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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 computationThu, 03 Dec 2009 09:31:06 -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/03/t12598579279ysm0zhidhv4qnh.htm/, Retrieved Thu, 28 Mar 2024 21:04:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62884, Retrieved Thu, 28 Mar 2024 21:04:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsw
Estimated Impact139
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 14:46:03] [b98453cac15ba1066b407e146608df68]
- R PD      [(Partial) Autocorrelation Function] [w] [2009-12-03 16:31:06] [950726a732ba3ca782ecb1a5307d0f6f] [Current]
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Dataseries X:
13132.1
17665.9
16913
17318.8
16224.2
15469.6
16557.5
19414.8
17335
16525.2
18160.4
15553.8
15262.2
18581
17564.1
18948.6
17187.8
17564.8
17668.4
20811.7
17257.8
18984.2
20532.6
17082.3
16894.9
20274.9
20078.6
19900.9
17012.2
19642.9
19024
21691
18835.9
19873.4
21468.2
19406.8
18385.3
20739.3
22268.3
21569
17514.8
21124.7
21251
21393
22145.2
20310.5
23466.9
21264.6
18388.1
22635.4
22014.3
18422.7
16120.2
16037.7
16410.7
17749.8
16349.8
15662.3
17782.3
16398.9




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=62884&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=62884&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62884&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
1-0.555188-3.80620.000204
20.0412720.28290.38923
30.3497612.39780.010258
4-0.357931-2.45380.008948
50.2080811.42650.080163
60.0520320.35670.36145
7-0.264565-1.81380.03805
80.255311.75030.043295
9-0.157721-1.08130.142544
10-0.003235-0.02220.491199
110.093210.6390.262959
12-0.139034-0.95320.17269
130.0771570.5290.299661
140.0077670.05320.478881
150.0316580.2170.414561
16-0.147148-1.00880.159119
170.1512041.03660.152613
18-0.051974-0.35630.3616
19-0.125289-0.85890.197367
200.1845751.26540.105985
21-0.075842-0.51990.30277
22-0.142865-0.97940.166191
230.2461641.68760.049056
24-0.198012-1.35750.090553
250.1020950.69990.243711
26-0.015801-0.10830.457099
27-0.01906-0.13070.448297
280.0196370.13460.446742
29-0.034356-0.23550.407408
30-0.016845-0.11550.454278
310.0289430.19840.421784
32-0.07883-0.54040.295727
330.0367660.25210.401049
34-0.009697-0.06650.473639
350.0008310.00570.497738
36-0.044309-0.30380.381322

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555188 & -3.8062 & 0.000204 \tabularnewline
2 & 0.041272 & 0.2829 & 0.38923 \tabularnewline
3 & 0.349761 & 2.3978 & 0.010258 \tabularnewline
4 & -0.357931 & -2.4538 & 0.008948 \tabularnewline
5 & 0.208081 & 1.4265 & 0.080163 \tabularnewline
6 & 0.052032 & 0.3567 & 0.36145 \tabularnewline
7 & -0.264565 & -1.8138 & 0.03805 \tabularnewline
8 & 0.25531 & 1.7503 & 0.043295 \tabularnewline
9 & -0.157721 & -1.0813 & 0.142544 \tabularnewline
10 & -0.003235 & -0.0222 & 0.491199 \tabularnewline
11 & 0.09321 & 0.639 & 0.262959 \tabularnewline
12 & -0.139034 & -0.9532 & 0.17269 \tabularnewline
13 & 0.077157 & 0.529 & 0.299661 \tabularnewline
14 & 0.007767 & 0.0532 & 0.478881 \tabularnewline
15 & 0.031658 & 0.217 & 0.414561 \tabularnewline
16 & -0.147148 & -1.0088 & 0.159119 \tabularnewline
17 & 0.151204 & 1.0366 & 0.152613 \tabularnewline
18 & -0.051974 & -0.3563 & 0.3616 \tabularnewline
19 & -0.125289 & -0.8589 & 0.197367 \tabularnewline
20 & 0.184575 & 1.2654 & 0.105985 \tabularnewline
21 & -0.075842 & -0.5199 & 0.30277 \tabularnewline
22 & -0.142865 & -0.9794 & 0.166191 \tabularnewline
23 & 0.246164 & 1.6876 & 0.049056 \tabularnewline
24 & -0.198012 & -1.3575 & 0.090553 \tabularnewline
25 & 0.102095 & 0.6999 & 0.243711 \tabularnewline
26 & -0.015801 & -0.1083 & 0.457099 \tabularnewline
27 & -0.01906 & -0.1307 & 0.448297 \tabularnewline
28 & 0.019637 & 0.1346 & 0.446742 \tabularnewline
29 & -0.034356 & -0.2355 & 0.407408 \tabularnewline
30 & -0.016845 & -0.1155 & 0.454278 \tabularnewline
31 & 0.028943 & 0.1984 & 0.421784 \tabularnewline
32 & -0.07883 & -0.5404 & 0.295727 \tabularnewline
33 & 0.036766 & 0.2521 & 0.401049 \tabularnewline
34 & -0.009697 & -0.0665 & 0.473639 \tabularnewline
35 & 0.000831 & 0.0057 & 0.497738 \tabularnewline
36 & -0.044309 & -0.3038 & 0.381322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62884&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]-0.555188[/C][C]-3.8062[/C][C]0.000204[/C][/ROW]
[ROW][C]2[/C][C]0.041272[/C][C]0.2829[/C][C]0.38923[/C][/ROW]
[ROW][C]3[/C][C]0.349761[/C][C]2.3978[/C][C]0.010258[/C][/ROW]
[ROW][C]4[/C][C]-0.357931[/C][C]-2.4538[/C][C]0.008948[/C][/ROW]
[ROW][C]5[/C][C]0.208081[/C][C]1.4265[/C][C]0.080163[/C][/ROW]
[ROW][C]6[/C][C]0.052032[/C][C]0.3567[/C][C]0.36145[/C][/ROW]
[ROW][C]7[/C][C]-0.264565[/C][C]-1.8138[/C][C]0.03805[/C][/ROW]
[ROW][C]8[/C][C]0.25531[/C][C]1.7503[/C][C]0.043295[/C][/ROW]
[ROW][C]9[/C][C]-0.157721[/C][C]-1.0813[/C][C]0.142544[/C][/ROW]
[ROW][C]10[/C][C]-0.003235[/C][C]-0.0222[/C][C]0.491199[/C][/ROW]
[ROW][C]11[/C][C]0.09321[/C][C]0.639[/C][C]0.262959[/C][/ROW]
[ROW][C]12[/C][C]-0.139034[/C][C]-0.9532[/C][C]0.17269[/C][/ROW]
[ROW][C]13[/C][C]0.077157[/C][C]0.529[/C][C]0.299661[/C][/ROW]
[ROW][C]14[/C][C]0.007767[/C][C]0.0532[/C][C]0.478881[/C][/ROW]
[ROW][C]15[/C][C]0.031658[/C][C]0.217[/C][C]0.414561[/C][/ROW]
[ROW][C]16[/C][C]-0.147148[/C][C]-1.0088[/C][C]0.159119[/C][/ROW]
[ROW][C]17[/C][C]0.151204[/C][C]1.0366[/C][C]0.152613[/C][/ROW]
[ROW][C]18[/C][C]-0.051974[/C][C]-0.3563[/C][C]0.3616[/C][/ROW]
[ROW][C]19[/C][C]-0.125289[/C][C]-0.8589[/C][C]0.197367[/C][/ROW]
[ROW][C]20[/C][C]0.184575[/C][C]1.2654[/C][C]0.105985[/C][/ROW]
[ROW][C]21[/C][C]-0.075842[/C][C]-0.5199[/C][C]0.30277[/C][/ROW]
[ROW][C]22[/C][C]-0.142865[/C][C]-0.9794[/C][C]0.166191[/C][/ROW]
[ROW][C]23[/C][C]0.246164[/C][C]1.6876[/C][C]0.049056[/C][/ROW]
[ROW][C]24[/C][C]-0.198012[/C][C]-1.3575[/C][C]0.090553[/C][/ROW]
[ROW][C]25[/C][C]0.102095[/C][C]0.6999[/C][C]0.243711[/C][/ROW]
[ROW][C]26[/C][C]-0.015801[/C][C]-0.1083[/C][C]0.457099[/C][/ROW]
[ROW][C]27[/C][C]-0.01906[/C][C]-0.1307[/C][C]0.448297[/C][/ROW]
[ROW][C]28[/C][C]0.019637[/C][C]0.1346[/C][C]0.446742[/C][/ROW]
[ROW][C]29[/C][C]-0.034356[/C][C]-0.2355[/C][C]0.407408[/C][/ROW]
[ROW][C]30[/C][C]-0.016845[/C][C]-0.1155[/C][C]0.454278[/C][/ROW]
[ROW][C]31[/C][C]0.028943[/C][C]0.1984[/C][C]0.421784[/C][/ROW]
[ROW][C]32[/C][C]-0.07883[/C][C]-0.5404[/C][C]0.295727[/C][/ROW]
[ROW][C]33[/C][C]0.036766[/C][C]0.2521[/C][C]0.401049[/C][/ROW]
[ROW][C]34[/C][C]-0.009697[/C][C]-0.0665[/C][C]0.473639[/C][/ROW]
[ROW][C]35[/C][C]0.000831[/C][C]0.0057[/C][C]0.497738[/C][/ROW]
[ROW][C]36[/C][C]-0.044309[/C][C]-0.3038[/C][C]0.381322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62884&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62884&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
1-0.555188-3.80620.000204
20.0412720.28290.38923
30.3497612.39780.010258
4-0.357931-2.45380.008948
50.2080811.42650.080163
60.0520320.35670.36145
7-0.264565-1.81380.03805
80.255311.75030.043295
9-0.157721-1.08130.142544
10-0.003235-0.02220.491199
110.093210.6390.262959
12-0.139034-0.95320.17269
130.0771570.5290.299661
140.0077670.05320.478881
150.0316580.2170.414561
16-0.147148-1.00880.159119
170.1512041.03660.152613
18-0.051974-0.35630.3616
19-0.125289-0.85890.197367
200.1845751.26540.105985
21-0.075842-0.51990.30277
22-0.142865-0.97940.166191
230.2461641.68760.049056
24-0.198012-1.35750.090553
250.1020950.69990.243711
26-0.015801-0.10830.457099
27-0.01906-0.13070.448297
280.0196370.13460.446742
29-0.034356-0.23550.407408
30-0.016845-0.11550.454278
310.0289430.19840.421784
32-0.07883-0.54040.295727
330.0367660.25210.401049
34-0.009697-0.06650.473639
350.0008310.00570.497738
36-0.044309-0.30380.381322







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.555188-3.80620.000204
2-0.385913-2.64570.005527
30.2841041.94770.028718
40.0692490.47470.318583
50.0820170.56230.288298
60.0929710.63740.263485
7-0.152545-1.04580.150502
8-0.07993-0.5480.293153
9-0.122463-0.83960.202702
100.0080580.05520.478091
110.0076730.05260.479136
12-0.002373-0.01630.493544
13-0.010293-0.07060.472021
14-0.007169-0.04910.480505
150.2015621.38180.086777
16-0.18068-1.23870.110808
17-0.055226-0.37860.35334
18-0.037415-0.25650.399341
19-0.128795-0.8830.190872
20-0.012861-0.08820.465059
210.1498031.0270.154839
22-0.04985-0.34180.367031
23-0.037308-0.25580.399621
24-0.005354-0.03670.485439
250.0937490.64270.261767
26-0.10827-0.74230.230811
270.0879610.6030.274694
28-0.090951-0.62350.267975
29-0.111723-0.76590.223773
30-0.091886-0.62990.265892
31-0.018883-0.12950.448775
32-0.073075-0.5010.309364
33-0.010155-0.06960.472397
340.0089010.0610.4758
350.0099760.06840.472882
36-0.034613-0.23730.40673

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555188 & -3.8062 & 0.000204 \tabularnewline
2 & -0.385913 & -2.6457 & 0.005527 \tabularnewline
3 & 0.284104 & 1.9477 & 0.028718 \tabularnewline
4 & 0.069249 & 0.4747 & 0.318583 \tabularnewline
5 & 0.082017 & 0.5623 & 0.288298 \tabularnewline
6 & 0.092971 & 0.6374 & 0.263485 \tabularnewline
7 & -0.152545 & -1.0458 & 0.150502 \tabularnewline
8 & -0.07993 & -0.548 & 0.293153 \tabularnewline
9 & -0.122463 & -0.8396 & 0.202702 \tabularnewline
10 & 0.008058 & 0.0552 & 0.478091 \tabularnewline
11 & 0.007673 & 0.0526 & 0.479136 \tabularnewline
12 & -0.002373 & -0.0163 & 0.493544 \tabularnewline
13 & -0.010293 & -0.0706 & 0.472021 \tabularnewline
14 & -0.007169 & -0.0491 & 0.480505 \tabularnewline
15 & 0.201562 & 1.3818 & 0.086777 \tabularnewline
16 & -0.18068 & -1.2387 & 0.110808 \tabularnewline
17 & -0.055226 & -0.3786 & 0.35334 \tabularnewline
18 & -0.037415 & -0.2565 & 0.399341 \tabularnewline
19 & -0.128795 & -0.883 & 0.190872 \tabularnewline
20 & -0.012861 & -0.0882 & 0.465059 \tabularnewline
21 & 0.149803 & 1.027 & 0.154839 \tabularnewline
22 & -0.04985 & -0.3418 & 0.367031 \tabularnewline
23 & -0.037308 & -0.2558 & 0.399621 \tabularnewline
24 & -0.005354 & -0.0367 & 0.485439 \tabularnewline
25 & 0.093749 & 0.6427 & 0.261767 \tabularnewline
26 & -0.10827 & -0.7423 & 0.230811 \tabularnewline
27 & 0.087961 & 0.603 & 0.274694 \tabularnewline
28 & -0.090951 & -0.6235 & 0.267975 \tabularnewline
29 & -0.111723 & -0.7659 & 0.223773 \tabularnewline
30 & -0.091886 & -0.6299 & 0.265892 \tabularnewline
31 & -0.018883 & -0.1295 & 0.448775 \tabularnewline
32 & -0.073075 & -0.501 & 0.309364 \tabularnewline
33 & -0.010155 & -0.0696 & 0.472397 \tabularnewline
34 & 0.008901 & 0.061 & 0.4758 \tabularnewline
35 & 0.009976 & 0.0684 & 0.472882 \tabularnewline
36 & -0.034613 & -0.2373 & 0.40673 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62884&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]-0.555188[/C][C]-3.8062[/C][C]0.000204[/C][/ROW]
[ROW][C]2[/C][C]-0.385913[/C][C]-2.6457[/C][C]0.005527[/C][/ROW]
[ROW][C]3[/C][C]0.284104[/C][C]1.9477[/C][C]0.028718[/C][/ROW]
[ROW][C]4[/C][C]0.069249[/C][C]0.4747[/C][C]0.318583[/C][/ROW]
[ROW][C]5[/C][C]0.082017[/C][C]0.5623[/C][C]0.288298[/C][/ROW]
[ROW][C]6[/C][C]0.092971[/C][C]0.6374[/C][C]0.263485[/C][/ROW]
[ROW][C]7[/C][C]-0.152545[/C][C]-1.0458[/C][C]0.150502[/C][/ROW]
[ROW][C]8[/C][C]-0.07993[/C][C]-0.548[/C][C]0.293153[/C][/ROW]
[ROW][C]9[/C][C]-0.122463[/C][C]-0.8396[/C][C]0.202702[/C][/ROW]
[ROW][C]10[/C][C]0.008058[/C][C]0.0552[/C][C]0.478091[/C][/ROW]
[ROW][C]11[/C][C]0.007673[/C][C]0.0526[/C][C]0.479136[/C][/ROW]
[ROW][C]12[/C][C]-0.002373[/C][C]-0.0163[/C][C]0.493544[/C][/ROW]
[ROW][C]13[/C][C]-0.010293[/C][C]-0.0706[/C][C]0.472021[/C][/ROW]
[ROW][C]14[/C][C]-0.007169[/C][C]-0.0491[/C][C]0.480505[/C][/ROW]
[ROW][C]15[/C][C]0.201562[/C][C]1.3818[/C][C]0.086777[/C][/ROW]
[ROW][C]16[/C][C]-0.18068[/C][C]-1.2387[/C][C]0.110808[/C][/ROW]
[ROW][C]17[/C][C]-0.055226[/C][C]-0.3786[/C][C]0.35334[/C][/ROW]
[ROW][C]18[/C][C]-0.037415[/C][C]-0.2565[/C][C]0.399341[/C][/ROW]
[ROW][C]19[/C][C]-0.128795[/C][C]-0.883[/C][C]0.190872[/C][/ROW]
[ROW][C]20[/C][C]-0.012861[/C][C]-0.0882[/C][C]0.465059[/C][/ROW]
[ROW][C]21[/C][C]0.149803[/C][C]1.027[/C][C]0.154839[/C][/ROW]
[ROW][C]22[/C][C]-0.04985[/C][C]-0.3418[/C][C]0.367031[/C][/ROW]
[ROW][C]23[/C][C]-0.037308[/C][C]-0.2558[/C][C]0.399621[/C][/ROW]
[ROW][C]24[/C][C]-0.005354[/C][C]-0.0367[/C][C]0.485439[/C][/ROW]
[ROW][C]25[/C][C]0.093749[/C][C]0.6427[/C][C]0.261767[/C][/ROW]
[ROW][C]26[/C][C]-0.10827[/C][C]-0.7423[/C][C]0.230811[/C][/ROW]
[ROW][C]27[/C][C]0.087961[/C][C]0.603[/C][C]0.274694[/C][/ROW]
[ROW][C]28[/C][C]-0.090951[/C][C]-0.6235[/C][C]0.267975[/C][/ROW]
[ROW][C]29[/C][C]-0.111723[/C][C]-0.7659[/C][C]0.223773[/C][/ROW]
[ROW][C]30[/C][C]-0.091886[/C][C]-0.6299[/C][C]0.265892[/C][/ROW]
[ROW][C]31[/C][C]-0.018883[/C][C]-0.1295[/C][C]0.448775[/C][/ROW]
[ROW][C]32[/C][C]-0.073075[/C][C]-0.501[/C][C]0.309364[/C][/ROW]
[ROW][C]33[/C][C]-0.010155[/C][C]-0.0696[/C][C]0.472397[/C][/ROW]
[ROW][C]34[/C][C]0.008901[/C][C]0.061[/C][C]0.4758[/C][/ROW]
[ROW][C]35[/C][C]0.009976[/C][C]0.0684[/C][C]0.472882[/C][/ROW]
[ROW][C]36[/C][C]-0.034613[/C][C]-0.2373[/C][C]0.40673[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62884&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62884&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
1-0.555188-3.80620.000204
2-0.385913-2.64570.005527
30.2841041.94770.028718
40.0692490.47470.318583
50.0820170.56230.288298
60.0929710.63740.263485
7-0.152545-1.04580.150502
8-0.07993-0.5480.293153
9-0.122463-0.83960.202702
100.0080580.05520.478091
110.0076730.05260.479136
12-0.002373-0.01630.493544
13-0.010293-0.07060.472021
14-0.007169-0.04910.480505
150.2015621.38180.086777
16-0.18068-1.23870.110808
17-0.055226-0.37860.35334
18-0.037415-0.25650.399341
19-0.128795-0.8830.190872
20-0.012861-0.08820.465059
210.1498031.0270.154839
22-0.04985-0.34180.367031
23-0.037308-0.25580.399621
24-0.005354-0.03670.485439
250.0937490.64270.261767
26-0.10827-0.74230.230811
270.0879610.6030.274694
28-0.090951-0.62350.267975
29-0.111723-0.76590.223773
30-0.091886-0.62990.265892
31-0.018883-0.12950.448775
32-0.073075-0.5010.309364
33-0.010155-0.06960.472397
340.0089010.0610.4758
350.0099760.06840.472882
36-0.034613-0.23730.40673



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; 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')