularnewline
22 & -0.087927 & -0.6754 & 0.251037 \tabularnewline
23 & -0.041985 & -0.3225 & 0.374109 \tabularnewline
24 & -0.063556 & -0.4882 & 0.313614 \tabularnewline
25 & -0.070263 & -0.5397 & 0.295718 \tabularnewline
26 & -0.064894 & -0.4985 & 0.310006 \tabularnewline
27 & -0.069285 & -0.5322 & 0.298298 \tabularnewline
28 & -0.068003 & -0.5223 & 0.301694 \tabularnewline
29 & -0.079213 & -0.6084 & 0.272614 \tabularnewline
30 & 0.311176 & 2.3902 & 0.010026 \tabularnewline
31 & 0.012232 & 0.094 & 0.46273 \tabularnewline
32 & -0.018958 & -0.1456 & 0.44236 \tabularnewline
33 & -0.034592 & -0.2657 & 0.395697 \tabularnewline
34 & -0.015083 & -0.1159 & 0.454081 \tabularnewline
35 & -0.061396 & -0.4716 & 0.319478 \tabularnewline
36 & -0.062913 & -0.4832 & 0.315355 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62204&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]0.068076[/C][C]0.5229[/C][C]0.301501[/C][/ROW]
[ROW][C]2[/C][C]-0.071239[/C][C]-0.5472[/C][C]0.293152[/C][/ROW]
[ROW][C]3[/C][C]-0.048256[/C][C]-0.3707[/C][C]0.356109[/C][/ROW]
[ROW][C]4[/C][C]-0.063274[/C][C]-0.486[/C][C]0.314378[/C][/ROW]
[ROW][C]5[/C][C]0.037728[/C][C]0.2898[/C][C]0.386494[/C][/ROW]
[ROW][C]6[/C][C]0.021966[/C][C]0.1687[/C][C]0.433295[/C][/ROW]
[ROW][C]7[/C][C]-0.046658[/C][C]-0.3584[/C][C]0.360667[/C][/ROW]
[ROW][C]8[/C][C]0.050391[/C][C]0.3871[/C][C]0.350051[/C][/ROW]
[ROW][C]9[/C][C]-0.065742[/C][C]-0.505[/C][C]0.307728[/C][/ROW]
[ROW][C]10[/C][C]-0.049038[/C][C]-0.3767[/C][C]0.353885[/C][/ROW]
[ROW][C]11[/C][C]0.040777[/C][C]0.3132[/C][C]0.377611[/C][/ROW]
[ROW][C]12[/C][C]0.01426[/C][C]0.1095[/C][C]0.456575[/C][/ROW]
[ROW][C]13[/C][C]-0.060163[/C][C]-0.4621[/C][C]0.322846[/C][/ROW]
[ROW][C]14[/C][C]0.040953[/C][C]0.3146[/C][C]0.377101[/C][/ROW]
[ROW][C]15[/C][C]-0.062511[/C][C]-0.4802[/C][C]0.316445[/C][/ROW]
[ROW][C]16[/C][C]-0.06768[/C][C]-0.5199[/C][C]0.302554[/C][/ROW]
[ROW][C]17[/C][C]-0.073215[/C][C]-0.5624[/C][C]0.287997[/C][/ROW]
[ROW][C]18[/C][C]-0.048809[/C][C]-0.3749[/C][C]0.354535[/C][/ROW]
[ROW][C]19[/C][C]0.001364[/C][C]0.0105[/C][C]0.495838[/C][/ROW]
[ROW][C]20[/C][C]-0.099211[/C][C]-0.7621[/C][C]0.224531[/C][/ROW]
[ROW][C]21[/C][C]-0.049264[/C][C]-0.3784[/C][C]0.353246[/C][/ROW]
[ROW][C]22[/C][C]-0.087927[/C][C]-0.6754[/C][C]0.251037[/C][/ROW]
[ROW][C]23[/C][C]-0.041985[/C][C]-0.3225[/C][C]0.374109[/C][/ROW]
[ROW][C]24[/C][C]-0.063556[/C][C]-0.4882[/C][C]0.313614[/C][/ROW]
[ROW][C]25[/C][C]-0.070263[/C][C]-0.5397[/C][C]0.295718[/C][/ROW]
[ROW][C]26[/C][C]-0.064894[/C][C]-0.4985[/C][C]0.310006[/C][/ROW]
[ROW][C]27[/C][C]-0.069285[/C][C]-0.5322[/C][C]0.298298[/C][/ROW]
[ROW][C]28[/C][C]-0.068003[/C][C]-0.5223[/C][C]0.301694[/C][/ROW]
[ROW][C]29[/C][C]-0.079213[/C][C]-0.6084[/C][C]0.272614[/C][/ROW]
[ROW][C]30[/C][C]0.311176[/C][C]2.3902[/C][C]0.010026[/C][/ROW]
[ROW][C]31[/C][C]0.012232[/C][C]0.094[/C][C]0.46273[/C][/ROW]
[ROW][C]32[/C][C]-0.018958[/C][C]-0.1456[/C][C]0.44236[/C][/ROW]
[ROW][C]33[/C][C]-0.034592[/C][C]-0.2657[/C][C]0.395697[/C][/ROW]
[ROW][C]34[/C][C]-0.015083[/C][C]-0.1159[/C][C]0.454081[/C][/ROW]
[ROW][C]35[/C][C]-0.061396[/C][C]-0.4716[/C][C]0.319478[/C][/ROW]
[ROW][C]36[/C][C]-0.062913[/C][C]-0.4832[/C][C]0.315355[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62204&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62204&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
10.0680760.52290.301501
2-0.071239-0.54720.293152
3-0.048256-0.37070.356109
4-0.063274-0.4860.314378
50.0377280.28980.386494
60.0219660.16870.433295
7-0.046658-0.35840.360667
80.0503910.38710.350051
9-0.065742-0.5050.307728
10-0.049038-0.37670.353885
110.0407770.31320.377611
120.014260.10950.456575
13-0.060163-0.46210.322846
140.0409530.31460.377101
15-0.062511-0.48020.316445
16-0.06768-0.51990.302554
17-0.073215-0.56240.287997
18-0.048809-0.37490.354535
190.0013640.01050.495838
20-0.099211-0.76210.224531
21-0.049264-0.37840.353246
22-0.087927-0.67540.251037
23-0.041985-0.32250.374109
24-0.063556-0.48820.313614
25-0.070263-0.53970.295718
26-0.064894-0.49850.310006
27-0.069285-0.53220.298298
28-0.068003-0.52230.301694
29-0.079213-0.60840.272614
300.3111762.39020.010026
310.0122320.0940.46273
32-0.018958-0.14560.44236
33-0.034592-0.26570.395697
34-0.015083-0.11590.454081
35-0.061396-0.47160.319478
36-0.062913-0.48320.315355



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')