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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 computationSat, 15 Dec 2007 02:35:42 -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/15/t11977103804mxtp9dx6asidsp.htm/, Retrieved Fri, 03 May 2024 02:13:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3989, Retrieved Fri, 03 May 2024 02:13:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact274

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] [autocorrelatie: d...] [2007-12-15 09:35:42] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
- R  D    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 12:58:14] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,1608
1,1208
1,0883
1,0704
1,0628
1,0378
1,0353
1,0604
1,0501
1,0706
1,0338
1,011
1,0137
0,9834
0,9643
0,947
0,906
0,9492
0,9397
0,9041
0,8721
0,8552
0,8564
0,8973
0,9383
0,9217
0,9095
0,892
0,8742
0,8532
0,8607
0,9005
0,9111
0,9059
0,8883
0,8924
0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286

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=3989&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=3989&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3989&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
017.7460
10.8965066.94430
20.8076426.2560
30.7252195.61750
40.6706695.1951e-06
50.6239454.83315e-06
60.5692864.40972.2e-05
70.4952543.83620.000151
80.4027983.12010.001389
90.3286162.54550.006751
100.2375971.84040.035327
110.1450331.12340.132866
120.0528780.40960.341783
13-0.021176-0.1640.56487
14-0.076246-0.59060.721497
15-0.119062-0.92220.819954
16-0.162027-1.25510.892837
17-0.19685-1.52480.933718
18-0.267533-2.07230.978729
19-0.333731-2.58510.993908
20-0.375908-2.91180.99748
21-0.389634-3.01810.998135
22-0.389673-3.01840.998137
23-0.379924-2.94290.997691
24-0.381188-2.95270.997754
25-0.403147-3.12280.998622
26-0.420784-3.25940.999079
27-0.440319-3.41070.999418
28-0.45303-3.50920.99957
29-0.457271-3.5420.999612
30-0.438489-3.39650.999392
31-0.406785-3.15090.998731
32-0.384251-2.97640.9979
33-0.361417-2.79950.996563
34-0.342622-2.65390.994915
35-0.323682-2.50720.992553

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.896506 & 6.9443 & 0 \tabularnewline
2 & 0.807642 & 6.256 & 0 \tabularnewline
3 & 0.725219 & 5.6175 & 0 \tabularnewline
4 & 0.670669 & 5.195 & 1e-06 \tabularnewline
5 & 0.623945 & 4.8331 & 5e-06 \tabularnewline
6 & 0.569286 & 4.4097 & 2.2e-05 \tabularnewline
7 & 0.495254 & 3.8362 & 0.000151 \tabularnewline
8 & 0.402798 & 3.1201 & 0.001389 \tabularnewline
9 & 0.328616 & 2.5455 & 0.006751 \tabularnewline
10 & 0.237597 & 1.8404 & 0.035327 \tabularnewline
11 & 0.145033 & 1.1234 & 0.132866 \tabularnewline
12 & 0.052878 & 0.4096 & 0.341783 \tabularnewline
13 & -0.021176 & -0.164 & 0.56487 \tabularnewline
14 & -0.076246 & -0.5906 & 0.721497 \tabularnewline
15 & -0.119062 & -0.9222 & 0.819954 \tabularnewline
16 & -0.162027 & -1.2551 & 0.892837 \tabularnewline
17 & -0.19685 & -1.5248 & 0.933718 \tabularnewline
18 & -0.267533 & -2.0723 & 0.978729 \tabularnewline
19 & -0.333731 & -2.5851 & 0.993908 \tabularnewline
20 & -0.375908 & -2.9118 & 0.99748 \tabularnewline
21 & -0.389634 & -3.0181 & 0.998135 \tabularnewline
22 & -0.389673 & -3.0184 & 0.998137 \tabularnewline
23 & -0.379924 & -2.9429 & 0.997691 \tabularnewline
24 & -0.381188 & -2.9527 & 0.997754 \tabularnewline
25 & -0.403147 & -3.1228 & 0.998622 \tabularnewline
26 & -0.420784 & -3.2594 & 0.999079 \tabularnewline
27 & -0.440319 & -3.4107 & 0.999418 \tabularnewline
28 & -0.45303 & -3.5092 & 0.99957 \tabularnewline
29 & -0.457271 & -3.542 & 0.999612 \tabularnewline
30 & -0.438489 & -3.3965 & 0.999392 \tabularnewline
31 & -0.406785 & -3.1509 & 0.998731 \tabularnewline
32 & -0.384251 & -2.9764 & 0.9979 \tabularnewline
33 & -0.361417 & -2.7995 & 0.996563 \tabularnewline
34 & -0.342622 & -2.6539 & 0.994915 \tabularnewline
35 & -0.323682 & -2.5072 & 0.992553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3989&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.896506[/C][C]6.9443[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.807642[/C][C]6.256[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.725219[/C][C]5.6175[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.670669[/C][C]5.195[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.623945[/C][C]4.8331[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]0.569286[/C][C]4.4097[/C][C]2.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.495254[/C][C]3.8362[/C][C]0.000151[/C][/ROW]
[ROW][C]8[/C][C]0.402798[/C][C]3.1201[/C][C]0.001389[/C][/ROW]
[ROW][C]9[/C][C]0.328616[/C][C]2.5455[/C][C]0.006751[/C][/ROW]
[ROW][C]10[/C][C]0.237597[/C][C]1.8404[/C][C]0.035327[/C][/ROW]
[ROW][C]11[/C][C]0.145033[/C][C]1.1234[/C][C]0.132866[/C][/ROW]
[ROW][C]12[/C][C]0.052878[/C][C]0.4096[/C][C]0.341783[/C][/ROW]
[ROW][C]13[/C][C]-0.021176[/C][C]-0.164[/C][C]0.56487[/C][/ROW]
[ROW][C]14[/C][C]-0.076246[/C][C]-0.5906[/C][C]0.721497[/C][/ROW]
[ROW][C]15[/C][C]-0.119062[/C][C]-0.9222[/C][C]0.819954[/C][/ROW]
[ROW][C]16[/C][C]-0.162027[/C][C]-1.2551[/C][C]0.892837[/C][/ROW]
[ROW][C]17[/C][C]-0.19685[/C][C]-1.5248[/C][C]0.933718[/C][/ROW]
[ROW][C]18[/C][C]-0.267533[/C][C]-2.0723[/C][C]0.978729[/C][/ROW]
[ROW][C]19[/C][C]-0.333731[/C][C]-2.5851[/C][C]0.993908[/C][/ROW]
[ROW][C]20[/C][C]-0.375908[/C][C]-2.9118[/C][C]0.99748[/C][/ROW]
[ROW][C]21[/C][C]-0.389634[/C][C]-3.0181[/C][C]0.998135[/C][/ROW]
[ROW][C]22[/C][C]-0.389673[/C][C]-3.0184[/C][C]0.998137[/C][/ROW]
[ROW][C]23[/C][C]-0.379924[/C][C]-2.9429[/C][C]0.997691[/C][/ROW]
[ROW][C]24[/C][C]-0.381188[/C][C]-2.9527[/C][C]0.997754[/C][/ROW]
[ROW][C]25[/C][C]-0.403147[/C][C]-3.1228[/C][C]0.998622[/C][/ROW]
[ROW][C]26[/C][C]-0.420784[/C][C]-3.2594[/C][C]0.999079[/C][/ROW]
[ROW][C]27[/C][C]-0.440319[/C][C]-3.4107[/C][C]0.999418[/C][/ROW]
[ROW][C]28[/C][C]-0.45303[/C][C]-3.5092[/C][C]0.99957[/C][/ROW]
[ROW][C]29[/C][C]-0.457271[/C][C]-3.542[/C][C]0.999612[/C][/ROW]
[ROW][C]30[/C][C]-0.438489[/C][C]-3.3965[/C][C]0.999392[/C][/ROW]
[ROW][C]31[/C][C]-0.406785[/C][C]-3.1509[/C][C]0.998731[/C][/ROW]
[ROW][C]32[/C][C]-0.384251[/C][C]-2.9764[/C][C]0.9979[/C][/ROW]
[ROW][C]33[/C][C]-0.361417[/C][C]-2.7995[/C][C]0.996563[/C][/ROW]
[ROW][C]34[/C][C]-0.342622[/C][C]-2.6539[/C][C]0.994915[/C][/ROW]
[ROW][C]35[/C][C]-0.323682[/C][C]-2.5072[/C][C]0.992553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3989&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3989&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
017.7460
10.8965066.94430
20.8076426.2560
30.7252195.61750
40.6706695.1951e-06
50.6239454.83315e-06
60.5692864.40972.2e-05
70.4952543.83620.000151
80.4027983.12010.001389
90.3286162.54550.006751
100.2375971.84040.035327
110.1450331.12340.132866
120.0528780.40960.341783
13-0.021176-0.1640.56487
14-0.076246-0.59060.721497
15-0.119062-0.92220.819954
16-0.162027-1.25510.892837
17-0.19685-1.52480.933718
18-0.267533-2.07230.978729
19-0.333731-2.58510.993908
20-0.375908-2.91180.99748
21-0.389634-3.01810.998135
22-0.389673-3.01840.998137
23-0.379924-2.94290.997691
24-0.381188-2.95270.997754
25-0.403147-3.12280.998622
26-0.420784-3.25940.999079
27-0.440319-3.41070.999418
28-0.45303-3.50920.99957
29-0.457271-3.5420.999612
30-0.438489-3.39650.999392
31-0.406785-3.15090.998731
32-0.384251-2.97640.9979
33-0.361417-2.79950.996563
34-0.342622-2.65390.994915
35-0.323682-2.50720.992553






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8965066.94430
10.0199650.15470.438808
2-0.011625-0.090.535726
30.0987190.76470.223733
40.0257190.19920.421384
5-0.05555-0.43030.665736
6-0.118-0.9140.81782
7-0.14617-1.13220.868978
80.0063950.04950.480328
9-0.166818-1.29220.899373
10-0.126965-0.98350.835337
11-0.07916-0.61320.728959
120.0014980.01160.49539
130.0360360.27910.390551
140.0257070.19910.421419
15-0.004965-0.03850.515274
160.067740.52470.300859
17-0.218553-1.69290.952169
18-0.097533-0.75550.773544
190.0107330.08310.467011
200.0341740.26470.39607
210.004570.03540.485939
220.0353320.27370.392636
23-0.032899-0.25480.600138
24-0.094079-0.72870.765499
25-0.097417-0.75460.773277
26-0.095023-0.7360.767715
27-0.071925-0.55710.710244
28-0.050788-0.39340.652292
290.0271690.21040.417016
300.0468290.36270.359039
31-0.054027-0.41850.661458
320.0223540.17320.431556
330.0039440.03060.487864
340.0143760.11140.455854
35-0.137904-1.06820.855145

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.896506 & 6.9443 & 0 \tabularnewline
1 & 0.019965 & 0.1547 & 0.438808 \tabularnewline
2 & -0.011625 & -0.09 & 0.535726 \tabularnewline
3 & 0.098719 & 0.7647 & 0.223733 \tabularnewline
4 & 0.025719 & 0.1992 & 0.421384 \tabularnewline
5 & -0.05555 & -0.4303 & 0.665736 \tabularnewline
6 & -0.118 & -0.914 & 0.81782 \tabularnewline
7 & -0.14617 & -1.1322 & 0.868978 \tabularnewline
8 & 0.006395 & 0.0495 & 0.480328 \tabularnewline
9 & -0.166818 & -1.2922 & 0.899373 \tabularnewline
10 & -0.126965 & -0.9835 & 0.835337 \tabularnewline
11 & -0.07916 & -0.6132 & 0.728959 \tabularnewline
12 & 0.001498 & 0.0116 & 0.49539 \tabularnewline
13 & 0.036036 & 0.2791 & 0.390551 \tabularnewline
14 & 0.025707 & 0.1991 & 0.421419 \tabularnewline
15 & -0.004965 & -0.0385 & 0.515274 \tabularnewline
16 & 0.06774 & 0.5247 & 0.300859 \tabularnewline
17 & -0.218553 & -1.6929 & 0.952169 \tabularnewline
18 & -0.097533 & -0.7555 & 0.773544 \tabularnewline
19 & 0.010733 & 0.0831 & 0.467011 \tabularnewline
20 & 0.034174 & 0.2647 & 0.39607 \tabularnewline
21 & 0.00457 & 0.0354 & 0.485939 \tabularnewline
22 & 0.035332 & 0.2737 & 0.392636 \tabularnewline
23 & -0.032899 & -0.2548 & 0.600138 \tabularnewline
24 & -0.094079 & -0.7287 & 0.765499 \tabularnewline
25 & -0.097417 & -0.7546 & 0.773277 \tabularnewline
26 & -0.095023 & -0.736 & 0.767715 \tabularnewline
27 & -0.071925 & -0.5571 & 0.710244 \tabularnewline
28 & -0.050788 & -0.3934 & 0.652292 \tabularnewline
29 & 0.027169 & 0.2104 & 0.417016 \tabularnewline
30 & 0.046829 & 0.3627 & 0.359039 \tabularnewline
31 & -0.054027 & -0.4185 & 0.661458 \tabularnewline
32 & 0.022354 & 0.1732 & 0.431556 \tabularnewline
33 & 0.003944 & 0.0306 & 0.487864 \tabularnewline
34 & 0.014376 & 0.1114 & 0.455854 \tabularnewline
35 & -0.137904 & -1.0682 & 0.855145 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3989&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]0.896506[/C][C]6.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.019965[/C][C]0.1547[/C][C]0.438808[/C][/ROW]
[ROW][C]2[/C][C]-0.011625[/C][C]-0.09[/C][C]0.535726[/C][/ROW]
[ROW][C]3[/C][C]0.098719[/C][C]0.7647[/C][C]0.223733[/C][/ROW]
[ROW][C]4[/C][C]0.025719[/C][C]0.1992[/C][C]0.421384[/C][/ROW]
[ROW][C]5[/C][C]-0.05555[/C][C]-0.4303[/C][C]0.665736[/C][/ROW]
[ROW][C]6[/C][C]-0.118[/C][C]-0.914[/C][C]0.81782[/C][/ROW]
[ROW][C]7[/C][C]-0.14617[/C][C]-1.1322[/C][C]0.868978[/C][/ROW]
[ROW][C]8[/C][C]0.006395[/C][C]0.0495[/C][C]0.480328[/C][/ROW]
[ROW][C]9[/C][C]-0.166818[/C][C]-1.2922[/C][C]0.899373[/C][/ROW]
[ROW][C]10[/C][C]-0.126965[/C][C]-0.9835[/C][C]0.835337[/C][/ROW]
[ROW][C]11[/C][C]-0.07916[/C][C]-0.6132[/C][C]0.728959[/C][/ROW]
[ROW][C]12[/C][C]0.001498[/C][C]0.0116[/C][C]0.49539[/C][/ROW]
[ROW][C]13[/C][C]0.036036[/C][C]0.2791[/C][C]0.390551[/C][/ROW]
[ROW][C]14[/C][C]0.025707[/C][C]0.1991[/C][C]0.421419[/C][/ROW]
[ROW][C]15[/C][C]-0.004965[/C][C]-0.0385[/C][C]0.515274[/C][/ROW]
[ROW][C]16[/C][C]0.06774[/C][C]0.5247[/C][C]0.300859[/C][/ROW]
[ROW][C]17[/C][C]-0.218553[/C][C]-1.6929[/C][C]0.952169[/C][/ROW]
[ROW][C]18[/C][C]-0.097533[/C][C]-0.7555[/C][C]0.773544[/C][/ROW]
[ROW][C]19[/C][C]0.010733[/C][C]0.0831[/C][C]0.467011[/C][/ROW]
[ROW][C]20[/C][C]0.034174[/C][C]0.2647[/C][C]0.39607[/C][/ROW]
[ROW][C]21[/C][C]0.00457[/C][C]0.0354[/C][C]0.485939[/C][/ROW]
[ROW][C]22[/C][C]0.035332[/C][C]0.2737[/C][C]0.392636[/C][/ROW]
[ROW][C]23[/C][C]-0.032899[/C][C]-0.2548[/C][C]0.600138[/C][/ROW]
[ROW][C]24[/C][C]-0.094079[/C][C]-0.7287[/C][C]0.765499[/C][/ROW]
[ROW][C]25[/C][C]-0.097417[/C][C]-0.7546[/C][C]0.773277[/C][/ROW]
[ROW][C]26[/C][C]-0.095023[/C][C]-0.736[/C][C]0.767715[/C][/ROW]
[ROW][C]27[/C][C]-0.071925[/C][C]-0.5571[/C][C]0.710244[/C][/ROW]
[ROW][C]28[/C][C]-0.050788[/C][C]-0.3934[/C][C]0.652292[/C][/ROW]
[ROW][C]29[/C][C]0.027169[/C][C]0.2104[/C][C]0.417016[/C][/ROW]
[ROW][C]30[/C][C]0.046829[/C][C]0.3627[/C][C]0.359039[/C][/ROW]
[ROW][C]31[/C][C]-0.054027[/C][C]-0.4185[/C][C]0.661458[/C][/ROW]
[ROW][C]32[/C][C]0.022354[/C][C]0.1732[/C][C]0.431556[/C][/ROW]
[ROW][C]33[/C][C]0.003944[/C][C]0.0306[/C][C]0.487864[/C][/ROW]
[ROW][C]34[/C][C]0.014376[/C][C]0.1114[/C][C]0.455854[/C][/ROW]
[ROW][C]35[/C][C]-0.137904[/C][C]-1.0682[/C][C]0.855145[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3989&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3989&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
00.8965066.94430
10.0199650.15470.438808
2-0.011625-0.090.535726
30.0987190.76470.223733
40.0257190.19920.421384
5-0.05555-0.43030.665736
6-0.118-0.9140.81782
7-0.14617-1.13220.868978
80.0063950.04950.480328
9-0.166818-1.29220.899373
10-0.126965-0.98350.835337
11-0.07916-0.61320.728959
120.0014980.01160.49539
130.0360360.27910.390551
140.0257070.19910.421419
15-0.004965-0.03850.515274
160.067740.52470.300859
17-0.218553-1.69290.952169
18-0.097533-0.75550.773544
190.0107330.08310.467011
200.0341740.26470.39607
210.004570.03540.485939
220.0353320.27370.392636
23-0.032899-0.25480.600138
24-0.094079-0.72870.765499
25-0.097417-0.75460.773277
26-0.095023-0.7360.767715
27-0.071925-0.55710.710244
28-0.050788-0.39340.652292
290.0271690.21040.417016
300.0468290.36270.359039
31-0.054027-0.41850.661458
320.0223540.17320.431556
330.0039440.03060.487864
340.0143760.11140.455854
35-0.137904-1.06820.855145


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')