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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, 12 Dec 2007 15:46:41 -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/12/t1197498695ozaopduflb4cpnu.htm/, Retrieved Fri, 03 May 2024 00:31:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3281, Retrieved Fri, 03 May 2024 00:31:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192

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] [Tijdreeks 1: indu...] [2007-12-12 22:46:41] [20b3c1d23568d98c39f9358fef47a65d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,8
100,5
110,4
96,4
101,9
106,2
81,0
94,7
101,0
109,4
102,3
90,7
96,2
96,1
106,0
103,1
102,0
104,7
86,0
92,1
106,9
112,6
101,7
92,0
97,4
97,0
105,4
102,7
98,1
104,5
87,4
89,9
109,8
111,7
98,6
96,9
95,1
97,0
112,7
102,9
97,4
111,4
87,4
96,8
114,1
110,3
103,9
101,6
94,6
95,9
104,7
102,8
98,1
113,9
80,9
95,7
113,2
105,9
108,8
102,3
99,0
100,7
115,5
100,7
109,9
114,6
85,4
100,5
114,8
116,5
112,9
102,0
106,0
105,3
118,8
106,1
109,3
117,2
91,9
103,9
115,9

Tables (Output of Computation)





Summary of compuational 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 compuational 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=3281&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]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=3281&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3281&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0190
10.0879040.79110.215587
2-0.218261-1.96440.973541
30.0342490.30820.379346
4-0.099456-0.89510.813307
50.258012.32210.01137
60.4162573.74630.000167
70.1939881.74590.04231
8-0.078341-0.70510.758605
9-0.065536-0.58980.721524
10-0.253035-2.27730.987298
110.091810.82630.205534
120.7207376.48660
130.0001820.00160.49935
14-0.238651-2.14790.982643
15-0.039473-0.35530.638339
16-0.147397-1.32660.905811
170.1533621.38030.085653
180.2913352.6220.00522
190.0918930.8270.205324
20-0.094449-0.850.801095
21-0.091361-0.82230.793326
22-0.272515-2.45260.991835
230.0601660.54150.294827
240.5200144.68016e-06
25-0.041456-0.37310.644979
26-0.187588-1.68830.952399
27-0.072145-0.64930.74101
28-0.163518-1.47170.927506
290.1031690.92850.177949
300.1830831.64770.051639
310.0810170.72920.234005
32-0.059389-0.53450.702771
33-0.12955-1.16590.876472
34-0.232442-2.0920.980214
350.0093890.08450.466432

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.087904 & 0.7911 & 0.215587 \tabularnewline
2 & -0.218261 & -1.9644 & 0.973541 \tabularnewline
3 & 0.034249 & 0.3082 & 0.379346 \tabularnewline
4 & -0.099456 & -0.8951 & 0.813307 \tabularnewline
5 & 0.25801 & 2.3221 & 0.01137 \tabularnewline
6 & 0.416257 & 3.7463 & 0.000167 \tabularnewline
7 & 0.193988 & 1.7459 & 0.04231 \tabularnewline
8 & -0.078341 & -0.7051 & 0.758605 \tabularnewline
9 & -0.065536 & -0.5898 & 0.721524 \tabularnewline
10 & -0.253035 & -2.2773 & 0.987298 \tabularnewline
11 & 0.09181 & 0.8263 & 0.205534 \tabularnewline
12 & 0.720737 & 6.4866 & 0 \tabularnewline
13 & 0.000182 & 0.0016 & 0.49935 \tabularnewline
14 & -0.238651 & -2.1479 & 0.982643 \tabularnewline
15 & -0.039473 & -0.3553 & 0.638339 \tabularnewline
16 & -0.147397 & -1.3266 & 0.905811 \tabularnewline
17 & 0.153362 & 1.3803 & 0.085653 \tabularnewline
18 & 0.291335 & 2.622 & 0.00522 \tabularnewline
19 & 0.091893 & 0.827 & 0.205324 \tabularnewline
20 & -0.094449 & -0.85 & 0.801095 \tabularnewline
21 & -0.091361 & -0.8223 & 0.793326 \tabularnewline
22 & -0.272515 & -2.4526 & 0.991835 \tabularnewline
23 & 0.060166 & 0.5415 & 0.294827 \tabularnewline
24 & 0.520014 & 4.6801 & 6e-06 \tabularnewline
25 & -0.041456 & -0.3731 & 0.644979 \tabularnewline
26 & -0.187588 & -1.6883 & 0.952399 \tabularnewline
27 & -0.072145 & -0.6493 & 0.74101 \tabularnewline
28 & -0.163518 & -1.4717 & 0.927506 \tabularnewline
29 & 0.103169 & 0.9285 & 0.177949 \tabularnewline
30 & 0.183083 & 1.6477 & 0.051639 \tabularnewline
31 & 0.081017 & 0.7292 & 0.234005 \tabularnewline
32 & -0.059389 & -0.5345 & 0.702771 \tabularnewline
33 & -0.12955 & -1.1659 & 0.876472 \tabularnewline
34 & -0.232442 & -2.092 & 0.980214 \tabularnewline
35 & 0.009389 & 0.0845 & 0.466432 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3281&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]9[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.087904[/C][C]0.7911[/C][C]0.215587[/C][/ROW]
[ROW][C]2[/C][C]-0.218261[/C][C]-1.9644[/C][C]0.973541[/C][/ROW]
[ROW][C]3[/C][C]0.034249[/C][C]0.3082[/C][C]0.379346[/C][/ROW]
[ROW][C]4[/C][C]-0.099456[/C][C]-0.8951[/C][C]0.813307[/C][/ROW]
[ROW][C]5[/C][C]0.25801[/C][C]2.3221[/C][C]0.01137[/C][/ROW]
[ROW][C]6[/C][C]0.416257[/C][C]3.7463[/C][C]0.000167[/C][/ROW]
[ROW][C]7[/C][C]0.193988[/C][C]1.7459[/C][C]0.04231[/C][/ROW]
[ROW][C]8[/C][C]-0.078341[/C][C]-0.7051[/C][C]0.758605[/C][/ROW]
[ROW][C]9[/C][C]-0.065536[/C][C]-0.5898[/C][C]0.721524[/C][/ROW]
[ROW][C]10[/C][C]-0.253035[/C][C]-2.2773[/C][C]0.987298[/C][/ROW]
[ROW][C]11[/C][C]0.09181[/C][C]0.8263[/C][C]0.205534[/C][/ROW]
[ROW][C]12[/C][C]0.720737[/C][C]6.4866[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.000182[/C][C]0.0016[/C][C]0.49935[/C][/ROW]
[ROW][C]14[/C][C]-0.238651[/C][C]-2.1479[/C][C]0.982643[/C][/ROW]
[ROW][C]15[/C][C]-0.039473[/C][C]-0.3553[/C][C]0.638339[/C][/ROW]
[ROW][C]16[/C][C]-0.147397[/C][C]-1.3266[/C][C]0.905811[/C][/ROW]
[ROW][C]17[/C][C]0.153362[/C][C]1.3803[/C][C]0.085653[/C][/ROW]
[ROW][C]18[/C][C]0.291335[/C][C]2.622[/C][C]0.00522[/C][/ROW]
[ROW][C]19[/C][C]0.091893[/C][C]0.827[/C][C]0.205324[/C][/ROW]
[ROW][C]20[/C][C]-0.094449[/C][C]-0.85[/C][C]0.801095[/C][/ROW]
[ROW][C]21[/C][C]-0.091361[/C][C]-0.8223[/C][C]0.793326[/C][/ROW]
[ROW][C]22[/C][C]-0.272515[/C][C]-2.4526[/C][C]0.991835[/C][/ROW]
[ROW][C]23[/C][C]0.060166[/C][C]0.5415[/C][C]0.294827[/C][/ROW]
[ROW][C]24[/C][C]0.520014[/C][C]4.6801[/C][C]6e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.041456[/C][C]-0.3731[/C][C]0.644979[/C][/ROW]
[ROW][C]26[/C][C]-0.187588[/C][C]-1.6883[/C][C]0.952399[/C][/ROW]
[ROW][C]27[/C][C]-0.072145[/C][C]-0.6493[/C][C]0.74101[/C][/ROW]
[ROW][C]28[/C][C]-0.163518[/C][C]-1.4717[/C][C]0.927506[/C][/ROW]
[ROW][C]29[/C][C]0.103169[/C][C]0.9285[/C][C]0.177949[/C][/ROW]
[ROW][C]30[/C][C]0.183083[/C][C]1.6477[/C][C]0.051639[/C][/ROW]
[ROW][C]31[/C][C]0.081017[/C][C]0.7292[/C][C]0.234005[/C][/ROW]
[ROW][C]32[/C][C]-0.059389[/C][C]-0.5345[/C][C]0.702771[/C][/ROW]
[ROW][C]33[/C][C]-0.12955[/C][C]-1.1659[/C][C]0.876472[/C][/ROW]
[ROW][C]34[/C][C]-0.232442[/C][C]-2.092[/C][C]0.980214[/C][/ROW]
[ROW][C]35[/C][C]0.009389[/C][C]0.0845[/C][C]0.466432[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3281&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3281&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
0190
10.0879040.79110.215587
2-0.218261-1.96440.973541
30.0342490.30820.379346
4-0.099456-0.89510.813307
50.258012.32210.01137
60.4162573.74630.000167
70.1939881.74590.04231
8-0.078341-0.70510.758605
9-0.065536-0.58980.721524
10-0.253035-2.27730.987298
110.091810.82630.205534
120.7207376.48660
130.0001820.00160.49935
14-0.238651-2.14790.982643
15-0.039473-0.35530.638339
16-0.147397-1.32660.905811
170.1533621.38030.085653
180.2913352.6220.00522
190.0918930.8270.205324
20-0.094449-0.850.801095
21-0.091361-0.82230.793326
22-0.272515-2.45260.991835
230.0601660.54150.294827
240.5200144.68016e-06
25-0.041456-0.37310.644979
26-0.187588-1.68830.952399
27-0.072145-0.64930.74101
28-0.163518-1.47170.927506
290.1031690.92850.177949
300.1830831.64770.051639
310.0810170.72920.234005
32-0.059389-0.53450.702771
33-0.12955-1.16590.876472
34-0.232442-2.0920.980214
350.0093890.08450.466432






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0879040.79110.215587
1-0.227748-2.04970.978187
20.0827210.74450.229368
3-0.174156-1.56740.939541
40.3529143.17620.001056
50.3098952.78910.003294
60.3805153.42460.000484
70.035030.31530.376683
80.1342811.20850.11518
9-0.526269-4.73640.999995
10-0.108405-0.97560.833928
110.4390013.9518.3e-05
12-0.064202-0.57780.717504
13-0.047572-0.42810.665159
14-0.033478-0.30130.618021
150.0811220.73010.233718
16-0.127765-1.14990.873213
17-0.093857-0.84470.799621
18-0.078473-0.70630.758974
190.0223240.20090.420634
200.132421.19180.118414
210.0025850.02330.490747
22-0.001453-0.01310.505202
23-0.027874-0.25090.598722
240.0393880.35450.361947
250.0159550.14360.443089
26-0.061117-0.55010.708103
27-0.049565-0.44610.671636
28-0.003046-0.02740.510901
29-0.069799-0.62820.734177
300.0971990.87480.192136
310.0007170.00650.497434
32-0.024016-0.21610.58529
330.0357220.32150.374331
34-0.07466-0.67190.748233
35-0.002336-0.0210.508361

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.087904 & 0.7911 & 0.215587 \tabularnewline
1 & -0.227748 & -2.0497 & 0.978187 \tabularnewline
2 & 0.082721 & 0.7445 & 0.229368 \tabularnewline
3 & -0.174156 & -1.5674 & 0.939541 \tabularnewline
4 & 0.352914 & 3.1762 & 0.001056 \tabularnewline
5 & 0.309895 & 2.7891 & 0.003294 \tabularnewline
6 & 0.380515 & 3.4246 & 0.000484 \tabularnewline
7 & 0.03503 & 0.3153 & 0.376683 \tabularnewline
8 & 0.134281 & 1.2085 & 0.11518 \tabularnewline
9 & -0.526269 & -4.7364 & 0.999995 \tabularnewline
10 & -0.108405 & -0.9756 & 0.833928 \tabularnewline
11 & 0.439001 & 3.951 & 8.3e-05 \tabularnewline
12 & -0.064202 & -0.5778 & 0.717504 \tabularnewline
13 & -0.047572 & -0.4281 & 0.665159 \tabularnewline
14 & -0.033478 & -0.3013 & 0.618021 \tabularnewline
15 & 0.081122 & 0.7301 & 0.233718 \tabularnewline
16 & -0.127765 & -1.1499 & 0.873213 \tabularnewline
17 & -0.093857 & -0.8447 & 0.799621 \tabularnewline
18 & -0.078473 & -0.7063 & 0.758974 \tabularnewline
19 & 0.022324 & 0.2009 & 0.420634 \tabularnewline
20 & 0.13242 & 1.1918 & 0.118414 \tabularnewline
21 & 0.002585 & 0.0233 & 0.490747 \tabularnewline
22 & -0.001453 & -0.0131 & 0.505202 \tabularnewline
23 & -0.027874 & -0.2509 & 0.598722 \tabularnewline
24 & 0.039388 & 0.3545 & 0.361947 \tabularnewline
25 & 0.015955 & 0.1436 & 0.443089 \tabularnewline
26 & -0.061117 & -0.5501 & 0.708103 \tabularnewline
27 & -0.049565 & -0.4461 & 0.671636 \tabularnewline
28 & -0.003046 & -0.0274 & 0.510901 \tabularnewline
29 & -0.069799 & -0.6282 & 0.734177 \tabularnewline
30 & 0.097199 & 0.8748 & 0.192136 \tabularnewline
31 & 0.000717 & 0.0065 & 0.497434 \tabularnewline
32 & -0.024016 & -0.2161 & 0.58529 \tabularnewline
33 & 0.035722 & 0.3215 & 0.374331 \tabularnewline
34 & -0.07466 & -0.6719 & 0.748233 \tabularnewline
35 & -0.002336 & -0.021 & 0.508361 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3281&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]0.087904[/C][C]0.7911[/C][C]0.215587[/C][/ROW]
[ROW][C]1[/C][C]-0.227748[/C][C]-2.0497[/C][C]0.978187[/C][/ROW]
[ROW][C]2[/C][C]0.082721[/C][C]0.7445[/C][C]0.229368[/C][/ROW]
[ROW][C]3[/C][C]-0.174156[/C][C]-1.5674[/C][C]0.939541[/C][/ROW]
[ROW][C]4[/C][C]0.352914[/C][C]3.1762[/C][C]0.001056[/C][/ROW]
[ROW][C]5[/C][C]0.309895[/C][C]2.7891[/C][C]0.003294[/C][/ROW]
[ROW][C]6[/C][C]0.380515[/C][C]3.4246[/C][C]0.000484[/C][/ROW]
[ROW][C]7[/C][C]0.03503[/C][C]0.3153[/C][C]0.376683[/C][/ROW]
[ROW][C]8[/C][C]0.134281[/C][C]1.2085[/C][C]0.11518[/C][/ROW]
[ROW][C]9[/C][C]-0.526269[/C][C]-4.7364[/C][C]0.999995[/C][/ROW]
[ROW][C]10[/C][C]-0.108405[/C][C]-0.9756[/C][C]0.833928[/C][/ROW]
[ROW][C]11[/C][C]0.439001[/C][C]3.951[/C][C]8.3e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.064202[/C][C]-0.5778[/C][C]0.717504[/C][/ROW]
[ROW][C]13[/C][C]-0.047572[/C][C]-0.4281[/C][C]0.665159[/C][/ROW]
[ROW][C]14[/C][C]-0.033478[/C][C]-0.3013[/C][C]0.618021[/C][/ROW]
[ROW][C]15[/C][C]0.081122[/C][C]0.7301[/C][C]0.233718[/C][/ROW]
[ROW][C]16[/C][C]-0.127765[/C][C]-1.1499[/C][C]0.873213[/C][/ROW]
[ROW][C]17[/C][C]-0.093857[/C][C]-0.8447[/C][C]0.799621[/C][/ROW]
[ROW][C]18[/C][C]-0.078473[/C][C]-0.7063[/C][C]0.758974[/C][/ROW]
[ROW][C]19[/C][C]0.022324[/C][C]0.2009[/C][C]0.420634[/C][/ROW]
[ROW][C]20[/C][C]0.13242[/C][C]1.1918[/C][C]0.118414[/C][/ROW]
[ROW][C]21[/C][C]0.002585[/C][C]0.0233[/C][C]0.490747[/C][/ROW]
[ROW][C]22[/C][C]-0.001453[/C][C]-0.0131[/C][C]0.505202[/C][/ROW]
[ROW][C]23[/C][C]-0.027874[/C][C]-0.2509[/C][C]0.598722[/C][/ROW]
[ROW][C]24[/C][C]0.039388[/C][C]0.3545[/C][C]0.361947[/C][/ROW]
[ROW][C]25[/C][C]0.015955[/C][C]0.1436[/C][C]0.443089[/C][/ROW]
[ROW][C]26[/C][C]-0.061117[/C][C]-0.5501[/C][C]0.708103[/C][/ROW]
[ROW][C]27[/C][C]-0.049565[/C][C]-0.4461[/C][C]0.671636[/C][/ROW]
[ROW][C]28[/C][C]-0.003046[/C][C]-0.0274[/C][C]0.510901[/C][/ROW]
[ROW][C]29[/C][C]-0.069799[/C][C]-0.6282[/C][C]0.734177[/C][/ROW]
[ROW][C]30[/C][C]0.097199[/C][C]0.8748[/C][C]0.192136[/C][/ROW]
[ROW][C]31[/C][C]0.000717[/C][C]0.0065[/C][C]0.497434[/C][/ROW]
[ROW][C]32[/C][C]-0.024016[/C][C]-0.2161[/C][C]0.58529[/C][/ROW]
[ROW][C]33[/C][C]0.035722[/C][C]0.3215[/C][C]0.374331[/C][/ROW]
[ROW][C]34[/C][C]-0.07466[/C][C]-0.6719[/C][C]0.748233[/C][/ROW]
[ROW][C]35[/C][C]-0.002336[/C][C]-0.021[/C][C]0.508361[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3281&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3281&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
00.0879040.79110.215587
1-0.227748-2.04970.978187
20.0827210.74450.229368
3-0.174156-1.56740.939541
40.3529143.17620.001056
50.3098952.78910.003294
60.3805153.42460.000484
70.035030.31530.376683
80.1342811.20850.11518
9-0.526269-4.73640.999995
10-0.108405-0.97560.833928
110.4390013.9518.3e-05
12-0.064202-0.57780.717504
13-0.047572-0.42810.665159
14-0.033478-0.30130.618021
150.0811220.73010.233718
16-0.127765-1.14990.873213
17-0.093857-0.84470.799621
18-0.078473-0.70630.758974
190.0223240.20090.420634
200.132421.19180.118414
210.0025850.02330.490747
22-0.001453-0.01310.505202
23-0.027874-0.25090.598722
240.0393880.35450.361947
250.0159550.14360.443089
26-0.061117-0.55010.708103
27-0.049565-0.44610.671636
28-0.003046-0.02740.510901
29-0.069799-0.62820.734177
300.0971990.87480.192136
310.0007170.00650.497434
32-0.024016-0.21610.58529
330.0357220.32150.374331
34-0.07466-0.67190.748233
35-0.002336-0.0210.508361


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')