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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 computationWed, 05 Dec 2007 12:46:29 -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/05/t11968834149vabbhnk4fg70r1.htm/, Retrieved Thu, 02 May 2024 13:57:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2507, Retrieved Thu, 02 May 2024 13:57:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordslambda=-0,1 D=1 d=1
Estimated Impact267

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] [Partial Autocorre...] [2007-12-05 19:46:29] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
75,9
77,7
86,9
90,7
91,0
89,5
92,5
94,1
98,5
96,8
91,2
97,1
104,9
110,9
104,8
94,1
95,8
99,3
101,1
104,0
99,0
105,4
107,1
110,7
117,1
118,7
126,5
127,5
134,6
131,8
135,9
142,7
141,7
153,4
145,0
137,7
148,3
152,2
169,4
168,6
161,1
174,1
179,0
190,6
190,0
181,6
174,8
180,5
196,8
193,8
197,0
216,3
221,4
217,9
229,7
227,4
204,2
196,6
198,8
207,5
190,7
201,6
210,5
223,5
223,8
231,2
244,0

Tables (Output of Computation)





Summary of compuational 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 compuational 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=2507&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]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=2507&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2507&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.34850
10.0279530.20540.419012
2-0.359559-2.64220.994623
3-0.112425-0.82620.793824
40.0896850.65910.256332
50.3214942.36250.010893
60.0269990.19840.421737
7-0.216654-1.59210.941397
8-0.216598-1.59170.941351
9-0.074644-0.54850.707203
100.3418922.51240.007506
110.1446091.06270.146333
12-0.391075-2.87380.997106
13-0.244656-1.79780.961104
140.0509810.37460.354701
150.2493151.83210.036228
160.0056470.04150.483527
17-0.130067-0.95580.828281
18-0.190704-1.40140.91659
19-0.036485-0.26810.605182
200.3274352.40610.009787
210.1109380.81520.209263
22-0.085928-0.63140.734791
23-0.201614-1.48160.927865
24-0.026757-0.19660.577568
250.2527421.85730.034365
260.0484670.35620.361555
27-0.162135-1.19140.880655
28-0.114273-0.83970.797619
29-0.07914-0.58160.718358
300.1392491.02330.155371
310.0992970.72970.23437
32-0.122313-0.89880.813628
33-0.120047-0.88220.809201
34-0.06554-0.48160.683989
350.1683951.23740.110638

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.3485 & 0 \tabularnewline
1 & 0.027953 & 0.2054 & 0.419012 \tabularnewline
2 & -0.359559 & -2.6422 & 0.994623 \tabularnewline
3 & -0.112425 & -0.8262 & 0.793824 \tabularnewline
4 & 0.089685 & 0.6591 & 0.256332 \tabularnewline
5 & 0.321494 & 2.3625 & 0.010893 \tabularnewline
6 & 0.026999 & 0.1984 & 0.421737 \tabularnewline
7 & -0.216654 & -1.5921 & 0.941397 \tabularnewline
8 & -0.216598 & -1.5917 & 0.941351 \tabularnewline
9 & -0.074644 & -0.5485 & 0.707203 \tabularnewline
10 & 0.341892 & 2.5124 & 0.007506 \tabularnewline
11 & 0.144609 & 1.0627 & 0.146333 \tabularnewline
12 & -0.391075 & -2.8738 & 0.997106 \tabularnewline
13 & -0.244656 & -1.7978 & 0.961104 \tabularnewline
14 & 0.050981 & 0.3746 & 0.354701 \tabularnewline
15 & 0.249315 & 1.8321 & 0.036228 \tabularnewline
16 & 0.005647 & 0.0415 & 0.483527 \tabularnewline
17 & -0.130067 & -0.9558 & 0.828281 \tabularnewline
18 & -0.190704 & -1.4014 & 0.91659 \tabularnewline
19 & -0.036485 & -0.2681 & 0.605182 \tabularnewline
20 & 0.327435 & 2.4061 & 0.009787 \tabularnewline
21 & 0.110938 & 0.8152 & 0.209263 \tabularnewline
22 & -0.085928 & -0.6314 & 0.734791 \tabularnewline
23 & -0.201614 & -1.4816 & 0.927865 \tabularnewline
24 & -0.026757 & -0.1966 & 0.577568 \tabularnewline
25 & 0.252742 & 1.8573 & 0.034365 \tabularnewline
26 & 0.048467 & 0.3562 & 0.361555 \tabularnewline
27 & -0.162135 & -1.1914 & 0.880655 \tabularnewline
28 & -0.114273 & -0.8397 & 0.797619 \tabularnewline
29 & -0.07914 & -0.5816 & 0.718358 \tabularnewline
30 & 0.139249 & 1.0233 & 0.155371 \tabularnewline
31 & 0.099297 & 0.7297 & 0.23437 \tabularnewline
32 & -0.122313 & -0.8988 & 0.813628 \tabularnewline
33 & -0.120047 & -0.8822 & 0.809201 \tabularnewline
34 & -0.06554 & -0.4816 & 0.683989 \tabularnewline
35 & 0.168395 & 1.2374 & 0.110638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2507&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]7.3485[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.027953[/C][C]0.2054[/C][C]0.419012[/C][/ROW]
[ROW][C]2[/C][C]-0.359559[/C][C]-2.6422[/C][C]0.994623[/C][/ROW]
[ROW][C]3[/C][C]-0.112425[/C][C]-0.8262[/C][C]0.793824[/C][/ROW]
[ROW][C]4[/C][C]0.089685[/C][C]0.6591[/C][C]0.256332[/C][/ROW]
[ROW][C]5[/C][C]0.321494[/C][C]2.3625[/C][C]0.010893[/C][/ROW]
[ROW][C]6[/C][C]0.026999[/C][C]0.1984[/C][C]0.421737[/C][/ROW]
[ROW][C]7[/C][C]-0.216654[/C][C]-1.5921[/C][C]0.941397[/C][/ROW]
[ROW][C]8[/C][C]-0.216598[/C][C]-1.5917[/C][C]0.941351[/C][/ROW]
[ROW][C]9[/C][C]-0.074644[/C][C]-0.5485[/C][C]0.707203[/C][/ROW]
[ROW][C]10[/C][C]0.341892[/C][C]2.5124[/C][C]0.007506[/C][/ROW]
[ROW][C]11[/C][C]0.144609[/C][C]1.0627[/C][C]0.146333[/C][/ROW]
[ROW][C]12[/C][C]-0.391075[/C][C]-2.8738[/C][C]0.997106[/C][/ROW]
[ROW][C]13[/C][C]-0.244656[/C][C]-1.7978[/C][C]0.961104[/C][/ROW]
[ROW][C]14[/C][C]0.050981[/C][C]0.3746[/C][C]0.354701[/C][/ROW]
[ROW][C]15[/C][C]0.249315[/C][C]1.8321[/C][C]0.036228[/C][/ROW]
[ROW][C]16[/C][C]0.005647[/C][C]0.0415[/C][C]0.483527[/C][/ROW]
[ROW][C]17[/C][C]-0.130067[/C][C]-0.9558[/C][C]0.828281[/C][/ROW]
[ROW][C]18[/C][C]-0.190704[/C][C]-1.4014[/C][C]0.91659[/C][/ROW]
[ROW][C]19[/C][C]-0.036485[/C][C]-0.2681[/C][C]0.605182[/C][/ROW]
[ROW][C]20[/C][C]0.327435[/C][C]2.4061[/C][C]0.009787[/C][/ROW]
[ROW][C]21[/C][C]0.110938[/C][C]0.8152[/C][C]0.209263[/C][/ROW]
[ROW][C]22[/C][C]-0.085928[/C][C]-0.6314[/C][C]0.734791[/C][/ROW]
[ROW][C]23[/C][C]-0.201614[/C][C]-1.4816[/C][C]0.927865[/C][/ROW]
[ROW][C]24[/C][C]-0.026757[/C][C]-0.1966[/C][C]0.577568[/C][/ROW]
[ROW][C]25[/C][C]0.252742[/C][C]1.8573[/C][C]0.034365[/C][/ROW]
[ROW][C]26[/C][C]0.048467[/C][C]0.3562[/C][C]0.361555[/C][/ROW]
[ROW][C]27[/C][C]-0.162135[/C][C]-1.1914[/C][C]0.880655[/C][/ROW]
[ROW][C]28[/C][C]-0.114273[/C][C]-0.8397[/C][C]0.797619[/C][/ROW]
[ROW][C]29[/C][C]-0.07914[/C][C]-0.5816[/C][C]0.718358[/C][/ROW]
[ROW][C]30[/C][C]0.139249[/C][C]1.0233[/C][C]0.155371[/C][/ROW]
[ROW][C]31[/C][C]0.099297[/C][C]0.7297[/C][C]0.23437[/C][/ROW]
[ROW][C]32[/C][C]-0.122313[/C][C]-0.8988[/C][C]0.813628[/C][/ROW]
[ROW][C]33[/C][C]-0.120047[/C][C]-0.8822[/C][C]0.809201[/C][/ROW]
[ROW][C]34[/C][C]-0.06554[/C][C]-0.4816[/C][C]0.683989[/C][/ROW]
[ROW][C]35[/C][C]0.168395[/C][C]1.2374[/C][C]0.110638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2507&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2507&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
017.34850
10.0279530.20540.419012
2-0.359559-2.64220.994623
3-0.112425-0.82620.793824
40.0896850.65910.256332
50.3214942.36250.010893
60.0269990.19840.421737
7-0.216654-1.59210.941397
8-0.216598-1.59170.941351
9-0.074644-0.54850.707203
100.3418922.51240.007506
110.1446091.06270.146333
12-0.391075-2.87380.997106
13-0.244656-1.79780.961104
140.0509810.37460.354701
150.2493151.83210.036228
160.0056470.04150.483527
17-0.130067-0.95580.828281
18-0.190704-1.40140.91659
19-0.036485-0.26810.605182
200.3274352.40610.009787
210.1109380.81520.209263
22-0.085928-0.63140.734791
23-0.201614-1.48160.927865
24-0.026757-0.19660.577568
250.2527421.85730.034365
260.0484670.35620.361555
27-0.162135-1.19140.880655
28-0.114273-0.83970.797619
29-0.07914-0.58160.718358
300.1392491.02330.155371
310.0992970.72970.23437
32-0.122313-0.89880.813628
33-0.120047-0.88220.809201
34-0.06554-0.48160.683989
350.1683951.23740.110638






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0279530.20540.419012
1-0.360623-2.650.994732
2-0.102004-0.74960.771618
3-0.041377-0.30410.618872
40.2847062.09220.02057
50.0415390.30530.380674
6-0.011702-0.0860.534103
7-0.203115-1.49260.929317
8-0.219053-1.60970.943353
90.1581071.16180.125205
100.0849880.62450.267454
11-0.209507-1.53960.935245
12-0.121221-0.89080.811503
13-0.124084-0.91180.817043
140.003440.02530.489962
15-0.119686-0.87950.80849
160.1292560.94980.173214
17-0.125667-0.92350.820062
18-0.033739-0.24790.597436
190.1048460.77050.222194
20-0.063828-0.4690.679534
210.1669441.22680.112613
22-0.044985-0.33060.628875
23-0.050007-0.36750.642651
24-0.070181-0.51570.695924
25-0.08429-0.61940.730873
26-0.09459-0.69510.75501
27-0.036328-0.2670.60474
28-0.025865-0.19010.575016
29-0.110687-0.81340.790213
30-0.043342-0.31850.624332
31-0.049829-0.36620.642164
32-0.011884-0.08730.534635
330.0128150.09420.46266
340.026360.19370.423567
35-0.159211-1.170.876422

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.027953 & 0.2054 & 0.419012 \tabularnewline
1 & -0.360623 & -2.65 & 0.994732 \tabularnewline
2 & -0.102004 & -0.7496 & 0.771618 \tabularnewline
3 & -0.041377 & -0.3041 & 0.618872 \tabularnewline
4 & 0.284706 & 2.0922 & 0.02057 \tabularnewline
5 & 0.041539 & 0.3053 & 0.380674 \tabularnewline
6 & -0.011702 & -0.086 & 0.534103 \tabularnewline
7 & -0.203115 & -1.4926 & 0.929317 \tabularnewline
8 & -0.219053 & -1.6097 & 0.943353 \tabularnewline
9 & 0.158107 & 1.1618 & 0.125205 \tabularnewline
10 & 0.084988 & 0.6245 & 0.267454 \tabularnewline
11 & -0.209507 & -1.5396 & 0.935245 \tabularnewline
12 & -0.121221 & -0.8908 & 0.811503 \tabularnewline
13 & -0.124084 & -0.9118 & 0.817043 \tabularnewline
14 & 0.00344 & 0.0253 & 0.489962 \tabularnewline
15 & -0.119686 & -0.8795 & 0.80849 \tabularnewline
16 & 0.129256 & 0.9498 & 0.173214 \tabularnewline
17 & -0.125667 & -0.9235 & 0.820062 \tabularnewline
18 & -0.033739 & -0.2479 & 0.597436 \tabularnewline
19 & 0.104846 & 0.7705 & 0.222194 \tabularnewline
20 & -0.063828 & -0.469 & 0.679534 \tabularnewline
21 & 0.166944 & 1.2268 & 0.112613 \tabularnewline
22 & -0.044985 & -0.3306 & 0.628875 \tabularnewline
23 & -0.050007 & -0.3675 & 0.642651 \tabularnewline
24 & -0.070181 & -0.5157 & 0.695924 \tabularnewline
25 & -0.08429 & -0.6194 & 0.730873 \tabularnewline
26 & -0.09459 & -0.6951 & 0.75501 \tabularnewline
27 & -0.036328 & -0.267 & 0.60474 \tabularnewline
28 & -0.025865 & -0.1901 & 0.575016 \tabularnewline
29 & -0.110687 & -0.8134 & 0.790213 \tabularnewline
30 & -0.043342 & -0.3185 & 0.624332 \tabularnewline
31 & -0.049829 & -0.3662 & 0.642164 \tabularnewline
32 & -0.011884 & -0.0873 & 0.534635 \tabularnewline
33 & 0.012815 & 0.0942 & 0.46266 \tabularnewline
34 & 0.02636 & 0.1937 & 0.423567 \tabularnewline
35 & -0.159211 & -1.17 & 0.876422 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2507&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]0.027953[/C][C]0.2054[/C][C]0.419012[/C][/ROW]
[ROW][C]1[/C][C]-0.360623[/C][C]-2.65[/C][C]0.994732[/C][/ROW]
[ROW][C]2[/C][C]-0.102004[/C][C]-0.7496[/C][C]0.771618[/C][/ROW]
[ROW][C]3[/C][C]-0.041377[/C][C]-0.3041[/C][C]0.618872[/C][/ROW]
[ROW][C]4[/C][C]0.284706[/C][C]2.0922[/C][C]0.02057[/C][/ROW]
[ROW][C]5[/C][C]0.041539[/C][C]0.3053[/C][C]0.380674[/C][/ROW]
[ROW][C]6[/C][C]-0.011702[/C][C]-0.086[/C][C]0.534103[/C][/ROW]
[ROW][C]7[/C][C]-0.203115[/C][C]-1.4926[/C][C]0.929317[/C][/ROW]
[ROW][C]8[/C][C]-0.219053[/C][C]-1.6097[/C][C]0.943353[/C][/ROW]
[ROW][C]9[/C][C]0.158107[/C][C]1.1618[/C][C]0.125205[/C][/ROW]
[ROW][C]10[/C][C]0.084988[/C][C]0.6245[/C][C]0.267454[/C][/ROW]
[ROW][C]11[/C][C]-0.209507[/C][C]-1.5396[/C][C]0.935245[/C][/ROW]
[ROW][C]12[/C][C]-0.121221[/C][C]-0.8908[/C][C]0.811503[/C][/ROW]
[ROW][C]13[/C][C]-0.124084[/C][C]-0.9118[/C][C]0.817043[/C][/ROW]
[ROW][C]14[/C][C]0.00344[/C][C]0.0253[/C][C]0.489962[/C][/ROW]
[ROW][C]15[/C][C]-0.119686[/C][C]-0.8795[/C][C]0.80849[/C][/ROW]
[ROW][C]16[/C][C]0.129256[/C][C]0.9498[/C][C]0.173214[/C][/ROW]
[ROW][C]17[/C][C]-0.125667[/C][C]-0.9235[/C][C]0.820062[/C][/ROW]
[ROW][C]18[/C][C]-0.033739[/C][C]-0.2479[/C][C]0.597436[/C][/ROW]
[ROW][C]19[/C][C]0.104846[/C][C]0.7705[/C][C]0.222194[/C][/ROW]
[ROW][C]20[/C][C]-0.063828[/C][C]-0.469[/C][C]0.679534[/C][/ROW]
[ROW][C]21[/C][C]0.166944[/C][C]1.2268[/C][C]0.112613[/C][/ROW]
[ROW][C]22[/C][C]-0.044985[/C][C]-0.3306[/C][C]0.628875[/C][/ROW]
[ROW][C]23[/C][C]-0.050007[/C][C]-0.3675[/C][C]0.642651[/C][/ROW]
[ROW][C]24[/C][C]-0.070181[/C][C]-0.5157[/C][C]0.695924[/C][/ROW]
[ROW][C]25[/C][C]-0.08429[/C][C]-0.6194[/C][C]0.730873[/C][/ROW]
[ROW][C]26[/C][C]-0.09459[/C][C]-0.6951[/C][C]0.75501[/C][/ROW]
[ROW][C]27[/C][C]-0.036328[/C][C]-0.267[/C][C]0.60474[/C][/ROW]
[ROW][C]28[/C][C]-0.025865[/C][C]-0.1901[/C][C]0.575016[/C][/ROW]
[ROW][C]29[/C][C]-0.110687[/C][C]-0.8134[/C][C]0.790213[/C][/ROW]
[ROW][C]30[/C][C]-0.043342[/C][C]-0.3185[/C][C]0.624332[/C][/ROW]
[ROW][C]31[/C][C]-0.049829[/C][C]-0.3662[/C][C]0.642164[/C][/ROW]
[ROW][C]32[/C][C]-0.011884[/C][C]-0.0873[/C][C]0.534635[/C][/ROW]
[ROW][C]33[/C][C]0.012815[/C][C]0.0942[/C][C]0.46266[/C][/ROW]
[ROW][C]34[/C][C]0.02636[/C][C]0.1937[/C][C]0.423567[/C][/ROW]
[ROW][C]35[/C][C]-0.159211[/C][C]-1.17[/C][C]0.876422[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2507&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2507&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
00.0279530.20540.419012
1-0.360623-2.650.994732
2-0.102004-0.74960.771618
3-0.041377-0.30410.618872
40.2847062.09220.02057
50.0415390.30530.380674
6-0.011702-0.0860.534103
7-0.203115-1.49260.929317
8-0.219053-1.60970.943353
90.1581071.16180.125205
100.0849880.62450.267454
11-0.209507-1.53960.935245
12-0.121221-0.89080.811503
13-0.124084-0.91180.817043
140.003440.02530.489962
15-0.119686-0.87950.80849
160.1292560.94980.173214
17-0.125667-0.92350.820062
18-0.033739-0.24790.597436
190.1048460.77050.222194
20-0.063828-0.4690.679534
210.1669441.22680.112613
22-0.044985-0.33060.628875
23-0.050007-0.36750.642651
24-0.070181-0.51570.695924
25-0.08429-0.61940.730873
26-0.09459-0.69510.75501
27-0.036328-0.2670.60474
28-0.025865-0.19010.575016
29-0.110687-0.81340.790213
30-0.043342-0.31850.624332
31-0.049829-0.36620.642164
32-0.011884-0.08730.534635
330.0128150.09420.46266
340.026360.19370.423567
35-0.159211-1.170.876422


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -0.1 ; par3 = 1 ; par4 = 1 ; 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')