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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 06:49:04 -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/t1197726881vigqch9tqjd62l2.htm/, Retrieved Thu, 02 May 2024 23:54:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4059, Retrieved Thu, 02 May 2024 23:54:53 +0000
QR Codes:

Original text written by user:s0650948
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact176

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 fu...] [2007-12-15 13:49:04] [372f82c86cdcc50abc807b137b6a3bca] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,6
98
106,8
96,6
100,1
107,7
91,5
97,8
107,4
117,5
105,6
97,4
99,5
98
104,3
100,6
101,1
103,9
96,9
95,5
108,4
117
103,8
100,8
110,6
104
112,6
107,3
98,9
109,8
104,9
102,2
123,9
124,9
112,7
121,9
100,6
104,3
120,4
107,5
102,9
125,6
107,5
108,8
128,4
121,1
119,5
128,7
108,7
105,5
119,8
111,3
110,6
120,1
97,5
107,7
127,3
117,2
119,8
116,2
111
112,4
130,6
109,1
118,8
123,9
101,6
112,8
128
129,6
125,8
119,5

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=4059&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=4059&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4059&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
017.7460
10.137611.06590.145365
20.0451840.350.363786
30.2545211.97150.026641
4-0.01693-0.13110.551948
50.1141610.88430.190037
60.1433621.11050.135612
7-0.143919-1.11480.865308
80.1501771.16330.124664
90.201111.55780.062271
10-0.166487-1.28960.898931
11-0.029221-0.22630.589148
12-0.200332-1.55180.937012
13-0.231195-1.79080.960817
140.0875160.67790.250222
15-0.128368-0.99430.837972
16-0.133917-1.03730.848124
170.2165211.67720.049356
18-0.09325-0.72230.763545
19-0.163407-1.26570.894751
20-0.044491-0.34460.63421
21-0.136736-1.05920.853112
22-0.124903-0.96750.83141
230.0455560.35290.362708
24-0.245983-1.90540.969237
25-0.141716-1.09770.861646
26-0.014446-0.11190.544362
27-0.122743-0.95080.82723
28-0.101245-0.78420.782007
29-0.086765-0.67210.747944
30-0.128862-0.99820.838895
310.0020540.01590.49368
320.0323460.25060.401509
33-0.090532-0.70130.757074
340.045060.3490.364142
350.0499290.38670.350157

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.13761 & 1.0659 & 0.145365 \tabularnewline
2 & 0.045184 & 0.35 & 0.363786 \tabularnewline
3 & 0.254521 & 1.9715 & 0.026641 \tabularnewline
4 & -0.01693 & -0.1311 & 0.551948 \tabularnewline
5 & 0.114161 & 0.8843 & 0.190037 \tabularnewline
6 & 0.143362 & 1.1105 & 0.135612 \tabularnewline
7 & -0.143919 & -1.1148 & 0.865308 \tabularnewline
8 & 0.150177 & 1.1633 & 0.124664 \tabularnewline
9 & 0.20111 & 1.5578 & 0.062271 \tabularnewline
10 & -0.166487 & -1.2896 & 0.898931 \tabularnewline
11 & -0.029221 & -0.2263 & 0.589148 \tabularnewline
12 & -0.200332 & -1.5518 & 0.937012 \tabularnewline
13 & -0.231195 & -1.7908 & 0.960817 \tabularnewline
14 & 0.087516 & 0.6779 & 0.250222 \tabularnewline
15 & -0.128368 & -0.9943 & 0.837972 \tabularnewline
16 & -0.133917 & -1.0373 & 0.848124 \tabularnewline
17 & 0.216521 & 1.6772 & 0.049356 \tabularnewline
18 & -0.09325 & -0.7223 & 0.763545 \tabularnewline
19 & -0.163407 & -1.2657 & 0.894751 \tabularnewline
20 & -0.044491 & -0.3446 & 0.63421 \tabularnewline
21 & -0.136736 & -1.0592 & 0.853112 \tabularnewline
22 & -0.124903 & -0.9675 & 0.83141 \tabularnewline
23 & 0.045556 & 0.3529 & 0.362708 \tabularnewline
24 & -0.245983 & -1.9054 & 0.969237 \tabularnewline
25 & -0.141716 & -1.0977 & 0.861646 \tabularnewline
26 & -0.014446 & -0.1119 & 0.544362 \tabularnewline
27 & -0.122743 & -0.9508 & 0.82723 \tabularnewline
28 & -0.101245 & -0.7842 & 0.782007 \tabularnewline
29 & -0.086765 & -0.6721 & 0.747944 \tabularnewline
30 & -0.128862 & -0.9982 & 0.838895 \tabularnewline
31 & 0.002054 & 0.0159 & 0.49368 \tabularnewline
32 & 0.032346 & 0.2506 & 0.401509 \tabularnewline
33 & -0.090532 & -0.7013 & 0.757074 \tabularnewline
34 & 0.04506 & 0.349 & 0.364142 \tabularnewline
35 & 0.049929 & 0.3867 & 0.350157 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4059&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]0.13761[/C][C]1.0659[/C][C]0.145365[/C][/ROW]
[ROW][C]2[/C][C]0.045184[/C][C]0.35[/C][C]0.363786[/C][/ROW]
[ROW][C]3[/C][C]0.254521[/C][C]1.9715[/C][C]0.026641[/C][/ROW]
[ROW][C]4[/C][C]-0.01693[/C][C]-0.1311[/C][C]0.551948[/C][/ROW]
[ROW][C]5[/C][C]0.114161[/C][C]0.8843[/C][C]0.190037[/C][/ROW]
[ROW][C]6[/C][C]0.143362[/C][C]1.1105[/C][C]0.135612[/C][/ROW]
[ROW][C]7[/C][C]-0.143919[/C][C]-1.1148[/C][C]0.865308[/C][/ROW]
[ROW][C]8[/C][C]0.150177[/C][C]1.1633[/C][C]0.124664[/C][/ROW]
[ROW][C]9[/C][C]0.20111[/C][C]1.5578[/C][C]0.062271[/C][/ROW]
[ROW][C]10[/C][C]-0.166487[/C][C]-1.2896[/C][C]0.898931[/C][/ROW]
[ROW][C]11[/C][C]-0.029221[/C][C]-0.2263[/C][C]0.589148[/C][/ROW]
[ROW][C]12[/C][C]-0.200332[/C][C]-1.5518[/C][C]0.937012[/C][/ROW]
[ROW][C]13[/C][C]-0.231195[/C][C]-1.7908[/C][C]0.960817[/C][/ROW]
[ROW][C]14[/C][C]0.087516[/C][C]0.6779[/C][C]0.250222[/C][/ROW]
[ROW][C]15[/C][C]-0.128368[/C][C]-0.9943[/C][C]0.837972[/C][/ROW]
[ROW][C]16[/C][C]-0.133917[/C][C]-1.0373[/C][C]0.848124[/C][/ROW]
[ROW][C]17[/C][C]0.216521[/C][C]1.6772[/C][C]0.049356[/C][/ROW]
[ROW][C]18[/C][C]-0.09325[/C][C]-0.7223[/C][C]0.763545[/C][/ROW]
[ROW][C]19[/C][C]-0.163407[/C][C]-1.2657[/C][C]0.894751[/C][/ROW]
[ROW][C]20[/C][C]-0.044491[/C][C]-0.3446[/C][C]0.63421[/C][/ROW]
[ROW][C]21[/C][C]-0.136736[/C][C]-1.0592[/C][C]0.853112[/C][/ROW]
[ROW][C]22[/C][C]-0.124903[/C][C]-0.9675[/C][C]0.83141[/C][/ROW]
[ROW][C]23[/C][C]0.045556[/C][C]0.3529[/C][C]0.362708[/C][/ROW]
[ROW][C]24[/C][C]-0.245983[/C][C]-1.9054[/C][C]0.969237[/C][/ROW]
[ROW][C]25[/C][C]-0.141716[/C][C]-1.0977[/C][C]0.861646[/C][/ROW]
[ROW][C]26[/C][C]-0.014446[/C][C]-0.1119[/C][C]0.544362[/C][/ROW]
[ROW][C]27[/C][C]-0.122743[/C][C]-0.9508[/C][C]0.82723[/C][/ROW]
[ROW][C]28[/C][C]-0.101245[/C][C]-0.7842[/C][C]0.782007[/C][/ROW]
[ROW][C]29[/C][C]-0.086765[/C][C]-0.6721[/C][C]0.747944[/C][/ROW]
[ROW][C]30[/C][C]-0.128862[/C][C]-0.9982[/C][C]0.838895[/C][/ROW]
[ROW][C]31[/C][C]0.002054[/C][C]0.0159[/C][C]0.49368[/C][/ROW]
[ROW][C]32[/C][C]0.032346[/C][C]0.2506[/C][C]0.401509[/C][/ROW]
[ROW][C]33[/C][C]-0.090532[/C][C]-0.7013[/C][C]0.757074[/C][/ROW]
[ROW][C]34[/C][C]0.04506[/C][C]0.349[/C][C]0.364142[/C][/ROW]
[ROW][C]35[/C][C]0.049929[/C][C]0.3867[/C][C]0.350157[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4059&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4059&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
10.137611.06590.145365
20.0451840.350.363786
30.2545211.97150.026641
4-0.01693-0.13110.551948
50.1141610.88430.190037
60.1433621.11050.135612
7-0.143919-1.11480.865308
80.1501771.16330.124664
90.201111.55780.062271
10-0.166487-1.28960.898931
11-0.029221-0.22630.589148
12-0.200332-1.55180.937012
13-0.231195-1.79080.960817
140.0875160.67790.250222
15-0.128368-0.99430.837972
16-0.133917-1.03730.848124
170.2165211.67720.049356
18-0.09325-0.72230.763545
19-0.163407-1.26570.894751
20-0.044491-0.34460.63421
21-0.136736-1.05920.853112
22-0.124903-0.96750.83141
230.0455560.35290.362708
24-0.245983-1.90540.969237
25-0.141716-1.09770.861646
26-0.014446-0.11190.544362
27-0.122743-0.95080.82723
28-0.101245-0.78420.782007
29-0.086765-0.67210.747944
30-0.128862-0.99820.838895
310.0020540.01590.49368
320.0323460.25060.401509
33-0.090532-0.70130.757074
340.045060.3490.364142
350.0499290.38670.350157






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.137611.06590.145365
10.0267540.20720.418265
20.2496911.93410.028911
3-0.0907-0.70260.757476
40.1307831.0130.157554
50.0496040.38420.351084
6-0.159612-1.23630.889426
70.15751.220.113622
80.1332991.03250.152985
9-0.177289-1.37330.912611
10-0.091276-0.7070.758854
11-0.260562-2.01830.975982
12-0.101089-0.7830.781657
130.0939890.7280.234713
14-0.023389-0.18120.571579
150.0246640.1910.424567
160.2009521.55660.062417
17-0.073652-0.57050.714768
18-0.142942-1.10720.863693
19-0.099747-0.77260.778614
200.0896740.69460.244989
21-0.174964-1.35530.909793
225.1e-054e-040.499842
23-0.223618-1.73210.955806
24-0.207588-1.6080.943455
25-0.111181-0.86120.803723
260.1159120.89780.186427
27-0.011249-0.08710.534574
280.1013150.78480.217834
29-0.004169-0.03230.512827
30-0.107113-0.82970.795
31-0.02253-0.17450.568977
320.0567520.43960.330904
33-0.045099-0.34930.63597
340.0015220.01180.495317
35-0.035098-0.27190.606673

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.13761 & 1.0659 & 0.145365 \tabularnewline
1 & 0.026754 & 0.2072 & 0.418265 \tabularnewline
2 & 0.249691 & 1.9341 & 0.028911 \tabularnewline
3 & -0.0907 & -0.7026 & 0.757476 \tabularnewline
4 & 0.130783 & 1.013 & 0.157554 \tabularnewline
5 & 0.049604 & 0.3842 & 0.351084 \tabularnewline
6 & -0.159612 & -1.2363 & 0.889426 \tabularnewline
7 & 0.1575 & 1.22 & 0.113622 \tabularnewline
8 & 0.133299 & 1.0325 & 0.152985 \tabularnewline
9 & -0.177289 & -1.3733 & 0.912611 \tabularnewline
10 & -0.091276 & -0.707 & 0.758854 \tabularnewline
11 & -0.260562 & -2.0183 & 0.975982 \tabularnewline
12 & -0.101089 & -0.783 & 0.781657 \tabularnewline
13 & 0.093989 & 0.728 & 0.234713 \tabularnewline
14 & -0.023389 & -0.1812 & 0.571579 \tabularnewline
15 & 0.024664 & 0.191 & 0.424567 \tabularnewline
16 & 0.200952 & 1.5566 & 0.062417 \tabularnewline
17 & -0.073652 & -0.5705 & 0.714768 \tabularnewline
18 & -0.142942 & -1.1072 & 0.863693 \tabularnewline
19 & -0.099747 & -0.7726 & 0.778614 \tabularnewline
20 & 0.089674 & 0.6946 & 0.244989 \tabularnewline
21 & -0.174964 & -1.3553 & 0.909793 \tabularnewline
22 & 5.1e-05 & 4e-04 & 0.499842 \tabularnewline
23 & -0.223618 & -1.7321 & 0.955806 \tabularnewline
24 & -0.207588 & -1.608 & 0.943455 \tabularnewline
25 & -0.111181 & -0.8612 & 0.803723 \tabularnewline
26 & 0.115912 & 0.8978 & 0.186427 \tabularnewline
27 & -0.011249 & -0.0871 & 0.534574 \tabularnewline
28 & 0.101315 & 0.7848 & 0.217834 \tabularnewline
29 & -0.004169 & -0.0323 & 0.512827 \tabularnewline
30 & -0.107113 & -0.8297 & 0.795 \tabularnewline
31 & -0.02253 & -0.1745 & 0.568977 \tabularnewline
32 & 0.056752 & 0.4396 & 0.330904 \tabularnewline
33 & -0.045099 & -0.3493 & 0.63597 \tabularnewline
34 & 0.001522 & 0.0118 & 0.495317 \tabularnewline
35 & -0.035098 & -0.2719 & 0.606673 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4059&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]0.13761[/C][C]1.0659[/C][C]0.145365[/C][/ROW]
[ROW][C]1[/C][C]0.026754[/C][C]0.2072[/C][C]0.418265[/C][/ROW]
[ROW][C]2[/C][C]0.249691[/C][C]1.9341[/C][C]0.028911[/C][/ROW]
[ROW][C]3[/C][C]-0.0907[/C][C]-0.7026[/C][C]0.757476[/C][/ROW]
[ROW][C]4[/C][C]0.130783[/C][C]1.013[/C][C]0.157554[/C][/ROW]
[ROW][C]5[/C][C]0.049604[/C][C]0.3842[/C][C]0.351084[/C][/ROW]
[ROW][C]6[/C][C]-0.159612[/C][C]-1.2363[/C][C]0.889426[/C][/ROW]
[ROW][C]7[/C][C]0.1575[/C][C]1.22[/C][C]0.113622[/C][/ROW]
[ROW][C]8[/C][C]0.133299[/C][C]1.0325[/C][C]0.152985[/C][/ROW]
[ROW][C]9[/C][C]-0.177289[/C][C]-1.3733[/C][C]0.912611[/C][/ROW]
[ROW][C]10[/C][C]-0.091276[/C][C]-0.707[/C][C]0.758854[/C][/ROW]
[ROW][C]11[/C][C]-0.260562[/C][C]-2.0183[/C][C]0.975982[/C][/ROW]
[ROW][C]12[/C][C]-0.101089[/C][C]-0.783[/C][C]0.781657[/C][/ROW]
[ROW][C]13[/C][C]0.093989[/C][C]0.728[/C][C]0.234713[/C][/ROW]
[ROW][C]14[/C][C]-0.023389[/C][C]-0.1812[/C][C]0.571579[/C][/ROW]
[ROW][C]15[/C][C]0.024664[/C][C]0.191[/C][C]0.424567[/C][/ROW]
[ROW][C]16[/C][C]0.200952[/C][C]1.5566[/C][C]0.062417[/C][/ROW]
[ROW][C]17[/C][C]-0.073652[/C][C]-0.5705[/C][C]0.714768[/C][/ROW]
[ROW][C]18[/C][C]-0.142942[/C][C]-1.1072[/C][C]0.863693[/C][/ROW]
[ROW][C]19[/C][C]-0.099747[/C][C]-0.7726[/C][C]0.778614[/C][/ROW]
[ROW][C]20[/C][C]0.089674[/C][C]0.6946[/C][C]0.244989[/C][/ROW]
[ROW][C]21[/C][C]-0.174964[/C][C]-1.3553[/C][C]0.909793[/C][/ROW]
[ROW][C]22[/C][C]5.1e-05[/C][C]4e-04[/C][C]0.499842[/C][/ROW]
[ROW][C]23[/C][C]-0.223618[/C][C]-1.7321[/C][C]0.955806[/C][/ROW]
[ROW][C]24[/C][C]-0.207588[/C][C]-1.608[/C][C]0.943455[/C][/ROW]
[ROW][C]25[/C][C]-0.111181[/C][C]-0.8612[/C][C]0.803723[/C][/ROW]
[ROW][C]26[/C][C]0.115912[/C][C]0.8978[/C][C]0.186427[/C][/ROW]
[ROW][C]27[/C][C]-0.011249[/C][C]-0.0871[/C][C]0.534574[/C][/ROW]
[ROW][C]28[/C][C]0.101315[/C][C]0.7848[/C][C]0.217834[/C][/ROW]
[ROW][C]29[/C][C]-0.004169[/C][C]-0.0323[/C][C]0.512827[/C][/ROW]
[ROW][C]30[/C][C]-0.107113[/C][C]-0.8297[/C][C]0.795[/C][/ROW]
[ROW][C]31[/C][C]-0.02253[/C][C]-0.1745[/C][C]0.568977[/C][/ROW]
[ROW][C]32[/C][C]0.056752[/C][C]0.4396[/C][C]0.330904[/C][/ROW]
[ROW][C]33[/C][C]-0.045099[/C][C]-0.3493[/C][C]0.63597[/C][/ROW]
[ROW][C]34[/C][C]0.001522[/C][C]0.0118[/C][C]0.495317[/C][/ROW]
[ROW][C]35[/C][C]-0.035098[/C][C]-0.2719[/C][C]0.606673[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4059&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4059&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
00.137611.06590.145365
10.0267540.20720.418265
20.2496911.93410.028911
3-0.0907-0.70260.757476
40.1307831.0130.157554
50.0496040.38420.351084
6-0.159612-1.23630.889426
70.15751.220.113622
80.1332991.03250.152985
9-0.177289-1.37330.912611
10-0.091276-0.7070.758854
11-0.260562-2.01830.975982
12-0.101089-0.7830.781657
130.0939890.7280.234713
14-0.023389-0.18120.571579
150.0246640.1910.424567
160.2009521.55660.062417
17-0.073652-0.57050.714768
18-0.142942-1.10720.863693
19-0.099747-0.77260.778614
200.0896740.69460.244989
21-0.174964-1.35530.909793
225.1e-054e-040.499842
23-0.223618-1.73210.955806
24-0.207588-1.6080.943455
25-0.111181-0.86120.803723
260.1159120.89780.186427
27-0.011249-0.08710.534574
280.1013150.78480.217834
29-0.004169-0.03230.512827
30-0.107113-0.82970.795
31-0.02253-0.17450.568977
320.0567520.43960.330904
33-0.045099-0.34930.63597
340.0015220.01180.495317
35-0.035098-0.27190.606673


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -1.9 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -1.9 ; par3 = 0 ; 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')