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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 21 Dec 2009 09:47:05 -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/t1261414045vt5zngnm45crfzi.htm/, Retrieved Sun, 05 May 2024 16:00:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70342, Retrieved Sun, 05 May 2024 16:00:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

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] [] [2008-12-23 14:36:57] [1dc7b54f2fa28720a65b8f3f53c2ed9f]
-  MPD    [(Partial) Autocorrelation Function] [] [2009-12-21 16:47:05] [ce16745b5fa1a53fd3d9c8db848c7076] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10540.05
10601.61
10323.73
10418.4
10092.96
10364.91
10152.09
10032.8
10204.59
10001.6
10411.75
10673.38
10539.51
10723.78
10682.06
10283.19
10377.18
10486.64
10545.38
10554.27
10532.54
10324.31
10695.25
10827.81
10872.48
10971.19
11145.65
11234.68
11333.88
10997.97
11036.89
11257.35
11533.59
11963.12
12185.15
12377.62
12512.89
12631.48
12268.53
12754.8
13407.75
13480.21
13673.28
13239.71
13557.69
13901.28
13200.58
13406.97
12538.12
12419.57
12193.88
12656.63
12812.48
12056.67
11322.38
11530.75
11114.08
9181.73
8614.55

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=70342&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=70342&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70342&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
10.8776086.7410
20.7552415.80110
30.7077645.43641e-06
40.6584135.05742e-06
50.5785364.44382e-05
60.5129093.93970.000109
70.4760463.65660.000273
80.4297773.30120.000819
90.3563892.73750.004085
100.273512.10090.019967
110.1935141.48640.071247
120.1280480.98360.164674
130.0555510.42670.335578
140.0214460.16470.434859
15-0.025439-0.19540.422876
16-0.082198-0.63140.265117
17-0.115834-0.88970.188609
18-0.141256-1.0850.141166
19-0.150162-1.15340.126696
20-0.182679-1.40320.082902
21-0.226437-1.73930.043599
22-0.248646-1.90990.030507
23-0.262459-2.0160.024181
24-0.273878-2.10370.019839
25-0.274383-2.10760.019663
26-0.272028-2.08950.020492
27-0.269472-2.06990.021427
28-0.273654-2.1020.019917
29-0.291438-2.23860.014485
30-0.317806-2.44110.008831
31-0.32202-2.47350.008139
32-0.319433-2.45360.008558
33-0.310982-2.38870.010063
34-0.301827-2.31840.011957
35-0.295717-2.27140.013391
36-0.275434-2.11570.019303

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.877608 & 6.741 & 0 \tabularnewline
2 & 0.755241 & 5.8011 & 0 \tabularnewline
3 & 0.707764 & 5.4364 & 1e-06 \tabularnewline
4 & 0.658413 & 5.0574 & 2e-06 \tabularnewline
5 & 0.578536 & 4.4438 & 2e-05 \tabularnewline
6 & 0.512909 & 3.9397 & 0.000109 \tabularnewline
7 & 0.476046 & 3.6566 & 0.000273 \tabularnewline
8 & 0.429777 & 3.3012 & 0.000819 \tabularnewline
9 & 0.356389 & 2.7375 & 0.004085 \tabularnewline
10 & 0.27351 & 2.1009 & 0.019967 \tabularnewline
11 & 0.193514 & 1.4864 & 0.071247 \tabularnewline
12 & 0.128048 & 0.9836 & 0.164674 \tabularnewline
13 & 0.055551 & 0.4267 & 0.335578 \tabularnewline
14 & 0.021446 & 0.1647 & 0.434859 \tabularnewline
15 & -0.025439 & -0.1954 & 0.422876 \tabularnewline
16 & -0.082198 & -0.6314 & 0.265117 \tabularnewline
17 & -0.115834 & -0.8897 & 0.188609 \tabularnewline
18 & -0.141256 & -1.085 & 0.141166 \tabularnewline
19 & -0.150162 & -1.1534 & 0.126696 \tabularnewline
20 & -0.182679 & -1.4032 & 0.082902 \tabularnewline
21 & -0.226437 & -1.7393 & 0.043599 \tabularnewline
22 & -0.248646 & -1.9099 & 0.030507 \tabularnewline
23 & -0.262459 & -2.016 & 0.024181 \tabularnewline
24 & -0.273878 & -2.1037 & 0.019839 \tabularnewline
25 & -0.274383 & -2.1076 & 0.019663 \tabularnewline
26 & -0.272028 & -2.0895 & 0.020492 \tabularnewline
27 & -0.269472 & -2.0699 & 0.021427 \tabularnewline
28 & -0.273654 & -2.102 & 0.019917 \tabularnewline
29 & -0.291438 & -2.2386 & 0.014485 \tabularnewline
30 & -0.317806 & -2.4411 & 0.008831 \tabularnewline
31 & -0.32202 & -2.4735 & 0.008139 \tabularnewline
32 & -0.319433 & -2.4536 & 0.008558 \tabularnewline
33 & -0.310982 & -2.3887 & 0.010063 \tabularnewline
34 & -0.301827 & -2.3184 & 0.011957 \tabularnewline
35 & -0.295717 & -2.2714 & 0.013391 \tabularnewline
36 & -0.275434 & -2.1157 & 0.019303 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70342&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]0.877608[/C][C]6.741[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.755241[/C][C]5.8011[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.707764[/C][C]5.4364[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.658413[/C][C]5.0574[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.578536[/C][C]4.4438[/C][C]2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.512909[/C][C]3.9397[/C][C]0.000109[/C][/ROW]
[ROW][C]7[/C][C]0.476046[/C][C]3.6566[/C][C]0.000273[/C][/ROW]
[ROW][C]8[/C][C]0.429777[/C][C]3.3012[/C][C]0.000819[/C][/ROW]
[ROW][C]9[/C][C]0.356389[/C][C]2.7375[/C][C]0.004085[/C][/ROW]
[ROW][C]10[/C][C]0.27351[/C][C]2.1009[/C][C]0.019967[/C][/ROW]
[ROW][C]11[/C][C]0.193514[/C][C]1.4864[/C][C]0.071247[/C][/ROW]
[ROW][C]12[/C][C]0.128048[/C][C]0.9836[/C][C]0.164674[/C][/ROW]
[ROW][C]13[/C][C]0.055551[/C][C]0.4267[/C][C]0.335578[/C][/ROW]
[ROW][C]14[/C][C]0.021446[/C][C]0.1647[/C][C]0.434859[/C][/ROW]
[ROW][C]15[/C][C]-0.025439[/C][C]-0.1954[/C][C]0.422876[/C][/ROW]
[ROW][C]16[/C][C]-0.082198[/C][C]-0.6314[/C][C]0.265117[/C][/ROW]
[ROW][C]17[/C][C]-0.115834[/C][C]-0.8897[/C][C]0.188609[/C][/ROW]
[ROW][C]18[/C][C]-0.141256[/C][C]-1.085[/C][C]0.141166[/C][/ROW]
[ROW][C]19[/C][C]-0.150162[/C][C]-1.1534[/C][C]0.126696[/C][/ROW]
[ROW][C]20[/C][C]-0.182679[/C][C]-1.4032[/C][C]0.082902[/C][/ROW]
[ROW][C]21[/C][C]-0.226437[/C][C]-1.7393[/C][C]0.043599[/C][/ROW]
[ROW][C]22[/C][C]-0.248646[/C][C]-1.9099[/C][C]0.030507[/C][/ROW]
[ROW][C]23[/C][C]-0.262459[/C][C]-2.016[/C][C]0.024181[/C][/ROW]
[ROW][C]24[/C][C]-0.273878[/C][C]-2.1037[/C][C]0.019839[/C][/ROW]
[ROW][C]25[/C][C]-0.274383[/C][C]-2.1076[/C][C]0.019663[/C][/ROW]
[ROW][C]26[/C][C]-0.272028[/C][C]-2.0895[/C][C]0.020492[/C][/ROW]
[ROW][C]27[/C][C]-0.269472[/C][C]-2.0699[/C][C]0.021427[/C][/ROW]
[ROW][C]28[/C][C]-0.273654[/C][C]-2.102[/C][C]0.019917[/C][/ROW]
[ROW][C]29[/C][C]-0.291438[/C][C]-2.2386[/C][C]0.014485[/C][/ROW]
[ROW][C]30[/C][C]-0.317806[/C][C]-2.4411[/C][C]0.008831[/C][/ROW]
[ROW][C]31[/C][C]-0.32202[/C][C]-2.4735[/C][C]0.008139[/C][/ROW]
[ROW][C]32[/C][C]-0.319433[/C][C]-2.4536[/C][C]0.008558[/C][/ROW]
[ROW][C]33[/C][C]-0.310982[/C][C]-2.3887[/C][C]0.010063[/C][/ROW]
[ROW][C]34[/C][C]-0.301827[/C][C]-2.3184[/C][C]0.011957[/C][/ROW]
[ROW][C]35[/C][C]-0.295717[/C][C]-2.2714[/C][C]0.013391[/C][/ROW]
[ROW][C]36[/C][C]-0.275434[/C][C]-2.1157[/C][C]0.019303[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70342&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70342&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
10.8776086.7410
20.7552415.80110
30.7077645.43641e-06
40.6584135.05742e-06
50.5785364.44382e-05
60.5129093.93970.000109
70.4760463.65660.000273
80.4297773.30120.000819
90.3563892.73750.004085
100.273512.10090.019967
110.1935141.48640.071247
120.1280480.98360.164674
130.0555510.42670.335578
140.0214460.16470.434859
15-0.025439-0.19540.422876
16-0.082198-0.63140.265117
17-0.115834-0.88970.188609
18-0.141256-1.0850.141166
19-0.150162-1.15340.126696
20-0.182679-1.40320.082902
21-0.226437-1.73930.043599
22-0.248646-1.90990.030507
23-0.262459-2.0160.024181
24-0.273878-2.10370.019839
25-0.274383-2.10760.019663
26-0.272028-2.08950.020492
27-0.269472-2.06990.021427
28-0.273654-2.1020.019917
29-0.291438-2.23860.014485
30-0.317806-2.44110.008831
31-0.32202-2.47350.008139
32-0.319433-2.45360.008558
33-0.310982-2.38870.010063
34-0.301827-2.31840.011957
35-0.295717-2.27140.013391
36-0.275434-2.11570.019303






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8776086.7410
2-0.065079-0.49990.309508
30.2575591.97840.026282
4-0.047168-0.36230.359208
5-0.076413-0.58690.279742
60.0164010.1260.45009
70.0385380.2960.384128
8-0.042652-0.32760.37218
9-0.09869-0.75810.225719
10-0.114981-0.88320.19036
11-0.107277-0.8240.206626
12-0.015187-0.11670.453766
13-0.092947-0.71390.239039
140.1460911.12220.133172
15-0.150832-1.15860.125651
16-0.002912-0.02240.491115
170.0218880.16810.433531
18-0.01912-0.14690.441871
190.1269390.9750.166761
20-0.133756-1.02740.154214
21-0.061889-0.47540.318135
22-0.030288-0.23260.408421
23-0.037112-0.28510.388297
240.0243970.18740.425997
250.053930.41420.340098
26-0.089809-0.68980.246501
270.027560.21170.416537
28-0.091666-0.70410.24207
29-0.083989-0.64510.260671
30-0.022159-0.17020.432715
31-0.03273-0.25140.401188
320.0112920.08670.465587
33-0.015951-0.12250.451451
34-0.04149-0.31870.375545
350.0081290.06240.475213
360.0414040.3180.375793

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.877608 & 6.741 & 0 \tabularnewline
2 & -0.065079 & -0.4999 & 0.309508 \tabularnewline
3 & 0.257559 & 1.9784 & 0.026282 \tabularnewline
4 & -0.047168 & -0.3623 & 0.359208 \tabularnewline
5 & -0.076413 & -0.5869 & 0.279742 \tabularnewline
6 & 0.016401 & 0.126 & 0.45009 \tabularnewline
7 & 0.038538 & 0.296 & 0.384128 \tabularnewline
8 & -0.042652 & -0.3276 & 0.37218 \tabularnewline
9 & -0.09869 & -0.7581 & 0.225719 \tabularnewline
10 & -0.114981 & -0.8832 & 0.19036 \tabularnewline
11 & -0.107277 & -0.824 & 0.206626 \tabularnewline
12 & -0.015187 & -0.1167 & 0.453766 \tabularnewline
13 & -0.092947 & -0.7139 & 0.239039 \tabularnewline
14 & 0.146091 & 1.1222 & 0.133172 \tabularnewline
15 & -0.150832 & -1.1586 & 0.125651 \tabularnewline
16 & -0.002912 & -0.0224 & 0.491115 \tabularnewline
17 & 0.021888 & 0.1681 & 0.433531 \tabularnewline
18 & -0.01912 & -0.1469 & 0.441871 \tabularnewline
19 & 0.126939 & 0.975 & 0.166761 \tabularnewline
20 & -0.133756 & -1.0274 & 0.154214 \tabularnewline
21 & -0.061889 & -0.4754 & 0.318135 \tabularnewline
22 & -0.030288 & -0.2326 & 0.408421 \tabularnewline
23 & -0.037112 & -0.2851 & 0.388297 \tabularnewline
24 & 0.024397 & 0.1874 & 0.425997 \tabularnewline
25 & 0.05393 & 0.4142 & 0.340098 \tabularnewline
26 & -0.089809 & -0.6898 & 0.246501 \tabularnewline
27 & 0.02756 & 0.2117 & 0.416537 \tabularnewline
28 & -0.091666 & -0.7041 & 0.24207 \tabularnewline
29 & -0.083989 & -0.6451 & 0.260671 \tabularnewline
30 & -0.022159 & -0.1702 & 0.432715 \tabularnewline
31 & -0.03273 & -0.2514 & 0.401188 \tabularnewline
32 & 0.011292 & 0.0867 & 0.465587 \tabularnewline
33 & -0.015951 & -0.1225 & 0.451451 \tabularnewline
34 & -0.04149 & -0.3187 & 0.375545 \tabularnewline
35 & 0.008129 & 0.0624 & 0.475213 \tabularnewline
36 & 0.041404 & 0.318 & 0.375793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70342&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]0.877608[/C][C]6.741[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.065079[/C][C]-0.4999[/C][C]0.309508[/C][/ROW]
[ROW][C]3[/C][C]0.257559[/C][C]1.9784[/C][C]0.026282[/C][/ROW]
[ROW][C]4[/C][C]-0.047168[/C][C]-0.3623[/C][C]0.359208[/C][/ROW]
[ROW][C]5[/C][C]-0.076413[/C][C]-0.5869[/C][C]0.279742[/C][/ROW]
[ROW][C]6[/C][C]0.016401[/C][C]0.126[/C][C]0.45009[/C][/ROW]
[ROW][C]7[/C][C]0.038538[/C][C]0.296[/C][C]0.384128[/C][/ROW]
[ROW][C]8[/C][C]-0.042652[/C][C]-0.3276[/C][C]0.37218[/C][/ROW]
[ROW][C]9[/C][C]-0.09869[/C][C]-0.7581[/C][C]0.225719[/C][/ROW]
[ROW][C]10[/C][C]-0.114981[/C][C]-0.8832[/C][C]0.19036[/C][/ROW]
[ROW][C]11[/C][C]-0.107277[/C][C]-0.824[/C][C]0.206626[/C][/ROW]
[ROW][C]12[/C][C]-0.015187[/C][C]-0.1167[/C][C]0.453766[/C][/ROW]
[ROW][C]13[/C][C]-0.092947[/C][C]-0.7139[/C][C]0.239039[/C][/ROW]
[ROW][C]14[/C][C]0.146091[/C][C]1.1222[/C][C]0.133172[/C][/ROW]
[ROW][C]15[/C][C]-0.150832[/C][C]-1.1586[/C][C]0.125651[/C][/ROW]
[ROW][C]16[/C][C]-0.002912[/C][C]-0.0224[/C][C]0.491115[/C][/ROW]
[ROW][C]17[/C][C]0.021888[/C][C]0.1681[/C][C]0.433531[/C][/ROW]
[ROW][C]18[/C][C]-0.01912[/C][C]-0.1469[/C][C]0.441871[/C][/ROW]
[ROW][C]19[/C][C]0.126939[/C][C]0.975[/C][C]0.166761[/C][/ROW]
[ROW][C]20[/C][C]-0.133756[/C][C]-1.0274[/C][C]0.154214[/C][/ROW]
[ROW][C]21[/C][C]-0.061889[/C][C]-0.4754[/C][C]0.318135[/C][/ROW]
[ROW][C]22[/C][C]-0.030288[/C][C]-0.2326[/C][C]0.408421[/C][/ROW]
[ROW][C]23[/C][C]-0.037112[/C][C]-0.2851[/C][C]0.388297[/C][/ROW]
[ROW][C]24[/C][C]0.024397[/C][C]0.1874[/C][C]0.425997[/C][/ROW]
[ROW][C]25[/C][C]0.05393[/C][C]0.4142[/C][C]0.340098[/C][/ROW]
[ROW][C]26[/C][C]-0.089809[/C][C]-0.6898[/C][C]0.246501[/C][/ROW]
[ROW][C]27[/C][C]0.02756[/C][C]0.2117[/C][C]0.416537[/C][/ROW]
[ROW][C]28[/C][C]-0.091666[/C][C]-0.7041[/C][C]0.24207[/C][/ROW]
[ROW][C]29[/C][C]-0.083989[/C][C]-0.6451[/C][C]0.260671[/C][/ROW]
[ROW][C]30[/C][C]-0.022159[/C][C]-0.1702[/C][C]0.432715[/C][/ROW]
[ROW][C]31[/C][C]-0.03273[/C][C]-0.2514[/C][C]0.401188[/C][/ROW]
[ROW][C]32[/C][C]0.011292[/C][C]0.0867[/C][C]0.465587[/C][/ROW]
[ROW][C]33[/C][C]-0.015951[/C][C]-0.1225[/C][C]0.451451[/C][/ROW]
[ROW][C]34[/C][C]-0.04149[/C][C]-0.3187[/C][C]0.375545[/C][/ROW]
[ROW][C]35[/C][C]0.008129[/C][C]0.0624[/C][C]0.475213[/C][/ROW]
[ROW][C]36[/C][C]0.041404[/C][C]0.318[/C][C]0.375793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70342&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70342&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
10.8776086.7410
2-0.065079-0.49990.309508
30.2575591.97840.026282
4-0.047168-0.36230.359208
5-0.076413-0.58690.279742
60.0164010.1260.45009
70.0385380.2960.384128
8-0.042652-0.32760.37218
9-0.09869-0.75810.225719
10-0.114981-0.88320.19036
11-0.107277-0.8240.206626
12-0.015187-0.11670.453766
13-0.092947-0.71390.239039
140.1460911.12220.133172
15-0.150832-1.15860.125651
16-0.002912-0.02240.491115
170.0218880.16810.433531
18-0.01912-0.14690.441871
190.1269390.9750.166761
20-0.133756-1.02740.154214
21-0.061889-0.47540.318135
22-0.030288-0.23260.408421
23-0.037112-0.28510.388297
240.0243970.18740.425997
250.053930.41420.340098
26-0.089809-0.68980.246501
270.027560.21170.416537
28-0.091666-0.70410.24207
29-0.083989-0.64510.260671
30-0.022159-0.17020.432715
31-0.03273-0.25140.401188
320.0112920.08670.465587
33-0.015951-0.12250.451451
34-0.04149-0.31870.375545
350.0081290.06240.475213
360.0414040.3180.375793


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 0.0 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ;
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 (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='lags',ylab='ACF')
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')