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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 02:38:00 -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/t11977105342hl9druv0yj3jgu.htm/, Retrieved Thu, 02 May 2024 15:40:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3990, Retrieved Thu, 02 May 2024 15:40:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact257

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 09:38:00] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
- R  D    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 13:02:19] [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 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=3990&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=3990&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3990&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
017.68110
10.2816742.16360.017279
20.041520.31890.375457
3-0.068811-0.52850.700449
4-0.037998-0.29190.614294
50.0823440.63250.264753
60.12440.95550.171603
70.2117711.62660.054571
80.1929161.48180.071855
90.1867011.43410.078415
100.1910341.46740.073794
110.1719261.32060.09587
12-0.026059-0.20020.578979
13-0.059345-0.45580.674909
140.0133110.10220.459454
150.0731770.56210.288094
160.062510.48020.316447
170.2664052.04630.022596
180.1828061.40420.082757
190.011410.08760.465229
20-0.109716-0.84270.798612
21-0.076113-0.58460.71949
22-0.116634-0.89590.813022
23-0.081789-0.62820.733862
240.0850730.65350.258
250.027930.21450.415436
26-0.023855-0.18320.57238
27-0.060023-0.4610.676769
280.0073210.05620.477672
29-0.025701-0.19740.577909
30-0.178391-1.37020.912099
31-0.148413-1.140.87055
32-0.150256-1.15410.873452
33-0.020831-0.160.56329
34-0.002168-0.01670.506615
350.139041.0680.144939

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.281674 & 2.1636 & 0.017279 \tabularnewline
2 & 0.04152 & 0.3189 & 0.375457 \tabularnewline
3 & -0.068811 & -0.5285 & 0.700449 \tabularnewline
4 & -0.037998 & -0.2919 & 0.614294 \tabularnewline
5 & 0.082344 & 0.6325 & 0.264753 \tabularnewline
6 & 0.1244 & 0.9555 & 0.171603 \tabularnewline
7 & 0.211771 & 1.6266 & 0.054571 \tabularnewline
8 & 0.192916 & 1.4818 & 0.071855 \tabularnewline
9 & 0.186701 & 1.4341 & 0.078415 \tabularnewline
10 & 0.191034 & 1.4674 & 0.073794 \tabularnewline
11 & 0.171926 & 1.3206 & 0.09587 \tabularnewline
12 & -0.026059 & -0.2002 & 0.578979 \tabularnewline
13 & -0.059345 & -0.4558 & 0.674909 \tabularnewline
14 & 0.013311 & 0.1022 & 0.459454 \tabularnewline
15 & 0.073177 & 0.5621 & 0.288094 \tabularnewline
16 & 0.06251 & 0.4802 & 0.316447 \tabularnewline
17 & 0.266405 & 2.0463 & 0.022596 \tabularnewline
18 & 0.182806 & 1.4042 & 0.082757 \tabularnewline
19 & 0.01141 & 0.0876 & 0.465229 \tabularnewline
20 & -0.109716 & -0.8427 & 0.798612 \tabularnewline
21 & -0.076113 & -0.5846 & 0.71949 \tabularnewline
22 & -0.116634 & -0.8959 & 0.813022 \tabularnewline
23 & -0.081789 & -0.6282 & 0.733862 \tabularnewline
24 & 0.085073 & 0.6535 & 0.258 \tabularnewline
25 & 0.02793 & 0.2145 & 0.415436 \tabularnewline
26 & -0.023855 & -0.1832 & 0.57238 \tabularnewline
27 & -0.060023 & -0.461 & 0.676769 \tabularnewline
28 & 0.007321 & 0.0562 & 0.477672 \tabularnewline
29 & -0.025701 & -0.1974 & 0.577909 \tabularnewline
30 & -0.178391 & -1.3702 & 0.912099 \tabularnewline
31 & -0.148413 & -1.14 & 0.87055 \tabularnewline
32 & -0.150256 & -1.1541 & 0.873452 \tabularnewline
33 & -0.020831 & -0.16 & 0.56329 \tabularnewline
34 & -0.002168 & -0.0167 & 0.506615 \tabularnewline
35 & 0.13904 & 1.068 & 0.144939 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3990&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.281674[/C][C]2.1636[/C][C]0.017279[/C][/ROW]
[ROW][C]2[/C][C]0.04152[/C][C]0.3189[/C][C]0.375457[/C][/ROW]
[ROW][C]3[/C][C]-0.068811[/C][C]-0.5285[/C][C]0.700449[/C][/ROW]
[ROW][C]4[/C][C]-0.037998[/C][C]-0.2919[/C][C]0.614294[/C][/ROW]
[ROW][C]5[/C][C]0.082344[/C][C]0.6325[/C][C]0.264753[/C][/ROW]
[ROW][C]6[/C][C]0.1244[/C][C]0.9555[/C][C]0.171603[/C][/ROW]
[ROW][C]7[/C][C]0.211771[/C][C]1.6266[/C][C]0.054571[/C][/ROW]
[ROW][C]8[/C][C]0.192916[/C][C]1.4818[/C][C]0.071855[/C][/ROW]
[ROW][C]9[/C][C]0.186701[/C][C]1.4341[/C][C]0.078415[/C][/ROW]
[ROW][C]10[/C][C]0.191034[/C][C]1.4674[/C][C]0.073794[/C][/ROW]
[ROW][C]11[/C][C]0.171926[/C][C]1.3206[/C][C]0.09587[/C][/ROW]
[ROW][C]12[/C][C]-0.026059[/C][C]-0.2002[/C][C]0.578979[/C][/ROW]
[ROW][C]13[/C][C]-0.059345[/C][C]-0.4558[/C][C]0.674909[/C][/ROW]
[ROW][C]14[/C][C]0.013311[/C][C]0.1022[/C][C]0.459454[/C][/ROW]
[ROW][C]15[/C][C]0.073177[/C][C]0.5621[/C][C]0.288094[/C][/ROW]
[ROW][C]16[/C][C]0.06251[/C][C]0.4802[/C][C]0.316447[/C][/ROW]
[ROW][C]17[/C][C]0.266405[/C][C]2.0463[/C][C]0.022596[/C][/ROW]
[ROW][C]18[/C][C]0.182806[/C][C]1.4042[/C][C]0.082757[/C][/ROW]
[ROW][C]19[/C][C]0.01141[/C][C]0.0876[/C][C]0.465229[/C][/ROW]
[ROW][C]20[/C][C]-0.109716[/C][C]-0.8427[/C][C]0.798612[/C][/ROW]
[ROW][C]21[/C][C]-0.076113[/C][C]-0.5846[/C][C]0.71949[/C][/ROW]
[ROW][C]22[/C][C]-0.116634[/C][C]-0.8959[/C][C]0.813022[/C][/ROW]
[ROW][C]23[/C][C]-0.081789[/C][C]-0.6282[/C][C]0.733862[/C][/ROW]
[ROW][C]24[/C][C]0.085073[/C][C]0.6535[/C][C]0.258[/C][/ROW]
[ROW][C]25[/C][C]0.02793[/C][C]0.2145[/C][C]0.415436[/C][/ROW]
[ROW][C]26[/C][C]-0.023855[/C][C]-0.1832[/C][C]0.57238[/C][/ROW]
[ROW][C]27[/C][C]-0.060023[/C][C]-0.461[/C][C]0.676769[/C][/ROW]
[ROW][C]28[/C][C]0.007321[/C][C]0.0562[/C][C]0.477672[/C][/ROW]
[ROW][C]29[/C][C]-0.025701[/C][C]-0.1974[/C][C]0.577909[/C][/ROW]
[ROW][C]30[/C][C]-0.178391[/C][C]-1.3702[/C][C]0.912099[/C][/ROW]
[ROW][C]31[/C][C]-0.148413[/C][C]-1.14[/C][C]0.87055[/C][/ROW]
[ROW][C]32[/C][C]-0.150256[/C][C]-1.1541[/C][C]0.873452[/C][/ROW]
[ROW][C]33[/C][C]-0.020831[/C][C]-0.16[/C][C]0.56329[/C][/ROW]
[ROW][C]34[/C][C]-0.002168[/C][C]-0.0167[/C][C]0.506615[/C][/ROW]
[ROW][C]35[/C][C]0.13904[/C][C]1.068[/C][C]0.144939[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3990&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3990&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
017.68110
10.2816742.16360.017279
20.041520.31890.375457
3-0.068811-0.52850.700449
4-0.037998-0.29190.614294
50.0823440.63250.264753
60.12440.95550.171603
70.2117711.62660.054571
80.1929161.48180.071855
90.1867011.43410.078415
100.1910341.46740.073794
110.1719261.32060.09587
12-0.026059-0.20020.578979
13-0.059345-0.45580.674909
140.0133110.10220.459454
150.0731770.56210.288094
160.062510.48020.316447
170.2664052.04630.022596
180.1828061.40420.082757
190.011410.08760.465229
20-0.109716-0.84270.798612
21-0.076113-0.58460.71949
22-0.116634-0.89590.813022
23-0.081789-0.62820.733862
240.0850730.65350.258
250.027930.21450.415436
26-0.023855-0.18320.57238
27-0.060023-0.4610.676769
280.0073210.05620.477672
29-0.025701-0.19740.577909
30-0.178391-1.37020.912099
31-0.148413-1.140.87055
32-0.150256-1.15410.873452
33-0.020831-0.160.56329
34-0.002168-0.01670.506615
350.139041.0680.144939






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2816742.16360.017279
1-0.04108-0.31550.623268
2-0.075525-0.58010.717978
30.0044060.03380.486557
40.1028970.79040.216239
50.0741290.56940.285624
60.1654751.2710.104351
70.1158720.890.188532
80.1405761.07980.142316
90.1609031.23590.110693
100.1421621.0920.139643
11-0.098334-0.75530.773469
12-0.044461-0.34150.633035
13-0.001599-0.01230.504878
14-0.033865-0.26010.602163
15-0.102543-0.78770.782973
160.2014681.54750.063544
170.0021630.01660.493399
18-0.095218-0.73140.76628
19-0.105696-0.81190.789934
20-0.013071-0.10040.539817
21-0.190592-1.4640.925744
22-0.093659-0.71940.762636
230.0458080.35190.3631
24-0.13312-1.02250.844644
25-0.119738-0.91970.81927
26-0.023219-0.17830.57047
270.0071020.05460.47834
280.0110890.08520.466204
29-0.070992-0.54530.706199
30-0.001363-0.01050.504159
31-0.119076-0.91460.817948
320.1126590.86530.195176
33-0.035521-0.27280.607036
340.162531.24840.108405
35-0.086721-0.66610.746034

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.281674 & 2.1636 & 0.017279 \tabularnewline
1 & -0.04108 & -0.3155 & 0.623268 \tabularnewline
2 & -0.075525 & -0.5801 & 0.717978 \tabularnewline
3 & 0.004406 & 0.0338 & 0.486557 \tabularnewline
4 & 0.102897 & 0.7904 & 0.216239 \tabularnewline
5 & 0.074129 & 0.5694 & 0.285624 \tabularnewline
6 & 0.165475 & 1.271 & 0.104351 \tabularnewline
7 & 0.115872 & 0.89 & 0.188532 \tabularnewline
8 & 0.140576 & 1.0798 & 0.142316 \tabularnewline
9 & 0.160903 & 1.2359 & 0.110693 \tabularnewline
10 & 0.142162 & 1.092 & 0.139643 \tabularnewline
11 & -0.098334 & -0.7553 & 0.773469 \tabularnewline
12 & -0.044461 & -0.3415 & 0.633035 \tabularnewline
13 & -0.001599 & -0.0123 & 0.504878 \tabularnewline
14 & -0.033865 & -0.2601 & 0.602163 \tabularnewline
15 & -0.102543 & -0.7877 & 0.782973 \tabularnewline
16 & 0.201468 & 1.5475 & 0.063544 \tabularnewline
17 & 0.002163 & 0.0166 & 0.493399 \tabularnewline
18 & -0.095218 & -0.7314 & 0.76628 \tabularnewline
19 & -0.105696 & -0.8119 & 0.789934 \tabularnewline
20 & -0.013071 & -0.1004 & 0.539817 \tabularnewline
21 & -0.190592 & -1.464 & 0.925744 \tabularnewline
22 & -0.093659 & -0.7194 & 0.762636 \tabularnewline
23 & 0.045808 & 0.3519 & 0.3631 \tabularnewline
24 & -0.13312 & -1.0225 & 0.844644 \tabularnewline
25 & -0.119738 & -0.9197 & 0.81927 \tabularnewline
26 & -0.023219 & -0.1783 & 0.57047 \tabularnewline
27 & 0.007102 & 0.0546 & 0.47834 \tabularnewline
28 & 0.011089 & 0.0852 & 0.466204 \tabularnewline
29 & -0.070992 & -0.5453 & 0.706199 \tabularnewline
30 & -0.001363 & -0.0105 & 0.504159 \tabularnewline
31 & -0.119076 & -0.9146 & 0.817948 \tabularnewline
32 & 0.112659 & 0.8653 & 0.195176 \tabularnewline
33 & -0.035521 & -0.2728 & 0.607036 \tabularnewline
34 & 0.16253 & 1.2484 & 0.108405 \tabularnewline
35 & -0.086721 & -0.6661 & 0.746034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3990&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]0.281674[/C][C]2.1636[/C][C]0.017279[/C][/ROW]
[ROW][C]1[/C][C]-0.04108[/C][C]-0.3155[/C][C]0.623268[/C][/ROW]
[ROW][C]2[/C][C]-0.075525[/C][C]-0.5801[/C][C]0.717978[/C][/ROW]
[ROW][C]3[/C][C]0.004406[/C][C]0.0338[/C][C]0.486557[/C][/ROW]
[ROW][C]4[/C][C]0.102897[/C][C]0.7904[/C][C]0.216239[/C][/ROW]
[ROW][C]5[/C][C]0.074129[/C][C]0.5694[/C][C]0.285624[/C][/ROW]
[ROW][C]6[/C][C]0.165475[/C][C]1.271[/C][C]0.104351[/C][/ROW]
[ROW][C]7[/C][C]0.115872[/C][C]0.89[/C][C]0.188532[/C][/ROW]
[ROW][C]8[/C][C]0.140576[/C][C]1.0798[/C][C]0.142316[/C][/ROW]
[ROW][C]9[/C][C]0.160903[/C][C]1.2359[/C][C]0.110693[/C][/ROW]
[ROW][C]10[/C][C]0.142162[/C][C]1.092[/C][C]0.139643[/C][/ROW]
[ROW][C]11[/C][C]-0.098334[/C][C]-0.7553[/C][C]0.773469[/C][/ROW]
[ROW][C]12[/C][C]-0.044461[/C][C]-0.3415[/C][C]0.633035[/C][/ROW]
[ROW][C]13[/C][C]-0.001599[/C][C]-0.0123[/C][C]0.504878[/C][/ROW]
[ROW][C]14[/C][C]-0.033865[/C][C]-0.2601[/C][C]0.602163[/C][/ROW]
[ROW][C]15[/C][C]-0.102543[/C][C]-0.7877[/C][C]0.782973[/C][/ROW]
[ROW][C]16[/C][C]0.201468[/C][C]1.5475[/C][C]0.063544[/C][/ROW]
[ROW][C]17[/C][C]0.002163[/C][C]0.0166[/C][C]0.493399[/C][/ROW]
[ROW][C]18[/C][C]-0.095218[/C][C]-0.7314[/C][C]0.76628[/C][/ROW]
[ROW][C]19[/C][C]-0.105696[/C][C]-0.8119[/C][C]0.789934[/C][/ROW]
[ROW][C]20[/C][C]-0.013071[/C][C]-0.1004[/C][C]0.539817[/C][/ROW]
[ROW][C]21[/C][C]-0.190592[/C][C]-1.464[/C][C]0.925744[/C][/ROW]
[ROW][C]22[/C][C]-0.093659[/C][C]-0.7194[/C][C]0.762636[/C][/ROW]
[ROW][C]23[/C][C]0.045808[/C][C]0.3519[/C][C]0.3631[/C][/ROW]
[ROW][C]24[/C][C]-0.13312[/C][C]-1.0225[/C][C]0.844644[/C][/ROW]
[ROW][C]25[/C][C]-0.119738[/C][C]-0.9197[/C][C]0.81927[/C][/ROW]
[ROW][C]26[/C][C]-0.023219[/C][C]-0.1783[/C][C]0.57047[/C][/ROW]
[ROW][C]27[/C][C]0.007102[/C][C]0.0546[/C][C]0.47834[/C][/ROW]
[ROW][C]28[/C][C]0.011089[/C][C]0.0852[/C][C]0.466204[/C][/ROW]
[ROW][C]29[/C][C]-0.070992[/C][C]-0.5453[/C][C]0.706199[/C][/ROW]
[ROW][C]30[/C][C]-0.001363[/C][C]-0.0105[/C][C]0.504159[/C][/ROW]
[ROW][C]31[/C][C]-0.119076[/C][C]-0.9146[/C][C]0.817948[/C][/ROW]
[ROW][C]32[/C][C]0.112659[/C][C]0.8653[/C][C]0.195176[/C][/ROW]
[ROW][C]33[/C][C]-0.035521[/C][C]-0.2728[/C][C]0.607036[/C][/ROW]
[ROW][C]34[/C][C]0.16253[/C][C]1.2484[/C][C]0.108405[/C][/ROW]
[ROW][C]35[/C][C]-0.086721[/C][C]-0.6661[/C][C]0.746034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3990&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3990&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
00.2816742.16360.017279
1-0.04108-0.31550.623268
2-0.075525-0.58010.717978
30.0044060.03380.486557
40.1028970.79040.216239
50.0741290.56940.285624
60.1654751.2710.104351
70.1158720.890.188532
80.1405761.07980.142316
90.1609031.23590.110693
100.1421621.0920.139643
11-0.098334-0.75530.773469
12-0.044461-0.34150.633035
13-0.001599-0.01230.504878
14-0.033865-0.26010.602163
15-0.102543-0.78770.782973
160.2014681.54750.063544
170.0021630.01660.493399
18-0.095218-0.73140.76628
19-0.105696-0.81190.789934
20-0.013071-0.10040.539817
21-0.190592-1.4640.925744
22-0.093659-0.71940.762636
230.0458080.35190.3631
24-0.13312-1.02250.844644
25-0.119738-0.91970.81927
26-0.023219-0.17830.57047
270.0071020.05460.47834
280.0110890.08520.466204
29-0.070992-0.54530.706199
30-0.001363-0.01050.504159
31-0.119076-0.91460.817948
320.1126590.86530.195176
33-0.035521-0.27280.607036
340.162531.24840.108405
35-0.086721-0.66610.746034


Figures (Output of Computation)

Input Parameters & R Code

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