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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 11:22:14 -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/t12598646347jk6a9k69vklf25.htm/, Retrieved Thu, 28 Mar 2024 17:01:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63029, Retrieved Thu, 28 Mar 2024 17:01:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsws92
Estimated Impact166
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]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-03 18:11:56] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:22:14] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]
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Dataseries X:
8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00




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=63029&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=63029&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63029&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
10.0810780.54990.292525
2-0.073971-0.50170.309136
3-0.485773-3.29470.000951
4-0.275378-1.86770.034091
5-0.01211-0.08210.467449
60.3156532.14090.018809
70.1649421.11870.13454
80.0489340.33190.370742
9-0.240589-1.63180.054779
10-0.12309-0.83480.204062
110.1175880.79750.214622
120.001580.01070.495748
130.0744730.50510.30795
140.0103550.07020.472156
150.0138430.09390.462804
16-0.060997-0.41370.340508
17-0.137228-0.93070.178427
18-0.027831-0.18880.425555
19-0.022953-0.15570.438486
200.1623981.10140.138219
210.1957591.32770.095414
220.0947280.64250.261876
23-0.177689-1.20510.117156
24-0.218562-1.48240.072532
25-0.104991-0.71210.240004
260.088380.59940.275916
270.1796071.21820.114689
280.0414180.28090.39002
290.0416310.28240.389468
30-0.19461-1.31990.096699
31-0.017198-0.11660.453824
32-0.026888-0.18240.428049
330.1179480.80.213923
34-0.080234-0.54420.294474
350.0221230.150.440691
36-0.068513-0.46470.322178

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.081078 & 0.5499 & 0.292525 \tabularnewline
2 & -0.073971 & -0.5017 & 0.309136 \tabularnewline
3 & -0.485773 & -3.2947 & 0.000951 \tabularnewline
4 & -0.275378 & -1.8677 & 0.034091 \tabularnewline
5 & -0.01211 & -0.0821 & 0.467449 \tabularnewline
6 & 0.315653 & 2.1409 & 0.018809 \tabularnewline
7 & 0.164942 & 1.1187 & 0.13454 \tabularnewline
8 & 0.048934 & 0.3319 & 0.370742 \tabularnewline
9 & -0.240589 & -1.6318 & 0.054779 \tabularnewline
10 & -0.12309 & -0.8348 & 0.204062 \tabularnewline
11 & 0.117588 & 0.7975 & 0.214622 \tabularnewline
12 & 0.00158 & 0.0107 & 0.495748 \tabularnewline
13 & 0.074473 & 0.5051 & 0.30795 \tabularnewline
14 & 0.010355 & 0.0702 & 0.472156 \tabularnewline
15 & 0.013843 & 0.0939 & 0.462804 \tabularnewline
16 & -0.060997 & -0.4137 & 0.340508 \tabularnewline
17 & -0.137228 & -0.9307 & 0.178427 \tabularnewline
18 & -0.027831 & -0.1888 & 0.425555 \tabularnewline
19 & -0.022953 & -0.1557 & 0.438486 \tabularnewline
20 & 0.162398 & 1.1014 & 0.138219 \tabularnewline
21 & 0.195759 & 1.3277 & 0.095414 \tabularnewline
22 & 0.094728 & 0.6425 & 0.261876 \tabularnewline
23 & -0.177689 & -1.2051 & 0.117156 \tabularnewline
24 & -0.218562 & -1.4824 & 0.072532 \tabularnewline
25 & -0.104991 & -0.7121 & 0.240004 \tabularnewline
26 & 0.08838 & 0.5994 & 0.275916 \tabularnewline
27 & 0.179607 & 1.2182 & 0.114689 \tabularnewline
28 & 0.041418 & 0.2809 & 0.39002 \tabularnewline
29 & 0.041631 & 0.2824 & 0.389468 \tabularnewline
30 & -0.19461 & -1.3199 & 0.096699 \tabularnewline
31 & -0.017198 & -0.1166 & 0.453824 \tabularnewline
32 & -0.026888 & -0.1824 & 0.428049 \tabularnewline
33 & 0.117948 & 0.8 & 0.213923 \tabularnewline
34 & -0.080234 & -0.5442 & 0.294474 \tabularnewline
35 & 0.022123 & 0.15 & 0.440691 \tabularnewline
36 & -0.068513 & -0.4647 & 0.322178 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63029&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]0.081078[/C][C]0.5499[/C][C]0.292525[/C][/ROW]
[ROW][C]2[/C][C]-0.073971[/C][C]-0.5017[/C][C]0.309136[/C][/ROW]
[ROW][C]3[/C][C]-0.485773[/C][C]-3.2947[/C][C]0.000951[/C][/ROW]
[ROW][C]4[/C][C]-0.275378[/C][C]-1.8677[/C][C]0.034091[/C][/ROW]
[ROW][C]5[/C][C]-0.01211[/C][C]-0.0821[/C][C]0.467449[/C][/ROW]
[ROW][C]6[/C][C]0.315653[/C][C]2.1409[/C][C]0.018809[/C][/ROW]
[ROW][C]7[/C][C]0.164942[/C][C]1.1187[/C][C]0.13454[/C][/ROW]
[ROW][C]8[/C][C]0.048934[/C][C]0.3319[/C][C]0.370742[/C][/ROW]
[ROW][C]9[/C][C]-0.240589[/C][C]-1.6318[/C][C]0.054779[/C][/ROW]
[ROW][C]10[/C][C]-0.12309[/C][C]-0.8348[/C][C]0.204062[/C][/ROW]
[ROW][C]11[/C][C]0.117588[/C][C]0.7975[/C][C]0.214622[/C][/ROW]
[ROW][C]12[/C][C]0.00158[/C][C]0.0107[/C][C]0.495748[/C][/ROW]
[ROW][C]13[/C][C]0.074473[/C][C]0.5051[/C][C]0.30795[/C][/ROW]
[ROW][C]14[/C][C]0.010355[/C][C]0.0702[/C][C]0.472156[/C][/ROW]
[ROW][C]15[/C][C]0.013843[/C][C]0.0939[/C][C]0.462804[/C][/ROW]
[ROW][C]16[/C][C]-0.060997[/C][C]-0.4137[/C][C]0.340508[/C][/ROW]
[ROW][C]17[/C][C]-0.137228[/C][C]-0.9307[/C][C]0.178427[/C][/ROW]
[ROW][C]18[/C][C]-0.027831[/C][C]-0.1888[/C][C]0.425555[/C][/ROW]
[ROW][C]19[/C][C]-0.022953[/C][C]-0.1557[/C][C]0.438486[/C][/ROW]
[ROW][C]20[/C][C]0.162398[/C][C]1.1014[/C][C]0.138219[/C][/ROW]
[ROW][C]21[/C][C]0.195759[/C][C]1.3277[/C][C]0.095414[/C][/ROW]
[ROW][C]22[/C][C]0.094728[/C][C]0.6425[/C][C]0.261876[/C][/ROW]
[ROW][C]23[/C][C]-0.177689[/C][C]-1.2051[/C][C]0.117156[/C][/ROW]
[ROW][C]24[/C][C]-0.218562[/C][C]-1.4824[/C][C]0.072532[/C][/ROW]
[ROW][C]25[/C][C]-0.104991[/C][C]-0.7121[/C][C]0.240004[/C][/ROW]
[ROW][C]26[/C][C]0.08838[/C][C]0.5994[/C][C]0.275916[/C][/ROW]
[ROW][C]27[/C][C]0.179607[/C][C]1.2182[/C][C]0.114689[/C][/ROW]
[ROW][C]28[/C][C]0.041418[/C][C]0.2809[/C][C]0.39002[/C][/ROW]
[ROW][C]29[/C][C]0.041631[/C][C]0.2824[/C][C]0.389468[/C][/ROW]
[ROW][C]30[/C][C]-0.19461[/C][C]-1.3199[/C][C]0.096699[/C][/ROW]
[ROW][C]31[/C][C]-0.017198[/C][C]-0.1166[/C][C]0.453824[/C][/ROW]
[ROW][C]32[/C][C]-0.026888[/C][C]-0.1824[/C][C]0.428049[/C][/ROW]
[ROW][C]33[/C][C]0.117948[/C][C]0.8[/C][C]0.213923[/C][/ROW]
[ROW][C]34[/C][C]-0.080234[/C][C]-0.5442[/C][C]0.294474[/C][/ROW]
[ROW][C]35[/C][C]0.022123[/C][C]0.15[/C][C]0.440691[/C][/ROW]
[ROW][C]36[/C][C]-0.068513[/C][C]-0.4647[/C][C]0.322178[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63029&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63029&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
10.0810780.54990.292525
2-0.073971-0.50170.309136
3-0.485773-3.29470.000951
4-0.275378-1.86770.034091
5-0.01211-0.08210.467449
60.3156532.14090.018809
70.1649421.11870.13454
80.0489340.33190.370742
9-0.240589-1.63180.054779
10-0.12309-0.83480.204062
110.1175880.79750.214622
120.001580.01070.495748
130.0744730.50510.30795
140.0103550.07020.472156
150.0138430.09390.462804
16-0.060997-0.41370.340508
17-0.137228-0.93070.178427
18-0.027831-0.18880.425555
19-0.022953-0.15570.438486
200.1623981.10140.138219
210.1957591.32770.095414
220.0947280.64250.261876
23-0.177689-1.20510.117156
24-0.218562-1.48240.072532
25-0.104991-0.71210.240004
260.088380.59940.275916
270.1796071.21820.114689
280.0414180.28090.39002
290.0416310.28240.389468
30-0.19461-1.31990.096699
31-0.017198-0.11660.453824
32-0.026888-0.18240.428049
330.1179480.80.213923
34-0.080234-0.54420.294474
350.0221230.150.440691
36-0.068513-0.46470.322178







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0810780.54990.292525
2-0.081078-0.54990.292525
3-0.478992-3.24870.001085
4-0.283668-1.92390.030282
5-0.102777-0.69710.244633
60.0657470.44590.328875
7-0.107186-0.7270.235463
8-0.060493-0.41030.341753
9-0.134514-0.91230.183178
10-0.020127-0.13650.446008
110.2059461.39680.084589
12-0.203792-1.38220.086795
13-0.089544-0.60730.273314
140.1291420.87590.192822
150.1284180.8710.194146
16-0.089153-0.60470.274187
17-0.288117-1.95410.028392
180.0169580.1150.454467
19-0.031636-0.21460.415528
200.1004730.68140.249506
210.0553110.37510.354641
22-0.023095-0.15660.438108
230.0338960.22990.409597
240.0231970.15730.437836
250.0585680.39720.346519
26-0.1238-0.83970.202723
270.009720.06590.473861
28-0.067273-0.45630.325172
290.0935040.63420.264554
30-0.045319-0.30740.379976
31-0.051794-0.35130.36349
32-0.06617-0.44880.327846
330.0016840.01140.495469
34-0.108351-0.73490.233074
35-0.089629-0.60790.273123
36-0.081799-0.55480.290863

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.081078 & 0.5499 & 0.292525 \tabularnewline
2 & -0.081078 & -0.5499 & 0.292525 \tabularnewline
3 & -0.478992 & -3.2487 & 0.001085 \tabularnewline
4 & -0.283668 & -1.9239 & 0.030282 \tabularnewline
5 & -0.102777 & -0.6971 & 0.244633 \tabularnewline
6 & 0.065747 & 0.4459 & 0.328875 \tabularnewline
7 & -0.107186 & -0.727 & 0.235463 \tabularnewline
8 & -0.060493 & -0.4103 & 0.341753 \tabularnewline
9 & -0.134514 & -0.9123 & 0.183178 \tabularnewline
10 & -0.020127 & -0.1365 & 0.446008 \tabularnewline
11 & 0.205946 & 1.3968 & 0.084589 \tabularnewline
12 & -0.203792 & -1.3822 & 0.086795 \tabularnewline
13 & -0.089544 & -0.6073 & 0.273314 \tabularnewline
14 & 0.129142 & 0.8759 & 0.192822 \tabularnewline
15 & 0.128418 & 0.871 & 0.194146 \tabularnewline
16 & -0.089153 & -0.6047 & 0.274187 \tabularnewline
17 & -0.288117 & -1.9541 & 0.028392 \tabularnewline
18 & 0.016958 & 0.115 & 0.454467 \tabularnewline
19 & -0.031636 & -0.2146 & 0.415528 \tabularnewline
20 & 0.100473 & 0.6814 & 0.249506 \tabularnewline
21 & 0.055311 & 0.3751 & 0.354641 \tabularnewline
22 & -0.023095 & -0.1566 & 0.438108 \tabularnewline
23 & 0.033896 & 0.2299 & 0.409597 \tabularnewline
24 & 0.023197 & 0.1573 & 0.437836 \tabularnewline
25 & 0.058568 & 0.3972 & 0.346519 \tabularnewline
26 & -0.1238 & -0.8397 & 0.202723 \tabularnewline
27 & 0.00972 & 0.0659 & 0.473861 \tabularnewline
28 & -0.067273 & -0.4563 & 0.325172 \tabularnewline
29 & 0.093504 & 0.6342 & 0.264554 \tabularnewline
30 & -0.045319 & -0.3074 & 0.379976 \tabularnewline
31 & -0.051794 & -0.3513 & 0.36349 \tabularnewline
32 & -0.06617 & -0.4488 & 0.327846 \tabularnewline
33 & 0.001684 & 0.0114 & 0.495469 \tabularnewline
34 & -0.108351 & -0.7349 & 0.233074 \tabularnewline
35 & -0.089629 & -0.6079 & 0.273123 \tabularnewline
36 & -0.081799 & -0.5548 & 0.290863 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63029&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]0.081078[/C][C]0.5499[/C][C]0.292525[/C][/ROW]
[ROW][C]2[/C][C]-0.081078[/C][C]-0.5499[/C][C]0.292525[/C][/ROW]
[ROW][C]3[/C][C]-0.478992[/C][C]-3.2487[/C][C]0.001085[/C][/ROW]
[ROW][C]4[/C][C]-0.283668[/C][C]-1.9239[/C][C]0.030282[/C][/ROW]
[ROW][C]5[/C][C]-0.102777[/C][C]-0.6971[/C][C]0.244633[/C][/ROW]
[ROW][C]6[/C][C]0.065747[/C][C]0.4459[/C][C]0.328875[/C][/ROW]
[ROW][C]7[/C][C]-0.107186[/C][C]-0.727[/C][C]0.235463[/C][/ROW]
[ROW][C]8[/C][C]-0.060493[/C][C]-0.4103[/C][C]0.341753[/C][/ROW]
[ROW][C]9[/C][C]-0.134514[/C][C]-0.9123[/C][C]0.183178[/C][/ROW]
[ROW][C]10[/C][C]-0.020127[/C][C]-0.1365[/C][C]0.446008[/C][/ROW]
[ROW][C]11[/C][C]0.205946[/C][C]1.3968[/C][C]0.084589[/C][/ROW]
[ROW][C]12[/C][C]-0.203792[/C][C]-1.3822[/C][C]0.086795[/C][/ROW]
[ROW][C]13[/C][C]-0.089544[/C][C]-0.6073[/C][C]0.273314[/C][/ROW]
[ROW][C]14[/C][C]0.129142[/C][C]0.8759[/C][C]0.192822[/C][/ROW]
[ROW][C]15[/C][C]0.128418[/C][C]0.871[/C][C]0.194146[/C][/ROW]
[ROW][C]16[/C][C]-0.089153[/C][C]-0.6047[/C][C]0.274187[/C][/ROW]
[ROW][C]17[/C][C]-0.288117[/C][C]-1.9541[/C][C]0.028392[/C][/ROW]
[ROW][C]18[/C][C]0.016958[/C][C]0.115[/C][C]0.454467[/C][/ROW]
[ROW][C]19[/C][C]-0.031636[/C][C]-0.2146[/C][C]0.415528[/C][/ROW]
[ROW][C]20[/C][C]0.100473[/C][C]0.6814[/C][C]0.249506[/C][/ROW]
[ROW][C]21[/C][C]0.055311[/C][C]0.3751[/C][C]0.354641[/C][/ROW]
[ROW][C]22[/C][C]-0.023095[/C][C]-0.1566[/C][C]0.438108[/C][/ROW]
[ROW][C]23[/C][C]0.033896[/C][C]0.2299[/C][C]0.409597[/C][/ROW]
[ROW][C]24[/C][C]0.023197[/C][C]0.1573[/C][C]0.437836[/C][/ROW]
[ROW][C]25[/C][C]0.058568[/C][C]0.3972[/C][C]0.346519[/C][/ROW]
[ROW][C]26[/C][C]-0.1238[/C][C]-0.8397[/C][C]0.202723[/C][/ROW]
[ROW][C]27[/C][C]0.00972[/C][C]0.0659[/C][C]0.473861[/C][/ROW]
[ROW][C]28[/C][C]-0.067273[/C][C]-0.4563[/C][C]0.325172[/C][/ROW]
[ROW][C]29[/C][C]0.093504[/C][C]0.6342[/C][C]0.264554[/C][/ROW]
[ROW][C]30[/C][C]-0.045319[/C][C]-0.3074[/C][C]0.379976[/C][/ROW]
[ROW][C]31[/C][C]-0.051794[/C][C]-0.3513[/C][C]0.36349[/C][/ROW]
[ROW][C]32[/C][C]-0.06617[/C][C]-0.4488[/C][C]0.327846[/C][/ROW]
[ROW][C]33[/C][C]0.001684[/C][C]0.0114[/C][C]0.495469[/C][/ROW]
[ROW][C]34[/C][C]-0.108351[/C][C]-0.7349[/C][C]0.233074[/C][/ROW]
[ROW][C]35[/C][C]-0.089629[/C][C]-0.6079[/C][C]0.273123[/C][/ROW]
[ROW][C]36[/C][C]-0.081799[/C][C]-0.5548[/C][C]0.290863[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63029&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63029&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
10.0810780.54990.292525
2-0.081078-0.54990.292525
3-0.478992-3.24870.001085
4-0.283668-1.92390.030282
5-0.102777-0.69710.244633
60.0657470.44590.328875
7-0.107186-0.7270.235463
8-0.060493-0.41030.341753
9-0.134514-0.91230.183178
10-0.020127-0.13650.446008
110.2059461.39680.084589
12-0.203792-1.38220.086795
13-0.089544-0.60730.273314
140.1291420.87590.192822
150.1284180.8710.194146
16-0.089153-0.60470.274187
17-0.288117-1.95410.028392
180.0169580.1150.454467
19-0.031636-0.21460.415528
200.1004730.68140.249506
210.0553110.37510.354641
22-0.023095-0.15660.438108
230.0338960.22990.409597
240.0231970.15730.437836
250.0585680.39720.346519
26-0.1238-0.83970.202723
270.009720.06590.473861
28-0.067273-0.45630.325172
290.0935040.63420.264554
30-0.045319-0.30740.379976
31-0.051794-0.35130.36349
32-0.06617-0.44880.327846
330.0016840.01140.495469
34-0.108351-0.73490.233074
35-0.089629-0.60790.273123
36-0.081799-0.55480.290863



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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')