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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 07:58:16 -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/t1261407895j1cy59h9c4y4feq.htm/, Retrieved Sun, 05 May 2024 11:27:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70234, Retrieved Sun, 05 May 2024 11:27:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact93

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=1, D=1)] [2009-12-21 14:58:16] [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 time4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70234&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]4 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=70234&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70234&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.482689-4.31732.2e-05
2-0.017914-0.16020.436554
30.0744850.66620.253595
4-0.090387-0.80840.210617
50.0865190.77380.220651
60.1172911.04910.148649
7-0.213169-1.90660.030079
80.04960.44360.329252
9-0.024419-0.21840.413834
100.0484540.43340.33295
110.1536221.3740.086633
12-0.354903-3.17430.001066
130.1373051.22810.111507
140.0450990.40340.343875
150.0245630.21970.413335
16-0.036966-0.33060.370891
17-0.00613-0.05480.478206
18-0.064299-0.57510.283415
190.0438330.39210.348031
200.038540.34470.365608
210.1162961.04020.150695
22-0.31344-2.80350.003171
230.2682172.3990.009383
24-0.043957-0.39320.347621
25-0.100341-0.89750.18608
260.1579051.41230.080864
27-0.100157-0.89580.186516
28-0.052819-0.47240.318953
290.1677451.50040.068729
30-0.142257-1.27240.103461
310.0202090.18080.428508
32-0.005224-0.04670.481426
33-0.100725-0.90090.185169
340.2434322.17730.016202
35-0.135772-1.21440.114088
36-0.049887-0.44620.32833

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.482689 & -4.3173 & 2.2e-05 \tabularnewline
2 & -0.017914 & -0.1602 & 0.436554 \tabularnewline
3 & 0.074485 & 0.6662 & 0.253595 \tabularnewline
4 & -0.090387 & -0.8084 & 0.210617 \tabularnewline
5 & 0.086519 & 0.7738 & 0.220651 \tabularnewline
6 & 0.117291 & 1.0491 & 0.148649 \tabularnewline
7 & -0.213169 & -1.9066 & 0.030079 \tabularnewline
8 & 0.0496 & 0.4436 & 0.329252 \tabularnewline
9 & -0.024419 & -0.2184 & 0.413834 \tabularnewline
10 & 0.048454 & 0.4334 & 0.33295 \tabularnewline
11 & 0.153622 & 1.374 & 0.086633 \tabularnewline
12 & -0.354903 & -3.1743 & 0.001066 \tabularnewline
13 & 0.137305 & 1.2281 & 0.111507 \tabularnewline
14 & 0.045099 & 0.4034 & 0.343875 \tabularnewline
15 & 0.024563 & 0.2197 & 0.413335 \tabularnewline
16 & -0.036966 & -0.3306 & 0.370891 \tabularnewline
17 & -0.00613 & -0.0548 & 0.478206 \tabularnewline
18 & -0.064299 & -0.5751 & 0.283415 \tabularnewline
19 & 0.043833 & 0.3921 & 0.348031 \tabularnewline
20 & 0.03854 & 0.3447 & 0.365608 \tabularnewline
21 & 0.116296 & 1.0402 & 0.150695 \tabularnewline
22 & -0.31344 & -2.8035 & 0.003171 \tabularnewline
23 & 0.268217 & 2.399 & 0.009383 \tabularnewline
24 & -0.043957 & -0.3932 & 0.347621 \tabularnewline
25 & -0.100341 & -0.8975 & 0.18608 \tabularnewline
26 & 0.157905 & 1.4123 & 0.080864 \tabularnewline
27 & -0.100157 & -0.8958 & 0.186516 \tabularnewline
28 & -0.052819 & -0.4724 & 0.318953 \tabularnewline
29 & 0.167745 & 1.5004 & 0.068729 \tabularnewline
30 & -0.142257 & -1.2724 & 0.103461 \tabularnewline
31 & 0.020209 & 0.1808 & 0.428508 \tabularnewline
32 & -0.005224 & -0.0467 & 0.481426 \tabularnewline
33 & -0.100725 & -0.9009 & 0.185169 \tabularnewline
34 & 0.243432 & 2.1773 & 0.016202 \tabularnewline
35 & -0.135772 & -1.2144 & 0.114088 \tabularnewline
36 & -0.049887 & -0.4462 & 0.32833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70234&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]-0.482689[/C][C]-4.3173[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.017914[/C][C]-0.1602[/C][C]0.436554[/C][/ROW]
[ROW][C]3[/C][C]0.074485[/C][C]0.6662[/C][C]0.253595[/C][/ROW]
[ROW][C]4[/C][C]-0.090387[/C][C]-0.8084[/C][C]0.210617[/C][/ROW]
[ROW][C]5[/C][C]0.086519[/C][C]0.7738[/C][C]0.220651[/C][/ROW]
[ROW][C]6[/C][C]0.117291[/C][C]1.0491[/C][C]0.148649[/C][/ROW]
[ROW][C]7[/C][C]-0.213169[/C][C]-1.9066[/C][C]0.030079[/C][/ROW]
[ROW][C]8[/C][C]0.0496[/C][C]0.4436[/C][C]0.329252[/C][/ROW]
[ROW][C]9[/C][C]-0.024419[/C][C]-0.2184[/C][C]0.413834[/C][/ROW]
[ROW][C]10[/C][C]0.048454[/C][C]0.4334[/C][C]0.33295[/C][/ROW]
[ROW][C]11[/C][C]0.153622[/C][C]1.374[/C][C]0.086633[/C][/ROW]
[ROW][C]12[/C][C]-0.354903[/C][C]-3.1743[/C][C]0.001066[/C][/ROW]
[ROW][C]13[/C][C]0.137305[/C][C]1.2281[/C][C]0.111507[/C][/ROW]
[ROW][C]14[/C][C]0.045099[/C][C]0.4034[/C][C]0.343875[/C][/ROW]
[ROW][C]15[/C][C]0.024563[/C][C]0.2197[/C][C]0.413335[/C][/ROW]
[ROW][C]16[/C][C]-0.036966[/C][C]-0.3306[/C][C]0.370891[/C][/ROW]
[ROW][C]17[/C][C]-0.00613[/C][C]-0.0548[/C][C]0.478206[/C][/ROW]
[ROW][C]18[/C][C]-0.064299[/C][C]-0.5751[/C][C]0.283415[/C][/ROW]
[ROW][C]19[/C][C]0.043833[/C][C]0.3921[/C][C]0.348031[/C][/ROW]
[ROW][C]20[/C][C]0.03854[/C][C]0.3447[/C][C]0.365608[/C][/ROW]
[ROW][C]21[/C][C]0.116296[/C][C]1.0402[/C][C]0.150695[/C][/ROW]
[ROW][C]22[/C][C]-0.31344[/C][C]-2.8035[/C][C]0.003171[/C][/ROW]
[ROW][C]23[/C][C]0.268217[/C][C]2.399[/C][C]0.009383[/C][/ROW]
[ROW][C]24[/C][C]-0.043957[/C][C]-0.3932[/C][C]0.347621[/C][/ROW]
[ROW][C]25[/C][C]-0.100341[/C][C]-0.8975[/C][C]0.18608[/C][/ROW]
[ROW][C]26[/C][C]0.157905[/C][C]1.4123[/C][C]0.080864[/C][/ROW]
[ROW][C]27[/C][C]-0.100157[/C][C]-0.8958[/C][C]0.186516[/C][/ROW]
[ROW][C]28[/C][C]-0.052819[/C][C]-0.4724[/C][C]0.318953[/C][/ROW]
[ROW][C]29[/C][C]0.167745[/C][C]1.5004[/C][C]0.068729[/C][/ROW]
[ROW][C]30[/C][C]-0.142257[/C][C]-1.2724[/C][C]0.103461[/C][/ROW]
[ROW][C]31[/C][C]0.020209[/C][C]0.1808[/C][C]0.428508[/C][/ROW]
[ROW][C]32[/C][C]-0.005224[/C][C]-0.0467[/C][C]0.481426[/C][/ROW]
[ROW][C]33[/C][C]-0.100725[/C][C]-0.9009[/C][C]0.185169[/C][/ROW]
[ROW][C]34[/C][C]0.243432[/C][C]2.1773[/C][C]0.016202[/C][/ROW]
[ROW][C]35[/C][C]-0.135772[/C][C]-1.2144[/C][C]0.114088[/C][/ROW]
[ROW][C]36[/C][C]-0.049887[/C][C]-0.4462[/C][C]0.32833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70234&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70234&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
1-0.482689-4.31732.2e-05
2-0.017914-0.16020.436554
30.0744850.66620.253595
4-0.090387-0.80840.210617
50.0865190.77380.220651
60.1172911.04910.148649
7-0.213169-1.90660.030079
80.04960.44360.329252
9-0.024419-0.21840.413834
100.0484540.43340.33295
110.1536221.3740.086633
12-0.354903-3.17430.001066
130.1373051.22810.111507
140.0450990.40340.343875
150.0245630.21970.413335
16-0.036966-0.33060.370891
17-0.00613-0.05480.478206
18-0.064299-0.57510.283415
190.0438330.39210.348031
200.038540.34470.365608
210.1162961.04020.150695
22-0.31344-2.80350.003171
230.2682172.3990.009383
24-0.043957-0.39320.347621
25-0.100341-0.89750.18608
260.1579051.41230.080864
27-0.100157-0.89580.186516
28-0.052819-0.47240.318953
290.1677451.50040.068729
30-0.142257-1.27240.103461
310.0202090.18080.428508
32-0.005224-0.04670.481426
33-0.100725-0.90090.185169
340.2434322.17730.016202
35-0.135772-1.21440.114088
36-0.049887-0.44620.32833






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.482689-4.31732.2e-05
2-0.327117-2.92580.002235
3-0.138532-1.23910.109471
4-0.169122-1.51270.067152
5-0.042254-0.37790.353241
60.2009331.79720.038039
7-0.006814-0.0610.475775
8-0.071454-0.63910.262289
9-0.143839-1.28650.100983
10-0.054656-0.48890.31314
110.2012481.80.037814
12-0.219716-1.96520.026431
13-0.168378-1.5060.068001
14-0.083422-0.74610.228883
150.0823550.73660.23176
16-0.043319-0.38750.349725
17-0.041142-0.3680.356928
180.0318890.28520.388105
19-0.085204-0.76210.224124
20-0.09195-0.82240.206641
210.1564971.39970.082727
22-0.178856-1.59970.0568
230.1731591.54880.062691
240.0316680.28320.388859
25-0.127452-1.140.128851
260.0431980.38640.350124
270.0781550.6990.243278
28-0.007666-0.06860.472753
290.0418780.37460.354485
30-0.036568-0.32710.372234
31-0.09182-0.82130.206967
32-0.153659-1.37440.086583
33-0.046552-0.41640.339126
340.0208160.18620.426385
350.1459531.30540.097741
360.0470520.42080.337498

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.482689 & -4.3173 & 2.2e-05 \tabularnewline
2 & -0.327117 & -2.9258 & 0.002235 \tabularnewline
3 & -0.138532 & -1.2391 & 0.109471 \tabularnewline
4 & -0.169122 & -1.5127 & 0.067152 \tabularnewline
5 & -0.042254 & -0.3779 & 0.353241 \tabularnewline
6 & 0.200933 & 1.7972 & 0.038039 \tabularnewline
7 & -0.006814 & -0.061 & 0.475775 \tabularnewline
8 & -0.071454 & -0.6391 & 0.262289 \tabularnewline
9 & -0.143839 & -1.2865 & 0.100983 \tabularnewline
10 & -0.054656 & -0.4889 & 0.31314 \tabularnewline
11 & 0.201248 & 1.8 & 0.037814 \tabularnewline
12 & -0.219716 & -1.9652 & 0.026431 \tabularnewline
13 & -0.168378 & -1.506 & 0.068001 \tabularnewline
14 & -0.083422 & -0.7461 & 0.228883 \tabularnewline
15 & 0.082355 & 0.7366 & 0.23176 \tabularnewline
16 & -0.043319 & -0.3875 & 0.349725 \tabularnewline
17 & -0.041142 & -0.368 & 0.356928 \tabularnewline
18 & 0.031889 & 0.2852 & 0.388105 \tabularnewline
19 & -0.085204 & -0.7621 & 0.224124 \tabularnewline
20 & -0.09195 & -0.8224 & 0.206641 \tabularnewline
21 & 0.156497 & 1.3997 & 0.082727 \tabularnewline
22 & -0.178856 & -1.5997 & 0.0568 \tabularnewline
23 & 0.173159 & 1.5488 & 0.062691 \tabularnewline
24 & 0.031668 & 0.2832 & 0.388859 \tabularnewline
25 & -0.127452 & -1.14 & 0.128851 \tabularnewline
26 & 0.043198 & 0.3864 & 0.350124 \tabularnewline
27 & 0.078155 & 0.699 & 0.243278 \tabularnewline
28 & -0.007666 & -0.0686 & 0.472753 \tabularnewline
29 & 0.041878 & 0.3746 & 0.354485 \tabularnewline
30 & -0.036568 & -0.3271 & 0.372234 \tabularnewline
31 & -0.09182 & -0.8213 & 0.206967 \tabularnewline
32 & -0.153659 & -1.3744 & 0.086583 \tabularnewline
33 & -0.046552 & -0.4164 & 0.339126 \tabularnewline
34 & 0.020816 & 0.1862 & 0.426385 \tabularnewline
35 & 0.145953 & 1.3054 & 0.097741 \tabularnewline
36 & 0.047052 & 0.4208 & 0.337498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70234&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]-0.482689[/C][C]-4.3173[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.327117[/C][C]-2.9258[/C][C]0.002235[/C][/ROW]
[ROW][C]3[/C][C]-0.138532[/C][C]-1.2391[/C][C]0.109471[/C][/ROW]
[ROW][C]4[/C][C]-0.169122[/C][C]-1.5127[/C][C]0.067152[/C][/ROW]
[ROW][C]5[/C][C]-0.042254[/C][C]-0.3779[/C][C]0.353241[/C][/ROW]
[ROW][C]6[/C][C]0.200933[/C][C]1.7972[/C][C]0.038039[/C][/ROW]
[ROW][C]7[/C][C]-0.006814[/C][C]-0.061[/C][C]0.475775[/C][/ROW]
[ROW][C]8[/C][C]-0.071454[/C][C]-0.6391[/C][C]0.262289[/C][/ROW]
[ROW][C]9[/C][C]-0.143839[/C][C]-1.2865[/C][C]0.100983[/C][/ROW]
[ROW][C]10[/C][C]-0.054656[/C][C]-0.4889[/C][C]0.31314[/C][/ROW]
[ROW][C]11[/C][C]0.201248[/C][C]1.8[/C][C]0.037814[/C][/ROW]
[ROW][C]12[/C][C]-0.219716[/C][C]-1.9652[/C][C]0.026431[/C][/ROW]
[ROW][C]13[/C][C]-0.168378[/C][C]-1.506[/C][C]0.068001[/C][/ROW]
[ROW][C]14[/C][C]-0.083422[/C][C]-0.7461[/C][C]0.228883[/C][/ROW]
[ROW][C]15[/C][C]0.082355[/C][C]0.7366[/C][C]0.23176[/C][/ROW]
[ROW][C]16[/C][C]-0.043319[/C][C]-0.3875[/C][C]0.349725[/C][/ROW]
[ROW][C]17[/C][C]-0.041142[/C][C]-0.368[/C][C]0.356928[/C][/ROW]
[ROW][C]18[/C][C]0.031889[/C][C]0.2852[/C][C]0.388105[/C][/ROW]
[ROW][C]19[/C][C]-0.085204[/C][C]-0.7621[/C][C]0.224124[/C][/ROW]
[ROW][C]20[/C][C]-0.09195[/C][C]-0.8224[/C][C]0.206641[/C][/ROW]
[ROW][C]21[/C][C]0.156497[/C][C]1.3997[/C][C]0.082727[/C][/ROW]
[ROW][C]22[/C][C]-0.178856[/C][C]-1.5997[/C][C]0.0568[/C][/ROW]
[ROW][C]23[/C][C]0.173159[/C][C]1.5488[/C][C]0.062691[/C][/ROW]
[ROW][C]24[/C][C]0.031668[/C][C]0.2832[/C][C]0.388859[/C][/ROW]
[ROW][C]25[/C][C]-0.127452[/C][C]-1.14[/C][C]0.128851[/C][/ROW]
[ROW][C]26[/C][C]0.043198[/C][C]0.3864[/C][C]0.350124[/C][/ROW]
[ROW][C]27[/C][C]0.078155[/C][C]0.699[/C][C]0.243278[/C][/ROW]
[ROW][C]28[/C][C]-0.007666[/C][C]-0.0686[/C][C]0.472753[/C][/ROW]
[ROW][C]29[/C][C]0.041878[/C][C]0.3746[/C][C]0.354485[/C][/ROW]
[ROW][C]30[/C][C]-0.036568[/C][C]-0.3271[/C][C]0.372234[/C][/ROW]
[ROW][C]31[/C][C]-0.09182[/C][C]-0.8213[/C][C]0.206967[/C][/ROW]
[ROW][C]32[/C][C]-0.153659[/C][C]-1.3744[/C][C]0.086583[/C][/ROW]
[ROW][C]33[/C][C]-0.046552[/C][C]-0.4164[/C][C]0.339126[/C][/ROW]
[ROW][C]34[/C][C]0.020816[/C][C]0.1862[/C][C]0.426385[/C][/ROW]
[ROW][C]35[/C][C]0.145953[/C][C]1.3054[/C][C]0.097741[/C][/ROW]
[ROW][C]36[/C][C]0.047052[/C][C]0.4208[/C][C]0.337498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70234&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70234&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
1-0.482689-4.31732.2e-05
2-0.327117-2.92580.002235
3-0.138532-1.23910.109471
4-0.169122-1.51270.067152
5-0.042254-0.37790.353241
60.2009331.79720.038039
7-0.006814-0.0610.475775
8-0.071454-0.63910.262289
9-0.143839-1.28650.100983
10-0.054656-0.48890.31314
110.2012481.80.037814
12-0.219716-1.96520.026431
13-0.168378-1.5060.068001
14-0.083422-0.74610.228883
150.0823550.73660.23176
16-0.043319-0.38750.349725
17-0.041142-0.3680.356928
180.0318890.28520.388105
19-0.085204-0.76210.224124
20-0.09195-0.82240.206641
210.1564971.39970.082727
22-0.178856-1.59970.0568
230.1731591.54880.062691
240.0316680.28320.388859
25-0.127452-1.140.128851
260.0431980.38640.350124
270.0781550.6990.243278
28-0.007666-0.06860.472753
290.0418780.37460.354485
30-0.036568-0.32710.372234
31-0.09182-0.82130.206967
32-0.153659-1.37440.086583
33-0.046552-0.41640.339126
340.0208160.18620.426385
350.1459531.30540.097741
360.0470520.42080.337498


Figures (Output of Computation)

Input Parameters & R Code

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