Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 15 Nov 2011 04:34:32 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/15/t1321350106pkjgj3kguwddsle.htm/, Retrieved Fri, 29 Mar 2024 13:19:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=142559, Retrieved Fri, 29 Mar 2024 13:19:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact70
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Opdracht 6 oefeni...] [2011-11-15 09:34:32] [5c7e349a99f3f4c38d746f616922f776] [Current]
Feedback Forum

Post a new message
Dataseries X:
6
6
5
3
2
3
3
2
0
4
4
5
6
6
5
5
3
5
5
5
3
6
6
4
6
5
4
5
5
4
3
2
3
2
-1
0
-2
1
-2
-2
-2
-6
-4
-2
0
-5
-4
-5
-1
-2
-4
-1
1
1
-2
1
1
3
3
1
1
0
2
2
-1
1
0
1
1
3
2
0




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142559&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142559&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.317648-2.67660.004615
2-0.078784-0.66380.25447
3-0.107561-0.90630.183914
40.1473841.24190.109184
50.134341.1320.130729
6-0.152825-1.28770.101011
70.0726780.61240.271117
8-0.110427-0.93050.17764
90.1345691.13390.130325
10-0.145423-1.22540.112245
110.0804270.67770.250085
120.014340.12080.452082
13-0.042491-0.3580.360688
14-0.009319-0.07850.468818
150.0022790.01920.492367
160.0850810.71690.237891
17-0.232914-1.96260.026808
180.0843290.71060.239841
19-0.02248-0.18940.425152
200.0144530.12180.451708
21-0.049262-0.41510.339663
22-0.056811-0.47870.316811
230.050980.42960.334407
24-0.193439-1.62990.053771
250.1357781.14410.128216
260.0371830.31330.377483
270.0056870.04790.480959
28-0.048426-0.4080.342233
29-0.147368-1.24170.109208
300.1397381.17750.121473
310.0921610.77660.219998
32-0.101239-0.85310.198248
330.0222850.18780.425793
340.0736210.62030.268509
35-0.014041-0.11830.453076
36-0.0825-0.69520.244614

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.317648 & -2.6766 & 0.004615 \tabularnewline
2 & -0.078784 & -0.6638 & 0.25447 \tabularnewline
3 & -0.107561 & -0.9063 & 0.183914 \tabularnewline
4 & 0.147384 & 1.2419 & 0.109184 \tabularnewline
5 & 0.13434 & 1.132 & 0.130729 \tabularnewline
6 & -0.152825 & -1.2877 & 0.101011 \tabularnewline
7 & 0.072678 & 0.6124 & 0.271117 \tabularnewline
8 & -0.110427 & -0.9305 & 0.17764 \tabularnewline
9 & 0.134569 & 1.1339 & 0.130325 \tabularnewline
10 & -0.145423 & -1.2254 & 0.112245 \tabularnewline
11 & 0.080427 & 0.6777 & 0.250085 \tabularnewline
12 & 0.01434 & 0.1208 & 0.452082 \tabularnewline
13 & -0.042491 & -0.358 & 0.360688 \tabularnewline
14 & -0.009319 & -0.0785 & 0.468818 \tabularnewline
15 & 0.002279 & 0.0192 & 0.492367 \tabularnewline
16 & 0.085081 & 0.7169 & 0.237891 \tabularnewline
17 & -0.232914 & -1.9626 & 0.026808 \tabularnewline
18 & 0.084329 & 0.7106 & 0.239841 \tabularnewline
19 & -0.02248 & -0.1894 & 0.425152 \tabularnewline
20 & 0.014453 & 0.1218 & 0.451708 \tabularnewline
21 & -0.049262 & -0.4151 & 0.339663 \tabularnewline
22 & -0.056811 & -0.4787 & 0.316811 \tabularnewline
23 & 0.05098 & 0.4296 & 0.334407 \tabularnewline
24 & -0.193439 & -1.6299 & 0.053771 \tabularnewline
25 & 0.135778 & 1.1441 & 0.128216 \tabularnewline
26 & 0.037183 & 0.3133 & 0.377483 \tabularnewline
27 & 0.005687 & 0.0479 & 0.480959 \tabularnewline
28 & -0.048426 & -0.408 & 0.342233 \tabularnewline
29 & -0.147368 & -1.2417 & 0.109208 \tabularnewline
30 & 0.139738 & 1.1775 & 0.121473 \tabularnewline
31 & 0.092161 & 0.7766 & 0.219998 \tabularnewline
32 & -0.101239 & -0.8531 & 0.198248 \tabularnewline
33 & 0.022285 & 0.1878 & 0.425793 \tabularnewline
34 & 0.073621 & 0.6203 & 0.268509 \tabularnewline
35 & -0.014041 & -0.1183 & 0.453076 \tabularnewline
36 & -0.0825 & -0.6952 & 0.244614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142559&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]-0.317648[/C][C]-2.6766[/C][C]0.004615[/C][/ROW]
[ROW][C]2[/C][C]-0.078784[/C][C]-0.6638[/C][C]0.25447[/C][/ROW]
[ROW][C]3[/C][C]-0.107561[/C][C]-0.9063[/C][C]0.183914[/C][/ROW]
[ROW][C]4[/C][C]0.147384[/C][C]1.2419[/C][C]0.109184[/C][/ROW]
[ROW][C]5[/C][C]0.13434[/C][C]1.132[/C][C]0.130729[/C][/ROW]
[ROW][C]6[/C][C]-0.152825[/C][C]-1.2877[/C][C]0.101011[/C][/ROW]
[ROW][C]7[/C][C]0.072678[/C][C]0.6124[/C][C]0.271117[/C][/ROW]
[ROW][C]8[/C][C]-0.110427[/C][C]-0.9305[/C][C]0.17764[/C][/ROW]
[ROW][C]9[/C][C]0.134569[/C][C]1.1339[/C][C]0.130325[/C][/ROW]
[ROW][C]10[/C][C]-0.145423[/C][C]-1.2254[/C][C]0.112245[/C][/ROW]
[ROW][C]11[/C][C]0.080427[/C][C]0.6777[/C][C]0.250085[/C][/ROW]
[ROW][C]12[/C][C]0.01434[/C][C]0.1208[/C][C]0.452082[/C][/ROW]
[ROW][C]13[/C][C]-0.042491[/C][C]-0.358[/C][C]0.360688[/C][/ROW]
[ROW][C]14[/C][C]-0.009319[/C][C]-0.0785[/C][C]0.468818[/C][/ROW]
[ROW][C]15[/C][C]0.002279[/C][C]0.0192[/C][C]0.492367[/C][/ROW]
[ROW][C]16[/C][C]0.085081[/C][C]0.7169[/C][C]0.237891[/C][/ROW]
[ROW][C]17[/C][C]-0.232914[/C][C]-1.9626[/C][C]0.026808[/C][/ROW]
[ROW][C]18[/C][C]0.084329[/C][C]0.7106[/C][C]0.239841[/C][/ROW]
[ROW][C]19[/C][C]-0.02248[/C][C]-0.1894[/C][C]0.425152[/C][/ROW]
[ROW][C]20[/C][C]0.014453[/C][C]0.1218[/C][C]0.451708[/C][/ROW]
[ROW][C]21[/C][C]-0.049262[/C][C]-0.4151[/C][C]0.339663[/C][/ROW]
[ROW][C]22[/C][C]-0.056811[/C][C]-0.4787[/C][C]0.316811[/C][/ROW]
[ROW][C]23[/C][C]0.05098[/C][C]0.4296[/C][C]0.334407[/C][/ROW]
[ROW][C]24[/C][C]-0.193439[/C][C]-1.6299[/C][C]0.053771[/C][/ROW]
[ROW][C]25[/C][C]0.135778[/C][C]1.1441[/C][C]0.128216[/C][/ROW]
[ROW][C]26[/C][C]0.037183[/C][C]0.3133[/C][C]0.377483[/C][/ROW]
[ROW][C]27[/C][C]0.005687[/C][C]0.0479[/C][C]0.480959[/C][/ROW]
[ROW][C]28[/C][C]-0.048426[/C][C]-0.408[/C][C]0.342233[/C][/ROW]
[ROW][C]29[/C][C]-0.147368[/C][C]-1.2417[/C][C]0.109208[/C][/ROW]
[ROW][C]30[/C][C]0.139738[/C][C]1.1775[/C][C]0.121473[/C][/ROW]
[ROW][C]31[/C][C]0.092161[/C][C]0.7766[/C][C]0.219998[/C][/ROW]
[ROW][C]32[/C][C]-0.101239[/C][C]-0.8531[/C][C]0.198248[/C][/ROW]
[ROW][C]33[/C][C]0.022285[/C][C]0.1878[/C][C]0.425793[/C][/ROW]
[ROW][C]34[/C][C]0.073621[/C][C]0.6203[/C][C]0.268509[/C][/ROW]
[ROW][C]35[/C][C]-0.014041[/C][C]-0.1183[/C][C]0.453076[/C][/ROW]
[ROW][C]36[/C][C]-0.0825[/C][C]-0.6952[/C][C]0.244614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142559&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
1-0.317648-2.67660.004615
2-0.078784-0.66380.25447
3-0.107561-0.90630.183914
40.1473841.24190.109184
50.134341.1320.130729
6-0.152825-1.28770.101011
70.0726780.61240.271117
8-0.110427-0.93050.17764
90.1345691.13390.130325
10-0.145423-1.22540.112245
110.0804270.67770.250085
120.014340.12080.452082
13-0.042491-0.3580.360688
14-0.009319-0.07850.468818
150.0022790.01920.492367
160.0850810.71690.237891
17-0.232914-1.96260.026808
180.0843290.71060.239841
19-0.02248-0.18940.425152
200.0144530.12180.451708
21-0.049262-0.41510.339663
22-0.056811-0.47870.316811
230.050980.42960.334407
24-0.193439-1.62990.053771
250.1357781.14410.128216
260.0371830.31330.377483
270.0056870.04790.480959
28-0.048426-0.4080.342233
29-0.147368-1.24170.109208
300.1397381.17750.121473
310.0921610.77660.219998
32-0.101239-0.85310.198248
330.0222850.18780.425793
340.0736210.62030.268509
35-0.014041-0.11830.453076
36-0.0825-0.69520.244614







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.317648-2.67660.004615
2-0.199849-1.6840.048291
3-0.232938-1.96280.026796
40.0056960.0480.480928
50.1836991.54790.063049
6-0.017119-0.14430.442856
70.1067890.89980.18563
8-0.065471-0.55170.291453
90.0323730.27280.392908
10-0.132465-1.11620.134057
11-0.003594-0.03030.487961
120.0273950.23080.409055
13-0.016616-0.140.444525
14-0.024281-0.20460.419238
150.0365260.30780.379578
160.0407330.34320.366222
17-0.207196-1.74590.04258
18-0.080993-0.68250.248584
19-0.078409-0.66070.255476
20-0.10668-0.89890.185871
21-0.048121-0.40550.343173
22-0.036155-0.30460.380764
23-0.036257-0.30550.380437
24-0.254578-2.14510.017683
25-0.081457-0.68640.247358
260.0638210.53780.296209
27-0.019483-0.16420.435032
280.0595230.50150.308768
29-0.11557-0.97380.166728
30-0.074685-0.62930.265584
310.0619750.52220.301574
32-0.112049-0.94410.17415
330.1005930.84760.199751
340.101120.85210.198524
35-0.000348-0.00290.498833
36-0.070416-0.59330.277421

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.317648 & -2.6766 & 0.004615 \tabularnewline
2 & -0.199849 & -1.684 & 0.048291 \tabularnewline
3 & -0.232938 & -1.9628 & 0.026796 \tabularnewline
4 & 0.005696 & 0.048 & 0.480928 \tabularnewline
5 & 0.183699 & 1.5479 & 0.063049 \tabularnewline
6 & -0.017119 & -0.1443 & 0.442856 \tabularnewline
7 & 0.106789 & 0.8998 & 0.18563 \tabularnewline
8 & -0.065471 & -0.5517 & 0.291453 \tabularnewline
9 & 0.032373 & 0.2728 & 0.392908 \tabularnewline
10 & -0.132465 & -1.1162 & 0.134057 \tabularnewline
11 & -0.003594 & -0.0303 & 0.487961 \tabularnewline
12 & 0.027395 & 0.2308 & 0.409055 \tabularnewline
13 & -0.016616 & -0.14 & 0.444525 \tabularnewline
14 & -0.024281 & -0.2046 & 0.419238 \tabularnewline
15 & 0.036526 & 0.3078 & 0.379578 \tabularnewline
16 & 0.040733 & 0.3432 & 0.366222 \tabularnewline
17 & -0.207196 & -1.7459 & 0.04258 \tabularnewline
18 & -0.080993 & -0.6825 & 0.248584 \tabularnewline
19 & -0.078409 & -0.6607 & 0.255476 \tabularnewline
20 & -0.10668 & -0.8989 & 0.185871 \tabularnewline
21 & -0.048121 & -0.4055 & 0.343173 \tabularnewline
22 & -0.036155 & -0.3046 & 0.380764 \tabularnewline
23 & -0.036257 & -0.3055 & 0.380437 \tabularnewline
24 & -0.254578 & -2.1451 & 0.017683 \tabularnewline
25 & -0.081457 & -0.6864 & 0.247358 \tabularnewline
26 & 0.063821 & 0.5378 & 0.296209 \tabularnewline
27 & -0.019483 & -0.1642 & 0.435032 \tabularnewline
28 & 0.059523 & 0.5015 & 0.308768 \tabularnewline
29 & -0.11557 & -0.9738 & 0.166728 \tabularnewline
30 & -0.074685 & -0.6293 & 0.265584 \tabularnewline
31 & 0.061975 & 0.5222 & 0.301574 \tabularnewline
32 & -0.112049 & -0.9441 & 0.17415 \tabularnewline
33 & 0.100593 & 0.8476 & 0.199751 \tabularnewline
34 & 0.10112 & 0.8521 & 0.198524 \tabularnewline
35 & -0.000348 & -0.0029 & 0.498833 \tabularnewline
36 & -0.070416 & -0.5933 & 0.277421 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142559&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]-0.317648[/C][C]-2.6766[/C][C]0.004615[/C][/ROW]
[ROW][C]2[/C][C]-0.199849[/C][C]-1.684[/C][C]0.048291[/C][/ROW]
[ROW][C]3[/C][C]-0.232938[/C][C]-1.9628[/C][C]0.026796[/C][/ROW]
[ROW][C]4[/C][C]0.005696[/C][C]0.048[/C][C]0.480928[/C][/ROW]
[ROW][C]5[/C][C]0.183699[/C][C]1.5479[/C][C]0.063049[/C][/ROW]
[ROW][C]6[/C][C]-0.017119[/C][C]-0.1443[/C][C]0.442856[/C][/ROW]
[ROW][C]7[/C][C]0.106789[/C][C]0.8998[/C][C]0.18563[/C][/ROW]
[ROW][C]8[/C][C]-0.065471[/C][C]-0.5517[/C][C]0.291453[/C][/ROW]
[ROW][C]9[/C][C]0.032373[/C][C]0.2728[/C][C]0.392908[/C][/ROW]
[ROW][C]10[/C][C]-0.132465[/C][C]-1.1162[/C][C]0.134057[/C][/ROW]
[ROW][C]11[/C][C]-0.003594[/C][C]-0.0303[/C][C]0.487961[/C][/ROW]
[ROW][C]12[/C][C]0.027395[/C][C]0.2308[/C][C]0.409055[/C][/ROW]
[ROW][C]13[/C][C]-0.016616[/C][C]-0.14[/C][C]0.444525[/C][/ROW]
[ROW][C]14[/C][C]-0.024281[/C][C]-0.2046[/C][C]0.419238[/C][/ROW]
[ROW][C]15[/C][C]0.036526[/C][C]0.3078[/C][C]0.379578[/C][/ROW]
[ROW][C]16[/C][C]0.040733[/C][C]0.3432[/C][C]0.366222[/C][/ROW]
[ROW][C]17[/C][C]-0.207196[/C][C]-1.7459[/C][C]0.04258[/C][/ROW]
[ROW][C]18[/C][C]-0.080993[/C][C]-0.6825[/C][C]0.248584[/C][/ROW]
[ROW][C]19[/C][C]-0.078409[/C][C]-0.6607[/C][C]0.255476[/C][/ROW]
[ROW][C]20[/C][C]-0.10668[/C][C]-0.8989[/C][C]0.185871[/C][/ROW]
[ROW][C]21[/C][C]-0.048121[/C][C]-0.4055[/C][C]0.343173[/C][/ROW]
[ROW][C]22[/C][C]-0.036155[/C][C]-0.3046[/C][C]0.380764[/C][/ROW]
[ROW][C]23[/C][C]-0.036257[/C][C]-0.3055[/C][C]0.380437[/C][/ROW]
[ROW][C]24[/C][C]-0.254578[/C][C]-2.1451[/C][C]0.017683[/C][/ROW]
[ROW][C]25[/C][C]-0.081457[/C][C]-0.6864[/C][C]0.247358[/C][/ROW]
[ROW][C]26[/C][C]0.063821[/C][C]0.5378[/C][C]0.296209[/C][/ROW]
[ROW][C]27[/C][C]-0.019483[/C][C]-0.1642[/C][C]0.435032[/C][/ROW]
[ROW][C]28[/C][C]0.059523[/C][C]0.5015[/C][C]0.308768[/C][/ROW]
[ROW][C]29[/C][C]-0.11557[/C][C]-0.9738[/C][C]0.166728[/C][/ROW]
[ROW][C]30[/C][C]-0.074685[/C][C]-0.6293[/C][C]0.265584[/C][/ROW]
[ROW][C]31[/C][C]0.061975[/C][C]0.5222[/C][C]0.301574[/C][/ROW]
[ROW][C]32[/C][C]-0.112049[/C][C]-0.9441[/C][C]0.17415[/C][/ROW]
[ROW][C]33[/C][C]0.100593[/C][C]0.8476[/C][C]0.199751[/C][/ROW]
[ROW][C]34[/C][C]0.10112[/C][C]0.8521[/C][C]0.198524[/C][/ROW]
[ROW][C]35[/C][C]-0.000348[/C][C]-0.0029[/C][C]0.498833[/C][/ROW]
[ROW][C]36[/C][C]-0.070416[/C][C]-0.5933[/C][C]0.277421[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142559&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142559&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
1-0.317648-2.67660.004615
2-0.199849-1.6840.048291
3-0.232938-1.96280.026796
40.0056960.0480.480928
50.1836991.54790.063049
6-0.017119-0.14430.442856
70.1067890.89980.18563
8-0.065471-0.55170.291453
90.0323730.27280.392908
10-0.132465-1.11620.134057
11-0.003594-0.03030.487961
120.0273950.23080.409055
13-0.016616-0.140.444525
14-0.024281-0.20460.419238
150.0365260.30780.379578
160.0407330.34320.366222
17-0.207196-1.74590.04258
18-0.080993-0.68250.248584
19-0.078409-0.66070.255476
20-0.10668-0.89890.185871
21-0.048121-0.40550.343173
22-0.036155-0.30460.380764
23-0.036257-0.30550.380437
24-0.254578-2.14510.017683
25-0.081457-0.68640.247358
260.0638210.53780.296209
27-0.019483-0.16420.435032
280.0595230.50150.308768
29-0.11557-0.97380.166728
30-0.074685-0.62930.265584
310.0619750.52220.301574
32-0.112049-0.94410.17415
330.1005930.84760.199751
340.101120.85210.198524
35-0.000348-0.00290.498833
36-0.070416-0.59330.277421



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')