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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 computationSun, 29 Nov 2009 10:42:02 -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/29/t12595165899gfoomduz5j33oi.htm/, Retrieved Sat, 27 Apr 2024 00:27:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61665, Retrieved Sat, 27 Apr 2024 00:27:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113

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] [ws81] [2009-11-29 17:42:02] [b406b824746c89e17d2637b66f6fb2ee] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104,89
105,15
105,24
105,57
105,62
106,17
106,27
106,41
106,94
107,16
107,32
107,32
107,35
107,55
107,87
108,37
108,38
107,92
108,03
108,14
108,3
108,64
108,66
109,04
109,03
109,03
109,54
109,75
109,83
109,65
109,82
109,95
110,12
110,15
110,21
109,99
110,14
110,14
110,81
110,97
110,99
109,73
109,81
110,02
110,18
110,21
110,25
110,36
110,51
110,6
110,95
111,18
111,19
111,69
111,7
111,83
111,77
111,73
112,01
111,86
112,04

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61665&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]2 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=61665&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61665&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9295737.26020
20.8625526.73670
30.7928656.19250
40.7345075.73670
50.6732235.2581e-06
60.6159094.81045e-06
70.556644.34752.7e-05
80.4957783.87220.000133
90.4481153.49990.000438
100.4071283.17980.001158
110.3700612.89030.002662
120.3338322.60730.005728
130.2954262.30740.012222
140.2588572.02170.023798
150.2305041.80030.03838
160.2105231.64420.052636
170.1883711.47120.073185
180.1562491.22030.113516
190.1252140.97790.165981
200.0958710.74880.228435
210.0525990.41080.341325
220.0159630.12470.450595
23-0.020904-0.16330.435426
24-0.045697-0.35690.361196
25-0.076768-0.59960.275504
26-0.108981-0.85120.199002
27-0.132692-1.03640.152064
28-0.152325-1.18970.119388
29-0.171486-1.33930.092713
30-0.194585-1.51980.066869
31-0.216348-1.68970.048092
32-0.234436-1.8310.035992
33-0.252557-1.97250.026543
34-0.268327-2.09570.020133
35-0.281226-2.19640.015935
36-0.295119-2.3050.012293

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929573 & 7.2602 & 0 \tabularnewline
2 & 0.862552 & 6.7367 & 0 \tabularnewline
3 & 0.792865 & 6.1925 & 0 \tabularnewline
4 & 0.734507 & 5.7367 & 0 \tabularnewline
5 & 0.673223 & 5.258 & 1e-06 \tabularnewline
6 & 0.615909 & 4.8104 & 5e-06 \tabularnewline
7 & 0.55664 & 4.3475 & 2.7e-05 \tabularnewline
8 & 0.495778 & 3.8722 & 0.000133 \tabularnewline
9 & 0.448115 & 3.4999 & 0.000438 \tabularnewline
10 & 0.407128 & 3.1798 & 0.001158 \tabularnewline
11 & 0.370061 & 2.8903 & 0.002662 \tabularnewline
12 & 0.333832 & 2.6073 & 0.005728 \tabularnewline
13 & 0.295426 & 2.3074 & 0.012222 \tabularnewline
14 & 0.258857 & 2.0217 & 0.023798 \tabularnewline
15 & 0.230504 & 1.8003 & 0.03838 \tabularnewline
16 & 0.210523 & 1.6442 & 0.052636 \tabularnewline
17 & 0.188371 & 1.4712 & 0.073185 \tabularnewline
18 & 0.156249 & 1.2203 & 0.113516 \tabularnewline
19 & 0.125214 & 0.9779 & 0.165981 \tabularnewline
20 & 0.095871 & 0.7488 & 0.228435 \tabularnewline
21 & 0.052599 & 0.4108 & 0.341325 \tabularnewline
22 & 0.015963 & 0.1247 & 0.450595 \tabularnewline
23 & -0.020904 & -0.1633 & 0.435426 \tabularnewline
24 & -0.045697 & -0.3569 & 0.361196 \tabularnewline
25 & -0.076768 & -0.5996 & 0.275504 \tabularnewline
26 & -0.108981 & -0.8512 & 0.199002 \tabularnewline
27 & -0.132692 & -1.0364 & 0.152064 \tabularnewline
28 & -0.152325 & -1.1897 & 0.119388 \tabularnewline
29 & -0.171486 & -1.3393 & 0.092713 \tabularnewline
30 & -0.194585 & -1.5198 & 0.066869 \tabularnewline
31 & -0.216348 & -1.6897 & 0.048092 \tabularnewline
32 & -0.234436 & -1.831 & 0.035992 \tabularnewline
33 & -0.252557 & -1.9725 & 0.026543 \tabularnewline
34 & -0.268327 & -2.0957 & 0.020133 \tabularnewline
35 & -0.281226 & -2.1964 & 0.015935 \tabularnewline
36 & -0.295119 & -2.305 & 0.012293 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61665&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]0.929573[/C][C]7.2602[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.862552[/C][C]6.7367[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.792865[/C][C]6.1925[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.734507[/C][C]5.7367[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.673223[/C][C]5.258[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.615909[/C][C]4.8104[/C][C]5e-06[/C][/ROW]
[ROW][C]7[/C][C]0.55664[/C][C]4.3475[/C][C]2.7e-05[/C][/ROW]
[ROW][C]8[/C][C]0.495778[/C][C]3.8722[/C][C]0.000133[/C][/ROW]
[ROW][C]9[/C][C]0.448115[/C][C]3.4999[/C][C]0.000438[/C][/ROW]
[ROW][C]10[/C][C]0.407128[/C][C]3.1798[/C][C]0.001158[/C][/ROW]
[ROW][C]11[/C][C]0.370061[/C][C]2.8903[/C][C]0.002662[/C][/ROW]
[ROW][C]12[/C][C]0.333832[/C][C]2.6073[/C][C]0.005728[/C][/ROW]
[ROW][C]13[/C][C]0.295426[/C][C]2.3074[/C][C]0.012222[/C][/ROW]
[ROW][C]14[/C][C]0.258857[/C][C]2.0217[/C][C]0.023798[/C][/ROW]
[ROW][C]15[/C][C]0.230504[/C][C]1.8003[/C][C]0.03838[/C][/ROW]
[ROW][C]16[/C][C]0.210523[/C][C]1.6442[/C][C]0.052636[/C][/ROW]
[ROW][C]17[/C][C]0.188371[/C][C]1.4712[/C][C]0.073185[/C][/ROW]
[ROW][C]18[/C][C]0.156249[/C][C]1.2203[/C][C]0.113516[/C][/ROW]
[ROW][C]19[/C][C]0.125214[/C][C]0.9779[/C][C]0.165981[/C][/ROW]
[ROW][C]20[/C][C]0.095871[/C][C]0.7488[/C][C]0.228435[/C][/ROW]
[ROW][C]21[/C][C]0.052599[/C][C]0.4108[/C][C]0.341325[/C][/ROW]
[ROW][C]22[/C][C]0.015963[/C][C]0.1247[/C][C]0.450595[/C][/ROW]
[ROW][C]23[/C][C]-0.020904[/C][C]-0.1633[/C][C]0.435426[/C][/ROW]
[ROW][C]24[/C][C]-0.045697[/C][C]-0.3569[/C][C]0.361196[/C][/ROW]
[ROW][C]25[/C][C]-0.076768[/C][C]-0.5996[/C][C]0.275504[/C][/ROW]
[ROW][C]26[/C][C]-0.108981[/C][C]-0.8512[/C][C]0.199002[/C][/ROW]
[ROW][C]27[/C][C]-0.132692[/C][C]-1.0364[/C][C]0.152064[/C][/ROW]
[ROW][C]28[/C][C]-0.152325[/C][C]-1.1897[/C][C]0.119388[/C][/ROW]
[ROW][C]29[/C][C]-0.171486[/C][C]-1.3393[/C][C]0.092713[/C][/ROW]
[ROW][C]30[/C][C]-0.194585[/C][C]-1.5198[/C][C]0.066869[/C][/ROW]
[ROW][C]31[/C][C]-0.216348[/C][C]-1.6897[/C][C]0.048092[/C][/ROW]
[ROW][C]32[/C][C]-0.234436[/C][C]-1.831[/C][C]0.035992[/C][/ROW]
[ROW][C]33[/C][C]-0.252557[/C][C]-1.9725[/C][C]0.026543[/C][/ROW]
[ROW][C]34[/C][C]-0.268327[/C][C]-2.0957[/C][C]0.020133[/C][/ROW]
[ROW][C]35[/C][C]-0.281226[/C][C]-2.1964[/C][C]0.015935[/C][/ROW]
[ROW][C]36[/C][C]-0.295119[/C][C]-2.305[/C][C]0.012293[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61665&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61665&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
10.9295737.26020
20.8625526.73670
30.7928656.19250
40.7345075.73670
50.6732235.2581e-06
60.6159094.81045e-06
70.556644.34752.7e-05
80.4957783.87220.000133
90.4481153.49990.000438
100.4071283.17980.001158
110.3700612.89030.002662
120.3338322.60730.005728
130.2954262.30740.012222
140.2588572.02170.023798
150.2305041.80030.03838
160.2105231.64420.052636
170.1883711.47120.073185
180.1562491.22030.113516
190.1252140.97790.165981
200.0958710.74880.228435
210.0525990.41080.341325
220.0159630.12470.450595
23-0.020904-0.16330.435426
24-0.045697-0.35690.361196
25-0.076768-0.59960.275504
26-0.108981-0.85120.199002
27-0.132692-1.03640.152064
28-0.152325-1.18970.119388
29-0.171486-1.33930.092713
30-0.194585-1.51980.066869
31-0.216348-1.68970.048092
32-0.234436-1.8310.035992
33-0.252557-1.97250.026543
34-0.268327-2.09570.020133
35-0.281226-2.19640.015935
36-0.295119-2.3050.012293






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9295737.26020
2-0.011434-0.08930.464568
3-0.055042-0.42990.334394
40.0438690.34260.366528
5-0.051672-0.40360.343969
6-0.011073-0.08650.465682
7-0.042218-0.32970.371367
8-0.054273-0.42390.336571
90.0620280.48450.314899
100.017030.1330.447311
11-0.005025-0.03920.484412
12-0.009407-0.07350.470834
13-0.044063-0.34410.365963
14-0.011449-0.08940.46452
150.0327660.25590.39944
160.0313640.2450.403655
17-0.028872-0.22550.411174
18-0.087087-0.68020.249485
19-0.010601-0.08280.467141
20-0.009716-0.07590.469881
21-0.144143-1.12580.132332
220.0090550.07070.471925
23-0.024383-0.19040.424799
240.0544670.42540.33602
25-0.054563-0.42620.335749
26-0.069325-0.54140.295085
270.0428860.33490.369406
28-0.005966-0.04660.481494
29-0.043774-0.34190.366805
30-0.049303-0.38510.350764
31-0.030367-0.23720.406658
320.0067230.05250.479148
33-0.038891-0.30380.381176
34-0.025503-0.19920.42139
35-0.002596-0.02030.491944
36-0.04788-0.3740.354868

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929573 & 7.2602 & 0 \tabularnewline
2 & -0.011434 & -0.0893 & 0.464568 \tabularnewline
3 & -0.055042 & -0.4299 & 0.334394 \tabularnewline
4 & 0.043869 & 0.3426 & 0.366528 \tabularnewline
5 & -0.051672 & -0.4036 & 0.343969 \tabularnewline
6 & -0.011073 & -0.0865 & 0.465682 \tabularnewline
7 & -0.042218 & -0.3297 & 0.371367 \tabularnewline
8 & -0.054273 & -0.4239 & 0.336571 \tabularnewline
9 & 0.062028 & 0.4845 & 0.314899 \tabularnewline
10 & 0.01703 & 0.133 & 0.447311 \tabularnewline
11 & -0.005025 & -0.0392 & 0.484412 \tabularnewline
12 & -0.009407 & -0.0735 & 0.470834 \tabularnewline
13 & -0.044063 & -0.3441 & 0.365963 \tabularnewline
14 & -0.011449 & -0.0894 & 0.46452 \tabularnewline
15 & 0.032766 & 0.2559 & 0.39944 \tabularnewline
16 & 0.031364 & 0.245 & 0.403655 \tabularnewline
17 & -0.028872 & -0.2255 & 0.411174 \tabularnewline
18 & -0.087087 & -0.6802 & 0.249485 \tabularnewline
19 & -0.010601 & -0.0828 & 0.467141 \tabularnewline
20 & -0.009716 & -0.0759 & 0.469881 \tabularnewline
21 & -0.144143 & -1.1258 & 0.132332 \tabularnewline
22 & 0.009055 & 0.0707 & 0.471925 \tabularnewline
23 & -0.024383 & -0.1904 & 0.424799 \tabularnewline
24 & 0.054467 & 0.4254 & 0.33602 \tabularnewline
25 & -0.054563 & -0.4262 & 0.335749 \tabularnewline
26 & -0.069325 & -0.5414 & 0.295085 \tabularnewline
27 & 0.042886 & 0.3349 & 0.369406 \tabularnewline
28 & -0.005966 & -0.0466 & 0.481494 \tabularnewline
29 & -0.043774 & -0.3419 & 0.366805 \tabularnewline
30 & -0.049303 & -0.3851 & 0.350764 \tabularnewline
31 & -0.030367 & -0.2372 & 0.406658 \tabularnewline
32 & 0.006723 & 0.0525 & 0.479148 \tabularnewline
33 & -0.038891 & -0.3038 & 0.381176 \tabularnewline
34 & -0.025503 & -0.1992 & 0.42139 \tabularnewline
35 & -0.002596 & -0.0203 & 0.491944 \tabularnewline
36 & -0.04788 & -0.374 & 0.354868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61665&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]0.929573[/C][C]7.2602[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.011434[/C][C]-0.0893[/C][C]0.464568[/C][/ROW]
[ROW][C]3[/C][C]-0.055042[/C][C]-0.4299[/C][C]0.334394[/C][/ROW]
[ROW][C]4[/C][C]0.043869[/C][C]0.3426[/C][C]0.366528[/C][/ROW]
[ROW][C]5[/C][C]-0.051672[/C][C]-0.4036[/C][C]0.343969[/C][/ROW]
[ROW][C]6[/C][C]-0.011073[/C][C]-0.0865[/C][C]0.465682[/C][/ROW]
[ROW][C]7[/C][C]-0.042218[/C][C]-0.3297[/C][C]0.371367[/C][/ROW]
[ROW][C]8[/C][C]-0.054273[/C][C]-0.4239[/C][C]0.336571[/C][/ROW]
[ROW][C]9[/C][C]0.062028[/C][C]0.4845[/C][C]0.314899[/C][/ROW]
[ROW][C]10[/C][C]0.01703[/C][C]0.133[/C][C]0.447311[/C][/ROW]
[ROW][C]11[/C][C]-0.005025[/C][C]-0.0392[/C][C]0.484412[/C][/ROW]
[ROW][C]12[/C][C]-0.009407[/C][C]-0.0735[/C][C]0.470834[/C][/ROW]
[ROW][C]13[/C][C]-0.044063[/C][C]-0.3441[/C][C]0.365963[/C][/ROW]
[ROW][C]14[/C][C]-0.011449[/C][C]-0.0894[/C][C]0.46452[/C][/ROW]
[ROW][C]15[/C][C]0.032766[/C][C]0.2559[/C][C]0.39944[/C][/ROW]
[ROW][C]16[/C][C]0.031364[/C][C]0.245[/C][C]0.403655[/C][/ROW]
[ROW][C]17[/C][C]-0.028872[/C][C]-0.2255[/C][C]0.411174[/C][/ROW]
[ROW][C]18[/C][C]-0.087087[/C][C]-0.6802[/C][C]0.249485[/C][/ROW]
[ROW][C]19[/C][C]-0.010601[/C][C]-0.0828[/C][C]0.467141[/C][/ROW]
[ROW][C]20[/C][C]-0.009716[/C][C]-0.0759[/C][C]0.469881[/C][/ROW]
[ROW][C]21[/C][C]-0.144143[/C][C]-1.1258[/C][C]0.132332[/C][/ROW]
[ROW][C]22[/C][C]0.009055[/C][C]0.0707[/C][C]0.471925[/C][/ROW]
[ROW][C]23[/C][C]-0.024383[/C][C]-0.1904[/C][C]0.424799[/C][/ROW]
[ROW][C]24[/C][C]0.054467[/C][C]0.4254[/C][C]0.33602[/C][/ROW]
[ROW][C]25[/C][C]-0.054563[/C][C]-0.4262[/C][C]0.335749[/C][/ROW]
[ROW][C]26[/C][C]-0.069325[/C][C]-0.5414[/C][C]0.295085[/C][/ROW]
[ROW][C]27[/C][C]0.042886[/C][C]0.3349[/C][C]0.369406[/C][/ROW]
[ROW][C]28[/C][C]-0.005966[/C][C]-0.0466[/C][C]0.481494[/C][/ROW]
[ROW][C]29[/C][C]-0.043774[/C][C]-0.3419[/C][C]0.366805[/C][/ROW]
[ROW][C]30[/C][C]-0.049303[/C][C]-0.3851[/C][C]0.350764[/C][/ROW]
[ROW][C]31[/C][C]-0.030367[/C][C]-0.2372[/C][C]0.406658[/C][/ROW]
[ROW][C]32[/C][C]0.006723[/C][C]0.0525[/C][C]0.479148[/C][/ROW]
[ROW][C]33[/C][C]-0.038891[/C][C]-0.3038[/C][C]0.381176[/C][/ROW]
[ROW][C]34[/C][C]-0.025503[/C][C]-0.1992[/C][C]0.42139[/C][/ROW]
[ROW][C]35[/C][C]-0.002596[/C][C]-0.0203[/C][C]0.491944[/C][/ROW]
[ROW][C]36[/C][C]-0.04788[/C][C]-0.374[/C][C]0.354868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61665&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61665&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
10.9295737.26020
2-0.011434-0.08930.464568
3-0.055042-0.42990.334394
40.0438690.34260.366528
5-0.051672-0.40360.343969
6-0.011073-0.08650.465682
7-0.042218-0.32970.371367
8-0.054273-0.42390.336571
90.0620280.48450.314899
100.017030.1330.447311
11-0.005025-0.03920.484412
12-0.009407-0.07350.470834
13-0.044063-0.34410.365963
14-0.011449-0.08940.46452
150.0327660.25590.39944
160.0313640.2450.403655
17-0.028872-0.22550.411174
18-0.087087-0.68020.249485
19-0.010601-0.08280.467141
20-0.009716-0.07590.469881
21-0.144143-1.12580.132332
220.0090550.07070.471925
23-0.024383-0.19040.424799
240.0544670.42540.33602
25-0.054563-0.42620.335749
26-0.069325-0.54140.295085
270.0428860.33490.369406
28-0.005966-0.04660.481494
29-0.043774-0.34190.366805
30-0.049303-0.38510.350764
31-0.030367-0.23720.406658
320.0067230.05250.479148
33-0.038891-0.30380.381176
34-0.025503-0.19920.42139
35-0.002596-0.02030.491944
36-0.04788-0.3740.354868


Figures (Output of Computation)

Input Parameters & R Code

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')