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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 08:37:04 -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/Nov/28/t1196263593k1k5i6gdvyw5jax.htm/, Retrieved Thu, 02 May 2024 05:34:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7093, Retrieved Thu, 02 May 2024 05:34:56 +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] [] [2007-11-28 15:37:04] [1a83104d28786df2e24859e2e02dc234] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
93.5
94.7
112.9
99.2
105.6
113
83.1
81.1
96.9
104.3
97.7
102.6
89.9
96
112.7
107.1
106.2
121
101.2
83.2
105.1
113.3
99.1
100.3
93.5
98.8
106.2
98.3
102.1
117.1
101.5
80.5
105.9
109.5
97.2
114.5
93.5
100.9
121.1
116.5
109.3
118.1
108.3
105.4
116.2
111.2
105.8
122.7
99.5
107.9
124.6
115
110.3
132.7
99.7
96.5
118.7
112.9
130.5
137.9
115
116.8
140.9
120.7
134.2
147.3
112.4
107.1
128.4
137.7
135
151
137.4
132.4
161.3
139.8
146
154.6
142.1
120.5

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7093&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7093&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7093&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.18540
1-0.397612-3.25460.999109
2-0.184526-1.51040.93218
30.1107050.90620.184048
40.0201530.1650.434737
50.0400360.32770.372078
6-0.026264-0.2150.584781
79.1e-057e-040.499703
8-0.068638-0.56180.711944
90.0304650.24940.40192
10-0.014431-0.11810.546838
110.1031410.84420.200768
12-0.209449-1.71440.954463
13-0.042357-0.34670.635051
140.1747791.43060.078592
150.0106640.08730.465352
16-0.085546-0.70020.756894
17-0.054077-0.44260.670275
180.0844050.69090.246013
19-0.045409-0.37170.644353
200.0002090.00170.499321
210.0586340.47990.316417
220.0135490.11090.456012
230.0596930.48860.313357
24-0.231123-1.89180.968581
250.2038581.66860.049927
260.0923190.75570.226249
27-0.213895-1.75080.957722
280.0506170.41430.339982
290.1188190.97260.167131
30-0.050902-0.41660.660866
31-0.047265-0.38690.649965
320.0627080.51330.30472
33-0.105254-0.86150.803994
340.0028720.02350.490657
350.114880.94030.175212

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & -0.397612 & -3.2546 & 0.999109 \tabularnewline
2 & -0.184526 & -1.5104 & 0.93218 \tabularnewline
3 & 0.110705 & 0.9062 & 0.184048 \tabularnewline
4 & 0.020153 & 0.165 & 0.434737 \tabularnewline
5 & 0.040036 & 0.3277 & 0.372078 \tabularnewline
6 & -0.026264 & -0.215 & 0.584781 \tabularnewline
7 & 9.1e-05 & 7e-04 & 0.499703 \tabularnewline
8 & -0.068638 & -0.5618 & 0.711944 \tabularnewline
9 & 0.030465 & 0.2494 & 0.40192 \tabularnewline
10 & -0.014431 & -0.1181 & 0.546838 \tabularnewline
11 & 0.103141 & 0.8442 & 0.200768 \tabularnewline
12 & -0.209449 & -1.7144 & 0.954463 \tabularnewline
13 & -0.042357 & -0.3467 & 0.635051 \tabularnewline
14 & 0.174779 & 1.4306 & 0.078592 \tabularnewline
15 & 0.010664 & 0.0873 & 0.465352 \tabularnewline
16 & -0.085546 & -0.7002 & 0.756894 \tabularnewline
17 & -0.054077 & -0.4426 & 0.670275 \tabularnewline
18 & 0.084405 & 0.6909 & 0.246013 \tabularnewline
19 & -0.045409 & -0.3717 & 0.644353 \tabularnewline
20 & 0.000209 & 0.0017 & 0.499321 \tabularnewline
21 & 0.058634 & 0.4799 & 0.316417 \tabularnewline
22 & 0.013549 & 0.1109 & 0.456012 \tabularnewline
23 & 0.059693 & 0.4886 & 0.313357 \tabularnewline
24 & -0.231123 & -1.8918 & 0.968581 \tabularnewline
25 & 0.203858 & 1.6686 & 0.049927 \tabularnewline
26 & 0.092319 & 0.7557 & 0.226249 \tabularnewline
27 & -0.213895 & -1.7508 & 0.957722 \tabularnewline
28 & 0.050617 & 0.4143 & 0.339982 \tabularnewline
29 & 0.118819 & 0.9726 & 0.167131 \tabularnewline
30 & -0.050902 & -0.4166 & 0.660866 \tabularnewline
31 & -0.047265 & -0.3869 & 0.649965 \tabularnewline
32 & 0.062708 & 0.5133 & 0.30472 \tabularnewline
33 & -0.105254 & -0.8615 & 0.803994 \tabularnewline
34 & 0.002872 & 0.0235 & 0.490657 \tabularnewline
35 & 0.11488 & 0.9403 & 0.175212 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7093&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.397612[/C][C]-3.2546[/C][C]0.999109[/C][/ROW]
[ROW][C]2[/C][C]-0.184526[/C][C]-1.5104[/C][C]0.93218[/C][/ROW]
[ROW][C]3[/C][C]0.110705[/C][C]0.9062[/C][C]0.184048[/C][/ROW]
[ROW][C]4[/C][C]0.020153[/C][C]0.165[/C][C]0.434737[/C][/ROW]
[ROW][C]5[/C][C]0.040036[/C][C]0.3277[/C][C]0.372078[/C][/ROW]
[ROW][C]6[/C][C]-0.026264[/C][C]-0.215[/C][C]0.584781[/C][/ROW]
[ROW][C]7[/C][C]9.1e-05[/C][C]7e-04[/C][C]0.499703[/C][/ROW]
[ROW][C]8[/C][C]-0.068638[/C][C]-0.5618[/C][C]0.711944[/C][/ROW]
[ROW][C]9[/C][C]0.030465[/C][C]0.2494[/C][C]0.40192[/C][/ROW]
[ROW][C]10[/C][C]-0.014431[/C][C]-0.1181[/C][C]0.546838[/C][/ROW]
[ROW][C]11[/C][C]0.103141[/C][C]0.8442[/C][C]0.200768[/C][/ROW]
[ROW][C]12[/C][C]-0.209449[/C][C]-1.7144[/C][C]0.954463[/C][/ROW]
[ROW][C]13[/C][C]-0.042357[/C][C]-0.3467[/C][C]0.635051[/C][/ROW]
[ROW][C]14[/C][C]0.174779[/C][C]1.4306[/C][C]0.078592[/C][/ROW]
[ROW][C]15[/C][C]0.010664[/C][C]0.0873[/C][C]0.465352[/C][/ROW]
[ROW][C]16[/C][C]-0.085546[/C][C]-0.7002[/C][C]0.756894[/C][/ROW]
[ROW][C]17[/C][C]-0.054077[/C][C]-0.4426[/C][C]0.670275[/C][/ROW]
[ROW][C]18[/C][C]0.084405[/C][C]0.6909[/C][C]0.246013[/C][/ROW]
[ROW][C]19[/C][C]-0.045409[/C][C]-0.3717[/C][C]0.644353[/C][/ROW]
[ROW][C]20[/C][C]0.000209[/C][C]0.0017[/C][C]0.499321[/C][/ROW]
[ROW][C]21[/C][C]0.058634[/C][C]0.4799[/C][C]0.316417[/C][/ROW]
[ROW][C]22[/C][C]0.013549[/C][C]0.1109[/C][C]0.456012[/C][/ROW]
[ROW][C]23[/C][C]0.059693[/C][C]0.4886[/C][C]0.313357[/C][/ROW]
[ROW][C]24[/C][C]-0.231123[/C][C]-1.8918[/C][C]0.968581[/C][/ROW]
[ROW][C]25[/C][C]0.203858[/C][C]1.6686[/C][C]0.049927[/C][/ROW]
[ROW][C]26[/C][C]0.092319[/C][C]0.7557[/C][C]0.226249[/C][/ROW]
[ROW][C]27[/C][C]-0.213895[/C][C]-1.7508[/C][C]0.957722[/C][/ROW]
[ROW][C]28[/C][C]0.050617[/C][C]0.4143[/C][C]0.339982[/C][/ROW]
[ROW][C]29[/C][C]0.118819[/C][C]0.9726[/C][C]0.167131[/C][/ROW]
[ROW][C]30[/C][C]-0.050902[/C][C]-0.4166[/C][C]0.660866[/C][/ROW]
[ROW][C]31[/C][C]-0.047265[/C][C]-0.3869[/C][C]0.649965[/C][/ROW]
[ROW][C]32[/C][C]0.062708[/C][C]0.5133[/C][C]0.30472[/C][/ROW]
[ROW][C]33[/C][C]-0.105254[/C][C]-0.8615[/C][C]0.803994[/C][/ROW]
[ROW][C]34[/C][C]0.002872[/C][C]0.0235[/C][C]0.490657[/C][/ROW]
[ROW][C]35[/C][C]0.11488[/C][C]0.9403[/C][C]0.175212[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7093&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7093&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
018.18540
1-0.397612-3.25460.999109
2-0.184526-1.51040.93218
30.1107050.90620.184048
40.0201530.1650.434737
50.0400360.32770.372078
6-0.026264-0.2150.584781
79.1e-057e-040.499703
8-0.068638-0.56180.711944
90.0304650.24940.40192
10-0.014431-0.11810.546838
110.1031410.84420.200768
12-0.209449-1.71440.954463
13-0.042357-0.34670.635051
140.1747791.43060.078592
150.0106640.08730.465352
16-0.085546-0.70020.756894
17-0.054077-0.44260.670275
180.0844050.69090.246013
19-0.045409-0.37170.644353
200.0002090.00170.499321
210.0586340.47990.316417
220.0135490.11090.456012
230.0596930.48860.313357
24-0.231123-1.89180.968581
250.2038581.66860.049927
260.0923190.75570.226249
27-0.213895-1.75080.957722
280.0506170.41430.339982
290.1188190.97260.167131
30-0.050902-0.41660.660866
31-0.047265-0.38690.649965
320.0627080.51330.30472
33-0.105254-0.86150.803994
340.0028720.02350.490657
350.114880.94030.175212






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.397612-3.25460.999109
1-0.406959-3.33110.999295
2-0.219702-1.79830.961686
3-0.139325-1.14040.870916
40.0121130.09910.460659
50.0413540.33850.368023
60.0726580.59470.277012
7-0.053538-0.43820.668685
8-0.06496-0.53170.70166
9-0.128891-1.0550.852397
100.0533950.43710.331739
11-0.192719-1.57750.940302
12-0.286431-2.34450.988988
13-0.180497-1.47740.927877
14-0.045402-0.37160.644331
15-0.026646-0.21810.585996
16-0.076377-0.62520.733009
17-0.031369-0.25680.600928
18-0.123201-1.00840.841565
19-0.200126-1.63810.946956
20-0.157167-1.28650.898647
21-0.07156-0.58570.719991
220.1754851.43640.07777
23-0.201519-1.64950.948138
24-0.124939-1.02270.844929
250.0589460.48250.315513
26-0.047205-0.38640.649783
27-0.101641-0.8320.795809
28-0.020369-0.16670.565958
290.0253580.20760.418099
30-0.007801-0.06390.525363
310.0039810.03260.487051
32-0.054859-0.4490.672573
33-0.075004-0.61390.729332
340.1253791.02630.154227
35-0.080475-0.65870.743831

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.397612 & -3.2546 & 0.999109 \tabularnewline
1 & -0.406959 & -3.3311 & 0.999295 \tabularnewline
2 & -0.219702 & -1.7983 & 0.961686 \tabularnewline
3 & -0.139325 & -1.1404 & 0.870916 \tabularnewline
4 & 0.012113 & 0.0991 & 0.460659 \tabularnewline
5 & 0.041354 & 0.3385 & 0.368023 \tabularnewline
6 & 0.072658 & 0.5947 & 0.277012 \tabularnewline
7 & -0.053538 & -0.4382 & 0.668685 \tabularnewline
8 & -0.06496 & -0.5317 & 0.70166 \tabularnewline
9 & -0.128891 & -1.055 & 0.852397 \tabularnewline
10 & 0.053395 & 0.4371 & 0.331739 \tabularnewline
11 & -0.192719 & -1.5775 & 0.940302 \tabularnewline
12 & -0.286431 & -2.3445 & 0.988988 \tabularnewline
13 & -0.180497 & -1.4774 & 0.927877 \tabularnewline
14 & -0.045402 & -0.3716 & 0.644331 \tabularnewline
15 & -0.026646 & -0.2181 & 0.585996 \tabularnewline
16 & -0.076377 & -0.6252 & 0.733009 \tabularnewline
17 & -0.031369 & -0.2568 & 0.600928 \tabularnewline
18 & -0.123201 & -1.0084 & 0.841565 \tabularnewline
19 & -0.200126 & -1.6381 & 0.946956 \tabularnewline
20 & -0.157167 & -1.2865 & 0.898647 \tabularnewline
21 & -0.07156 & -0.5857 & 0.719991 \tabularnewline
22 & 0.175485 & 1.4364 & 0.07777 \tabularnewline
23 & -0.201519 & -1.6495 & 0.948138 \tabularnewline
24 & -0.124939 & -1.0227 & 0.844929 \tabularnewline
25 & 0.058946 & 0.4825 & 0.315513 \tabularnewline
26 & -0.047205 & -0.3864 & 0.649783 \tabularnewline
27 & -0.101641 & -0.832 & 0.795809 \tabularnewline
28 & -0.020369 & -0.1667 & 0.565958 \tabularnewline
29 & 0.025358 & 0.2076 & 0.418099 \tabularnewline
30 & -0.007801 & -0.0639 & 0.525363 \tabularnewline
31 & 0.003981 & 0.0326 & 0.487051 \tabularnewline
32 & -0.054859 & -0.449 & 0.672573 \tabularnewline
33 & -0.075004 & -0.6139 & 0.729332 \tabularnewline
34 & 0.125379 & 1.0263 & 0.154227 \tabularnewline
35 & -0.080475 & -0.6587 & 0.743831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7093&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]-0.397612[/C][C]-3.2546[/C][C]0.999109[/C][/ROW]
[ROW][C]1[/C][C]-0.406959[/C][C]-3.3311[/C][C]0.999295[/C][/ROW]
[ROW][C]2[/C][C]-0.219702[/C][C]-1.7983[/C][C]0.961686[/C][/ROW]
[ROW][C]3[/C][C]-0.139325[/C][C]-1.1404[/C][C]0.870916[/C][/ROW]
[ROW][C]4[/C][C]0.012113[/C][C]0.0991[/C][C]0.460659[/C][/ROW]
[ROW][C]5[/C][C]0.041354[/C][C]0.3385[/C][C]0.368023[/C][/ROW]
[ROW][C]6[/C][C]0.072658[/C][C]0.5947[/C][C]0.277012[/C][/ROW]
[ROW][C]7[/C][C]-0.053538[/C][C]-0.4382[/C][C]0.668685[/C][/ROW]
[ROW][C]8[/C][C]-0.06496[/C][C]-0.5317[/C][C]0.70166[/C][/ROW]
[ROW][C]9[/C][C]-0.128891[/C][C]-1.055[/C][C]0.852397[/C][/ROW]
[ROW][C]10[/C][C]0.053395[/C][C]0.4371[/C][C]0.331739[/C][/ROW]
[ROW][C]11[/C][C]-0.192719[/C][C]-1.5775[/C][C]0.940302[/C][/ROW]
[ROW][C]12[/C][C]-0.286431[/C][C]-2.3445[/C][C]0.988988[/C][/ROW]
[ROW][C]13[/C][C]-0.180497[/C][C]-1.4774[/C][C]0.927877[/C][/ROW]
[ROW][C]14[/C][C]-0.045402[/C][C]-0.3716[/C][C]0.644331[/C][/ROW]
[ROW][C]15[/C][C]-0.026646[/C][C]-0.2181[/C][C]0.585996[/C][/ROW]
[ROW][C]16[/C][C]-0.076377[/C][C]-0.6252[/C][C]0.733009[/C][/ROW]
[ROW][C]17[/C][C]-0.031369[/C][C]-0.2568[/C][C]0.600928[/C][/ROW]
[ROW][C]18[/C][C]-0.123201[/C][C]-1.0084[/C][C]0.841565[/C][/ROW]
[ROW][C]19[/C][C]-0.200126[/C][C]-1.6381[/C][C]0.946956[/C][/ROW]
[ROW][C]20[/C][C]-0.157167[/C][C]-1.2865[/C][C]0.898647[/C][/ROW]
[ROW][C]21[/C][C]-0.07156[/C][C]-0.5857[/C][C]0.719991[/C][/ROW]
[ROW][C]22[/C][C]0.175485[/C][C]1.4364[/C][C]0.07777[/C][/ROW]
[ROW][C]23[/C][C]-0.201519[/C][C]-1.6495[/C][C]0.948138[/C][/ROW]
[ROW][C]24[/C][C]-0.124939[/C][C]-1.0227[/C][C]0.844929[/C][/ROW]
[ROW][C]25[/C][C]0.058946[/C][C]0.4825[/C][C]0.315513[/C][/ROW]
[ROW][C]26[/C][C]-0.047205[/C][C]-0.3864[/C][C]0.649783[/C][/ROW]
[ROW][C]27[/C][C]-0.101641[/C][C]-0.832[/C][C]0.795809[/C][/ROW]
[ROW][C]28[/C][C]-0.020369[/C][C]-0.1667[/C][C]0.565958[/C][/ROW]
[ROW][C]29[/C][C]0.025358[/C][C]0.2076[/C][C]0.418099[/C][/ROW]
[ROW][C]30[/C][C]-0.007801[/C][C]-0.0639[/C][C]0.525363[/C][/ROW]
[ROW][C]31[/C][C]0.003981[/C][C]0.0326[/C][C]0.487051[/C][/ROW]
[ROW][C]32[/C][C]-0.054859[/C][C]-0.449[/C][C]0.672573[/C][/ROW]
[ROW][C]33[/C][C]-0.075004[/C][C]-0.6139[/C][C]0.729332[/C][/ROW]
[ROW][C]34[/C][C]0.125379[/C][C]1.0263[/C][C]0.154227[/C][/ROW]
[ROW][C]35[/C][C]-0.080475[/C][C]-0.6587[/C][C]0.743831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7093&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7093&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
0-0.397612-3.25460.999109
1-0.406959-3.33110.999295
2-0.219702-1.79830.961686
3-0.139325-1.14040.870916
40.0121130.09910.460659
50.0413540.33850.368023
60.0726580.59470.277012
7-0.053538-0.43820.668685
8-0.06496-0.53170.70166
9-0.128891-1.0550.852397
100.0533950.43710.331739
11-0.192719-1.57750.940302
12-0.286431-2.34450.988988
13-0.180497-1.47740.927877
14-0.045402-0.37160.644331
15-0.026646-0.21810.585996
16-0.076377-0.62520.733009
17-0.031369-0.25680.600928
18-0.123201-1.00840.841565
19-0.200126-1.63810.946956
20-0.157167-1.28650.898647
21-0.07156-0.58570.719991
220.1754851.43640.07777
23-0.201519-1.64950.948138
24-0.124939-1.02270.844929
250.0589460.48250.315513
26-0.047205-0.38640.649783
27-0.101641-0.8320.795809
28-0.020369-0.16670.565958
290.0253580.20760.418099
30-0.007801-0.06390.525363
310.0039810.03260.487051
32-0.054859-0.4490.672573
33-0.075004-0.61390.729332
340.1253791.02630.154227
35-0.080475-0.65870.743831


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 0.0 ; 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')