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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, 03 Dec 2007 09:36:19 -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/2007/Dec/03/t119669910718mabki75kcd0hq.htm/, Retrieved Fri, 03 May 2024 19:52:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2344, Retrieved Fri, 03 May 2024 19:52:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact203

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] [vraag 1b] [2007-12-03 16:36:19] [c40c597932a04e0e43159741c7e63e4c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103.65
103.87
103.94
105.32
105.54
106.08
106.21
105.53
105.56
105.14
105.97
105.45
106.22
106.31
107.38
109.31
110.82
111.22
110.66
110.76
110.69
111.08
110.97
110.24
112.51
111.52
112.13
112.23
112.92
111.89
111.99
111.51
112.33
112.04
112.09
111.41
112.61
113.14
113.65
114.26
114.93
114.93
114.86
114.95
116.17
114.60
114.62
113.82
115.02
115.18
115.59
116.60
117.07
116.96
116.66
116.07
116.04
115.81
116.22
115.85
116.43
117.39
119.17
119.24
120.03

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2344&T=0

[TABLE]
[ROW][C]Summary of compuational 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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2344&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0180
1-0.110678-0.88540.81038
20.2480381.98430.025757
3-0.223665-1.78930.960853
40.0948670.75890.225338
5-0.215687-1.72550.955368
6-0.136689-1.09350.860867
7-0.194796-1.55840.937961
8-0.019399-0.15520.561421
9-0.08184-0.65470.742504
100.1202720.96220.169791
11-0.004697-0.03760.514928
120.392063.13650.001292
13-0.104899-0.83920.797757
140.1151980.92160.180103
15-0.273241-2.18590.983757
160.1340171.07210.143842
17-0.25563-2.0450.977516
180.0742090.59370.277412
19-0.258778-2.07020.978764
200.123880.9910.162699
21-0.078544-0.62840.733996
220.1585271.26820.104658
23-0.02035-0.16280.564405
240.2433451.94680.027978
250.03120.24960.401847
260.0090470.07240.471264
270.0072580.05810.476939
280.0326550.26120.397375
29-0.07688-0.6150.729646
30-0.103058-0.82450.79363
31-0.201421-1.61140.94399
32-0.032295-0.25840.60152
33-0.094209-0.75370.773096
340.1746471.39720.083594
35-0.061591-0.49270.688056

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8 & 0 \tabularnewline
1 & -0.110678 & -0.8854 & 0.81038 \tabularnewline
2 & 0.248038 & 1.9843 & 0.025757 \tabularnewline
3 & -0.223665 & -1.7893 & 0.960853 \tabularnewline
4 & 0.094867 & 0.7589 & 0.225338 \tabularnewline
5 & -0.215687 & -1.7255 & 0.955368 \tabularnewline
6 & -0.136689 & -1.0935 & 0.860867 \tabularnewline
7 & -0.194796 & -1.5584 & 0.937961 \tabularnewline
8 & -0.019399 & -0.1552 & 0.561421 \tabularnewline
9 & -0.08184 & -0.6547 & 0.742504 \tabularnewline
10 & 0.120272 & 0.9622 & 0.169791 \tabularnewline
11 & -0.004697 & -0.0376 & 0.514928 \tabularnewline
12 & 0.39206 & 3.1365 & 0.001292 \tabularnewline
13 & -0.104899 & -0.8392 & 0.797757 \tabularnewline
14 & 0.115198 & 0.9216 & 0.180103 \tabularnewline
15 & -0.273241 & -2.1859 & 0.983757 \tabularnewline
16 & 0.134017 & 1.0721 & 0.143842 \tabularnewline
17 & -0.25563 & -2.045 & 0.977516 \tabularnewline
18 & 0.074209 & 0.5937 & 0.277412 \tabularnewline
19 & -0.258778 & -2.0702 & 0.978764 \tabularnewline
20 & 0.12388 & 0.991 & 0.162699 \tabularnewline
21 & -0.078544 & -0.6284 & 0.733996 \tabularnewline
22 & 0.158527 & 1.2682 & 0.104658 \tabularnewline
23 & -0.02035 & -0.1628 & 0.564405 \tabularnewline
24 & 0.243345 & 1.9468 & 0.027978 \tabularnewline
25 & 0.0312 & 0.2496 & 0.401847 \tabularnewline
26 & 0.009047 & 0.0724 & 0.471264 \tabularnewline
27 & 0.007258 & 0.0581 & 0.476939 \tabularnewline
28 & 0.032655 & 0.2612 & 0.397375 \tabularnewline
29 & -0.07688 & -0.615 & 0.729646 \tabularnewline
30 & -0.103058 & -0.8245 & 0.79363 \tabularnewline
31 & -0.201421 & -1.6114 & 0.94399 \tabularnewline
32 & -0.032295 & -0.2584 & 0.60152 \tabularnewline
33 & -0.094209 & -0.7537 & 0.773096 \tabularnewline
34 & 0.174647 & 1.3972 & 0.083594 \tabularnewline
35 & -0.061591 & -0.4927 & 0.688056 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2344&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]0[/C][C]1[/C][C]8[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.110678[/C][C]-0.8854[/C][C]0.81038[/C][/ROW]
[ROW][C]2[/C][C]0.248038[/C][C]1.9843[/C][C]0.025757[/C][/ROW]
[ROW][C]3[/C][C]-0.223665[/C][C]-1.7893[/C][C]0.960853[/C][/ROW]
[ROW][C]4[/C][C]0.094867[/C][C]0.7589[/C][C]0.225338[/C][/ROW]
[ROW][C]5[/C][C]-0.215687[/C][C]-1.7255[/C][C]0.955368[/C][/ROW]
[ROW][C]6[/C][C]-0.136689[/C][C]-1.0935[/C][C]0.860867[/C][/ROW]
[ROW][C]7[/C][C]-0.194796[/C][C]-1.5584[/C][C]0.937961[/C][/ROW]
[ROW][C]8[/C][C]-0.019399[/C][C]-0.1552[/C][C]0.561421[/C][/ROW]
[ROW][C]9[/C][C]-0.08184[/C][C]-0.6547[/C][C]0.742504[/C][/ROW]
[ROW][C]10[/C][C]0.120272[/C][C]0.9622[/C][C]0.169791[/C][/ROW]
[ROW][C]11[/C][C]-0.004697[/C][C]-0.0376[/C][C]0.514928[/C][/ROW]
[ROW][C]12[/C][C]0.39206[/C][C]3.1365[/C][C]0.001292[/C][/ROW]
[ROW][C]13[/C][C]-0.104899[/C][C]-0.8392[/C][C]0.797757[/C][/ROW]
[ROW][C]14[/C][C]0.115198[/C][C]0.9216[/C][C]0.180103[/C][/ROW]
[ROW][C]15[/C][C]-0.273241[/C][C]-2.1859[/C][C]0.983757[/C][/ROW]
[ROW][C]16[/C][C]0.134017[/C][C]1.0721[/C][C]0.143842[/C][/ROW]
[ROW][C]17[/C][C]-0.25563[/C][C]-2.045[/C][C]0.977516[/C][/ROW]
[ROW][C]18[/C][C]0.074209[/C][C]0.5937[/C][C]0.277412[/C][/ROW]
[ROW][C]19[/C][C]-0.258778[/C][C]-2.0702[/C][C]0.978764[/C][/ROW]
[ROW][C]20[/C][C]0.12388[/C][C]0.991[/C][C]0.162699[/C][/ROW]
[ROW][C]21[/C][C]-0.078544[/C][C]-0.6284[/C][C]0.733996[/C][/ROW]
[ROW][C]22[/C][C]0.158527[/C][C]1.2682[/C][C]0.104658[/C][/ROW]
[ROW][C]23[/C][C]-0.02035[/C][C]-0.1628[/C][C]0.564405[/C][/ROW]
[ROW][C]24[/C][C]0.243345[/C][C]1.9468[/C][C]0.027978[/C][/ROW]
[ROW][C]25[/C][C]0.0312[/C][C]0.2496[/C][C]0.401847[/C][/ROW]
[ROW][C]26[/C][C]0.009047[/C][C]0.0724[/C][C]0.471264[/C][/ROW]
[ROW][C]27[/C][C]0.007258[/C][C]0.0581[/C][C]0.476939[/C][/ROW]
[ROW][C]28[/C][C]0.032655[/C][C]0.2612[/C][C]0.397375[/C][/ROW]
[ROW][C]29[/C][C]-0.07688[/C][C]-0.615[/C][C]0.729646[/C][/ROW]
[ROW][C]30[/C][C]-0.103058[/C][C]-0.8245[/C][C]0.79363[/C][/ROW]
[ROW][C]31[/C][C]-0.201421[/C][C]-1.6114[/C][C]0.94399[/C][/ROW]
[ROW][C]32[/C][C]-0.032295[/C][C]-0.2584[/C][C]0.60152[/C][/ROW]
[ROW][C]33[/C][C]-0.094209[/C][C]-0.7537[/C][C]0.773096[/C][/ROW]
[ROW][C]34[/C][C]0.174647[/C][C]1.3972[/C][C]0.083594[/C][/ROW]
[ROW][C]35[/C][C]-0.061591[/C][C]-0.4927[/C][C]0.688056[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2344&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
0180
1-0.110678-0.88540.81038
20.2480381.98430.025757
3-0.223665-1.78930.960853
40.0948670.75890.225338
5-0.215687-1.72550.955368
6-0.136689-1.09350.860867
7-0.194796-1.55840.937961
8-0.019399-0.15520.561421
9-0.08184-0.65470.742504
100.1202720.96220.169791
11-0.004697-0.03760.514928
120.392063.13650.001292
13-0.104899-0.83920.797757
140.1151980.92160.180103
15-0.273241-2.18590.983757
160.1340171.07210.143842
17-0.25563-2.0450.977516
180.0742090.59370.277412
19-0.258778-2.07020.978764
200.123880.9910.162699
21-0.078544-0.62840.733996
220.1585271.26820.104658
23-0.02035-0.16280.564405
240.2433451.94680.027978
250.03120.24960.401847
260.0090470.07240.471264
270.0072580.05810.476939
280.0326550.26120.397375
29-0.07688-0.6150.729646
30-0.103058-0.82450.79363
31-0.201421-1.61140.94399
32-0.032295-0.25840.60152
33-0.094209-0.75370.773096
340.1746471.39720.083594
35-0.061591-0.49270.688056






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.110678-0.88540.81038
10.2387131.90970.030328
2-0.189321-1.51460.932597
30.0110490.08840.464921
4-0.127879-1.0230.844929
5-0.242997-1.9440.971851
6-0.148321-1.18660.880107
7-0.044889-0.35910.639652
8-0.103327-0.82660.794237
90.0565250.45220.326328
10-0.027748-0.2220.587482
110.3008142.40650.009501
12-0.095866-0.76690.777028
13-0.107446-0.85960.803382
14-0.177201-1.41760.919422
150.0347920.27830.390827
16-0.090979-0.72780.765316
170.0817190.65380.257807
18-0.127008-1.01610.843288
19-0.001967-0.01570.506252
20-0.0392-0.31360.622579
21-0.02331-0.18650.573669
22-0.03967-0.31740.623999
230.0743370.59470.277071
240.1215060.97210.167342
25-0.081674-0.65340.742079
260.2011751.60940.056226
27-0.013443-0.10750.542654
280.0208760.1670.433944
29-0.163316-1.30650.901976
30-0.053682-0.42950.665484
31-0.164878-1.3190.90407
320.0278610.22290.412168
330.0915690.73260.233253
340.0303810.24310.404372
35-0.087737-0.70190.757355

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.110678 & -0.8854 & 0.81038 \tabularnewline
1 & 0.238713 & 1.9097 & 0.030328 \tabularnewline
2 & -0.189321 & -1.5146 & 0.932597 \tabularnewline
3 & 0.011049 & 0.0884 & 0.464921 \tabularnewline
4 & -0.127879 & -1.023 & 0.844929 \tabularnewline
5 & -0.242997 & -1.944 & 0.971851 \tabularnewline
6 & -0.148321 & -1.1866 & 0.880107 \tabularnewline
7 & -0.044889 & -0.3591 & 0.639652 \tabularnewline
8 & -0.103327 & -0.8266 & 0.794237 \tabularnewline
9 & 0.056525 & 0.4522 & 0.326328 \tabularnewline
10 & -0.027748 & -0.222 & 0.587482 \tabularnewline
11 & 0.300814 & 2.4065 & 0.009501 \tabularnewline
12 & -0.095866 & -0.7669 & 0.777028 \tabularnewline
13 & -0.107446 & -0.8596 & 0.803382 \tabularnewline
14 & -0.177201 & -1.4176 & 0.919422 \tabularnewline
15 & 0.034792 & 0.2783 & 0.390827 \tabularnewline
16 & -0.090979 & -0.7278 & 0.765316 \tabularnewline
17 & 0.081719 & 0.6538 & 0.257807 \tabularnewline
18 & -0.127008 & -1.0161 & 0.843288 \tabularnewline
19 & -0.001967 & -0.0157 & 0.506252 \tabularnewline
20 & -0.0392 & -0.3136 & 0.622579 \tabularnewline
21 & -0.02331 & -0.1865 & 0.573669 \tabularnewline
22 & -0.03967 & -0.3174 & 0.623999 \tabularnewline
23 & 0.074337 & 0.5947 & 0.277071 \tabularnewline
24 & 0.121506 & 0.9721 & 0.167342 \tabularnewline
25 & -0.081674 & -0.6534 & 0.742079 \tabularnewline
26 & 0.201175 & 1.6094 & 0.056226 \tabularnewline
27 & -0.013443 & -0.1075 & 0.542654 \tabularnewline
28 & 0.020876 & 0.167 & 0.433944 \tabularnewline
29 & -0.163316 & -1.3065 & 0.901976 \tabularnewline
30 & -0.053682 & -0.4295 & 0.665484 \tabularnewline
31 & -0.164878 & -1.319 & 0.90407 \tabularnewline
32 & 0.027861 & 0.2229 & 0.412168 \tabularnewline
33 & 0.091569 & 0.7326 & 0.233253 \tabularnewline
34 & 0.030381 & 0.2431 & 0.404372 \tabularnewline
35 & -0.087737 & -0.7019 & 0.757355 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2344&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]0[/C][C]-0.110678[/C][C]-0.8854[/C][C]0.81038[/C][/ROW]
[ROW][C]1[/C][C]0.238713[/C][C]1.9097[/C][C]0.030328[/C][/ROW]
[ROW][C]2[/C][C]-0.189321[/C][C]-1.5146[/C][C]0.932597[/C][/ROW]
[ROW][C]3[/C][C]0.011049[/C][C]0.0884[/C][C]0.464921[/C][/ROW]
[ROW][C]4[/C][C]-0.127879[/C][C]-1.023[/C][C]0.844929[/C][/ROW]
[ROW][C]5[/C][C]-0.242997[/C][C]-1.944[/C][C]0.971851[/C][/ROW]
[ROW][C]6[/C][C]-0.148321[/C][C]-1.1866[/C][C]0.880107[/C][/ROW]
[ROW][C]7[/C][C]-0.044889[/C][C]-0.3591[/C][C]0.639652[/C][/ROW]
[ROW][C]8[/C][C]-0.103327[/C][C]-0.8266[/C][C]0.794237[/C][/ROW]
[ROW][C]9[/C][C]0.056525[/C][C]0.4522[/C][C]0.326328[/C][/ROW]
[ROW][C]10[/C][C]-0.027748[/C][C]-0.222[/C][C]0.587482[/C][/ROW]
[ROW][C]11[/C][C]0.300814[/C][C]2.4065[/C][C]0.009501[/C][/ROW]
[ROW][C]12[/C][C]-0.095866[/C][C]-0.7669[/C][C]0.777028[/C][/ROW]
[ROW][C]13[/C][C]-0.107446[/C][C]-0.8596[/C][C]0.803382[/C][/ROW]
[ROW][C]14[/C][C]-0.177201[/C][C]-1.4176[/C][C]0.919422[/C][/ROW]
[ROW][C]15[/C][C]0.034792[/C][C]0.2783[/C][C]0.390827[/C][/ROW]
[ROW][C]16[/C][C]-0.090979[/C][C]-0.7278[/C][C]0.765316[/C][/ROW]
[ROW][C]17[/C][C]0.081719[/C][C]0.6538[/C][C]0.257807[/C][/ROW]
[ROW][C]18[/C][C]-0.127008[/C][C]-1.0161[/C][C]0.843288[/C][/ROW]
[ROW][C]19[/C][C]-0.001967[/C][C]-0.0157[/C][C]0.506252[/C][/ROW]
[ROW][C]20[/C][C]-0.0392[/C][C]-0.3136[/C][C]0.622579[/C][/ROW]
[ROW][C]21[/C][C]-0.02331[/C][C]-0.1865[/C][C]0.573669[/C][/ROW]
[ROW][C]22[/C][C]-0.03967[/C][C]-0.3174[/C][C]0.623999[/C][/ROW]
[ROW][C]23[/C][C]0.074337[/C][C]0.5947[/C][C]0.277071[/C][/ROW]
[ROW][C]24[/C][C]0.121506[/C][C]0.9721[/C][C]0.167342[/C][/ROW]
[ROW][C]25[/C][C]-0.081674[/C][C]-0.6534[/C][C]0.742079[/C][/ROW]
[ROW][C]26[/C][C]0.201175[/C][C]1.6094[/C][C]0.056226[/C][/ROW]
[ROW][C]27[/C][C]-0.013443[/C][C]-0.1075[/C][C]0.542654[/C][/ROW]
[ROW][C]28[/C][C]0.020876[/C][C]0.167[/C][C]0.433944[/C][/ROW]
[ROW][C]29[/C][C]-0.163316[/C][C]-1.3065[/C][C]0.901976[/C][/ROW]
[ROW][C]30[/C][C]-0.053682[/C][C]-0.4295[/C][C]0.665484[/C][/ROW]
[ROW][C]31[/C][C]-0.164878[/C][C]-1.319[/C][C]0.90407[/C][/ROW]
[ROW][C]32[/C][C]0.027861[/C][C]0.2229[/C][C]0.412168[/C][/ROW]
[ROW][C]33[/C][C]0.091569[/C][C]0.7326[/C][C]0.233253[/C][/ROW]
[ROW][C]34[/C][C]0.030381[/C][C]0.2431[/C][C]0.404372[/C][/ROW]
[ROW][C]35[/C][C]-0.087737[/C][C]-0.7019[/C][C]0.757355[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2344&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2344&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
0-0.110678-0.88540.81038
10.2387131.90970.030328
2-0.189321-1.51460.932597
30.0110490.08840.464921
4-0.127879-1.0230.844929
5-0.242997-1.9440.971851
6-0.148321-1.18660.880107
7-0.044889-0.35910.639652
8-0.103327-0.82660.794237
90.0565250.45220.326328
10-0.027748-0.2220.587482
110.3008142.40650.009501
12-0.095866-0.76690.777028
13-0.107446-0.85960.803382
14-0.177201-1.41760.919422
150.0347920.27830.390827
16-0.090979-0.72780.765316
170.0817190.65380.257807
18-0.127008-1.01610.843288
19-0.001967-0.01570.506252
20-0.0392-0.31360.622579
21-0.02331-0.18650.573669
22-0.03967-0.31740.623999
230.0743370.59470.277071
240.1215060.97210.167342
25-0.081674-0.65340.742079
260.2011751.60940.056226
27-0.013443-0.10750.542654
280.0208760.1670.433944
29-0.163316-1.30650.901976
30-0.053682-0.42950.665484
31-0.164878-1.3190.90407
320.0278610.22290.412168
330.0915690.73260.233253
340.0303810.24310.404372
35-0.087737-0.70190.757355


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')