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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 07:44:08 -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/t1196260556lwy7rdv9f03d5zy.htm/, Retrieved Thu, 02 May 2024 10:09:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7067, Retrieved Thu, 02 May 2024 10:09:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186

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...] [2007-11-28 14:44:08] [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=7067&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=7067&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7067&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
016.85570
10.5630943.86040.000172
20.4140572.83860.003336
30.231231.58520.05981
40.1154770.79170.216264
50.0143040.09810.46115
60.0911350.62480.267566
7-0.064308-0.44090.669338
8-0.117172-0.80330.787075
9-0.127442-0.87370.806638
10-0.102839-0.7050.757864
11-0.23798-1.63150.945267
12-0.360485-2.47140.99143
13-0.364636-2.49980.992013
14-0.260047-1.78280.95946
15-0.193234-1.32470.90417
16-0.007852-0.05380.521351
17-0.064967-0.44540.67096
18-0.060962-0.41790.661051
190.0146920.10070.4601
200.0311320.21340.415957
210.0549750.37690.353975
220.0847890.58130.281913
230.0648060.44430.329438
240.0110550.07580.469955
250.0886070.60750.273235
260.0034730.02380.490551
27-0.08104-0.55560.709435
28-0.085021-0.58290.718618
29-0.058658-0.40210.655296
30-0.063632-0.43620.66767
31-0.059341-0.40680.657008
32-0.063304-0.4340.666858
33-0.10511-0.72060.762636
34-0.182707-1.25260.891722
35-0.076379-0.52360.698502

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.563094 & 3.8604 & 0.000172 \tabularnewline
2 & 0.414057 & 2.8386 & 0.003336 \tabularnewline
3 & 0.23123 & 1.5852 & 0.05981 \tabularnewline
4 & 0.115477 & 0.7917 & 0.216264 \tabularnewline
5 & 0.014304 & 0.0981 & 0.46115 \tabularnewline
6 & 0.091135 & 0.6248 & 0.267566 \tabularnewline
7 & -0.064308 & -0.4409 & 0.669338 \tabularnewline
8 & -0.117172 & -0.8033 & 0.787075 \tabularnewline
9 & -0.127442 & -0.8737 & 0.806638 \tabularnewline
10 & -0.102839 & -0.705 & 0.757864 \tabularnewline
11 & -0.23798 & -1.6315 & 0.945267 \tabularnewline
12 & -0.360485 & -2.4714 & 0.99143 \tabularnewline
13 & -0.364636 & -2.4998 & 0.992013 \tabularnewline
14 & -0.260047 & -1.7828 & 0.95946 \tabularnewline
15 & -0.193234 & -1.3247 & 0.90417 \tabularnewline
16 & -0.007852 & -0.0538 & 0.521351 \tabularnewline
17 & -0.064967 & -0.4454 & 0.67096 \tabularnewline
18 & -0.060962 & -0.4179 & 0.661051 \tabularnewline
19 & 0.014692 & 0.1007 & 0.4601 \tabularnewline
20 & 0.031132 & 0.2134 & 0.415957 \tabularnewline
21 & 0.054975 & 0.3769 & 0.353975 \tabularnewline
22 & 0.084789 & 0.5813 & 0.281913 \tabularnewline
23 & 0.064806 & 0.4443 & 0.329438 \tabularnewline
24 & 0.011055 & 0.0758 & 0.469955 \tabularnewline
25 & 0.088607 & 0.6075 & 0.273235 \tabularnewline
26 & 0.003473 & 0.0238 & 0.490551 \tabularnewline
27 & -0.08104 & -0.5556 & 0.709435 \tabularnewline
28 & -0.085021 & -0.5829 & 0.718618 \tabularnewline
29 & -0.058658 & -0.4021 & 0.655296 \tabularnewline
30 & -0.063632 & -0.4362 & 0.66767 \tabularnewline
31 & -0.059341 & -0.4068 & 0.657008 \tabularnewline
32 & -0.063304 & -0.434 & 0.666858 \tabularnewline
33 & -0.10511 & -0.7206 & 0.762636 \tabularnewline
34 & -0.182707 & -1.2526 & 0.891722 \tabularnewline
35 & -0.076379 & -0.5236 & 0.698502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7067&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]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.563094[/C][C]3.8604[/C][C]0.000172[/C][/ROW]
[ROW][C]2[/C][C]0.414057[/C][C]2.8386[/C][C]0.003336[/C][/ROW]
[ROW][C]3[/C][C]0.23123[/C][C]1.5852[/C][C]0.05981[/C][/ROW]
[ROW][C]4[/C][C]0.115477[/C][C]0.7917[/C][C]0.216264[/C][/ROW]
[ROW][C]5[/C][C]0.014304[/C][C]0.0981[/C][C]0.46115[/C][/ROW]
[ROW][C]6[/C][C]0.091135[/C][C]0.6248[/C][C]0.267566[/C][/ROW]
[ROW][C]7[/C][C]-0.064308[/C][C]-0.4409[/C][C]0.669338[/C][/ROW]
[ROW][C]8[/C][C]-0.117172[/C][C]-0.8033[/C][C]0.787075[/C][/ROW]
[ROW][C]9[/C][C]-0.127442[/C][C]-0.8737[/C][C]0.806638[/C][/ROW]
[ROW][C]10[/C][C]-0.102839[/C][C]-0.705[/C][C]0.757864[/C][/ROW]
[ROW][C]11[/C][C]-0.23798[/C][C]-1.6315[/C][C]0.945267[/C][/ROW]
[ROW][C]12[/C][C]-0.360485[/C][C]-2.4714[/C][C]0.99143[/C][/ROW]
[ROW][C]13[/C][C]-0.364636[/C][C]-2.4998[/C][C]0.992013[/C][/ROW]
[ROW][C]14[/C][C]-0.260047[/C][C]-1.7828[/C][C]0.95946[/C][/ROW]
[ROW][C]15[/C][C]-0.193234[/C][C]-1.3247[/C][C]0.90417[/C][/ROW]
[ROW][C]16[/C][C]-0.007852[/C][C]-0.0538[/C][C]0.521351[/C][/ROW]
[ROW][C]17[/C][C]-0.064967[/C][C]-0.4454[/C][C]0.67096[/C][/ROW]
[ROW][C]18[/C][C]-0.060962[/C][C]-0.4179[/C][C]0.661051[/C][/ROW]
[ROW][C]19[/C][C]0.014692[/C][C]0.1007[/C][C]0.4601[/C][/ROW]
[ROW][C]20[/C][C]0.031132[/C][C]0.2134[/C][C]0.415957[/C][/ROW]
[ROW][C]21[/C][C]0.054975[/C][C]0.3769[/C][C]0.353975[/C][/ROW]
[ROW][C]22[/C][C]0.084789[/C][C]0.5813[/C][C]0.281913[/C][/ROW]
[ROW][C]23[/C][C]0.064806[/C][C]0.4443[/C][C]0.329438[/C][/ROW]
[ROW][C]24[/C][C]0.011055[/C][C]0.0758[/C][C]0.469955[/C][/ROW]
[ROW][C]25[/C][C]0.088607[/C][C]0.6075[/C][C]0.273235[/C][/ROW]
[ROW][C]26[/C][C]0.003473[/C][C]0.0238[/C][C]0.490551[/C][/ROW]
[ROW][C]27[/C][C]-0.08104[/C][C]-0.5556[/C][C]0.709435[/C][/ROW]
[ROW][C]28[/C][C]-0.085021[/C][C]-0.5829[/C][C]0.718618[/C][/ROW]
[ROW][C]29[/C][C]-0.058658[/C][C]-0.4021[/C][C]0.655296[/C][/ROW]
[ROW][C]30[/C][C]-0.063632[/C][C]-0.4362[/C][C]0.66767[/C][/ROW]
[ROW][C]31[/C][C]-0.059341[/C][C]-0.4068[/C][C]0.657008[/C][/ROW]
[ROW][C]32[/C][C]-0.063304[/C][C]-0.434[/C][C]0.666858[/C][/ROW]
[ROW][C]33[/C][C]-0.10511[/C][C]-0.7206[/C][C]0.762636[/C][/ROW]
[ROW][C]34[/C][C]-0.182707[/C][C]-1.2526[/C][C]0.891722[/C][/ROW]
[ROW][C]35[/C][C]-0.076379[/C][C]-0.5236[/C][C]0.698502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7067&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7067&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
016.85570
10.5630943.86040.000172
20.4140572.83860.003336
30.231231.58520.05981
40.1154770.79170.216264
50.0143040.09810.46115
60.0911350.62480.267566
7-0.064308-0.44090.669338
8-0.117172-0.80330.787075
9-0.127442-0.87370.806638
10-0.102839-0.7050.757864
11-0.23798-1.63150.945267
12-0.360485-2.47140.99143
13-0.364636-2.49980.992013
14-0.260047-1.78280.95946
15-0.193234-1.32470.90417
16-0.007852-0.05380.521351
17-0.064967-0.44540.67096
18-0.060962-0.41790.661051
190.0146920.10070.4601
200.0311320.21340.415957
210.0549750.37690.353975
220.0847890.58130.281913
230.0648060.44430.329438
240.0110550.07580.469955
250.0886070.60750.273235
260.0034730.02380.490551
27-0.08104-0.55560.709435
28-0.085021-0.58290.718618
29-0.058658-0.40210.655296
30-0.063632-0.43620.66767
31-0.059341-0.40680.657008
32-0.063304-0.4340.666858
33-0.10511-0.72060.762636
34-0.182707-1.25260.891722
35-0.076379-0.52360.698502






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.5630943.86040.000172
10.142010.97360.167627
2-0.072894-0.49970.690205
3-0.046524-0.3190.624412
4-0.057673-0.39540.652826
50.1694791.16190.125573
6-0.209171-1.4340.920905
7-0.100977-0.69230.753911
80.0272340.18670.426347
90.0385410.26420.396381
10-0.238683-1.63630.945775
11-0.336126-2.30440.987166
120.0388730.26650.39551
130.2210811.51570.068152
14-0.05185-0.35550.638084
150.0033410.02290.490913
16-0.143813-0.98590.835393
170.0897830.61550.270591
180.1247990.85560.198285
19-0.194572-1.33390.90567
200.0066790.04580.481837
210.0752050.51560.304283
220.0567490.3890.349499
23-0.299329-2.05210.977123
24-0.063823-0.43750.66814
250.0291460.19980.421243
26-0.051571-0.35360.637373
270.0105720.07250.471265
28-0.049346-0.33830.631678
290.026360.18070.428684
30-0.061782-0.42360.663089
31-0.110834-0.75980.774428
320.0302810.20760.418221
33-0.149805-1.0270.845164
340.0648310.44450.329376
350.036390.24950.402038

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.563094 & 3.8604 & 0.000172 \tabularnewline
1 & 0.14201 & 0.9736 & 0.167627 \tabularnewline
2 & -0.072894 & -0.4997 & 0.690205 \tabularnewline
3 & -0.046524 & -0.319 & 0.624412 \tabularnewline
4 & -0.057673 & -0.3954 & 0.652826 \tabularnewline
5 & 0.169479 & 1.1619 & 0.125573 \tabularnewline
6 & -0.209171 & -1.434 & 0.920905 \tabularnewline
7 & -0.100977 & -0.6923 & 0.753911 \tabularnewline
8 & 0.027234 & 0.1867 & 0.426347 \tabularnewline
9 & 0.038541 & 0.2642 & 0.396381 \tabularnewline
10 & -0.238683 & -1.6363 & 0.945775 \tabularnewline
11 & -0.336126 & -2.3044 & 0.987166 \tabularnewline
12 & 0.038873 & 0.2665 & 0.39551 \tabularnewline
13 & 0.221081 & 1.5157 & 0.068152 \tabularnewline
14 & -0.05185 & -0.3555 & 0.638084 \tabularnewline
15 & 0.003341 & 0.0229 & 0.490913 \tabularnewline
16 & -0.143813 & -0.9859 & 0.835393 \tabularnewline
17 & 0.089783 & 0.6155 & 0.270591 \tabularnewline
18 & 0.124799 & 0.8556 & 0.198285 \tabularnewline
19 & -0.194572 & -1.3339 & 0.90567 \tabularnewline
20 & 0.006679 & 0.0458 & 0.481837 \tabularnewline
21 & 0.075205 & 0.5156 & 0.304283 \tabularnewline
22 & 0.056749 & 0.389 & 0.349499 \tabularnewline
23 & -0.299329 & -2.0521 & 0.977123 \tabularnewline
24 & -0.063823 & -0.4375 & 0.66814 \tabularnewline
25 & 0.029146 & 0.1998 & 0.421243 \tabularnewline
26 & -0.051571 & -0.3536 & 0.637373 \tabularnewline
27 & 0.010572 & 0.0725 & 0.471265 \tabularnewline
28 & -0.049346 & -0.3383 & 0.631678 \tabularnewline
29 & 0.02636 & 0.1807 & 0.428684 \tabularnewline
30 & -0.061782 & -0.4236 & 0.663089 \tabularnewline
31 & -0.110834 & -0.7598 & 0.774428 \tabularnewline
32 & 0.030281 & 0.2076 & 0.418221 \tabularnewline
33 & -0.149805 & -1.027 & 0.845164 \tabularnewline
34 & 0.064831 & 0.4445 & 0.329376 \tabularnewline
35 & 0.03639 & 0.2495 & 0.402038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7067&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]0.563094[/C][C]3.8604[/C][C]0.000172[/C][/ROW]
[ROW][C]1[/C][C]0.14201[/C][C]0.9736[/C][C]0.167627[/C][/ROW]
[ROW][C]2[/C][C]-0.072894[/C][C]-0.4997[/C][C]0.690205[/C][/ROW]
[ROW][C]3[/C][C]-0.046524[/C][C]-0.319[/C][C]0.624412[/C][/ROW]
[ROW][C]4[/C][C]-0.057673[/C][C]-0.3954[/C][C]0.652826[/C][/ROW]
[ROW][C]5[/C][C]0.169479[/C][C]1.1619[/C][C]0.125573[/C][/ROW]
[ROW][C]6[/C][C]-0.209171[/C][C]-1.434[/C][C]0.920905[/C][/ROW]
[ROW][C]7[/C][C]-0.100977[/C][C]-0.6923[/C][C]0.753911[/C][/ROW]
[ROW][C]8[/C][C]0.027234[/C][C]0.1867[/C][C]0.426347[/C][/ROW]
[ROW][C]9[/C][C]0.038541[/C][C]0.2642[/C][C]0.396381[/C][/ROW]
[ROW][C]10[/C][C]-0.238683[/C][C]-1.6363[/C][C]0.945775[/C][/ROW]
[ROW][C]11[/C][C]-0.336126[/C][C]-2.3044[/C][C]0.987166[/C][/ROW]
[ROW][C]12[/C][C]0.038873[/C][C]0.2665[/C][C]0.39551[/C][/ROW]
[ROW][C]13[/C][C]0.221081[/C][C]1.5157[/C][C]0.068152[/C][/ROW]
[ROW][C]14[/C][C]-0.05185[/C][C]-0.3555[/C][C]0.638084[/C][/ROW]
[ROW][C]15[/C][C]0.003341[/C][C]0.0229[/C][C]0.490913[/C][/ROW]
[ROW][C]16[/C][C]-0.143813[/C][C]-0.9859[/C][C]0.835393[/C][/ROW]
[ROW][C]17[/C][C]0.089783[/C][C]0.6155[/C][C]0.270591[/C][/ROW]
[ROW][C]18[/C][C]0.124799[/C][C]0.8556[/C][C]0.198285[/C][/ROW]
[ROW][C]19[/C][C]-0.194572[/C][C]-1.3339[/C][C]0.90567[/C][/ROW]
[ROW][C]20[/C][C]0.006679[/C][C]0.0458[/C][C]0.481837[/C][/ROW]
[ROW][C]21[/C][C]0.075205[/C][C]0.5156[/C][C]0.304283[/C][/ROW]
[ROW][C]22[/C][C]0.056749[/C][C]0.389[/C][C]0.349499[/C][/ROW]
[ROW][C]23[/C][C]-0.299329[/C][C]-2.0521[/C][C]0.977123[/C][/ROW]
[ROW][C]24[/C][C]-0.063823[/C][C]-0.4375[/C][C]0.66814[/C][/ROW]
[ROW][C]25[/C][C]0.029146[/C][C]0.1998[/C][C]0.421243[/C][/ROW]
[ROW][C]26[/C][C]-0.051571[/C][C]-0.3536[/C][C]0.637373[/C][/ROW]
[ROW][C]27[/C][C]0.010572[/C][C]0.0725[/C][C]0.471265[/C][/ROW]
[ROW][C]28[/C][C]-0.049346[/C][C]-0.3383[/C][C]0.631678[/C][/ROW]
[ROW][C]29[/C][C]0.02636[/C][C]0.1807[/C][C]0.428684[/C][/ROW]
[ROW][C]30[/C][C]-0.061782[/C][C]-0.4236[/C][C]0.663089[/C][/ROW]
[ROW][C]31[/C][C]-0.110834[/C][C]-0.7598[/C][C]0.774428[/C][/ROW]
[ROW][C]32[/C][C]0.030281[/C][C]0.2076[/C][C]0.418221[/C][/ROW]
[ROW][C]33[/C][C]-0.149805[/C][C]-1.027[/C][C]0.845164[/C][/ROW]
[ROW][C]34[/C][C]0.064831[/C][C]0.4445[/C][C]0.329376[/C][/ROW]
[ROW][C]35[/C][C]0.03639[/C][C]0.2495[/C][C]0.402038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7067&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7067&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
00.5630943.86040.000172
10.142010.97360.167627
2-0.072894-0.49970.690205
3-0.046524-0.3190.624412
4-0.057673-0.39540.652826
50.1694791.16190.125573
6-0.209171-1.4340.920905
7-0.100977-0.69230.753911
80.0272340.18670.426347
90.0385410.26420.396381
10-0.238683-1.63630.945775
11-0.336126-2.30440.987166
120.0388730.26650.39551
130.2210811.51570.068152
14-0.05185-0.35550.638084
150.0033410.02290.490913
16-0.143813-0.98590.835393
170.0897830.61550.270591
180.1247990.85560.198285
19-0.194572-1.33390.90567
200.0066790.04580.481837
210.0752050.51560.304283
220.0567490.3890.349499
23-0.299329-2.05210.977123
24-0.063823-0.43750.66814
250.0291460.19980.421243
26-0.051571-0.35360.637373
270.0105720.07250.471265
28-0.049346-0.33830.631678
290.026360.18070.428684
30-0.061782-0.42360.663089
31-0.110834-0.75980.774428
320.0302810.20760.418221
33-0.149805-1.0270.845164
340.0648310.44450.329376
350.036390.24950.402038


Figures (Output of Computation)

Input Parameters & R Code

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