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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, 10 Dec 2009 10:03:48 -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/10/t1260464722edpq8mfqsitunei.htm/, Retrieved Thu, 28 Mar 2024 08:21:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65599, Retrieved Thu, 28 Mar 2024 08:21:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact149
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [paper - autocorre...] [2009-12-10 11:41:58] [757146c69eaf0537be37c7b0c18216d8]
-    D    [(Partial) Autocorrelation Function] [paper autocorrela...] [2009-12-10 17:03:48] [4563e36d4b7005634fe3557528d9fcab] [Current]
-   PD      [(Partial) Autocorrelation Function] [autocorrelatie fu...] [2009-12-21 15:56:52] [12f02da0296cb21dc23d82ae014a8b71]
- R  D      [(Partial) Autocorrelation Function] [acf graan paper b...] [2009-12-24 16:31:41] [757146c69eaf0537be37c7b0c18216d8]
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Dataseries X:
108,2
108,8
110,2
109,5
109,5
116
111,2
112,1
114
119,1
114,1
115,1
115,4
110,8
116
119,2
126,5
127,8
131,3
140,3
137,3
143
134,5
139,9
159,3
170,4
175
175,8
180,9
180,3
169,6
172,3
184,8
177,7
184,6
211,4
215,3
215,9
244,7
259,3
289
310,9
321
315,1
333,2
314,1
284,7
273,9
216
196,4
190,9
206,4
196,3
199,5
198,9
214,4
214,2
187,6
180,6
172,2
187,2




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=65599&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=65599&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65599&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
10.9643027.53140
20.911467.11870
30.8455966.60430
40.7687046.00380
50.6873345.36821e-06
60.6107164.76986e-06
70.5380484.20234.4e-05
80.4744873.70590.000228
90.4245873.31610.00077
100.3729392.91270.0025
110.3257922.54450.006745
120.2776662.16860.017009
130.2305751.80080.038335
140.1841771.43850.077706
150.1418511.10790.136129
160.096040.75010.228039
170.0469510.36670.357556
18-0.000171-0.00130.49947
19-0.045411-0.35470.362029
20-0.088403-0.69040.246265
21-0.134224-1.04830.149312
22-0.175351-1.36950.087926
23-0.213163-1.66490.050535
24-0.24671-1.92690.029329
25-0.270614-2.11360.019325
26-0.288422-2.25260.013945
27-0.306712-2.39550.009841
28-0.324826-2.5370.006878
29-0.341427-2.66660.004898
30-0.354578-2.76930.003715
31-0.370004-2.88980.002666
32-0.38307-2.99190.001999
33-0.389984-3.04590.001712
34-0.395757-3.0910.001503
35-0.396521-3.09690.001477
36-0.39167-3.0590.001648

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964302 & 7.5314 & 0 \tabularnewline
2 & 0.91146 & 7.1187 & 0 \tabularnewline
3 & 0.845596 & 6.6043 & 0 \tabularnewline
4 & 0.768704 & 6.0038 & 0 \tabularnewline
5 & 0.687334 & 5.3682 & 1e-06 \tabularnewline
6 & 0.610716 & 4.7698 & 6e-06 \tabularnewline
7 & 0.538048 & 4.2023 & 4.4e-05 \tabularnewline
8 & 0.474487 & 3.7059 & 0.000228 \tabularnewline
9 & 0.424587 & 3.3161 & 0.00077 \tabularnewline
10 & 0.372939 & 2.9127 & 0.0025 \tabularnewline
11 & 0.325792 & 2.5445 & 0.006745 \tabularnewline
12 & 0.277666 & 2.1686 & 0.017009 \tabularnewline
13 & 0.230575 & 1.8008 & 0.038335 \tabularnewline
14 & 0.184177 & 1.4385 & 0.077706 \tabularnewline
15 & 0.141851 & 1.1079 & 0.136129 \tabularnewline
16 & 0.09604 & 0.7501 & 0.228039 \tabularnewline
17 & 0.046951 & 0.3667 & 0.357556 \tabularnewline
18 & -0.000171 & -0.0013 & 0.49947 \tabularnewline
19 & -0.045411 & -0.3547 & 0.362029 \tabularnewline
20 & -0.088403 & -0.6904 & 0.246265 \tabularnewline
21 & -0.134224 & -1.0483 & 0.149312 \tabularnewline
22 & -0.175351 & -1.3695 & 0.087926 \tabularnewline
23 & -0.213163 & -1.6649 & 0.050535 \tabularnewline
24 & -0.24671 & -1.9269 & 0.029329 \tabularnewline
25 & -0.270614 & -2.1136 & 0.019325 \tabularnewline
26 & -0.288422 & -2.2526 & 0.013945 \tabularnewline
27 & -0.306712 & -2.3955 & 0.009841 \tabularnewline
28 & -0.324826 & -2.537 & 0.006878 \tabularnewline
29 & -0.341427 & -2.6666 & 0.004898 \tabularnewline
30 & -0.354578 & -2.7693 & 0.003715 \tabularnewline
31 & -0.370004 & -2.8898 & 0.002666 \tabularnewline
32 & -0.38307 & -2.9919 & 0.001999 \tabularnewline
33 & -0.389984 & -3.0459 & 0.001712 \tabularnewline
34 & -0.395757 & -3.091 & 0.001503 \tabularnewline
35 & -0.396521 & -3.0969 & 0.001477 \tabularnewline
36 & -0.39167 & -3.059 & 0.001648 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65599&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]0.964302[/C][C]7.5314[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.91146[/C][C]7.1187[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.845596[/C][C]6.6043[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.768704[/C][C]6.0038[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.687334[/C][C]5.3682[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.610716[/C][C]4.7698[/C][C]6e-06[/C][/ROW]
[ROW][C]7[/C][C]0.538048[/C][C]4.2023[/C][C]4.4e-05[/C][/ROW]
[ROW][C]8[/C][C]0.474487[/C][C]3.7059[/C][C]0.000228[/C][/ROW]
[ROW][C]9[/C][C]0.424587[/C][C]3.3161[/C][C]0.00077[/C][/ROW]
[ROW][C]10[/C][C]0.372939[/C][C]2.9127[/C][C]0.0025[/C][/ROW]
[ROW][C]11[/C][C]0.325792[/C][C]2.5445[/C][C]0.006745[/C][/ROW]
[ROW][C]12[/C][C]0.277666[/C][C]2.1686[/C][C]0.017009[/C][/ROW]
[ROW][C]13[/C][C]0.230575[/C][C]1.8008[/C][C]0.038335[/C][/ROW]
[ROW][C]14[/C][C]0.184177[/C][C]1.4385[/C][C]0.077706[/C][/ROW]
[ROW][C]15[/C][C]0.141851[/C][C]1.1079[/C][C]0.136129[/C][/ROW]
[ROW][C]16[/C][C]0.09604[/C][C]0.7501[/C][C]0.228039[/C][/ROW]
[ROW][C]17[/C][C]0.046951[/C][C]0.3667[/C][C]0.357556[/C][/ROW]
[ROW][C]18[/C][C]-0.000171[/C][C]-0.0013[/C][C]0.49947[/C][/ROW]
[ROW][C]19[/C][C]-0.045411[/C][C]-0.3547[/C][C]0.362029[/C][/ROW]
[ROW][C]20[/C][C]-0.088403[/C][C]-0.6904[/C][C]0.246265[/C][/ROW]
[ROW][C]21[/C][C]-0.134224[/C][C]-1.0483[/C][C]0.149312[/C][/ROW]
[ROW][C]22[/C][C]-0.175351[/C][C]-1.3695[/C][C]0.087926[/C][/ROW]
[ROW][C]23[/C][C]-0.213163[/C][C]-1.6649[/C][C]0.050535[/C][/ROW]
[ROW][C]24[/C][C]-0.24671[/C][C]-1.9269[/C][C]0.029329[/C][/ROW]
[ROW][C]25[/C][C]-0.270614[/C][C]-2.1136[/C][C]0.019325[/C][/ROW]
[ROW][C]26[/C][C]-0.288422[/C][C]-2.2526[/C][C]0.013945[/C][/ROW]
[ROW][C]27[/C][C]-0.306712[/C][C]-2.3955[/C][C]0.009841[/C][/ROW]
[ROW][C]28[/C][C]-0.324826[/C][C]-2.537[/C][C]0.006878[/C][/ROW]
[ROW][C]29[/C][C]-0.341427[/C][C]-2.6666[/C][C]0.004898[/C][/ROW]
[ROW][C]30[/C][C]-0.354578[/C][C]-2.7693[/C][C]0.003715[/C][/ROW]
[ROW][C]31[/C][C]-0.370004[/C][C]-2.8898[/C][C]0.002666[/C][/ROW]
[ROW][C]32[/C][C]-0.38307[/C][C]-2.9919[/C][C]0.001999[/C][/ROW]
[ROW][C]33[/C][C]-0.389984[/C][C]-3.0459[/C][C]0.001712[/C][/ROW]
[ROW][C]34[/C][C]-0.395757[/C][C]-3.091[/C][C]0.001503[/C][/ROW]
[ROW][C]35[/C][C]-0.396521[/C][C]-3.0969[/C][C]0.001477[/C][/ROW]
[ROW][C]36[/C][C]-0.39167[/C][C]-3.059[/C][C]0.001648[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65599&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65599&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
10.9643027.53140
20.911467.11870
30.8455966.60430
40.7687046.00380
50.6873345.36821e-06
60.6107164.76986e-06
70.5380484.20234.4e-05
80.4744873.70590.000228
90.4245873.31610.00077
100.3729392.91270.0025
110.3257922.54450.006745
120.2776662.16860.017009
130.2305751.80080.038335
140.1841771.43850.077706
150.1418511.10790.136129
160.096040.75010.228039
170.0469510.36670.357556
18-0.000171-0.00130.49947
19-0.045411-0.35470.362029
20-0.088403-0.69040.246265
21-0.134224-1.04830.149312
22-0.175351-1.36950.087926
23-0.213163-1.66490.050535
24-0.24671-1.92690.029329
25-0.270614-2.11360.019325
26-0.288422-2.25260.013945
27-0.306712-2.39550.009841
28-0.324826-2.5370.006878
29-0.341427-2.66660.004898
30-0.354578-2.76930.003715
31-0.370004-2.88980.002666
32-0.38307-2.99190.001999
33-0.389984-3.04590.001712
34-0.395757-3.0910.001503
35-0.396521-3.09690.001477
36-0.39167-3.0590.001648







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9643027.53140
2-0.262675-2.05160.022256
3-0.166973-1.30410.09855
4-0.136792-1.06840.144779
5-0.040846-0.3190.375401
60.0733560.57290.284399
70.0018990.01480.494106
80.0585310.45710.324597
90.0937010.73180.233539
10-0.181486-1.41740.08072
11-0.00785-0.06130.475656
12-0.098642-0.77040.222012
130.0040530.03170.487426
140.0081150.06340.474834
150.0254070.19840.421683
16-0.094048-0.73450.232717
17-0.103979-0.81210.209944
18-0.032752-0.25580.399481
190.0103550.08090.467904
20-0.020463-0.15980.436774
21-0.098516-0.76940.222303
220.0244910.19130.424469
23-0.014417-0.11260.45536
24-0.044998-0.35140.363233
250.0821110.64130.261862
26-0.014677-0.11460.454556
27-0.103464-0.80810.211093
28-0.081974-0.64020.262207
29-0.047491-0.37090.355991
300.0708820.55360.290936
31-0.096633-0.75470.226658
320.0410810.32090.374708
330.0781150.61010.272032
34-0.113059-0.8830.190346
35-0.017004-0.13280.447392
360.0172420.13470.44666

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964302 & 7.5314 & 0 \tabularnewline
2 & -0.262675 & -2.0516 & 0.022256 \tabularnewline
3 & -0.166973 & -1.3041 & 0.09855 \tabularnewline
4 & -0.136792 & -1.0684 & 0.144779 \tabularnewline
5 & -0.040846 & -0.319 & 0.375401 \tabularnewline
6 & 0.073356 & 0.5729 & 0.284399 \tabularnewline
7 & 0.001899 & 0.0148 & 0.494106 \tabularnewline
8 & 0.058531 & 0.4571 & 0.324597 \tabularnewline
9 & 0.093701 & 0.7318 & 0.233539 \tabularnewline
10 & -0.181486 & -1.4174 & 0.08072 \tabularnewline
11 & -0.00785 & -0.0613 & 0.475656 \tabularnewline
12 & -0.098642 & -0.7704 & 0.222012 \tabularnewline
13 & 0.004053 & 0.0317 & 0.487426 \tabularnewline
14 & 0.008115 & 0.0634 & 0.474834 \tabularnewline
15 & 0.025407 & 0.1984 & 0.421683 \tabularnewline
16 & -0.094048 & -0.7345 & 0.232717 \tabularnewline
17 & -0.103979 & -0.8121 & 0.209944 \tabularnewline
18 & -0.032752 & -0.2558 & 0.399481 \tabularnewline
19 & 0.010355 & 0.0809 & 0.467904 \tabularnewline
20 & -0.020463 & -0.1598 & 0.436774 \tabularnewline
21 & -0.098516 & -0.7694 & 0.222303 \tabularnewline
22 & 0.024491 & 0.1913 & 0.424469 \tabularnewline
23 & -0.014417 & -0.1126 & 0.45536 \tabularnewline
24 & -0.044998 & -0.3514 & 0.363233 \tabularnewline
25 & 0.082111 & 0.6413 & 0.261862 \tabularnewline
26 & -0.014677 & -0.1146 & 0.454556 \tabularnewline
27 & -0.103464 & -0.8081 & 0.211093 \tabularnewline
28 & -0.081974 & -0.6402 & 0.262207 \tabularnewline
29 & -0.047491 & -0.3709 & 0.355991 \tabularnewline
30 & 0.070882 & 0.5536 & 0.290936 \tabularnewline
31 & -0.096633 & -0.7547 & 0.226658 \tabularnewline
32 & 0.041081 & 0.3209 & 0.374708 \tabularnewline
33 & 0.078115 & 0.6101 & 0.272032 \tabularnewline
34 & -0.113059 & -0.883 & 0.190346 \tabularnewline
35 & -0.017004 & -0.1328 & 0.447392 \tabularnewline
36 & 0.017242 & 0.1347 & 0.44666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65599&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]0.964302[/C][C]7.5314[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.262675[/C][C]-2.0516[/C][C]0.022256[/C][/ROW]
[ROW][C]3[/C][C]-0.166973[/C][C]-1.3041[/C][C]0.09855[/C][/ROW]
[ROW][C]4[/C][C]-0.136792[/C][C]-1.0684[/C][C]0.144779[/C][/ROW]
[ROW][C]5[/C][C]-0.040846[/C][C]-0.319[/C][C]0.375401[/C][/ROW]
[ROW][C]6[/C][C]0.073356[/C][C]0.5729[/C][C]0.284399[/C][/ROW]
[ROW][C]7[/C][C]0.001899[/C][C]0.0148[/C][C]0.494106[/C][/ROW]
[ROW][C]8[/C][C]0.058531[/C][C]0.4571[/C][C]0.324597[/C][/ROW]
[ROW][C]9[/C][C]0.093701[/C][C]0.7318[/C][C]0.233539[/C][/ROW]
[ROW][C]10[/C][C]-0.181486[/C][C]-1.4174[/C][C]0.08072[/C][/ROW]
[ROW][C]11[/C][C]-0.00785[/C][C]-0.0613[/C][C]0.475656[/C][/ROW]
[ROW][C]12[/C][C]-0.098642[/C][C]-0.7704[/C][C]0.222012[/C][/ROW]
[ROW][C]13[/C][C]0.004053[/C][C]0.0317[/C][C]0.487426[/C][/ROW]
[ROW][C]14[/C][C]0.008115[/C][C]0.0634[/C][C]0.474834[/C][/ROW]
[ROW][C]15[/C][C]0.025407[/C][C]0.1984[/C][C]0.421683[/C][/ROW]
[ROW][C]16[/C][C]-0.094048[/C][C]-0.7345[/C][C]0.232717[/C][/ROW]
[ROW][C]17[/C][C]-0.103979[/C][C]-0.8121[/C][C]0.209944[/C][/ROW]
[ROW][C]18[/C][C]-0.032752[/C][C]-0.2558[/C][C]0.399481[/C][/ROW]
[ROW][C]19[/C][C]0.010355[/C][C]0.0809[/C][C]0.467904[/C][/ROW]
[ROW][C]20[/C][C]-0.020463[/C][C]-0.1598[/C][C]0.436774[/C][/ROW]
[ROW][C]21[/C][C]-0.098516[/C][C]-0.7694[/C][C]0.222303[/C][/ROW]
[ROW][C]22[/C][C]0.024491[/C][C]0.1913[/C][C]0.424469[/C][/ROW]
[ROW][C]23[/C][C]-0.014417[/C][C]-0.1126[/C][C]0.45536[/C][/ROW]
[ROW][C]24[/C][C]-0.044998[/C][C]-0.3514[/C][C]0.363233[/C][/ROW]
[ROW][C]25[/C][C]0.082111[/C][C]0.6413[/C][C]0.261862[/C][/ROW]
[ROW][C]26[/C][C]-0.014677[/C][C]-0.1146[/C][C]0.454556[/C][/ROW]
[ROW][C]27[/C][C]-0.103464[/C][C]-0.8081[/C][C]0.211093[/C][/ROW]
[ROW][C]28[/C][C]-0.081974[/C][C]-0.6402[/C][C]0.262207[/C][/ROW]
[ROW][C]29[/C][C]-0.047491[/C][C]-0.3709[/C][C]0.355991[/C][/ROW]
[ROW][C]30[/C][C]0.070882[/C][C]0.5536[/C][C]0.290936[/C][/ROW]
[ROW][C]31[/C][C]-0.096633[/C][C]-0.7547[/C][C]0.226658[/C][/ROW]
[ROW][C]32[/C][C]0.041081[/C][C]0.3209[/C][C]0.374708[/C][/ROW]
[ROW][C]33[/C][C]0.078115[/C][C]0.6101[/C][C]0.272032[/C][/ROW]
[ROW][C]34[/C][C]-0.113059[/C][C]-0.883[/C][C]0.190346[/C][/ROW]
[ROW][C]35[/C][C]-0.017004[/C][C]-0.1328[/C][C]0.447392[/C][/ROW]
[ROW][C]36[/C][C]0.017242[/C][C]0.1347[/C][C]0.44666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65599&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65599&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
10.9643027.53140
2-0.262675-2.05160.022256
3-0.166973-1.30410.09855
4-0.136792-1.06840.144779
5-0.040846-0.3190.375401
60.0733560.57290.284399
70.0018990.01480.494106
80.0585310.45710.324597
90.0937010.73180.233539
10-0.181486-1.41740.08072
11-0.00785-0.06130.475656
12-0.098642-0.77040.222012
130.0040530.03170.487426
140.0081150.06340.474834
150.0254070.19840.421683
16-0.094048-0.73450.232717
17-0.103979-0.81210.209944
18-0.032752-0.25580.399481
190.0103550.08090.467904
20-0.020463-0.15980.436774
21-0.098516-0.76940.222303
220.0244910.19130.424469
23-0.014417-0.11260.45536
24-0.044998-0.35140.363233
250.0821110.64130.261862
26-0.014677-0.11460.454556
27-0.103464-0.80810.211093
28-0.081974-0.64020.262207
29-0.047491-0.37090.355991
300.0708820.55360.290936
31-0.096633-0.75470.226658
320.0410810.32090.374708
330.0781150.61010.272032
34-0.113059-0.8830.190346
35-0.017004-0.13280.447392
360.0172420.13470.44666



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