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Description of Statistical Computation

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 11:53:40 -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/t12598664915rfymp9clikyj99.htm/, Retrieved Thu, 25 Apr 2024 20:23:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63063, Retrieved Thu, 25 Apr 2024 20:23:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact102

Tree of Dependent Computations

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] [WS 9 (P)ACF 1] [2009-12-03 18:53:40] [eba9f01697e64705b70041e6f338cb22] [Current]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-03 19:06:55] [83058a88a37d754675a5cd22dab372fc]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,9
107,5
116,1
102
111,2
111,8
91,2
93
105,4
111,6
104,6
91,6
98,3
97,7
106,3
102,3
106,6
108,1
93,8
88,2
108,9
114,2
102,5
94,2
97,4
98,5
106,5
102,9
97,1
103,7
93,4
85,8
108,6
110,2
101,2
101,2
96,9
99,4
118,7
108
101,2
119,9
94,8
95,3
118
115,9
111,4
108,2
108,8
109,5
124,8
115,3
109,5
124,2
92,9
98,4
120,9
111,7
116,1
109,4
111,7
114,3
133,7
114,3
126,5
131
104
108,9
128,5
132,4
128
116,4
120,9
118,6
133,1
121,1
127,6
135,4
114,9
114,3
128,9
138,9
129,4
115
128
127
128,8
137,9
128,4
135,9
122,2
113,1
136,2
138
115,2
111

Tables (Output of Computation)





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=63063&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=63063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63063&T=0

As an alternative you can also use a QR Code:  
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
10.5946655.82650
20.3891733.81310.000121
30.5303165.1961e-06
40.5125035.02151e-06
50.5805845.68850
60.6259776.13330
70.5153975.04981e-06
80.4522424.4311.2e-05
90.4004253.92348.2e-05
100.261222.55940.006023
110.4517414.42611.3e-05
120.7171317.02640
130.3887593.8090.000123
140.2044852.00350.023969
150.2966342.90640.00227
160.3022712.96160.001928
170.3527173.45590.000409
180.3807133.73020.000162
190.2875752.81760.002937
200.2237742.19250.015379
210.1724651.68980.047155
220.0576020.56440.286905
230.2264332.21860.014436
240.3990063.90948.6e-05
250.154511.51390.06667
26-0.01363-0.13350.447019
270.0290280.28440.388354
280.0563370.5520.29112
290.0786570.77070.221396
300.0811930.79550.214136
310.0362620.35530.361574
32-0.050753-0.49730.310064
33-0.114108-1.1180.133174
34-0.177271-1.73690.042807
35-0.067867-0.6650.253836
360.0931330.91250.181893

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.594665 & 5.8265 & 0 \tabularnewline
2 & 0.389173 & 3.8131 & 0.000121 \tabularnewline
3 & 0.530316 & 5.196 & 1e-06 \tabularnewline
4 & 0.512503 & 5.0215 & 1e-06 \tabularnewline
5 & 0.580584 & 5.6885 & 0 \tabularnewline
6 & 0.625977 & 6.1333 & 0 \tabularnewline
7 & 0.515397 & 5.0498 & 1e-06 \tabularnewline
8 & 0.452242 & 4.431 & 1.2e-05 \tabularnewline
9 & 0.400425 & 3.9234 & 8.2e-05 \tabularnewline
10 & 0.26122 & 2.5594 & 0.006023 \tabularnewline
11 & 0.451741 & 4.4261 & 1.3e-05 \tabularnewline
12 & 0.717131 & 7.0264 & 0 \tabularnewline
13 & 0.388759 & 3.809 & 0.000123 \tabularnewline
14 & 0.204485 & 2.0035 & 0.023969 \tabularnewline
15 & 0.296634 & 2.9064 & 0.00227 \tabularnewline
16 & 0.302271 & 2.9616 & 0.001928 \tabularnewline
17 & 0.352717 & 3.4559 & 0.000409 \tabularnewline
18 & 0.380713 & 3.7302 & 0.000162 \tabularnewline
19 & 0.287575 & 2.8176 & 0.002937 \tabularnewline
20 & 0.223774 & 2.1925 & 0.015379 \tabularnewline
21 & 0.172465 & 1.6898 & 0.047155 \tabularnewline
22 & 0.057602 & 0.5644 & 0.286905 \tabularnewline
23 & 0.226433 & 2.2186 & 0.014436 \tabularnewline
24 & 0.399006 & 3.9094 & 8.6e-05 \tabularnewline
25 & 0.15451 & 1.5139 & 0.06667 \tabularnewline
26 & -0.01363 & -0.1335 & 0.447019 \tabularnewline
27 & 0.029028 & 0.2844 & 0.388354 \tabularnewline
28 & 0.056337 & 0.552 & 0.29112 \tabularnewline
29 & 0.078657 & 0.7707 & 0.221396 \tabularnewline
30 & 0.081193 & 0.7955 & 0.214136 \tabularnewline
31 & 0.036262 & 0.3553 & 0.361574 \tabularnewline
32 & -0.050753 & -0.4973 & 0.310064 \tabularnewline
33 & -0.114108 & -1.118 & 0.133174 \tabularnewline
34 & -0.177271 & -1.7369 & 0.042807 \tabularnewline
35 & -0.067867 & -0.665 & 0.253836 \tabularnewline
36 & 0.093133 & 0.9125 & 0.181893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63063&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]0.594665[/C][C]5.8265[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.389173[/C][C]3.8131[/C][C]0.000121[/C][/ROW]
[ROW][C]3[/C][C]0.530316[/C][C]5.196[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.512503[/C][C]5.0215[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.580584[/C][C]5.6885[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.625977[/C][C]6.1333[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.515397[/C][C]5.0498[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.452242[/C][C]4.431[/C][C]1.2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.400425[/C][C]3.9234[/C][C]8.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.26122[/C][C]2.5594[/C][C]0.006023[/C][/ROW]
[ROW][C]11[/C][C]0.451741[/C][C]4.4261[/C][C]1.3e-05[/C][/ROW]
[ROW][C]12[/C][C]0.717131[/C][C]7.0264[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.388759[/C][C]3.809[/C][C]0.000123[/C][/ROW]
[ROW][C]14[/C][C]0.204485[/C][C]2.0035[/C][C]0.023969[/C][/ROW]
[ROW][C]15[/C][C]0.296634[/C][C]2.9064[/C][C]0.00227[/C][/ROW]
[ROW][C]16[/C][C]0.302271[/C][C]2.9616[/C][C]0.001928[/C][/ROW]
[ROW][C]17[/C][C]0.352717[/C][C]3.4559[/C][C]0.000409[/C][/ROW]
[ROW][C]18[/C][C]0.380713[/C][C]3.7302[/C][C]0.000162[/C][/ROW]
[ROW][C]19[/C][C]0.287575[/C][C]2.8176[/C][C]0.002937[/C][/ROW]
[ROW][C]20[/C][C]0.223774[/C][C]2.1925[/C][C]0.015379[/C][/ROW]
[ROW][C]21[/C][C]0.172465[/C][C]1.6898[/C][C]0.047155[/C][/ROW]
[ROW][C]22[/C][C]0.057602[/C][C]0.5644[/C][C]0.286905[/C][/ROW]
[ROW][C]23[/C][C]0.226433[/C][C]2.2186[/C][C]0.014436[/C][/ROW]
[ROW][C]24[/C][C]0.399006[/C][C]3.9094[/C][C]8.6e-05[/C][/ROW]
[ROW][C]25[/C][C]0.15451[/C][C]1.5139[/C][C]0.06667[/C][/ROW]
[ROW][C]26[/C][C]-0.01363[/C][C]-0.1335[/C][C]0.447019[/C][/ROW]
[ROW][C]27[/C][C]0.029028[/C][C]0.2844[/C][C]0.388354[/C][/ROW]
[ROW][C]28[/C][C]0.056337[/C][C]0.552[/C][C]0.29112[/C][/ROW]
[ROW][C]29[/C][C]0.078657[/C][C]0.7707[/C][C]0.221396[/C][/ROW]
[ROW][C]30[/C][C]0.081193[/C][C]0.7955[/C][C]0.214136[/C][/ROW]
[ROW][C]31[/C][C]0.036262[/C][C]0.3553[/C][C]0.361574[/C][/ROW]
[ROW][C]32[/C][C]-0.050753[/C][C]-0.4973[/C][C]0.310064[/C][/ROW]
[ROW][C]33[/C][C]-0.114108[/C][C]-1.118[/C][C]0.133174[/C][/ROW]
[ROW][C]34[/C][C]-0.177271[/C][C]-1.7369[/C][C]0.042807[/C][/ROW]
[ROW][C]35[/C][C]-0.067867[/C][C]-0.665[/C][C]0.253836[/C][/ROW]
[ROW][C]36[/C][C]0.093133[/C][C]0.9125[/C][C]0.181893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63063&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5946655.82650
20.3891733.81310.000121
30.5303165.1961e-06
40.5125035.02151e-06
50.5805845.68850
60.6259776.13330
70.5153975.04981e-06
80.4522424.4311.2e-05
90.4004253.92348.2e-05
100.261222.55940.006023
110.4517414.42611.3e-05
120.7171317.02640
130.3887593.8090.000123
140.2044852.00350.023969
150.2966342.90640.00227
160.3022712.96160.001928
170.3527173.45590.000409
180.3807133.73020.000162
190.2875752.81760.002937
200.2237742.19250.015379
210.1724651.68980.047155
220.0576020.56440.286905
230.2264332.21860.014436
240.3990063.90948.6e-05
250.154511.51390.06667
26-0.01363-0.13350.447019
270.0290280.28440.388354
280.0563370.5520.29112
290.0786570.77070.221396
300.0811930.79550.214136
310.0362620.35530.361574
32-0.050753-0.49730.310064
33-0.114108-1.1180.133174
34-0.177271-1.73690.042807
35-0.067867-0.6650.253836
360.0931330.91250.181893






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5946655.82650
20.0549940.53880.295626
30.4328134.24072.6e-05
40.0820770.80420.211639
50.4124634.04135.4e-05
60.1947781.90840.029662
70.1272931.24720.107678
8-0.010131-0.09930.460567
9-0.166225-1.62870.053331
10-0.456216-4.471.1e-05
110.14511.42170.07918
120.5129535.02591e-06
13-0.195236-1.91290.02937
14-0.136297-1.33540.092447
15-0.190017-1.86180.032847
160.0320920.31440.376935
17-0.150863-1.47820.07132
180.029050.28460.388269
190.0215450.21110.416629
200.0096440.09450.462457
210.060040.58830.278865
22-0.030279-0.29670.383677
23-0.019877-0.19480.422998
24-0.170949-1.67490.0486
250.0533320.52250.301246
26-0.116022-1.13680.12923
27-0.053792-0.52710.299686
28-0.067687-0.66320.254399
29-0.060199-0.58980.278346
30-0.082817-0.81140.209561
310.1070481.04890.148439
32-0.049592-0.48590.314074
33-0.018461-0.18090.428423
340.0033930.03320.486773
35-0.101233-0.99190.161876
360.136671.33910.091852

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.594665 & 5.8265 & 0 \tabularnewline
2 & 0.054994 & 0.5388 & 0.295626 \tabularnewline
3 & 0.432813 & 4.2407 & 2.6e-05 \tabularnewline
4 & 0.082077 & 0.8042 & 0.211639 \tabularnewline
5 & 0.412463 & 4.0413 & 5.4e-05 \tabularnewline
6 & 0.194778 & 1.9084 & 0.029662 \tabularnewline
7 & 0.127293 & 1.2472 & 0.107678 \tabularnewline
8 & -0.010131 & -0.0993 & 0.460567 \tabularnewline
9 & -0.166225 & -1.6287 & 0.053331 \tabularnewline
10 & -0.456216 & -4.47 & 1.1e-05 \tabularnewline
11 & 0.1451 & 1.4217 & 0.07918 \tabularnewline
12 & 0.512953 & 5.0259 & 1e-06 \tabularnewline
13 & -0.195236 & -1.9129 & 0.02937 \tabularnewline
14 & -0.136297 & -1.3354 & 0.092447 \tabularnewline
15 & -0.190017 & -1.8618 & 0.032847 \tabularnewline
16 & 0.032092 & 0.3144 & 0.376935 \tabularnewline
17 & -0.150863 & -1.4782 & 0.07132 \tabularnewline
18 & 0.02905 & 0.2846 & 0.388269 \tabularnewline
19 & 0.021545 & 0.2111 & 0.416629 \tabularnewline
20 & 0.009644 & 0.0945 & 0.462457 \tabularnewline
21 & 0.06004 & 0.5883 & 0.278865 \tabularnewline
22 & -0.030279 & -0.2967 & 0.383677 \tabularnewline
23 & -0.019877 & -0.1948 & 0.422998 \tabularnewline
24 & -0.170949 & -1.6749 & 0.0486 \tabularnewline
25 & 0.053332 & 0.5225 & 0.301246 \tabularnewline
26 & -0.116022 & -1.1368 & 0.12923 \tabularnewline
27 & -0.053792 & -0.5271 & 0.299686 \tabularnewline
28 & -0.067687 & -0.6632 & 0.254399 \tabularnewline
29 & -0.060199 & -0.5898 & 0.278346 \tabularnewline
30 & -0.082817 & -0.8114 & 0.209561 \tabularnewline
31 & 0.107048 & 1.0489 & 0.148439 \tabularnewline
32 & -0.049592 & -0.4859 & 0.314074 \tabularnewline
33 & -0.018461 & -0.1809 & 0.428423 \tabularnewline
34 & 0.003393 & 0.0332 & 0.486773 \tabularnewline
35 & -0.101233 & -0.9919 & 0.161876 \tabularnewline
36 & 0.13667 & 1.3391 & 0.091852 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63063&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]0.594665[/C][C]5.8265[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.054994[/C][C]0.5388[/C][C]0.295626[/C][/ROW]
[ROW][C]3[/C][C]0.432813[/C][C]4.2407[/C][C]2.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.082077[/C][C]0.8042[/C][C]0.211639[/C][/ROW]
[ROW][C]5[/C][C]0.412463[/C][C]4.0413[/C][C]5.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.194778[/C][C]1.9084[/C][C]0.029662[/C][/ROW]
[ROW][C]7[/C][C]0.127293[/C][C]1.2472[/C][C]0.107678[/C][/ROW]
[ROW][C]8[/C][C]-0.010131[/C][C]-0.0993[/C][C]0.460567[/C][/ROW]
[ROW][C]9[/C][C]-0.166225[/C][C]-1.6287[/C][C]0.053331[/C][/ROW]
[ROW][C]10[/C][C]-0.456216[/C][C]-4.47[/C][C]1.1e-05[/C][/ROW]
[ROW][C]11[/C][C]0.1451[/C][C]1.4217[/C][C]0.07918[/C][/ROW]
[ROW][C]12[/C][C]0.512953[/C][C]5.0259[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.195236[/C][C]-1.9129[/C][C]0.02937[/C][/ROW]
[ROW][C]14[/C][C]-0.136297[/C][C]-1.3354[/C][C]0.092447[/C][/ROW]
[ROW][C]15[/C][C]-0.190017[/C][C]-1.8618[/C][C]0.032847[/C][/ROW]
[ROW][C]16[/C][C]0.032092[/C][C]0.3144[/C][C]0.376935[/C][/ROW]
[ROW][C]17[/C][C]-0.150863[/C][C]-1.4782[/C][C]0.07132[/C][/ROW]
[ROW][C]18[/C][C]0.02905[/C][C]0.2846[/C][C]0.388269[/C][/ROW]
[ROW][C]19[/C][C]0.021545[/C][C]0.2111[/C][C]0.416629[/C][/ROW]
[ROW][C]20[/C][C]0.009644[/C][C]0.0945[/C][C]0.462457[/C][/ROW]
[ROW][C]21[/C][C]0.06004[/C][C]0.5883[/C][C]0.278865[/C][/ROW]
[ROW][C]22[/C][C]-0.030279[/C][C]-0.2967[/C][C]0.383677[/C][/ROW]
[ROW][C]23[/C][C]-0.019877[/C][C]-0.1948[/C][C]0.422998[/C][/ROW]
[ROW][C]24[/C][C]-0.170949[/C][C]-1.6749[/C][C]0.0486[/C][/ROW]
[ROW][C]25[/C][C]0.053332[/C][C]0.5225[/C][C]0.301246[/C][/ROW]
[ROW][C]26[/C][C]-0.116022[/C][C]-1.1368[/C][C]0.12923[/C][/ROW]
[ROW][C]27[/C][C]-0.053792[/C][C]-0.5271[/C][C]0.299686[/C][/ROW]
[ROW][C]28[/C][C]-0.067687[/C][C]-0.6632[/C][C]0.254399[/C][/ROW]
[ROW][C]29[/C][C]-0.060199[/C][C]-0.5898[/C][C]0.278346[/C][/ROW]
[ROW][C]30[/C][C]-0.082817[/C][C]-0.8114[/C][C]0.209561[/C][/ROW]
[ROW][C]31[/C][C]0.107048[/C][C]1.0489[/C][C]0.148439[/C][/ROW]
[ROW][C]32[/C][C]-0.049592[/C][C]-0.4859[/C][C]0.314074[/C][/ROW]
[ROW][C]33[/C][C]-0.018461[/C][C]-0.1809[/C][C]0.428423[/C][/ROW]
[ROW][C]34[/C][C]0.003393[/C][C]0.0332[/C][C]0.486773[/C][/ROW]
[ROW][C]35[/C][C]-0.101233[/C][C]-0.9919[/C][C]0.161876[/C][/ROW]
[ROW][C]36[/C][C]0.13667[/C][C]1.3391[/C][C]0.091852[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63063&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63063&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5946655.82650
20.0549940.53880.295626
30.4328134.24072.6e-05
40.0820770.80420.211639
50.4124634.04135.4e-05
60.1947781.90840.029662
70.1272931.24720.107678
8-0.010131-0.09930.460567
9-0.166225-1.62870.053331
10-0.456216-4.471.1e-05
110.14511.42170.07918
120.5129535.02591e-06
13-0.195236-1.91290.02937
14-0.136297-1.33540.092447
15-0.190017-1.86180.032847
160.0320920.31440.376935
17-0.150863-1.47820.07132
180.029050.28460.388269
190.0215450.21110.416629
200.0096440.09450.462457
210.060040.58830.278865
22-0.030279-0.29670.383677
23-0.019877-0.19480.422998
24-0.170949-1.67490.0486
250.0533320.52250.301246
26-0.116022-1.13680.12923
27-0.053792-0.52710.299686
28-0.067687-0.66320.254399
29-0.060199-0.58980.278346
30-0.082817-0.81140.209561
310.1070481.04890.148439
32-0.049592-0.48590.314074
33-0.018461-0.18090.428423
340.0033930.03320.486773
35-0.101233-0.99190.161876
360.136671.33910.091852


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 0.0 ; 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')