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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 computationTue, 24 Nov 2009 10:59:30 -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/Nov/24/t1259085606axnjbw064uwk1pj.htm/, Retrieved Fri, 29 Mar 2024 08:09:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59189, Retrieved Fri, 29 Mar 2024 08:09:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-24 17:59:30] [508aab72d879399b4187e5fcd8f7c773] [Current]
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Dataseries X:
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9




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=59189&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=59189&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59189&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
10.8429316.52930
20.5857714.53741.4e-05
30.4120133.19140.001127
40.4225853.27330.000883
50.553744.28933.3e-05
60.6548315.07232e-06
70.6010424.65569e-06
80.4665923.61420.000309
90.3481552.69680.004537
100.3057582.36840.010552
110.3240612.51020.007391
120.3387432.62390.005504
130.267552.07240.021265
140.1806911.39960.083387
150.1125250.87160.193447
160.082950.64250.261489
170.0788790.6110.271756
180.0659110.51050.305771
19-0.004955-0.03840.484756
20-0.075391-0.5840.280712
21-0.123986-0.96040.170357
22-0.145645-1.12820.131871
23-0.141843-1.09870.138142
24-0.139553-1.0810.142017
25-0.181726-1.40760.082198
26-0.218683-1.69390.047734
27-0.238768-1.84950.034657
28-0.238299-1.84590.034924
29-0.228054-1.76650.041199
30-0.227053-1.75870.04186
31-0.264092-2.04570.022591
32-0.303852-2.35360.010942
33-0.321176-2.48780.007824
34-0.303527-2.35110.01101
35-0.264098-2.04570.022589
36-0.238167-1.84480.035

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.842931 & 6.5293 & 0 \tabularnewline
2 & 0.585771 & 4.5374 & 1.4e-05 \tabularnewline
3 & 0.412013 & 3.1914 & 0.001127 \tabularnewline
4 & 0.422585 & 3.2733 & 0.000883 \tabularnewline
5 & 0.55374 & 4.2893 & 3.3e-05 \tabularnewline
6 & 0.654831 & 5.0723 & 2e-06 \tabularnewline
7 & 0.601042 & 4.6556 & 9e-06 \tabularnewline
8 & 0.466592 & 3.6142 & 0.000309 \tabularnewline
9 & 0.348155 & 2.6968 & 0.004537 \tabularnewline
10 & 0.305758 & 2.3684 & 0.010552 \tabularnewline
11 & 0.324061 & 2.5102 & 0.007391 \tabularnewline
12 & 0.338743 & 2.6239 & 0.005504 \tabularnewline
13 & 0.26755 & 2.0724 & 0.021265 \tabularnewline
14 & 0.180691 & 1.3996 & 0.083387 \tabularnewline
15 & 0.112525 & 0.8716 & 0.193447 \tabularnewline
16 & 0.08295 & 0.6425 & 0.261489 \tabularnewline
17 & 0.078879 & 0.611 & 0.271756 \tabularnewline
18 & 0.065911 & 0.5105 & 0.305771 \tabularnewline
19 & -0.004955 & -0.0384 & 0.484756 \tabularnewline
20 & -0.075391 & -0.584 & 0.280712 \tabularnewline
21 & -0.123986 & -0.9604 & 0.170357 \tabularnewline
22 & -0.145645 & -1.1282 & 0.131871 \tabularnewline
23 & -0.141843 & -1.0987 & 0.138142 \tabularnewline
24 & -0.139553 & -1.081 & 0.142017 \tabularnewline
25 & -0.181726 & -1.4076 & 0.082198 \tabularnewline
26 & -0.218683 & -1.6939 & 0.047734 \tabularnewline
27 & -0.238768 & -1.8495 & 0.034657 \tabularnewline
28 & -0.238299 & -1.8459 & 0.034924 \tabularnewline
29 & -0.228054 & -1.7665 & 0.041199 \tabularnewline
30 & -0.227053 & -1.7587 & 0.04186 \tabularnewline
31 & -0.264092 & -2.0457 & 0.022591 \tabularnewline
32 & -0.303852 & -2.3536 & 0.010942 \tabularnewline
33 & -0.321176 & -2.4878 & 0.007824 \tabularnewline
34 & -0.303527 & -2.3511 & 0.01101 \tabularnewline
35 & -0.264098 & -2.0457 & 0.022589 \tabularnewline
36 & -0.238167 & -1.8448 & 0.035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59189&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]0.842931[/C][C]6.5293[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.585771[/C][C]4.5374[/C][C]1.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.412013[/C][C]3.1914[/C][C]0.001127[/C][/ROW]
[ROW][C]4[/C][C]0.422585[/C][C]3.2733[/C][C]0.000883[/C][/ROW]
[ROW][C]5[/C][C]0.55374[/C][C]4.2893[/C][C]3.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.654831[/C][C]5.0723[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.601042[/C][C]4.6556[/C][C]9e-06[/C][/ROW]
[ROW][C]8[/C][C]0.466592[/C][C]3.6142[/C][C]0.000309[/C][/ROW]
[ROW][C]9[/C][C]0.348155[/C][C]2.6968[/C][C]0.004537[/C][/ROW]
[ROW][C]10[/C][C]0.305758[/C][C]2.3684[/C][C]0.010552[/C][/ROW]
[ROW][C]11[/C][C]0.324061[/C][C]2.5102[/C][C]0.007391[/C][/ROW]
[ROW][C]12[/C][C]0.338743[/C][C]2.6239[/C][C]0.005504[/C][/ROW]
[ROW][C]13[/C][C]0.26755[/C][C]2.0724[/C][C]0.021265[/C][/ROW]
[ROW][C]14[/C][C]0.180691[/C][C]1.3996[/C][C]0.083387[/C][/ROW]
[ROW][C]15[/C][C]0.112525[/C][C]0.8716[/C][C]0.193447[/C][/ROW]
[ROW][C]16[/C][C]0.08295[/C][C]0.6425[/C][C]0.261489[/C][/ROW]
[ROW][C]17[/C][C]0.078879[/C][C]0.611[/C][C]0.271756[/C][/ROW]
[ROW][C]18[/C][C]0.065911[/C][C]0.5105[/C][C]0.305771[/C][/ROW]
[ROW][C]19[/C][C]-0.004955[/C][C]-0.0384[/C][C]0.484756[/C][/ROW]
[ROW][C]20[/C][C]-0.075391[/C][C]-0.584[/C][C]0.280712[/C][/ROW]
[ROW][C]21[/C][C]-0.123986[/C][C]-0.9604[/C][C]0.170357[/C][/ROW]
[ROW][C]22[/C][C]-0.145645[/C][C]-1.1282[/C][C]0.131871[/C][/ROW]
[ROW][C]23[/C][C]-0.141843[/C][C]-1.0987[/C][C]0.138142[/C][/ROW]
[ROW][C]24[/C][C]-0.139553[/C][C]-1.081[/C][C]0.142017[/C][/ROW]
[ROW][C]25[/C][C]-0.181726[/C][C]-1.4076[/C][C]0.082198[/C][/ROW]
[ROW][C]26[/C][C]-0.218683[/C][C]-1.6939[/C][C]0.047734[/C][/ROW]
[ROW][C]27[/C][C]-0.238768[/C][C]-1.8495[/C][C]0.034657[/C][/ROW]
[ROW][C]28[/C][C]-0.238299[/C][C]-1.8459[/C][C]0.034924[/C][/ROW]
[ROW][C]29[/C][C]-0.228054[/C][C]-1.7665[/C][C]0.041199[/C][/ROW]
[ROW][C]30[/C][C]-0.227053[/C][C]-1.7587[/C][C]0.04186[/C][/ROW]
[ROW][C]31[/C][C]-0.264092[/C][C]-2.0457[/C][C]0.022591[/C][/ROW]
[ROW][C]32[/C][C]-0.303852[/C][C]-2.3536[/C][C]0.010942[/C][/ROW]
[ROW][C]33[/C][C]-0.321176[/C][C]-2.4878[/C][C]0.007824[/C][/ROW]
[ROW][C]34[/C][C]-0.303527[/C][C]-2.3511[/C][C]0.01101[/C][/ROW]
[ROW][C]35[/C][C]-0.264098[/C][C]-2.0457[/C][C]0.022589[/C][/ROW]
[ROW][C]36[/C][C]-0.238167[/C][C]-1.8448[/C][C]0.035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59189&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59189&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
10.8429316.52930
20.5857714.53741.4e-05
30.4120133.19140.001127
40.4225853.27330.000883
50.553744.28933.3e-05
60.6548315.07232e-06
70.6010424.65569e-06
80.4665923.61420.000309
90.3481552.69680.004537
100.3057582.36840.010552
110.3240612.51020.007391
120.3387432.62390.005504
130.267552.07240.021265
140.1806911.39960.083387
150.1125250.87160.193447
160.082950.64250.261489
170.0788790.6110.271756
180.0659110.51050.305771
19-0.004955-0.03840.484756
20-0.075391-0.5840.280712
21-0.123986-0.96040.170357
22-0.145645-1.12820.131871
23-0.141843-1.09870.138142
24-0.139553-1.0810.142017
25-0.181726-1.40760.082198
26-0.218683-1.69390.047734
27-0.238768-1.84950.034657
28-0.238299-1.84590.034924
29-0.228054-1.76650.041199
30-0.227053-1.75870.04186
31-0.264092-2.04570.022591
32-0.303852-2.35360.010942
33-0.321176-2.48780.007824
34-0.303527-2.35110.01101
35-0.264098-2.04570.022589
36-0.238167-1.84480.035







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8429316.52930
2-0.431-3.33850.000726
30.2916452.25910.013763
40.4011723.10750.001441
50.2070371.60370.057016
60.0159260.12340.451117
7-0.189985-1.47160.073175
80.1630681.26310.105716
9-0.042184-0.32680.372494
10-0.131439-1.01810.156354
11-0.071287-0.55220.291436
12-0.045578-0.3530.362647
13-0.241947-1.87410.032893
140.1132420.87720.191948
15-0.101389-0.78540.217668
16-0.089678-0.69460.244981
17-0.006814-0.05280.47904
18-0.002855-0.02210.491214
19-0.130438-1.01040.158188
200.0378280.2930.385262
21-0.029544-0.22880.409883
22-0.058011-0.44940.327398
230.0467120.36180.359374
240.0066330.05140.479598
25-0.05723-0.44330.32957
260.0704270.54550.293708
270.0381580.29560.384291
280.003820.02960.488248
29-0.025715-0.19920.421395
300.0015160.01170.495334
31-0.045408-0.35170.363136
32-0.111965-0.86730.194624
330.0207680.16090.43637
340.0251140.19450.423209
35-0.064844-0.50230.308655
36-0.035331-0.27370.392639

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.842931 & 6.5293 & 0 \tabularnewline
2 & -0.431 & -3.3385 & 0.000726 \tabularnewline
3 & 0.291645 & 2.2591 & 0.013763 \tabularnewline
4 & 0.401172 & 3.1075 & 0.001441 \tabularnewline
5 & 0.207037 & 1.6037 & 0.057016 \tabularnewline
6 & 0.015926 & 0.1234 & 0.451117 \tabularnewline
7 & -0.189985 & -1.4716 & 0.073175 \tabularnewline
8 & 0.163068 & 1.2631 & 0.105716 \tabularnewline
9 & -0.042184 & -0.3268 & 0.372494 \tabularnewline
10 & -0.131439 & -1.0181 & 0.156354 \tabularnewline
11 & -0.071287 & -0.5522 & 0.291436 \tabularnewline
12 & -0.045578 & -0.353 & 0.362647 \tabularnewline
13 & -0.241947 & -1.8741 & 0.032893 \tabularnewline
14 & 0.113242 & 0.8772 & 0.191948 \tabularnewline
15 & -0.101389 & -0.7854 & 0.217668 \tabularnewline
16 & -0.089678 & -0.6946 & 0.244981 \tabularnewline
17 & -0.006814 & -0.0528 & 0.47904 \tabularnewline
18 & -0.002855 & -0.0221 & 0.491214 \tabularnewline
19 & -0.130438 & -1.0104 & 0.158188 \tabularnewline
20 & 0.037828 & 0.293 & 0.385262 \tabularnewline
21 & -0.029544 & -0.2288 & 0.409883 \tabularnewline
22 & -0.058011 & -0.4494 & 0.327398 \tabularnewline
23 & 0.046712 & 0.3618 & 0.359374 \tabularnewline
24 & 0.006633 & 0.0514 & 0.479598 \tabularnewline
25 & -0.05723 & -0.4433 & 0.32957 \tabularnewline
26 & 0.070427 & 0.5455 & 0.293708 \tabularnewline
27 & 0.038158 & 0.2956 & 0.384291 \tabularnewline
28 & 0.00382 & 0.0296 & 0.488248 \tabularnewline
29 & -0.025715 & -0.1992 & 0.421395 \tabularnewline
30 & 0.001516 & 0.0117 & 0.495334 \tabularnewline
31 & -0.045408 & -0.3517 & 0.363136 \tabularnewline
32 & -0.111965 & -0.8673 & 0.194624 \tabularnewline
33 & 0.020768 & 0.1609 & 0.43637 \tabularnewline
34 & 0.025114 & 0.1945 & 0.423209 \tabularnewline
35 & -0.064844 & -0.5023 & 0.308655 \tabularnewline
36 & -0.035331 & -0.2737 & 0.392639 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59189&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]0.842931[/C][C]6.5293[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.431[/C][C]-3.3385[/C][C]0.000726[/C][/ROW]
[ROW][C]3[/C][C]0.291645[/C][C]2.2591[/C][C]0.013763[/C][/ROW]
[ROW][C]4[/C][C]0.401172[/C][C]3.1075[/C][C]0.001441[/C][/ROW]
[ROW][C]5[/C][C]0.207037[/C][C]1.6037[/C][C]0.057016[/C][/ROW]
[ROW][C]6[/C][C]0.015926[/C][C]0.1234[/C][C]0.451117[/C][/ROW]
[ROW][C]7[/C][C]-0.189985[/C][C]-1.4716[/C][C]0.073175[/C][/ROW]
[ROW][C]8[/C][C]0.163068[/C][C]1.2631[/C][C]0.105716[/C][/ROW]
[ROW][C]9[/C][C]-0.042184[/C][C]-0.3268[/C][C]0.372494[/C][/ROW]
[ROW][C]10[/C][C]-0.131439[/C][C]-1.0181[/C][C]0.156354[/C][/ROW]
[ROW][C]11[/C][C]-0.071287[/C][C]-0.5522[/C][C]0.291436[/C][/ROW]
[ROW][C]12[/C][C]-0.045578[/C][C]-0.353[/C][C]0.362647[/C][/ROW]
[ROW][C]13[/C][C]-0.241947[/C][C]-1.8741[/C][C]0.032893[/C][/ROW]
[ROW][C]14[/C][C]0.113242[/C][C]0.8772[/C][C]0.191948[/C][/ROW]
[ROW][C]15[/C][C]-0.101389[/C][C]-0.7854[/C][C]0.217668[/C][/ROW]
[ROW][C]16[/C][C]-0.089678[/C][C]-0.6946[/C][C]0.244981[/C][/ROW]
[ROW][C]17[/C][C]-0.006814[/C][C]-0.0528[/C][C]0.47904[/C][/ROW]
[ROW][C]18[/C][C]-0.002855[/C][C]-0.0221[/C][C]0.491214[/C][/ROW]
[ROW][C]19[/C][C]-0.130438[/C][C]-1.0104[/C][C]0.158188[/C][/ROW]
[ROW][C]20[/C][C]0.037828[/C][C]0.293[/C][C]0.385262[/C][/ROW]
[ROW][C]21[/C][C]-0.029544[/C][C]-0.2288[/C][C]0.409883[/C][/ROW]
[ROW][C]22[/C][C]-0.058011[/C][C]-0.4494[/C][C]0.327398[/C][/ROW]
[ROW][C]23[/C][C]0.046712[/C][C]0.3618[/C][C]0.359374[/C][/ROW]
[ROW][C]24[/C][C]0.006633[/C][C]0.0514[/C][C]0.479598[/C][/ROW]
[ROW][C]25[/C][C]-0.05723[/C][C]-0.4433[/C][C]0.32957[/C][/ROW]
[ROW][C]26[/C][C]0.070427[/C][C]0.5455[/C][C]0.293708[/C][/ROW]
[ROW][C]27[/C][C]0.038158[/C][C]0.2956[/C][C]0.384291[/C][/ROW]
[ROW][C]28[/C][C]0.00382[/C][C]0.0296[/C][C]0.488248[/C][/ROW]
[ROW][C]29[/C][C]-0.025715[/C][C]-0.1992[/C][C]0.421395[/C][/ROW]
[ROW][C]30[/C][C]0.001516[/C][C]0.0117[/C][C]0.495334[/C][/ROW]
[ROW][C]31[/C][C]-0.045408[/C][C]-0.3517[/C][C]0.363136[/C][/ROW]
[ROW][C]32[/C][C]-0.111965[/C][C]-0.8673[/C][C]0.194624[/C][/ROW]
[ROW][C]33[/C][C]0.020768[/C][C]0.1609[/C][C]0.43637[/C][/ROW]
[ROW][C]34[/C][C]0.025114[/C][C]0.1945[/C][C]0.423209[/C][/ROW]
[ROW][C]35[/C][C]-0.064844[/C][C]-0.5023[/C][C]0.308655[/C][/ROW]
[ROW][C]36[/C][C]-0.035331[/C][C]-0.2737[/C][C]0.392639[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59189&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59189&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
10.8429316.52930
2-0.431-3.33850.000726
30.2916452.25910.013763
40.4011723.10750.001441
50.2070371.60370.057016
60.0159260.12340.451117
7-0.189985-1.47160.073175
80.1630681.26310.105716
9-0.042184-0.32680.372494
10-0.131439-1.01810.156354
11-0.071287-0.55220.291436
12-0.045578-0.3530.362647
13-0.241947-1.87410.032893
140.1132420.87720.191948
15-0.101389-0.78540.217668
16-0.089678-0.69460.244981
17-0.006814-0.05280.47904
18-0.002855-0.02210.491214
19-0.130438-1.01040.158188
200.0378280.2930.385262
21-0.029544-0.22880.409883
22-0.058011-0.44940.327398
230.0467120.36180.359374
240.0066330.05140.479598
25-0.05723-0.44330.32957
260.0704270.54550.293708
270.0381580.29560.384291
280.003820.02960.488248
29-0.025715-0.19920.421395
300.0015160.01170.495334
31-0.045408-0.35170.363136
32-0.111965-0.86730.194624
330.0207680.16090.43637
340.0251140.19450.423209
35-0.064844-0.50230.308655
36-0.035331-0.27370.392639



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