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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 12:10:41 -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/t1259867558gm6i5fpkrloitxt.htm/, Retrieved Thu, 28 Mar 2024 16:56:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63074, Retrieved Thu, 28 Mar 2024 16:56:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130
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 19:10:41] [24029b2c7217429de6ff94b5379eb52c] [Current]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-03 19:35:20] [5edbdb7a459c4059b6c3b063ba86821c]
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Dataseries X:
19
18
19
19
22
23
20
14
14
14
15
11
17
16
20
24
23
20
21
19
23
23
23
23
27
26
17
24
26
24
27
27
26
24
23
23
24
17
21
19
22
22
18
16
14
12
14
16
8
3
0
5
1
1
3
6
7
8
14
14
13




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63074&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]2 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=63074&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63074&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.16226-1.25690.106837
2-0.12929-1.00150.16031
30.0375280.29070.386146
40.0146350.11340.455062
5-0.058316-0.45170.326553
60.0363670.28170.389571
7-0.02042-0.15820.437426
80.0435150.33710.368623
9-0.055343-0.42870.334843
10-0.03872-0.29990.382636
110.1459141.13020.131436
12-0.016469-0.12760.449458
13-0.026922-0.20850.417759
14-0.226149-1.75170.042464
150.0860260.66640.25387
160.1122470.86950.19403
17-0.10997-0.85180.198849
180.0331290.25660.399175
190.0495740.3840.351168
200.055330.42860.33488
21-0.308383-2.38870.010035
22-0.034562-0.26770.394918
230.0645640.50010.309415
24-0.033549-0.25990.397928
25-0.119837-0.92830.178498
260.1942581.50470.068822
27-0.017639-0.13660.445889
28-0.005584-0.04330.482821
29-0.113014-0.87540.192423
30-0.004604-0.03570.485834
310.1229170.95210.172429
32-0.065446-0.50690.307026
33-0.092586-0.71720.238026
34-0.001446-0.01120.495551
350.0258090.19990.42111
360.0189690.14690.441838

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.16226 & -1.2569 & 0.106837 \tabularnewline
2 & -0.12929 & -1.0015 & 0.16031 \tabularnewline
3 & 0.037528 & 0.2907 & 0.386146 \tabularnewline
4 & 0.014635 & 0.1134 & 0.455062 \tabularnewline
5 & -0.058316 & -0.4517 & 0.326553 \tabularnewline
6 & 0.036367 & 0.2817 & 0.389571 \tabularnewline
7 & -0.02042 & -0.1582 & 0.437426 \tabularnewline
8 & 0.043515 & 0.3371 & 0.368623 \tabularnewline
9 & -0.055343 & -0.4287 & 0.334843 \tabularnewline
10 & -0.03872 & -0.2999 & 0.382636 \tabularnewline
11 & 0.145914 & 1.1302 & 0.131436 \tabularnewline
12 & -0.016469 & -0.1276 & 0.449458 \tabularnewline
13 & -0.026922 & -0.2085 & 0.417759 \tabularnewline
14 & -0.226149 & -1.7517 & 0.042464 \tabularnewline
15 & 0.086026 & 0.6664 & 0.25387 \tabularnewline
16 & 0.112247 & 0.8695 & 0.19403 \tabularnewline
17 & -0.10997 & -0.8518 & 0.198849 \tabularnewline
18 & 0.033129 & 0.2566 & 0.399175 \tabularnewline
19 & 0.049574 & 0.384 & 0.351168 \tabularnewline
20 & 0.05533 & 0.4286 & 0.33488 \tabularnewline
21 & -0.308383 & -2.3887 & 0.010035 \tabularnewline
22 & -0.034562 & -0.2677 & 0.394918 \tabularnewline
23 & 0.064564 & 0.5001 & 0.309415 \tabularnewline
24 & -0.033549 & -0.2599 & 0.397928 \tabularnewline
25 & -0.119837 & -0.9283 & 0.178498 \tabularnewline
26 & 0.194258 & 1.5047 & 0.068822 \tabularnewline
27 & -0.017639 & -0.1366 & 0.445889 \tabularnewline
28 & -0.005584 & -0.0433 & 0.482821 \tabularnewline
29 & -0.113014 & -0.8754 & 0.192423 \tabularnewline
30 & -0.004604 & -0.0357 & 0.485834 \tabularnewline
31 & 0.122917 & 0.9521 & 0.172429 \tabularnewline
32 & -0.065446 & -0.5069 & 0.307026 \tabularnewline
33 & -0.092586 & -0.7172 & 0.238026 \tabularnewline
34 & -0.001446 & -0.0112 & 0.495551 \tabularnewline
35 & 0.025809 & 0.1999 & 0.42111 \tabularnewline
36 & 0.018969 & 0.1469 & 0.441838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63074&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]-0.16226[/C][C]-1.2569[/C][C]0.106837[/C][/ROW]
[ROW][C]2[/C][C]-0.12929[/C][C]-1.0015[/C][C]0.16031[/C][/ROW]
[ROW][C]3[/C][C]0.037528[/C][C]0.2907[/C][C]0.386146[/C][/ROW]
[ROW][C]4[/C][C]0.014635[/C][C]0.1134[/C][C]0.455062[/C][/ROW]
[ROW][C]5[/C][C]-0.058316[/C][C]-0.4517[/C][C]0.326553[/C][/ROW]
[ROW][C]6[/C][C]0.036367[/C][C]0.2817[/C][C]0.389571[/C][/ROW]
[ROW][C]7[/C][C]-0.02042[/C][C]-0.1582[/C][C]0.437426[/C][/ROW]
[ROW][C]8[/C][C]0.043515[/C][C]0.3371[/C][C]0.368623[/C][/ROW]
[ROW][C]9[/C][C]-0.055343[/C][C]-0.4287[/C][C]0.334843[/C][/ROW]
[ROW][C]10[/C][C]-0.03872[/C][C]-0.2999[/C][C]0.382636[/C][/ROW]
[ROW][C]11[/C][C]0.145914[/C][C]1.1302[/C][C]0.131436[/C][/ROW]
[ROW][C]12[/C][C]-0.016469[/C][C]-0.1276[/C][C]0.449458[/C][/ROW]
[ROW][C]13[/C][C]-0.026922[/C][C]-0.2085[/C][C]0.417759[/C][/ROW]
[ROW][C]14[/C][C]-0.226149[/C][C]-1.7517[/C][C]0.042464[/C][/ROW]
[ROW][C]15[/C][C]0.086026[/C][C]0.6664[/C][C]0.25387[/C][/ROW]
[ROW][C]16[/C][C]0.112247[/C][C]0.8695[/C][C]0.19403[/C][/ROW]
[ROW][C]17[/C][C]-0.10997[/C][C]-0.8518[/C][C]0.198849[/C][/ROW]
[ROW][C]18[/C][C]0.033129[/C][C]0.2566[/C][C]0.399175[/C][/ROW]
[ROW][C]19[/C][C]0.049574[/C][C]0.384[/C][C]0.351168[/C][/ROW]
[ROW][C]20[/C][C]0.05533[/C][C]0.4286[/C][C]0.33488[/C][/ROW]
[ROW][C]21[/C][C]-0.308383[/C][C]-2.3887[/C][C]0.010035[/C][/ROW]
[ROW][C]22[/C][C]-0.034562[/C][C]-0.2677[/C][C]0.394918[/C][/ROW]
[ROW][C]23[/C][C]0.064564[/C][C]0.5001[/C][C]0.309415[/C][/ROW]
[ROW][C]24[/C][C]-0.033549[/C][C]-0.2599[/C][C]0.397928[/C][/ROW]
[ROW][C]25[/C][C]-0.119837[/C][C]-0.9283[/C][C]0.178498[/C][/ROW]
[ROW][C]26[/C][C]0.194258[/C][C]1.5047[/C][C]0.068822[/C][/ROW]
[ROW][C]27[/C][C]-0.017639[/C][C]-0.1366[/C][C]0.445889[/C][/ROW]
[ROW][C]28[/C][C]-0.005584[/C][C]-0.0433[/C][C]0.482821[/C][/ROW]
[ROW][C]29[/C][C]-0.113014[/C][C]-0.8754[/C][C]0.192423[/C][/ROW]
[ROW][C]30[/C][C]-0.004604[/C][C]-0.0357[/C][C]0.485834[/C][/ROW]
[ROW][C]31[/C][C]0.122917[/C][C]0.9521[/C][C]0.172429[/C][/ROW]
[ROW][C]32[/C][C]-0.065446[/C][C]-0.5069[/C][C]0.307026[/C][/ROW]
[ROW][C]33[/C][C]-0.092586[/C][C]-0.7172[/C][C]0.238026[/C][/ROW]
[ROW][C]34[/C][C]-0.001446[/C][C]-0.0112[/C][C]0.495551[/C][/ROW]
[ROW][C]35[/C][C]0.025809[/C][C]0.1999[/C][C]0.42111[/C][/ROW]
[ROW][C]36[/C][C]0.018969[/C][C]0.1469[/C][C]0.441838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63074&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63074&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
1-0.16226-1.25690.106837
2-0.12929-1.00150.16031
30.0375280.29070.386146
40.0146350.11340.455062
5-0.058316-0.45170.326553
60.0363670.28170.389571
7-0.02042-0.15820.437426
80.0435150.33710.368623
9-0.055343-0.42870.334843
10-0.03872-0.29990.382636
110.1459141.13020.131436
12-0.016469-0.12760.449458
13-0.026922-0.20850.417759
14-0.226149-1.75170.042464
150.0860260.66640.25387
160.1122470.86950.19403
17-0.10997-0.85180.198849
180.0331290.25660.399175
190.0495740.3840.351168
200.055330.42860.33488
21-0.308383-2.38870.010035
22-0.034562-0.26770.394918
230.0645640.50010.309415
24-0.033549-0.25990.397928
25-0.119837-0.92830.178498
260.1942581.50470.068822
27-0.017639-0.13660.445889
28-0.005584-0.04330.482821
29-0.113014-0.87540.192423
30-0.004604-0.03570.485834
310.1229170.95210.172429
32-0.065446-0.50690.307026
33-0.092586-0.71720.238026
34-0.001446-0.01120.495551
350.0258090.19990.42111
360.0189690.14690.441838







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.16226-1.25690.106837
2-0.159826-1.2380.110268
3-0.013424-0.1040.458764
4-0.001466-0.01140.495487
5-0.054223-0.420.337989
60.0192160.14880.441088
7-0.027304-0.21150.41661
80.0464910.36010.360013
9-0.04797-0.37160.355761
10-0.05012-0.38820.34961
110.1249650.9680.168471
120.0183450.14210.44374
130.0199870.15480.438743
14-0.257379-1.99370.025371
15-0.001207-0.00930.496287
160.0882280.68340.24849
17-0.070428-0.54550.293705
180.0382420.29620.384043
19-0.010919-0.08460.466438
200.132611.02720.154226
21-0.322159-2.49540.007674
22-0.16571-1.28360.102111
23-0.057709-0.4470.328237
24-0.066645-0.51620.303795
25-0.049056-0.380.352647
260.0959970.74360.230013
270.0323030.25020.401637
28-0.021909-0.16970.432906
29-0.153908-1.19220.118944
30-0.060257-0.46680.321184
310.0263020.20370.419626
320.0562570.43580.332286
33-0.03986-0.30880.37929
34-0.082658-0.64030.262219
35-0.163782-1.26870.104733
36-0.044827-0.34720.364816

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.16226 & -1.2569 & 0.106837 \tabularnewline
2 & -0.159826 & -1.238 & 0.110268 \tabularnewline
3 & -0.013424 & -0.104 & 0.458764 \tabularnewline
4 & -0.001466 & -0.0114 & 0.495487 \tabularnewline
5 & -0.054223 & -0.42 & 0.337989 \tabularnewline
6 & 0.019216 & 0.1488 & 0.441088 \tabularnewline
7 & -0.027304 & -0.2115 & 0.41661 \tabularnewline
8 & 0.046491 & 0.3601 & 0.360013 \tabularnewline
9 & -0.04797 & -0.3716 & 0.355761 \tabularnewline
10 & -0.05012 & -0.3882 & 0.34961 \tabularnewline
11 & 0.124965 & 0.968 & 0.168471 \tabularnewline
12 & 0.018345 & 0.1421 & 0.44374 \tabularnewline
13 & 0.019987 & 0.1548 & 0.438743 \tabularnewline
14 & -0.257379 & -1.9937 & 0.025371 \tabularnewline
15 & -0.001207 & -0.0093 & 0.496287 \tabularnewline
16 & 0.088228 & 0.6834 & 0.24849 \tabularnewline
17 & -0.070428 & -0.5455 & 0.293705 \tabularnewline
18 & 0.038242 & 0.2962 & 0.384043 \tabularnewline
19 & -0.010919 & -0.0846 & 0.466438 \tabularnewline
20 & 0.13261 & 1.0272 & 0.154226 \tabularnewline
21 & -0.322159 & -2.4954 & 0.007674 \tabularnewline
22 & -0.16571 & -1.2836 & 0.102111 \tabularnewline
23 & -0.057709 & -0.447 & 0.328237 \tabularnewline
24 & -0.066645 & -0.5162 & 0.303795 \tabularnewline
25 & -0.049056 & -0.38 & 0.352647 \tabularnewline
26 & 0.095997 & 0.7436 & 0.230013 \tabularnewline
27 & 0.032303 & 0.2502 & 0.401637 \tabularnewline
28 & -0.021909 & -0.1697 & 0.432906 \tabularnewline
29 & -0.153908 & -1.1922 & 0.118944 \tabularnewline
30 & -0.060257 & -0.4668 & 0.321184 \tabularnewline
31 & 0.026302 & 0.2037 & 0.419626 \tabularnewline
32 & 0.056257 & 0.4358 & 0.332286 \tabularnewline
33 & -0.03986 & -0.3088 & 0.37929 \tabularnewline
34 & -0.082658 & -0.6403 & 0.262219 \tabularnewline
35 & -0.163782 & -1.2687 & 0.104733 \tabularnewline
36 & -0.044827 & -0.3472 & 0.364816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63074&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]-0.16226[/C][C]-1.2569[/C][C]0.106837[/C][/ROW]
[ROW][C]2[/C][C]-0.159826[/C][C]-1.238[/C][C]0.110268[/C][/ROW]
[ROW][C]3[/C][C]-0.013424[/C][C]-0.104[/C][C]0.458764[/C][/ROW]
[ROW][C]4[/C][C]-0.001466[/C][C]-0.0114[/C][C]0.495487[/C][/ROW]
[ROW][C]5[/C][C]-0.054223[/C][C]-0.42[/C][C]0.337989[/C][/ROW]
[ROW][C]6[/C][C]0.019216[/C][C]0.1488[/C][C]0.441088[/C][/ROW]
[ROW][C]7[/C][C]-0.027304[/C][C]-0.2115[/C][C]0.41661[/C][/ROW]
[ROW][C]8[/C][C]0.046491[/C][C]0.3601[/C][C]0.360013[/C][/ROW]
[ROW][C]9[/C][C]-0.04797[/C][C]-0.3716[/C][C]0.355761[/C][/ROW]
[ROW][C]10[/C][C]-0.05012[/C][C]-0.3882[/C][C]0.34961[/C][/ROW]
[ROW][C]11[/C][C]0.124965[/C][C]0.968[/C][C]0.168471[/C][/ROW]
[ROW][C]12[/C][C]0.018345[/C][C]0.1421[/C][C]0.44374[/C][/ROW]
[ROW][C]13[/C][C]0.019987[/C][C]0.1548[/C][C]0.438743[/C][/ROW]
[ROW][C]14[/C][C]-0.257379[/C][C]-1.9937[/C][C]0.025371[/C][/ROW]
[ROW][C]15[/C][C]-0.001207[/C][C]-0.0093[/C][C]0.496287[/C][/ROW]
[ROW][C]16[/C][C]0.088228[/C][C]0.6834[/C][C]0.24849[/C][/ROW]
[ROW][C]17[/C][C]-0.070428[/C][C]-0.5455[/C][C]0.293705[/C][/ROW]
[ROW][C]18[/C][C]0.038242[/C][C]0.2962[/C][C]0.384043[/C][/ROW]
[ROW][C]19[/C][C]-0.010919[/C][C]-0.0846[/C][C]0.466438[/C][/ROW]
[ROW][C]20[/C][C]0.13261[/C][C]1.0272[/C][C]0.154226[/C][/ROW]
[ROW][C]21[/C][C]-0.322159[/C][C]-2.4954[/C][C]0.007674[/C][/ROW]
[ROW][C]22[/C][C]-0.16571[/C][C]-1.2836[/C][C]0.102111[/C][/ROW]
[ROW][C]23[/C][C]-0.057709[/C][C]-0.447[/C][C]0.328237[/C][/ROW]
[ROW][C]24[/C][C]-0.066645[/C][C]-0.5162[/C][C]0.303795[/C][/ROW]
[ROW][C]25[/C][C]-0.049056[/C][C]-0.38[/C][C]0.352647[/C][/ROW]
[ROW][C]26[/C][C]0.095997[/C][C]0.7436[/C][C]0.230013[/C][/ROW]
[ROW][C]27[/C][C]0.032303[/C][C]0.2502[/C][C]0.401637[/C][/ROW]
[ROW][C]28[/C][C]-0.021909[/C][C]-0.1697[/C][C]0.432906[/C][/ROW]
[ROW][C]29[/C][C]-0.153908[/C][C]-1.1922[/C][C]0.118944[/C][/ROW]
[ROW][C]30[/C][C]-0.060257[/C][C]-0.4668[/C][C]0.321184[/C][/ROW]
[ROW][C]31[/C][C]0.026302[/C][C]0.2037[/C][C]0.419626[/C][/ROW]
[ROW][C]32[/C][C]0.056257[/C][C]0.4358[/C][C]0.332286[/C][/ROW]
[ROW][C]33[/C][C]-0.03986[/C][C]-0.3088[/C][C]0.37929[/C][/ROW]
[ROW][C]34[/C][C]-0.082658[/C][C]-0.6403[/C][C]0.262219[/C][/ROW]
[ROW][C]35[/C][C]-0.163782[/C][C]-1.2687[/C][C]0.104733[/C][/ROW]
[ROW][C]36[/C][C]-0.044827[/C][C]-0.3472[/C][C]0.364816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63074&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63074&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
1-0.16226-1.25690.106837
2-0.159826-1.2380.110268
3-0.013424-0.1040.458764
4-0.001466-0.01140.495487
5-0.054223-0.420.337989
60.0192160.14880.441088
7-0.027304-0.21150.41661
80.0464910.36010.360013
9-0.04797-0.37160.355761
10-0.05012-0.38820.34961
110.1249650.9680.168471
120.0183450.14210.44374
130.0199870.15480.438743
14-0.257379-1.99370.025371
15-0.001207-0.00930.496287
160.0882280.68340.24849
17-0.070428-0.54550.293705
180.0382420.29620.384043
19-0.010919-0.08460.466438
200.132611.02720.154226
21-0.322159-2.49540.007674
22-0.16571-1.28360.102111
23-0.057709-0.4470.328237
24-0.066645-0.51620.303795
25-0.049056-0.380.352647
260.0959970.74360.230013
270.0323030.25020.401637
28-0.021909-0.16970.432906
29-0.153908-1.19220.118944
30-0.060257-0.46680.321184
310.0263020.20370.419626
320.0562570.43580.332286
33-0.03986-0.30880.37929
34-0.082658-0.64030.262219
35-0.163782-1.26870.104733
36-0.044827-0.34720.364816



Parameters (Session):
par1 = 36 ; par2 = 1.4 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1.4 ; 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')