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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 computationTue, 18 Dec 2007 07:58:02 -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/18/t1197988976p496l3lqvjx8aqv.htm/, Retrieved Sat, 04 May 2024 13:40:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4533, Retrieved Sat, 04 May 2024 13:40:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordstijdreeks zonder outliers met lambda=-0,2 d=1 D=0
Estimated Impact173

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] [Partial Autocorre...] [2007-12-18 14:58:02] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
79,55
84,6
86,9
90,7
91
89,5
92,5
94,1
98,5
96,8
91,2
97,1
104,9
110,9
104,8
94,1
95,8
99,3
101,1
104
99
105,4
107,1
110,7
117,1
118,7
126,5
127,5
134,6
131,8
135,9
142,7
141,7
153,4
145
137,7
148,3
152,2
169,4
168,6
161,1
174,1
179
190,6
190
181,6
174,8
180,5
196,8
193,8
197
216,3
221,4
217,9
229,7
227,4
204,2
196,6
198,8
207,5
190,7
201,6
210,5
223,5
223,8
231,2
234,4

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=4533&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=4533&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4533&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
018.1240
10.0115770.0940.462677
2-0.223859-1.81860.963248
3-0.15489-1.25830.893647
4-0.048627-0.39510.65296
50.3063522.48880.007674
6-0.10111-0.82140.792817
7-0.09158-0.7440.770242
8-0.1987-1.61420.944377
9-0.183083-1.48740.929161
100.293072.38090.010082
110.0917630.74550.229313
12-0.00105-0.00850.50339
13-0.112927-0.91740.818869
14-0.048191-0.39150.651657
150.1662581.35070.090704
16-0.094617-0.76870.777586
17-0.029226-0.23740.593472
18-0.115795-0.94070.824862
19-0.087973-0.71470.761341
200.2166331.75990.041526
210.0016430.01330.494695
22-0.048297-0.39240.651973
23-0.177497-1.4420.922983
240.0045260.03680.485389
250.2732562.21990.014931
260.0297760.24190.404805
27-0.064539-0.52430.699093
28-0.174435-1.41710.919424
29-0.030349-0.24660.596991
300.2084081.69310.047574
310.0319210.25930.398095
32-0.085224-0.69240.754432
33-0.162028-1.31630.90369
34-0.131037-1.06450.85452
350.1430661.16230.124655

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.124 & 0 \tabularnewline
1 & 0.011577 & 0.094 & 0.462677 \tabularnewline
2 & -0.223859 & -1.8186 & 0.963248 \tabularnewline
3 & -0.15489 & -1.2583 & 0.893647 \tabularnewline
4 & -0.048627 & -0.3951 & 0.65296 \tabularnewline
5 & 0.306352 & 2.4888 & 0.007674 \tabularnewline
6 & -0.10111 & -0.8214 & 0.792817 \tabularnewline
7 & -0.09158 & -0.744 & 0.770242 \tabularnewline
8 & -0.1987 & -1.6142 & 0.944377 \tabularnewline
9 & -0.183083 & -1.4874 & 0.929161 \tabularnewline
10 & 0.29307 & 2.3809 & 0.010082 \tabularnewline
11 & 0.091763 & 0.7455 & 0.229313 \tabularnewline
12 & -0.00105 & -0.0085 & 0.50339 \tabularnewline
13 & -0.112927 & -0.9174 & 0.818869 \tabularnewline
14 & -0.048191 & -0.3915 & 0.651657 \tabularnewline
15 & 0.166258 & 1.3507 & 0.090704 \tabularnewline
16 & -0.094617 & -0.7687 & 0.777586 \tabularnewline
17 & -0.029226 & -0.2374 & 0.593472 \tabularnewline
18 & -0.115795 & -0.9407 & 0.824862 \tabularnewline
19 & -0.087973 & -0.7147 & 0.761341 \tabularnewline
20 & 0.216633 & 1.7599 & 0.041526 \tabularnewline
21 & 0.001643 & 0.0133 & 0.494695 \tabularnewline
22 & -0.048297 & -0.3924 & 0.651973 \tabularnewline
23 & -0.177497 & -1.442 & 0.922983 \tabularnewline
24 & 0.004526 & 0.0368 & 0.485389 \tabularnewline
25 & 0.273256 & 2.2199 & 0.014931 \tabularnewline
26 & 0.029776 & 0.2419 & 0.404805 \tabularnewline
27 & -0.064539 & -0.5243 & 0.699093 \tabularnewline
28 & -0.174435 & -1.4171 & 0.919424 \tabularnewline
29 & -0.030349 & -0.2466 & 0.596991 \tabularnewline
30 & 0.208408 & 1.6931 & 0.047574 \tabularnewline
31 & 0.031921 & 0.2593 & 0.398095 \tabularnewline
32 & -0.085224 & -0.6924 & 0.754432 \tabularnewline
33 & -0.162028 & -1.3163 & 0.90369 \tabularnewline
34 & -0.131037 & -1.0645 & 0.85452 \tabularnewline
35 & 0.143066 & 1.1623 & 0.124655 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4533&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]8.124[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.011577[/C][C]0.094[/C][C]0.462677[/C][/ROW]
[ROW][C]2[/C][C]-0.223859[/C][C]-1.8186[/C][C]0.963248[/C][/ROW]
[ROW][C]3[/C][C]-0.15489[/C][C]-1.2583[/C][C]0.893647[/C][/ROW]
[ROW][C]4[/C][C]-0.048627[/C][C]-0.3951[/C][C]0.65296[/C][/ROW]
[ROW][C]5[/C][C]0.306352[/C][C]2.4888[/C][C]0.007674[/C][/ROW]
[ROW][C]6[/C][C]-0.10111[/C][C]-0.8214[/C][C]0.792817[/C][/ROW]
[ROW][C]7[/C][C]-0.09158[/C][C]-0.744[/C][C]0.770242[/C][/ROW]
[ROW][C]8[/C][C]-0.1987[/C][C]-1.6142[/C][C]0.944377[/C][/ROW]
[ROW][C]9[/C][C]-0.183083[/C][C]-1.4874[/C][C]0.929161[/C][/ROW]
[ROW][C]10[/C][C]0.29307[/C][C]2.3809[/C][C]0.010082[/C][/ROW]
[ROW][C]11[/C][C]0.091763[/C][C]0.7455[/C][C]0.229313[/C][/ROW]
[ROW][C]12[/C][C]-0.00105[/C][C]-0.0085[/C][C]0.50339[/C][/ROW]
[ROW][C]13[/C][C]-0.112927[/C][C]-0.9174[/C][C]0.818869[/C][/ROW]
[ROW][C]14[/C][C]-0.048191[/C][C]-0.3915[/C][C]0.651657[/C][/ROW]
[ROW][C]15[/C][C]0.166258[/C][C]1.3507[/C][C]0.090704[/C][/ROW]
[ROW][C]16[/C][C]-0.094617[/C][C]-0.7687[/C][C]0.777586[/C][/ROW]
[ROW][C]17[/C][C]-0.029226[/C][C]-0.2374[/C][C]0.593472[/C][/ROW]
[ROW][C]18[/C][C]-0.115795[/C][C]-0.9407[/C][C]0.824862[/C][/ROW]
[ROW][C]19[/C][C]-0.087973[/C][C]-0.7147[/C][C]0.761341[/C][/ROW]
[ROW][C]20[/C][C]0.216633[/C][C]1.7599[/C][C]0.041526[/C][/ROW]
[ROW][C]21[/C][C]0.001643[/C][C]0.0133[/C][C]0.494695[/C][/ROW]
[ROW][C]22[/C][C]-0.048297[/C][C]-0.3924[/C][C]0.651973[/C][/ROW]
[ROW][C]23[/C][C]-0.177497[/C][C]-1.442[/C][C]0.922983[/C][/ROW]
[ROW][C]24[/C][C]0.004526[/C][C]0.0368[/C][C]0.485389[/C][/ROW]
[ROW][C]25[/C][C]0.273256[/C][C]2.2199[/C][C]0.014931[/C][/ROW]
[ROW][C]26[/C][C]0.029776[/C][C]0.2419[/C][C]0.404805[/C][/ROW]
[ROW][C]27[/C][C]-0.064539[/C][C]-0.5243[/C][C]0.699093[/C][/ROW]
[ROW][C]28[/C][C]-0.174435[/C][C]-1.4171[/C][C]0.919424[/C][/ROW]
[ROW][C]29[/C][C]-0.030349[/C][C]-0.2466[/C][C]0.596991[/C][/ROW]
[ROW][C]30[/C][C]0.208408[/C][C]1.6931[/C][C]0.047574[/C][/ROW]
[ROW][C]31[/C][C]0.031921[/C][C]0.2593[/C][C]0.398095[/C][/ROW]
[ROW][C]32[/C][C]-0.085224[/C][C]-0.6924[/C][C]0.754432[/C][/ROW]
[ROW][C]33[/C][C]-0.162028[/C][C]-1.3163[/C][C]0.90369[/C][/ROW]
[ROW][C]34[/C][C]-0.131037[/C][C]-1.0645[/C][C]0.85452[/C][/ROW]
[ROW][C]35[/C][C]0.143066[/C][C]1.1623[/C][C]0.124655[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4533&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4533&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
018.1240
10.0115770.0940.462677
2-0.223859-1.81860.963248
3-0.15489-1.25830.893647
4-0.048627-0.39510.65296
50.3063522.48880.007674
6-0.10111-0.82140.792817
7-0.09158-0.7440.770242
8-0.1987-1.61420.944377
9-0.183083-1.48740.929161
100.293072.38090.010082
110.0917630.74550.229313
12-0.00105-0.00850.50339
13-0.112927-0.91740.818869
14-0.048191-0.39150.651657
150.1662581.35070.090704
16-0.094617-0.76870.777586
17-0.029226-0.23740.593472
18-0.115795-0.94070.824862
19-0.087973-0.71470.761341
200.2166331.75990.041526
210.0016430.01330.494695
22-0.048297-0.39240.651973
23-0.177497-1.4420.922983
240.0045260.03680.485389
250.2732562.21990.014931
260.0297760.24190.404805
27-0.064539-0.52430.699093
28-0.174435-1.41710.919424
29-0.030349-0.24660.596991
300.2084081.69310.047574
310.0319210.25930.398095
32-0.085224-0.69240.754432
33-0.162028-1.31630.90369
34-0.131037-1.06450.85452
350.1430661.16230.124655






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0115770.0940.462677
1-0.224023-1.820.963351
2-0.157025-1.27570.896729
3-0.107652-0.87460.80751
40.2534522.05910.021719
5-0.172456-1.4010.917056
60.014390.11690.453644
7-0.228424-1.85570.966021
8-0.217621-1.7680.959155
90.1272841.03410.152441
100.0304870.24770.402576
110.0227580.18490.426942
120.006220.05050.479924
130.0417860.33950.367665
14-0.029092-0.23630.59305
15-0.156805-1.27390.896415
16-0.059343-0.48210.684337
17-0.120116-0.97580.833644
18-0.034907-0.28360.611193
190.1582771.28590.101494
20-0.001268-0.01030.504095
21-0.073994-0.60110.725095
22-0.164337-1.33510.906782
23-0.0491-0.39890.654368
240.0328810.26710.395103
250.0720280.58520.280217
260.010140.08240.467298
27-0.024364-0.19790.578148
280.0023430.0190.492436
290.0165970.13480.446576
30-0.07113-0.57790.717338
31-0.129409-1.05130.851527
32-0.008537-0.06940.527541
33-0.13853-1.12540.867758
34-0.016187-0.13150.552112
35-0.128412-1.04320.849674

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.011577 & 0.094 & 0.462677 \tabularnewline
1 & -0.224023 & -1.82 & 0.963351 \tabularnewline
2 & -0.157025 & -1.2757 & 0.896729 \tabularnewline
3 & -0.107652 & -0.8746 & 0.80751 \tabularnewline
4 & 0.253452 & 2.0591 & 0.021719 \tabularnewline
5 & -0.172456 & -1.401 & 0.917056 \tabularnewline
6 & 0.01439 & 0.1169 & 0.453644 \tabularnewline
7 & -0.228424 & -1.8557 & 0.966021 \tabularnewline
8 & -0.217621 & -1.768 & 0.959155 \tabularnewline
9 & 0.127284 & 1.0341 & 0.152441 \tabularnewline
10 & 0.030487 & 0.2477 & 0.402576 \tabularnewline
11 & 0.022758 & 0.1849 & 0.426942 \tabularnewline
12 & 0.00622 & 0.0505 & 0.479924 \tabularnewline
13 & 0.041786 & 0.3395 & 0.367665 \tabularnewline
14 & -0.029092 & -0.2363 & 0.59305 \tabularnewline
15 & -0.156805 & -1.2739 & 0.896415 \tabularnewline
16 & -0.059343 & -0.4821 & 0.684337 \tabularnewline
17 & -0.120116 & -0.9758 & 0.833644 \tabularnewline
18 & -0.034907 & -0.2836 & 0.611193 \tabularnewline
19 & 0.158277 & 1.2859 & 0.101494 \tabularnewline
20 & -0.001268 & -0.0103 & 0.504095 \tabularnewline
21 & -0.073994 & -0.6011 & 0.725095 \tabularnewline
22 & -0.164337 & -1.3351 & 0.906782 \tabularnewline
23 & -0.0491 & -0.3989 & 0.654368 \tabularnewline
24 & 0.032881 & 0.2671 & 0.395103 \tabularnewline
25 & 0.072028 & 0.5852 & 0.280217 \tabularnewline
26 & 0.01014 & 0.0824 & 0.467298 \tabularnewline
27 & -0.024364 & -0.1979 & 0.578148 \tabularnewline
28 & 0.002343 & 0.019 & 0.492436 \tabularnewline
29 & 0.016597 & 0.1348 & 0.446576 \tabularnewline
30 & -0.07113 & -0.5779 & 0.717338 \tabularnewline
31 & -0.129409 & -1.0513 & 0.851527 \tabularnewline
32 & -0.008537 & -0.0694 & 0.527541 \tabularnewline
33 & -0.13853 & -1.1254 & 0.867758 \tabularnewline
34 & -0.016187 & -0.1315 & 0.552112 \tabularnewline
35 & -0.128412 & -1.0432 & 0.849674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4533&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]0.011577[/C][C]0.094[/C][C]0.462677[/C][/ROW]
[ROW][C]1[/C][C]-0.224023[/C][C]-1.82[/C][C]0.963351[/C][/ROW]
[ROW][C]2[/C][C]-0.157025[/C][C]-1.2757[/C][C]0.896729[/C][/ROW]
[ROW][C]3[/C][C]-0.107652[/C][C]-0.8746[/C][C]0.80751[/C][/ROW]
[ROW][C]4[/C][C]0.253452[/C][C]2.0591[/C][C]0.021719[/C][/ROW]
[ROW][C]5[/C][C]-0.172456[/C][C]-1.401[/C][C]0.917056[/C][/ROW]
[ROW][C]6[/C][C]0.01439[/C][C]0.1169[/C][C]0.453644[/C][/ROW]
[ROW][C]7[/C][C]-0.228424[/C][C]-1.8557[/C][C]0.966021[/C][/ROW]
[ROW][C]8[/C][C]-0.217621[/C][C]-1.768[/C][C]0.959155[/C][/ROW]
[ROW][C]9[/C][C]0.127284[/C][C]1.0341[/C][C]0.152441[/C][/ROW]
[ROW][C]10[/C][C]0.030487[/C][C]0.2477[/C][C]0.402576[/C][/ROW]
[ROW][C]11[/C][C]0.022758[/C][C]0.1849[/C][C]0.426942[/C][/ROW]
[ROW][C]12[/C][C]0.00622[/C][C]0.0505[/C][C]0.479924[/C][/ROW]
[ROW][C]13[/C][C]0.041786[/C][C]0.3395[/C][C]0.367665[/C][/ROW]
[ROW][C]14[/C][C]-0.029092[/C][C]-0.2363[/C][C]0.59305[/C][/ROW]
[ROW][C]15[/C][C]-0.156805[/C][C]-1.2739[/C][C]0.896415[/C][/ROW]
[ROW][C]16[/C][C]-0.059343[/C][C]-0.4821[/C][C]0.684337[/C][/ROW]
[ROW][C]17[/C][C]-0.120116[/C][C]-0.9758[/C][C]0.833644[/C][/ROW]
[ROW][C]18[/C][C]-0.034907[/C][C]-0.2836[/C][C]0.611193[/C][/ROW]
[ROW][C]19[/C][C]0.158277[/C][C]1.2859[/C][C]0.101494[/C][/ROW]
[ROW][C]20[/C][C]-0.001268[/C][C]-0.0103[/C][C]0.504095[/C][/ROW]
[ROW][C]21[/C][C]-0.073994[/C][C]-0.6011[/C][C]0.725095[/C][/ROW]
[ROW][C]22[/C][C]-0.164337[/C][C]-1.3351[/C][C]0.906782[/C][/ROW]
[ROW][C]23[/C][C]-0.0491[/C][C]-0.3989[/C][C]0.654368[/C][/ROW]
[ROW][C]24[/C][C]0.032881[/C][C]0.2671[/C][C]0.395103[/C][/ROW]
[ROW][C]25[/C][C]0.072028[/C][C]0.5852[/C][C]0.280217[/C][/ROW]
[ROW][C]26[/C][C]0.01014[/C][C]0.0824[/C][C]0.467298[/C][/ROW]
[ROW][C]27[/C][C]-0.024364[/C][C]-0.1979[/C][C]0.578148[/C][/ROW]
[ROW][C]28[/C][C]0.002343[/C][C]0.019[/C][C]0.492436[/C][/ROW]
[ROW][C]29[/C][C]0.016597[/C][C]0.1348[/C][C]0.446576[/C][/ROW]
[ROW][C]30[/C][C]-0.07113[/C][C]-0.5779[/C][C]0.717338[/C][/ROW]
[ROW][C]31[/C][C]-0.129409[/C][C]-1.0513[/C][C]0.851527[/C][/ROW]
[ROW][C]32[/C][C]-0.008537[/C][C]-0.0694[/C][C]0.527541[/C][/ROW]
[ROW][C]33[/C][C]-0.13853[/C][C]-1.1254[/C][C]0.867758[/C][/ROW]
[ROW][C]34[/C][C]-0.016187[/C][C]-0.1315[/C][C]0.552112[/C][/ROW]
[ROW][C]35[/C][C]-0.128412[/C][C]-1.0432[/C][C]0.849674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4533&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4533&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
00.0115770.0940.462677
1-0.224023-1.820.963351
2-0.157025-1.27570.896729
3-0.107652-0.87460.80751
40.2534522.05910.021719
5-0.172456-1.4010.917056
60.014390.11690.453644
7-0.228424-1.85570.966021
8-0.217621-1.7680.959155
90.1272841.03410.152441
100.0304870.24770.402576
110.0227580.18490.426942
120.006220.05050.479924
130.0417860.33950.367665
14-0.029092-0.23630.59305
15-0.156805-1.27390.896415
16-0.059343-0.48210.684337
17-0.120116-0.97580.833644
18-0.034907-0.28360.611193
190.1582771.28590.101494
20-0.001268-0.01030.504095
21-0.073994-0.60110.725095
22-0.164337-1.33510.906782
23-0.0491-0.39890.654368
240.0328810.26710.395103
250.0720280.58520.280217
260.010140.08240.467298
27-0.024364-0.19790.578148
280.0023430.0190.492436
290.0165970.13480.446576
30-0.07113-0.57790.717338
31-0.129409-1.05130.851527
32-0.008537-0.06940.527541
33-0.13853-1.12540.867758
34-0.016187-0.13150.552112
35-0.128412-1.04320.849674


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -0.2 ; 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')