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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 computationThu, 06 Dec 2007 11:10:49 -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/06/t1196963907p1jliujs990tgdx.htm/, Retrieved Fri, 03 May 2024 10:55:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2704, Retrieved Fri, 03 May 2024 10:55:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact182

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] [Workshop 5 vraag 1] [2007-12-06 18:10:49] [bd0e3b74339db15b9ec76abfe0d5b55e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89.97
99.8
112.99
93.69
108.02
99.11
94.33
83.75
106.37
109.63
105.5
96.13
102.48
101.37
112.76
95.57
102.81
104.13
97.52
85.29
101.01
108.48
101.33
87.57
97.44
96.06
106.67
102.67
104.54
102.46
103.35
83.27
108.22
115.23
103.7
93.61
100.25
100.56
108.86
105.43
104.77
109.13
106.13
82.27
113.6
117.73
104.83
104.61
102.93
106.95
123.45
111.99
103.95
122.05
108.04
93.72
119.61
118.29
117.14
112.76
105.97
107.96
122.27
114.54
110.15
120.02
103.94
96.18
121.01
110.55
120.04
114.19

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=2704&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=2704&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2704&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
018.42610
1-0.355295-2.99380.998105
2-0.27199-2.29180.987558
30.0823460.69390.245017
40.0934850.78770.216742
5-0.174678-1.47190.927262
60.2676162.2550.01361
7-0.240727-2.02840.976864
80.2081441.75390.041886
90.0629080.53010.298856
10-0.341115-2.87430.99733
11-0.174438-1.46980.926988
120.7128146.00630
13-0.272791-2.29860.987762
14-0.152408-1.28420.898379
15-0.001081-0.00910.503622
160.0595490.50180.308692
17-0.06451-0.54360.705781
180.1619951.3650.088283
19-0.210236-1.77150.959614
200.2450212.06460.021308
21-0.019615-0.16530.565405
22-0.296552-2.49880.992611
23-0.032756-0.2760.608327
240.4469673.76620.000169
25-0.170994-1.44080.922984
26-0.037577-0.31660.623774
27-0.136641-1.15140.873276
280.1351791.1390.129258
29-0.054348-0.45790.675804
300.0647750.54580.293455
31-0.095178-0.8020.787381
320.173261.45990.074362
33-0.04339-0.36560.642129
34-0.179657-1.51380.932744
35-0.053249-0.44870.672487

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4261 & 0 \tabularnewline
1 & -0.355295 & -2.9938 & 0.998105 \tabularnewline
2 & -0.27199 & -2.2918 & 0.987558 \tabularnewline
3 & 0.082346 & 0.6939 & 0.245017 \tabularnewline
4 & 0.093485 & 0.7877 & 0.216742 \tabularnewline
5 & -0.174678 & -1.4719 & 0.927262 \tabularnewline
6 & 0.267616 & 2.255 & 0.01361 \tabularnewline
7 & -0.240727 & -2.0284 & 0.976864 \tabularnewline
8 & 0.208144 & 1.7539 & 0.041886 \tabularnewline
9 & 0.062908 & 0.5301 & 0.298856 \tabularnewline
10 & -0.341115 & -2.8743 & 0.99733 \tabularnewline
11 & -0.174438 & -1.4698 & 0.926988 \tabularnewline
12 & 0.712814 & 6.0063 & 0 \tabularnewline
13 & -0.272791 & -2.2986 & 0.987762 \tabularnewline
14 & -0.152408 & -1.2842 & 0.898379 \tabularnewline
15 & -0.001081 & -0.0091 & 0.503622 \tabularnewline
16 & 0.059549 & 0.5018 & 0.308692 \tabularnewline
17 & -0.06451 & -0.5436 & 0.705781 \tabularnewline
18 & 0.161995 & 1.365 & 0.088283 \tabularnewline
19 & -0.210236 & -1.7715 & 0.959614 \tabularnewline
20 & 0.245021 & 2.0646 & 0.021308 \tabularnewline
21 & -0.019615 & -0.1653 & 0.565405 \tabularnewline
22 & -0.296552 & -2.4988 & 0.992611 \tabularnewline
23 & -0.032756 & -0.276 & 0.608327 \tabularnewline
24 & 0.446967 & 3.7662 & 0.000169 \tabularnewline
25 & -0.170994 & -1.4408 & 0.922984 \tabularnewline
26 & -0.037577 & -0.3166 & 0.623774 \tabularnewline
27 & -0.136641 & -1.1514 & 0.873276 \tabularnewline
28 & 0.135179 & 1.139 & 0.129258 \tabularnewline
29 & -0.054348 & -0.4579 & 0.675804 \tabularnewline
30 & 0.064775 & 0.5458 & 0.293455 \tabularnewline
31 & -0.095178 & -0.802 & 0.787381 \tabularnewline
32 & 0.17326 & 1.4599 & 0.074362 \tabularnewline
33 & -0.04339 & -0.3656 & 0.642129 \tabularnewline
34 & -0.179657 & -1.5138 & 0.932744 \tabularnewline
35 & -0.053249 & -0.4487 & 0.672487 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2704&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]8.4261[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.355295[/C][C]-2.9938[/C][C]0.998105[/C][/ROW]
[ROW][C]2[/C][C]-0.27199[/C][C]-2.2918[/C][C]0.987558[/C][/ROW]
[ROW][C]3[/C][C]0.082346[/C][C]0.6939[/C][C]0.245017[/C][/ROW]
[ROW][C]4[/C][C]0.093485[/C][C]0.7877[/C][C]0.216742[/C][/ROW]
[ROW][C]5[/C][C]-0.174678[/C][C]-1.4719[/C][C]0.927262[/C][/ROW]
[ROW][C]6[/C][C]0.267616[/C][C]2.255[/C][C]0.01361[/C][/ROW]
[ROW][C]7[/C][C]-0.240727[/C][C]-2.0284[/C][C]0.976864[/C][/ROW]
[ROW][C]8[/C][C]0.208144[/C][C]1.7539[/C][C]0.041886[/C][/ROW]
[ROW][C]9[/C][C]0.062908[/C][C]0.5301[/C][C]0.298856[/C][/ROW]
[ROW][C]10[/C][C]-0.341115[/C][C]-2.8743[/C][C]0.99733[/C][/ROW]
[ROW][C]11[/C][C]-0.174438[/C][C]-1.4698[/C][C]0.926988[/C][/ROW]
[ROW][C]12[/C][C]0.712814[/C][C]6.0063[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.272791[/C][C]-2.2986[/C][C]0.987762[/C][/ROW]
[ROW][C]14[/C][C]-0.152408[/C][C]-1.2842[/C][C]0.898379[/C][/ROW]
[ROW][C]15[/C][C]-0.001081[/C][C]-0.0091[/C][C]0.503622[/C][/ROW]
[ROW][C]16[/C][C]0.059549[/C][C]0.5018[/C][C]0.308692[/C][/ROW]
[ROW][C]17[/C][C]-0.06451[/C][C]-0.5436[/C][C]0.705781[/C][/ROW]
[ROW][C]18[/C][C]0.161995[/C][C]1.365[/C][C]0.088283[/C][/ROW]
[ROW][C]19[/C][C]-0.210236[/C][C]-1.7715[/C][C]0.959614[/C][/ROW]
[ROW][C]20[/C][C]0.245021[/C][C]2.0646[/C][C]0.021308[/C][/ROW]
[ROW][C]21[/C][C]-0.019615[/C][C]-0.1653[/C][C]0.565405[/C][/ROW]
[ROW][C]22[/C][C]-0.296552[/C][C]-2.4988[/C][C]0.992611[/C][/ROW]
[ROW][C]23[/C][C]-0.032756[/C][C]-0.276[/C][C]0.608327[/C][/ROW]
[ROW][C]24[/C][C]0.446967[/C][C]3.7662[/C][C]0.000169[/C][/ROW]
[ROW][C]25[/C][C]-0.170994[/C][C]-1.4408[/C][C]0.922984[/C][/ROW]
[ROW][C]26[/C][C]-0.037577[/C][C]-0.3166[/C][C]0.623774[/C][/ROW]
[ROW][C]27[/C][C]-0.136641[/C][C]-1.1514[/C][C]0.873276[/C][/ROW]
[ROW][C]28[/C][C]0.135179[/C][C]1.139[/C][C]0.129258[/C][/ROW]
[ROW][C]29[/C][C]-0.054348[/C][C]-0.4579[/C][C]0.675804[/C][/ROW]
[ROW][C]30[/C][C]0.064775[/C][C]0.5458[/C][C]0.293455[/C][/ROW]
[ROW][C]31[/C][C]-0.095178[/C][C]-0.802[/C][C]0.787381[/C][/ROW]
[ROW][C]32[/C][C]0.17326[/C][C]1.4599[/C][C]0.074362[/C][/ROW]
[ROW][C]33[/C][C]-0.04339[/C][C]-0.3656[/C][C]0.642129[/C][/ROW]
[ROW][C]34[/C][C]-0.179657[/C][C]-1.5138[/C][C]0.932744[/C][/ROW]
[ROW][C]35[/C][C]-0.053249[/C][C]-0.4487[/C][C]0.672487[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2704&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2704&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
018.42610
1-0.355295-2.99380.998105
2-0.27199-2.29180.987558
30.0823460.69390.245017
40.0934850.78770.216742
5-0.174678-1.47190.927262
60.2676162.2550.01361
7-0.240727-2.02840.976864
80.2081441.75390.041886
90.0629080.53010.298856
10-0.341115-2.87430.99733
11-0.174438-1.46980.926988
120.7128146.00630
13-0.272791-2.29860.987762
14-0.152408-1.28420.898379
15-0.001081-0.00910.503622
160.0595490.50180.308692
17-0.06451-0.54360.705781
180.1619951.3650.088283
19-0.210236-1.77150.959614
200.2450212.06460.021308
21-0.019615-0.16530.565405
22-0.296552-2.49880.992611
23-0.032756-0.2760.608327
240.4469673.76620.000169
25-0.170994-1.44080.922984
26-0.037577-0.31660.623774
27-0.136641-1.15140.873276
280.1351791.1390.129258
29-0.054348-0.45790.675804
300.0647750.54580.293455
31-0.095178-0.8020.787381
320.173261.45990.074362
33-0.04339-0.36560.642129
34-0.179657-1.51380.932744
35-0.053249-0.44870.672487






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.355295-2.99380.998105
1-0.455757-3.84030.999868
2-0.318173-2.6810.995439
3-0.214966-1.81130.962841
4-0.414448-3.49220.999586
5-0.023819-0.20070.579249
6-0.394715-3.32590.999301
70.1046040.88140.190536
80.2874792.42230.008988
9-0.082724-0.6970.755975
10-0.509212-4.29070.999972
110.1823121.53620.064468
120.1491.25550.106707
130.1539621.29730.099363
14-0.077627-0.65410.742419
15-0.068839-0.580.718141
16-0.008754-0.07380.529297
17-0.036564-0.30810.620544
180.0216710.18260.427816
19-0.025785-0.21730.58569
20-0.161466-1.36050.911018
21-0.160375-1.35130.909562
220.0178510.15040.440433
23-0.065488-0.55180.708596
24-0.077824-0.65580.74295
250.0330330.27830.39078
26-0.131872-1.11120.864879
270.142811.20330.116421
28-0.019327-0.16290.564451
290.0008130.00680.497278
300.0651940.54930.292251
31-0.163362-1.37650.913506
320.049490.4170.338963
330.0190870.16080.436343
34-0.038739-0.32640.627468
35-0.062132-0.52350.698885

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.355295 & -2.9938 & 0.998105 \tabularnewline
1 & -0.455757 & -3.8403 & 0.999868 \tabularnewline
2 & -0.318173 & -2.681 & 0.995439 \tabularnewline
3 & -0.214966 & -1.8113 & 0.962841 \tabularnewline
4 & -0.414448 & -3.4922 & 0.999586 \tabularnewline
5 & -0.023819 & -0.2007 & 0.579249 \tabularnewline
6 & -0.394715 & -3.3259 & 0.999301 \tabularnewline
7 & 0.104604 & 0.8814 & 0.190536 \tabularnewline
8 & 0.287479 & 2.4223 & 0.008988 \tabularnewline
9 & -0.082724 & -0.697 & 0.755975 \tabularnewline
10 & -0.509212 & -4.2907 & 0.999972 \tabularnewline
11 & 0.182312 & 1.5362 & 0.064468 \tabularnewline
12 & 0.149 & 1.2555 & 0.106707 \tabularnewline
13 & 0.153962 & 1.2973 & 0.099363 \tabularnewline
14 & -0.077627 & -0.6541 & 0.742419 \tabularnewline
15 & -0.068839 & -0.58 & 0.718141 \tabularnewline
16 & -0.008754 & -0.0738 & 0.529297 \tabularnewline
17 & -0.036564 & -0.3081 & 0.620544 \tabularnewline
18 & 0.021671 & 0.1826 & 0.427816 \tabularnewline
19 & -0.025785 & -0.2173 & 0.58569 \tabularnewline
20 & -0.161466 & -1.3605 & 0.911018 \tabularnewline
21 & -0.160375 & -1.3513 & 0.909562 \tabularnewline
22 & 0.017851 & 0.1504 & 0.440433 \tabularnewline
23 & -0.065488 & -0.5518 & 0.708596 \tabularnewline
24 & -0.077824 & -0.6558 & 0.74295 \tabularnewline
25 & 0.033033 & 0.2783 & 0.39078 \tabularnewline
26 & -0.131872 & -1.1112 & 0.864879 \tabularnewline
27 & 0.14281 & 1.2033 & 0.116421 \tabularnewline
28 & -0.019327 & -0.1629 & 0.564451 \tabularnewline
29 & 0.000813 & 0.0068 & 0.497278 \tabularnewline
30 & 0.065194 & 0.5493 & 0.292251 \tabularnewline
31 & -0.163362 & -1.3765 & 0.913506 \tabularnewline
32 & 0.04949 & 0.417 & 0.338963 \tabularnewline
33 & 0.019087 & 0.1608 & 0.436343 \tabularnewline
34 & -0.038739 & -0.3264 & 0.627468 \tabularnewline
35 & -0.062132 & -0.5235 & 0.698885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2704&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]-0.355295[/C][C]-2.9938[/C][C]0.998105[/C][/ROW]
[ROW][C]1[/C][C]-0.455757[/C][C]-3.8403[/C][C]0.999868[/C][/ROW]
[ROW][C]2[/C][C]-0.318173[/C][C]-2.681[/C][C]0.995439[/C][/ROW]
[ROW][C]3[/C][C]-0.214966[/C][C]-1.8113[/C][C]0.962841[/C][/ROW]
[ROW][C]4[/C][C]-0.414448[/C][C]-3.4922[/C][C]0.999586[/C][/ROW]
[ROW][C]5[/C][C]-0.023819[/C][C]-0.2007[/C][C]0.579249[/C][/ROW]
[ROW][C]6[/C][C]-0.394715[/C][C]-3.3259[/C][C]0.999301[/C][/ROW]
[ROW][C]7[/C][C]0.104604[/C][C]0.8814[/C][C]0.190536[/C][/ROW]
[ROW][C]8[/C][C]0.287479[/C][C]2.4223[/C][C]0.008988[/C][/ROW]
[ROW][C]9[/C][C]-0.082724[/C][C]-0.697[/C][C]0.755975[/C][/ROW]
[ROW][C]10[/C][C]-0.509212[/C][C]-4.2907[/C][C]0.999972[/C][/ROW]
[ROW][C]11[/C][C]0.182312[/C][C]1.5362[/C][C]0.064468[/C][/ROW]
[ROW][C]12[/C][C]0.149[/C][C]1.2555[/C][C]0.106707[/C][/ROW]
[ROW][C]13[/C][C]0.153962[/C][C]1.2973[/C][C]0.099363[/C][/ROW]
[ROW][C]14[/C][C]-0.077627[/C][C]-0.6541[/C][C]0.742419[/C][/ROW]
[ROW][C]15[/C][C]-0.068839[/C][C]-0.58[/C][C]0.718141[/C][/ROW]
[ROW][C]16[/C][C]-0.008754[/C][C]-0.0738[/C][C]0.529297[/C][/ROW]
[ROW][C]17[/C][C]-0.036564[/C][C]-0.3081[/C][C]0.620544[/C][/ROW]
[ROW][C]18[/C][C]0.021671[/C][C]0.1826[/C][C]0.427816[/C][/ROW]
[ROW][C]19[/C][C]-0.025785[/C][C]-0.2173[/C][C]0.58569[/C][/ROW]
[ROW][C]20[/C][C]-0.161466[/C][C]-1.3605[/C][C]0.911018[/C][/ROW]
[ROW][C]21[/C][C]-0.160375[/C][C]-1.3513[/C][C]0.909562[/C][/ROW]
[ROW][C]22[/C][C]0.017851[/C][C]0.1504[/C][C]0.440433[/C][/ROW]
[ROW][C]23[/C][C]-0.065488[/C][C]-0.5518[/C][C]0.708596[/C][/ROW]
[ROW][C]24[/C][C]-0.077824[/C][C]-0.6558[/C][C]0.74295[/C][/ROW]
[ROW][C]25[/C][C]0.033033[/C][C]0.2783[/C][C]0.39078[/C][/ROW]
[ROW][C]26[/C][C]-0.131872[/C][C]-1.1112[/C][C]0.864879[/C][/ROW]
[ROW][C]27[/C][C]0.14281[/C][C]1.2033[/C][C]0.116421[/C][/ROW]
[ROW][C]28[/C][C]-0.019327[/C][C]-0.1629[/C][C]0.564451[/C][/ROW]
[ROW][C]29[/C][C]0.000813[/C][C]0.0068[/C][C]0.497278[/C][/ROW]
[ROW][C]30[/C][C]0.065194[/C][C]0.5493[/C][C]0.292251[/C][/ROW]
[ROW][C]31[/C][C]-0.163362[/C][C]-1.3765[/C][C]0.913506[/C][/ROW]
[ROW][C]32[/C][C]0.04949[/C][C]0.417[/C][C]0.338963[/C][/ROW]
[ROW][C]33[/C][C]0.019087[/C][C]0.1608[/C][C]0.436343[/C][/ROW]
[ROW][C]34[/C][C]-0.038739[/C][C]-0.3264[/C][C]0.627468[/C][/ROW]
[ROW][C]35[/C][C]-0.062132[/C][C]-0.5235[/C][C]0.698885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2704&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2704&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
0-0.355295-2.99380.998105
1-0.455757-3.84030.999868
2-0.318173-2.6810.995439
3-0.214966-1.81130.962841
4-0.414448-3.49220.999586
5-0.023819-0.20070.579249
6-0.394715-3.32590.999301
70.1046040.88140.190536
80.2874792.42230.008988
9-0.082724-0.6970.755975
10-0.509212-4.29070.999972
110.1823121.53620.064468
120.1491.25550.106707
130.1539621.29730.099363
14-0.077627-0.65410.742419
15-0.068839-0.580.718141
16-0.008754-0.07380.529297
17-0.036564-0.30810.620544
180.0216710.18260.427816
19-0.025785-0.21730.58569
20-0.161466-1.36050.911018
21-0.160375-1.35130.909562
220.0178510.15040.440433
23-0.065488-0.55180.708596
24-0.077824-0.65580.74295
250.0330330.27830.39078
26-0.131872-1.11120.864879
270.142811.20330.116421
28-0.019327-0.16290.564451
290.0008130.00680.497278
300.0651940.54930.292251
31-0.163362-1.37650.913506
320.049490.4170.338963
330.0190870.16080.436343
34-0.038739-0.32640.627468
35-0.062132-0.52350.698885


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = TRUE ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; 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')