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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 07:49:06 -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/t1196260993tmz14593m2pal66.htm/, Retrieved Wed, 01 May 2024 23:36:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7070, Retrieved Wed, 01 May 2024 23:36:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190

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 GS'n incl en...] [2007-11-28 14:49:06] [4df98167d5cf79c69ce763f2d4ef5b15] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
96,8
91,2
97,1
104,9
110,9
104,8
94,1
95,8
99,3
101,1
104,0
99,0
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
145,0
137,7
148,3
152,2
169,4
168,6
161,1
174,1
179,0
190,6
190,0
181,6
174,8
180,5
196,8
193,8
197,0
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
244,0
234,7
250,2

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=7070&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=7070&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7070&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
1-0.046788-0.35940.639706
2-0.170354-1.30850.902113
30.0126090.09690.461585
40.026180.20110.420659
50.041580.31940.375283
6-0.23006-1.76710.958811
70.0653020.50160.308911
8-0.233119-1.79060.960757
9-0.203729-1.56490.93852
100.1786421.37220.087601
110.1948671.49680.069888
12-0.023913-0.18370.572553
13-0.11138-0.85550.802139
140.0453890.34860.3643
150.120890.92860.178447
16-0.083662-0.64260.73852
17-0.011792-0.09060.53593
18-0.041016-0.3150.623081
19-0.160418-1.23220.888618
200.1145410.87980.191267
210.0811610.62340.267709
22-0.029363-0.22550.588831
23-0.115464-0.88690.810632
24-0.021254-0.16330.564562
250.1860361.4290.079143
260.0054830.04210.483274
270.0062580.04810.480912
28-0.081376-0.62510.73283
29-0.073336-0.56330.71232
300.1387551.06580.145428
31-0.017758-0.13640.554015
32-0.021223-0.1630.564468
33-0.051987-0.39930.65445
34-0.13816-1.06120.853544
350.1077550.82770.205594

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.046788 & -0.3594 & 0.639706 \tabularnewline
2 & -0.170354 & -1.3085 & 0.902113 \tabularnewline
3 & 0.012609 & 0.0969 & 0.461585 \tabularnewline
4 & 0.02618 & 0.2011 & 0.420659 \tabularnewline
5 & 0.04158 & 0.3194 & 0.375283 \tabularnewline
6 & -0.23006 & -1.7671 & 0.958811 \tabularnewline
7 & 0.065302 & 0.5016 & 0.308911 \tabularnewline
8 & -0.233119 & -1.7906 & 0.960757 \tabularnewline
9 & -0.203729 & -1.5649 & 0.93852 \tabularnewline
10 & 0.178642 & 1.3722 & 0.087601 \tabularnewline
11 & 0.194867 & 1.4968 & 0.069888 \tabularnewline
12 & -0.023913 & -0.1837 & 0.572553 \tabularnewline
13 & -0.11138 & -0.8555 & 0.802139 \tabularnewline
14 & 0.045389 & 0.3486 & 0.3643 \tabularnewline
15 & 0.12089 & 0.9286 & 0.178447 \tabularnewline
16 & -0.083662 & -0.6426 & 0.73852 \tabularnewline
17 & -0.011792 & -0.0906 & 0.53593 \tabularnewline
18 & -0.041016 & -0.315 & 0.623081 \tabularnewline
19 & -0.160418 & -1.2322 & 0.888618 \tabularnewline
20 & 0.114541 & 0.8798 & 0.191267 \tabularnewline
21 & 0.081161 & 0.6234 & 0.267709 \tabularnewline
22 & -0.029363 & -0.2255 & 0.588831 \tabularnewline
23 & -0.115464 & -0.8869 & 0.810632 \tabularnewline
24 & -0.021254 & -0.1633 & 0.564562 \tabularnewline
25 & 0.186036 & 1.429 & 0.079143 \tabularnewline
26 & 0.005483 & 0.0421 & 0.483274 \tabularnewline
27 & 0.006258 & 0.0481 & 0.480912 \tabularnewline
28 & -0.081376 & -0.6251 & 0.73283 \tabularnewline
29 & -0.073336 & -0.5633 & 0.71232 \tabularnewline
30 & 0.138755 & 1.0658 & 0.145428 \tabularnewline
31 & -0.017758 & -0.1364 & 0.554015 \tabularnewline
32 & -0.021223 & -0.163 & 0.564468 \tabularnewline
33 & -0.051987 & -0.3993 & 0.65445 \tabularnewline
34 & -0.13816 & -1.0612 & 0.853544 \tabularnewline
35 & 0.107755 & 0.8277 & 0.205594 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7070&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]-0.046788[/C][C]-0.3594[/C][C]0.639706[/C][/ROW]
[ROW][C]2[/C][C]-0.170354[/C][C]-1.3085[/C][C]0.902113[/C][/ROW]
[ROW][C]3[/C][C]0.012609[/C][C]0.0969[/C][C]0.461585[/C][/ROW]
[ROW][C]4[/C][C]0.02618[/C][C]0.2011[/C][C]0.420659[/C][/ROW]
[ROW][C]5[/C][C]0.04158[/C][C]0.3194[/C][C]0.375283[/C][/ROW]
[ROW][C]6[/C][C]-0.23006[/C][C]-1.7671[/C][C]0.958811[/C][/ROW]
[ROW][C]7[/C][C]0.065302[/C][C]0.5016[/C][C]0.308911[/C][/ROW]
[ROW][C]8[/C][C]-0.233119[/C][C]-1.7906[/C][C]0.960757[/C][/ROW]
[ROW][C]9[/C][C]-0.203729[/C][C]-1.5649[/C][C]0.93852[/C][/ROW]
[ROW][C]10[/C][C]0.178642[/C][C]1.3722[/C][C]0.087601[/C][/ROW]
[ROW][C]11[/C][C]0.194867[/C][C]1.4968[/C][C]0.069888[/C][/ROW]
[ROW][C]12[/C][C]-0.023913[/C][C]-0.1837[/C][C]0.572553[/C][/ROW]
[ROW][C]13[/C][C]-0.11138[/C][C]-0.8555[/C][C]0.802139[/C][/ROW]
[ROW][C]14[/C][C]0.045389[/C][C]0.3486[/C][C]0.3643[/C][/ROW]
[ROW][C]15[/C][C]0.12089[/C][C]0.9286[/C][C]0.178447[/C][/ROW]
[ROW][C]16[/C][C]-0.083662[/C][C]-0.6426[/C][C]0.73852[/C][/ROW]
[ROW][C]17[/C][C]-0.011792[/C][C]-0.0906[/C][C]0.53593[/C][/ROW]
[ROW][C]18[/C][C]-0.041016[/C][C]-0.315[/C][C]0.623081[/C][/ROW]
[ROW][C]19[/C][C]-0.160418[/C][C]-1.2322[/C][C]0.888618[/C][/ROW]
[ROW][C]20[/C][C]0.114541[/C][C]0.8798[/C][C]0.191267[/C][/ROW]
[ROW][C]21[/C][C]0.081161[/C][C]0.6234[/C][C]0.267709[/C][/ROW]
[ROW][C]22[/C][C]-0.029363[/C][C]-0.2255[/C][C]0.588831[/C][/ROW]
[ROW][C]23[/C][C]-0.115464[/C][C]-0.8869[/C][C]0.810632[/C][/ROW]
[ROW][C]24[/C][C]-0.021254[/C][C]-0.1633[/C][C]0.564562[/C][/ROW]
[ROW][C]25[/C][C]0.186036[/C][C]1.429[/C][C]0.079143[/C][/ROW]
[ROW][C]26[/C][C]0.005483[/C][C]0.0421[/C][C]0.483274[/C][/ROW]
[ROW][C]27[/C][C]0.006258[/C][C]0.0481[/C][C]0.480912[/C][/ROW]
[ROW][C]28[/C][C]-0.081376[/C][C]-0.6251[/C][C]0.73283[/C][/ROW]
[ROW][C]29[/C][C]-0.073336[/C][C]-0.5633[/C][C]0.71232[/C][/ROW]
[ROW][C]30[/C][C]0.138755[/C][C]1.0658[/C][C]0.145428[/C][/ROW]
[ROW][C]31[/C][C]-0.017758[/C][C]-0.1364[/C][C]0.554015[/C][/ROW]
[ROW][C]32[/C][C]-0.021223[/C][C]-0.163[/C][C]0.564468[/C][/ROW]
[ROW][C]33[/C][C]-0.051987[/C][C]-0.3993[/C][C]0.65445[/C][/ROW]
[ROW][C]34[/C][C]-0.13816[/C][C]-1.0612[/C][C]0.853544[/C][/ROW]
[ROW][C]35[/C][C]0.107755[/C][C]0.8277[/C][C]0.205594[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7070&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7070&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
1-0.046788-0.35940.639706
2-0.170354-1.30850.902113
30.0126090.09690.461585
40.026180.20110.420659
50.041580.31940.375283
6-0.23006-1.76710.958811
70.0653020.50160.308911
8-0.233119-1.79060.960757
9-0.203729-1.56490.93852
100.1786421.37220.087601
110.1948671.49680.069888
12-0.023913-0.18370.572553
13-0.11138-0.85550.802139
140.0453890.34860.3643
150.120890.92860.178447
16-0.083662-0.64260.73852
17-0.011792-0.09060.53593
18-0.041016-0.3150.623081
19-0.160418-1.23220.888618
200.1145410.87980.191267
210.0811610.62340.267709
22-0.029363-0.22550.588831
23-0.115464-0.88690.810632
24-0.021254-0.16330.564562
250.1860361.4290.079143
260.0054830.04210.483274
270.0062580.04810.480912
28-0.081376-0.62510.73283
29-0.073336-0.56330.71232
300.1387551.06580.145428
31-0.017758-0.13640.554015
32-0.021223-0.1630.564468
33-0.051987-0.39930.65445
34-0.13816-1.06120.853544
350.1077550.82770.205594






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.046788-0.35940.639706
1-0.172922-1.32820.905392
2-0.00499-0.03830.515223
3-0.00295-0.02270.509
40.0456780.35090.363471
5-0.228975-1.75880.958101
60.062760.48210.315769
7-0.336573-2.58530.993889
8-0.231281-1.77650.959597
90.0463110.35570.361659
100.1847211.41890.080599
11-0.026845-0.20620.581327
12-0.001501-0.01150.504579
13-0.120547-0.92590.820876
140.0039670.03050.487897
15-0.138755-1.06580.854572
16-0.020101-0.15440.561088
17-0.087909-0.67520.74892
18-0.058719-0.4510.673189
190.1388121.06620.14533
200.0384220.29510.384466
21-0.131669-1.01140.842016
22-0.104801-0.8050.787971
23-0.110797-0.8510.800908
240.0488320.37510.354472
250.0530410.40740.342588
260.0564520.43360.333074
27-0.083433-0.64090.737953
28-0.033591-0.2580.601354
290.0821750.63120.265174
30-0.116063-0.89150.811857
31-0.114586-0.88020.808826
320.0473640.36380.358649
33-0.110756-0.85070.80082
340.0691840.53140.298563
35-0.103085-0.79180.784179

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.046788 & -0.3594 & 0.639706 \tabularnewline
1 & -0.172922 & -1.3282 & 0.905392 \tabularnewline
2 & -0.00499 & -0.0383 & 0.515223 \tabularnewline
3 & -0.00295 & -0.0227 & 0.509 \tabularnewline
4 & 0.045678 & 0.3509 & 0.363471 \tabularnewline
5 & -0.228975 & -1.7588 & 0.958101 \tabularnewline
6 & 0.06276 & 0.4821 & 0.315769 \tabularnewline
7 & -0.336573 & -2.5853 & 0.993889 \tabularnewline
8 & -0.231281 & -1.7765 & 0.959597 \tabularnewline
9 & 0.046311 & 0.3557 & 0.361659 \tabularnewline
10 & 0.184721 & 1.4189 & 0.080599 \tabularnewline
11 & -0.026845 & -0.2062 & 0.581327 \tabularnewline
12 & -0.001501 & -0.0115 & 0.504579 \tabularnewline
13 & -0.120547 & -0.9259 & 0.820876 \tabularnewline
14 & 0.003967 & 0.0305 & 0.487897 \tabularnewline
15 & -0.138755 & -1.0658 & 0.854572 \tabularnewline
16 & -0.020101 & -0.1544 & 0.561088 \tabularnewline
17 & -0.087909 & -0.6752 & 0.74892 \tabularnewline
18 & -0.058719 & -0.451 & 0.673189 \tabularnewline
19 & 0.138812 & 1.0662 & 0.14533 \tabularnewline
20 & 0.038422 & 0.2951 & 0.384466 \tabularnewline
21 & -0.131669 & -1.0114 & 0.842016 \tabularnewline
22 & -0.104801 & -0.805 & 0.787971 \tabularnewline
23 & -0.110797 & -0.851 & 0.800908 \tabularnewline
24 & 0.048832 & 0.3751 & 0.354472 \tabularnewline
25 & 0.053041 & 0.4074 & 0.342588 \tabularnewline
26 & 0.056452 & 0.4336 & 0.333074 \tabularnewline
27 & -0.083433 & -0.6409 & 0.737953 \tabularnewline
28 & -0.033591 & -0.258 & 0.601354 \tabularnewline
29 & 0.082175 & 0.6312 & 0.265174 \tabularnewline
30 & -0.116063 & -0.8915 & 0.811857 \tabularnewline
31 & -0.114586 & -0.8802 & 0.808826 \tabularnewline
32 & 0.047364 & 0.3638 & 0.358649 \tabularnewline
33 & -0.110756 & -0.8507 & 0.80082 \tabularnewline
34 & 0.069184 & 0.5314 & 0.298563 \tabularnewline
35 & -0.103085 & -0.7918 & 0.784179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7070&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]-0.046788[/C][C]-0.3594[/C][C]0.639706[/C][/ROW]
[ROW][C]1[/C][C]-0.172922[/C][C]-1.3282[/C][C]0.905392[/C][/ROW]
[ROW][C]2[/C][C]-0.00499[/C][C]-0.0383[/C][C]0.515223[/C][/ROW]
[ROW][C]3[/C][C]-0.00295[/C][C]-0.0227[/C][C]0.509[/C][/ROW]
[ROW][C]4[/C][C]0.045678[/C][C]0.3509[/C][C]0.363471[/C][/ROW]
[ROW][C]5[/C][C]-0.228975[/C][C]-1.7588[/C][C]0.958101[/C][/ROW]
[ROW][C]6[/C][C]0.06276[/C][C]0.4821[/C][C]0.315769[/C][/ROW]
[ROW][C]7[/C][C]-0.336573[/C][C]-2.5853[/C][C]0.993889[/C][/ROW]
[ROW][C]8[/C][C]-0.231281[/C][C]-1.7765[/C][C]0.959597[/C][/ROW]
[ROW][C]9[/C][C]0.046311[/C][C]0.3557[/C][C]0.361659[/C][/ROW]
[ROW][C]10[/C][C]0.184721[/C][C]1.4189[/C][C]0.080599[/C][/ROW]
[ROW][C]11[/C][C]-0.026845[/C][C]-0.2062[/C][C]0.581327[/C][/ROW]
[ROW][C]12[/C][C]-0.001501[/C][C]-0.0115[/C][C]0.504579[/C][/ROW]
[ROW][C]13[/C][C]-0.120547[/C][C]-0.9259[/C][C]0.820876[/C][/ROW]
[ROW][C]14[/C][C]0.003967[/C][C]0.0305[/C][C]0.487897[/C][/ROW]
[ROW][C]15[/C][C]-0.138755[/C][C]-1.0658[/C][C]0.854572[/C][/ROW]
[ROW][C]16[/C][C]-0.020101[/C][C]-0.1544[/C][C]0.561088[/C][/ROW]
[ROW][C]17[/C][C]-0.087909[/C][C]-0.6752[/C][C]0.74892[/C][/ROW]
[ROW][C]18[/C][C]-0.058719[/C][C]-0.451[/C][C]0.673189[/C][/ROW]
[ROW][C]19[/C][C]0.138812[/C][C]1.0662[/C][C]0.14533[/C][/ROW]
[ROW][C]20[/C][C]0.038422[/C][C]0.2951[/C][C]0.384466[/C][/ROW]
[ROW][C]21[/C][C]-0.131669[/C][C]-1.0114[/C][C]0.842016[/C][/ROW]
[ROW][C]22[/C][C]-0.104801[/C][C]-0.805[/C][C]0.787971[/C][/ROW]
[ROW][C]23[/C][C]-0.110797[/C][C]-0.851[/C][C]0.800908[/C][/ROW]
[ROW][C]24[/C][C]0.048832[/C][C]0.3751[/C][C]0.354472[/C][/ROW]
[ROW][C]25[/C][C]0.053041[/C][C]0.4074[/C][C]0.342588[/C][/ROW]
[ROW][C]26[/C][C]0.056452[/C][C]0.4336[/C][C]0.333074[/C][/ROW]
[ROW][C]27[/C][C]-0.083433[/C][C]-0.6409[/C][C]0.737953[/C][/ROW]
[ROW][C]28[/C][C]-0.033591[/C][C]-0.258[/C][C]0.601354[/C][/ROW]
[ROW][C]29[/C][C]0.082175[/C][C]0.6312[/C][C]0.265174[/C][/ROW]
[ROW][C]30[/C][C]-0.116063[/C][C]-0.8915[/C][C]0.811857[/C][/ROW]
[ROW][C]31[/C][C]-0.114586[/C][C]-0.8802[/C][C]0.808826[/C][/ROW]
[ROW][C]32[/C][C]0.047364[/C][C]0.3638[/C][C]0.358649[/C][/ROW]
[ROW][C]33[/C][C]-0.110756[/C][C]-0.8507[/C][C]0.80082[/C][/ROW]
[ROW][C]34[/C][C]0.069184[/C][C]0.5314[/C][C]0.298563[/C][/ROW]
[ROW][C]35[/C][C]-0.103085[/C][C]-0.7918[/C][C]0.784179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7070&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7070&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
0-0.046788-0.35940.639706
1-0.172922-1.32820.905392
2-0.00499-0.03830.515223
3-0.00295-0.02270.509
40.0456780.35090.363471
5-0.228975-1.75880.958101
60.062760.48210.315769
7-0.336573-2.58530.993889
8-0.231281-1.77650.959597
90.0463110.35570.361659
100.1847211.41890.080599
11-0.026845-0.20620.581327
12-0.001501-0.01150.504579
13-0.120547-0.92590.820876
140.0039670.03050.487897
15-0.138755-1.06580.854572
16-0.020101-0.15440.561088
17-0.087909-0.67520.74892
18-0.058719-0.4510.673189
190.1388121.06620.14533
200.0384220.29510.384466
21-0.131669-1.01140.842016
22-0.104801-0.8050.787971
23-0.110797-0.8510.800908
240.0488320.37510.354472
250.0530410.40740.342588
260.0564520.43360.333074
27-0.083433-0.64090.737953
28-0.033591-0.2580.601354
290.0821750.63120.265174
30-0.116063-0.89150.811857
31-0.114586-0.88020.808826
320.0473640.36380.358649
33-0.110756-0.85070.80082
340.0691840.53140.298563
35-0.103085-0.79180.784179


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')