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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 10:20:11 -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/t12598613201cxaecgkzbhcr46.htm/, Retrieved Fri, 29 Mar 2024 04:38:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62950, Retrieved Fri, 29 Mar 2024 04:38:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact163
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]
-    D    [(Partial) Autocorrelation Function] [] [2009-12-03 10:01:39] [4b0ddbda2a8eb8bbc60159112cb39d44]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-03 17:20:11] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
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Dataseries X:
2849,27
2921,44
2981,85
3080,58
3106,22
3119,31
3061,26
3097,31
3161,69
3257,16
3277,01
3295,32
3363,99
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17




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=62950&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=62950&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62950&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
10.9657877.4810
20.91787.10920
30.8637236.69040
40.7961246.16680
50.7172935.55610
60.6274624.86034e-06
70.5339694.13615.6e-05
80.4385553.3970.000607
90.3399582.63330.005369
100.2429391.88180.032358
110.1522061.1790.12153
120.0589090.45630.324907
13-0.029678-0.22990.409481
14-0.099354-0.76960.222281
15-0.167986-1.30120.09908
16-0.232906-1.80410.038119
17-0.28867-2.2360.01454
18-0.332712-2.57720.006219
19-0.368435-2.85390.00296
20-0.411796-3.18980.001132
21-0.448596-3.47480.000478
22-0.473333-3.66640.000262
23-0.483284-3.74350.000204
24-0.484257-3.7510.000199
25-0.472428-3.65940.000268
26-0.459546-3.55960.000367
27-0.441448-3.41940.000567
28-0.413584-3.20360.001087
29-0.38904-3.01350.00189
30-0.358649-2.77810.003644
31-0.327276-2.53510.006934
32-0.298015-2.30840.012219
33-0.264896-2.05190.022276
34-0.235671-1.82550.036452
35-0.204749-1.5860.059
36-0.168388-1.30430.098552

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.965787 & 7.481 & 0 \tabularnewline
2 & 0.9178 & 7.1092 & 0 \tabularnewline
3 & 0.863723 & 6.6904 & 0 \tabularnewline
4 & 0.796124 & 6.1668 & 0 \tabularnewline
5 & 0.717293 & 5.5561 & 0 \tabularnewline
6 & 0.627462 & 4.8603 & 4e-06 \tabularnewline
7 & 0.533969 & 4.1361 & 5.6e-05 \tabularnewline
8 & 0.438555 & 3.397 & 0.000607 \tabularnewline
9 & 0.339958 & 2.6333 & 0.005369 \tabularnewline
10 & 0.242939 & 1.8818 & 0.032358 \tabularnewline
11 & 0.152206 & 1.179 & 0.12153 \tabularnewline
12 & 0.058909 & 0.4563 & 0.324907 \tabularnewline
13 & -0.029678 & -0.2299 & 0.409481 \tabularnewline
14 & -0.099354 & -0.7696 & 0.222281 \tabularnewline
15 & -0.167986 & -1.3012 & 0.09908 \tabularnewline
16 & -0.232906 & -1.8041 & 0.038119 \tabularnewline
17 & -0.28867 & -2.236 & 0.01454 \tabularnewline
18 & -0.332712 & -2.5772 & 0.006219 \tabularnewline
19 & -0.368435 & -2.8539 & 0.00296 \tabularnewline
20 & -0.411796 & -3.1898 & 0.001132 \tabularnewline
21 & -0.448596 & -3.4748 & 0.000478 \tabularnewline
22 & -0.473333 & -3.6664 & 0.000262 \tabularnewline
23 & -0.483284 & -3.7435 & 0.000204 \tabularnewline
24 & -0.484257 & -3.751 & 0.000199 \tabularnewline
25 & -0.472428 & -3.6594 & 0.000268 \tabularnewline
26 & -0.459546 & -3.5596 & 0.000367 \tabularnewline
27 & -0.441448 & -3.4194 & 0.000567 \tabularnewline
28 & -0.413584 & -3.2036 & 0.001087 \tabularnewline
29 & -0.38904 & -3.0135 & 0.00189 \tabularnewline
30 & -0.358649 & -2.7781 & 0.003644 \tabularnewline
31 & -0.327276 & -2.5351 & 0.006934 \tabularnewline
32 & -0.298015 & -2.3084 & 0.012219 \tabularnewline
33 & -0.264896 & -2.0519 & 0.022276 \tabularnewline
34 & -0.235671 & -1.8255 & 0.036452 \tabularnewline
35 & -0.204749 & -1.586 & 0.059 \tabularnewline
36 & -0.168388 & -1.3043 & 0.098552 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62950&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]0.965787[/C][C]7.481[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.9178[/C][C]7.1092[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.863723[/C][C]6.6904[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.796124[/C][C]6.1668[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.717293[/C][C]5.5561[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.627462[/C][C]4.8603[/C][C]4e-06[/C][/ROW]
[ROW][C]7[/C][C]0.533969[/C][C]4.1361[/C][C]5.6e-05[/C][/ROW]
[ROW][C]8[/C][C]0.438555[/C][C]3.397[/C][C]0.000607[/C][/ROW]
[ROW][C]9[/C][C]0.339958[/C][C]2.6333[/C][C]0.005369[/C][/ROW]
[ROW][C]10[/C][C]0.242939[/C][C]1.8818[/C][C]0.032358[/C][/ROW]
[ROW][C]11[/C][C]0.152206[/C][C]1.179[/C][C]0.12153[/C][/ROW]
[ROW][C]12[/C][C]0.058909[/C][C]0.4563[/C][C]0.324907[/C][/ROW]
[ROW][C]13[/C][C]-0.029678[/C][C]-0.2299[/C][C]0.409481[/C][/ROW]
[ROW][C]14[/C][C]-0.099354[/C][C]-0.7696[/C][C]0.222281[/C][/ROW]
[ROW][C]15[/C][C]-0.167986[/C][C]-1.3012[/C][C]0.09908[/C][/ROW]
[ROW][C]16[/C][C]-0.232906[/C][C]-1.8041[/C][C]0.038119[/C][/ROW]
[ROW][C]17[/C][C]-0.28867[/C][C]-2.236[/C][C]0.01454[/C][/ROW]
[ROW][C]18[/C][C]-0.332712[/C][C]-2.5772[/C][C]0.006219[/C][/ROW]
[ROW][C]19[/C][C]-0.368435[/C][C]-2.8539[/C][C]0.00296[/C][/ROW]
[ROW][C]20[/C][C]-0.411796[/C][C]-3.1898[/C][C]0.001132[/C][/ROW]
[ROW][C]21[/C][C]-0.448596[/C][C]-3.4748[/C][C]0.000478[/C][/ROW]
[ROW][C]22[/C][C]-0.473333[/C][C]-3.6664[/C][C]0.000262[/C][/ROW]
[ROW][C]23[/C][C]-0.483284[/C][C]-3.7435[/C][C]0.000204[/C][/ROW]
[ROW][C]24[/C][C]-0.484257[/C][C]-3.751[/C][C]0.000199[/C][/ROW]
[ROW][C]25[/C][C]-0.472428[/C][C]-3.6594[/C][C]0.000268[/C][/ROW]
[ROW][C]26[/C][C]-0.459546[/C][C]-3.5596[/C][C]0.000367[/C][/ROW]
[ROW][C]27[/C][C]-0.441448[/C][C]-3.4194[/C][C]0.000567[/C][/ROW]
[ROW][C]28[/C][C]-0.413584[/C][C]-3.2036[/C][C]0.001087[/C][/ROW]
[ROW][C]29[/C][C]-0.38904[/C][C]-3.0135[/C][C]0.00189[/C][/ROW]
[ROW][C]30[/C][C]-0.358649[/C][C]-2.7781[/C][C]0.003644[/C][/ROW]
[ROW][C]31[/C][C]-0.327276[/C][C]-2.5351[/C][C]0.006934[/C][/ROW]
[ROW][C]32[/C][C]-0.298015[/C][C]-2.3084[/C][C]0.012219[/C][/ROW]
[ROW][C]33[/C][C]-0.264896[/C][C]-2.0519[/C][C]0.022276[/C][/ROW]
[ROW][C]34[/C][C]-0.235671[/C][C]-1.8255[/C][C]0.036452[/C][/ROW]
[ROW][C]35[/C][C]-0.204749[/C][C]-1.586[/C][C]0.059[/C][/ROW]
[ROW][C]36[/C][C]-0.168388[/C][C]-1.3043[/C][C]0.098552[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62950&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62950&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
10.9657877.4810
20.91787.10920
30.8637236.69040
40.7961246.16680
50.7172935.55610
60.6274624.86034e-06
70.5339694.13615.6e-05
80.4385553.3970.000607
90.3399582.63330.005369
100.2429391.88180.032358
110.1522061.1790.12153
120.0589090.45630.324907
13-0.029678-0.22990.409481
14-0.099354-0.76960.222281
15-0.167986-1.30120.09908
16-0.232906-1.80410.038119
17-0.28867-2.2360.01454
18-0.332712-2.57720.006219
19-0.368435-2.85390.00296
20-0.411796-3.18980.001132
21-0.448596-3.47480.000478
22-0.473333-3.66640.000262
23-0.483284-3.74350.000204
24-0.484257-3.7510.000199
25-0.472428-3.65940.000268
26-0.459546-3.55960.000367
27-0.441448-3.41940.000567
28-0.413584-3.20360.001087
29-0.38904-3.01350.00189
30-0.358649-2.77810.003644
31-0.327276-2.53510.006934
32-0.298015-2.30840.012219
33-0.264896-2.05190.022276
34-0.235671-1.82550.036452
35-0.204749-1.5860.059
36-0.168388-1.30430.098552







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9657877.4810
2-0.222212-1.72120.04518
3-0.078763-0.61010.27205
4-0.214182-1.6590.051162
5-0.148509-1.15030.127282
6-0.17098-1.32440.095196
7-0.042485-0.32910.371616
8-0.048311-0.37420.354781
9-0.066701-0.51670.303646
10-0.012832-0.09940.460578
110.032820.25420.400097
12-0.146061-1.13140.131197
13-0.006651-0.05150.479543
140.1822191.41150.081637
15-0.157052-1.21650.114276
16-0.048186-0.37320.35514
17-0.008912-0.0690.472597
180.0293650.22750.410419
19-0.059333-0.45960.323736
20-0.26366-2.04230.022762
210.0130320.10090.459966
220.0103540.08020.46817
230.1785591.38310.085878
240.06010.46550.321619
250.0856610.66350.254767
26-0.16731-1.2960.099973
270.0250440.1940.423418
28-0.023005-0.17820.429584
29-0.215791-1.67150.049915
300.0415470.32180.374353
310.0196530.15220.439756
32-0.063531-0.49210.31222
33-0.084554-0.6550.2575
34-0.020551-0.15920.437028
350.0981230.76010.225099
360.1259880.97590.166516

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.965787 & 7.481 & 0 \tabularnewline
2 & -0.222212 & -1.7212 & 0.04518 \tabularnewline
3 & -0.078763 & -0.6101 & 0.27205 \tabularnewline
4 & -0.214182 & -1.659 & 0.051162 \tabularnewline
5 & -0.148509 & -1.1503 & 0.127282 \tabularnewline
6 & -0.17098 & -1.3244 & 0.095196 \tabularnewline
7 & -0.042485 & -0.3291 & 0.371616 \tabularnewline
8 & -0.048311 & -0.3742 & 0.354781 \tabularnewline
9 & -0.066701 & -0.5167 & 0.303646 \tabularnewline
10 & -0.012832 & -0.0994 & 0.460578 \tabularnewline
11 & 0.03282 & 0.2542 & 0.400097 \tabularnewline
12 & -0.146061 & -1.1314 & 0.131197 \tabularnewline
13 & -0.006651 & -0.0515 & 0.479543 \tabularnewline
14 & 0.182219 & 1.4115 & 0.081637 \tabularnewline
15 & -0.157052 & -1.2165 & 0.114276 \tabularnewline
16 & -0.048186 & -0.3732 & 0.35514 \tabularnewline
17 & -0.008912 & -0.069 & 0.472597 \tabularnewline
18 & 0.029365 & 0.2275 & 0.410419 \tabularnewline
19 & -0.059333 & -0.4596 & 0.323736 \tabularnewline
20 & -0.26366 & -2.0423 & 0.022762 \tabularnewline
21 & 0.013032 & 0.1009 & 0.459966 \tabularnewline
22 & 0.010354 & 0.0802 & 0.46817 \tabularnewline
23 & 0.178559 & 1.3831 & 0.085878 \tabularnewline
24 & 0.0601 & 0.4655 & 0.321619 \tabularnewline
25 & 0.085661 & 0.6635 & 0.254767 \tabularnewline
26 & -0.16731 & -1.296 & 0.099973 \tabularnewline
27 & 0.025044 & 0.194 & 0.423418 \tabularnewline
28 & -0.023005 & -0.1782 & 0.429584 \tabularnewline
29 & -0.215791 & -1.6715 & 0.049915 \tabularnewline
30 & 0.041547 & 0.3218 & 0.374353 \tabularnewline
31 & 0.019653 & 0.1522 & 0.439756 \tabularnewline
32 & -0.063531 & -0.4921 & 0.31222 \tabularnewline
33 & -0.084554 & -0.655 & 0.2575 \tabularnewline
34 & -0.020551 & -0.1592 & 0.437028 \tabularnewline
35 & 0.098123 & 0.7601 & 0.225099 \tabularnewline
36 & 0.125988 & 0.9759 & 0.166516 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62950&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]0.965787[/C][C]7.481[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.222212[/C][C]-1.7212[/C][C]0.04518[/C][/ROW]
[ROW][C]3[/C][C]-0.078763[/C][C]-0.6101[/C][C]0.27205[/C][/ROW]
[ROW][C]4[/C][C]-0.214182[/C][C]-1.659[/C][C]0.051162[/C][/ROW]
[ROW][C]5[/C][C]-0.148509[/C][C]-1.1503[/C][C]0.127282[/C][/ROW]
[ROW][C]6[/C][C]-0.17098[/C][C]-1.3244[/C][C]0.095196[/C][/ROW]
[ROW][C]7[/C][C]-0.042485[/C][C]-0.3291[/C][C]0.371616[/C][/ROW]
[ROW][C]8[/C][C]-0.048311[/C][C]-0.3742[/C][C]0.354781[/C][/ROW]
[ROW][C]9[/C][C]-0.066701[/C][C]-0.5167[/C][C]0.303646[/C][/ROW]
[ROW][C]10[/C][C]-0.012832[/C][C]-0.0994[/C][C]0.460578[/C][/ROW]
[ROW][C]11[/C][C]0.03282[/C][C]0.2542[/C][C]0.400097[/C][/ROW]
[ROW][C]12[/C][C]-0.146061[/C][C]-1.1314[/C][C]0.131197[/C][/ROW]
[ROW][C]13[/C][C]-0.006651[/C][C]-0.0515[/C][C]0.479543[/C][/ROW]
[ROW][C]14[/C][C]0.182219[/C][C]1.4115[/C][C]0.081637[/C][/ROW]
[ROW][C]15[/C][C]-0.157052[/C][C]-1.2165[/C][C]0.114276[/C][/ROW]
[ROW][C]16[/C][C]-0.048186[/C][C]-0.3732[/C][C]0.35514[/C][/ROW]
[ROW][C]17[/C][C]-0.008912[/C][C]-0.069[/C][C]0.472597[/C][/ROW]
[ROW][C]18[/C][C]0.029365[/C][C]0.2275[/C][C]0.410419[/C][/ROW]
[ROW][C]19[/C][C]-0.059333[/C][C]-0.4596[/C][C]0.323736[/C][/ROW]
[ROW][C]20[/C][C]-0.26366[/C][C]-2.0423[/C][C]0.022762[/C][/ROW]
[ROW][C]21[/C][C]0.013032[/C][C]0.1009[/C][C]0.459966[/C][/ROW]
[ROW][C]22[/C][C]0.010354[/C][C]0.0802[/C][C]0.46817[/C][/ROW]
[ROW][C]23[/C][C]0.178559[/C][C]1.3831[/C][C]0.085878[/C][/ROW]
[ROW][C]24[/C][C]0.0601[/C][C]0.4655[/C][C]0.321619[/C][/ROW]
[ROW][C]25[/C][C]0.085661[/C][C]0.6635[/C][C]0.254767[/C][/ROW]
[ROW][C]26[/C][C]-0.16731[/C][C]-1.296[/C][C]0.099973[/C][/ROW]
[ROW][C]27[/C][C]0.025044[/C][C]0.194[/C][C]0.423418[/C][/ROW]
[ROW][C]28[/C][C]-0.023005[/C][C]-0.1782[/C][C]0.429584[/C][/ROW]
[ROW][C]29[/C][C]-0.215791[/C][C]-1.6715[/C][C]0.049915[/C][/ROW]
[ROW][C]30[/C][C]0.041547[/C][C]0.3218[/C][C]0.374353[/C][/ROW]
[ROW][C]31[/C][C]0.019653[/C][C]0.1522[/C][C]0.439756[/C][/ROW]
[ROW][C]32[/C][C]-0.063531[/C][C]-0.4921[/C][C]0.31222[/C][/ROW]
[ROW][C]33[/C][C]-0.084554[/C][C]-0.655[/C][C]0.2575[/C][/ROW]
[ROW][C]34[/C][C]-0.020551[/C][C]-0.1592[/C][C]0.437028[/C][/ROW]
[ROW][C]35[/C][C]0.098123[/C][C]0.7601[/C][C]0.225099[/C][/ROW]
[ROW][C]36[/C][C]0.125988[/C][C]0.9759[/C][C]0.166516[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62950&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62950&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
10.9657877.4810
2-0.222212-1.72120.04518
3-0.078763-0.61010.27205
4-0.214182-1.6590.051162
5-0.148509-1.15030.127282
6-0.17098-1.32440.095196
7-0.042485-0.32910.371616
8-0.048311-0.37420.354781
9-0.066701-0.51670.303646
10-0.012832-0.09940.460578
110.032820.25420.400097
12-0.146061-1.13140.131197
13-0.006651-0.05150.479543
140.1822191.41150.081637
15-0.157052-1.21650.114276
16-0.048186-0.37320.35514
17-0.008912-0.0690.472597
180.0293650.22750.410419
19-0.059333-0.45960.323736
20-0.26366-2.04230.022762
210.0130320.10090.459966
220.0103540.08020.46817
230.1785591.38310.085878
240.06010.46550.321619
250.0856610.66350.254767
26-0.16731-1.2960.099973
270.0250440.1940.423418
28-0.023005-0.17820.429584
29-0.215791-1.67150.049915
300.0415470.32180.374353
310.0196530.15220.439756
32-0.063531-0.49210.31222
33-0.084554-0.6550.2575
34-0.020551-0.15920.437028
350.0981230.76010.225099
360.1259880.97590.166516



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')