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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 computationMon, 21 Dec 2009 07:52:43 -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/21/t1261407420wyxq46d1xl0reun.htm/, Retrieved Sun, 05 May 2024 17:26:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70224, Retrieved Sun, 05 May 2024 17:26:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact90

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [ACF JDB (d=0, D=1)] [2009-12-21 14:52:43] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102.9
105.9
117.6
113.6
115.9
118.9
77.6
81.2
123.1
136.6
112.1
95.1
96.3
105.7
115.8
105.7
105.7
111.1
82.4
60
107.3
99.3
113.5
108.9
100.2
103.9
138.7
120.2
100.2
143.2
70.9
85.2
133
136.6
117.9
106.3
122.3
125.5
148.4
126.3
99.6
140.4
80.3
92.6
138.5
110.9
119.6
105
109
129.4
148.6
101.4
134.8
143.7
81.6
90.3
141.5
140.7
140.2
100.2
125.7
119.6
134.7
109
116.3
146.9
97.4
89.4
132.1
139.8
129
112.5
121.9
121.7
123.1
131.6
119.3
132.5
98.3
85.1
131.7
129.3
90.7
78.6
68.9
79.1
83.5
74.1
59.7
93.3
61.3
56.6
98.5

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=70224&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=70224&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70224&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
10.5656975.09131e-06
20.5426854.88423e-06
30.52714.74394e-06
40.4460584.01456.6e-05
50.423273.80940.000135
60.3289762.96080.002012
70.1514441.3630.088331
80.1489821.34080.09186
90.0958770.86290.195372
100.0779790.70180.242404
110.0179520.16160.436024
12-0.147388-1.32650.094203
13-0.005648-0.05080.479793
140.0164870.14840.441205
150.0065850.05930.476443
16-0.037975-0.34180.366704
17-0.038049-0.34240.366452
18-0.013657-0.12290.451241
190.0326220.29360.384907
200.0560170.50410.307763
210.0415850.37430.354592
22-0.056707-0.51040.305592
230.0867310.78060.218662
240.0121180.10910.456711
25-0.031175-0.28060.389875
260.0170380.15330.439254
27-0.054662-0.4920.31204
28-0.052969-0.47670.317421
29-0.025912-0.23320.408095
30-0.118333-1.0650.145021
31-0.108436-0.97590.166004
32-0.112519-1.01270.157117
33-0.089838-0.80850.210574
34-0.002688-0.02420.49038
35-0.09717-0.87450.192209
36-0.069368-0.62430.267089

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.565697 & 5.0913 & 1e-06 \tabularnewline
2 & 0.542685 & 4.8842 & 3e-06 \tabularnewline
3 & 0.5271 & 4.7439 & 4e-06 \tabularnewline
4 & 0.446058 & 4.0145 & 6.6e-05 \tabularnewline
5 & 0.42327 & 3.8094 & 0.000135 \tabularnewline
6 & 0.328976 & 2.9608 & 0.002012 \tabularnewline
7 & 0.151444 & 1.363 & 0.088331 \tabularnewline
8 & 0.148982 & 1.3408 & 0.09186 \tabularnewline
9 & 0.095877 & 0.8629 & 0.195372 \tabularnewline
10 & 0.077979 & 0.7018 & 0.242404 \tabularnewline
11 & 0.017952 & 0.1616 & 0.436024 \tabularnewline
12 & -0.147388 & -1.3265 & 0.094203 \tabularnewline
13 & -0.005648 & -0.0508 & 0.479793 \tabularnewline
14 & 0.016487 & 0.1484 & 0.441205 \tabularnewline
15 & 0.006585 & 0.0593 & 0.476443 \tabularnewline
16 & -0.037975 & -0.3418 & 0.366704 \tabularnewline
17 & -0.038049 & -0.3424 & 0.366452 \tabularnewline
18 & -0.013657 & -0.1229 & 0.451241 \tabularnewline
19 & 0.032622 & 0.2936 & 0.384907 \tabularnewline
20 & 0.056017 & 0.5041 & 0.307763 \tabularnewline
21 & 0.041585 & 0.3743 & 0.354592 \tabularnewline
22 & -0.056707 & -0.5104 & 0.305592 \tabularnewline
23 & 0.086731 & 0.7806 & 0.218662 \tabularnewline
24 & 0.012118 & 0.1091 & 0.456711 \tabularnewline
25 & -0.031175 & -0.2806 & 0.389875 \tabularnewline
26 & 0.017038 & 0.1533 & 0.439254 \tabularnewline
27 & -0.054662 & -0.492 & 0.31204 \tabularnewline
28 & -0.052969 & -0.4767 & 0.317421 \tabularnewline
29 & -0.025912 & -0.2332 & 0.408095 \tabularnewline
30 & -0.118333 & -1.065 & 0.145021 \tabularnewline
31 & -0.108436 & -0.9759 & 0.166004 \tabularnewline
32 & -0.112519 & -1.0127 & 0.157117 \tabularnewline
33 & -0.089838 & -0.8085 & 0.210574 \tabularnewline
34 & -0.002688 & -0.0242 & 0.49038 \tabularnewline
35 & -0.09717 & -0.8745 & 0.192209 \tabularnewline
36 & -0.069368 & -0.6243 & 0.267089 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70224&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]0.565697[/C][C]5.0913[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.542685[/C][C]4.8842[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.5271[/C][C]4.7439[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.446058[/C][C]4.0145[/C][C]6.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.42327[/C][C]3.8094[/C][C]0.000135[/C][/ROW]
[ROW][C]6[/C][C]0.328976[/C][C]2.9608[/C][C]0.002012[/C][/ROW]
[ROW][C]7[/C][C]0.151444[/C][C]1.363[/C][C]0.088331[/C][/ROW]
[ROW][C]8[/C][C]0.148982[/C][C]1.3408[/C][C]0.09186[/C][/ROW]
[ROW][C]9[/C][C]0.095877[/C][C]0.8629[/C][C]0.195372[/C][/ROW]
[ROW][C]10[/C][C]0.077979[/C][C]0.7018[/C][C]0.242404[/C][/ROW]
[ROW][C]11[/C][C]0.017952[/C][C]0.1616[/C][C]0.436024[/C][/ROW]
[ROW][C]12[/C][C]-0.147388[/C][C]-1.3265[/C][C]0.094203[/C][/ROW]
[ROW][C]13[/C][C]-0.005648[/C][C]-0.0508[/C][C]0.479793[/C][/ROW]
[ROW][C]14[/C][C]0.016487[/C][C]0.1484[/C][C]0.441205[/C][/ROW]
[ROW][C]15[/C][C]0.006585[/C][C]0.0593[/C][C]0.476443[/C][/ROW]
[ROW][C]16[/C][C]-0.037975[/C][C]-0.3418[/C][C]0.366704[/C][/ROW]
[ROW][C]17[/C][C]-0.038049[/C][C]-0.3424[/C][C]0.366452[/C][/ROW]
[ROW][C]18[/C][C]-0.013657[/C][C]-0.1229[/C][C]0.451241[/C][/ROW]
[ROW][C]19[/C][C]0.032622[/C][C]0.2936[/C][C]0.384907[/C][/ROW]
[ROW][C]20[/C][C]0.056017[/C][C]0.5041[/C][C]0.307763[/C][/ROW]
[ROW][C]21[/C][C]0.041585[/C][C]0.3743[/C][C]0.354592[/C][/ROW]
[ROW][C]22[/C][C]-0.056707[/C][C]-0.5104[/C][C]0.305592[/C][/ROW]
[ROW][C]23[/C][C]0.086731[/C][C]0.7806[/C][C]0.218662[/C][/ROW]
[ROW][C]24[/C][C]0.012118[/C][C]0.1091[/C][C]0.456711[/C][/ROW]
[ROW][C]25[/C][C]-0.031175[/C][C]-0.2806[/C][C]0.389875[/C][/ROW]
[ROW][C]26[/C][C]0.017038[/C][C]0.1533[/C][C]0.439254[/C][/ROW]
[ROW][C]27[/C][C]-0.054662[/C][C]-0.492[/C][C]0.31204[/C][/ROW]
[ROW][C]28[/C][C]-0.052969[/C][C]-0.4767[/C][C]0.317421[/C][/ROW]
[ROW][C]29[/C][C]-0.025912[/C][C]-0.2332[/C][C]0.408095[/C][/ROW]
[ROW][C]30[/C][C]-0.118333[/C][C]-1.065[/C][C]0.145021[/C][/ROW]
[ROW][C]31[/C][C]-0.108436[/C][C]-0.9759[/C][C]0.166004[/C][/ROW]
[ROW][C]32[/C][C]-0.112519[/C][C]-1.0127[/C][C]0.157117[/C][/ROW]
[ROW][C]33[/C][C]-0.089838[/C][C]-0.8085[/C][C]0.210574[/C][/ROW]
[ROW][C]34[/C][C]-0.002688[/C][C]-0.0242[/C][C]0.49038[/C][/ROW]
[ROW][C]35[/C][C]-0.09717[/C][C]-0.8745[/C][C]0.192209[/C][/ROW]
[ROW][C]36[/C][C]-0.069368[/C][C]-0.6243[/C][C]0.267089[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70224&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70224&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
10.5656975.09131e-06
20.5426854.88423e-06
30.52714.74394e-06
40.4460584.01456.6e-05
50.423273.80940.000135
60.3289762.96080.002012
70.1514441.3630.088331
80.1489821.34080.09186
90.0958770.86290.195372
100.0779790.70180.242404
110.0179520.16160.436024
12-0.147388-1.32650.094203
13-0.005648-0.05080.479793
140.0164870.14840.441205
150.0065850.05930.476443
16-0.037975-0.34180.366704
17-0.038049-0.34240.366452
18-0.013657-0.12290.451241
190.0326220.29360.384907
200.0560170.50410.307763
210.0415850.37430.354592
22-0.056707-0.51040.305592
230.0867310.78060.218662
240.0121180.10910.456711
25-0.031175-0.28060.389875
260.0170380.15330.439254
27-0.054662-0.4920.31204
28-0.052969-0.47670.317421
29-0.025912-0.23320.408095
30-0.118333-1.0650.145021
31-0.108436-0.97590.166004
32-0.112519-1.01270.157117
33-0.089838-0.80850.210574
34-0.002688-0.02420.49038
35-0.09717-0.87450.192209
36-0.069368-0.62430.267089






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5656975.09131e-06
20.3274652.94720.002094
30.223022.00720.024033
40.0454010.40860.341952
50.0511440.46030.323267
6-0.076088-0.68480.247714
7-0.276225-2.4860.007487
8-0.064835-0.58350.280584
9-0.011692-0.10520.458227
100.0834350.75090.227441
110.006840.06160.475531
12-0.219204-1.97280.025963
130.1999921.79990.037797
140.1615241.45370.074944
150.0873290.7860.217092
16-0.122592-1.10330.136575
17-0.038412-0.34570.365231
18-0.00752-0.06770.473103
19-0.063786-0.57410.283755
200.0760510.68450.247818
210.0550620.49560.310775
22-0.14329-1.28960.100428
230.1352251.2170.113565
24-0.177733-1.59960.056791
25-0.039446-0.3550.36175
260.1366881.23020.111094
27-0.008272-0.07450.470418
28-0.09645-0.86810.193966
29-0.051797-0.46620.321173
30-0.050183-0.45160.326367
31-0.013111-0.1180.453181
320.0577630.51990.302288
330.1323591.19120.118521
340.0722850.65060.258584
35-0.017072-0.15360.439135
36-0.121571-1.09410.138568

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.565697 & 5.0913 & 1e-06 \tabularnewline
2 & 0.327465 & 2.9472 & 0.002094 \tabularnewline
3 & 0.22302 & 2.0072 & 0.024033 \tabularnewline
4 & 0.045401 & 0.4086 & 0.341952 \tabularnewline
5 & 0.051144 & 0.4603 & 0.323267 \tabularnewline
6 & -0.076088 & -0.6848 & 0.247714 \tabularnewline
7 & -0.276225 & -2.486 & 0.007487 \tabularnewline
8 & -0.064835 & -0.5835 & 0.280584 \tabularnewline
9 & -0.011692 & -0.1052 & 0.458227 \tabularnewline
10 & 0.083435 & 0.7509 & 0.227441 \tabularnewline
11 & 0.00684 & 0.0616 & 0.475531 \tabularnewline
12 & -0.219204 & -1.9728 & 0.025963 \tabularnewline
13 & 0.199992 & 1.7999 & 0.037797 \tabularnewline
14 & 0.161524 & 1.4537 & 0.074944 \tabularnewline
15 & 0.087329 & 0.786 & 0.217092 \tabularnewline
16 & -0.122592 & -1.1033 & 0.136575 \tabularnewline
17 & -0.038412 & -0.3457 & 0.365231 \tabularnewline
18 & -0.00752 & -0.0677 & 0.473103 \tabularnewline
19 & -0.063786 & -0.5741 & 0.283755 \tabularnewline
20 & 0.076051 & 0.6845 & 0.247818 \tabularnewline
21 & 0.055062 & 0.4956 & 0.310775 \tabularnewline
22 & -0.14329 & -1.2896 & 0.100428 \tabularnewline
23 & 0.135225 & 1.217 & 0.113565 \tabularnewline
24 & -0.177733 & -1.5996 & 0.056791 \tabularnewline
25 & -0.039446 & -0.355 & 0.36175 \tabularnewline
26 & 0.136688 & 1.2302 & 0.111094 \tabularnewline
27 & -0.008272 & -0.0745 & 0.470418 \tabularnewline
28 & -0.09645 & -0.8681 & 0.193966 \tabularnewline
29 & -0.051797 & -0.4662 & 0.321173 \tabularnewline
30 & -0.050183 & -0.4516 & 0.326367 \tabularnewline
31 & -0.013111 & -0.118 & 0.453181 \tabularnewline
32 & 0.057763 & 0.5199 & 0.302288 \tabularnewline
33 & 0.132359 & 1.1912 & 0.118521 \tabularnewline
34 & 0.072285 & 0.6506 & 0.258584 \tabularnewline
35 & -0.017072 & -0.1536 & 0.439135 \tabularnewline
36 & -0.121571 & -1.0941 & 0.138568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70224&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]0.565697[/C][C]5.0913[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.327465[/C][C]2.9472[/C][C]0.002094[/C][/ROW]
[ROW][C]3[/C][C]0.22302[/C][C]2.0072[/C][C]0.024033[/C][/ROW]
[ROW][C]4[/C][C]0.045401[/C][C]0.4086[/C][C]0.341952[/C][/ROW]
[ROW][C]5[/C][C]0.051144[/C][C]0.4603[/C][C]0.323267[/C][/ROW]
[ROW][C]6[/C][C]-0.076088[/C][C]-0.6848[/C][C]0.247714[/C][/ROW]
[ROW][C]7[/C][C]-0.276225[/C][C]-2.486[/C][C]0.007487[/C][/ROW]
[ROW][C]8[/C][C]-0.064835[/C][C]-0.5835[/C][C]0.280584[/C][/ROW]
[ROW][C]9[/C][C]-0.011692[/C][C]-0.1052[/C][C]0.458227[/C][/ROW]
[ROW][C]10[/C][C]0.083435[/C][C]0.7509[/C][C]0.227441[/C][/ROW]
[ROW][C]11[/C][C]0.00684[/C][C]0.0616[/C][C]0.475531[/C][/ROW]
[ROW][C]12[/C][C]-0.219204[/C][C]-1.9728[/C][C]0.025963[/C][/ROW]
[ROW][C]13[/C][C]0.199992[/C][C]1.7999[/C][C]0.037797[/C][/ROW]
[ROW][C]14[/C][C]0.161524[/C][C]1.4537[/C][C]0.074944[/C][/ROW]
[ROW][C]15[/C][C]0.087329[/C][C]0.786[/C][C]0.217092[/C][/ROW]
[ROW][C]16[/C][C]-0.122592[/C][C]-1.1033[/C][C]0.136575[/C][/ROW]
[ROW][C]17[/C][C]-0.038412[/C][C]-0.3457[/C][C]0.365231[/C][/ROW]
[ROW][C]18[/C][C]-0.00752[/C][C]-0.0677[/C][C]0.473103[/C][/ROW]
[ROW][C]19[/C][C]-0.063786[/C][C]-0.5741[/C][C]0.283755[/C][/ROW]
[ROW][C]20[/C][C]0.076051[/C][C]0.6845[/C][C]0.247818[/C][/ROW]
[ROW][C]21[/C][C]0.055062[/C][C]0.4956[/C][C]0.310775[/C][/ROW]
[ROW][C]22[/C][C]-0.14329[/C][C]-1.2896[/C][C]0.100428[/C][/ROW]
[ROW][C]23[/C][C]0.135225[/C][C]1.217[/C][C]0.113565[/C][/ROW]
[ROW][C]24[/C][C]-0.177733[/C][C]-1.5996[/C][C]0.056791[/C][/ROW]
[ROW][C]25[/C][C]-0.039446[/C][C]-0.355[/C][C]0.36175[/C][/ROW]
[ROW][C]26[/C][C]0.136688[/C][C]1.2302[/C][C]0.111094[/C][/ROW]
[ROW][C]27[/C][C]-0.008272[/C][C]-0.0745[/C][C]0.470418[/C][/ROW]
[ROW][C]28[/C][C]-0.09645[/C][C]-0.8681[/C][C]0.193966[/C][/ROW]
[ROW][C]29[/C][C]-0.051797[/C][C]-0.4662[/C][C]0.321173[/C][/ROW]
[ROW][C]30[/C][C]-0.050183[/C][C]-0.4516[/C][C]0.326367[/C][/ROW]
[ROW][C]31[/C][C]-0.013111[/C][C]-0.118[/C][C]0.453181[/C][/ROW]
[ROW][C]32[/C][C]0.057763[/C][C]0.5199[/C][C]0.302288[/C][/ROW]
[ROW][C]33[/C][C]0.132359[/C][C]1.1912[/C][C]0.118521[/C][/ROW]
[ROW][C]34[/C][C]0.072285[/C][C]0.6506[/C][C]0.258584[/C][/ROW]
[ROW][C]35[/C][C]-0.017072[/C][C]-0.1536[/C][C]0.439135[/C][/ROW]
[ROW][C]36[/C][C]-0.121571[/C][C]-1.0941[/C][C]0.138568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70224&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70224&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
10.5656975.09131e-06
20.3274652.94720.002094
30.223022.00720.024033
40.0454010.40860.341952
50.0511440.46030.323267
6-0.076088-0.68480.247714
7-0.276225-2.4860.007487
8-0.064835-0.58350.280584
9-0.011692-0.10520.458227
100.0834350.75090.227441
110.006840.06160.475531
12-0.219204-1.97280.025963
130.1999921.79990.037797
140.1615241.45370.074944
150.0873290.7860.217092
16-0.122592-1.10330.136575
17-0.038412-0.34570.365231
18-0.00752-0.06770.473103
19-0.063786-0.57410.283755
200.0760510.68450.247818
210.0550620.49560.310775
22-0.14329-1.28960.100428
230.1352251.2170.113565
24-0.177733-1.59960.056791
25-0.039446-0.3550.36175
260.1366881.23020.111094
27-0.008272-0.07450.470418
28-0.09645-0.86810.193966
29-0.051797-0.46620.321173
30-0.050183-0.45160.326367
31-0.013111-0.1180.453181
320.0577630.51990.302288
330.1323591.19120.118521
340.0722850.65060.258584
35-0.017072-0.15360.439135
36-0.121571-1.09410.138568


Figures (Output of Computation)

Input Parameters & R Code

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