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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, 28 Nov 2007 07:29:15 -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/Nov/28/t1196259597wthmtawj0rsdkhg.htm/, Retrieved Thu, 02 May 2024 09:13:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7062, Retrieved Thu, 02 May 2024 09:13:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174

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] [PACF Steenkolen d=1] [2007-11-28 14:29:15] [4df98167d5cf79c69ce763f2d4ef5b15] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
95,4
101,2
101,5
101,9
101,7
100,1
97,4
96,5
99,2
102,2
105,3
111,1
114,9
124,5
142,2
159,7
165,2
198,6
207,8
219,6
239,6
235,3
218,5
213,8
205,5
198,4
198,5
190,2
180,7
193,6
192,8
195,5
197,2
196,9
178,9
172,4
156,4
143,7
153,6
168,8
185,8
199,9
205,4
197,5
199,6
200,5
193,7
179,6
169,1
169,8
195,5
194,8
204,5
203,8
204,8
204,9
240,0
248,3
258,4
254,9

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=7062&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=7062&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7062&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
017.68110
10.3792542.91310.002523
20.2457031.88730.032022
30.0827990.6360.263622
4-0.062008-0.47630.682187
5-0.190108-1.46020.925237
60.0592080.45480.325466
7-0.228903-1.75820.958053
8-0.213638-1.6410.946939
9-0.060671-0.4660.678542
10-0.030995-0.23810.593677
110.0337590.25930.398149
120.1588721.22030.1136
13-0.085507-0.65680.743065
14-0.097962-0.75250.772616
15-0.033731-0.25910.601768
16-0.097243-0.74690.770967
17-0.145161-1.1150.865315
18-0.057571-0.44220.670022
19-0.127161-0.97670.833657
20-0.115695-0.88870.811105
210.0575180.44180.330124
22-0.071885-0.55220.708536
230.0329870.25340.400428
240.0901610.69250.245657
250.106790.82030.207683
26-0.000463-0.00360.501413
270.0342460.2630.396715
28-0.148717-1.14230.871032
29-0.118802-0.91250.8174
30-0.053919-0.41420.659872
31-0.075834-0.58250.718772
32-0.066816-0.51320.695144
33-0.032965-0.25320.599505
34-0.172133-1.32220.904394
35-0.032957-0.25310.599482

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.379254 & 2.9131 & 0.002523 \tabularnewline
2 & 0.245703 & 1.8873 & 0.032022 \tabularnewline
3 & 0.082799 & 0.636 & 0.263622 \tabularnewline
4 & -0.062008 & -0.4763 & 0.682187 \tabularnewline
5 & -0.190108 & -1.4602 & 0.925237 \tabularnewline
6 & 0.059208 & 0.4548 & 0.325466 \tabularnewline
7 & -0.228903 & -1.7582 & 0.958053 \tabularnewline
8 & -0.213638 & -1.641 & 0.946939 \tabularnewline
9 & -0.060671 & -0.466 & 0.678542 \tabularnewline
10 & -0.030995 & -0.2381 & 0.593677 \tabularnewline
11 & 0.033759 & 0.2593 & 0.398149 \tabularnewline
12 & 0.158872 & 1.2203 & 0.1136 \tabularnewline
13 & -0.085507 & -0.6568 & 0.743065 \tabularnewline
14 & -0.097962 & -0.7525 & 0.772616 \tabularnewline
15 & -0.033731 & -0.2591 & 0.601768 \tabularnewline
16 & -0.097243 & -0.7469 & 0.770967 \tabularnewline
17 & -0.145161 & -1.115 & 0.865315 \tabularnewline
18 & -0.057571 & -0.4422 & 0.670022 \tabularnewline
19 & -0.127161 & -0.9767 & 0.833657 \tabularnewline
20 & -0.115695 & -0.8887 & 0.811105 \tabularnewline
21 & 0.057518 & 0.4418 & 0.330124 \tabularnewline
22 & -0.071885 & -0.5522 & 0.708536 \tabularnewline
23 & 0.032987 & 0.2534 & 0.400428 \tabularnewline
24 & 0.090161 & 0.6925 & 0.245657 \tabularnewline
25 & 0.10679 & 0.8203 & 0.207683 \tabularnewline
26 & -0.000463 & -0.0036 & 0.501413 \tabularnewline
27 & 0.034246 & 0.263 & 0.396715 \tabularnewline
28 & -0.148717 & -1.1423 & 0.871032 \tabularnewline
29 & -0.118802 & -0.9125 & 0.8174 \tabularnewline
30 & -0.053919 & -0.4142 & 0.659872 \tabularnewline
31 & -0.075834 & -0.5825 & 0.718772 \tabularnewline
32 & -0.066816 & -0.5132 & 0.695144 \tabularnewline
33 & -0.032965 & -0.2532 & 0.599505 \tabularnewline
34 & -0.172133 & -1.3222 & 0.904394 \tabularnewline
35 & -0.032957 & -0.2531 & 0.599482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7062&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]0.379254[/C][C]2.9131[/C][C]0.002523[/C][/ROW]
[ROW][C]2[/C][C]0.245703[/C][C]1.8873[/C][C]0.032022[/C][/ROW]
[ROW][C]3[/C][C]0.082799[/C][C]0.636[/C][C]0.263622[/C][/ROW]
[ROW][C]4[/C][C]-0.062008[/C][C]-0.4763[/C][C]0.682187[/C][/ROW]
[ROW][C]5[/C][C]-0.190108[/C][C]-1.4602[/C][C]0.925237[/C][/ROW]
[ROW][C]6[/C][C]0.059208[/C][C]0.4548[/C][C]0.325466[/C][/ROW]
[ROW][C]7[/C][C]-0.228903[/C][C]-1.7582[/C][C]0.958053[/C][/ROW]
[ROW][C]8[/C][C]-0.213638[/C][C]-1.641[/C][C]0.946939[/C][/ROW]
[ROW][C]9[/C][C]-0.060671[/C][C]-0.466[/C][C]0.678542[/C][/ROW]
[ROW][C]10[/C][C]-0.030995[/C][C]-0.2381[/C][C]0.593677[/C][/ROW]
[ROW][C]11[/C][C]0.033759[/C][C]0.2593[/C][C]0.398149[/C][/ROW]
[ROW][C]12[/C][C]0.158872[/C][C]1.2203[/C][C]0.1136[/C][/ROW]
[ROW][C]13[/C][C]-0.085507[/C][C]-0.6568[/C][C]0.743065[/C][/ROW]
[ROW][C]14[/C][C]-0.097962[/C][C]-0.7525[/C][C]0.772616[/C][/ROW]
[ROW][C]15[/C][C]-0.033731[/C][C]-0.2591[/C][C]0.601768[/C][/ROW]
[ROW][C]16[/C][C]-0.097243[/C][C]-0.7469[/C][C]0.770967[/C][/ROW]
[ROW][C]17[/C][C]-0.145161[/C][C]-1.115[/C][C]0.865315[/C][/ROW]
[ROW][C]18[/C][C]-0.057571[/C][C]-0.4422[/C][C]0.670022[/C][/ROW]
[ROW][C]19[/C][C]-0.127161[/C][C]-0.9767[/C][C]0.833657[/C][/ROW]
[ROW][C]20[/C][C]-0.115695[/C][C]-0.8887[/C][C]0.811105[/C][/ROW]
[ROW][C]21[/C][C]0.057518[/C][C]0.4418[/C][C]0.330124[/C][/ROW]
[ROW][C]22[/C][C]-0.071885[/C][C]-0.5522[/C][C]0.708536[/C][/ROW]
[ROW][C]23[/C][C]0.032987[/C][C]0.2534[/C][C]0.400428[/C][/ROW]
[ROW][C]24[/C][C]0.090161[/C][C]0.6925[/C][C]0.245657[/C][/ROW]
[ROW][C]25[/C][C]0.10679[/C][C]0.8203[/C][C]0.207683[/C][/ROW]
[ROW][C]26[/C][C]-0.000463[/C][C]-0.0036[/C][C]0.501413[/C][/ROW]
[ROW][C]27[/C][C]0.034246[/C][C]0.263[/C][C]0.396715[/C][/ROW]
[ROW][C]28[/C][C]-0.148717[/C][C]-1.1423[/C][C]0.871032[/C][/ROW]
[ROW][C]29[/C][C]-0.118802[/C][C]-0.9125[/C][C]0.8174[/C][/ROW]
[ROW][C]30[/C][C]-0.053919[/C][C]-0.4142[/C][C]0.659872[/C][/ROW]
[ROW][C]31[/C][C]-0.075834[/C][C]-0.5825[/C][C]0.718772[/C][/ROW]
[ROW][C]32[/C][C]-0.066816[/C][C]-0.5132[/C][C]0.695144[/C][/ROW]
[ROW][C]33[/C][C]-0.032965[/C][C]-0.2532[/C][C]0.599505[/C][/ROW]
[ROW][C]34[/C][C]-0.172133[/C][C]-1.3222[/C][C]0.904394[/C][/ROW]
[ROW][C]35[/C][C]-0.032957[/C][C]-0.2531[/C][C]0.599482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7062&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7062&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
10.3792542.91310.002523
20.2457031.88730.032022
30.0827990.6360.263622
4-0.062008-0.47630.682187
5-0.190108-1.46020.925237
60.0592080.45480.325466
7-0.228903-1.75820.958053
8-0.213638-1.6410.946939
9-0.060671-0.4660.678542
10-0.030995-0.23810.593677
110.0337590.25930.398149
120.1588721.22030.1136
13-0.085507-0.65680.743065
14-0.097962-0.75250.772616
15-0.033731-0.25910.601768
16-0.097243-0.74690.770967
17-0.145161-1.1150.865315
18-0.057571-0.44220.670022
19-0.127161-0.97670.833657
20-0.115695-0.88870.811105
210.0575180.44180.330124
22-0.071885-0.55220.708536
230.0329870.25340.400428
240.0901610.69250.245657
250.106790.82030.207683
26-0.000463-0.00360.501413
270.0342460.2630.396715
28-0.148717-1.14230.871032
29-0.118802-0.91250.8174
30-0.053919-0.41420.659872
31-0.075834-0.58250.718772
32-0.066816-0.51320.695144
33-0.032965-0.25320.599505
34-0.172133-1.32220.904394
35-0.032957-0.25310.599482






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3792542.91310.002523
10.1189830.91390.182238
2-0.052631-0.40430.65626
3-0.123305-0.94710.82628
4-0.160117-1.22990.888189
50.253911.95030.027947
6-0.324833-2.49510.992295
7-0.12191-0.93640.823561
80.1588441.22010.11364
90.0225350.17310.431584
100.0774580.5950.277072
11-0.066253-0.50890.693638
12-0.192024-1.4750.927231
130.0233760.17960.429058
14-0.01096-0.08420.533404
15-0.058393-0.44850.672291
16-0.140459-1.07890.857486
17-0.037423-0.28750.612613
180.0967640.74330.230137
19-0.115303-0.88570.810301
200.0201980.15510.43862
21-0.212223-1.63010.945798
220.1540681.18340.120695
230.0833390.64010.262281
24-0.005598-0.0430.517077
25-0.142884-1.09750.861562
26-0.178546-1.37140.912284
270.0463450.3560.361562
280.0020650.01590.493699
29-0.06172-0.47410.681403
30-0.156001-1.19830.882198
310.0040860.03140.487535
320.0197930.1520.439841
33-0.237137-1.82150.963198
34-0.057508-0.44170.66985
35-0.031524-0.24210.595245

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.379254 & 2.9131 & 0.002523 \tabularnewline
1 & 0.118983 & 0.9139 & 0.182238 \tabularnewline
2 & -0.052631 & -0.4043 & 0.65626 \tabularnewline
3 & -0.123305 & -0.9471 & 0.82628 \tabularnewline
4 & -0.160117 & -1.2299 & 0.888189 \tabularnewline
5 & 0.25391 & 1.9503 & 0.027947 \tabularnewline
6 & -0.324833 & -2.4951 & 0.992295 \tabularnewline
7 & -0.12191 & -0.9364 & 0.823561 \tabularnewline
8 & 0.158844 & 1.2201 & 0.11364 \tabularnewline
9 & 0.022535 & 0.1731 & 0.431584 \tabularnewline
10 & 0.077458 & 0.595 & 0.277072 \tabularnewline
11 & -0.066253 & -0.5089 & 0.693638 \tabularnewline
12 & -0.192024 & -1.475 & 0.927231 \tabularnewline
13 & 0.023376 & 0.1796 & 0.429058 \tabularnewline
14 & -0.01096 & -0.0842 & 0.533404 \tabularnewline
15 & -0.058393 & -0.4485 & 0.672291 \tabularnewline
16 & -0.140459 & -1.0789 & 0.857486 \tabularnewline
17 & -0.037423 & -0.2875 & 0.612613 \tabularnewline
18 & 0.096764 & 0.7433 & 0.230137 \tabularnewline
19 & -0.115303 & -0.8857 & 0.810301 \tabularnewline
20 & 0.020198 & 0.1551 & 0.43862 \tabularnewline
21 & -0.212223 & -1.6301 & 0.945798 \tabularnewline
22 & 0.154068 & 1.1834 & 0.120695 \tabularnewline
23 & 0.083339 & 0.6401 & 0.262281 \tabularnewline
24 & -0.005598 & -0.043 & 0.517077 \tabularnewline
25 & -0.142884 & -1.0975 & 0.861562 \tabularnewline
26 & -0.178546 & -1.3714 & 0.912284 \tabularnewline
27 & 0.046345 & 0.356 & 0.361562 \tabularnewline
28 & 0.002065 & 0.0159 & 0.493699 \tabularnewline
29 & -0.06172 & -0.4741 & 0.681403 \tabularnewline
30 & -0.156001 & -1.1983 & 0.882198 \tabularnewline
31 & 0.004086 & 0.0314 & 0.487535 \tabularnewline
32 & 0.019793 & 0.152 & 0.439841 \tabularnewline
33 & -0.237137 & -1.8215 & 0.963198 \tabularnewline
34 & -0.057508 & -0.4417 & 0.66985 \tabularnewline
35 & -0.031524 & -0.2421 & 0.595245 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7062&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]0.379254[/C][C]2.9131[/C][C]0.002523[/C][/ROW]
[ROW][C]1[/C][C]0.118983[/C][C]0.9139[/C][C]0.182238[/C][/ROW]
[ROW][C]2[/C][C]-0.052631[/C][C]-0.4043[/C][C]0.65626[/C][/ROW]
[ROW][C]3[/C][C]-0.123305[/C][C]-0.9471[/C][C]0.82628[/C][/ROW]
[ROW][C]4[/C][C]-0.160117[/C][C]-1.2299[/C][C]0.888189[/C][/ROW]
[ROW][C]5[/C][C]0.25391[/C][C]1.9503[/C][C]0.027947[/C][/ROW]
[ROW][C]6[/C][C]-0.324833[/C][C]-2.4951[/C][C]0.992295[/C][/ROW]
[ROW][C]7[/C][C]-0.12191[/C][C]-0.9364[/C][C]0.823561[/C][/ROW]
[ROW][C]8[/C][C]0.158844[/C][C]1.2201[/C][C]0.11364[/C][/ROW]
[ROW][C]9[/C][C]0.022535[/C][C]0.1731[/C][C]0.431584[/C][/ROW]
[ROW][C]10[/C][C]0.077458[/C][C]0.595[/C][C]0.277072[/C][/ROW]
[ROW][C]11[/C][C]-0.066253[/C][C]-0.5089[/C][C]0.693638[/C][/ROW]
[ROW][C]12[/C][C]-0.192024[/C][C]-1.475[/C][C]0.927231[/C][/ROW]
[ROW][C]13[/C][C]0.023376[/C][C]0.1796[/C][C]0.429058[/C][/ROW]
[ROW][C]14[/C][C]-0.01096[/C][C]-0.0842[/C][C]0.533404[/C][/ROW]
[ROW][C]15[/C][C]-0.058393[/C][C]-0.4485[/C][C]0.672291[/C][/ROW]
[ROW][C]16[/C][C]-0.140459[/C][C]-1.0789[/C][C]0.857486[/C][/ROW]
[ROW][C]17[/C][C]-0.037423[/C][C]-0.2875[/C][C]0.612613[/C][/ROW]
[ROW][C]18[/C][C]0.096764[/C][C]0.7433[/C][C]0.230137[/C][/ROW]
[ROW][C]19[/C][C]-0.115303[/C][C]-0.8857[/C][C]0.810301[/C][/ROW]
[ROW][C]20[/C][C]0.020198[/C][C]0.1551[/C][C]0.43862[/C][/ROW]
[ROW][C]21[/C][C]-0.212223[/C][C]-1.6301[/C][C]0.945798[/C][/ROW]
[ROW][C]22[/C][C]0.154068[/C][C]1.1834[/C][C]0.120695[/C][/ROW]
[ROW][C]23[/C][C]0.083339[/C][C]0.6401[/C][C]0.262281[/C][/ROW]
[ROW][C]24[/C][C]-0.005598[/C][C]-0.043[/C][C]0.517077[/C][/ROW]
[ROW][C]25[/C][C]-0.142884[/C][C]-1.0975[/C][C]0.861562[/C][/ROW]
[ROW][C]26[/C][C]-0.178546[/C][C]-1.3714[/C][C]0.912284[/C][/ROW]
[ROW][C]27[/C][C]0.046345[/C][C]0.356[/C][C]0.361562[/C][/ROW]
[ROW][C]28[/C][C]0.002065[/C][C]0.0159[/C][C]0.493699[/C][/ROW]
[ROW][C]29[/C][C]-0.06172[/C][C]-0.4741[/C][C]0.681403[/C][/ROW]
[ROW][C]30[/C][C]-0.156001[/C][C]-1.1983[/C][C]0.882198[/C][/ROW]
[ROW][C]31[/C][C]0.004086[/C][C]0.0314[/C][C]0.487535[/C][/ROW]
[ROW][C]32[/C][C]0.019793[/C][C]0.152[/C][C]0.439841[/C][/ROW]
[ROW][C]33[/C][C]-0.237137[/C][C]-1.8215[/C][C]0.963198[/C][/ROW]
[ROW][C]34[/C][C]-0.057508[/C][C]-0.4417[/C][C]0.66985[/C][/ROW]
[ROW][C]35[/C][C]-0.031524[/C][C]-0.2421[/C][C]0.595245[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7062&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7062&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
00.3792542.91310.002523
10.1189830.91390.182238
2-0.052631-0.40430.65626
3-0.123305-0.94710.82628
4-0.160117-1.22990.888189
50.253911.95030.027947
6-0.324833-2.49510.992295
7-0.12191-0.93640.823561
80.1588441.22010.11364
90.0225350.17310.431584
100.0774580.5950.277072
11-0.066253-0.50890.693638
12-0.192024-1.4750.927231
130.0233760.17960.429058
14-0.01096-0.08420.533404
15-0.058393-0.44850.672291
16-0.140459-1.07890.857486
17-0.037423-0.28750.612613
180.0967640.74330.230137
19-0.115303-0.88570.810301
200.0201980.15510.43862
21-0.212223-1.63010.945798
220.1540681.18340.120695
230.0833390.64010.262281
24-0.005598-0.0430.517077
25-0.142884-1.09750.861562
26-0.178546-1.37140.912284
270.0463450.3560.361562
280.0020650.01590.493699
29-0.06172-0.47410.681403
30-0.156001-1.19830.882198
310.0040860.03140.487535
320.0197930.1520.439841
33-0.237137-1.82150.963198
34-0.057508-0.44170.66985
35-0.031524-0.24210.595245


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')